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Submitted on 11 May 2005

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Séverine Bernard, Silvère Paul Nuiro

To cite this version:

Séverine Bernard, Silvère Paul Nuiro. On generalized Sobolev algebras and their applications.. Topo- logical Methods in Nonlinear Analysis, Juliusz Schauder University Centre for Nonlinear Studies, 2005, 25 (2), pp.375-390. �hal-00004903�

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ccsd-00004903, version 1 - 11 May 2005

Séverine Bernard and Silvère P. Nuiro

In thelasttwodeades, manyalgebras ofgeneralizedfun-

tionshave been onstruted,partiularly theso-alled gener-

alized Sobolev algebras. Our goal is to study the latter and

some of their main properties. In this framework, we pose

and solvea nonlinear degeneratedDirihlet problem with ir-

regular datasuh as Dirageneralized funtions.

Key words : nonlinear degenerate Dirihlet problem, generalized solu-

tion, Sobolev algebra,non positive solution.

2000 MSC:35J70, 46F30,46E35, 35D05, 35B50.

1. Introdution

A theoretial study of most of thewell-known algebras of generalized fun-

tions haspointed out two fundamental strutures. Therstone is thealge-

brai struture of a solidfator ring C of generalized numbers. The seond one is the topologial struture dened by a family P of seminorms, on

a loally onvex linear spae E, whih is also an algebra. These algebras

have been denoted by A(C, E,P) and one speaks of (C, E,P)-algebras of

generalized objets. The denition overs most of the well-known algebras

of generalized funtions, as for example, the Colombeau simplied algebra

[3℄, Goursat algebras[13℄ and asymptoti algebras [4℄. Ontheother hand,

speial hoies for E, P and C also allow the introdution of some new al- gebras. One of them is the so-alled Egorov extended algebra, beause of

thesimilaritywiththeEgorov [5℄algebra ofgeneralized funtions. We have

beeninterestedinworkingwithinthe frameworkoftheso-alledgeneralized

SobolevalgebrasbasedonthelassialSobolevspaes. AsE isadierential

algebra, the main interest of these algebras is to give a framework whih is

well suitable to solve many non linear dierential problems with irregular

data. Themethodisbasedontheextensionofamappingfrom(E1,P1)into (E2,P2) to a mapping from A(C1, E1,P1) into A(C2, E2,P2). This method

hasbeenintrodued,intheframeworkofasymptotialgebras,byA.Delroix

and D.Sarpalezos [4℄,and used,intheframework of (C, E,P)-algebras, to

solveanonlinearDirihletproblem[12℄andanonlinearNeumannproblem

[11℄,bothwithirregulardatabyJ.-A.Martiand S.P.Nuiro. Inthispaper,

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our goal is to lift upthe generalized Sobolev algebras, bygiving more lear

denitions of all the statements and general results in this framework, in

order to work more easily with these algebras. We introdue the rst ex-

ample of ordered generalized Sobolev algebras, whihallows us to pose and

eventually solvean obstaleproblemwithirregular data. We alsopoint out

some suient properties for the existene of an embedding of some spae

into ageneralized Sobolev algebra. Intheframework ofgeneralized Sobolev

algebra,weareableto solveanonlineardegeneratedDirihletproblem[12℄

withweakerassumptions.

Consideran open bounded domain of IRd (d ∈ IN) with a lipshitz

ontinuousboundary ∂Ω,we an state thisformalproblem : (P)

−∆Φ (u) +u=f in Ω, u=g on ∂Ω,

wheref andgarenonsmoothfuntionsdenedonand∂Ωrespetively,Φ

aninreasing real-valueddierentiablefuntion denedon IRsothatΦ isa

ontinuousboundedfuntionthatanvanishonanitesetofdisretepoints

of IR. This is a quasilinear diusion type problem, withnon homogeneous Dirihletonditionontheboundary. Oneanremarkthattheformalseond

order dierential operator L = −div (Φ(.)∇x) +Id is a degenerated one, beauseΦanvanish. Thus,(P)isaDirihletnonlinearelliptidegenerated problem. Inorder to solve this problem, we introdue an auxiliary problem

byusingan artiialvisosityregularization dependingon aparameter ε.

2. Speial types of generalized algebras

2.1. Denitions.Letus,rst,statethatIKisIRorCl,and1I = (1Iε)εwhere 1Iε= 1 for all ε.Thegeneralized algebras onstrutedfromE,a normedIK-

algebra,are partiular aseof (C, E,P)-algebras [10℄, [12℄,[11℄, [13℄.

