Discrete and Continuous Dynamical Systems Volume 36, Number 3, March 2016
Discrete and Continuous Dynamical Systems Volume 36, Number 3, March 2016
1279
DYNAMICAL SYSTEMS
Volume 36, Number 3, March 2016 pp. 1279–1319
Ciprian G. Gal
Department of Mathematics
Florida International University
Miami FL 33199, USA
Mahamadi Warma
University of Puerto Rico
Rio Piedras Campus
Department of Mathematics
P.O. Box 70377, San Juan PR 00936-8377, USA
1. Introduction. The main concerns in the present paper are to investigate the
existence, the regularity and the long-time behavior of solutions to some non-local
reaction-diffusion equations associated with the fractional Laplace operator with
Dirichlet, fractional Neumann and fractional Robin type boundary conditions on
non-smooth subsets of RN . In order to introduce the fractional Laplacian, let
0 < s < 1, Ω ⊂ RN an arbitrary open set and set
|u(x)|
Z
1
L (Ω) := {u : Ω → R measurable, N +2s
dx < ∞}.
Ω (1 + |x|)
For u ∈ L1 (RN ), x ∈ RN and ε > 0, we write
u(x) − u(y)
Z
(−∆)sε u(x) = CN,s dy
{y∈RN ,|y−x|>ε} |x − y|N +2s
with the normalized constant CN,s given by
N +2s
s22s Γ 2
CN,s = N ,
π 2 Γ(1 − s)
1279
1280 CIPRIAN G. GAL AND MAHAMADI WARMA
where Γ denotes the usual Gamma function. The fractional Laplacian (−∆)s u of
the function u is defined by the formula
u(x) − u(y)
Z
(−∆)s u(x) = CN,s P.V. N +2s
dy = lim(−∆)sε u(x), x ∈ RN , (1.1)
RN |x − y| ε↓0
provided that the limit exists. We notice that if 0 < s < 1/2 and u is smooth
(for example, Lipschitz continuous), then the integral in (1.1) is in fact not singular
near x. We also recall that in the whole space RN , using the Fourier transform,
(−∆)s can be also defined as a pseudo-differential operator with symbol |ξ|2s . If
one wishes to consider the fractional Laplace operator (−∆)s on open subsets Ω of
RN it cannot be used on Ω automatically due to its nonlocal character. In order
to give a proper definition, we follow [28, 29, 30, 48] in the following fashion. Let
Ω ⊂ RN be an arbitrary open set. We restrict the integral kernel of the fractional
Laplacian to the open set Ω. For u ∈ L1 (Ω), x ∈ Ω and ε > 0, we let
u(x) − u(y)
Z
s
AΩ,ε u(x) = CN,s dy,
{y∈Ω,|y−x|>ε} |x − y|N +2s
and we define the operator
u(x) − u(y)
Z
AsΩ u(x) = CN,s P.V. dy = lim AsΩ,ε u(x), x ∈ Ω, (1.2)
Ω |x − y|N +2s ε↓0
provided that the limit exists. As in the case RN , if s ∈ (0, 1/2) and u is smooth
then the integral in (1.2) is not singular near x. We call the operator AsΩ the regional
fractional Laplacian (cf. [28, 29, 30]). The regional fractional p-Laplace operator
with p ∈ (1, ∞) has been also introduced in [49]. Let now u ∈ D(Ω), the space
of infinitely continuously differentiable functions with compact support in Ω. Since
u = 0 on RN \Ω, a simple calculation gives
u(x) − u(y)
Z
AsΩ u(x) := CN,s P.V. dy
Ω |x − y|N +2s
u(x) − u(y)
Z Z
u(x)
= CN,s P.V. N +2s
dy − CN,s dy
RN |x − y| N
R \Ω |x − y|N +2s
= (−∆)s u(x) − VΩ (x)u(x),
where the potential VΩ is given by
Z
VΩ (x) := CN,s |x − y|−N −2s dy, x ∈ Ω. (1.3)
RN \Ω
and
s
∂t u + dAΩ u + f (u) = 0
in Ω × (0, ∞) ,
u=0 on ∂Ω × (0, ∞), (1.6)
u (0) = u0 in Ω,
and
s
∂t u + dAΩ u + f (u) = 0
in Ω × (0, ∞) ,
2−2s
dBN,s N u + γu = 0 on ∂Ω × (0, ∞), (1.7)
u (0) = u0 in Ω.
In (1.5), (1.6) and (1.7), f = f (u) plays the role of nonlinear source, not necessarily
monotone and d > 0 is a diffusion coefficient. In (1.5), the operator (−∆)s denotes
the fractional Laplace operator defined in (1.1) and in (1.6) and (1.7), AsΩ is the
regional fractional Laplacian given by (1.2). Finally in (1.7), N 2−2s u denotes the
fractional normal derivative of the function u in direction of the outer normal vector
(see Section 2 below), BN,s is a normalized constant (see (2.17) below) and γ ∈
L∞ (∂Ω) is a non-negative function.
Our motivation for considering such problems is two-fold. First, the systems
(1.5)-(1.7) and their stationary versions have been used recently to describe the
motion of nonlinear deflects in crystalline materials in the field of dislocation dy-
namics (see, e.g., [26, 36]). In the theory of phase-field and interfacial dynamics,
these equations are usually referred as the fractional Allen-Cahn equation (see, e.g.,
[31, 41]). Moreover, nonlocal reaction-diffusion equations have been also considered
in the monograph [4] but the integral operators there are generally smooth or only
mildly singular (i.e., the kernel is at least integrable over RN ). On the other hand,
s
the linear parabolic equation ∂t u + (−∆) u = 0, s ∈ (0, 1), instead of the usual
parabolic equation ∂t u − ∆u = 0, is a much studied topic of anomalous diffusion in
physics, probability and finance (see, e.g., [1, 33, 40, 42]). We also refer the reader
to an interesting tutorial in [47] which introduces the main concepts behind normal
and anomalous diffusion. Second, our work is further motivated by the need to de-
velop a complete dynamical theory for these problems where not much seems to be
known about basic issues, such as global existence and regularity, uniqueness, blow-
up phenomena and longtime behavior of solutions, as time goes to infinity. This
seems to be due to the fact that the parabolic structure of (1.5)-(1.7) has not been
exploited before, an issue which is intimately connected with an L2 -L∞ smoothing
result in (0, ∞) × Ω of solutions. This is essential to the study of the asymptotic
behavior of these systems, in terms of global attractors and ω-limit sets. We also
emphasize the generality of our results by assuming only minimal conditions on the
regularity of Ω: we shall assume Ω to be simply an open subset of RN in the case
of problems (1.5)-(1.6), while in the third case (1.7) it suffices to assume that ∂Ω
is Lipschitz continuous. Our current contribution is also motivated by our recent
work on parabolic equations with classical diffusion on rough domains and nonlocal
boundary conditions (see [24]).
1282 CIPRIAN G. GAL AND MAHAMADI WARMA
AK w = h ∈ L∞ (Ω) , in Ω,
has the property: w ∈ C 0,ν Ω , for some ν ∈ (0, 1). We also give an example when
such a condition is met. Then, for any of these problems we prove the convergence
of a given trajectory u = u(t; u0 ), u0 ∈ L2 (Ω) , as time goes to infinity, to a single
equilibrium which solves the corresponding stationary version associated with (1.5)-
(1.7). More precisely, assuming also that f is a real analytic function over R, any
weak solution u to problems (1.5)-(1.7) satisfies
− ζ1
ku (t) − u∗ kL∞ (Ω) ∼ (1 + t) as t → ∞,
where ζ ∈ (0, 1) depends on u∗ ∈ L∞ (Ω) ∩ W s,2 (Ω), such that u∗ solves the
corresponding stationary problems.
Finally, we can also mention that the present analysis can be exploited to extend
and establish existence and existence of finite dimensional attractor results for sys-
tems of reaction-diffusion equations for a vector valued function → −
u = (u1 , ..., uk )
(k ≥ 2). For instance, our framework requires only minor modifications: the func-
tion spaces become product spaces, and the principal dissipation operators become
block operators on these product spaces, typically with block diagonal form. The
nonlinearities in these models can be treated in a similar way as in Section 3.
We also remark that one can also allow for time-dependent external forces h (t) ,
h ∈ Cb R; L2 (Ω) , acting on the right-hand side of these systems. In this case,
one can generalize the notion of global attractor and replace it by the notion of
pullback attractor, for example. One can still study the set of all complete bounded
trajectories, that is, trajectories which are bounded for all t ∈ R+ . We leave the
details to the interested reader.
The plan of the paper goes as follows. In Section 2, we introduce the functional
analytic framework associated with (1.5)-(1.7). Then, in Section 3 (and correspond-
ing subsections) we prove well-posedness and regularity results for any of the prob-
lems (1.5)-(1.7). In Section 4 we establish the existence of a compact semiflow in
L2 (Ω) and derive optimal estimates on the global attractor, while in the remaining
Sections 5, 6 we deal with convergence of solutions and with blow-up phenomena,
respectively.
2.1. The functional setup. Let Ω ⊂ RN be an arbitrary open set. For s ∈ (0, 1),
we denote by
|u(x) − u(y)|2
Z Z
W s,2 (Ω) := {u ∈ L2 (Ω) : N +2s
dxdy < ∞}
Ω Ω |x − y|
1284 CIPRIAN G. GAL AND MAHAMADI WARMA
By definition, W0s,2 (Ω) is the smaller closed subspace of W s,2 (Ω) containing D(Ω).
