and
Alain Haraux
CNRS and University of Paris VI, France
Translated by
Yvan Martel
University of CergyPontoise, France
k 7
0R . 5/.??0 r
I
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1
Preface
aui
= czAui + fi(ul, ... , uk), i = 1, ... , k, (0.5)
ac
called reactiondiffusion systems, often arise in chemistry and biology. One of
the main tools in the study of these systems (and in particular of their non
negative solutions) is the maximum principle, which gives a priori estimates
in L 0 (5l) k for the trajectories. We thus develop Co methods rather than L 2
methods, which are easier but less suitable in this framework.
(2) The wave equation (also called the KleinGordon equation)
with m > 0, models the propagation of different kinds of waves (for example light
waves) in homogeneous media. Nonlinear models of conservative type arise in
quantum mechanics, whereas variants of the form
appear in the study of vibrating systems with or without damping, and with
or without forcing terms. Other perturbations of the wave equation arise in
electronics (the telegraph equation, semiconductors, etc.).
The basic method for studying (0.6) with suitable boundary conditions (for
example (0.3)) consists of introducing the associated isometry group in the en
ergy space H l x L 2 . Local existence and uniqueness of solutions is established in
this space. However, in general, the solutions are differentiable only in the sense
of the larger space L 2 x H 1 . These local questions are considered in Chapter 6.
(3) The Schrodinger equation
to the basic properties, and we give an extensive bibliography for the interested
reader. In Chapter 10, we study the asymptotic stability of equilibria. We also
discuss the connection between stability and positivity in the case of the heat
equation.
Finally, in the notes at the end of each chapter there are various bibliograph
ical comments which provide the reader with a larger overview of the theories
discussed. Moreover, the limited character of the examples studied is compen
sated for by a rather detailed bibliography that refers to similar works. We
hope that this bibliography will serve our goal of a sufficient yet comprehensible
introduction to the available theory of evolution problems. At the time of pub
lication, new results will have made some parts of this book obsolete. However,
we think that the methods presented are, and will continue to be for some years,
an indispensable basis for anyone wanting a global view of evolution problems.
Paris T. C.
1998 A. H.
U
Contents
Notation . . . . . . . . . . . . . . . . . . . . . . . . . . xiii
1. Preliminary results . . . . . . .. . . . . . . . . . . . . . . . 1
2. mdissipative operators . . . . . . . . . . . . . . . . . . . 18
x Contents
. . . . . . . . . 114
I
7.7. A remark concerning behaviour at infinity . . . . . . . . . . 120
7.8. Application to a model case . . . . . . . . . . . . . . . . 121
Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . 169
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
Notation
H) = Wo ' 2 (fl)
D(I, X) the space of C functions with compact support from I to X
u ' = ut = du/dt, for u E D'(I, X)
C,(I,X) the space of continuous functions with compact support from I to
X
Cb(I, X) the space of continuous and bounded functions from I to X
Cb, w (I,X) the space of uniformly continuous and bounded functions from I
to X
LP(I, X) the space of measurable functions u on I with values in X and such
that IIuIIP is integrable (1 < p < oo)
Theorem 1.1.1. (The Banach Fixed Point Theorem) Let (E, d) be a com
plete metric space and let f : E + E be a mapping such that there exists
k E [0, 1) satisfying d(f (x), f (y)) < kd(x, y) for all (x, y) E E x E. Then there
exists a unique point 10 E E such that f (xo) = xp.
I
1.2. The exponential of a linear continuous operator
It is clear that the series is norm convergent in C(X) and that Ile A ll < e lIA1I
Furthermore, it is well known that if A and B commute, then e A+B = eAeB.
. I
2 Preliminary results
In addition, for fixed A, the function t '4 e tA belongs to C (R, (X)) and we
have
tA = e1AA = Ae IA
dt e
for all t E R. Finally, we have the following classical result.
Proposition 1.2.2. Let A E (X). For all T> 0 and all x E X, there exists
a unique solution u E C 1 ([0, TI, X) of the following problem:
We refer to Adams [1] for the proofs of the results given below. Consider an
open subset S2 of R N . A distribution T E D'(S2) is said to belong to LP(11)
(1 <p < oo) if there exists a function f E LP(S2) such that
Wm'() = { f E Lp(1l), D& f E LP(Sl) for all a E N tm such that Ial < m }.
Wm , P(cl) is a Banach space when equipped with the norm defined by
IIfIlwm,p = IID`fIILp,
for all f E W'r(Il). For all m,p as above, we denote by Wo '(S2) the closure
of D(1l) in W'P(f ). If p = 2, one sets Wt ,2 (f) = H(l), Wo ' 2 (1) = Ho (1l)
and one equips Ht(SZ) with the following equivalent norm:
11A _ IIDc'UIIL2
JaI<m
Sobolev spaces 3
(u, v)Hm = f D a uD a v dx
IIm
(u, v) = Vu Vv dx,
in
(iii) if p> N, then Wr'r(cl) > L(c) fl C' 11 (52), where a = (p N)/p.
Remark 1.3.3. The conclusions of Theorems 1.3.1 and 1.3.2 remain valid
without any smoothness assumption on 52, if one replaces W 1 'P(1l) by WW'P(c)
We also recall the following result (see Friedman [1], Theorem 9.3, p. 24).
Theorem 1.3.4. Let q, r be such that 1 < q, r < oo, and let j, m be integers,
0 < j < m. Leta E [j/m,1] (a <1 if m j N/r is an integer >_ 0), and let p
be given by
p \1 m / q
Then there exists C(q, r, j, m, a, n) such that
a
IIDauIIL1 <C IIDauIIL IIuIIL9a,
IcI=7 IkI='m
Finally, we recall the following composition rule (see Marcus and Mizel [11).
F'(u)Vu, if u V N;
VF(u) _
0, if u E N;
almost everywhere in Q.
Corollary 1.3.6. Let 1 < p < oo. For all u E W 1 'P(Sl), we have u+, u  , Jul E
W 1 'P(S2). Moreover,
V(u+) _Vu, if u > 0;
{0, ifu<0;
almost everywhere.
I \En . Let k(n) be such that II fn,k(n) fnII < 1/n on I \En and let g n = fk(n).
Take F = E U (f u En ) then IFI = 0. Let t E I \ F. We have f, (t) * f (t);
m>O n>m
on the other hand, for n large enough, t E I \E n . It follows that IIg n fn I <1/n.
Therefore, g(t) > f (t) and so f is measurable.
Lemma 1.4.7. Let X be a separable Banach space, let X* be its dual, and
let S* be the unit ball of X. There exists a sequence (x) > of of S* such
that, for every x' E S*, there exists a subsequence (x'nk )k> o of (x)> withwith
xnk (x)>x'(x) for all x c X.
for 1 <j < n. It follows that x'nk(.) (xi) ^ x'(xi) as n > oo, for all j E N. Since
(x n ) n >o is dense in X, we deduce easily that xn k(n) (x) * x'(x) as n f oo, for
all x E X. The result follows.
Proof. Let x' E X*. Since (x', f(t)) * (x', f (t)) almost everywhere, the
function t f* (x', f (t)) is measurable, and so f is weakly measurable.
On the other hand, for every n E N, there exists a set E n of measure 0 such
that fn (I \ En ) is separable. Consider the set E = U E, IEI = 0. Let A
n>1
be the convex hull of U f,,(I \ E) and let A be the weak closure of A. We
n>1 _
have f (I \ E) C A. Furthermore, A is also the strong closure of A and so A is
separable. It follows that f is measurable. El
Vectorvalued functions 7
Proof.. We have
xl X.
II J7 9n II9nA+LIIfnfAI +I
Therefore, fl gn , x as n . oo.
If _ fII. .
8 Preliminary results
un I f' I(n+ n fn
We have (u n I1 <_ g E L'(I) and u n f almost everywhere. Therefore, we have
fl Ilan fII 0 and so f is integrable. Finally, it follows from Fatou's lemma
that
if p < oo;
^I f (t)jjP dt) ,
If (IL
P = NsSUPtEIII A0111 if p= cc.
Proof. The proof is similar to that of the realvalued case (in particular, the
density of D(I, X) is obtained by truncation and convolution).
t (g(t),f(t))x,x
Vectorvalued functions 9
is integrable and I
Proof. See Dinculeanu [1] (p. 252, Ch. 13, Cor. 1 of Thm 8).
Remark 1.4.20. If I is bounded and if 1 < q <p < oo, then LP(I,X)
L9 (I, X).
Definition 1.4.21. Let 1 < p < oo. We denote by L , (I, X) the set of
measurable functions f : I * X such that for every compact interval J C I,
fj,^ E LP(J,X).
Proposition 1.4.22.
1
Let X and Y be Banach spaces and let A E L(X,Y).
if f E LP(I,X), then Af E LP(I,Y) and IlA.fIlLp C HAIjc(x,y)Ilf1ILP. If.f E
L'(I,X), then A(fi f) = f1 Af
I
Proof. First, assume that p < oo. The result is well known for f E D(I, X),
and the general case follows from a density argument (Proposition 1.4.17). If
p = oc, it is clear that Af is measurable, and that, for almost all t E I,
Proposition 1.4.24. Let 1 < p < oo. Let (f),,,>o be a bounded sequence of
LP(I,X) and let f : I ; X be such that f(t) f (t) weakly in X as n >
for almost alit El. Then f E LP(I,X), and I f II LP < lim of 1lfn11LN.
g(t) = l im in
nf I f,,, (t) II almost everywhere.
I
10 Preliminary results
Since gn (t) <_ f.(t) 1 almost everywhere, it follows from the monotone con
vergence theorem that g is integrable and that j glILP = lim 11gn,jILP. By weak
lower semicontinuity of the norm, we have
Definition 1.4.25. We denote by D'((I, X)) the space L(D(I), X). It is called
the space of Xvalued distributions on I.
Remark 1.4.26. For the definition of D(I) and its topology, see Schwartz [1].
(Tf,) = ff
Definition 1.4.28. Let T E D'(I, X). AVe define the distributional derivative
ofT,T'ED'(I,X),by
(T', v) _ (T,'),
for cp E D(I).
Proposition 1.4.29. Let 1 < p < oo and let f E L'(R, X). Let
1 /' t+h
Th.f ( t ) f ( s ) d s,
T1/t
Hence
1 t}h
j IIThf(t) IIPdt < f Jt 11f(s)IIIdsdt
f Ilf(t)II P dt.
h
Ilf(t)IIIdtds<
It follows that Th E C(LP(R,X)) and that IlThjI <_ 1. Let Ah = Th  I. One
has I Ah II L(LP) < 2. Let (fn ),I> i C D(R, X) be a sequence such that fn > f
of > ac in LP (R, X) and on IR \ E, with IEI = 0 (such a sequence exists by
Proposition 1.4.17). Let t E R \ E. We have
J
1 f t}h
Ilf(s)  fn(s)II ds <e/2.
t
Therefore, for almost all t and for h sufficiently small, we have IIAhf(t)IILP < E._
Taking E = 1/n, we obtain IIAhf(t)IILP ;< 1/n if h is small enough, for all
t E JR \ En , where the measure of E n is 0. It follows that Thf 4 f as h 3 0, for
all t e R \ U E n , i.e. almost everywhere. Furthermore, we have
n>1
12 Preliminary results
f
have
f
J
f = lim fw = lim(f, ca) = 0.
Then fix a bounded subinterval J C I and consider f E L i (IR, X), defined by
J(t)
(t) = f (t), if t E J,
{
J(t)=0, iftJ.
p( t + h) P(t) cp'(t)
uniformly on R, as h . 0.
Therefore,
Proposition 1.4.32. Let T E D'(I, X) be such that T' = 0. Then there exists
z,o E X such that T = xo, i.e.
(T, ^) = xof,
I
Proof. Let 0 E D(I) be such that f6 = 1, and let xo = (T, 6). ' Let (a, b) be
the support of 0 and let to E I, to < a. Now consider cp E D(I). We define
D(I)by
(t) = (V(s)  6(s) f ) da) ds,
to I
\ I ).
Hence /'
0 = (T,') _ (T,) xo
Jr .
It follows that
(T,) _ xo J ^;
I
hence the result.
(equivalence classes of) functions f e LP(I,X) such that f' E IY(I,X), in the
sflnse of D'(I, X). For f E W' P(I, X), we s et ILf Ilwl,p = II fJI LP + If IILp
,
Theorem 1.4.35. Let 1 <p < oo and let f E LP(I,X). Then the following
properties are equivalent:
(I) f E W1,P(I X);,.'.
(ii) there exists g E LP(I, X) such that for almost all to, t E I, we have f (t) =;
f(to)+f o g(s)ds;
iii) there exists g E LP(I,X), xo E X, and to E I such that we have f (t) =
xo + fro g(s) ds, for almost all t E I;
14 Preliminary results
t
(t) = f(t) f(to)  f g(s) ds,
to
w Corollary 1.4.36. Let 1 < p < oo. Then W I"P(I, X) Cb, v, (I, X ).
I Proof. We have
Ilf(t)  f(s)I1 sf s
t 11f'(o )II da,
,
1''
Vectorvalued functions 15
It follows that /^ t
I h(t) h(s)I <
J3 IIf'(^)II dam,
for all s, t E I. Therefore, h is absolutely continuous and we have Ih' < II f'II E
which completes
L 5 (I) almost everywhere. We obtain h E W 1 'P(I) ^+ LO(I),
the proof.
Corollary 1.4.37. III is bounded, then C (7, X) is dense in W 1' ' (I, X ).
be such that g, > f' in
Proof. Let f E W''r'(I,X) and let (g n ),,>1 C D(I,X)
LP(I,X). Let to el, and set
in W 1 'T'(I,X), as
It is now easy to verify that fn E C O (I,X) and that f,, f
T1  4 00.
a (I,X), with
Corollary 1.4.38. Let 1 < P < oo. Then W 1 'P(I,X)` > C'
a = (p 1 )/p
Proof. By Holder's inequality, we have
t+h 1p
IIf(t+h) f(t)jj <h
( j
,
jjf'(s)jjPds {< ha ^If'fILr;
/
hence the result. 0
< p < oo and let f E
Corollary 1.4.39. Assume that I = (a, b). Let 1
W1'P(I,X). Then, for all CE I, we have
f( .+h) f( .) f^
h
in LP((a,c),X), as h 1 0.
and we apply Propo
Proof. We extend f on lib by a function f E W r 'P (R, X)
sition 1.4.28 and Theorem 1.4.35. 11
Proof. It is clear that this condition is necessary (for example, take p() _
Therefore fh is bounded in LP(R, X). Let (xn ) be dense in X*. For all n, the
function yhn (t) = (x; , f (t)) satisfies
^ n( T ) n ( t ) < xn ( Jt p(s) ds .
)J ( t )  f() < 1 im of ))fn(t)  fn( T )11 < u rninf f Ji f(s)^I ds. (1.3)
t
t J
4 k (s) ds > J p(s) ds, as k ^ oo,
t
(1.4)
Notes. For 1.1 and 1.2, consult Brezis [2], Dunford and Schwartz [2], and
Yosida [1]. For 1.3, see Adams [1], Bergh and Lofstrom [1], Brezis [2], and
Gilbarg and Trudinger [1], and for 1.4, see Dinculeanu [1], Dunford and
Schwartz [1], and the appendix of Brezis [1].
2
mdissipative operators
IIAu II <_ c,
for all u E {x E D. IIrII < 1}. Otherwise, A is not bounded
Remark 2.1.2. Note that a linear unbounded operator can be either bounded
or not hounded. This somewhat strange terminology is in general use and should
not lead to misunderstanding in our applications.
(i) A is dissipative;
(ii) for all A > 0 and all f E X, there exists u E D(A) such that u AAu = f.
u AAu= f.
Remark 2.2.5. By Remark 2.2.3, one has Ja E L(X) and IJajI c ( x ) < 1.
(i) A is mdissipative in X;
(ii) there exists Ao > 0 such that for all f E X, there exists a solution u E D(A)
ofuA0Au= f.
Proof. It is clear that (i)^(ii). Let us show that (ii)^(i). Let A > 0. Note
that the equation u AAu = f is equivalent to
Ao
u=J50 L0 f+(1_ )u)
( .
Iterating this argument n times, there exists a solution for all A E (2 "`Ao, oo),

uED(A).
Proof. We have IIJ)  III <2, and by density we need only consider the case
u E D(A). We have
Jauu=Ja(u(IAA)u);
and so lIJ\ u ulI <IIu (IAA)uII= )IIAuII*0,asA10.
Aau = J)Au.
Thus,
IIAau  AuII = IIJ)Au  AuII 30 as A j 0;
hence the result.
Extrapolation 21
2.3. Extrapolation
Proof. For u E X, we define IMuIIt = I^JluII. It is clear that III  III is a norm on
X. Let X be the completion of X for the norm . X is unique, up to an
isomorphism, and X ' X, with dense embedding. On the other hand, observe
that
J1Au = Jlu u, du E D(A).
Thus,
IIIAuIII < IMuIII + huh < 211u11, Vu E D(A).
Hence, A can be extended to an operator A E (X, Y). We define the linear
operator A on X by
D(4)=X,
Au=Au, VuED(A).
It is clear that A satisfies (iii) and (iv). Now, let us show that A is dissipative.
Take X> 0. Let u E D(A) and let v = Jl u. One has
f = u n Aun = un Au n .
..
and A* satisfies
(A*v, u) = (v, Au), `d E D(A),
Indeed, the linear mapping u H (v, Au), defined on D(A) for all v E D(A*), can
be extended to a unique linear mapping cp E X' X, denoted by cp = A*v. It
is clear that G(A*) is systematically closed.
Finally, it follows easily that if B E (X), then (A + B)* = A* + B *.
1
Proposition 2.4.1. (R(A)) = {v E D(A*); A*v = 0}.
Conversely, if the last property is satisfied, then for all A > 0 and u E D(A) we
have
IIu AAuII 2 = IIuII 2 2A(Au, u) + A 2 IIAuII 2 > IIull 2
,
and then A is dissipative.
Hence,
IIuII2 = ( Au, u) < 0.
It follows that u = z = 0; and so D(A) is dense in X.
