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Convergence to equilibrium for Fokker-Planck equation with a general force field
Mamadou Ndao
To cite this version:
Mamadou Ndao. Convergence to equilibrium for Fokker-Planck equation with a general force field.
2016. �hal-01289188v2�
Convergence to equilibrium for Fokker-Planck equation with a general force field
Mamadou Ndao
Laboratoire de Math´ematiques de Versailles,
UVSQ, CNRS, universit´e Paris Saclay, 78035 Versailles, France
April 1, 2016
Abstract
The aim of this paper is to study the convergence of the solution of the Fokker-Planck equation to the associated stationary state when time goes to infinity. The force field which we consider here is of a general structure, that is it may not derive from a potential. The proof is based on an adequate splitting L = B + A of the Fokker-Planck operator L and the use of Krein-Rutmann theory.
Keywords: Fokker-Planck equation, Semigroup, m-dissipative, linear operators, Krein-Rutman theorem, asymptotic convergence.
Contents
1 Introduction and main results 2
1.1 Hypotheses . . . . 3 1.2 Main results . . . . 4
2 Definitions and notations 4
3 Preliminary results 6
4 Existence of a stationary solution 18
5 Exponential stability 24
1 Introduction and main results
In this paper we study the Fokker-Planck equation n ∂ t f = ∆f + div(Ef )
f (0, x) = f 0 . (1.1) eq:1.1
We assume that (1 + | x | 2 ) k/p f 0 ∈ L p ( R d ) for some k ≥ 0 and E : R d 7→ R d . Unlike previous works, we consider a general vector field E, which does not derive necessarily from a potential. Under suitable assumptions on the vector field we establish that f (t) → M(f 0 )G with exponential rate as time t goes to infinity. The function G stands for the positive stationary solution of ( 1.1) eq:1.1 with total mass equal to 1, and the mass of a function is defined throughout this paper by
M (g ) :=
Z
R
dg(x)dx, for all integrable function g
We thus generalise similar results obtained by M.P. Gualdani, S. Mischler and C. Mouhot in GMM [6], where the force field E is assumed to be of the form E = ∇ ϕ + U , with ϕ : R d 7→ R is of class C 2 , and U : R d 7→ R d is of class C 1 are such that, div(Ue −ϕ ) = 0. In that case, it is noticed that µ := e −ϕ is a stationary solution, and a Poincar´e inequality
Z
R
d| u − M (u) | 2 e −ϕ dx ≤ C Z
R
d|∇ u | 2 e −ϕ dx holds. For instance one may choose a function ϕ of the form
ϕ(x) = 1
γ | x | γ + c 0 , where γ ≥ 1 and c 0 ∈ R is such that
Z
R
de −ϕ(x) dx = 1,
that is µ = e −ϕ is a probability mesure. Thus under some appropriate conditions on the function ϕ they prove that the solution f of ( 1.1) converges eq:1.1 to M(f 0 ) µ, when t goes to infinity, where we denote
M (f 0 ) :=
Z
R
df 0 (x)d(x) = Z
R
df 0 (x)dx. (1.2) eq:1.2
1.1 Hypotheses
Throughout this paper, we assume that the following assumption (H0) holds:
(H0) The vector field E ∈ W loc 1,∞ ( R d , R d ).
Furthermore in the statement of our results we may require some of the following assumptions:
(H1) For some constants α, α 2 > 0 ≥ 0, and β, β 2 ∈ R and exponents 1 < γ ≤ γ 2 ≤ 2
and for all x ∈ R d , the following holds
α | x | γ − β ≤ x · E ≤ α 2 | x | γ
2+ β 2 . (1.3) eq:1.3 (H2) There exist β 0 ∈ R and some k > 0 such that the following holds
− div(E) + k x
1 + | x | 2 · E ≥ β 0 . (1.4) eq:1.4 (H3) There exists ω ⋆ > 0 and R > 0 large enough, such that for all k > 0,
p ∈ [2, + ∞ ), and for all x ∈ R d satisfying | x | > R, we have
− kd + k(k + d − 2) | x | 2 (1 + | x | 2 ) 2 − p
p ′ div(E) + k x
1 + | x | 2 · E ≥ ω ⋆ . (1.5) eq:1.5 An example of such vector fields is given by
E := E 0 + E 1 , where
E 0 := ∇h x i γ
γ and E 1 ∈ C 1 ( R d ; R d ), E 1 → 0 when | x | → + ∞ .
