Jean Dolbeault
http://www.ceremade.dauphine.fr/∼dolbeaul Ceremade, Universit´e Paris-Dauphine
December 13, 2018 Nonlinear PDEs at Valpara´ıso
a conference in honor of Patricio Felmer’s 60th anniversary (UFSM, December 10-14, 2018)
J. Dolbeault Symmetry and symmetry breaking in PDEs
Outline
Introduction
BSymmetry, symmetry breaking: the principle of Pierre Curie BThe issue of the symmetry for the minimizers
BA competition mechanism: potential or weight versus nonlinearity BThe flow point of view: connecting the issue of the symmetry with asymptotic states
Symmetry in some interpolation inequalities
BGagliardo-Nirenberg-Sobolev inequalities on the sphere BCaffarelli-Kohn-Nirenberg inequalities
Symmetry in interpolation inequalities involving Aharonov-Bohm magnetic fields
BAharonov-Bohm effect
BSubquadratic magnetic interpolation inequalities
BAharonov-Bohm magnetic interpolation inequalities inR2
The Cucker-Smale model: symmetry, phase transition, dynamics
Symmetry in some interpolation inequalities
Gagliardo-Nirenberg-Sobolev inequalities on the sphere Caffarelli-Kohn-Nirenberg inequalities
J. Dolbeault Symmetry and symmetry breaking in PDEs
A result of uniqueness on a classical example
On the sphereSd, let us consider the positive solutions of
−∆u+λu=up−1 p∈[1,2)∪(2,2∗]ifd≥3,2∗=d−22d
p∈[1,2)∪(2,+∞)ifd = 1,2 Theorem
Ifλ≤d , u≡λ1/(p−2)is the unique solution
[Gidas & Spruck, 1981],[Bidaut-V´eron & V´eron, 1991]
Bifurcation point of view
2 4 6 8 10
2 4 6 8
Figure:(p−2)λ7→(p−2)µ(λ)with d= 3 k∇uk2L2(Sd)+λkuk2L2(Sd)≥µ(λ)kuk2Lp(Sd)
Taylor expansion ofu= 1 +ε ϕ1as ε→0with−∆ϕ1=dϕ1
µ(λ)< λ if and only if λ > d p−2
BThe inequality holds withµ(λ) =λ= p−2d [Bakry & Emery, 1985]
[Beckner, 1993],[Bidaut-V´eron & V´eron, 1991, Corollary 6.1]
J. Dolbeault Symmetry and symmetry breaking in PDEs
The Bakry-Emery method on the sphere
Entropy functional Ep[ρ] := p−21 h´
Sdρ2p dµ− ´
Sdρdµ2pi
if p6= 2 E2[ρ] :=´
Sdρlog
ρ kρkL1 (Sd)
dµ Fisher informationfunctional
Ip[ρ] :=´
Sd|∇ρ1p|2dµ
[Bakry & Emery, 1985]carr´e du champmethod: use the heat flow
∂ρ
∂t = ∆ρ and observe that dtdEp[ρ] =− Ip[ρ],
d dt
Ip[ρ]−dEp[ρ]
≤0 =⇒ Ip[ρ]≥dEp[ρ]
withρ=|u|p, ifp≤2#:= (d−1)2d2+12
The evolution under the fast diffusion flow
To overcome the limitationp≤2#, one can consider a nonlinear diffusion of fast diffusion / porous medium type
∂ρ
∂t = ∆ρm
(Demange),(JD, Esteban, Kowalczyk, Loss): for anyp∈[1,2∗] Kp[ρ] := d
dt
Ip[ρ]−dEp[ρ]
≤0
1.0 1.5 2.5 3.0
0.0 0.5 1.5 2.0
(p,m)admissible region,d = 5
J. Dolbeault Symmetry and symmetry breaking in PDEs
Caffarelli-Kohn-Nirenberg, symmetry and symmetry breaking results, and weighted nonlinear flows
BThe critical Caffarelli-Kohn-Nirenberg inequality [JD, Esteban, Loss]
[BA family of sub-critical Caffarelli-Kohn-Nirenberg inequalities]
[JD. Esteban, Loss, Muratori]
Critical Caffarelli-Kohn-Nirenberg inequality
LetDa,b:=n
v ∈Lp Rd,|x|−bdx
: |x|−a|∇v| ∈L2 Rd,dxo ˆ
Rd
|v|p
|x|b p dx 2/p
≤ Ca,b
ˆ
Rd
|∇v|2
|x|2a dx ∀v ∈ Da,b holds under conditions ona andb
p= 2d
d−2 + 2 (b−a) (critical case) BAn optimal function among radial functions:
v?(x) =
1 +|x|(p−2) (ac−a)−p−22
and C?a,b= k |x|−bv?k2p
k |x|−a∇v?k22
Question: Ca,b= C?a,b (symmetry) orCa,b>C?a,b (symmetry breaking) ?