J,u  u as A j 0,
Proof. Let u E D(A). One has (Au, u) = (u, A*u) = (u, Au). Hence
(Au, u) = 0. It follows from Proposition 2.4.2, that A and A are dissipative.
We conclude as in Corollary 2.4.8. El
Therefore G(A) C G(A *). It remains to show that G(AC *) G(A). Consider
(u, f) E G(A*) and let g = u A*u = u f. Since A is mdissipative, there
exists v E D(A) such that g = v + Av, and since G(A) C G(A*), we have
v E D(A*) and f = v A*v. Hence (v u) A*(v u) = 0 and since A* is
dissipative (Theorem 2.4.5), we obtain u = v. Therefore, (u, f) E G(A*); and so
A = A*.
I
2.5. Complex Hilbert spaces
In that case (u, v) = Re(b(u,_ v)) defines a (real) scalar product on X. Equipped
with this scalar product, X is a real Hilbert space. In what follows, we consider
X as a real Hilbert space.
Let A be a linear operator on the real Hilbert space X. If A is Clinear, we
can define iA as a linear operator on the real Hilbert space X.
Proposition 2.5.1. Assume that D(A) is dense and that A is Clinear. Then
A* is Clinear, and (iA)* = iA*.
Proof. Let v E D(A), f = A*v and let z E C. For all u E D(A), we have I
for all (v, f) E G(A*) and all u E D(A); and so G(iA*) C G ((iA)*). Applying
this result to iA, we obtain
{
Bu = Au, du E D(B).
f vAudx=
Js z n I
VuVvdx. (2.1)
I Proof. (2.1) is satisfied by v E D(l). The lemma follows by density, since both
terms of (2.1) are continuous in v on Ho (S2).
is coercive in Ho(f ). It follows from Theorem 1.1.4 that, for all f E L 2 (Sl),
there exists u E Ho (Sl) such that
Proof. First, let us show that C is dissipative. Let ,A > 0, f E Z, and let
M = I f ^I L^ . Let u E Ho (f l) be a solution of
u AAu= f,
(uM)AA(uM)=fM,
Jv 2 dx+w
foul>M)
^DuI2dx= J(fM)vdx_<0.
28 mdissipative operators
Proof. The proof is difficult, and uses the notion of a barrier function (see
Gilbarg and Trudinger [1], Theorem 8.30, p. 206).
Remark 2.6.6. It follows from Lemma 2.6.5 that in general the domain of C
is not dense in Z. The fact that the domain is dense will turn out to be very
important (see Chapter 3). This is the reason why we are led to consider another
example.
We now set X = C o (l), and we define the operator A as follows:
(D(A)= {uEXnH.()),AuEX },
SI Au = Au, Vu E D(A).
Remark 2.6.8. In the three examples of 2.6.1 and 2.6.2, note that the same
formula (the Laplacian), corresponds to several operators that enjoy different
properties (since they are defined in different domains). In particular, the ex
pression the operator A has a meaning only if we specify the space in which this
operator applies and its domain.
Examples in the theory of partial differential equations 29
(In the case in which 5l is bounded, we recall that A is the first eigenvalue of
,L in Ho (S2), and that A> 0). Let m> A. Then X can be equipped with
the scalar product
1
A(u, v) = (v, Au mu), V(u, v) E D(A).
Proof. D(1) x V(l) C D(A) and so D(A) is dense in X. On the other hand,
for all ((u, v), (w, z)) E D(A)z, and by (2.1), we have
H '(r) = {u E D'(), 5
 E Ho (s^), o^u m = u in D'(sf)}, (2.6)
(u,v)i = J (v 0 .V +
Proof. D(S2) x D(S2) C D(B) and so D(B) is dense in Y. Let ((u, v), (w, z)) E
D(B)2, and consider cp and z defined by (2.6). Since v, z E L 2 (t1), we have
E L 2 (Q). Applying (2.1), we obtain
I
v), (w, Z))L2 X H_ =
f vwdx+ (Au  mu, z)  i
= J vw dx + J (Du V(p + muc) ) dx
2 z
= J vw dx  f u(A  m) dxz
=
J vw dx  J uz dx.
Similarly, we have
I ((u,v),B(w,z)) t,2 XH 1 =
J zudx  J wvdx.
Therefore,
Proof. Properties (i), (iii), and (iv) are clearly satisfied. We need only show (ii),
i.e.
IIU)r (I A)'UMMx, VU E X.
In what follows, we write L 2 (4) and H) instead of L 2 (cl, C) and Ho (St, C).
Proof. The result follows from Proposition 2.6.1 and Corollary 2.5.2.
32 mdissipative operators
D(C) = Ho ( 1l);
Cu=Lu, VuED(C).
for all u,v E D(C). It follows that G(C) C G(C*), and so C is selfadjoint
(Corollary 2.4.10). 0
J D(A) = Ho (l);
Au=i/u, VuED(A).
Applying Proposition 2.6.14 and Corollary 2.5.2, we obtain the following result.
Notes. For more information about 2.6, see Brezis [2), Courant and Hilbert [1],
as well as Gilbarg and Trudinger [1].
El
3 1
The HilleYosidaPhillips Theorem and
applications
1
3.1. The semigroup generated by an mdissipative operator I
Let X be a Banach space and let A be an mdissipative operator in X, with
dense domain. For A > 0, we consider the operators Ja and A A defined in 2.2,
and we set TA(t) = eIA,, for t > 0.
,
Theorem 3.1.1. For all x E X, the sequence u(t) = T(t)x converges uni
formly on bounded intervals of [0, T] to a function u E C([0, 00),X), as A J 0.
We set T(t)x = u(t), for all x E X and t > 0. Then
t
T(t + s) = T(t)T(s), bs, t > 0.
In addition, for all x E D(A), u(t) = T(t)x is the unique solution of the problem
Finally,
T(t)Ax = AT(t)x. (3.7) I
forallxED(A) andt>0.
and so,
(ITa(t)11 S e zetII Jall <1
34 The HilleYosidaPhillips Theorem and applications
In particular,
Ilua(t)II IIxil, (3.8)
for all A > 0 and all t > 0.
It follows that
(IT(t)xII IIxil,
for all t > 0, x E D(A); and so T(t) can be extended to a unique operator T(t) E
(X) satisfying IIT(t)II < 1, for all t >_ 0. Take x E X, and (x n,)>o C D(A),
such that x,,, x as n ^ oo. We have
and so TA(t)x > T (t)x as A j 0 uniformly on [0, T] for all T > 0. Proper
ties (3.1) and (3.2) follow. To show (3.3), it suffices to remark that TA(t)TA(s) _
TA(t + s), and so
ua (t) = x +
JO t va (s) ds,
for all t E [0, r]. Hence, v(r) = v(0), and so u(r) = T(T)x. r >_ 0 being arbitrary,
the proof is complete. 0
We assume in this section that X is a real Hilbert space. The following result
sharpens the conclusions of Theorem 3.1.1.
In addition, we have
Finally,
1
Au(t) 112 < (Ax, x), (3.15)
2t
if x E D(A).
Proof. We easily verify that A. is selfadjoint < 0, for all A > 0. If u(t) =
T.\(t)x, the functions Jjua(t)II and IIua(t)II are nonincreasing with respect to t.
In addition, we have
in X weak. (3.10), (3.11), and (3.12) now follow from Theorem 3.1.1, and
(3.13), (3.14), and (3.15) are obtained by passing to the limit in (3.20), (3.18),
and (3.19).
It remains to show the uniqueness of u. To do this, take t > 0 and 0 <e < t.
It follows from (3.10) and Theorem 3.1.1 that u(t) = T(t  e)u(e), and so
Therefore u(t) = T(t)x, for all t > 0, which completes the proof.
Remark 3.2.2. Theorem 3.2.1 means that T(t) has a smoothing effect on the
initial data. Indeed, even if x D(A), we have T(t)x E D(A), for all t > 0. This
is in contrast with the isometry groups generated by skewadjoint operators.
Proof. We denote by (T+(t)) t >o and (T (t)) t >o the semigroups corresponding

We easily verify (3.21), (3.22), (3.23), and (3.24) for x E D(A), and then for
a
x E X by density. Finally,
t) (0) =
d u(t) (0= Ax 
) d+ .
dt dt (0)
(3.25) follows from the last identity and Theorem 3.1.1.
38 The HilleYosidaPhillips Theorem and applications
Remark 3.2.4. It is clear that if x V D(A), then u(t) g D(A) for all t E R.
Remark 3.2.5. The conclusions of Theorem 3.2.3 may be satisfied without
assuming that A is skewadjoint. Indeed, it suffices (and the proof would the
same) that A and A are mdissipative (and X may be any Banach space).
T(t)* = T(t),
for all t E R.
Therefore
(x, y) = (T(t)x, T(t)y),
for all t E JR and all x, y E D(A). Taking y = T(t)z, we have (x,T(t)z) _
(T(t)x, z), for all x, z E D(A); hence the result, by density.
We know (Theorem 3.1.1) that if x E D(A) then T(t)x is the solution of (3.4)
(3.6). If X is a Hilbert space and A is a selfadjoint operator, then T(t)x is still
the solution of (3.10)(3.12), even for x E X. However, in general, if x D(A),
T(t)x is not differentiable in X and then it cannot satisfy (3.11). We will see that
the results of 2.3 allow us to identify T(t)x. We follow the notation introduced
in 2.3, and we denote by (T(t)) t >o and (T(t)) 9 >o the semigroups corresponding
to A and A. We begin with the following result.
Lemma 3.3.1. For all x E X and all t > 0, we have T(t)x = T(t)x.
Proof. The result is clear for x E D(A). The general case follows from an usual
density and continuity argument.
(iv) for all x E X, the function t i T(t)x belongs to C([0, cc), X).
Definition 3.4.2. The generator of (T(t)) t >o is the linear operator L defined
by
( T(t)x  x 1
D(L)=S` xEX; h as a limit inX ash jO J7,
h v'^
and
T(t)x  x
Lx=1h mm h
Jx = t T(t)x dt,
f0 00 e
for all x E X. It is clear that J E (X), with liJlJ <_ 1. For x E X and h > 0,
we have
Th h f
I Jx = I
J e t (T (t + h)x  T(t)x) dt
( ) 
0
=1 f ^
1 '
J e t T(t)xdt
f
h
h Jh 0
eh h
 eh  1 / e t T (t)x dt  h etT(t)xdt
h ..11o
40 The HilleYosidaPhillips Theorem and applications
Letting h . 0, we obtain
h
m T(h I Jx=Jxx;
urn
= 11 r t T(s)x ds.
xt
J0
t
t T (hh  I xt =
fh
+hT(s)xds
0 J t T(s)x ds
f
 1 tr
+h T(s)x ds 1 h T(s)x ds.
it
for all t >_ 0. Thus u E C([0, oo), D(A)) f1 C'([O, oo), X) and u'(t) = An(t), for
t > 0. Therefore, by Theorem 3.1.1, we have S(t)x = T(t)x; hence the result,
by density.
I
(iii) T(t + s) = T(t)T(s) for all s, t E R;
(iv) for all x E X the function t T(t)x belongs to C(R,X).
Further to Theorem 3.2.3 and Remark 3.2.5, we have the following result.
Proof. It is clear by Theorem 3.2.3 and Remark 3.2.5 that the condition A is
mdissipative is sufficient. Assume that (T(t)) t >o is the restriction to R + of an
isometry group (T(t)) tE R, and set U(t) = T(t), for t > 0. Then (U(t)) t >o is
a contraction semigroup. Let B be its generator. For all h > 0 and x E X, we
have
U(h) I = T(h) I T(h) I
x=U(h) x.
We deduce immediately that B = A; hence the result.
42 The HilleYosidaPhillips Theorem and applications
Proposition 3.5.2. Let cp E L 2 (1l) and let u(t) = S(t)cp for t > 0. Then u is
the unique solution of the problem
u E C([0, oo), L 2 (1l)) n C l ((0, oo), L 2 (Sl)), Lu E C((0, oo), L 2 (S2)); (3.26)
u (t) = Du(t), Vt > 0; (3.27)
u(0) = V. (3.28)
In addition, we have
Proof. Assume first that cp E Ho (St) and AW E L Z (Sl). Then the result is a
straightforward consequence of Theorem 3.1.1 and (3.15).
By density, (3.32) is verified for all cp E Ho (S2). Now we need only show that
u E C([0, oo), Ho (52)), i.e. (by (3.26)), that u(t) > cp in Ho (S2), as t J. 0. We
use the notation introduced in the proof of Theorem 3.2.1. Passing to the limit
in (3.19) as A J 0, it follows that
f0
1 Ilou(s)IIi2 ds < 2IIVwIIi2;
at, (3.33)
IIS(t)IIc(L2) 5 e 
Proof. Let cp E D(B), and let f (t) = (eAt1IS(t)cpll) 2 , for t > 0. We have
= 2A f u(t) 2 + 2 f u(t)Au(t)
= 2f u(t) 2 2
J IDu(t)I 2 <0.
Thus IIS(t)II < e At II^PII for all t >_ 0 and all cp E D(B). The general result
follows by density.
Lemma 3.5.6. For all cp E X and all t > 0, we have T(t)cp = S(t)cp.
Proof. Regularity and properties (i) and (ii) follow from easy calculations.
Property (iii) is a consequence of Young's inequality*, since
for 1<p<ooandforallt>0.
Lemma 3.5.9. Let cp E Y, cp > 0 a.e. on Q. Then, for all t > 0, we have
S(t)cp > 0 a.e. on Q.
Proof. By density, we may assume that cp E D(B). We set u(t) = S(t), and
we consider u E C([0, oo), Ho (S2)). By Proposition 3.5.2, we have, for all t > 0,

From this, we deduce that fn(u)2 < 0, for all t > 0, and so u > 0.
* Recall Young's inequality: 11 f * 9II LP C 11f IIL91191[Lr, with 1 < p, q, r < oo,
and 1/p= 1/q+1/r 1
We define E C(R N ) by
( on S2;
{
0 onR N \S2.
We have u E C((0, oo), C(S2)) n C((0, oo), H l (S2)) n C 1 ((0, oo), L 2 (S2)) and Au E
C((0, oo), L 2 (St)). Furthermore, u(t) = v(t) > 0 on 3; u t = Du for t > 0; and
u(0) = 0. Thus,
dt f (u
 )2 =
Juut  _ 
f u Au = f Du Vu
z

z
 _
J IVu  I2 _<0,
and so u(t) < 0, for all t > 0. We then deduce from (3.35) and (3.36) that
Corollary 3.5.10. Let A > 0 be given by (2.2), and let M = e \ l g l 2,N / (4 ">
Then
at ,
II S(t)II L(x) < Me (3.37)
for allt>0.
d {IIS(t)II'C(x)}to = 0 ;
and so, if IIS(t)IIc(x) < M'e  t with > 0, we have M' > 1. Indeed, let
cp E D(l) be such that cp  1 in a neighbourhood of xo E Il and IIVIIx = 1, and
let u = S(t)cp. We see that u E C([0, cc) x S2). Thus we have u t (0)  1 in a
neighbourhood of X. Consequently, for all e > 0 and for x in a neighbourhood
of x0, we have u(t, x) > 1 Et, for t small enough, and so in particular II u(t) II x >
1  Et, for t small enough; hence the result.
Concerning L" inequalities, note that applying (3.37) and (3.34), we verify
easily that for all 1 < p < oo, there exists a constant Mp such that
for all t > 0. Once more, we cannot take Mp = 1. Actually, one can see that,
for p > 2, one has Oat
II S(t)Il c(LP) <e,,
for all t > 0, and that this inequality is optimum in the following sense:
a t
{IIS(t)II^cLp )}t=o =  p2'
Indeed, for all cp E D(l), letting u(t) = S(t), and multiplying by lulp 2 u, we
obtain the equation satisfied by u. Applying (3.33), we obtain
o= 1 d Ivu2 I>
1d
j lu(t)IP + 4 f lu(t)IP + 2
4 f Iu(t)IP;
p dt l^ p p dt st p st
the inequality follows. To show optimality, it suffices to verify that, for all E > 0,
there exists 0 E D(1l) such that
V) >
Jn 1pi as E j 0.
Examples in the theory of partial differential equations 47
Consequently,
11 2 =A f cp 2 =Alim
J M 2 < fn Iv n EiJn
Proposition 3.5.11. Let (cp, V) E X and let u(t) be the first component of
T(t)(p, z/'). Then u is the unique solution of the following problem:
In addition,
Proof. Let u E D'(R, H 1 (S2)) and set U = (u, u t ). Then U E C(R, D(B)) fl
C'(R, Y) if and only if U E C(R, Ho (52)) fl C(R, L 2 (SZ)) fl C 2 (R, H 1 (1)). Fur
thermore, in that case, (3.39)(3.40) is equivalent to the equation
U'(t) = BU(t),
for all t E R. The result then follows from Propositions 2.6.9, 2.6.10, and 2.6.11,
Theorem 3.2.3, and Corollary 3.3.2. Note that (3.41) is equivalent to (3.22).
Proposition 3.5.13. Let cp E H0'(1) and let u(t) = T(t)cp. Then u is the
unique solution of the problem
u(0) = W. (3.44)
In addition,
f Iu(t) 2 =
f IcpI , for all t E R,
2 (3.45)
J IV I 2 ,
i n IVu(t)I 2 = for all t E R. (3.46)
Proof. We use Theorem 3.2.3, Corollary 3.3.2, and Lemma 3.5.12. (3.45) is
equivalent to (3.22). On the other hand, invoking (3.7) and (3.22), we obtain
(3.48)
II AvII x = II(Av  v) + vIIi = f IVvI 2  JM 2 + IIvIIX
Proposition 3.5.14. For all p E [2, oo] and t 54 0. Then T(t) can be extended
to an operator belonging to (LT (RN), L(R")). In addition, we have
for all 0.
for all t E R. Therefore we have (Proposition 3.5.13) u(t) = T(t), for all t E R.