By [16, Remark 6.6], there exists a constant C > 0 such that for every u ∈ W0s,2 (Ω),
kukLq (Ω) ≤ CkukW s,2 (Ω) , ∀ q ∈ [2, 2? ]. (2.3)
In particular, if Ω is bounded, we have that (2.3) holds for every q ∈ [1, 2? ]. In
that case, by [16, Section 7] again, (2.3) also implies that for every q ∈ [1, 2? ), the
s,2 N
embedding W0s,2 (Ω) ,→ Lq (Ω) is compact. Let W f s,2 (Ω) = D(Ω)W (R ) . By [2,
0
Theorem 10.1.1], it can be characterized as follows:
f s,2 (Ω) = {u ∈ W s,2 (RN ) : ũ = 0 on RN \Ω},
W (2.4)
0
where ũ is the quasi-continuous version (with respect to the capacity defined with
the space W s,2 (RN )) of u. Then W f s,2 (Ω) ⊂ W s,2 (Ω) and it is well known that they
0 0
coincide if s 6= 1/2 and they may be different if s = 1/2. Finally, we mention that
in the case where W f s,2 (Ω) = W s,2 (Ω), we have that for u ∈ W s,2 (Ω),
0 0 0
2
|u(x) − u(y)|
Z Z Z
CN,2
k|uk|2 = N +2s
dxdy + VΩ |u|2 dx (2.5)
2 Ω Ω |x − y| Ω
|u(x) − u(y)|2
Z Z
CN,2
= N +2s
dxdy
2 RN RN |x − y|
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1285
defines an equivalent norm on the space W0s,2 (Ω). In fact, by [16, Lemma 6.1], there
exists a constant C = C(Ω, N, s) > 0 such that VΩ (x) ≥ C for every x ∈ Ω. This
implies that for every u ∈ W0s,2 (Ω),
|u(x) − u(y)|2
Z Z Z
CN,2
kuk2W s,2 (Ω) = N +2s
dxdy + |u|2 dx
0 2 RN RN |x − y| Ω
|u(x) − u(y)|2
Z Z Z
CN,2 2
≤C N +2s
dxdy + V Ω |u| dx
2 RN RN |x − y| Ω
= Ck|uk|2 .
Let u ∈ W0s,2 (Ω) and let ũ be the extension of u by 0 on RN \Ω. Then ũ ∈ W s,2 (RN )
and since the extension operator is continuous from W0s,2 (Ω) into W s,2 (RN ) (see e.g.
[16, Section 6]) we have that there exists a constant C > 0 such that kũkW s,2 (RN ) =
k|uk| ≤ CkukW s,2 (Ω) for every u ∈ W0s,2 (Ω). This completes the proof of (2.5).
0
For more information on the fractional order Sobolev spaces we refer to [2, 14,
16, 27, 34, 38, 48] and their references.
Next, let ED be the bilinear symmetric closed form with domain D(ED ) =
W0s,2 (Ω) and defined for u, v ∈ W0s,2 (Ω) by
(u(x) − u(y))(v(x) − v(y))
Z Z
CN,s
ED (u, v) = dxdy.
2 Ω Ω |x − y|N +2s
Let AD be the closed linear selfadjoint operator on L2 (Ω) associated with ED in
the sense that
(
D(AD ) := {u ∈ W0s,2 (Ω), ∃ v ∈ L2 (Ω), ED (u, ϕ) = (v, ϕ)L2 (Ω) ∀ ϕ ∈ W0s,2 (Ω)}
AD u = v.
(2.8)
We call AD a realization of the regional fractional Laplace operator AsΩ on L2 (Ω)
with the Dirichlet boundary condition. We have the following more explicit descrip-
tion of the operator AD .
Proposition 2.2. Let AD be the operator defined in (2.8). Then
D(AD ) = {u ∈ W0s,2 (Ω), AsΩ u ∈ L2 (Ω)} and AD u = AsΩ u. (2.9)
Proof. The proof Rfollows as the proof of Proposition 2.1 by using also the integration
by part formula Ω vAsΩ u dx = ED (u, v) for every u, ϕ ∈ W0s,2 (Ω) with AsΩ u ∈
L2 (Ω).
We need not make any confusion between the operator AE and AD . They are
different and coincide only if RN \Ω has capacity zero with respect to the capacity
defined with the space W s,2 (RN ) (of course, this cannot be the case since Ω is
bounded). On one hand, we have shown that AE u = AD u+VΩ u, for every u ∈ D(Ω).
On the other hand, the potential VΩ is in general very difficult to describe. For
example, if Ω has a Lipschitz continuous boundary then it has been shown in [27,
Formula (1.3.2.12), p. 19] that there exist some constants 0 < C1 ≤ C2 such that
for every x ∈ Ω,
C1 ρ−2s (x) ≤ VΩ (x) ≤ C2 ρ−2s (x),
where ρ(x) := dist(x, ∂Ω), x ∈ Ω. Instead of the fractional Laplace operator (−∆)s ,
whose definition is independent of the open set Ω, the regional fractional Laplace
operator AsΩ depends on Ω and hence on the potential VΩ . But we have the following
convergence result.
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1287
Proposition 2.3. Let Ω ⊂ RN be an arbitrary bounded open set. Then for every
u ∈ D(Ω) and v ∈ W01,2 (Ω), we have that
Z Z Z
lim vAsΩ udx = lim v(−∆)s udx = − v∆udx. (2.10)
s↑1 Ω s↑1 Ω Ω
Proof. First, let u ∈ D(Ω). Then using [7], the fact that lims↑1 (1 − s)Γ(1 − s) = 1
and the classical integration by part formula for the Laplace operator, we get that
s22s−1 Γ N +2s
|u(x) − u(y)|2
Z Z Z
s 2
lim uAΩ udx = lim N (1 − s) N +2s
dxdy (2.11)
s↑1 Ω s↑1 π 2 (1 − s)Γ(1 − s) Ω Ω |x − y|
Z Z
= |∇u|2 dx = − u∆udx.
Ω Ω
Proceeding as in (2.11), we also have that
Z Z Z Z
s 2
lim u(−∆) udx = |∇u| dx = − u∆udx = − u∆udx. (2.12)
s↑1 Ω RN RN Ω
We have show (2.10) for u = v ∈ D(Ω). Replacing u by u + v in (2.11) and (2.12)
for u, v ∈ D(Ω), we get (2.10) for every u, v ∈ D(Ω). Finally we get (2.10) for every
u ∈ D(Ω) and v ∈ W01,2 (Ω) by density and using that W01,2 (Ω) is continuously
embedded into W0s,2 (Ω). The proof is finished.
2.3. The fractional normal derivative. In this subsection, we introduce the
fractional normal derivative mentioned in the introduction. This will be used to
define the fractional Neumann and Robin boundary conditions for the operator AsΩ .
Throughout the remainder of this subsection, Ω ⊂ RN denotes a bounded open set
of class C 1,1 and we will also use the following notations:
ρ(x) = dist(x, ∂Ω) = inf{|y − x| : y ∈ ∂Ω}, ∀ x ∈ Ω,
Ωδ = {x ∈ Ω : 0 < ρ(x) < δ}, δ > 0 is a real number,
~n(z) = the inner normal vector of ∂Ω at the point z ∈ ∂Ω,
ν(z) = −~n(z) the outer normal vector of ∂Ω at the point z ∈ ∂Ω.
The following definition is taken from [28, Definition 2.1] (see also [29, Definition
7.1] for the one-dimensional case).
Definition 2.1. For u ∈ C 1 (Ω), z ∈ ∂Ω and 0 ≤ α < 2, we define the boundary
operator N α by
du(z + ~n(z)t) α
N α u(z) = − lim t , (2.13)
t↓0 dt
whenever the limit exists.
Remark 2. Let 0 ≤ α < 2 and let N α be the boundary operator defined in (2.13).
(a) If α = 0, then N 0 u(z) = −∇u·~n(z) = ∂u(z) 1
∂ν for every u ∈ C (Ω) and z ∈ ∂Ω.
α 1
(b) If 0 < α < 2, then N u(z) = 0 for every u ∈ C (Ω) and z ∈ ∂Ω.
Next, let β > 0. By [28, p.294], there exist a real number δ > 0 (depending only
on Ω) and a function hβ ∈ C 2 (Ω) (depending on Ω and β) such that
(
ρ(x)β−1 , ∀ x ∈ Ωδ , when β ∈ (0, 1) ∪ (1, ∞);
hβ (x) = (2.14)
ln(ρ(x)), ∀ x ∈ Ωδ , when β = 1.
1288 CIPRIAN G. GAL AND MAHAMADI WARMA
We have the following fractional Green type formula for the regional fractional
Laplace operator.
Theorem 2.3. Let 12 < s < 1 and let AsΩ be the nonlocal operator defined in (1.2).
2
Then, for every u := f h2s + g = u0 + g ∈ C2s (Ω) and v ∈ W s,2 (Ω),
(u(x) − u(y))(v(x) − v(y))
Z Z Z
1
v(x)AsΩ u(x)dx = CN,s dxdy
Ω 2 Ω Ω |x − y|N +2s
Z
− BN,s vN 2−2s u dσ
∂Ω
(u(x) − u(y))(v(x) − v(y))
Z Z
1
= CN,s dxdy
2 Ω Ω |x − y|N +2s
u(x) − u(z)
Z
+ BN,s (2s − 1) v(z) lim dσz
∂Ω x→z ρ(x)2s−1
(u(x) − u(y))(v(x) − v(y))
Z Z
1
= CN,s dxdy
2 Ω Ω |x − y|N +2s
Z
u0
+ BN,s (2s − 1) v(z) (z)dσz ,
∂Ω ρ2s−1
u0
where by ρ2s−1 (z) at the point z ∈ ∂Ω, we mean
u0 u0 (x)
2s−1
(z) = lim .
ρ Ω3x→z ρ(x)2s−1
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1289
We mention that the first identity in Theorem 2.3 has been obtained in [28,
2
Theorem 3.3] under the assumption that v also belongs to C2s (Ω). Its validity for
s,2
every v ∈ W (Ω) and the second and third identities have been proved in [48,
Theorem 5.7].
Definition 2.4. For 12 < s ≤ 1 and u ∈ C2s 2
(Ω), we call the function BN,s N 2−2s u
the fractional normal derivative of the function u in direction of the outer normal
vector.
We make some comments about the fractional normal derivative introduced
above.
Remark 3. We mention that another definition of fractional normal derivative,
called non-local normal derivative, has been introduced in [18, 32] (see also [17]) for
functions u defined on RN . More precisely, for 0 < α < 1 and u ∈ L1 (RN ), the
non-local normal derivative is defined by
u(x) − u(y)
Z
Nα u(x) = CN,s N +2α
dy, x ∈ RN \Ω. (2.18)
Ω |x − y|
The definition of Nα u in (2.18) requires that the function is defined on all RN .
This is different from the fractional Normal derivative N α u given in (2.13) where
the function u is defined only on Ω. Starting with a function defined only on Ω,
it seems impossible to deal with Nα u. For example if u ∈ W s,2 (Ω) and letting
ũ ∈ W s,2 (RN ) be an extension to all RN , then the relation (2.18) can make sense
but the definition cannot be independent of the extension, except in the case where
there is only one such possible extension. This shows that the expression Nα u
cannot be used in our context since we consider functions defined a priori only on
Ω. We recall that it has been shown in [17, Proposition 5.1] (see also [18, 32]) that
if Ω ⊂ RN is a bounded domain with Lipschitz continuous boundary ∂Ω, then for
every u, v ∈ C02 (RN ),
Z Z
∂u
lim vNα u dx = v dσ.
