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4 Problem IV - An application to the Fokker-Planck equation

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Universit´e Paris-Dauphine 2018-2019

An introduction to evolution PDEs November 2018

1 Problem I - Local in time estimates

Consider a weak solution 0≤f ∈C([0, T];L1(R2)) to the Keller-Segel equation, that is

tf := ∆f + div( ¯Kf), with

K¯ :=K ∗f, K:=∇κ, κ:= 1

2πlog|z|, such that

AT := sup

[0,T]

Z

R2

f(1 +|x|2+ (logf)+)dx+ Z T

0

I(f)dt <∞.

(1) Establish thatf2,|∇xK|¯ f ∈L1((0, T)×R2) and that for any mollifier sequence (ρn), the function fn :=f ∗xρn satisfies

tfn−K · ∇¯ xfn−∆xfn=rn →f2 in L1(0, T;L1loc(R2)).

(2) Deduce that Z

R2

β(ftn

1)χ dx+ Z t1

t0

Z

R2

β00(fsn)|∇xfsn|2χ dxds= Z

R2

β(ftn

0)χ dx +

Z t1

t0

Z

R2

n

β0(fsn)rnχ+β(fsn) ∆χ−β(fsn) divx( ¯Kχ)o dxds,

for all 0 ≤ t0 < t1 ≤ T, 0 ≤ χ ∈ Cc2(R2) and β ∈ C1(R)∩ Wloc2,∞(R) such that β00 is non-negative and vanishes outside of a compact set, and next that

Z

R2

β(ft1)dx+ Z t1

t0

Z

R2

β00(fs)|∇fs|2dxds (1.1)

≤ Z

R2

β(ft0)dx+ Z t1

t0

Z

R2

0(fs)fs2−β(fs)fs)+dxds.

(3) Deduce that the same inequality holds for any renormalizing function β :R→R which is convex, piecewise of classC1 and such that

|β(u)| ≤C(1 +u(logu)+), (β0(u)u2−β(u)u)+ ≤C(1 +u2) ∀u∈R.

(2)

(4) We define the renormalizing functionβK :R+→R+,K ≥e2, by

βK(u) :=u(logfu)2 if u≤K, βK(u) := (2 + logK)ulogu−2KlogK if u≥K, and the function logfK by

logfKu:=1u≤e+ (logu)1e<u≤K+ (logK)1u>K. Deduce from (1.1) that

Z

R2

βK(ft1)dx+ Z t1

t0

Z

R2

|∇f|2

f (logfKf)1f≥edxds (1.2)

≤ Z

R2

βK(ft0)dx+ 4 Z t1

t0

Z

R2

f2logfKf dxds.

Establish that for any A∈(e, K) Z

R2

f2logfKf dx ≤ (AlogA)M +H+(f) logA

1/2Z

R2

(flogfKf)3dx1/2

,

as well as Z

R2

(flogfKf)3dx 1/2

≤ C

M+H+(f)

1/2Z

R2

|∇f|2

f (logfKf)1f≥edx+I(f)

.

By choosing A >0 large enough, conclude that there existsC :=C(AT) such that

H2(f(t1))≤ H2(f(t0)) +C, (1.3) with

H2(g) :=

Z

R2

f(logg)f 2dx, logfu:=1u≤e+ (logu)1u>e. (5) We define the new renormalizing function βK :R+→R+,K ≥2, by

βK(u) := up

p if u≤K, βK(u) := Kp−1

logK(u logu−u)− 1

p0Kp+ Kp

logK if u≥K.

Prove that Z

R2

βK(ft1)dx+ 4 p0p

Z t1

t0

Z

R2

|∇(fp/2)|21f≤Kdxds+ Kp−1 logK

Z t1

t0

Z

R2

|∇f|2

f 1f≥Kdxds

≤ Z

R2

βK(ft0)dx+ 1 p0

Z t1

t0

T1ds+ 2Kp−1 Z t1

t0

T2ds, with

T1 :=

Z

R2

fp+11f≤Kdx and T2 :=

Z

R2

f21f≥Kdx.

(3)

On the one hand, prove that 1

p0 Z t1

t0

T1ds ≤ 2p

p0 ApM T + 1 p0p

Z t1

t0

Z

R2

|∇x(fp/2)|21f≤Kdxds, for A=A(p,AT)>1 large enough.

On the other hand, prove that

T2 ≤8Kp−1Z

R2

|∇f|1f≥K/2dx2

and next that

T2 ≤8Kp−1n4 p2

Z

R2

|∇(fp/2)|2(2

K)p−11f≤K + Z

R2

|∇f|2 f 1f≥K

o H2(f) (log(K/2))2. Finally deduce from (1.3) that

Z t1

t0

T2ds ≤ 1 p0p

Z t1

t0

Z

R2

|∇(fp/2)|21f≤Kdxds+ Kp−1 logK

Z t1

t0

Z

R2

|∇f|2

f 1f≥Kdxds, for any K ≥K =K(p,AT)>max(A,4) large enough.