J. Dolbeault Symmetry and symmetry breaking in PDEs
Critical CKN: range of the parameters
Figure: d = 3 ˆ
Rd
|v|p
|x|b p dx 2/p
≤ Ca,b
ˆ
Rd
|∇v|2
|x|2a dx
a b
0 1
−1
b=a
b=a+ 1
a=d−22 p
a≤b≤a+ 1ifd≥3
a<b≤a+ 1ifd= 2,a+ 1/2<b≤a+ 1ifd= 1 anda<ac := (d−2)/2
p= 2d
d−2 + 2 (b−a)
(Glaser, Martin, Grosse, Thirring (1976)) (Caffarelli, Kohn, Nirenberg (1984)) [F. Catrina, Z.-Q. Wang (2001)]
Linear instability of radial minimizers:
the Felli-Schneider curve
The Felli & Schneider curve bFS(a) := d(ac−a)
2p
(ac−a)2+d−1 +a−ac
a b
0
[Smets],[Smets, Willem],[Catrina, Wang],[Felli, Schneider]
The functional C?a,b
ˆ
Rd
|∇v|2
|x|2a dx− ˆ
Rd
|v|p
|x|b p dx 2/p
is linearly instable atv =v?
J. Dolbeault Symmetry and symmetry breaking in PDEs
Symmetry versus symmetry breaking:
the sharp result in the critical case
[JD, Esteban, Loss (2016)]
a b
0
Theorem
Let d≥2and p<2∗. If either a∈[0,ac)and b>0, or a<0 and b≥bFS(a), then the optimal functions for the critical
Caffarelli-Kohn-Nirenberg inequalities are radially symmetric
The Emden-Fowler transformation and the cylinder
BWith an Emden-Fowler transformation, critical the
Caffarelli-Kohn-Nirenberg inequality on the Euclidean space are equivalent to Gagliardo-Nirenberg inequalities on a cylinder
v(r, ω) =ra−acϕ(s, ω) with r =|x|, s=−logr and ω= x r With this transformation, the Caffarelli-Kohn-Nirenberg inequalities can be rewritten as thesubcriticalinterpolation inequality
k∂sϕk2L2(C)+k∇ωϕk2L2(C)+ Λkϕk2L2(C)≥µ(Λ)kϕk2Lp(C) ∀ϕ∈H1(C)
whereΛ := (ac−a)2,C=R×Sd−1 and the optimal constantµ(Λ)is µ(Λ) = 1
Ca,b
with a=ac±√
Λ and b= d p ±√
Λ
J. Dolbeault Symmetry and symmetry breaking in PDEs
Linearization around symmetric critical points
Up to a normalization and a scaling
ϕ?(s, ω) = (coshs)−p−21
is a critical point of
H1(C)3ϕ7→ k∂sϕk2L2(C)+k∇ωϕk2L2(C)+ Λkϕk2L2(C)
under a constraint onkϕk2Lp(C)
ϕ? is notoptimal for (CKN) if the P¨oschl-Teller operator
−∂s2−∆ω+ Λ−ϕp−2? =−∂s2−∆ω+ Λ− 1 (coshs)2 hasa negative eigenvalue, i.e., forΛ>Λ1(explicit)
The variational problem on the cylinder
Λ7→µ(Λ) := min
ϕ∈H1(C)
k∂sϕk2L2(C)+k∇ωϕk2L2(C)+ Λkϕk2L2(C)
kϕk2Lp(C)
is a concave increasing function Restricted to symmetric functions, the variational problem becomes
µ?(Λ) := min
ϕ∈H1(R)
k∂sϕk2L2(Rd)+ Λkϕk2L2(Rd)
kϕk2Lp(Rd)
=µ?(1) Λα
Symmetry meansµ(Λ) =µ?(Λ)
Symmetry breaking meansµ(Λ)< µ?(Λ)
J. Dolbeault Symmetry and symmetry breaking in PDEs
Numerical results
20 40 60 80 100
10 20 30 40 50
symmetric non-symmetric asymptotic
bifurcation µ
Λα µ(Λ)
(Λ) =µ
(1) Λα
Parametric plot of the branch of optimal functions forp= 2.8, d= 5.
