ISNM

International Series of Numerical Mathematics

Volume 153

Managing Editors:
Karl-Heinz Hoffmann, Bonn
D. Mittelmann, Tempe

Associate Editors:
R.E. Bank, La Jolla
H. Kawarada, Chiba
R.J. LeVeque, Seattle
C. Verdi, Milano

Honorary Editor:
J. Todd, Pasadena
Nonlinear Partial
Differential Equations
with Applications

Tomáš Roubíček

Birkhäuser Verlag
Basel . Boston . Berlin
Author:

Tomáš Roubíček
School of Mathematics
Charles University
Faculty of Mathematics and Physics
Sokolovská 83
186 75 Praha 8 - Karlin
Czech Republic

2000 Mathematics Subject Classification: Primary 35Jxx, 35Kxx, 35Qxx, 47Hxx, 47Jxx, 49Jxx; Secondary 65Mxx,
65Nxx, 74Bxx, 74Fxx, 76Dxx, 76Rxx, 80Axx

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Bibliographic information published by Die Deutsche Bibliothek
Die Deutsche Bibliothek lists this publication in the Deutsche Nationalbibliografie; detailed bibliographic data is available
in the Internet at <http://dnb.ddb.de>.

ISBN 3-7643-7293-1 Birkhäuser Verlag, Basel – Boston – Berlin

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987654321 www.birkhauser.ch
To the memory of professor Jindřich Nečas
Contents

Preface xi
Notational conventions xv

1 Preliminary general material 1

1.1 Functional analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Normed spaces, Banach spaces, locally convex spaces . . . . 1
1.1.2 Functions and mappings on Banach spaces, dual spaces . . 3
1.1.3 Convex sets . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.1.4 Compactness . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.1.5 Fixed-point theorems . . . . . . . . . . . . . . . . . . . . . 8
1.2 Function spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.2.1 Continuous and smooth functions . . . . . . . . . . . . . . . 9
1.2.2 Lebesgue integrable functions . . . . . . . . . . . . . . . . . 10
1.2.3 Sobolev spaces . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.3 Nemytskiı̆ mappings . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.4 Green formula and some inequalities . . . . . . . . . . . . . . . . . 20
1.5 Bochner spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
1.6 Some ordinary differential equations . . . . . . . . . . . . . . . . . 25

I STEADY-STATE PROBLEMS 27
2 Pseudomonotone or weakly continuous mappings 29
2.1 Abstract theory, basic definitions, Galerkin method . . . . . . . . . 29
2.2 Some facts about pseudomonotone mappings . . . . . . . . . . . . 33
2.3 Equations with monotone mappings . . . . . . . . . . . . . . . . . 35
2.4 Quasilinear elliptic equations . . . . . . . . . . . . . . . . . . . . . 40
2.4.1 Boundary-value problems for 2nd-order equations . . . . . . 41
2.4.2 Weak formulation . . . . . . . . . . . . . . . . . . . . . . . 42
2.4.3 Pseudomonotonicity, coercivity, existence of solutions . . . 46
2.4.4 Higher-order equations . . . . . . . . . . . . . . . . . . . . . 53
2.5 Weakly continuous mappings, semilinear equations . . . . . . . . . 56
viii Contents

2.6 Examples and exercises . . . . . . . . . . . . . . . . . . . . . . . . 58

2.6.1 General tools . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.6.2 Semilinear heat equation of type −div(A(x, u)∇u) = g . . . 62


2.6.3 Quasilinear equations of type −div |∇u|p−2 ∇u +c(u, ∇u)=g 69
2.7 Excursion to regularity for semilinear equations . . . . . . . . . . . 79
2.8 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . 86

3 Accretive mappings 89
3.1 Abstract theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
3.2 Applications to boundary-value problems . . . . . . . . . . . . . . 93
3.2.1 Duality mappings in Lebesgue and Sobolev spaces . . . . . 93
3.2.2 Accretivity of monotone quasilinear mappings . . . . . . . . 95
3.2.3 Accretivity of heat equation . . . . . . . . . . . . . . . . . . 99
3.2.4 Accretivity of some other boundary-value problems . . . . . 102
3.2.5 Excursion to equations with measures in right-hand sides . 103
3.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
3.4 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . 107

4 Potential problems: smooth case 109

4.1 Abstract theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
4.2 Application to boundary-value problems . . . . . . . . . . . . . . . 114
4.3 Examples and exercises . . . . . . . . . . . . . . . . . . . . . . . . 120
4.4 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . 124

5 Nonsmooth problems; variational inequalities 125

5.1 Abstract inclusions with a potential . . . . . . . . . . . . . . . . . 125
5.2 Application to elliptic variational inequalities . . . . . . . . . . . . 129
5.3 Some abstract nonpotential inclusions . . . . . . . . . . . . . . . . 135
5.4 Excursion to quasivariational inequalities . . . . . . . . . . . . . . 144
5.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.6 Some applications to free-boundary problems . . . . . . . . . . . . 152
5.6.1 Porous media flow: a potential variational inequality . . . . 152
5.6.2 Continuous casting: a nonpotential variational inequality . 156
5.7 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . 159

6 Systems of equations: particular examples 161

6.1 Minimization-type variational method: polyconvex functionals . . . 161
6.2 Buoyancy-driven viscous flow . . . . . . . . . . . . . . . . . . . . . 168
6.3 Reaction-diffusion system . . . . . . . . . . . . . . . . . . . . . . . 172
6.4 Thermistor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
6.5 Semiconductors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
Contents ix

II EVOLUTION PROBLEMS 185

7 Special auxiliary tools 187
7.1 Sobolev-Bochner space W 1,p,q (I; V1 , V2 ) . . . . . . . . . . . . . . . 187


7.2 Gelfand triple, embedding W 1,p,p (I;V ,V ∗ ) ⊂ C(I;H) . . . . . . . . 190
7.3 Aubin-Lions lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . 193

8 Evolution by pseudomonotone or weakly continuous mappings 199

8.1 Abstract initial-value problems . . . . . . . . . . . . . . . . . . . . 199
8.2 Rothe method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 201
8.3 Further estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
8.4 Galerkin method . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
8.5 Uniqueness and continuous dependence on data . . . . . . . . . . . 228
8.6 Application to quasilinear parabolic equations . . . . . . . . . . . . 232
8.7 Application to semilinear parabolic equations . . . . . . . . . . . . 239
8.8 Examples and exercises . . . . . . . . . . . . . . . . . . . . . . . . 242
8.8.1 General tools . . . . . . . . . . . . . . . . . . . . . . . . . . 242
∂
8.8.2 Parabolic equation of type ∂t u−div(|∇u|p−2 ∇u)+c(u)=g . 244
∂
8.8.3 Semilinear heat equation c(u) ∂t u − div(κ(u)∇u) = g . . . . 252
∂
8.8.4 Navier-Stokes equation ∂t u+(u·∇)u−∆u+∇π=g, div u=0 . 255
8.8.5 Some more exercises . . . . . . . . . . . . . . . . . . . . . . 257
8.9 Global monotonicity approach, periodic problems . . . . . . . . . . 262
8.10 Problems with a convex potential: direct method . . . . . . . . . . 267
8.11 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . 272

9 Evolution governed by accretive mappings 275

9.1 Strong solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
9.2 Integral solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
9.3 Excursion to nonlinear semigroups . . . . . . . . . . . . . . . . . . 286
9.4 Applications to initial-boundary-value problems . . . . . . . . . . . 291
9.5 Applications to some systems . . . . . . . . . . . . . . . . . . . . . 295
9.6 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . 302

10 Evolution governed by certain set-valued mappings 305

10.1 Abstract problems: strong solutions . . . . . . . . . . . . . . . . . . 305
10.2 Abstract problems: weak solutions . . . . . . . . . . . . . . . . . . 309
10.3 Examples of unilateral parabolic problems . . . . . . . . . . . . . . 313
10.4 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . 318

11 Doubly-nonlinear problems 321

d
11.1 Inclusions of the type ∂Ψ( dt u) + ∂Φ(u)  f . . . . . . . . . . . . . 321
11.1.1 Potential Ψ valued in R ∪ {+∞}. . . . . . . . . . . . . . . . 321
11.1.2 Potential Φ valued in R ∪ {+∞} . . . . . . . . . . . . . . . 327
11.1.3 Uniqueness and continuous dependence on data . . . . . . . 332
x Contents

d
11.2 Inclusions of the type dt E(u) + ∂Φ(u)  f . . . . . . . . . . . . . . 334
11.2.1 The case E := ∂Ψ. . . . . . . . . . . . . . . . . . . . . . . . 335
11.2.2 The case E nonpotential . . . . . . . . . . . . . . . . . . . . 339
11.2.3 Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
11.3 2nd-order equations . . . . . . . . . . . . . . . . . . . . . . . . . . 342
11.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 351
11.5 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . 355

12 Systems of equations: particular examples 357

12.1 Thermo-visco-elasticity . . . . . . . . . . . . . . . . . . . . . . . . . 357
12.2 Buoyancy-driven viscous flow . . . . . . . . . . . . . . . . . . . . . 361
12.3 Predator-prey system . . . . . . . . . . . . . . . . . . . . . . . . . 365
12.4 Semiconductors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 368
12.5 Phase-field model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 372
12.6 Navier-Stokes-Nernst-Planck-Poisson-type system . . . . . . . . . . 376

References 383

Index 399
Preface

The theoretical foundations of differential equations have been significantly devel-

oped, especially during the 20th century. This growth can be attributed to fast and
successful development of supporting mathematical disciplines (such as functional
analysis, measure theory, and function spaces) as well as to an ever-growing call
for applications especially in engineering, science, and medicine, and ever better
possibility to solve more and more complicated problems on computers due to
constantly growing hardware efficiency as well as development of more efficient
numerical algorithms.
A great number of applications involve distributed-parameter systems (which
can be, in particular, described by partial differential equations1 ) often involving
various nonlinearities. This book focuses on the theory of such equations with the
aim of bringing it as fast as possible to a stage applicable to real-world tasks. This
competition between rigor and applicability naturally needs many compromises to
keep the scope reasonable. As a result (or, conversely, the reason for it) the book is
primarily meant for graduate or PhD students in programs such as mathematical
modelling or applied mathematics. Although some preliminary knowledge of mod-
ern methods in linear partial differential equations is useful, the book is basically
self-contained if the reader consults Chapter 1 where auxiliary material is briefly
presented without proofs.
The prototype tasks addressed in this book are boundary-value problems for
semilinear2 equations of the type


−∆u + c(u) = g, or more general − div κ(u)∇u + c(u) = g, (0.1)

or, still more general, for quasilinear3 equations of the type


−div a(u, ∇u) + c(u, ∇u) = g, (0.2)
1 The adjective “partial” refers to occurrence of partial derivatives.
2 In this book the adjective “semilinear” will refer to equations where the highest derivatives
stand linearly and the induced mappings on function spaces are weakly continuous.
3 The adjective “quasilinear” refers to equations where the highest derivatives occur lin-


early but multiplied by functions containing lower-order derivatives, which means here the form
− n i,j=1 aij (x, u, ∇u)∂ u/∂xi ∂xj + c(x, u, ∇u) = g. After applying the chain rule, one can see
2

that (0.2) is only a special case, namely an equation in the so-called divergence form.
xii Preface

and various generalizations of those equations, in particular variational inequali-

ties. Furthermore, systems of such equations are treated with emphasis on various
real-world applications in (thermo)mechanics of solids and fluids, in electrical de-
vices, engineering, chemistry, biology, etc. These applications are contained in
Part I.
Part II addresses evolution variants of previously treated boundary-value
problems like, in case of (0.2),4

∂u

− div a(u, ∇u) + c(u, ∇u) = g, (0.3)
∂t
completed naturally by boundary conditions and initial or periodic conditions.
Let us emphasize that our restriction on the quasilinear equations (or in-
equalities) in the divergence form is not severe from the viewpoint of applica-
tions. However, in addition to fully nonlinear equations of the type a(∆u) = g or
∂
∂t u+a(∆u) = g, topics like problems on unbounded domains, homogenization, de-
tailed qualitative aspects (asymptotic behaviour, attractors, blow-up, multiplicity
of solutions, bifurcations, etc.) and, except for a few remarks, hyperbolic equations
are omitted.
In particular cases, we aim primarily at formulation of a suitable definition
of a solution and methods to prove existence, uniqueness, stability or regularity of
the solution.5 Hence, the book balances the presentation of general methods and
concrete problems. This dichotomy results in two levels of discourse interacting
with each other throughout the book:
• abstract approach – can be explained systematically and lucidly, has its own
interest and beauty, but has only an auxiliary (and not always optimal)
character from the viewpoint of partial differential equations themselves,
• targeted concrete partial differential equations – usually requires many tech-
nicalities, finely fitted with particular situations and often not lucid.
The addressed methods of general purpose can be sorted as follows:
◦ indirect in a broader sense: construction of auxiliary approximate problems
easier to solve (e.g. Rothe method, Galerkin method, penalization, regular-
ization), then a-priori estimates and a limit passage;
◦ direct in a broader sense: reformulation of the differential equation or inequal-
ity into a problem solvable directly by usage of abstract theoretical results,
e.g. potential problems, minimization by compactness arguments;
4 In ∂ ∂
fact, a nonlinear term of the type c(u) ∂t u can easily be considered in (0.3) instead of ∂t u;
see p. 253 for a transformation to (0.3) or Sect. 11.2 for a direct treatment. Besides, nonlinearity
∂
like C( ∂t u) will be considered, too; cf. Sect. 11.1.1 or 11.1.2.
5 To complete the usual mathematical-modelling procedure, this scheme should be preceded

by a formulation of the model, and followed by numerical approximations, numerical analysis,

with computer implementation and graphic visualization. Such, much broader ambitions are not
addressed in this book, however.
Preface xiii

◦ iterational: fixed points, e.g. Banach or Schauder’s theorems;

We make the general observation that simple problems usually allow several ap-
proaches while more difficult problems require sophisticated combination of many
methods, and some problems remain even unsolved.
The material in this book is organized in such a way that some material can
be skipped without losing consistency. At this point, Table 1 can give a hint:

steady-state evolution

basic minimal scenario Chapters 2,4 Chapter 7,

Sect. 8.1–8.8
variational inequalities Chapter 5 Chapter 10
accretive setting Chapter 3 Chapter 9

systems of equations Chapters 6 Chapter 12,

Sect. 9.5

some special topics — Sect. 8.9–8.10,

Chapter 11
auxiliary summary
of general tools Chapter 1

Table 1. General organization of this book.

Except for the basic minimal scenario, the rest can be combined (or omitted)
quite arbitrarily, assuming that the evolution topics will be accompanied by the
corresponding steady-state part. Most chapters are equipped with exercises whose
solution is mostly sketched in footnotes. Suggestions for further reading as well as
some historical comments are in biographical notes at the ends of the chapters.
The book reflects both my experience with graduate classes I taught in the
program “Mathematical modelling” at Charles University in Prague during 1996–
20056 and my own research7 and computational activity in this area during the
past (nearly three) decades, as well as my electrical-engineering background and
research contacts with physicists and material scientists. My thanks and deep

6 In the usual European 2-term organization of an academic year, a natural schedule was Part I

(steady-state problems) for one term and Part II (evolution problems) for the other term. Yet,
only a selection of about 60% of the material was possible to expose (and partly accompanied
by exercises) during a 3-hour load per week for graduate- or PhD-level students. Occasionally, I
also organized one-term special “accretive-method” course based on Chapters 3 and 9 only.
7 It concerns in particular a research under the grants 201/03/0934 (GA ČR), IAA 1075402

(GA AV ČR), and MSM 21620839 (MŠMT ČR) whose support is acknowledged.
xiv Preface

gratitude are to a lot of my colleagues, collaborators, or tutors, in particular

◦
M. Arndt, M. Beneš, M. Bulıček, M. Feistauer, J. Francu, J. Haslinger, K.-H. Hoff-
mann, J. Jarušek, J. Kačur, M. Kružı́k, J. Málek, J. Malý, A. Mielke, J. Nečas,
M. Pokorný, D. Pražák, A. Świerczewska, and J. Zeman for numerous discussions
or/and reading the manuscript.

Praha, 2005 T.R.

Notational conventions
A a mapping (=a nonlinear operator), usually V → V ∗ or dom(A) → X,
a.a., a.e. a.a.=almost all, a.e.=almost each, referring to Lebesgue measure,
C(Ω̄) the space of continuous functions on Ω̄, equipped with the norm
uC(Ω̄) = maxx∈Ω̄ |u(x)|, sometimes also denoted by C 0 (Ω̄),
C 0,1 (Ω) the space of the Lipschitz continuous functions on Ω,
C(Ω̄; Rn ) the space of the continuous Rn -valued functions on Ω̄,
C k (Ω̄) the space of functions whose all derivatives up to k-th order are con-
tinuous on Ω̄,
cl(·) the closure,
D(Ω) the space of infinitely smooth functions with a compact support in Ω,
see p. 10,
DΦ(u, v) the directional derivative of Φ at u in the direction v,
diam(S) the diameter of a set S ⊂ Rn ; i.e. diam(S) := supx,y∈S |x − y|,
∂
div the divergence of a vector field; i.e. div(v) = ∂x 1
v1 + · · · + ∂x∂ n vn for
v = (v1 , . . . , vn ),
dom(A) the definition domain of the mapping A; in case of a set-valued mapping
A : V1 ⇒ V2 we put dom(A) := {v∈V1 ; A(v) = ∅},
dom(Φ) the domain of Φ : V → R ∪ {+∞}; dom(Φ) := {v∈V ; Φ(v) < +∞},
epi(Φ) the epigraph of Φ; i.e. {(v, a) ∈ V ×R; a ≥ Φ(v)},
I the time interval [0, T ],
I the identity mapping,
I the unit matrix,
int(·) the interior,
J the duality mapping,
L(V1 , V2 ) the Banach space of linear continuous mappings A : V1 → V2 normed
by AL(V1 ,V2 ) = supvV1 ≤1 AvV2 ,
Lp (Ω) the Lebesgue space of p-integrable functions on Ω, equipped with the

 1/p
norm uLp(Ω) = Ω |u(x)|p dx ,
p n n
L (Ω; R ) the Lebesgue space of R -valued p-integrable functions on Ω,
M(Ω̄) the space of regular Borel measures, M(Ω̄) ∼
= C(Ω̄)∗ , cf. p.10,
measn (·) n-dimensional Lebesgue measure of a set,
n the spatial dimension,
N the set of all natural numbers,
Na the Nemytskiı̆ mapping induced by an integrand a,
xvi Notational conventions

NK (·) the normal cone, c.f. 6,

|f (ε)|
O(·) the “great O” symbol: f (ε) = O(εα ) for ε0 means lim sup <∞,
ε0 εα
o(·) the “small O” symbol: f (ε) = o(εα ) for ε0 means limε0 f (ε)/εα = 0,
p the exponent related to the polynomial growth/coercivity of the
highest-order term in a differential operator,
p
p = p−1 the conjugate exponent to p ∈ [1, +∞], cf. (1.20) on p.12,
∗
p∗ the exponent in the embedding W 1,p (Ω) ⊂ Lp (Ω), see (1.34)on p.16,
∗∗
p∗∗ the exponent in the embedding W 2,p (Ω) ⊂ Lp (Ω), i.e. p∗∗ = (p∗ )∗ ,
the exponent in the trace operator u → u|Γ : W 1,p (Ω) → Lp (Γ), see
#
p#
 
(1.37); e.g. p# or p∗# mean (p# ) or ((p∗ )# ) , respectively,
p
the exponent in the continuous embedding Lp (I; W 1,p (Ω)) ∩


L∞ (I; L2 (Ω)) ⊂ Lp (Q), see (8.116) on p.233,
Q a space-and-time cylinder, Q = I × Ω,
−
R, R , R the set of all (resp. positive, or negative) reals,
+

n 2 1/2
Rn the Euclidean space with the norm |s| = |(s1 , . . . , sn )| = i=1 si ,
sign the single-valued “signum”, i.e. the mapping R → [−1, 1], sign(0) = 0,
sign(R+ ) = 1, sign(R− ) = −1, cf. Figure 10a on p.125,
Sign the set-valued “signum”, i.e. the mapping R ⇒ [−1, 1], Sign(0) =
[−1, 1], Sign(R+ ) = {1}, Sign(R− ) = {−1}, cf. Figure 10b on p.125,
span(·) the linear hull of the specified set,
supp(u) the support of a function u, i.e. the closure of {x ∈ Ω; u(x) = 0},
T a fixed time horizon, T > 0,
V a separable reflexive Banach space (if not said otherwise),  · V (or
briefly  · ) its norm,
V∗ a topological dual space with  · V ∗ (or briefly  · ∗ ) its norm,
W k,p (Ω) the Sobolev space of functions whose distributional derivatives up to
k th order belongs to Lp (Ω), cf. (1.30) on p.15.
W01,p (Ω) the Sobolev space of functions from W 1,p (Ω) whose traces on Γ vanish,
−1,p

W (Ω) the dual space to W01,p (Ω),
k,p
Wloc (Ω) the set of functions v on Ω whose restrictions v|O , with any open O
such that Ō ⊂ Ω, belong to W k,p (O),
W 1,p,q the Sobolev space of abstract functions having the time-derivative,
see (7.1) on p. 187,
W 1,p,M the Sobolev space of abstract functions whose derivatives are measures,
see (7.40) on p. 196,
W 2,∞,p,q the Sobolev space of abstract functions having the second time-
derivative, see (7.4) on p. 188,
Notational conventions xvii

1,p
W0,div the set of divergence-free functions v ∈ W01,p (Ω; Rn ), see (6.29) on p. 168,
Γ the boundary of a domain Ω,
δK the indicator function of a set K; i.e. δK (·) = 0 on K and δK (·) = +∞
on the complement of K,
δx the Dirac distribution (measure) supported at a point x,
∂2 ∂2
∆ the Laplace operator: ∆u = div(∇u) = ∂x21
u + ···+ ∂x2n u,
p−2
∆p the p-Laplace operator: ∆p u = div(|∇u| ∇u) with p > 1,
ν the unit outward normal to Γ at x ∈ Γ, ν = ν(x),
Σ the side surface of the cylinder Q, i.e. I ×Γ, or a σ-algebra of sets,
χS the characteristic function of a set S; i.e. χS (·) = 1 on S and χS (·) = 0
on the complement of S,
Ω a bounded, connected, Lipschitz domain, Ω ⊂ Rn ,
Ω̄ the closure of Ω,
⊂ a subset, or a continuous embedding,
 a compact embedding,

. . . dx integration according to the n-dimensional Lebesgue measure,
Ω
Γ
. . . dS integration according to the (n−1)-dimensional surface measure on Γ,
∂Φ the subdifferential of the convex functional Φ : V → R,
(·)−1 the inverse mapping,
(·)∗ the dual space, see p.3, or the adjoint operator, see p.5, or the Legendre-
Fenchel conjugate functional, see p.267,
(·)+ , (·)− the positive and the negative parts, respectively, i.e. u+ = max(u, 0)
and u− = min(u, 0),
(·) the Gâteaux derivative, cf. p.5, or a partial derivative, or the conjugate
exponent, see p.12,
(·)|S the restriction of a mapping or a function on a set S,
(·) the transposition of a matrix,
→ a convergence (in a locally convex space) or a mapping between sets,
 convergence on R from the right; similarly  means from the left,
⇒ a set-valued mapping (e.g. A : X ⇒ Y abbreviates A : X → 2Y = the
set of all subsets of Y ),
→ a mapping of elements into other ones, e.g. A : u → f where f = A(u),
∂
∇ the spatial gradient: ∇u = ( ∂x 1
u, . . . , ∂x∂ n u),
· a position ofan unspecified variable, or the scalar product of vectors;
i.e. u · v := mi=1 u i vi for u, v ∈ R m
,
 
: the scalar product of matrices; i.e. A : B := ni=1 m j=1 Aij Bij ,
:= the definition of a left-hand side by a right-hand-side expression,
⊗ the tensorial product of vectors: [u ⊗ v]ij = ui vj ,
xviii Notational conventions

·, · the bilinear pairing of spaces in duality, cf. p.3,

·, ·s the semi-inner product in a Banach space, cf. (3.7) on p.91,
(·, ·) the inner (i.e. scalar) product in a Hilbert space, cf. (1.4) on p.2,
· a norm on a Banach space, see p.1,
|·| a seminorm on a Banach space, or an Euclidean norm in Rn .
Chapter 1

Preliminary general material

For the reader’s convenience, this chapter summarizes some concepts, definitions
and results which are mostly relevant to the undergraduate curriculum and are
thus assumed as basically known, or have specific roots in rather distant areas
and have rather auxiliary character with respect to the purpose of this book,
which is to push pure theory towards possible applications as fast as possible. As
such, all assertions in Chapter 1 are made without proofs and the scope has been
minimized to only material actually needed in the book. If a reader decides to skip
this Chapter, (s)he can easily come back through references in the Index or in the
text itself, if in need.

1.1 Functional analysis

The universal framework used in (even nonlinear) differential equations is based
on linear functional analysis, and also on convex analysis.

1.1.1 Normed spaces, Banach spaces, locally convex spaces

Considering a (real) linear space V ,1 a non-negative, degree-1 homogeneous, sub-
additive functional  · V : V → R is called a norm if it vanishes only at 0; often,
we will write briefly  ·  instead of  · V if V is clear from the context.2 A linear
space equipped with a norm is called a normed linear space. If the last property
(i.e. uV = 0 ⇒ u = 0) is missing, we call such a functional a seminorm; i.e. a
1 This means V is endowed by a binary operation (v , v ) → v + v : V × V → V which
1 2 1 2
makes it a commutative group, i.e. v1 + v2 = v2 + v1 , v1 + (v2 + v3 ) = (v1 + v2 ) + v3 , ∃ 0 ∈ V :
v + 0 = v, and ∀v1 ∈ V ∃v2 : v1 + v2 = 0, and furthermore it is equipped with a multiplication
by scalars (a, x) → ax : R × V → V satisfying (a1 + a2 )v = a1 v + a2 v, a(v1 + v2 ) = av1 + av2 ,
(a1 a2 )v = a1 (a2 v), and 1v = v.
2 The mentioned properties mean respectively: v ≥ 0, av = |a| v, u+v ≤ u + v

for any u, v ∈ V and a ∈ R, and v = 0 ⇒ v = 0.

2 Chapter 1. Preliminary general material

functional | · |ξ : V → R is a seminorm if it satisfies

∀u, v ∈ V ∀a ∈ R : 0 ≤ |u+v|ξ ≤ |u|ξ + |v|ξ and |au|ξ = |a| |u|ξ . (1.1)

Having V equipped with a collection {| · |ξ }ξ∈Ξ of seminorms | · |ξ with an arbitrary

index set Ξ, we call V a locally convex space. A sequence {uk }k∈N in V is then
called a Cauchy sequence if

∀ξ ∈ Ξ ∀ε > 0 ∃k0 ∈ N ∀k1 , k2 ≥ k0 : |uk1 − uk2 |ξ ≤ ε. (1.2)

Moreover, a sequence {uk }k∈N is called convergent to some u ∈ V if

∀ξ ∈ Ξ ∀ε > 0 ∃k0 ∈ N ∀k ≥ k0 : |uk − u|ξ ≤ ε. (1.3)

In this case, u is called its limit and we will write u = limk→∞ uk or uk → u (or,
depending on a particular collection of seminorms, uk u). A subset A of a locally
convex space V is called closed if any limit of any convergent sequence contained
in A is itself in A.3 Moreover, A is called open if V \ A is closed. The closure of A,
denoted by cl(A), is the smallest closed set B ⊃ A, while int(A) := A \ cl(V \ A)
is called the interior of A. The concrete collection of seminorms will often be
specified by various adjectives as “strong” or “weak” or “weak*”. If |u|ξ = 0 for
all ξ ∈ Ξ implies u = 0, V is called a Hausdorff locally convex space. Then every
convergent sequence has a uniquely determined limit. The normed linear space
is a Hausdorff locally convex space with its only seminorm being then just the
norm. A subset A ⊂ V is called bounded if supx∈A x < +∞, and dense (in V ) if
cl(A) = V . If there is a countable dense subset of V , we say that V is separable.
If every Cauchy sequence in a normed linear space V converges, we say that this
space is complete and then V is called a Banach space.4 An example of a Banach
n
space is R endowed by the norm, denoted usually by | · | instead of  · , defined
by |s| = ( ni=1 s2i )1/2 ; such a Banach space is called an n-dimensional Euclidean
space.
If V is a Banach space such that, for any v ∈ V , V → R : u → u + v2 −
u − v2 is linear, then V is called a Hilbert space. In this case, we define the inner
product (also called scalar product) by

1 1
(u, v) := u + v2 − u − v2 . (1.4)
4 4

By the assumption, (·, ·):V ×V →R is a bilinear form which is obviously symmetric5

and satisfies (u, u) = u2 . E.g., the Euclidean space Rn is a Hilbert space.
3 We will always work with Ξ at most countable and therefore, for simplicity, we define “closed-

ness” in terms of convergence of sequences, which would be in general situations called rather
“sequential closedness”.
4 This fundamental concept has been introduced in [30] in 1922.
5 This means both u → (u, v) and v → (u, v) are linear functionals on V and (u, v) = (v, u).
1.1. Functional analysis 3

Let us call a Banach space V strictly convex if the sphere6 in V does not
contain any line segment. The space V is uniformly convex if
 1
u=v=1  1 
∀ε > 0 ∃δ > 0 ∀u, v ∈ V : ⇒  u + v  ≤ 1 − δ. (1.5)
u − v ≥ ε 2 2
Any uniformly convex Banach space is strictly convex but not vice versa.

1.1.2 Functions and mappings on Banach spaces, dual spaces

Having in mind a specific mode of convergence, a function f : V → R ∪ {±∞} is
called lower (resp. upper) semicontinuous7 if
 
∀u ∈ V, uk → u : f (u) ≤ lim inf f (uk ) resp. f (u) ≥ lim sup f (uk ) . (1.6)
k→∞ k→∞

Having two normed linear spaces V1 and V2 and a mapping A : V1 → V2 , we say

that A is continuous if it maps convergent sequences in V1 onto convergent ones
in V2 , and is a linear operator if it satisfies A(a1 v1 + a2 v2 ) = a1 A(v1 ) + a2 A(v2 )
for any a1 , a2 ∈ R and v1 , v2 ∈ V1 . Often we will write briefly Av instead of A(v).
If V1 = V2 , a linear continuous operator A : V1 → V2 is called a projector if
A ◦ A = A. The set of all linear continuous operators V1 → V2 will be denoted
by L(V1 , V2 ), being itself a normed linear space when equipped with the addition
and multiplication by scalars defined respectively by (A1 + A2 )v = A1 v + A2 v and
(aA)v = a(Av), and with the norm
AvV2
AL(V1 ,V2 ) := sup AvV2 = sup . (1.7)
vV1 ≤1 v =0 vV1

A continuous (possibly even nonlinear) mapping A : V1 → V2 is called a homeo-

morphism if the inverse A−1 : V2 → V1 does exist and is continuous. Moreover,
A : V1 → V2 is called a homeomorphical embedding if A : V1 → A(V1 ) is a homeo-
morphism and A(V1 ) is dense in V2 .
As R itself is a linear topological space8 , we can consider the linear space
L(V, R), being also denoted by V ∗ and called the dual space to V . The original
space V is then called predual to V ∗ . For an operator (=now a functional) f ∈ V ∗ ,
we will write f, v instead of f v. The bilinear form ·, · V ∗ ×V : V ∗ × V → R is
called a canonical duality pairing. Instead of ·, · V ∗ ×V , we will occasionally write
briefly ·, ·. Always, V ∗ is a Banach space if endowed by the norm (1.7), denoted
often briefly  · ∗ instead of  · V ∗ , i.e. f ∗ = supv≤1 f, v. Obviously,
u
f, u = u f, ≤ u sup f, v = f ∗ u. (1.8)
u v≤1

6A “sphere” {v ∈ V ; v = } (of the radius  > 0) is a surface of a “ball” {v ∈ V ; v ≤ }.
7 The property (1.6) is often called sequential lower semicontinuity.
8 The conventional norm on R is the absolute value | · |.
4 Chapter 1. Preliminary general material

If V is a Hilbert space, then (u → (f, u)) ∈ V ∗ for any f ∈ V , and the mapping
f → (u → (f, u)) identifies V with V ∗ . Then (1.8) turns into a so-called Cauchy-
Bunyakovskiı̆ inequality (f, u) ≤ f  u.
Having two Banach spaces V1 , V2 , we have

∗ 
V1 ∩ V2 ∼ = V1∗ + V2∗ := f = f1 +f2 ; f1 ∈ V1∗ , f2 ∈ V2∗ (1.9)

if the duality pairing is defined by f, v = f1 , v V ∗ ×V1 + f2 , v V ∗ ×V2 with f =

1 2
f1 + f2 , and if the norm on V1 ∩ V2 is taken as vV1 ∩V2 := max(vV1 , vV2 )
while f V1∗ +V2∗ := inf f =f1 +f2 (f1 V1∗ + f2 V2∗ ).
Theorem 1.1 (Banach-Steinhaus principle [33]). Let {Aα }α∈S be a family in
L(V1 , V2 ), V1 a Banach space, V2 a normed linear space. Then boundedness of
{Aα (v)}α∈S ⊂ V2 for any v ∈ V1 implies boundedness of {Aα }α∈S ⊂ L(V1 , V2 ).
One can consider a normed linear space V equipped with the collection of
seminorms {v → |f, v|}f ∈V ∗ , which makes it a locally convex space. Sequences
converging in this locally convex space will be called weakly convergent. Any se-
quence {uk }k∈N converging in the original norm, i.e. limk→∞ uk − uV = 0, will
be called norm-convergent or also strongly convergent and is automatically weakly
convergent.9
If the convergence in (1.6) refers to the weak one, the function f : V → R
will be called weakly lower (resp. upper) semicontinuous.
Theorem 1.2. 10 If V is uniformly convex, uk u, and uk  → u, then uk → u.
Likewise, also the Banach space V ∗ can be endowed by the collection of
seminorms {f → |f, v|}v∈V , which makes it a locally convex space. Sequences
converging in this locally convex space will be called weakly* convergent. Any
sequence {fk }k∈N converging in the original norm, i.e. limk→∞ fk − f ∗ =
0, is automatically weakly* convergent. The duality pairing is continuous if
V ∗ × V is equipped with weak*×norm or norm×weak topology11 and separately
(weak*,weak)-continuous.12
Proposition 1.3. If V ∗ is separable, then so is also the space V .
The Banach-Steinhaus Theorem 1.1 has immediately the following
Corollary 1.4. Every weakly* convergent sequence in V ∗ must be bounded if V
is a Banach space. In particular, every weakly convergent sequence in a reflexive
Banach V must be bounded.
9 The converse implication holds only if the normed linear space V is finite-dimensional, i.e. iso-

metrically isomorphic to an Euclidean space.

10 See Fan and Glicksberg [122] for thorough investigation and various modifications.

k→∞ fk , uk = f, u if either fk → f weakly* and uk → u strongly or

11 This means lim

fk → f strongly and uk → u weakly.

12 This means both lim
k→∞ liml→∞ fk , ul = f, u and liml→∞ limk→∞ fk , ul = f, u if
fk → f weakly* and uk → u weakly.
1.1. Functional analysis 5

Having two locally convex spaces V1 and V2 and an operator A ∈ L(V1 , V2 ),

we define the so-called adjoint operator A∗ ∈ L(V2∗ , V1∗ ) by the identity A∗ f, v =
f, Av to be valid for any v ∈ V1 and f ∈ V2∗ . If V1 and V2 are normed linear
spaces, then A → A∗ realizes an isometrical (i.e. norm-preserving) isomorphism
between L(V1 , V2 ) and L(V2∗ , V1∗ ).
Besides, forgetting that V ∗ has been created by its predual V , one can think
about the weak convergence on V ∗ , induced by the collection of seminorms {f →
|φ, f |}φ∈(V ∗ )∗ . The space V ∗∗ := (V ∗ )∗ is called a bidual to V and the space
V itself is embedded into it by the canonical embedding i : V → V ∗∗ defined
by i(v), f  = f, v. We will often identify13 V with its image i(V ) in V ∗∗ so
that always V ⊂ V ∗∗ , and therefore any weakly convergent sequence in V ∗ is also
weakly* convergent (to the same limit). The converse implication holds if and
only if V ≡ i(V ) = V ∗∗ , at which case the Banach space V is called reflexive. The
Milman-Pettis theorem [242, 284] says that every uniformly convex Banach space
must be reflexive. The Asplund theorem [21] says that any reflexive Banach space
can equivalently be renormed14 so that it is, together with its dual, strictly convex.
By the Clarkson theorem [84], also separable Banach spaces can be renormed to
be strictly convex.15
A mapping A : V1 → V2 is called bounded if it maps bounded sets in V1
into bounded sets in V2 . The normed structure of V1 and V2 allows us to define
a mapping A : V1 → V2 to be Lipschitz continuous if, for some ∈ R and all
u, v ∈ V , it holds that A(u) − A(v)V2 ≤ u − vV1 ; in this case, is called a
Lipschitz constant. Obviously, any Lipschitz continuous mapping is bounded and
uniformly continuous in the sense that A(u) − A(v)V2 ≤ ζ(u − vV1 ) with ζ
increasing, ζ(0) = 0. If ≤ 1 (resp. < 1), A is called non-expansive (resp. a
contraction).
The linear structure of V1 and V2 allows us to investigate smoothness of A.
We say that A : V1 → V2 has the directional derivative at u ∈ V in the direction
h ∈ V , denoted by DA(u, h), if there is the limit

A(u + εh) − A(u)

lim =: DA(u, h). (1.10)
ε0 ε

If the mapping h →DA(u, h) is linear and continuous, then we say that A has a
Gâteaux [148] differential at u ∈ V , denoted by A (u) ∈ L(V1 , V2 ). If the Gâteaux
differential exists in any point, A is called Gâteaux differentiable and A : V →
L(V1 , V2 ). In the special case V2 = R, a Gâteaux-differentiable functional Φ : V1 →
R has the differential Φ : V1 → V1∗ .
13 This identification is indeed very natural because the mapping i : V → V ∗∗ realizes a

(weak,weak*)- as well as (norm,norm)-homeomorphical embedding.

14 Two norms  ·  and  ·  on V are called equivalent to each other if ∃ε > 0 ∀v ∈ V :
1 2
εv1 ≤ v2 ≤ ε−1 v1 .
15 These renormalization results can be still improved for so-called locally uniformly convex

spaces, i.e. δ in (1.5) depends on u; cf. Troyanski [341].

6 Chapter 1. Preliminary general material

1.1.3 Convex sets

A set A in a linear space is called convex if λu + (1−λ)v ∈ A whenever u, v ∈
A and λ ∈ [0, 1], and it is called a cone (with the vertex at the origin 0) if
λv ∈ A whenever v ∈ A and λ ≥ 0. A function f : V → R is called convex if
f (λu + (1−λ)v) ≤ λf (u) + (1−λ)f (v) for any u, v ∈ V , λ ∈ [0, 1]. If u = v and
λ ∈ (0, 1) imply a strict inequality, then f is called strictly convex. A function
f : V → R is convex (resp. lower semicontinuous) if and only if its epigraph
epi(f ) := {(x, a) ∈ V × R; a ≥ f (x)} is a convex (resp. closed) subset of V × R.
Theorem 1.5 (Hahn [168] and Banach [31]). Let K be an open convex nonempty
subset of a locally convex space V and L be a linear manifold that does not intersect
K. Then there is a closed hyperplane L̄ such that L ⊂ L̄ and K ∩ L̄ = ∅. In other
words, there is f ∈ V ∗ such that f, u > f, v whenever u ∈ K and v ∈ L.
Proposition 1.6. A closed set A is convex if and only if 1
2u + 12 v ∈ A whenever
u, v ∈ A. Closed convex sets are weakly closed.
This is related to the fact that a lower semicontinuous functional f is convex
if and only if
1 1 u + u 
1 2
f (u1 ) + f (u2 ) ≥ f , (1.11)
2 2 2
cf. Exercise 4.18 below.
Having a convex subset K of a locally convex space V and u ∈ K, we define
the tangent cone TK (u) ⊂ V by
 
TK (u) := cl a(K−u) . (1.12)
a>0

Obviously, TK (u) is a closed convex cone and v ∈ TK (u) means precisely that
u + ak vk ∈ K for suitable sequences {ak }k∈N ⊂ R and {vk }k∈N ⊂ V such that
limk→∞ vk = v. Besides, we define the normal cone NK (v) as

NK (u) := f ∈ V ∗ ; ∀v ∈ TK (u) : f, v ≤ 0 . (1.13)

Again, the normal cone is always a closed convex cone in V ∗ .

TK (u) TK (u)

K
N (u)
K
N (u)
K

Figure 1. Two examples of the tangent and the normal cones to a convex set K⊂R2
≡ (R2 )∗ ; for illustration, the cones are shifted to the respective points u’s.
1.1. Functional analysis 7

1.1.4 Compactness
An important notion on which a lot of powerful tools are based is compactness. Let
us agree, for a certain simplicity16 , to say that a set V in a locally convex space
V is compact if every sequence in A contains a convergent subsequence whose
limit belongs to A. Having in mind a Banach space V (possibly having a predual)
with a structure of the norm (resp. weak or possibly weak*) locally convex space,
we will specify compactness by the adjective “norm” (resp. “weak” or possibly
“weak*”); if no adjective is mentioned, then the “norm” one will implicitly be
understood. A weakening of the notion of compactness is precompactness: we say
that a set A is precompact in the sense that every sequence in such a set contains
a Cauchy subsequence. Another modification is the following: we say that A is
relatively compact if its closure is compact. The reader can easily guess what
e.g. “relatively weakly* compact” or “relatively norm compact” mean. If every
Cauchy sequence converges (in particular in a Banach space), the prefix/adjective
“pre-” and “relatively” coincide with each other. Thus, in a Banach space, relative
norm compactness and norm precompactness are the same.
A mapping A : V1 → V2 , V1 , V2 Banach spaces, is called totally continu-
ous if it is (weak,norm)-continuous, i.e. it maps weakly convergent sequences to
strongly convergent ones. It is called compact if it maps bounded sets in V1 into
precompact17 sets in V2 . If V1 is reflexive, then any totally continuous mapping is
compact18 but not conversely19.
Theorem 1.7 (Selection principle, Banach [32, Chap.VIII, Thm.3]20 ). In a
Banach space with a separable predual, any bounded sequence contains a weakly*
convergent subsequence.
Often, Theorem 1.7 is also called, not completely exactly however, Alaoglu-
Bourbaki’s theorem21 .
16 In fact, our “compactness” is in general topology called “sequential compactness” while

compactness means that every net (=a generalized sequence) contains a convergent finer net
(=a suitable generalization of the notion of “subsequence”), or, equivalently, that every covering
of A by open sets contains a finite sub-covering. These two concepts coincide with each other
in a lot of important cases, primarily in normed spaces (considering norm compactness). More
generally, it happens if the structure of a locally convex spaces can be equally induced by a
countable collection of seminorms {| · |ξ }ξ∈N , e.g. it concerns weak (resp. weak*) compactness
if V has a separable dual (resp. predual). A far less trivial fact, known as the Eberlein-Šmuljan
theorem, is that in a Banach space the relatively weakly compact (in the general-topology sense)
sets coincide with the relatively weakly sequentially compact ones.
17 As V is assumed a Banach space, precompact sets are just those which are relatively com-
2
pact.
18 For B ⊂ V bounded, any sequence in A(B), say {A(v )}
1 k k∈N with vk ∈ B contains a
subsequence convergent in V2 , e.g. {A(vkl )}l∈N with {vkl }l∈N weakly convergent in V1 ; here
both reflexivity of V1 guaranteeing existence of {vkl }l∈N and compactness of A guaranteeing
convergence of {A(vkl )}l∈N has been used.
19 See Remark 2.39 and Exercise 2.60 below.
20 For the proof cf. Exercise 2.48.
21 In fact, Alaoglu-Bourbaki’s theorem says that the polar set to a neighbourhood of the origin

in a locally convex space is weakly* compact, see Alaoglu [12] and Bourbaki [57].
8 Chapter 1. Preliminary general material

Theorem 1.8 (Bolzano and Weierstrass22 ). Every lower (resp. upper) semi-
continuous function X → R on a compact set attains its minimum (resp. maxi-
mum) on this set.

1.1.5 Fixed-point theorems

A point u ∈ V is called a fixed point of a mapping M : V → V if M (u) = u.
Theorem 1.9 (Schauder fixed-point theorem [317]). A continuous compact
mapping on a closed, bounded, convex set in a Banach space has a fixed point.
Alternatively, a continuous mapping on a compact, convex, set in a Banach space
has a fixed point.
As a special case for V = Rn , one gets a historically older achievement which
has been tremendously generalized by the previous Theorem 1.9:
Theorem 1.10 (Brouwer fixed-point theorem [66]). A continuous mapping
on a compact convex set in Rn has a fixed point.
Further generalization of Theorem 1.9 is very useful in applications. A useful
concept of a set-valued mapping M : V ⇒ V just means that M : V → 2V , the
set of all subsets of V . Such M is called upper semicontinuous if it has a closed
graph, i.e. uk → u, fk → f , and fk ∈ M (uk ) implies f ∈ M (u).
Theorem 1.11 (Kakutani fixed-point theorem [190]23 ). An upper semicon-
tinuous set-valued mapping M : V ⇒ V with nonempty closed convex values which
maps a nonempty compact convex set K in a locally convex space into itself has a
fixed point, i.e. ∃u ∈ K: u ∈ M (u).
A completely different principle is based on metric properties and exploits
completeness instead of compactness:
Theorem 1.12 (Banach fixed-point theorem [30]24 ). A contractive mapping
on a Banach space has a fixed point which is even unique.

1.2 Function spaces

We consider the Euclidean space Rn , n ≥ 1, endowed with standard Euclid-
ean topology and for Ω a subset of Rn we will define various spaces of func-
22 In fact, this is rather a tremendous generalization of the original assertion by Bolzano [56]

who showed, rather intuitively (because completion of irrational numbers by transcendental ones
which locally compactifies R has been discovered only much later) that any real continuous
function of a bounded closed interval is bounded. An essence, called the Bolzano-Weierstrass
principle, is that every sequence in a compact set has a cluster point, i.e. a point whose each
neighbourhood contains infinitely many members of this sequence.
23 The original version [190] formulated in Rn has been generalized for locally convex spaces

by Fan [121] and Glicksberg [155].

24 In fact, this theorem works (and was formulated in [30]) in a complete metric space, too.
1.2. Function spaces 9

tions Ω → Rm . If endowed by a pointwise addition and multiplication25 the linear-

space structure of Rm is inherited by these spaces. Besides, we will endow them by
norms, which makes them normed linear (or, mostly even Banach) spaces. Hav-
ing two such spaces U ⊂ V , we say that the mapping I : U → V : u → u is a
continuous embedding (or, that U is embedded continuously to V ) if the linear
operator I is continuous (hence bounded). This means that uV ≤ N uU ; for
N one can take the norm IL(U,V ) . If I is compact, we speak about a compact
embedding and use the notation U  V . If U is a dense subset in V , we will speak
about a dense embedding; this property obviously depends on the norm of V but
not of U . It follows by a general functional-analysis argument that the adjoint
mapping I ∗ : V ∗ → U ∗ is continuous and injective provided U ⊂ V continuously
and densely26 ; then we can identify V ∗ as a subset of U ∗ .

1.2.1 Continuous and smooth functions

The notation C(·), C 0 (·), and C 0,1 (·) will indicate sets of continuous, bounded
continuous, and Lipschitz continuous functions, respectively.27 E.g. C 0 (Ω; Rm )
denote the set of bounded continuous functions Ω → Rm . We denote by Ω̄ the
closure of Ω in the Euclidean space Rn . By the Bolzano-Weierstrass Theorem 1.8,
C 0 (Ω; Rm ) = C(Ω̄; Rm ) if Ω is bounded. Equally, we can understand C(Ω̄; Rm ) as
composed from functions Ω → Rm having a continuous extension on the closure Ω̄.
For m = 1, we will write briefly C 0 (Ω̄) (resp. C 0,1 (Ω̄)). If equipped by a pointwise
addition and multiplication and by the norm
 
|u(x) − u(ξ)|
uC 0 (Ω̄;Rm ) := max |u(x)|, uC 0,1 (Ω̄;Rm ) := sup |u(x)| +
x∈Ω̄ x,ξ∈Ω̄ |x − ξ|
x=ξ

with |·| denoting the Euclidean norm in the corresponding spaces, both C 0 (Ω̄; Rm )
and C 0,1 (Ω̄; Rm ) become Banach spaces.
Furthermore, for k ≥ 1, we define spaces of smooth functions, having deriva-
tives up to k-th order continuous up to the boundary, i.e.

C k (Ω̄; Rm ) := u ∈ C 0 (Ω̄; Rm ); ∀(i1 , . . . , in ) ∈ (N ∪ {0})n ,
n
 ∂ i1 +···+in u 
m
iα ≤ k : ∈ C 0
(Ω̄; R ) . (1.14)
α=1
∂ i1 x1 · · · ∂ in xn

If endowed by the linear structure of C 0 (Ω̄; Rm ) and by the norm uC k (Ω̄;Rm ) :=
    ∂ i1 +···+in 
u 0 +  i uC 0 (Ω̄;Rm ) , they become Banach spaces.
m
C (Ω̄;R ) i1 +···+in ≤k ∂ 1 x1 ···∂ in xn
25 This means, for u, v : Ω → Rm and λ ∈ R, we define [u + v](x) := u(x) + v(x) and

[λu](x) := λu(x) for all x ∈ Ω̄.

26 Indeed, I ∗ is injective (because two different linear continuous functionals on V must have

also different traces on any dense subset, in particular on U ).

27 For Ω = Rn , the adjectives “continuous” and “Lipschitz continuous” can be understood as

in Section 1.1 because both Rn and Rm are normed spaces, while for a general Ω it is just a
restriction of these definitions on Ω̄.
10 Chapter 1. Preliminary general material

The continuous embedding C k (Ω̄; Rm ) ⊂ C l (Ω̄; Rm ) holds for any k ≥ l ≥ 0,

i.e. uC l(Ω̄;Rm ) ≤ N uC k (Ω̄;Rm ) . In this particular case, N = 1. This embedding is
even dense and, if k > l ≥ 0, also compact. As functions with bounded derivatives
are Lipschitz continuous, we have also C 1 (Ω̄; Rm ) ⊂ C 0,1 (Ω̄; Rm ).
By Riesz’s theorem, the dual space C 0 (Ω̄)∗ is isometrically isomorphic with
the space M(Ω̄) of regular Borel measures on Ω̄; a measure is a σ-additive set
function28 and a regular Borel measure µ ∈ M(Ω̄) is a measure on the so-
called Borel σ-algebra29 which is regular30 and has a finite variation31 |µ| over
Ω̄, i.e. |µ|(
 Ω̄) < +∞. The mentioned isomorphism f → µ : C 0 (Ω̄)∗ → M(Ω̄) is by
f, v = Ω̄ v µ(dx). Then f C 0(Ω̄)∗ = |µ|(Ω̄). For x ∈ Ω̄, a measure δx ∈ M(Ω̄)
32

defined by δx , v = v(x) is called Dirac’s measure supported at x.

Considering an increasing sequence of compact subsets Ki ⊂ Ω such that
Ω = i∈N Ki , we put
 
k
D(Ω) := CK i
(Ω), (1.15)
i∈N k∈N
k
where CK i
(Ω) denotes the space of all functions Ω → R which are continuous
together with all their derivatives
 up to the order k and which have the support
∞ k
contained in Ki . Each CK := k∈N Ki  is endowed by the collection of semi-
C (Ω)
 i
norms | · |k,Ki k∈N with |u|k,Ki := u|Ki C k (K ) , which makes it a locally convex
 ∞
i
space. Then D(Ω) = i∈N CK i
is equipped with the finest topology that makes all
∞
the embeddings CK i
→ D(Ω) continuous,33 which makes it a locally convex space.
The elements of the dual space D(Ω)∗ are called distributions on Ω.

1.2.2 Lebesgue integrable functions

The n-dimensional outer Lebesgue measure measn (·) on the Euclidean space Rn ,
n ≥ 1, is defined as
 n
∞  ∞
 
k k
measn (A) := inf bi −ai : A ⊂ [ak1 , bk1 ]× · · · ×[akn , bkn ], aki ≤bki (1.16)
k=1 i=1 k=1

and then we call a set A ⊂ Rn Lebesgue measurable if measn (A) = measn (A∩S)+
measn (A \ S) for any subset S ⊂ Rn .34 The collection Σ of Lebesgue measurable
28 This means µ(
Ë Ai ) =
È
i∈N i∈N µ(Ai ) for any mutually disjoint Ai from an algebra in
question.
29 A collection Σ of subsets of Ω̄ is called a σ-algebra if A ∈Σ ⇒
Ë
i i∈N Ai ∈Σ, ∅∈Σ, and
A∈Σ ⇒ Ω\A∈Σ. Borel’s σ-algebra is the smallest σ-algebra containing all open subsets of Ω̄.
È
30 A set function µ is regular if ∀A∈Σ ∀ε>0 ∃A , A ∈Σ: cl(A )⊂A⊂int(A ) and |µ|(A \A )≤ε.
1 2 1 2 2 1
31 For µ additive, we define the variation |µ| of µ by |µ|(A) = sup I
(A1 ,...,AI )∈M (A) i=1 |µ(Ai )|,
where M (A) denotes the set of all finite collections (A1 , . . . , AI ) of mutually disjoint Ai ∈ Σ
such that Ai ⊂ A for any i = 1, . . . , I.
32 The integral via µ is defined by limit of simple functions similarly as in Section 1.2.2.
33 The convergence f → f in D(Ω) means that ∃K ⊂ Ω compact ∃k ∈ N ∀k ≥ k : supp(f ) ⊂
k 0 0 k
K and fk → f in CK l (Ω) for any l ∈ N; cf. e.g. [352, Sect.I.1].
34 For example, all closed sets are Lebesgue measurable, hence every open set too, as well as

their countable union or intersection, etc.

1.2. Function spaces 11

subsets of Ω forms a so-called σ-algebra35 which, together with the function

measn : Σ → R ∪ {+∞}, have (and are characterized by) the following prop-
erties:
1. A open implies A ∈ Σ,
n
2. A = [a1 , b1 ] × · · · × [an , bn ] with ai ≤ bi implies measn (A) = i=1 (bi − ai ),

  
3. measn is countably additive, i.e. measn k∈N Ak = k∈N measn (Ak ) for any
countable collection {Ak }k∈N of pairwise disjoint sets Ai ∈ Σ,
4. A ⊂ B ∈ Σ and measn (B) = 0 implies A ∈ Σ and measn (A) = 0.
The function measn : Σ → R ∪ {+∞} is called the Lebesgue measure. Having a
set Ω ∈ Σ, we say that a property holds almost everywhere on Ω (in abbreviation
a.e. on Ω) if this property holds everywhere on Ω with the possible exception of a
set of Lebesgue-measure zero; referring to those x where this property holds, we
will also say that it holds at almost all x ∈ Ω (in abbreviation a.a. x ∈ Ω).
A function u : Rn → Rm is called (Lebesgue) measurable if u−1 (A) := {x ∈
R ; u(x) ∈ A} is Lebesgue measurable for any A ∈ Rm open.
n

We call u : Rn → Rm simple if it takes only a finite number of values

vi ∈ Rm and  u−1 (vi ) = {x; u(x) = vi } ∈ Σ; then we define the integral Rn u(x) dx
naturally as finite measn (Ai )vi . Furthermore, a measurable u is called integrable
if there is a sequence of simple functions {uk }k∈N such that limk→∞ uk (x) = u(x)
for a.a. x ∈ Ω and limk→∞ Rn uk (x) dx does exist in R. Then, this limit will
be denoted by Rn u(x) dx and we call it the (Lebesgue) integral of u. It is then
independent of the particular choice of the sequence {uk }k∈N .
We will now consider Ω ⊂ Rn measurable with measn (Ω) < +∞. The notions
of measurability and the integral of functions Ω → Rm can be understood as before
provided all these functions are extended on Rn \ Ω by 0. By Lp (Ω; Rm ) we will
denote the set of all measurable functions36 u : Ω → Rm such that uLp(Ω;Rm ) <
+∞, where37
⎧ 
⎨ p p
Ω |u(x)| dx for 1 ≤ p < +∞ ,
uLp(Ω;Rm ) := (1.17)
⎩ ess sup |u(x)| for p = +∞
x∈Ω

and | · | is the Euclidean norm on Rm . The set Lp (Ω; Rm ), endowed by a pointwise

addition and scalar multiplication, is a linear space. Besides, ·Lp(Ω;Rm ) is a norm

Ë
35 We call Σ an algebra if ∅ ∈ Σ, A ∈ Σ ⇒ Ω \ A ∈ Σ, and A , A ∈ Σ ⇒ A ∪ A ∈ Σ.
1 2 1
If also Ai ∈ Σ ⇒ i∈N Ai ∈ Σ, then Σ will be called a σ-algebra. An example is the so-called
2

Borel σ-algebra: the smallest σ-algebra containing all open subsets of Ω. In fact, Σ is the so-
called Lebesgue extension of the Borel σ-algebra, created by adding all subsets of sets having
the measure zero.
36 As usual, we will not distinguish between functions that are equal to each other a.e., so that,

strictly speaking, Lp (Ω; Rm ) contains classes of equivalence of such functions.

37 The “essential supremum” is defined as

ess sup f (x) = inf sup f (x).

N⊂Ω x∈Ω\N
x∈Ω measn (N)=0
12 Chapter 1. Preliminary general material

on Lp (Ω; Rm ) which makes it a Banach space, called a Lebesgue space.

 If a measure µ ∈ M(Ω̄) possesses a density dµ ∈ L1 (Ω), which means µ(A) =
A dµ (x)dx for any measurable A ⊂ Ω, then µ has a certain special property,
namely it is absolutely continuous with respect to the Lebesgue measure38 and
also the converse assertion is true: every absolutely continuous measure possesses
a density belonging to L1 (Ω). This fact is known as the Radon-Nikodým theorem.
An important question is how to characterize concretely the dual spaces. The
“natural”duality pairing comes from the inner product in L2 -spaces, which means
m
u, v := Ω u(x)·v(x) dx, where u·v := i=1 ui vi is the inner product in Rm . If
p m
1 < p < +∞, then L (Ω; R ) is reflexive. From the algebraic Young inequality
1 p 1

ab ≤ a +  bp (1.18)
p p
one gets39 the Hölder [179] (or, for p=2, the Hölder-Bunyakovskiı̆ [72]) inequality:40
  
 
u(x)·v(x) dx ≤ p |u(x)| p
dx p


|v(x)|p dx, (1.19)
Ω Ω
Ω

where p is the so-called conjugate exponent defined as
⎧
⎨ p/(p−1) for 1 < p < +∞,

p := 1 for p = +∞, (1.20)
⎩
+∞ for p = 1.

In fact, the modification of (1.19) for p = 1 or p = +∞ looks trivially as Ω |u ·
v|dx ≤ uL∞ (Ω;Rn ) uL1(Ω;Rn ) . From (1.19), it can be shown that the dual space


is isometrically isomorphic with Lp (Ω; Rm ) if 1 ≤ p < +∞. On the other hand,
the dual space to L∞ (Ω; Rm ) is substantially larger than L1 (Ω; Rm ).41 Applying
the algebraic Young inequality (1.18) to |u(x)·v(x)| ≤ |u(x)| |v(x)| and integrating
it over Ω, we obtain another important inequality, the integral Young inequality
  
 
u(x) · v(x) dx ≤ 1 1
|u(x)|p dx + 


|v(x)|p dx. (1.21)
Ω p Ω p Ω

Instead of (1.18), we will often apply the modified Young inequality

√ p√


p−1
ε
p
∀ε > 0 : ab ≤ εap + Cε bp , where Cε := . (1.22)
p−1
Moreover, for 1 < p < +∞, the space Lp (Ω; Rm ) is uniformly convex.42
38 This means that ∀ε > 0 ∃δ > 0 ∀A ⊂ Ω measurable: measn (A) ≤ δ =⇒ |µ(A)| ≤ ε.
Ê −p Ê −p
Ê p

39 Hint: u−1
Lp (Ω)
v−1
p
Ω |u · v|dx ≤ p uLp (Ω) Ω |u| dx + p
v p

1 p 1
Ω |u| dx = 1.
L (Ω) L (Ω)
40 Originally,Hölder [179] states this in a less symmetrical form for sums in place of integrals.
41 The elements of L∞ (Ω; Rm )∗ are indeed very abstract objects and can be identified with

finitely-additive measures vanishing on zero-measure sets, see Yosida and Hewitt [353].
42 This result is due to Clarkson [84], see also e.g. Adams [3, Corollary 2.29] or Kufner at

al. [208, Remark 2.17.8].

1.2. Function spaces 13

If measn (Ω) < +∞ and 1 ≤ q ≤ p ≤ +∞, the embeddings C 0 (Ω̄; Rm ) ⊂

L (Ω; Rm ) ⊂ Lq (Ω; Rm ) are continuous43 . Moreover, for p < +∞ these embed-
p

dings are dense and then, as C 0 (Ω̄; Rm ) is separable, Lp (Ω; Rm ) is separable, too.
On the other hand, L∞ (Ω) is not separable.44
Hölder’s inequality also allows for an interpolation between Lp1 (Ω) and
p2
L (Ω): for p1 , p2 , p ∈ [1, +∞], λ ∈ [0, 1], it holds that45
1 λ 1−λ
= + ⇒ vLp(Ω) ≤ vλLp1 (Ω) v1−λ
Lp2 (Ω) . (1.23)
p p1 p2
Moreover, if p is as in (1.23), p1 ≤ p2 , and similarly q −1 = λq1−1 + (1−λ)q2−1 ,
q1 ≤ q2 , and A is a bounded linear operator Lp1 (Ω) → Lq1 (Ω) whose restriction
on Lp2 (Ω) belongs to L(Lp2 (Ω), Lq2 (Ω)), then
   λ  1−λ
A p q ≤ C A p q
A p q (1.24)
L(L (Ω),L (Ω)) L(L 1 (Ω),L 1 (Ω)) L(L 2 (Ω),L 2 (Ω))

for some constant C = C(p1 , p2 , q1 , q2 , λ).

We say that a sequence uk : Ω → Rm converges in measure to u if


∀ε > 0 : lim measn {x ∈ Ω; |uk (x)−u(x)| ≥ ε} = 0. (1.25)
k→∞

Naturally, the convergence a.e. means that uk (x) → u(x) for a.a. x ∈ Ω. Let us em-
phasize that convergence in measure does not imply convergence a.e.46 . Anyhow:
Proposition 1.13 (Various modes of convergences).
(i) Any sequence converging a.e. converges also in measure.
(ii) Any sequence converging in measure admits a subsequence converging a.e.
(iii) Any sequence converging in L1 (Ω) converges in measure.
Theorem 1.14 (Lebesgue [215]). Let {uk }k∈N ⊂ L1 (Ω) be a sequence converging
a.e. to some
 u and |uk (x)|
 ≤ v(x) for some v ∈ L (Ω). Then u lives in L (Ω) and
1 1

limk→∞ A uk (x) dx = A u(x) dx for any A ⊂ Ω measurable.

Theorem 1.15 (Fatou [124]). Let {uk }k∈N  ⊂ L1 (Ω) be a sequence of non-
47
negative functions such that lim inf k→∞ Ω uk (x) dx < +∞. Then the function
x → lim inf k→∞ uk (x) is integrable and
   
lim inf uk (x) dx ≥ lim inf uk (x) dx. (1.26)
k→∞ Ω Ω k→∞
43 Cf. Exercise 2.64 below.
44 To see it, consider Ω = (0, 1) and a collection {χ(0,a) }a∈(0,1) of characteristic functions of an
interval (0, a), i.e. χ(0,a) (x) = 1 for x ∈ (0, a) and χ(0,a) (x) = 0 for x ∈ [a, 1). This collection is
an uncountable subset of the unit sphere in L∞ (0, 1) and χ(0,a) − χ(0,b) L∞ (0,1) = 1 for a = b,
hence L∞ (0, 1) cannot be separable.
45 Cf. Exercise 2.55 below. See e.g. [229, p.26].
46 An example for a sequence converging in the measure on [0, 1] to 0 but not a.e. is u
(l,m) a
characteristic function of the interval of the type [(m − 1)2−l , m2−l ] for 1 ≤ m ≤ 2l , arranged
lexicographically as (l, m) = (1, 1), (1, 2), (2, 1), (2, 2), (2, 3), (2, 4), (3, 1), . . .. Selection of a subse-
quence converging a.e. to 0 can be done, e.g., by taking m = 1 only.
47 Obviously, existence of a common integrable minorant can weaken this assumption.
14 Chapter 1. Preliminary general material

In particular, Theorem 1.14 says that the set {uk ; k ∈ N} is relatively weakly
compact48 in L1 (Ω). This property is related to both equi-absolute continuity and
uniform integrability:
Theorem 1.16 (Dunford and Pettis [110]). Let M ⊂ L1 (Ω; Rm ) be bounded.
Then the following statements are equivalent to each other:
(i) M is relatively weakly compact in L1 (Ω; Rm ),
(ii) the set M is uniformly integrable, which means:

∀ε > 0 ∃K ∈ R : +
sup |u(x)| dx ≤ ε , (1.27)
u∈M {x∈Ω;|u(x)|≥K}

(iii) the set M is equi-absolutely-continuous, which means:


∀ε > 0 ∃δ > 0 : sup sup |u(x)| dx ≤ ε , (1.28)
u∈M |A|≤δ A

Useful generalizations of the Lebesgue dominated-convergence Theorem 1.14

and the Fatou Theorem 1.15 are:
Theorem 1.17 (Vitali [348]49 ). Let {uk }k∈N ⊂ L1 (Ω) be a sequence converging
a.e. to some u. Then u ∈ Lp (Ω) and uk → u in Lp (Ω) if and only if {|uk |p }k∈N is
uniformly integrable.
Theorem 1.18 (Fatou, generalized50 ). The conclusion of Theorem 1.15 holds
if uk ≥ 0 is replaced by uk ≥ vk with {vk }k∈N being uniformly integrable.
Theorem 1.19 (Fubini [136]). Considering two Lebesgue measurable sets Ω1 ⊂
Rn1 and Ω2 ⊂ Rn2 , the following identity holds provided g ∈ L1 (Ω1 × Ω2 ) (in
particular, each of the following double-integrals does exist and is finite):
      
g(x1 , x2 ) d(x1 , x2 ) = g(x1 , x2 )dx2 dx1 = g(x1 , x2 )dx1 dx2 .
Ω1 Ω2 Ω2 Ω1
Ω1 ×Ω2

1.2.3 Sobolev spaces

Modern theory of differential equations is based on spaces of functions whose
derivatives exist in a generalized sense and enjoy a suitable integrability. Those
spaces, developed since the works by Beppo Levi [219], Leray [217], Sobolev [324],
48 Note that the linear hull of all characteristic functions χ with A ⊂ Ω measurable is dense
A
in L∞ (Ω) ∼= L1 (Ω)∗ , so that the sequence {uk }, being bounded in L1 (Ω), converges weakly in
1
L (Ω) and, as such, it is relatively sequentially weakly compact, hence by the Eberlein- Šmuljan
theorem relatively weakly compact, too.
49 More precisely, in [348], the integration of summable series is investigated rather than mere

sequences.
50 See Ash [19, Thm.7.5.2], or also Klei and Miyara [199] or Saadoune and Valadier [315].
1.2. Function spaces 15

and Tonelli [338], have thus an absolute importance in this context and their
theory is presently very broad. We present here only a rather minimal extent;
for more detailed exposition we refer to Adams [3], Adams, Fournier [4], Kufner,
Fučı́k, John [208], Maz’ya [237], or Ziemer [357].
Having a function u ∈ Lp (Ω), we define its distributional derivative
∂ u/∂xk11 · · · ∂xknn with k1 + · · · +kn = k and ki ≥ 0 for any i = 1, . . . , n as a
k

distribution such that


∂ku k ∂kg
∀g ∈ D(Ω) : , g = (−1) u dx. (1.29)
∂xk11 · · · ∂xknn Ω ∂xk11 · · · ∂xknn

∂ 
The n-tuple of the first-order distributional derivatives ∂x 1
u, . . . , ∂x∂ n u is de-
noted by ∇u and called a gradient of u. We will now consider Ω ⊂ Rn open with
measn (Ω) < +∞; such a set will be called a domain. For p < +∞, we define a
Sobolev space [325]

W 1,p (Ω) := u ∈ Lp (Ω); ∇u ∈ Lp (Ω; Rn ) , equipped with the norm (1.30a)
⎧
⎪
⎪
p
upLp(Ω) + ∇upLp(Ω;Rn )
⎪
⎪  
⎨ p  p
   
Ω u(x) + ∇u(x) dx
p
uW 1,p (Ω) := = if p < +∞, (1.30b)
⎪
⎪

⎪
⎩ max uL∞ (Ω) , ∇uL∞
(Ω;Rn )
⎪ 
= ess supx∈Ω max |u(x)|, |∇u(x)| if p = +∞.