(6) Deduce that any exponent p∈(1,∞) and for any time t0 ∈(0, T),f satisfies f ∈L(t0, T;Lp(R2)) and ∇xf ∈L2((t0, T)×R2).

2 Exercise II - Decay estimates

(1) Prove that a function u∈C1(R) which satisfies the differential inequality u0 ≤ −λ u, λ >0,

also satisfies the integral inequality

∀t ≥0, λ Z

t

u(s)ds ≤u(t). (2.1)

Prove that if u:R+ →R+ is decreasing and satisfies (2.1), there exists C =C(λ, u(0))>0 such that

∀t≥0, u(t)≤C e−λt. (Hint. Introduce the function v(t) := R

t u(s)ds).

(2) Prove that a function u∈C1(R) which satisfies the differential inequality u0 ≤ −K u1+α, α >0, K >0,

also satisfies the integral inequality

∀t≥0, K Z

t

u1+α(s)ds≤u(t). (2.2)

Prove that if u:R+ →R+ is decreasing and satisfies (2.2), there exists C =C(α, u(0))>0 such that

∀t ≥0, u(t)≤C 1 t1/α.

(4)

3 Problem III - Subgeometric Harris estimate

In this part, we consider a Markov semigroup S =SL on L1(Rd) which fulfills

(H1) there exist some weight functions mi : Rd → [1,∞) satisfying m1 ≥ m0, m0(x) → ∞ as x→ ∞and there exists constant b >0 such that

Lm1 ≤ −m0+b;

(H2) there exists a constant T >0 and for any R ≥R0 ≥ 0 there exists a positive and not zero measureν such that

STf ≥ν Z

BR

f, ∀f ∈L1, f ≥0;

(H3) there exists m2 ≥m1 such that and for any λ >0 there exists ξλ such that m1 ≤λm0λm2, ξλ →0 as λ → ∞.

(H4) We also assume that sup

t≥0

kStfkL1(mi) ≤MikfkL1(mi), Mi ≥1, i= 1,2.

(1) Prove

kSTf0kL1 ≤ kf0kL1, ∀T >0, ∀f0 ∈L1.

In the sequel, we fix f0 ∈L1(m2) such that hf0i= 0 and we denote ft:=Stf0. (2) Prove that

d

dtkftkL1(m1) ≤ −kftkL1(m0)+bkftkL1, and deduce that

kSTf0kL1(m1)+ T

M0kSTf0kL1(m0)≤ kf0kL1(m1)+Kkf0kL1. We define

kfkβ :=kfkL1 +βkfkL1(m1), β >0.

We fix R ≥ R0 large enough such that A := m(R)/4 ≥ 3M0/T, and we observe that the following alternative holds

kf0kL1(m0) ≤Akf0kL1 (3.1) or

kf0kL1(m0) > Akf0kL1. (3.2) (3) We assume that condition (3.1) holds. Prove that

kSTf0kL1 ≤γ1kf0kL1,

(5)

with γ1 ∈(0,1). Deduce that

kSTf0kβ ≤γ1kf0kL1 − βT

M0kSTf0kL1(m0)+βkf0kL1(m1)+βKkf0kL1 and next

kSTf0kβ+ βT

M0kSTf0kL1(m0) ≤ kf0kβ, for β >0 small enough.

(4) We assume that condition (3.2) holds. Prove that kSTf0kL1(m1)+ T

M0kSTf0kL1(m0) ≤ kf0kL1(m1)+ T

3M0kf0kL1(m0), and deduce

kSTf0kβ+ βT

M0kSTf0kL1(m0) ≤ kf0kβ + βT

3M0kf0kL1(m0). (5) Observe that in both cases (3.1) and (3.2), there holds

kSTf0kβ+ 3αkSTf0kL1(m0)≤ kf0kβ +αkf0kL1(m0), where from now β and α are fixed constants. Deduce that

Z(u1+αv1)≤u0+αv0+ ξλ λαw1, with

un:=kSnTf0kβ, vn:=kSnTf0kL1(m0), wn:=kSnTf0kL1(m2) and for λ≥λ0 ≥1 large enough

Z := 1 + δ

λ ≤2, δ:= α 1 +β. Deduce that for any n ≥1, there holds

un≤Z−n(u0+αv0) + Z Z −1

ξλα λ sup

i≥1

wi, and next

kSnTf0kβ

enTλ 2Tδλ

Ckf0kL1(m2), ∀λ≥λ0. (6) Prove that

kStf0kL1 ≤Θ(t)kf0kL1(m2), ∀t≥0, ∀f0 ∈L1(m2), hfi= 0, for the function Θ given by

Θ(t) :=Cinf

λ>0{e−κt/λλ}.