Non-symmetric solutions bifurcate from symmetric ones at a bifurcation pointΛ1computed by V. Felli and M. Schneider. The branch behaves for large values ofΛ as predicted by F. Catrina and Z.-Q. Wang
Symmetry in one slide: 3 steps
Achange of variables: v(|x|α−1x) =w(x),Dαv= α∂v∂s,1s∇ωv kvkL2p,d−n(Rd) ≤Kα,n,pkDαvkϑL2,d−n(Rd)kvk1−ϑLp+1,d−n(Rd) ∀v ∈Hpd−n,d−n(Rd)
Concavity of the R´enyi entropy power: with Lα=−D∗αDα=α2 u00+n−1s u0
+s12∆ωuand ∂u∂t =Lαum
−dtd G[u(t,·)] ´
Rdumdµ1−σ
≥(1−m) (σ−1)´
Rdum LαP−
´
Rd´u|DαP|2dµ
Rdumdµ
2
dµ + 2´
Rd
α4 1−1n
P00−Ps0 −α2(n−1)∆ωPs2
2
+2αs22
∇ωP0−∇ωsP
2 umdµ + 2´
Rd
(n−2) α2FS−α2
|∇ωP|2+c(n,m,d)|∇Pω2P|4
umdµ Elliptic regularity and the Emden-Fowler transformation: justifying theintegrations by parts
J. Dolbeault Symmetry and symmetry breaking in PDEs
Three references
Lecture notes onSymmetry and nonlinear diffusion flows...
a course on entropy methods (see webpage)
[JD, Maria J. Esteban, and Michael Loss]Symmetry and symmetry breaking: rigidity and flows in elliptic PDEs
... the elliptic point of view: Proc. Int. Cong. of Math., Rio de Janeiro, 3: 2279-2304, 2018.
[JD, Maria J. Esteban, and Michael Loss]Interpolation inequalities, nonlinear flows, boundary terms, optimality and linearization... the parabolic point of view
Journal of elliptic and parabolic equations, 2: 267-295, 2016.
Symmetry in Aharonov-Bohm magnetic fields
Aharonov-Bohm effect
Subquadratic magnetic interpolation inequalities Bon the circle: magnetic rings
Bon the torus
Aharonov-Bohm magnetic interpolation inequalities inR2
Joint work with D. Bonheure, M.J. Esteban, A. Laptev, & M. Loss
J. Dolbeault Symmetry and symmetry breaking in PDEs
Aharonov-Bohm effect
A major difference between classical mechanics and quantum mechanics is that particles are described by a non-local object, the wave function. Quantum particles can interact with an
electromagnetic field even if they are “localized” (from the
experimental point of view) in a region where the fields are zero, or if the fields are supported on zero-measure sets
In 1959 Y. Aharonov and D. Bohm proposed a series of experiments intended to put in evidence such phenomena which are nowadays calledAharonov-Bohm effects
One of the proposed experiments relies on a long, thin solenoid which produces a magnetic field such that the region in which the magnetic field is non-zero can be approximated by a line in dimensiond= 3 and by a point in dimensiond= 2
Notation
Themagnetic Laplacianis defined via amagnetic potentialAby
−∆Aψ=−∆ψ− 2iA· ∇ψ+|A|2ψ−i(divA)ψ Themagnetic fieldisB=curlA
H1A(Rd) :=