Now we know that
f 2
.1{e;1e12t}(x) =
N e t := K(t)x,
(47rt) 2
for all x E R N and t # 0. It follows from (3.50) that u(t) = K(t) * cp for all
t 0. We deduce that
1
T(t) W II L < II(P11t1,
(47rt) 2
for all t # 0 and cp E S(R N ). Thus, one can extend T(t) to an operator
of L(L l (R' ), L(1R ')) such that T(t)1I,c(L1, L c) < (4irItj)  . Furthermore,
T(t) E G(L 2 (R N ),L 2 (1R N )), with T(t)IIc(L2,L2) = 1. The general case follows
from the Riesz interpolation Theorem (see Dunford and Schwartz [1], p. 525, or
Bergh and Lofstrom [1], p. 2, Theorem 1.1.1).
Notes. Theorem 3.2.1 can be generalized to the case of the generators of an
alytic semigroups; see Goldstein [1], Haraux [3], Pazy [1]. One can build semi
groups for some classes of operators, rndissipative operators (nonlinear), and
maximal monotone operators. These two classes coincide in Hilbert spaces. See
Brezis [1], Crandall and Liggett [1], Crandall and Pazy [1], and Haraux [1, 2].
Id
Let T> 0. Given x E X and f: [0,T] > X, our aim is to solve the problem
u E C([0,T],D(A)) nC'([O,T],X); (4.1)
u'(t) = Au(t) + f (t), `dt E [0, T]; (4.2)
t. u(0)=x. (4.3)
As in the case of ordinary differential equations, we have the following result
(the variation of parameters formula, or Duhamel's formula).
Lemma 4.1.1. Let x E D(A) and let f E C([0, T}, X). We consider a solution
uEC([0,T],D(A))nC'([0,T],X) of problem (4.1)(4.3). Then, we have
u(t) =T(t)x +
J0 T(t s)f(s)ds,
t
(4.4)
for all s E [0,t). Integrating (4.5) between 0 and rr < t, and letting T T t, we
obtain (4.4). 0
Inhomogeneous equations 51
Remark 4.1.3. For all x E X and all f E C([O,T],X), formula (4.4) defines
a function u E C([O, T], X). Now we are looking for sufficient conditions for u
given by (4.4) to be the solution of (4.1)(4.3).
(i) f E L'((0,T),D(A));
d+ v
t T(t  s)A f (s) ds + f(t),
dt (t) =J
for all t E [0, T). If f E W 1,1 ((0, T), X), for t E [0, T) and h E [0, T  t], we
h
write
d+ v
dt (t) = fo t T(s) f'(t  s) ds + T(t)f(0),
 v(t+h)v(t) 1
 [ 7(t + h s) f (s) ds.
h h J t
Letting h 1 0, we deduce v(t) E D(A), and Av(t) = v'(t)  f(t). This is still true
for t = T, since the graph of A is closed. It follows that v E C([O,T], D(A)),
and that v satisfies (4.2).
Step 4. We have u(t) = T(t)x+v(t) E C([0,T], D(A))f C'([O, T], X), and (4.1)
follows. Furthermore,
for all t E [0, T]. Hence, we have (4.2), and (4.3) is immediate.
Inhomogeneous equations 53
u E C([O,T],X) nC'([0,T],X);
u'(t) = Au(t) + f (t), Vt E [0, T];
u(0) = x.
Proof. Assume that (i) holds. By Corollary 4.1.7, we have u' E C([0, T], X);
and so u E C i ([0, T], X ), hence the result.
Now assume that (ii) holds. By Corollary 4.1.7, we have Au E C([0,T],X);
and so (Corollary 2.3.2) u E C([0,T],D(A)); hence the result.
lary 1.4.36) and so the condition u(0) = x makes sense. Let us first show that
the assumptions of the theorem are sufficient to have (4.4). To see this, we argue
as in Lemma 4.1.1. We consider t E (0, T] and we set w(s) = T(t s)u(s), for
almost every s E (0, t). For all h E (0, t), and for almost every s E (0, t h), we
have
w(s + h) w(s) u(s + h) u(s) T(h) I
_ T(t s h) (s)}
h
54 Inhomogeneous equations and abstract semilinear problems
s
d (s) = T(t s) f (s)
d
u(t) = x +
JO t (Au(s) + f(s))
ds,
In this section, we give a result which is essential in the study of semilinear prob
lems; not only for showing uniqueness of solutions but also for finding bounds
on the solutions.
Semilinear problems 55
Lemma 4.2.1. (Gronwall's lemma) Let T > 0, A E L l (0, T), A >_ 0 a.e. and
C1, C2 > 0. Let cp E L' (0, T), cp > 0 a.e., be such that A E L'(0, T) and
cp(t) < C1 + C2
J0
t A(s)cp(s) ds,
rt
cp(t) < Cl exp (C2
Jo
A(s)ds )
Proof. We set
ft
(t) = C l + C2
J A(s)cp(s) ds.
0
(
dt{ ip(t) exp (C2 f ll
t A(s) ds I 1 < 0,
l I ))J
and so
t
J
< Cl exp (C2 A(s) ds)
O
We also consider a weak form of the preceding problem. Indeed, by Lemma 4.1.1,
any solution u of (4.6)(4.8) is also solution of the following problem:
Finally, note that, for all u E C([O,T],X), (4.9) is equivalent (following the
notation of Corollary 4.1.7) to the problem
u E C([0,T],X) nC'([O,T],X);
u'(t) = Au(t) + F(u(t)), Vt E [0, T];
u(0) = x.
Lemma 4.3.2. Let T > 0, x E X, and let u, v E C([0, T], X) be two solutions
to problem (4.9). Then u = v.
Set
1
TM = 2L(2M + IIF( 0 )II) + 2 > 0,
for M > 0. We can state a first result of local existence.
Proposition 4.3.3. Let M > 0 and let x E X be such that < M. IIxII Then
there exists a unique solution u E C([O,TM], X) of (4.9) with T = TM.
Semilinear problems 57
Proof. Lemma 4.3.2 proves uniqueness. Let x E X and let M > IIxII. We let
K = 2M + IIF(0)II and
= T(t)x +
f
T(t s)F(u(s)) ds,
for all t E [0, TM]. Note that for s E [0, TM], we have F(u(s)) = F(0)+(F(u(s))
F(0)); and so
IIF(0)II
IIF(u(s))II < IIF(0)II + KL(K) < M +TM
It follows that
0)II
II(t)It < IIxII +JO t IIF(u(s))Ilds <M+t M TM( <K.
Consequently, we have F : E 4 E. Furthermore, for all u, v E E, we have
Theorem 4.3.4. There exists a function T : X (0, oo] with the following
properties: for all x E X, there exists u E C([0, T(x)), X) such that for all
0< T < T(x), u is the unique solution of (4.9) in C([O,T], X). In addition,
Remark 4.3.5. If property (i) holds, we say that the solution u is global. On
the other hand, if (ii) holds, we say that u blows up in finite time. In other
words, the alternatives (i)(ii) mean that the global existence of the solution
u is equivalent to the existence of an a priori estimate of IIu(t)II on [0,T(x)).
In applications, we establish such a priori estimates by standard methods in
the theory of partial differential equations (multipliers, comparison principles,
and maximum principles), as well as by various techniques involving differen
tial or integral inequalities more specific to evolution equations (first integrals,
Liapunov functions, and variants of Gronwall's lemma).
Proof of Theorem 4.3.4. It is clear that (4.10) implies that if T(x) < oo, then
IIu(t)II>ooastIT(x). Let x E X. We set
By Proposition 4.3.3, we know that T(z) > 0. On the other hand, the uniqueness
(Lemma 4.3.2) allows us to build a maximal solution u E C({0, T(x)), X) of (4.9).
It remains to show (4.10). Inequality (4.10) being immediate if T(x) = oo, we
may assume that T(x) < oo. We argue by contradiction, assuming that there
exists t E [0,T(x)) such that (4.10) does not hold. We then have
Remark 4.3.6. It may very well happen that, for the same equation, T(x) <
oo for some initial data, and T(x) = oo for others. For example, choose X = R,
A = 0, and F(u) = u 3  u. This choice corresponds to the ordinary differential
equation u' = u 3  u. If (xi <_ 1 we have T(x) = oo, and if xi > 1 we have
T(x) < oo. In the last case, (4.10) gives 12iu(t)1 2 > (T(x)  t) '  4. This

Semilinear problems 59
estimate describes the blowup phenomenon sharply, since the solutions actually
blow up as (T(x)  t) I'. 
Proof. Let x E X, and let u be the solution of (4.9) given by Theorem 4.3.4.
Let 0 <T < T(x). It suffices to show that if (x n ) n > o C X is a sequence such
that x n *x as n ^ oo, then for n sufficiently large T(x) > T and u n + u in
C([0,T],X). To see this, set
M = 2 sup IIu(t)1I,
tE[O,TJ
and
Tn = sup{t E [0,T(x n )) ; IIun(s)II < 2M,Vs E [0,t]}.
For n large enough, we have (IxII < M; and so Tn > TM > 0. For all t < T,
t<Ti,,wehave
for t < T, t <_ Tn . In particular, we deduce from (4.11) that for n large enough
we have
II un(t)II C Al,
for t _< min{T, rrn }; and so Tn > min{T, rrn }, i.e. Tn > T. We then have
T(x) > T. Applying (4.11) again, we see that u n > u in C([0,T],X). This
completes the proof.
4.3.3. Regularity
In some cases, it is possible to give a more precise result on the regularity of
solutions of (4.9). In particular, we have the following.
Proof. Let h> 0 and let t E [0,T h]. It is easy to see that
f
0
Hence,
+ L(M)
J 0
t llu(s + h) u(s) I ds
Frthermore, we have
h
T(h)x x = J T(s)Axds;
O
A is mdissipative with dense domain, and generates the semigroup (T(t)) t >o
given by
I
T(t)(u, v) = (u(t + ), v(t + )),
for t > 0, x E R. Next, consider the Lipschitz continuous function F : X + X
given by
t
F(u, v) = (v,0), V(u, v) E X.
For all (x, y) E X, the corresponding solution (u, v) of (4.9) is given by
Taking (x, y) E D(A) such that y(0) = 0 and y'(0) 54 0, y+ is not in C'(R), and
so (u, v)(t) V D(A), for t 0.
In the case in which A generates an isometry group (see Theorem 3.2.3), and
in particular when X is a Hilbert space and A is skewadjoint, we can also
solve (4.7) for t < 0. Indeed, solving the problem
u E C([T,0],X) nC'([T,0],X);
u (t) = Au(t) + F(u(t)), Vt E [T, 0];
u(0) = x;
is equivalent to solving
v E C([0,T],X) nC 1 ([0,T],X);
v'(t) = Au(t) F(u(t)), Vt E [0, TI;
1. v(0)=x;
setting u(t) = v(t), for t E [ T, 0]. The second problem is solved by Theo
rem 4.3.4, since A is mdissipative and F is Lipschitz continuous on bounded
sets of X.
Notes. One finds generalizations of the results of 4.3 in Segal [1] and Weissler [1].
Also consult Ball [1, 2] for an interesting discussion about the blowup phe
nomenon.
I
II
5
The heat equation
g(0) = 0.
I
F(u)(x) = 9(u(x)),
5.1. Preliminaries
(5.4)
u(t) = T(t) cp +
JO T(t s)F(u(s)) ds,
t
foralltE [0,7'].
for 0 < s < t  e. It is clear that v is a solution of (5.2) on [0, t  e] and that
v(0) = u(e) E D(B). Hence, we have (Lemma 4.1.1)
v(s) = S(s)u(e) +
10, S(s  o,)F(v(u)) ds,
for all s E [0, t  E]. Applying Lemma 3.5.6, we deduce that
for all s E [0, t  e]. Since u E C([0,T], X), we have, for all s E [0, t),
T(s)u(E) ; T(S)W,
as j0;
F(u(. + e)) ' F(u(.)),
uniformly on [0, s] as e j 0. Letting first E 1 0, and then s T t, we deduce (5.4).
Conversely, let u E C([0, T], X) be a solution of (5.4). We consider 0 <
t ( T. By Proposition 3.5.2, we have T(t) cp E Ho (Sl), and the function s H
T(t  s)F(u(s)) belongs to C([0, t), Ho (S2)), with
and so (Proposition 1.4.14 and Corollary 1.4.23) u(t) E Ho (S2). A similar esti
mate shows that actually u E C((0, T], Ho (l1)),
It follows that F(u) is weakly continuous as a map from (0, T] to Ho (St). Take
0 <t <T again. Applying Proposition 3.5.2 again, we obtain LT(t)v E L Z (52),
and that the function s T(t  s)F(u(s)) is weakly continuous as a map from
(0,t) to L 2 (Sl), with
and so Au(t) E L 2 (1l). Consequently, u(t) E D(B), for all t E (0,T]. We show
similarly that u E C((0,T), D(B)). We then set
v(s) = S(s)u(E) +
fo s
S(s  a)F(v(a)) ds,
Note that here it is not possible to invoke Proposition 4.3.9, since X is not
reflexive.
IIVu(t)IILa +
< CIcI 1 / 2 (t 1 + t) ;
Remark 5.1.4. The same method also shows that if we assume further that
cp E D(B), then
IIAu(t)IIL2 G CIslIli 2 (1 + t),
where C depends only on g, sup IIu(t)II, and IIcolIHl.
O<t<T
Applying Proposition 5.1.1 and Theorem 4.3.4, we obtain the following result.
Proof. Assume that cp E X f1 Ho (S2), and let t E (0, T(cp)). Applying (5.2),
Proposition 3.16, and (3.31), we obtain
We establish here two kinds of results. First, we show that if g satisfies certain
conditions for Ix) large, then all solutions of (5.1)(5.3) are global. Then, in
another spirit, some results prove that if g satisfies certain conditions for IxI
small, then the solutions of (5.1)(5.3) with small initial data are global. We
begin with the following result (the maximum principle).
1
ut1=f, VtE (0,T);
u( 0 ) = W.
(5.5)
Multiply (5.5) by u (t) and integrate over Q. Integrating by parts and apply

Integrating the last inequality, we obtain, for all 0 < s < t < T,
v(t) < v(s)et8).
Letting s 1 0, it follows that
v(t) e ct f (VP ) 2 = 0 , Vt E
0
hence the result.
I Remark 5.3.2. Applying Proposition 5.3.1 with v = u, we see that if cp <0,
then we have u(t) < 0 for all t E [0, T].
ct
u(t)II < (C+ IIwII)e ( 5.8)
Step 2. In the general case, we set 0 = IcpI and we denote by v the corresponding
solution of (5.1)(5.3). Let T < min{T(),T(cp)} = T(cp). We easily verify that
w = v u fulfills the assumptions of Proposition 5.3.1; hence
for all t E [0, T] . We then use z = v + u, where v is the maximal solution of the
equation
v = T(t) +
fo t T(t s){g(v)} ds.
for all t E [0, T]. It follows that T(cp) > T(i) = oo. This completes the proof.
fort>0.
68 The heat equation
We conclude that f (t) < f (0) = 0, and so u < k; hence the result.
f'(t) < 2a f(t) + 2f u(t) g (u(t)) < 2(A C)f (t) + C1IQI.
f(t) f( 0 )+C1 A I ^ IC ;
and thus sup IIu(t)IIL2 = K < oo. Let p E (N/2, oo). By (3.34) and (3.37),
0<t<oo
we have
TI7(t)lTG(Lp,L00 ) E L 1 (O ,+oo).
We then note that there exists a constant C2 (see the proof of Proposition 5.3.3)
such that
II9(u(t))+IILP <_ C2 + Cu(t)j,,
for all t > 0; and so
for all t >_ 0. Finally, invoking Holder's inequality, for all e > 0, there exists
C(e) such that
IIVIILP < EIIvII +C'(E)IIVIIL2,
Global existence 69
for all v E X. Choosing e such that eC4 < 1/2, it follows that
1
IIu(t)II C3 + KC(e)C4 + 1 sup IIu(s)II,
2 0<8<t
Proposition 5.3.7. Suppose that there exists a > 0 and p < .\ such that
Then, there exists A < oo such that, if JIVII < aA, the corresponding solution u
of (5.1)(5.3) is global and satisfies
Proof. As in Proposition 5.3.3, it suffices to deal with the case cp > 0. Set
f'(t) <2f(t) +2
J u(t)g(u(t)) < 2(.\  C) f (t);
and so
IIu(t)IIL2 IlIt2e U u,


t
e( )t u (t) = e Uu)tT(t)^ + f eUu)(t9)T(t  s) (e 3
F(u(s)))ds
o
70 The heat equation
1
e (A ) tlIu(t)II <e tIHwHI+CIISOIIL2+ upteUu(s)Ij ,
2
os
O<s<t
for all t E [0,T]. It follows that if 1IcpII < aA, then T = oo, which completes the
proof. 0
Proposition 5.3.9. Assume that there exist p > 0, e > 0, and a > 0 such
that
xg(x) < plxI2+E, for xj < a.
Then there exist Q, y > 0 such that, if 11 pll < 3, then the corresponding solution
u of (5.1)(5.3) is global and
1)u(t) II : 'YII^PIIe  ^ t ,
for t > 0.
for x > 0, and ^ = min 0 < 0. For all a E (0, ^), there exist 0 < x a < Ya such
that
0(xa) + a = 0(y a ) + a = 0.
EX
Fig. 5.1
We have
IIF(u(t))+II s llu(t)II 1 +E,
for t E [0, T]. Applying (5.4), (3.37), and Lemma 3.5.9, it follows that
Thus,
0(1(t)) + > 0,
for all t E [0, T). If we assume further that MII^PII < , then this implies that
f (t) E [0, xMII II) U (yMII u oc) Since f (0) E [0, xMJIWII) and f (t) is continuous
,
in t, we have
f (t) E [0, xxMliroli ),
for all t E [0, T). We conclude as in Proposition 5.3.7, and we obtain the result
with ,3 = min{a, C/M} and ry = (1 + E)M/E.