1.2 Main results
We shall denote by L 2 k the space L 2 k := L 2 k ( R d ) :=
f ∈ L 2 ( R d ) ; Z
R
d| f (x) | 2 h x i k dx < ∞ and the linear operator (L, D(L)) by
Lu := div( ∇ u + Eu), for u ∈ D(L) :=
u ∈ L 2 k ; Lu ∈ L 2 k . (1.6) eq:1.6 We shall see that the linear operator L generates a C 0 -semigroup on L 2 k . Now
we are in a position to state our first result regarding the stationnary solution of ( 1.1). eq:1.1
thm:GS Theorem 1.1. Let (L, D(L)) be defined by ( 1.6). Assume that hypotheses eq:1.6 ( H1 ) and ( H2 ) hold with p = 2 in ( H2 ). Then the equation ( eq:1.1 1.1) has a stationary solution. More precisely there exists a unique function G ∈ L 2 k , strictly positive, such that
LG = 0 and Z
R
dG(x)dx = 1. (1.7) eq:1.8
The following is our main result regarding the evolution equation.
thm:Cv-GS Theorem 1.2. Assume that hypotheses ( H1 ), ( H2 ) and ( H3 ) hold and let f 0 ∈ L 2 k the initial datum of ( eq:1.1 1.1) be given. Then there exists a unique function f ∈ C ([0, ∞ ) ; L 2 k ) solution to ( eq:1.1 1.1). Moreover, there exist a real number ω > 0 and a constant C > 0 such that
∀ t ≥ 0 k f (t) − M(f 0 )G k L
2k≤ C exp ( − ωt) k f 0 − M(f 0 )G k L
2k. (1.8) eq:1.9
2 Definitions and notations
We recall in this section some definitions and notations. We denote h x i := (1 + | x | 2 ) 1/2 and h x i k := 1 + | x | 2
k2.
We define the Lebesgue spaces L p k ( R d ) and the Sobolev spaces H k 1 ( R d ) as follows:
L p k ( R d ) := n
f ∈ L p ( R d ) ; Z
R
d| f(x) | p h x i k dx < ∞ o
,
for all p, k ∈ R such that k > 0 and p ≥ 1. We endow these spaces with their natural norms. The scalar product of L 2 k is defined by
(f | g ) k :=
Z
R
df (x)g(x) h x i k dx, for all f and g ∈ L 2 k . We set
H k 1 ( R d ) := n
f ∈ L 2 k ( R d ) ; ∇ f ∈ (L 2 k ( R d )) d o .
It is clear that the space C c ∞ ( R d ) is dense in L p k for p < ∞ , as well as in H k 1 . We recall that R L (λ) := (λ − L) −1 denotes the resolvent operator of L for some given λ such that the operator (λ − L) has a bounded inverse and S L (t) := exp(tL) denotes the semigroup generated by L.
To prove Theorems 1.1 thm:GS and 1.2, our approach is based on the decom- thm:Cv-GS position of the operator L as follows: for an appropriately chosen bounded operator B, we shall split L in the form L = B + A, where the operator A is so that there is some τ 0 ∈ R such that for all τ > τ 0 , the linear operator A − τ I is m-dissipative, (See J. Scher and S. Mischler JM [8]). With the above assumptions we shall describe the appropriate splitting for L, and thereby for S L (t). Indeed the mild solution of
df
dt − Lf = df
dt − Af − Bf = 0, is given by
f (t) = S L (t)f 0 and also by f(t) = S A (t)f 0 + Z t
0
S A (t − τ)BS L (τ)f 0 dτ.
Where S A (t) = exp(tA). This means that we can write the semigroup S L (t) split as follows:
S L (t) = S A (t) + (S A ∗ BS L )(t), (2.1) eq:Rel-Conv where the convolution ∗ is defined by
(S A ∗ (BS L ))(t) :=
Z t
0
S A (t − τ)BS L (τ )f 0 dτ.
