A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
P IERO D ’A NCONA
M ARIAGRAZIA D I F LAVIANO
On a weakly hyperbolic quasilinear mixed problem of second order
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 30, n
o2 (2001), p. 251-267
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On
aWeakly Hyperbolic Quasilinear
Mixed Problem of Second Order
PIERO D’ANCONA - MARIAGRAZIA DI FLAVIANO
Abstract. We consider the mixed initial-boundary value problem for a second
order
hyperbolic
quasilinear equation, degenerating at t = 0, and we prove the local well posedness in C°°. The main tools are a priori energy estimates and the Nash-Moser theorem.Mathematics Subject Classification (2000): 35L80
(primary),
35L20, 35L70 (secondary).1. - Introduction °
The mixed
problem
fordegenerate hyperbolic equations
andsystems
is a difficult one, and indeed afairly general theory
existsonly
forequations
withconstant coefficients
(see
e.g.[17]). Concerning
linearproblems
with variablecoefficients,
we mention[2], [9], [10], [11], [12], [15]
where some cases ofspecial degeneracies
forequations
of second order are considered(see
also[14]
for related results on
systems).
The
study
of the mixedproblem
for nonlinearweakly hyperbolic equations
is
just
at itsbeginning;
to ourknowledge,
theonly
available results in this direction are[5]
and[3].
Theseproblems
combine several difficulties:~ the linerized
equation
isweakly hyperbolic,
thus ingeneral
the smoothness of the coefficients is not sufficient to solveit,
and additionalassumptions
on the structure of the
equation
arerequired;
moreover, lower order terms may have an influence on thesolvability
of theequation;
~
assuming
that the linearizedequation
can besolved,
thesolution
is ingeneral
lessregular
than the data(the
"loss of derivatives"phenomenon).
This makes it
impossible
to solve the nonlinearequation by
asimple
fixedpoint method,
andrequires
more refinedtechniques
such as the Nash-Mosertheorem;
Pervenuto alla Redazione il 10 marzo 2000.
’
~
boundary
conditions may interact in acomplex
way both with theprincipal
part
of theoperator
and with lower order terms,differently
from the caseof
strictly hyperbolic equations.
Here we shall consider the
following hyperbolic operator
on[0, T]
xn, S2 c
RIbeing
a bounded open set with smoothboundary:
1 is an
integer,
and the formis
symmetric
andstrictly positive
definite. Thus we see that theoperator L(t, x, D)
isstrictly hyperbolic
for t > 0 anddegenerate only
at t = 0. Herewe are interested in a
quasilinear
mixedproblem
of the formunder the conditions
REMARK 1.1. We are
assuming,
for the sake ofsimplicity,
that the data uo, u 1 vanish of infinite order at theboundary. Clearly,
it ispossible
to relaxthis
assumption by considering
an infinite sequence ofcompatibility
conditionsat the
boundary;
see Kubo[11]
where such anapproach
is considered in the linear case.We shall assume that the coefficients aij,
bj,
c are inCl([O, T]
x0);
moreover, we assume that
f (t, x, u, v, p)
has thefollowing
structure:where h E
C °° ( [o, T] x S2
x]R2),
g EC °° ( [o, T]
x S2 xThen we can prove:
THEOREM 1.1. Let k > 1. Consider the mixed
problem (1.3), ( 1.4)
withuo, u 1,
f satisfying (1.5), ( 1.6)
andL (t,
x,D) defined by ( 1.1 ) and satisfying (1.2).
Then there exist
To
> 0 and a local solution u EC’ ([0, To]
xQ)
to theproblem.
REMARK 1.2. The structure
assumption (1.6)
is verynatural,
in view of thedegeneracy
of theprincipal part
ofL(t,
x,D). Recall,
e g., that theCauchy problem
for the linearequation
utt -t2kuxx :f: tlux
= 0 is wellposed
in Coo ifand
only
if .~ > k - 1.ACKNOWLEDGMENTS. We would like to thank Prof. Colombini for the useful remarks about the first draft of this paper.