What is the value of Θ when m0 = 1, m1 =hxi, m2 =hxi2?

(6)

4 Problem IV - An application to the Fokker-Planck equation

In all the problem, we consider the Fokker-Planck equation

tf =Lf := ∆xf + divx(f E) in (0,∞)×Rd (4.1) for the confinement potential E :=∇φ, φ :=hxiγ/γ, hxi2 := 1 +|x|2, that we complement with an initial condition

f(0, x) = f0(x) inRd. (4.2)

Question 1

Give a strategy in order to build solutions to (4.1) when f0 ∈Lpk(Rd), p∈[1,∞], k≥0.

We assume from now on that f0 ∈ L1k(Rd), k > 0, and that we are able to build a unique weak (and renormalized) solution f ∈C([0,∞);L1k) to equation (4.1)-(4.2).

We also assume that γ ≥2.

Question 2 Prove

hf(t)i=hf0i and f(t, .)≥0 if f0 ≥0.

Question 3

Prove that there exist α >0 and K ≥0 such that

Lhxik ≤ −αhxik+K, and deduce that

sup

t≥0

kf(t,·)kL1

k ≤C1kf0kL1

k. (Hint. A possible constant is C1 := max(1, K/α)).

Question 4 Prove that

sup

t≥0

kf(t,·)kL2

k ≤C2kf0kL2

k, at least fork > 0 large enough.

Question 5 Prove that

sup

t≥0

kf(t,·)kH1

k ≤C3kf0kH1

k, at least fork > 0 large enough.

(7)

Question 6 Prove that

kf(t,·)kH1 ≤ C4 tαkf0kL1

k,

at least fork > 0 large enough and for some constant α >0 to be specified.

(Hint. Consider the functional F(t) := kf(t)kL1

k+tαk∇xf(t)k2L2).

We assume from now on thatd= 1, so that C0,1/2 ⊂H1. Question 7

We fix f0 ∈L1 such thatf0 ≥0 and suppf0 ⊂BR, R >0. Using question 3, prove that Z

Bρ

f(t)≥ 1 2

Z

BR

f0,

for any t ≥ 0 by choosing ρ > 0 large enough. Using question 6, prove that there exist r, κ >0 and for any t >0 there exists x0 ∈BR such that

f(t)≥κ, ∀x∈B(x0, r).

We accept the spreading of the positivity property, namely that for ant r0, r1 >0, x0 ∈Rd, there existt1, κ1 >0 such that

f0 ≥1B(x0,r0) ⇒ f(t1,·)≥κ11B(x0,r1). Deduce that there exist θ >0 and T >0 such that

f(T,·)≥θ1B(0,R) Z

BR

f0dx.

Question 8

Prove that for any k >0, there exists C, λ >0 such that f0 ∈L1k satisfying hf0i = 0, there holds

∀t >0, kf(t, .)kL1

k ≤Ce−λtkf0kL1

k. Question 9

We assume nowγ ∈(0,2). We define

Bf :=Lf −M χRf

with χR(x) :=χ(x/R),χ∈ D(Rd), 0 ≤χ≤1, χ(x) = 1 for any |x| ≤1, and with M, R >0 to be fixed.

We denote by fB(t) = SB(t)f0 the solution associated to the evolution PDE corresponding to the operatorB and the initial condition f0.

(1) Why such a solution is well defined (no more than one sentence of explanation)?

(8)

(2) Prove that there exists M, R >0 such that for any k ≥0 there holds d

dt Z

Rd

fB(t)hxikdx≤ −ck Z

Rd

fB(t)hxik+γ−2 ≤0, for some constant ck ≥0,ck >0 if k >0, and

kSB(t)kL1

k→L1k ≤1.

(3) Prove that for any k1 < k < k2 there exists θ ∈(0,1) such that

∀f ≥0 Mk ≤Mkθ1Mk1−θ

2 , M` :=

Z

Rd

f(x)hxi`dx and write θ as a function of k1, k and k2.

(4) Prove that if ` > k >0 there exists α >0 such that kSB(t)kL1

`→L1 ≤ kSB(t)kL1

`→L1k ≤C/htiα, and that α >1 if ` is large enough (to be specified).

(6) Prove that

SL=SB+SB ∗(ASL), and deduce that for k large enough (to be specified)

kSLkL1

k→L1k ≤C.

Question 10

Still in the case γ ∈(0,2), what can we say about the decay of kf(t, .)kL1

when f0 ∈L1k, k >0, satisfies hf0i= 0?

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