Analogously we may consider the equation dv
dt − Av = 0 with initial data v(0, x) = v 0 (x),
and since we have Av := Lv − Bv, we conclude that dv
dt − Lv = − Bv with v(0, x) = v 0 (x).
This implies that
S A (t)v 0 = S L (t)v 0 − Z t
0
S L (t − τ)BS A (τ )v 0 dτ.
and then one sees again that ( eq:Rel-Conv
2.1) can also be written as follows:
S L (t) = S A (t) + (S L ∗ BS A )(t). (2.2) eq:Rel-Conv-bis The remainder of this paper is organized as follows. In section 3, we state
preliminary results wich are used in the sequel. In section 4, existence of a the stationary solution will be investigated. And in the last section 5, we explore the stability issue for the evolution equation ( 1.1) and prove our eq:1.1 second main result, Theorem thm:Cv-GS 1.2.
3 Preliminary results
In this section we discuss the existence of a solution for the evolution equation ( 1.1) in some Banach spaces. To this end we study some properties of the eq:1.1 linear operator (L, D(L)).
thm:Exist-SG Proposition 3.1. Assume that ( H2 ) holds with p = 2. Consider (L, D(L)) defined by ( 1.6). Then there exists eq:1.6 λ 0 := λ 0 (2) ∈ R such that for all λ ≥ λ 0
and for f ∈ L 2 k we have
((λ − L)f | f) k ≥ (λ − λ 0 ) k f k L
2k.
That is, the linear operator (L, D(L)) is the generator of a C 0 -semigroup of contraction on L 2 k . Moreover if f 0 ∈ L 2 k is the initial data of ( 1.1), there exists eq:1.1 f ∈ C ([0, T ]; L 2 k ) solution of ( 1.1) eq:1.1 associated to f 0 and f(t) := S L (t)f 0 . Proof. We aim to show that there exists λ 0 ∈ R such that for any λ ≥ λ 0 , the operator L − λI is m-dissipative, more precisely
((λ − L)f | f ) k ≥ (λ − λ 0 ) k f k L
2k.
For f 0 ∈ L 2 k , consider the following problem: find a function f ∈ D(L) such that
− Lf + λf = f 0 . (3.1) eq:2.1
We begin by showing that for an appropriate choice of λ, the operator − L+λI is coercive. Indeed for, ϕ ∈ C c ∞ , we have
( − Lϕ | ϕ) k = − Z
R
ddiv( ∇ ϕ(x) + E(x)ϕ(x))ϕ(x) h x i k dx.
Thus integrating by parts we botain ( − Lϕ | ϕ) k =
Z
R
d( ∇ ϕ(x) + E(x)ϕ(x)) · ∇ (ϕ(x) h x i k )dx.
Now computing ∇ (ϕ(x) h x i k ) = ∇ ϕ(x) h x i k + ϕ(x) ∇h x i k , and using this expression in the identity above, we get
( − Lϕ | ϕ) k = I 1 + I 2 + I 3 + I 4 , where for convenience we denote
I 1 :=
Z
R
d|∇ ϕ(x) | 2 h x i k dx, I 2 :=
Z
R
dϕ(x) ∇ ϕ(x) · E(x) h x i k dx,
I 3 :=
Z
R
dϕ(x) ∇ ϕ(x) · ∇h x i k dx, and I 4 :=
Z
R
dϕ(x) 2 E(x) · ∇h x i k dx.
We rewrite I 2 as
I 2 = 1 2
Z
R
d∇ (ϕ 2 ) · E h x i k dx, and then we integrate by parts to obtain
I 2 = − 1 2
Z
R
dϕ 2 div(E h x i k )dx.
Since div(E h x i k ) = div(E) h x i k + E · ∇h x i k , then I 2 becomes:
I 2 = − 1 2
Z
R
dϕ 2 div(E) h x i k − 1 2
Z
R
dϕ 2 E · ∇h x i k dx.
Summing I 2 and I 4 we obtain I 2 + I 4 = − 1
2 Z
R
dϕ 2 div(E) h x i k dx + 1 2
Z
R
dϕ 2 E · ∇h x i k dx.