α↑1 RN \Ω ∂Ω ∂ν
As we have seen in Remark 2, the fractional normal derivative N α u is continuous
with respect to α, so that for every u ∈ C22 (Ω) = C 1 (Ω) we have that N 1 u = ∂u ∂ν ,
i.e., the classical normal derivative of the function u in direction of the outer normal
vector ν. Next, let BN,s be the constant given in (2.17). First, we notice that using
a change of variable, we get that
Z π/2
1 1 s+ 1 −1
Z
N −1
N −2
2
cos s(θ) sin (θ)dθ = t 2 (1 − t) 2 −1 dt (2.19)
0 2 0
1 2s + 1 N − 1
= B ,
2 2 2
2s+1 N −1
1Γ 2 Γ 2
= ,
Γ N +2s
2 2
where B denotes the usual Beta function. Replacing this expression (2.19) in (2.17),
we get that in fact BN,s = Cs and hence, it is independent of N . Moreover, we
have that lims↑1 Cs = 1. This shows that the integration by parts formula given
in Theorem 2.3 is consistent with the well-known integration by part formula for
the Laplace operator where there is no constant depending on the dimension in the
boundary integral.
1290 CIPRIAN G. GAL AND MAHAMADI WARMA
Proof. Since Ω has a Lipschitz continuous boundary, we have that W 1,2 (Ω) ,→
W s,2 (Ω) (see e.g. [16, Proposition 2.2]). Let u ∈ C 2 (Ω). Since u ∈ C 2 (Ω), then
by Remark 2, we have that N 2−2s u(z) = 0 for every z ∈ ∂Ω. Then, using the
definition, the integration by part formula for the operator AsΩ given in Theorem
2.3, the convergence result of fractional order Sobolev spaces contained in [7], the
fact that lims↑1 (1 − s)Γ(1 − s) = Γ(1) = 1 and the integration by part formula for
the Laplace operator, we have that
|u(x) − u(y)|2
Z Z Z
s 1
lim uAΩ udx = lim CN,s N +2s
dxdy (2.22)
s↑1 Ω 2 s↑1 Ω Ω |x − y|
s22s Γ N +2s
(1 − s) |u(x) − u(y)|2
Z Z
1 2
= lim N dxdy
2 s↑1 π 2 (1 − s)Γ(1 − s) Ω Ω |x − y|N +2s
Z Z Z
∂u
= |∇u|2 dx = − u∆udx + udσ.
Ω Ω ∂Ω ∂ν
Now we obtain (2.21) for every u ∈ C 2 (Ω) and v ∈ W 1,2 (Ω) by density.
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1291
As we have mentioned in Remark 3, since our functions are a priori defined only
on Ω, we have that N 2−2s u = 0 is the right fractional homogeneous Neumann type
boundary conditions for the regional fractional Laplace operator.
We assume that s ∈ (0, 1) is such that W0s,2 (Ω) 6= W s,2 (Ω), that is, 1/2 < s < 1,
otherwise we are in the situation of the Dirichlet boundary condition. It follows
from [48, Theorem 6.4] that the form ER is closed on L2 (Ω).
Let AR be the closed linear selfadjoint operator associated with the form ER in
the sense that
(
D(AR ) := {u ∈ W s,2 (Ω), ∃ v ∈ L2 (Ω), ER (u, ϕ) = (v, ϕ)L2 (Ω) , ∀ ϕ ∈ W s,2 (Ω)}
AR u = v.
(2.24)
We call AR a realization of the regional fractional Laplace operator AsΩ on L2 (Ω)
with the fractional Robin type boundary conditions. The following result has been
proved in [48, Proposition 6.5] by using the integration by parts formula given in
Theorem 2.3.
Proposition 2.6. Let AR be the operator defined in (2.24). Assume also that Ω is
a bounded open set of class C 1,1 . Then
2 2
D(AR ) ∩ C2s (Ω) = {u ∈ C2s (Ω), BN,s N 2−2s u + γu = 0 on ∂Ω}, AR u = AsΩ u,
where BN,s is the constant given in (2.17).
We refer to [28, 29, 48] for more details. We notice that it also follows from
Proposition 2.5 that, as s ↑ 1, the operator AR converges (in some sense) to the
realization ∆R in L2 (Ω) of the Laplace operator with the classical Robin boundary
conditions.
(a) The operator −AK generates a submarkovian semigroup (e−tAK )t≥0 on L2 (Ω)
and hence, can be extended to contraction strongly continuous semigroups on
Lp (Ω) for every p ∈ [1, ∞), and to a contraction semigroup on L∞ (Ω).
(b) The operator AK has a compact resolvent, and hence has a discrete spectrum.
The spectrum of AK is an increasing sequence of real numbers 0 ≤ λ1 < λ2 <
· · · < λn < . . . that converges to +∞. Moreover, 0 is an eigenvalue of AN and
is not an eigenvalue of AK for K ∈ {E, D, R}, and if un is an eigenfunction
associated with λn , then un ∈ D (AK ) ∩ L∞ (Ω).
(c) Denoting the generator of the semigroup on Lp (Ω) by Ap,K , so that AK =
A2,K , then the spectrum of A p,K is independent of p for every p ∈ [1, ∞].
∞
(d) Let θ ∈ (0, 1]. Then D AθK embeds continuously into
L (Ω) provided that
N N 2
θ > 4s . Let p ∈ (2, ∞) and assume that θ > 4s 1 − p . Then also D AθK ⊂
Lp (Ω) continuously.
Proof. Let 0 < s < 1 and let AK , K ∈ {E, D, N , R} be the operators introduced
above. Assume the assumption (H).
(a) The proof of this part is contained in [48, Theorems 6.2 and 6.6]. We notice
that in [48] the operator AK for K ∈ {N , R} has been considered. The proof of the
corresponding result for AK , K ∈ {E, D} follows similarly.
(b) By [48, Theorems 6.2 and 6.6], the operator AK for K ∈ {N , R} has a
compact resolvent. We have shown above that the embedding W0s,2 (Ω) ,→ L2 (Ω)
is compact. Hence, the operator AK for K ∈ {E, D} also has a compact resolvent.
Since AK is a nonnegative self-adjoint operator and has a compact resolvent, then
it has a discrete spectrum which is an increasing sequence of real numbers 0 ≤
λ1 < λ2 < · · · < λn . . . , that converges to +∞. It is easy to see that 0 is an
eigenvalue of AN and is not an eigenvalue of AK for K ∈ {E, D, R}. Next, let
s,2
un ∈ WK (Ω) be an eigenfunction associated with λn . Then, AK un = λn un . Let
α > 0 be a real number. Since α ∈ ρ(−AK ), we have that αI + AK is invertible.
From AK un = λn un we have that
un = (αI + AK )−1 (λn + α)un = (λn + α)(αI + AK )−1 (un ).
By [48, Theorems 6.2 and 6.6], the semigroup (e−tAK )t≥0 , for K ∈ {N , R}, is
ultracontractive in the sense that it maps L2 (Ω) into L∞ (Ω). It also follows from
(2.3) that the semigroup (e−tAK )t≥0 , for K ∈ {E, D}, is ultracontractive. More
precisely, there is a constant C > 0 such that for every f ∈ Lp (Ω) and t > 0,
N
ke−tAK f kL∞ (Ω) ≤ Ct− 2sp kf kLp (Ω) , K ∈ {E, D, R}, (2.25)
and
N
ke−tAN f kL∞ (Ω) ≤ Ct− 2sp et kf kLp (Ω) . (2.26)
Since for every f ∈ L2 (Ω) and α > 0,
Z ∞
−1
(αI + AK ) f= e−αt e−tAK f dt,
0
N
it follows from (2.25) and (2.26) and the fact that un ∈ Lp (Ω) for some p > 2s that
there exists a constant M > 0 such that
kun kL∞ (Ω) ≤ M (λn + α)kun kLp (Ω) .
This completes the proof of part (b).
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1293
(c) Let p ∈ [1, ∞] and let Ap,K be the generator of the semigroup on Lp (Ω).
Since AK = A2,K has a compact resolvent and Ω is bounded, it follows from the
ultracontractivity that each semigroup has a compact resolvent on Lp (Ω) for p ∈
[1, ∞]. Now it follows from [15, Corollary 1.6.2] that the spectrum of Ap,K is
independent of p.
θ
(d) Since I + AK is invertible
we have that the L2 -norm of (I + AK ) defines an
θ 2
equivalent norm on D AK . Besides, for every f ∈ L (Ω),
Z ∞
−θ 1
(αI + AK ) f = tθ−1 e−αt e−tAK f dt, α > 0.
Γ (θ) 0
We shall prove the first claim in the case K ∈ {N } (the argument in the cases
−tAN
K ∈ {E, D, R} is similar).
Using (2.26) for t ∈ (0, 1) and the contractivity of e
θ
for t > 1, for u ∈ D AK , we deduce
Z 1 Z ∞
N
− 4s
kukL∞ (Ω) ≤ C kukD(Aθ ) t +θ−1
dt + C kukD(Aθ ) e−t dt.
K K
0 1
The first integral is finite if and only if θ > N/4s. For the second claim, we begin by
interpolating the inequality (2.26) with the L2 (Ω)-contractivity of e−tAN to obtain
that
≤ Ct− 4s (1− p ) et(1− p ) kf k 2
N 2 2
ke−tAN f k p
L (Ω) (2.27)
L (Ω)
2 θ
for every p ∈ (2, ∞). As above with α >
1−2/p ∈ (0, 1) , the L -norm of (αI + AK )
θ
defines an equivalent norm on D AK so that (2.27) for t ∈ (0, 1) and the contrac-
tivity of e−tAN for t > 1, for u ∈ D AθK , allow us to deduce once again that
Z 1 Z ∞
kukLp (Ω) ≤ C kukD(Aθ ) t
N
− 4s (1− p2 )+θ−1 dt + C kukD(Aθ ) e−αt dt < ∞
K K
0 1
provided that the first integral is finite, i.e., θ > N 1 − 2p−1 / (4s). The proof in
(−∆)s u = f in Ω. (2.28)
Remark 4. We notice that even if (−∆)s and AsΩ are related by the relation
(1.4), due to the effect of the potential VΩ one cannot immediately deduce from
Proposition 2.7 a similar result for the elliptic problem associated with AsΩ . To
have such a result, one needs to give a complete proof.
