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Ultra-parabolic H -measures and compensated compactness

E.Yu. Panov

Novgorod State University, 41, B. St-Peterburgskaya, 173003 Veliky Novgorod, Russia Received 10 March 2010; accepted 24 September 2010

Available online 20 October 2010

Abstract

We present a generalization of compensated compactness theory to the case of variable and generally discontinuous coefficients, both in the quadratic form and in the linear, up to the second order, constraints. The main tool is the localization properties for ultra-parabolicH-measures corresponding to weakly convergent sequences.

©2010 Elsevier Masson SAS. All rights reserved.

Résumé

Nous présentons ici une généralisation de la théorie de la « compacité par compensation ». Le cas d’une forme quadratique et de contraintes différentielles avec coefficients variables, éventuellement discontinus en espace, est considéré. Ces contraintes différentielles peuvent être d’ordre un, mais aussi d’ordre deux. Notre outil principal est le principe de localisation pour lesH- mesures ultra-paraboliques associées à des suites de fonctions faiblement convergentes.

©2010 Elsevier Masson SAS. All rights reserved.

MSC:35A27; 35K55; 46G10; 42B15; 42B30

Keywords:Ultra-parabolicH-measures; Localization principles; Compensated compactness; Measure valued functions; Semi-linear parabolic equations

1. Introduction

Recall the classical results of the compensated compactness theory (see [5,10]). Suppose thatΩis an open subset ofRn, and a sequenceur=(u1r(x), . . . , uN r(x))L2(Ω,RN),r∈N, weakly converges to a vector-functionu(x)in L2(Ω,RN). Assume thatasαk are real constants fors=1, . . . , m,α=1, . . . , N,k=1, . . . , n, and the sequences of distributions

N

α=1

n

k=1

asαkxkuαr, s=1, . . . , m, r∈N, (1.1)

This research was carried out under financial support of the Russian Foundation for Basic Research (grant No. 09-01-00490-a) and Deutsche Forschungsgemeinschaft (DFG project No. 436 RUS 113/895/0-1).

E-mail address:Eugeny.Panov@novsu.ru.

0294-1449/$ – see front matter ©2010 Elsevier Masson SAS. All rights reserved.

doi:10.1016/j.anihpc.2010.10.002

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are strongly precompact in the space Hloc1(Ω)=. W2,loc1 (Ω). Hereafter, we denote by Wp,loc1 (Ω), 1p∞ the locally convex space consisting of distributionsvD(Ω)such that the distributionf vbelongs to the Sobolev space Wp1 .

=Wp1(Rn) for all f (x)C0(Ω). The topology in Wp,loc1 (Ω)is generated by the family of semi-norms uufW−1

p ,f (x)C0 (Ω). Introduce the set Λ=

λ∈RNξ∈Rn, ξ=0:

N

α=1

n

k=1

asαkλαξk=0,∀s=1, . . . , m

.

Now, letq(u)=N

α,β=1qαβuαuβ be a quadratic functional onRN such thatq(λ)0 for allλΛ, andq(ur) v weakly in the sense of distributions onΩ(inD(Ω)).

Then, under the above assumptions, q

u(x)

v inD(Ω)

(the weak low semicontinuity). In particular, ifq(λ)=0 onΛthenv=q(u).

In this paper we generalize this result to the case when the differential constraints may contain second order terms, while all the coefficients are variable and may be discontinuous. Thus, assume that a sequenceur(x)is bounded in Lploc(Ω,RN), 2p∞and converges weakly inD(Ω)to a vector-functionu(x)asr→ ∞. Letd=p/(p−1)if p <∞, andd >1 ifp= ∞. Assume that the sequences

N

α=1

n

k=1

xk(asαkuαr)+ N

α=1

n

k,l=ν+1

xkxl(bsαkluαr), s=1, . . . , m (1.2)

are pre-compact in the anisotropic Sobolev spaceWd,loc1,2(Ω), which will be defined later in Section 2. Hereν is an integer number between 0 andn, and the coefficientsasαk=asαk(x),bsαkl=bsαkl(x)belong to the spaceL2qloc(Ω), q=p/(p−2)(q=1 in the casep= ∞) ifp >2, and to the spaceC(Ω)ifp=2. One example is given byp= ∞, q=1 and corresponds to the case when the functionsur(x)are uniformly locally bounded.