The authors were
partially supported by
theProgramma
Nazionale M.U.R.S.T."Problemi e Metodi nella Teoria delle
Equazioni Iperboliche".
2. - The linear
problem
We consider here the linear
equation
Lu= f (t, x)
for theoperator L(t,
x,D)
defined in
( 1.1 ), satisfying (1.2),
on[0, Moreover,
we assume that the functionf (t, x)
and all the coefficients are inC’ ([0, T]
x~).
Our aim is to prove theunique solvability,
and a suitable apriori
estimate of thesolution,
for the mixedproblem
under the conditions
This was
already proved by
Kubo[ 11 ];
however we need here much moreprecise
estimates of the solution in terms of the data and the coefficients of theequation,
and for this reason we must reprove his result with differenttechniques.
In the
following
result it is essential to make a distinction between thenorms of space and time derivatives. To this
end,
we introduce thenotation,
foru : K = [0, T] x Q - C,
while we retain the notation HS for the usual Sobolev spaces. We shall use the
symbol JL(s, r)
to denote the HS’’’ norm of the coefficients:denoting by
C =
hj, bj, bo, c}
the set of all the coefficients of theoperator L,
we writeTo express our result in a
compact
form we shallfinally
need thefollowing quantities
which contain the norm of the initial data and the norm of the coefficients at t = 0:Then we have:
THEOREM 2.1. Let T > 0 and assume
L (t,
x,D)
hasthe form ( 1.1 ), (1.2).
Then, for
any smoothfunctions
uo, u 1,f satisfying (2.3),
Problem(2.1), (2.2)
hasa
unique
solution.Moreover,
there exists aninteger
so,depending only
on k and thenorm
of the coefficients of L,
suchthat for all
s, r > sothe following
estimateholds on the
cylinder
K =[0, T]
x Q:where
c(r)
= so +(2k
+1 ) r.
PROOF. To
simplify
thenotations,
we shall assume that all the functionsare
real-valued,
and thatT 1; clearly
bothassumptions
are not restrictive.Moreover we can assume that the constant of coerciveness vo in
(1.2)
isequal
to 1.
Let u be a solution of Problem
(2.1), (2.2).
Fix aninteger
0 andintroduce the
auxiliary
function WN on[0, T]
x S2 defined asThen the function
v (t, x)
=u (t, x) - wN (t, x)
solves theCauchy problem
notice that
fo(t, x) = f (t, x) - LWN
vanishes at t = 0 of orderN, i.e.,
al fo(O, x)
- 0for j N,
and v vanishes at t = 0 of order N + 2(and
ofcourse v vanishes at the
boundary
of0). Denoting by ( ~ , ~ ) , ~ ~ ~ ~ ~
the innerproduct
and the norm inrespectively,
we consider the energy functionfor an
integer d
> 0 to be chosen. Notice thatEo
is bounded for t -0,
provided d
2N + 2.Using equation (2.9)
weeasily
obtain for t > 0Since v, vt vanish at
8Q,
we can writeThen
equation (2.12)
becomesand this
implies easily
where co is a constant
depending only
on k and theW1,oo
norms of the coef- ficients. If we assume d satisfies the conditionwe obtain from
(2.13)
This formal estimate will be used later to
give
an apriori
bound on the firstderivatives of the solution.