Consider a subring A of the ring IK]0,1] so that 1I ∈ A, and whih, as a

ring, issolid(with ompatible lattie struture) inthefollowing sense:

Denition 1. A issaid tobe solid iffrom(sε)ε∈Aand|tε| ≤ |sε|foreah ε∈]0,1] it follows that (tε)ε∈A.

We also onsideran idealIAof A whih is solidaswell,and sothat

(1) ∀(rε)ε ∈IA, lim

ε→0rε= 0.

Then, we introdue the fator ring C = A/IA, whih is alled a ring of

generalized numbers.

Denition2. LetE beanormedalgebra. WeshallallN-generalizedalgebra all fator algebra

A(C, E) =HA(E)/IIA(E),

(4)

where

HA(E) ={(uε)ε∈E]0,1] / (kuεkE)ε ∈A+}

and

IIA(E) ={(uε)ε∈E]0,1] / (kuεkE)ε∈IA+},

when k · kE is the norm on E, A+ = {(rε)ε ∈ A / ∀ε > 0, rε ∈ IR+} and IA+ = {(rε)ε ∈ IA / ∀ε > 0, rε ∈ IR+}. Its ring of generalized numbers is dened asthe ring

HA(IK)/IIA(IK) =C=A/IA.

Remark 1. We remark that the notation is A(C, E) instead of A(C, E,P)

sine the family P isredued toone single element. The algebra A(C, E) is

also a vetor spae on the eld IK.

Example 1. With

IA=n

r = (rε)ε∈IR]0,1]| ∀k∈IN, |rε|=O εko

and

A=n

r= (rε)ε∈IR]0,1]| ∃k∈ZZ, |rε|=O εko

,

we obtain a polynomialgrowthtype N-generalized algebra.

Example 2. We take

IA=n

r= (rε)ε∈IR]0,1]| ∃ε0 ∈]0,1], ∀ε∈]0, ε0], rε= 0o ,

and A = IR]0,1]. With suh A and IA, we obtain another N-generalized algebra.

Example 3. When E is a Sobolev algebra (that is, for example, on the

form Wm+1,p(Ω)∩Wm,∞(Ω), withm ∈]0,+∞[, p∈[1,+∞[andan open

subset of IRd (d∈IN)), respetively a Banah algebra, we will speak about generalized Sobolev algebra, respetively generalized Banah algebra, instead

of N-generalized algebra.

2.2. Embeddings and weak equalities.In the following paragraph, we

aregoingto show awayto embed E into A(C, E).

Proposition 1. The mapping i0 dened on E, by :

∀u∈E, i0(u) =cl(u1Iε)ε,

islinear and one-to-one fromE intoA(C, E).

Proof.For every u∈E,we have : (ku1IεkE)ε=kukE1I. Furthermore, as

kukE ∈IK and 1I∈A,there existsλ∈IN sothat

∀ε, kuεkE ≤λ1Iε,

(5)

andobviouslyλ1I∈A+. Asaonsequeneofthesolidpropertywhihimplies

that (uε)ε ∈ HA(E),we have i0(u)∈ A(C, E). It an easily be proved that i0 islinear andone-to-one.

Denition 3. The mapping i0 from E into A(C, E), dened in proposition 1, will be the so-alled trivial embedding of E into A(C, E).

WeanalsoembedsometopologialvetorspaeintoA(C, E). Let(G,T)

be a Hausdor topologial vetor spae so that there exists a ontinuous

linearmapping j from (E,k.kE) into (G,T).

Denition 4. T ∈G andU =cl(uε)ε∈ A(C, E) are (G,T)-assoiated if j(uε)→T in (G,T) as ε→0.

It will be denoted by U G,T∼ T.

Remark 2. Thisdenition does not dependon the hosen representative of

U. Indeed, let (eε)ε ∈ IIA(E). Therefore, lim

ε→0keεkE = 0, whih means that eε →0 in (E,k.kE) as ε→0. Consequently, we have j(eε) →0 in (G,T)

as ε→0.

Denition 5. Assume that U =cl(uε)ε, V =cl(vε)ε ∈ A(C, E). We shall

say that U andV are (G,T)-weaklyequals if (U −V)G,T∼ 0.

It will be denoted by U G,T≃ V.

Proposition 2. Assumethat for every T ∈G,there exists(uε)ε∈ HA(E),

so that

j(uε)→T in (G,T), as ε→0.