72 The heat equation
Lv)+A')=0, (5.9)
'>0 on S2, (5.10)
IQ = 1.
zp is easily obtained by solving the minimization problem (2.2), using the com
(5.11)
Proposition 5.4.1. Suppose that there exist a, /8, e > 0 such that g(x) >
ax 1 +E Ox, for x > 0. Let cp E X, cp > 0 on St, be such that
(P)
f^
Then T(cp) < oo.
for t E [0, T (cp)). Applying (5.9) and Lemma 2.34, we obtain, for all t E [0, T(W)),
I}e i
./ (t) <
(fSZ u(t)1+E ) U2 m ) l+f
< (f u(t)1+E 4^ )
and so
f'(t) ? f(t)((A+0)+of(t)E), (5.12)
Blowup in finite time 73
for all t E (0,T(^p)). Let T = sup{t E (0,T(cp)), f' > 0 on (0,t)} > 0. If
T < T(cp), we have f'(T) = 0 and f (T) > f(0), which contradicts (5.12). Thus,
we have T = T(c') and f' > 0 on [0,T(cp)). Now let b > 0 be such that
(a  S)f ( 0 ) 6 = A + ,Q. I
We deduce from (5.12) that, for all t E (0, T(c )),
f , (t) > a f(t) i+E + f(t)((A + Q) + (a 6)f (t))
i.e. I
_ f( t) E ) > (bt)
'
( '
Remark 5.4.2. It is important to note that the above argument only shows
that ebT(cp) < f(0) f and not that EbT(cp) = f(0)  E. For further discussion

Remark 5.4.3. If we take E X such that ( > 0, then for k > 0 large enough
V = k( satisfying the assumptions of Proposition 5.4.1, and so T(a) < oo.
o
G(x) = f g(s) ds,
x
for x E ][^.I
Proposition 5.4.4. Assume that there exists K > 0 and a> 0 such that
Proof. By density, we may restrict ourselves to the case in which u E Cl ((0, T),
D(A)) (by possibly replacing u by h ft +h Jau(s) ds). Then we have
f J ut + E(u(t)) = E(u(s));
t (5.14)
z
for all0<s<t<T(cp).
f'(t) _ 2
in IVU(t) 1 2 + 2
J juj<K}
u(t)g(u(t)) +2 f f
1 ju>K)
u(t)9(u(t))
On the other hand, observe that, by Proposition 5.2.3, we may let s = 0 in (5.14);
and so
Putting together (5.15), (5.16), and (5.17), we obtain the following inequality,
for 0 <t <T():
For the sake of contradiction, assume that T(^p) = oo. From (5.20), we have
(1 + E/2)(h'(t)  h'(0)) 2 >_ (1 + E/4)h'(t) 2 for t >_ to large enough. It follows
from (5.20) that
(h(t) e/4 ) 1, 0 , (5.21)
for t >_ t o . But h(t) > 0 and h(t) , / 4 > 0 as t > oo. Thus there exists t l > t o
such that (h  / 4 )'(t l ) < 0. Hence, by (5.21),
Notes. We have studied the heat equation in the space Co(1). It is also pos
sible to study it in the spaces C'a(il) (see Friedman [1], and Ladyzhenskaya,
Solonikov and Ural'ceva [1]) and in the spaces LP(fl) (see Weissler [2]). In LR(1l),
we observe certain singular phenomena, such as nonuniqueness (see Baras [1],
Brezis, Peletier and Terman [1], and Haraux and Weissler [1]).
In some cases, the regularizing effect allows one to solve the Cauchy problem
with singular initial data, such as measures (see Brezis and Friedman [1]). We
can also consider more general nonlinearities, depending on the derivatives of
u, and more general elliptic operators than the Laplacian. See, for example,
Friedman [1], Henry [1], and Ladyzhenskaya, Solonikov and Ural'ceva [1]. Some
nonlinearities with singularity at 0 have also been studied; see Aguirre and
Escobedo [1]. Concerning systems, consult, for example, Dias and Haraux [1],
Fife [1], and Smoller [1].
Various versions of the maximal principle for the heat equation can be found
in Protter and Weinberger [1]. For the linear and nonlinear regularizing effects,
consult Friedman [1], Haraux and Kirane [1], Henry [1], Kirane and Tronel [1],
and Ladyzhenskaya, Solonikov and Ural'ceva [1].
For more blowup results, consult Fujita [1], Levine [1], and Payne and Sat
tinger [1]. The nature of blowup is currently rather well known. See Baras
Application to a model case 77
I
and Cohen [1], Baras and Goldstein [1], Friedman and Giga [1], Friedman and
McLeod [1], Giga and Kohn [1, 2], Mueller and Weissler [1], and Weissler [2, 3].
For the behaviour at infinity of solutions, consult Chapters 8 and 9, as well
as, for example, Cazenave and Lions [2], Escobedo and Kavian [1, 2], Haraux [1],
Henry [1], Kavian [2], Lions [1, 2], Weissler [4], and Esteban [1, 2].
I
1
0
I
1
1
1
^ ' y
n
d
6
The KleinGordon equation
ii 6.1. Preliminaries
1 In this section, we give some technical tools that are essential in this chapter.
' Let X be a Hilbert space, let A be a skewadjoint operator in X, and let (T(t))tER
be the isometry semigroup generated by A. We have the following result.
I
Proposition 6.1.1. Let T > 0, x E X, and f E C([0,T],X). Let u E
C([0,T],X) be given by
u (t) = T (t)x +
f o
T (t  s)f (s) ds,
for all t E [0, T] . Then the function t H Il u(t)11' belongs to C' ([O, T]) and
id
2 d IIu(t)II 2 = ( f(t),U(t)),
g(0 ) = 0; (6.2)
I9(x) g(y) I ^ C(I xI a + Iyl a )Ix yI, b'x, y E R. (6.3)
In particular, we have Ig(x) I < ClxI+ 1 and so, for all p > a + 1, g defines an
operator F : L o,(cl) + L^ ,(1l) by
F(u)(x) = g(u(x)),
Proposition 6.1.2. Let a + 1 < p < oc. Then F is Lipschitz continuous from
bounded subsets of LP(S2) to LT (1l). More precisely, we have
G(x) =
fo x g(s) ds. (6.5)
V(u) _
J G(u(x)) dx, `du E La+ (I) 2 (6.6)
J
hence the result.
We now assume that, instead of (6.3), g satisfies the following weaker condi
tion:
C(1 + Ixl + IyI )Ix  yI, (6.8)
I9(x)  g(y) I a Q
where 92 verifies (6.3) and gl verifies (6.3) with a = 0. For example, consider
We now consider G and V defined by (6.5) and (6.6). We have the following
result.
Proposition 6.1.6. Suppose that g satisfies (6.2) and (6.8), with a >_ 0 such
that (N 2)a < 4. Then V is a functional of class Cl on Ho (Sl). Its derivative
(which is a continuous mapping from Ho (52) > (Ho (S2))' = H 1 (1)) is given by
Proof. We apply Proposition 6.1.3 to gi and 92, and we use embeddings (6.10)
and (6.11).
I
with (N 2)a < 2. Let T > 0 and u E C([0,T],Ho(1l)) fl C'([0,T],L 2 (S2)).
Then the mapping t H V(u(t)) is in C'([0,T]), and we have
d V(u(t)) _J sz
9(u(t))u t (t) dx, (6.13)
'
1 Proof. Suppose first that u E C' ([0, T], Ho (S2)). Then, for all t E [0, T],
I =  (g(u(t)),u'(t))x1,Ho =  I g(u(t))ut(t)dx.
n
I It follows that
V(u(t)) = V(u(0))  IJ t
st
gu(s))u t (s) ds. (6.14)
Throughout this chapter, we follow the notation of 2.6.3, 2.6.4, and 3.5.2.
In particular, 1 is any open subset of R N , m> A, X = Hl) x L 2 (cl) and
Y = L 2 (0) x H 1 (0). We consider a function g E C(R,R) which satisfies (6.2)
and (6.8) with (N  2)a < 2. Finally, we consider G and V defined by (6.5)
and (6.6). We define the functional E on X and the mapping F: X > X by
Applying Corollary 4.1.7 and Proposition 4.3.9, and arguing as in the proof of
Proposition 3.5.11, we obtain the following result.
Lemma 6.2.1. Let T > 0 and (p, 1p) E X. Let u E C([0, T], Ho (Sl))n
C ([0,T],L 2 (cl)). Then u is solution of (6.15)(6.17) if and only if U = (u,u t )
is 1solution of
Local existence 83
Theorem 6.2.2. For all (cp, 0/i) E X, there exists a unique function u, defined
on a maximal interval [0, T(, v>)), which is a solution to (6.15)(6.17) for all
T <T(p,%). If, in addition, T(p,i,b) < oo, then u(t)II H 1 +ltu t (t)R L 2 4 cc as
t T T(0).
Proposition 6.2.3. Let (cp, V)) E X and let u be the corresponding solution
of (6.15)(6.17). Then,
Remark 6.2.4. Proposition 6.2.3 justifies the study of the KleinGordon equa
tion in the space X. Indeed, the energy E is related to the Xnorm and, as we
will see in the next sections, the conservation of the energy (6.19) allows us,
under certain hypotheses on g and (p, vi), to obtain estimates for the solution
in X (and so global existence), or results about blowup in finite time.
Remark 6.2.5. By using 4.4, we can solve problem (6.15)(6.17) for T < 0
as well as for T> 0. Actually, note that u is a solution of (6.16) on [T, 0] with
u(0) = cp and u t (0) = Ali if and only if v(t) = u(t) is solution of (6.16) on [0,T]
with v(0) = cp and vt (0) =  V.
84 The KleinGordon equation
As for the heat equation (5.3), we will state two kinds of result according to
the hypotheses on g: global existence of all solutions (i.e. independent of initial
data), or global existence of solutions with small initial data.
Proposition 6.3.1. Suppose that there exists C < oo such that G(x) _< CIx1 2
for ai: x E R. Then, for all (v, ) E X, we have T(cp, 0) = oo.
Remark 6.3.2. If 2C < A+m (A being given by (2.2)), then for all (co, ii) E X
the corresponding solution u of (6.15)(6.17) satisfies sup II(u(t),ut(t))IIx < no.
t>o
Indeed, in this case we easily verify that C f u(t) 2 < (1  e) f (t), with E > 0, and
it follows from (6.20) that e f (t) < C'; hence the result.
Proof. The hypotheses on g imply that there exists a constant C < no and
k > 2 with (N  2)k < 2N, such that
(6.22)
I
2 f G(u) < (1  v)IIuIIHI +CIIuIIHi,
for all u E Ho(S2). Let (cw) E X, with II(^P,V))Ilx <1, and let u be the corre El
sponding solution to (6.15)(6.17). Using the notation of the proof of Proposi
tion 6.3.1, we deduce from (6.20) and (6.22) that, for all t
f G(cp)+Cf(t) 2 .
I
vf(t)<f(0) _2 (6.23)
Observe that I
f G( C(II (^v,VG)IIX + II(V, V,)IIX) < C(f(0) 2 + f(0) k );
and so, since f(0) < 1, there exists ME [1, oc) such that
El
f(0) _2 f G(cp) < vM f (0). (6.24) 1
1
1 86 The KleinGordon equation
E2
Fig. 6.1
for all t E [0, T(cp, v')). Consequently, if we suppose that M f (0) <, we have
f (t) E 0
[ , xMf ( 0 )) U (yM f (0), oo),
l+e
f (t) xMf(0) < Mf ( 0 ),
for all t E [0,T(^p, 4 )). The result follows, with 5 = min{1, X/M} and K =
(1 + e)/EM.
xg(x) ? (2 + e)G(x),
for all x E R. Then, if (<p, ) E X and E(cp, 0) < 0, we have T(cp, ,b) < oo.
Proof. Set
f (t)
n
_f
u(t) 2 , Vt E [0, Tj,
f (t) = f ' ( 0 ) + 2f t
'
o
If
ut(s) 2 +(u(s),Utt(s))Ha,H 1 } ds, (6.25)
for all t E [0,T]. By density, we then show that (6.25) still holds for u E
C([0,T], Ho (52)) fl C'([O, Tj, L 2 (5l)) fl C2 ([0,T], H  1 (c));
hence the result. o
Lemma 6.4.3. Let T> 0 and let u E C([O, T], Ho (S2)) n C l ([0, T], L 2 (1l)) fl
C 2 ([0,T],H 1 (52)) be the solution of (6.16). Set
f(t) _f u(t) 2 ,
f"(t) =2
fn ut(t) 2 2
fn f
IVu(t)1 2 2m n u(t) 2 +2
fn u(t)g(u(t)),
foralltE [0,T].
88 The KleinGordon equation
for all t E [0, T]. It suffices to see that, for all w E Ho (S2), we have
Proof of Proposition 6.4.1. Let (cp, ') E X be such that E(<p, V)) <0, and set
f(t) = f u(t)2,
f (t) =2
f ut (t) 2 2 f IVu(t)1 2  2m
J u(t) 2 +2
f u(t)g(u(t))
>2
J u(t) 2 2
J Vu(t)! 2  2m
J u(t) 2 + 2(2 + E)
J G(u(t)),
for all t E [0, T(, ii')). Applying Proposition 6.2.3, we deduce that
It follows that f (t) > oo as t  oo. On the other hand, applying (6.26) and the
CauchySchwarz inequality, it follows that
and then
f(t) i <0, `dt>0.
We conclude as for Proposition 5.4.4 (inequality (5.21) and below).
Application to a model case 89
Proposition 6.4.4. Suppose that 52 is bounded and that there exist K < oo ,
and e > 0 such that
xg(x) ? (2 + e)G(x),
for IxI > K. Set = min xg(x) and v = max G(x). Then, if (cp, 0) E X
 lxj<x lxl<K
satisfies
fn u(t)g(u(t)) = f1juj:5K}
u(t)g(u(t)) + 4uj>K} u(t)g(u(t))
J
> (m  (2 + e)v) IcI + (2 + e) G(u(t)), I
If a > 0, then T (cp, i1) = oo if 1l ( ') IIx is small enough (Proposition 6.3.3).
In addition, for some (p,) E X, we have T (cp, i/I) < oo (Remark 6.4.5), and in
that case II(u(t),u t (t))11x > 6(T(^,') t) a (Theorem 4.3.4).
Notes. For more about local and global existence, in the framework of Chap
ter 6, consult Browder [1] and Heinz and Von Wahl [2], and for more about
blowup phenomenon, see Levine [2, 3], J. B. Keller [1], and Glassey [1, 3]. In
the general case (ci RN) the behaviour at infinity of solutions is well known
only in the dissipative case. See 9.4 and, for example, Haraux [1, 2]. In the con
servative case, we only have some partial results, often limited to dimension 1.
See Brezis, Coron, and Nirenberg [1], Cabannes and Haraux [1, 2], Cazenave
and Haraux [2, 31, Cazenave, Haraux, Vazquez, and Weissler [1], Friedlander [1],
C. Keller [1], Payne and Sattinger [1], and Rabinowitz [1, 2]. On conservation
laws, see Serre [1].
For S2 = RN, there exist estimates of the same kind as in 7.3; see Brenner [1,
2], Ginibre and Velo [6, 9], and Marshall, Strauss, and Wainger [1]. These
estimates allow us, for the local existence, to replace in (6.8) the condition
(N  2)a < 2 by the weaker condition (N  2)a < 4. See Ginibre and Velo [8,
10] and Jorgens [1]. If condition (6.8) is not satisfied, we only know how to build
solutions in the case xg(x) < 0, but we do not know whether uniqueness holds.
See Strauss [1,2], as well as the very interesting numerical study of Strauss and
Vazquez [1].
Again for S2 = RN, we know how to investigate the dispersive properties
of the linear equation to show the global existence for small initial conditions,
with nonlinearities that depend on derivatives of u (Klainerman and Ponce [1]).
If the order of the nonlinearity at 0 is not sufficiently high, blowup in finite
time may occur for arbitrarily small initial data. See Balabane [1, 2], Sideris [2,
3], Hanouzet and Joly [1], and John [13]. For some nonlinearities, there exist
solutions of the form u(t, x) = eiwtcp(x). These solutions are called stationary
states. See, for example, Berestycki, Gallouet, and Kavian [1], Berestycki and
Lions [1], Berestycki, Lions, and Peletier [1], and Jones and Kiipper [1]. The
behaviour at infinity of solutions is rather well known in the repulsive case, in
which the solutions behave asymptotically as the solutions of the linear equation.
See Brenner [1, 2], Ginibre and Velo [8, 10], Morawetz and Strauss [1], Reed and
Simon [1], and Sideris [1]. In the attractive case, we know mainly how to study
the stability of certain stationary states. See Berestycki and Cazenave [1], Blan
chard, Stubbe, and Vazquez [1], Cazenave [3], Cazenave and Lions [1], Grillakis,
Shatah, and Strauss [1], C. Keller [1], Payne and Sattinger [1], and Shatah and
Strauss [1].
7
The Schrodinger equation
7.1. Preliminaries
Throughout this chapter, we use the notation of 2.6.5 and 3.5.3. In particular,
X = H '(S2) = H 1 (SI,C) and Y = L 2 (cl) = L 2
(SI,C). The isometry groups
 
Remark 7.1.3. If (7.1)(7.3) can be solved for T> 0, then in general it can
also be solved for T < 0 (see 4.4). If g satisfies certain symmetry properties,
92 The Schrodinger equation
for all z E C. Then, g defines a mapping L 2 (S2) > L 2 (1l), which we still denote
by g *, by
g(v)(x) = g(v(x)),
(7.9)
for all v E L 2 (1l) and for almost all x E f. In addition, g is Lipschitz on L 2 (S2)
(see 6.1.2). Furthermore, if we set
dx + V(v), (7.12)
E(v) = f I Vv 2
for all t >_ 0. If we assume further that E Ho (S2), then u E C([0, oo), Ho (S2)) n
C 1 ([O,00),H  '(1l)) and I
E(u(t)) = E(9), (7.14)
for all t >_ 0. If in addition Acp E L 2 (12), then Au E C([0, oo), L 2 (1Z)) and
u E C'([O,00),L Z (Sl))
I
dt II u(t)II i2 = 2(^u(t), ut(t)),
Proof. The result is clear if u E C'([O, T], D(B)), and is obtained by density in
the general case (see, for example, the proof of Proposition 6.1.1).
(ig(u(t)), u(t)) = Re
Jsz ig(w)iJ = Reig(IwI)Iwf = 0.
fn
Then (7.13) follows from (7.15). In the general case y E L 2 (52), we obtain (7.13)
by density, applying Proposition 4.3.7.