We introduce the setΛ(herei=√

−1 ):

Λ=Λ(x)

=

λ∈CNξ∈Rn, ξ=0:

N

α=1

i ν

k=1

asαk(x)ξkn

k,l=ν+1

bsαkl(x)ξkξl

λα=0, ∀s=1, . . . , m

. (1.3) Consider the quadratic formq(x, u)=Q(x)u·u, whereQ(x)is a symmetric matrix with coefficientsqαβ(x),α, β= 1, . . . , N andu·vdenotes the scalar multiplication onRN. The formq(x, u)can be extended as Hermitian form on CN by the standard relation

q(x, u)= N

α,β=1

qαβ(x)uαuβ,

where we denote byuthe complex conjugation ofu∈C. We suppose that the coefficientsqαβ(x)Lqloc(Ω)ifp >2, andqαβ(x)C(Ω)ifp=2.

Now, let the sequence q(x, ur) vas r→ ∞weakly in D(Ω). Since for eachα, β=1, . . . , N the sequences uαr(x)uβr(x)are bounded inLp/2loc(Ω)(herep/2= ∞forp= ∞) then, passing to a subsequence if necessary, we may claim that

uαr(x)uβr(x)

r→∞ζαβ(x)

weakly in Lp/2loc(Ω)ifp >2 (hereafter, the weak convergence inLloc(Ω)is understood in the sense of the weak-∗ topology), and weakly in the spaceMloc(Ω)of locally finite measures onΩifp=2. In view of the relationq1+p2 =1 this implies that

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q(x, ur)

r→∞

N

α,β=1

qαβ(x)ζαβ(x)

weakly inMloc(Ω)(weakly inL1loc(Ω)ifp >2) and therefore

v(x)= N

α,β=1

qαβ(x)ζαβ(x).

In particular,v=v(x)L1loc(Ω)forp >2 andvMloc(Ω)forp=2.

Our main result is the following

Theorem 1.1.Assume thatq(x, λ)0for allλΛ(x),xΩ. Thenq(x, u(x))v(in the sense of measures).

To prove Theorem 1.1 we will use the techniques ofH-measures. Let F (u)(ξ )=

Rn

e2π iξ·xu(x) dx, ξ ∈Rn,

be the Fourier transformation extended as a unitary operator on the spaceL2(Rn), letS=Sn1= {ξ∈Rn| |ξ| =1}

be the unit sphere inRn.

The concept of an H-measure corresponding to some sequence of vector-valued functions bounded inL2(Ω) was introduced by Tartar [11] and Gérard [4] on the basis of the following result. For r ∈N let Ur(x)= (Ur1(x), . . . , UrN(x))L2(Ω,RN)be a sequence weakly convergent to the zero vector.

Proposition 1.1.(See [11, Theorem 1.1].) There exists a family of complex Borel measuresμ= {μαβ}Nα,β=1inΩ×S and a subsequence ofUr(x)(still denotedUr)such that

μαβ, Φ1(x)Φ2(x)ψ (ξ )

= lim

r→∞

Rn

F UrαΦ1

(ξ )F UrβΦ2

(ξ )ψ ξ

|ξ|

(1.4)

for allΦ1(x), Φ2(x)C0(Ω)andψ (ξ )C(S).

The familyμ= {μαβ}Nα,β=1is called theH-measure corresponding toUr(x).

In [1] the new concept of parabolicH-measures was introduced. Here we need the more general variant of this concept recently developed in [6]. Suppose thatX⊂Rnis a linear subspace,Xis its orthogonal complement,P1, P2 are orthogonal projections onX,X, respectively. We denote forξ∈Rn,ξ˜=P1ξ,ξ¯=P2ξ, so thatξ˜∈X,ξ¯∈X, ξ= ˜ξ+ ¯ξ.

Definition 1.Under the above notations we define the set SX=

ξ∈Rnξ|2+ |¯ξ|4=1 and the projectionπX:Rn\ {0} →SX

πX(ξ )= ξ˜

(ξ|2+ |¯ξ|4)1/2+ ξ¯ (ξ|2+ |¯ξ|4)1/4.

Obviously,SXis a compact smooth manifold of codimension 1, in the case whenX= {0}orX=Rn, it coincides with the unit sphereS= {ξ∈Rn| |ξ| =1}and thenπX(ξ )=ξ /|ξ|is the orthogonal projection on the sphere.

The following analogue of Proposition 1.1 holds.