As, by Rademacher’s theorem, Lipschitz functions are a.e. differentiable, it holds

that W 1,∞ (Ω) = C 0,1 (Ω).
Analogously, for k > 1 integer, we define
k 
W k,p (Ω) := u ∈ Lp (Ω; Rm ); ∇k u ∈ Lp (Ω; Rn ) , (1.31)

where ∇k u denotes the set of all k-th order partial derivatives of u understood
in the distributional sense. The standard norm on W k,p (Ω) is uW k,p(Ω) =

1/p
upLp(Ω) + ∇k up p nk
, which makes it a Banach space. Likewise for
L (Ω;R )
Lebesgue spaces, for 1 ≤ p < +∞ the Sobolev spaces W k,p (Ω; Rm ) are separa-
ble and, if 1 < p < +∞, they are uniformly convex,51 hence by Milman-Pettis’
theorem also reflexive.
The spaces of Rm -valued functions, W k,p (Ω; Rm ), are defined analogously.52
To give a good sense to traces on the boundary Γ := ∂Ω := Ω̄ \ Ω, we must
qualify Ω suitably. We say that Ω is a Lipschitz domain if there is a finite number
of overlapping parts Γi of the boundary of Γ and corresponding coordinate systems
(i.e. transformation unitary matrices Ai and open sets Gi ∈ Rn−1 ) such that each
51 See Adams [3, Theorem 3.5].
52 This means W k,p (Ω; Rm ) := {(u1 , . . . , um ); ui ∈ W k,p (Ω)}.
16 Chapter 1. Preliminary general material

Γi can be expressed as a graph of a Lipschitz function gi ∈ C 0,1 (Rn−1 ) in the

sense that
 
Γi = Ai ξ; ξ ∈ Rn , (ξ1 , . . . , ξn−1 ) ∈ Gi , ξn = gi (ξ1 , . . . , ξn−1 ) (1.32)

and Ω lies on one side of Γ in the sense that Ai ξ; ξ ∈ Rn , (ξ1 , . . . , ξn−1 ) ∈
Gi , gi (ξ1 , . . . , ξn−1 )−ε < ξn < gi (ξ1 , . . . , ξn−1 ) ⊂ Ω and simultaneously 
Ai ξ; ξ ∈ Rn , (ξ1 , . . . , ξn−1 ) ∈ Gi , gi (ξ1 , . . . , ξn−1 ) < ξn < gi (ξ1 , . . . , ξn−1 )+ε ⊂
Rn \ Ω̄ for some ε> 0. For an example of a Lipschitz domain Ω ⊂ R2 , see Figure 2a
where three indicated coordinate systems are sufficient to cover Γ, and Figure 2b
where this condition fails in a variety of ways.

Ω Ω

Fig. 2. a) Example of a Lipschitz domain b) Example of a domain which is

whose boundary can be covered not Lipschitz because of three
by three charts. spots (marked by circles).

If the mappings gi belong to C k (Rn−1 ), we say that the domain Ω is of C k -

class. Lipschitz domains are then naturally called of the C 0,1 -class. We will always
assume Ω to be Lipschitz.
Theorem 1.20 (Sobolev embedding [324]). The continuous embedding
∗
W 1,p (Ω) ⊂ Lp (Ω) (1.33)

holds provided the exponent p∗ is defined as

⎧ np
⎪
⎨ for p < n ,
n−p
p∗ := an arbitrarily large real for p = n , (1.34)
⎪
⎩
+∞ for p > n .

Theorem 1.21 (Rellich, Kondrachov [294, 202]53 ). The compact embedding

∗
W 1,p (Ω)  Lp −
(Ω) ,  ∈ (0, p∗ −1], (1.35)

holds for p∗ from (1.34).

53 The pioneering Rellich’s work deals with p = 2 only.
1.2. Function spaces 17

For higher-order Sobolev spaces, one gets, e.g., W 2,p (Ω) ⊂ W 1,np/(n−p) (Ω)
by applying Theorem 1.20 on first derivatives, and applying Theorem 1.20 once
again for np/(n − p) instead of p one comes to W 1,np/(n−p) (Ω) ⊂ Lnp/(n−2p) (Ω)
provided 2p < n. Proceeding further by induction, one comes to:
Corollary 1.22 (Higher-order Sobolev embedding).
(i) If kp < n, the continuous embedding W k,p (Ω) ⊂ Lnp/(n−kp) (Ω) and the com-
np
pact embedding W k,p (Ω)  Lnp/(n−kp)− (Ω) hold for any  ∈ (0, n−kp − 1.
(ii) For kp = n, it holds that W k,p (Ω)  Lq (Ω) for any q < +∞.
(iii) For kp > n, it holds that W k,p (Ω)  C(Ω̄).
Theorem 1.23 (Trace operator54 ). There is exactly one linear continuous op-
erator T : W 1,p (Ω) → L1 (Γ) such that, for any u ∈ C 1 (Ω̄), it holds that T u = u|Γ
(=the restriction of u on Γ). Moreover, T remains continuous (resp. is compact)
as the mappings

u → u|Γ : W 1,p (Ω) → Lp (Γ), resp.,

#
(1.36a)
u → u|Γ : W 1,p (Ω) → Lp −
#
(Γ) ,  ∈ (0, p# −1], (1.36b)

provided the exponent p# is defined as

⎧ np − p
⎪
⎨ for p < n ,
# n−p
p := (1.37)
⎪
⎩ an arbitrarily large real for p = n ,
+∞ for p > n .
We will call the operator T from Theorem 1.23 the trace operator, and
write simply u|Γ instead of T u even if u ∈ W 1,p (Ω) \ C 1 (Ω̄). Then we de-
fine W01,p (Ω) := {v ∈ W 1,p (Ω); v|Γ = 0}. For k > 1, we define similarly
W0k,p (Ω) := {v ∈ W k,p (Ω); ∇i v ∈ W0k−i,p (Ω; Rn ), i = 0, . . . , k − 1}.
i

Another useful result allows for a certain interpolation between the Sobolev
space W k,p (Ω) and the Lebesgue space Lq (Ω):
Theorem 1.24 (Gagliardo-Nirenberg inequality [137, 265, 266]). Let β =
β1 + · · · + βn , β1 , . . . , βn ∈ N ∪ {0}, k ∈ N, r, q, and p satisfy
1 β 1 k  1 β
= +λ − + (1 − λ) , ≤ λ ≤ 1, 0 ≤ β ≤ k − 1, (1.38)
r n p n q k
then it holds
 
 ∂β v   λ  1−λ
  ≤ CGN v W k,p (Ω) v Lq (Ω) , (1.39)
 β1 βn 
∂x1 · · · ∂x1 Lr (Ω)
54 In fact, u → u| 1,p (Ω) → W 1−1/p,p (Γ), where the Sobolev-Slobodeckiı̆ space
Γ : W
W 1−1/p,p (Γ) is defined as in (1.42) but on an (n − 1)-dimensional manifold Γ instead
of n-dimensional domain Ω. Then, similarly as in Theorem 1.20, we have the embedding
# #
W 1−1/p,p (Γ) ⊂ Lp (Γ), resp. W 1−1/p,p (Γ)  Lp − (Γ).
18 Chapter 1. Preliminary general material

provided k − β − n/p is not a negative integer (otherwise it holds for λ = |β|/k).

For example, if n = 2, then


vL4 (Ω) ≤ CGN vL2 (Ω) vL2 (Ω) + ∇vL2 (Ω;R2 ) . (1.40)

There is another definition

of Sobolev
 spaces, not so explicit as that one we
used. Namely, Wk,p (Ω) := cl C ∞ (Ω̄) where “cl” stands for the closure in, say,
Lp (Ω) with respect to the W k,p -norm introduced above; for k = 1 see (1.30b).

∞ 
Similarly, Wk,p ∞
0 (Ω) := cl C0 (Ω) where C0 (Ω) stands for the set of infinitely
smooth functions with a compact support in Ω. For the following important as-
sertion an important (here permanently accepted) assumption is that Ω has a
Lipschitz boundary.
Theorem 1.25 (Density of smooth functions). It holds that

W k,p (Ω) = Wk,p (Ω), W0k,p (Ω) = Wk,p

0 (Ω). (1.41)

A generalization of Sobolev spaces for k ≥ 0 a non-integer is often useful for

various finer investigations:
!  
|∇[k] u(x) − ∇[k] u(ξ)|p
W k,p (Ω) := u ∈ W [k],p (Ω); dxdξ < +∞ , (1.42)
Ω×Ω |x − ξ|n+p(k−[k])

where [k] denotes the integer part of k. For k non-integer, W k,p (Ω) is called the
Sobolev-Slobodeckiı̆ space. They are Banach spaces if normed by the norm
  1/p
|∇[k] u(x) − ∇[k] u(ξ)|p
uW k,p (Ω) := upW [k],p(Ω) + dxdξ . (1.43)
Ω×Ω |x − ξ|n+p(k−[k])

In fact, Corollary 1.22 holds for k ≥ 0 non-integer, too. A complete interpolation

theory holds for the Hilbertian case55 :
1 λ 1−λ
= + =⇒ uW k,2 (Ω) ≤ CuλW k1 ,2 (Ω) u1−λ
W k2 ,2 (Ω)
(1.44)
k k1 k2
with some C = C(k1 , k2 , λ) and, like in (1.24),
   λ  1−λ
A ≤ C AL(W k1 ,2 (Ω),W l1 ,2 (Ω)) AL(W k2 ,2 (Ω),W l1 ,2 (Ω)) (1.45)
L(W k,2 (Ω),W l,2 (Ω))


for some constant C = C(k1 , k2 , l1 , l2 , λ) provided A ∈ L W k1 ,2 (Ω), W l1 ,2 (Ω) ∩

k ,2 
L W 2 (Ω), W l2 ,2 (Ω) , k is as in (1.44), and l−1 = λl1−1 + (1 − λ)l2−1 .
The Sobolev-Slobodeckiı̆ spaces are sometimes well fitted with some sophis-
ticated nonlinear estimates, e.g.:
55 For p = 2, the inequality (1.44) holds with 2 replaced by p provided k is not integer while
for k ∈ N the Sobolev space W k,p (Ω) is to be replaced by a so-called Besov space.
1.3. Nemytskiı̆ mappings 19

Theorem 1.26 (Málek, Pražák, Steinhauer [230]56 ). If p ≥ 2 and  > 0, then

there is c > 0 such that
   1/p
 p
cuW 2/p−
,p (Ω) ≤ uLp (Ω) + |u|p−2 |∇u|2 dx . (1.46)
Ω

1.3 Nemytskiı̆ mappings

Considering integers j, m0 , m1 , . . . , mj , we say that a mapping a : Ω× Rm1 × · · ·×
Rmj → Rm0 is a Carathéodory mapping if a(·, r1 , . . . , rj ) : Ω → Rm0 is measurable
for all (r1 , . . . , rj ) ∈ Rm1 × · · · × Rmj and a(x, ·) : Rm1 × · · · × Rmj → Rm0
is continuous for a.a. x ∈ Ω. Then the so-called Nemytskiı̆ mappings Na map
functions ui : Ω → Rmi , i = 1, . . . , j, to a function Na (u1 , . . . , uj ) : Ω → Rm0
defined by
" #

Na (u1 , . . . , uj ) (x) = a x, u1 (x), . . . , uj (x) . (1.47)

Theorem 1.27 (Nemytskiı̆ mappings in Lebesgue spaces). 57 If a : Ω × Rm1 ×

· · · × Rmj → Rm0 is a Carathéodory mapping and the functions ui : Ω → Rmi ,
i = 1, . . . , j, are measurable, then Na (u1 , . . . , uj ) is measurable. Moreover, if a
satisfies the growth condition

j

   pi /p0
a(x, r1 , . . . , rj ) ≤ γ(x) + C ri  for some γ ∈ Lp0 (Ω), (1.48)
i=1

with 1 ≤ pi < +∞, 1 ≤ p0 < +∞, then Na is a bounded continuous mapping

Lp1 (Ω; Rm1 ) × · · · × Lpj (Ω; Rmj ) → Lp0 (Ω; Rm0 ). If some pi = +∞, i = 1, . . . , j,
the same holds if the respective term |·|pi /p0 is replaced by any continuous function.

The case p0 = +∞ has to be excluded, cf. Exercise 2.57. Also, it should be

emphasized that Na cannot be weakly continuous unless a(x, ·) is affine for a.a. x ∈
Ω; cf. Exercise 2.58. A “canonical” example is a sequence uk (x) := sign(sin(kπx)),
Ω = (0, 1) ⊂ R1 , which converges weakly (or weakly*) to 0 in any Lp (0, 1), but for
a(x, r) = |r| one obviously gets (cf. Figure 3) that w-lim a(uk ) = lim 1 = 1 =

 k→∞ k→∞
0 = a(0) = a w-lim uk .
k→∞

56 In fact, [230] works with periodic functions having zero means. The proof relies on the

so-called Nikolskiı̆ spaces. Here, we present an obvious modification involving the Lp -norm in
(1.46).
57 Cf. Exercise 2.56 below.
20 Chapter 1. Preliminary general material

1/ k
uk Nemytskii uk
mapping
uk uk
weak (even strong)
convergence
weak
u convergence
Nemytskii
mapping
0 1 u u 0 1

Fig. 3. A counterexample for weak continuity of nonlinear Nemytskiı̆ mappings.

Sometimes, it is useful to consider Nemytskiı̆ mappings in a Sobolev space.
Here we confine ourselves to a special case of a one-argument Nemytskiı̆ mapping
with an integrand independent of x; in fact, it is then a usual superposition.
Proposition 1.28 (Superposition operator in Sobolev spaces58 ). If a : R →
R is Lipschitz continuous, then a(u) ∈ W 1,p (Ω) for any u ∈ W 1,p (Ω), p ∈ [1, +∞],
and moreover it holds that
∇a(u) = a (u)∇u (a.e. on Ω). (1.49)
+ − 59
Denoting u = max(u, 0) and u = min(u, 0), Proposition 1.28 yields
! !
∇u if u > 0, − 0 if u ≥ 0,
∇(u ) =
+
∇(u ) = (a.e. on Ω). (1.50)
0 if u ≤ 0, ∇u if u < 0,
Another useful assertion addresses the change of the order of an integra-
tion and a differentiation, and is based on the Lebesgue dominated convergence
Theorem 1.14.
Theorem 1.29 (Change of integration and differentiation). Let (x, r) →
∂
ϕ : Ω×R → R and its partial derivative ∂r ϕ : Ω×R → R be Carathéodory func-
∂
tions, |ϕ(·, 0)| ∈ L (Ω) and the collection { ∂r
1
ϕ(·, r)}|r|≤ε have a common inte-

grable majorant. Then Φ : r → Ω ϕ(x, r)dx is differentiable at 0 and dt d
Φ(0) =
 ∂
Ω ∂r
ϕ(x, 0)dx.

1.4 Green formula and some inequalities

Let us define the unit outward normal ν = ν(x) ∈ Rn to the boundary Γ at a
point x ∈ Γ as the vector
 
∂gi ∂gi
Ai ,..., ,1
∂ξ1 ∂ξn−1
ν(x) = $   ∂g 2 (1.51)
 ∂gi  2
 i 
  + ···+   +1
∂ξ1 ∂ξn−1
58 See, e.g., monographs by Cazenave and Haraux [77, Prop. 1.3.5] or Ziemer [357, Theo-

rem 2.1.11]. Original results are, in particular, due to Marcus and Mizel [233, 234].
59 See, e.g., Cazenave and Haraux [77, Corollary 1.3.6] or Ziemer [357, Corollary 2.1.8].
1.4. Green formula and some inequalities 21


where x = Ai ξ = Ai ξ1 , . . . , ξn−1 , gi (ξ1 , . . . , ξn−1 ) as in (1.32). It is again natural
to assume Ω a Lipschitz domain. Then the functions gi are Lipschitz continuous
and, by the so-called Rademacher theorem [288], they possess derivatives almost
everywhere on Γi ⊂ Rn−1 , cf. (1.32), hence ν is defined almost everywhere on
Γ and does not depend on the concrete covering of Γ by the coordinate  systems
(Gi , Ai ). For a function f : Γ → R, we can define the surface integral Γ f (x)dS
through (n − 1)-dimensional Lebesgue measure as
 

f (x) dS = f Ai (ξ1 , ..., ξn−1 , gi (ξ1 , ..., ξn−1 )
Γ i G̃i
%
 ∂g 2  ∂g 2
 i  i 
×   + ... +   + 1 d(ξ1 , ..., ξn−1 ) (1.52)
∂ξ1 ∂ξn−1

where G̃i ⊂ Gi are chosen suitably to realize, instead of the overlapping covering as
on Figure 2, a disjoint covering of Γ. Again, the value Γ f (x)dS does not depend
on the particular coordinate systems (G̃i , Ai ).
Theorem 1.30 (Multidimensional by-part integration). If v ∈ W 1,p (Ω) and


z ∈ W 1,p (Ω), then
  
∂z ∂v 
∀i = 1, . . . , n : v + z dx = vz νi dS. (1.53)
Ω ∂xi ∂xi Γ

Considering z = (z1 , . . . , zn ), writing (1.53) for zi instead

 of z, and eventually
summing it over i = 1, . . . , n with abbreviating div z := ni=1 ∂x ∂
i
zi the divergence
of the vector field z, we arrive atthe formula which we will often use:
Theorem 1.31 (Green’s formula [160]60 ). For any v ∈ W 1,p (Ω) and z ∈


W 1,p (Ω; Rn ), the following formula holds:
 


v (div z) + z ·∇v dx = v (z ·ν) dS. (1.54)
Ω Γ

Theorem 1.32 (Poincaré-type inequalities [285]). Let 1 ≤ q ≤ p∗ . Then

there is CP < +∞ such that


uW 1,p (Ω) ≤ CP ∇uLp(Ω;Rn ) + uLq (Ω) . (1.55)

Let 1≤q≤p# , let Ω be connected 61 , and let ΓD , ΓN ⊂ Γ be such that

measn−1 (ΓD ) > 0 and measn−1 (ΓN ) > 0. Then there is CP < +∞ such that

  
uW 1,p (Ω) ≤ CP ∇uLp(Ω;Rn ) + u|ΓN Lq (Γ ) (1.56)
N

60 Putting z = ∇u into (1.54), we get

Ê Ê
Ω v∆u + ∇v · ∇u dx = Γ v ∂ν u dS derived in [160]. In
∂

fact, (1.54) holds, by continuous extension, even under weaker assumptions, cf. Nečas [257].
61 This means that, for any x , x ∈ Ω, there is z : [0, 1] → Ω continuous with z(0) = x and
0 1 0
z(1) = x1 . It has the consequence that functions with zero gradient must be constant on Ω.
22 Chapter 1. Preliminary general material

and also
u|ΓD = 0 ⇒ uW 1,p (Ω) ≤ CP ∇uLp(Ω;Rn ) . (1.57)
A special case of (1.56) with ΓD = Γ and p = q = 2, is sometimes also called
Friedrichs’ inequality [133].
Theorem 1.33 (Korn inequality [203]62 ). Let 1 < p < +∞. There is a constant
CK = CK (p, Ω) such that for any v ∈ W01,p (Ω) it holds that

  ∇v + (∇v)
vW 1,p (Ω;Rn ) ≤ CK e(∇v)Lp (Ω;Rn×n ) where e(∇v) = . (1.58)
0 2

1.5 Bochner spaces

We will now define spaces of abstract functions on a bounded interval I ⊂ R
valued in a Banach space V , invented by Bochner [55], which is a basic tool on
the abstract level for Part II. We say that u : I → V is simple if it takes only
finite number of values vi ∈ V and Ai := u−1 (vi ) is Lebesgue measurable; then
T 
0
u(t) dt := finite meas1 (Ai )vi . We say that u : I → V is Bochner measurable
if it is a point-wise limit (in the strong topology) of V of a sequence {uk }k∈N
of simple functions; i.e. uk (t) → u(t) for a.a. t ∈ I. We say that u : I → V is
K
absolutely continuous63 if, for each ε > 0, there is δ > 0 such that k=1 u(tk ) −
u(sk )V ≤ ε whenever tk−1 ≤ sk ≤ tk ≤ T for k = 1, . . . , K ∈ N, t0 = 0,
K
and k=1 tk − sk ≤ δ. A point t ∈ I is called a Lebesgue point of u : I → V if
 h/2
limh0 h1 −h/2 u(t+ϑ) − u(t)dϑ = 0. Analogously, a right Lebesgue point t ∈ I
h
means limh0 h1 0 u(t+ϑ) − u(t)dϑ = 0.
Theorem 1.34 (Pettis [283]64 ). If V is separable, then u is Bochner measurable
if and only if it is weakly measurable in the sense: v ∗ , u(·) is Lebesgue measurable
for any v ∗ ∈ V ∗ .
Considering simple functions {uk }k∈N as above, we call u : I → V
T T
Bochner integrable if limk→∞ 0 u(t) − uk (t)V dt = 0. Then 0 u(t) dt :=
T
limk→∞ 0 uk (t) dt; this limit exists and is independent of the particular choice
of the sequence {uk }k∈N . Moreover, if V is separable, then a Bochner measur-
able function u is Bochner integrable if and only if u(·)V is Lebesgue inte-
T T
grable. Then also  0 u(t) dtV ≤ 0 u(t)V dt. From this, we can see that
62 See Nečas [261] or monographs [112, 262, 354]. A counterexample for p=1 is by Ornstein

[270].
63 If V = R1 , this definition naturally coincides with the absolute-continuity with respect to

the Lebesgue measure on I used on p. 12.

64 In fact, [283] works with a general Banach space, showing equivalence of the Bochner mea-

surable mappings with a.e. separably valued weakly measurable ones. See Example 1.42 for a
weakly* continuous function u valued in V = L∞ (0, 1) which is not Bochner measurable.
1.5. Bochner spaces 23

 h/2
limh0 1
h −h/2 u(t+ϑ)dϑ → u(t) at each Lebesgue point t ∈ I.65

Theorem 1.35. If u ∈ L1 (I; V ), then a.e. t ∈ I is a Lebesgue point for u.

An analogous assertion holds for right Lebesgue points.
An example for Bochner integrable functions is any u ∈ C(I; (V, weak)).66
However, some classical “scalar-valued” results need not hold in vectorial cases67 .
For 1 ≤ p < ∞, a Bochner space Lp (I; V ) is the linear space (of classes with
respect to equivalence a.e.) of Bochner integrable functions u : I → V satisfying
T
0
u(t)pV dt < +∞. This space is a Banach space if endowed with the norm
 1/p
T  
uLp(I;V ) := u(t)p dt . (1.59)
V
0

For p = ∞, we modify it standardly, i.e. uL∞ (I;V ) := ess supt∈I u(t)V . Later,
we will often use partition of I to subintervals of the length τ := 2−K T , K ∈ N.
Proposition 1.36 (Density of piecewise constant functions). If 1 ≤ p <
+∞, then the set {v : I → V ; ∃K ∈ N : ∀1 ≤ k ≤ 2K : v|((k−1)τ,kτ ) is constant,
τ = 2−k T } is dense in Lp (I; V ). In particular, if p ∈ [1, +∞) and V is separable,
Lp (I; V ) is separable too.
Proposition 1.37 (Uniform convexity). If V is uniformly convex and 1 < p <
+∞, then Lp (I; V ) is uniformly convex, too.
Proposition 1.38 (Dual space). If p ∈ [1, +∞), the dual space to Lp (I; V ) always


contains Lp (I; V ∗ ) and the equality holds if V ∗ is separable, the duality pairing
being given by the formula
 T
f, u Lp
(I;V ∗ )×Lp (I;V )
:= f (t), u(t) V ∗ ×V
dt . (1.60)
0

Thus, if p ∈ (1, +∞) and V is reflexive and separable, then Lp (I; V ) is reflexive.
Theorem 1.39 (Komura [201]). If V is reflexive and u : I → V is absolutely
t
continuous, then u is (strongly) differentiable a.e.68 and u(t) = u(0) + 0 u , u ∈
L1 (I; V ).69
Ê h/2 Ê h/2
65 This follows simply from u(t) − 1
h −h/2
u(t+ϑ)dϑV =  h1 −h/2
u(t+ϑ) − u(t)dϑV ≤
Ê h/2
1
h −h/2
u(t+ϑ) − u(t)V dϑ.
66 Theweak* continuity would not be sufficient, however, as Example 1.42 shows.
67 E.g., u ∈ C(I; (V, weak∗)) need not be Bochner integrable, as Example 1.42 shows. Also, a

σ-additive absolutely continuousÊ mapping u : I → V need not be represented by an integrable

function v in the sense u(t) = 0t v(ϑ)dϑ; for the counterexample see Yosida [352, Sect.V.5].
ε→0 ε u(t + ε) − ε u(t) does exist for a.a. t ∈ I. The reflexivity of X is indeed
68 This means lim 1 1

necessary, e.g. u : I → X := L∞ (0, 1) defined by [u(t)](x) := x sin(t/x) is Lipschitz continuous

but nowhere differentiable.
69 If V is a uniformly convex space, this formula has been proved already by Clarkson [84].
24 Chapter 1. Preliminary general material

Convention 1.40. Often, we will use V = Lq (Ω; Rm ). Considering p, q ∈ [1, +∞],

it is then natural to identify Lp (I; Lq (Ω; Rm )) with
!  T p/q 
 
ũ : I × Ω → Rm ; ũ(t, x)q dx dt < +∞ (1.61)
0 Ω

through the natural isomorphism ũ → u: [u(t)](x) := ũ(t, x). Likewise,

Lp (I; W 1,q (Ω)) is identified via this isomorphism with functions ũ : I × Ω → R for
 T
 p/q
which 0 Ω
|ũ(t, x)|q + |∇ũ(t, x)|q dx dt < +∞.

Proposition 1.41 (Interpolation of Lp1 (I; Lq1 (Ω)) and Lp2 (I; Lq2 (Ω))). 70 Let
p1 , p2 , q1 , q2 ∈ [1, +∞], λ ∈ [0, 1], and v ∈ Lp1 (I; Lq1 (Ω)) ∩ Lp2 (I; Lq2 (Ω)). Then

1 λ 1−λ 1 λ 1−λ
= + and = +
p p1 p2 q q1 q2
   λ  1−λ
=⇒ v  ≤ v  p q
v  p . (1.62)
Lp (I;Lq (Ω)) L 1 (I;L 1 (Ω)) L 2 (I;Lq2 (Ω))

Example 1.42. (The space L∞ (I; L∞ (Ω)) is not L∞ (Q).71 ) Using the isomorphism
from Convention 1.40, we can identify abstract functions L∞ (I; L∞ (Ω)) with func-
tions on Q := I × Ω. However, L∞ (I; L∞ (Ω)) = L∞ (Q). For Ω = I, the function
u(t) = χ[0,t] induces a function ũ(t, x) = 1 if x ≤ t and = 0 if x > t which ob-
viously belongs to L∞ (Q). Even u is weakly* continuous but it is not Bochner
measurable, hence u ∈ L∞ (I; L∞ (Ω)).

Considering Banach spaces V0 , V1 , . . . , Vk and a : Ω × V1 × · · · × Vk → V0 ,

let us still define the Nemytskiı̆ mappings Na again by the formula (1.47). The
following generalization of Theorem 1.27 holds:

Theorem 1.43 (Nemytskiı̆ mappings in Bochner spaces [226]72 ). Let V0 , V1 ,

. . . , Vk be separable Banach spaces, a : Ω × V1 × · · · × Vk → V0 a Carathéodory
mapping73 and the growth condition

k

   pi /p0
a(x, r1 , . . . , rk ) ≤ γ(x) + C ri  for some γ ∈ Lp0 (Ω), (1.63)
V0 Vi
i=1

hold with p0 , p1 , . . . , pk as for (1.48). Then Na maps Lp1 (Ω; V1 ) × · · · × Lpk (Ω; Vk )
continuously into Lp0 (Ω; V0 ).
70 Cf. Exercise 8.57 on p.244.
71 This observation is due to Fattorini [125, Example 5.0.10].
72 Besides the original paper [226] by Lucchetti and Patrone, we refer also, e.g., to Hu and

Papageorgiou [180, Part I, Sect.9.1].

73 Here, it means that, for a.a. x ∈ Ω, a(x, ·) : V × · · · × V → V is to be (norm,norm)-
1 k 0
continuous and, as in Section 1.3, a(·, r1 , . . . , rk ) : Ω → V0 is to be measurable.
1.6. Some ordinary differential equations 25

1.6 Some ordinary differential equations

As an auxiliary problem, we will often use the initial-value problem for the system
of k ordinary differential equations in the form:

du

= f t, u(t) for a.a. t ∈ I, u(0) = u0 , (1.64)
dt
where f : (0, +∞) × Rk → Rk is a Carathéodory mapping. By a solution on a time
interval [0, T ] we will understand an absolutely continuous mapping u : [0, T ] → Rk
such that the equation (1.64) holds a.e. on [0, T ] and u(0) = u0 holds, too.
Theorem 1.44 (Local-in-time existence). Let f : (0, +∞) × Rk → Rk be a
Carathéodory mapping. Then there is T > 0 (not given a-priori) such that the
initial-value problem has a solution on the interval [0, T ].
The main ingredient for estimation of evolution systems in general is the
so-called Gronwall inequality,74 which we will also often use. In the general form,
this inequality says that, for all t ≥ 0,
  t Êθ  Êt
y(t) ≤ C+ b(θ)e− 0
a(ϑ)dϑ
dθ e 0 a(θ)dθ (1.65)
0
t
whenever we know that y(t) ≤ C + 0 (a(ϑ)y(ϑ) + b(ϑ))dϑ for some a, b ≥ 0 inte-
t
grable.75 For a ≥ 0 constant, (1.65) simplifies to y(t) ≤ eat (C + 0 b(ϑ)e−aϑ dϑ) ≤
t
(C + 0 b(ϑ)dϑ)eaT for t ∈ I.
Theorem 1.45 (Existence and uniqueness). Let T be fixed and f : I ×Rk → Rk
be a Carathéodory mapping satisfying the growth condition |f (t, r)| ≤ γ(t) + C|r|
with some γ ∈ L1 (I). Then:
(i) The initial-value problem (1.64) has a solution u ∈ W 1,1 (I; Rk ) on the interval
I = [0, T ].
(ii) If f (t, ·) is also Lipschitz continuous in the sense |f (t, r1 )−f (t, r2 )| ≤ (t)|r1 −
r2 | with some ∈ L1 (I), then the solution is unique.

Applying the so-called bootstrap argument, i.e. knowing that u ∈ W 1,1 (I; Rk )
and therefore f (t, u) ∈ W 1,1 (I; Rk ) provided f is smooth in the sense

∀ρ ∈ R+ ∃γρ ∈ L1 (I), Cρ < +∞ ∀t ∈ I, |r| ≤ ρ :

 ∂f 
 
 (t, r) ≤ γρ (t) and |f (t, r)| ≤ Cρ , (1.66)
∂t
74 In the general form presented here, which can be found, e.g., in Ioffe and Tihomirov [182,

Sect. 9.1, Lemma 3], it is also called the Bellman-Gronwall inequality according to the original
works [165] (for C = 0, a, b constant) and [38] (for C ≥ 0, b = 0, a ∈ L1 (0, T )).
75 A generalization for slightly superlinear growth in y, namely y ln(y) or y ln(y) ln(ln(y)), is

possible, too.
26 Chapter 1. Preliminary general material

we know immediately that d

dt u = f (t, u) ∈ W 1,1 (I; Rk ).76 Hence:
Theorem 1.46 (Regularity). If f satisfies all assumptions in Theorem 1.45 and
is also smooth in the sense (1.66), then u ∈ W 2,1 (I; Rk ).
The following discrete version of the Gronwall inequality will be often used:77
 l−1
   l−1
yl ≤ C + τ b k eτ k=1 ak
(1.67)
k=1

l−1
provided yl ≤ C + τ k=1 (ak yk + bk ) for any l ≥ 0 (of course, for l = 0 it means
yl ≤ C). We will often use ak ≡ a constant, and the condition
l


yl ≤ C + τ ayk + bk , (1.68)
k=1

l−1
from which we can easily derive yl ≤ (1 − aτ )−1 (C + τ b0 + τ k=1 (ayk + bk+1 )),
so that (1.67) gives
 l
 
eτ la/(1−aτ ) 1
yl ≤ C+τ bk if τ < . (1.69)
1 − aτ a
k=1

76 We use d f (t, u) = ∂ f (t, u)+ ∂ f (t, u) d u ∈ L1 (I; Rk ) because ∂ f (t, u) ∈ L1 (I; Rk ) while
dt ∂t ∂r dt ∂t
| ∂r f (t, u)| ≤ and dt
∂ d
u = f (t, u) ∈ L∞ (I; Rk ).
77 See Lees [216] or Quarteroni and Valli [287, Lemma 1.4.2] or Thomée [337].
 Part I

STEADY-STATE PROBLEMS
Chapter 2

Pseudomonotone or weakly
continuous mappings

The basic modern approach to boundary-value problems in differential equations

of the type (0.1)–(0.2) is the so-called energy-method technique which took the
name after a-priori estimates having sometimes physical analogies as bounds of an
energy.1 This technique originated from modern theory of linear partial differential
equations where, however, other approaches are efficient, too. On the abstract
level, this method relies on relative weak compactness of bounded sets in reflexive
Banach spaces, and either pseudomonotonicity or weak continuity of differential
operators which are understood as bounded from one Banach space to another
(necessarily different) Banach space. On the concrete-problem level, the main tool
is a weak formulation of boundary-value problems in question, Poincaré and Hölder
inequalities, and fine issues from the theory of Sobolev spaces.

2.1 Abstract theory, basic definitions, Galerkin method

Throughout this chapter (and most of the others), V will be a separable reflexive
Banach space and V ∗ its dual space, with  ·  and  · ∗ denoting briefly their
norms instead of  · V and  · V ∗ , respectively.

Definition 2.1 (Monotonicity modes). Let A be a mapping V → V ∗ .

(i) A : V → V ∗ is monotone iff ∀u, v ∈ V : A(u) − A(v), u − v ≥ 0.
(ii) If A is monotone and u = v implies A(u) − A(v), u − v > 0, then A is strictly
monotone.

1 Cf. Example 6.7 or e.g. also (11.109) or (12.9).

30 Chapter 2. Pseudomonotone or weakly continuous mappings

(iii) Considering an increasing function d : R+ → R, we say that A : V → V ∗ is

d-monotone with respect to a seminorm | · |,




A(u) − A(v), u − v ≥ d |u| − d |v| |u| − |v| . (2.1)

If | · | is the norm  ·  on V , we say simply that A is d-monotone. Moreover,

A is called uniformly monotone if


A(u) − A(v), u − v ≥ ζ u − v u − v (2.2)

for some increasing continuous function ζ : R+ → R+ . If ζ(r) = δr for some

δ > 0, then A is called strongly monotone.
(iv) The mapping A : V → V ∗ is called pseudomonotone iff

A is bounded, and (2.3a)


uk u ∀v ∈ V : A(u), u − v
=⇒ ≤ lim inf A(uk ), uk − v .
lim sup A(uk ), uk − u ≤ 0 k→∞
k→∞
(2.3b)

Remark 2.2. Let us emphasize that the monotonicity due to Definition 2.1(i) has
no direct relation with monotonicity of mappings with respect to an ordering. E.g.,
if V ∗ = V , the composition of monotone operators has a good sense but need not
be monotone. Definition 2.1(iv) represents a suitable extent2 of generalization of
the monotonicity concept from the viewpoint of quasilinear differential equations
of the type (0.2).
Definition 2.3 (Continuity modes).
(i) A : V →V ∗ is hemicontinuous iff ∀u, v, w∈V the function t → A(u+tv), w is
continuous, i.e. A is directionally weakly continuous.
(ii) If it holds only for v = w, i.e. ∀u, v∈V : t → A(u+tv), v is continuous, then
A is called radially continuous.
(iii) A : V →V ∗ is demicontinuous iff ∀w∈V the functional u → A(u), w is con-
tinuous; i.e. A is continuous as a mapping (V, norm) → (V ∗ , weak).
(iv) A : V →V ∗ is weakly continuous iff ∀w∈V the functional u → A(u), w is
weakly continuous; i.e. A is continuous as a mapping (V, weak) → (V ∗ , weak).
(v) A : V →V ∗ is totally continuous if it is continuous as a mapping (V, weak) →
(V ∗ , norm).
Lemma 2.4. Any pseudomonotone mapping A is demicontinuous.
Proof. Suppose uk → u. By (2.3a), the sequence {A(uk )}k∈N is bounded in a
reflexive space V ∗ . Then, as V is assumed separable, by the Banach Theorem 1.7
2 In
the sense that the premise of (2.3b) still can be proved under reasonable assumptions and
the conclusion of (2.3b) still suffices to prove convergence of various approximate solutions.
2.1. Abstract theory, basic definitions, Galerkin method 31

after taking a subsequence (denoted, for simplicity, by the same indices) we have
A(uk ) f for some f ∈ V ∗ . Then limk→∞ A(uk ), uk − u = f, u − u = 0 and
therefore, by (2.3b),

A(u), u − v ≤ lim inf A(uk ), uk − v = f, u − v (2.4)

k→∞

for any v ∈ V . From this we get A(u) = f . In particular, f is determined uniquely,

and thus even the whole sequence (not only the selected subsequence) must con-
verge. 
Definition 2.5 (Coercivity). A : V → V ∗ is coercive iff ∃ζ : R+ → R+ :
lims→+∞ ζ(s) = +∞ and A(u), u ≥ ζ(u)u. In other words, A coercive means

A(u), u
lim = +∞. (2.5)
u→∞ u

Theorem 2.6 (Brézis [58]). Any A pseudomonotone and coercive is surjective;

this means, for any f ∈ V ∗ , there is at least one solution to the equation

A(u) = f. (2.6)

Proof. Let us divide the proof into four particular steps.

Step 1: (Abstract Galerkin approximation.) As V is supposed separable, we can
take a sequence of finite-dimensional subspaces

∀k ∈ N : Vk ⊂ Vk+1 ⊂ V and Vk is dense in V . (2.7)
k∈N

Then we define a Galerkin approximation uk ∈ Vk by the identity:

∀v ∈ Vk : A(uk ), v = f, v. (2.8)

Step 2: (Existence of approximate solutions uk .) In other words, we seek uk ∈ Vk

solving Ik∗ (A(uk ) − f ) = 0 where Ik : Vk → V is the canonical inclusion so that
the adjoint operator Ik∗ : V ∗ → Vk∗ represents the restriction Ik∗ f = f |Vk . Besides,
as Vk is finite-dimensional, we will identify Vk ∼= Vk∗ by a linear homeomorphism
Jk : Vk → Vk such that Jk u, u = uVk , Jk uVk∗ = uVk , and Jk u, Jk−1 f  =
∗ 2

f, u.3
As A is coercive, for  sufficiently large we have

uVk =  =⇒ A(u) − f, u ≥ A(u), u − f ∗ u > 0. (2.9)

3 If necessary, we can re-norm the finite-dimensional V to impose a Hilbert structure (i.e. V
k k
is then homeomorphic with a Euclidean space). Then Jk can be taken as in (3.1) below; note
that, by Lemma 3.2, Jk is a homeomorphism. Also note that (2.5) restricted on Vk holds in
the new, equivalent norm, as well; possibly, the function ζ in Definition 2.5 is changed by this
renormalization.
32 Chapter 2. Pseudomonotone or weakly continuous mappings

Suppose, for a moment, that Ik∗ A(u) = Ik∗ f for any u ∈ Vk with uVk ≤ . Then
the mapping

Jk−1 Ik∗ f − A(u)
u →   
I ∗ (f − A(u)) ∗ (2.10)
k V k

maps the convex compact set {u ∈ Vk ; u ≤ } into itself because Jk−1  = 1;
note that Jk−1 f Vk = f Vk∗ . Also, by Lemma 2.4, the mapping u → A(u), v :
Vk → R is continuous for any v so that also u → Ik∗ A(u) : Vk → Vk∗ is continuous.
By the Brouwer fixed-point Theorem 1.10, the mapping (2.10) has a fixed point
u, this means

Jk−1 Ik∗ f − A(u)
u=  
I ∗ (f − A(u)) ∗ . (2.11)
k V k

As Jk−1 f Vk = f Vk∗ , (2.11) implies uVk = . Testing (2.11) by Jk uIk∗ (f −

A(u))Vk∗ , one gets
   
2 Ik∗ (f − A(u))V ∗ = Jk u, uIk∗ (f − A(u))V ∗
k k

=  Jk u, Jk−1 Ik∗ (f − A(u)) =  Ik∗ (f − A(u)), u

=  f − A(u), Ik u =  f − A(u), u (2.12)

which yields A(u) − f, u = −Ik∗ (A(u) − f )Vk∗ ≤ 0, a contradiction with (2.9).

Step 3: (An a-priori estimate.) Moreover, putting v := uk into (2.8), we can
estimate4

ζ uk  uk  ≤ A(uk ), uk = f, uk  ≤ f ∗uk  (2.13)
with a suitable increasing function ζ : R+ → R+ such that limξ→∞ ζ(ξ) = +∞, cf.
the coercivity (2.5) of A. Then uk  ≤ ζ −1 (f ∗ ) < +∞, so that uk is bounded
in V independently of k. This holds even for any solution to (2.8).
Step 4: (Limit passage.) Since {uk }k∈N is bounded and V is reflexive and sepa-
rable, by the Banach Theorem 1.7 together with Proposition 1.3, there is a sub-
sequence and u ∈ V such that uk u. From (2.8), we have also

A(uk ), vm − uk = f, vm − uk  (2.14)


for any k ≥ m and vm ∈ Vm ⊂ Vk . By density of k∈N Vk in V , we can take
vk → u. Then, by (2.14), one gets
 
lim sup A(uk ), uk − u = lim sup A(uk ), uk − vk  + A(uk ), vk − u
k→∞ k→∞
 
≤ lim f, uk − vk  + A(uk )∗ vk − u = 0. (2.15)
k→∞
4 Here
we forget possible renormalization of the finite-dimensional subspaces Vk and come
back to the original norm on V .
2.2. Some facts about pseudomonotone mappings 33

Note that the sequence {uk }k∈N has been proved bounded so {A(uk )∗ }k∈N is
bounded by (2.3a) and that, in fact, even an equality holds in (2.15) and “limsup”
is a limit. By pseudomonotonicity (2.3b) of A, we get
∀v ∈ V : lim inf A(uk ), uk − v ≥ A(u), u − v . (2.16)
k→∞

On the other hand, from (2.14) we also have


∀v ∈ Vm : lim inf A(uk ), uk − v = lim f, uk − v = f, u − v. (2.17)
k→∞ k→∞
m∈N

gets A(u), u − v ≤ f, u − v for any v ranging

Combining (2.16) and (2.17), one 
over a dense subset of V , namely m∈N Vm , which shows that A(u) = f . 
Remark 2.7 (Nonconstructivity). Let us emphasize three aspects of high noncon-
structivity of the above proof:
 usage of Brouwer’s fixed-point theorem,
 a contradiction argument, and
 a selection of a convergent subsequence by a compactness argument.
Remark 2.8 (Necessity of approximation). The approximation (Step 1) is necessary
in the above proof, otherwise one would have to think about usage of Schauder’s
type fixed point Theorem 1.9 instead of the Brouwer one. This would need ad-
ditional assumptions about weak continuity of A and the Hilbert structure of V ,
cf. Exercise 2.52, which is not fitted with general quasilinear differential equations,
cf. Sect. 2.5 where omitting the approximation would also hurt for not allowing
for a weaker concept of A as V → Z ∗ with Z
V .

2.2 Some facts about pseudomonotone mappings

Brézis’ Theorem 2.6 showed the importance of the class of pseudomonotone map-
pings. It is therefore worth knowing some more specific cases leading to such
mappings.
Lemma 2.9 (Brézis [58]). Radially continuous monotone mappings satisfy
(2.3b). In particular, bounded radially continuous monotone mappings are
pseudomonotone.
Proof. Take uk u and assume lim supk→∞ A(uk ), uk − u ≤ 0. Since A is
monotone, A(uk ), uk − u ≥ A(u), uk − u → 0 so that lim inf k→∞ A(uk ), uk −
u ≥ 0 and therefore altogether
lim A(uk ), uk − u = 0. (2.18)
k→∞

We take uε = (1−ε)u + εv, ε > 0, and write the monotonicity condition of A

between uk and uε :
0 ≤ A(uk ) − A(uε ), uk − uε  = A(uk ) − A(uε ), ε(u − v) + uk − u (2.19)
34 Chapter 2. Pseudomonotone or weakly continuous mappings

and, by a simple algebraic manipulation, we obtain

εA(uk ), u − v ≥ A(uε ), uk − u − A(uk ), uk − u + εA(uε ), u − v. (2.20)

Therefore, fixing ε > 0 and passing with k to infinity, by (2.18) we get

ε lim inf A(uk ), u − v ≥ εA(uε ), u − v. (2.21)

k→∞

Then divide it by ε, which gives lim inf k→∞ A(uk ), u − v ≥ A(uε ), u − v =

A(u + ε(v−u)), u−v. Passing with ε → 0 and using the radial continuity of A,
we eventually get

lim inf A(uk ), u − v ≥ lim A(u + ε(v−u)), u−v = A(u), u−v. (2.22)
k→∞ ε0

The pseudomonotonicity of A then follows by using (2.22) with (2.18):

lim inf A(uk ), uk −v = lim A(uk ), uk −u + lim inf A(uk ), u−v ≥ A(u), u−v.
k→∞ k→∞ k→∞


∗
Lemma 2.10. Any bounded demicontinuous mapping A : V → V satisfying
 
uk u & lim sup A(uk )−A(u), uk −u ≤ 0 ⇒ uk → u. (2.23)
k→∞

is pseudomonotone.
Proof. The premise of (2.3b), i.e. uk u and lim supA(uk ), uk −u ≤ 0, yields
k→∞

lim sup A(uk )−A(u), uk −u = lim sup A(uk ), uk −u − lim A(u), uk −u ≤ 0,

k→∞ k→∞ k→∞

so that by (2.23) we have uk → u, and by demicontinuity of A also A(uk ) A(u),

and eventually limk→∞ A(uk ), uk − v = A(u), u − v for any v ∈ V . 
Lemma 2.11.
(i) The sum of any pseudomonotone mappings remains pseudomonotone, i.e. A1
and A2 pseudomonotone implies u → A1 (u) + A2 (u) pseudomonotone.
(ii) A shift of a pseudomonotone mapping remains pseudomonotone, i.e. A
pseudomonotone implies u → A(u + w) pseudomonotone for any w ∈ V .
Proof. The boundedness (2.3a) of A1 + A2 and A(· + w) is obvious hence we need
to show only (2.3b).
To prove (i), let A1 , A2 be pseudomonotone, uk u and lim supk→∞ [A1 +
A2 ](uk ), uk − u ≤ 0. Let us verify that

lim sup A1 (uk ), uk − u ≤ 0 and lim sup A2 (uk ), uk − u ≤ 0. (2.24)

k→∞ k→∞
2.3. Equations with monotone mappings 35

Suppose, for a moment, that lim supk→∞ A2 (uk ), uk − u = ε > 0. Taking a
subsequence, we can suppose that limk→∞ A2 (uk ), uk − u = ε > 0 and therefore

lim sup A1 (uk ), uk − u ≤ −ε < 0. (2.25)

k→∞

As A1 is pseudomonotone, we get lim inf k→∞ A1 (uk ), uk − v ≥ A1 (u), u − v for
any v ∈ V . In particular, for v = u we get lim inf k→∞ A1 (uk ), uk − u ≥ 0, which
contradicts (2.25). Thus (2.24) holds. By the pseudomonotonicity both for A1 and
for A2 , we get

lim inf [A1 +A2 ](uk ), uk −v ≥ lim inf A1 (uk ), uk −v + lim inf A2 (uk ), uk −v
k→∞ k→∞ k→∞
≥ A1 (u), u − v + A2 (u), u − v ≥ [A1 + A2 ](u), u − v .

As to (ii), let uk u and lim supk→0 A(uk +w), uk −u ≤ 0. Then

obviously uk +w u+w and lim supk→0 A(uk +w), (uk +w) − (u+w) ≤ 0. If
A is pseudomonotone, then lim inf k→0 A(uk +w), uk −v = lim inf k→0 A(uk +w),
(uk +w) − (v+w) ≥ A(u+w), (u+w) − (v+w) = A(u+w), u−v, hence A(· + w)
is pseudomonotone. 
Corollary 2.12. A perturbation of a pseudomonotone mapping by a totally contin-
uous mapping is pseudomonotone.
Proof. Realize that any totally continuous mapping is pseudomonotone; indeed, if
uk u, then A(uk ) → A(u) and thus limk→∞ A(uk ), uk − v = A(u), u − v so
that (2.3b) is trivial. 

2.3 Equations with monotone mappings

Monotone mappings (with boundedness and radial continuity properties) are a
special class of pseudomonotone mappings, cf. Lemma 2.9, and, as such, they
allow special treatment with a bit stronger results than a general “pseudomonotone
theory” can yield, cf. Theorem 2.14 vs. Proposition 2.17.
Lemma 2.13 (Minty’s trick [243]). Let A : V → V ∗ be radially continuous and
let f −A(v), u−v ≥ 0 for any v∈V . Then f = A(u).
Proof. Replace v with u + εw with w ∈ V arbitrary. This gives

f − A(u+εw), −εw ≥ 0. (2.26)

Divide it by ε > 0 and pass to the limit with ε by using radial continuity of A:

0 ≥ f − A(u+εw), w → f − A(u), w . (2.27)

As w is arbitrary, one gets A(u) = f . 

36 Chapter 2. Pseudomonotone or weakly continuous mappings

Theorem 2.14. Let A be bounded,5 radially continuous, monotone, coercive. Then:

(i) A is surjective; this means, for any f ∈ V ∗ , there is u solving (2.6). Moreover,
the set of solutions to (2.6) is closed and convex.
(ii) If, in addition, A is strictly monotone, then A−1 : V ∗ → V does exist, is
strictly monotone, bounded, and demicontinuous. If A is also d-monotone and
V uniformly convex, then A−1 : V ∗ → V is continuous.
(iii) If, in addition, A is uniformly (resp. strongly) monotone, then A−1 : V ∗ → V
is uniformly (resp. Lipschitz) continuous.
Proof. By Lemma 2.9, A is pseudomonotone. As A is supposed also coercive, the
surjectivity of A follows from Theorem 2.6. By Lemma 2.4, A is demicontinuous,
hence the set of solutions to (2.6) is closed in the norm topology of V . Hence, to
prove convexity of this set, it suffices to show that u = 12 u1 + 12 u2 solves (2.6)
provided u1 and u2 do so, cf. Proposition 1.6. Thus, as A(u1 ) = f = A(u2 ), we
have

f, u1 − v = A(u1 ), u1 − v , (2.28a)

f, u2 − v = A(u2 ), u2 − v . (2.28b)

Then we add (2.28a) with (2.28b), divide it by 2, and subtract the trivial identity
A(v), u − v = 12 A(v), u1 − v + 12 A(v), u2 − v where u = 12 u1 + 12 u2 . We get

1 1
f − A(v), u − v = A(u1 ) − A(v), u1 − v + A(u2 ) − A(v), u2 − v ≥ 0
2 2
because of monotonicity of A. Then, by Lemma 2.13, one gets A(u) = f .
Let us go on to (ii). If A is strictly monotone, we have A(u1 ) − A(u2 ), u1 −
u2  = f − f, u1 − u2  = 0 which is possible only if u1 = u2 . In other words, the
equation (2.6) has a unique solution so that the inverse A−1 does exist.
The mapping A−1 is strictly monotone: For f1 , f2 ∈ V ∗ , f1 = f2 , put ui =
−1
A (fi ). Then also u1 = u2 . As A is strictly monotone, one has

f1 − f2 , A−1 (f1 ) − A−1 (f2 ) = A(u1 ) − A(u2 ), u1 − u2 > 0. (2.29)

The mapping A−1 is bounded: by the coercivity of A, there is ζ : R+ → R

such that limξ→∞ ζ(ξ) = +∞ and A(u), u ≥ uζ(u). Therefore


ζ u u ≤ A(u), u = f, u ≤ f ∗ u (2.30)

so that ζ(A−1 (f )) = ζ(u) ≤ f ∗ . Thus A−1 maps bounded sets in V ∗ into
bounded sets in V .
The mapping A−1 is demicontinuous, i.e. (norm,weak)-continuous: take fk →
f in V ∗ . As A−1 was shown to be bounded, {A−1 (fk )}k∈N is bounded and (possibly
5 If
proved directly, i.e. without passing through pseudomonotone mappings, the boundedness
assumption can be omitted; cf. Theorem 2.18 below.
2.3. Equations with monotone mappings 37

up to a subsequence) uk = A−1 (fk ) u in V by Banach’s Theorem 1.7. It remains

to show A(u) = f . By the monotonicity of A, for any v ∈ V :

0 ≤ A(uk ) − A(v), uk − v = fk − A(v), uk − v . (2.31)

Therefore, by (norm×weak)-continuity of the duality pairing, passing to the limit

with k → ∞ yields

0 ≤ lim fk − A(v), uk − v = f − A(v), u − v . (2.32)

k→∞

Then we apply again the Minty-trick Lemma 2.13, which gives A(u) = f . Thus
even the whole sequence {uk }k∈N converges weakly.
If A is d-monotone, we can refine (2.31) used for v := u as follows:


d(uk ) − d(u) (uk  − u) ≤ A(uk ) − A(u), uk − u
= fk − A(u), uk − u → f − A(u), u − u = 0, (2.33)

which gives uk  → u because d : R → R is increasing. Hence uk → u by

Theorem 1.2. In other words, A−1 is continuous.
The point (iii): By (2.2) one has for any A(u1 ) = f1 and A(u2 ) = f2 the
estimate


ζ u1 − u2  u1 − u2  ≤ A(u1 ) − A(u2 ), u1 − u2
= f1 − f2 , u1 − u2  ≤ f1 − f2 ∗ u1 − u2  (2.34)

so that ζ(u1 − u2 ) ≤ f1 − f2 ∗ . By the assumed properties of ζ, the inverse

mapping A−1 is uniformly continuous. The case of strong monotonicity is obvious.

Lemma 2.15. Any monotone mapping A : V → V ∗ is locally bounded in the sense:

∀u ∈ V ∃ε > 0 ∃M ∈ R+ ∀v ∈ V : v−u ≤ ε ⇒ A(v)∗ ≤ M. (2.35)

Proof. Suppose the contrary, i.e. (2.35) does not hold at some u ∈ V . Without
loss of generality, assume u = 0. This means that there is a sequence {vk }, vk → 0,
such that A(vk )∗ → ∞. Putting ck := 1 + A(vk )∗ vk , we can estimate by
monotonicity of A that

A(vk ) A(vk ), vk + A(v), v − vk

,v ≤
ck c
 
k 
≤ 1 + A(v)∗ v + vk  → 1 + A(v)∗ v. (2.36)

Replacing v by −v, we can conclude that lim supk→∞ |c−1 k A(vk ), v| < +∞
for any v ∈ V . By Banach-Steinhaus’ Theorem 1.1, c−1 k A(v k )∗ ≤ M . This
means A(vk )∗ ≤ M ck = M (1+A(vk )∗ vk ), and then also A(vk )∗ ≤
M/(1−M vk ) → M , which contradicts the fact that A(vk )∗ → ∞. 
38 Chapter 2. Pseudomonotone or weakly continuous mappings

Lemma 2.16. Radially continuous monotone mappings are also demicontinuous.

Proof. Take a sequence {uk }k∈N convergent to some u ∈ V . By Lemma 2.15,
{A(uk )}k∈N is bounded in V ∗ and, Banach Theorem 1.7, we can select a subse-
quence {A(ukl )}l∈N converging weakly to some f ∈ V ∗ . Then, by the monotonicity
of A, 0 ≤ liml→∞ A(ukl ) − A(v), ukl − v = f − A(v), u − v. As v is arbitrary and
we assume radial continuity of A, the Minty-trick Lemma 2.13 yields f = A(u). As
f is thus determined uniquely, even the whole sequence {A(uk )}k∈N must converge
to it weakly. 

Proposition 2.17. Let A = A1 + A2 : V → V ∗ be coercive, and A1 be radially

continuous and monotone and A2 be totally continuous. Then A is surjective.
Proof. As in the proof of Brézis’ Theorem 2.6, consider uk ∈ Vk the Galerkin
approximations (2.8), i.e. here

A1 (uk ) + A2 (uk ), v = f, v ∀v ∈ Vk , (2.37)

and the a-priori estimate (2.13), and choose a weakly convergent subsequence
{uki }i∈N with a limit u ∈ V . Use monotonicity of A1 to write

0 ≤ A1 (vl )−A1 (uki ), vl −uki = A1 (vl ), vl −uki + A2 (uki )−f, vl −uki (2.38)

for any vl ∈ Vl with l ≤ k. Passing to the limit with i → ∞, it gives

0 ≤ A1 (vl ), vl − u + A2 (u) − f, vl − u . (2.39)


Then, by density of k∈N Vk in V , consider vl → v for v ∈ V arbitrary, use demi-
continuity of A1 (cf. Lemma 2.16), and pass to the limit with l → ∞ to get:

0 ≤ A1 (v), v − u + A2 (u) − f, v − u . (2.40)

Finally, replace v by u + εw with w ∈ V arbitrary and use Minty’s trick as in

(2.26)–(2.27) to show that A1 (u) + A2 (u) = f . 

In principle, if A1 is also bounded, one could use Lemma 2.9 and Corol-
lary 2.12 to see that A from Proposition 2.17 is surjective; realize that A2 , being
totally continuous, is certainly bounded. The above direct proof allowed us to avoid
the boundedness assumption of A1 . In particular, for A2 = 0, one thus obtains the
celebrated assertion:
Theorem 2.18 (Browder [67] and Minty [243]). Any monotone, radially con-
tinuous, and coercive A : V → V ∗ is surjective.
As a very special case, one gets another celebrated result:
2.3. Equations with monotone mappings 39

Theorem 2.19 (Lax and Milgram [214]6 ). Let V be a Hilbert space, A : V → V ∗

be a linear continuous operator which is positive definite in the sense Av, v ≥
εv2 for some ε > 0. Then A has a bounded inverse.
Sometimes, the following modification of Proposition 2.17 can be advanta-
geously applied, obtaining also the strong convergence of Galerkin’s approximate
solutions.
Proposition 2.20. Let A = A1 + A2 : V → V ∗ be coercive, and A1 be monotone
radially continuous and satisfy (2.23), and A2 be demicontinuous and compact.7
Then A is surjective.
Proof. We have the Galerkin identity (2.37) and a subsequence uk u, and write
A1 (uk )−A1 (u), uk −u = A1 (uk )−A1 (u), vk −u + A1 (uk )−A1 (u), uk −vk
(1) (2)
= A1 (uk )−A1 (u), vk −u + f −A2 (uk )−A1 (u), uk −vk =: Ik + Ik . (2.41)
As A1 is monotone, for any ε > 0, then
  
A1 (uk ) = 1 sup A1 (uk ), v ≤ 1 sup A1 (uk ), v
∗ ε v≤ε ε v≤ε
 1  
+ A1 (uk )−A1 (v), uk −v = sup A1 (uk ), uk + A1 (v), v−uk . (2.42)
ε v≤ε
Now we use that {A1 (uk ), uk }k∈N is bounded because A1 (uk ), uk  = f −
A2 (uk ), uk  and the compact mapping A2 is certainly bounded, and also
{A1 (v), v − uk ; v ≤ ε} is bounded if ε > 0 is small enough because A1
is locally bounded around the origin due to Lemma 2.15. Thus (2.42) shows
that A1 (uk ) − A1 (u)∗ is bounded, and, choosing vk → u in V , we obtain
(1)
limk→∞ Ik = 0 in (2.41).
Taking a subsequence such that also A2 (uk ) converges to some χ ∈ V ∗ (as
(2)
we can because A2 is compact), we get Ik = f − A2 (uk ) − A1 (u), uk − vk  →
f − χ − A1 (u), u − u = 0. As this limit is determined uniquely, even the whole
(2)
sequence {Ik }k∈N converges to 0.
Using (2.41), by (2.23) we get uk →u. By Lemma 2.16, A1 (uk ) A1 (u). By
demicontinuity of A2 , also A2 (uk ) A2 (u). It allows us 
to pass to the limit in
(2.37), obtaining A1 (u) + A2 (u) − f, v = 0 for any v ∈ k∈N Vk , hence A(u) =
f. 
Remark 2.21 (d-monotone A on a uniformly convex V ). Any d-monotone A : V →
V ∗ satisfies (2.23) if V is uniformly convex. Indeed, the premise of (2.23) with
A(uk ) − A(u), uk − u ≥ (d(uk ) − d(u))(uk  − u), cf. (2.1), yields uk  →
u. Then, by uniform convexity of V and Theorem 1.2, we get immediately
uk → u.
6 A usual formulation uses a bounded, positive definite, bilinear form a : V × V → R. This

form then determines A : V → V ∗ through the identity Au, v = a(u, v).

7 In fact, demicontinuous and compact A is automatically continuous.
2
40 Chapter 2. Pseudomonotone or weakly continuous mappings

The nonconstructivity of Brézis’ Theorem 2.6 pointed out in Remark 2.7 can
be avoided in special situations by using Banach’s fixed-point Theorem 1.12 for
the iterative process


uk = Tε (uk−1 ) := uk−1 − εJ −1 A(uk−1 ) − f , k ∈ N, u0 ∈ V, (2.43)

if V is a Hilbert space and the linear operator J : V → V ∗ is defined by

Ju, v := (u, v) with (·, ·) denoting here the inner product in V , cf. Remark 3.10.
For weakening of the assumptions by further (constructive) approximation see
Example 2.90.
Proposition 2.22 (Banach fixed-point technique). Let V be a Hilbert space,
A : V → V ∗ be strongly monotone, i.e. ζ(r) = δr from (2.2) with δ > 0, and also
A be Lipschitz continuous, i.e. A(u) − A(v)∗ ≤ u − v. Then the nonlinear
mapping Tε defined by (2.43) is contractive for any ε > 0 satisfying
2
ε < 2δ/ (2.44)

and the fixed point of Tε , i.e. Tε (u) = u, does exist and obviously solves A(u) = f .
Proof. It holds that8 f, J −1 f  = f 2∗ , so that one has

Tε (u) − Tε (v)2 = J(u − v) − ε(A(u) − A(v)), u − v − εJ −1 (A(u) − A(v))


= u − v2 − 2ε u−v, J −1 (A(u) − A(v)) + ε2 J −1 A(u) − J −1 A(v)2
= u − v2 − 2εA(u) − A(v), u − v + ε2 A(u) − A(v)2∗
≤ u − v2 − 2εδu − v2 + ε2 2 u − v2 .
√
The condition (2.44) just guarantees the Lipschitz constant 1 − 2εδ + ε2 2 of Tε
to be less than 1. 

2.4 Quasilinear elliptic equations

We will illustrate the above abstract theory on boundary-value problems for the
quasilinear 2nd-order partial differential equation


−div a(x, u, ∇u) + c(x, u, ∇u) = g (2.45)

considered on a bounded connected Lipschitz domain Ω ⊂ Rn . Here a : Ω × R ×

Rn → Rn and c : Ω × R × R
n → R; for more qualification see (2.54) and (2.55a,c)
∂
below. Recall that ∇u := ∂x 1
u, . . . , ∂x∂ n u denotes the gradient of u. More in
detail, (2.45) means
n
∂


− ai x, u(x), ∇u(x) + c x, u(x), ∇u(x) = g(x) (2.46)
i=1
∂xi

8 Realize that for v = J −1 f , f, J −1 f = f, v = Jv, v = (v, v) = v2 = f 2∗ .

2.4. Quasilinear elliptic equations 41

for x ∈ Ω but we will rather use the abbreviated form (2.45) in what follows. For
some systems of the 2nd-order equations see Sect. 6.1 below while higher-order
equations will be briefly mentioned in Sect. 2.4.4. Besides, we will confine ourselves
to data with polynomial-growth; p ∈ (1, +∞) will denote the growth of the leading
nonlinearity a(x, u, ·) which essentially determines the setting and the other data
qualification. Also, a(x, u, ·) will be assumed to behave monotonically, cf. (2.65),
which is related to the adjective elliptic. For the linear case a(x, r, s) = As, the
monotonicity (2.65) and coercivity (2.91a) below implies the matrix A is positive
definite, which is what is conventionally called “elliptic”, contrary to A indefinite
(resp. semidefinite) which is addressed as hyperbolic (resp. parabolic).
Convention 2.23 (Omitting x-variable). For brevity, we will often write a(x, u, ∇u)
instead of a(x, u(x), ∇u(x)) (as we already did in (2.45)) or sometimes even
a(u, ∇u) if the dependence on x is automatic;
 hence, in fact, Na (u, ∇u) = a(u, ∇u).
Thus, e.g. Ω c(u, ∇u)v dx will mean Ω c(x, u(x), ∇u(x))v(x) dx.

2.4.1 Boundary-value problems for 2nd-order equations

The equation (2.45) may admit very many solutions, which indicates some missing
requirements. This is usually overcome by a boundary condition to be prescribed
for the solution on the boundary Γ := ∂Ω of the domain Ω.
One option is to prescribe simply the trace u|Γ of u on the boundary, i.e.

u|Γ = uD on Γ (2.47)

with uD a fixed function on Γ. This condition is referred to as a Dirichlet boundary

condition.
Having in mind the equation (2.45), the alternative natural possibility is to
prescribe a local equation for the “boundary flux” ν · a, i.e.

ν · a(x, u, ∇u) + b(x, u) = h on Γ (2.48)

where ν = (ν1 , . . . , νn ) denotes the unit outward normal to Γ and h : Γ → R and

b : Γ × R → R are given functions qualified later. More in detail, (2.48) means
 n
i=1 νi (x) ai (x, u(x), ∇u(x)) + b(x, u(x)) = h(x) for x ∈ Γ. This condition is
referred to as a (nonlinear) Newton boundary condition or sometimes also a Robin
condition. If b = 0, it is called a Neumann boundary condition.
One can still think about a combination of (2.47) and (2.48) on various parts
of Γ. For this, let us divide (up to a zero-measure
set) the boundary
 Γ on two
disjoint open parts ΓD and ΓN such that measn−1 Γ \ (ΓD ∪ ΓN ) = 0, and then
consider so-called mixed boundary conditions

u|Γ = uD on ΓD , (2.49a)
ν · a(x, u, ∇u) + b(x, u) = h on ΓN . (2.49b)

As either ΓD or ΓN may be empty, (2.49) covers also (2.48) and (2.47), respectively.
42 Chapter 2. Pseudomonotone or weakly continuous mappings

Completing the equation (2.45) with the boundary conditions (2.47) (resp.
(2.48) or (2.49)), we will speak about a Dirichlet (resp. Newton or mixed)
boundary-value problem. One can have an idea to seek a so-called classical so-
lution u of it, i.e. such u ∈ C 2 (Ω̄) satisfying the involved equalities everywhere on
Ω and Γ. This requires, however, very strong data qualifications both for a, b, and
c and for Ω itself. Therefore, modern theories rely on a natural generalization of
the notion of the solution. In this context, ultimate requirements on every sensible
definition are9 :
1. Consistency: Any classical solution to the boundary-value problem in question
is the generalized solution.
2. Selectivity: If all data are smooth and if the generalized solution belongs to
C 2 (Ω̄), then it is the classical solution. Moreover, speaking a bit vaguely, in
qualified cases the generalized solution is unique.