ψ∈L2(Rd) : ∇Aψ∈L2(Rd) Themagnetic gradient takes the form
∇A :=∇+iA Dimensiond = 2: polar coordinates(r, θ)
r =|x|=q
x12+x22 and r eiθ=x1+i x2
Dimensiond = 3: cylindrical coordinates(ρ, θ,z) ρ=
q
x12+x22, ρeiθ=x1+i x2 and z =x3
J. Dolbeault Symmetry and symmetry breaking in PDEs
Aharonov-Bohm magnetic fields
Dimensiond = 1:
∇A = ∂θ∂ − i a, −∆A=− ∂θ∂ −i a2 Dimensiond = 2: A= a
r2(−x2,x1) = a r2eθ
∇A = ∂r∂ , 1r ∂θ∂ − i a
, −∆A=−∂r∂22 −1r
∂
∂r −r12
∂
∂θ−i a2 {er= xr,eθ}is the local orthogonal basis
Dimensiond = 3: A= a
ρ2(−x2,x1,0)
∇A =
∂
∂ρ, ρ1 ∂θ∂ −i a , ∂z∂
, −∆A=−∂ρ∂22−1ρ
∂
∂ρ−ρ12
∂
∂θ−i a2
−∂z∂22
Ais singular atx1=x2= 0and the magnetic fieldB=∇ ×Ais a measure supported in the setx1=x2= 0
Subquadratic magnetic interpolation inequalities
Inequalities involving Lpnorms with1<p<2 are generically designated assubquadratic inequalities
BMagnetic rings in the subquadratic range
BA result of symmetry and symmetry breaking on the torus
J. Dolbeault Symmetry and symmetry breaking in PDEs
Magnetic rings: interpolation inequalities on S
1p∈[1,2), a non-magnetic interpolation inequality[Bakry, Emrey, 1984]
(2−p)ku0k2L2(S1)+kuk2Lp(S1)≥ kuk2L2(S1) ∀u∈H1(S1) Lemma
Let a∈Rand p∈[1,2). Then there exists a concave monotone increasing functionµ7→λa,p(µ)onR+such that
kψ0−i aψk2L2(S1)+µkψk2Lp(S1)≥λa,p(µ)kψk2L2(S1) ∀ψ∈H1(S1,C) Diamagnetic inequality and non-magnetic interpolation inequality Existence of an optimal function: Sobolev’s inequalities,
compactness and semi-continuity
Properties
A non-vanishing property: ifψ∈H1(S1)is a non-trivial optimal function, thenψ(s)6= 0for any s∈S1. Takev1(s) +i v2(s) =ψ(s)eias and consider the Wronskianw = (v1v20−v10v2)
Use the Euler-Lagrange equation for the phase
Qa,p,µ[u] := ku0k2L2(S1)+a2ku−1k−2L2(S1)+µkuk2Lp(S1)
kuk2L2(S1)
The minimization problem is reduced to the study of the inequality ku0k2L2(S1)+a2ku−1k−2L2(S1)+µkuk2Lp(S1)≥λa,p(µ)kuk2L2(S1) ∀u∈H1(S1) whereuis now a real valued function
J. Dolbeault Symmetry and symmetry breaking in PDEs
A rigidity result
ku0k2L2(S1)+a2ku−1k−2L2(S1)+µkuk2Lp(S1)≥λa,p(µ)kuk2L2(S1) ∀u∈H1(S1) Proposition
Let p∈(1,2), a∈(0,1/2), andµ >0.
(i) Ifµ(2−p) + 4a2≤1, thenλa,p(µ) =a2+µand equality is achieved only by the constants
(ii) Ifµ(2−p) + 4a2>1, thenλa,p(µ)<a2+µand equality is not achieved by the constants
ku0k2L2(S1)+a2ku−1k−2L2(S1)+µkuk2Lp(S1)
= (1−4a2)
ku0k2L2(S1)+ µ
1−4a2kuk2Lp(S1)
+ 4a2
ku0k2L2(S1)+1
4ku−1k2L2(S1)
Aharonov-Bohm magnetic interpolation inequalities on T
2T2=S1×S1≈[−π, π)×[−π, π)3(x,y) dσthe uniform probability measure
∇Aψ= ψx, ψy−i aψ ,
¨
T2
|∇Aψ|2dσ=
¨
T2