We
proceed
now to estimatehigher
order derivatives of u withrespect
to time. For the sake ofsimplicity
we assume that the coefficientsaij, hj and bj
donot
depend
ontime;
thegeneral
caserequires only
minor modifications. Notice that thecomplete
coefficients of theequation
stilldepend
on time because of thedegenerate
coefficientstk,
Weapply
theoperator a i
=8/
to theequation (2.9)
and we obtainthen we
multiply by
If we define thehigher
order energyand we
apply
the abovecomputations
we obtaineasily (as
in(2.13))
We can write
where
Using
the definition(2.17)
ofEj,
the terms I I - IV arereadily
estimated asfollows
(we
areusing
t1) : denoting by
pj theW~~°°
norm of the coefficientson the
cylinder K
=[0, T]
x0,
we haveThe estimate of the term I is more delicate. We can write
where
and
Proceeding
as above we haveThus, summing
up, andapplying
Schwartz’inequality,
we obtain from(2.18)
the
following:
If we choose d so
large
that(and
this is our final choice ford)
we obtainWe define now
inductively
thequantities Fj
as follows:Fo
=Eo,
andfor j >
1where the
positive
constants yi,j will be chosen in a moment. First ofall,
from the definition(2.19)
of aj we haveimmediately
hence
thus,
if weimpose
the conditionwe see
by
induction thatIf in addition to
(2.24)
werequire
we have
and this
implies, by (2.22),
Now it is easy,
using (2.28),
and the basic estimate(2.15),
to proveby
inductionthe
following
estimatewhere we have also used the
Gagliardo-Nirenberg inequalities
If
v(t, x), fo(t, x)
vanish of orderhigh enough
at t =0, i.e.,
if N is chosen asfollows
we can
integrate
from 0 to t andobtain, using (2.27),
the estimateThis
implies, recalling
notation(2.4),
By Taylor’s formula,
since vanishes of order N -( j - i)
= i -I-[d/2]
-~ 1at t =
0,
we haveIntroducing
this into(2.32)
weget easily
on K =[0, T ]
x Qwhence, recalling
that v = u - WN,fo
=f - LWN
Now, writing
we know that wN is defined as
with N
= j
+[d/2]
+1,
hence if we setwe have for any s, r
While uo, u I are
given,
the functions ui for i > 2 can becomputed recursively
from the
equation
for u at t =0;
we haveeasily
arepresentation
of the formwhere
while
Ai
can be any of the coefficients of theequation,
and C are numericconstants with a common bound
C (~) . Recalling
notation(2.6)
we have imme-diately
and hence
by (2.36)
It remains to estimate the norm of
LwN; recalling
notation(2.5)
andusing
Sobolev’ immersion we have
provided
In
conclusion, (2.33) gives
provided
we chooseWe have thus estimated the time derivatives of any order of u and
VjpM.
To .estimate the
higher
order space derivatives of u and conclude theproof
of(2.7),
we resort to
equation (2.1 ). Indeed,
we can write it in the formwhere in
g (t, x)
we have collected all the termscontaining
at most onespatial
derivative
(and f (t, x)),
whoseL2
norm we havealready
estimated. From(2.42),
since u is a smooth
function,
we deduce thatôi g(O, x)
vanishesfor j = 0,...,
2k - 1 and hence can be written asand this
implies
Thus, by (2.42)
and the estimatesalready proved,
we are inposition
to estimatethe
L2
norm of since is auniformly strictly elliptic
operator, by elliptic regularization
we obtain an estimate of theL2
norm of the second space derivatives of u. Notice that we have a loss of 2k time derivativesbecause of the
degeneracy
of the coefficientt2k.
Theprocedure
can beiterated,
and
finally
we obtain estimate(2.7).
To conclude the
proof
of Theorem2.1,
we must construct a solution toproblem (2.1)-(2.3).
This can be done in several ways. Thesimplest
one is toapproximate
the initial data with functions inCo’(0), i.e.,
withsupports
at afinite distance 8 from the
boundary
of S2(with 3
-~ 0 in thelimit). Moreover,
wecan
prolonge
the coefficients of theequation
as C°° functions on[0, T] x W,
andsolve the
Cauchy problem
on W. Thisproblem
has aunique
smooth solutionby
standardtheory (see
e.g.[16]),
with finitespeed
ofpropagation,
and for ashort time
0 t E
the solution thus obtained is also a local solution to theoriginal
mixedproblem.
Since ourproblem
isstrictly hyperbolic,
the solution can be
prolonged
up to time Tby
the standardtheory
of mixedinitial value
strictly hyperbolic equations (see
e.g.[13]).
Inconclusion,
withour choice of
approximate
initial data we have a smoothglobal
solution. Wecan
apply (2.7)
to theseapproximate
solutions andby
a compactnessargument
we obtain the
required solution, satisfying
estimate(2.7).