2.4.2 Weak formulation

Here, the generalized solution will arise from a so-called weak formulation of the
boundary-value problem, which is the most frequently used concept and which
just fits to the pseudomonotonicity approach. Later, we will present some other
concepts, too.
For the full generality, we will treat the mixed boundary conditions (2.49).
The weak formulation of (2.45) with (2.49) arises as follows:
Step 1: Multiply the differential equation, i.e. here (2.45), by a test function v.
Step 2: Integrate it over Ω.
Step 3: Use Green’s formula (1.54), here with z = a(x, u, ∇u).
Step 4: Substitute the Newton boundary condition, i.e.
 here (2.49b), into the
boundary integral, i.e. here ΓN v(z · ν) dS = ΓN (ν · a(x, u, ∇u))v dS in
(1.54), while by considering v|ΓD = 0, the integral over ΓD simply van-
ishes.
This procedure looks here as
  


− div a(x, u, ∇u) + c(x, u, ∇u) v dx
Ω

Green’s  
formula

= a(x, u, ∇u) · ∇v+c(x, u, ∇u)v dx − ν ·a(x, u, ∇u) v dS
Ω Γ

boundary  
conditions

= a(x, u, ∇u) · ∇v+c(x, u, ∇u)v dx + b(x, u) − h(x) v dS. (2.50)
Ω Γ

Realizing still that the left-hand side in (2.50) is just Ω
gv dx, we come to the
9 See
[306, Remark 5.3.8] or [312] for some examples of unsuitable concepts of so-called
“measure-valued” solutions, cf. also DiPerna [106] or Illner and Wick [181].
2.4. Quasilinear elliptic equations 43

integral identity
   
a(x, u, ∇u) · ∇v+c(x, u, ∇u)v dx+ b(x, u)v dS = gv dx+ hv dS. (2.51)
Ω ΓN Ω ΓN

As declared, we confine ourselves to a p-polynomial growth, cf. (2.55a) below, and

then it is natural to seek the weak solution in the Sobolev space W 1,p (Ω). It leads
to the following definition:
Definition 2.24. We call u ∈ W 1,p (Ω) a weak solution to the mixed boundary-value
problem (2.45) and (2.49) if u|ΓD = uD and if the integral identity (2.51) holds for
any v ∈ W 1,p (Ω) with v|ΓD = 0.
The above 4-step procedure to derive (2.51) guarantees automatically its
consistency. On the other hand, its selectivity is related to the important fact that
the space V of test-functions v’s, i.e.

V = v ∈ W 1,p (Ω); v|ΓD = 0 , (2.52)

is sufficiently rich, the restriction of v on ΓD being compensated by direct involve-

ment of the boundary condition (2.49a) in Definition 2.24:
Proposition 2.25 (Selectivity of the weak-solution definition). Let a ∈
C 1 (Ω̄ × R × Rn ; Rn ), c ∈ C 0 (Ω̄ × R × Rn ), and b ∈ C 0 (Γ̄N × R), g ∈ C(Ω̄), and
h ∈ C(ΓN ). Then any weak solution u ∈ C 2 (Ω̄) is the classical solution.
Proof. Put v ∈ V into (2.51) and use Green’s formula (1.54). One gets
  
div a(x, u, ∇u) − c(x, u, ∇u) + g v dx
Ω
  
+ h − b(x, u) − ν · a(x, u, ∇u) v dS = 0. (2.53)
ΓN

Considering v|Γ = 0, the boundary integral in (2.53) vanishes. As v is otherwise

arbitrary, one deduces that (2.45) holds a.e., and hence even everywhere in Ω due
to the assumed smoothness of a and c.10 Hence, the first integral in (2.53) vanishes.
Then, putting a general v ∈ V into (2.53) shows the latter boundary condition in
(2.49) valid,11 while the former one is directly involved in Definition 2.24. 

The important issue now is to set up basic data qualification to give a sense
to all integrals in (2.51). Recall that we keep the permanent assumption Ω to be
a bounded Lipschitz domain (so that, in particular, ν is defined a.e. on Γ) and ΓD
10 Here we use the fact that the set of test functions is sufficiently rich, namely that W01,p (Ω)
is dense in L1 (Ω); cf. Theorem 1.25 and the well-known fact that C0∞ (Ω) is dense in L1 (Ω).
11 Here the important fact is that the set {v|
ΓN ; v ∈ V } is dense in L (ΓN ). This is guaranteed
1

by the assumption that ΓN is open in Γ.

44 Chapter 2. Pseudomonotone or weakly continuous mappings

and ΓN are open in Γ (hence, in particular, measurable). To ensure measurability

of integrands on the left-hand side of (2.51) we must assume:

ai , c : Ω × R × Rn → R , b : Γ × R → R are Carathéodory functions, (2.54)

for i = 1, . . . , n; this means measurability in x and continuity in the other variables.

The further ultimate requirement is integrability of all integrands on the left-hand
side of (2.51). This, and some continuity requirements needed further, lead us to
assume the growth conditions on the nonlinearities a, b, and c:
∗
−)/p


|a(x, r, s)| ≤ γ(x) + C|r|(p + C|s|p−1 for some γ∈Lp (Ω) , (2.55a)
#

| b(x, r) | ≤ γ(x) + C|r|p −−1
for some γ∈Lp (Γ),
#
(2.55b)
∗ ∗

p −−1 p/p p∗

|c(x, r, s)| ≤ γ(x) + C|r| + C|s| for some γ∈L (Ω). (2.55c)

Let us recall the notation of the prime denoting the conjugate exponents (i.e.,
e.g., p = p/(p−1), cf. (1.20)) and the continuous (resp. compact) embedding
∗ ∗
W 1,p (Ω) ⊂ Lp (Ω) (resp. W 1,p (Ω)  Lp − (Ω) with >0), cf. Theorem 1.20. More-
over, the trace operator u → u|Γ maps W 1,p (Ω) into Lp (Γ) continuously and into
#

Lp − (Γ) compactly, cf. Theorem 1.23. For p∗ and p# see (1.34) and (1.37).
#

Convention 2.26. For p > n, the terms |r|+∞ occurring in (2.55) are to be under-
stood such that |a(x, ·, s)|, |b(x, ·)|, and |c(x, ·, s)| may have arbitrary fast growth
if |r| → ∞.
In view of Theorem 1.27, the growth conditions (2.55) are designed so that
respectively


Na : W 1,p (Ω)×Lp (Ω; Rn ) → Lp (Ω; Rn ) is (weak×
×norm,norm)-continuous, (2.56a)
#

u → Nb (u|Γ ) : W 1,p (Ω) → Lp (Γ) is (weak,norm)-continuous, (2.56b)
p n p∗

Nc : W 1,p
(Ω)×L (Ω; R ) → L (Ω) is (weak×norm,norm)-continuous. (2.56c)

In particular, for u, v ∈ W 1,p (Ω), the integrands a(x, u, ∇u) · ∇v and c(x, u, ∇u)v
occurring in (2.51) belong to L1 (Ω) while b(x, u|Γ )v|Γ belongs to L1 (Γ).
Furthermore, we will also suppose the right-hand side qualification:
∗
#

g ∈ Lp (Ω), h ∈ Lp (Γ). (2.57)

Note that (2.57) ensures gv ∈ L1 (Ω) and hv|Γ ∈ L1 (Γ) for v ∈ W 1,p (Ω), hence
(2.51) has a good sense. Moreover, we must qualify uD occurring in the Dirichlet
boundary condition (2.49a). The simplest way is to assume

∃w ∈ W 1,p (Ω) : uD = w|Γ . (2.58)

2.4. Quasilinear elliptic equations 45

Then, considering V from (2.52) equipped by the norm (1.30b) denoted simply by
 · , we define A : W 1,p (Ω) → V ∗ and f ∈ V ∗ simply by

A(u), v := left-hand side of (2.51), (2.59)

f, v := right-hand side of (2.51). (2.60)

Moreover, referring to (2.58), let us define A0 : V → V ∗ by

A0 (u) = A(u + w). (2.61)

Note that A0 has again the form of A from (2.51) but the nonlinearities a, b, and c
are respectively replaced by a0 , b0 , and c0 given by a0 (x, r, s) := a(x, r + w(x), s +
∇w(x)), b0 (x, r) := b(x, r + w(x)), and c0 (x, r, s) := c(x, r + w(x), s + ∇w(x)), and
these nonlinearities satisfy (2.55) but with  = 0 if w ∈ W 1,p (Ω) and the original
nonlinearities satisfy a, b, and c (2.55). Note also that for zero (or none) Dirichlet
boundary conditions, one can assume w = 0 in (2.58) and then A0 ≡ A|V (or
simply A0 ≡ A).
Note that, indeed, f ∈ V ∗ because of the obvious estimate
   
f ∗ = sup gv dx + hv dS ≤ sup gLp∗
(Ω) vLp∗ (Ω)
v≤1 Ω ΓN v≤1

+ hLp#
(ΓN ) vLp# (ΓN ) ≤ N1 gLp∗
(Ω) + N2 hLp#
(ΓN ) (2.62)
∗
where N1 is the norm of the embedding operator W 1,p (Ω) → Lp (Ω) and N2 is the
#
norm of the trace operator v → v|ΓN : W 1,p (Ω) → Lp (ΓN ). By similar arguments,
(2.54) and (2.55) ensures A(u) ∈ V ∗ , cf. Lemma 2.31 below.
Proposition 2.27 (Shift for non-zero Dirichlet condition). The abstract
equation (2.6) for A0 has a solution u0 ∈ V , i.e. A0 (u0 ) = f , if and only if
u = u0 + w ∈ W 1,p (Ω) is the weak solution to the boundary-value problem (2.45)
and (2.49) in accord to Definition 2.24.
Proof. We obviously have f = A0 (u0 ) = A0 (u − w) = A(u − w + w) = A(u), hence
the assertion immediately follows by the definition (2.59)–(2.60). 
Remark 2.28 (Why both u and v are from V ). In principle, Definition 2.24 could
work with v ∈ Z := W 1,∞ (Ω), or even with v’s smoother; the selectivity Propo-
sition 2.25 would hold as far as density of Z in V would be preserved, as used in
Section 2.5 below. The choice of v’s from the same space where the solution u is
supposed to live, i.e. here V , is related to the setting A : V → Z ∗ which is fitted
with the pseudomonotone-mapping concept only for Z = V .
Remark 2.29 (Why both ΓD and ΓN are assumed open). In principle, Defini-
tion 2.24 as well as the existence Theorem 2.36 below could work for ΓD and ΓN
only measurable. However, we would lose the connection to the original problem,
cf. Proposition 2.25: indeed, one can imagine ΓD measurable dense in Γ and ΓN of
46 Chapter 2. Pseudomonotone or weakly continuous mappings

a positive measure. Then, for p > n, v|Γ ∈ C(Γ) and the condition v|ΓD = 0 would
imply v|Γ = 0, so that the ΓN -integrals in (2.51) vanish and the Newton boundary
condition on ΓN in (2.49b) would be completely eliminated.
Remark 2.30 (Integral balance). The equation (2.45) is a differential alternative
to the integral balance
 
c(x, u, ∇u) − g(x) dx = a(x, u, ∇u) · ν dS (2.63)
O ∂O

for any test volume O ⊂ Ω with Ō ⊂ Ω and a smooth boundary ∂O with the normal
ν = ν(x). Obviously, one is to identify c as the balanced quantity (depending on
u and ∇u) while a as a flux of this quantity12 , and then (2.63) just says that the
overall production of this quantity over the arbitrary test volume O is balanced
by the overall flux through the boundary ∂O, cf. Figure 4. The philosophy that
integral form (2.63) of physical laws is more natural than their differential form
(2.45) was pronounced already by David Hilbert13 . The weak formulation (2.51)
implicitly includes, besides information about the boundary conditions, also (2.63).
Indeed, it suffices to take v in (2.51) as some approximation of the characteristic
function χO (which itself does not belong to W 1,p (Ω), however), e.g. vε with
vε (x) := (1 − dist(x, O)/ε)+ , and then to pass ε  0. This limit passage is,
however, legal only if x → a(x, u, ∇u) is sufficiently regular near ∂O or, in a
general case, it holds only in some “generic” sense; cf. e.g. Exercise 2.59.

O dS
-a ν
aν dx a
c-g= Ω
c(x,u, u)-g(x)
a=
a(x,u, u)
Figure 4. Illustration to balancing the normal flux a·ν through the bound-
ary of a test volume O and the production c inside this volume.

2.4.3 Pseudomonotonicity, coercivity, existence of solutions

In view of Theorem 2.6 with Proposition 2.27, we are to show pseudomonotonicity
of A0 : V → V ∗ . For simplicity, we can prove it for A as W 1,p (Ω) → W 1,p (Ω)∗ ,
which, by Lemma 2.11(ii), implies pseudomonotonicity of A0 : W 1,p (Ω) →
W 1,p (Ω)∗ , and then obviously also of A0 : V → V ∗ . Let us prove (2.3a) and
(2.3b) respectively in the following lemmas.
12 In concrete situations, the dependence of a on ∇u may result from a (nonlinear) Fick’s,

Fourier’s, or Darcy’s law.

13 Explicitly, it can be found in his famous Mathematical problems [173, 19th problem]: “Has

not every . . . variational problem a solution, provided . . . if need be that the notion of a solution
shall be suitably extended?”
2.4. Quasilinear elliptic equations 47

Lemma 2.31 (Boundedness of A). The assumptions (2.54) and (2.55) ensure
(2.3a), i.e. A : W 1,p (Ω) → W 1,p (Ω)∗ bounded.


Proof. We prove A {u ∈ W 1,p (Ω); u ≤ ρ} bounded in W 1,p (Ω)∗ for any ρ > 0.
Here,  ·  and  · ∗ will denote the norms in W 1,p (Ω) and W 1,p (Ω)∗ , respectively.
Indeed, we can estimate
sup A(u)∗ = sup sup A(u), v
u≤ρ u≤ρ v≤1
 
= sup sup a(u, ∇u) · ∇v + c(u, ∇u)v dx + b(u)v dS
u≤ρ v≤1 Ω ΓN
   
≤ sup sup a(u, ∇u)Lp
(Ω;Rn ) ∇v Lp (Ω;Rn )
u≤ρ v≤1
       
+ c(u, ∇u)Lp∗
(Ω) v Lp∗ (Ω) + b(u)Lp#
(ΓN ) v Lp# (ΓN )
     
≤ sup a(u,∇u)Lp
(Ω;Rn ) + N1 c(u,∇u)Lp∗
(Ω) + N2 b(u)Lp#
(ΓN ) (2.64)
u≤ρ

where N1 and N2 are as in (2.62). In view of (2.55), it is bounded uniformly for u

ranging over a bounded set in W 1,p (Ω). 

Further, we still have to strengthen our data qualification. The crucial as-
sumption we must make for pseudomonotonicity of A is the so-called monotonicity
in the main part:


∀(a.a.) x ∈ Ω ∀r ∈ R ∀s, s̃ ∈ Rn : a(x, r, s) − a(x, r, s̃) · (s − s̃) ≥ 0. (2.65)
To cover as many situations as possible, we distinguish three cases in accordance
with whether c(x, r, ·) is constant, linear, or nonlinear, respectively.
Lemma 2.32 (The implication (2.3b)). Let the assumptions (2.54) and (2.55)
be valid, let a satisfy (2.65), and let one of the following three cases hold: c is
independent of s, i.e. for some &c : Ω × R → R,
c(x, r, s) = &
c(x, r) , (2.66)
or c is linearly dependent on s, i.e. for some c : Ω × R → Rn ,
c(x, r, s) = c(x, r) · s, (2.67)
or c is generally dependent on s but the strict monotonicity “in the main part”
and coercivity of a(x, r, ·) hold and the growth of c(x, ·, ·) is further restricted:
(a(x, r, s) − a(x, r, s̃)) · (s − s̃) = 0 =⇒ s = s̃, (2.68a)
a(x, r, s) · (s − s0 )
∀s0 ∈ Rn : lim = +∞ uniformly for r bounded, (2.68b)
|s|→∞ |s|
∗
∗ ∗

∃γ ∈ Lp +
(Ω) ∃C ∈ R : |c(x, r, s)| ≤ γ(x)+C|r|p −−1
+C|s|(p−)/p (2.68c)
with Convention 2.26 in mind. Then A : W 1,p (Ω) → W 1,p (Ω)∗ satisfies (2.3b).
48 Chapter 2. Pseudomonotone or weakly continuous mappings

Remark 2.33. Obviously, (2.66) together with the growth condition (2.55c) imply
∗
c(x, r)| ≤ γ(x) + C|r|p −−1 with γ as in (2.55c). A bit more difficult is to realize
|&
that (2.67) together with the growth condition (2.55c) imply that c : Ω × R → Rn
has to satisfy
∗
|c(x, r)| ≤ γ(x) + C|r|p /q−1
with γ ∈ Lq+1 (Ω) and some 1 > 0,
' np
if p < n,
where q = np − 2n + p (2.69)
p if p ≥ n.
This condition together with the structural condition (2.67) now guarantees
∗
−)

Nc : W 1,p (Ω)× Lp (Ω; Rn ) → L(p (Ω) is (weak×weak,weak)-continuous. (2.70)
Eventually, note that the growth condition (2.68c) strengthens (2.55c) and is de-
signed so that, for some  > 0 (depending on  used in (2.68c)),
∗

Nc : W 1,p (Ω)×Lp (Ω; Rn ) → Lp +
(Ω) is (weak×norm,norm)-continuous. (2.71)
Proof of Lemma 2.32. Let us take uk u in W 1,p (Ω) and assume that
lim supA(uk ), uk − u ≤ 0. (2.72)
k→∞

We are to show that lim inf k→∞ A(uk ), uk −v ≥ A(u), u−v for any v ∈ W 1,p (Ω).
To distinguish between the highest and the lower-order terms, we define B(w, u) ∈
W 1,p (Ω)∗ by
 
B(w, u), v := a(x, w, ∇u) · ∇v + c(x, w, ∇w)v dx + b(x, w)v dS (2.73)
Ω ΓN

for u, w ∈ W 1,p (Ω); recall the Convention 2.23. Obviously, A(u) = B(u, u).
Let us put uε = (1−ε)u + εv, ε ∈ [0, 1]. Monotonicity (2.65) implies
B(uk , uk ) − B(uk , uε ), uk − uε  ≥ 0. Then, just by simple algebra,
ε A(uk ), u − v ≥ − A(uk ), uk − u
+ B(uk , uε ), uk − u + ε B(uk , uε ), u − v . (2.74)
Let us assume, for a moment, that we have proved
lim B(uk , v), uk − u = 0, (2.75)
k→∞
w-lim B(uk , v) = B(u, v) (the weak limit in W 1,p (Ω)∗ ), (2.76)
k→∞

and use them here for v = uε to pass successively to the limit in the right-hand-side
terms of (2.74). Using also (2.72), we thus obtain
ε lim inf A(uk ), u−v ≥ − lim sup A(uk ), uk −u + lim B(uk , uε ), uk −u
k→∞ k→∞ k→∞

+ ε lim B(uk , uε ), u−v ≥ ε B(u, uε ), u−v .

k→∞
2.4. Quasilinear elliptic equations 49

Divide it by ε > 0. Then the limit passage ε → 0 gives uε → u strongly so that we

get B(u, uε ) → B(u, u) even strongly14 , which results in lim inf k→∞ A(uk ), u −
v ≥ B(u, u), u − v = A(u), u − v.
Then, by using the monotonicity in the main part (2.65) once again, which
implies B(uk , uk ) − B(uk , u), uk − u ≥ 0, and by using also (2.75) now with
v = u, we can claim that

lim inf A(uk ), uk −v ≥ lim inf A(uk ), uk −u + lim inf A(uk ), u−v
k→∞ k→∞ k→∞
= lim B(uk , u), uk −u + lim inf B(uk , uk )−B(uk , u), uk −u
k→∞ k→∞
+ lim inf A(uk ), u − v ≥ A(u), u − v, (2.77)
k→∞

which is just the conclusion of (2.3b).

Thus it remains to prove (2.75) and (2.76). Since uk u in W 1,p (Ω) 
p∗ − p∗ −
(Ω). Similarly, uk |Γ → u|Γ in Lp − (Γ). Then,
#
L (Ω), we have uk → u in L
by the continuity of the Nemytskiı̆ mappings induced by a(·, ∇v) and b, we get

#

a(uk , ∇v) → a(u, ∇v) in Lp (Ω; Rn ), cf. (2.56a), and b(uk ) → b(u) in Lp (Γ);
cf. (2.56b) together with (1.36b); recall again Convention 2.23. Hence, realizing
0 in Lp (Ω; Rn ) and (uk −u)|Γ 0 in Lp (ΓN ), one gets
#
that ∇(uk −u)
 
a(uk , ∇v) · ∇(uk − u) dx + b(uk )(uk − u) dS → 0. (2.78)
Ω ΓN

By the same reasons, for any z ∈ W (Ω), we have also

1,p

   
a(uk , ∇v)·∇z dx + b(uk )z dS → a(u, ∇v)z dx + b(u)z dS. (2.79)
Ω ΓN Ω ΓN

As to the term c, we will distinguish the above suggested three cases.

The case (2.66): By the continuity of the Nemytskiı̆ mappings induced by & c, one
∗
∗
c(u) in Lp (Ω). Therefore, realizing that uk − u
c(uk ) → &
has & 0 in Lp (Ω), one
gets Ω &c(uk )(uk − u)dx → 0. Adding it with (2.78), one gets
 
B(uk , v), uk − u := a(uk , ∇v) · ∇(uk − u)
Ω
 
+ &c(uk )(uk − u) dx + b(uk )(uk − u) dS → 0, (2.80)
ΓN
 
which proves (2.75). Similarly, Ω c(uk )zdx →
& Ω &
c(uk )zdx, which, together with
(2.79), gives just (2.76).
The case (2.67): Here we have a certain reserve in the growth, cf. (2.70), and can
∗
thus exploit the compactness of the embedding W 1,p (Ω)  Lp − (Ω) to use uk → u
14 Here we use the continuity of the Nemytskiı̆ mapping Na◦u with a ◦ u : (x, s) → a(x, u(x), s).
50 Chapter 2. Pseudomonotone or weakly continuous mappings

∗
strongly in Lp − (Ω). Also, we can use c(uk ) → c(u) in Lq+1 (Ω) with q from (2.69)
and some 1 > 0 (depending on ); note that (q + 1 )−1 + p−1 + (p∗ − )−1 ≤ 1 if 
is small enough depending on the chosen 1 . As ∇uk ∇u in Lp (Ω; Rn ), we can
pass to the limit in the c-term:

c(uk ) · ∇uk (uk − u) dx → 0. (2.81)
Ω
 
Adding it with (2.78), one gets (2.75). Similarly, Ω c(uk ) · ∇uk z dx → Ω c(uk ) ·
∇uz dx, which, together with (2.79), gives just (2.76).
∗
The case (2.68): We already showed that uk → u in Lp − (Ω). In view of the
∗

boundedness (2.71) of {c(uk , ∇uk )}k∈N in Lp + (Ω), we obviously have

c(uk , ∇uk )(uk − u) dx → 0 . (2.82)
Ω

Adding it with (2.78), one gets (2.75).

To prove (2.76), we need to show a convergence of ∇uk to ∇u in a better
mode than the weak one only. Let us denote



ak (x) := a(x, uk (x), ∇uk (x)) − a(x, uk (x), ∇u(x)) · ∇ uk (x) − u(x) . (2.83)

By the monotonicity (2.65), it holds


0 ≤ lim sup ak (x)dx = lim sup B(uk , uk ) − B(uk , u), uk − u
k→∞ Ω k→∞
= lim sup A(uk ), uk − u − lim B(uk , u), uk − u ≤ 0; (2.84)
k→∞ k→∞

note that the last limit superior is non-positive by assumption while the last limit
equals zero by (2.75) with v := u. This implies that ak → 0 in the measure so that
we can select a subsequence such that

ak (x) → 0 (2.85)
∗
for a.a. x ∈ Ω. As uk → u strongly in Lp −
(Ω), by Proposition 1.13(ii)–(iii) we
can further select a subsequence that also

uk (x) → u(x) (2.86)

for a.a. x ∈ Ω. Take x ∈ Ω such that both (2.85) and (2.86) hold and also ∇u(x),
∇uk (x), k ∈ N, and γ(x) from (2.55a) are finite, and a(x, ·, ·) is continuous. If
the sequence {∇uk (x)}k∈N would be unbounded, then the coercivity (2.68b) used
for s0 = ∇u(x) would yield lim supk→∞ (a(x, uk (x), ∇uk (x)) − a(x, uk (x), s0 )) ·
(∇uk (x) − s0 ) = +∞, which would contradict (2.85). Therefore, we can take a
suitable s ∈ Rn and a (for a moment sub-) sequence such that ∇uk (x) → s in Rn .
2.4. Quasilinear elliptic equations 51

By (2.85) and (2.86) and the continuity of a(x, ·, ·), cf. (2.54), we can pass to
the limit in (2.83), which yields



a(x, u(x), s) − a(x, u(x), ∇u(x)) · s − ∇u(x) = 0. (2.87)
By the strict monotonicity (2.68a), we get s = ∇u(x). As s is determined uniquely,
even the whole sequence {∇uk (x)}k∈N converges to s.15 Then
c(uk , ∇uk ) → c(u, ∇u) a.e. in Ω. (2.88)
As always p∗  +  > 1, there is a (sub-)sequence of {c(uk , ∇uk )}k∈N converg-
∗

ing weakly in Lp + (Ω). Let EK := {x ∈ Ω; ∀k ≥ K : |c(x, uk (x), ∇uk (x)) −
c(x, u(x), ∇u(x))| ≤ 1}. Due to (2.88) and Proposition 1.13(i), c(uk , ∇uk ) con-
verges to c(u, ∇u) also in the measure, and therefore measn (EK ) → measn (Ω) for
K → ∞. Hence we get



vK c(uk , ∇uk ) − c(u, ∇u) dx → 0 (2.89)
Ω
∞
for any vK ∈ L (Ω) vanishing on Ω \ EK . The limit passage in (2.89) has been
done by Lebesgue’s dominated-convergence Theorem 1.14 because the collection
{vK (c(uk , ∇uk ) − c(u, ∇u))}k≥K has a common integrable majorant, namely the
∗

constant vK L∞ (Ω) . As the set of all such vK is dense in Lp + (Ω)∗ because
p∗  +  > 1 and because |EK | → measn (Ω) for K → ∞, therefore (2.89) proves
that
c(uk , ∇uk ) c(u, ∇u) in Lq (Ω). (2.90)
As the limit c(u, ∇u) is determined uniquely, even the whole sequence (not only
that one selected for (2.85)–(2.86)) must converge.16 Then (2.76) follows by joining
(2.90) with (2.79). 
Remark 2.34 (Critical growth in lower-order terms). The above theorem and its
proof permits various modifications: If b(x, ·) is monotone, then the splitting (2.73)
can involve b(u) instead of b(w), which allows for borderline growth of b, i.e. (2.55b)
with  = 0. Similarly, if c = & c(x, r) as in (2.66) but with & c(x, ·) is monotone,
then (2.73) can involve c(u) instead of c(w, ∇w), and (2.55c) with  = 0 suffices.
Modification of the basic space V in these cases would allow for even a super-
critical growth, cf. (2.117).
Lemma 2.35 (The coercivity (2.5)). Let the following coercivity hold:
∃ε1 , ε2 > 0, k1 ∈ L1 (Ω) : a(x, r, s)·s + c(x, r, s)r ≥ ε1 |s|p +ε2 |r|q −k1 (x), (2.91a)
∃c1 < +∞ ∃k2 ∈ L1 (Γ) : b(x, r)r ≥ −c1 |r|q1 − k2 (x), (2.91b)
for some 1 < q1 < q ≤ p. Then A : W 1,p (Ω) → W 1,p (Ω)∗ is coercive.
15 The fact that we do not need to select a subsequence at every x in question is important

because the set of all such x’s should have the full measure in Ω and thus cannot be countable.


16 By the same technique one can also prove a(u , ∇u ) a(u, ∇u) weakly in Lp (Ω; Rn ). We
k k
however do not need this fact.
52 Chapter 2. Pseudomonotone or weakly continuous mappings

Proof. We use the Poincaré inequality in the form (1.55), i.e. uW 1,p (Ω) ≤
CP (∇uLp(Ω;Rn ) + uLq (Ω) ), which implies


uqW 1,p (Ω) ≤ 2q−1 CPq ∇uqLp (Ω;Rn ) + uqLq (Ω)


≤ Cp,q 1 + ∇upLp(Ω;Rn ) + uqLq (Ω) . (2.92)

Also, by Young’s inequality and boundedness of the trace operator17 u → u|Γ :

W 1,p (Ω) → Lq (Γ) (let N denote its norm), we use the estimate
 
 q1  q
u q = |u|q1
dS ≤ ε|u|q + Cε dS ≤ εN q uW 1,p (Ω) + Cε measn−1 (Γ) (2.93)
L 1 (Γ)
Γ Γ

with ε > 0 arbitrarily small and Cε < +∞ chosen accordingly; cf. (1.22) with
q/q1 > 1 in place of p. Then (2.91) implies the estimate
 



A(u), u ≥ ε1 |∇u|p + ε2 |u|q − k1 dx − c1 |u|q1 + k2 dS
Ω Γ
 
uqW 1,p (Ω)  
≥ min(ε1 , ε2 ) − 1 − k1 L1 (Ω)
Cp,q
 
q  q
 
− εN u W 1,p (Ω) − Cε measn−1 (Γ) − k2 L1 (Γ) . (2.94)

When one chooses ε < min(ε1 , ε2 )/(Cp,q N q ) and realizes that q > 1, the coercivity
(2.5) of A, i.e. limuW 1,p (Ω) →∞ A(u), u = +∞, is shown. 
Theorem 2.36 (Leray-Lions [218]). Let (2.54), (2.55), (2.57), (2.58), (2.65), and
(2.91) be valid and at least one of the conditions (2.66) or (2.67) or (2.68) be valid,
then the boundary-value problem (2.45)–(2.49) has a weak solution.
Proof. Lemmas 2.31, 2.32, and 2.35 proved A : W 1,p (Ω) → W 1,p (Ω)∗
pseudomonotone and coercive. These properties are inherited by A0 : V → V ∗ ,
cf. also Lemma 2.11(ii). Then we use Theorem 2.6 with Proposition 2.27. 
Remark 2.37 (Coercivity (2.68b)). Note that the coercivity (2.91a) together with
(2.55a) and (2.68c) imply the coercivity (2.68b) because

a(x, r, s)·(s − s0 ) ≥ ε1 |s|p + ε2 |r|q − k1 (x) − c(x, r, s)r − a(x, r, s)·s0 (2.95)

for such x ∈ Ω that k1 (x) is finite. Realizing that s → −c(x, r, s)r has a maximal
∗

decay as −|s|(p−)/p due to (2.68c) and s → −a(x, r, s) · s0 maximal decay as
−|s|p−1 due to (2.55a), the estimate (2.95) shows that s → a(x, r, s) · (s − s0 ) has
the p-growth uniformly with respect to r bounded because  > 0 and p∗  ≥ 1.
Remark 2.38 (Necessity of monotonicity of a(x, r, ·)). Boccardo and Dacorogna
[51] showed that monotonicity of a(x, r, ·) is necessary for pseudomonotonicity of
the mapping A(u) = −div a(x, u, ∇u).
17 Note that always q ≤ p < p# .
2.4. Quasilinear elliptic equations 53

Remark 2.39 (Necessity of Leray-Lions’ condition (2.65), (2.68)). If a lower-

order term c is present, the necessity of strict monotonicity of a(x, r, ·) for the
pseudomonotonicity was shown by Gossez and Mustonen [158].18 It is worth ob-
serving that, for c(x, r, ·) not affine, the mapping u → c(u, ∇u) : W 1,p (Ω) →
W 1,p (Ω)∗ , although representing a lower-order term, is neither totally continu-
ous19 nor pseudomonotone but it is still compact, cf. Exercise 2.60, and, when
added to u → −div a(u, ∇u), it may result in a pseudomonotone mapping.

Remark
 2.40 (General right-hand sides). The functional f : v → Ω gv dx +
ΓN hv dS we considered, cf. (2.60), is not the general form of a functional
f ∈ W 1,p (Ω)∗ . In fact, W 1,p (Ω)∗ would allow g and h to be certain distributions
on Ω and Γ, respectively. For example, if p > n, we have a dense and continuous
embedding W 1,p (Ω) ⊂ C(Ω̄) (resp.  operator W (Ω) → C(Γ)), hence-
the trace 1,p

forth the functional f : v → Ω̄ v µ(dx) + Γ v η(dS) with measures µ ∈ M(Ω̄)

and η ∈ M(Γ) still belongs to W 1,p (Ω)∗ . Since, in the case p > n, it holds that
p∗ = p# = +∞, we, for the sake of simplicity, have considered (and will consider)
only those measures µ and η which are absolutely continuous20 in the presented
text, except Sect. 3.2.5 below.

Convention 2.41 (Coercivity and a-priori estimates). The coercivity estimate

(2.94) is just the so-called basic a-priori estimate, obtained by the test by so-
lution u itself. Contrary to (2.94), it is routine to organize the terms having a
positive sign in the left-hand side (and to estimate them from below typically by
Poincaré-type inequalities) while the other terms are put on the right-hand side
(and to estimate them from above, e.g., by Hölder and Young inequalities).

2.4.4 Higher-order equations

The generalization of the 2nd-order equation to equations involving 2k-order deriv-
atives, k ≥ 2, is often desirable. The corresponding boundary-value problems then
involve k-boundary conditions, called either the Dirichlet one if they involve only
derivatives up to (k−1)-order or the Neumann or the Newton one if they involve
also derivatives of the order between k and 2k−1. We present here briefly only
18 Indeed, the mere monotonicity in the main part, i.e. (2.54), and (2.55), (2.57), (2.58), and

(2.65), cannot be sufficient for the pseudomonotonicity of A. The counterexample is as follows:

take c(x, r, s) ≡ c(s) with some c : Rn → R nonlinear, i.e. ∃s1 , s2 ∈ Rn : 12 c(s1 ) + 12 c(s2 ) =
c( 21 s1 + 12 s2 ) and take a = 0 at least on the line segment [s1 , s2 ]. Then take a sequence {uk }k∈N
such that ∇uk is faster and faster oscillating between s1 and s2 (cf. Figure 3) on p.19 and
uk (x) → ( 12 s1 + 12 s2 ) · x.
19 Indeed, the mapping u → c(u, ∇u) is not totally continuous because it need not map weakly

convergent sequences on strongly convergent ones. An example is as follows: take uk with an

oscillating gradient if k odd and affine uk (x) = ( 12 s1 + 12 s2 ) · x if k even, so that again {uk }k∈N
converges weakly to this affine function but {c(∇uk )}k∈N does not converge at all if, e.g., c(s) =
|2s − s1 − s2 |.
20 Those measures are known to have densities g ∈ L1 (Ω) and h ∈ L1 (Γ), respectively.
54 Chapter 2. Pseudomonotone or weakly continuous mappings

quasilinear equations of the 4th order in a special21 divergence form



div div a(x, u, ∇u, ∇2 u) + c(x, u, ∇u, ∇2 u) = g (2.96)

in Ω, with a : Ω × R × Rn × Rn×n → Rn×n and c : Ω × R × Rn × Rn×n → R. Here

" 2 #n
∇2 u := ∂x∂i ∂xj u i,j=1 . More in detail, (2.96) means

n
 ∂2


aij x, u, ∇u, ∇2 u + c x, u, ∇u, ∇2 u = g. (2.97)
i,j=1
∂xi ∂xj

Formulation of natural boundary conditions is more difficult than for the 2nd-order
case. The weak formulation is created by multiplying (2.96) by a test function v,
by integration over Ω, and by Green’s formula twice. Like in (2.50), this gives



a(x, u, ∇u, ∇2 u) : ∇2 v + c(x, u, ∇u, ∇2 u) − g v dx
Ω



= a(x, u, ∇u, ∇2 u) : (ν ⊗ ∇v) − div a(x, u, ∇u, ∇2 u) ·ν v dS. (2.98)
Γ

From this we can see that we must now cope with two boundary terms. In view
of this, the Dirichlet boundary conditions look as

∂u 
u|Γ = u0D ,  = u1D , (2.99)
∂ν Γ
with u0D and u1D given. The weak formulation then naturally works with v ∈
∂v
V := W02,p (Ω) = {v ∈ W 2,p (Ω); v|Γ = ∂ν |Γ = 0} with p > 1 an exponent related
to qualification of the highest-order nonlinearity a(x, r, R, ·). This choice makes
both boundary terms in (2.98) zero; note that v|Γ = 0 makes also the tangential
∂v
derivative of v zero at a.a. x ∈ Γ hence ∂ν |Γ = 0 yields ∇v(x) = 0 on Γ.
∂v
By this argument, v|Γ = 0 makes ∇v = ∂ν ν on Γ and allows us to write
 ∂v 
 ∂v
a(x, u, ∇u, ∇2 u):(ν⊗∇v)=a(x, u, ∇u, ∇2 u): ν⊗ ν = ν a(x, u, ∇u, ∇2 u)ν
∂ν ∂ν
and suggests to formulate Dirichlet/Newton boundary conditions as

u|Γ = u0D , ν a(x, u, ∇u, ∇2 u) ν + b(x, u, ∇u) = h on Γ, (2.100)

with u0D and h given and b : Γ ×R × Rn → R. This choice with v|Γ = 0 converts
∂v
the boundary terms in (2.98) to Γ (h − b(x, u, ∇u)) ∂ν dS, which turns (2.98) just
into the integral identity forming the weak formulation provided the test-function
space V is taken as {v ∈ W 2,p (Ω); v|Γ = 0}.
21 See Exercises 2.93 and 4.32 for a more general case.
2.4. Quasilinear elliptic equations 55

We will modify the Leray-Lions’ Theorem 2.36 for the case of the Dirich-
let/Newton conditions (2.100). Let us denote naturally22 p∗∗ := (p∗ )∗ and
p∗# := (p∗ )# . For simplicity, the assumptions are not most general in the fol-
lowing assertion, whose proof, paraphrasing that one of Theorem 2.36, is omitted
here.
Proposition 2.42. Let a(x, r, R, ·) : Rn×n → Rn×n be strictly monotone,
∃k1 ∈L1 (Ω), 1<q≤p : a(x, r, R, S):S+c(x, r, R, S)r ≥ ε|S|p +ε|r|q −k1 (x),
(2.101a)
∃k2 ∈ L1 (Γ) : b(x, r, R)(R·ν(x)) ≥ −k2 (x), (2.101b)
p
(p∗∗ −)/p

∃γ ∈ L (Ω) : |a(x, r, R, S)| ≤ γ(x) + C|r|
∗
−)/p

+ C|R|(p + C|S|p−1 , (2.101c)
∗∗
∗∗
∃γ ∈ Lp +
(Ω) : |c(x, r, R, S)| ≤ γ(x) + C|r|p −−1

∗
−)/p∗∗
∗∗

+ C|R|(p + C|S|(p−)/p , (2.101d)
#
∗# #

∃γ ∈ Lp (Γ) : −)/p
+ C|R|p −−1
#
|b(x, r, R)| ≤ γ(x) + C|r|(p (2.101e)
with some C ∈ R+ and ε,  > 0 and again the Convention 2.26 (now concerning
∗∗

p∗∗ = +∞ for p > n/2), and let u0D = v|Γ for some v ∈ W 2,p (Ω), g ∈ Lp (Ω)
#

and h ∈ Lp (Γ). Then the boundary-value problem (2.96) with (2.100) has a weak
solution.
Example 2.43 (p-biharmonic operator). A concrete choice of a from (2.96)
!  n p−2 n
 Skk 
aij (x, r, R, S) := k=1 k=1 Skk for i = j,
(2.102)
0 for i = j,
converts div div a(x, u, ∇u, ∇2 u) into the so-called p-biharmonic operator
∆(|∆u|p−2 ∆u) and the boundary conditions (2.100) into
u|Γ = u0D , |∆u|p−2 ∆u + b(x, u, ∇u) = h. (2.103)
Applying Green’s formula twice to this operator tested by v yields the identity
 


∆ |∆u|p−2 ∆u v dx = |∆u|p−2 ∆u∆v dx
Ω
 Ω
∂
 ∂v
+ |∆u|p−2 ∆u v − |∆u|p−2 ∆u dS, (2.104)
Γ ∂ν ∂ν
from which, besides the Dirichlet and the Dirichlet/Newton conditions (2.99) and
(2.103), one can pose naturally also the Newton/Dirichlet condition
∂
 ∂u 
|∆u|p−2 ∆u + b1 (x, u, ∇u) = h1 ,  = u1D , (2.105)
∂ν ∂ν Γ
22 This means p∗∗ = np/(n−2p) if p < n/2 or p∗∗ < +∞ if p = n/2 or p∗∗ = +∞ if p > n/2,
cf. Corollary 1.22 for k = 2.
56 Chapter 2. Pseudomonotone or weakly continuous mappings

and alternatively also the fully Newton condition

∂

|∆u|p−2 ∆u + b1 (x, u, ∇u) = h1 , |∆u|p−2 ∆u + b2 (x, u, ∇u) = h2 . (2.106)
∂ν
∂v
In these cases we choose V := {v ∈ W 2,p (Ω); ∂ν |Γ = 0} and V := W 2,p (Ω),
and
 note that (2.105) and (2.106)  turn the boundary term in (2.104) into
Γ (h 1 − b 1 (x, u, ∇u))v dS and Γ (h 1 − b1 (x, u, ∇u))v − (h2 − b2 (x, u, ∇u)) ∂v
∂ν dS,
respectively. The pointwise coercivity (2.101a) cannot be satisfied for (2.102),
however, and the coercivity of A on V must rely on a delicate interplay with
the boundary conditions. E.g., for Dirichlet conditions  (2.99) andp = 2, hence
one
 has by using Green’s formula twice A(u), u = Ω
|∆u|2
dx = Ω |∇2 u|2 dx +
u ∆u − ∇ u : (∇uD ⊗ ν) dS where ∇uD is composed from the normal deriv-
Γ 1D
2

ative u1D and the tangential derivative determined by u0D , which thus controls
∇2 u in L2 (Ω; Rn×n ). Another example is the Newton’s condition (2.106) with
b1 (x, r, s) = β1(x)r, b2 (x, r, s) = −β2 (x)(s·ν), and p = 2, one has A(u), u =
∂
Ω |∆u| 2
dx + Γ β1 u2 + β2 ( ∂ν u)2 dS. This is a continuous quadratic form on
W (Ω) and for the Poincaré-like inequality A(u), u ≥ CP uW 2,2 (Ω) it suf-
2,2

fices to guarantee that A(u), u = 0 implies u = 0. This can be done by assum-

ing β1 , β2 ≥ 0, and β1 or β2 positive on a “sufficiently large part” of Γ.23

2.5 Weakly continuous mappings, semilinear equations

In case that A is coercive and, instead of being pseudomonotone, is weakly contin-
uous, we can prove existence of a solution to A(u) = f much more easily. Although
the assumption of the weak continuity is restrictive, such mappings enjoy still a
considerably large application area. Here, we can even advantageously generalize
the concept for mappings A : V → Z ∗ for some Banach space Z ⊂ V densely so
that Z ∗ ⊃ V ∗ . If Vk ⊂ Z for any k ∈ N, we can modify (2.5) and then Theorem 2.6:

Proposition 2.44 (Existence). If a weakly continuous mapping A : V → Z ∗ is

coercive in the modified sense

A(v), v Z ∗ ×Z
lim = +∞, (2.107)
vV →∞ vV
v∈Z

and if f ∈ V ∗ , then the equation A(u) = f has a solution.

23 Here, a certain caution is advisable: e.g. for Ω a square [0, 1]2 , it is not sufficient if β (·) = 1
1
on the sides with x1 = 0 and x2 = 0 and otherwise β1 and β2 vanishes because of existence of a
non-vanishing function u(x) = x1 x2 for which A(u), u = 0.
2.5. Weakly continuous mappings, semilinear equations 57

Proof. The technique of the proof of Theorem 2.6 allows for a very simple mod-
ification: instead of (2.14), we consider the Galerkin identity (2.8) as A(uk ) −
f, vk Z ∗ ×Z = 0 for vk ∈ Vk such that vk → v in Z, and make a direct limit
passage. Note that (2.13) looks now as


ζ uk V uk V ≤ A(uk ), uk Z ∗ ×Z
= f, uk Z ∗ ×Z
= f, uk V ∗ ×V
≤ f V ∗ uk V

and again yields {uk }k∈N bounded in V because f ∈ V ∗ . 

Confining ourselves again to the 2nd-order problems as in Sections 2.4.1–

2.4.3, we can easily use this concept for the special case when a(x, r, ·) : Rn → Rn
and c(x, r, ·) : Rn → R are affine, we will call such problems as semilinear although
sometimes this adjective needs still a(x, ·, s) constant as in (0.1) on p.xi. So, here
n

ai (x, r, s) := aij (x, r)sj + ai0 (x, r), i = 1, . . . , n, (2.108a)
j=1
n
c(x, r, s) := cj (x, r)sj + c0 (x, r), (2.108b)
j=1

with aij , cj : Ω × R → R Carathéodory mappings whose growth is now to be

∗
designed to induce the Nemytskiı̆ mappings N(ai1 ,...,ain ) , N(c1 ,...,cn ) : L2 − (Ω) →
∗
L2 (Ω; Rn ) and Nai0 , Nc0 : L2 − (Ω) → L1 (Ω) with  > 0. Besides, the bound-
ary nonlinearity b : Γ × R → R is now to induce the Nemytskiı̆ mapping
Nb : L2 − (Γ) → L1 (Γ). This means, for i, j = 1, . . . , n,
#

∗
−)/2
∃γ1 ∈ L2 (Ω), C ∈ R : |aij (x, r)| ≤ γ1 (x) + C|r|(2 ,
∗
(2 −)/2
|cj (x, r)| ≤ γ1 (x) + C|r| , (2.109a)
2∗ −
∃γ2 ∈ L (Ω), C ∈ R :
1
|ai0 (x, r)| ≤ γ2 (x) + C|r| ,
2∗ −
|c0 (x, r)| ≤ γ2 (x) + C|r| , (2.109b)
#
−
∃γ3 ∈ L1 (Γ), C ∈ R : |b(x, r)| ≤ γ3 (x)+|r|2 . (2.109c)

The exponent p = 2 is natural because a(x, r, ·) has now a linear growth. Note that
these requirements just guarantee that all integrals in (2.51) have a good sense if
v ∈ W 1,∞ (Ω) =: Z. Again, Convention 2.26 on p. 44 is considered.
Lemma 2.45 (Weak continuity of A). Let (2.108)–(2.109) hold. Then A is
weakly* continuous as a mapping W 1,2 (Ω) → W 1,∞ (Ω)∗ .
Proof. Having a weakly convergent sequence {uk }k∈N in W 1,2 (Ω), this sequence
∗
converges strongly in L2 − (Ω). Then, by the continuity of the Nemytskiı̆ map-
∗ ∗
pings N(ai1 ,...,ain ) , N(c1 ,...,cn ) : L2 − (Ω) → L2 (Ω; Rn ) and Nai0 , Nc0 : L2 − (Ω) →
58 Chapter 2. Pseudomonotone or weakly continuous mappings

L1 (Ω), it holds that

 
n 
n  ∂v n 
∂uk ∂uk
lim aij (uk ) + ai0 (uk ) + cj (uk ) + c0 (uk ) v dx
k→∞ Ω i=1 j=1
∂xj ∂xi j=1
∂xj
 
n 
n  ∂v n 
∂u ∂u
= aij (u) + ai0 (u) + cj (u) + c0 (uk ) v dx
Ω i=1 j=1
∂xj ∂xi j=1
∂xj

for k → ∞ and any v ∈ W 1,∞ (Ω). Also uk |Γ→ u|Γ in L2 −(Γ), and, by (2.109c),
#

we have convergence in the boundary term Γ b(uk )v dS → Γ b(u)v dS. 

Proposition 2.46 (Existence of weak solutions). Let (2.108)–(2.109) hold,

∗
#

g ∈ L2 (Ω), h ∈ L2 (Γ), and, for some ε > 0, γ1 ∈ L2 (Ω), γ2 ∈ L1 (Ω), γ3 ∈ L1 (Γ),
and for a.a. x ∈ Ω (resp. x ∈ Γ for (2.110)b) and all (r, s) ∈ R1+n , it holds that
n 
 n  
n 
aij (x, r)sj + ai0 (x, r) si + cj (x, r)sj + c0 (x, r) r
i=1 j=1 j=1

≥ ε|s|2 + ε|r|2 − γ1 (x)|s| − γ2 (x), (2.110a)

b(x, r)r ≥ −γ3 (x). (2.110b)

Then the boundary-value problem (2.45) with (2.49) has a weak solution in the
sense of Definition 2.24 using now v ∈ W 1,∞ (Ω).

Proof. We can use the abstract Proposition 2.44 now with V := W 1,2 (Ω), Z :=
W 1,∞ (Ω), and Vk some finite-dimensional subspaces of W 1,∞ (Ω) satisfying (2.7).24
The coercivity (2.107) is implied by (2.110) by routine calculations.25 Then we use
Lemma 2.45 and Proposition 2.44. 

Remark 2.47 (Conventional weak solutions). Let, in addition to the assumptions

of Proposition 2.46, also the growth condition (2.55) with p = 2 hold. Then the
solution obtained in Proposition 2.46 allows for v ∈ W 1,2 (Ω) in Definition 2.24.

2.6 Examples and exercises

This section contains both exercises to make the above presented theory more com-
plete and some examples of analysis of concrete semi- and quasi-linear equations.
The exercises will mostly be accompanied by brief hints in the footnotes.
24 Such subspaces always
È È
Ê exists, e.g. none can imagine ¡ È
subspaces as in Example 2.63. ¡
Ê have A(v), v = Ω n
25 We ∂ ∂ n ∂
i=1 j=1 aij (v) ∂x v+ai0 (v) ∂x v+
j j=1 cj (v) ∂x v+c0 (v) v
i j
dx + Γ
b(v)v dS ≥ ε∇v2L2 (Ω;Rn ) − 1
2ε
γ1 2L2 (Ω) − ε2 ∇v2L2 (Ω;Rn ) − γ2 L1 (Ω) − γ3 v1L1 (Γ) .
2.6. Examples and exercises 59

2.6.1 General tools

Exercise 2.48 (Banach’s selection principle). Assuming the sequential compactness
of closed bounded intervals in R is known, prove Banach’s Theorem 1.7 by a
suitable diagonalization procedure.26
Exercise 2.49 (Pseudomonotonicity). Assuming (2.3a), show that (2.3b) is equiv-
alent to27
( '
uk u, w- limk→∞ A(uk ) = A(u),
⇒
lim supk→∞ A(uk ), uk −u ≤ 0 limk→∞ A(uk ), uk = A(u), u .
(2.111)
Exercise 2.50 (Weakening of pseudomonotonicity). Modify the proof of Brézis
Theorem 2.6 for A coercive, bounded, demicontinuous, and satisfying28
(
uk u & A(uk ) f
lim sup A(uk ), uk ≤ f, u ⇒ f = A(u). (2.112)
k→∞

Show that any pseudomonotone A satisfies (2.112).29

Exercise 2.51 (Tikhonov-type modification30 of Schauder’s Theorem 1.9). Assum-
ing a reflexive separable Banach space V  V1 , show that a weakly continuous
mapping M : V → V which maps a ball B in V into itself has a fixed point.31
26 Hint: Consider a sequence {f } ∗ and a countable dense subset {v }
k k∈N bounded in V k k∈N
in V , take v1 and select an infinite subset A1 ⊂ N such that the sequence of real numbers
{ fk , v1 }k∈A1 converges in R to some f (v1 ), then take v2 and select an infinite subset A2 ⊂ A1
such that { fk , v2 }k∈A2 converges to some f (v2 ), etc. for v3 , v4 , . . . . Then make a diagonaliza-
tion procedure by taking lk the first number in Ak which is greater than k. Then { flk , vi }k∈N
converge to f (vi ) for all i ∈ N. Show that f is linear on span({vi }i∈N ) and bounded because
|f (vi )| ≤ limk→∞ | flk , vi | ≤ lim supk→∞ ||fk ||∗ ||vi ||, and finally extend f on the whole V ∗ just
by continuity.
27 Hint: (2.111)⇒(2.3b) is trivial. The converse implication: by (2.3a), assume A(u ) f (a
k
subsequence), then 0 ≥ lim supk→∞ A(uk ), uk −u = lim supk→∞ A(uk ), uk − f, u implies
A(u), u − v ≤ lim inf k→∞ A(uk ), uk −v ≤ lim supk→∞ A(uk ), uk − f, v ≤ f, u−v , from
which A(u) = f , hence A(uk ) f (the whole sequence), and eventually (2.3b) for v = 0 yields
A(u), u ≤ lim inf A(uk ), uk ≤ lim sup A(uk ), uk ≤ lim A(uk ), u = A(u), u .
k→∞ k→∞ k→∞

28 Hint: Modify Step 4 of the proof of Theorem 2.6: as both {u }

k k∈N and A are bounded,
A(uk ) χ (as a subsequence) and, from (2.8), χ = f , hence A(uk ) f (the whole sequence)
and, again by (2.8), A(uk ), uk = f, uk → f, u . Then by (2.112) f = A(u).
k→∞ A(uk ), uk −
29 Hint: the premise of (2.112) and the pseudomonotonicity implies lim sup

u = lim supk→∞ A(uk ), uk − limk→∞ A(uk ), u ≤ f, u − f, u = 0 so that, by (2.3b),

A(u), u − v ≤ lim inf k→∞ A(uk ), uk − v ≤ lim supk→∞ A(uk ), uk − v ≤ f, u − v for any
v ∈ V , from which f = A(u) indeed follows.
30 Tikhonov [342] proved a bit more general assertion, known now as Tikhonov’s theorem: a

continuous mapping from a compact subset of a locally convex space into itself has a fixed point.
31 Hint: Consider B endowed with a weak topology, realize that u → u in V and u ∈ B
k 1 k
implies uk u in B, hence M (uk ) M (u) in V and then also M (uk ) → M (u) in V1 , and then
use Schauder’s Theorem 1.9.
60 Chapter 2. Pseudomonotone or weakly continuous mappings

Exercise 2.52 (Direct method for A weakly continuous). Assume A : V → V ∗

weakly continuous, V Hilbert, and modify the Brézis Theorem 2.6 by using directly
Schauder fixed-point Theorem 1.9 without approximating the problem.32
Exercise 2.53. Try to make a limit passage in (2.38)–(2.39) simultaneously in i
and l by considering i = l. Realize why it was necessary to make the double limit
liml→∞ limi→∞ instead of liml=i→∞ in the proof of Proposition 2.17.
Exercise 2.54. Assuming 1 ≤ q ≤ p < +∞, evaluate the norms of the continuous
embeddings L∞ (Ω) ⊂ Lp (Ω) ⊂ Lq (Ω).33
Exercise 2.55 (Interpolation of Lebesgue spaces). Prove (1.23) by using Hölder’s
inequality.34
Exercise 2.56 (Continuity of Nemytskiı̆ mappings). Show that the Nemytskiı̆ map-
ping Na with a satisfying (1.48) is a bounded continuous mapping Lp1 (Ω) ×
Lp2 (Ω; Rn ) → Lp0 (Ω).35
Exercise 2.57. Show that p3 in Theorem 1.27 indeed cannot be +∞: find some a
satisfying (1.48) for p1 , p2 < +∞ and p3 = +∞ such that Na is not continuous.36
32 Hint: Repeat Step 2 of the proof of Brézis Theorem 2.6 directly for V instead of V . Use
k
the weak topology on {v ∈ V ; v ≤ }, and realize that Ik is to be omitted while Jk−1 is to
be weakly continuous (which really is due to its demicontinuity, cf. Corollary 3.3 below, and its
linearity, cf. Remark 3.10). Also use Exercise 2.51.
33 Hint: Estimate

  
  p

p  p   p
Ω u dx ≤
u = p p
Lp (Ω) Ω ess sup u(ξ) dx =
ξ∈Ω
u L∞ (Ω) Ω
1dx = N u L∞ (Ω)

 1/p
with N = measn (Ω) being the norm of the embedding L∞ (Ω) ⊂ Lp (Ω). Likewise, by
Hölder’s inequality,
  q

  
1 · u dx ≤ (p/q)
up dx = N q u
p/q q
uqLq (Ω) = Ω
1dx Ω Lp (Ω)
Ω
 (p−q)/(pq)
with N = measn (Ω) .
34 Hint: Use Hölder’s inequality for

   1/α  1/β
|v|p dx = |v|λp |v|(1−λ)p dx ≤ |v|λpα + |v|(1−λ)pβ
Ω Ω Ω Ω

with a suitable α = p1 /(λp) and β = p2 /((1 − λ)p), namely α−1 + β −1 = 1 which just means
that p satisfies the premise in (1.23).
35 Hint: Take u → u in Lp1 (Ω) and y → y in Lp2 (Ω; Rn ), then take subsequences converging
k k
a.e. on Ω. Then, by continuity of a(x, ·, ·) for a.a. x ∈ Ω, Na (uk , yk ) → Na (u, y) a.e., and by
Proposition 1.13(i), in measure, too. Due to the obvious estimate
 p   p  p  p  p 
a(x, uk , yk ) − a(x, u, y) 0 ≤ 6p0 −1 γ p0 (x) + C uk (x) 1 + C u(x) 1 + C yk (x) 2 + C y(x) 2

for a.a. x ∈ Ω, show that {|a(x, uk , yk ) − a(x, u, y)|p0 }k∈N is equi-absolutely continuous since

strongly convergent sequences are; use e.g. Theorem 1.16(i)⇒(iii). Eventually combine these two
facts to get Ω |a(x, uk , yk )−a(x, u, y)|p0 → 0 and realize that, as the limit Na (u, y) is determined
uniquely, eventually the whole sequence converges.
36 Hint: For example, a(x, r, s) = r/(1 + |r|) and u = χ
k Ak , a characteristic function of a set
2.6. Examples and exercises 61

Exercise 2.58. Show that, for any c : Rm1 → Rm2 not affine, the Nemytskiı̆
mapping Nc : u →
 c(u) is not weakly continuous; modify Figure 3 on p.20.37
Exercise 2.59 (Integral balance (2.63)). Consider the test volume in the integral
balance (2.63) as a ball O = {x; |x − x0 | ≤ } and derive (2.63) for a.a. r by
a limit passage in the weak formulation (2.45) tested by v = vε with vε (x) :=
(1 − dist(x, O)/ε)+ provided the basic data qualification (2.55a,c) is fulfilled.38
Exercise 2.60. Show that the mapping u → c(u, ∇u) is compact, i.e. it maps
bounded sets in W 1,p (Ω) into relatively compact sets in W 1,p (Ω)∗ , cf. Remark 2.39.
For this, specify a growth assumption on c.39
Exercise 2.61. By using (2.56), show that A : W 1,p (Ω) → W 1,p (Ω)∗ defined by
(2.59) is demicontinuous. Note that no monotonicity of this A is needed, contrary
to an abstract case addressed in Lemma 2.16.
Exercise 2.62 (V -coercivity). Consider, instead of (2.91),

∃ε1 , k0 >0, k1 ∈ L1 (Ω) : a(x, r, s)·s+c(x, r, s)r ≥ ε1 |s|p −k0 |r|q1 −k1 (x), (2.113a)
q
∃ε2 > 0, k2 ∈ L (Γ) :
1
b(x, r)r ≥ ε2 χΓN (x)|r| −k2 (x), (2.113b)

for some 1 < q1 < q ≤ p and measn−1 (ΓN ) > 0, and prove Lemma 2.35 by using
the Poincaré inequality in the form (1.56). Likewise, formulate similar conditions
for the case of mixed Dirichlet/Newton conditions (2.49) and use (1.57) to show
coercivity of the shifted operator A0 = A(· + w) with w|ΓD = uD on V from (2.52).
Example 2.63 (Finite-element method). As an example for the finite-dimensional
space Vk used in Galerkin’s method in the concrete case V = W 1,p (Ω), the reader
can think of Tk as a simplicial partition of a polyhedral domain Ω ⊂ Rn , i.e. Tk
is a collection of n-dimensional simplexes having mutually disjoint interiors and
covering Ω̄; if n = 2 or 3, it means a triangulation or a “tetrahedralization” as on
Ak , measn (Ak ) > 0, limk→∞ measn (Ak ) = 0, and realize that uk Lp (Ω) =(measn (Ak ))1/p → 0
but Na (uk )L∞ (Ω) = 1/2 → 0 = Na (0)L∞ (Ω) .
37 Hint: Take r , r ∈ Rm1 such that c( 1 r + 1 r ) = 1 c(r )+ 1 c(r ) and a sequence of functions
1 2 2 1 2 2 2 1 2 1
oscillating faster and faster between r1 and r2 (instead of 1 and −1 as used on Figure 3).
38 Hint: Putting x = 0 without any loss of generality, realizing that ∇v (x) = −ε−1 x/|x| if
0 ε
 < |x| <  + ε otherwise ∇vε (x) = 0 a.e. and that ν(x) = x/|x|, the limit passage


  |x|− 
0 = c(x, u, ∇u) − g(x) dx + c(x, u, ∇u) − g(x) 1−
|x|≤ ≤|x|≤ +ε ε

1 x
− a(x, u, ∇u) · dx → c(x, u, ∇u) − g(x) dx − a(x, u, ∇u) · ν dS
ε |x| |x|≤ |x|=

holds at every right Lebesgue point of the function f :  → −1 |x|= a(x, u, ∇u) · x dS, i.e. at

+ε
every  such that f () = limε0 1ε f (ξ)dξ. As f is locally integrable thanks to the growth
conditions (2.55a,c), it is known that, for a.a. , it enjoys this property.
39 Hint: It suffices to design the growth condition so that N maps Lp∗ (Ω) × Lp (Ω; Rn ) into
c
∗

L(p −) (Ω) which is compactly embedded into W 1,p (Ω)∗ .
62 Chapter 2. Pseudomonotone or weakly continuous mappings

Figure 5a or 5b, respectively. Then, one can consider Vk := {v ∈ W 1,p (Ω); ∀S ∈

Tk : v|S is affine}. A canonical base of Vk is formed by “hat” functions vanishing
at all mesh points except one; cf. Figure 5a.40 Nested triangulations, i.e. each
triangulation Tk+1 is a refinement of Tk , obviously imply Vk ⊂Vk+1 which we have
used in (2.7).
v=v(x 1 ,x2 )

x2

Ω 
x1 Ω
Figure 5a. Triangulation of a polygo- Figure 5b. A fine 3-dimensional tetrahedral
nal domain Ω⊂R2 and one mesh on a complicated Lipschitz
of the piece-wise affine ‘hat- domain Ω⊂R3 ; courtesy of M.
shaped’ base functions. Mádlı́k.
This is the so-called P1-finite-element method. Often, higher-order polynomials
are used for the base functions, sometimes in combination with non-simplectic
meshes. For non-polyhedral domains, one can use a rectification of the curved
boundary by a certain homeomorphism as on Figure 8 on p. 84. Efficient software
packages based on finite-element methods are commercially available, including
routines for automatic mesh generation on complicated domains, as illustrated on
Figure 5b.
Exercise
 2.64. Assuming n = 1 and limk→∞ maxS∈Tk diam(S) = 0, prove density
of k∈N Vk in W 1,p (Ω), cf. (2.7), for Vk from Example 2.63.41
Remark 2.65. To ensure (2.7) if n ≥ 2, a qualification of the triangulation is
necessary; usually, for some ε > 0, one requires that always diam(S)/S ≥ ε with
denoting S the radius of a ball contained in S.

2.6.2 Semilinear heat equation of type −div(A(x, u)∇u) = g

Here we focus on a heat equation where, from physical reasons, the heat-transfer
coefficients depend typically on temperature but not on its gradient, giving rise
to a semilinear equation as investigated in Section 2.5. Moreover, we speak about
a critical growth of the particular nonlinearity when (2.55) would be fulfilled only
if  = 0. Here we will meet the situation when even  = −1 in (2.55b) is needed
(and by replacing the conventional Sobolev space W 1,p (Ω) by (2.117) eventually
allowed) for b(x, ·); this is reported as a super-critical growth.
40 In such a base, the local character of differential operators is reflected in the Galerkin scheme

that, e.g., linear differential operators result in matrices which are sparse.
41 Hint: By density Theorem 1.25, take v ∈ W 2,∞ (Ω) and v ∈ V such that v (x) = v(x)
k k k
at every x ∈ Ω̄ which is a mesh point of the partition Tk , and ∇vk − ∇vL∞ (Ω;Rn ) ≤
diam(S)∇2 vL∞ (Ω;Rn×n ) ; as n = 1, each S is an interval here.
2.6. Examples and exercises 63

Example 2.66 (Nonlinear heat equation). The steady-state heat transfer in a non-
homogeneous anisotropic nonlinear42 medium with a boundary condition control-
ling the heat flux through two mechanisms, convection and Stefan-Boltzmann-type
radiation43 as outlined on Figure 6a, is described by the following boundary-value
problem
'

−div A(x, u)∇u = g(x) on Ω,
ν A(x, u)∇u = b1 (x)(θ − u) + b2 (x)(θ − |u| u)
4 3
on Γ, (2.114)
) *+ , ) *+ ,
convective radiative
heat flux heat flux
with
u = temperature in a thermally conductive body occupying Ω,
θ = temperature of the environment,
A = [aij ]ni,j=1 = a symmetric heat-conductivity matrix, A : Ω×R→Rn×n , i.e.
n
ai (x, r, s) = j=1 aij (x, r)sj ,

n ∂
n
A(x, u)∇u = j=1 aij (u) ∂xj u i=1 =the heat flux,
n ∂
ν A(x, u)∇u = i,j=1 aij (u)νi ∂x j
u =the heat flux through the boundary,
b1 , b2 = coefficients of convective and radiative heat transfer through Γ,
g = volume heat source.
RADIATION RADIATION
CONVECTION

Ω Ω
CONVECTION

HEAT FLUX
INSIDE THE PLATE
Figure 6a. Illustration of a heat-trans- Figure 6b. Illustration of a heat-trans-
fer problem in a 3-dimen- fer problem in a 2-dimen-
sional body Ω ⊂ R3 . sional plate Ω ⊂ R2 .
In the setting (2.48), b(x, r) = b1 (x)r + b2 (x)|r|3 r and h(x) = [b1 θ + b2 θ4 ](x). We
assume θ ≥ 0, b1 (x) ≥ b1 > 0 and b2 (x) ≥ b2 > 0, b1 ∈ L5/3 (Γ) and b2 ∈ L∞ (Γ),
42 The adjective “nonhomogeneous” refers to spatial dependence of the material properties, here

A. The adjective “anisotropic” means that A = I in general, i.e. the heat flux is not necessarily
parallel with the temperature gradient and applies typically in single-crystals or in materials
with a certain ordered structure, e.g. laminates. The adjective “nonlinear” is related here to
a temperature dependence of A which applies especially when the temperature range is large.
E.g. heat conductivity in conventional steel varies by tens of percents when temperature ranges
hundreds degrees; cf. [304].
43 Recall the Stefan-Boltzmann radiation law: the heat flux is proportional to u4 −θ 4 where θ is

the absolute temperature of the outer space. In room temperature, the convective heat transfer,
proportional to u − θ through the coefficient b1 , is usually dominant. Yet, for example, in steel-
manufacturing processes the radiative heat flux becomes quickly dominant when temperature
rises, say, above 1000 K and definitely cannot be neglected; cf. [304].
64 Chapter 2. Pseudomonotone or weakly continuous mappings

and the operator A is defined by

 


A(u), v := (∇v) A(x, u)∇u dx + b1 (x)u + b2 (x)|u|3 u v dS. (2.115)
Ω Γ

It should be emphasized that no monotonicity of A with respect to the L2 -inner

product can be expected if A(x, ·) is not constant.44
Exercise 2.67 (Pseudomonotone-operator approach). Check the assumptions
(2.55) and (2.65) in Section 2.445 as well as the coercivity (2.113)46 . Realize, in
particular, that p = 2 is needed and the qualification (2.57) of (g, h) means
⎧ 1 ⎧ 1
⎨ L (Ω), ⎨ L (Γ) if n = 1,
g∈ L1+ (Ω), h∈ L1+ (Γ) if n = 2, (2.116)
⎩ 2n/(n+2) ⎩ 2−2/n
L (Ω), L (Γ) if n ≥ 3.