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Proposition 1.2.There exist a family of complex Borel measuresμ= {μαβ}Nα,β=1inΩ×SXand a subsequence of Ur(x)(still denoted byUr)such that for allΦ1(x), Φ2(x)C0(Ω),ψ (ξ )C(SX)

μαβ, Φ1(x)Φ2(x)ψ (ξ )

= lim

r→∞

Rn

F Φ1Urα

(ξ )F Φ2Urβ

(ξ )ψ πX(ξ )

dξ. (1.5)

Besides, the matrix-valued measureμis Hermitian and positive definite, that is, for eachζ =1, . . . , ζN)∈Cn the measureμζ·ζ =N

α,β=1μαβζαζβ0.

For completeness we give the proof of Proposition 1.2 in Appendix A.

Definition 2.The familyμαβ,α, β=1, . . . , N, is called the ultra-parabolicH-measure corresponding to a subspace X⊂Rnand a subsequenceUr(x).

Remark 1.1. We can replace the function ψ (πX(ξ )) in relation (1.5) by a functionψ (ξ )˜ ∈C(Rn), which equals ψ (πX(ξ ))for large |ξ|. Indeed, since Φ2(x)is a function with compact support, Φ2Urβ

r→∞0 weakly inL2(Rn) as well as in L1(Rn). Therefore, F (Φ2Urβ)(ξ )−−−→r→∞ 0 point-wise and in L2loc(Rn) (in view of the bound

|F (Φ2Urβ)(ξ )|Φ2Urβ1const). Taking into account that the functionχ (ξ )= ˜ψ (ξ )ψ (πX(ξ ))is bounded and has a compact support, we conclude that

F Φ2Urβ

(ξ )χ (ξ )−−−→r→∞ 0 inL2 Rn

. This implies that

rlim→∞

Rn

F Φ1Urα

(ξ )F Φ2Urβ

(ξ )χ (ξ ) dξ=0.

Therefore,

rlim→∞

Rn

F Φ1Urα

(ξ )F Φ2Urβ

(ξ )ψ(ξ ) dξ˜ = lim

r→∞

Rn

F Φ1Urα

(ξ )F Φ2Urβ

(ξ )ψ πX(ξ )

=

μαβ, Φ1(x)Φ2(x)ψ (ξ ) , as required.

In Section 3 we establish the following localization principle for the ultra-parabolicH-measure corresponding to the subspaceX=Rνand a subsequence ofUr =uru.

Theorem 1.2(Localization principle). For eachs=1, . . . , m;β=1, . . . , N N

α=1

P(x, ξ )μαβ=0, where

P(x, ξ )=2π i ν

k=1

asαk(x)ξk−4π2 n

k,l=ν+1

bsαkl(x)ξkξl.

Remark 1.2.Observe that the first order term inP(x, ξ )contains only variablesξ1, . . . , ξν while the corresponding differential operators in (1.2) contain all first order derivativesxk,k=1, . . . , n.

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Remark 1.3. The localization principle for “usual” H-measure (corresponding to the subspace X = {0}) yields p(x, ξ )μαβ=0,s=1, . . . , m;β=1, . . . , N, where

p(x, ξ )= n

k,l=ν+1

bsαkl(x)ξkξl

are the principal symbols of the differential operators in (1.2). This easily follows from Theorem 1.2 withν=0, see also [3, Lemma 2.10] in the casep=2.

Remark also that forν=n,p=2 the statement of Theorem 1.2 coincides with the classic localization principle by Tartar [11, Theorem 1.6]. As was demonstrated in [11], this localization principle allows to deduce the classic compensated compactness results.

Remark 1.4.Actually, our compensated compactness result is an easy consequence of Theorem 1.2. This is important that we use ultra-parabolicH-measures. The localization principle for “usual”H-measure (see Remark 1.3 above) yields the compensated compactness for the quadratic functionals nonnegative on the set

Λ(x)=

λ∈CNξ∈Rn, ξ=0:

N

α=1

n

k,l=ν+1

bsαkl(x)ξkξlλα=0, ∀s=1, . . . , m

.

Obviously,Λ(x)=CNin the caseν >0 and the assertionq(x, u(x))vis trivial in this case.

The structure of this paper is following. In the next section we study some properties of ultra-parabolicH-measures and introduce anisotropic Sobolev spaces. Section 3 is devoted to the proofs of our main results. In Section 4 we give an application of the compensated compactness theory to a property of weak completeness for the set of generalized solutions to the semi-linear parabolic equation

L(u)=tun

k,l=1

xkxl

akl(t, x)g(t, x, u)

=f.