|ψx|2+|ψy −i aψ|2 dσ Lemma (A magnetic ground state estimate)
Assume that a∈(0,1/2). Then
¨
T2
|∇Aψ|2dσ≥a2
¨
T2
|ψ|2dσ ∀ψ∈H1A(T2) We make a Fourier decomposition on the basis(ei`xei k y)k,`∈Z
Ifa∈(0,1/2), thenλ00 is the lowest mode k= 0, `= 0 : λ00=a2
k= 1, `= 0 : λ10= (1−a)2>a2 k= 0, `= 1 : λ01= 1 +a2
J. Dolbeault Symmetry and symmetry breaking in PDEs
A magnetic interpolation inequality in the flat torus
By tensorization, for anyp∈[1,2)
(2−p)k∇uk2L2(T2)+kuk2Lp(T2)≥ kuk2L2(T2) ∀u∈H1(T2) Lemma
Let p∈[1,2), a∈(0,1/2). Then
k∇Auk2L2(T2)+µkuk2Lp(T2)≥Λa,p(µ)kuk2L2(T2) ∀u∈H1A(T2) µ7→Λa,p(µ)is concave increasing on(0,+∞),limµ→0+Λa,p(µ) =a2
Λa,p(µ)≥µ+ 1−µ(2−p)
a2 for any µ≤ 1 2−p
A symmetry result in the subquadratic regime
λa,p(µ): the optimal constant onS1 Λa,p(µ): the optimal constant on T2
We recall that the magnetic energy onT2is
¨
T2
|∇Aψ|2dσ=
¨
T2
|ψx|2+|ψy−i aψ|2 dσ
Proposition
Let p∈[1,2), a∈(0,1/2). Then
Λa,p(µ) =λa,p(µ) if µ≤ 1 p−2 and any optimal function is then constant w.r.t. x Λa,p(µ) =a2+µif and only ifµ(2−p) + 4a2≤1
J. Dolbeault Symmetry and symmetry breaking in PDEs
Proof
Notationffl
f dx:= 2π1 ´π
−πf dx k∇Auk2L2(T2)+µkψk2Lp(T2)
≥ k∂xψk2L2(T2)+λa,p(µ)kψk2L2(T2)+µkψk2Lp(T2)−µ |ψ|pdy p2
dx Let us defineu:=|ψ|,v(x) := ffl
|u(x,y)|pdy1/p
. By H¨older (p≤2)
|vx|=v1−p up−1uxdy ≤v1−p updy p−1p
|ux|2dy 12
that is,|vx|2≤ffl
|ux|2dy ≤ffl
|∂xψ|2dy. With µ≤1/(2−p), ˆ
S1
|vx|2dσ+µ ˆ
S1
|v|pdσ 2/p
−µ ˆ
S1
|v|2dσ+λa,p(µ)kψk2L2(T2)
≥λa,p(µ)kψk2L2(T2)
Aharonov-Bohm magnetic interpolation inequalities in R 2
BOnR2without weights, there is a loss of compactness BOnR2with weights, optimal functions exist
Bthere is a range of symmetry breaking and a range of symmetry
J. Dolbeault Symmetry and symmetry breaking in PDEs
Magnetic interpolation inequalities without weights
k∇Aψk2L2(R2)+λkψk2L2(R2)≥µa,p(λ)kψk2Lp(R2) ∀ψ∈H1a(R2) Aharonov-Bohm magnetic potentialA(x) =a|x|−2eθ
Proposition
Let a∈R\Zand p∈(2,∞). The optimal constant is µa,p(λ) = Cpλp2 ∀λ >0 and equality is not achieved onH1(R2)∩Lp(R2)
Magnetic Hardy-Sobolev interpolation inequalities (d = 2)
TheCaffarelli-Kohn-Nirenberg inequalitywithb = c + 2/p ˆ
R2
|∇v|2
|x|2c dx ≥Cc
ˆ
R2
|v|p
|x|bpdx 2/p
By consideringv(x) =|x|cu(x): theHardy-Sobolev inequality ˆ
R2
|∇u|2dx+ c2 ˆ
R2
|u|2
|x|2dx≥Cc
ˆ
R2
|u|p
|x|2dx 2/p
The optimal functions are radially symmetric if and only if b≥bFS(c) := c− c
√1 + c2
according to[Felli-Schneider (2003)],[D.-Esteban-Loss (2015)]
J. Dolbeault Symmetry and symmetry breaking in PDEs
Theorem (magnetic Hardy-Sobolev type inequality) Let a∈[0,1/2)and p>2. For anyλ >−a2
ˆ
R2
|∇Aψ|2dx+λ ˆ
R2
|ψ|2