In view of this, the pseudo-monotone approach has disadvantages:

 direct usage of Leray-Lions Theorem 2.36 on the conventional Sobolev space
W 1,2 (Ω) is limited to n ≤ 2 or to b2 ≡ 0,
 if n > 1, an artificial integrability of g and h is needed, contrary to the
physically natural requirement of a finite energy of heat sources, i.e. g ∈ L1 (Ω),
h ∈ L1 (Γ),
 A must be bounded.
Modify the setting of Section 2.4.3 by replacing W 1,p (Ω) by

V = v ∈ W 1,2 (Ω); v|Γ ∈ L5 (Γ) (2.117)

and show that V becomes a reflexive Banach space densely containing C ∞ (Ω̄) if
 
equipped with the norm v := vW 1,2 (Ω) + v|Γ L5 (Γ) . Show that A : V → V ∗
47

Ê

44 This means Ω (∇u1 − ∇u2 ) A(x, u1 )∇u1 − A(x, u2 )∇u2 dx < 0 may occur.
45 Hint: The assumption (2.55a) reads here as |
 n (p∗ −)/p
+
j=1 aij (x, r)sj | ≤ γ(x) + C|r|


C|s|p−1 with γ ∈ Lp (Ω). This requires p ≥ 2. The assumption of monotonicity in the main part
(2.65) just requires that A(x, r) = [aij (x, r)] is positive semi-definite for all r and a.a. x ∈ Ω,
i.e. s A(x, r)s ≥ 0.
The assumption (2.55b) for the “physical” dimension n = 3 and for p = 2 yields p# =
(np−p)/(n−p) = 4, cf. (1.37). This just agrees with the 4-power growth of the Stefan-Boltzmann
law at least in the sense that the traces |u|3 u are in L1 (Γ) if u ∈ W 1,2 (Ω). Yet (2.55b) admits only
(3 − )-power growth of b(x, ·) which does not fit with the 4-power growth of Stefan-Boltzmann
law.
46 Hint: The coercivity assumption (2.113a) requires here s A(x, r)s ≥ ε |s|p − k , which
1 1
requires, besides uniform positive definiteness of A, also p ≤ 2. Altogether, p = 2 is ultimately
needed. Note that p = 2 and (2.55a) need A(x, r) bounded, i.e. |aij (x, r)| ≤ C for any i, j =
1, . . . , n. The condition (2.113b) holds trivially with k2 = 0.
47 Hint: For n ≤ 2, simply V = W 1,2 (Ω). For n ≥ 3, any Cauchy sequence {v }
k k∈N in V has
#
a limit v in W 1,2 (Ω) and {vk |Γ }k∈N converges in Lp (Γ) to v|Γ , and simultaneously has some
limit w in L5 (Γ) but necessarily v|Γ = w. As V is (isometrically isomorphic to) a closed subspace
in a reflexive Banach space W 1,2 (Ω) × L5 (Γ), it is itself reflexive. Density of smooth functions
can be proved by standard mollifying procedure.
2.6. Examples and exercises 65

defined by (2.115) is bounded and coercive. Make a limit passage though the
monotone boundary term by Minty’s trick instead of the compactness.
Exercise 2.68 (Weak-continuity approach). Use V from (2.117) and Z = W 1,∞ (Ω),
assume
∃ε1 > 0 : s A(x, r)s ≥ ε1 |s|2 , (2.118a)
(2∗ −)/2
∃γ ∈ L (Ω),  > 0 :
2
|A(x, r)| ≤ γ(x) + C|r| , (2.118b)
and show that A : V → Z ∗ defined by (2.115) is weakly continuous; use the fact
that L4 (Γ) is an interpolant between L2 (Γ) and L5 (Γ).48
Exercise 2.69 (Galerkin method ). Consider Vk a finite-dimensional subspace of
W 1,∞ (Ω) nested for k → ∞ with a dense union in W 1,2 (Ω) and traces dense in
L5 (Γ), and thus in V from (2.117), too. Then the Galerkin method for (2.114) is
defined by:
   
(∇uk ) A(x, uk )∇v − gv dx + (b1 + b2 |uk |3 )uk − h v dS = 0 (2.119)
Ω Γ
∗

for all v ∈ Vk . Assume g ∈ L2 (Ω), h = b1 θ+b2 θ4 with θ ∈ L5 (Γ), see Example 2.66,
and assuming existence of uk , show the a-priori estimate in V from (2.117) by
putting v := uk into (2.119).49 Then, using the linearity of s → a(x, r, s) =
A(x, r)s, make the limit passage directly in the Galerkin identity (2.119) by using
the weak continuity as in Exercise 2.68.
48 Hint:Take uk such that uk u in W 1,2 (Ω) and uk |Γ u|Γ in L5 (Γ). Use W 1,2 (Ω) 
∗
L2 − (Ω) and then A(uk ) → A(u) in L Ê(Ω; R
2 n×n ) and ∇uk ∇u Êweakly in L2 (Ω; Rn ), and,
for v ∈ W 1,∞ (Ω) =: Z, pass to the limit Ω (∇uk ) A(x, uk )∇v dx → Ω (∇u) A(x, u)∇v dx. By
#
compactness of the trace operator, uk |Γ → u|Γ in Lp − (Γ) ⊂ L2 (Γ), realize that uk |Γ → u|Γ
in L4 (Γ) because
5/6 1/6
uk |Γ − u|Γ L4 (Γ)
≤ uk |Γ − u|Γ L5 (Γ)
uk |Γ − u|Γ L2 (Γ)
→ 0.



Then |uk |3 uk |Γ → |u|3 u|Γ in L1 (Γ), and Γ |uk |3 uk v dS → Γ |u|3 uv dS for any v ∈ L∞ (Γ).
49 Hint: By Hölder’s and Young’s inequalities, this yields the estimate
   
ε1 |∇uk |2 dx + b1 |uk |2 dS + b2 |uk |5 dS ≤ (∇uk ) A(x, uk )∇uk dx
Ω
 Γ
 Γ
 Ω

+ b1 |uk |2 + b2 |uk |5 dS = guk dx + (b1 θ + b2 θ 4 )uk dS

Γ
 Ω Γ
5/4

≤ gLp∗
(Ω) uk Lp∗ (Ω) + b1 L5/3 (Γ) θL5 (Γ) + b2 L∞ (Γ)  |θ|4  uk L5 (Γ)
L5/4 (Γ)
1 2
≤ N g2 p∗
+ εuk 2W 1,2 (Ω)
4ε L (Ω)
 5/4 1
+C b1 L5/3 (Γ) θL5 (Γ) + b2 L∞ (Γ) θ4L5 (Γ) + b uk 5L5 (Γ)
2 2
∗
where N is the norm of the embedding W 1,2 (Ω) ⊂ L2 (Ω) and C is a sufficiently large constant,
namely C = 29 /(55 b2 ), and ε < min(ε1 , b1 )/CP with CP the constant from the Poincaré inequal-
ity (1.56) with p = 2 = q. Then use (1.56) for the estimate of the left-hand side from below and
absorb the right-hand-side terms with uk in the left-hand side.
66 Chapter 2. Pseudomonotone or weakly continuous mappings

Exercise 2.70 (Strong convergence). Assume again A bounded

as inExercise 2.67
and, despite the lack of
d-monotonicity
 of u →
 div A(x, u)∇u , use strong
monotonicity of u → div A(x, v)∇u for v fixed, and show uk → u in W 1,2 (Ω);
make the limit passage in the boundary term by compactness50 if n ≤ 2, or treat it
by monotonicity if n = 3 when this term has the super-critical growth.51 Note that,
for n = 3, the super-critical growth of the boundary term is such that, although
being formally a lower-order term, it behaves like a highest-order term and must
be treated by its monotonicity.52
50 Hint: Abbreviate b(u) = (b +b |u|3 )u and a := ∇(u −u) A(u )∇(u −u), cf. (2.83). Then,
1 2 Ê k k k Êk
use the Galerkin identity (2.119), i.e. Ω ∇(uk − vk ) A(uk )∇uk dx = − Γ b(uk )(uk − vk )dS, to
get



ak dx = ∇(uk −u) A(uk )∇uk − A(u)∇u − ∇(uk −u) A(uk ) − A(u) ∇u dx
Ω Ω


= ∇(uk −vk ) A(uk )∇uk − A(u)∇u
Ω



+ ∇(vk −u) A(uk )∇uk − A(u)∇u − ∇(uk −u) A(uk ) − A(u) ∇u dx


= b(u)−b(uk ) (uk −vk )dS
Γ



+ ∇(vk −u) A(uk )∇uk − A(u)∇u − ∇(uk −u) A(uk ) − A(u) ∇u dx
Ω

for any vk ∈ Vk . In particular, take vk → u in W 1,2 (Ω). For n ≤ 2, use compactness of the
#
trace operator W 1,2 (Ω) → Lp − (Γ) ⊂ L5 (Γ) and push the first right-hand-side term to zero.
Furthermore, use ∇vk → ∇u in L2 (Ω; Rn ) and A(uk )∇uk − A(u)∇u bounded in L2 (Ω;
R ) to
n

push the second term to zero. Finally, push the last expression to zero when using A(uk ) −

A(u) ∇u → 0 in L2 (Ω; Rn ) (note that one cannot rely on A(uk ) → A(u) in L∞  (Ω; R
n×n ),

however) and when assuming vk → u in W (Ω). Then ε1 ∇uk − ∇uW 1,2 (Ω) ≤ Ω ak dx → 0
1,2 2

and, as uk → u in L2 (Ω) by Rellich-Kondrachov’s theorem 1.21, uk → u in W 1,2 (Ω).

51 Hint: Use identity (2.119) and the previous notation of a and b to write
k


ak dx + b(uk ) − b(u) (uk −u) dS
Ω Γ



= ∇(uk −vk ) A(uk )∇uk − A(u)∇u + ∇(vk −u) A(uk )∇uk − A(u)∇u
Ω


− ∇(uk −u) A(uk ) − A(u) ∇u dx



+ b(uk )−b(u) (uk −vk ) + b(uk )−b(u) (vk −u) dS
Γ

= −b(u)(uk −vk ) + (b(uk )−b(u))(vk −u) dS + −∇(uk −vk ) A(u)∇u

Γ Ω



+∇(vk −u) A(uk )∇uk − A(u)∇u − ∇(uk −u) A(uk ) − A(u) ∇u dx
(1) (2) (3) (4) (5)
= Ik + Ik + Ik + Ik + Ik .

Assume vk → u in W 1,2 (Ω) and vk |Γ → u|Γ in L5 (Γ). Use b(u) ∈ L5/4 (Γ) and uk − vk 0 in
(1)
L5 (Γ) to show Ik → 0. Use {b(uk )}k∈N bounded in L5/4 (Γ) and vk − u → 0 in L5 (Γ) to show
(2)  (3) (4) (5)
Ik := Γ (b(uk ) − b(u))(vk − u)dS → 0. Push the remaining terms Ik , Ik , and Ik as before.
Altogether, conclude uk → u in W 1,2 (Ω). Moreover,
 conclude also uk − uL5 (Γ) → 0.
Γ (b(u) − b(uk ))(uk − vk )dS to zero if n ≥ 3 because
52 Hint: Realize the difficulties in pushing
2.6. Examples and exercises 67

Exercise 2.71 (Comparison principle). Put v := u− = min(u, 0) into the integral

identity (2.51) for the case of (2.114). Show that non-negativity of heat sources,
i.e. h = b1 θ + b2 θ4 ≥ 0 and g ≥ 0, implies the non-negativity of temperature,
i.e. u ≥ 0.53 Assume g = 0 and 0 ≤ θ(·) ≤ θmax for a constant θmax > 0 and use
v := (u − θmax )+ in (2.51) to show that u(·) ≤ θmax almost everywhere.
Exercise 2.72 (Mixed boundary conditions). Perform the analysis by the Galerkin
method of the mixed Dirichlet/Newton boundary-value problem54
⎧

⎨ −div A(x, u)∇u = g(x)
⎪ in Ω,
ν A(x, u)∇u = b1 (x)(θ − u) + b2 (x)(θ − |u| u) on ΓN ,
4 3
(2.120)
⎪
⎩
u|ΓD = uD on ΓD .

Exercise 2.73 (Heat-conductive plate). Perform the analysis by Galerkin’s method

of the problem
'

−div A(x, u)∇u = c1 (x)(θ − u) + c2 (x)(θ4 − |u|3 u) in Ω,
(2.121)
u|Γ = uD on Γ.

In the case n = 2, this problem has an interpretation of a plate conducting heat in

tangential direction with normal-direction temperature variations neglected, and
being cooled/heated by convection and radiation and with fixed temperature on
the boundary as outlined on Figure 6b. Consider n ≤ 3, use the conventional
Sobolev space W01,2 (Ω), define Galerkin’s approximate solution uk with approxi-
mate Dirichlet conditions uk |Γ = ukΓ , and derive the a-priori estimate by a test by
v := uk − wk with wk as in Exercise 2.72.
Example 2.74 (Special nonlinear media). Let us consider again the nonlinear heat-
transfer problem (2.114) with A(x, r) = [aij (x, r)] in the special form

aij (x, r) = bij (x)κ(r) (2.122)

we have {uk }k∈N and {b(uk )}k∈N only bounded in L5 (Γ) and L5/4 (Γ), respectively, but no
strong convergence can be assumed in these spaces.
53 Hint: Note that u− ∈ W 1,2 (Ω) if u ∈ W 1,2 (Ω) so v := u− is a legal test, cf. Proposition 1.28,
Ê Ê
and then Ω (∇u) A(u)∇u− dx = Ω (∇u− ) A(u)∇u− dx due to (1.50). By this way, come to
the estimate

ε1 |∇u− |2 dx + b1 (u− )2 dS ≤ (∇u) A(u)∇u− dx

Ω Γ Ω

+ b1 (u− )2 + b2 |u− |5 dS = gu− dx + hu− dS ≤ 0.

Γ Ω Γ

By the Poincaré inequality (1.56), we
get u− W 1,2 (Ω) = 0, hence u− = 0 a.e.
 in Ω.
54 Hint: Instead of (2.117), use V = v ∈ W 1,2 (Ω); v|
ΓN ∈ L (ΓN ), v|ΓD = 0 , define Galerkin’s
5

approximate solution uk with approximate Dirichlet conditions uk |ΓD = ukD , and derive the a-
priori estimate by a test v := uk − wk where wk ∈ Vk , a finite-dimensional subspace of V , is
#
chosen so that wk |ΓD = ukD → uD in L2 (ΓD ) and the sequence {wk }k∈N is bounded in V .
68 Chapter 2. Pseudomonotone or weakly continuous mappings

with B = [bij ] : Ω → Rn×n and κ : R → R+ . Then the so-called Kirchhoff

transformation employs the primitive function κ- : R → R to κ, i.e. defined by
 r
-(r) :=
κ κ()d , (2.123)
0

and transforms the nonlinearity of (2.114) inside Ω to the (already nonlin-

ear) boundary conditions. Indeed, B(x)∇- κ(u) = B(x)κ(u)∇u = A(x, u)∇u and
∂ ∂ ∂
B(x) ∂ν -(u) = B(x)κ(u) ∂ν
κ u = A(x, u) ∂ν u and, by a substitution w = -
κ(u), one
transfers the nonlinearity from the equation on Ω to the boundary conditions
which has been nonlinear even originally anyhow due to the Stefan-Boltzmann
radiation term. Thus one gets the following semilinear equation for w:
'

−div B(x)∇w = g in Ω,
∂w   (2.124)
B(x) κ−1 (w)|3 κ
+ b1 + b2 |- -−1 (w) = h on Γ.
∂ν
We assume B : Ω → Rn×n measurable, bounded, and B(·) uniformly positive
definite in the sense ξ B(x)ξ ≥ β|ξ|2 for all ξ ∈ Rn and some β > 0. Further,
we assume κ(·) ≥ ε > 0 measurable and bounded; note that this implies - κ to
be continuous and increasing, and one-to-one with κ -−1 Lipschitz continuous, in
particular having a linear growth. Furthermore, g and h satisfy (2.116). Again,
ultimately p =
2, and one can show the coercivity. As the function R → R :
 −1
r → b(x, r) := b1 (x) + b2 (x)|-κ−1 (r)|3 κ
- (r) is monotone for a.a. x ∈ Γ, we
can use the monotonicity technique. Then there is just one weak solution w ∈
-−1 (w) ∈ W 1,2 (Ω) and this u solves the original
W 1,2 (Ω). By Proposition 1.28, u = κ
∗
#

problem in the weak sense. Moreover, (g, h) → u : Lp (Ω) × Lp (Γ) → W 1,2 (Ω)
is (norm×norm,norm)-continuous. Note that the heat-conductivity coefficient κ
need not be assumed continuous.55
Example 2.75 (Heat transfer with advection). The heat equation in moving homo-
geneous isotropic media, i.e. with advection by a prescribed velocity, say v = v (x),
is

−div κ(u)∇u + c(u)v · ∇u = g, (2.125)
where c is the heat capacity dependent on temperature. Let us consider, for simplic-
ity, constant Dirichlet boundary conditions and use the Kirchhoff transformation
-(u) and using ∇-
(2.123), i.e. put w = κ κ−1 (w) = ∇w/κ(- κ−1 (w)), to arrive at
⎧
⎨ C(w)v · ∇w
−∆w + = g in Ω,
K(w) (2.126)
⎩
w = 0 on Γ

where we abbreviated κ(-κ−1 (w)) =: K(w) and c(-κ−1 (w)) =: C(w); note that
we can shift -
κ by a constant so that w = 0 can be considered on Γ. Note that
55 A discontinuity of κ can indeed occur during various phase transformations, cf. [304] for a
discontinuity in the heat-conductivity coefficient κ within a recrystallization in steel.
2.6. Examples and exercises 69

the pointwise coercivity (2.91a) for p = 2 ≥ q > 1 is violated if c(x, r, s) =

C(r)v (x) · s/K(r). Assume the velocity field v ∈ C 1 (Ω̄; Rn ) as divergence free,
which corresponds to a motion of an incompressible medium, cf. also the equations
(6.26c), (12.14c), or (12.66b) below, one can consider an alternative setting with
c(u)v· ∇u = div(v -c(u)) = div(v -c(κ−1 (w))) with -c the primitive function of c. This
leads to a(x, r, s) = s + v (x)-c(κ−1 (r)) which again need not satisfy (2.91a).
Exercise 2.76. Show uniqueness of the weak solution w to (2.124), and thus of u, as
well. Try to show uniqueness in the general case (2.121) and realize the difficulties
if smallness of uW 1,∞ (Ω) is not guaranteed.
Exercise 2.77. Assume div v ≤ 0 in Example 2.75 and show the coercivity of
the respective A (in spite of this lack of any pointwise coercivity pointed out
in Example 2.75) by derivation of an a-priori estimate again by a test by w.56
Furthermore, assuming Lipschitz continuity of κ, show uniqueness of a solution to
(2.126) if v is small enough in the L∞ -norm.57


2.6.3 Quasilinear equations of type −div |∇u|p−2∇u +c(u, ∇u)=g
Here we will address quasilinear equations (2.45) with a(x, r, ·) or c(x, r, ·) nonlin-
ear so that a limit passage in approximate solutions cannot be made by using mere
weak convergence in ∇u and compactness in lower-order terms, unlike in semilin-
ear equations scrutinized in Section 2.6.2. As a “training” quasilinear differential
∗
56 Hint: for N the norm of the embedding W 1,2 (Ω) ⊂ L2 (Ω), use Green’s Theorem 1.31 to
estimate

w(x) 
w(x) 
C(ξ) C(ξ)
|∇w|2 dx ≤ |∇w|2 − (div v ) dξ dx = |∇w|2 + 
v ·∇ dξ dx
Ω Ω 0 K(ξ) Ω 0 K(ξ)
v · ∇w)C(w)
(
= |∇w| + 2
dx = gw dx ≤ N wW 1,2 (Ω) gL2∗
(Ω) .
Ω K(w) Ω

57 Hint: Realizing that also [C/K](·) is Lipschitz continuous, with denoting the Lipschitz
constant, we have
 C(w1 )∇w1
C(w2 )∇w2 
v · − (w1 − w2 ) dx
Ω K(w1 ) K(w2 )
 C(w1 ) C(w2 )  v · ∇(w1 −w2 )
C(w2 )
= v − · ∇w1 (w1 −w2 )dx + (w1 −w2 )dx
Ω K(w1 ) K(w2 ) Ω K(w2 )
 C(w1 ) C(w2 ) 

v L∞ (Ω;Rn ) 

≤  −  ∇w1 L2 (Ω;Rn ) w1 − w2 L4 (Ω)
K(w1 ) K(w2 ) L4 (Ω)
 
 C(w2 ) 
v L∞ (Ω;Rn ) 
+   4 ∇w1 − ∇w2 L2 (Ω;Rn ) w1 − w2 L4 (Ω)
K(w2 ) L (Ω)
 maxc(·) 
≤ 
v L∞ (Ω;Rn ) ∇w1 L2 (Ω;Rn ) N 2 + N measn (Ω)1/4 w1 − w2 2W 1,2 (Ω) ,
min κ(·)

where N is the norm of the embedding W 1,2 (Ω) ⊂ L4 (Ω) valid for n ≤ 3. For 
v L∞ (Ω;Rn ) small
enough, conclude that w1 = w2 .
70 Chapter 2. Pseudomonotone or weakly continuous mappings

operator in the divergence form, we will frequently use


∆p u := div |∇u|p−2 ∇u (2.127)

called the p-Laplacean; hence the usual Laplacean is what is called here 2-
Laplacean. For p > 2 one gets a degenerate nonlinearity, while for p < 2
a singular one, cf. Figure 9 on p.122 below. Note that, by using the formula
div(vw) = v div w + ∇v · w, (2.127) can equally be written in the form


div |∇u|p−2 ∇u = |∇u|p−2 ∆u + (p−2)|∇u|p−4 (∇u) ∇2 u ∇u. (2.128)

Example 2.78 (d-monotonicity of p-Laplacean). To be more specific, A = −∆p

will be understood here as a mapping W 1,p (Ω) → W 1,p (Ω)∗ corresponding to a
Neumann-boundary-value problem, i.e.

A(u), v = |∇u|p−2 ∇u · ∇v dx (2.129)
Ω

for any v ∈ W 1,p (Ω). For p > 1, the p-Laplacean is always d-monotone in the sense
(2.1) with respect to the seminorm |u| := ∇uLp(Ω;Rn ) , i.e.





|∇u|p−2 ∇u−|∇v|p−2 ∇v · (∇u−∇v) dx ≥ d(|u|)−d(|v|) |u|−|v|
Ω

with d(ξ) = ξ p−1 , which can be proved simply by Hölder’s inequality as follows:


p−2 
|y| y − |z|p−2 z · (y − z) dx
Ω
  
p
= yLp(Ω;Rn ) − |y|p−2 y · z + |z|p−2 z · y dx + zpLp(Ω;Rn )
Ω 
≥ ypLp(Ω;Rn ) − |y|p−2 y Lp
(Ω;Rn ) zLp(Ω;Rn )
     p
− |z|p−2 z Lp
(Ω;Rn ) y Lp (Ω;Rn ) + z Lp (Ω;Rn )
 p  p−1
= y Lp (Ω;Rn ) − y Lp (Ω;Rn ) zLp(Ω;Rn )
 p−1    p
− z Lp (Ω;Rn ) y Lp (Ω;Rn ) + z Lp (Ω;Rn )
   p−1     
p−1
= y Lp (Ω;Rn ) − z Lp (Ω;Rn ) y Lp (Ω;Rn ) − z Lp (Ω;Rn ) . (2.130)

For p ≥ 2, from the algebraic inequality58

p−2 

s|p−2 s& · s − s& ≥ c(n, p)|s − s&|p
|s| s − |& (2.131)
58 See DiBenedetto [104, Sect.I.4] or Hu and Papageorgiou [180, Part.I,Sect.3.1].
2.6. Examples and exercises 71

with some c(n, p) > 0, we obtain a uniform monotonicity on W01,p (Ω) in the sense
(2.2) with ζ(z) = z p−1 (or with respect to the seminorm ∇·Lp(Ω;Rn ) on W 1,p (Ω)):



A(u)−A(v), u−v = |∇u|p−2 ∇u−|∇v|p−2 ∇v ·∇(u−v)dx
Ω 
≥ c(n, p) |∇u−∇v|p dx.
Ω

 be emphasized that, for p < 2, one has only A(u) − A(v), u − v ≥

It should
(p − 1) Ω max(1 + |∇u|, 1 + |∇v|)p−2 |∇u − ∇v|2 dx.59
Exercise 2.79 (Monotonicity of p-Laplacean). Realize that (2.127) corresponds to
ai (x, r, s) = |s|p−2 si and verify the strict monotonicity (2.65) and (2.68a).60
Exercise 2.80 (Strong convergence in c(∇u)). Consider the Dirichlet boundary-
value problem
'

−div |∇u|p−2 ∇u + c(x, ∇u) = g in Ω,
(2.132)
u = 0 on Γ.

For some  > 0, assume the growth condition

 
(Ω) C∈R ∀(a.a.)x∈Ω ∀s∈Rn : c(x, s) ≤ γ(x) + C|s|p−1− . (2.133)
∗
−)

∃γ∈L(p

Formulate Galerkin’s approximation61 and prove the a-priori estimate in W01,p (Ω)
by testing the Galerkin identity by v = uk 62 and prove strong convergence of
{uk } in W01,p (Ω) by using d-monotonicity of −∆p , following the scheme of Propo-
sition 2.20 with Remark 2.21 simplified by having boundedness guaranteed ex-
plicitly through Lemma 2.31 instead of the Banach-Steinhaus principle through
59 See Málek et al. [229, Sect.5.1.2].
60 Hint: like (2.130), (|s|p−2 s−|s̃|p−2 s̃)·(s−s̃) = |s|p −|s|p−2 s·s̃−|s̃|p−2 s̃·s+|s̃|p ≥ |s|p −
|s|p−1 |s̃| − |s̃|p−1 |s| + |s̃|p = (|s|p−1 −|s̃|p−1 )(|s|−|s̃|), hence (2.65) holds. If (|s|p−2 s−|s̃|p−2 s̃) ·
(s−s̃) = 0, then |s| = |s̃|, and if s = s̃, then |s|2 > s·s̃ hence |s|p −|s|p−2 s·s̃ > 0, and similarly
|s̃|p −|s̃|p−2 s̃·s > 0, hence (|s|p−2 s−|s̃|p−2 s̃)·(s−s̃) > 0, a contradiction, proving (2.68a).
61 See (2.135) below for a(x, s) = |s|p−2 s.
62 Hint: Use Hölder’s inequality between Lp/(p−1−) (Ω) and Lq (Ω) with q = p/(1 + ) to

estimate

 
p p
uk 1,p = ∇uk Lp (Ω;Rn )
= g − c(∇uk ) uk dx
W0 (Ω)

 Ω

≤ |g| + γ + C|∇uk |p−1− |uk | dx
Ω
≤ |g| + γ Lp
∗

(Ω)
uk ∗
Lp (Ω)
+ C∇uk p−1−
Lp (Ω)
uk Lq (Ω)
p−
≤ Np∗ |g| + γ Lp
∗

(Ω)
uk 1,p
W0 (Ω)
+ CNq uk 1,p
W0 (Ω)

with Nq the norm of the embedding W 1,p (Ω) ⊂ Lq (Ω), and Np∗ with an analogous meaning.
72 Chapter 2. Pseudomonotone or weakly continuous mappings

(2.36) (2.42).63 Further, considering p = 2, formulate a Lipschitz-continuity con-

dition like (2.146) in Exercise 2.85 that would guarantee (uniform) monotonicity
of the underlying mapping A.

Exercise 2.81 (Weak convergence in c(∇u)). Consider the boundary-value problem

(2.132) in a more general form:
'
−div a(x, ∇u) + c(x, ∇u) = g in Ω,
(2.134)
u = 0 on Γ,

with a(x, ·) : Rn → Rn strictly monotone. The Galerkin approximation looks as




a(∇uk ) · ∇v + c(∇uk ) − g v dx = 0 ∀v ∈ Vk . (2.135)
Ω

Assuming coercivity a(x, s) · s ≥ εa |s|p and the growth (2.133), prove the a-priori
estimate by testing (2.135) by v = uk .64 Then prove weak convergence of the
Galerkin method as in (2.84).65

Exercise 2.82. Modify Exercises 2.80 and 2.81 for non-zero Dirichlet or Newton
boundary conditions.

63 Hint: Take a subsequence uk u in W01,p (Ω). Use the norm vW 1,p (Ω) := ∇vLp (Ω;Rn )
0
and, by (2.130) and using still the abbreviation a(∇v) = |∇v|p−2 ∇v, estimate


  
uk p−1
1,p −vp−1
1,p uk W 1,p (Ω) −vW 1,p (Ω) ≤ a(∇uk )−a(∇v) · ∇(uk −v)dx
W0 (Ω) W0 (Ω)

0 0 Ω

= a(∇uk ) · ∇(uk −vk ) + a(∇uk ) · ∇(vk −v) − a(∇v) · ∇(uk −v)dx

Ω  
= g − c(∇uk ) (uk −vk ) + a(∇uk ) · ∇(vk −v) − a(∇v) · ∇(uk −v)dx
Ω
∗
with vk ∈ Vk . Assume vk → v. For v = u, uk − vk → u − u = 0 in Lp − (Ω) because of
∗ 
the compact embedding W01,p (Ω)  Lp − (Ω), and then Ω c(∇uk )(uk − vk )dx → 0; note that
∗

{c(∇uk )}k∈N is bounded in L(p −) (Ω). Push the other terms to zero, too. Conclude that
uk → u in W01,p (Ω). Then, having got the strong convergence ∇uk → ∇u, pass to the limit
directly in the Galerkin identity.
64 Hint: Estimate
   
εa uk p 1,p = εa ∇uk pLp (Ω;Rn ) ≤ a(∇uk ) · ∇uk dx ≤ g − c(∇uk ) uk dx
W0 (Ω) Ω Ω

and finish it as in Exercise  2.80.

k→∞ Ω (a(∇uk ) − a(∇u)) · ∇(uk − u)dx = 0 as in Exercise 2.80. Then, for a
65 Hint: Prove lim

selected subsequence, deduce c(∇uk ) → c(∇u) a.e. in Ω by the same way as done in (2.88), and


similarly also a(∇uk ) → a(∇u) a.e. in Ω. Then prove a(∇uk ) a(∇u) in Lp (Ω) and c(∇uk )
∗

c(∇u) in L p + (Ω) and pass to the limit directly in (2.135) for any v ∈ h>0 Vk without using
Minty’s trick. Finally, extend the resulted identity by continuity for any v ∈ W 1,p (Ω).
2.6. Examples and exercises 73

Exercise 2.83 (Monotone case I). Consider the boundary-value problem (2.45)–
(2.49) in the special case ai (x, r, s) := ai (x, s) and c(x, r, s) := c(x, r), i.e.
⎧
⎨ −div a(∇u) + c(u) = g on Ω,
ν ·a(∇u) + b(u) = h on ΓN , (2.136)
⎩
u|ΓD = uD on ΓD .

Assume that a(x, ·), b(x, ·), and c(x, ·) are monotone, coercive (say a(x, s)·s ≥ |s|p ,
b(x, 0) = 0, c(x, 0) = 0, and measn−1 (ΓD ) > 0) with basic growth conditions, i.e.


a(x, s) − a(x, s̃) ·(s− s̃) ≥ 0,


∃γa ∈ Lp (Ω), Ca ∈ R : |a(x, s)| ≤ γa (x) + Ca |s|p−1 , (2.137a)


b(x, r) − b(x, r̃) (r − r̃) ≥ 0,
#

∃γb ∈ Lp (Γ), Cb ∈ R : |b(x, r)| ≤ γb (x) + Cb |r|p −1
#
, (2.137b)


c(x, r) − c(x, r̃) (r − r̃) ≥ 0,
∗
∗
∃γc ∈ Lp (Ω), Cc ∈ R : |c(x, r)| ≤ γc (x) + Cc |r|p −1
, (2.137c)

and prove a-priori estimates66 and the convergence of Galerkin’s approximations

by Minty’s trick.67
Exercise 2.84 (Monotone case II). Consider A : W 1,max(2,p) (Ω) → W 1,max(2,p) (Ω)
given by
 
A(u), v = (1 + |∇u|p−2 )∇u · ∇v + c(u)v dx + b(u)v dS (2.138)
Ω Γ
66 Hint: denoting ūD ∈ W 1,p (Ω) an extension of uD test the Galerkin identity determining
uk ∈ Vk by v := uk − ūk where ūk |Γ → uD in W 1,p (Ω)|Γ for k → ∞, {ūk }k∈N bounded in
W 1,p (Ω), ūk ∈ Vk , Vk a finite-dimensional subspace of W 1,p (Ω). Arrive to

|∇uk |p dx ≤ a(∇uk ) · ∇uk + c(uk )uk dx + b(uk )uk dS

Ω Ω ΓN

= a(∇uk ) · ∇ūk + c(uk )ūk + g(uk −ūk )dx + b(uk )ūk + h(uk −ūk )dS
Ω ΓN

and then get uk estimated in W 1,p (Ω) by Hölder’s inequality and Poincaré’s inequality (1.57).
Alternatively, use the a-priori shift as in Proposition 2.27.
67 Hint: For v ∈ W 1,p (Ω), use v → v in W 1,p (Ω), v ∈ V , u |
k k k k ΓD = vk |ΓD , the monotonicity
and Galerkin’s identity




0≤ a(∇uk ) − a(∇vk ) · ∇(uk −vk ) + c(uk ) − c(vk ) (uk −vk )dx + b(uk ) − b(vk )
Ω ΓN



×(uk −vk )dS = g − c(vk ) (uk −vk ) − a(∇vk ) ·∇(uk −vk )dx + h − b(vk ) (uk −vk )dS
Ω ΓN



→ g − c(v) (u−v) − a(∇v) · ∇(u−v)dx + h − b(v) (u−v)dS
Ω ΓN

and then put v := u ± εw, divide it by ε > 0, and pass ε → 0.

74 Chapter 2. Pseudomonotone or weakly continuous mappings

so that the equation A(u) = f with f from (2.60) corresponds to the boundary-
value problem for the regularized p-Laplacean:
'

−div (1 + |∇u|p−2 )∇u + c(x, u) = g in Ω,

 ∂u (2.139)
1 + |∇u|p−2 + b(x, u) = h on Γ.
∂ν
Assume c(x, ·) strongly monotone and b(x, ·) either increasing or, if decreasing at
a given point r, then being locally Lipschitz continuous with a constant − b :


c(x, r) − c(x, r̃) (r − r̃) ≥ εc (r − r̃)2 , (2.140)

 −
b(x, r) − b(x, r̃) (r − r̃) ≥ − b (r − r̃) .2
(2.141)

Show that A can be monotone even if b(x, ·) is not monotone; assume that68
−
b ≤ N −2 min(1, εc ). (2.142)

Show further strong monotonicity of A with respect to the W 1,2 -norm if (2.142)
holds as a strict inequality.
Exercise 2.85 (Monotone case III). Let A : W 1,max(2,p) (Ω) → W 1,max(2,p) (Ω)∗ be
given by
 

p−2

A(u), v = 1 + |∇u| ∇u · ∇v + c(∇u)v dx + b(u)v dS. (2.143)
Ω Γ

Note that the equation A(u) = f with f from (2.60) corresponds to the boundary-
value problem
⎧
p−2

⎨ −div (1 + |∇u| )∇u + c(x, ∇u) = g for x ∈ Ω,
⎩
 ∂u (2.144)
1 + |∇u|p−2 + b(x, u) = h for x ∈ Γ.
∂ν
Assume b(x, ·) strongly monotone and c(x, ·) Lipschitz continuous, i.e.


b(x, r) − b(x, r̃) (r − r̃) ≥ εb |r − r|2 , (2.145)
 
c(x, s) − c(x, s̃) ≤ c |s − s̃|, (2.146)
68 Hint: Indeed,


 
A(u) − A(v), u − v = |∇u − ∇v|2 + |∇u|p−2 ∇u − |∇v|p−2 ∇v ·(∇u − ∇v)
Ω

   
+ c(u) − c(v) (u − v) dx + b(u) − b(v) (u − v) dS
Γ
 
−
≥ |∇u − ∇v|2 + εc (u − v)2 dx − b (u − v) dS
2
Ω Γ
−  − 2 
≥ min(1, εc )u−v2W 1,2 (Ω) − b u−v2
L2 (Γ)
≥ min(1, εc ) − b N u−v2W 1,2 (Ω) .
2.6. Examples and exercises 75

and show monotonicity of A if c is sufficiently small, despite that u → c(∇u)

alone would not allow for any monotone structure.69 In particular, if c is small
enough, realize that A is strictly monotone and uniqueness of the solution follows.
Exercise 2.86 (Monotone case IV: advection). Consider a special case of (2.144)
with c(x, s) := v (x) · s with v : Ω → Rn being a prescribed velocity field. Assume
div v ≤ 0 (as in Exercise 2.77) and v |Γ · ν ≥ 0, and show that A enjoys the
monotonicity70 even if there is no point-wise monotonicity.
Exercise 2.87. Consider the following boundary-value problem:
⎧  
⎪
⎨ −div |∇u|p−2 ∇u + a0 (x, u) = g in Ω,
(2.147)
⎪
⎩ |∇u|p−2
∂u
+ b0 (x, u) = h on Γ.
∂ν
∗

Assume the basic growth condition: |a0 (x, r)| ≤ γ(x) + C|r|p /p for some γ ∈


Lp (Ω) and formulate a definition of the weak solution; denote: b(x, r) := b0 (x, r)−
a0 (x, r) · ν(x). Prove that u →div(a0 (x, u)) : W 1,p (Ω) → W 1,p (Ω)∗ is a totally
continuous mapping (which allows us to use Theorem 2.6 with Corollary 2.12 to
get the existence of a weak solution). Further prove the a-priori estimate by testing
by u.71 Prove convergence of the Galerkin approximation via Minty’s trick, and
69 Hint: Estimate
  


A(u) − A(v), u − v = (1 + |∇u|p−2 )∇u − (1 + |∇v|p−2 )∇v ·∇(u − v)
Ω

   
+ c(∇u) − c(∇v) (u − v)dx + b(u) − b(v) (u − v)dS
Γ
≥ ∇u − ∇v2L2 (Ω;Rn ) − c(∇u) − c(∇v)L2 (Ω) u − vL2 (Ω) + εb u − v2L2 (Γ)
≥ ∇u−∇v2L2 (Ω;Rn ) − c ∇u−∇vL2 (Ω;Rn ) u−vL2 (Ω) + εb u − v2L2 (Γ)
 2 δ
≥ 1 − c ∇u − ∇v2L2 (Ω;Rn ) + εb u−v2L2 (Γ) − u−v2L2 (Ω)
2δ 2
 2 
δ
≥ CP−1 min 1 − c , εb u−v2W 1,2 (Ω) − N 2 u−v2W 1,2 (Ω) ,
2δ 2
with N the norm of the embedding W 1,2 (Ω) ⊂ L2 (Ω) and CP the constant from the Poincaré
inequality (1.56) with p = 2 = q and ΓN = Γ. If c is so small that there is some δ > 0 such that
 2 
δ
min 1 − c , εb ≥ N 2 CP ,
2δ 2
the monotonicity of A follows.
70 Hint: by using Green’s formula, the monotonicity of this linear term is based on the estimate:
   
1 1  1  
v · ∇u)u dx =
( v · ∇u2 dx =
 v · ν)u2 dS −
 div v u2 dx ≥ 0.
Ω 2 Ω 2 Γ 2 Ω

71 Hint: Realize that

   
 
|∇u|p dx + b0 (u)u dS = −a0 (u) · ∇u + gu dx + a0 (u) · ν + h u dS.
Ω Γ Ω Γ
76 Chapter 2. Pseudomonotone or weakly continuous mappings

alternatively strong convergence and direct limit passage without Minty’s trick.
Show uniqueness of the weak solution for Lipschitz continuous a0 (x, ·) with a small
Lipschitz constant. Make the modification for the Dirichlet boundary condition.72
Example 2.88 (Banach fixed-point technique). Consider the boundary-value prob-
lem (2.136)) and assume the strong monotonicity of a(x, ·) and, e.g., of c(x, ·) but
no monotonicity of b(x, ·), i.e.


a(x, s)−a(x, s̃) · (s−s̃) ≥ εa |s − s̃|2 , (2.148a)


c(x, r) − c(x, r̃) (r − r̃) ≥ εc (r − r̃)2 , (2.148b)

and the Lipschitz continuity

|a(x, s) − a(x, s̃)| ≤ a |s − s̃|, (2.149a)


− −b (r − r̃) ≤ b(x, r) − b(x, r̃) (r − r̃) ≤
2 +
b (r − r̃) ,
2
(2.149b)
|c(x, r) − c(x, r̃)| ≤ c |r − r̃|, (2.149c)

−
with some +b ≥ b ≥ 0; note that b(x, ·) is Lipschitz continuous with the constant
+
b . Then one can use the Banach fixed-point Theorem 1.12 technique based on
the contractiveness of the mapping Tε from (2.43) where the Lipschitz constant
of A can be estimated as:73

A(u) − A(v)W 1,2 (Ω)∗ = sup A(u) − A(v), z

zW 1,2 (Ω) ≤1
 




= sup a(∇u)−a(∇v) ·∇z + c(u)−c(v) zdx + b(u)−b(v) zdS
zW 1,2 (Ω) ≤1 Ω ΓN

≤ sup a ∇u − ∇vL2 (Ω;Rn ) ∇zL2(Ω;Rn )
zW 1,2 (Ω) ≤1

c u − vL2 (Ω) zL2(Ω) + b u − vL2 (ΓN ) zL2(ΓN )
+
+

√ 
≤ 2 max( a , c ) + N 2 +
b u − vW 1,2 (Ω) =: u − vW 1,2 (Ω)

while the constant δ in

the strong monotonicity
 of A can be estimated as
A(u) − A(v), u − v ≥ min(εc , εa ) − N 2 −
b u − vW 1,2 (Ω) =: δu − vW 1,2 (Ω) ;
2 2

Assume b0 (x, r)r ≥ |r|p , and estimate

u by assuming further |a0 (x, r)| ≤ γ(x) + C|r|
p−1− .
72 Hint: Denoting a(x, r) = a (x, r), . . . , a (x, r) the component-wise primitive functions to

1
 n
a0 (x, r) = a1 (x, r), . . . , an (x, r) and realizing that now u|Γ = uD , by Green’s Theorem 1.31,
one gets
  
n  
n 
∂
a0 (x, u) · ∇u dx = ai (x, u) dx = ai (x, u)νi (x) dS = a(uD ) · ν dS = const.
Ω Ω i=1 ∂xi Γ i=1 Γ

73 Cf. also (4.17) below.

2.6. Examples and exercises 77

cf. Exercise 2.84. Then, by Proposition 2.22, Tε from (2.43) with J : W 1,2 (Ω) →
W 1,2 (Ω)∗ defined by74

J(u), v = ∇u·∇v + uv dx (2.150)
Ω

is a contraction provided ε > 0 satisfies75

min(εc , εa ) − N 2 −
b
ε < 2
√ 2 . (2.151)
2 max( a , c ) + N 2 + b

Exercise 2.89. Modify the above Example 2.88 for Dirichlet boundary conditions76
and/or the term c(∇u) instead of c(u)77 .
Example 2.90 (Limit passage in coefficients). Consider the problem from Exam-
ple 2.88 modified, for simplicity, as in Exercise 2.89 with zero Dirichlet boundary
conditions. Assume s → a(x, s) and r → c(x, r) monotone, a(x, s) · s + c(x, r) · r ≥


ε0 |s|p − C, |a(x, s)| ≤ γ(x) + C|s|p−1 with γ ∈ Lp (Ω) and 1 < p ≤ 2. Such a
problem does not satisfy (2.148) and (2.149a,c). Therefore, we approximate a and
c respectively by some aε and cε which will satisfy both (2.148) and (2.149a,c) and
such that aε (x, ·) → a(x, ·) uniformly on bounded sets in Rn , and cε (x, ·) → c(x, ·)
uniformly on bounded sets in R, and such that the uniform coercivity of the col-
lection {(aε , cε )}ε>0 is uniformly coercive in the sense

∃δ > 0 ∀ε > 0 : aε (x, s) · s + cε (x, r) · r ≥ δ|s|p − 1/δ. (2.152)

E.g. one can put aε (x, ·) := Yn,ε

M
(a(x, ·)) and cε (x, ·) := Y1,ε
M
(c(x, ·)) where Yn,ε
M
:
n n n
R → R denotes a suitable modification of Yosida’s approximation Yn,ε : R →
Rn defined by
.  /
" M # ε2
Yn,ε (f ) (s) := Yn,ε f + In (s) with (2.153a)
1−ε

−1
" # s − In +εf (s)
Yn,ε (f ) (s) := (2.153b)
ε
and In the identity on Rn ; cf. also Remark 5.16 below. Unlike the mere Yosida
approximation Yn,ε , the regularization (2.153) turns monotonicity to strong
monotonicity; note also that Yn,ε
M
(In ) = In .

Õ∇u
that J(u), u = u2W 1,2 (Ω) and also uW 1,2 (Ω) = J(u)W 1,2 (Ω)∗ if one considers
74 Note

the standard norm uW 1,2 (Ω) = 2

L2 (Ω;Rn )
+ u2L2 (Ω) ; cf. Remark 3.15.
75 Cf. (2.44) on p. 40. Ê
Ω ∇u ·∇v dx, cf. Proposition 3.14.
76 Hint: Instead of (2.150) use J(u), v =
77 Hint: In case of Newton boundary conditions, b(x, ·) has to be strongly monotone as in

Exercise 2.85.
78 Chapter 2. Pseudomonotone or weakly continuous mappings
1 1 c (r ) = r 3
a ( s ) = | s | 1/2s cε , ε=0.3
aε ε=0.1
ε=0.1
ε=0.3 s r
-0.5 0 1 -1 0 1

Figure 7. A regularization of the nonlinearities a(x, s) = |s|1/2 s and c(x, r) = r 3

that makes them both strongly monotone and Lipschitz continuous.
Then we can obtain the weak solution uε ∈ W 1,2 (Ω) of the approximate problem
'
−div aε (∇u) + cε (u) = g in Ω,
(2.154)
u = 0 on Γ
constructively by Example 2.88 (modified as in Exercise 2.89). The convergence
of uε ∈ W01,2 (Ω) for ε → 0 relies on an a-priori estimate in W01,p (Ω) which is
uniform with respect to ε > 0 due to (2.152), and then a selection of a subsequence
uε u in W 1,p (Ω). Note that, as p ≤ 2, we have W01,p (Ω) ⊃ W01,2 (Ω). Taking
v ∈ W01,∞ (Ω) and using monotonicity, we obtain
&




0≤ aε (∇uε )−aε (∇& v ) · (∇uε −∇& v ) + cε (uε )−cε (& v ) (uε −&
v ) dx
Ω



= g − cε (&
v ) (uε − v&) − aε (∇& v ) · (∇uε − ∇& v ) dx
Ω


→ g − c(&
v ) (u − v&) − a(∇& v ) · (∇u − ∇& v ) dx (2.155)
Ω

for ε → 0, where we used aε (∇& v ) → a(∇&v ) in L∞ (Ω; Rn ). Then we can pass &v
to v ∈ W01,p (Ω); by density of W01,∞ (Ω) in W01,p (Ω), cf. Theorem 1.25, v can be
p n
considered arbitrary. By continuity of the Nemytskiı̆ mappings

∗ ∗
 Na : L (Ω; R ) →
Lp (Ω; Rn ) and Nc : Lp (Ω) → Lp (Ω), from (2.155) we get Ω (g − c(v))(u − v) −
a(∇v) · (∇u − ∇v) dx ≥ 0. Eventually, by Minty’s trick, we conclude that u solves
(2.154); cf. Lemma 2.13.
Remark 2.91 (Constructivity). Let us still point out that, by combining the Ba-
nach fixed-point iterations as in Example 2.88 with some coefficient approxima-
tion as in Example 2.90, one can solve problems as (2.136) under quite weak
assumptions rather constructively, without any Brouwer’s fixed-point argument,
cf. Remark 2.7. In case of strict monotonicity in (2.136), the whole sequence of
approximate solutions converges.
Exercise 2.92. Modify Example 2.90 for the case of Newton boundary conditions.


Exercise 2.93. Add a term div b(x, u, ∇u, ∇2 u) here with b : Ω×R×Rn ×Rn×n →
Rn into (2.96) and modify (2.98) and Proposition 2.42.
2.7. Excursion to regularity for semilinear equations 79

2.7 Excursion to regularity for semilinear equations

By regularity we understand, in general, that the weak solution has some addi-
tional differentiability properties as a consequence of some additional qualification
of data, i.e. in case of the boundary-value problem (2.45)–(2.49) a certain differen-
tiability of a, b, c, g, and h, and a qualification of Ω as smoothness or restrictions
on angles of possible corners. This represents usually a difficult task and there are
examples showing that, in case of higher-order equations or systems of equations,
any smoothness of the data need not imply an additional smoothness of weak so-
lutions. Regularity theory is a broad and still developing area which determines a
lot of investigations in particular in systems of nonlinear equations and in numer-
ical analysis, and the exposition presented below is to be understood as only an
absolutely minimal excursion into this area.
We will confine ourselves to W k,2 -type regularity for semilinear equations
and we start with a so-called interior regularity78 for the linear equation

∂  ∂u 
 n
aij (x) = g(x) on Ω (2.156)
i,j=1
∂xi ∂xj

with nonspecified boundary conditions. By a weak solution to (2.156) we will

naturally understand u ∈ W 1,2 (Ω) such that Ω (∇u) A∇v − gv dx = 0 for all
v ∈ W01,2 (Ω) where A : Ω → Rn×n : x → A(x) = [aij (x)]ni,j=1 .

Proposition 2.94 (Interior W 2,2 -regularity). Let A ∈ C 1 (Ω; Rn×n ) satisfy

∃δ > 0 ∀ζ ∈ Rn ∀(a.a.) x ∈ Ω : ζ A(x) ζ ≥ δ|ζ|2 , (2.157)

2,2
g ∈ L2loc (Ω), and let u be a weak solution to (2.156). Then u ∈ Wloc (Ω). Moreover,
n
for any open sets O, O2 ⊂ R satisfying Ō ⊂ O2 and Ō2 ⊂ Ω, it holds that


uW 2,2 (O) ≤ C gL2 (O2 ) + uL2 (Ω) (2.158)


with C = C O, O2 , AC 1 (Ω;Rn×n ) .

As the rigorous proof is very technical and not easy to observe, we begin with
a heuristic one. Take still an open set O1 such that Ō ⊂ O1 and Ō1 ⊂ O2 , and a
smooth “cut-off function” ζ : Ω → [0, 1] such that χO ≤ ζ ≤ χO1 . Then, for a test
function
∂  2 ∂u 
v := ζ (2.159)
∂xk ∂xk

78 This means we get estimates only in subdomains of Ω having a positive distance from Γ.
80 Chapter 2. Pseudomonotone or weakly continuous mappings

with k = 1, . . . , n, by using Green’s Theorem 1.30, we have formally the identity

   
∂  2 ∂u 
n
∂u ∂
aij ζ dx
O1 i,j=1 ∂xj ∂xi ∂xk ∂xk
 
∂  ∂u  ∂  2 ∂u 
n
=− aij ζ dx
O1 i,j=1 ∂xk ∂xj ∂xi ∂xk
  n 
∂aij ∂u ∂ 2 u  2 ∂ 2 u ∂ζ ∂u 
=− + aij ζ + 2ζ dx. (2.160)
O1 i,j=1 ∂xk ∂xj ∂xj ∂xk ∂xi ∂xk ∂xi ∂xk

The identity (2.160) leads to the estimate

  
∂u   ∂ 2 u 2
n
 2  
δ ζ∇  2 =δ ζ2  dx
∂xk L (O1 ;Rn ) O1 i=1 ∂xi ∂xk
  n   n
∂2u ∂2u ∂aij ∂u ∂ 2 u
≤ ζ 2 aij dx = − ζ2
O1 i,j=1 ∂xi ∂xk ∂xj ∂xk O1 i,j=1 ∂xk ∂xj ∂xi ∂xk
 
∂ζ ∂u  ∂aij ∂u ∂2u  ∂  2 ∂u 
+ 2ζ + aij +g ζ dx
∂xi ∂xk ∂xk ∂xj ∂xj ∂xk ∂xk ∂xk
  n    
 ∂u   ∂ 2 u 
≤ aij C 1 (Ω) ζ 2   
O1 i,j=1 ∂xj ∂xi ∂xk
 ∂u  ∂u   ∂ 2 u 
     
+ 2ζζC 1 (Ω)    +  dx
∂xk ∂xj ∂xj ∂xk
 ∂u 
 ∂u 
+ gL2(O1 ) 2ζ∇ζ + ζ 2∇ 
∂xk ∂xk L2 (O1 ;Rn )
 

  ∂u  
 ∂u 
 
≤ C1 ∇uL2 (O1 ;Rn ) + gL2(O1 ) ζ∇  2 + ζ 
∂xk L (O1 ;Rn ) ∂xk L2 (O1 )
δ 
∂u 2  C12 
3

≤ ζ∇  2 + + ∇u2L2 (O1 ;Rn ) + g2L2(O1 )
2 ∂xk L (O1 ;R ) n δ 2
(2.161)

with C1 depending on aij C 1 (Ω;Rn×n ) and ζC 1 (Ω) . Then, letting k range over
1, .., n, we obtain


uW 2,2 (O) ≤ C2 gL2 (O1 ) + uW 1,2 (O1 ) . (2.162)

Finally, using a smooth “cut-off function” η : Ω → [0, 1] such that  χO1 ≤ η ≤

χO2 and the test-function v = ηu, we get δ∇u2L2(O1 ;Rn ) ≤ δ Ω η|∇u|2 dx ≤

Ω
ηgu dx ≤ 12 g2L2(O2 ) + 12 u2L2(Ω) , which eventually leads to (2.158). The rigor-
ous proof is, however, more complicated because (2.159) is not a legal test function
2,2
unless we know that u ∈ Wloc (Ω), which is just what we want to prove.
2.7. Excursion to regularity for semilinear equations 81

Sketch of the proof of Proposition 2.94. We introduce the difference operator Dεk
defined by
!
" ε # u(x + εek ) − u(x) 1 if i = k,
Dk u (x) := , ε = 0, [ek ]i := (2.163)
ε 0 if i = k,
and use the test function
2 ε 
v := D−ε
k ζ Dk u (2.164)
with k = 1, . . . , n. Note that, contrary to (2.159), now v ∈ W01,2 (Ω)
is a legal test
function. The analog of Green’s Theorem 1.30 is now
 
−ε w(x − εek ) − w(x)
vDk w dx = v(x) dx
ε
Ω
 Ω

1 1
= v(x)w(x − εek ) dx − v(x)w(x) dx
ε Ω ε Ω
  
1 1
= v(x + εek )w(x) dx − v(x)w(x) dx = − wDεk v dx (2.165)
ε Ω ε Ω Ω

if |ε| is smaller than the distance ε0 of Γ from O1 ; note that v vanishes on Ω \ O1 .

Moreover, by simple algebra, we have the formula
Dεk (vw) = Sεk v Dεk w + w Dεk v (2.166)
" #
with the “shift” operator Sεk defined by Sεk v (x) := v(x + εek ). The analog of
(2.160) now reads as
  n  
∂u ∂
2 ε 
aij D−εk ζ D k u dx
O1 i,j=1 ∂xj ∂xi
   ∂u  ∂  2 ε 
n
=− Dεk aij ζ Dk u dx
O1 i,j=1 ∂xj ∂xi
  n 
∂u ∂u  2 ε ∂u ∂ζ ε 
=− Dεk aij + Sεk aij Dεk ζ Dk + 2ζ D u dx.
O1 i,j=1 ∂xj ∂xj ∂xi ∂xi k
(2.167)
We also use that Dεk vL2 (Ω1 ) ≤ ∇vL2 (Ω) if |ε| ≤ ε0 := dist(O1 , Γ).79 Then the
analog of (2.161) reads as
 2 δ 2
δ ζ Dεk ∇uL2 (O1 ;Rn ) ≤ ζ Dεk ∇uL2 (O1 ;Rn )
2
 C2 3 
  
+ 1
+ ∇u2 2 n ) + gL2 (O1 ) .
2
(2.168)
δ 2 L (O 1 ;R
Ê
79 Itholds that [Dεk v](x) = 01 ∂x ∂
(v + τ εek )dτ so that, by Hölder inequality, we obtain
Ê ¬Ê1 k ¬2 Ê ¬ ¬2
Dk vL2 (Ω ) = Ω
ε 2 ¬
0 ∂x
∂
(v + τ εek )dτ ¬ dx ≤ Ω ¬∇v¬ dx.
1 1 k
82 Chapter 2. Pseudomonotone or weakly continuous mappings

Hence the sequence (selected from) {ζ Dεk ∇u}0<ε≤ε0 is bounded in L2 (O1 ; Rn )

and converges, possibly as a subsequence, weakly to some w in L2 (O1 ; Rn ). In the
sense of distributions, it must hold that w = ζ ∂x∂ k ∇u.80 In particular, ∂x∂ k ∇u ∈
L2 (O; Rn ) and, if considering k = 1, . . . , n, we have obtained (2.162). Then (2.158)
follows as outlined in the heuristics. 

Proposition 2.95 (Interior W 3,2 -regularity). Let A ∈ C 1 (Ω; Rn×n ) ∩

W 2,q (Ω; Rn×n ) with q = 2∗ 2/(2∗ − 2) with 2∗ from (1.34) satisfy (2.157), and
1,2 3,2
let g ∈ Wloc (Ω), and let u be a weak solution to (2.156). Then u ∈ Wloc (Ω).
Moreover, for any open sets O, O2 ⊂ Rn satisfying Ō ⊂ O2 and Ō2 ⊂ Ω, it holds
that


uW 3,2 (O) ≤ C gW 1,2 (O2 ) + uL2(Ω) (2.169)


with C = C O, AC 1 (Ω;Rn×n )∩W 2,q (Ω;Rn×n ) .
∂
Proof. Applying ∂xk to (2.156), we obtain

∂  ∂2u 
n 
∂aij ∂ 2 u 
 n 
∂g ∂ 2 aij ∂u
aij = − + (2.170)
i,j=1
∂xi ∂xj ∂xk ∂xk i,j=1 ∂xi ∂xk ∂xj ∂xk ∂xj ∂xi

2,2
in Ω. Note that, by Proposition 2.94, u ∈ Wloc (Ω) and therefore (2.170) has indeed
∂
a good “weak” sense: z := ∂xk u is a weak solution to (2.156) with z instead of


u and with ∂x∂ k g − div ( ∂x∂ k A)∇u) − ( ∂x∂ k A)∇2 u ∈ L2loc (Ω) instead of g. Hence
∂ 2,2
∂xk u ∈ Wloc (Ω). 

For linear equations as (2.156) the process suggested in (2.170) can be

k,2
iterated for k = 4, . . . to obtain Wloc -regularity under the assumption that
A ∈ C k−2 (Ω; Rn×n ) ∩ W k−1,q (Ω; Rn×n ) and g ∈ W k−2,2 (Ω). This differs from
nonlinear equations where the regularity has usually a natural bound. Here, we
confine ourselves to semilinear equations where results for linear equations can
directly be exploited. To be more specific, we will handle the equation

∂  
 n
∂u
aij (x) + a0i (u) + c0 (∇u) + |u|q−2 u = g(x) on Ω (2.171)
i,j=1
∂xi ∂xj

again with unspecified boundary conditions. By
a weak solution to (2.171)

we will
naturally understand u ∈ W 1,2 (Ω) such that Ω (∇u) A+a0 (u) ·∇v + c0 (∇u)+

|u|q−2 u − g v dx = 0 for all v ∈ W01,2 (Ω).
Ê Ê
80 For any v ∈ D(O) it holds that limε→0 (ζ Dεk ∇u)v dx = limε→0 − D−ε
k (ζv)∇u dx =
Ê Ê Ω1 Ω
− Ω
∂
∂x
(ζv)∇u dx = − O ∂x∂
v∇u dx.
k k
2.7. Excursion to regularity for semilinear equations 83

Proposition 2.96 (Regularity for semilinear equations).

(i) Let A ∈ C 1 (Ω; Rn×n ) satisfy (2.157), let 1 < q ≤ (2n − 2)/(n − 2) for n ≥ 3
(or q > 1 arbitrary if n ≤ 2), a0 : R → Rn be Lipschitz continuous, c0 have
at most linear growth, and g ∈ L2loc (Ω). Then any weak solution u ∈ W 1,2 (Ω)
2,2
to (2.171) satisfies also u ∈ Wloc (Ω).
(ii) Moreover, let, in addition, A ∈ W 2,max(2,n+) (Ω; Rn×n ) with  > 0 if n = 2
(otherwise  = 0 is allowed), and let also q ≥ 2, a0 ∈ C 2 (R; Rn ) with
⎧
⎨ having arbitrary growth if n ≤ 3,
a0 : R → Rn being bounded if n = 4, (2.172)
⎩
≡0 if n ≥ 5,

c0 : Rn → R be Lipschitz continuous, and g ∈ Wloc

1,2
(Ω). Then any weak solution
3,2
u ∈ W (Ω) to (2.171) belongs also to Wloc (Ω).
1,2

Proof.
n Note that u ∈ W 1,2 (Ω) implies div(a0 (u)) = a0 (u)∇u =
 ∂
i=1 a0i (u) ∂xi u ∈ L (Ω) if a0 ∈ W
2 1,∞
(R; Rn ) as assumed, cf. Proposition 1.28.
Also, c0 (∇u) ∈ L2 (Ω) because of the linear growth of c0 , and eventually |u|q−2 u ∈
∗
L2 /(q−1) (Ω) ⊂ L2 (Ω) if 1 < q ≤ (2n − 2)/(n − 2) (or q > 1 arbitrary if n ≤ 2).
Noting also that the exponent 2∗ 2/(2∗ − 2) equals max(2, n) if n = 2, or is
greater than 2 if n = 2, we can use simply Proposition 2.94 with g being now
g1 := g − div(a0 (u)) − c0 (∇u) − |u|q−2 u ∈ L2 (Ω). The point (i) is thus proved.
Assuming the additional data qualification as specified in the point (ii), we
1,2
want to show that g1 ∈ Wloc (Ω). For i = 1, . . . , n, we have

∂g1 ∂g  n
∂2u
= − a0j (u)
∂xi ∂xi j=1 ∂xi ∂xj
∂u ∂u ∂c0 ∂ 2u  ∂u
+ a0j (u) + (∇u) − (q − 1)|u|q−2 . (2.173)
∂xi ∂xj ∂si ∂xi ∂xj ∂xi
∗
For u ∈ W 1,2 (Ω), we have |u|q−2 ∈ L2 /(q−2) (Ω) so that, in general, we do not have
|u|q−2 ∇u ∈ L2 (Ω) guaranteed. Likewise, the a0 - and c0 -terms also do not live in
L2 (Ω) in general if we do not have some additional information about u ∈ W 1,2 (Ω).
2,2
However, we can use the already proved assertion (i), i.e. u ∈ Wloc (Ω); this trick
1,2
is called a bootstrap . Then it is easy to show that g1 ∈ Wloc (Ω) hence we can
81

use simply Proposition 2.95 with g being now g1 . 

Having the data qualification A ∈ C 1 (Ω; Rn×n ) and a0 ∈ W 1,∞ (R; Rn ) as-
2,2
sumed and the Wloc (Ω)-regularity at our disposal, it is then straightforward to
check that (2.171) holds not only in the weak sense but even a.e. in Ω. Such a
mode of a solution to a differential equation is called a Carathéodory solution.
81 Often,bootstrap is used not only in the order of differentiation but rather in the integrability,
which is not possible here because we present the Hilbertian theory only.
84 Chapter 2. Pseudomonotone or weakly continuous mappings

Let us now briefly outline how regularity up to the boundary can be obtained.
We will confine ourselves to W 2,2 -regularity and the Newton boundary conditions
(2.48) and begin with (2.156). Thus (2.48) reads as
n
 ∂u
νi aij (x) + b(x, u) = h(x) on Γ. (2.174)
j=1
∂xj

Proposition 2.97 (W 2,2 -regularity up to boundary). Let Ω be of C 2 -class,

A ∈ C 1 (Ω; Rn×n ) satisfy (2.157), b ∈ C 1 (Rn ×R) satisfy, for some b0 >0 and C ∈ R,

  2
∀(a.a.)x ∈ Γ ∀r1 , r2 ∈ R : b(x, r1 )−b(x, r2 ) (r1 −r2 ) ≥ b0 r1 −r2  , (2.175a)
 ∂b 
 
 (x, r) ≤ γ(x) + C|r|2 /2 , (2.175b)
#
∃γ ∈ L2 (Γ) ∀(a.a.)x ∈ Γ ∀r ∈ R :
∂x
g ∈ L2 (Ω), h ∈ W 1,2 (Γ),82 and let u ∈ W 1,2(Ω) be the unique weak solution to the
boundary-value problem (2.156)–(2.174). Then u ∈ W 2,2 (Ω). Moreover, if b(x, r) =
b1 (x)r with b1 ∈ W 1,2 2/(2 −2) (Γ), then
# #


uW 2,2 (Ω) ≤ C gL2(Ω) + hW 1,2 (Γ) (2.176)


with C = C Ω, AC 1 (Ω;Rn×n ) , b1 W 1,2n−2+
(Γ) .
Sketch of the proof. First, as Ω is bounded, Γ is a compact set in Rn , and can
be covered by a finite number of open sets which are C 2 -diffeomorphical images
of the unit ball B = {ξ ∈ Rn ; |ξ| ≤ 1} such that the respective part of Γ is an
image of {ξ = (ξ1 , . . . , ξn ) ∈ B; ξ1 = 0}. Thus we rectified locally the boundary
Γ, cf. Figure 8.
1
0
0
1
diffeomorphism 0
1
0
1
0
1
ξ2
0
1
ψ 0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
ξ1
Ω 0
1
0
1

1
0
0
1
0
1
x2
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1
0
1 x1
0
1
0
1
0
1

Figure 8. Illustration of finite coverage of Γ ⊂ R2 and one diffeomorphism rectifying

locally a part of Γ.

It is a technical calculation showing that ũ ∈ W 1,2 (B0 ) defined by ũ(ξ) = u(ψ(ξ)),

where ψ : B0 := {ξ ∈ B; x1 ≤ 0} → Ω̄ is the homeomorphism in question,
82 The notation W 1,2 (Γ) for Γ smooth means that, after a local rectification like on Figure 8,
∂
the transformed and “smoothly cut” functions belong to W 1,2 (Rn−1 ). Also ∂x b in (2.175b) refers
to the derivatives in the tangential directions only.
2.7. Excursion to regularity for semilinear equations 85

is a weak solution to an equation like (2.156) but with the coefficients A trans-
formed but again being continuously differentiable and satisfying (2.157)83 , and
the boundary condition (2.174) transforms to a similar condition for ũ|ξ1 =0 . Hence,
in fact, it suffices to obtain an estimate like (2.176) only for ũ ∈ W 1,2 (B0 ). For
simplicity, we will use the original notation.
We again use the test function (2.164) but now only for k = 2, . . . , n, i.e. we
use shifts only in the tangential direction, so that we still have (2.165) at our
disposal. Now the cut-off function ζ : B0 → [0, 1] can be taken as 1 in a semi-ball
{ξ ∈ Rn ; |ξ| ≤ 1 − ε0 , x1 ≤ 0} and vanishing on {ξ ∈ Rn ; |ξ| ≥ 1 − 12 ε0 , x1 ≤
0} with some ε0. The heuristical estimate

(2.160)–(2.161) now involves also the
boundary term Γ (b(x, u) − h) ∂x∂ k ζ 2 ∂x∂ k u dS which, in the difference variant,
reads and, for |ε| ≤ 12 ε0 , can be estimated as
 

 −ε
2 ε 

b(x, u)−h Dk ζ Dk u dS = − ζ 2 Dεk b(x, u)−h Dεk u dS

 Γ

Γ

b x+εe k , u(x+εe k ) − b x+εek , u(x)
=− ζ 2
Γ ε
 
ε 1 ε ∂b

−Dk h + x+τ ek , u(x) dτ Dεk u dS
ε 0 ∂r
 2      
≤ −b0 ζDεk u 2 + h 1,2 + γ+C|u|2 /2  2 ζDεk u 2
#

L (Γ) W (Γ) L (Γ) L (Γ)

 2 1   # 
≤ hW 1,2 (Γ) + γ 2 2 + C 2 u2 2#
L (Γ) L (Γ)
.
b0
(2.177)

In this way, we get the local estimates for ∂x∂i ∂xj u for all (i, j) except i = 1 = j
2

meant in the locally rectified coordinate system, cf. Figure 8(right).