Finally, in Appendix A we produce the proof of Proposition 1.2.

2. Preliminaries

Let the sequenceUr= {Urα}Nα=1converge weakly asr→ ∞to the zero vector, let it be bounded inLploc(Ω,RN), p2, and letμ= {μαβ}Nα,β=1be an ultra-parabolicH-measure corresponding to this sequence. We defineη=Trμ= N

α=1μαα. As follows from Proposition 1.2,ηis a locally finite nonnegative measure onΩ×SX. We assume that this measure is extended onσ-algebra ofη-measurable sets, and in particular that this measure is complete. We denote by γ the projection ofηonΩ, that is,γ (A)=η(A×SX)if the setA×SXisη-measurable. Obviously,γ is a complete locally finite measure onΩ,γ0. Under the above assumptions the following statements hold.

Proposition 2.1.

(i) Asr→ ∞

|Ur|2= N

α=1

Urα(x)2 γ

weakly inMloc(Ω);ifp >2 thenγLp/2loc(Ω)(here we identifyγ and the corresponding densityγ˜ ofγ with respect to the Lebesgue measuredx, so thatγ= ˜γ (x) dx), and|Ur|2 γ (x)weakly inLp/2loc(Ω);

(ii) TheH-measureμis absolutely continuous with respect toη, more precisely,μ=H (x, ξ )η, whereH (x, ξ )= {hαβ(x, ξ )}Nα,β=1 is a boundedη-measurable function taking values in the cone of positive definite Hermitian N×N matrices, besides|hαβ(x, ξ )|1.

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Proof. By the Plancherel identity and relation (1.5) withψ≡1

Ω

Φ1(x)Φ2(x)|Ur|2dx= N

α=1

Rn

F Φ1Urα

(ξ )F Φ2Urα

(ξ ) dξ−−−→r→∞

η(x, ξ ), Φ1(x)Φ2(x)

=

γ , Φ1(x)Φ2(x) .

Since any function Φ(x)C0(Ω)can be represented in the formΦ(x)=Φ1(x)Φ2(x)(for instance, one can take Φ1(x)=Φ(x),Φ2(x)being arbitrary function inC0(Ω)equal to 1 on suppΦ1(x)), we conclude that|Ur|2 γ as r→ ∞weakly inMloc(Ω). In the casep >2 (herep/2= ∞ifp= ∞) the sequence|Ur|2is bounded inLp/2loc(Ω), and we conclude thatγLp/2loc(Ω). The first assertion is proved.

To prove (ii), remark firstly thatμααηfor allα=1, . . . , N. Now, suppose thatα, β∈ {1, . . . , N},α=β. By Proposition 1.2 for any compact setBΩ×SXthe matrix

μαα(B) μαβ(B) μαβ(B) μββ(B)

is positive-definite; in particular,

μαβ(B)

μαα(B)μββ(B)1/2

η(B).

By regularity of measuresμαβ andηthis estimate is satisfied for all Borel setsB. This easily implies the inequality Varμαβη. In particular, the measuresμαβare absolutely continuous with respect toη, and by the Radon–Nykodim theorem μαβ=hαβ(x, ξ )η, where the densities hαβ(x, ξ ) are η-measurable and, as follows from the inequalities Varμαβη,|hαβ(x, ξ )|1η-a.e. onΩ×SX. We denote byH (x, ξ )the matrix with componentshαβ(x, ξ ). Recall that theH-measureμis positive definite. This means that for allζ ∈CN

μζ·ζ=H (x, ξ )ζ·ζ η0. (2.1)

HenceH (x, ξ )ζ·ζ 0 forη-a.e.(x, ξ )Ω×SX. Choose a countable dense setE⊂CN. SinceEis countable, then it follows from (2.1) that for a set(x, ξ )Ω×SXof fullη-measureH (x, ξ )ζ·ζ0,∀ζE, and sinceEis dense we conclude that actuallyH (x, ξ )ζ·ζ0 for allζ ∈CN. Thus, the matrixH (x, ξ )is Hermitian and positive definite for η-a.e.(x, ξ ). After an appropriate correction on a set of nullη-measure, we can assume that the above property is satisfied for all(x, ξ )Ω×SX, and also|hαβ(x, ξ )|1 for all(x, ξ )Ω×SX,α, β=1, . . . , N. The proof is complete. 2

Corollary 2.1.Suppose that the sequenceUr= {Urα}Nα=1is bounded inLploc(Ω,RN),p >2. Letq=p/(p−2)(as usual we setq=1ifp= ∞), and letL2q0 (Ω)be the space of functions inL2q(Ω)having compact supports. Then relation(1.5)still holds for all functionsΦ1(x), Φ2(x)L2q0 (Ω),ψ (ξ )C(SX).