03. - The Nash-Moser
implicit
function theoremWe recall the basics of the Nash-Moser
theory.
We follow theexposition given
in[6],
which isparticularly
suitable forapplications
to initial valueprob-
lems.
(For
theproofs
of thefollowing
results and many more details see[6]).
We shall work in a
subcategory
of thegraded
Frechet spaces, the tame spaces, defined as follows. We recall that agraded (Frechet)
space is a Fr6chet space whosetopology
isgenerated by
agrading,
i.e. anincreasing
sequence ofseminorms )’ . In, I .f I n ~ If ln+l
for allf
E F and n =0, 1, - - ..
DEFINITION 3.1. A linear map L : F - G of one
graded
space into another is a tame linear map if for some r, b E N thefollowing
estimate holdswhere the constant cn
depends only
on n. The number b is called the base and r thedegree
of the tame estimate(3 .1 ) .
Note that tameness
implies
boundedness.We recall also that the space of
exponentially decreasing sequences ~ (B)
on a Banach space B is the
graded
space of all sequences of vectors inB,
suchthat,
for n >0,
endowed with the
grading
defined in(3.2).
DEFINITION 3.2. A
graded
space is tameif,
for some Banach spaceB,
there exist two tame linear mapsL 1 : F -~ E(B),
andL2 : ~ (B)
:-~ F such thatL2L,
1 is theidentity
on F.(Shortly,
a tame space is a tame direct summand of the space ofexponentially decreasing
sequences on some Banachspace).
The tameness
property
is stable under usualoperations.
Inparticular,
directsums and
products
of tame spaces are tame, and a closedsubspace
of a tamespace is tame under the induced
grading.
The mostimportant examples
of tamespaces are the spaces of C°° functions on
manifolds,
in factPROPOSITION 3.1. Let X be a smooth compact
manifold,
with or without bound ary. ThenC~(X), equipped
with oneof the gradings
is a tame space.
In an
analogous
way, it is not difficult to see thatC°°([0, T ); X),
X aHilbert space, is a tame space with the obvious
grading.
The definition of a nonlinear tame map runs as follows:
DEFINITION 3.3. Let nonlinear map from an open subset U of the
graded
space F to thegraded
space G. P satisfies a tameestimate of
degree
r and base bif,
for anyf E U,
n >b,
for some constant cn
depending only
on n. P is said to be tame if it continuousand satisfies a tame estimate in the
neighbourhood
of eachpoint,
with someconstants r, b and cn
(which
maydepend
on theneighbourhood).
The basic definition is the
following:
DEFINITION 3.4. Let
F,
G begraded
spaces, U an open subset of F. A map P : U - G is smooth tame if it is C°° and its Frechet derivatives Dn Pare tame for
all n >
0.Sums and
compositions
of smooth tame maps are smooth tame.Moreover,
linear and nonlinear
partial
differentialoperators
onC~(X)
are smooth tamemaps, for X smooth manifold with or without
boundary ([6]).
Now we are able to state the fundamental result of the Nash-Moser
theory.
THEOREM 3.1. Let
F,
G be tame spaces, U an open subsetof F,
P : U - Ga smooth tame macp. Assume that the
equation DP(u)h
= k has aunique
solutionh =-
V P (u ) k for all
u EU, k E G,
and that V P : U x G -F,
thusdefined,
issmooth tame. Then P is
locally invertible,
and each local inverse is smooth tame.4. - Proof of Theorem 1.1
In order to
slightly simplify
thecomputations
we shall assume that theright
hand member of(1.3)
does notdepend
on ut,i.e., f
=f (t, x,
u,Vu).
The
general
caserequires only
minor(and obvious)
modifications.Clearly
it is sufficient to prove the theorem in the case both the initial datavanish; indeed, defining
v = u - uo - tu 1 theCauchy problem
isequivalent
to asimilar
problem
for v, with initial dataequal
to zero and a different functionf.
Fixed any
integer
r >n/2,
we shallapply
the Nash-Moser theorem in the Frechet spacegraded by
(see
definition(2.4)).