The estimate of the normal derivative follows just from the equation itself
which has been shown to hold a.e. in Ω. Thus

1  ∂aij ∂u 
  n
∂2u ∂2u
= g − a ij − (2.178)
∂x21 a11 i+j>2
∂xi ∂xj i,j=1 ∂xi ∂xj

∂ 2
−1
from which we get the local L2 -bound for ∂x 2 u near the boundary because a11 ∈
1
L∞ (Ω) due to the uniform ellipticity of A.
For the special case b(x, r) = b1 (x)r, the estimate (2.177) can be finalized by
∂ ∂
[ ∂x b](x, u)L2 (Γ) ≤  ∂x b1 L2# 2/(2# −2) (Γ) uL2# (Γ) . This eventually allows us to
derive the a-priori estimate (2.176) by summing the (finite number of) the local


83 To n
be more specific, ũ satisfies i,j=1 ∂(ãij ∂ ũ/∂xj )∂xi = g̃ with the transformed coefficients
ãij (ξ) = n
[a ∂
ψ −1 ∂
ψ −1 ](ψ(ξ)) and g̃(ξ) = g(ψ(ξ)). The boundary conditions are
k,l=1 kl ∂xk ∂xl
transformed accordingly, i.e. b̃(ξ, r) = b(ψ(ξ), r) and h̃(ξ) = h(ψ(ξ)).
86 Chapter 2. Pseudomonotone or weakly continuous mappings

estimates on the boundary with one estimate on an open set O from Proposi-
tion 2.94 and by using the conventional energy estimate uW 1,2 (Ω) and thus also
uL2# (Γ) in terms of g and h. 

Corollary 2.98 (W 2,2 -regularity for semilinear equation). Let the assump-
tions of Propositions 2.96(i) and 2.97 be satisfied. Then any weak solution u to the
equation (2.171) with the boundary conditions
n
  ∂u 
νi aij (x) + a0i (u) + b(x, u) = h(x) on Γ (2.179)
j=1
∂xj

is a Carathéodory solution and belongs also to W 2,2 (Ω).

Remark 2.99 (Dirichlet boundary conditions). Alternatively, instead of (2.179),
one can think about prescribing u|Γ = uD with uD = w|Γ for some w ∈ W 2,2 (Ω).
After a shift by w, cf. Proposition 2.27, one gets a problem for u0 = u − w with
zero Dirichlet condition and a contribution to the right-hand side which is again
in L2 (Ω). The proof of Proposition 2.97 is even simpler because (2.177) simply
vanishes.

2.8 Bibliographical remarks

Pseudomonotone mappings have been introduced by Brézis [58].84 A further read-
ing can involve the books by Nečas [259], Pascali and Sburlan [276], Renardy and
Rogers [295], Růžička [314], and Zeidler [354, Chap.27]. Mere monotone map-
pings can be found there, too, and also in a lot of further monographs, say
[82, 144, 343, 351]. Historically, theory of monotone mappings arises by the works
by Browder [67], Minty [243], and Vishik [345].
The mappings weakly continuous when restricted to finite-dimensional sub-
spaces and satisfying (2.112) are called mappings of the type (M), having been in-
vented by Brézis [58], and further generalized e.g. in [172, 193]. This class involves
both the pseudomonotone and the weakly continuous mappings85 but, contrary
to those two classes, it is not closed under addition. Mappings of type (M) do
not inherit some other nice properties of pseudomonotone mappings, too.86 As
to the weakly continuous mappings, their importance in the context of semilinear
equations has been pointed out by Franců [127]. The setting A : V → Z ∗ ⊃ V ∗
84 In fact, [58] allows for A : V → V with V “in duality” with V but not necessarily V = V ∗ ,
2 2 2
and also requires u → A(u), u − v to be lower bounded on each compact set in V and for
each v ∈ V , which is weaker than (2.3a). In literature, “pseudomonotone” sometimes omit (2.3a)
completely, cf. [354, Definition 27.5].
85 For the implication “pseudomonotone ⇒ type-(M)” see Exercise 2.50 while the implication
ª «
“weakly continuous ⇒ type-(M)” is obvious – note that even lim supk→∞ A(uk ), uk ≤ f, u
∗ ∗ ∗
occurring in (2.112) does not need to have a sense if A(uk ) ∈ Z \ V or f ∈ Z \ V . ∗
86 E.g., Φ of type (M) does not yield weak lower-semicontinuity of Φ, unlike pseudomonotonic-

ity, cf. Theorem 4.4(ii); e.g. Φ(u) = −u2 if V is an infinite-dimensional Hilbert space.
2.8. Bibliographical remarks 87

with Vk ⊂ Z we used in Section 2.5 was used by Hess [172] in the context of the
mappings of the type (M), see also [276, Ch.IV, Sect.3.1] or [354, Sect.27.7]. The
mappings satisfying (2.23) are called mappings of the type (S+ ); this notion has
been invented by Browder [70, p.279].
The fruitful Galerkin method originated at the beginning of 20th century
[147], being motivated by engineering applications.
Concrete quasilinear partial differential equations in the divergence form
has been scrutinized, e.g., by Chen and Wu [79, Chap.5], Fučı́k and Kufner
[135], Gilbarg and Trudinger [153, Chap.11], Ladyzhenskaya and Uraltseva [213,
Chap.4], Lions [222, Sect.2.2], Nečas [259], Taylor [334, Chap.14], and Zeidler [354,
Chap.27]. For semilinear equations see Pao [275]. Quasilinear equations in a non-
divergence form (not mentioned in here) can be found, e.g., in Ladyzhenskaya and
Uraltseva [213, Chap.6] or Gilbarg and Trudinger [153, Chap.12]. Fully nonlin-
ear equations of the type a(∆u) = g (also not mentioned in here) are, e.g., in
Chen, Wu [79, Chap.7], Caffarelli, Chabré [73], Dong [108, Chap.9,10], Gilbarg
and Trudinger [153, Chap.17].
Regularity theory for elliptic equations is exposed, e.g., in the monographs
by Bensoussan, Frehse [47], Evans [120], Giaquinta [150], Gilbarg, Trudinger
[153], Grisvard [162], Lions, Magenes [223], Ladyzhenskaya, Uraltseva [213], Nečas
[257, 259], Renardy, Rogers [295], Skrypnik [323], and Taylor [334]. Besides, this
active research area is recorded in thousands of papers; e.g. Agmon, Douglis, and
Nirenberg [6] and Nečas [258].
Chapter 3

Accretive mappings

Besides bounded mappings from a Sobolev space to its dual, there is an alternative
understanding of differential operators as unbounded operators from a (typically
dense) subset of a function space to itself. This calls for a generalization of a
monotonicity concept for mappings D → X, with X a Banach space and D its
subset. Moreover, X need not be reflexive because the weak-compactness argu-
ments will be replaced by metric properties and completeness. The main benefit
from this approach will be achieved for evolution problems in Chapter 9 but the
method is of some interest in steady-state problems themselves.

3.1 Abstract theory

For brevity, let us agree to write  ·  and  · ∗ instead of  · X and  · X ∗ ,
respectively.

Definition 3.1. A duality mapping (in general set-valued) J : X ⇒ X ∗ is defined

by:

J(u) := f ∈ X ∗ ; f, u = u2 = f 2∗ . (3.1)

Lemma 3.2. Let X be a separable1 Banach space.

(i) J(u) is nonempty, closed, and convex, and J is (norm,weak*)-upper semicon-
tinuous.
(ii) If X ∗ is strictly convex, then J is single-valued, demicontinuous (i.e. here
(norm,weak*)-continuous), and d-monotone with d : R → R linear.
(iii) If X ∗ is uniformly convex, then J is continuous.
(iv) If X is strictly convex, then J is also strictly monotone.

1 Infact, if general-topology tools and Alaoglu-Bourbaki’s theorem would be used instead of

Banach’s Theorem 1.7, non-separable spaces can be considered, as well.
90 Chapter 3. Accretive mappings

Proof. (i) Closedness of the set J(u) is obvious while its convexity follows from
the chain of estimates:
1 1  1 
1 1   1
u2 = f1 + f2 , u ≤  f1 + f2  u ≤ f1 ∗ + f2 ∗ u = u2.
2 2 2 2 ∗ 2 2
Nonemptyness of J(u) is a consequence of the Hahn-Banach Theorem 1.5, allowing
us to separate any v ∈ X, v = 1, from the interior of the unit ball, i.e. there is
g ∈ X ∗ such that g∗ = supũ=1 g, ũ = 1 and g, v = 1. For arbitrary 0 = u ∈
X, we then have f = gu ∈ J(u) with g selected as previously for v := u/u
because obviously f, u = ug, u = u2g, u/u = u2g, v = u2 and
f ∗ = g∗ u = u. If u = 0, then obviously J(u)  0.
To show the (norm,weak*)-upper semicontinuity of J, take uk → u, fk ∗ f ,
and fk ∈ J(uk ). Then

f, u ← fk , uk  = uk 2 → u2 (3.2)

and therefore f, u = u2 . Since  · ∗ is convex and continuous, it is weakly*

lower semicontinuous and thus
f, u
f ∗ ≤ lim inf fk ∗ = lim inf uk  = lim uk  = u = ≤ f ∗ , (3.3)
k→∞ k→∞ k→∞ u
where f, u = u2 has been used. Altogether, f ∗ = u and thus f ∈ J(u).
(ii) Strict convexity of X ∗ and convexity of J(u) implies that J(u) is a sin-
gleton because J(u) always belongs to a sphere in X ∗ of the radius u. The
demicontinuity in the sense of the (norm,weak*)-continuity of J then follows from
the point (i).
The d-monotonicity of J follows from the estimate

J(u) − J(v), u − v = J(u)∗ u + J(v)∗ v − J(u), v − J(v), u

≥ J(u)∗ u + J(v)∗ v − J(u)∗ v − J(v)∗ u



2
= J(u)∗ − J(v)∗ u − v = u − v . (3.4)

(iii) Besides J(uk ) ∗ J(u) for uk → u, we have also J(uk )∗ = uk  →
u = J(u)∗ so that Theorem 1.2 yields J(uk ) → J(u).
(iv) Suppose J(u) − J(v), u − v = 0. From (3.4) immediately follows u =
v. Suppose, for a moment, that u = v. Then also u/u = v/v and thus
J(u)∗ = J(u), u/u > J(u), v/v because the supremum in J(u)∗ =
supz≤1 J(u), z can be attained in at most one point because X is strictly convex;
this point is z = u/u. Therefore J(u), u > J(u), v. Similarly, also J(v), v >
J(v), u. Thus

J(u) − J(v), u − v = J(u), u + J(v), v − J(u), v − J(v), u

> J(u), v + J(v), u − J(u), v − J(v), u = 0, (3.5)

a contradiction to J(u) − J(v), u − v = 0. 

3.1. Abstract theory 91

Corollary 3.3. Let X be reflexive and both X and X ∗ be strictly convex.2 Then J −1
exists, and is the duality mapping X ∗ →X. In particular, J −1 is demicontinuous.
Proof. We use Browder-Minty’s theorem 2.18. Thus it remains to show the coer-
civity of J: obviously J(u), u/u = u2 /u = u → +∞ for u → ∞. By
symmetry of the definition (3.1), J −1 : X ∗ → X is then the duality mapping, and
by Lemma 3.2(ii) it is demicontinuous. 

Definition 3.4. The mapping A : dom(A)→X, dom(A)⊂X, is called accretive iff

∀u, v ∈ dom(A) ∃f ∈ J(u − v) : f, A(u) − A(v) ≥ 0. (3.6)

If, in addition, I + A is surjective, A is called m-accretive.3

Remark 3.5. Introducing the notation of a so-called semi-inner product ·, ·s by

u, vs := sup u, J(v) , (3.7)

the definition (3.6) can equivalently be written4 as A(u) − A(v), u − vs ≥ 0.

Remark 3.6. If −A is accretive (resp. m-accretive), A is called dissipative (resp. m-
dissipative).
Lemma 3.7 (Metric properties). The mapping A is accretive if and only if
(I + λA)−1 , defined on Range(I + λA), is nonexpansive for any λ > 0, i.e.

u − v ≤ u + λA(u) − v − λA(v). (3.8)

Proof. The “only if” part: Let u, v ∈ dom(A) and f, A(u) − A(v) ≥ 0 for some
f ∈ J(u − v). Then

u − v2 = f, u − v ≤ f, u − v + λ(A(u) − A(v))

   
≤ f ∗ u−v + λ(A(u)−A(v)) = u−vu−v + λ(A(u)−A(v)) (3.9)

from which (3.8) follows for any λ > 0.

The “if” part: Conversely, suppose that (3.8) holds. Let fλ ∈ J(u − v +
λ(A(u) − A(v))). The case u = v is trivial because f = 0 ∈ J(0) = J(u − v)
satisfies f, A(u) − A(v) ≥ 0. Hence we may assume u = v. Then fλ = 0 because,
by (3.1) and (3.8), fλ ∗ = u + λA(u) − v − λA(v) ≥ u − v > 0 and thus we
2 In fact, the strict convexity is not restrictive in this case because, by Asplund’s theorem,

every reflexive space can be suitably re-normed so that the new norm is equivalent with the
original one and both X and X ∗ are strictly convex.
3 Sometimes, this is called “hypermaximal accretive” or “hyperaccretive”, cf. Browder [70]

Crandal and Pazy [95] or Deimling [102, Sect.13]. For “hyperdissipative” see Yosida [352,
Sect.XIV.6].
4 This equivalence is due to the weak* compactness of J(v), cf. Lemma 3.2(i) and we realize

that J(v) is certainly bounded, so that the supremum in (3.7) is certainly attained.
92 Chapter 3. Accretive mappings

can put gλ = fλ /fλ ∗ . Then, up to a subsequence, gλ g weakly* for λ → 0.

Also, by (3.8), for all λ > 0,

u−v ≤ u − v + λA(u) − λA(v) = gλ , u − v + λA(u) − λA(v)

≤ gλ ∗ u−v + λgλ , A(u)−A(v) = u−v + λgλ , A(u)−A(v),
(3.10)

from which it follows that gλ , A(u) − A(v) ≥ 0 for all λ > 0. For λ → 0, one gets
g, A(u) − A(v) ≥ 0. By the first part of (3.10), we have also

u − v ≤ gλ , u − v + λA(u) − λA(v) → g, u − v ≤ g∗u − v. (3.11)

In particular, (3.11) implies g∗ ≥ 1. Since g∗ ≤ 1 (because  · ∗ is weakly*

lower semicontinuous), we get g∗ = 1 and then, again from (3.11), we get u −
v = g, u − v. This shows that f := gu − v ∈ J(u − v) from which (3.6) follows
with f = gu − v. 

Proposition 3.8 (m-accretivity). If A is m-accretive, then I + λA is surjective

for all λ > 0.
Proof. Let f ∈ X and λ > 0. Then u + λA(u) = f means just
1
1 
u = (I + A)−1 f + 1− u =: Bλ,A (u) (3.12)
λ λ

because Range(I + A) = X, cf. also Exercise 3.33. Moreover, (I + A)−1 is nonex-

pansive on X (see Lemma 3.7) thus Bλ,A is Lipschitz continuous with the constant
|1 − λ1 |. By the Banach fixed-point Theorem 1.12, (3.12) has a solution provided
λ > 12 . Since f was arbitrary, we may conclude that Range(I+ λA) = X for λ > 12 .
For λ ≤ 12 we just iterate this procedure [−log2 (λ)]-times, with [·] denoting here
the integer part, relying on the fact that u should also be a fixed point of Bλ1 ,λ2 A
with λ = λ1 λ2 and that, if λ1 > 12 , Bλ1 ,λ2 A is nonexpansive provided we already
have proved the surjectivity of I + λ2 A and non-expansivity of its inverse. 

Remark 3.9 (Maximal accretivity). If A is m-accretive then it is maximal accretive

with respect to the ordering of graphs by inclusion.5
Remark 3.10 (Special case dom(A) = X ≡ X ∗ Hilbert). If X is a Hilbert space,
then J is linear.6 If also X ≡ X ∗ , then simply J(u) = u. If also dom(A) = X,
5 Cf. Exercise 3.37 below. The opposite implication holds if X is a Hilbert space. In general,

it does not hold, as shown by Crandall and Liggett [94]. The latter property equivalently means
that, if A is accretive and if, for all v ∈ dom(A), f − A(v), u − v s ≥ 0, then u ∈ dom(A) and
A(u) = f .
6 In this case, one can define the linear operator J : V → V ∗ by Ju, v := (u, v) with (·, ·)

denoting the inner product in V . Then Ju, u = (u, u) = u2 and Ju∗ = sup v =1 Ju, v =
sup v =1 (u, v) = u, which obviously coincides with the definition (3.1).
3.2. Applications to boundary-value problems 93

then monotonicity just coincides with accretiveness and, moreover, any accretive
radially-continuous A is m-accretive.7
Remark 3.11 (Generalized solutions of u + λA(u) = f ). If V is a normed linear
space such that V ⊂ X densely8 and A, defined on V , is m-accretive, by (3.8) we
can extend the uniformly continuous mapping (I + λA)−1 : V → V on X. This
gives a generalized solution to u + λA(u) = f for f ∈ X, cf. Remark 3.18 below.
Sometimes, this equation can be suitably interpreted, cf. (3.33) below.
Remark 3.12 (Solutions of A(u) = f ). If A is m-accretive, by quite sophisti-
cated arguments, it can be shown that not only A + I/λ but A itself is surjective
provided also X and X ∗ are uniformly convex and A is coercive in the sense
limv→∞ A(v) = ∞; cf. Deimling [102, Thm.13.4] or Hu and Papageorgiou
[180, Part I, Thm.III.7.48].

3.2 Applications to boundary-value problems

This section, although having an interest of its own, is rather preparatory for
Chapter 9 and will mainly be exploited there.

3.2.1 Duality mappings in Lebesgue and Sobolev spaces

Let us emphasize that we assume Rm to be endowed by the Euclidean norm | · |
so that r · r = |r|2 for r ∈ Rm . For another choice, see Exercise 3.39 below.
Proposition 3.13 (Duality mapping for Lebesgue spaces). Let X =


Lp (Ω; Rm ). If 1 < p < +∞, then J : Lp (Ω; Rm ) → Lp (Ω; Rm ) is given by
u(x)|u(x)|p−2
J(u)(x) = (3.13)
up−2
Lp (Ω;Rm )

for a.a. x ∈ Ω. For p = 1, J is a set-valued mapping given by

J(u) = uL1 (Ω;Rm ) Dir(u) where

∞ m

 
Dir(u) := f ∈ L (Ω; R ); f (x) ∈ dir u(x) for a.a. x ∈ Ω , (3.14)

where “dir” denotes the direction of the vector indicated, i.e.

'
r/|r| if r = 0,
dir(r) :=
m
 (3.15)
r̃∈R ; r̃| ≤ 1 if r = 0.
7 Indeed, I : X → X ≡ X ∗ is monotone, bounded, and radially continuous and also coercive,
u+A(u),u A(u),u
hence so is I + A; the coercivity of I + A follows from u
= u + u
→ ∞ for
u → ∞ because, by monotonicity, the term A(u), u has at most linear decay: A(u), u =
A(u) − A(0), u − 0 + A(0), u ≥ −A(0)∗ u. Then, by Browder-Minty’s Theorem 2.18, A is
surjective.
8 Then X is a so-called completion of V (with respect to a uniformity induced by the norm).
94 Chapter 3. Accretive mappings

Proof. Recalling that Lp (Ω; Rm ) is uniformly convex, see Section 1.2.2, by
Lemma 3.2(ii), J(u) has just one element, and we are to verify (3.13). Indeed,
we obviously have
 
u(x)|u(x)|p−2 · u(x) dx
J(u), u = Ω
= u2−p
Lp (Ω;Rm ) |u|p dx = u2Lp(Ω;Rm )
up−2
Lp (Ω;Rm ) Ω

and also
  p

 
     
J(u)p p
u(x)u(x)p−2 u2−p
L (Ω;R ) 
m
L (Ω;R )
= p m dx
 Ω
 p  (2−p)p/(p−1)  p  (2−p)p/(p−1)  p

= u(x) u p m dx = u p
L (Ω;R ) m
u p m = u p
L (Ω;R ) L (Ω;R ) L (Ω;Rm )
.
Ω

As to the case p = 1, we obviously have


   2
J(u), u = uL1 (Ω;Rm ) f (x) · u(x) dx = uL1 (Ω;Rm ) (3.16)
Ω

for any f ∈ Dir(u); note that always u(x) · dir(u(x)) = |u(x)|. Also, if u = 0,
    
  
J(u) = uL1 (Ω;Rm ) ess sup dir u(x)  = uL1 (Ω;Rm ) . (3.17)
L∞ (Ω;Rm ) x∈Ω

If u = 0, then the desired equality J(u)L∞ (Ω;Rm ) = 0 = uL1 (Ω;Rm ) holds, too.
This proved the inclusion “⊃” in (3.14). The opposite inclusion follows by a more
detailed analysis of the above formulae. 

Proposition 3.14 (Duality mapping for Sobolev spaces). Let X = W01,p (Ω),
1 < p < +∞, normed by uW 1,p (Ω) = ∇uLp (Ω;Rn ) . Then
0

∆p u
J(u) = − . (3.18)
up−2
W 1,p (Ω)
0

Proof. Uniform convexity of Lp (Ω; Rm ) makes also W01,p (Ω)∗ uniformly convex.
Hence, by Lemma 3.2(ii) J(u) has just one element, and we are to verify (3.18).
By Green’s formula (1.54), we indeed have

−∆p u, u |∇u|p−2 ∇u · ∇u dx
J(u), u = = Ω
= u2W 1,p (Ω) (3.19)
up−2
W 1,p (Ω)
up−2
W 1,p (Ω)
0
0 0
3.2. Applications to boundary-value problems 95

and, using again Green’s formula (1.54) and Hölder inequality, also
  ∆p u, v
J(u) = sup
W01,p (Ω)∗ p−2
vW 1,p (Ω) ≤1 u 1,p
W0 (Ω)

0
p−2
Ω |∇u| ∇u · ∇v dx
= sup p−2
vW 1,p (Ω) ≤1 uW 1,p (Ω)
0 0

∇up−1
Lp (Ω;Rn ) ∇vL (Ω;R )
p n
≤ sup = uW 1,p (Ω)
vW 1,p (Ω) ≤1 up−2
W 1,p (Ω)
0
0 0

(3.20)
and the supremum (and thus equality) is attained for v = u/uW 1,p(Ω) . 
0

Remark 3.15. For X = W 1,p (Ω) normed by uW 1,p (Ω) = (∇upLp (Ω;Rn ) +
upLp(Ω) )1/p , we have
|u|p−2 u − ∆p u
J(u) = . (3.21)
up−2
W 1,p (Ω)

Note that we used (3.21) already for p = 2 in (2.150).

3.2.2 Accretivity of monotone quasilinear mappings

Let us consider A corresponding to (2.136), i.e. A(u) = −div a(x, ∇u) + c(x, u),
and investigate its accretivity in X = Lq (Ω); for this we define9

dom(A) := u ∈ W 1,p (Ω); div a(x, ∇u) − c(x, u) ∈ Lq (Ω), u|ΓD = uD ,

ν · a(x, ∇u) + b(x, u) = h(x) on ΓN in the “weak sense” (3.22)
#

with h ∈ Lp (ΓN ) and uD satisfying (2.58) fixed. As in Exercise 2.83, we assume
here (2.137), i.e. in particular that a(x, ·), b(x, ·), and c(x, ·) are monotone.
Proposition 3.16 (Accretivity). Let 1 ≤ q ≤ p∗ , q < +∞, and let (2.137),
(2.57) concerning h, and (2.58) hold. Then A(u) = −div a(x, ∇u) + c(x, u) posed
as (3.22) is accretive on Lq (Ω).
Proof. First, note that dom(A) ⊂ W 1,p (Ω) ⊂ Lq (Ω) =: X provided q ≤ p∗ .
If q = 1, then “dir” (which is just “sign” for m = 1) in (3.15) is not continuous
at 0, and we must use its regularization signε : R → [−1, 1] defined, e.g., by
'
r/|r| if |r| ≥ ε,
signε (r) = (3.23)
ε−1 r otherwise.
9 For q ≥ p∗ , (3.22) means that we take all weak solutions u ∈ W 1,p (Ω) for the boundary-
value problem (2.136) with some g ∈ Lq (Ω) and with the boundary condition specified.
96 Chapter 3. Accretive mappings

Then, for u, v ∈ dom(A) and for f = sign(u − v) ∈ J(u − v)/u − vL1(Ω) , we have
 

f, A(u)−A(v) = sign(u−v) c(u)−c(v) − div a(∇u)−a(∇v) dx
Ω
 

= lim signε (u−v) c(u)−c(v) − div a(∇u)−a(∇v) dx
ε→0 Ω



= lim a(∇u) − a(∇v) · ∇signε (u − v)
ε→0 Ω




+ c(u)−c(v) signε (u−v) dx + b(u)−b(v) signε (u−v) dS ≥ 0
ΓN
(3.24)

where we used, beside Green’s formula (1.54), the convergence

⎧
⎨ 1 if u(x) > v(x),
lim signε (u(x) − v(x)) = sign(u(x) − v(x)) = 0 if u(x) = v(x), (3.25)
ε→0 ⎩
−1 if u(x) < v(x),

for a.a. x ∈ Ω and then we used the Lebesgue Theorem 1.14 with the integrable
majorant |div(a(∇u) − a(∇v)) − c(u) + c(v)| ∈ L1 (Ω). The inequality in (3.24) is
because (a(∇u) − a(∇v)) · ∇signε (u − v) = (a(∇u) − a(∇v))(∇u − ∇v)signε (u −
v) ≥ 0, cf. Proposition 1.28, and also (c(u) − c(v))signε (u−v) ≥ 0, and similarly
(b(u) − b(v))signε (u−v) ≥ 0.
For q > 1, we use J from (3.13). As to the case u = v, let us take u, v ∈
dom(A), u = v, and define ωq (r) := r|r|q−2 /u − vq−2 Lq (Ω) . Besides, let us consider
a Lipschitz continuous regularization ωq,ε of ωq such that limε→0 ωq,ε (r) = ωq (r)
for all r and ωq,ε (r) ≤ ωq (r) for r ≥ 0 and ωq,ε (r) ≥ ωq (r) for r ≤ 0. By using
Lebesgue’s Theorem 1.14 and Green’s formula (1.54), we can calculate10
 

J(u−v), A(u)−A(v) = ωq (u−v) c(u)−c(v) − div a(∇u)−a(∇v) dx
 Ω


= lim ωq,ε (u − v) c(u) − c(v) − div a(∇u) − a(∇v) dx
ε→0 Ω



= lim a(∇u) − a(∇v) · ∇ωq,ε (u−v) dx
ε→0 Ω
  



+ c(u) − c(v) ωq,ε (u−v) dx + b(u) − b(v) ωq,ε (u − v) dS
Ω ΓN


=: lim I1,ε + I2,ε + I3,ε . (3.26)
ε→0



10 Note that (u−v)|u−v|q−2 ∈ Lq (Ω) if q ≤ p∗ while div a(∇u)−a(∇v) +c(u)−c(v) ∈ Lq (Ω)
2−q
so that the product is indeed integrable and, up to a factor u − vLq (Ω) , it also forms the


integrable majorant for the collection {ωq,ε (u−v)(c(u)−c(v) − div a(∇u)−a(∇v) )}ε>0 needed
for the limit passage by Lebesgue’s Theorem 1.14.
3.2. Applications to boundary-value problems 97

The first integral I1,ε can be estimated as




I1,ε = a(∇u) − a(∇v) ·∇ωq,ε (u − v)dx
Ω

 
= a(∇u) − a(∇v) ·∇(u − v) ωq,ε (u − v)dx ≥ 0; (3.27)
Ω


note that ωq,ε : R → R is monotone and ∇ωq,ε (u − v) = ωq,ε (u − v)∇(u − v);

cf. Proposition 1.28. Of course, we used the monotonicity of a(x, ·) and that ωq,ε
is bounded. The monotonicity of c(x, ·) and of b(x, ·) obviously gives I2,ε ≥ 0 and
I3,ε ≥ 0, respectively; the at most linear growth of ωq,ε gives a good sense to both
I2,ε and I3,ε . 

Proposition 3.17 (m-accretivity). Let, beside the assumptions of Proposi-

tion 3.16, also q ≥ p∗  . Then A(u) = −div a(x, ∇u) + c(x, u) posed as (3.22)
is m-accretive on Lq (Ω).

Proof. We are to show that the equation u − div a(∇u) + c(u) = g has a solution
u ∈ dom(A) for any g ∈ X = Lq (Ω). As we assume q ≥ p∗  , we have Lq (Ω) ⊂
∗

Lp (Ω), and there is u ∈ W 1,p (Ω) solving the boundary-value problem (2.136)
in the weak sense. Then it suffices to show u ∈ dom(A). Indeed, in the sense of
distributions it holds that

div a(∇u) − c(u) = u − g ∈ Lq (Ω) (3.28)

∗
because u ∈ W 1,p (Ω) ⊂ Lp (Ω) ⊂ Lq (Ω) provided p∗ ≥ q. 

Remark 3.18 (Generalization for q < p∗  ). The restriction p∗  ≤ p∗ we implicitly

made in Propositions 3.16-3.17 requires p ≥ 2n/(n+2) and calls for some sort of
extension if q ∈ [p∗  , p∗ ] even if this interval is nonempty. For q ∈ [1, p∗  ), one can
still perform the estimate A(u) − A(v), u − vs ≥ 0 as in (3.24) or (3.26), and
then by (3.9) one can prove the uniform continuity of the mapping (I + A)−1 in
the Lq (Ω)-norm. One can then make an extension by continuity of this mapping
to get a generalized solution to div a(∇u) − (c(u) + u) = g ∈ Lq (Ω) with the
above boundary conditions, cf. Remark 3.11. Unlike the distributional solution
(3.33) below, more concrete interpretation is not entirely obvious unless one gets
additional information about ∇u.11

Remark 3.19 (The case q = +∞). Investigation of q > p∗ would require to show an
additional regularity of solutions to the boundary-value problem (2.136) to show
dom(A) ⊂ Lq (Ω). The case q = +∞, which we avoided in Propositions 3.16-3.17
anyhow not to speak about L∞ (Ω)∗ , is exceptional and can be treated by a special
11 A concept of the renormalized and the entropy solutions has been developed for it; see
Bénilan et al. [44] and references therein.
98 Chapter 3. Accretive mappings

comparison technique. Instead of (3.22), let us set12


dom(A) := u ∈ W 1,p (Ω) ∩ L∞ (Ω); div a(x, ∇u) − c(x, u) ∈ L∞ (Ω),

u|ΓD = uD , ν · a(x, ∇u) + b(x, u) = h on ΓN . (3.29)

Let us assume, in addition, that a(x, s) · s ≥ 0, c(x, r)r ≥ 0, h ∈ L∞ (Γ), and

b(x, ·)−1 does exist and b−1 (h) ∈ L∞ (Γ).
As the dual space to X = L∞ (Ω) is a very abstract object, we avoid specifying
the duality mapping J : L∞ (Ω) → L∞ (Ω)∗ and will rather rely on the formula
(3.8). For any g ∈ L∞ (Ω) and λ > 0, there is a weak solution u ∈ W 1,p (Ω) to the
boundary-value problem
⎧
⎪
⎪ u − λdiv a(∇u) + λc(u) = g on Ω,
⎨
ν · a(∇u) + b(u) = h on ΓN , (3.30)
⎪
⎪
⎩
u|ΓD = uD on ΓD .


Putting G := max uD L∞ (ΓD ) , gL∞(Ω) , b−1 (h)L∞ (Ω) and testing the weak
formulation of (3.30)13 by v = (u−G)+ , we can see that u ≤ G a.e. in Ω; cf. Ex-
ercise 3.36. Likewise, the test by v = (u+G)− yields u ≥ −G a.e. in Ω. Thus
u ∈ L∞ (Ω) and div a(∇u)−c(u) = (u−g)/λ ∈ L∞ (Ω), so that u ∈ dom(A) from
(3.29).
Now, take g1 , g2 ∈ L∞ (Ω) and the corresponding u1 , u2 ∈ dom(A), subtract
the corresponding problems (3.30) from each other, and moreover
subtract

the
constant G = g1 − g2 L∞ (Ω) from both sides, i.e. (u1 − u2 − G) − λ div a(∇u1 ) −
 

a(∇u2 ) − c(u1 ) + c(u2 ) = g1 − g2 − G with the boundary condition ν · a(∇u1 ) −
a(∇u2 ) + b(u1 ) − b(u2 ) = 0 on ΓN . Test the weak formulation with v = (u1 −
u2 − G)+ . Using ∇v = χ{x∈Ω; u1 (x)−u2 (x)>G} ∇(u1 − u2 ), cf. Proposition 1.28, this
gives
  2

(u1 − u2 − G)+ + λ c(u1 ) − c(u2 ) (u1 − u2 − G)+ dx
Ω
  
+ λ a(∇u1 ) − a(∇u2 ) · ∇(u1 − u2 )dx
{x∈Ω; u1 (x)−u2 (x)>G}
 


+ λ b(u1 )−b(u2 ) (u1 −u2 −G)+ dS = (g1 −g2 −G)(u1 −u2 −G)+ dx ≤ 0.
ΓN Ω

The left-hand side can be lower-bounded by (u1 − u2 − G)+ 2L2 (Ω) , which shows
u1 − u2 ≤ G a.e. on Ω. Likewise, testing by v = (u1 − u2 + G)− yields u1 − u2 ≥ −G
12 In fact, (3.29) coincides with (3.22) for q = +∞ if p > n because then automatically
W 1,p (Ω) ⊂ L∞ (Ω).
13 Here we must assume p ≥ 2n/(n+2), so that p∗ ≥ 2 to satisfy |r + λc(r)| ≤ C(1 + |r|p∗ −1 )

like in (2.137c).
3.2. Applications to boundary-value problems 99

a.e. in Ω. Altogether, u1 − u2 L∞ (Ω) ≤ G = g1 − g2 L∞ (Ω) so that the mapping
g → u is a contraction on X = L∞ (Ω).
Remark 3.20 (Alternative setting). We can define dom(A) more explicitly than
(3.22) if a regularity result is employed. E.g., assuming a(x, s) := A(x)s and a
smooth data Ω, A, b, and c as in Corollary 2.98, ΓN := Γ, we can define dom(A) =
{u ∈ W 2,2 (Ω); ν A∇u + b(u) = h a.e. on Γ}. The m-accretivity of A : v →
c(v) − div(A∇v) on L2 (Ω) then follows from Corollary 2.98.
Example 3.21 (Advection term14 ). One can modify A from (3.22) by considering
c(x, r, s) := v (x) · s with a vector field v : Ω → Rn such that div v ≤ 0 and
(v |Γ ) · ν ≥ 0 as in Exercise 2.86. Again, let q ∈ [p∗  , p∗ ]. Then, abbreviating
ωq (r) := r |r|q−2 and using Green’s formula, the accretivity follows from:
 
(u−v)|u−v|q−2v · ∇(u−v) dx = ωq (u−v)v · ∇(u−v) dx
Ω
  Ω




= v · ∇- ωq (u−v) dx = -q (u−v) dS −
v ·ν ω div v ω-q (u−v) dx ≥ 0 (3.31)
Ω Γ Ω

-q is a primitive function of ωq .
where ω

3.2.3 Accretivity of heat equation

We will demonstrate the L1 -accretive structure of the semilinear heat operator in
isotropic media, i.e. u → −div(κ(u)∇u), cf. Example 2.74 with B = I.15 Except
n = 1, the previous approaches do not allow treatment of a heat source of finite
energy, i.e. bounded only in L1 (Ω); cf. also (2.116). Here we put off this restriction,
i.e. we take X = L1 (Ω). For simplicity, let c be monotone with at most linear
growth, and let b = 0. Then A(u) := −∆- κ(u) + c(u), and considering Neumann
boundary conditions we put
 ∂ 
dom(A) := u ∈ L1 (Ω); ∆- κ(u) ∈ L1 (Ω), -(u) = h on Γ
κ (3.32)
∂ν
∂
where ∆-κ(u) is understood in the sense of distributions and ∂ν -
κ(u) = h is under-
stood in the weak sense. Then u + A(u) = g for u ∈ dom(A) means precisely that
u ∈ L1 (Ω) with ∆- κ(u) ∈ L1 (Ω) in the sense of distributions and that, by using
Green’s formula (1.54) twice,
 
uv − κ
-(u) ∆v + c(u)v dx = gv dx
Ω
  Ω
  
∂-
κ(u) ∂v
+ v − κ -(u) dS = gv dx + hv dS (3.33)
Γ ∂ν ∂ν Ω Γ
14 Cf.also Rulla [313].
15 See Brézis and Strauss [63], or also Barbu [34, Chap. III, Sect. 3.3], Magenes, Verdi, Visintin
[228], Showalter [321, Theorem 9.2].
100 Chapter 3. Accretive mappings

∂
for any v ∈ C ∞ (Ω̄) such that ∂ν v = 0 on Γ; note that we used u ∈ dom(A) to
∂
-(u) = h into the integral on Γ. The important fact is that this set of
substitute ∂ν κ
test functions has sufficiently rich traces on Γ.16 The integral identity (3.33) defines
a so-called distributional solution, sometimes also called a very weak solution.
Proposition 3.22 (m-accretivity). Let c : R → R be monotone with at most
#

linear growth, 0 < ess inf κ(·) ≤ ess sup κ(·) < +∞, and h ∈ L2 (Γ). Then A :=
−∆- κ(u) + c(u) with dom(A) from (3.32) is m-accretive on L1 (Ω).
Proof. For clarity, we divide the proof into four steps.
Step 1: Considering the weak-solution concept, u + A(u) = g has a solution u ∈
∗

dom(A) for any g ∈ L2 (Ω); see Example 2.74 which gives u ∈ W 1,2 (Ω) satisfying
 
∀v ∈ W 1,2 (Ω) : ∇-
κ(u)·∇v + uv + c(u)v − gv dx = hv dS (3.34)
Ω Γ
2∗

and realize that additionally ∆- κ(u) = u + c(u) − g ∈ L (Ω) ⊂ L1 (Ω) and (3.34)
∂
implies (3.33) for v ∈ C ∞ (Ω̄) with ∂ν v = 0.
Step 2: We will show that the mapping g → u is nonexpansive in the L1 -norm. We
consider g := g1 and g2 and the corresponding u1 and u2 , write (3.34) for u1 and
u2 , then subtract; note that κ-(u1 ) and κ
-(u2 ) live in W 1,2 (Ω), cf. Proposition 1.28.
The resulting identity holds not only for v ∈ D(Ω) but even for v ∈ W 1,2 (Ω). Thus
we can put v = signε (- κ(u1 ) − κ
-(u2 )) ∈ W 1,2 (Ω) where signε : R → [−1, 1] was
defined by (3.23). This results in




u1 − u2 + c(u1 ) − c(u2 ) signε κ -(u1 ) − κ
-(u2 )
Ω



+∇ κ -(u1 ) − κ
-(u2 ) · ∇signε κ -(u1 ) − κ
-(u2 ) dx
 


= (g1 − g2 ) signε - κ(u1 ) − κ
-(u2 ) dx ≤ |g1 − g2 | dx. (3.35)
Ω Ω

Because of the monotonicity of signε , c, and κ -, the term


  2

∇ κ κ(u2 ) ·∇signε κ
-(u1 )−- -(u1 )−- κ(u2 ) = ∇- κ(u1 )−∇- κ(u2 ) signε κ-(u1 )−-
κ(u2 )



is non-negative and also c(u1 )−c(u2 ) signε κ -(u1 )−-
κ(u2 ) ≥ 0 a.e.; we thus get


  
(u1 − u2 ) sign κε -(u2 ) dx ≤ g1 − g2  1 .
-(u1 ) − κ L (Ω)
(3.36)
Ω

Realizing that {(u1 − u2 )signε (-

κ(u1 ) − κ
-(u2 ))}ε>0 has an integrable majorant,
namely |u1 − u2 |, and that this sequence converges to it a.e., we get
 

    
lim (u1 −u2 ) signε κ κ(u2 ) dx = u1 −u2  dx = u1 −u2 L1 (Ω) (3.37)
-(u1 )−-
ε→0 Ω Ω
16 Indeed, any v ∈ W 1,2 (Ω)can be modified to uε so that (vε − v)|Γ is small but ∂ν ∂
vε = 0 on
Γ. To outline this procedure, first we rectify Γ locally so that we can consider a half-space, cf.
Fig. 8, then extend v by reflection of v with respect to Γ, and eventually mollify the extended v.
3.2. Applications to boundary-value problems 101

thanks to Lebesgue’s dominated-convergence Theorem 1.14. Joining (3.36) with

(3.37) proves g → u to be non-expansive in L1 (Ω).
∗

Step 3. The limit passage: Take gk ∈ L2 (Ω), g ∈ L1 (Ω), gk → g in L1 (Ω),
uk ∈ dom(A) such that uk + A(uk ) = gk . By the Step 2, uk → u in L1 (Ω). As κ -
-(uk ) → κ
is Lipschitz, also κ -(u) in L1 (Ω). As c has at most linear growth, we have
also c(uk ) → c(u) in L1 (Ω). By Green’s Theorem 1.31 applied to (3.34), we know
that   
uk v − κ
-(uk )∆v + c(uk )v dx = gk v dx + hv dS (3.38)
Ω Ω Γ
  
which gives in the limit Ω uv−- κ(u)∆v+c(u)v dx= Ω gv dx + Γ hv dS for any v ∈
∂
C ∞ (Ω̄); ∂ν v = 0, i.e. we get (3.33), thus u solves u + A(u) = g with the boundary
∂
condition ∂ν -(u)=h on Γ in the weak sense. Besides, (3.38) implies, in the sense of
κ
distributions, ∆-κ(u) = u+c(u)−g, so that ∆- κ(u) ∈ L1 (Ω). Altogether, u ∈ dom(A).

Step 4: The accretivity: By the extension of the estimate in Step 2, we get that
(I + A)−1 : g → u : L1 (Ω) → dom(A) is nonexpansive. By the same technique, it
can be proved that also (I + λA)−1 is nonexpansive for any λ > 0. From this, A
is accretive, cf. Lemma 3.7. 

Remark 3.23 (Very weak solution to steady-state heat problem). The previous
considerations

can immediately give a very weak solution for the heat equa-
tion −div κ(u)∇u + c(x, u) = g with g ∈ L1 (Ω) and
with
c strongly  monotone

−1
(c(x, r1 )− c(x, r2 ))(r1 − r2 ) ≥ ε(r1 − r2 ) so that u − ε
2
div κ(u)∇u + c0 (u) = g
with c0 (x, r) := c(x, r)−εr is still monotone. In case n = 2, this describes the heat-
conductive plate with the convection coefficient c1 (x) ≥ ε > 0, cf. (2.121) and Fig-
ure 6b. In the case c = 0, which would correspond rather to Figure 6a, the situation
is more difficult and Remark 3.12 can apply. Moreover, varying also h and modify-
ing (3.35) appropriately, one gets u1 − u2 L1 (Ω) ≤ g1 − g2 L1 (Ω) + h1 − h2 L1 (Γ) ,
which allows for extension for h ∈ L1 (Γ).

Remark 3.24 (Other boundary conditions). The modification for the Dirichlet
boundary condition u|Γ = uD is quite technical. In (3.32), instead of the Neumann
condition, one should involve κ-(u)|ΓD = u -D with u-D = - κ(uD ), and then (3.33)
with h = 0 should hold just for v ∈ D(Ω). For the limit passage in Step 3 of
the above proof, we need also to show that κ -(uk )|Γ → κ -(u)|Γ at least weakly in
L1 (Γ). For this, we use boundedness of ∆-κ(uk ) in L1 (Ω), and the deep results of
Boccardo and Gallouët [52, 53], showing that κ -(uk ) is bounded also in W 1,q (Ω)
κ(uk )|Γ is bounded in Lq (Γ) with, due to (1.37),
#
with q < n/(n−1), so that -
q # < (n−1)/(n−2). More precisely, [52, 53] uses zero boundary condition, hence
we must first shift the mapping as in Proposition 2.27 for which we must qualify
-D as being the trace of some w ∈ W 1,q (Ω) with ∆w ∈ L1 (Ω).
u
For Newton boundary conditions we refer to Benilan, Crandall, Sacks [46].
102 Chapter 3. Accretive mappings

Remark 3.25 (Heat equation with advection). The mapping A(u) := c(u)v · ∇u −
div(κ(u)∇u), cf. (2.125), allows for L1 -accretivity after a so-called enthalpy  r trans-
formation by introducing the new variable w := -c (u) where -c (r) := 0 c() d
is a primitive function to c. Then obviously A(u) = v · ∇-c (u) − ∆(- κ(u)) =
v · ∇w − ∆β(w) with β = κ - ◦ [-c ]−1 . Then, assuming v ∈ W 1,∞ (Ω; Rn ) such that
div v ≤ 0 and v |Γ · ν = 0, we can merge the calculations (3.31) with signε in place
of ωq with the arguments in Proposition 3.22 with κ - ◦ [-c ]−1 in place of κ-. The
identity (3.33) augments by the term u(v · ∇v) − u(div v )v which allows easily for
a limit passage as in (3.38); note that the boundary term u(v · ν) is assumed zero
otherwise the limit passage would be doubtful.

3.2.4 Accretivity of some other boundary-value problems

An accretive structure may arise also in a so-called conservation law posed on a
one-dimensional domain Ω := (0, 1) as
d
A(u) = F (u), X := L1 (0, 1), (3.39a)
dx
 d 
dom(A) := u ∈ W 1,1 (0, 1); u(0) = uD , F (u) ∈ L1 (0, 1) . (3.39b)
dx
Proposition 3.26 (m-accretivity). Let F : R → R be continuous and strongly
monotone. Then A : dom(A) → X defined by (3.39) is m-accretive.
Proof. For the accretivity, we choose f = sign(u−v) ∈ J(u−v)/u−vL1 (0,1) .
Then:
 1
d

f, A(u)−A(v) = sign(u − v) F (u)−F (v) dx
0 dx
 1

d    
= F (u)−F (v) dx = F (u(1))−F (v(1)) ≥ 0, (3.40)
0 dx

where we used also that sign(u − v) = sign(F (u) − F (v)) by strict monotonicity of
F , and that u(0) = uD = v(0), and for g = F (u) − F (v) we used also the identity
1 1 d
0
d
sign(g) dx g dx = 0 dx |g| dx, which follows by a regularization technique17 . As
to m-accretivity, we are to show that the ordinary differential equation
dw
+ G(w(x)) = f (x) , w(0) = F (uD ), (3.41)
dx
17 Using sign : R → [−1, 1] defined for ε > 0 by (3.23), by Lebesgue’s dominated convergence
ε
theorem, it holds that
1 d 1 1 d
|g(1)|ε = |g|ε dx = signε (g) → sign(g) g dx
0 dx 0 0 dx
because signε (g) → sign(g) a.e. and has an L∞ -majorant while d
g lives in L1 (0, 1). On the

1 dx
other hand, also |g(1)|ε → |g(1)| = 0 dx |g| dx.
d
Note that signε has a convex potential which we
denote by | · |ε , i.e. signε (r) = (|r|ε ) . Moreover, we can suppose |0|ε = 0.
3.2. Applications to boundary-value problems 103

with G = F −1 has a solution. As F has growth at least linear, G has growth at most
linear, and then existence of w solving (3.41) follows by the standard arguments;
cf. Theorem 1.45. For such w, u = G(w) solves u + A(u) = f . Moreover, for
f ∈ L1 (0, 1) we have w ∈ W 1,1 (0, 1). Then dx
d d
u = dx G(w) = G (w) dx
d
w ∈ L1 (0, 1)
 ∞
provided G (w) ∈ L (0, 1); this requires G to be Lipschitz for bounded arguments,
i.e. F strongly monotone. Then u ∈ W 1,1 (0, 1) and also dx
d
F (u) = f − u ∈ L1 (0, 1)
and therefore u ∈ dom(A). 
Remark 3.27 (Scalar conservation law on Rn ). Assuming F ∈ C 1 (R; Rn ) and
lim sup|u|→0 |F (u)|/|u| < +∞, the mapping A, defined as the closure in L1 (Rn ) ×
L1 (Rn ) of the mapping u → div(F (u)) : C01 (Rn ) → C0 (Rn ), has been shown to be
m-accretive on L1 (Ω) in Barbu [35, Section 2.3, Proposition 3.11].
Remark 3.28 (Hamilton-Jacobi equation). For F :R→R increasing and Ω = (0, 1),
the m-accretivity of the so-called (one-dimensional) Hamilton-Jacobi operator

du  
A(u) = F , X := v ∈ C([0, 1]); v(0) = 0 = v(1) , (3.42a)
dx
 du 
dom(A) := u ∈ C 1 ([0, 1]); u ∈ X, ∈X (3.42b)
dx
has been shown in Deimling [102, Example 23.5].

3.2.5 Excursion to equations with measures in right-hand sides

We saw that the accretivity approach allows us sometimes to solve equations with
integrable functions on the right-hand side even if L1 (Ω) was not contained in
W 1,p (Ω)∗ and the usual a-priori estimates on W 1,p (Ω) fail. Functions from L1 (Ω)
are special Radon measures on Ω̄, namely those which are absolutely continuous,
and a natural question arises whether one can get rid of this absolute continuity
and thus consider general measures in the right-hand sides. Such generalization is
often needed in optimal-control theory of elliptic problems.18
It is indeed possible in special cases but one must always employ quite so-
phisticated techniques not necessarily related to the accretivity approach, and
often even a negative answer is known. Here we demonstrate only a rather sim-
ple so-called transposition method combined with regularity results, applicable to
some semilinear equations. We will demonstrate it on the Newton-boundary-value
problem: '

−div A(x)∇u + c(x, u) = µ in Ω,
(3.43)
ν A(x)∇u + b1 (x)u = η on Γ,
with µ ∈ M(Ω̄) and η ∈ M(Γ). We assume n ≤ 3, Ω ⊂ Rn a domain of C 2 -
class, A ∈ C 1 (Ω̄; Rn×n ) being uniformly positive definite in the sense of (2.157), b1
18 Measures typically occur either in the so-called adjoint systems as Lagrange multipliers

on state constraints or in the controlled systems as a result of concentration phenomena if an

optimal-control problem has only an L1 -coercivity but not coercivity in Lp for p > 1.
104 Chapter 3. Accretive mappings

# #
−2)
qualified as in Proposition 2.97, i.e. b1 (x) ≥ b0 > 0 and b1 ∈ W 1,2 2/(2 (Γ),
and c a Carathéodory function satisfying
n
∃γ0 , γ1 ∈L1 (Ω), C∈R+ , q < , εc > 0 ∀(a.a.) x∈Ω ∀r∈R :
n−2


|c(x, r)| ≤ γ0 (x) + C|r|q , c(x, r)r ≥ εc |c(x, r)| − γ1 (x) |r| (3.44)
of course, we mean q < +∞ for n ≤ 2 (while q < 3 for n = 3). We call u ∈ Lq (Ω)
a distributional solution to (3.43) if the integral identity obtained like (2.51) but
using Green’s formula twice, i.e.
  


c(x, u)v − u div A (x)∇v dx = v µ(dx) + v η(dS), (3.45)
Ω Ω̄ Γ

is valid for all

v ∈ W 2,2 (Ω) : ν A (x)∇v + b1 (x)v = 0 on Γ. (3.46)
Lemma 3.29 (The case c = 0). For any µ ∈ M(Ω̄) and η ∈ M(Γ), the equa-
tion −div(A(x)∇u) = µ with the boundary condition ν A(x)∇u + b1 (x)u = η
has a unique distributional solution and the a-priori estimate uW λ,2 (Ω) ≤


C µM(Ω̄) + ηM(Γ) holds for λ < 2−n/2 and some C < +∞.
Proof. Let us consider the auxiliary linear problem
'

−div A (x)∇v = g in Ω,
(3.47)
ν A (x)∇v + b1 (x)v = 0 on Γ.

The existence of the weak solution v ∈ W 1,2 (Ω) to (3.47) can be proved by the
standard energy method by testing (3.47) by v itself, and we have the estimate
vW 1,2 (Ω) ≤ K1 f W 1,2 (Ω)∗ with f determined by the pair (g, 0) due to (2.60).
As b1 > 0, the solution to (3.47) is unique, and thus defines a linear operator
B : g → v. Then we use Proposition 2.97 to claim the W 2,2 -regularity for (3.47),
i.e. vW 2,2 (Ω) ≤ K2 gL2 (Ω) ; cf. (2.176).
The interpolation between the linear mappings B : W 1,2 (Ω)∗ → W 1,2 (Ω)
and B : L2 (Ω) → W 2,2 (Ω) gives a mapping B : W λ,2 (Ω)∗ → W 2−λ,2 (Ω) and an
estimate vW 2−λ,2 (Ω) ≤ KgW λ,2 (Ω)∗ for any λ ∈ [0, 1] and some K depending
on K1 , K2 , and λ, cf. (1.45).
Let us rewrite the integral identity (3.45)–(3.46) with c ≡ 0, which defines
the distributional solution to the problem considered here, into the form g, u =
F, Bg for any g = div(A ∇v) ∈ L2 (Ω) with F defined by
 
F, v = v µ(dx) + v η(dS). (3.48)
Ω̄ Γ

We choose 0 ≤ λ ≤ 1 so small that W 2−λ,2 (Ω) ⊂ C(Ω̄), i.e. λ < (4 − n)/2,

cf. Corollary 1.22(iii) which holds for λ non-integer in place of k, as already men-
tioned in Section 1.2.3. Then (3.48) indeed defines F ∈ W 2−λ,2 (Ω)∗ ; note that
3.2. Applications to boundary-value problems 105

F : (µ, η) → F : M(Ω̄) × M(Γ) → W 2−λ,2 (Ω)∗ defined by (3.48) is the adjoint

mapping to v → (v, v|Γ ) : W 2−λ,2 (Ω) → C(Ω̄) × C(Γ), so we have F = F(µ, η).
In this notation, u = B ∗ F = F ◦ B ∈ W λ,2 (Ω)∗∗ ∼ = W λ,2 (Ω) is a solution to
g, u = F, Bg. Moreover, because g is arbitrary, this solution must be unique.
Also, we have the estimate

uW λ,2 (Ω) ≤ KF W 2−λ,2 (Ω)∗ ≤ N K(µ, η)M(Ω̄)×M(Γ) (3.49)

with N the norm of the embedding W 2−λ,2 (Ω) ⊂ C(Ω̄). 

Let us realize the embedding W λ,2 (Ω) ⊂ Lq (Ω) with q from (3.44), cf. Corol-
lary 1.22(i) for λ non-integer in place of k; more precisely, for any q < n/(n−2)
we can choose λ < (4−n)/2. Let us also note that W 1,n/(n−1)+ (Ω) mentioned in
Remark 3.24 is embedded into it, too, i.e. (n/(n−1) + )∗ = q < n/(n−2) if  > 0
is taken small.
∗

Lemma 3.30 (W λ,2 -estimate). If c : Ω × R → R satisfies (3.44), g ∈ L2 (Ω)
#

and h ∈ L2 (Γ), then the conventional weak solution u ∈ W 1,2 (Ω) of the equation
−div(A(x)∇u) + c(x, u) = g with the boundary conditions ν A(x)∇u + b1 (x)u = h
satisfies, for any λ < 2 − n/2, also the a-priori estimate


uW λ,2 (Ω) ≤ C gL1 (Ω) + hL1(Γ) + γ0 L1 (Ω) + γ1 L1 (Ω) . (3.50)

Proof. Use the test v := signε (u), ε > 0, see (3.23)  for the regularized signum
function. Passing ε → 0, we get εc Ω |c(u)|dx + b0 Γ |u| ≤ gL1(Ω) + hL1 (Γ) +
γ1 L1 (Ω) ; realize that c(x, r)sign(r) ≥ εc |c(x, r)| − γ1 (x) and cf. Step 2 in the
proof of Proposition 3.22. In particular, g −c(u)L1(Ω) ≤ gL1(Ω) +c(u)L1 (Ω) ≤
(1 + ε−1 −1 −1
c )gL1 (Ω) + εc hL1 (Γ) + εc γ1 L1 (Ω) . Then one can use Lemma 3.29
for µ := g − c(u) and η := h. 
Proposition 3.31 (Existence and stability). Let Ω be a C 2 -domain, A ∈
C 1 (Ω; Rn×n ) satisfy (2.157), b1 ∈ W 1,2 2/(2 −2) (Γ), b1 (x) ≥ b0 > 0, and c satisfy
# #

(3.44). Then the problem (3.43) has a distributional solution. Moreover, for any
∗
#

sequences {gk }k∈N ⊂ L2 (Ω) and {hk }k∈N ⊂ L2 (Γ) converging respectively to
the measures µ and η weakly*, the sequence {uk }k∈N ⊂ W 1,2 (Ω) of the correspond-
ing weak solutions contains a subsequence converging weakly in W λ,2 (Ω) for any
λ < 2 − n/2 to some u and any u obtained by this way is a distributional solution
to (3.43).
Proof. It suffices to select a subsequence converging weakly in W λ,2 (Ω)
and to make a limit passage in the integral identity Ω (c(x, uk ) − gk )v −
uk div(A (x)∇v) dx = Γ hk v dS, which just gives (3.45); realize the compact
embedding W λ,2 (Ω) ⊂ Ln/(n−2)−ε (Ω) for any ε > 0 and λ < 2 − n/2 large
enough with respect to this ε, and the continuity of the Nemytskiı̆ mapping
Nc : Ln/(n−2)−ε (Ω) → L1 (Ω) provided ε := n/(n−2) − q. 
106 Chapter 3. Accretive mappings

Remark 3.32 (The case µ and η absolutely continuous). If µ and η are absolutely
continuous (and g and h are the respective densities), and r → c(x, r) − εr nonde-
creasing for some ε > 0, then the distributional solution is the “accretive” solution.
Moreover, (3.50) yields an additional estimate of u.

3.3 Exercises
Exercise 3.33. Show that u + A(u) = f has a unique solution if A is m-accretive.19

Exercise 3.34. Show what the mapping (u, v) → sup u, J(v) =: u, v s

is upper
semicontinuous with respect to the norm topology on X × X.20

Exercise 3.35. Prove the formula (3.21), assuming the uniform convexity of
W 1,p (Ω) known.21

Exercise 3.36 (The comparison technique). Prove the estimate u ≤ G for u solv-
ing (3.30) in the weak sense by testing v = (u − G)+ with G as suggested in
Remark 3.19.22

19 Hint: take u and u two solutions, subtract the corresponding equations, test it by J(u −
1 2 1
u2 ), and use (3.8).
20 Hint: Take u → u and v → v, and j ∗ ∈ J(v ) such that j ∗ , u ∗
k k k k k k = sup J(vk ), uk (such jk
does exist because J(vk ) is weakly* compact), then take a subsequence jk∗ j ∗ weakly* in X ∗
(such a subsequence exists because {J(vk )} is bounded), and use Lemma 3.2(i), to show j ∗ ∈
J(v). Then also sup J(vk ), uk = jk∗ , uk → j ∗ , u ≤ sup J(v), u . As this holds for an arbitrary
cluster point of {jk∗ }, we proved the desired upper semicontinuity lim supk→∞ sup J(vk ), uk ≤
sup J(v), u .
21 Hint: The modification of (3.19) is routine, while (3.20) needs additionally the estimate




|u|p−2 u − ∆p u, v = |∇u|p−2 ∇u · ∇v + |u|p−2 uv dx
Ω
≤ ∇up−1
Lp (Ω;Rm )
∇vLp (Ω;Rm ) + up−1
Lp (Ω)
vLp (Ω)
 p p p−1  1/p
≤ ∇uLp (Ω;Rm ) + uLp (Ω) ∇vLp (Ω;Rm ) + vpLp (Ω)
p

 
= up−1 v 1,p .
W 1,p (Ω) W (Ω)

22 Hint: First, consider rather the modified (but equivalent) equation (u − G) − λdiv a(∇u) +

λc(u) = g − G with the boundary condition ν · a(∇u) + b(u) = b(b−1 (h)). Then test it by
v = (u − G)+ and realize that ∇v = χ{u>G} ∇u, cf. (1.50). This yields
  2 
(u − G)+ + λc(u)(u − G)+ dx + λa(∇u) · ∇udx
Ω {x∈Ω; u(x)>G}
  
 
+ λ b(u) − b b−1 (h) (u − G)+ dS = (g − G)(u − G)+ dx ≤ 0.
Γ Ω
  
Note that b(u) − b b−1 (h) (u − G)+ ≥ 0 since b(x, ·) is monotone. Also note that p∗ ≥ 2 is to
be used.
3.4. Bibliographical remarks 107

Exercise 3.37 (Maximal accretivity). Show that m-accretive mappings are maximal
accretive.23
Exercise 3.38 (Accretivity of Laplacean in W 1,q ). Show the m-accretivity of A =
−∆ with dom(A) := {u ∈ W01,q (Ω); ∆u ∈ W01,q (Ω)} in X := W01,q (Ω) if Ω is a
C 2 -domain and if q ∗ ≥ 2 and q ≤ 2∗ .24
Exercise 3.39 (Renorming of Lp (Ω; Rm ) and W 1,p
0 (Ω)). Consider an equivalent
norm on L (Ω; R ) given by vLp(Ω;Rm ) := ( Ω m
p m p
i=1 |vi | dx)
1/p
and derive that
 m p


vLp(Ω;Rm )∗ =( Ω i=1 |vi | dx)1/p
and that the duality mapping J is given by25
" #    p−2
J(u) i (x) = ui (x)ui (x)/uLp (Ω;Rm ) , i = 1, . . . , m. (3.51)
 
Moreover, consider W01,p (Ω) normed by vW 1,p (Ω) := ( Ω ni=1 |∇vi |p dx)1/p and
0
derive that J now involves the “anisotropic” p-Laplacean, cf. Example 4.31, namely
   ∂u p−2 ∂u   
 ∂u p−2 ∂u   p−2
J(u) = −div   ,...,  /v W 1,p (Ω) . (3.52)
∂x1 ∂x1 ∂xn ∂xn 0

Exercise 3.40. Derive the very weak formulation (3.45)–(3.46) by applying Green’s
formula twice to (3.43).

3.4 Bibliographical remarks

The concept of accretivity for nonlinear mappings was invented essentially by Kato
[191, 192]; independently Browder [68] invented it in a stronger variant requiring
(3.6) to hold for any f ∈ J(u − v). Although in the theory of partial differen-
tial equations the accretivity concept is not the dominant one in comparison with
monotonicity, there are a lot of monographs fully or at least partly devoted to
accretive mappings, mainly Barbu [34], Browder [70], Cazenave and Haraux [77,
Chap.2-3], Cioranescu [82, Chap.VI], Deimling [102, Chap.13], Hu and Papageor-
giou [180, Part I, Sect.III.7], Miyadera [244, Chap.2], Pavel [277], Showalter [321,
Chap.4], Vainberg [343, Chap.VII], Yosida [352, Sect.XIV.6-7], and Zeidler [354,
23 Hint: Take an m-accretive mapping A , some other accretive mapping A and (u, f ) such that
0
(u, f ) ∈ graph(A) ⊃ graph(A0 ), and take v ∈ dom(A) such that v + A0 (v) = u + f , and then
from (3.8) for λ = 1 deduce that u − v ≤ u + A(u) − v − A(v) = u + f − v − A0 (v) = 0,
hencefore u = v and also (u, f ) ∈ graph(A0 ). Ê
24 Hint: Taking into account (3.18), show that J(u−v), A(u)−A(v) = Ω div(|∇(u −
v)|q−2 ∇(u−v))∆(u−v)dx = (q−1)|∇(u−v)|q−2 |∆(u−v)|2 dx ≥ 0. Further, show that the weak
solution to u − ∆u = g ∈ W01,q (Ω) is in W01,q (Ω) because, by Proposition 2.97 used for g ∈ L2 (Ω)
if q ∗ ≥ 2 and modified for zero-Dirichlet boundary condition, it holds u ∈ W 2,2 (Ω) ∩ W01,2 (Ω) ⊂
W01,q (Ω) if 2∗ ≥ q.
Ê
inequality of the form Ω m
È ÊÈ
25 Hint: Derive the corresponding Hölder inequality as in (1.19) but now from the Young

i=1 ui vi dx ≤ Ω
m p

i=1 ( p |ui | + p
|vi | )dx. From this, derive the
1 p 1

norm of the dual space. Eventually, modify the calculations in Proposition 3.13.
108 Chapter 3. Accretive mappings

Chap.31 and 57]. A generalization for set-valued accretive mappings26 exists, too;
cf. [102, 180].
The duality mapping was introduced by Beurling and Livingston [48], cf. also
[20, 58], and the above listed monographs.
The transposition method exposed in Section 3.2.5 was invented by Stam-
pacchia [328], and thoroughly developed especially by Lions and Magenes [223]
for linear problems. Semilinear equations with measures in the right-hand side
are investigated by Amann and Quittner [15], Attouch, Bouchitté, and Mambrouk
[22], or Brézis [61]. A counterexample of nonuniqueness is due to Serrin [319].
Quasilinear equations with measures in the right-hand side were attacked
by Boccardo and Gallouët [52, 53], showing that there is a unique weak solution
u ∈ W 1,q (Ω) with q < n(p−1)/(n−1) with p referring to the growth of the principal
part. In particular, for the problem (3.43) it gives u ∈ W 1,q (Ω) with any q <
n/(n−1) which is just embedded into Lp (Ω) with p < n/(n−2) as taken in (3.44).
A nonexistence result for c of a growth bigger than (3.44) in case n ≥ 3 is due
to Brézis and Benilan [61] while a counterexample of nonstability is in [22]. Other
definitions of solutions have been scrutinized by Boccardo, Gallouët and Orsina
[54], Dal Maso, Murat, Orsina, and Prignet [101], and Rakotoson [291]. For this
topic, see also Dolzmann, Hungerbühler, and Müller [107] or the monograph by
Malý and Ziemer [232, Sect.4.4].

26 A set-valued mapping A : dom(A) ⇒ V , dom(A) ⊂ V , is called accretive if ∀u, v ∈ dom(A)

∀u1 ∈ A(u), v1 ∈ A(v) ∃j ∗ ∈ J(u − v): j ∗ , u1 − v1 ≥ 0. Moreover, an accretive mapping

A : dom(A) ⇒ V , dom(A) ⊂ V , is called m-accretive if I + A is surjective, i.e. ∀f ∈ V ∃v ∈ V :
v + A(v)  f . It holds that A is m-accretive if and only if I + λA is surjective for some (or for
all) λ > 0.
Chapter 4

Potential problems: smooth case

Again, we consider V a reflexive and separable Banach space. Here we shall deal
with the case that A : V → V ∗ has the form
A = Φ (4.1)
for some functional (called a potential) Φ : V → R, having the Gâteaux differential1
denoted by Φ : V → V ∗ . The methods based on the hypothesis (4.1) are called
variational methods.2

4.1 Abstract theory

Definition 4.1. Let Φ : V → R. Then:
(i) Φ is called coercive if limu→∞ Φ(u)/u = +∞.
(ii) Φ : V → R is called weakly coercive if limu→∞ Φ(u) = +∞.
(iii) u ∈ V is a critical point for Φ if Φ (u) = 0.
Obviously, solutions to the equation A(u) = f are just the critical points of
the functional u → Φ(u) − f, u. The coercive potential problems can be treated
by a so-called direct method based on the Bolzano-Weierstrass Theorem 1.8.
Theorem 4.2 (Direct method). Let Φ : V → R be Gâteaux differentiable and
weakly lower semicontinuous, and A = Φ . Then:
(i) If Φ is weakly coercive, the equation A(u) = 0 has a solution.
(ii) If Φ is coercive then, for any f ∈ V ∗ , the equation A(u) = f has a solution.
(iii) If Φ is strictly convex, then A(u) = f has at most one solution.
1 Let us recall that, by definition (1.10), Φ has Gâteaux differential at u if the directional

derivative DΦ(u, h) = limε0 (Φ(u + εh) − Φ(u))/ε does exist for any h ∈ V and DΦ(u, ·) is a
linear and continuous functional, denoted just by Φ (u) ∈ V ∗ .
2 Sometimes, the notion “variational methods” is used in a wider sense for the setting using

an operator A : V → V ∗ , contrary to non-variational methods as in Chapter 3.