|x|2 dx≥µ(λ) ˆ
R2
|ψ|p
|x|2 dx 2/p
∀ψ∈H1A(R2)
with optimal functionψ(x) = (|x|α+|x|−α)−p−22 ,α= p−22 √
λ+a2if λ≤λ?:= 41−4a2
p2−4 −a2 Conversely, there is symmetry breaking if
λ > λFS(a) := 4
p2−4 −a2 Ifλ≤λ?,µ(λ) = p2(2π)1−2p λ+a21+p2
2√ πΓ p−2p
(p−2) Γ p−2p +12 1−2p
Corollary 1
Corollary (A magnetic Caffarelli-Kohn-Nirenberg inequality)
Assume that p∈(2,+∞),A(x) =a|x|−2eθ for some a∈[0,1/2)and c≤0. Withµas in Theorem 2, for any γ <c2+a2, we have that
ˆ
R2
|∇Aφ|2
|x|2c dx ≥γ ˆ
R2
|φ|2
|x|2c+2dx+µ(c2−γ) ˆ
R2
|φ|p
|x|cp+2dx 2/p
andµ(c2−γ)is the optimal constant Takeφ(x) =|x|cψ(x)
ˆ
R2
|∇Aφ|2
|x|2c dx= ˆ
R2
|∇Aψ|2dx+ ˆ
R2
|ψ|2
|x|2dx
J. Dolbeault Symmetry and symmetry breaking in PDEs
Corollary 2
Proposition (A magnetic Hardy inequality inR2)
Assume that q∈(1,2),A(x) =a|x|−2eθfor some a∈[0,1/2). Then for any functionφ∈Lq R2|x|−2dx
, we have ˆ
R2
|∇Aψ|2dx≥µ(0) ˆ
R2
|φ|q
|x|2dx −1q ˆ
R2
φ
|x|2|ψ|2dx ∀ψ∈H1A(R2) Moreover,µ(0)is the optimal constant and
µ(0) = p
2(2π)1−2pa2+p4 2√πΓ p−2p (p−2) Γ p−2p +12
!1−2p
if a2< 4 12 +p2
The Cucker-Smale model
The homogeneous model Phase transition
Dynamics
Xingyu Li, in preparation
J. Dolbeault Symmetry and symmetry breaking in PDEs
A simple version of the Cucker-Smale model
A model for bird flocking (simplified version)
∂f
∂t =D∆vf +∇v·(∇vΦ(v)f − Uf f) whereUf =´
v f dv is the average velocity (f is a probability measure) Φ(v) = 1
4v4−1 2v2
-2 -1 1 2
-1.0 -0.5 0.5 1.0 1.5 2.0
-2 -1 1 2
-2 2 4 6
[J. Tugaut, 2014]
[A. Barbaro, J. Ca˜nizo, J.A. Carrillo, and P. Degond, 2016]
Stationary solutions: phase transition
0.1 0.2 0.3 0.4 0.5
-1.0 -0.5 0.5 1.0
d = 1: there exists a bifurcation pointD=D∗ such that the only stationary solution corresponds toUf = 0 ifD>D∗ and there are three solutions corresponding toUf = 0,±u(D)ifD<D∗
Uf = 0is linearly unstable if D<D∗
Notation: f?(0),f?(+),f?(−)
J. Dolbeault Symmetry and symmetry breaking in PDEs
Dynamics
The free energy F[f] :=D
ˆ
Rd
f logf dv+ ˆ
Rd
fΦdv−1 2|Uf|2 decays according to
d
dtF[f(t,·)]− ˆ
Rd
D∇vf
f +∇vΦ− Uf
2
f dv d = 1: IfF[f(t= 0,·)]<F[f?(0)]andD<D∗, then
F[f(t,·)] =−Fh f?(±)i
≤C e−λt
λis the eigenvalue of the linearized problem atf?(±) in the weighted space L2
(f?(±))−1
with scalar product
hf,gi±:=D ˆ
Rd
f g
f?(±)−1
dv− Uf Ug
These slides can be found at
http://www.ceremade.dauphine.fr/∼dolbeaul/Conferences/
BLectures The papers can be found at
http://www.ceremade.dauphine.fr/∼dolbeaul/Preprints/list/
BPreprints / papers
For final versions, useDolbeaultas login andJeanas password
Thank you for your attention !
J. Dolbeault Symmetry and symmetry breaking in PDEs