The term I 3 can be also rewritten as I 3 = 1
2 Z
R
d∇ (ϕ 2 ) · ∇h x i k dx, which, integrated by parts, yields
I 3 = − 1 2
Z
R
dϕ 2 ∆ h x i k dx.
Summing together I 1 , I 2 , I 3 and I 4 we obtain ( − Lϕ | ϕ) k =
Z
R
d|∇ ϕ | 2 h x i k dx + 1 2
Z
R
dϕ 2 Ψ k (x)
h x i k h x i k dx, (3.2) eq:2.2 where we have set
Ψ k (x) := − ∆ h x i k − div(E) + E · ∇h x i k . (3.3) eq:2.3 Using the expressions
∇h x i k := k x
1 + | x | 2 h x i k , (3.4) eq:nabla-x and
∆ h x i k := (kd + k(k + d − 2) | x | 2 ) 1
(1 + | x | 2 ) 2 h x i k , (3.5) eq:laplacian-x we obtain
Ψ k (x)
h x i k = − kd + k(k + d − 2) | x | 2
(1 + | x | 2 ) 2 − div(E) + kx
1 + | x | 2 · E.
Thus using hypothesis (H2) with p = 2 we find Ψ k (x)
h x i k ≥ β 0 − kd + k(k + d − 2) | x | 2 (1 + | x | 2 ) 2 . now setting
λ 0 := max
x∈ R
d[ kd
1 + | x | 2 + k(k − 2) | x | 2
(1 + | x | 2 ) 2 − β 0 ]. (3.6) eq:2.4 One obtains the following inequality
( − Lϕ | ϕ) k ≥ Z
R
d|∇ ϕ | 2 h x i k dx − λ 0
Z
R
dϕ 2 h x i k dx ≥ 0. (3.7) eq:2.5
This inequality, together with a density argument, implies that λ − L is coercive for all λ > λ 0 . This means that for all λ > λ 0 we have
((λ − L)ϕ | ϕ) ≥ Z
R
d|∇ ϕ | 2 h x i k dx + (λ − λ 0 ) Z
R
dϕ 2 h x i k dx.
Then an elementary application of Lax-Milgram lemma in the space H k 1 ( R d ) implies that for any λ > λ 0 and any f 0 ∈ L 2 k , equation ( 3.1) has a unique eq:2.1 solution f ∈ H k 1 .
Now, for µ > 0 given and f 0 ∈ L 2 k the equation
[I + µ(λ 0 − L)]f = f 0 f ∈ D(L) (3.8) eq:2.6 has a unique solution, since it is equivalent to
( 1
µ + λ 0 )f − Lf = 1 µ f 0
and as we have λ := λ 0 + 1 µ > λ 0 . Multiplying ( eq:2.6 3.8) by f yields k f k 2 L
2k≤ (f 0 | f) k ,
from wich we deduce that the unique solution of ( 3.8) satisfies eq:2.6 k f k 2 L
2k≤ k f 0 k 2 L
2k,
that is the operator (L − λ 0 I) is m-dissipative. This means that the operator (L − λI) generates a C 0 -semigroup of contraction on L 2 k :
k e −t(λ
0−L) f 0 k L
2k≤ k f 0 k L
2k.
From this it is classical to deduce that the solution of ( 1.1) is given by eq:1.1 f (t) := e tL f 0 = S L (t)f 0
and that f ∈ C([0, + ∞ ); L 2 k ). Moreover we have k e tL f 0 k L
2k≤ e λ
0t k f 0 k L
2k.
This completes the proof of the Proposition thm:Exist-SG
3.1.
It is useful to note that for any f 0 ∈ L 2 k with f 0 ≥ 0, when the hypothesis (H3) is satisfied and λ > − ω ⋆ /2 the solution of
λf − Lf = f 0 , f ∈ D(L), (3.9) eq:Weak-Max satisfies f ≥ 0.