110 Chapter 4. Potential problems: smooth case

Proof. Take a minimizing sequence {uk }k∈N for Φ, i.e.

lim Φ(uk ) = inf Φ(v); (4.2)

k→∞ v∈V

such a sequence does exist by the definition of the infimum3 . As Φ is weakly

coercive, {uk }k∈N is bounded. As V is assumed reflexive and separable (hence
also V ∗ is separable, cf. Proposition 1.3), by the Banach Theorem 1.7 it has a
weakly convergent subsequence, say uk u. As Φ is weakly lower semicontinuous4 ,
Φ(u) ≤ lim inf k→∞ Φ(uk ) = limk→∞ Φ(uk ) = minv∈V Φ(v). Suppose Φ (u) = 0,
then for some h ∈ V we would have Φ (u), h = DΦ(u, h) < 0 so that, for a
sufficiently small ε > 0, we would have

Φ(u + εh) = Φ(u) + ε Φ (u), h + o(ε) < Φ(u), (4.3)

a contradiction. Thus A(u) = Φ (u) = 0.

If Φ is coercive, then u → Φ(u) − f, u is weakly coercive for any f ∈ V ∗ .
Yet, this functional obviously has the gradient A − f .
If Φ is also convex, then any solution to A(u) = f must minimize Φ − f .
Having two solutions u1 and u2 and supposing u1 = u2 , then, by strict convexity,
we get
" # 1 1  1" # 1" # " #
Φ−f u1 + u2 < Φ−f (u1 ) + Φ−f (u2 ) = min Φ−f (v), (4.4)
2 2 2 2 v∈V

a contradiction showing u1 = u2 . 
Corollary 4.3. Let Φ := Φ1 + Φ2 be coercive with Φ1 convex, and Gâteaux differen-
tiable, and with Φ2 weakly continuous, and Gâteaux differentiable. Then, for any
f ∈ V ∗ , the equation A(u) = f has a solution.
Proof. Φ1 convex and smooth implies that Φ1 is weakly lower semicontinuous:
indeed, by convexity always Φ1 (u) + Φ1 (u), v − u ≤ Φ1 (v), cf. (4.12) below, so
that

Φ1 (u) ≤ lim inf Φ1 (v) + Φ1 (u), u − v = lim inf Φ1 (v) (4.5)
vu vu

because limvu Φ1 (u), u

− v = 0. Thus Φ1 + Φ2 is weakly lower semicontinuous.
Then one can use the previous Theorem 4.2(ii). 
Theorem 4.4 (Relations between A and Φ). Let Φ : V → R be Gâteaux
differentiable, and A = Φ . Then:
v∈V Φ(v) > −∞ otherwise, by weak coercivity and weak lower semiconti-
3 Note also that inf

nuity of Φ, there would exist v such that Φ(v) = −∞, which contradicts Φ : V → R.
4 Recall our convention that by (semi)continuity, see (1.6), we mean what is sometimes called

“sequential” (semi)continuity while the general concept of (semi)continuity works with general-
ized sequences (nets). For our purposes, the sequential concept is relevant. Additionally, as Φ
is coercive and V separable, both modes of lower semicontinuity of Φ coincide with each other
because the weak topology on bounded sets is metrizable.
4.1. Abstract theory 111

(i) If A is coercive and monotone, then also Φ is coercive.

(ii) If A is pseudomonotone, then Φ is weakly lower semicontinuous.
(iii) If A is (strictly) monotone, then Φ is (strictly) convex, weakly lower semicon-
tinuous and locally Lipschitz continuous.
(iv) Conversely, if Φ is convex (resp. strictly convex), then A is monotone (resp.
strictly monotone).
Proof. The point (i): First, let us realize that5
 1
Φ(u) = Φ(0) + A(tu), u dt (4.6)
0

because, denoting ϕ(t) = Φ(tu), one has

 1  1
Φ(tu+εu) − Φ(tu)
Φ(u) − Φ(0) = ϕ(1) − ϕ(0) = ϕ (t) dt = lim dt
0 0 ε→0 ε
 1  1  1
= DΦ(tu, u) dt = Φ (tu), u dt = A(tu), u dt. (4.7)
0 0 0

Then, supposing for simplicity Φ(0) = 0 and take 0 < ε < 1 arbitrary, one gets6
 1  1
A(tu) − A(0), tu − 0
Φ(u) = A(tu), u dt = dt + A(0), u
0 0 t
 1   1
A(tu), tu A(tu), tu
≥ − A(0), u dt + A(0), u = dt + εA(0), u
ε t ε t
 1  1
a(tu)tu a(εu)εu
≥ dt + εA(0), u ≥ dt + εA(0), u
ε t ε t

 
1
 
≥ −ε ln(ε) a εu u − εA(0)∗ u = εu ln a εu − A(0)∗
ε
where a(·) is a nondecreasing function with limξ→+∞ a(ξ) = +∞ from Defini-
tion 2.5. Thus, because limu→∞ ln(1/ε)a(εu) = +∞, we proved a super-linear
growth of Φ.
The point (ii): Suppose the contrary, i.e. Φ is not weakly lower semicontinuous
at some point, say at 0; i.e. there are some δ > 0 and a sequence {uk }k∈N ⊂ V ,
uk 0, such that:
∀k ∈ N : δ ≤ Φ(0) − Φ(uk ). (4.8)
For v, u ∈ V , put ϕ(t) = Φ(u + tv). By the mean value theorem, there is t ∈ (0, 1)
such that ϕ(1) − ϕ(0) = ϕ (t), i.e.

Φ(v + u) − Φ(u) = Φ (u + tv), v . (4.9)

5 Note that, as ϕ : t → Φ(tu) is convex and finite, hence ϕ : t → A(tu), u , being nonde-

creasing, is a Borel function, hence measurable. The integral is finite as Φ is finite, cf. (4.7).
Ê Ê
6 Note that 1 t−1 A(tu) − A(0), tu − 0 dt ≥ 1 t−1 A(tu) − A(0), tu − 0 dt as A is monotone.
0 ε
112 Chapter 4. Potential problems: smooth case

Take ε > 0. By (4.8) and using (4.9) with v := εuk and u := 0, we have

δ ≤ Φ(0) − Φ(εuk ) + Φ(εuk ) − Φ(uk ) = Φ(εuk ) − Φ(uk ) − ε Φ (εtk,ε uk ), uk ,

where tk,ε ∈ (0, 1) depends on ε and on k. As {uk }k∈N , being weakly convergent,
is bounded7 and Φ , being pseudomonotone, is bounded on bounded subsets, the
last term is O(ε). Consider ε > 0 fixed and so small that this last term is less than
δ/2 for all k ∈ N, hence, for a suitable tk ∈ (0, 1), one has

δ (ε−1) Φ (wk ), wk
≤ Φ(εuk ) − Φ(uk ) = Φ (wk ), (ε−1)uk = (4.10)
2 ε − tk (1 − ε)
where we abbreviated wk := uk − tk (1−ε)uk and where (4.9) was used for v :=
(ε − 1)uk and u := uk . As uk 0, we have also wk 0, so that we have
1 − tk (1−ε)
 1  −δ 
lim sup Φ (wk ), wk = lim sup Φ(uk ) − Φ(εuk ) ≤ < 0.
k→∞ k→∞ 1−ε 1−ε 2

By using the pseudomonotonicity (2.3b) for A = Φ , v := 0, and wk 0, we have

lim inf k→∞ Φ (wk ), wk  ≥ Φ (0), 0 = 0, which is the sought contradiction.
The point (iii): Monotonicity of A implies its local boundedness, see
Lemma 2.15, and thus Φ, having a locally bounded derivative, is locally Lip-
schitz continuous. The weak lower semicontinuity of Φ has been proved in (4.5).
Denote ϕw (t) := Φ(u+tw). As A is assumed monotone, ϕw (t) = A(u+tw), w is
nondecreasing because obviously, for t2 > t1 ,

ϕw (t2 ) − ϕw (t1 ) = A(u+t2 w) − A(u+t1 w), w

A(u+t2 w) − A(u+t1 w), (u+t2 w) − (u+t1 w)
= ≥ 0. (4.11)
t2 − t1
Then we have
 1
Φ(v) − Φ(u) = ϕv−u (1) − ϕv−u (0) = ϕv−u (t) dt
0
 1
≥ ϕv−u (0) dt = ϕv−u (0) = A(u), v − u . (4.12)
0

Put z := 12 u + 12 v. By (4.12) we have

Φ(u) ≥ Φ(z) + A(z), u − z and Φ(v) ≥ Φ(z) + A(z), v − z . (4.13)

Adding these inequalities and recalling the lower semicontinuity of Φ (cf. Exer-
cise 4.18), one gets the convexity of Φ:

Φ(u) + Φ(v) ≥ 2Φ(z) + A(z), u−z + A(z), v−z = 2Φ(z). (4.14)

7 Here we use the Banach-Steinhaus principle, see Theorem 1.1.
4.1. Abstract theory 113

Strict monotonicity of A implies that ϕw is increasing for w = 0, and then (4.12)

and (4.13) hold with strict inequalities provided v = u.
The point (iv): Φ convex implies ϕw : t → Φ(u + tw) convex, and therefore
ϕw (t) = A(u + tw), w is nondecreasing. Thus, for w = v − u, we get

A(v) − A(u), v−u = ϕv−u (1) − ϕv−u (0) ≥ 0, (4.15)

so that A is monotone. If Φ is strictly convex, so is ϕw if w = 0, and thus ϕw is

increasing, hence A strictly monotone. 
Remark 4.5. The coercivity of Φ does not imply coercivity of A.8
Corollary 4.6. Let A = Φ , and one of the following two sets of conditions holds:
(i) A is pseudomonotone and Φ is coercive, or
(ii) A is monotone and coercive.
Then the equation A(u) = f has a solution for any f ∈ V ∗ .
Proof. As to (i), Theorem 4.4(ii) implies the weak lower semicontinuity of the
coercive potential Φ of A. Then use Theorem 4.2(ii).
As to (ii), Theorem 4.4(i) and (iii) implies the coercivity and the weak lower
semicontinuity of the potential Φ of A. Then again use Theorem 4.2(ii). 
Remark 4.7. Comparing Corollary 4.6 with Theorem 2.6, we can see that now we
required in addition the potentiality, but got a more constructive proof avoiding
the Brouwer fixed-point Theorem 1.10. Similarly, comparison with Browder-Minty
Theorem 2.18 yields that potentiality makes no need for any explicit assumption
of radial continuity9 of A.
Remark 4.8 (Potentiality criteria). If A is hemicontinuous and Gâteaux differ-
entiable, it has a potential (given then by the formula (4.6)) if and only if
[A (u)](v), w = [A (u)](w), v for any u, v, w ∈ V . In the general case, the fol-
lowing integral criterion is sufficient and necessary for potentiality of A:
 1  1  1
A(tu), u dt − A(tv), v dt = A(v + t(u−v)), u−v dt. (4.16)
0 0 0

Remark 4.9 (Iterative methods). The existence of a potential suggests iterative

methods for minimization of Φ to solve the equation A(u) = f . E.g., if V is
uniformly convex and V ∗ strictly convex, the abstract steepest-descent-like method
looks as

uk+1 := uk + εk J −1 f − Φ (uk ) (4.17)
with εk > 0 sufficiently small; e.g. εk := min (1, 2/(ε + uk  + Auk −f ∗ )) for
the Lipschitz constant of A and ε > 0 guarantees global strong convergence in
8 Indeed, any Φ coercive can be changed in a neighbourhood of {n u; u = 0, n ∈ N} to be

locally constant; then A(nu) = 0 so that A will not be coercive while Φ remains coercive.
9 In fact, this is just an “optical” illusion as every monotone and potential mapping is even

demicontinuous, cf. e.g. Gajewski at al. [144, Ch.III,Lemma 4.12].

114 Chapter 4. Potential problems: smooth case

case A is strictly monotone and d-monotone, Lipschitz continuous, and coercive.10

Note that, if V ≡ V ∗ is a Hilbert space, J −1 (f − Φ (uk )) = f − Φ (uk ) is just
the steepest descent of the landscape given by the graph of Φ − f , which gave the
name to this method; cf. also (4.17) with (2.43) or with Example 2.88.
Remark 4.10 (Ritz’ method [296]). Assuming {Vk }k∈N is a nondecreasing sequence
of finite-dimensional subspaces of V whose union is dense, see (2.7), we can consider
a sequence of problems

Find uk ∈ Vk : Φ(uk ) = min Φ(v) . (4.18)

v∈Vk

Note that uk is simultaneously a Galerkin approximation to the equation A(u) = 0

with A = Φ , see (2.8). The Ritz method can be combined with (4.17) to get a
computer implementable strategy, although much more efficient algorithms than
(4.17) are usually implemented.
Remark 4.11 (Quadratic case). A very special case is that Φ is quadratic:
1
Φ(u) = Au − f, u (4.19)
2
with A ∈ L(V, V ∗ ), A∗ = A. Then A is weakly continuous, so the existence of
a solution to Au = f follows simply by Section 2.5 if A (or, equivalently, Φ) is
coercive, which here reduces to positive definiteness of A, i.e. Av, v ≥ εv2
for some ε > 0 and all v ∈ V , cf. also the Lax-Milgram Theorem 2.19 where
however A∗ = A was redundant. Here, alternatively, Au = f is just equivalent
with Φ (u) = 0 and a direct method can be applied, too.

4.2 Application to boundary-value problems

The method of mappings possessing a potential has powerful applications in
boundary-value problems. However, the requirement (4.1) brings a certain restric-
tion on problems that can be treated in this way. Considering again the boundary-
value problem (2.49) for the quasilinear 2nd-order equation (2.45), i.e.
⎧

⎨ −div a(x, u, ∇u) + c(x, u, ∇u) = g in Ω,
u|Γ = uD on ΓD , (4.20)
⎩
ν · a(x, u, ∇u) + b(x, u) = h on ΓN ,
1,1
we will assume ai (x, ·, ·), i = 1, . . . , n, and c(x, ·, ·) smooth in the sense Wloc (R ×
Rn ), and impose the symmetry conditions
∂ai (x, r, s) ∂aj (x, r, s) ∂ai (x, r, s) ∂c(x, r, s)
= , = (4.21)
∂sj ∂si ∂r ∂si
10 SeeGajewski at al. [144, Thm.III.4.2] using the (S)-property which is here implied by d-
monotonicity with uniform convexity of V , cf. Remark 2.21.
4.2. Application to boundary-value problems 115

for all 1 ≤ i ≤ n, 1 ≤ j ≤ n, and for a.a. (x, r, s) ∈ Ω × R × Rn . In other words,

(4.21) says that the Jacobian matrix of the mapping


(r, s) → c(x, r, s), a(x, r, s) : R1+n → R1+n (4.22)
is symmetric for a.a. x ∈ Ω. Let us emphasize that (4.21) is not necessary for A
to have a potential11 . Yet, we will prove that, if (4.21) holds, then the mapping A
defined by (2.59) has a potential Φ : W 1,p (Ω) → R in the form
 
Φ(u) = ϕ(x, u, ∇u) dx + ψ(x, u) dS , where (4.23a)
Ω ΓN
 1
ϕ(x, r, s) = s·a(x, tr, ts) + r c(x, tr, ts) dt , (4.23b)
0
 1
ψ(x, r) = r b(x, tr) dt ; (4.23c)
0
for the derivation of (4.23b,c) from the formula (4.6), cf. Exercise 4.22. In this
situation, (4.20) is called the Euler-Lagrange equation for (4.23).
Lemma 4.12 (Continuity of Φ). Let (2.55) with  = 0 hold. Then Φ is contin-
uous.
Proof. The particular terms of Φ are continuous as a consequence of the continuity
of the mapping y → ∇y : W 1,p (Ω) → Lp (Ω; Rn ), of the embedding W 1,p (Ω) into
∗
Lp (Ω) and of the trace operator y → y|Γ : W 1,p (Ω) → Lp (ΓN ) provided the
#

∗
continuity of the Nemytskiı̆ operators Nϕ : Lp (Ω) × Lp (Ω; Rn ) → L1 (Ω) and
Nψ : Lp (ΓN ) → L1 (ΓN ) would be ensured. As to Nϕ , the needed growth condition
#

on ϕ looks as
∃-
γ ∈ L1 (Ω) ∃C-∈R: |ϕ(x, r, s)| ≤ γ - p∗ + C|s|
-(x) + C|r| - p. (4.24)
In view of (4.23b), the condition (4.24) is indeed ensured by (2.55a,c) even weak-
ened by putting  = 0 because of the estimate
 1  1
|ϕ(x, r, s)| ≤ |s · a(x, tr, ts)|dt + |rc(x, tr, ts)|dt
0 0


1
∗

≤ |s| γa (x) + C|tr|p /p + C|ts|p−1
0

∗ ∗


+ |r| γc (x) + C|tr|p −1 + C|ts|p/p dt


∗
|s|p γa (x)p C p |r|p C|s|p
≤ 2 + + +
p p p (p∗ + 1) p
∗ ∗
∗ ∗

|r|p γc (x)p C|r|p C p |s|p
+2 + + + , (4.25)
p∗ p∗  p∗ p∗  (p + 1)
11 E.g. if n = 1 and a = a(x, s) and c = c(x, r), then the basic Carathéodory hypothesis is

obviously sufficient; ϕ(x, ·, ·) is just the sum of the primitive functions of a(x, ·) and c(x, ·). In
general, (4.21) holding only in the sense of distributions suffices, see Nečas [259, Theorem 3.2.12].
116 Chapter 4. Potential problems: smooth case

∗

which obviously requires γa ∈ Lp (Ω) and γc ∈ Lp (Ω) as indeed used in (2.55a)
and (2.55c), respectively. Then (4.24) obviously follows.
The growth conditions for ψ, i.e. |ψ(x, r)| ≤ γ - p# with some γ
-(x) + C|r| -∈
L1 (Γ), can be treated analogously, resulting in (2.55b) with  = 0. 

Lemma 4.13 (Differentiability of Φ). Let (2.55) for  = 0 and (4.21) hold,
1,1
let a(x, ·, ·) ∈ Wloc (R × Rn ; Rn ) and c(x, ·, ·) ∈ Wloc
1,1
(R × Rn ) for a.a. x ∈ Ω. Then

Φ is Gâteaux differentiable and Φ = A with A given by (2.59).

Proof. The directional derivative DΦ(u, v) of Φ at u in the direction v is

Φ(u + εv) − Φ(u) 

d 
DΦ(u, v) := lim = Φ(u + εv)
ε→0 ε dε ε=0
  
d 
= ϕ(x, u + εv, ∇u + ε∇v) dx + ψ(x, u + εv) dS 
dε Ω ΓN ε=0
  n 
∂ϕ(x, u, ∇u) ∂v ∂ϕ(x, u, ∇u) ∂ψ(x, u)
= + v dx + v dS,
Ω i=1 ∂si ∂xi ∂r ΓN ∂r
(4.26)

where we have changed the order of integration and differentiation by Theo-

rem 1.29. This requires existence of a common (with  respect to ε) integrable ma-
jorant of the collections ϕs (u + εv, ∇u + ε∇v) · ∇v 0<ε≤ε0 and ϕr (u + εv, ∇u +
 
ε∇v)v 0<ε≤ε0 and ψr (u + εv)v 0<ε≤ε0 for some ε0 > 0, where we abbreviated
∂ϕ/∂si =: ϕsi etc. Assume, for a moment, that

∗
/p

∃γ ∈ Lp (Ω) ∃C ∈ R+ : |ϕs (x, r, s)| ≤ γ(x) + C|r|p + C|s|p−1 , (4.27a)
#

∃γ∈Lp (ΓN ) ∃C ∈ R+ : |ψr (x, r)| ≤ γ(x) + C|r|p −1
#
, (4.27b)
∗
∗
p p/p∗

∃γ∈L (Ω) ∃C ∈ R :
+
|ϕr (x, r, s)| ≤ γ(x) + C|r|p −1
+ C|s| . (4.27c)

As for the first collection, for any ε ∈ [0, ε0 ] and a suitable Cp depending on p and
C from by (4.27a), we have the estimate
  

ϕs (u+εv, ∇u+ε∇v) · ∇v  ≤ γ(x) + C|u+εv|p∗ /p
+ C|∇u+ε∇v|p−1 |∇v|

∗
p∗ /p
∗

≤ γ(x) + Cp |u|p /p + ε0 Cp |v|p /p + Cp |∇u|p−1 + Cp εp−1
0 |∇v|p−1 |∇v|

which is the sought integrable majorant. The other two terms can be handled
analogously, exploiting respectively (4.27b,c).
Moreover, DΦ(u, ·) : W 1,p (Ω) → R is obviously linear and, by (4.27), also
continuous. Hence Φ has the Gâteaux differential.
4.2. Application to boundary-value problems 117

The required form of the Gâteaux differential follows from the identities
 1  n 
∂ϕ(x, r, s) ∂aj ∂c
= ai (x, tr, ts) + t sj (x, tr, ts) + r (x, tr, ts) dt
∂si 0 j=1
∂si ∂si
 1  n 
∂ai ∂ai
= ai (x, tr, ts) + t sj (x, tr, ts) + r (x, tr, ts) dt
0 j=1
∂sj ∂r
 1   0 11
d
= t ai (x, tr, ts) dt = t ai (x, tr, ts) = ai (x, r, s), (4.28)
0 dt t=0

where (4.23b) with (4.21) has been used; note that by Theorem 1.29 the
1 ∂
change of the order of integration 0 dt and differentiation ∂s i
in (4.28) re-
∂
quires a common integrable majorant of {|t → ∂si [s · a(x, tr, ts)]|}|s|≤M and of
{|t → ∂s∂ i [r c(x, tr, ts)]|}|s|≤M in L1 (0, 1) for any M ∈ R, which holds because
a(x, r, ·) ∈ Wloc1,1
(Rn ; Rn ) and c(x, r, ·) ∈ Wloc
1,1
(Rn ) is assumed. Similarly also
 1   n 
∂ϕ(x, r, s) ∂c ∂ai
= c(x, tr, ts) + t r (x, tr, ts) + si (x, tr, ts) dt
∂r 0 ∂r i=1
∂r
 1   n 
∂c ∂c
= c(x, tr, ts) + t r (x, tr, ts) + si (x, tr, ts) dt
0 ∂r i=1
∂si
 1   0 11
d
= t c(x, tr, ts) dt = t c(x, tr, ts) = c(x, r, s). (4.29)
0 dt t=0

The fact that ∂ψ(x, r)/∂r = b(x, r) can be derived by the easier way, realizing
that (4.23c) defines, in fact, the primitive function of b(x, ·), cf. (4.6). Note that
(4.27a) then coincides with the former condition (2.55a), while (4.27b), (4.27c) is
(2.55b,c) but weakened with  = 0, as indeed assumed. 

In the following lemma, we will distinguish whether lower-order terms have

critical growth (and then their monotonicity helps) or whether their growth is
sub-critical (the cases (i) and (ii) in the following lemma).
Lemma 4.14 (Weak lower semicontinuity of Φ). Let the assumptions of
Lemma 4.13 and one of the following conditions be valid:
(i) (2.55) holds for  > 0 and the assumptions of Lemma 2.32 hold,
(ii) (2.55) holds for  > 0 and a(x, r, ·) : Rn → Rn is monotone,
(iii) (2.55) holds with =0 and the mappings (4.22) and b(x, ·):R→R are monotone.
Then Φ is weakly lower semicontinuous.
Proof. As to the case (i), by Lemmas 2.31–2.32, the gradient A of Φ is
pseudomonotone; here we used also Lemma 4.13. By Theorem 4.4(ii), Φ is weakly
lower semicontinuous.
118 Chapter 4. Potential problems: smooth case

The case (ii): by (4.28), monotonicity of a(x, r, ·) is just monotonicity of

ϕs (x, r, ·) from which convexity of ϕ(x, r, ·) follows as in the proof of Theo-
rem 4.4(iii). Likewise in (4.25), ϕ satisfies the growth condition (4.24) but now
with p∗ −  instead of p∗ . Hence, considering uk u in W 1,p (Ω), by the com-
p∗ −
pact embedding W (Ω)  L
1,p
(Ω), ϕ(uk , ∇u) → ϕ(u, ∇u) in L1 (Ω). Similarly,


by (4.28) and (2.55a) with  > 0, we have ϕs (uk , ∇u) → ϕs (u, ∇u) in Lp (Ω).
Altogether, by the convexity of ϕ(x, r, ·),
 
lim inf ϕ(x, uk , ∇uk ) dx ≥ lim ϕ(x, uk , ∇u) dx
k→∞ k→∞ Ω
Ω
 
+ lim ϕs (x, uk , ∇u)(∇uk − ∇u) dx = ϕ(x, u, ∇u) dx. (4.30)
k→∞ Ω Ω

Moreover, by compactness of the trace operator y → y|Γ : W 1,p (Ω) → Lp − (Γ)

#

and by the continuity of the Nemytskiı̆ mapping Nψ : Lp − (ΓN ) → L1 (ΓN ),

#

we get the weak continuity of the boundary term in (4.23); the growth of ψ,
i.e. |ψ(x, r)| ≤ γ - p# − , can be estimated as in (4.25).
-(x) + C|r|
As to the case (iii), monotonicity of [c, a](x, ·, ·) : R1+n → R1+n implies
convexity of ϕ(x, ·, ·) : R1+n → R, which can be seen similarly as in the proof of
Theorem 4.4(iii). By monotonicity of b(x, ·), the overall functional Φ is convex. By
Lemma 4.13, Φ is smooth so, by (4.5), also weakly lower semicontinuous. 

12
Lemma 4.15 (Coercivity of Φ). Let us assume measn−1 (ΓD ) > 0 and

a(x, r, s)·s + c(x, r, s)r ≥ ε1 |s|p + ε2 |r|q − k0 (x)|s| − k1 (x)|r|, (4.31a)

b(x, r)r ≥ −k2 (x)|r| (4.31b)

∗

with some ε0 , ε1 > 0, p ≥ q > 1, and k0 ∈ Lp (Ω), k1 ∈ Lp (Ω), and k2 ∈
#

Lp (Γ). Then Φ is coercive on W 1,p (Ω). Besides, Φ is coercive on V = {v ∈
W 1,p (Ω); v|ΓD = 0} even if q = 0.

Proof. In view of (4.23b), one has

 1  1
ts·a(x, tr, ts)+tr c(x, tr, ts)
ϕ(x, r, s) = s·a(x, tr, ts) + r c(x, tr, ts) dt = dt
0 0 t
 1
ε1 |ts|p + ε2 |tr|q − k0 |ts| − k1 |tr| ε1 ε2
≥ dt = |s|p + |r|q − k0 |s| − k1 |r|.
0 t p q

12 Cf. (4.31) with (2.91). Note that if one assumes, e.g. b(x, r)r ≥ −k2 (x), one would have
Ê1
0 k2 (x)/tdt which is not finite, however.
4.2. Application to boundary-value problems 119

Similarly, (4.31b) with (4.23c) implies ψ(x, r) ≥ −k2 |r|. Then

   
ε1 p ε2 q
Φ(u) ≥ |∇u| + |u| − k0 |∇u| − k1 |u| dx − k2 |u|dS
Ω p q Γ
≥ εuqW 1,p (Ω) − C − k0 Lp
(Ω) ∇uLp(Ω;Rn )
−k1 Lp∗
(Ω) uLp∗ (Ω) − k2 Lp#
(Γ) uLp# (Γ)
 
≥ εuqW 1,p (Ω)−C− k0 Lp
(Ω)+N1 k1 Lp∗
(Ω)+N2 k2 Lp#
(Γ) uW 1,p (Ω)

with ε and C depending on p, q, ε1 , ε2 and CP from the Poincaré inequality

(1.55), where N1 and N2 stand here respectively for the norms of the embed-
∗
ding W 1,p (Ω) ⊂ Lp (Ω) and of the trace operator u → u|Γ : W 1,p (Ω) → Lp (Γ).
#

As q > 1, the functional Φ is coercive in the sense that Φ(u)/uW 1,p (Ω) → +∞
for uW 1,p (Ω) → +∞.
For q = 0, we get coercivity on V by using Poincaré’s inequality (1.57). 

Proposition 4.16. Let (4.21), the

 assumptions
 of Lemmas 4.13–4.15 hold, and f be
defined by (2.60), i.e. f, v := Ω gv dx + ΓN hv dS. Then Φ − f has a minimizer
on {v ∈ W 1,p (Ω); v|ΓD = uD }, and every such minimizer solves the boundary-
value problem (4.20) in the weak sense.

Proof. Let us first transform the problem on the linear space V := {v ∈

W 1,p (Ω); v|ΓD = 0}, cf. (2.52), as we did in Proposition 2.27: define Φ0 : v →
Φ(v + w) with w ∈ W 1,p (Ω) such that w|ΓD = uD and f ∈ V ∗ again by (2.60). De-
noting A0 := Φ0 , we have A0 : V → V ∗ and A0 (v) = A(v + w) with A := Φ . The
reflexivity13 of W 1,p (Ω) ensures also reflexivity of its closed14 subspace V . The
weak lower semicontinuity and coercivity of Φ, proved respectively in Lemma 4.14
and 4.15, is inherited by Φ0 , and therefore the existence of a minimizer u0 of Φ0
on V follows by the compactness argument. Then, in view of (4.26), DΦ(u0 , v) = 0
for any v ∈ V just means that u0 ∈ V solves A0 (u0 ) = f . Then u := u0 + w solves
A(u) = f , i.e. it is the sought weak solution to the boundary-value problem (4.20)
cf. Proposition 2.27.
Observing that V + w = {v ∈ W 1,p (Ω); v|ΓD = uD }, one can see that u
minimizes Φ − f on V + w. 

Remark 4.17. In contrast to the non-potential case, Lemma 4.14(ii) allows us to

treat nonlinearities of the type c(∇u) without requiring strict monotonicity (2.68a)
of a(x, r, ·). Of course, the price for it is the severe restriction (4.21).

13 Recall that 1 < p < +∞ is supposed.

14 Closedness of V follows from the continuity of the trace operator u → u|ΓD .
120 Chapter 4. Potential problems: smooth case

4.3 Examples and exercises

Exercise 4.18. Show that lower semicontinuous function f : X → R ∪ {+∞}
satisfying 12 f (u1 ) + 12 f (u2 ) ≥ f ( 12 u1 + 12 u2 ) is convex.15

Example 4.19 (Duality mapping 16 ). If V ∗ is strictly convex, the duality mapping

J : V → V ∗ has a potential Φ(u) = 12 u2 . Indeed, we have

1

J(v), v − u ≥ v2 − u v ≥ v2 − u2 + v2
2
1 1
= v2 − u2 ≥ u v − u2 ≥ J(u), v − u . (4.32)
2 2

Then put v = u + th. We get J(u + th), th ≥ 12 u + th2 − 12 u2 ≥ J(u), th.
Divide it by t = 0, then let t → 0. By the radial continuity17 of J, we come to

11 1 
J(u), h = lim u + th2 − u2 =: DΦ(u, h). (4.33)
t→0 t 2 2

Exercise 4.20. Consider (4.21) and the situation in Exercise 2.84 with (2.142), i.e.
− 2
b < min(1, εc )/N . Show that Φ is strictly convex.

Exercise 4.21 (Abstract Ritz approximation). Consider the Ritz approximation

(4.18) and show that uk u (for a subsequence) where u solves A(u) = 0,
A = Φ and, in addition, minimizes Φ over V . Besides, show that Φ(uk ) → Φ(u).18
Moreover, assuming Φ = Φ1 + Φ0 with Φ0 weakly continuous and Φ1 such that
Φ1 (uk ) → Φ1 (u) and uk u imply uk → u, show that uk → u.19

Exercise 4.22. Derive (4.23) from (4.6), assuming existence of a potential and
using Fubini’s theorem 1.19.20
15 Hint: by iterating, show that λf (u ) + (1−λ)f (u ) ≥ f (λu + (1−λ)u ) not only for λ = 1/2
1 2 1 2
but also for λ = 1/4 and 3/4, and then for any dyadic number in [0, 1], i.e. λ = k2−l , l ∈ N,
k = 0, 1, . . . , 2 . Such numbers are dense in [0, 1], and the general case λ ∈ [0, 1] then uses the
l

lower semicontinuity of f .
16 The observation that J has a potential is due to Asplund [20].
17 Recall that we proved even the (norm,weak*)-continuity of J if V ∗ is strictly convex, see

Lemma 3.2(ii).
18 Hint: For any v∈V take v ∈V such that v → v. Then Φ(u ) ≤ Φ(v ) and, by weak lower
k k k k k
semicontinuity and strong continuity of Φ, it holds that

Φ(u) ≤ lim inf Φ(uk ) ≤ lim inf Φ(vk ) = lim Φ(vk ) = Φ(v).
k→∞ k→∞ k→∞

For a special case v := u, it follows that Φ(uk ) → Φ(u).

19 Hint: From Φ(u ) → Φ(u) (already proved) and Φ (u ) → Φ (u) (which follows from weak
k 0 k 0
continuity of Φ0 ), deduce Φ1 (uk ) → Φ1 (u). 
Ê 1 Ê




20 Hint: A(tu), u dt = 01 Ω a(tu, t∇u)·∇u+c(tu, t∇u)udx+ Γ b(tu)udS dt= Ω 01 a
0

1 

1
N


(tu, t∇u)·∇udt + 0 c(tu, t∇u)u dt dx + ΓN 0 b(tu)u dtdS = Ω ϕ(u, ∇u) dx + ΓN ψ(u) dS.
4.3. Examples and exercises 121


Example 4.23. (p-Laplacean.) The operator A(u):=−div |∇u|p−2 ∇u on W01,p (Ω)
has the potential 
1
Φ(u) = |∇u(x)|p dx. (4.34)
p Ω
It just suffices to evaluate (4.23b) with ϕ = ϕ(s):
 1  1  1 . p /1
p−2 p p−1 p t |s|p
ϕ(s) = s·a(x, ts) dt = s·|ts| ts dt = |s| t dt = |s| = .
0 0 0 p t=0 p

Exercise 4.24. Verify (4.21) for ai (x, s) := |s|p−2 si .21 Show that a ∈ Wloc
1,1
(Rn ).22
Example 4.25 (More general potentials23 ). Consider a coefficient σ : R+ → R+
depending on the magnitude of ∇u and the quasilinear mapping


u → −div σ(|∇u|2 )∇u . (4.35)

In application, the concrete form of the function σ(·) > 0 may reflect some phe-
nomenology resulting from experiments. Obviously, it fits with our concept for
ai (x, r, s) := σ(|s|2 )si and c ≡ 0. The symmetry condition (4.21) is satisfied and
 |s|2
1
ϕ(x, r, s) ≡ ϕ(s) = σ(ξ) dξ. (4.36)
2 0

The monotonicity of the mapping (4.35) is related to positive definiteness of the

second derivative ϕ (s), i.e. ϕ (s; s̃, s̃) = 2σ  (|s|2 )(s · s̃)2 + σ(|s|2 )|s̃|2 ≥ 0 for any
s, s̃ ∈ Rn . This is trivially true if σ  (|s|2 ) ≥ 0. When estimating (s · s̃)2 ≥ −|s|2 |s̃|2 ,
one can see that this condition is certainly satisfied if

∀ξ ≥ 0 : σ(ξ) ≥ 2ξ max(−σ  (ξ), 0 . (4.37)

Hence σ may increase arbitrarily but must have a limited decay.

Exercise 4.26 (Regularizations of p-Laplacean). Having in mind (4.36) with the
coefficient σ in the analytical form

(p−2)/2
σ(ξ) := ε1 + ε2 + ξ or (4.38a)

2 p−2
σ(ξ) := ε1 + ε2 + ξ , ε1 , ε2 ≥ 0, (4.38b)
21 Hint: The symmetry of the matrix as (x, s) follows by the direct calculations:

∂ai (x, s) ∂|s|p−2 si

= = si (p − 2)|s|p−4 sj + |s|p−2 δij .
∂sj ∂sj

22 Hint: Indeed, s (p − 2)|s|p−4 s = O(|s|p−2 ) for s → 0. Hence this term is integrable also
i j
around the origin if p > 1, as assumed.
23 Cf. also Málek et al. [229, p.15] or Zeidler [354, Vol.II/B, Lemma 25.26].
122 Chapter 4. Potential problems: smooth case

show that ϕ (s; s̃, s̃) ≥ 0 so that (4.35) creates a monotone potential mapping.24
One obviously gets the p-Laplacean when putting ε1 = ε2 = 0 in (4.38) while
ε2 > 0 makes its regularization around 0 as shown on Figure 9. The effect of ε1 > 0
is just a vertical shift of σ and has already been considered in Exercise 2.84.

2 2
σ p = 7/5 σ (a)
(c)

1 (b) 1 (b)
p = 12 / 5
(a) (c)
0 0
2 2
0 3 ξ= u 6 0 3 ξ= u 6

Figure 9. Various dependence of the coefficient σ as a function of |∇u| ; 2

(a) = the case (4.38a) with ε1 = 0 and ε2 = 2,

(b) = the case (4.38b) with ε1 = 0 and ε2 = 2,
(c) = the case (4.38) with ε1 = ε2 = 0, i.e. the p-Laplacean.

Exercise 4.27 (Convergence of the finite-element method ). Consider the boundary-

value problem (2.136). Show that it has the potential
   u(x)    u(x) 
|∇u(x)|p
Φ(u) = + c(x, r)dr dx + b(x, r)dr dS (4.39)
Ω p 0 Γ 0

and note that no smoothness of b(x, ·) and c(x, ·) is required for (4.39). Assume Ω
polyhedral, take a finite-dimensional Vk as in Example 2.63, and consider further
an approximation by the Ritz method: minimize Φ on Vk to get some uk ∈ Vk
satisfying the Galerkin identity (2.8) with A = Φ . Show that uk u where u
minimizes Φ over V = W 1,p (Ω).25 Assume a subcritical growth of b(x, ·) and c(x, ·)
and deduce the strong convergence (in terms of subsequences)26

uk → u in W 1,p (Ω). (4.40)

Exercise 4.28 (Nonmonotone terms with critical growth). Consider the equation
−∆u + c(u) = g with c(r) = r5 − r2 in Ω ⊂ R3 with Dirichlet boundary conditions,
n = 3, and show existence of a weak solution in W 1,2 (Ω).27

24 Hint: Realize that, for p ≥ 2, the coefficient σ is nondecreasing and positive (hence (4.37)

25 Hint: Combine Exercise 4.21 with density of

Ë
holds trivially) while, for p ≤ 2, (4.37) can be verified by calculations.
1,p (Ω) as in Example 2.63.
Ê k∈N Vk in W
26 Hint: Use Exercise 4.21 with Φ (u) = 1
1 p Ω
|∇u(x)| p dx and then just use Theorem 1.2 and

uniform convexity of Lp (Ω; Rn ).

27 Hint: Realize that 2∗ = 6 for n = 3 and combine convex continuous functional Φ (u) :=
Ê Ê 1
1
u6 dx with nonconvex but weakly continuous functional Φ2 (u) := − 13 Ω u3 dx on W 1,2 (Ω),
6 Ω Ê
and realize coercivity of Φ(u) := 12 Ω |∇u|2 dx + Φ1 (u) + Φ2 (u).
4.3. Examples and exercises 123

Remark 4.29 (Strong convergence of Ritz’ method ). In fact, only a strict convex-
ity of the nonlinearity s → a(x, s) is sufficient for (4.40).28 This is a nontrivial
effect that, in this concrete potential case, the d-monotonicity needed in abstract
nonpotential case, cf. Remark 2.21, can be considerably weakened.
Example 4.30 (Advection v · ∇u does not have any potential). Following Ex-
∗
ercise 2.86, we consider A : W (Ω) → W (Ω) defined by A(u), v =
1,2 1,2

v ·∇u) vdx with a given vector field v with, say, div v = 0 and v |Γ = 0. Using
Ω (
Green’s formula, we can evaluate
 1  1  1  
u2 u2
A(tu), u dt = tuv ·∇u dxdt = t v ·∇ dxdt = − (div v ) dx = 0.
0 0 Ω 0 Ω 2 Ω 4
By (4.6), a potential Φ of A would have to be constant so that Φ = 0, but
obviously A = 0. This shows that A cannot have any potential. Realize that, of
course, the condition (4.21) indeed fails.
 n ∂
Exercise 4.31 (Anisotropic p-Laplacean). Consider Φ(u) := 1p Ω i=1 | ∂x u|p dx
 n ∂ ∂ ∂
i

on V := W01,p (Ω). Show that Φ (u) = − i=1 ∂x (| ∂x u|p−2 ∂x u) =

n ∂ p 
i i i
(1−p)( i=1 | ∂xi u| )1 − 2/p∆u and that Φ is monotone and, if p ≥ 2, uniformly
monotone.29
Exercise 4.32 (Higher-order Euler-Lagrange equation). Consider the 4th-order
equation as in Exercise 2.93, i.e.



div div a(x, u, ∇u, ∇2 u) − div b(x, u, ∇u, ∇2 u) + c(x, u, ∇u, ∇2 u) = g (4.41)
here with (a, b, c) : Ω×R×Rn ×Rn×n → Rn×n ×Rn ×R, and show that the symme-
try condition like (4.21) now looks as
∂aij (x, r, R, S) ∂akl (x, r, R, S) ∂aij (x, r, R, S) ∂bk (x, r, R, S)
= , = , (4.42a)
∂Skl ∂Sij ∂Rk ∂Sij
∂aij (x, r, R, S) ∂c(x, r, R, S) ∂bi (x, r, R, S) ∂bj (x, r, R, S)
= , = , (4.42b)
∂r ∂Sij ∂Rj ∂Ri
∂bi (x, r, R, S) ∂c(x, r, R, S)
= , (4.42c)
∂r ∂Ri
for i, j, k, l=1, . . . , n, i.e. symmetry of the Jacobian of the mapping
n n×n
(c(x, ·, ·, ·), b(x,
 ·, ·, ·), a(x, ·, ·, ·)) : R×R ×R → R×Rn ×Rn×n , and then the
potential is Ω ϕ(x, u, ∇u, ∇2 u) dx with ϕ given as in (4.23b) now by
 1
ϕ(x, r, s) = S : a(x, tr, tR, tS) + R·b(x, tr, tR, tS) + r c(x, tr, tR, tS) dt . (4.43)
0
28 The proof, however, is rather nontrivial and uses so-called Young measures generated by
minimizing sequences (here {uk }k∈N ) which must be composed from Dirac measures if a(x, ·) is
strictly convex; cf. Pedregal [280, Theorem 3.16]. See also Visintin [346].
29 Hint: Modify (2.128). For (uniform) monotonicity, modify (2.130) or (2.131).
124 Chapter 4. Potential problems: smooth case

Exercise 4.33 (p-biharmonic operator ). Consider aij in the previous Exercise 4.32
given by (2.102) and bi = c = 0, verify (4.42), and evaluate (4.43) to show that the
p-biharmonic
 operator ∆(|∆|p−2 ∆) on V := W02,p  (Ω)2 has the potential Φ(u) :=
p
1
p Ω |∆u| dx. For p = 2, consider also Φ(u) = 1
2 Ω |∇ u|2
dx.30

4.4 Bibliographical remarks

Calculus of variations and related variational problems have been cultivated in-
tensively since the 17th century by Fermat, Newton, Leibnitz, Bernoulli, Euler,
Lagrange, Legendre, or Jacobi, often related to direct applications in physics and
always bringing inspiration to development of mathematics.
The exposition here is narrowly focused on coercive problems leading to el-
liptic boundary-value problems. As to the abstract theory presented in Sect. 4.1,
for further reading we refer to Blanchard, Brüning [50, Chap.2,3], Dacorogna [98,
Chap.3], Gajewski, Gröger, Zacharias [144, Sect.III.4], Vainberg [343, Chap.II-IV],
Zeidler [354,
 Parts II/B & III]. Reading about the problems having the potential of
the type Ω ϕ(u, ∇u)dx may include in particular Dacorogna [98, Chap.3], Evans
[120, Chap.8], Gilbarg and Trudinger [Sect.11.5][153], Jost and Li-Jost [187], La-
dyzhenskaya and Uraltseva [213, Chap.5].
Vectorial problems leading to systems of equations requiring special tech-
niques, cf. also Sect. 6.1, are addressed e.g. by Dacorogna [98, Chap.IV], Evans
[120, Chap.8], Giaquinta, Modica and J. Souček [152, Part II, Sect.1.4], Giusti
[154, Chap.5], Morrey [248], Müller [254], and Pedregal [280, Chap.3].
There are many other variational techniques relying on critical points dif-
ferent from the global minimizers used here and more sophisticated principles,
sometimes able to cope also with side conditions. Let us mention the celebrated
mountain-pass technique by Ambrosetti and Rabinowitz [16] or Lyusternik and
Schnirelman theory [224]. The monographs devoted to such advanced techniques
are, e.g., Blanchard and Brüning [50], Chabrowski [78], Fučı́k, Nečas, Souček [134],
Giaquinta and Hildebrandt [151], Giaquinta, Modica and J. Souček [152], Giusti
[154], Kuzin and Pohozaev [210], Struwe [332], Zeidler [354, Part III].

 30 Hint: realize that ∂a /∂R

| n
ij kl = 0 for i = jÊ or k = l, and
Ê that2 (4.43) gives ϕ(S) =
k=1 Skk | /p. Further realize, for p = 2, that Ω |∇ u| dx = Ω |∆| dx under the Dirich-
p 2 2

let boundary conditions, cf. Example 2.43.

Chapter 5

Nonsmooth problems;
variational inequalities

Many problems in physics and in other applications cannot be formulated as equa-

tions but have some more complicated structure, usually of a so-called comple-
mentarity problem. From the abstract viewpoint, the equations are replaced by
inclusions involving set-valued mappings. We confine ourselves to a rather simple
case (but still having wide applications) which involves set-valued mappings whose
“set-valued part” can be described as a subdifferential of a convex but nonsmooth
potential. Recall that we consider, if not said otherwise, V reflexive.

5.1 Abstract inclusions with a potential

A set-valued mapping A : V ⇒ V ∗ is called monotone if, for all f1 ∈ A(u1 ) and
f2 ∈ A(u2 ), it holds that f1 − f2 , u1 − u2  ≥ 0. We admit A(u) = ∅ and denote the
definition domain of A by dom(A) := {u ∈ V ; A(u) = ∅}. Naturally, A : V ⇒ V ∗ is
called maximal monotone if the graph of A is maximal (with respect to the ordering
by inclusion) in the class of monotone graphs (i.e. graphs of monotone set-valued
mappings) in V × V ∗ . By the Kuratowski-Zorn lemma, any monotone set-valued
mapping admits a maximal monotone extension, cf. Figure 10a,b. Besides, we call
A : V ⇒ V ∗ coercive if

f, u
lim inf = +∞. (5.1)
u→∞ f ∈A(u) u

Moreover, Φ : V → R̄ := R ∪ {±∞} is called proper if it is not identically equal to

+∞ and does not take the value −∞.
126 Chapter 5. Nonsmooth problems; variational inequalities

a) A(u) b) A(u) c) A(u)

1 1 -1
-1 u -1 u 1 u

Figure 10. a) a monotone but not maximal monotone mapping A : R → R,

b) a maximal monotone extension A : R ⇒ R of the mapping from a),
c) another maximal monotone A : R ⇒ R, inverse to the mapping from b);
note that it is a normal-cone mapping to the interval [−1, 1], cf. (5.3).

Here we shall consider some functional (again called a potential) Φ : V →

R̄ := R ∪ {+∞, −∞} such that the (set-valued) mapping A represents a certain
generalization of the gradient of Φ. Except Remark 5.8, we confine ourselves to
the case that Φ is convex, and then A : V ⇒ V ∗ will be the subdifferential of Φ,
i.e. A = ∂Φ, defined by
 
∂Φ(u) := f ∈ V ∗ ; ∀v ∈ V : Φ(v) + f, u − v ≥ Φ(u) , (5.2)

cf. Figure 11. It is indeed a generalization of the gradient because, if A is also the
Gâteaux differential, then ∂Φ(u) = {Φ (u)}.1 If Φ is finite and continuous at u,
then ∂Φ(u) = ∅,2 otherwise emptiness of ∂Φ(u) is possible not only on V \ dom(Φ)
but also on dom(Φ) as well as situations when dom(∂Φ) is not closed, cf. Figure 11.
+
Φ
1 f2 e
epi(Φ ) yperplan f3
a support sup porting h
ing another 1
hyperplan
e
1
-f 1
u
0 u2
u1
Figure 11. Subdifferential of a convex lower semicontinuous function; an exam-
ple for ∂Φ(u1 ) = ∅, ∂Φ(u2 ) = [f1 , f2 ]  f3 , and dom(Φ)=[u1 , +∞)
= dom(∂Φ)=(u1 , +∞) because limuu1 Φ (u) = −∞.

Example 5.1 (Normal-cone mapping). If K is a closed convex subset of V and

Φ(u) = δK (u) is the so-called indicator function, i.e. δK (u) = 0 if u ∈ K and
δK (u) = +∞ if u ∈ K, then, by the definition (5.2), we can easily see that
! 
f ∈V ∗ ; ∀v∈K : f, v − u ≤ 0 for u ∈ K,
∂δK (u) = NK (u) := (5.3)
∅ for u ∈ K,

where NK (u) is the normal cone to K at u; cf. Figure 1 on p. 6.

1 Cf. Exercise 5.32 below.

2 This can be proved by the Hahn-Banach Theorem 1.5.
5.1. Abstract inclusions with a potential 127

Example 5.2 (Potential of the duality mapping). For Φ(u) = 12 u2 , it holds
∂Φ(u) = J(u), the duality mapping.3 For V ∗ strictly convex, cf. Example 4.19.
Theorem 5.3 (Convex case4 ). Let A : V ⇒ V ∗ have a proper convex potential
Φ : V → R̄, i.e. A = ∂Φ. Then:
(i) A is closed-valued, convex-valued, and monotone.
(ii) If Φ is lower semicontinuous, then A is maximal monotone.
(iii) If Φ is also coercive, then A is surjective in the sense that the inclusion

A(u)  f (5.4)
has a solution for any f ∈ V ∗ .
Proof. Closedness and convexity of the set ∂Φ(u) is obvious. To show monotonicity
of the mapping ∂Φ, we use the definition (5.2) so that, for any fi ∈ ∂Φ(ui ) with
i = 1, 2, one has
Φ(u2 ) ≥ Φ(u1 ) + f1 , u2 −u1  and Φ(u1 ) ≥ Φ(u2 ) + f2 , u1 −u2 . (5.5)
By a summation, one gets f1 − f2 , u1 − u2  ≥ 0.
As to (ii), take (u0 , f0 ) ∈ V ×V ∗ and assume that f0 − f, u0 − u ≥ 0 for any
(f, u) ∈ Graph(A). As V is assumed reflexive, we can consider it, after a possible
renorming due to Asplund’s theorem, as strictly convex together with its dual.
Then, we consider (f, u) such that J(u) + f = J(u0 ) + f0 , f ∈ A(u), J : V → V ∗
the duality mapping, i.e. [J +A](u)  J(u0 )+f0 ; such u does exist due to the point
(iii) below applied to the convex coercive functional v → 12 v2 + Φ(v), cf. also
Example 4.19. Then 0 ≤ f0 − f, u0 − u = J(u) − J(u0 ), u0 − u and, by the strict
monotonicity of J, cf. Lemma 3.2(iv), we get u0 = u so that (f, u) ∈ Graph(A).
The point (iii) can be proved by the direct method: Φ convex and lower
semicontinuous implies that Φ is weakly lower semicontinuous; cf. Exercise 5.28.
Then, by coercivity of Φ and reflexivity of V , the functional Φ − f , being also
coercive, possesses a minimizer u, see Theorem 4.2. Then ∂Φ(u)  f because
otherwise ∂Φ(u)  f would imply, by the definition (5.2), that
∃v ∈ V : Φ(v) + f, u − v < Φ(u) (5.6)
so that [Φ−f ](v) = Φ(v) − f, v < Φ(u) − f, u = [Φ−f ](u), a contradiction. 
Theorem 5.4 (Special nonconvex case). Let Φ = Φ1 + Φ2 : V → R̄ be coercive,
Φ1 be a proper convex lower semicontinuous functional and Φ2 be a weakly lower
semicontinuous and Gâteaux differentiable functional, and let A1 = ∂Φ1 and A2 =
Φ2 . Then, for any f ∈ V ∗ , there is u ∈ V solving the inclusion
A1 (u) + A2 (u)  f . (5.7)
3 The inclusion ∂Φ(u) ⊃ J(u) follows from 1
2
v2− 12 u2 ≥ v u − u2 ≥ f, v − u
for f ∈ J(u), cf. also (4.32). Conversely, f ∈ J(u) implies 12 u + th2 − 12 u2 ≥ t f, h . Then,
likewise (4.33), DΦ(u, h) ≥ f, h for any h ∈ X, hence inevitably f ∈ ∂Φ(u).
4 In fact, (i)-(ii) holds even for non-reflexive spaces; see Rockafellar [298].
128 Chapter 5. Nonsmooth problems; variational inequalities

Remark 5.5 (Alternative formulations: inequalities). The inclusion (5.7), written

as ∂Φ1 (u)  f − A2 (u), represents, in view of (5.2), a problem involving the
variational inequality
Find u ∈ V : ∀v ∈ V : Φ1 (v) + A2 (u), v − u ≥ Φ1 (u) + f, v − u. (5.8)
Proof of Theorem 5.4. Coercivity and weak lower semicontinuity of Φ with reflex-
ivity implies the existence of a minimizer u of Φ − f . In particular, Φ(u) < +∞
and hence also Φ1 (u) < +∞.
Suppose that (5.7) does not hold, i.e. ∂Φ1 (u)  f − Φ2 (u). By negation of
(5.8), this just means that
∃v ∈ V : Φ1 (v) + f − Φ2 (u), u − v < Φ1 (u). (5.9)
For 0 < ε ≤ 1, put vε = u + ε(v−u). As Φ1 is convex, it has the directional
derivative DΦ1 (u, v − u) and
Φ1 (vε ) − Φ1 (u) Φ1 (vε ) − Φ1 (u)
DΦ1 (u, v − u) := lim = inf
ε0 ε ε>0 ε
≤ Φ1 (v1 ) − Φ1 (u) = Φ1 (v) − Φ1 (u) < +∞. (5.10)
Note that DΦ1 (u, v − u) is finite because it is bounded from below by −DΦ1 (u, u −
v) > −∞ by similar argument as (5.10). In particular,
Φ1 (vε ) = Φ1 (u) + εDΦ1 (u, v − u) + o1 (ε) (5.11)
with some o1 such that limε0 o1 (ε)/ε is 0. Moreover, as Φ2 is smooth, hence
Φ2 (u), v − u = DΦ2 (u, v − u), by the definition of Gâteaux differential, it holds
that
Φ2 (vε ) = Φ2 (u) + εΦ2 (u), v − u + o2 (ε) (5.12)
with some o2 such that limε→0 o2 (ε)/ε = 0. Thus, adding (5.11) and (5.12) and
using (5.10), we get
Φ1 (vε ) + Φ2 (vε ) − f, vε  = Φ1 (u) + Φ2 (u) − f, u
 
+ ε DΦ1 (u, v−u) + DΦ2 (u, v−u) − f, v−u + o1 (ε) + o2 (ε)
≤ Φ1 (u) + Φ2 (u) − f, u
 
+ ε Φ1 (v) − Φ1 (u) + Φ2 (u), v−u − f, v−u + o1 (ε) + o2 (ε). (5.13)

By (5.9), the multiplier of ε is negative, and therefore this term dominates o1 (ε) +
o2 (ε) if ε>0 is sufficiently small. In both cases, for a small ε>0, Φ1 + Φ2 − f takes
at vε a lower value than at u, a contradiction. 
Remark 5.6 (Special cases). If Φ1 := Φ0 + δK with both Φ0 : V → R and K ⊂ V
convex, then, for A = A2 , (5.8) turns into the variational inequality:
Find u ∈ K : ∀v ∈ K : A(u), v−u + Φ0 (v) − Φ0 (u) ≥ f, v−u. (5.14)
5.2. Application to elliptic variational inequalities 129

Often, Φ0 = 0 and then (5.14) can equally be written in the frequently used form

f − A(u) ∈ NK (u), (5.15)

which is a special case of (5.7)

Corollary 5.7. Let A = A1 + A2 : V ⇒ V ∗ have the set-valued part A1 : V ⇒ V ∗
monotone, coercive, and possessing a proper weakly lower semicontinuous potential
Φ1 , and the single-valued part A2 : V → V ∗ be pseudomonotone and possessing a
(smooth) potential Φ2 with an affine minorant. Then, for any f ∈ V ∗ , the inclusion
(5.4) has a solution.
Proof. Denote Φ1 and Φ2 the respective potentials. Then A1 coercive and
monotone implies Φ1 coercive; cf. Exercise 5.30. Moreover, as Φ2 has an affine
minorant, Φ1 + Φ2 is also coercive. Furthermore, Φ2 is weakly lower semicontinu-
ous, see Theorem 4.4(ii). Then we can use Theorem 5.4. 

Remark 5.8 (Hemivariational inequalities). In case of a general nonconvex locally

Lipschitz Φ, the so-called Clarke (generalized) gradient is defined by:
 
∂C Φ(u) := f ∈ V ∗ ; ∀v ∈ V : D◦ Φ(u, v) ≥ f, v (5.16)

where D◦ Φ(u, v) denotes the generalized directional derivative defined by

Φ(ũ+εv) − Φ(ũ)
D◦ Φ(u, v) := lim sup ; (5.17)
ũ→u ε
ε0

see Clarke [83] for more details. Inclusions involving Clarke’s gradients are called
hemivariational inequalities. In the special case of Theorem 5.4, we have ∂C Φ =
∂Φ1 + Φ2 provided Φ1 is locally Lipschitz continuous.

5.2 Application to elliptic variational inequalities

We will illustrate the previous theory on the 2nd-order elliptic variational in-
equality forming a so-called unilateral problem with an obstacle (determined by a
function w) distributed over Ω and with Newton-type boundary conditions:
⎧ ⎫
⎪
⎪ −div a(x, u, ∇u) + c(x, u, ∇u) ≥ g , ⎪
⎬
⎪
⎪
⎪
⎪ u ≥ w, in Ω,
⎪
⎨
div a(x, u, ∇u) − c(x, u, ∇u) + g (u − w) = 0 ⎪
⎪ ⎭
⎫ (5.18)
⎪
⎪ ν · a(u, ∇u) + b(x, u) ≥ h, ⎬ ⎪
⎪
⎪
⎪
⎪ u ≥ w, on Γ.
⎪
⎪ ⎪
⎩
 ⎭
ν · a(x, u, ∇u) + b(x, u, ∇u) − h (u − w) = 0
130 Chapter 5. Nonsmooth problems; variational inequalities

The equalities in (5.18) express transversality of residua from the corresponding in-
equalities, while the triple of these two inequalities and one transversality relation
is called a complementarity problem.
An interpretation illustrated in Figure 12 in a two-dimensional case is that
u is a vertical deflection of an elastic membrane5 elastically fixed on the contour
Γ and stretched above a nonpenetrable obstacle given by the graph of w.

u,w a contact zone

a membrane
u=u(x)
x2 an obstacle
x1
Ω+ Ω0 w=w(x)
Γ+ a free boundary
Figure 12. A schematic situation of unilateral problems on Ω ⊂ R2 : a deflected
elastic membrane being in a partial contact with a rigid obstacle.
The abstract inequality (5.14) with Φ0 = 0, A given by (2.59) and f by (2.60)
leads to the weak formulation, resulting in a variational inequality:

Find u ∈ K : ∀v ∈ K : a(u, ∇u) · ∇(v−u) + c(u, ∇u)(v−u) dx
Ω  
+ b(u)(v−u) dS ≥ g(v−u) dx + h(v−u) dS
Γ Ω Γ
(5.19)
where 
K := v ∈ W 1,p (Ω); v ≥ w in Ω . (5.20)
Assuming the symmetry condition (4.21), in view of Lemma 4.13, (5.19) results
in minimization over W 1,p (Ω) of the potential
Φ − f : u → Φ0 (u) − f, u + δK (u)
 



:= ϕ(u, ∇u) − gu dx + ψ(u) − hu dS + δK (u), (5.21)
Ω Γ

where Φ0 is defined as in (4.23a) and ϕ and ψ are defined by (4.23b,c).

Proposition 5.9 (Weak vs. classical formulations). Let w ∈ C(Ω̄) and u ∈
C 2 (Ω̄). Then the inequality (5.19) is satisfied if and only if (5.18) holds.
Proof. Let us denote
 
Ω+ := x ∈ Ω; u(x) > w(x) , Ω0 := x ∈ Ω; u(x) = w(x) ,
 
Γ+ := x ∈ Γ; u(x) > w(x) , Γ0 := x ∈ Γ; u(x) = w(x) ,
5 To be more precise, this interpretation refers to a(x, r, s) = αs with α > 0 the elasticity
coefficient, c = 0, and g a tangential outer force per unit area.
5.2. Application to elliptic variational inequalities 131

cf. Figure 12. For u solving (5.18) and for any v ∈ W 1,p (Ω) such that v ≥ w, by
Green’s formula, we can write
 
a(u, ∇u) · ∇(v − u) + c(u, ∇u)(v − u) dx + b(u)(v − u) dS
Ω
 Γ



= div a(u, ∇u) − c(u, ∇u) (u−v)dx + ν · a(u, ∇u) + b(u) (v−u)dS
Ω Γ


= div a(u, ∇u) − c(u, ∇u) (u−v) dx
Ω+



+ div a(u, ∇u) − c(u, ∇u) (u−v) dx
Ω
 0 



+ ν · a(u, ∇u) + b(u) (v − u)dS + ν · a(u, ∇u) + b(u) (v − u)dS
Γ Γ0
 +   
=: I1 (x) dx + I2 (x) dx + I3 (x) dS + I4 (x) dS.
Ω+ Ω0 Γ+ Γ0

Now, by (5.18), we have I1 = g(v − u) in Ω+ , I2 ≥ g(v − u) because div a(u, ∇u) −

c(u, ∇u) ≤ −g and u − v = w − v ≤ 0 in Ω0 , I3 = h(v − u) on Γ+ , and finally
I4 ≥ h(v − u) because ν · a(u, ∇u) + b(u) ≥ h and v − u = v − w ≥ 0 on Γ0 . Hence,
altogether
     
I1 dx + I2 dx + I3 dS + I4 dS ≥ g(v−u) dx + h(v−u) dS
Ω+ Ω0 Γ+ Γ0 Ω Γ

so that (5.19) has been obtained.

Conversely, if the solution u to (5.19) is regular enough, we can take z smooth
such that supp(z) ⊂ Ω+ . Then, for a sufficiently small |ε|, v := u + εz ∈ K so that,
by putting it into (5.19), one gets
 
a(u, ∇u) · ∇z + c(u, ∇u)z dx ≥ gz dx. (5.22)
Ω Ω

Considering also −z instead of z, we get an equality in (5.22). Then, by using the

Green formula, we get div a(u, ∇u) − c(u, ∇u) + g = 0 a.e. in Ω+ . The inequality
u ≥ w is directly involved in (5.19). Since, for z ≥ 0 with supp(z) ⊂ Ω0 , always
v = u + z ∈ K, we get by putting such v into (5.19) the inequality Ω gz dx ≤
Ω a(u, ∇u) · ∇z + c(u, ∇u)z dx = Ω (−div a(u, ∇u) + c(u, ∇u))z dx, which gives
div a(u, ∇u)−c(u, ∇u)+g ≤ 0 a.e. in Ω0 . Altogether, the complementarity relations
in Ω constituting (5.18) have been verified.
The complementarity relations on Γ can be verified analogously by taking
test functions having nonvanishing traces on Γ. If u(x) > w(x) for some x ∈ Γ,
then, taking a sufficiently small neighbourhood N of x, we have u > w on Ω ∩ N
(i.e. N ∩ Ω0 = ∅), and then v := u + εz ∈ K for a sufficiently small |ε| provided
132 Chapter 5. Nonsmooth problems; variational inequalities

supp(z) ⊂ Ω ∩ N . Putting it into (5.19), one gets

   
a(u, ∇u)·∇z+c(u, ∇u)z dx + b(u)z dS ≥ gz dx + hz dS.
Ω∩N Γ∩N Ω∩N Γ∩N

By using the Green formula, we get




− div a(u, ∇u) + c(u, ∇u) − g z dx
Ω∩N



+ ν · a(u, ∇u) + b(u) − h z dS ≥ 0. (5.23)
Γ∩N

Considering also −z instead of z, we get equality in (5.23). As we already know

that div a(u, ∇u)−c(u, ∇u)+g = 0 in Ω∩N ⊂ Ω+ , we get ν ·a(u, ∇u)+b(u)−h = 0
on Γ ∩ N . In general, we can take z ≥ 0 arbitrary, e.g. such that it will be small
in Ω but with prescribed values on Γ. This will push the first integral in (5.23) to
zero while the second one then yields ν · a(u, ∇u) + b(u) − h ≥ 0 on Γ. 

A theoretically and to some extent also numerically6 efficient method of reg-

ularization (or approximation) for problems like (5.18) is the so-called penalty
method. In the potential case, its Lq -variant leads to approximation of the func-
tional from (5.21) by the functional
 
q  
(w − u)+
Φε (u) = ϕ(u, ∇u) + dx + ψ(u) dS (5.24)
Ω qε Γ

where v + := max(0, v). The idea is then to minimize Φε − f over the whole
W 1,p (Ω), which corresponds to the boundary-value problem
⎧
⎨ 1
q−1
−div a(u, ∇u) + c(u, ∇u) − (w − u)+ = g in Ω,
ε (5.25)
⎩ ν · a(u, ∇u) + b(x, u) = h on Γ.

Now, we need to modify the coercivity A(v), v − w ≥ δvpW 1,p (Ω) + C with δ > 0
and some C (depending possibly on w). E.g., we can modify (4.31) to

a(x, r, s)·(s−∇w(x)) + c(x, r, s)(r−w(x))

≥ ε1 |s|p + ε2 |r|q0 − k0 (x) − k1 (x)|s| − k2 (x)|r|, (5.26a)
b(x, r)(r−w(x)) ≥ −k3 (x) − k4 (x)|r| (5.26b)

∗

with some ε0 , ε1 > 0, p ≥ q0 > 1, and k0 ∈ L1 (Ω), k1 ∈ Lp (Ω), k2 ∈ Lp (Ω),
#

k3 ∈ L1 (Γ), and k4 ∈ Lp (Γ).
6 If also a discretization as in Exercise 4.27 is applied, one can implement the resulting min-

imization problem on computers although its numerical solution is not always easy if ε > 0 in
(5.24) has to be chosen small.
5.2. Application to elliptic variational inequalities 133

Proposition 5.10 (Convergence of the penalty method). Assume 1 < q ≤

p∗ , and a, b and c satisfy the qualifications in Lemmas 4.13–4.14, in particular the
symmetry (4.21), and coercivity in the sense (5.26) hold. Then:
(i) The boundary-value problem (5.25) has always a weak solution uε ∈ W 1,p (Ω).
(ii) The sequence {uε }ε>0 is bounded in W 1,p (Ω) and converges (in terms of
subsequences) weakly to a solution u of (5.19). Also the values of Φ0
converge,
 i.e. limε→0 Φ0 (uε ) := limε→0 Ω ϕ(uε , ∇uε )dx + Γ ψ(uε )dS →
Ω
ϕ(u, ∇u)dx + Γ ψ(u)dS =: Φ0 (u).
(iii) If, in addition, the mapping A induced by (a, c) is d-monotone with respect to
the seminorm v → ∇vLp (Ω;Rn ) , then uε → u (a subsequence) in W 1,p (Ω)
strongly.
Proof. For ε > 0 fixed, existence of a weak solution uε ∈ W 1,p (Ω) to (5.25) follows
by the direct method by using Proposition 4.16.
To prove a-priori estimates, put v := uε − w into the weak formulation of
(5.25). Using also (5.26) and the estimates as in the proof of Lemma 4.15, for a
suitable δ and C, one gets
1
δuε qW0 1,p (Ω) + (w−uε )+ qLq (Ω) − C
ε  
 (w−uε )+ q
≤ a(uε , ∇uε ) · ∇(uε −w) + c(uε , ∇uε )(uε −w) + dx
ε
Ω  
+ b(uε )(uε − w) dS = g(uε − w) dx + h(uε − w) dS. (5.27)
Γ Ω Γ
 
The integrals on the right-hand side can be estimated as Ω g(uε −w) dx+ Γ h(uε −


w) dS = f, uε − w ≤ f W 1,p (Ω)∗ uε W 1,p (Ω) + wW 1,p (Ω) ≤ 2δ uε qW0 1,p (Ω) +
q

Cδ f W0 1,p (Ω)∗ + f W 1,p (Ω)∗ wW 1,p (Ω) with f determined by (and estimated
2
through) the data (g, h), cf. (2.60) and (2.62), and with Cδ = q0 q0 −1 q0 δ/2,
cf. (1.22). In this way, we show {uε }ε>0 bounded in W 1,p (Ω) and, up to a subse-
quence, uε u. √
We have also 1ε (w−uε )+ qLq (Ω) ≤ C so that (w−uε )+ Lq (Ω) = O( q ε).
Using the weak continuity of v → v + Lq (Ω) if q < p∗ (or the weak lower semicon-
tinuity if q = p∗ , cf. Exercise 5.28 below), one gets
(w−u)+ Lq (Ω) ≤ lim inf (w−uε )+ Lq (Ω) ≤ lim sup (w−uε )+ Lq (Ω) = 0.
ε→0 ε→0

Thus u ∈ K has been proved.