This is a tame Fr6chet space, since it is a closedsubspace
of the tame space
T]; (see
Section 3 and[6]).
We define anonlinear map P : F - F as follows:
Notice
that,
in order to find a local solution to Problem(1.3)-(1.5),
it is sufficientto show that the
image
of P contains a functionvanishing
for0 t
s, forsome s > 0.
In order to
apply
the Nash-Mosertheorem,
we must check several assump- tions. First ofall,
P isclearly
a smooth tame map,being
acomposition
ofintegrations
and nonlinear differentialoperators. Secondly,
we need to prove that theequation
can be solved in v for any u, w E F and the solution v =
VP(u)w
is a smoothtame map of u, w. The
explicit
form of the linearizedoperator DP(u)
is thefollowing:
where we are
writing
forbrevity
and, hence, equation (4.1 )
isequivalent
to theCauchy problem
as it is
readily
seen(of
course to be solved for v EF,
which includes theboundary
conditions of infiniteorder);
recall that the functions in F have theproperty w(0, x)
=wt (0, x)
= 0. This isexactly
aproblem
of thetype
studied in Theorem2.1,
which we know has aunique
solutionsatisfying
a suitableestimate. Thus we see that the
mapping
V P : F x F ~ F is welldefined;
moreover, estimate
(2.7) gives
for v =VP(u)w
with
The
quantities Åj, Aj
can becomputed
in terms of the fixed initial data uo, u I(and
of the functionf ),
hence we can write moresimply
Here
tz(s, r)
is the HS’’’ norm of the coefficients ofequation (4.2),
which include notonly
the coefficients of theoperator
L but also the functionsfu (t,
x, u,ux)
and
fux. (t,
x, u,ux). By
standard Moser estimates we have’}
and it is easy to extend this estimate as follows:
Hence, by
Sobolevembedding,
we can write in terms of thegrading
provided
Coming
back to estimate(4.5)
we obtainwhere
Notice that
s (r ) depends
on r and on theW ~ ~ °’°
norms of the coefficients of the linearizedequation,
thusRecalling
Definition3.3,
we see that V P : F x F - F is a tame map.By completely analogous computations, using again
estimate(2.7),
we canprove that the Fr6chet derivatives D" V P of V P are tame maps. In
conclusion,
V P is a smooth tame map and the Nash-Moser theorem can beapplied.
Weobtain that P : F - F is
locally invertible,
and its local inverses are smooth tame.As mentioned
above,
to conclude theproof
it is now sufficient to show that theimage
of P contains a function vsvanishing
for0 ~ t
s, for someE > 0.
Now, let go = uo, gl
= u 1 andfor j >
2It is a standard result of calculus
that, given
a sequence of functions ECr(K)
for somecompact
K CW,
in this case K =Q,
there exists a functionw (t, x )
ET]
xK)
such that gj are the traces of w at t = 0:(see
Theorem 1.2.6 in[7]).
Notice thatF,
and condition(4.10) implies
that
as it is
readily
seen. We haveproved
that P is abijection
of someneighbour-
hood ~Y of w onto some
neighbourhood
U ofPw; by possibly restricting
Uwe may assume that U is a ball in
the [ 1M
norm, for some M. Then defineas follows: ,
where
p (s )
is a C°° function on R such thatp = 1
for s 2:
2.Clearly,
the function ws vanishes for© t ~
andand
hence,
for any M and any aIf 8 is small
enough,
the lastinequalities imply
that ws EU,
and then u = is therequired
solution.Uniqueness
followsby
standard linearizationarguments.
We have thus
proved
the existence of a local solution inH’’)
for any r on a time interval
depending
on r. It mayhappen
thatTs Tr
for s > r; but the
equation being strictly hyperbolic
for t > ~,by
standardregularity
results we see thatactually Ts = Tr provided
r >n/2,
hence it is C°° both in time and spacevariables,
and this concludes theproof.
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dancona~ mat.uniromal .it
University deI’ Aquila
Dipartimento
di Matematica pura ed applicataVia Vetoio
1-67010 Coppito (L’ Aquila), Italy [email protected]