1294 CIPRIAN G. GAL AND MAHAMADI WARMA
Definition 3.1. Let u0 ∈ L2 (Ω) be given and assume (H2) holds for some p > 1.
The function u is said to be a weak solution of (3.1) if, for a.e. t ∈ (0, T ) , for any
T > 0, the following properties are valid:
• Regularity:
(
s,2
u ∈ L∞ (0, T ); L2 (Ω) ∩ Lp ((0, T ) × Ω) ∩ L2 ((0, T ); WK
(Ω)),
−s,2
0 (3.4)
∂t u ∈ L2 ((0, T ); WK (Ω)) + Lp ((0, T ) × Ω) ,
0
where p = p/ (p − 1) .
• Variational identity: for the weak solutions the following equality
h∂t u (t) , ξi + EK (u (t) , ξ) + hf (u (t)) , ξi = 0 (3.5)
s,2
holds for all ξ ∈ WK (Ω) ∩ Lp (Ω) , a.e. t ∈ (0, T ). Finally, we have, in the
2
space L (Ω) , u (0) = u0 almost everywhere.
• Energy identity: weak solutions satisfy the following identity
Z t
1 2
ku (t)kL2 (Ω) + [EK (u (τ ) , u (τ )) + hf (u (τ )) , u (τ )i] dτ
2 0
1 2
= ku (0)kL2 (Ω) . (3.6)
2
Remark 5. Note that by (3.4), u ∈ Cw [0, T ] ; L2 (Ω) , that is the space of all
L2 (Ω)-valued weakly continuous functions on the interval [0, T ]. Therefore the
initial value u (0) = u0 is meaningful when u0 ∈ L2 (Ω).
Finally, our notion of (global) strong solution is as follows.
Definition 3.2. Let u0 ∈ L∞ (Ω) be given. A weak solution u is “strong” if, in
addition, it fulfills the regularity properties:
1,∞
u ∈ Wloc ((0, T ]; L2 (Ω)) ∩ C ([0, T ] ; L∞ (Ω)) , (3.7)
such that u (t) ∈ D(AK ), a.e. t ∈ (0, T ) , for any T > 0.
This section consists of two main parts. At first we will establish the existence
and uniqueness of a (local) strong solution on a finite time interval using the theory
of monotone operators exploited and developed in [24]. Then exploiting a modified
Moser iteration argument we show that the strong solution is actually a global
solution. In the second part, we will show the existence of (globally-defined) weak
solutions which satisfy the energy identity (3.6) and the variational form (3.5). Then
combining the energy method with another refined iteration scheme we also show
that any weak solution with initial data in L2 (Ω) acquires additional smoothness
in an infinitesimal time.
Proof. By a scaling argument it suffices to prove the inequality for kukL2 (Ω) = 1.
Suppose that there is no ζ > 0 such that the inequality holds for a given ∈ (0, 1).
s,2
Then for any k ∈ N there is uk ∈ WK (Ω) such that
kuk k2L2 (Ω) = 1 > EK (uk , uk ) + −k kuk k2L1 (Ω) .
The foregoing inequality implies that the resulting sequence (uk ) is bounded in
s,2 s,2
WK (Ω). Since the identity operator is a compact map from WK (Ω) into L2 (Ω)
1
and into L (Ω), respectively, we find a subsequence, again denoted by (uk ), that
s,2
converges strongly in L2 (Ω) and in L1 (Ω) to some limit function u ∈ WK (Ω). By
assumption we have kukL2 (Ω) = 1. On the other hand, the inequality shows that
kuk k2L1 (Ω) ≤ k for all k, such that kukL1 (Ω) = 0 and thus u = 0 a.e. in Ω. This is
a contradiction which altogether completes the proof of the lemma.
s,2
We notice that it follows from Lemma 3.3 that for u ∈ WK (Ω),
1/2
(EK (u, u)) + kukL1 (Ω)
s,2
defines an equivalent norm on WK (Ω). In fact, it is clear that there exists a
1/2
constant C > 0 such that (EK (u, u)) + kukL1 (Ω) ≤ kukW s,2 (Ω) . Using Lemma 3.3
K
we get the converse inequality.
The next inequality is essential in comparing various energy forms.
Lemma 3.4. Let E be the energy given by
Z Z
E (u, v) = (u(x) − u(y))(v(x) − v(y))K (x, y) dxdy,
Ω Ω
(p + 1)
for all functions u for which the terms in (3.8) make sense and all p > 1.
Proof. We prove the inequality by elementary analysis. Define the function g :
R × R → R by
4p p−1 p−1
2
p−1 p−1
g (z, t) = (z − t) |z| z − |t| t − 2 |z| 2
z − |t| 2
t
(p + 1)
Using the definition of E, we first notice that (3.8) is equivalent to showing that
g(z, t) ≥ 0 for all (z, t) ∈ R2 . (3.9)
Indeed, assume this were true so that for u : Ω → R there holds
1
p−1 p−1
(u (x) − u (y)) |u (x)| u (x) − |u (y)| u (y)
p
4 p−1 p−1
2
≥ 2 |u (x)| 2
u(x) − |u (y)| 2
u(y) . (3.10)
(p + 1)
Then (3.8) is an immediate consequence of (3.10). We now prove our claim. First,
we observe that
g(z, t) = g(t, z), g(z, 0) ≥ 0, g(0, t) ≥ 0 and g(z, t) = g(−z, −t).
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1297
Z z 2
p−1
= p |τ | 2 dτ
t
Z z 2
p−1 dτ
= p(z − t)2
|τ | 2
z − t
Z tz
dτ
≤ p(z − t)2 |τ |p−1
z −t
Z zt
= p(z − t) |τ |p−1 dτ
t
p−1 p−1
= (z − t) |z| z − |t| t .
We have shown the claim (3.9) and this completes the proof of lemma.
We will now state a well-known result for the non-homogeneous Cauchy problem
0
u (t) + A (u) 3 g (t) , t ∈ [0, T ] ,
(3.11)
u|t=0 = u0 .
Theorem 3.5. ([43, Chapter IV, Theorem 4.3]) Let ϕ : H → (−∞, +∞] be a
proper, convex, and lower-semicontinuous functional on the Hilbert space H and
set A = ∂ϕ, where ∂ϕ denotes the subdifferential of the functional ϕ. Let u be
the generalized solution
√ 0 of (3.11) with g ∈ L2 (0, T ; H) and u0 ∈ D (A). Then
1 2
ϕ (u) ∈ L (0, T ) , tu (t) ∈ L ((0, T ); H) and u (t) ∈ D (A) for a.e. t ∈ [0, T ] .
The second one is a more general version of [43, Chapter IV, Proposition 3.2]
and was proved in [24, Theorem 6.3 and Corollary 6.4].
Theorem 3.6. Let the assumptions of Theorem 3.5 be satisfied. Assume that A =
∂ϕ is strongly accretive in H, that is, A − ωI is accretive for some ω > 0 and, in
addition,
g ∈ L∞ ([δ, ∞); H) ∩ W 1,2 ([δ, ∞); H) ,
for every δ > 0. Let u be the unique generalized solution of (3.11) for u0 ∈ D (A).
It follows that
u ∈ L∞ ([δ, ∞); D (A)) ∩ W 1,∞ ([δ, ∞); H) .
Now we state the first main theorem of this section.
Theorem 3.7. Assume that the nonlinearity f obeys (H1) and assume Ω satisfies
(H4). For every u0 ∈ L∞ (Ω) , there exists a unique strong solution of (3.1) in the
sense of Definition 3.2.
1298 CIPRIAN G. GAL AND MAHAMADI WARMA
Note that XT ∗ ,R∗ , when endowed with the norm of C ([0, T ∗ ] ; L∞ (Ω)) , is a closed
subset of C ([0, T ∗ ] ; L∞ (Ω)) , and since f is continuously differentiable, Σ (u) (t)
is continuous on [0, T ∗ ]. We will show that, by properly choosing T ∗ , R∗ > 0,
Σ : XT ∗ ,R∗ → XT ∗ ,R∗ is a contraction mapping with respect to the metric induced
by the norm of C ([0, T ∗ ] ; L∞ (Ω)) . The appropriate choices for T ∗ , R∗ > 0 will be
specified below. First, we show that u ∈ XT ∗ ,R∗ implies that Σ (u) ∈ XT ∗ ,R∗ , that
1
is, Σ maps XT ∗ ,R∗ to itself. From (3.12) and the fact that f ∈ Cloc (R), we observe
that the mapping Σ satisfies the following estimate
kΣ (u (t))kL∞ (Ω)
Z t
−(t−τ )AK
≤ ku0 kL∞ (Ω) + (f (0) + (f (u (τ )) − f (0)))
∞ dτ
e
0 L (Ω)
∗ ∗
≤ ku0 kL∞ (Ω) + t |f (0)| + Qf 0 (R ) R ,
for some positive continuous function Qf 0 which depends only on the size of the
0
nonlinearity f . Thus, provided that we set R∗ ≥ 2 ku0 kL∞ (Ω) , we can find a
sufficiently small time T ∗ > 0 such that
2T ∗ |f (0)| + Qf 0 (R∗ ) R∗ ≤ R∗ , (3.16)
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1299
in which case Σ (u (t)) ∈ XT ∗ ,R∗ , for any u (t) ∈ XT ∗ ,R∗ . Next, we show that by
possibly choosing T ∗ > 0 smaller, Σ : XT ∗ ,R∗ → XT ∗ ,R∗ is also a contraction.
Indeed, for any u1 , u2 ∈ XT ∗ ,R∗ , exploiting again (3.12), we estimate
kΣ (u1 (t)) − Σ (u2 (t))k∞,Ω
Z t
≤ Qf 0 (R∗ )
−(t−τ )AK
(u1 (τ ) − u2 ) (τ )
dτ
e
0 ∞,Ω
≤ tQf 0 (R∗ ) ku1 − u2 kC([0,T ∗ ];L∞ (Ω)) . (3.17)
∗
This shows that Σ is a contraction on XT ∗ ,R∗ provided that T < 1 is much smaller
than the one determined by (3.16) and T ∗ Qf 0 (R∗ ) < 1. Therefore, owing to the
contraction mapping principle, we conclude that problem (3.13) has a unique local
solution u ∈ XT ∗ ,R∗ . This solution can certainly be (uniquely) extended on a right
maximal time interval [0, Tmax ), with Tmax > 0 depending on ku0 kL∞ (Ω) , such
that, either Tmax = ∞ or Tmax < ∞, in which case limt%Tmax ku (t)kL∞ (Ω) = ∞.