The convergence of Φ0 (uε ) to Φ0 (u) can be seen from the estimate
" # " # " # " #
Φ0 − f (u) ≤ lim inf Φ0 − f (uε ) ≤ lim sup Φ0 − f (uε ) ≤ Φ0 − f (u) (5.28)
ε→0 ε→0

because Φ0 is weakly lower semicontinuous (see Lemma 4.14) and always [Φ0 −
f ](uε ) ≤ [Φε − f ](uε ) ≤ [Φε − f ](u) = [Φ0 − f ](u) because uε minimizes Φε − f
134 Chapter 5. Nonsmooth problems; variational inequalities

with Φε := Φ0 + qε 1
(w − ·)+ qLq (Ω) , and because u ∈ K. Then (5.28) yields
limε→0 [Φ0 − f ](uε ) = [Φ0 − f ](u), from which limε→0 Φ0 (uε ) = Φ0 (u) follows.
The fact that u solves (5.19), i.e. minimizes (5.21), follows directly from the
proved facts that u ∈ K and [Φ0 − f ](u) ≤ min(Φ0 − f + δK ), proved in (5.28) if
one realizes also
[Φ0 − f ](uε ) ≤ [Φε − f ](uε ) ≤ min[Φε − f ] ≤ min(Φ0 − f + δK ) (5.29)
because uε minimizes Φε − f and because always Φε ≤ Φ0 + δK .
Now, we are going to prove the strong convergence. By multiplying the equa-
tion in (5.25) by (u − uε ), applying Green’s formula and using the boundary
conditions in (5.25), one gets

1 q−1
a(uε , ∇uε ) · ∇(u−uε ) + c(uε , ∇uε )(u−uε ) − (w − uε )+  (u−uε ) dx
ε
Ω
  
+ b(uε )(u−uε ) dS = g(u−uε ) dx + h(u−uε ) dS.
Γ Ω Γ
 q−1
Since u ≥ w, the term 1ε (w−uε )+  (u−uε ) ≥ 0 a.e. and, by omitting it, one
gets

a(uε , ∇uε ) · ∇(u−uε ) + c(uε , ∇uε )(u−uε )dx
Ω
  
+ b(uε )(u−uε ) dS ≥ g(u−uε ) dx + h(u−uε ) dS. (5.30)
Γ Ω Γ

Then, if (a, c) induces a d-monotone mapping as assumed, by (5.30) we get





d ∇uε Lp (Ω;Rn ) − d ∇uLp(Ω;Rn ) ∇uε Lp (Ω;Rn ) − ∇uLp(Ω;Rn )

≤ (a(uε , ∇uε )−a(u, ∇u)) · ∇(uε −u) + (c(uε , ∇uε )−c(u, ∇u))(uε −u) dx
Ω 



≤ g − c(u) (uε −u) dx + h − b(uε ) (uε −u) dS
Ω Γ

− a(u, ∇u) · ∇(uε −u) dx → 0,
Ω
(5.31)
∗ #

because subsequently uε − u 0 in Lp (Ω), h − b(uε ) → h − b(u) in Lp (Γ) and
p#
uε − u 0 in L (Γ), and ∇uε − ∇u 0 in Lp (Ω; Rn ). From (5.31), one deduces
∇uε Lp (Ω;Rn ) → ∇uLp(Ω;Rn ) . From ∇uε ∇u in Lp (Ω; Rn ) proved above, and
p n
from the uniform convexity of L (Ω; R ), by Theorem 1.2 we get ∇uε → ∇u. 
Remark 5.11 (Free boundary problems). The boundary Ω̄+ ∩ Ω̄0 , which is not
known a-priori and is thus a part of the solution to (5.18), is called a free boundary.
We thus speak about free-boundary problems, abbreviated often as FBPs.
5.3. Some abstract nonpotential inclusions 135

Remark 5.12 (Dual approaches). Having in mind the constraint u ≥ w as in (5.18),

one can write δK used in (5.21) as

δK (u) = sup (u − w)λdx. (5.32)
0≤λ∈Lp∗
(Ω) Ω


Then, defining the so-called Lagrangean L(u, λ) := Φ(u) − f, u + Ω (u − w)λ dx
and realizing that L(·, λ) is convex while L(u, ·) is concave, we have
  
min [Φ − f ] = min Φ(u) − f, u + sup (u − w)λ dx
u∈K u∈W
1,p (Ω) 0≤λ∈Lp∗
(Ω) Ω
  
= min sup Φ(u) − f, u + (w−u)λ dx
u∈W 1,p (Ω) 0≤λ∈Lp∗
(Ω) Ω

≥ sup min L(u, λ);

0≤λ∈Lp∗
(Ω) u∈W
1,p (Ω)

the last inequality holds because always minv∈W 1,p (Ω) L(v, λ) ≤ L(u, λ) ≤
sup0≤ξ L(u, ξ) = Φ(u) for any u and λ.7 Thus the problem now consists in seeking
a saddle point of the Lagrangean L. The problem of finding a supremum over
{λ ≥ 0} of the concave function

Ψ(λ) := min L(u, λ) (5.33)

u∈W 1,p (Ω)

is referred to as the dual problem and can sometimes be easier to solve or/and gives
useful additional information; e.g. the constraint in the dual problems are simpler
and, having an approximate maximizer λ∗ ≥ 0 of Ψ and an approximate minimizer
u∗ ≥ w of Φ, we have a two-sided estimate Ψ(λ∗ ) ≤ minu∈K [Φ − f ] ≤ Φ(u∗ ).
Cf. Exercise 5.47 for a concrete case of Ψ.

5.3 Some abstract nonpotential inclusions

In this section we will again come back to the abstract level and deal with the
inclusion of the type
∂Φ(u) + A(u)  f (5.34)
with Φ convex and with A pseudomonotone but not necessarily having a poten-
tial. We will thus generalize Corollary 5.7 for the case that the smooth part has
no potential. Simultaneously, we will illustrate a general-purpose regularization
technique for the nonsmooth part of (5.34).8
7 Let us remark that the opposite inequality would require a constraint qualification, here

p > n so that K from (5.20) would have an nonempty interior.

8 For a usage of the regularization to potential problems see also Proposition 5.10. In (5.25),

one uses  · qLq -penalty term instead of  · 2W 1,p implied by usage of the formula (5.46), however.
136 Chapter 5. Nonsmooth problems; variational inequalities

Theorem 5.13. Let Φ : V → R ∪ {+∞} be convex, lower semicontinuous, proper,

and possess, for any ε > 0, a convex, Gâteaux differentiable regularization Φε :
V → R such that Φε : V → V ∗ is bounded and radially continuous and Φε → Φ
in the sense

∀v ∈ V : lim sup Φε (v) ≤ Φ(v), (5.35a)

ε→0
vε v =⇒ lim inf Φε (vε ) ≥ Φ(v), (5.35b)
ε→0

and A : V → V ∗ be pseudomonotone (nonpotential, in general) and let, for some

ζ : R+ → R+ such that lims→+∞ ζ(s) = +∞, the following uniform coercivity
hold:
Φε (u) + A(u), u − v
∃v ∈ domΦ ∀ε > 0 ∀u ∈ V : ≥ ζ(u). (5.36)
u

Then, for any f ∈ V ∗ , there is at least one u ∈ V solving the inclusion (5.34).
Proof. By the coercivity (5.36) and the previous results, see Theorem 2.6 with
Lemmas 2.9 and 2.11(i)9 , the regularized problem possesses a solution uε ∈ V , i.e.

Φε (uε ) + A(uε ) = f. (5.37)

Moreover, we show that the coercivity (5.36) is uniform with respect to ε, and
hence uε will be a-priori bounded. Indeed, as Φε is convex, in view of (5.8), the
equation (5.37) means equivalently

Φε (v) + A(uε ) − f, v − uε  ≥ Φε (uε ). (5.38)

Moreover, for v ∈ dom(Φ) and ε > 0 small enough, Φε (v) ≤ Φ(v) + 1 by (5.35a).
Using subsequently (5.36), (5.38), and Φε (v) ≤ Φ(v) + 1, we get the estimate

ζ(uε )uε  ≤ Φε (uε ) + A(uε ), uε − v


≤ Φε (v) + f, uε − v ≤ Φ(v) + 1 + f ∗ uε  + v . (5.39)

Hence, the sequence {uε }ε>0 is bounded and, after taking possibly a subsequence,
we can assume uε u.
Now, for v ∈ V arbitrary, we will pass to the limit in (5.38). The right-
hand side of (5.38) can be estimated by (5.35b) while (5.35a) can be used for the
left-hand side to get:

Φ(v) − f, v−u + lim supA(uε ), v−uε 

ε→0
 
≥ lim sup Φε (v) + A(uε )−f, v−uε  ≥ lim inf Φε (uε ) ≥ Φ(u). (5.40)
ε→0 ε→0

9 The coercivity of Φε + A (even uniform in ε > 0) follows via the test of (5.37) by uε − v
from (5.39) below.
5.3. Some abstract nonpotential inclusions 137

Passing to the limit with ε → 0, we get Φ(v) + A(u), v − u ≥ f, v − u + Φ(u),

which is just (5.34), provided we still prove

lim supA(uε ), v − uε  ≤ A(u), v − u. (5.41)

ε→0

To do this, we use the pseudomonotonicity of A: we are then to verify

lim inf A(uε ), u − uε  ≥ 0. (5.42)
ε→0

Using (5.38) for v := u, we have

A(uε ), u − uε  ≥ f, u − uε  + Φε (uε ) − Φε (u) (5.43)

so that, by using again (5.35),
 
lim inf A(uε ), u − uε  ≥ lim inf f, u − uε  + Φε (uε ) − Φε (u)
ε→0 ε→0
≥ lim f, u − uε  + lim inf Φε (uε )
ε→0 ε→0
− lim sup Φε (u) ≥ 0 + Φ(u) − Φ(u) = 0, (5.44)
ε→0

which proves (5.42). 

10
Remark 5.14 (Mosco’s convergence). One can weaken (5.35a) to
∀v ∈ V ∃vε → v =⇒ lim sup Φε (vε ) ≤ Φ(v) (5.45)
ε→0

and then (5.35b) with (5.45) is called Mosco’s convergence [250] of Φε to Φ; cf. Ex-
ercise 5.33 below. This is advantageous in particular if the regularization is com-
bined with the Galerkin method.
A concrete regularization Φε of Φ can be obtained by the formula
u − v2
Φε (u) := inf + Φ(v); (5.46)
v∈V 2ε
here Φε is called the Yosida approximation of the functional Φ. Note that, for
1
Φ = δK , we have obviously Φε (u) = 2ε dist(u, K)2 . Realize the coincidence with
the penalty method (5.24) for q = 2 and for  ·  being the L2 -norm.
Lemma 5.15 (Yosida approximation). Let Φ : V → R̄ be convex, proper, lower
semicontinuous. Then:
(i) Each Φε is convex and lower semicontinuous and the family {Φε }ε>0 approx-
imates Φ in the sense (5.35).
(ii) If V and V ∗ are strictly convex and reflexive, then each Φε is Gâteaux differ-
entiable and the differential Φε : V → V ∗ is demicontinuous and bounded.
10 By weakening (5.35a) to ∃vε v : lim supε→0 Φ(vε ) ≤ Φ(v), we would get the so-called
Γ-convergence. This would, however, not be sufficient for passing to the limit in (5.44).
138 Chapter 5. Nonsmooth problems; variational inequalities

1
Proof. Denote Ψε (u, v) = 2ε u − v2 + Φ(v).
(i) The lower semicontinuity: take uk → u and consider a minimizer vk for
Ψε (uk , ·), i.e.11
 

uk − vk 2 = 2ε Φε (uk ) − Φ(vk ) . (5.47)
As {Φε (uk )}k∈N is bounded from above12 and Φ, being proper, has an affine mino-
rant, (5.47) implies that {vk }k∈N is bounded. Considering vk v (a subsequence),
by estimating the limit inferior in (5.47) we obtain
u − v&2 uk − v&2
+ Φ(&
v ) = lim + Φ(&v ) ≥ lim inf Φε (uk )
2ε k→∞ 2ε k→∞
uk − vk 2 u − v2
= lim inf + Φ(vk ) ≥ + Φ(v) (5.48)
k→∞ 2ε 2ε
for any v& ∈ V . Hence v minimizes Ψε (u, ·) so that u − v2 /(2ε) + Φ(v) = Φε (u),
which showes the lower semicontinuity of Φε .
We now prove that Φε is convex: taking u1 , u2 ∈ V and v1 a minimizer for
Ψε (u1 , ·) and v2 a minimizer for Ψε (u2 , ·), we have
u + u  u + u  u + u v + v 
1 2 1 2 1 2 1 2
Φε = inf Ψε , v ≤ Ψε ,
2 v∈V 2 2 2
1 1 1 1
≤ Ψε (u1 , v1 ) + Ψε (u2 , v2 ) = Φε (u1 ) + Φε (u2 ). (5.49)
2 2 2 2
By the obvious fact Φε ≤ Φ, (5.35a) immediately follows. To prove (5.35b),
let us realize that Φε ≥ Φδ provided 0 < ε ≤ δ. Then, for vε v and for any
δ > 0, the convexity and lower semicontinuity of Φδ implies

lim inf Φε (vε ) ≥ lim inf Φδ (vε ) ≥ Φδ (v). (5.50)

ε→0 ε→0

Now, (5.35b) follows if one shows limδ→0 Φδ (v) = Φ(v). First, let v ∈ dom(Φ). Let
vδ be a minimizer for Ψδ (v, ·), i.e.


v − vδ 2 = 2δ Φδ (v) − Φ(vδ ) . (5.51)

As {Φδ (v)}δ>0 is bounded from above by Φ(v) < +∞ and Φ has an affine mi-
norant, (5.51) implies {vδ }δ>0 bounded. Then one can claim that {Φ(vδ )}δ>0 is
bounded from below, and then (5.51) gives vδ → v. By (5.51), always

Φ(v) ≥ Φδ (v) ≥ Φ(vδ ). (5.52)

By the lower semicontinuity of Φ,

Φ(v) ≥ lim sup Φδ (v) ≥ lim inf Φδ (v) ≥ lim inf Φ(vδ ) ≥ Φ(v), (5.53)
δ→0 δ→0 δ→0

11 Existence of v follows by coercivity of Ψ (u , ·) (because Φ, being proper, has an affine

k ε k
minorant) and by its weak lower semicontinuity, cf. Exercise 5.28 and the proof of Theorem 4.2.
12 Note that Φ (u ) ≤ u − w2 /ε + Φ(w) → u − w2 /ε + Φ(w) < +∞ for w ∈ dom(Φ) fixed.
ε k k
5.3. Some abstract nonpotential inclusions 139

showing that limδ→0 Φδ (v) = Φ(v). Second, consider v ∈ dom(Φ). Assume

limδ→0 Φ(vδ ) = Φ(v), i.e. Φδ (v) ≤ C for some C < +∞. Yet, then (5.51) again
gives vδ → v and (5.53) implies Φ(v) ≤ C, a contradiction.
(ii) Let uε be a solution to the minimization problem in (5.46). From the
optimality conditions, we get
1
J(uε − u) + ∂Φ(uε )  0, (5.54)
ε
cf. Examples 4.19 and 5.2. This gives uε = (I+εJ −1 ∂Φ)−1 (u) and also Φ(uε ) −
Φ(w) ≤ 1ε J(u−uε ), uε −w for any w. In particular, considering some v, we will
use it for w := vε := (I+εJ −1 ∂Φ)−1 (v) to estimate (while abbreviating ūε = u−uε
and v̄ε = v−vε ):

ūε 2 v̄ε 2
Φε (u) − Φε (v) = Φ(uε ) − Φ(vε ) + −
2ε 2ε
J(ūε ) ūε  2
v̄ε  2
≤ , uε − vε + −
ε 2ε 2ε
J(ūε ) J(ūε ) ūε 2 v̄ε 2
= , u−v − , ūε − v̄ε + −
ε ε 2ε 2ε
J(ūε ) ūε 2 v̄ε 2 ūε  v̄ε  J(ūε )
≤ , u−v − − + ≤ , u−v . (5.55)
ε 2ε 2ε ε ε
In particular, 1ε J(u−uε ) ∈ ∂Φε (u). By the same arguments, Φε (v) − Φε (u) ≤
 1ε J(u−uε ), v−u. Denoting

1
Aε (u) := J(u−uε ), (5.56)
ε
we obtain

Aε (v) − Aε (u), v − u ≥ Φε (v) − Φε (u) − Aε (u), v − u ≥ 0, (5.57)

the last inequality being due to just (5.55). By putting v = u + tw and dividing it
by t and assuming that Aε is demicontinuous, one would get Aε :

Φε (u+tw) − Φε (u)
lim = Aε (u), w (5.58)
t→0 t
which would show that Φε is Gâteaux differentiable.
It thus remains to prove the demicontinuity and also the boundedness of Aε .
Taking some u0 ∈ dom(Φ) and f ∈ ∂Φ(u0 ), testing (5.56) by uε − u0 , and using
(5.54), i.e. Aε (u) ∈ ∂Φ(uε ), and the monotonicity of ∂Φ, we get

J(uε − u), uε − u0 = ε Aε (u), u0 − uε

 
≤ ε Aε (u), u0 − uε + f − Aε (u), u0 − uε = ε f, u0 − uε . (5.59)
140 Chapter 5. Nonsmooth problems; variational inequalities

Hence

uε − u2 = J(uε −u), uε −u0 + J(uε −u), u0 −u

≤ εf ∗ u0 − uε  + uε − u u − u0 . (5.60)

This implies that u → uε is bounded (i.e. maps bounded sets into bounded sets)
and, in view of (5.56), also Aε is bounded.
Now consider uk → u in V and the corresponding ukε := (uk )ε . Again by
(5.56), we have J(ukε − uk ) + εAε (uk ) = 0 and also J(ulε − ul ) + εAε (ul ) = 0.
Subtracting it and testing by ukε − ulε , we obtain
(1) (2)
Lkl + Lkl := J(ukε −uk ) − J(ulε −ul ), (ukε −uk ) − (ulε −ul )
+ ε Aε (uk )−Aε (ul ), ukε −ulε = J(ukε −uk ) − J(ulε −ul ), ul −uk =: Rkl .
(5.61)
(1) (2)
We have Lkl ≥ 0 because J is monotone and also Lkl ≥ 0 because Aε (uk ) ∈
∂Φ(ukε ) and ∂Φ is monotone. Moreover, limk,l→∞ Rkl = 0 because limk,l→∞ (uk −
ul ) = 0 while both J(ukε −uk ) and J(ulε −ul ) are bounded because the map-
(1)
ping u → uε has already been shown bounded. Thus limk,l→∞ Lkl = 0 and
(2)
limk,l→∞ Lkl = 0.
Considering (if needed) a subsequence, indexed for simplicity again by k, such
that ukε ũ in V , Aε (uk ) f and J(ukε −uk ) j ∗ in V ∗ , and Aε (uk ), ukε  → ξ
(2)
in R for k → ∞. From limk,l→∞ Lkl = 0 we get
 
0 = lim lim Aε (uk )−Aε (ul ), ukε −ulε
l→∞ k→∞
 
= lim ξ − f, ulε − Aε (ul ), ũ−ulε = 2ξ − 2 f, ũ . (5.62)
l→∞

Hence Aε (uk ), ukε  → f, ũ. Since Φ is monotone and Aε (uk ) ∈ Φ(ukε ), we
have 0 ≤ Aε (uk ) − y, ukε − z → f − y, ũ − z. As it holds for any (y, z) such
that y ∈ ∂Φ(z) and as ∂Φ is maximal monotone, cf. Theorem 5.3(ii), we have
f ∈ ∂Φ(ũ).
Furthermore, from Aε (uk ) = J(uk − ukε )/ε and from the definition (3.1) of
J, we obtain

εAε (uk ), ukε − uk  = ukε − uk 2 = ε2 Aε (uk )∗ . (5.63)

In the limit, ũ − u2 ≤ lim inf k→∞ ukε − uk 2 = limk→∞ εAε (uk ), ukε − uk  =
εf, ũ−u ≤ εf ∗ ũ−u. Hence, in particular, ũ−u ≤ εf ∗. Conversely, again
by using (5.63), εf 2∗ ≤ ε lim inf k→∞ Aε (uk )2∗ = limk→∞ Aε (uk ), uk − ukε  =
f, u − ũ ≤ f ∗ u − ũ, hence εf ∗ ≤ u − ũ. Hence altogether we proved
εf ∗ = u − ũ and thus also

ε2 f 2∗ = u − ũ2 ≤ εf, ũ − u ≤ εf ∗ u − ũ = ε2 f 2∗ (5.64)

5.3. Some abstract nonpotential inclusions 141

hence εf, ũ − u = f 2∗ . Altogether, we proved J(ũ − u) + εf = 0.

Therefore, ũ = uε and f = Aε (u). Since this limit is identified uniquely, we
have Aε (uk ) f = Aε (u) for the whole sequence. 
Remark 5.16 (Yosida approximation of monotone mappings). The differential Φε
can be understood as the so-called Yosida approximation of ∂Φ. In general, a
monotone mapping Aε : V → V ∗ defined by13


J u − (I+εJ −1 A)−1 (u)
Aε (u) = , (5.65)
ε
is called the Yosida approximation of the monotone (generally non-potential set-
valued) mapping A : V ⇒ V ∗ ; for V = Rn see also (2.153b). Let us note that in the
proof of Lemma 5.15, we actually proved that, if V is strictly convex together with
V ∗ and if A is maximal monotone, then Aε : V → V ∗ is monotone, bounded, and
demicontinuous. Moreover, it can be proved that w-limε→0 Aε (u) is the element
of A(u) having the minimal norm, and that, if V is a Hilbert space, Aε is even
Lipschitz continuous.
Corollary 5.17. Let V be reflexive, Φ : V → R ∪ {+∞} convex, proper, and lower
semicontinuous, A : V → V ∗ be pseudomonotone and
(i) Φ(v) ≥ vα for some α > 1, and A(u),u−v
u be bounded from below for some
v ∈ DomΦ, or
(ii) Φ be bounded from below and A be coercive in the sense:

A(u), u − v
∃v ∈ Dom(Φ) : lim = +∞. (5.66)
u→∞ u

Then for any f ∈ V ∗ there is at least one u ∈ V solving (5.34).

Proof. By Asplund’s theorem, V can be renormed (if needed) so that both V and
V ∗ are strictly convex. Then, by Lemma 5.15, Φ possesses the smooth regularizing
family {Φε }ε>0 with the property (5.35) and with a bounded and demicontinuous
Φε . Let us verify (5.36):
The case (i): for any 0 < ε ≤ ε0 with ε0 fixed, one gets14

u − v2 (u − v)2

Φε (u) ≥ Φε0 (u) = inf + Φ(v) ≥ inf
v∈V 2ε0 v∈V 2ε0
"
+vα ≥ | · |α ]ε0 (u) ≥ rεα0 , where rε0 + αε0 rεα−1
0
= u, (5.67)
"
where | · |α ]ε0 is the Yosida approximation of the scalar function | · |α ; the
last estimate follows likewise the second estimate in (5.52) while the equation

13 Note that J is single-valued as V ∗ is supposed strictly convex; cf. Lemma 3.2(ii).

14 We used u − v ≥ max(u − v, v − u) so that also u − v2 ≥ (u − v)2 .
142 Chapter 5. Nonsmooth problems; variational inequalities

for rε0 is an analog of (5.54). This relation allows for an estimate rε0 ≥
ε0 umin(1,1/(α−1)) − 1/ε0 for some ε0 > 0, hence (5.67) yields a uniform (and


superlinear) growth at least as umin(α,α ) . Then, adding it with the assumed
estimate A(u), u − v/u ≥ −C yields (5.36).
The case (ii): Without loss of generality, we can assume Φ ≥ 0. Then Φε ≥ 0,
too. Then, adding Φε (u) to the numerator in (5.66) gives (5.36).
Then the assertion follows by Theorem 5.13. 

Theorem 5.18 (Monotone case: uniqueness and stability). Let the assump-
tion of Corollary 5.17 be valid. Then:
(i) If A is strictly monotone and radially continuous, then the solution u to (5.34)
is unique and the mapping f → u is demicontinuous.
(ii) If A is d-monotone and V uniformly convex, then f → u is continuous.
(iii) If A is uniformly monotone, then f → u is uniformly continuous.

Proof. Take u1 , u2 ∈ V two solutions to (5.34), i.e., for i = 1, 2,

Φ(v) + A(ui ), v − ui  ≥ Φ(ui ) + f, v − ui . (5.68)

For i = 1 take v = u2 :

Φ(u2 ) + A(u1 ), u2 − u1  ≥ Φ(u1 ) + f, u2 − u1  . (5.69)

Analogously, for i = 2 take v = u1 . Adding the obtained inequalities, we get

A(u1 ) − A(u2 ), u2 − u1  ≥ 0, (5.70)

from which we get u1 = u2 if A is strictly monotone.

For the demicontinuity, we use again the Minty trick: take fi → f and ui the
solution corresponding to fi . By the a-priori estimate as in Corollary 5.17, {ui }i∈N
is bounded. Then ui u (for a moment, possibly as a subsequence). Then, by the
monotonicity of A, by (5.68) written for fi instead of f , and by the weak lower
semicontinuity of Φ, we get

0 ≤ lim supA(v)−A(ui ), v−ui  ≤ lim sup A(v), v−ui  − Φ(ui ) + Φ(v)
i→∞ i→∞

− fi , v−ui  ≤ A(v), v−u − Φ(u) + Φ(v) − f, v−u. (5.71)

In particular, u ∈ dom(Φ). Then, for w ∈ dom(Φ), the convex combination vε :=

εw + (1 − ε)u belongs to dom(Φ). Using (5.71) with v := vε and realizing that, by
the convexity of Φ, we have Φ(vε ) − Φ(u) ≤ ε(Φ(w) − Φ(u)), we obtain

0 ≤ A(vε ), vε −u + Φ(vε ) − Φ(u) − f, vε −u


≤ A(vε ), ε(w−u) + ε Φ(w) − Φ(u) − f, ε(w−u) . (5.72)
5.3. Some abstract nonpotential inclusions 143

Dividing it by ε > 0, we come to

A(vε ), w − u + Φ(w) − Φ(u) ≥ f, w − u. (5.73)

Then, for ε  0 by using the radial continuity of A, we get that u solves A(u), w−
u + Φ(w) − Φ(u) ≥ f, w − u, i.e. u solves (5.34). As we proved such u to be
unique, even the whole sequence {ui }i∈N converges weakly to u.
The norm (resp. uniform) continuity in the d-monotone (resp. uniform-
monotone) case is a simple modification of (5.68)–(5.69) for f = f1,2 so that
(5.70) turns into A(u1 ) − A(u2 ), u2 − u1  ≤ f1 − f2 , u2 − u1  and then one can
proceed as in (2.33) (resp. in (2.34)). 

Remark 5.19. A special case: Φ = δK , K ⊂ V convex, closed. Then (5.34) turns

into (5.15), i.e. into the problem

Find u ∈ K : ∀v ∈ K : A(u), v − u ≥ f, v − u. (5.74)

Remark 5.20 (Another penalty functional). Considering the constraint of the type
u ∈ K, one may be tempted to consider another norm than
Lq (Ω) used in (5.25).
Inspired by (5.46), one can consider the functional u → 1ε inf v∈K Ω |u − v|p +
2/p
|∇(u − v)|p , which however leads to a nonlocal term in the approximating
equation related, in fact, to the formula (5.65) for A = NK  . A certain caution
is advisable: e.g. penalization of K = {v ≥ 0 on Ω} by 1ε Ω |∇(u+ )|2 dx is not
suitable because this functional is not convex.
Remark 5.21 (Abstract Galerkin approximation of variational inequalities15 ). We
can adapt the finite-dimensional approximation from Section 2.1. Instead of uk ∈
Vk solving Ik∗ (A(uk ) − f ) = 0, we will now start with uk ∈ Kk ⊂ K solving
uk = Pk (uk + Jk−1 Ik∗ (f − A(uk ))) where Ik : Vk → V is the inclusion, Jk : Vk →
Vk∗ is the duality mapping, Pk : Vk → Kk is the projector with respect to the
Euclidean inner product in Vk (which is thus considered as possibly renormed)
and Kk ⊂ Vk is a convex closed approximation of K whose union is dense in K,
cf. also Exercise 5.39 below. In other words, uk ∈ Kk satisfies

∀v ∈ Kk : A(uk ), v − uk ≥ f, v − uk . (5.75)

The existence of uk again follows by the Brouwer fixed-point Theorem 1.10. Thus
one can show that, if A is pseudomonotone and coercive on K in the sense

A(u), u − v
∃v ∈ K : lim = +∞, (5.76)
u→∞ u

cf. (5.66), then, for any f ∈ V ∗ , (5.74) has a solution.

15 See Brézis [59] or Lions [222, Sect. II.8.2].
144 Chapter 5. Nonsmooth problems; variational inequalities

Remark 5.22 (Epigraphical approach). In fact, (5.74) is a universal form for (5.8)
if one makes the so-called Mosco transformation [249]: replace V by V × R, put
K :=epi(Φ1 ) ⊂ V × R, define the pseudomonotone mapping A : V × R → V ∗ × R
by A(u, a) := (A2 (u), 1), and the right-hand side (f, 0). Indeed, if (u, a) ∈ K solves
the problem (5.74) for such data, i.e. if Φ1 (u) ≤ a and, for all (v, b) ∈ V × R,

Φ1 (v) ≤ b ⇒ (A2 (u), 1) , (v, b) − (u, a) ≥ (f, 0) , (v, b) − (u, a) , (5.77)

then a = Φ1 (u) and u solves (5.8).16 The previous Remark 5.21 allows us to give
an alternative proof of Corollary 5.17 under the following coercivity condition:

Φ1 (u) + A2 (u), u − v

∃v ∈ dom(Φ1 ) : lim = +∞. (5.78)
u→∞ u

5.4 Excursion to quasivariational inequalities

There is a sensible generalization of (5.8) by allowing the convex functional Φ1 to
depend on the solution u itself, i.e. Φ1 = Φ(u, ·) for some Φ : V × V → R. For A =
A2 monotone (not necessarily potential) we come to a so-called quasivariational
inequality

∀v ∈ V : Φ(u, v) + A(u), v − u ≥ Φ(u, u) + f, v − u. (5.79)

To prove the existence of a solution to (5.79), various fixed-point theorems

are usually used. Here, we use the Kakutani’s Theorem 1.11. We denote by M (w)
the set of the solutions u to the following auxiliary variational inequality:

∀v ∈ V : Φ(w, v) + A(u), v − u ≥ Φ(w, u) + f, v − u. (5.80)

Lemma 5.23. Let A be monotone, bounded, radially continuous, w → Φ(w, ·) be

weakly continuous in Mosco’s sense, i.e. for all v, w ∈ V ,

∀wk w ∃vk → v : lim sup Φ(wk , vk ) ≤ Φ(w, v), (5.81a)

wk w
vk →v

∀wk w ∀vk v: lim inf Φ(wk , vk ) ≥ Φ(w, v), (5.81b)

wk w
vk v

and, for any w ∈ V , Φ(w, ·) ≥ 0 be convex, dom(Φ(w, ·))  0, and A be coercive.

Then M (w) := {u ∈ V ; u solves (5.80)} is nonempty, closed and convex, and

16 Indeed,choosing (v, b) := (u, Φ1 (u)) in (5.77), we get Φ1 (u) ≥ a, hence Φ1 (u) = a. By this
and by putting (v, b) := (v, Φ1 (v)) into (5.77), we get just (5.8) with v arbitrary.
5.4. Excursion to quasivariational inequalities 145

M : V ⇒ V is weakly upper semicontinuous, i.e.17

⎫
wk w, ⎬
uk u, ⇒ u ∈ M (w). (5.82)
⎭
uk ∈ M (wk )

Proof. By (5.81b), in particular, Φ(w, ·) is weakly lower semicontinuous and then,

by pseudomonotonicity of A and the coercivity, (5.80) has a solution; cf. Corol-
lary 5.17. Hence M (w) = ∅.
Take u1 and u2 two solutions to (5.80), i.e. after a trivial re-arrangement:

Φ(w, v) − Φ(w, u1 ) + f, u1 − v ≥ A(u1 ), u1 − v, (5.83a)

Φ(w, v) − Φ(w, u2 ) + f, u2 − v ≥ A(u2 ), u2 − v. (5.83b)

Then we add it together, divide it by 2, and subtract the trivial identity A(v), u0 −
v = 12 A(v), u1 − v + 12 A(v), u2 − v where u0 = 12 u1 + 12 u2 . Using subsequently
the convexity of Φ(w, ·), (5.83), and the monotonicity of A, we get
1 1
Φ(w, v) − Φ(w, u0 ) + f − A(v), u0 − v ≥ Φ(w, v) − Φ(w, u1 ) − Φ(w, u2 )
2 2
1 1 1 1
+ f, u1 + u2 − v − A(v), u1 − v − A(v), u2 − v
2 2 2 2
1 1
≥ A(u1 ) − A(v), u1 − v + A(u2 ) − A(v), u2 − v ≥ 0.
2 2
This is essentially the desired inequality if one replaces A(v) by A(u0 ), which can
be however made by Minty’s trick by putting v = εz + (1 − ε)u0 with 0 < ε ≤ 1
and proceed as in (5.72)–(5.73). This shows that u0 ∈ M (w). As u1 and u2 were
arbitrary, by Proposition 1.6, M (w) is shown convex if closed. This closedness
follows from (5.82). To show it, take wk w and uk u such that uk ∈ M (wk ).
In view of (5.80) for wk instead of w, this means for any vk ∈ V :

Φ(wk , vk ) + A(uk ), vk − uk  ≥ Φ(wk , uk ) + f, vk − uk . (5.84)

Now we consider v ∈ V arbitrary and a suitable sequence {vk }k∈N converging

to v so that (5.81a) holds. By Lemma 2.9, A is pseudomonotone, and thus we
can pass to the limit in (5.84) entirely similarly as in the proof of Theorem 5.13
with Remark 5.14, which gives (5.80). Hence u ∈ M (w), as claimed in (5.82). In
particular, for wk ≡ w we get that M (w) is closed. 
Theorem 5.24. Let the assumptions of Lemma 5.23 be fulfilled with Φ(w, 0) ≤
C(1 + w) with C < +∞. Then (5.79) has a solution.
17 Let us recall the generally applied “sequential” concept, i.e. (5.82) defines “sequential” weak

upper semicontinuity. This is because the generally assumed separability and reflexivity of V
(hence of V ∗ too) makes the weak topology metrizable if restricted to bounded sets and then
the “sequential” concept can be applied equally as the usual general-topology concept.
146 Chapter 5. Nonsmooth problems; variational inequalities

Proof. By (5.80) with v = 0 and by the assumed coercivity of A, for any u ∈ M (w),
w ∈ V , we have the a-priori estimate:
ζ(u)u ≤ A(u), u ≤ Φ(w, u) + A(u), u


≤ Φ(w, 0) + f, u ≤ C 1 + w + f ∗ u
with some ζ : R+ → R+ such that limr→∞ ζ(r) = +∞. Divided by u, this gives
1 + w
ζ(u) ≤ C + f ∗ (5.85)
u
from which we can see that M (B) ⊂ B for a sufficiently large ball B ⊂ V .
By Lemma 5.23, we can thus use the Kakutani fixed-point Theorem 1.11 for
the ball B endowed with a weak topology to show the existence of u ∈ V such
that M (u)  u. Such u obviously solves (5.79). 
Example 5.25. For the typical case Φ(w, u) = δK(w) (u), (5.79) turns into the
quasivariational inequality:
Find u ∈ K(u) : ∀v ∈ K(u) : A(u), v − u ≥ f, v − u. (5.86)
Then (5.81a) means that the set-valued mapping K : V ⇒ V is so-called
(weak,norm)-lower semicontinuous in the Kuratowski sense18 while (5.81a) is just
(weak,weak)-upper semicontinuity19 .
Example 5.26. Let us consider V = W01,2 (Ω), A = −∆, and

Φ(w, v) := ϕ(x, w(x), v(x)) dx (5.87)
Ω

with ϕ : Ω × R × R → R a Carathéodory mapping satisfying the growth condition

∗ ∗ 
∃a ∈ L1 (Ω), b ∈ R+ : |ϕ(x, r1 , r2 )| ≤ a(x) + b |r1 |2 − + |r2 |2 − . (5.88)
Then Φ : W 1,2 (Ω) × W 1,2 (Ω) → R is (weak×weak)-continuous; use the compact
∗
embedding W 1,2 (Ω)  L2 − (Ω) and then the continuity of the Nemytskiı̆ mapping
∗ ∗
Nϕ : L2 − (Ω) × L2 − (Ω) → L1 (Ω).
Supposing additionally that ϕ(x, r1 , ·) ≥ 0 is convex and ϕ(x, r1 , 0) ≤ γ(x) +
C|r1 | with some γ ∈ L1 (Ω) and C ∈ R, we can prove the existence of a solution
u ∈ W01,2 (Ω) to the quasivariational inequality
 
ϕ(x, u, v) + ∇u · ∇(v − u) dx ≥ ϕ(x, u, u) + g(v − u) dx (5.89)
Ω Ω

for any v ∈ W01,2 (Ω) which corresponds, in the classical formulation, to the problem:
'
−∆u + ∂r2 ϕ(u, u)  g in Ω,
(5.90)
u = 0 on Γ.
18 This is, by definition: ∀uk u ∈ V ∀v ∈ K(u) ∃vk ∈ K(uk ): vk → v.
19 This is, by definition, just (5.82) with K in place of M .
5.5. Exercises 147

5.5 Exercises
Exercise 5.27. Specify the potential Φ of A from Figure 10b and c.20
Exercise 5.28. By using Proposition 1.6, show that any convex lower semicontin-
uous functional Φ : V → R ∪ {+∞} is weakly lower semicontinuous.21
Exercise 5.29. Show ∂(Φ1 +Φ2 )(u) ⊂ ∂Φ1 (u)+∂Φ2 (u) for Φ1 , Φ2 : V →R convex.22
Exercise 5.30. Show that Φ convex and ∂Φ : V ⇒ V ∗ coercive imply Φ coercive.23
Exercise 5.31. Assuming Φ convex and lower semicontinuous, prove that the graph
of the multivalued mapping ∂Φ : V ⇒ V ∗ is (weak×norm)- and (norm×weak)-
closed.24
Exercise 5.32. Show that, if Φ : V → R is Gâteaux differentiable and convex, then
∂Φ(u) = {Φ (u)}.25
Exercise 5.33. Modify the proof of Theorem 5.13 if Φε → Φ only in Mosco’s sense,
i.e. (5.35b)–(5.45).26
Exercise 5.34. Modify Theorem 5.18(i) for the case A = A1 +A2 with A1 monotone
and radially continuous and A2 totally continuous, to obtain upper semicontinuity
of the set-valued mapping f → {u ∈ V ; u solves (5.34)} as (V ∗ ,norm)⇒ (V,weak).
Exercise 5.35. Verify the convergence Φε → Φ in the sense (5.35) for Φ = δK and
1
Φε (u) = 2ε dist(u, K)2 directly, without using Lemma 5.15.
Exercise 5.36 (Two-sided obstacles). Consider w1 , w2 ∈ W 1,p (Ω), w1 < w2 in
Ω, K = {v ∈ W 1,p (Ω); w1 ≤ w ≤ w2 }, and the variational inequality (5.19).
Formulate the complementarity problem like (5.18) for this case and modify the
proof of Proposition 5.9 accordingly.
Exercise 5.37 (Obstacle on Γ). For some w ∈ W 1−1/p,p (Γ), consider the so-called
Signorini-type problem, i.e. (in the classical formulation) a problem involving the
20 Hint: the absolute value | · | and the indicator function δ[−1,1] (·), up to a constant, of course.
21 Hint: Assume the contrary, i.e. l := limk→∞ Φ(uk ) < Φ(u) for some uk u, and realize
that the level set L = {v ∈ V ; Φ(v) ≤ l} is convex and closed because Φ is convex and
lower semicontinuous. By Proposition 1.6, L is weakly closed, so that L w-limk→∞ uk = u,
i.e. Φ(u) ≤ l, a contradiction.
22 Hint: It follows directly from the definition (5.2).
23 Hint: modify the proof of Theorem 4.4(i).
24 Hint: assume either u
k u and fk → f or uk → u and fk f , and make a limit passage
in the inequality in (5.2).
25 Hint: By (5.10), Φ (u), v − u = DΦ(u, v − u) ≤ Φ(v) − Φ(u), hence Φ (u) ∈ ∂Φ(u).

Conversely, consider f ∈ ∂Φ(u), i.e. Φ(v) − Φ(u) ≥ f, v − u for all v, and in particular for
v := u + εw, hence (Φ(u + εw) − Φ(u))/ε ≥ f, w . For ε  0, deduce DΦ(u, w) ≥ f, w . Since
DΦ(u, w) = Φ (u), w , hence f ∈ Φ (u).
ε→0 A(uε ), vε −
26 Hint: Put v instead of v into (5.38) to be used for (5.40), and then use lim sup
ε
uε = limε→0 A(uε ), vε − v + lim supε→0 A(uε ), v − uε where the first right-hand-side term is
zero if vε → v, as assumed in (5.35a).
148 Chapter 5. Nonsmooth problems; variational inequalities

complementarity Signorini-type boundary conditions on Γ only:

⎧

⎪
⎪ −div |∇u|p−2 ∇u + c(u) = g in Ω,
⎪
⎪ ⎫
⎨
|∇u|p−2 ∂u
∂ν + b(x, u) ≥ h, ⎪
⎬ (5.91)
⎪
⎪ u ≥ w, on Γ.
⎪
⎪
 ⎪
⎩ ⎭
|∇u|p−2 ∂u
∂ν + b(x, u) − h (u − w) = 0

Assemble the weak formulation which involves the convex set


K := u ∈ W 1,p (Ω); u(x) ≥ w(x) for a.a. x ∈ Γ (5.92)

27
and show the relation with the classical formulation.
 Modify (5.25): consider
−1 + q
q ≤ p and the penalty term in the form (εq)
#
Γ |(w−u)√| dS. Show the a-priori
estimates uε W 1,p (Ω) = O(1) and (w−uε )+ Lq (Γ) = O( q ε) and the convergence
for ε → 0.28 Further, modify the equation by adding c(u) · ∇u or c(∇u) as in
Exercise 5.42.

Exercise 5.38 (Dirichlet boundary condition). Instead of (5.92), consider


K := u ∈ W 1,p (Ω); u ≥ w on Ω, u|Γ = uD on Γ , (5.93)

which is nonempty if w|Γ ≤ uD . Modify Section 5.2.

Exercise 5.39 (Ritz’ method

 ). Consider Ω polygonal, Φ from (4.23), K = v ∈
W 1,p (Ω); v ≥ w in Ω as in (5.20), Vk a finite-dimensional subspace of W 1,p (Ω)
constructed by the piece-wise affine finite elements, cf. Example 2.63. As in (2.61),
define Φ0 (u) = Φ(u + w) and prove existence of a minimizer uk ∈ Vk of Φ0 subject
to uk ≥ 0 a.e. in Ω. Further, prove29
  
cl v ∈ Vk ; v ≥ 0 = v ∈ W 1,p (Ω); v ≥ 0 , (5.94)
k∈N

derive a-priori estimates, and show convergence by a direct method, i.e. with-
 as in (5.28)–(5.29), of uk to u0 , a minimizer of Φ0 on {v ∈
out Minty’s trick,
W 1,p (Ω); v ≥ 0 . Show that u = u0 + w solves the original variational problem,
more precisely it minimizes of Φ on K.

27 Hint: Just simplify the proof of Proposition 5.9.

28 Hint: Use the test by v = uε − w. For convergence, modify the proof of Proposition 5.10.
29 Hint: Realize density of smooth nonnegative functions in {v ∈ W 1,p (Ω); v ≥ 0}, which can

be proved by applying a convolution with a mollifier (for n = 1 see also (7.11) in Sect. 7.1 and
Figure 16). Note that the general constraint v ≥ w would not be preserved by mollifying v, which
is why the shift Φ0 (u) = Φ(u + w) was made.
5.5. Exercises 149

Exercise 5.40 (Galerkin method ). Consider A(u) := −div(A∇u) with A ∈ Rn×n

positive definite (but, in general, nonsymmetric hence the problem is nonpotential)
on a polygonal domain Ω, and the unilateral problem
⎧ ⎫
⎪
⎪ −div(A∇u) ≥ g ⎬
⎨

 u ≥ w on Ω,
⎭ (5.95)
⎪
⎪ div(A∇u) + g (u − w) = 0
⎩
u = 0 on Γ.

Use the transformation (2.61) to get a problem like (5.95) but with g + div(A∇w)
and 0 in place of g and w, respectively. Make the approximation by a finite-
dimensional subspace Vk of W 1,p (Ω), use (5.94), derive a-priori estimates and
show convergence either by Minty’s trick or by a direct limit passage.30

Exercise 5.41 (Regularization of the elliptic variational inequality I ). Consider

(5.18) but with a = a(s) nonpotential and the regularization (5.25). Assume a(x, ·)
monotone and b = b(r) and c = c(r) having a sub-critical growth, i.e. (2.56b,c)
holds.
√ Show a-priori estimates uε W 1,p (Ω) = O(1) and (w − uε )+ L2 (Ω) =
O( ε). Further, show the convergence uε
31
u in W 1,p (Ω), u a weak solution to
32
(5.18) by using the Minty trick.

Exercise 5.42 (Regularization of the elliptic variational inequality II). Consider

⎧
⎨ −∆u + c(∇u ) + 1 u+ = g in Ω,
ε ε
ε ε (5.96)
⎩ u = 0 on Γ,

where u+ = max(0, u), with c continuous of sub-linear growth, i.e. |c(s)| ≤ C(1 +
|s|1− ) as in Exercise 2.81 for p = 2. Show a-priori estimates uε W 1,2 (Ω) = O(1)

Ê Ê
30 Hint: Use lim supk→∞ Ω (∇v − ∇uk ) A∇uk dx ≤ Ω (∇v − ∇u0 ) A∇u0 dx if uk → u0 .
31 Hint: This is essentially as in the proof of Proposition 5.10.
32 Hint: Take v ∈ K and prove the inequality (5.19): multiply the equation in (5.25) by (v −u ),
ε
apply Green’s formula and use the boundary conditions in (5.25) to get

1


q−1
a(∇uε ) · ∇(v − uε ) + c(uε )(v − uε ) − (w − uε )+
(v − uε ) dx
Ω ε

+ b(uε )(v − uε ) dS = g(v − uε ) dx + h(v − uε ) dS.

Γ Ω Γ

q−1
Realizing non-negativity of the term ε−1
(w − uε )+
(v − uε ) if v ≥ w, arrive at

a(∇uε ) · ∇(v−uε ) + c(uε )(v−uε )dx + b(uε )(v−uε )dS ≥ g(v−uε )dx + h(v−uε )dS.
Ω Γ Ω Γ
150 Chapter 5. Nonsmooth problems; variational inequalities

√ 33
and u+
ε L2 (Ω) = O( ε). Further show convergence to the weak solution to the
complementarity problem:34
⎧ ⎫
⎪
⎪ −∆u + c(∇u) ≤ g , ⎪
⎬
⎪
⎨ u ≤ 0, in Ω,

 ⎪
⎭ (5.97)
⎪
⎪ ∆u − c(∇u) + g u = 0,
⎪
⎩
u = 0 on Γ.

Exercise 5.43 (Bingham-fluid-like model). Consider the potential:35


Φ(u) = ε|∇u|2 + |∇u| + δ|u − ū|2 + f u dx (5.98)
Ω

Use monotonicity of a(x, ·) and the above inequality to get

0 ≤ (a(∇uε ) − a(∇v)) · (∇uε − ∇v) dx

Ω



≤ g − c(uε ) (uε − v) dx + h − b(uε ) (uε − v) dS − a(∇v) · (∇uε − ∇v) dx
Ω Γ Ω



→ g − c(u) (u − v) dx + h − b(u) (u − v) dS − a(∇v) · (∇u − ∇v) dx;
Ω Γ Ω
∗

the limit passage in lower-order terms used c(uε ) → c(u) in Lp (Ω) by compactness of the
∗
embedding W 1,p (Ω) ⊂ Lp − (Ω) and continuity of the Nemytskiı̆ mapping Nc , and also b(uε ) →
#
#
b(u) in Lp (Γ) by compactness of the trace operator W 1,p (Ω) → Lp − (Γ) and continuity of
the Nemytskiı̆ mapping Nb . Then modify Minty’s trick as in Theorem 5.18: put v := εz + (1 − ε)u
for ε ∈ (0, 1] and z ≥ w; note that such v lives in K. As v − u = εz + (1 − ε)u − u = ε(z − u),
this gives




a ε∇z + (1−ε)∇u · ε∇(z−u)dx ≥ g−c(u) ε(z−u)dx + h−b(u) ε(z−u)dS.
Ω Ω Γ

Divide it by ε > 0, and pass to the limit with ε → 0. It gives just the desired inequality (5.19).
Finally, d-monotonicity implies the strong convergence, cf. (5.31).
33 Hint: test (5.96) by u .
ε
34 Hint: By the a-priori estimates we can select a subsequence u
ε u in W 1,2 (Ω), u ≤ 0 a.e. in
Ω. For any v ∈ W 1,2 (Ω), v ≤ 0, by using (5.96),
1 +
|∇uε − ∇v|2 dx ≤ |∇uε − ∇v|2 + (u − v+ )(uε − v) dx
Ω Ω ε ε
1 +
= (g − c(∇uε ))(uε − v) − ∇v · ∇(uε − v) − v (uε − v) dx → 0
Ω ε
because g − c(∇uε ) is bounded and uε → v, and the last term vanishes as v ≤ 0. In particular,
take v := u to see that uε → u in W01,2 (Ω). Thus pass to the limit in the nonlinear Nemytskiı̆
mapping Nc , i.e. c(∇uε ) → c(∇u). Then, by (5.96) tested by v − uε , make a limit passage in
1
∇uε · ∇(v − uε ) + (c(∇uε ) − g)(v − uε )dx = − ε (v − uε ) dx ≥ 0,
u+
Ω ε Ω

provided v ≤ 0, which gives the weak formulation of (5.97).

35 For δ = 0, this is a scalar version of a so-called Bingham-fluid model, while in case n = 2

and f = 0 this problem has another interpretation in image enhancement/reconstruction.

5.5. Exercises 151

with ε > 0 a regularization parameter, ū ∈ L2 (Ω) given. Show the existence of a

unique minimizer u ∈ W01,2 (Ω). Formulate the corresponding variational inequality.
Exercise 5.44 (Plasticity-like model36 ). Consider the problem: find u ∈ W01,∞ (Ω)
such that |∇u| ≤ 1 a.e. in Ω and
 
1,∞
∀v ∈ W0 (Ω), |∇v| ≤ 1 (a.e.) : a(∇u)·∇(v−u)dx ≥ g(v−u)dx. (5.99)
Ω Ω
p p−1
Moreover, assume a(s) · s ≥ |s| and |a(s)| ≤ C(1 + |s| ), and a(·) monotone,

2
and use a penalization by the functional u → Ω (|∇u|− 1)+ dx/(2ε). Show that
it leads to the approximate problem (in the classical formulation):37
⎧
+
⎪  |∇uε | − 1 
⎨
−div a(∇uε ) + ∇uε = g in Ω,
ε|∇uε | (5.100)
⎪
⎩
uε = 0 on Γ.
∗ ∗

Further, assume g ∈ Lmax(2 ,p ) (Ω), and show existence of a weak solution
1,max(2,p)
uε ∈ W0 (Ω) to (5.100), a-priori estimates by testing (5.100) by uε 38 and
1,max(2,p)
convergence uε u in W0 (Ω) where u ∈ W01,∞ (Ω) satisfies (5.99)39 . Even-
tually, modify the whole procedure for a ≡ 0.
Exercise 5.45 (Quasivariational inequality). Verify (5.81) for the case Φ(w, u) =
δK(w) (u) provided K(w) := {v ∈ W01,p (Ω); |∇v(x)| ≤ m(w(x)) for a.a. x ∈ Ω} with
p > n and m : R → R+ continuous, m(·) ≥ ε > 0.40 Assuming a(s) · s ≥ |s|p and
|a(s)| ≤ C(1 + |s|p−1 ), show the existence of a weak solution in W 1,p (Ω). Note
that, for m = 1, one arrives at Exercise 5.44.
36 This complementarity problem is related to a stress field in an elastic/plastic (or, rather,

inelastic) bar undergoing a torsion via a Haar-Karman principle; n = 2 and Ω ⊂ R2 is then

the cross-section. See e.g. Elliott and Ockendan [117, Sect.IV.6], Friedman [131], or Glowinski et
al. [156, p.6 & Chap.3]. Alternatively, the variant a ≡ 0 is related to (a steady-state of) a sand
flow; in the evolution variant see Aronsson, Evans, Wu [17].
Ê ∇uε
37 Hint: The directional derivative at u in the direction v is 1
ε (|∇uε |−1)+ |∇u · ∇v dx.
ε Ω ε|
38 Hint: Test (5.100) by u and realize the estimate s·s ≥ (|s|−1)+ |s| for s ∈ Rn , so that
ε

(|∇uε | − 1)+ 1
 + 2
∇uε · ∇uε dx ≥ |∇uε | − 1 dx.
Ω ε|∇uε | ε Ω

39 Hint: Test (5.100) by v − uε with |∇v| ≤ 1 a.e. in Ω, realize that

(|∇uε | − 1)+
∇uε · (∇v − ∇uε ) ≤ 0 a.e. on Ω
ε|∇uε |
and continue the proof as in (5.31) by showing the strong convergence in W 1,p (Ω). To show that
|∇u| ≤ 1 a.e. in Ω, estimate the limit inferior in the estimate
  √
(|∇uε | − 1)+  2 = O( ε).
L (Ω)

40 Hint: For (5.81a), one needs to show: ∀wk w in W01,p (Ω) ∀u ∈ W01,p (Ω), |∇u| ≤ m(w)
1,p
∃uk : uk → u in W0 (Ω) and |∇uk | ≤ m(wk ) for all k ∈ N. By the compact embedding
152 Chapter 5. Nonsmooth problems; variational inequalities

Exercise 5.46. Modify Example 5.26 for Φ(w, v) := Ω ϕ(x, w(x), ∇v(x))dx with
ϕ = ϕ(x, r, s). Thus solve the inclusion −∆u − div(∂s ϕ(u, ∇u))  g with the
∂
boundary condition ∂ν u + ν · ∂s ϕ(u, ∇u))  0, which modifies (5.90).

Exercise 5.47 (Dual problem). Consider Exercise 5.38 with uD = 0 and the p-
Laplacean, i.e. the complementarity problem
⎧
 (
⎪
⎨ −div |∇u|p−2 ∇u ≥ g, u ≥ w,


 
 in Ω,
⎪ div |∇u|p−2 ∇u + g u−w = 0 (5.101)
⎩
u=0 on Γ,

and, using (8.230) on p.272, show that the dual problem uses the convex functional
Ψ from (5.33) in the form41

1  p
 λ ∈ W01,p (Ω)∗ ∼


Ψ(λ) = wλ − 
∇∆−1
p (g−λ) dx, = W −1,p (Ω). (5.102)
Ω p

5.6 Some applications to free-boundary problems

Variational inequalities are often directly fitted with various unilateral problems
naturally arising in sciences, as the unilateral contact problem on Figure 12. Some-
times, (quasi)variational inequalities arise from concrete free-boundary problems
only after sophisticated transformations, which is illustrated in this section in
concrete cases.

5.6.1 Porous media flow: a potential variational inequality

We consider the simplest model of a porous, permeable, isotropic, and homoge-
neous medium undergoing a flow (a seepage) of an incompressible fluid in a wet,
fully saturated domain while the rest is completely dry. Another simplification
concerns a geometry consisting in a cylindrical vertically oriented domain; to be
more specific, let us consider two reservoirs adjacent to this domain which can
be then considered as a dam. In addition, we consider nonpermeability of the flat
horizontal support and of the sides which are not adjacent to any reservoir, and

W01,p (Ω)  L∞ (Ω), ∞

¡ realize that m(wk ) → m(w) in L (Ω), take uk := λk u with λk :=
minΩ m(wk )/m(w) → 1. For (5.81b), one needs to pass to the limit in |∇uk | ≤ m(wk ) if
(uk , wk ) (u, w) in W01,p (Ω)2 . Again, by W01,p (Ω)  L∞ (Ω), m(wk ) → m(w) in L∞ (Ω). More-
over, for every M ⊂ Ω measurable,
Ê Ê by weak lower semicontinuity
Ê of convex
Ê continuous functions,
M
m(wk ) dx = limk→∞ M m(wk ) dx ≥ lim inf k→∞ M |∇uk | dx ≥ M |∇u| dx, from which
m(w) ≥ |∇u| a.e. in Ω. Ê 1 Ê
41 Hint: read (8.230) as min
u∈W
1,p
(Ω) Ω p
|∇u|p − ξu dx = − supu∈W 1,p (Ω) Ω ξu −
0 0
1
p
|∇u|p dx = − p1
∇∆−1 p
p ξLp (Ω;Rn ) and then substitute ξ := g − λ.
5.6. Some applications to free-boundary problems 153

no source on the free boundary (i.e. no contribution by rain water).42 We use the
notation (cf. Fig. 13 on p. 154):
v velocity of the flow,
π a piesometric head; we consider43 π = x3 + p, where p is a pressure,
ϕ : R2 → R a function whose graph is the free boundary x3 = ϕ(x1 , x2 ),
hU the altitude of the upper reservoir,
hL the altitude of the lower reservoir,
k the permeability coefficient.
The seepage flow is then governed by Darcy’s law together, of course, with the
continuity equation, i.e. respectively
v = −k∇π , (5.103a)
div v = 0 . (5.103b)
This gives k∆π = 0 so that
∆p = ∆(π − x3 ) = ∆π = 0. (5.104)
On the free boundary, whose position is not known a-priori, there are two condi-
tions
p=0 and v · ν = 0, (5.105)
which would seemingly create an overdetermination if it were not the fact that the
position of the free boundary itself is not determined in advance. In (5.105), ν is
the unit normal to the free boundary oriented from the dry region to the wet one,
which, in terms of ϕ, means
 
∂ϕ ∂ϕ
,
∂x1 ∂x2 , −1
ν =  2  ∂ϕ 2 . (5.106)
 ∂ϕ  +  +1
∂x1 ∂x2

∂ ∂
Comparing (5.103a) with the second condition in (5.105) yields ∂ν p = − ∂ν x3 =
−ν3 , so that (5.106) then results in
∂p ∂ϕ ∂p ∂ϕ ∂p
+ − = 1. (5.107)
∂x1 ∂x1 ∂x2 ∂x2 ∂x3
The other boundary conditions are outlined in the left-hand part of Figure 13.
We apply the so-called Baiocchi transformation:
⎧  ϕ(x1 ,x2 )
⎨
p(x1 , x2 , ξ) dξ for x3 ≤ ϕ(x1 , x2 ),
u(x) ≡ u(x1 , x2 , x3 ) :=
⎩ x3
0 for x3 > ϕ(x1 , x3 ).
(5.108)
42 See the monographs by Baiocchi and Capelo [27, Chapter 8], Chipot [86, Chapter 4], Crank

[97, Chapter 2], Duvaut and Lions [112, Appendix 2], Elliott and Ockendon [117, Sect. IV.4],
Friedman [131], Rodrigues [300, Sect. 2.3], where more general situations can be found, too.
43 More generally, one should consider π = x + p/(g) with  the mass density and g gravity
3
acceleration. Here we put g = 1 for simplicity.
154 Chapter 5. Nonsmooth problems; variational inequalities

∂
Obviously, ∂x3 u = −p. In view of (5.104), we get:

∆u = g(x) on Ω+ := x ∈ Ω; u(x) > 0 ; (5.109)

where we implicitly assume p > 0 so that Ω+ represents the wet region. To deter-
∂ ∂
mine g, let us apply ∂x 1
and ∂x 2
to (5.108), which gives

 ϕ(x1 ,x2 )
∂u ∂p(x1 , x2 , ξ)
= dξ
∂xi x3 ∂xi
 ϕ(x1 ,x2 )
∂ϕ
 ∂p(x1 , x2 , ξ)
+ p x1 , x2 , ϕ(x1 , x2 ) = dξ (5.110)
∂xi x3 ∂xi

∂
for i = 1, 2 because p(x1 , x2 , ϕ(x1 , x2 )) = 0. Applying again ∂xi and using both
(5.104) and (5.107), we obtain
 ϕ(x1 ,x2 )
∂2u ∂2u ∂ 2 p(x1 , x2 , ξ) ∂ 2 p(x1 , x2 , ξ)
+ 2 = + dξ
∂x21 ∂x2 x3 ∂x21 ∂x22
∂ϕ ∂p
 ∂ϕ ∂p

+ x1 , x2 , ϕ(x1 , x2 ) + x1 , x2 , ϕ(x1 , x2 )
∂x1 ∂x1 ∂x2 ∂x1
 ϕ(x1 ,x2 ) 2
∂ p(x1 , x2 , ξ) ∂p

= − 2 dξ + 1 + x1 , x2 , ϕ(x1 , x2 )
x3 ∂x3 ∂x3
0 ∂p 1ϕ(x 1 ,x 2 ) ∂p

= − (x1 , x2 , ξ) +1+ x1 , x2 , ϕ(x1 , x2 )
∂x3 ξ=x3 ∂x3
2
∂p ∂ u
= 1+ = 1− 2. (5.111)
∂x3 ∂x3

Comparing it with (5.109), we get g = 1.

nonpermeable sides u= 0
dry region free boundary
u= 0
p= 0 Ω
upper v. ν = 0 u= 0
reservoir p= 0 1 2
wet region u= ( h U- x 3 )
hU 2
(saturated) lower
x3 p=h U-x 3 reservoir

x2 hL
x1
1 2
nonpermeable bottom v. ν = 0 p=h L-x 3 u=w u= 2 ( h L- x 3 )
Figure 13. Geometric configuration of the dam problem and boundary conditions; orig-
inal (left) and transformed (right).
5.6. Some applications to free-boundary problems 155

The boundary conditions on the vertical sides are either the Dirichlet or the
Neumann ones:44
⎧
⎪ 0 on the upper side,
⎪
⎪

⎨ 1 (hU − x3 )+ 2 on the side adjacent to the upper reservoir
2
u=
 (5.112a)
⎪
⎪ + 2
⎩ 2 (hL − x3 )
1
⎪ on the side adjacent to the lower reservoir
w on the bottom, nonpermeable side,
∂u
=0 on the vertical nonpermeable sides. (5.112b)
∂ν
The Dirichlet boundary condition at the bottom part uses continuity of u
∂2 ∂2 45
and ∂x 2 u + ∂x2 u = 0, which implies that the function w = w(x1 , x2 ) occurring
1 2
in (5.112) can be determined as the unique solution to the following 2-dimensional
boundary-value problem:
⎧ 2
⎪ ∂ w ∂2w
⎪
⎪ + = 0 on the bottom side,
⎪
⎪ ∂x21 ∂x22
⎪
⎪
⎪
⎨ w = 12 h2U on the bottom edge adjacent to the upper reservoir,
1 2
⎪ w = 2 hL
⎪
on the bottom edge adjacent to the lower reservoir,
⎪
⎪ ∂w
⎪
⎪ =0 on the bottom edges adjacent
⎪
⎪
⎩ ∂ν
to the nonpermeable sides.
(5.113)
These boundary conditions are outlined in the right-hand part of Figure 13.
As p ≥ 0 should hold from physical reasons, u should be nonincreasing along
the x3 -direction, hence u ≥ 0. In the dry region one has u = 0, hence 1 − ∆u =
1 ≥ 0, while in the wet region we derived 1 − ∆u = 0 in (5.111). Altogether, we
get the following complementarity problem46
⎧ (
⎪
⎪ −∆u + 1 ≥ 0, u ≥ 0,
⎪
⎪ in Ω,
⎪
⎪ (∆u − 1) u = 0,
⎪
⎨ (
∂
∂ν u ≥ 0, u ≥ 0, (5.114)
⎪
⎪ on nonpermeable vertical sides of Γ,
⎪
⎪ ∂
⎪
⎪ u ( ∂ν u) = 0
⎪
⎩
u|Γ prescribed in (5.112a) on the rest of Γ.
44 On the upper-reservoir side, ∂ u = −p = h − x implies u = 1 (h − x )2 , and similar
∂x3 U 3 2 U 3
condition but with hL instead of hU takes place on the lower-reservoir side.
2
45 This follows from (5.111) by using ∂ u = − ∂ p = − ∂ π+1 = 1 because ∂ π = v·ν = 0
3∂x2 ∂x
3 ∂x3 ∂x 3
on the bottom side.
46 Note that the Neumann condition (5.112b) is replaced by the complementarity condition on

the nonpermeable vertical sides of Γ, but these are equivalent with each other if u is regular
enough because, in the dry region, u = 0 implies ∇u = 0 hence ν · ∇u = ∂ν ∂
u = 0 on the dry
∂ ∂
boundary while on the wet boundary u > 0 and u ( ∂ν u) = 0 imply ∂ν u = 0.
156 Chapter 5. Nonsmooth problems; variational inequalities

The corresponding weak formulation admits a unique solution u ∈ K := {v ∈

W 1,2 (Ω); v|Γ satisfying (5.112a)}, which can be proved
 straightforwardly by the
direct method as in Theorem 5.3(iii) with Φ(u) := Ω 12 |∇u|2 − u dx for u ≥ 0
a.e. in Ω, otherwise Φ(u) = +∞. Therefore, the original problem has a unique
∂
(very weak) solution p = − ∂x 3
u ∈ L2 (Ω).