Lemma 3.2. (Weak maximum principle). Assume that the hypotheses ( H0 ) and ( H3 ) are satisfied. We have
(Lf | f − ) ≥ Z
R
d|∇ f − (x) | 2 h x i k dx + ω ⋆ 2
Z
R
d| f − (x) | 2 h x i k dx, (3.10) eq:Coercive-1 where ω ⋆ is given by ( 1.5). If eq:1.5 f 0 ∈ L 2 k and f 0 ≥ 0, then for any λ > − ω ⋆ /2
the solution of ( eq:Weak-Max
3.9) exists and satisfies f ≥ 0.
Proof. Indeed, to see this, we note that for f ∈ D(L) we clearly have f − ∈ H k 1 and thus
(Lf | f − ) k = − Z
R
d∇ f(x) · ∇ f − (x) h x i k dx − Z
R
df(x)E(x) · ∇ (f − (x) h x i k ) dx.
Now, since we have
f = f + − f − , ∇ f = ∇ f + − ∇ f − and f + ∇ f − = 0, in a first step this allows us to see that
(Lf | f − ) k = Z
R
d|∇ f − | 2 h x i k dx + Z
R
df − (x) ∇ f − (x) · ∇h x i k dx +
Z
R
df − (x) E · ∇ f − (x) h x i k dx + Z
R
d| f − (x) | 2 E · ∇h x i k dx.
Now integrating by parts in the second and the third terms of the identity above we obtain
(Lf | f − ) k = Z
R
d|∇ f − | 2 h x i k dx − 1 2
Z
R
d| f − | 2 ∆ h x i k dx
− 1 2
Z
R
d| f − | 2 div(E) h x i k dx + 1 2
Z
R
d| f − | 2 E · ∇h x i k dx.
Using the expressions of ∇h x i k and that of ∆ h x i k on the one hand, and the fact that ω ⋆ satisfies ( 1.5), we conclude that eq:1.5
(Lf | f − ) ≥ Z
R
d|∇ f − (x) | 2 h x i k dx + ω ⋆ 2
Z
R
d| f − (x) | 2 h x i k dx, which is precisely ( eq:Coercive-1
3.10).
Also, proceeding as above one can see that for any f ∈ H k 1 we have ( − Lf | f) ≥
Z
R
d|∇ f(x) | 2 h x i k dx + ω ⋆ 2
Z
R
d| f (x) | 2 h x i k dx. (3.11) eq:Coercive-H3 Therefore, thanks to the Lax-Milgram theorem equation ( eq:Weak-Max
3.9) has a unique solution when λ > − ω ⋆ /2. Moreover, when f 0 ≥ 0, multiplying ( eq:Weak-Max
3.9) by f − and integrating by parts we have
0 ≤ (f 0 | f − ) = − λ k f − k 2 L
2k− (Lf | f − ) L
2k
. Using ( eq:Coercive-1
3.10) it follows that 0 ≤ −
Z
R
d|∇ f − (x) | 2 h x i k dx −
λ + ω ⋆ 2
Z
R
d| f − (x) | 2 h x i k dx, which, since λ + (ω ⋆ /2) > 0 implies f − ≡ 0, that is f ≥ 0.
Our next useful result is the fact that the semigroup S L (t) is positivity preserving.
lem:Positif Lemma 3.3. Let f 0 ∈ D(L) be nonnegative and assume that the hypotheses ( H0 ) and ( H3 ) hold. Then S L (t)f 0 ≥ 0, that is the solution f of ( 1.1) eq:1.1 associated to the initial data f 0 is nonnegative.
Proof. Assume that f 0 ∈ D(L) with f 0 ≥ 0, and consider the equation
∂ t f = Lf, f (0) = f 0 . (3.12) eq:2.7 We aim to show that f (t) ≥ 0 for all t ≥ 0. To this end we consider f −
the negative part of f. It is clear that since f ∈ C 1 [0, ∞ ); L 2 k ), we have f ∈ D(L) and f − ∈ H k 1 . Therefore we may multiply ( 3.12) by eq:2.7 − f − , to get
− Z
R
d∂ t f f − h x i k dx = − (Lf | f − ) k ≤ − ω ⋆
2 k f − k 2 L
2k,
thanks to ( eq:Coercive-1
3.10). Since f − ∂ t f = − ∂ t ((f − ) 2 )/2 we see that 1
2 d dt
Z
R
d| f − (x) | 2 h x i k dx ≤ − ω ⋆
2 k f − k 2 L
2k, and using Gronwall’s lemma we conclude that
Z
R
d| f − (x) | 2 h x i k dx ≤ exp( − ω ⋆ t) Z
R
d| f 0 − (x) | 2 h x i k dx, from which, since f 0 − ≡ 0, we infer that f − ≡ 0, that is f ≥ 0.