Proof. LetKbe a compact subset ofΩ andΦ1(x), Φ(x)L2q(K). The functions fromL2q(K)are supposed to be extended onΩ as zero functions outside ofK. Using the Plancherel identity and the Hölder inequality (observe that

1

2q+p1 =12), we get the following estimate

Rn

F Φ1Urα

(ξ )F Φ2Urβ

(ξ )ψ πX(ξ )

ψΦ1Urα

2Φ2Urβ

2

(CK)2ψ· Φ12qΦ22q, (2.2) whereCK=supr∈NUrLp(K). On the other hand, by Proposition 2.1

μαβ, Φ1(x)Φ2(x)ψ (ξ )=η, hαβ(x, ξ )Φ1(x)Φ2(x)ψ (ξ )ψ

Ω

Φ1(x)Φ2(x)γ (x) dx

ψγLp/2(K)Φ12qΦ22q (2.3)

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(in the last estimate we used again the Hölder inequality). Estimates (2.2), (2.3) show that both sides of relation (1.5) are continuous with respect to1, Φ2)(L2q(K))2. Since (1.5) holds forΦ1, Φ2C0(K)and the spaceC0(K)is dense inL2q(K), we claim that (1.5) holds for eachΦ1(x), Φ2(x)L2q(K). To conclude the proof, it only remains to notice thatKis an arbitrary compact subset ofΩ. 2

We will need in the sequel some results about Fourier multipliers in spacesLd,d >1. Recall (see for instance [2,9]) that a function a(ξ )L(Rn)is a Fourier multiplier inLd if the pseudo-differential operatorA with the symbol a(ξ ), defined as F (Au)(ξ )=a(ξ )F (u)(ξ ),u=u(x)L2(Rn)Ld(Rn)can be extended as a bounded operator onLd(Rn), that is

AudCud,uL2 Rn

Ld Rn

, C=const. We denote byMdthe set of Fourier multipliers inLd.

LetXbe a linear subspace ofRn, and letπX:RnSXbe the projection indicated in Definition 1. Recall that for ξ∈Rnthe notationsξ˜,ξ¯are used for orthogonal projections ofξ onto the spacesXandX, respectively:ξ˜=P1ξ, ξ¯=P2ξ (see Introduction).

The following proposition was proved in [6, Proposition 6].

Proposition 2.2.The following functions are multipliers in spacesLdfor alld >1:

(i) a1(ξ )=ψ (πX(ξ ))whereψCn(SX);

(ii) a2(ξ )=ρ(ξ )(1+ |˜ξ|2+ |¯ξ|4)1/2(ξ|2+ |¯ξ|4)1/2, whereρ(ξ )C(Rn)is a function such that0ρ(ξ )1, ρ(ξ )=0forξ|2+ |¯ξ|41,ρ(ξ )=1forξ|2+ |¯ξ|42;

(iii) a3(ξ )=(1+ |ξ|2)1/2(1+ |˜ξ|2+ |¯ξ|4)1/2; (iv) a4(ξ )=(1+ |˜ξ|2+ |¯ξ|4)1/2(1+ |ξ|2)1.

Now we define the anisotropic Sobolev spaceWd1,2.

Definition 3.(See [6].) The spaceWd1,2consists of distributionsu(x)such that 1+ |˜ξ|2+ |¯ξ|41/2

F (u)(ξ )=F (v)(ξ ), v=v(x)Ld Rn

. This is a Banach space with the normu = vd.

Using Proposition 2.2(iii), (iv) one can easily prove that the spaceWd1,2lays between the spacesWd1andWd2, that is the following statement holds (see [6, Proposition 7]):

Proposition 2.3.For eachd >1Wd1Wd1,2Wd2and the both embeddings are continuous.