I
Step 4. The conservation law (7.14) for cp E D(B). Taking the scalar product
(in L 2 (Sl)) of (7.2) with u t , we obtain
for all t E [0, oo). Applying Lemma 7.2.2 and Corollary 6.1.7, we deduce that
(d/dt)E(u(t)) = 0; hence (7.14).
for all t E [0, oo). Indeed, consider a sequence (W n ) n>o C D(B) such that
cp n i cp in Ho (1) as n + oo, and let u n be the corresponding solutions of (7.2).
Let T > 0. Since g is Lipschitz continuous on L 2 (St), it follows from (7.13)
and (7.14) that u n, is bounded in L ((0, T), Ho (S2)). By Proposition 4.3.7, we
also have
u in C([0, T}, L 2 (Sl)) as n , oo. (7.17)
u(t) in L 2 (52) as n > oo, and
In particular, for all t E [0, T], we have u(t) u(t)
^[U n (t)[[H1 is bounded. Therefore,
t
t [u(t)11Hi belongs to C([0, oo)). Since u is weakly continuous from [0, 00)
to Ho (S2), we then have u E C([0, oo), Ho (S))); and so by Corollary 4.1.8, u E
C l ([0, oo), H 1 (I )). This completes the proof.
The linear Schrodinger equation in R N 95
Remark 7.2.3. Theorem 7.2.1 applies only if the nonlinearity g is mild. In
deed, if we consider g(u) = IuI "u (a >_ 0), we may use it only if a = 0. However,
Theorem 7.2.1 will be useful to prove a more general result for S2 = R N ( 7.4). It
is then necessary to specify the dispersive properties of the Schrodinger equation
in R N These properties are described in the next section.
.
To do this, we define the operators 4?, 'I', and O t (for t E [0, T]) by
for all f E L 1 ((0,T),H 1 (RN)). We easily verify (see Lemma 4.1.5) that',
'I', and O t are continuous from L I ((0,T),H 1 (RN)) to C([0,T],H 1 (RN)), and
from L 1 ((0,T),H'(R' )) to C([0,T],H 1 (R"))
(i)2<r<2N/(N2) (2<r<ooifN=2,2<r<ooifN=1);
Observe that if (q, r) is an admissible pair then we have q E (2, oo] (q E [4, oo]
if N = 1). The pair (oo, 2) is always admissible.
Remark 7.3.3. If (q, r) is an admissible pair, and taking suitable test func
tions, we easily verify that for all u E L 9 ((0,T),Lr'(R N )), we have
f
IIiIIL9((o,T),L') =supRe uapdxdt1;
JO RN J
L 9 ((0,T), Lr (RN)), IkPIIL9'((o,T),Lr') 1.
,
w E
( f T f
IlUIIL4((o,T),Lr) = sup { Re updxdt1;
J0 JR^
^P E L 9' (( 0 ,T),L r' (R N )) nC([O,T],Hl(RN)), lfplILa'((O,T),Lt') 1 }.
Step 1. For all admissible pairs (q,r), the operator 4' E C(Lq'((0,T),LT(RN)),
L 9 ((0,T),L''(R N ))), with norm depending only on q. By density, we need only
consider the case in which f E C([0,T],Lr'(R N )). In this case, it follows from
Proposition 3.5.14 that (Pf E C([O,T], L''(R')), and that for t E [0, T] we have
IIf(t)IIL2=( f t T(t
= I
0
s)f(s)ds,
fo T(t v)f(a)de)
f
tt
Applying Holder's inequality, first in space and then in time, and using Step 2,
it follows that
Step 5. The operator c E (L 1 ((0, T), L 2 (RN)), L 9 ((O,T), L''(RN))), for all ad
missible pairs (q, r), with norm depending only on q. Let cp E C([0, T], Hl (RN))
nC([O,T],L , (RN)) be such that IIcpjIL9(lo,T),L) < 1. In particular, (f E
C([O,TJ, L 2 (R n')), and (by Step 4) IIW,vIIL((o,T),L2) < C(q). We have
fT r T
0
Re
J
R
N c i dx dt =
JT(f (t), co(t)) dt
ft
_ (T(t s) f (s), cp(t)) ds dt
J
_ Jo J
0 o
,T
I
ft
(f(s),T(s t)^p(t)) ds dt
= JOJ
T T
d Ibf = iL4)f + f,
(7.21)
The linear Schrodinger equation in RN 99
and so
Proposition 7.3.6. Let cp E L 2 (1RN). For all admissible pairs (q,r) we have
T()cp E LQ(1R, L' (RN)). Moreover, there exists a constant C, depending only
on q, such that
II7()coIIL9(R,L*) < C(q)IIpIIL2,
for all cp E L 2 (RN)
Proof. The proof is similar to that of Proposition 7.3.4, and so we only sketch
it briefly. Set
+00 +00
A1 (t) _ f T(t s)f(s)ds, rf = f T(t)f(t)dt.
I
+00 +00
Theorem 7.4.1. There exists a function T : H 1 (R N ) , (0, 00] that satisfies
the following properties. For all cp E H' (RN), there exists a function u E
C([0,T(cp)), H 1 (R N )) which is the unique solution of (7.1)(7.3) for all T <
T(cp). In addition,
In 7.2, it appears clearly that the methods developed so far do not allow
to solve (7.1)(7.3) if g is superlinear (see Remark 7.2.3). In R n', we can get
round this difficulty by using the inequalities proved in 7.3. Recall, however,
that these inequalities are specific to R N .
The idea of the proof of Theorem 7.4.1 is the following. We approximate g in
a convenient sense by a sequence (g n,),, >o of globally Lipschitz nonlinearities,
which satisfy the same assumptions as g uniformly with respect to m. In a
preliminary section (7.4.1), we apply the estimates of 7.3 to establish various
inequalities for g i and for g. In general, they derive from Proposition 7.3.4 and
Holder's inequality. We apply these inequalities in 7.4.2. First, (Lemma 7.4.11),
we obtain immediately a uniqueness result (note that, at this stage, we do not
use approximation but only Proposition 7.3.4 and Holder's inequality). Next
(Proposition 7.4.12) applying Theorem 7.2.1 to problem (7.1)(7.3) with g re
placed by g.,,,,, we build solutions u,,,, of the approximate problems. On a small
time interval, we estimate these solutions Urn , uniformly with respect to m, us
ing mainly conservation of energy. These estimates allow us to pass to the limit
as m > oo, and to obtain a local solution u. Solving the backward problem,
we demonstrate that energy is conserved (Corollary 7.4.13). Finally, we com
plete the proof showing alternative (i) and continuous dependence. To establish
property (iv), we may suppose that cp E H 2 (R') and deduce estimates of U rn
in H 2 (R N ) which are independent of m. We then pass to the limit in these
I
estimates as in > oo.
=!
g(z), if Izi < 1;
k(z)
l zg(1), if IzI > 1.
9 m (Z)
1 9(z),
m9(m),
if Iz) < m;
if Iz) > m;
I
hr,(z) = 9rn(z)  k(z) j
(We have in particular g l = k.) Also, let
900=9;
h00=gk.
Form E N U {oo}, we define G m E C(C, R) by
IZI
Gm(z)
f
o
9,,,.(s) ds.
102 The Schrodinger equation
E () = 2 f
m N IVul 2 dx +V,n(u).
We set V^ = V and E.. = E. Finally, for all T> 0, u E L((0,T),H 1 (R N ))
and mENU{oo},weset
Lemma 7.4.2. Let M < oc. There exists C(M) < oo and v > 0 such that
for all u,v E H I (R N ) such that (IuIIHl < M and IIvIIHl < M and for all m E N
0, if IzI < m;
I9m(z)  9(z)^ < { +i
KIzI if IzI > m.
The nonlinear Schrodinger equation in RN: local existence 103
flul>m
Iulr
Lemma 7.4.3. Let M Goo. There exist C(M) < oo and > 0 such that
for all u,v E Hl(RN) such that IIUIIHI M and IIvIIHI <_ M and all m E
N U {oo}.
IIuIIL ,
< IItII'HI IiuII7, with a = N (2  T) = a; (7.31)
j 0, Ti
f IzI < m ;
I
l
Cm(z)  G(z)I < KIzI , if IzI > m;
for all m E N.
Lemma 7.4.4. Let M < oo and let (q, r) be an admissible pair. There exist
C(M, q) < oo and v > 0 such that
for all T > 0, all m E N U {oo} and all u,v E L 00 ((0,T),H l (R N )) such that
IIUIILo((O,T),H1) < M and IIvllL((O,T),H1) < M.
Proof. We apply (7.20), next Holder's inequality on (0, T), and finally inequal
ities (7.26), (7.27), or (7.28).
u(t) u(s) IIL 2 = ( u(t) u(s) , u(t) u(s))Hi Hi < 2KII u(t) u(s) IIH 1
< 2K f 9
t IIu'(a)IIH 1 dQ < 2K 2 It sI,
C
hence the result.
Lemma 7.4.6. Let T > 0, u E LOO((0,T), HI (lI N)) n C([0,T], L 2 (R N )). Let
r >2 be such that (N 2)r < 2N. Then u E C([0,T], L""(lR' )) and
Lemma 7.4.9 (*). For all M, there exists C(M) such that I
with a/N = 1/2 1/N 1/(2(c + 1)). In particular, we have a(a + 1) < 1;
1
hence the result.
Lemma 7.4.10 (*) For all M, there exists C(M) with the following prop
erties. For all T > 0, all m E N U {oo} and all u E LO((0,T),H l (R N )) n
YT' 1 ' 0 o((0,T),L 2 (R N )) nW l, ((0,T),LT(R rs')) such that IIUIILOO((o,T),H 1 ) < M,
we have k(u) E W 1 'o((0,T),L 2 (R")) and h m (u) E W 1 ' 0"((0,T),LT'(R )); in
addition,
that
Ilhm(U)'IIL((o,T),L) ^(M)IIu^IIL((o,T),LT),
(7.37) follows. l
1 106 The Schrodinger equation
Lemma 7.4.11. Let T > 0 and E H 1 (RN). Let u,v E L 00 ((0,T), H 1 (RN))
be two solutions of (7.4). Then u = v.
Proof. Observe first that by Lemmas 7.1.2 and 7.4.5, u,v E C([O,T],L 2 (RN)).
Let 8 = sup{t E [0,T]; u = v on [0,t]}. If 8 = T, we have u =von [0,T].
If 8 < T, we may suppose 8 = 0, using the transformation t * t  8. Set
M = max{IIullL ((o,T),xl), IIVIILOC((o,T),Hl) }, and let (q,r) be an admissible pair.
We have
uv=i(1Cu)Cv)+i(7iu
and applying (7.32)(7.33), we obtain, for all t E (0, T]
Choosing successively (q, r) = ( oo, 2) and (q, r) = (Q, r), making the sum and
then taking t sufficiently small, we obtain
Proposition 7.4.12. For all M, there exists TM > 0 with the following prop
erties. For all cp E H 1 (RN) such that II pIIH' <_ M, there exists a solution
u E L 00 ((0,TM);H i (RN)) f1 W" ((0,TM);H  i(TI ')) of (7.4). This solution
satisfies:
In addition, if u and v are the solutions corresponding to the initial data cc and
we have:
(v) In VIILOO((0,Tna);L2) < KII CP Y'IIL ,
where K is a constant which does not depend on M.
Our intention is to show that there exists TM, depending only on M, such that
T,,,, > TM. To see this, assume that T. < oo. In that case, we have
On the other hand, applying Lemma 7.1.1, (7.26), (7.27), and Sobolev's embed
dings, we obtain, for all t E [0, Tm ],
By Lemma 7.4.5 and (7.29), it follows that there exists D(M), depending only
on M, such that
for all t E [0, T,,,]. Putting this into (7.42) and applying (7.41), we obtain
It follows readily that there exists TM > 0 depending only on M, such that
Tm > TM , and so
sup{IIu,,,(t)IIH1; t E [0,TM]} < 2M, (7.43)
Step 3 (*). The case cp E H 2 (RJ"). In that case, we know (Theorem 7.2.1) that
u rn E C([0,00),H 2 (R N )) nC 1 ([0,00),L 2 (R N )). Since g,,,, is Lipschitz, we have
in particular g m,(u,,,,) E W 1, O0 ((0,TM),L 2 (R N )) and, for all t E [0,TM]:
IIumIIL((O,T),L2)+ IIumIIL((,T),LT)
C( p) + K(M)(T + T 12k )(IIumIIL00(c,T),L2) + IIumhIL((0,T),LT))
,
,
(7.46)
IIUmhhL0o((,TM);L2) + IfmblL'(c,7M);Lr) < 2C(cv).
(7.47)
IIoLrhIL00((o,TM);L2) < D(cp),
Apply Lemma 7.4.4 successively with (q, r) _ (oo, 2) and (q, r) = (a, T). We
deduce that there exists C(M), depending only on M, such that
Step 6. The continuous dependence with respect to cp. Let cp and be such
that Ik IIHI <M and II^'IIHI <_ M. Let u and v be the corresponding solutions
of (7.4). We have
uv=T(.)(cpV))+i(Ku)Cv)+i(liu
on [0, TM]. We estimate the first term on the righthand side with Proposi
tion 7.3.6 and the following two terms by Lemma 7.4.4, by taking successively
(q, r) = (oo, 2) and (q, r) = (v, ,r). We deduce that there exist K < oo and
C(M), depending only on M, such that
Taking TM smaller if necessary (but depending only on M), we may assume that
T2)
C(M) (TM +TM
We deduce (v).
Set w = u(t  6) for all t E [0, 6]. Since u satisfies (7.6), w satisfies
iwt+pwIg(w)=0,
for almost all t E (0, 6). Therefore (Lemma 7.1.2) w is solution of (7.4) on [0, d],
with cp replaced by w(0). But (Iw(0)II H 1 = IIu(6)II H 1 <_ M. It follows that w
coincides with the solution given by Proposition 7.4.12 on [0, d]. In particular,
we have E(w(b)) < E(w(0)), and so E(cp) < E(u(b)), which contradicts (7.52).
Consequently, we have (i) and (ii).
Step 2. The continuity in Hl(RN). Since u : [0,T] a HI(RN) is weakly
continuous, (i) implies that u: [0,T] > L 2 (RN) is continuous. By (7.29), V(u) :
[0, T] + R is also continuous. We then deduce from (ii) that IIuIIHI : [0, T] * R
is continuous. It is now clear that u E C([0,T],H 1 (RN)). Since g : Hl(RN) >
H 1 (RN) is continuous, we have u E C([0,T],Hl(RN)) nC l ([0,T],H 1 (RN))
Step 3 (*). The H 2 (RN) regularity. Let m E N and 9 > 0 be such that 9 < TM
and m9 = T. u coincides with the solution of (7.4) given by Proposition 7.4.12
on [0,9], and so we have u E C([0,T],H 2 (RN)) n C l ([0,T],L 2 (RN)). Iterate,
replacing cp successively by u(j9), 1 <_ j < m  1, in order to obtain u E
C([o,T], H 2 (R ')) n Cl([o,T], L 2 (RN)) o
End of the proof of Theorem 7.4.1. Using Proposition 7.4.12 and Lemma 7.4.11,
and arguing as in the proof of Proposition 4.3.4, we show the existence of a
maximal solution which satisfies (i). Properties (ii), (iii), and (iv) are conse
quences of Corollary 7.4.13. It remains to show the continuous dependence. To
see this, we consider E H'(R'), and a sequence ('p,,,,) m>o , such that cp,,,, + cP
in H l (RN), as in + oo. Let u and U rn be the corresponding maximal solutions
of (7.4). It suffices to show that, for all T E [0,T(')), we have T(',,,,) > T for
m large enough, and that U rn > u in C([0,T], H 1 (R N )), as m > oo. Set
M = 4IIuiIL((o,T),H1);
0(m) = sup{t E [0,T(cp m )),t < T; IIurIILoo((O,t),H1) <M}.
Let k E N and 6 > 0 be such that 6 < TM and k6 = T. Applying Proposi
tion 7.4.12, and since 9(m) <T, we easily obtain that
Let us show that 0(m) = T, for m large enough. Without loss of generality,
we may assume that 0(m) > 0 E [TM, T], as m 4 oo. Let t E (0, 0). U rn (t)
is defined for m large enough and, according to (7.53), we have u m (t) . u(t)
in L 2 (R N ), as m p oo. On the other hand, we have E(u rn (t)) = E(cp m ) 
m( )
E(cp) = E(u(t)). It follows (see Step 2 of the proof of Corollary 7.4.13) that
for m large
H (RN) as lib > IW.
u t  u i1 in l(RN),
enough, and so
particular,
(Proposition
In art,cu,ai
7.4.12(i))
0(m) >_
iiavc u i <_ M/2
we IlUm(t)IIH
have
min{T, t + TM/2}.
t <0 being arbitrary, it follows that 0(m) = T, for m large enough.
Thus, it remains to show that U rn * u in C([0,T], H l (R N )), as m * oo. We
argue by contradiction, and we suppose that there exists a sequence (t m ) m >o
in [0,T] and e > 0, such that IIu n (t m )  u(tm)IIH 1 > e. We may assume
t m > t e [0,T], which implies that IIu,,,,(t rn )  u(t)II H l >_ E/2. By (7.53) and
since u E C([0, T], L 2 (R N )), we have u m (t m ) > u(t) in L 2 (R N ), as m  oo.
Furthermore, we have E(u,,,,(t rn )) = E(cp m ) > E(cp) = E(u(t)). It follows
(see Step 2 of the proof of Corollary 7.4.13) that u m (t) u(t) in H l (R N ), as
m * oc; hence the contradiction. This completes the proof of Theorem 7.4.1.
Proposition 7.5.1. Suppose that there exist 0 < 3 < 4/N and two constants
A and B such that
G(z) < AIz1 2 + BIzja+ 2
for all z E C. Then, for all cp E H l (1R"), we have T (co) = oo, and sup I u(t) IIjp <
t>_o
00.
f r e+i  4
V(w)I < A
JIwi 2 + C
RN \ JI]^N
Iwi2 / ( IRNIDwi
2 ) (7.54)
The nonlinear Schrodinger equation in RN: global existence 113
for all t E [0, T(cp)). Applying (7.54), and the conservation of the norm in
L 2 (RN), we deduce that
f(t) <E ()
+ CII^jI f(t),
for all t E [0, T()). Therefore, if IIcc IL2 is sufficiently small, we again have
I
T( p) = oo.