Indeed, if Tmax < ∞ and the latter condition does not hold, we can find a sequence
tn % Tmax such that ku (tn )kL∞ (Ω) ≤ C. This would allow us to extend u as a
solution to Equation (3.13) to an interval [0, tn + δ), for some δ > 0 independent
of n. Hence u can be extended beyond Tmax which contradicts the construction of
Tmax > 0. To conclude that the solution u belongs to the class in Definition 3.2, let
us further set G (t) := −f (u (t)) , for u ∈ C ([0, Tmax ) ; L∞ (Ω)) and notice that u is
the “generalized” solution of
∂t u + AK u = G (t) , t ∈ [0, Tmax ), (3.18)
such that u (0) = u0 ∈ L∞ (Ω) ⊂ L2 (Ω) = D(AK ). By Theorem 3.5, the “gener-
alized” solution u has the additional regularity ∂t u ∈ L2 (δ, Tmax ); L2 (Ω) , which
1
together with the facts that u is continuous on [0, Tmax ) and f ∈ Cloc (R), yield
1,2 2 ∞ 2
G∈W (δ, Tmax ); L (Ω) ∩ L (δ, Tmax ); L (Ω) . (3.19)
Thus, we can apply Theorem 3.6 to deduce that
u ∈ L∞ ([δ, Tmax ); D (AK )) ∩ W 1,∞ [δ, Tmax ); L2 (Ω) ,
(3.20)
such that the solution u is Lipschitz continuous on [δ, Tmax ), for every δ > 0. Thus,
we have obtained a locally-defined strong solution in the sense of Definition 3.2. As
to the variational equality in Definition 3.1, we note that this equality is satisfied
even pointwise (in time t ∈ (0, Tmax )) by the strong solutions. Our final point is
to show that Tmax = ∞, because of condition (H1). This ensures that the strong
solution constructed above is also global.
Step 2. (Energy estimate) Let m ≥ 1 and consider the function Em : (0, ∞) →
[0, ∞) defined by Em (t) := ku(t)km+1Lm+1 (Ω) . First, notice that Em is well-defined on
(0, Tmax ) because u is bounded in Ω × (0, Tmax ) and because Ω has finite measure.
Since u is a strong solution on (0, Tmax ) , see Definition 3.2 (or (3.20)), recall that
u is continuous from [0, Tmax ) → L∞ (Ω) and Lipschitz continuous on [δ, Tmax ) for
every δ > 0. Thus, u (as function of t) is differentiable a.e., whence, the function
Em (t) is also differentiable for a.e. t ∈ (0, Tmax ) .
For strong solutions and t ∈ (0, Tmax ), integration by parts procedure yields the
following standard energy identity:
Z
1 d
E1 (t) + EK (u (t) , u (t)) + f (u (t)) u (t) dx = 0. (3.21)
2 dt Ω
1300 CIPRIAN G. GAL AND MAHAMADI WARMA
where |Ω| denotes the N -dimensional Lebesgue measure of Ω. In view of (3.3) and
Gronwall’s inequality, (3.23) gives the following estimate for t ∈ (0, Tmax ) ,
Z t
2 2
ku (t)kL2 (Ω) + 2 (CK,s − λ∗ ) ku (τ )kW s,2 (Ω) dτ (3.24)
0
2
≤ ku0 kL2 (Ω) e−ρt + C (f, |Ω|) ,
for some constants ρ = ρ (N, Ω) > 0, C (f, |Ω|) > 0. The proof of the energy
inequality in the case K = N is analogous (in this case, fN obeys (3.22)).
Step 3. (The iteration argument). In this step, c > 0 will denote a constant that
is independent of t, Tmax , m, k and initial data, which only depends on the other
structural parameters of the problem. Such a constant may vary even from line to
line. Moreover, we shall denote by Qτ (m) a monotone nondecreasing function in
m of order τ, for some nonnegative constant τ, independent of m. More precisely,
Qτ (m) ∼ cmτ as m → +∞. We begin by showing that Em (t) satisfies a local
recursive relation which can be used to perform an iterative argument. Testing the
m−1
variational equation (3.5) for the strong solution with |u| u, m ≥ 1, gives on
account of (3.22) and Lemma 3.4 the following inequality:
d 4m m−1 m−1
Em (t) + EK (|u (t)| 2 u, |u (t)| 2 u) (3.25)
dt m+1
m
≤Q1 (m + 1) Em (t) + (Em (t)) m+1 ,
Our goal is to derive a recursive inequality for Mk using (3.25). In order to do so,
for q > 1 fixed that we will choose below, we define
mk − mk−1 1 q−1
pk := = < 1, q k := 1 − pk = 2 .
q (1 + mk ) − (1 + mk−1 ) 2q − 1 2q − 1
We aim to estimate the terms on the right-hand side of (3.25) in terms of the
L1+mk−1 (Ω)-norm of u. First, the Hölder inequality and the Sobolev inequality
s,2
(i.e., WK (Ω) ⊂ L2q (Ω), with q = q (N, s) ∈ (1, N/ (N − 2s)], if N > 2s and
q ∈ (1, ∞) if N = 2s, see (2.3) and (2.1)) yield
Z Z pk Z q k
1+mk (1+mk )q 1+mk−1
|u| dx ≤ |u| dx |u| dx (3.27)
Ω Ω Ω
isk Z q k
h mk −1 mk −1
1+mk−1
≤ c EK (|u| 2
u, |u| 2
u) |u| dx ,
Ω
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1301
for some ζ > 0 independent of u, k. We can now combine (3.31) with (3.30) to
deduce Z Z
d 2k 1 2k
|u (t, x)| dx ≤ Qδ 2k Mk−1
2
|u (t, x)| dx + , (3.32)
dt Ω 2 Ω
1302 CIPRIAN G. GAL AND MAHAMADI WARMA
for t ∈ (0, Tmax ) . Integrating (3.32) over (0, t), we infer from Gronwall-Bernoulli’s
inequality [13, Lemma 1.2.4] that there exists yet another constant c > 0, indepen-
dent of k, such that
Z
2k kδ 2
Mk ≤ max |u0 | dx, c2 Mk−1 , for all k ≥ 2. (3.33)
Ω
On the other hand, let us observe that there exists a positive constant C∞ =
C∞ (ku0 kL∞ (Ω) ) ≥ 1, independent of k, such that ku0 kL2k (Ω) ≤ C∞ . Taking the
2k -th root on both sides of (3.33), and defining Xk := supt∈(0,Tmax ) ku (t)kL2k (Ω) ,
we easily arrive at
n 1 o
Xk ≤ max C∞ , c2δk 2k Xk−1 , for all k ≥ 2. (3.34)
By straightforward induction in (3.34) (see [3, Lemma 3.2]; cf. also [13, Lemma
9.3.1]), we finally obtain the estimate
( )
sup ku (t)kL∞ (Ω) ≤ lim Xk ≤ c max C∞ , sup ku (t)kL2 (Ω) . (3.35)
t∈(0,Tmax ) k→+∞ t∈(0,Tmax )
It remains to notice that (3.35) together with the bound (3.24) shows that the norm
ku (t)kL∞ (Ω) is uniformly bounded for all times t > 0 with a bound, independent
of Tmax , depending only on ku0 kL∞ (Ω) , the “size” of the domain and the non-linear
function f. This gives Tmax = +∞ so that strong solutions are in fact global. This
completes the proof of the theorem.
Remark 6. Strong solutions to the system (3.1) exhibit an improved regularity in
time, we have
s,2
u ∈ C ([0, T ] ; L∞ (Ω)) ∩ C((δ, T ]; WK (Ω)), (3.36)
for any T > δ > 0. This follows from the fact that the nonlinear function f is con-
tinuously differentiable. Note that the second regularity in (3.36) is a consequence
of the first one, the time regularity in (3.7) (see Definition 3.2) and the variational
identity (3.5).
The following result is immediate.
Corollary 3.1. Suppose that the assumptions of Theorem 3.7 are satisfied and
let K ∈ {D, N , R, E}. The reaction-diffusion system (3.1) defines a (nonlinear)
continuous semigroup
TK (t) : L∞ (Ω) → L∞ (Ω) ,
given by
TK (t) u0 = u (t) , (3.37)
where u is the (unique) strong solution in the sense of Definition 3.2.
In the final part of this section, we aim to prove the existence of weak solutions
in the sense of Definition 3.1.
Theorem 3.8. Assume that the nonlinearity f obeys (H2), (H3) and Ω satisfies
(H4). Then, for any initial data u0 ∈ L2 (Ω) , there exists a unique (globally-
defined) weak solution
u ∈ C [0, T ] ; L2 (Ω)
Proof. We divide the proof into three steps. For practical purposes, C will denote
a positive constant that is independent of time, T , > 0 and initial data, but which
only depends on the other structural parameters. Such a constant may vary even
from line to line.
Step 1. (Approximation scheme). First, we consider a sequence u0 ∈ L∞ (Ω)∩
s,2
WK (Ω) such that u0 → u0 = u (0) in L2 (Ω) . Next, for each K ∈ {D, N , R, E}
let u (t) be a strong solution, in the sense of Definition 3.2, of the system
∂t u + AK u + f (u ) = 0, in Ω × (0, ∞) ,
(3.38)
u (0) = u0 , in Ω.
Note that such a smooth solution exists since every function that satisfies (H2)
also obeys (3.22). Testing the weak formulation associated with problem (3.38), cf.
(3.5), with ξ = u (t) we find
Z
1 d 2
ku (t)kL2 (Ω) + EK (u (t) , u (t)) + f (u (t)) u (t) dx = 0,
2 dt Ω
for all t ∈ (0, T ). Invoking assumption (H2), we infer
d 2 bf ku (t)kp p
ku (t)kL2 (Ω) + 2EK (u (t) , u (t)) + 2C L (Ω) ≤ C |Ω| . (3.39)
dt
Integrate the foregoing inequality over (0, T ) we deduce
Z t
2 bf ku (τ )kp p
ku (t)kL2 (Ω) + 2EK (u (τ ) , u (τ )) + 2C L (Ω) dτ
0
2
≤ ku (0)kL2 (Ω) e−ρt + C (3.40)
for all t ∈ (0, T ) , for some ρ > 0 independent of > 0. As usual, on account of
(3.40), we deduce the following uniform (in > 0) bounds
u ∈ L∞ (0, T ); L2 (Ω) ∩ Lp ((0, T ); Lp (Ω)) ,
(3.41)
s,2
u ∈ L2 ((0, T ); WK (Ω)),
for any T > 0. Hence, by (3.41) we also get
0 0
−s,2
AK u ∈ L2 ((0, T ); WK (Ω)), f (u ) ∈ Lp ((0, T ); Lp (Ω)), (3.42)
uniformly in > 0. Here, recall that AK is the nonnegative self-adjoint operator
associated with the bilinear form EK . Comparison in (3.5) then gives
0 0
−s,2
∂t u ∈ L2 ((0, T ); WK (Ω)) + Lp ((0, T ); Lp (Ω)) (3.43)
uniformly in > 0.