We also introduce the local spaceWd,loc1,2(Ω)consisting of distributionsu(x)such thatuf (x)belongs toWd1,2 for allf (x)C0(Ω). The spaceWd,loc1,2(Ω)is a locally convex space with the topology generated by the family of semi-normsuufW−1,−2

d ,f (x)C0(Ω). Analogously, we define the spacesWd,loc1 (Ω),Wd,loc2 (Ω). As it readily follows from Proposition 2.3,Wd,loc1Wd,loc1,2Wd,loc2 and these embeddings are continuous.

We will need also the following statement, which is rather well known (see, for example, [6, Lemma 6]).

Lemma 2.1.Let Ur(x)be a sequence bounded inL2(Rn)L1(Rn)and weakly convergent to zero;leta(ξ ) be a bounded function onRnsuch thata(ξ )→0as|ξ| → ∞. Thena(ξ )F (Ur)(ξ )−−−→r→∞ 0inL2(Rn).

3. Localization principle and proof of Theorem 1.1

Suppose that the sequenceur(x)converges weakly tou(x)inLploc(Ω,RN), and the sequences of distributions

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N

α=1

n

k=1

xk(asαkuαr)+ N

α=1

n

k,l=ν+1

xkxl(bsαkluαr), r∈N, s=1, . . . , m,

are pre-compact in the anisotropic Sobolev space Wd,loc1,2(Ω), where d >1 is indicated in the Introduction. We will also assume thatd 2. This assumption is not restrictive, because of the natural embeddingsWd,loc1,2(Ω)Wd1,2

1,loc (Ω)for eachd1< d. LetUr=ur(x)u(x)=(Ur1, . . . , UrN),Urα=uαr(x)uα(x). ThenUr 0 asr→ ∞ weakly inL2loc(Ω,RN). Therefore, after extraction of a subsequence (still denotedUr), we can assume that the ultra- parabolicH-measureμ= {μαβ}Nα,β=1corresponding to the subspace

X=Rν=

ξ=1, . . . , ξν,0, . . . ,0)∈Rn is well defined.

We are going to prove Theorem 1.2 (localization principle), asserting that for eachs=1, . . . , m;β=1, . . . , N N

α=1

P(x, ξ )μαβ=0, where

P(x, ξ )=2π i ν

k=1

asαk(x)ξk−4π2 n

k,l=ν+1

bsαkl(x)ξkξl.

Proof of Theorem 1.2. Since the coefficientsasαk(x), bsαkl(x)belong toL2qloc(Ω), and 2q1 +p1 =12, the sequences asαkUrα,bsαklUrα converge to zero asr→ ∞weakly inL2loc(Ω)and the sequences of distributions

Lsr .

= N

α=1

n

k=1

xk

asαkUrα +

N

α=1

n

k,l=ν+1

xkxl

bsαklUrα

, r∈N, s=1, . . . , m,

converge weakly to zero. Using the pre-compactness of these sequences in Wd,loc1,2(Ω), we find that Lsr→0 as r→ ∞inWd,loc1,2(Ω). We chooseΦ1(x)C0(Ω)and consider the distributions

lsr=xk

asαkΦ1Urα−2bsαklUrαxlΦ1

+xkxl

bsαklΦ1Urα

. (3.1)

To simplify the notation, we use here and below the conventional rule of summation over repeated indexes, and suppose that the coefficients bsαkl are defined for allk, l=1, . . . , nwith bsαkl=0 if min(k, l)ν. We can also assume thatbsαkl=bsαlkfork, l=1, . . . , n. Then, as it is easy to compute,

lsr=Φ1Lsr+asαkUrαxkΦ1bsαklUrαxkxlΦ1. (3.2) Since the coefficients asαk(x), bsαkl(x) belong to L2qloc(Ω), and 2q1 + p1 = 12, the sequences asαkUrαxkΦ1, bsαklUrαxkxlΦ1 are bounded inL2(Rn). Noticing that the functionΦ1(x)has a compact support, we see that these sequences are bounded also in Ld(Rn)for alls=1, . . . , m, and they weakly converge to zero asr→ ∞. There- fore, they converge to zero strongly in Wd1(Rn) and, in view of Proposition 2.3, also in Wd1,2(Rn). By our assumptions,Φ1Lsr→0 asr→ ∞inWd1,2(Rn). Hence, it follows from the above limit relations and (3.2) that lsr→0 as r→ ∞inWd1,2(Rn). Applying the Fourier transformation to this relation and then multiplying by (1+ |˜ξ|2+ |¯ξ|4)1/2, we arrive at