lem:SG-Lp Lemma 3.4. Assume that the hypotheses ( H0 )–( H3 ) hold for some p ∈ [2, ∞ ). Then there exists λ 0 (p) ∈ R such that for any λ ≥ λ 0 (p), the semi- group S L (t) generated by (L, D(L)) is also a C 0 -semigroup on L p k .
Proof. Let f 0 ∈ L p k and assume that f 0 ≥ 0. We aim to show that for λ > λ 0 (p) the equation ( 1.1) has a unique solution eq:1.1 ϕ ∈ L p k such that Lϕ ∈ L p k . To this end we consider the following problem: find ϕ ∈ L p k such that,
− Lϕ + λϕ = f 0 . (3.13) eq:2.9
We begin by observing that for f 0 ∈ C c ∞ and f 0 ≥ 0, the above equation has a unique solution ϕ ∈ D(L) provided λ > λ 0 (p), where λ 0 (p) will be precised later. We are going to show that when λ > λ 0 (p), where λ 0 (p) is large enough, we have
k ϕ k L
pk≤ C k f 0 k L
pkfor a constant C independant of f 0 . Then a standard density argument shows that for any f 0 ∈ L p k and f 0 ≥ 0 equation ( eq:2.9 3.13) has a unique solution ϕ ∈ L p k such that Lϕ ∈ L p k and ϕ ≥ 0.
Let ζ 0 ∈ C c ∞ [0, ∞ )
such that
ζ 0 (s) = n 1 if 0 ≤ s ≤ 1 0 if s ≥ 2,
where 0 ≤ ζ 0 ≤ 1 and − 2 ≤ ζ 0 ′ (s) ≤ 0. For any integer n ≥ 1 we define ζ n (x) := ζ 0
| x | n
. (3.14) eq:Def-zeta-n
Since f 0 ∈ L 2 k , we know that for λ > λ 0 (2), where λ 0 (2) is given by Propo- sition thm:Exist-SG
3.1, there exists a unique solution ϕ ∈ D(L) of ( 3.13). Thus we may eq:2.9 multiply the latter equation by ϕ p−1 ζ n and integrate by parts to obtain:
λ Z
ϕ p ζ n h x i k dx + Z
∇ ϕ · ∇ (ϕ p−1 ζ n h x i k ) dx + Z
ϕE · ∇ (ϕ p−1 ζ n h x i k ) dx
= Z
f 0 ϕ p−1 ζ n h x i k dx (3.15) In order to make the proof more clear, we are going to treat the second and third integrals of the first line of the above equality separately, and show the Lemma in several steps.