Step 2. (Passage to limit). From the above properties (3.41)-(3.43), we see that
as → 0+ ,
u → u weakly star in L∞ (0, T ); L2 (Ω) ,
for some constant Cρ = C (ρ) > 0, independent of t and initial data. Moreover,
u (t) ∈ D (AK ) for a.e. t > ρ. The constant Cρ in (3.50) is uniformly bounded in ρ
if ρ ≥ 1.
Proof. Step 1. (The bound in L∞ (Ω)). In this case, as in the proof of Theorem
3.8, we can use strong solutions in order to provide sufficient regularity to justify
all the calculations performed in the proof below. At the very end one can pass to
the limit and obtain the estimate even for the weak solutions.
0 0
Let now τ > τ > 0 and fix µ := τ − τ . We claim that there exists a positive
constant C = C (µ) ∼ µ−η (for some η > 0), independent of t and the initial data,
such that
sup ku (t)kL∞ (Ω) ≤ C sup ku (σ)kL2 (Ω) . (3.51)
t≥τ 0 σ≥τ
The argument leading to (3.51) follows exactly as in [21, Theorem 2.3] (cf. also
[22, 24]). It is based on the following recursive inequality for Emk (t), which is a
consequence of (3.32) and (3.27)-(3.30):
2
k l
sup Emk (t) ≤ C 2 sup Emk−1 (σ) , for all k ≥ 1, (3.52)
t≥tk−1 σ≥tk
0
where the sequence {tk }k∈N is defined recursively tk = tk−1 − µ/2k , k ≥ 1, t0 = τ .
Here we recall that C = C (µ) > 0, l > 0 are independent of k and that C (µ) is
uniformly bounded in µ if µ ≥ 1 (see [21, Theorem 2.3]). We can iterate in (3.52)
with respect to k ≥ 1 and obtain that
l l 2 2k k
l
sup Emk (t) ≤ C 2k C 2k−1 · ... · C (2) (sup ku (σ)kL2 (Ω) )2
t≥tk−1 σ≥τ
k Pk k Pk
≤ C (2 ) 2(l2 ) (sup ku (σ)k
1 i
2k
L2 (Ω) ) . (3.53)
i=1 2i i=1 2i
σ≥τ
with Cρ ∼ ρ−η , for some η > 0, for each ρ > 0. This yields the first part in (3.50).
s,2
Step 2. (The bound in WK (Ω)). The argument relies on using the test function
ξ = ∂t u (t) into the variational equation (3.5). However, in order to further justify
this choice in (3.5) we actually need to require more regularity of the strong solution,
in particular we need to have
1,q s,2
u ∈ Wloc ((0, ∞); WK (Ω)), for some q > 1. (3.55)
Due to the non-smooth nature of the domain Ω and its boundary ∂Ω, one gener-
ally lacks any further information on both weak and strong solutions than the one
provided by Definitions 3.1 and 3.2. In order to overcome this difficulty, we need
to further truncate the strong solutions resulting in approximate solutions which
1306 CIPRIAN G. GAL AND MAHAMADI WARMA
will now have the desired regularity (3.55). The latter is provided by a proper basis
associated with the nonnegative self-adjoint operator AK on L2 (Ω). Indeed, as a
basis for L2 (Ω) we can choose the complete system of eigenfunctions ξiK i∈N for
AK in L2 (Ω) with
ξiK ∈ D (AK ) ∩ L∞ (Ω) ,
which is a key regularity provided by the statement of Theorem 2.5. According
to the general spectral theory, the eigenvalues λi can be increasingly ordered and
counted according to their multiplicities in order to form a real divergent sequence.
Moreover, the respective eigenvectors ξiK turn out to form an orthogonal basis
s,2
in WK (Ω) and L2 (Ω) , respectively. The eigenvectors ξiK may be assumed to
s,2
be normalized in L2 (Ω). Let Pn : WK (Ω) → span {ξ1 , ξ2 , ..., ξn } be the usual
orthogonal projector and consider a Galerkin truncation of u in the form
Xn
u,n (t) = ψi (t) ξiK , ψi ∈ C 1 (0, T ) , (3.56)
i=1
solving the problem ∂t u,n = −Pn (AK uε,n + f (u,n )) such that u,n (0) = Pn u (0).
We recall that the latter problem is uniquely solvable by the Cauchy-Lipschitz
theorem since f ∈ C 1 , and that the solution u,n has the desired regularity (3.55).
Thus, they key choice of the test function ξ = ∂t un, into the variational formulation
(3.5) is now allowed for these truncated solutions u,n . We infer
d 1 2
EK (u,n (t) , u,n (t)) + (F (u,n (t)) , 1)L2 (Ω) + k∂t u,n (t)kL2 (Ω) = 0, (3.57)
dt 2
Rσ
for all t ≥ 0. As usual, F denotes the primitive of f , i.e., F (σ) = 0 f (y) dy.
Multiply the foregoing equation by t ≥ ρ > 0 and integrate over (0, t) to get
Z t
1 2
t EK (u,n (t) , u,n (t)) + (F (u,n (t)) , 1)L2 (Ω) + τ k∂t u,n (τ )kL2 (Ω) dτ
2 0
Z t
1
= EK (u,n (t) , u,n (t)) + (F (u,n (τ )) , 1)L2 (Ω) dτ,
0 2
for all t ≥ ρ. Recalling that, due to (H2)-(H3), F is bounded from below, indepen-
p
dently of n, and |F (σ)| ≤ C (1 + |σ| ), we infer from (3.40) (which is also satisfied
by u,n ) and (3.54),
Z t
2 1
EK (u,n (t) , u,n (t)) + k∂t u,n (τ )kL2 (Ω) dτ ≤ c 1 + , (3.58)
0 t
for some constant c > 0 independent of t, n, . On the basis of standard lower-
semicontinuity arguments, we can now pass to the limit, first with respect to n → ∞
and then as → 0+ , to obtain the desired inequality (3.50), owing once more to
estimates (3.40)-(3.54) and uniqueness (cf. Theorem 3.8). The proof is finished.
4. Finite dimensional attractors. The first main result of this section is the
following. As before, we fix K ∈ {D, N , R, E} .
Theorem 4.1. Let the assumptions of Theorems 3.8 be satisfied for some f ∈
C 2 (R). There exists a compact attractor AK b L2 (Ω) for the parabolic system
(3.1) which attracts the bounded sets of L2 (Ω). Moreover, AK is the maximal
bounded attractor in D (AK ) ∩ L∞ (Ω) and has finite fractal dimension, that is,
dimF AK , L2 (Ω) < ∞.
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1307
Proof. Step 1. (Global attractor). By the proof of Theorem 3.8, (3.40), there
is a ball BK in L2 (Ω) which is absorbing in L2 (Ω) , meaning that for any bounded
set U ⊂ L2 (Ω) there exists t0 = t0 (kU kL2 (Ω) ) > 0 such that SK (t)U ⊂ BK for all
t ≥ t0 . Moreover, by Theorem 3.9, (3.50) and (3.54), we infer the existence of a
new time t1 ≥ 1 such that
sup ku (t)kW s,2 (Ω) + ku (t)kL∞ (Ω) ≤ C, (4.1)
K
t≥t1
for some positive constant C independent of time and the initial data. We also
observe that the Galerkin truncated solutions u,n satisfy (in the weak sense of
Definition 3.1) the following ”time-differentiated” version of the original problem
0
∂t u,n + AK u,n + f (u,n ) u,n = 0 in Ω × (0, ∞) ,
where we have set u,n = ∂t u,n . In particular, testing the aforementioned equation
with 2tu,n we deduce upon integrating over (0, t) that
Z t
2 2
t ku,n (t)kL2 (Ω) + 2 τ ku,n (τ )kW s,2 (Ω) dτ
K
0
Z t
0 2
= − f (u,n (τ )) u,n (τ ) , u,n (τ ) + ku,n (τ )kL2 (Ω) dτ
0
Z t
2
≤ (Cf + 1) ku,n (τ )kL2 (Ω) dτ,
0
where in the last line we have used assumption (H3). Exploiting (3.58) we obtain
in the limit as (, n) → (0, ∞) that
2
sup k∂t u (t)kL2 (Ω) ≤ C.
t≥t1
The usual comparison argument in equation (3.38) together with the uniform bound
(4.1) yields u ∈ L∞ ((t1 , ∞); D (AK )) uniformly with respect to time. Thus, for any
bounded set U ⊂ L2 (Ω) , we have that ∪t≥t1 SK (t)U is relatively compact in L2 (Ω),
when endowed with the metric topology of L2 (Ω). Finally, applying [46, Theorem
I.1.1] we have that the set
AK = ∩τ ≥0 ∪t≥τ SK (t)BK
is a compact attractor for SK , and the rest of the result is immediate.
Step 2. (Uniform differentiability on AK ). We show that the bound obtained
in (4.1) is sufficient to show the uniform differentiability of SK on the attractor AK
0
with Υ (t; u0 ) ξ := SK (t) ξ as a solution of
0
∂t U + AK U + f (u (t)) U = 0, U (0) = ξ. (4.2)
To this end, consider two solutions u1 , u2 of problem (3.1) with initial conditions
ui (0) ∈ AK , i = 1, 2 and let U be the solution of (4.2) with ξ = u1 (0) − u2 (0).
Then the function ω (t) = u1 (t) − u2 (t) − U (t) satisfies the equation
0
∂t ω + AK ω + f (u) ω + g = 0, ω (0) = 0, (4.3)
0
with g := f (u1 ) − f (u2 ) − f (u) (u1 − u2 ). Next, by Taylor’s theorem and the fact
that ui ∈ L∞ (Ω) (as both u1 , u2 lie on the attractor AK ⊂ L∞ (Ω)), we infer that
2
|g (x)| ≤ C |u1 (x) − u2 (x)| , for some C > 0. Let r be the conjugate exponent
1308 CIPRIAN G. GAL AND MAHAMADI WARMA
s,2 ∗
to 2∗ from the Sobolev embedding inequality (2.1) such that WK (Ω) ⊂ L2 (Ω).