1+ |˜ξ|2+ |¯ξ|41/2

2π iξkF

asαkΦ1Urα

(ξ )−4π iξkF

bsαklUrαxlΦ1

(ξ )−4π2ξ¯kξ¯lF

bsαklΦ1Urα (ξ )

=F (vsr)(ξ ), (3.3)

(9)

wherevsr→0 asr→ ∞inLd(Rn). We take also into account that ξkξlF

bsαklΦ1Urα (ξ )=

n

k,l=ν+1

ξkξlF

bsαklΦ1Urα

(ξ )= ¯ξkξ¯lF

bsαklΦ1Urα (ξ ).

By Proposition 2.2(ii), we have a2(ξ )=ρ(ξ )

1+ |˜ξ|2+ |¯ξ|41/2

ξ|2+ |¯ξ|41/2

Md. Therefore, it follows from (3.3) that

ρ(ξ )

ξ|2+ |¯ξ|41/2

2π iξkF

asαkΦ1Urα

(ξ )−4π iξkF

bsαklUrαxlΦ1

(ξ )−4π2ξ¯kξ¯lF

bsαklΦ1Urα (ξ )

=a2(ξ )F (vsr)(ξ )=F (wsr)(ξ ), (3.4)

wsr→0 asr→ ∞inLd(Rn)for alls=1, . . . , m. Since ρ(ξ )ξ|2

(ξ|2+ |¯ξ|4)1/2 1, ρ(ξ )|ξ|

(ξ|2+ |¯ξ|4)1/2 ρ(ξ )ξ| + |¯ξ|

(ξ|2+ |¯ξ|4)1/2 1+min

ξ|,ξ|1

2

(recall that 0 ρ(ξ ) 1, and ρ(ξ ) = 0 for |˜ξ|2 + |¯ξ|4 1), and F (asαkΦ1Urα)(ξ ), F (bsαklΦ1Urα)(ξ ), F (bsαklUrαxlΦ1)(ξ )L2(Rn), we see thatF (wsr)(ξ )L2(Rn), which implies thatwsrL2(Rn)as well.

Sincebsαkl=0 forkν, ξ˜kF

bsαklUrαxlΦ1

(ξ )= ν

k=1

ξkF

bsαklUrαxlΦ1

(ξ )=0. (3.5)

Now, observe that for eachkthe function a(ξ )= ρ(ξ )¯ξk

(ξ|2+ |¯ξ|4)1/2,

satisfies the assumption of Lemma 2.1. Indeed, this follows from the estimate a(ξ )ρ(ξ )

ξ|2+ |¯ξ|41/4ξ|

(ξ|2+ |¯ξ|4)1/4 ρ(ξ )

ξ|2+ |¯ξ|41/4

.

Since the sequences asαkΦ1Urα, bsαklUrαxlΦ1 are bounded in L2(Rn)L1(Rn)and weakly converge to zero as r→ ∞, then by Lemma 2.1

ρ(ξ )

(ξ|2+ |¯ξ|4)1/2ξ¯kF

asαkΦ1Urα

(ξ )−−−→r→∞ 0 inL2 Rn

, (3.6)

ρ(ξ )

(ξ|2+ |¯ξ|4)1/2ξ¯kF

bsαklUrαxlΦ1

(ξ )−−−→r→∞ 0 inL2 Rn

. (3.7)

It follows from (3.5), (3.7) that ρ(ξ )

(ξ|2+ |¯ξ|4)1/2ξkF

bsαklUrαxlΦ1

(ξ )−−−→r→∞ 0 inL2 Rn

. (3.8)

LetΦ2(x)C0(Rn),ψ (ξ )Cn(SX). Since the sequenceΦ2Urβ is bounded inLp(Ω)and supported in the compact suppΦ2, andd=d/(d−1)p, this sequence is also bounded inL2(Rn)Ld(Rn). By Proposition 2.2(i) for a fixedβ=1, . . . , N,ψ (πX(ξ ))F (Φ2Urβ)(ξ )=F (gr)(ξ ), where the sequencegr is bounded inL2(Rn)Ld(Rn). We multiply (3.4) byψ (πX(ξ ))F (Φ2Urβ)(ξ )and integrate the result overξ∈Rn. Passing then to the limit asr→ ∞and taking into account relations (3.6), (3.8), we arrive at

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