Step 1. The second term in the first line of the identity ( eq:Identity-1
3.15) can be written
as Z
∇ ϕ · ∇ (ϕ p−1 ζ n h x i k ) dx = A 1 + A 2 + A 3 , (3.16) eq:Identity-2 where we have set
A 1 := (p − 1) Z
R
d|∇ ϕ | 2 ϕ p−2 ζ n h x i k dx, A 2 :=
Z
R
dϕ p−1 ∇ ϕ · ∇ ζ n h x i k dx,
(3.17) eq:Def-A1A2 and
A 3 :=
Z
R
dϕ p−1 ∇ ϕ · ζ n ∇h x i k dx. (3.18) eq:Def-A3 Regarding A 2 , writing ϕ p−1 ∇ ϕ as ∇ (ϕ p )/p and integrating by parts we have
A 2 = − 1 p
Z
R
dϕ p (∆ζ n ) h x i k dx − 1 p
Z
R
dϕ p ∇ ζ n · ∇h x i k dx. (3.19) eq:A2 Using the expressions
∇ ζ n (x) := ζ 0 ′ | x |
n x
n | x | and ∇h x i k = kx 1 + | x | 2 in ( eq:A2 3.19) we obtain finally
A 2 = − 1 p
Z
R
dϕ p (∆ζ n ) h x i k dx − 1 p
Z
R
dϕ p ζ 0 ′ | x |
n
k | x |
n(1 + | x | 2 ) h x i k dx. (3.20) eq:A2-bis
Analogously the term A 3 can be also rewritten and one may check that A 3 = 1
p Z
R
d∇ (ϕ p ) · ζ n ∇h x i k dx
= − 1 p
Z
R
dϕ p ∇ ζ n · ∇h x i k dx − 1 p
Z
R
dϕ p ζ n ∆ h x i k dx
= − 1 p
Z
R
dϕ p ζ 0 ′ | x |
n
k | x |
n(1 + | x | 2 ) h x i k dx
− 1 p
Z
R
dϕ p ζ n
kd + k(k + d − 2) | x | 2
(1 + | x | 2 ) 2 h x i k dx. (3.21) eq:A3 Summing the equalities ( 3.20) and ( eq:A2-bis 3.21) we obtain eq:A3
A 2 + A 3 = − 1 p
Z
R
dϕ p (∆ζ n ) h x i k dx − 2 p
Z
R
dϕ p ζ 0 ′ | x |
n
k | x |
n(1 + | x | 2 ) h x i k dx
− 1 p
Z
R
dϕ p ζ n
kd + k(k + d − 2) | x | 2
(1 + | x | 2 ) 2 h x i k dx. (3.22) eq:A2A3 The facts that
0 ≤ ζ n (x) ≤ 1, − 2 ≤ ζ 0 ′ (s) ≤ 0, | ζ 0 ′′ (s) | ≤ C, and
− ∆ζ n = − 1 n 2 ∆ζ 0
| x | n
≥ − C
n 2 1 [n≤|x|≤2n] , allow us to conclude first that
− Z
R
dϕ p ζ 0 ′ ( | x |
n ) k | x |
n(1 + | x | 2 ) h x i k dx ≥ 0,
and then from ( eq:A2A3 3.22) we infer that, since there exists a constant C > 0 such that kd + k(k + d − 2) | x | 2
1 + | x | 2 ≤ C, we finally have
A 2 + A 3 ≥ − C Z
[n≤|x|≤2n]
ϕ p h x i k
n 2 dx − C Z
R
dϕ p h x i k
1 + | x | 2 dx. (3.23) eq:Minor-A2A3
Step 2. The third term in the first line of the identity ( eq:Identity-1
3.15) can be written
as Z
ϕE · ∇ (ϕ p−1 ζ n h x i k ) dx = A 4 + A 5 + A 6 , (3.24) where we have set
A 4 := (p − 1) Z
R
dϕ p−1 ∇ ϕ · ζ n E(x) h x i k dx, A 5 :=
Z
R
dϕ p ∇ ζ n · E(x) h x i k dx
(3.25) eq:A4A5 and
A 6 :=
Z
R
dϕ p E(x) · ζ n ∇h x i k dx. (3.26) eq:A6 Proceeding as above A 4 can be rewritten as
A 4 = p − 1 p
Z
R
d∇ (ϕ p ) · ζ n (x)E(x) h x i k dx
= − p − 1 p
Z
R
dϕ p ζ n div(E(x)) h x i k dx − (p − 1) p
Z
R
dϕ p ∇ ζ n · E(x) h x i k dx
− p − 1 p
Z
R
dϕ p ζ n E(x) · ∇h x i k dx.
Summing A 4 , A 5 , A 6 we get
A 4 + A 5 + A 6 = − 1 p ′
Z
R
dϕ p ζ n div(E(x)) h x i k dx + 1
p Z
R
dϕ p ∇ ζ n · E(x) h x i k dx
+ 1 p
Z
R
dϕ p ζ n E(x) · ∇h x i k dx. (3.27) Since 0 ≤ − ζ 0 ′ ≤ 2, using the assumption ( 1.3) one checks that for eq:1.3 n large enough so that x · E(x) ≥ 0 for | x | ≥ n,
∇ ζ n (x) · E(x) = ζ 0 ′ | x |
n x
n | x | · E ≥ ζ 0 ′ | x |
n
α 2 | x | γ
2+ β 2
n | x | 1 [n≤|x|≤2n]
and so for n large enough we have
∇ ζ n (x) · E(x) ≥ − 2 α 2 | x | γ
2+ β 2
| x | 2 1 [n≤|x|≤2n] . (3.28) eq:E-gradzeta
Then using hypothesis (H2) and the inequality ( eq:E-gradzeta
3.28) we obtain A 4 + A 5 + A 6 ≥ β 0
p Z
R
dϕ p ζ n h x i k dx − 2 p
Z
R
dϕ p α 2 | x | γ
2+ β 2
| x | 2 h x i k dx.