Therefore, if we write g (t) = g (u (x, t)) it follows that
Z
r 2r−2+δ 2−δ
kg (t)kLr (Ω) ≤ C |u1 (t) − u2 (t)| |u1 (t) − u2 (t)| dx
Ω
2−δ
≤ C ku1 (t) − u2 (t)kL2 (Ω) ,
owing to Hölder’s inequality and the L∞ (Ω) bound on u1 , u2 . Choosing now δ =
2 − r (1 + ε) , for some ε ∈ (0, (2 − r) /r), we easily deduce from (3.48) that
1+ε
kg (t)kLr (Ω) ≤ CeC(1+ε)t ku1 (0) − u2 (0)kL2 (Ω) .
Testing now equation (4.3) by ω (t) in L2 (Ω) yields
d 2
kωkL2 (Ω) + 2EK (ω, ω)
dt
2 2(1+ε)
≤ 2Cf kωkL2 + CeC(1+ε)t ku1 (0) − u2 (0)kL2 (Ω)
which upon integrating over (0, t) gives
2 2(1+ε)
kω (t)kL2 ≤ C (t) ku1 (0) − u2 (0)kL2 (Ω) ,
for some function C (t) > 0. Thus, the flow SK (t) is indeed differentiable on AK
0
and the derivative SK (t) is given by the solution of the linearized equation (4.2).
Finally, we also observe that for ξ ∈ L2 (Ω) the set Υ (t; u0 ) ξ is relatively bounded
s,2
in WK (Ω) ∩ L∞ (Ω), whence the mapping Υ (t; u0 ) is also compact in L2 (Ω) for
each t > 0. The desired finite dimensionality of the global attractor AK follows
from standard results in the theory of infinite dimensional dynamical systems (see,
e.g., [12, 46]). The proof of the theorem is now complete.
The following lemma states other basic properties of the dynamical system associ-
ated with problem (3.1). In particular, it shows that SK (t) , L2 (Ω) is a “gradient”
system, namely, we have the following.
Lemma 4.2. Let the assumptions of Theorem 3.9 be satisfied. Then the functional
s,2
L K : WK (Ω) ∩ L∞ (Ω) → R, given by
1
LK (u(t)) := EK (u (t) , u (t)) + (F (u (t)) , 1)L2 (Ω) ,
2
has along the strong solutions of (3.1), the derivative
d 2
LK (u (t)) = − k∂t u (t)kL2 (Ω) , a.e. t > 0.
dt
In other words, the functional LK is decreasing, and becomes stationary exactly on
equilibria u∗ , which are solutions of the system:
AK u + f (u) = 0 in Ω. (4.4)
Proof. The proof is a consequence of the calculation (3.57) and the fact that strong
solutions are smooth enough, see Definition 3.2 and Remark 6.
The foregoing Lemma 4.2 can now be used to study the asymptotic behavior of
the solutions of (3.1) by means of the LaSalle’s invariance principle. To this end,
to any (weak) trajectory of (3.1) we associate the respective ω-limit set ωL2 :
ωL2 := y ∈ L2 (Ω) : ∃tn → ∞, zn ∈ L2 (Ω) such that
SK (tn ) zn → y in L2 -topology .
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1309
The following lemma states some basic properties of the ω-limit sets associated
with the dynamical system SK (t) , L2 (Ω) .
Lemma 4.3. (i) Any ω-limit set ωL2 is nonempty, compact and connected.
(ii) The trajectory approaches its own limit set in the norm of L2 (Ω), i.e.,
lim distL2 (Ω) (SK (t) u0 , ωL2 ) = 0.
t→∞
(iii) Any ω-limit set is invariant: new trajectories which start at some point in ωL2
remain in ωL2 for all times t > 0.
Proof. The proof is immediate owing to the continuity properties of the strong
s,2
solution and the compactness of the embedding WK (Ω) ⊂ L2 (Ω) .
The second main result is concerned with the parabolic problem
∂t u + dAE u + f (u) = 0, in Ω × (0, ∞) ,
(4.5)
u (0) = u0 , in Ω,
in the case K = E (recall that u = 0 in RN \Ω, N ≥ 1), with d > 0 playing the role
of a diffusion coefficient. Recall that 0 < s < 1.
Theorem 4.4. Let the assumptions of Theorem 3.8 be satisfied. The fractal di-
mension of AE admits the estimate
N/2s
2
c∗ Cf
dimF AE , L (Ω) ≤ N/2s |Ω| , (4.6)
CE d
as either Cf → ∞ or d → 0+ , where c∗ depends on the shape of Ω and N only.
s 2s/N
Here we have set CE = (4π) Γ (1 + N/2) and Cf > 0 is such that (H3) is
satisfied.
Proof. In order to deduce (4.6), it is sufficient (see, e.g., [12, Chapter III, Definition
0
4.1]) to estimate the j-trace of the operator L (t, U (t)) := −AE U − f (u (t)) U, for
u ∈ AE . We have
m
X
Trace (L (t, U (t)) Qm ) = (L (t, U (t)) ϕj , ϕj )L2 (Ω)
j=1
m D E m
X 0 X
=− f (u (t)) ϕj , ϕj − d λj (ϕj , ϕj )L2 (Ω) ,
2
j=1 j=1
− 2s 2s s 2s/N
From (4.7), since λj ≥ CE |Ω| N
j N with CE = (4π) Γ (1 + N/2) we obtain
m
− 2s 2s
X
Trace (L (t, U ) Qm ) ≤ −dCE |Ω| N
j N + Cf m
j=1
− 2s 2s
≤ −dc0 CE |Ω| N
m N +1 + Cf m,
for some c0 > 0 which only depends on the shape of Ω and N . Let us define the
function on the right-hand side as ρ (m). The function ρ is concave and the non-zero
root of the equation ρ (m) = 0 is
N/2s
Cf
m∗ = |Ω| .
dc0 CE
Thus, we can apply [12, Corollary 4.2 and Remark 4.1] to deduce that
dimF AE , L2 (Ω) ≤ max {m∗ , 1} ,
it is easy to see that LK ∈ C 1 L2 (Ω) , R but LK ∈ / C 2 L2 (Ω) , R no matter how
smooth F is due to the nature of the nonlocal term EK (cf. also [19, 23, 39], where
the same issue occurs for other nonlocal problems).
Consequently, we shall employ a generalized version of the Lojasiewicz-Simon
theorem which is well-suited for our nonlocal problem (3.1). As usual, we fix K ∈
−N −2s
{D, E, N , R} and set J (r) := |r| . Recall that the Lojasiewicz-Simon result
applies in principle to functionals which can be written as a maximal monotone
operator plus a linear compact perturbation. The version that applies to our cases
K ∈ {D, E, N , R} is formulated in the subsequent lemma requiring the following
condition:
(H-er): Let w be a bounded solution of the elliptic boundary value problem
AK w = h in Ω, for some h ∈ L∞ (Ω). Then, w ∈ C 0,ν Ω for some ν ∈ (0, 1).
Lemma 5.1. Let F ∈ C 2 be a real analytic function satisfying (H1), (H3) and
let Ω obey condition (H4). Assume condition (H-er). Then, there exist constants
θ ∈ (0, 12 ], C > 0, ε > 0 such that the following inequality holds:
1−θ
|LK (u) − LK (u∗ )| ≤ C||AK u + f (u) ||L2 (Ω) (5.1)
s,2
for all u ∈ WK (Ω) ∩ L∞ (Ω) provided that ku − u∗ kL2 (Ω) ≤ ε.
Proof of Lemma 5.1. We will apply the abstract result of Theorem 5.2 to the energy
functional LK with
V = W = L∞ (Ω) , H = L2 (Ω) .
According to its definition we can split LK into the sum of a convex (entropy)
functional Φ : L2 (Ω) → R ∪ {∞}, with a suitable effective domain, and a non-
local interaction functional Ψ : dom(Ψ) → R. To this end, we define the lower-
semicontinuous and strongly convex functional
Z
µ
F (u) + u2 dx, if u ∈ L∞ (Ω)
Φ (u) := Ω 2
+∞, otherwise,
where µ > Cf (with Cf > 0 as in assumption (H3)), with closed effective domain
dom(Φ) = L∞ (Ω), and the quadratic functional Ψ : L2 (Ω) → R, given by
s,2
Ψ (u) := ((AK − µ/2) u, u)L2 (Ω) , for all u ∈ WK (Ω) = dom (Ψ) .
We have that Φ is Fréchet differentiable on any open subset U of L∞ (Ω) with Fréchet
derivative DΦ : U → L∞ (Ω) having the form
Z
hDΦ (u) , ξi = (F 0 (u) + µu) · ξdx,
Ω
for all u ∈ U and ξ ∈ L∞ (Ω). The analyticity of DΦ as a mapping on L∞ (Ω) is
standard and can be proved exactly as in, e.g., [20, Remark 3]. Moreover, due to
assumption (H3), there holds
2
(DΦ (u1 ) − DΦ (u2 ) , u1 − u2 )L2 (Ω) ≥ ς ku1 − u2 kL2 (Ω) ,
for some ς ∈ (0, µ − Cf ) (which exists since µ > Cf ), for all u1 , u2 ∈ U, and
kDΦ (u1 ) − DΦ (u2 )kL2 (Ω) ≤ C ku1 − u2 kL2 (Ω) ,
for some positive constant C. Moreover, computing the second Fréchet derivative
D2 Φ of Φ, Z
(F 00 (u) + µ) ξ1 · ξ2 dx
2
D Φ (u) ξ1 , ξ2 =
Ω
yields that D2 Φ ∈ L (L∞ (Ω) , L∞ (Ω)) is an isomorphism for every ϕ ∈ U. Next,
defining the linear operator TJ : L2 (Ω) → L2 (Ω), we have
Ψ (u) = hTJ u, ui + (π, u)L2 (Ω) = (AK u, u)L2 (Ω) + (π, u)L2 (Ω) ,
with π := − (µ/2) u ∈ L∞ (Ω) (indeed, every weak solution of the nonlinear ellip-
tic problem AK u + f (u) = 0, belongs to L∞ (Ω) ∩ D (AK ), owing to assumption
(H1)). By the regularity results provided in the previous section the operator
s,2
TJ ∈ L(L2 (Ω) , WK (Ω)) and hence it is compact from L2 (Ω) to
itself. Moreover,
by assumption (H-er), we have that TJ ∈ L(L∞ (Ω) , C 0,ν Ω ) is also compact
from L∞ (Ω) to C(Ω). Hence, the hypotheses of Theorem 5.2 are satisfied and the
sum
LK = Φ + Ψ : L2 (Ω) → R ∪ {∞}
is a well defined, bounded from below functional with nonempty, closed, and convex
effective domain dom(LK ) . Noting that∗ the Fréchet derivative DLK (u) = AK u +
0
F (u) (here DLK : L2 (Ω) → L2 (Ω) , with L2 (Ω) being identified with its dual
by means of the Riesz isometry), inequality (5.1) follows from Theorem 5.2. The
proof is finished.