,
for all t E [0, T()). Therefore, if we suppose that f(0) _< 1 then, letting
M=1+2C+ D, we have
for all t E [0,T(,p)). Set 9(x) = Dxl+E x for x > 0, and let X = min0 < 0.
For all a E (0, X) there exist x a and ya, with 0 <x < ya such that
114 The Schrodinger equation
+ a = B(ya) + a = 0.
B(xa)
In addition, we have a < x , < a(1 + e)/e (see Figure 7.1).
a
G 
Ex
Fig. 7.1
By (7.56), we have
9(1(t)) + M f (0) > 0,
for all t e [0, T (p) ). Consequently, if we suppose that M f (0) <, then we have
for all t E [0,T(cp)). The result follows, with S = min{1, X/M} and K =
(1 + e)M/e.
dt f N
Ix1 2 1u(t, x)I 2 dx = 4(iu r , ru) = 4Im J N rziu r dx, (7.57)
d2
IxI 2 Iu(t,x)j 2 dx = 16E(u(t))
dt 2 f N
 4N f g(Iu(t)^)1u(t)j dx + 8(N + 2)f G(u(t)) dx, (7.58)
^N
z
0 E (r) =re;
p(r) = r 2 e Er2
We set
fE (t) = J I B E UI 2 dx,
RN
116 The Schrodinger equation
for t E [0,T(cp)). It is clear that f E C'([0,T(cp))), and that, for all t E [0,T(co)),
E
we have
f(t) = 2 (Beu, OeUt)Hl,H 1 = 2 (peu, ut) = 2 (peu, iAu + i9(u))
= 2(p f u,iLu) = 2(p 8 Vu,iVu) 2(Vp,u,iVu) (7.59)
= 2(V p,u, iVu) = 2 (p'u, iur)
f(t) <2CIIu(t)IIxlfe(t)1 /2
It follows immediately that f(t) is bounded as E J. 0, uniformly on [0, T], for all
T < T(cp). By monotone convergence, we deduce that f IxI 2 Iu(t,x)I 2 dx < oo
for all t E [0,T(cp)), and that u(t, )11 L 2 is bounded on any interval [0,T],
with T < T(p). In particular, t i I Iu(t, ) is weakly continuous from [0, T())
to L2(RN). Integrating (7.59) between 0 and t E [0, T(cp)), we obtain
fe(t) = ff( 0 ) 4
J0 ((1  Er )e
t 2 E
JRNN
Ixu(t)[ 2 dx =
IR Ixcpl2 dx 4 (ru, iur.),
0
tHIII'Iu(t,)IIL2
for all t E [0,T]. Indeed, suppose first that u E C 1 ([0,T],H 1 (lR N )). In that
case, it is clear that h E C 1 ([O,T]) and we have
Observe that f
(Bu, ix Vu t ) = Im
JRN 6x VT, t dx,
and that
We then have
+N f 9(g(IwI)jwj2G(w))
+7 N
Re
rO'(g(Jwj)jw) 2G(w) 2 ^wT[ 2 )
Note first that, by density, it suffices to consider the case w E D(RN). In that
case, we have
= Re
(g(w), 20rw r )
J N 20rg(w)w,. =
fR N 20rG(w) ..
r
(g(w), 28 r w r ) = 2
J (NB + rO')G(w). (7.66)
h'(t) = 2
fR 9IVU1 2 + N
J 9(g(1u1)1u1 2G(u))
+
J
RN
r9'(9(juj)juj 2G(u) 2Iu r 1 2 )
Re
(7.70)
where f f is a bounded function on [0, T] for all T E [0, T (gyp)) and is such that
_ 4E(u(t)) + N
J g(^uJul (2N + 4) f G(u).
N
is in C 2 ([0,T(cp))), and that we have (7.58). Let T < T(cp) and let (cp m ),,,, >o be a
sequence of functions in H 2 (R N ), such that cp 71 4 cp in H 1 (R N ), as m > oo. De
note the corresponding solutions of (7.4) by u rn . We know (Theorem 7.4.1) that,
for m sufficiently large, we have T(cp m ) > T and u,,,, , u in C([0,T], H l (R N )),
as in 4 oo. We write identity (7.73) for u,n and t E [0,T] and we let in + oo.
We deduce that u satisfies (7.73); hence the result.
for all s >_ 0. Then if cp E H l (R N ) is such that yep() E L 2 (R') and E(cp) < 0,
we have T(ep) < oo.
Proof. Let cp be as above. Let u be the corresponding solution of (7.4) and set
1(t) = I IxI2Iu(t,x)l2dx,
RN
118 The Schrodinger equation
26rG(w) r .
(g(w), 20rw,.) = Re
JR 29rg(w)w,. = I
N RN
(g(w), 20,w,) = 2
J (NB + rO')G(w). (7.66)
Step 4. Let u be as in the statement of the lemma and set h(t) = (r0u, lU r ),
for t E [0, T(cp)). Then, by Steps 2 and 3, we have
h'(t) _ 2
JR OIVuI 2 + N
I 0
RN (g(IuI)Iuj
2 G(u))
f
N
+ RN
r9 '(g(jul )ju^ 2G(u) 2Iu r.I 2 ) (7.70)
Re
fR N
r((N 1)0' + r8")u r u,
easily verify that I r0 I <_ C, r0 40 as e 1 0, and r [(N + 1)0 + r0E'] I <C and
that jr[(N+1)0'' +r0E]I *0 as e 1 0. We deduce immediately from (7.70) that
t
(rB E u,iu,) = (r0e ,i^Pr) + f fe(s) ds, (7.71)
o
The nonlinear Schrodinger equation in R N : blowup in finite time 119 1
where fE is a bounded function on [0, T] for all T E [0, T (cp)) and is such that
2
fe(t) 92 N IVu1 2 + N JR N (g(lul)lul 2G(u)) as e j 0. (7.72)
fit
Observe that, due to conservation of energy, we have
_ 4E(u(t)) + N
J g(lul)Jul (2N +4) fG(u).
]RN
for all s >_ 0. Then if cc E H I (R N ) is such that I Icp() E L2(RN) and E(cc) < 0,
we have T (gyp) < oo.
Proof. Let cp be as above. Let u be the corresponding solution of (7.4) and set
for t E [0,T(cp)). It follows from (7.58), (7.74), and the conservation of energy
that
f"(t) < 16E(), (7.75)
for all t E [0,T(cp)); this implies that T(cp) < oo, since f (t) > 0 and E(cp) < 0.
Remark 7.6.5. If there exists x > 0 such that G(x) > 0, (7.74) implies that
G(s) > (s/x) 2 + 4 I N G(x) for s > x. In particular, if we take E H l (R N ), then
E(kcp) < 0 for k large enough; and so if I Icp() E L Z (R N ), then T(kcp) < oc.
Identities (7.57) and (7.58) allow us to prove directly the pseudoconformal con
servation law, which provides information about the behaviour at infinity in
time of the solutions, in some cases (see 7.8 below). The following proposition
is related to this conservation law.
f'(t) = 4t
J (Ng(IuI)IuI 2(N + 2)G(u)),
.N
(7.77)
Remark 7.7.2. If g(s) = As 1 + 4 /N, (7.77) means f'(t) = 0, and then we have
f(t) = f(0) = f IxVI2
Application to a model case 121
and, consequently,
f (t) = 8t 2 E(v(t)) > 8t 2 E(Iu(t)I). (7.78)
Observe that in the case in which a <0 and if I Icp() E L 2 (RN), (7.77) shows
that the solutions converge to 0 as t + oo, in certain spaces LP(RN). Indeed, it
follows from (7.77) that
for all t >_ 0. In particular, if a > n,, we have f'(t) <0, and so, with (7.78), it
follows that
8t2E(I u(t)I) s f Ix^I 2 ,
for all t > 0. If we apply Theorem 1.3.4, we obtain, in particular,
for all t >_ 0. Observe that we obtain the same negative exponent of t as for the
linear equation (Proposition 3.5.14).
If a < 4/N, it follows from (7.79) and (7.78) that
Na4
for all t > 0. Therefore, t 2 f (t) is nondecreasing and, (by (7.78)), we have
Notes. For Sl 54 RN, N > 2, a few results are known. See Brezis and Gal
louet [1], Kavian [1], Y. Tsutsumi [2, 3], and Yao [1]. Note also that Cazenave
and Haraux's results [1] apply in any open subset St C R N .
For 7.3, see Yajima [1], and Strichartz [1]. A regularizing effect of Hs(R")
type also exists; see Constantin and Saut [13], Sjolin [1], and Vega [1]. The
problem of local existence (7.4) has been studied extensively. Our presentation
is based on Kato [3] and Cazenave and Weissler [1, 3]. See also Baillon, Cazenave,
and Figueira [1], Cazenave [2], Ginibre and Velo [1, 2, 5], Hayashi [1], Hayashi
and Tsutsumi [1], Lin and Strauss [1], and Weinstein [1]. The Cauchy problem
has also been studied in H 9 (R n') (s # 1); see Cazenave and Weissler [2, 4],
Ginibre and Velo [4], and Y. Tsutsumi [4]. There exists a regularizing effect for
the nonlinear equation; see Hayashi, Nakamitsu, and Tsutsumi [1, 2], Hayashi
and Ozawa [2], and Kato [3].
Various kinds of nonlinearities (possibly nonlocal) have been considered.
See, for example, Baillon, Cazenave, and Figueira [2], Baillon and Chadam [1],
Cazenave [2], Cazenave and Haraux [1], Cazenave and Weissler [1], Chadam
and Glassey [1], Dias and Figueira [1], Ginibre and Velo [3], Klainerman and
Ponce [1], Lange [1], and Schochet and Weinstein [1]. For more about blowup
in finite time, consult M. Tsutsumi [1], Glassey [2], and Weinstein [4].
For some nonlinearities, there exist solutions of the form u(t, x) = e u)t ^p(x).
These solutions are called stationary states. See, for example, Berestycki, Gal
louet and Kavian [1], Berestycki and Lions [1], Berestycki, Lions, and Peletier [1],
and Jones and Kiipper [1].
The behaviour at infinity of solutions is rather well known in the repulsive
case, if the solutions behave asymptotically as the solutions of the linear equa
tion. See Ginibre and Velo [1, 2, 7, 8, 10], Hayashi [2], Hayashi and Ozawa [1],
Application to a model case 123
Lin and Strauss [1], Reed and Simon [1], and Y. Tsutsumi [1]. In the attractive
case, we only know how to study the stability of some stationary states. See
Berestycki and Cazenave [1], Blanchard, Stubbe, and Vazquez [1], Cazenave [3],
Cazenave and Lions [1], Grillakis, Shatah, and Strauss [1], Jones [1], Shatah and
Strauss [1], and Weinstein [2, 3]. For more references concerning these questions,
consult Cazenave [4].
S
! l
^...
Bounds on global solutions
The study of the behaviour at infinity of global solutions is one of the most
important problems in the study of nonlinear evolution equations. The problem
can be formulated as follows. If u(t), 0 <t < oo is a solution of an equation of
the form
u'(t) = Au(t) + F(t, u(t)),
for t >_ 0, how does u(t) behave as t > oo? The results concerning the behaviour
at infinity of global solutions are, in general, based on compactness properties
of U {u(t)}, and in particular on bounds for U {u(t)} (see Chapter 9). In some
t >o t>O
cases, the solutions are bounded by construction (see 5.3, 6.3, 7.5). On the
other hand, even for linear equations, global solutions may be not bounded. For
example, u(t, x) = e t sin(xrx) is a solution of
u t = u xX + 2ir 2 u, in cl = ( 0,1);
u=0, in 852;
Lemma 8.1.1. Let T > 0, A >_ 0, 0 < /3 <_ a, and 1 _< y <_ oo. Let
cp E C([0,T]), cp > 0 and f E Lry(0,T), f > 0. Suppose that a + 1/b < 1 and
that
p(t) < At + ti
f (s)^p(s) ds,
(t sp
)
for all t E (0,T). Then cp(t) < CAt  a, for alit E (0,T), where C depends only
on T, a, p, y, and IIIf II LI (0,T)
Proof. Set zl)(t) = t(t) for all t E [0,T], and let 0(t) = sup O(s) for t E
O<s<t
[0, T]. It is clear that 0 E C( [0, T]) and that we have
for all t E (0,T). We have t 0 E L 7 '(0,T), and so there exists E E (0,1) such
that
(1  E) allt "IIL,'(O,ET)IIfIILI(O ,T) <_ 1/2.
 
It follows that
T
0(t) < A + 2 B(t) + AT` Q j S f (s)B(s) ds;

L 1 (p T)
We will also make use of the following comparison lemma, which generalizes
Proposition 5.3.1.
126 Bounds on global solutions
Jtl u(0)
ut = Au + f in H'(1), almost everywhere in (0, T);
= W.
for almost every t E (0,T). Then if cp > 0 on Sl, we have u(t) > 0 on 52, for all
t E [0, T] .
Proof. Note first that the hypotheses imply that f E L 1 ((0, T),H 1 (S )), and

so the equation makes sense in H 1 (52). Now, the proof of Proposition 5.3.1 can
be adapted immediately, since
dt fz
u (t) 2 dx = 2 (ut(t), u (t))H1,Hl = 2 I IVu (t)1 2 2
Jo 1 f (t)u (t),
Jo
almost everywhere in Q. 1
Lemma 8.1.3. Let T > 0, a, yy >_ 1 be such that N/(2Q) + 1/y < 1. Let
cp E X, u E C([0,T],X) and f E L' ((0,T),L(S2)) be such that
e<t_<T
u(t) =T(t)cp+
fo tT(ts){f (s)u(s)}ds,
for all t E [0,T]. Then for all E E (0,T], we have sup Jju(t)IILo <_ K, where K
Proof. We proceed in two steps. Note first that the hypotheses imply fu E
L((0,T), L(1)), so the above integral makes sense, since by (3.34) T(t) can
be extended to an operator in (LP, Lp) for all p E [1, oo). On the other hand,
invoking Lemma 8.1.2, we may restrict ourselves to the case in which cp > 0, and
so u > 0 (see the proof of Proposition 5.3.3).
JO (t s)
IIf(S) + IILIIu(S)IILrdS, I
for all t E (0, T]. We conclude by applying Lemma 8.1.1.
Step 2. Let m be an integer such that m < a < m+1. Let E > 0 and
6 = e/(m + 1). Applying Step 1 with p = 1 and r = a/(a 1), we conclude
that u(6) is bounded in L ( i t (cl), with respect to the above parameters.
We iterate this argument, translating the time of 6 at each Step and taking
successively p = Q/(o j) and r = a/(Q j 1), for 1 < j < m 1. We obtain
that u(rn6) is bounded in L/ ( "n ) (Sl) We conclude by applying Step 1 again
with p = o /(o m) and r = oo, to find that u is bounded in L(1) on [e,T],
with respect to the above parameters.
Corollary 8.1.4. Let or >_ 1 be such that or > N/2, cc E X, u E C([0, oo), X )
and let f E C([0, oo), L (S2)) be such that
ft
u(t) = T(t) cp +
J
0
T(t s){ f (s)u(s)} ds,
for all t >_ 0. Suppose that sup Ilu(t)IILI < oo and that sup 1 f (t) + I[L < oo.
t>O t>O
Then, for all e > 0, we have sup IIu(t)IIL <00.
t>e
Proof. For all s > 0, we apply Lemma 8.1.3 with T = 1 + e and cp = u(s). We
obtain in particular that u(s + e) is estimated in L (1)norm, only in terms of
c, s, sup Z[u(t)IIL1 and sup II.f (t) + II L; hence the result, since s >_ 0 is arbitrary.
t>O
Corollary 8.1.5.
t>O
where p > 2 and (N 2)p < 2N. Then, for all M, there exist t(M) > 0 and
K(M) < oo with the following properties: if cc E X n Ho (1l) is such that
IIccI[x7 < M and if u denotes the corresponding maximal solution of (5.4)
128 Bounds on global solutions
(see Theorem 5.2.1), then T(cp) > t(M) and JIu(t)IILOO < K(M) for all
t E [t(M)/2,t(M)].
for all t E [0,T(cp)). If we set /.3 = N(p  2)/(2p) E [0,1), we deduce from (3.34),
(8.2), and Lemma 3.5.9 that
for all t E [0,T(cp)). But, using Sobolev's inequalities, we have j II LP < CM.
Setting f (t) = 1 + sup IIu(s)IlLP, we then obtain
o<s<t
/ (1 _ 3)(1 + CM)2 P 1T
'
T(M) = I 2PA
We easily deduce from (8.3) that f (t) < 2(1+CM) for 0< t < min{T(cp), t(M)}.
Applying (8.1) we conclude immediately that
sup <K,
e<t<min{T(cp),r(M)}
where K depends on u only through the value of M. It follows that T() > Tr(M)
and we complete the proof taking e = T(M)/2.
The heat equation 129
Theorem 8.1.6. Suppose that g satisfies (8.1), and that there exist M < oc
and E > 0 such that
xg(x) > ( 2 + e)G(x),
for IxI > M. Let cp E X and let u be the corresponding maximal solution of (5.4)
(see Theorem 5.2.1). Then ifT(<p) = oo, we have sup Ilu(t)IIL < oo.
t>o
Proof. Applying (5.14) and (5.18), we obtain, for all 1 < s < t < oo, the
following inequalities:
ff
0
+e
fn I Vu(t)1 dx
2 + k 2(2 + E)E(u(s)); (8.5)
ffudxdt <oo.
(8.6)
Set
r= {t> 1; f ue(t) dx<i}.
2
E
f IVu(t)1 2 dx < 2(2 + e)E(u(1))  k + 2
f uu t dx
(
8.7 )
We then deduce from (8.7) that there exists M < oo such that, for all t E F, we
have IIu(t)MH1 < M. By Corollary 8.1.5, we then have
Remark 8.1.7. If g does not satisfy (8.1), we do not know whether the con
clusions of Theorem 8.1.6 still hold.