Thus, setting Ψ k,p
h x i k := 1 p
h C
1 + | x | 2 + 2k
1 + | x | 2 + C
1 + | x | 2 + 2 α 2 | x | γ
2+ β 2
| x | 2 i ,
and using ( eq:Minor-A2A3
3.23), we have that
A 2 + A 3 + A 4 + A 5 + A 6 ≥ − 1 p
Z
R
dϕ p Ψ k,p
h x i k h x i k dx. (3.29) eq:A2-A6 Step 3. Now if we define
λ 0 (p) := max
x∈ R
dΨ k,ζ
h x i k − β 0
p
we obtain, thanks to ( 3.29), ( eq:A2-A6 eq:Def-A1A2
3.17), ( eq:Identity-2
3.16) and ( eq:Identity-1
3.15), that Z
R
df 0 ϕ p−1 ζ n h x i k dx = Z
R
d(λ − L)ϕ ϕ p−1 ζ n h x i k dx
≥ (λ − λ 0 (p)) Z
R
dϕ p ζ n h x i k dx + (p − 1) Z
R
d|∇ ϕ | 2 ϕ p−2 ζ n h x i k dx.
We may fix λ such that λ − λ 0 (p) ≥ 1 and upon using Young’s inequality, that is the fact that ab ≤ εa p /p + b p
′/p ′ for a, b ≥ 0, and choosing a := f 0
and b := ϕ p−1 , we conclude that we have p(p − 1)
Z
R
d|∇ ϕ | 2 ϕ p−2 ζ n h x i k dx + Z
R
dϕ p ζ n h x i k dx ≤ Z
R
d| f 0 | p ζ n h x i k dx, (3.30) It is clear now that letting n tend to ∞ , we deduce that ϕ, the solution of ( 3.13), belongs to eq:2.9 L p k and
k ϕ k L
pk≤ k f 0 k L
pk, and that moreover Z
R
d|∇ ϕ | 2 ϕ p−2 ζ n h x i k dx < ∞ .
To finish the proof of the Lemma, when f 0 ≥ 0 belongs only to L p k we consider a sequence f 0n ∈ C c ∞ such that f 0n ≥ 0 and f 0n → f 0 L p k and we conclude by verifying easily that the corresponding solutions ϕ n converge to ϕ as n → ∞ .
Indeed we have also k ϕ k L
pk≤ k f 0 k L
pkand Lϕ ∈ L p k , which means that the operator L − λI is m-dissipative on L p k .
Next we prove the following Nash type inequality which is going to be useful later.
lem:Nash-k Lemma 3.5. Let f ∈ L 1 k/2 ( R d ) ∩ H k 1 ( R d ), assume that k > 0 when d ≥ 2 and k ≥ 2 when d = 1. Then there exists a constant C > 0 such that the following inequality holds
k f k 2+
4 d
L
2k≤ C k f k
4 d
L
1k/2· k∇ f k 2 L
2k. (3.31) eq:2.11 Proof. Let f ∈ L 1 k/2 ( R d ) ∩ H k 1 ( R d ), we write
Z
R
d| f(x) | 2 h x i k dx = Z
R
d| f (x) h x i
k2| 2 dx.
Therefore
k f k 2+
4 d
L
2k= k f h·i
k2k 2+
4 d
L
2.
Let us set ϕ(x) := f(x) h x i
k2, then by the Nash’s classical inequality (J. Nash [10]) we have JFN
k ϕ k 2+
4 d
L
2≤ C k ϕ k
4 d