Then,thereexists,atleast,anembeddingiGfrom(G,T)intotheN-generalized algebraA(C, E). Furthermore, if,for allv∈E,there exists(uε)ε∈ HA(E),

so that (uε−v)ε∈ IIA(E),then

(2) ∀u∈E, (iG◦j) (u)G,T≃ i0(u).

Proof.For every T ∈G, thereexists(uε)ε∈ HA(E),sothat j(uε)→T in (G,T) asε→0.

Let us state iG(T) = cl(uε)ε. The mapping iG from G into A(C, E) is

obviouslylinear. Letus provethatiG isone-to-one. IfiG(T) = 0inA(C, E)

then

iG(T) =cl(eε)ε for (eε)ε∈ IIA(E).

Wehave eε→0 in(E,k.kE)whihimpliesthatj(eε)→0in (G,T),when-

ever ε→0. This leads to T = 0inG, beause (G,T) isa Hausdorspae.

Theseond propertyis obvious.

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Remark 3. If there exists anothersuh embedding iG from(G,T) into the

N-generalized algebra A(C, E) then

∀T ∈G, iG(T)G,T≃ iG(T).

Example 4. Let j be the anonial embedding of

L(Ω),k.kL(Ω)

in

H−2(Ω), σ H−2(Ω), H02(Ω)

, where σ H−2(Ω), H02(Ω)

denotes the weak

topology on H−2(Ω). We will say that T ∈ H−2(Ω) and U = cl(uε)ε ∈ A(C, L(Ω)) are H−2(Ω)-assoiated if

j(uε)→T in H−2(Ω), σ H−2(Ω), H02(Ω)

, as ε→0,

and we will denote U ∼2 T. Moreover, we will say that U,V ∈ A(C, L(Ω))

are H−2(Ω)-weakly equals ifU − V ∼2 0 and we will denote U ≃ V2 .

2.3. Mappingon N-generalizedalgebra.Theideaofextensionofmap-

ping has been introdued by A. Delroix and D. Sarpalezos [4℄, in the

framework of asymptoti algebras. But it is, in fat, a partiular ase of

denitionof mapping onA(C, E)-algebras.

If θ = (θε)ε is a family of mappings from a normed algebra (E,k.kE)

into a normed algebra (F,k.kF), one an view θ asa mapping from theN-

generalized algebra A(C, E) into the N-generalized algebra A(D, F),where

we have set C=A/IA and D=B/IB when A, IA, B and IB areasin Ÿ2.1.

One remarksthatthe extension theoremof A.Delroix and D. Sarpalezos

[4℄ deals withthe asewhere θ= (θ)ε.

Theorem 1. Let E and F be two normed algebras andε)ε a family of

appliationsof E in F. We assumethat

1) A⊂B andIA⊂IB,

2) there existsafamilyof polynomialfuntionsε)ε ofonevariable with

oeients in A+ so that

∀ε >0 , ∀x∈E , kθε(x)kF ≤Ψε(kxkE),

3) there exists two families of polynomial funtions1ε)ε and2ε)ε of

one variable with oeients in A+ so that Ψ2ε(0) = 0 for all ε > 0,

and

∀ε >0 , ∀x, ξ∈E , kθε(x+ξ)−θε(x)kF ≤Ψ1ε(kxkE2ε(kξkE).

Then there exists an appliation Θ : A(C, E) →A(D, F), whih assoiates cl(θε(xε))ε with cl(xε)ε.

Proof.First, let (xε)ε be in HA(E) and let us show thatε(xε))ε is in

HB(F). We have (kxεkE)εinA+ soε(kxεkE))ε isalso inA+,sineε)ε

has oeients in A+. Thus (kθε(xε)kF)ε) belongs to A+ ⊂ B+, due to

(1) and (2), whih implieswhat we want. Then, let (iε)ε be inIIA(E) and

let us show thatε(xε+iε)−θε(xε))ε is in IIB(F). Sine (kxεkE)ε and

(7)

(kiεkE)ε arerespetivelyinA+and IA+then1ε(kxεkE))ε and2ε(kiεkE))ε

arerespetivelyinA+ andIA+ ,sine,for i∈ {1,2},(Ψiε)ε hasoeientsin

A+. Then,1ε(kxεkE2ε(kiεkE))ε isinIA+. Thus(kθε(xε+iε)−θε(xε)kF)ε

belongsto IA+⊂IB+,due to (1)and (3), whih impliestherequired result.

Asa onsequene,we obtain thefollowing result.