Proposition 8.1.8. Suppose that there exist p < A/2 (A given by (2.2)) and
M < oo such that
G(x) < PX 2 ,
for lxi >_ M. Then, for all cp E X, the corresponding maximal solution u of (5.4)
is global and sup iiu(t)IIL <00.
t>o
2 J
f IVu(t) 1 2 dx< E(u(1))+C+p ^ u(t) 2 dx,
for t > 1. Applying (2.2), we then deduce that sup 1ju(t)ii H l < oo. On the other
t>1
hand, g(u)/u is bounded in L(SZ), and we complete the proof by applying
Corollary 8.1.4.
Theorem 8.2.1. Suppose that N > 3 and that there exists e > 0 such that
for all x E R. Let (ep, z)) E X and let u be the corresponding maximal so
lution of (6.15)(6.17) (see Theorem 6.2.2). Then, if T(cp,) = oo, we have
sups>o II (u(t), u t (t))I1 x < oo.
f (t) = f u (t) 2 d x,
for t > 0.
Step 1. Some inequalities. By (6.26), we have I
for all t > 0. In particular, there exist rl, p > 0 such that
for all t >_ 0. On the other hand, we deduce from the CauchySchwarz inequality
that there exists 6 > 0 such that
Indeed, if (8.13) does not hold, we know that T(cp, Ali) < oo (Proposition 6.4.1).
On the other hand, if (8.14) does not hold, then there exists t > 0 such that,
setting g(t) = 77f (t) 2(2 + e)E(cp, zL ), we have
We deduce from (8.16) and (8.17) that g(t) 4 oc, as t + oc. Therefore, by (8.9),
there exists to > 0 such that
61 f'(t)I < max{bI f'(0)I, 2(2 + E)E( cc, 0)}, Vt > 0. (8.18)
Indeed, set h(t) = b f'(t) 2(2 + e)E(cp, ), for all t >_ 0. We deduce from (8.12)
that h'(t) >_ 6h(t). We then have h(t) >_ e s(t s h(s), for t >_ s >_ 0. If there
)
exists t >_ 0 such that h(t) > 0, then h(t) * oo, as t 4 oo; and so f (t) ' oo, as
t > oo. This contradicts (8.15), and so
Now set k(t) = bf'(t) 2(2 + e)E(cp,V)), for t > 0. From (8.12), we have
k'(t) >_ bk(t). Therefore, k(t) <_ e bt k(0) for t > 0; and so k(t) < max{k(0), 0}.
Consequently, we have
Step 5. Conclusion. Set w(t) = IKu(t),u t (t))IIX, for t > 0. We have (see
Proposition 6.2.3 and Corollary 6.1.7)
for all t > 0. Observe then that N > 3, and so N/(N  2) <3. Consequently,
We deduce from (8.24) and (8.21) that, for all 0 < t < s < t + 1, we have
t +1
w(s) < Cw(t) exp w(a) do) < Kw(t), (8.25)
(ft
where K depends neither on t nor on s. In particular, for all t >_ 1 and all
T E [0, 1], we have
Integrating this last inequality in T on [0, 1] and applying (8.21) again, it follows
that
t
w(t) <K w(s) ds < K'.
Jt 1
where K' does not depend on t. Since sup w(t) < oo, the proof is complete.
o <t<i
Remark 8.2.3. We have supposed that .N >_ 3. Modifying only the end of the
proof (Step 5) we can show that the conclusions of Theorem 8.2.1 remain valid
if N = 2 and a < 4 (a appears in (6.8)), and if N = 1 for any value of a >_ 0
(see Cazenave [1] and Sili [1]).
134 Bounds on global solutions
Proof. Observe first that, by (3.34), the integral appearing in (8.29) does make
sense. On the other hand, in view of (3.34) and (3.31), the result is clear if
f c C([0,T], L (52)). The general case follows by density since, by (3.34), (3.31),
and Young's inequality, we have:
II
!lW LP(( 0 ,T),X + 1IwIILP((0,T),H1 < CII f 11 LP((o,T),L
Corollary 8.3.2. Let T > 0, 1 < p < oo, and f E Lp((0,T),L (S2)), and
w E C([0, T], L (0)). Then w is a solution of (8.29) if and only if w is a solution
of the following problem:
1!
wt (t) = Lw(t) + f (t), almost everywhere in (0,T); (8.31)
w(0) = 0. (8.32)
Proof. Denote by (S(t)) t >o the semigroup generated in H 1 (52) by the operator
C considered in Proposition 2.6.14. It is clear that (S(t))t>o coincides with
u
u(t) = T(t)cp +
fofo
T(t  s)g(u(s)) ds + T (t  s)h(s) ds. (8.33)
Proposition 8.3.4. Let E X, h E LOO ([0, oo), L(1l)). Then, there exists a
unique maximal solution u E C([0,T(cp)),X) of (8.33). We haveT(p) > 0, and
ifT(<p) < oo, then llu(t)IIL > oo as t T T(cp).
Proof. Applying Lemma 8.3.1, we easily adapt the proof of Theorem 4.3.4.
Remark 8.3.5. We see that the condition g(0) = 0 is not necessary to solve
problem (5.1)(5.3) or problem (8.26)(8.28). Indeed, if g(0) # 0, we can replace
g by g  g(0) and h by h + g(0)1c.
for all t >_ 0 such that u, w, and z are defined. In addition, applying Lemma 8.1.2
again, we readily obtain w(t) > 0 and z(t) >_ 0. We may restrict ourselves to
the case in which cp > 0 and h >_ 0, and so u >_ 0. We deduce from (8.34) that
there exists C' > 0 such that (see Step 1 of the proof of Proposition 5.3.3)
+ MCeAt ^ e A8 Ilu(s)IILo ds
u(t)II L < II'IIL^ + MCA t
(8.35)
+ II
fo L T(t  s)h(s) ds(IL,
and so
J 0
K'II hII L((O,t),L
MC' +MCeat f t
II u(t)II L <_ IHIL + 0
eA3jju(S)IILds
Theorem 8.3.7. Suppose that g satisfies (8.34) with C < A, and let h E
L(ll+, L(2)) n L([8 + , L 2 (Sl)). Then, for all cp E X, the maximal solution u
of (8.33) is global and satisfies sup Iu(t)IILo <00.
t>o
Proof. We know (Proposition 8.3.6) that T(cp) = oo. To establish the bound,
as in the proof of Proposition 8.3.6 we may assume that cp > 0 and h > 0,
The dissipative nonautonomous KleinGordon equation 137
< 2 f(t)+C3.
Consequently,
f'(t) c A 2 C f(t)+C3.
It follows (see Lemma 8.4.6 below) that sup Hu(t)IIL2 < 00. We conclude as in
t >o
the proof of Proposition 5.3.6, using (see the proof of Proposition 8.3.6 above)
ft
T(t s)h(s) ds < K II h11 L((O,T),L),
'
Remark 8.3.8. Applying the estimates of Lemma 8.3.1, we easily show that,
for all E > 0, we have sup Ilu(t)IIH1 < 00.
t >E
Lemma 8.4.1. Let T>0, (cp, Vi) E X, and h E L 1 ((0, T), L 2 (Sl)), and let u E
C([0, TI, Ho(Sl))nC'([O,T],L 2 (Sl)). Define H E L'((0,T),X), H(t) = (0, h(t)),
for almost every t E [0,T]. Then u is a solution of (8.37)(8.39) if and only if
U = (u, u t ) is a solution of
Proposition 8.4.2. Let h E Li ,(R+ , L 2 (Sl)). For all (cp, V,) E X, there exists
a unique maximal solution u E C([0,T(cp,0)],H01 (1l)) n C 1 ([0,T(p,)],L 2 (SZ))
of (8.37)(8.39). We have T (cp, Ji) > 0, and if T (cp, zJ) < oo, then
jj(u(t),ut(t))IIx ; oc as t I T(^P,' )
In addition,
ffr f
t
E(u(t), u(t)) + ry ut dxds = E(, ) + J bu t dxds, (8.41)
z o ^
for all t E [0, T(,p, )).
Proof. We apply the method of Theorem 4.3.4 to solve (8.40), and we apply
Lemma 8.4.1 to show (8.41). We note (see the proof of Proposition 4.3.7) that
( u depends continuously on h and, by density, we need only consider the case in
which h E C(l[8 + , L 2 (cl)). In that case, we apply Proposition 6.1.1 and (6.13),
and we obtain
dt
E(u(t),
J dx + f hut dx;
ut(t)) _ ryu
and let h E L' (R + , L 2 (1l)). Then, for all (cp, 0) E X, we have T(,) = oo.
The dissipative nonautonomous KleinGordon equation 139
Proof. Set f (t) _ II (u(t),u t (t))II' , for t E [0,T(co, u')). It follows from (8.41)
and (8.42) that
for t E [0, T(cp, l)); hence the result, applying Lemma 4.2.1.
El
Remark 8.4.4. If 1 is bounded, we may assume that (8.42) holds only for (xI
large (see Proposition 6.4.4).
Theorem 8.4.5. Suppose that y > 0, that g satisfies (8.42) with 2C < . + m,
and that there exist K > 0 and c < .A + m  KC (A given by (2.2)) such that
Let h E L (R+ , L 2 (S2)). Then, for all (cc,) E X, we have T (cp, 7b) = oo, and the
corresponding maximal solution u of (8.37)(8.39) satisfies sup 1(u(t), u t (t)) x <
t>o
oo. 
Proof. We know that T(co, zl^) = oo (Corollary 8.4.3). Take E > 0 and set
f'(t) =
J {(ry  e)ut  eIVu^
R
2  emu 2  Equu t + eug(u) + ehu + hu t } dx,
f'+bf= l { ^ 2 s ut ^E 6 ) IVU1 2
( l
m E  2 u 2  e(7  6)uu t + eug(u)  6G(u) + ehu +hu t dx. (8.44)
2 ^
f
(E2 IVuI 2 dxm(e)f u 2 dx<(a+m))
2 ^
u 2 dx.
2 ^
On the other hand, if 6 <_ eK, by applying (8.43) and (8.42), we obtain
e
f ug(u) dx b
sz J f
G(u) dx < ec u 2 dx + (eK 6) G(u) dx
f
I < ((eK 6)C + ec)
f^ u^ dx.
Thus, it follows from (8.44) that
xy < 2x 2 + ay 2 , (8.46)
1 <_ e2y
J u2 dx + ry4 J ut dx. (8.47)
1 E
^
hu dx < 4 f h2 dx +e 2
n
u2 dx; (8.48)
1 (
KS l c e(ry+ 1)
l u2 +
/
+1h
2 dx. (8.50)
\ EI /\ 4 Y/
Note that, for e sufficiently small, we can take 6 = e 2 . (8.50) then reads
e 2 f
f'+el f <(2e 2 )
Jsz utdxe((.^+mKCc)
I ( +m c++1)) f 2d+(1 +1) fh2d
t
The dissipative nonautonomous KleinGordon equation 141
f(t)>_4
J
s^
utdx+2 IVu1 dx+(2 C e 2) j u 2 dx.
Jsi
2
o
Since 2C < A + m, applying (2.2), we see that if e is small enough, then there
exists b > 0 such that
1(t) ? EIi((u(t),ut(t))I1 2 (8.52)
The result is now a direct consequence of (8.51), (8.52), and of the following
lemma.
Lemma 8.4.6. Let T > 0, ,a > 0, and H _> 0. Let f E C([0, T]) be an
absolutely continuous function such that
f (t) <  + e  ^` t f ( 0 ),
for alltE[0,T].
Proof. Set w(t) = eu t (f (t) H/) for t E [0, T]. We have w'(t) <_ 0 almost
everywhere; and so w(t) < w(0) for all t E [0, T]; hence the result.
Remark 8.4.7. If ci is bounded, we may suppose that (8.42) and (8.43) hold
only for lxi large (see Proposition 6.4.4).
Notes. About 8.1, see Cazenave and Lions [1], Giga [3], and Ni, Sacks, and
Tavantzis [1]; and for 8.2, see Cazenave [1] and Sill [1]. Concerning non
autonomous problems (8.3 and 8.4), see, for example, Haraux [1, 2].
0
The invariance principle and some
applications
(ii) So = I;
(iii) St +s = St o S9 , Vs, t > 0;
Definition 9.1.4. For all z E Z, the continuous curve t '> St z is called the
trajectory from z.
hence (9.3).
Theorem 9.1.8. Suppose that U {St z} is relatively compact in Z. Then:
t>o
Proof. (i) is a consequence of (9.3). On the other hand, for all s > 0, U {St z}
t>s
is a relatively compact connected set. By Proposition 9.1.6, w(z) is then the
decreasing intersection of connected and compacts subsets. Hence we have (ii).
To show (iii), assume by contradiction that there exists a sequence t o * 00
and e > 0 such that d(St z,w(z)) >_ e. There exists y E Z and a subsequence
t,lk > oo such that St k z * y E w(z). Therefore d(St k , w(z)) > 0 as k > oo,
which is absurd.
Definition 9.2.6. A Liapunov function 4) for {St } t >o is said a strict Liapunov
function if the following condition is fulfilled. If z E Z is such that 4)(St z) = 4)(z)
for all t > 0, then z is an equilibrium point of {St}t>o.
Theorem 9.2.7. Let 4) be a strict Liapunov function for {St } t >o, and let
z E Z be such that U {Stz} is relatively compact in Z. Let be the set of
t>o
equilibrium points of {St } t >o. Then:
(i) is a nonempty closed subset of Z;
(ii) d(St z, ) + 0 as t (i.e. w(z) C E).
0. Let
Proof. By continuity of St, is closed. By Theorem 9.1.8(i), w(z)
y E w(z). Applying Theorem 9.1.8(i) again, and then Theorem 9.2.3(ii), we
obtain
4)(Sty) = 4) (y), Vt > 0;
therefore y is an equilibrium point. From this, we deduce (i) and then (ii) by
applying Theorem 9.1.8(iii).
Remark 9.2.8. Theorem 9.2.7 means that the set of equilibrium points at
tracts all the trajectories of {St}t>o.
A dynamical system associated with a semilinear evolution equation 145
Corollary 9.2.9. Suppose that the hypotheses of Theorem 9.2.7 are fulfilled.
Let P = lim 4D(St z) and Ee = {x E E, 4?(x) = Q}. Then Ee is a nonempty closed
subset of Z and d(St z, EQ) > 0 as t + cc (and so w(z) C Ee). If, furthermore,
Ee is discrete, then there exists y E Ej such that St z + y as t > oo.
u(t) = T(t)x +
JO t T(t s)F(u(s)) ds, `dt E [0,T*(x)). (9.4)
St x = u(t).
u( 0 ) = y. (9.9)
146 The invariance principle and some applications
Therefore, for all s > 0, v(t) = u(t + s) is the solution of (9.7), (9.8), and
v(0) = u(s). Thus, St(S s y)) = St (u(s)) = u(t+s) for all s,t >_ 0. Consequently,
we have T*(S s y) = oc for ally E P and all s> 0, and jjStS s yjj < M for ally E P
and all s, t > 0. Now take z E Z. There exists a sequence (t n ) n,> o c [0, oo) and
a sequence (yn,),,, >o C P such that Sy  n  z as n ; oo. Let T < T*(z). By
Proposition 4.3.7, we have
uniformly on [0, T]. In particular, we have l(StzIl _< M, for t E [0, T]. Since
T < T*(z) is arbitrary, we deduce (i), and next (ii). (iii) is then a consequence
of (9.10).
St zn > St z, as n  oo,
for all t > 0. Hence St E C(Z, Z) for all t > 0. Furthermore, since for all y E Z,
u(t) = Sty is the solution of (9.7)(9.9), we deduce easily that 5t59 = St +s for
all s, t > 0. Finally, we have Stz E C([0, oo), Z) for all z E Z; hence the result.
Lemma 9.4.1. Let yp and u be as above. Then we have the following proper
ties: 1
(i) U {u(t)} is relatively compact in X;
t> o
Step 2. To establish (i) and (iii), we need only show that if t o 4 oc, then
there exists a subsequence t flk and w E X n Ho (1l) such that u(t fk ) > w in
X n Ho (S2) as k 4 oo. Set Tn = t o 1, cp n = u(r) and u n (.) = u(rrn + ). It is
clear that u(t) = u n (1). By Step 1, cp n is bounded in X n Ho (1 ), and so there
exists E LO n Ho (Sl) and a subsequence (nk) such that cp nk 0 in L 2 (1), as
k > oo. Since Il^pnk IILOO is bounded and I ^Pnk 0IIL 2 > 0, it follows from
Holder's inequality that II^Pnk I Lp > 0, for all 1 < p < oo. In particular,
conk ^ 0 in L N (1), as k f oo. From (3.37) and (9.11), we deduce that, for all
k, f E N, we have
t
Wne II LN +
J t Ilu nk (s)
9(un, (s)) II L _ ds
for all t E (0,1]. Consequently (Lemma 8.1.1), u(t flk ) = u nk (1) is a Cauchy
sequence in X. Let w be its limit. Now applying (3.32) and (9.11), we obtain,
1
1
for all k, f E N, the following inequality:
+li J
0
t (1 + (t s)1/2)IIunk (s) carne (s )IIL2 ds,
1
for all t E (0,1]; from this, it follows (Lemma 8.1.1) that u(t nk ) = u nk (1) is a
Cauchy sequence in Ho (1); and so that u(t nk ) * w in X n Hp (S2) as k f 00.
We have shown (i) and (iii). 1
148 The invariance principle and some applications
Js f z
vt dx da + E(v(t)) = E(v(s)). (9.12)
Jo
J vt dx du = 0.
s^
Consequently, v t = 0 for almost all t > 0, and it follows from this that v is
constant in L 2 (51), and then is also constant in X. Thus, z is an equilibrium
point and E is a strict Liapunov function. This completes the proof.
(1 i) a 0;
(iii) dist(u(t), a ) > 0, as t oo, where dist denotes the distance in Xf1Ho (St
Proof. We apply Lemma 9.4.1 and Corollary 9.2.9. It suffices to note that the
set of equilibrium points of the dynamical system associated with u is included
in S.