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1313
Clearly, M is nonempty since u∗ ∈ ωL2 (u). We can now use (5.6), the fact that
∂t u (t) ∈ L2 (0, ∞) (cf. Lemma 4.2), and exploit [19, Lemma 6.1] with α = 2 (1 − θ)
to deduce that k∂t u (·)kL2 (Ω) ∈ L1 (M) and
Z
k∂t u (τ )kL2 (Ω) dτ ≤ C (u∗ ) < ∞. (5.7)
M
We now claim that we can find a sufficiently large time τ > 0 such that (τ, ∞) ⊂
M. To this end, recalling (5.4) and the above bounds, we also have that ∂t u ∈
L2 ((0, ∞); L2 (Ω)) and, furthermore, for any δ > 0 there exists a time t∗ = t∗ (δ) > 0
such that
k∂t ukL1 (M∩(t∗ ,∞);L2 (Ω)) ≤ δ, k∂t ukL2 ((t∗ ,∞);L2 (Ω)) ≤ δ. (5.8)
Next, observe that by Theorem 3.9 (see also (4.1)), there is a time t1 > 0 such that
sup ku (t)kW s,2 (Ω)+L∞ (Ω) ≤ C. (5.9)
K
t≥t1
Now, let (t0 , t2 ) ⊂ M, for some t2 > t0 ≥ t∗ (δ) , |t0 − t2 | ≥ 1 such that (5.9) holds
(w.l.o.g., we shall assume that t∗ ≥ t1 ). Using (5.8) and (5.9), we obtain
Z t2
2
ku (t0 ) − u (t2 )kL2 (Ω) =2 h∂t u (τ ) , u (τ )i dτ
t0
Zt2
≤2 k∂t u (τ )kL2 (Ω) ku (τ )kL2 (Ω) dτ
t0
≤C k∂t ukL1 ((t0 ,t2 );L2 (Ω)) kukL∞ ((t∗ ,∞);L∞ (Ω)) ≤ Cδ. (5.10)
Therefore we can choose a time t∗ (δ) = τ < t0 < t2 , such that
ε
ku (t0 ) − u (t2 )kL2 (Ω) < (5.11)
3
provided that (5.5) holds for all t ∈ (t0 , t2 ). Since u∗ ∈ ωL2 (u), a large (refined) τ
can be chosen such that
ku (τ ) − u∗ kL2 (Ω) < ε/3; (5.12)
hence, (5.11) yields (τ, ∞) ⊂ M. Indeed, taking
n o
t = inf t > τ : ku (t) − u∗ kL2 (Ω) ≥ ε ,
we have t > τ and
u t − u∗
L2 (Ω) ≥ ε if t is finite. On the other hand, in view
of (5.11) and (5.12), we have
2
ku (t) − u∗ kL2 (Ω) ≤ ku (t) − u (τ )kL2 (Ω) + ku (τ ) − u∗ kL2 (Ω) <
ε,
3
for all t > t ≥ τ , and this leads to a contradiction. Therefore, t = ∞ and by
(5.8) the integrability of ∂t ϕ in L1 ((τ, ∞); L2 (Ω)) follows. Hence, ωL2 (u) = {u∗ }
and (5.2) holds. The convergence rate (5.3) is an immediate consequence of the
definition of LK and (5.7). We leave the details to the interested reader. The proof
is finished.
Remark 10. Exploiting the L2 (Ω) → (L∞ (Ω) ∩ D (AK )) smoothing property of
the weak and stationary solutions together with a similar argument from Theorem
3.9, and the convergence rate (5.3) it is possible to show the convergence rate:
1
−κ
ku (t) − u∗ kL∞ (Ω) ∼ (1 + t) , as t → ∞,
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1315
for some positive constant κ = κ (θ, u∗ ) ∈ (0, 1) . Indeed, we can also prove (3.51)
for the difference u − u∗ owing to the boundedness of u, u∗ ∈ L∞ (Ω) .
6. Some blow-up results. Our goal in this section is to show that assumption
(H1) is in fact quite optimal for global well-posedness of strong solutions of the
problem (3.1). We recall that this condition implies in particular that if f is a
source with a bad sign at infinity then it can only be of at most linear growth at
infinity. Indeed, we will show below by the concavity method of Levine–Payne [37]
that as soon as f has superlinear growth and a bad sign at infinity as |σ| → ∞,
p−1
as provided by the example f (σ) = − |σ| σ, σ ∈ R, with p > 1, then blowup in
finite time of some strong solutions occurs.
1
Theorem 6.1. Let Ω satisfy condition (H4) and suppose that f ∈ Cloc (R) obeys
1
F (σ) − f (σ) σ ≥ 0, for all σ ∈ R (6.1)
2
s,2
and u0 ∈ L∞ (Ω) ∩ WK (Ω) is an initial datum such that
Z
1
EK (u0 , u0 ) + F (u0 ) dx < 0, K ∈ {D, N , R, E}, (6.2)
2 Ω
then the strong solution of (3.1) must blow up in finite time.
Proof. For any strong solution of problem (3.1), which exists locally on some interval
t ∈ (0, Tmax ) by the proof of Theorem 3.7 (Step1), we have
Z
1 d 2
ku (t)kL2 (Ω) + EK (u (t) , u (t)) = − f (u (t)) u (t) dx (6.3)
2 dt Ω
and Z
0 2
QK (t) = (∂t u (t)) dx,
Ω
where we have set
Z
1
QK (t) := − EK (u (t) , u (t)) − F (u (t)) dx.
2 Ω
In particular, one has
Z t
2
QK (t) = QK (0) + k∂t u(τ )kL2 (Ω) dτ. (6.4)
0
Defining as usual the function
Z tZ
VK (t) := u2 (τ )dxdτ + A,
0 Ω
for some constant A > 0 to be determined later on, we see that
Z
0 2 00
VK (t) = ku (t)kL2 (Ω) , VK (t) = −2 EK (u (t) , u (t)) + f (u (t)) u (t) dx ,
Ω
(6.5)
owing to (6.3). Furthermore, by assumption (6.1) and (6.4), it holds
Z t
00 2
VK (t) ≥ 4QK (t) = 4 QK (0) + k∂t u(τ )kL2 (Ω) dτ . (6.6)
0
Clearly, since
Z tZ Z
0
VK (t) = 2 u(τ )∂t u(τ )dxdτ + u20 dx
0 Ω Ω
1316 CIPRIAN G. GAL AND MAHAMADI WARMA
provided that ε and α are small enough such that (1 + α) (1 + ε) ≤ 1 and A > 0 is
large enough (since QK (0) > 0, by assumption). The foregoing inequality implies
as usual that
0 0
VK (t) VK (0)
1+α > 1+α for t > 0,
VK (t) VK (0)
which yields that the quantity VK (t) cannot remain finite for all time t > 0. The
proof is finished.
p−1
Remark 11. Let f (σ) = − |σ| σ with p > 1 and note that it satisfies (6.1)
but it fails to verify condition (H1). Therefore, for any initial condition u0 which
satisfies (6.2), blow-up must occur.
Remark 12. The same blow-up result also holds for some initial datum for which
EK (u0 , u0 ) > 0, see [25].
We conclude this section with another blow-up result by exploiting the well-
known eigenvalue method of Kaplan [35]. Let K ∈ {E, D} .
where λ1 > 0 is the first eigenvalue of the self-adjoint operator AE and such that
Z ∞
1
dσ < ∞ and f (σ) − κVΩ (x) σ ≤ h (σ) < 0 for all σ > σ0 , a.e. in Ω,
σ0 |h (σ)|
Proof. Let φ be the positive solution (cf. [45, Proposition 9]) of the eigenvalue
problem
AE φ = λ1 φ in Ω, φ = 0 in RN \Ω,
R
with Ω φ (x) dx = 1, and where λ1 > 0 is the first eigenvalue of AE . Next recall that
−2s/N
R potential VΩ (x) ≥ C |Ω|
the a.e. in Ω, see [48, Lemma 5.10]. Let yK (t) :=
Ω
u (x, t) φ (x) dx. Then we get, using (3.1) and Jensen’s inequality for the function
FRACTIONAL REACTION-DIFFUSION EQUATIONS 1317
−h that
Z Z
0
yK (t) = ∂t uφdx = (−AK u − f (u)) φdx
Ω Ω
Z Z
=− u (AK φ + κVΩ φ) dx − (f (u) − κVΩ u) φdx
Ω
Z ZΩ
≥ −λ1 u (x, t) φ (x) dx − h u (x, t) φ (x) dx
Ω Ω
= −λ1 yK (t) − h (yK (t)) ,
for as long as it exists, owing to the fact that
(u(x) − u(y))(φ(x) − φ(y))
Z Z
CN,s
(AK u + κVΩ u, φ)L2 = dxdy
2 R N R N |x − y|N +2s
= (u, AE φ)L2 .
If u (t) remains finite for all time then yK (t) is well-defined for all time t > 0.
0
However, from the ODE theory of equation yK = −h (yK ), yK will blow up in finite
time provided that yK (0) is sufficiently large. Therefore, the solution of (3.1) must
blow up in finite time under the given assumptions.
Remark 13. In particular, any function f obeying
f (σ)
lim sup p < 0,
σ→∞ σ (ln (σ))
for some p > 1, satisfies the above conditions.
Remark 14. By symmetry we can get the analogue of Theorem 6.2 in the case
when solutions of (3.1) blow up in finite time toward −∞ provided that h is a
decreasing, convex function such that
0
lim sup h (σ) < −λ1
σ→−∞
and
Z σ0
1
dσ < ∞ and f (σ) − κVΩ (x) σ ≥ h (σ) > 0 for all σ < σ0 , a.e. in Ω,
−∞ |h (σ)|
for some σ0 ≤ 0. We only need to apply the foregoing theorem on the equation
satisfied by −u.
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