Proposition 3. Assume that A ⊂ B and IA ⊂ IB. Ifε)ε is a family of

ontinuous linear mappings from a normed algebra E into a normed algebra F, thenε)ε also denes a mapping Θfrom A(C, E) into A(D, F).

Example 5. Letbe an open subset of IRd and E = H1(Ω)∩L(Ω)

with kukE = kukL(Ω) +kukH1(Ω). The anonial embedding i : u 7→ u

is ontinuous as well as linear from the Banah algebra E into the Banah

algebra L(Ω). Obviously, themapping iveriesallthe assumptions of the previous proposition;this iswhy we an dene itsextension I asa mapping

fromA(C, E) intoA(C, L(Ω)).

Inthe same way,one an prove that:

Proposition 4. Assume thatε)ε is a family of mappings from a normed

algebra E intothe topologial eld (IK,|.|),so that

there existsafamilyof polynomialfuntionsε)ε ofonevariable with

oeients in A+ so that

∀ε >0 , ∀x∈E , |θε(x)| ≤Ψε(kxkE),

there exists two families of polynomial funtions1ε)ε and2ε)ε of

one variable with oeients in A+ so that Ψ2ε(0) = 0 for all ε > 0,

and

∀ε >0 , ∀x, ξ∈E , |θε(x+ξ)−θε(x)| ≤Ψ1ε(kxkE2ε(kξkE).

ThenthereexistsanappliationΘ: A(C, E)→ C,whihassoiatescl(θε(xε))ε

withcl(xε)ε.

Remark 4. If θ is a ontinuous linear mapping from a normed algebra (E,k.kE) into the topologial eld (IK,|.|), then θ also denes a mapping,

denoted by Θ, fromA(C, E) into the fatorring C=A/IA.

2.4. An example of ordered generalized Sobolev algebra.Consider

A and IA as in Ÿ2.1, the Sobolev algebra L(Ω), endowed with its usual

topology,withanopenbounded subsetof IRd. Thus, we anonsiderthe

algebra A(C, L(Ω)). It is easy to prove, bymeans of theorem 1, thatthe

mapping

p:L(Ω) → L(Ω)

u 7→ u+= sup{u,0}= 12(u+|u|)

(8)

an be extendedasa mappingP fromA(C, L(Ω))into itself,dened by:

∀U =cl(uε)ε ∈ A(C, L(Ω)), P(U) =cl(p(uε))ε,

due to the following relation :

∀r, s∈IR,

(r+s)+−r+ ≤ |s|.

We arenowableto state thefollowing result:

Proposition 5. The generalized Sobolev algebra A(C, L(Ω)) is partially

ordered by the following binaryrelation :

∀U, V ∈ A(C, L(Ω)), U ≤V ⇐⇒ P(U −V) = 0.

Proof.Obviously, the relationis reexive, then we have to prove, for U, V, W ∈ A(C, L(Ω)),that :

U ≤V andV ≤U ⇒ U =V;

(3)

U ≤V and V ≤W ⇒ U ≤W.

(4)

We state U =cl(uε)ε,V =cl(vε)ε and W =cl(wε)ε.

Proof of property (3) : If U ≤ V and V ≤ U then, there existsε)ε andε)ε inIIA(L(Ω))sothat(uε−vε)+ε and(vε−uε)+ε. As,

uε−vε = (uε−vε)+−(vε−uε)+ε−ψε,

itfollows that(uε−vε)ε= (ϕε−ψε)ε∈ IIA(L(Ω)),whene U =V.

Proof of property(4 ): IfU ≤V and V ≤W thenwe have

(uε−vε)+ L(Ω)

ε∈IA ,

(vε−wε)+ L(Ω)

ε ∈IA.

Bymeans of thesolidproperty, we dedue,from thefollowing inequality:

(uε−wε)+

L(Ω)

(uε−vε)+

L(Ω)+

(vε−wε)+ L(Ω),

that (uε−wε)+

ε ∈ IIA(L(Ω)),whih yields P(U −W) = 0,that is to

sayU ≤W.

Proposition 6. For all u, v ∈ L(Ω), we have i0(u) ≤ i0(v) if, and only

if, u≤v in L(Ω), that is u≤v almost everywhere in.

Proof.If i0(u) ≤ i0(v) then P(i0(u)−i0(v)) = 0. Consequently, there existsε)ε,(eε)ε∈ IIA(L(Ω))sothat(u−v+eε)+ε,sine we have

uε−vε=u−v+eε for allε. Taking into aount that ϕε→0 and eε →0 in L(Ω) ,as ε→0,

itmaybeseenthat(u−v+eε)+ε →0 a.e. in Ω,whene(u−v)+= 0 a.e. in,sine one aneasily prove that

(u−v+eε)+→(u−v)+ in L(Ω) , as ε→0.