Remark 9.4.3. If N = 1, we can give a sharper result (see Matano [1]). There
exists w E a such that u(t) w, as t # oc. If N >_ 2, this remains valid if
we suppose that g is analytic (see Simon [1]). In the general case, it remains
true for most of the solutions (see Lions [1, 2]) but, except in some special cases
(see Louzar [1] and Remarks 9.4.4 and 9.4.5 below), we do not know whether it
remains true for any solution, apart from the recent results of Hale and Raugel [1]
and Haraux and Polacik [1].
Remark 9.4.5. If g is strictly concave on (0, oo), fl {u >_ 0} = {0, co}, where
co is the unique positive solution of L = g(cp), cp E Ho (Sl). In that case,
w(u0) is either 0 or ca, for all 'ao > 0 (cf. Haraux [5]).
Application to a dissipative KleinGordon equation 149
U E C([0, T], Ho (SZ)) n C 1 ([0, T], L 2 (S2)) n C 2 ([0, T], H ' (S2)); (9.13)
utt 'Lu + mu + 7u t = g(u), b't > 0; (9.14)
u(0) = cp, u t (0) = z/^ (9.15)
We know (Lemma 8.4.1) that u E C([0, T], Ho (S2)) f1 C 1 ([0, T], L 2 (S2)) is a solu
tion of (9.13)(9.15) if and only if U = (u, u t ) is a solution of
U(t) = S(t)() +
J0
t S(t s){F(U(s) F(U(s))}ds, (9.16)
for all t E [0, T]. We also know (Proposition 8.4.2) that it is possible to solve
locally (9.16) and that the solutions satisfy
for all t E [0, T]. In particular, we have E(u(t), u t (t)) _< E(,); and so, if there
exists C such that 2C < A + m and
For the end of this section, it is useful to formulate (9.16) in a different way. To
do this, define the operator A. on X by
' t , (9.18)
I1T7(t)IIc(x) < Me 
We verify that, for E small enough, we have f (t) > 611(u(t), v(t)) and f'+e 2 f <
0. We deduce (9.18), with a = e 2 . El
for all t E [0, T]. Let (cp, 0) E X, and let u be the corresponding maximal solution
of (9.13)(9.15). Suppose that T (p, ) = oo and that sup I (u(t), u t (t)) lI x < oo,
t>o
and set Z = U {(u(t),ut(t)}. The results of 9.3 allow us to associate with u
t>_o
a dynamical system {St}t>o on (Z, d), where d is the distance induced by the
norm in X. We have the following result.
Lemma 9.5.2. Suppose that S2 is bounded and that y > 0. Let (p, /i) E X
be as above. Then, we have following properties:
(i) Z is compact;
( n E is a strict Liapunov function for S }
Application to a dissipative KleinGordon equation 151 1
Proof. We proceed in four steps. Set U(t) = (u(t), u(t)) and H(t) = F(U(t)),
for t > 0.
W(t) =
f (s)H(t s) ds.
T '
W(t) f Ty (s)H(t s) ds1Ix <6.
0
Consequently,
U {W(t)} C K' + B(0, e), (9.20)
t>_T
T
K'= U T.^(s)H(t s) ds
t>T
^ 0 1 J
Observe that the mapping (s, x) ' Ty (s)x is continuous from [0, oo) x X to X.
Consequently, U = U {Ty (t)K} is compact in X. Therefore, F = T conv(U)
O<t<T
is relatively compact in X. Since K' c F, K' is relatively compact in X.
By (9.20), we can cover U {W(t)} by a finite union of balls of radius 6. On the
t>T
other hand, WE C([O, oo), X); hence U {W(t)} is compact and it can also
o<t<T
152 The invariance principle and some applications
Step 4. E is continuous on X, and thus also on (Z, d). (9.17) shows that E is
a Liapunov function. Finally, if E is constant on a trajectory (v, v t ) of {St } t >o,
we deduce from (9.17) that v t = 0 for all t >_ 0; therefore v does not depend
on t; z = (v, 0) is then an equilibrium point, and E is strict Liapunov function.
This completes the proof.
(ii) A ^ 0 ;
(iii) IIut(t)IIL2 4 0, as t 4 oo;
(iv) dist(u(t), p) 0, as t > oo, where dist denotes the distance in Ho (S2).
Proof. We apply Lemma 9.4.1 and Corollary 9.2.9. It suffices to observe that
the set of equilibrium points of the dynamical system associated with u is in
cluded in E.
Notes. See Ball [3], Dafermos [13], Dafermos and Slemrod [1], Hale [1], Ha
raux [1, 2], Henry [1], LaSalle [1], and Sell [1]. The wlimit sets also appear in
the theory of maximal attractors. Consult Babin and Vishik [13], Ghidaglia
and Temam [1, 2], Hale [2], Haraux [2], and Ladyzhenskaya [2]. The invariance
principle is also very useful in the study of the behaviour at infinity of positive
solutions of reactiondiffusion systems. See, for example, Masuda [1], Haraux
and Kirane [1], and Haraux and Youkana [1]. There has recently been substan
tial progress on asymptotic behaviour of gradientlike systems as a consequence
Application to a dissipative KleinGordon equation 153
of the work of Hale and Raugel [1] (cf., e.g., Haraux and Polacik [1] where
the condition of Hale and Raugel is used in an essential way). On the other
hand, negative results are beginning to appear in the literature (see Polacik and
Rybakowsky [1]) when the nonlinearity depends on x.
10
Stability of stationary solutions
Let (X, d) be a complete metric space and {S(t) } t >o a dynamical system on X.
stable) in the sense of Liapunov if the constant trajectory v(t)  a satisfies (10.1)
(resp. (10.1) and (10.2)).
all eigenvalues si, 1 < j < k of D f (a) have negative real parts. (10.5)
t
Vt > 0, II u(t) all <_ M(b)]Ix a]1e 5 I
In the opposite direction, we have the following result (cf. Haraux [5]).
all eigenvalues Si, 1 <j < k of Df (a) have positive real parts. (10.6)
To illustrate the general ideas of this section, we give two simple examples.
Example 10.1.5. Let f E C 1 (IR) and consider the first order scalar ODE
u'(t) = f (u(t))
It is known (cf., e.g., Haraux [5]) that each bounded global solution u(t) of this
equation on IR+ tends to a limit c with f (c) = 0. The stability of such an
equilibrium c is delicate only when f'(c) = 0. Indeed,
If f'(c) < 0, c is exponentially stable.
Ii 156 Stability of stationary solutions
u'+u 3 u=0
has exactly three equilibria {1, 0, 1}. The equilibria 1 and (1) are exponentially
stable and they attract, respectively, the positive solutions and the negative
solutions of the equation. On the other hand, the equilibrium 0 is completely
unstable in a very strong sense: it attracts no solution except itself.
Example 10.1.6 Let f E C 1 (R), c> 0 and consider the second order ODE
It is known (cf., e.g., Haraux [5], Hale and Raugel [1]) that each bounded global
solution u(t) of this equation on 1R+ tends to a limit c such that f (c) = 0 (and
u'(t) tends to 0). The stability here is defined in the sense of the phase space
H x H for the corresponding first order system in (u, u'). The situation is more
complicated than in the previous example:
If f'(c) < 0, then (c, 0) is exponentially stable in the phase space R x R.
If f'(c) > 0, then (c, 0) is unstable in the phase space R x R but attracts
some other trajectories than the equilibrium itself. We have here a typical
example of a hyperbolic point.
u"+u'+u 3 u=0
has exactly three equilibria {(1, 0); (0, 0); (1, 0)}. The equilibria (1,0) and
(1,0) are exponentially stable in the phase space H x R. On the other hand,
the equilibrium (0,0) is a hyperbolic point.
Let X be a real Banach space, let T(t) = e^ t S(t) with c E H, and let (S(t)) t > 0 be
a contraction semigroup on X (it is easy to check that the family of operators
(T(t)) t > o has the semigroup property, cf. Definition 3.4.1), and F : X > X
locally Lipschitz continuous on bounded subsets. For any x E X, we consider
the unique maximal solution u E C([0,T(x)), X) of the equation
Theorem 10.2.2. Assume that, for some constants 8> 0, M > 1, we have
Vt > 0, be.
IIT(t)II < Me (10.10)
Let a E X be a stationary solution of (10.7) such that
Since 8> vM, we conclude that if MI(xlI <_ R o , then T = +oo and (10.15) holds
true on [0, oo). This completes the proof of (10.14).
Remark 10.2.3. It is not sufficient for our purposes to state Theorem 10.2.2
with c < 0 (in which case, T(t) itself is a contraction semigroup). Indeed, in the
examples given below in 10.3, the generator of the linearized equation will not
be dissipative in general, especially when working in C0(S2).
In this paragraph, we show how the stability theorem 10.2.2 can be applied to
partial differential equations.
Proof. We have shown in Corollary 3.5.10 that the contraction semigroup To(t)
generated in C o (12) by the equation
JSlu=0
u Au=0 inR + x52,
t
onIII+x81
(b) Another situation: this time we assume some conditions which are in a sense
opposite to (10.17):
f is strictly convex on [0, oo) and f (0) = 0, fd(0) < A1(S2) (10.19)
where A 1 (l) is the smallest eigenvalue of (0) in Ho (52). Here the solution 0
i
I
is unstable and we have the following.
Theorem 10.3.2. (i) There exists one and only one positive solution cp of the
problem:
cp E X n Ho (52), O p + f(p) = 0. (10.20)
(ii) For each uo E X, no > 0 and not identically 0, the solution u of (10.16)
I
such that u(0) = uo tends to cp as t > oo. Moreover, we have
u
to 0 as t  oc. Indeed, assuming that lim j^u(t, .) II L= = 0, then, for each a > 0,
coo
there is T(e) such that
Choosing e > 0 so small that f(0)  e  A 1 (1l) > 0, multiplying the equation
by a positive eigenfunction cp l corresponding to the first eigenvalue A1(Q) of
(Li) in Ho (1), and then integrating over 52, we find,
d
ju(t,x)^o,(x)dx>O for all t > T(e).
dt
160 Stability of stationary solutions
1 Since the function: t > fs , u(t, x)cpl (x) dx is nondecreasing on [T(E), oo) and
tends to 0 as t > oo, it must vanish identically on [T(E), oo). Because eO 1 is
positive on S2, this implies that u(t,.) = 0 for all t >_ T(E). Then a classical
connectedness argument shows that u0 = 0. Therefore if n o # 0, the wlimit set
of u0 under S(t) contains at least a nonnegative solution cp # 0 of (10.20).
Step 2. By the strong maximum principle, we must have f() <0 and then
=
f {^Vw^ 2 DAP V(w2/ )}dx.
Vw E D(S2),
J {^^w^ 2 + [f (p)/ p^w 2 }dx =
J IVw (w/cp)V pI 2 dx. (10.23)
This establishes (10.22) when w E V(1). Then, by passing to the limit in (10.22)
in the sense of Ho (52) along a sequence of functions w,,, E V(l) tending to w,
we find that
I
{ V w l 2 + [(f() f())/(  0)]w ' }dx < 0. (10.24)
Since cp > 0 in S2 and E C(Il), the conclusion follows at once from (10.26).
dJt Ju 2 dx < 2
J {V(u 2 + c(x)iu cp^ 2 }dx, (10.29)
with
c(x) 2
.f (P) (P/2) if x E w
0
if x ^{ W.
Lemma 10.3.4. There exists 6 > 0 so that, c(x) being given as above, we
have the inequality
Proof. We introduce
6 = inf {
J {IVwI 2 + c(x)w 2 }dx, w E H0'(), f^
52 w 2 d x = 1 } .
JJ
(10.31)
l ^z
6
J Ccp dx = J (A(+ c(x)C)cp dx = jo (Acc(+ c(x)Ccp)dx
= f[c(x) k(^G)(x)]C(x)^P(x) dx,
where k(cp) = f(cp)/cp. By the strict convexity of f, it now follows that c(x)
k(cp)(x) >_ 0 in Il and c(x) k(cp)(x) > 0 in w. In addition, we have C > 0
everywhere in Il by (10.32) and the strong maximum principle: in particular,
we find 6 > 0. The result (10.30) follows at once by homogeneity.
Proof of Theorem 10.3.2 continued. We deduce from (10.29) and (10.30) the
simple inequality
d
d (Mu(t) GII) 2611 u(t, ) (10.33)
In fact, (10.27) and the convexity of f also implies that II u(t, .) W11 2 is non
increasing; hence
for some K > 0. Then, since u and z remain bounded in C 1 , from (10.34), we
deduce that
Vt > 0, IIu(t, .) cp^^. < C(uo) exp( yt), (10.35)
Remark 10.3.5. The main result of Theorem 10.3.2 can be viewed as a prop
erty of global exponential stability of the positive stationary solution cp(x) in the
metric space Z \ {0} = {u E Co (); u >_ 0, u # 0). Here, three remarks are in
order.
1. The constant C(uo) in (10.35) does not remain bounded with IIuoIIL In
fact, let A > 0 arbitrary and select t = T such that exp( yT)II pII L > A. By
letting uo > 0 in Co(1), we deduce from (10.5) with t = T the estimate
that
f (0) = 0 and f'(0) > A r , (10.39)
in which f is a locally Lipschitz continuous function: 1[8 4 JR with f (0) = 0
satisfying the growth condition
withr>0arbitraryifN=1or2and0<r<N/(N2)ifN>3.
Proof. It is well known, and this can be deduced from the proof of Theo
rem 8.4.5 and Lemma 8.4.6 with H = 0, that the contraction semigroup T0 (t)
generated in X = Hp (S2) x L 2 (cl) by the equation
uttL\u+.\ut =0 inRx
+ 1l,
{u=0 onR+xOR
satisfies (10.10). The method of proof clearly applies to the slightly more general
equation
utt Au + f'(0)u + Au t = 0 in R+ x S2,
(10.42)
I u=0 onR+x852.
In order to apply Theorem 10.2.2 with T(t) the semigroup generated by (10.42),
I all we need to check is that the function F(u, v) = (0,1(u) f'(0)u) satisfies
(10.11) with a = 0 and v arbitrarily small. But this is immediate, since the
function cp(s) = f (s) f'(0)s is o(Is) near the origin and, by (10.40), we have
I(s) J <_ C(Jst"') for s large. Therefore, for each 6 arbitrarily small, we have
< 6^s +C(6)Is, globally on R. The result then follows immediately from
the Sobolev embedding theorems.
A typical example where the exponential stability of the positive solution occurs
is when
f (u) = cl u^ a u Au
for some constants c, a > 0 and A > ) (1l). When N = 1, 52 = (0, L), and
for .A > (x/2) 2 = .11(51), nontrivial stationary solutions appear as pairs of
opposite functions that have a finite number (n + 2) of zeroes equally spaced
on [0, L] with n < (L/ir)A 1 / 2 1, built from positive solutions of the same
problem on (0, L/(n + 1)). A new pair of solutions appears when the increasing
positive parameter A crosses an eigenvalue (kir/L) 2 = .\k(0, L) of the operator
(u xy ) in Ho (0, L). It has been known for some time (cf., e.g., Chafee and
Infante [1]) that the only stationary solutions that are stable in the sense of
Liapunov are the positive and the negative solution. In higher dimensions the
situation seems much more intricate, but it is still of interest to investigate the
relationship between stability and the absence of zeroes. For instance, in the case
of Neumann boundary conditions, a result of Casten and Holland [1] asserts that
if S2 is starshaped, any nonconstant solution is unstable. Counterexamples of
stable solutions changing sign in f1 are known for both Dirichlet and Neumann
boundary conditions in nonconvex domains. On the other hand, even for fI
convex, there is no general instability result for solutions changing sign in the
case of Dirichlet boundary conditions.
Proof. Indeed, if cp is not identically 0 and vanishes somewhere in (0, L), the
function w := cp' has two zeroes in (0, L) and satisfies
Let
:= inf{J(z), z E Ho (0, L),
in z 2 dx = 1}.
This is impossible since V) is not identically 0 and yet vanishes on (0, a). There
fore 77 < 0. The deduction of instability will now follow in a few lines: assume
that cp is stable in the sense of Liapunov in Co(S2) x Ho(1l) and let u E be the
solution of (10.43) with u,(0) = cp + E0, where V) is a positive solution of
^b E C 2 n Ho ({ 0 , L]), V)x. +f'() = rl0 in (0, L).
Since ij> > 0, the order preserving property implies that u F > V. Now let
W e =u E cc>0.
Because w E > 0 uniformly as E + 0, we have
s^ ro s^
Jn f'(cp)weV)dx
Js^ 6 (E)1weIV)dx
= 77
J w,V)(x)dx fn b(E)jweI0dx
(1771/ 2 ) f w,O(x) dx,
Stability and positivity 167
for all t >_ 0 and e > 0 small enough. This inequality, combined with positivity
of z() and w E together with boundedness of w E , implies that
0
=f ^
,b(z)w(0, x)dx = e
It is interesting to remark that the above instability result does not require
hypotheses on the shape of f. Even the differentiability condition can in fact be
relaxed, since the important point is just boundedness of the potential f'(cp(x)).
In higher dimensions, at present we have no such general results; however, the
previous technique can be extended to some particular cases of special interest.
First, we establish a basic lemma.
Lemma 10.4.2. Let S2 be any bounded open domain of RN, and let w be any
open subdomain which is not dense in Il. Then, for any potential p E L(1l),
we have
Ai (I; A + p(x)I) < A i (w; A + p(x)I).
Proof. Assume, for instance, that p > 1. It is clear that the trace of (p on
R' = (a/p, 2a/p) x (0, b/q) coincides with the odd reflection of cc with respect
to the line x = a/p, and in addition cp^ R is even with respect to the line x =
a/2p. Therefore, w := &,o/ax vanishes on the boundary of the subrectangle
w = (a/2p, 3a/2p) x (0, b/q) and satisfies
Therefore cp is unstable. u
There is another quite interesting result for the case in which S2 is a sphere
in R N : in Comte, Haraux, and Mironescu [1] the following result is obtained.
Notes. Theorem 10.2.2 is also valid when (T(t)) t > o is a general Cosemigroup;
see Haraux [5]. The exponential stability property (10.21) can also be established
in a nonautonomous framework; see Haraux [6].
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