It meansthat u≤v a.e. inΩ.

(9)

Conversely, ifu ≤v a.e. inthen(u−v)+ = 0 a.e. in. By denition

of P andi0,this leads to i0(u)≤i0(v).

Proposition 7. Let u∈L(Ω) andU ∈ A(C, L(Ω)). If U L1(Ω)u (here L1(Ω) isendowed withits usual topology) and U ≤0 then u≤0 a.e. in.

Proof.We set U = cl(uε)ε. Sine U L1(Ω) u then, as ε goes to 0, uε →u inL1(Ω),whihgivesu+ε →u+ inL1(Ω),bymeansoftheLebesgue

dominated onvergene theorem. Sine U ≤ 0 then P(U) = 0. Conse-

quently, there exists a sequene of funtionsε)ε ∈ IIA(L(Ω)) so that u+εε forall ε. Taking into aount that

ϕε→0 in L(Ω) , asε→0,

we nd that u+ε = ϕε → 0 a.e. in Ω, whene u+ = 0 a.e. in Ω, whih

impliesu≤0 a.e. inΩ.

3. Solution of the nonlinear degenerate Dirihlet problem

After having solved the auxiliary problem by using an artiial visosity

regularization depending on aparameter ε,we solve our main problem(P)

(see setion 1), ina generalized Sobolev algebra withthe lassial equality

and with the weak one dened in example 4. Then we perform a little

qualitative study ofthe solution.

3.1. The regularized Dirihlet problem.Letus set

V+A=

(rε)ε ∈A+ / ∀ε >0, rε∈]0,1]; lim

ε→0rε= 0 ; 1

rε

ε

∈A+

.

Assumethat V+A6=∅ andthen, for all (rε)ε inV+A,set Φε = Φ +rεId. This

setiononsistsinproving thefollowing proposition:

Proposition 8. If f ∈L(Ω) andg ∈L(∂Ω) then there exists one, and

onlyone, funtion u∈H1(Ω)∩L(Ω)solutionof the regularized problem

(Pε)

−∆Φε(u) +u=f in Ω, u=g on ∂Ω.

Proof.Thisproofgoesinthree steps.

1)Maximum's priniple

We aregoing toprove that ifu∈H1(Ω)isa solutionof thisproblem then m≤u≤M a.e. inΩ,

(10)

with m = min{inf

f , inf

∂Ωg} and M = max{sup

f , sup

∂Ω

g}, whih means

thatu belongsto L(Ω).

Indeed,for suh a u,we have, for allv inH01(Ω) Z

∇Φε(u)∇vdx+ Z

uvdx= Z

f vdx,

where dxdenotes the Lebesgue measureon. Letus onsider thefuntion v= (Φε(u)−Φε(M))+ thenv isinH01(Ω),so

Z

(∇(Φε(u)−Φε(M))+)2dx+ Z

u(Φε(u)−Φε(M))+dx=

Z

f(Φε(u)−Φε(M))+dx,

sine Φε(M) isa onstant. Consequently,

k(Φε(u)−Φε(M))+k2H1 0(Ω)=

Z

(f −M)(Φε(u)−Φε(M))+dx

− Z

(u−M)(Φε(u)−Φε(M))+dx.

By denitionof M,the rstintegral isnegative and, sine thefuntionsId

and Φε areinreasing,the seond oneis non negative. Then

k(Φε(u)−Φε(M))+k2H1

0(Ω)≤0,

thatisΦε(u)≤Φε(M) a.e. in,whihimpliestherstpartoftherequired

result, sine Φε is an inreasing funtion. For the seond part, we use a

similarmethod bytakingv= (Φε(u)−Φε(m)).

2)Existene ofa solutioninH1(Ω)

This resultis obtained byusing the Shauder's xed point theoremrelated

to aweaklysequentiallyontinuous mapping froma reexiveand separable

Banah spaeinto itself. Letusonsiderw0 ∈H1(Ω)theunique solutionof

thefollowing linearDirihlet problem:

−∆w0 = 0 inΩ, w0 = g on∂Ω.

Then a solution of the regularized problem is of the form w0 +w, with w∈H01(Ω)and for allv inH01(Ω),onehas

Z

Φε(w0+w)∇w0∇vdx+

Z

Φε(w0+w)∇w∇vdx+

Z

(w0+w)vdx= Z

f vdx.

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