5.6.2 Continuous casting: a nonpotential variational inequality

A great amount of steel is nowadays casted continuously: hot liquid steel is con-
tinuously filled from the top into a mold cooled by water (cf. Figure 14(left)),
partly solidifies but keeping still a hot liquid kernel, and continuously extracted
by rollers and further cooled down to a complete solidification and then cut to
a final product. We shall present only a very simple steady-state model of this
advanced technology.47 The following notation will be used, cf. also Figure 14
below:
θ0 temperature of the liquid phase (melting temperature),
θ1 final temperature of the cooled outlet,48
θ2 (x) temperature of the environment,
b ≥ 0 the heat-convection coefficient,
v = (0, 0, v3 ) extraction velocity,
κ > 0 the heat-conductivity coefficient,
c > 0 the heat-capacity coefficient,
≥ 0 the latent heat,
x3 = ϕ(x1 , x2 ) a free boundary between the liquid and the solid phases.
Naturally, we assume θ1 < θ0 , θ2 (x) ≤ θ0 , and v3 , κ, c and positive. The equation
for the temperature θ in the steady-state extraction regime is:

cv · ∇θ = κ∆θ if θ < θ0 . (5.115)

The so-called Stefan condition on the free boundary expresses that the normal
∂
heat flux −κ∇θ · ν = κ ∂ν θ is spent as the heat needed for the phase change, here
the solidification, v · ν:
∂θ
−κ = − v · ν, (5.116)
∂ν
47 Our simplifications involve, in particular, calm liquid phase on the melting temperature

(i.e. we neglect convection in the liquid part like in Section 6.2), linear heat equation (i.e. we
neglect Stefan-Boltzmann radiation on the boundary like (2.114) and temperature dependence of
c and κ), solidification at a single temperature (i.e. no over-cooling effects, no mutual influence of
the melting temperature and chemical composition of a steel which is, in fact, a mixture of iron
and other elements such as carbon, etc.), known temperature θ2 at the mold side (temperature
distribution in the mold is not solved), etc. Besides a huge amount of papers, the reader is
referred to a monograph by Rodrigues [300, Sect. 2.5].
48 This will represent a Dirichlet boundary condition on the bottom end (cf. Figure 14(left))

which, however, is rather artificial and simplifies the heat convection in the continuation of the
casted workpiece. Yet, this does not essentially influence the process in the upper part if v3 is
large enough and the bottom end is far enough from the mold.
5.6. Some applications to free-boundary problems 157

where ν is the unit normal oriented from the liquid phase to the solid one. As also
θ = θ0 on the free boundary, we have seemingly too many conditions on it but, as
in Section 5.6.1, again the position of the free boundary itself is unknown and is
to be determined just in this way that both (5.116) and θ = θ0 are fulfilled. As the
heat equation is considered only in one phase (here solid) while the temperature of
the other is assumed constant, this problem is called a one-phase Stefan problem.
The other boundary conditions are outlined in the left-hand part of Fig-
ure 14, in particular the conditions on the vertical boundary reflect the cooling by
convection:
∂θ

−κ = b(x) θ − θ2 (x) . (5.117)
∂ν
CONTINUOUS REFILL OF LIQUID STEEL
u= 0
x1
LIQUID
x3
WATER

STEEL
u= 0
θ = θ0
MOLD
ΩL κ u +b u=b h(x)
ν
AIR
κ νθ +b θ=b θ 2(x)

FREE
ROLLERS
DRIVING

BOUNDARY
ΓSL ΩS
SOLID
u> 0
STEEL extraction
θ = θ1 velocity v=(0,0,v 3 ) κ u = θ1
ν
Figure 14. Geometric configuration (as a cross-section) of the continuous casting prob-
lem and boundary conditions; original (left) and transformed (right).
In terms of the auxiliary function ϕ = ϕ(x1 , x2 ) describing the free boundary in
the sense that ΓSL = {x = (x1 , x2 , x3 ) ∈ Ω; x3 = ϕ(x1 , x2 )}, the condition (5.116)
on the free boundary reads as
∂θ ∂θ ∂ϕ ∂θ ∂ϕ v3
− − = . (5.118)
∂x3 ∂x1 ∂x1 ∂x2 ∂x2 κ
Formally, we have
∂
κ∆θ − cv · ∇θ = v3 χΩ (5.119)
∂x3 S
in the sense of distributions. Indeed, for ΩL := Ω \ ΩS and ΓSL := Ω̄S ∩ Ω̄L (=the
free boundary), and for any v ∈ D(Ω), by using Green’s formula twice and that
∇θ = 0 on ΩL , it holds that
   
∂θ
∆θ, v = − ∇θ ·∇v dx = − ∇θ ·∇v dx = ∆θv dx − v dS (5.120)
Ω ΩS ΩS ΓSL ∂ν
and, again by using Green’s formula twice,
  
∂ ∂v ∂v
χΩS , v = − χΩS dx = − dx = v ν3 dS (5.121)
∂x3 Ω ∂x3 ΩS ∂x3 ΓSL
158 Chapter 5. Nonsmooth problems; variational inequalities

so that, by using successively (5.120), (5.115), (5.116), and (5.121), one obtains
 
∂θ
κ∆θ − cv · ∇θ, v = (κ∆θ − cv · ∇θ)v dx − v dS
ΩS ΓSL ∂ν
 
∂
=− v νv dS = − v3 v ν3 dS = v3 χΩS , v . (5.122)
ΓSL ΓSL ∂x 3

Then we use the Baiocchi transformation:

⎧  ϕ(x1 ,x2 )
⎨
θ(x1 , x2 , ξ) dξ for x3 ≤ ϕ(x1 , x2 ),
u(x) ≡ u(x1 , x2 , x3 ) := (5.123)
⎩ x3
0 for x3 > ϕ(x1 , x2 ).
∂
Then obviously θ = − ∂x 3
u and, assuming that θ > 0 in physically relevant situa-
tions, ΩS := {x ∈ Ω; u(x) > 0} = {x ∈ Ω; θ(x) < θ0 }. Realizing that v = (0, 0, v3 ),
(5.119) transforms by integration in the x3 -direction to

κ∆u − cv · ∇u = v3 χΩS . (5.124)

Altogether:
! !
v3 >0 on ΩS ,
κ∆u − cv · ∇u = and u (5.125)
0 < v3 =0 on ΩL .
∂
Since the Baiocchi transformation commutes with “ ∂ν ” on the vertical lines, the
boundary condition (5.117) transforms to
 0
∂u
− = bu − h(x), h(x1 , x2 , x3 ) = bθ2 (x1 , x2 , ξ) dξ, (5.126)
∂ν x3

provided b is independent of x which we have to assume from now on. The other
boundary conditions are outlined on Figure 14(right). This means we get the
complementarity problem
⎧ ⎫
⎪
⎪ −κ∆u + cv · ∇u ≥ − v3 , u ≥ 0, ⎬
⎪
⎪

⎪
⎪ in Ω,
⎪
⎨ κ∆u − cv · ∇u + v3 u = 0, ⎭
⎫
∂u ⎪ (5.127)
⎪
⎪ + bu ≥ h, u ≥ 0, ⎬
⎪
⎪
⎪ ∂ν
⎪  on Γ.
⎪
⎩ ∂u ⎪
⎭
+ bu − h u = 0
∂ν
As in Proposition 5.9, we arrive at the variational inequality formulation:
 


κ∇u · ∇(v−u) + cv · ∇u + v3 (v−u) dx + (bu − h)(v−u) dS ≥ 0 (5.128)
Ω Γ
5.7. Bibliographical remarks 159

for v ∈ K := {v ∈ W 1,2 (Ω); v ≥ 0, v(x1 , x2 , 0) = 0}. This variational inequality

involves a pseudomonotone (nonpotential) operator and has a solution u ∈ K by
Corollary 5.17; thus we get w = ∂x∂ 3 u ∈ L2 (Ω) a very weak solution. Moreover,
this operator is even uniformly monotone because, by Green’s formula,
 
1
v · ∇(u1 −u2 )(u1 −u2 ) dx = v · ∇(u1 −u2 )2 dx
2 Ω
Ω
 
1 1
=− div(v )(u1 −u2 ) dx +
2
(v · ν)(u1 −u2 )2 dS ≥ 0; (5.129)
2 Ω 2 Γ

note that the last volume integral vanishes since div(v ) = 0 while the last boundary
integral is nonnegative since (u1 − u2 )2 = 0 on top, (v ·ν) = 0 on vertical sides, and
both (v · ν) ≥ 0 and (u1 − u2 )2 ≥ 0 on the bottom. Then we can use Theorem 5.18
which gives even uniqueness of this solution and continuous dependence on , v3 ,
and h. Example 4.30 showed that this problem is indeed nonpotential.

5.7 Bibliographical remarks

Subdifferentials of convex functions has been scrutinized in many monographs
from so-called convex analysis, among them Hu and Papageorgiou [180, Sect.3.4],
Rockafellar and Wetts [299], or Zeidler [354, Chap.47].
Variational inequalities are addressed in many monographs: Baiocchi, Capelo
[27], Chipot [86], Elliott, Ockendon [117], Friedman [131], Glowinski, Lions,
Trémolières [156], Goeleven, Motreanu [157], Kinderlehrer, Stampacchia [198], Li-
ons [222, Chap.2,Sect.8 and Chap.3,Sect.5], Malý, Ziemer [232, Chap.5-6], Pascali,
Sburlan [276], Rodrigues [300], Růžička [314, Sect. 3.3.4], Troianiello [339], and Zei-
dler [354, Chap.54]. A fundamental paper is by Brézis [59, Chap.I]. Applications
to mechanics, in particular to contact problems, is in Duvaut, Lions [112], Eck,
Jarušek, Krbec [114], Hlaváček, Haslinger, Nečas, Lovı́šek [175], Nečas, Hlaváček
[262], or Kikuchi and Oden [197]. Variational inequalities in the context of their
optimal control are in Barbu [35, Chap.3] and Outrata, Kočvara, and Zowe [273].
Quasivariational inequalities have been thoroughly exposed in the monograph
by Baiocchi and Capelo [27]. Important application is the ground-water propaga-
tion through a dam of a general, non-rectangular shape, see Baiocchi and Capelo
[27, Chap.8], Chipot [86, Chap.8], or Crank [97, Sect.2.3.7]. A related subject (not
mentioned here) is the so-called implicit variational inequalities: find u such that,
for all w ∈ V , it holds that A(u, w) − A(u, u) + F (E(u), w) − F (E(u), u) ≥ 0.
Typically, it involves problems like mechanical contacts with friction that have a
dual formulation as quasivariational inequalities. Transformation between it and
quasivariational inequality is in Mosco [251].
For hemivariational inequalities see the monographs by Goeleven and Motre-
anu [157], Haslinger, Mietinen, and Panagiotopoulos [170] and Naniewicz and
Panagiotopoulos [255].
160 Chapter 5. Nonsmooth problems; variational inequalities

A generalization for the monotone set-valued part being non-potential does

exist, too, being based on the concept of the maximal monotone set-valued map-
pings. An analog of Browder-Minty’s theorem says that any maximal monotone
and coercive A : V ⇒ V ∗ is surjective, i.e. the inclusion A(u)  f has at least
one solution for any f ∈ V ∗ ; cf. Hu and Papageorgiou [180, Sect.3.1-2] or Zeidler
[354, Chap.32]. Set-valued generalization does exist also for pseudomonotone map-
pings49 , being invented by Browder [70]. Set-valued generalization of mappings of
type (M)50 is due to Kenmochi [193]. For the surjectivity of pseudomonotone set-
valued mappings we refer to Browder and Hess [71]; a thorough exposition is in
the handbook by Hu and Papageorgiou [180, Part I, Chap.III].

49 A set-valued mapping A : V ⇒ V ∗ is called pseudomonotone if

1) ∀u ∈ V : A(u) is nonempty, bounded, closed, and convex,

2) ∀U ⊂ V finite-dimensional subspace: A|U is (norm,weak*)-upper semicontinuous,
3) if uk u, fk ∈A(uk ), lim sup fk , uk −u ≤0, then ∀v∈V ∃f ∈A(u): lim inf fk , uk −v ≥ f, u−v .
k→∞ k→∞
50 A set-valued mapping A : V ⇒ V ∗ is called of type (M) if A|U is weakly* upper semicon-
tinuous for all U ⊂ V finite-dimensional, A(u) is nonempty, bounded, closed, and convex, and if
fk ∈ A(uk ), and (uk , fk ) ∗ (u, f ) in V × V ∗ and lim supk→∞ fk , uk ≤ f, u , then f ∈ A(u).
Chapter 6

Systems of equations: particular

examples

No general theory for systems of nonlinear equations exists. Systems usually re-
quire a combination of specific, sometimes very sophisticated tricks, possibly with
a fixed-point technique finely fitted to a particular structure. Although certain
general approaches can be adopted,1 a pragmatic observation is that systems are
much more difficult than single equations and sometimes only partial results (typ-
ically for small data) can be obtained with current knowledge. Even worse, many
natural systems arising from physical problems still remain unsolved with respect
to even the existence of a solution.
We confine ourselves to only a few illustrative examples having a straight-
forward physical interpretation and using the previously exposed theory in a non-
trivial but still rather uncomplicated manner.

6.1 Minimization-type variational method: polyconvex

functionals
For the “Lagrangean” ϕ : Ω×Rm ×Rm×n → R we consider the system of nonlinear
equations (j = 1, . . . , m):
⎧  n
⎪
⎪ ∂ ∂ϕ ∂ϕ
⎪
⎨ − (x, u, ∇u) + (x, u, ∇u) = gj on Ω.
i=1
∂xi ∂S ij ∂Rj
n (6.1)
⎪
⎪ ∂ϕ
⎪
⎩ νi (x, u, ∇u) + bj (x, u) = hj on Γ,
i=1
∂S ij

1 Cf. Ladyzhenskaya and Uraltseva [213, Chap.8].

162 Chapter 6. Systems of equations: particular examples

where, instead of the notation (r, s) ∈ R × Rn , we used here (R, S) ∈ Rm × Rm×n ,

and then ϕ = ϕ(x, R, S), as we already did in Sect. 2.4.4; thus S ∈ Rm×n denotes
here a matrix, hopefully without confusion, defining the surface measure dS. The
weak formulation of (6.1) is obtained by multiplying the equation in (6.1) by vj ,
integrating over Ω, summing it for j = 1, . . . , m, and using Green’s formula:
  m 
∂ϕ ∂ϕ
(x, u, ∇u) : ∇v + (x, u, ∇u)vj dx
Ω ∂S j=1
∂Rj
m  m   
+ bj (x, u)vj dS = gj vj dx + hj vj dS (6.2)
j=1 Γ j=1 Ω Γ

n m
for all v ∈ C 1 (Ω; Rm ), where S : S& := i=1 j=1 Sij S&ij . Assuming still
∂bi ∂bj
= , i, j = 1, . . . , m, (6.3)
∂Rj ∂Ri
the left-hand-side of the boundary-value problem (6.1) has a potential
 
Φ(u) = ϕ(x, u, ∇u) dx + ψ(x, u) dS, (6.4)
Ω Γ

where ψ(x, R) is defined by the formula (cf. (4.23c)):

 1
ψ(x, R) = R · b(x, tR) dt , R ∈ Rm , b : Γ×Rm → Rm . (6.5)
0

Although it is, in general, not possible to pass to a limit through a nonlinearity by a

weak convergence, cf. Remark 2.39, it is sometimes possible in special nonlinearities
(here the determinant) if special sequences (here generated by gradients2 ) are
considered:
Lemma 6.1. Let uk u in W 1,p (Ω; Rm ), p > n, n = m. Then
det ∇uk det ∇u in Lp/n (Ω). (6.6)
Proof. It is a well-known fact from matrix algebra that, for S ∈ Rm×n with m = n,
it holds that


det S I = cof S) S, (6.7)
where the “cofactor” [cofS]ij is the determinant of the matrix arising from S by
omitting the ith row and j th column but multiplied by (−1)i+j . Putting S := ∇u
and summing it for i, j = 1, . . . , n, this allows us to show
 n  n
∂ui ∂
i  ∂
n det ∇u = (cof∇u)ij = u (cof∇u)ij − ui (cof∇u)ij . (6.8)
i,j=1
∂xj i,j=1
∂xj ∂x j

2 Suchsequences are rotation free due to the well-known fact that rot(∇u) ≡ 0. This constraint
causes sometimes surprising effects, e.g. concerning higher integrability, cf. Müller [253].
6.1. Minimization-type variational method: polyconvex functionals 163

n ∂
The last term vanishes because of Piola’s identity j=1 ∂x j
(cof∇u)ij = 0 for all
i = 1, . . . , n.3
Then, by using subsequently (6.8), twice Green’s formula, and again (6.8),
one gets
  
∂  i
i 
n
1
lim (det ∇uk )v dx = lim uk cof∇uk j v
k→∞ Ω n k→∞ Ω i,j=1 ∂xj
n 
1
i ∂v
= − lim uik cof∇uk j dx
n k→∞ i,j=1 Ω ∂xj
n  
1  i i ∂v
=− u (cof∇u)j dx = (det ∇u)v dx (6.9)
n i,j=1 Ω ∂xj Ω

for any v ∈ D(Ω) because uk → u in L∞ (Ω; Rn )  W 1,p (Ω; Rn ) and cof∇uk

cof∇u in Lp/(n−1) (Ω; Rn×n ) which is obvious for n = 2 while it follows by induction
if n ≥ 3. 

Lemma 6.2 (Weak lower semicontinuity). Let m = n, let ϕ be coercive in

the sense ϕ(x, R, S) ≥ ε|S|p for p > n and ϕ(x, R, ·) be polyconvex in the sense

ϕ(x, R, S) = f(x, R, S, detS) (6.10)

with some f : Ω× Rm × Rm×n × R → R such that f(x, R, ·, ·) is convex and smooth4 ,

and satisfy the following growth conditions:
 

∃γ ∈ L1 (Ω) : ϕ(x, R, S) ≤ C γ(x) + β(|R|) + |S|p , (6.11a)
 


 ∂f 
∃γ ∈ Lp (Ω) :   ≤ C γ(x) + β(|R|) + |S|p−1 , (6.11b)
∂S
 ∂f 


 
∃γ∈L(p/n) (Ω) :   ≤ C γ(x) + β(|R|) + |S|p−n , (6.11c)
∂detS
for some C ∈ R+ and β : R → R continuous (with arbitrary growth), and moreover
b(x, ·) : Rn → Rn is monotone for a.a. x ∈ Γ and satisfies the growth condition

∃γ ∈ L1 (Γ); |b(x, R)| ≤ γ(x) + β(|R|). (6.12)

Then Φ is weakly lower semicontinuous.5

3 See Ciarlet [80, proof of Thm.1.7-1] or Evans [120, Sect.8.1.4, Lemma 1] for technical details.
4 Differentiability of f(x, R, ·, ·) is just a technical assumption which can be avoided when
selecting (in a measurable way) subgradients of f(x, R, ·, ·) in place of partial derivatives used
here.
5 Recall again our convention that by semicontinuity, see (1.6), we mean the “sequential”

semicontinuity. Here, however, it is even equivalent with general-topological semicontinuity which

uses generalized sequences (nets) since Φ is coercive and V separable.
164 Chapter 6. Systems of equations: particular examples

Proof. Take a sequence uk u in W 1,p (Ω). By Banach-Steinhaus Theorem 1.1,

{uk }k∈N is bounded. Without loss of generality we can suppose that Φ(uk ) →
lim inf k→∞ Φ(uk ). We are to show that Φ(u) ≤ limk→∞ Φ(uk ).
By the compact embedding W 1,p (Ω)  L∞ (Ω; Rm ) (recall that n < p is
assumed) we have uk → u uniformly on Ω. Let us put
 1
Ωε := x ∈ Ω; |∇u(x)| ≤ . (6.13)
ε
Then limε→0 measn (Ω \ Ωε ) = 0. Using subsequently nonnegativity of ϕ, polycon-
vexity of ϕ(x, R, ·) hence convexity of f(x, R, ·, ·), one obtains
 
lim inf ϕ(x, uk , ∇uk ) dx ≥ lim inf ϕ(x, uk , ∇uk ) dx
k→∞ Ω k→∞ Ωε
 
= lim inf f(x, uk , ∇uk , det∇uk ) dx ≥ lim f(x, uk , ∇u, det∇u) dx
k→∞ Ωε k→∞ Ωε

∂f
+ lim (x, uk , ∇u, det∇u) : (∇uk − ∇u) dx
k→∞ Ωε ∂S

∂f
+ lim (x, uk , ∇u, det∇u)(det∇uk − det∇u) dx
k→∞ Ωε ∂detS
 
= f(x, u, ∇u, det∇u) dx = ϕ(x, u, ∇u) dx;
Ωε Ωε

we used the convergences f(x, uk , ∇u, det∇u) → f(x, u, ∇u, det∇u) in

∂ ∂ p

L1 (Ωε ), ∂S f(x, uk , ∇u, det∇u) → ∂S f(x, u, ∇u, det∇u) in L (Ωε ) and
∂ ∂ (p/n)

∂detS f(x, uk , ∇u, det∇u) → ∂detS f(x, u, ∇u, det∇u) in L (Ωε ) by continuity
of the respective Nemytskiı̆ mappings, and eventually ∇uk −∇u 0 and, by
Lemma 6.1, det∇uk −det∇u 0. Finally we pass to the limit with ε → 0
by
 using Lebesgue’s Theorem 1.14 to show that the last integral approaches
Ω
ϕ(x, u, ∇u) dx. 
As to the boundary integral, (6.12) makes u → Γ ψ(x, u) dS with ψ from
(6.5) continuous and even smooth, and monotonicity of b(x, ·) makes ψ(x, ·) convex,
hence the weak lower-semicontinuity follows as in (4.5).
Altogether, the weak lower-semicontinuity of Φ was thus proved. 
Proposition 6.3 (Existence: the direct method). Let the assumptions of
Lemma 6.2 be valid and, moreover, b be coercive in the sense b(x, R)·R ≥ ε|R|q −k
with ε > 0 and q > 1. Then (6.1) has a weak solution.
 
Proof. Analogous to Proposition 4.16 with f defined by f, v := Ω g · v dx + Γ h ·
v dS, but simplified due to absence of Dirichlet boundary conditions here. 
Remark 6.4 (Polyconvexity). The formula (6.10) gives a good generality only if
m = n = 2. In general, one should assume
 
min(n,m)
ϕ(x, R, S) = f x, R, (adji S)i=1 (6.14)
6.1. Minimization-type variational method: polyconvex functionals 165

min(n,m) k(i,n,m)
with some f : Ω × Rm × i=1 R → R, where k(i, n, m) is the number of
all minors of the i-th order, such that f(x, R, ·) is convex, where adji S denotes the
determinants of all (i×i)-submatrices. Then, following Ball [28], ϕ(x, R, ·) is called
polyconvex. In particular, adj1 S = S and adjmin(n,m)−1 S = cofS and, if m = n,
adjmin(n,m) S = detS. Then Lemma 6.1 is to be generalized for adji ∇uk adji ∇u
p/i k(i,n,m)
in L (Ω; R ) provided p > i ≤ min(m, n), and Lemma 6.2 as well as
Proposition 6.3 is to be modified for (6.14) in place of (6.10).
Remark 6.5 (Quasiconvexity). Polyconvexity of ϕ(x, R, ·) is only sufficient for the
weak lower semicontinuity of Φ but not necessary if min(n, m) ≥ 2. The pre-
cise condition (i.e. sufficient and necessary) is the so-called W 1,p -quasiconvexity,
defined in a rather non-explicit way by

1

ϕ(x, R, S) = inf ϕ x, R, S+∇v(ξ) dξ (6.15)
1,p m
v∈W0 (O;R ) |O| O

where O ⊂ Rn is a (in fact, arbitrary) Lipschitz domain. This condition, whose

inevitable nonlocality has been proved by Kristensen [207], cannot be verified
efficiently except for very special cases, as e.g. polyconvexity which is a (strictly)
stronger condition. Henceforth, another mode, a so-called rank-one convexity, was
introduced by Morrey [248] by requiring t → ϕ(x, R, S + ta ⊗ b) : R → R to be
convex for any a ∈ Rn , b ∈ Rm , [a ⊗ b]ij := ai bj . Since Morrey [247] invented
quasiconvexity, the question of coincidence with rank-one convexity was open for
many decades and eventually answered negatively by Šverák [333] at least if m ≥ 3
and n ≥ 2. For smooth ϕ(x, R, ·), the rank-1 convexity is equivalent with the so-
called Legendre-Hadamard condition ϕS (x, R, S)(S,& S)
& ≥ 0 for all S, S& ∈ Rm×n
with S& = a ⊗ b, a ∈ R , b ∈ R . Obviously, polyconvexity (and thus all mentioned
m n

notions) is weaker than usual convexity, and for min(n, m) = 1 all mentioned
modes coincide with usual convexity of ϕ(x, R, ·).
Remark 6.6 (Symmetry conditions6 ). Considering the general system of m quasi-
linear equations


−div aj (x, u, ∇u) + cj (x, u, ∇u) = g j , j = 1, . . . , m, (6.16)
the symmetry condition (4.21) which, here together with (6.3), ensures existence
of a potential in the form (6.4) bears now the form

∂ali (x, R, S) ∂ajk (x, R, S)

= , (6.17a)
∂Sjk ∂Sli
∂ali (x, R, S) ∂cj (x, R, S)
= , (6.17b)
∂Rj ∂Sli
∂cj (x, R, S) ∂cl (x, R, S)
= (6.17c)
∂Rl ∂Rj
6 See e.g. Nečas [259, Sect.3.2].
166 Chapter 6. Systems of equations: particular examples

for all i, k = 1, . . . , n and j, l = 1, . . . , m and for a.a. (x, R, S) ∈ Ω × Rm × Rm×n .

Then, as in (4.23b), ϕ occurring in (6.4) is given (up to a constant) by the formula
 1m  n 
ϕ(x, R, S) = aji (x, tR, tS)Sji + cj (x, tR, ts)Rj dt (6.18)
0 j=1 i=1

and (6.16) coincides with the equation in (6.1) because ∂ϕ/∂Sij = aji and
∂ϕ/∂Rj = cj . Like (4.21)–(4.22), now (6.17) expresses just symmetry of the Jaco-
bian of the mapping (R, S) → (c(x, R, S), a(x, R, S)) : Rm ×Rm×n → Rm ×Rm×n .
In this case, (6.16) is the Euler-Lagrange equation for the potential having the
“density” (6.18).
Example 6.7 (Elasticity: large strains). Systems (6.1) with ϕ(x, R, S) = φ(x, I+S)
occur in steady-state elasticity where n = m, u : Ω → Rn means displace-
ment of a body occupying in an undeformed state the reference domain Ω while
y(x) := x + u(x) defines the deformation at x ∈ Ω. The deformed body then oc-
cupies the domain y(Ω) ⊂ Rn and φ(x, F ) expresses the specific stored energy at
x ∈ Ω and at the deformation gradient F = I + S. The direct method used in
Proposition 6.3 expresses minimization of overall stored energy and energy con-
tained in an elastic support on the boundary (through ψ) which is a variational
principle that sometimes (but not always) governs steady states of loaded elastic
bodies. The so-called frame-indifference principle requires φ(x, ·) in fact to depend
only on the so-called (right) Cauchy-Green stretch tensor
C = F F = (S + I) (S + I) = I + S + S + S S. (6.19)
The often considered potential
1 1
φ(x, F ) := E CE, E := (C − I), C = F F, (6.20)
2 2
where E is called the Green-Lagrange strain tensor, describes the so-called
Saint Venant-Kirchhoff’s material with C = [Cijkl ] the positive-definite elastic-
moduli tensor. This 4th-order tensor C has a lot of symmetries leading to only few
independent entries.7 Unfortunately, the choice (6.20) leads to ϕ(x, R, ·) which is
even not rank-one convex, however. An example of a polyconvex energy ϕ(x, R, ·)
is Mooney-Rivlin’s material described by8



φ(x, F ) := c1 tr(E) + c2 tr cof(C)−I + φ0 det(F ) , (6.21)
with C, E again from (6.20), c1 , c2 > 0 and φ0 a convex function; tr(·) in (6.21)
denotes the trace of a matrix. This is a special case of a so-called Ogden’s material.9
7 Number of independent entries of C in case of anisotropic crystals: 3 (cubic), 6 (tetragonal),

9 (orthorombic), 13 (monoclinic), or 21 (triclinic). Polycrystalic materials can be considered

 
isotropic and leads to 2 independent entries only, cf. (6.23).
8 Note that det(F ) = det(F ) = det(F F ) = det(C) actually depends only on C hence
(6.21) leads indeed to a frame-indifferent potential.
9 Ogden’s material allows for more general nonlinearities, cf. e.g. Zeidler [354, Sect.61.8 and

62.14]. In this way, the coercivity in Lemma 6.2 can be satisfied.

6.1. Minimization-type variational method: polyconvex functionals 167

Example 6.8 (Elasticity: small strains). If the displacement u is small, one can
neglect the higher-order term S S in (6.19) so that the Green-Lagrange strain
tensor E from (6.20) turns into a so-called small-strain tensor e(∇u) := 12 ∇u +
1
2 (∇u) , i.e.
1 ∂ui 1 ∂uj
eij (∇u) = + . (6.22)
2 ∂xj 2 ∂xi
In fact, only the gradient of u is to be small rather than u itself. Then the
St.Venant-Kirchhoff’s potential φ from (6.20) with e(∇u) substituted for E turns
ϕ into a quadratic form of the displacement gradient ∇u. For isotropic material,
it looks as
 2 λ
2 1 1
ϕ(x, R, S) = ϕ(S) = µe(S) + tr(S) , e(S) = S+ S , (6.23)
2 2 2
i.e. ϕ(∇u) = µ|e(∇u)|2 + 12 λ(div u)2 , where µ > 0 and λ ≥ 0 stand here for the
so-called Lamé constants describing the elastic response on shear and compression,
respectively. In particular, ϕ is then convex and (6.1) reduces to a so-called Lamé
system of linear elasticity whose weak formulation (6.2) then results in10
   
σ(∇u) : e(∇v) dx + b(u) · v dS = g · v dx + h · v dS (6.24)
Ω Γ Ω Γ

where σ(∇u) denotes the stress tensor

" #
σ(∇u) ij = 2µeij (∇u) + λ(div u)δij (6.25)

with δij the Kronecker symbol.

Remark 6.9 (Bibliographical notes). In fact, polyconvexity provides existence
proof on W 1,p (Ω; R3 ) even for p ≥ 3 and faster growth of ϕ admitting ϕ → +∞
if det(I + ∇u)  0, see Ball [28]. For advanced study of deep and difficult topics
around quasiconvexity the reader is referred to monographs by Dacorogna [98,
Chap.IV], Evans [120, Chap.8], Giaquinta, Modica and J. Souček [152, Part II,
Sect.1.4], Giusti [154, Chap.5], Morrey [248], Müller [254], and Pedregal [280,
Chap.3]. Existence of a minimizer of (6.4) on W 1,p (Ω; Rm ) is due to Acerbi and
Fusco [2]. For mathematical aspects of nonlinear elasticity see monographs by
Ciarlet [80], Pedregal [281], or Zeidler [354, Vol.4]. Although elasticity theory has
received attention throughout centuries, there are still many open fundamental
problems in nonlinear elasticity especially when ϕ(x, R, ·) has faster growth than
polynomial11 , see [29]. E.g., a question about injectivity of y : Ω → Rn , in partic-
ular avoiding self-contact, has been pointed out by Ciarlet and Nečas [81]. Linear
elasticity is exposed e.g. in Duvaut and Lions [112] or Nečas and Hlaváček [262],
and related unilateral problems in Hlaváček et al. [175].
10 Note that σ(∇u) : ∇v = σ(∇u) : e(∇v) + 1 σ(∇u) : (∇v − (∇v) ) and the last term vanishes
2
because σ(∇u) is symmetric and thus orthogonal to antisymmetric matrices.
11 It is quite natural to assume especially ϕ(x, R, S) → +∞ when det(I + S)  0.
168 Chapter 6. Systems of equations: particular examples

6.2 Buoyancy-driven viscous flow

It is an every-day experience that a warmer fluid in the gravity field tends to
run up while a cooler fluid falls down, in special situations known as Bénard’s
problem12 . These processes obviously involve mutually coupled velocity and tem-
perature fields. Oberbeck-Boussinesq’s model for (a steady-state of) this process
involving incompressible viscous non-Newtonean fluid13 occupying a fixed domain
Ω is governed by the following system14 :


(u · ∇)u − div σ e(∇u) + ∇π = g(1 − αθ), (6.26a)
div u = 0 , (6.26b)
u · ∇θ − κ∆θ = 0 , (6.26c)

with e(∇u) := 12 (∇u) + 12 ∇u as in (6.22) and where we denoted

u : Ω → Rn a velocity field,
π : Ω → R a pressure field,
θ : Ω → R a temperature field,
κ > 0 the heat-conductivity coefficient,
α a coefficient of mass density variation with respect to temperature,
σ(e) = the viscous stress tensor,
g = an external (e.g. gravity) force.
We have to specify boundary conditions. Let us consider, e.g., no-slip for u and
Newton’s condition for θ:
∂θ
u=0, κ + βθ = h on Γ. (6.27)
∂ν
Let us assume that, for some 0 < c1 ≤ c2 and q := 2∗ p∗ /(2∗ p∗ − p∗ − 2∗ ):

∀e ∈ Rn×n
sym : σ(e) : e ≥ c1 |e|p , |σ(e)| ≤ c2 (1 + |e|p−1 ), (6.28a)


∀e1 , e2 ∈ Rn×n
sym , e1 = e2 : σ(e1 ) − σ(e2 ) : (e1 − e2 ) > 0, (6.28b)
#

g ∈ Lq (Ω; Rn ), h ∈ L2 (Γ), (6.28c)

where Rn×n
sym denotes the set of n × n symmetric matrices. An example for (6.28a)–
(6.28b) is σ(e) = |e|p−2 e.
We will employ a fixed-point technique. Let us denote
1,p
W0,div (Ω; Rn ) := {v ∈ W01,p (Ω; Rn ); div v = 0} (6.29)
12 Cf.Straughan [327, Chap.3].
13 The adjective “non-Newtonean” refers to a non-constant viscosity; cf. Remark 6.14.
14 This model is derived from a full compressible system on assumptions of small u, nearly

constant θ, and negligible dissipative and adiabatic heat. Non-Newtonean fluids in this context
have been used in Málek at al. [231]. See [327] for an extensive reference list. For a more general
model see e.g. [189, 309].
6.2. Buoyancy-driven viscous flow 169

1,p
and consider a mapping M from W0,div (Ω; Rn ) to itself, defined by

M := M2 ◦ M1 : v → u, M1 : v → θ, M2 : (v, θ) → u, (6.30)

with u and θ being the weak solutions to


(v · ∇)u − div σ e(∇u) + ∇π = g(1 − αθ), div u = 0, u|Γ = 0 , (6.31a)
∂θ
v · ∇θ − κ∆θ = 0 , κ + βθ|Γ = h . (6.31b)
∂ν
Note that the system (6.31) is decoupled: first, one can solve (6.31b) to get θ and
then, knowing both v and θ, one can solve (6.31a). The linear problem (6.31a)
arising via the “frozen” velocity v in the convective term is called the Oseen
equation.
Lemma 6.10 (A-priori estimates). Let p > 1, p ≥ max(n/2, 3n/(n+2)). There
1,p
is R dependent on c1 , c2 , g and h but not on v ∈ W0,div (Ω; Rn ) such that

θW 1,2 (Ω) ≤ R and uW 1,p (Ω;Rn ) ≤ R. (6.32)

Proof. To estimate the temperature, we test (6.31b) by θ and, for p ≥ n/2, use
Green’s Theorem 1.31 and the identity
  
1 1
(v · ∇θ) θ dx = v · ∇θ dx = −
2
(div v) θ2 dx = 0 (6.33)
Ω 2 Ω 2 Ω

so that, by the Poincaré inequality (1.56) considered with p = 2 = q,

  
CP−1 min(κ, β)θ2W 1,2 (Ω) ≤ (v · ∇θ) θ dx + κ |∇θ|2 dx + β θ2 dS
 Ω Ω Γ

= hθ dx ≤ hL2#
(Γ) θL2# (Γ) ≤ Cε h2L2#
(Γ) + εN 2 θ2W 1,2 (Ω) ,

Γ
(6.34)

where CP comes from (1.56) and N is the norm of the trace operator W 1,2 (Ω) →
#
L2 (Γ). For ε > 0 small enough, it gives θW 1,2 (Ω) ≤ R with R independent of v.
To estimate the velocity, we test (6.31a)
  for p ≥ 3n/(n+2),
by u and use,
Green’s Theorem 1.31 and the identities Ω ∇π · u dx = − Ω πdiv u dx = 0 and15
  
n 
n

 ∂uj
(v · ∇)u · u dx = vk uj dx
Ω Ω k=1 j=1 ∂xk
  
∂uj 
n 
n
∂vk

=− uj uj + uj vk dx = − (v · ∇)u · u dx (6.35)
Ω ∂xk ∂xk Ω
k=1 j=1

15 Note that
 n
k=1 ∂vk /∂xk = div v = 0.
170 Chapter 6. Systems of equations: particular examples

so that 


(v · ∇)u · u dx = 0 (6.36)
Ω

and, by Korn’s inequality (1.58) and by (6.28a),


c1 CK−p upW 1,p (Ω;Rn ) ≤ c1 e(∇u)pLp(Ω;Rn×n ) ≤ σ(e(∇u)) : e(∇u) dx
0
 Ω

= ((v·∇)u) · u + σ(e(∇u)) : e(∇u) + ∇π·u dx = g(1−αθ) · u dx
Ω Ω

∗ 
≤ gLq (Ω;Rn ) measn (Ω)1/2 + αθL2 (Ω) uLp∗ (Ω;Rn ) . (6.37)

From this, the second estimate in (6.32) follows by Young’s inequality and the
already obtained estimate of θ. 
Lemma 6.11 (Uniqueness and continuity). Let p > 3n/(n+2). Given v, the
solution (u, θ) to (6.31) is unique. Besides, M : v → u is weakly continuous.
Proof. Uniqueness of temperature θ follows from the a-priori estimate (6.34) be-
cause (6.31b) is linear in terms of θ. The weak continuity of M1 is obvious
when one realizes that v k · ∇θk v · ∇θ weakly in L1 (Ω) because v k v
∗
weakly in W (Ω; R ) (hence strongly in Lp − (Ω; Rn )) and ∇θk
1,p n
∇θ weakly
in L2 (Ω; Rn×n ).
For the uniqueness of the velocity, we take u1 , u2 two weak solutions of
(6.31a), and test the difference of the weak formulation of (6.31a) by u12 := u1 −u2 .
Using (6.36) for u12 instead of u, it gives:
 


σ(e(∇u1 )) − σ(e(∇u2 )) : e(∇u12 ) dx = − ((v · ∇)u12 ) · u12 dx = 0
Ω Ω

so that, by strict monotonicity (6.28b), it holds that e(∇u12 ) = 0 a.e. in Ω and

then, by Korn’s inequality (1.58), u12 = 0.
To show the weak continuity of M2 : (v, θ) → u, one can use monotonicity of
σ and consider a weakly converging sequence (v k , θk ) (v, θ) and corresponding
solutions uk :



0 ≤ σ(e(∇uk )) − σ(e(∇w)) : e(∇(uk −w)) dx
Ω


= g(1−αθk ) − (v k · ∇)uk (uk −w) − σ(e(∇w)) : e(∇(uk −w)) dx
Ω


→ g(1 − αθ) − (v · ∇)u (u−w) − σ(e(∇w)) : e(∇(u−w)) dx (6.38)
Ω

and then use Minty’s trick. Note that (6.38) used the compact embedding
∗
n
1,p
 0 k(Ω; R k) 
W L(p −) (Ω; Rn ) which allowed for the limit passage in the term
Ω
(v · ∇u )uk dx if p−1 + 2(p∗ − )−1 ≤ 1 which requires p > 3n/(n+2). 
6.2. Buoyancy-driven viscous flow 171

Proposition 6.12 (Existence). Let (6.28) hold. Then the system (6.26) has at
least one weak solution.

Proof. It follows from Schauder’s fixed-point Theorem 1.9 (cf. Exercise 2.51) for
1,p
M on the ball in B := {v ∈ W0,div (Ω; Rn ); vW 1,p (Ω;Rn ) ≤ R} with a sufficiently
large radius R from (6.32) depending only on the data g, h, σ, and α, endowed by
the weak topology which makes it compact. 

Remark 6.13 (Navier boundary condition 16 ). An alternative to the no-slip condi-

tion u = 0 is a partial-slip condition (with γ ≥ 0 a phenomenological coefficient):

un = 0, σt + γut = 0, (6.39)

where ut := u − un is the tangential velocity and un := (u·ν) ν is the nor-

mal velocity, and similarly for the so-called traction force σ defined as [σ ]i =
 n
j=1 σij (e(∇u))νj . For γ = 0, it expresses a no-stick (or ideally slippery)
boundary while for γ → +∞ it approximates the no-slip boundary. Instead
1,p
of W0,div (Ω; Rn ) defined in (6.29), the weak formulation uses the linear space
{v ∈ W (Ω; Rn ); div v = 0, v · ν = 0} and leads to a weak formulation of
1,p

(6.26a,b) as the integral identity

  
((u·∇) u)·z + σ(e(∇u)) : ∇z dx + γut ·zt dS = g(1−αθ) dx. (6.40)
Ω Γ Ω

Remark 6.14 (Navier-Stokes equations). For σ(e) = 2µe, (6.26a,b) turns (when
neglecting buoyancy, i.e. α = 0, and thus also temperature variation) into the
system17
(u · ∇)u − µ∆u + ∇π = g, div u = 0, (6.41)

which is called a steady-state Navier-Stokes system.18 The coefficient µ is called

a kinematic viscosity coefficient and fluids exhibiting such constant viscosity are
called Newtonean fluids. The no-stick boundary conditions (6.39) have now an
alternative (though not fully equivalent) option: u·ν = 0, (∇×u)·ν = 0, and
(∇×(∇×u)) · ν = 0 on Γ, where × : R3 ×R3 → R3 is the vector product on R3 , see
[39]. For other conditions we refer also to [91].

16 The Navier’s conditions (6.39) are “mathematically” very natural in comparison with mere


Dirichlet condition u = 0, as pointed out by Frehse and Málek [128].

 

n


17 Indeed, taking into account div u =
i=1 ∂ui /∂xi = 0 and σ(e(∇u)) = 2µe(∇u), one gets

n n n
∂ 1 ∂ui 1 ∂uj ∂ ∂ui ∂ 2 uj
div 2µe(∇u) = 2µ + =µ + = µ∆u.
i=1
∂xi 2 ∂xj 2 ∂xi ∂xj i=1
∂xi i=1
∂xi ∂xi

18 Cf. Constantin and Foias [92], Galdi [146], Sohr [326], or Temam [335] for a thorough
treatment.
172 Chapter 6. Systems of equations: particular examples

Exercise 6.15. Write a weak formulation for (6.31a), use divergence-free test func-
tions.19
Exercise 6.16. Prove existence of u and of θ solving (6.31) by the Galerkin method.
Exercise 6.17. Uniqueness of the obtained solution does not hold in general by
natural reasons. Nevertheless, prove uniqueness of (u, θ) for g and h small enough
provided σ is strongly monotone, i.e. (σ(e1 ) − σ(e2 )) : (e1 − e2 ) ≥ c3 |e1 − e2 |2 for
some c3 > 0, and provided also n ≤ 4 and q ≥ n/2 for (6.28c).20

6.3 Reaction-diffusion system

Let us investigate the so-called steady-state Lotka-Volterra system:21
⎧
⎪
⎪ −d1 ∆u = u(a1 − b1 u − c1 v) + g1 in Ω,
⎪
⎨
−d2 ∆v = v(a2 − b2 v − c2 u) + g2 in Ω, (6.42)
⎪
⎪
⎪
⎩ u|Γ = 0, v|Γ = 0 on Γ.

This system has applications in ecology:

u, v ≥ 0 are the unknown concentrations of two species,
a1 , a2 are the birth (or, if a’s are negative, death) rates,
Ê Ê
Realize that, by Green’s Theorem 1.31, Ω ∇π · z dx = Ω −π div v dx = 0 and that
19 Hint:

symmetric and antisymmetric matrices are mutually orthogonal so that σ symmetric implies

−div(σ(e(∇u))) · z dx = σ(e(∇u)) : ∇z dx = σ(e(∇u)) : e(∇z) dx.

Ω Ω Ω

20 Hint: consider two solutions (u1 , θ ) and (u2 , θ ), test the difference of weak formulations of
1 2
(6.26a,b) by u12 := u1 − u2 and of (6.26c) by θ12 := θ1 − θ2 , sum them up, realize that small
data imply both u W 1,p (Ω;Rn ) and θ2 W 1,2 (Ω) small, and estimate
2

κ|θ12 |2 + c3 |e(∇u12 )|2 dx + β|θ12 |2 dS

Ω Γ



≤ gαθ12 · u12 − (u1 · ∇)u1 − (u2 · ∇)u2 u12 − u1 · ∇θ1 − u2 · ∇θ2 θ12 dx
Ω



= gαθ12 · u12 − (u1 · ∇)u12 + (u12 · ∇)u2 u12 − u1 · ∇θ12 + u12 · ∇θ2 θ12 dx
Ω



= gαθ12 · u12 − (u12 · ∇)u2 u12 − u12 · ∇θ2 θ12 dx
Ω
≤ αgLq (Ω;Rn ) θ12 L2∗ (Ω) u12 L2∗ (Ω;Rn ) + C1 u12 2L2∗ (Ω;Rn ) ∇u2 Lp (Ω;Rn×n )

+ C2 ∇θ2 L2 (Ω;Rn ) u12 L2∗ (Ω;Rn ) θ12 L2∗ (Ω)

with C1 , C2 depending on p and n, and finally by Young, Poincaré and Korn inequalities conclude
that θ12 = 0 and u12 = 0. The condition n ≤ 4 is needed for Hölder’s inequality leading to C2 .
21 Original studies of oscillation in biological or ecological systems (not necessarily in the pres-

ence of diffusion) originated in Lotka [225] and Volterra [350] and later received intensive scrutiny,
cf. e.g. Pao [275, Sect.12.4–6].
6.3. Reaction-diffusion system 173

b1 , b2 > 0 are related to the carrying capacities of the environment,

c1 , c2 are the interaction rates,
d1 , d2 > 0 are diffusion coefficients related to migrations,
g1 , g2 ≥ 0 are the outer supply rates.
If both c1 and c2 are positive, (6.42) describes a competition-in-ecology type model
while, if both c1 and c2 are negative, (6.42) refers to a cooperation-in-ecology type
model. Eventually, if c1 > 0 and c2 < 0, we get a predator/prey model; u is then
the prey species while v is the predator concentration.
We will employ the fixed-point mapping (ū, v̄) → (u, v) where (u, v) ∈
W 1,2 (Ω)2 is the weak solution to the following two equations:
⎧
⎪
⎪ −d1 ∆u = u(a1 − b1 u+ − c1 v̄) + g1 in Ω,
⎪
⎨
−d2 ∆v = v(a2 − b2 v + − c2 ū) + g2 in Ω, (6.43)
⎪
⎪
⎪ u|Γ = 0, v|Γ = 0
⎩ on Γ.

Existence of a weak solution u and v to these de-coupled equations can be shown,

e.g., by a direct method, cf. Proposition 4.16, under assumptions made below. Let
us agree to consider vW 1,2 (Ω) := ∇vL2 (Ω;Rn ) .
0

Lemma 6.18 (Nonnegativity of u and v). Let ū, v̄ ≥ 0 a.e., and a1 < d1 N −2 +
c−
1 ess supx∈Ω v̄(x) and a2 < d2 N
−2
+ c−
2 ess supx∈Ω ū(x) with N the norm of the
1,2
embedding W0 (Ω) ⊂ L (Ω). Then u, v ≥ 0 a.e. in Ω.
2

Proof. Let us first consider c1 ≥ 0 and test the first equation in (6.43) by u− and
notice that b1 u+ u− = 0, which gives

d1 u W 1,2 (Ω) ≤ d1 |∇u− |2 + c1 v̄(u− )2 − g1 u− dx = a1 u− 2L2 (Ω) .
− 2
(6.44)
0
Ω
2
If N a1 < d1 , we can absorb the last term in the left-hand side, which then
immediately gives u− = 0 a.e., so u ≥ 0 a.e. in Ω. For c1 < 0, we must estimate
 
d1 u− 2W 1,2 (Ω) ≤ d1 |∇u− |2 − g1 u− dx = a1 (u− )2
0
Ω

Ω

− c1 v̄(u ) dx ≤ a1 + |c1 | v̄L∞ (Ω) u− 2L2 (Ω) .
− 2
(6.45)
Analogous considerations work to show v ≥ 0. 
Lemma 6.19 (Upper bounds). Let, in addition to the assumptions in
Lemma 6.18, also g1 , g2 ∈ L∞ (Ω), b1 > −c− −
1 and b2 > −c2 . Then there is a
constant K sufficiently large such that ū, v̄ ∈ [0, K] a.e. in Ω implies u, v ≤ K
a.e. in Ω.
Proof. We test the first equation in (6.43) by (u − K)+ and use (1.50), which gives

d1 (u − K)+ 2W 1,2 (Ω) ≤ d1 |∇(u − K)+ |2
0

Ω

+ b1 u2 − a1 u − g1 + c1 v̄u (u − K)+ dx = 0. (6.46)
174 Chapter 6. Systems of equations: particular examples

We take K so large that r → b1 r2 −a1 r−g1 (x)+c1 v̄(x)r is nonnegative on [K, +∞),
namely b1 K 2 − a1 K − ess supx∈Ω g1 (x) + c− −
1 K ≥ 0 and 2b1 K − a1 + 2c1 K ≥ 0.
2
−
Such K does exist whenever b1 + c1 > 0. Then (6.46) yields u ≤ K a.e. in Ω.
Analogous considerations are for v. 

Lemma 6.20 (Continuity of (ū, v̄) → (u, v)). Let

a1 < d1 N −2 + c−
1 K, a2 < d2 N −2 + c−
2 K, b1 > −c−
1, b2 > −c−
2 (6.47)

with K so large that Lemma 6.19 is in effect. Then the solution (u, v) to (6.43)
is unique and the mapping (ū, v̄) → (u, v) is weakly continuous as L2 (Ω)2 →
W 1,2 (Ω)2 if both arguments satisfy 0 ≤ ū ≤ K and 0 ≤ v̄ ≤ K.
Proof. Uniqueness of the solution to (6.43): consider two solutions u1 , u2 ∈
W 1,2 (Ω) to the first equation in (6.43) and test the difference by u1 − u2 =: u12 .
It gives
 


d1 u12 2W 1,2 (Ω) ≤ d1 |∇u12 |2 + b1 u1 u+
1 −u 2 u +
2 u 12 + c 1 v̄u 2
12 dx = a 1 u212 dx,
0
Ω Ω

which gives u12 = 0 if a1 < d1 N 2 and c1 ≥ 0, or if c1 < 0 and a1 − c1 K < d1 N −2 .

Now, consider a sequence {v̄k }k∈N converging to v̄ weakly in L2 (Ω). The cor-
responding solutions uk are bounded in W 1,2 (Ω), hence (up to a subsequence) uk
converges to some u weakly in W 1,2 (Ω). Using the compact embedding W 1,2 (Ω) ⊂
L2 (Ω) in the integral identity Ω ∇uk ∇z − uk (a1 − b1 u+k − c1 v̄k )z − g1 z dx = 0 for
any z ∈ W 1,2 (Ω) ∩ L∞ (Ω), we get that u is the weak solution to the first equation
in (6.43). As this solution is unique, even the whole sequence {uk }k∈N converges
to it. The weak continuity of v̄ → u : L2 (Ω) → W 1,2 (Ω) has thus been shown. The
mapping ū → v can be treated analogously. 

Proposition 6.21 (Existence of a solution to (6.42)). Let g1 , g2 ∈ L∞ (Ω),

and the birth rates a1 and a2 be small enough and the carrying capacities b1 and
b2 be large enough as specified in (6.47) with K sufficiently large as specified in
the proof of Lemma 6.19. Then there is a solution (u, v) to (6.42) such that 0 ≤
u(·) ≤ K, 0 ≤ v(·) ≤ K a.e. on Ω.
Proof. We apply the Schauder fixed-point theorem (cf. Exercise 2.51 modified for
the weak* topology) to the mapping (ū, v̄) → (u, v) defined by (6.43) on the
compact convex set {(u, v) ∈ L∞ (Ω)2 ; 0 ≤ u(·) ≤ K, 0 ≤ v(·) ≤ K a.e. on Ω}
equipped with the weak topology of L2 (Ω)2 . Note that this set is mapped into
itself if K is taken suitably as mentioned in Lemma 6.20. As the resulting fixed
point (u, v) is nonnegative, it solves the original system (6.42), too. 

Remark 6.22. Existence of steady states especially in non-cooperative ecological

systems is not automatic hence it is not surprising that Proposition 6.21 works
only under rather strong data qualification.
6.4. Thermistor 175

Remark 6.23. It should be emphasized that the mere existence of solutions to the
steady-state Lotka-Volterra system (6.42) is only a basic ambition in this analysis.
The research in this area focuses on more advanced questions such as multiplicity of
the solutions, their stability both with respect to data perturbations and whether
they attract trajectories of the evolution variant of this system, cf. (12.27), etc.

6.4 Thermistor

We will address the steady-state of electric and temperature fields in an isotropic

homogeneous electrically conductive medium occupying the domain Ω whose con-
ductivity (both electrical and thermal) depends on temperature which is, vice
versa, influenced by the produced Joule’s heat. Electrical devices using these ef-
fects to link temperature with electrical properties are called thermistors. Anyhow,
a filament in each bulb, working with temperatures ranging many hundreds of de-
grees, is addressed by the following system, too:


−div κ(θ)∇θ = σ(θ)|∇φ|2 on Ω , (6.48a)


−div σ(θ)∇φ = 0 on Ω , (6.48b)

with the following interpretation:

φ is the electrostatic potential,
θ is the temperature,
σ the electric conductivity (depending on θ); 0 < cσ ≤ σ(·) ≤ Cσ ,
κ the heat conductivity (depending again on θ); 0 < cκ ≤ κ(·) ≤ Cκ .
Therefore, (6.48a) is the heat equation, −κ(θ)∇θ denoting the heat flux governed
by the Fourier’s law while (6.48b) is the Kirchhoff’s continuity equation for the
electric current j being governed by Ohm’s law j = σ(θ)∇φ. The (specific) power
of the electric current is the scalar product of j with the intensity ∇φ of the electric
field, i.e. the so-called Joule heat j · ∇φ = σ(θ)|∇φ|2 being the source term in the
right-hand side of (6.48a).
Of course, the system (6.48) is to be completed by boundary conditions:
e.g. the Dirichlet one on ΓD with measn−1 (ΓD ) > 0 (= electrodes) and zero Neu-
mann condition on ΓN = Γ \ ΓD (= an isolated part), i.e.

∂θ ∂φ
θ|ΓD = θD , φ|ΓD = φD on ΓD , = =0 on ΓN . (6.49)
∂ν ∂ν
176 Chapter 6. Systems of equations: particular examples

The basic trick22 consists in the transformation of (6.48) into the system23


div κ(θ)∇θ + σ(θ)φ∇φ = 0, (6.50a)


div σ(θ)∇φ = 0. (6.50b)
Now, again the crucial point is to design a fixed-point scheme suitably. Here,
an advantageous option is to decouple the system (6.50) as follows:


div κ(ϑ)∇θ + σ(ϑ)φ∇φ = 0, (6.51a)


div σ(ϑ)∇φ = 0, (6.51b)
this means we consider the mapping
M := M2 ◦ M1 : ϑ → θ, M1 : ϑ → φ, M2 : (φ, ϑ) → θ, (6.52)
where, for ϑ given, φ solves in a weak sense (6.51b) and then θ solves in a weak
sense (6.51b), considering naturally the boundary conditions (6.49). The existence
and uniqueness of such solutions has been proved in Chapter 2.
Lemma 6.24 (A-priori estimates). Let us assume θD = θ0 |Γ , and φD = φ0 |Γ
for some θ0 , φ0 ∈ W 1,2 (Ω) ∩ L∞ (Ω), and ϑ ∈ W 1,2 (Ω) arbitrary, and let φ and θ
solve (6.51)–(6.49) in the weak sense. Then, for some constants C1 , C2 , and C3
independent of ϑ,
 
φ ∞ ≤ C1 , (6.53a)
L (Ω)
 
∇φ 2 ≤ C2 , (6.53b)
L (Ω;Rn )
 
θ 1,2 ≤ C3 . (6.53c)
W (Ω)

Proof. The estimate (6.53b) follows by using the test function v = φ − φ0 ∈

W 1,2 (Ω) in a weak formulation of (6.51b); note that obviously v|ΓD = 0.
The estimate (6.53a) follows by testing (6.51b) by v = (φ ∓ φ0 L∞ (Ω) )± as
in Exercise 2.71; note that again v|ΓD = 0.
The estimate (6.53c) can be obtained by using the test function v = θ −
θ0 ∈ W01,2 (Ω) in a weak formulation of (6.51a); note that obviously v|ΓD = 0. By
Hölder’s inequality, this leads to the estimate
 
cκ ∇θ2L2 (Ω;Rn ) ≤ κ(ϑ)∇θ·∇θdx = κ(ϑ)∇θ·∇θ0 − σ(ϑ)φ∇φ·∇(θ−θ0 )dx
  Ω
   
Ω
≤ κ(ϑ)L∞ (Ω) ∇θL2 (Ω;Rn ) ∇θ0 L2 (Ω;Rn )
       
+ σ(ϑ)L∞ (Ω) φL∞ (Ω) ∇φL2 (Ω;Rn ) ∇θ − ∇θ0 L2 (Ω;Rn )

     
≤ Cκ ∇θ0 L2 (Ω;Rn ) +Cσ C1 C2 ∇θL2 (Ω;Rn ) + Cσ C1 C2 ∇θ0 L2 (Ω;Rn ) . 
22 Without this trick, one must use regularity to guarantee strong convergence of φ’s in W 1,p (Ω)

and then |∇φ|2 in a suitable Lp/2 (Ω) ⊂ W 1,p (Ω)∗ .

23 Realize that, by the formula div(av) = a div v + ∇a · v and by (6.48b), one indeed has



div σ(θ)φ∇φ = div σ(θ)∇φ φ + σ(θ)∇φ · ∇φ = σ(θ)∇φ · ∇φ = Joule’s heat.
6.4. Thermistor 177

Proposition 6.25. The system (6.48)–(6.49) has a weak solution.

Proof. We take a sufficiently large ball in W 1,2 (Ω), namely

B = θ ∈ W 1,2 (Ω); θW 1,2 (Ω) ≤ C3 , (6.54)
and apply Schauder’s fixed-point Theorem 1.9 (cf. Exercise 2.51) for the mapping
M defined by (6.52) on B endowed by the weak topology which makes it compact.
For this, we have to prove the weak continuity of the mapping M : ϑ → θ :
W 1,2 (Ω) → W 1,2 (Ω). Supposing ϑk ϑ weakly in W 1,2 (Ω) hence strongly in
p∗ −
L (Ω), we get

φk φ weakly in W 1,2 (Ω) (6.55)
∗
hence strongly in Lp −
(Ω), from which we then get


θk θ weakly in W 1,2 (Ω) . (6.56)
For (6.55), we used σ(ϑk ) → σ(ϑ) in any Lq (Ω), q < +∞, and made the limit
passage in the identity
 
0= σ(ϑk )∇φk · ∇v dx → σ(ϑ)∇φ · ∇v dx (6.57)
Ω Ω

for v ∈ W 1,∞ 1,2

(Ω) which is a dense subset in W (Ω). Also, we used uniqueness of
φ solving (6.51b) for ϑ fixed, which is obvious since (6.51b) is a linear equation.
Furthermore, for (6.56) we used κ(ϑk ) → κ(ϑ) in any Lq (Ω), q < +∞ and in
strong convergence φk → φ, cf. (6.55), and made the limit passage in the identity
 
0= κ(ϑk )∇θk ·∇v + σ(ϑk )φk ∇φk ·∇v dx → κ(ϑ)∇θ ·∇v + σ(ϑ)φ∇φ·∇v dx,
Ω Ω
1,∞
which holds for v smooth enough, say W (Ω). Again, we use also uniqueness of
θ solving (6.51a) for φ and ϑ fixed.
Then, by the Schauder theorem, M has a fixed point θ ∈ B, and then obvi-
ously the couple (θ, φ) with φ = M1 (θ) solves (6.48). 
Remark 6.26 (Other boundary conditions). Application to a lamp filament would
definitely require, instead of (6.49), rather the Stefan-Boltzmann conditions on ΓN ,
cf. (2.114), because the heat/light radiation mechanism just intentionally domi-
nates the usual heat convection. The modifications are left as an exercise.
Exercise 6.27. Again, from natural reasons, uniqueness of the weak solution to
the whole system (6.50) can be expected only for small data: assuming σ and κ
Lipschitz continuous and both θD and φD are small enough.24
24 Hint: imitate the strategy of Exercise 6.17. In particular, the term div(σ(θ)φ∇φ) results to


σ(θ1 )φ1 ∇φ1 )−σ(θ2 )φ2 ∇φ2 ) ∇θ12 dx
Ω
  
= σ(θ1 )−σ(θ2 ) φ1 ∇φ1 + σ(θ2 )φ12 ∇φ1 + σ(θ2 )φ2 ∇φ12 ∇θ12 dx
Ω
and then use Hölder inequality to estimate it “on the right-hand side”.
178 Chapter 6. Systems of equations: particular examples

6.5 Semiconductors
Semiconductor devices, such as diodes, bipolar and unipolar transistors, thyristors,
etc., and their systems in integrated circuits, have formed a technological base of
fast industrial and post-industrial development of mankind in the 2nd half of the
20th century.25 Mathematical modelling of particular semiconductor devices uses
various models. The basic, so-called drift-diffusion model has been formulated by
Roosbroeck [301] and, in the steady-state isothermal variant, is governed by the
following system26


div ε∇φ = n − p + cD in Ω, (6.58a)


div ∇n − n∇φ = r(n, p) in Ω, (6.58b)


div ∇p + p∇φ = r(n, p) in Ω, (6.58c)

where we use the conventional notation27

n a concentration of the negative-charge carriers (i.e. of the electrons),
p a concentration of the positive-charge carriers (the so-called holes),
φ the electrostatic potential,
cD =cD (x) a given profile of concentration of dopants (=donors−acceptors),
ε > 0 a given permitivity,
r = r(n, p) generation and recombination rate, cf. Example 6.31 below.
The so-called Poisson equation28 (6.58a) is the rest of Maxwell’s equations when
neglecting magnetic-field effects, which says that divergence of the electric induc-
tion ε∇φ has as the source the total electric charge n − p + cD . The equation
(6.58b) is the continuity equation for the phenomenological electron current29
jn = ∇n − n∇φ with the source r = r(n, p). The equation (6.58c) has a similar
meaning for the phenomenological hole current jp = −∇p − p∇φ.
25 This was reflected by Nobel prizes awarded for discovery of the transistor effect to

W.B. Shockley, J. Bardeen, and W.H. Brattain in 1956, for invention of integrated circuits
to J.S. Kilby in 2000, and for semiconductor heterostructures to Z.I. Alferov and H. Kroemer
also in 2000.
26 For more details, the reader is referred to the monographs by Markowich [235], Markowich,

Ringhofer, and Schmeiser [236], Mock [246], or Selberherr [318], or to papers, e.g., by Gajewski
[138], Gröger [163], Jerome [185], or Mock [245]. The model (6.58) can be derived from particle-
type models on the assumption that the average distance between two subsequent collisions tends
to zero; cf. [236].
27 Hopefully, “n” and “p” used in this section causes no confusion with the dimension n of the

domain Ω ⊂ Rn used also here, or the integrability in Lp (Ω) spaces used in other parts.
28 More precisely, the Poisson equation is ∆u = g. For g = 0 it is called the Laplace equation.
29 For simplicity, we consider diffusivity and mobility constant (and equal 1). Dependence

especially on ∇φ is, however, often important and may even create instability of steady-states
on which operational regimes of special devices, so-called Gunn’s diodes, made from binary
semiconductors (e.g. GaAs) are based; such diodes have no steady state under some voltage
and therefore must oscillate (typically on very high frequencies ranging GHz). For mathematical
analysis of such system see Frehse and Naumann [129] or Markowich, Ringhofer, and Schmeiser
[236, Sect.4.8].
6.5. Semiconductors 179

Of course, (6.58) is to be completed by boundary conditions: let us consider,

for simplicity, the Dirichlet one on ΓD with measn−1 (ΓD ) > 0 (which describes
conventional electrodes) and zero Neumann on ΓN = Γ \ ΓD (an isolated part), i.e.
∂φ ∂n ∂p
φ|ΓD = φD , n|ΓD = nD , p|ΓD = pD on ΓD , = = = 0 on ΓN . (6.59)
∂ν ∂ν ∂ν
Examples of geometry of typical semiconductor devices, a bi-polar and a uni-polar
transistors, are in Figure 15.30
base emitter collector source gate drain The grey
insulator scale:
Γ0 Γ1 Γ0 Γ1 Γ0 Γ0 Γ1 00
11 Γ0 cD > 0
the surface 00
11
1111111111111111
0000000000000000
of the chip cD = 0
cD < 0
Ω Ω (concentration
Γ1 substrate Γ1 substrate of dopants)
Figure 15. Schematic geometry of a bi-polar transistor (left) and a uni-polar field-effect
transistor (so-called FET) (right) which are basic elements of integrated cir-
cuits manufactured by an epitaxial technology. The grey scale refers to the
level of dopants (hence the left figure refers to a so-called p-n-p transistor).
A substantial trick consists in a nonlinear transformation: we introduce a
new variable set (φ, u, v) related to (φ, n, p) by

n = eφ u , p = e−φ v , (6.60)

and abbreviate
s(φ, u, v)
s(φ, u, v) := r(eφ u, e−φ v) and σ(φ, u, v) = . (6.61)
uv − 1
Let us remark that −ln(u) and ln(v) are called quasi-Fermi potentials of electrons
and holes, respectively. Obviously, (6.60) transforms the currents jn and jp to

jn = ∇n − n∇φ = eφ ∇u + eφ ∇φu − eφ ∇φ u = eφ ∇u , (6.62a)

jp = −∇p − p∇φ = −e−φ ∇v+e−φ ∇φv−e−φ ∇φ v = −e−φ ∇v, (6.62b)

and thus the system (6.58) transforms to

div(ε∇φ) = eφ u − e−φ v + cD , (6.63a)

φ
div(e ∇u) = s(φ, u, v), (6.63b)
−φ
div(e ∇v) = s(φ, u, v), (6.63c)
30 Transistors have always three electrodes. In the bi-polar transistor, Figure 15(left), Γ
D has
therefore three disjoint components. In unipolar transistor, Figure 15(right), ΓD has only two
components, the third electrode, called a gate, is realized through Newton-type boundary con-
ditions ε ∂φ
∂ν
= (φ − φG ) instead of the Neumann one (6.59), with φG denoting the electrostatic
potential of the gate, cf. Exercise 6.32.
180 Chapter 6. Systems of equations: particular examples

while the boundary conditions (6.59) transform to

φ|ΓD = φD , u|ΓD = uD := e−φD nD , v|ΓD = vD := eφD pD on ΓD , (6.64a)

∂φ ∂u ∂v
= = =0 on ΓN . (6.64b)
∂ν ∂ν ∂ν
We will again use the fixed-point technique, designed by means of a mapping
M (ū, v̄) = M2 (M1 (ū, v̄), ū, v̄), where M1 : (u, v) → φ=the weak solution to (6.63a)
with (6.64), and M2 : (φ, ū, v̄) → (u, v)=the weak solutions to:

div(eφ ∇u) = σ(φ, ū, v̄)(uv̄ − 1), (6.65a)

−φ
div(e ∇v) = σ(φ, ū, v̄)(ūv − 1), (6.65b)

with the boundary conditions (6.64). We assume φD , nD , pD ∈ L∞ (ΓD ), nD (·) ≥ δ,

pD (·) ≥ δ with some δ > 0, so that one can take K ≥ 1 such that uD and
vD are in [e−K , eK ]. Moreover, let φD = φ0 |Γ , uD = u0 |Γ , vD = v0 |Γ for some
φ0 , u0 , v0 ∈ W 1,2 (Ω) ∩ L∞ (Ω).
Lemma 6.28 (A-priori estimates). Let σ : R × R+ × R+ → R be a positive
continuous function. For u, v ∈ [e−K , eK ], (6.63a) with the boundary condition
from (6.64) has a unique weak solution φ ∈ W 1,2 (Ω) ∩ L∞ (Ω) satisfying

φ(x) ∈ [φmin , φmax ] for a.a. x ∈ Ω, (6.66)

with φmin ∈ R so small and φmax ∈ R so large that

φmin ≤ inf φD (x) , eφmin +K − e−φmin −K + sup cD (x) ≤ 0, (6.67a)

x∈ΓD x∈Ω

φmax ≥ sup φD (x) , eφmax −K − e−φmax +K + inf cD (x) ≥ 0. (6.67b)

x∈ΓD x∈Ω

Moreover, for φ ∈ L∞ (Ω) and ū, v̄ ∈ [e−K , eK ], (6.64)–(6.65) have unique weak
solutions u and v satisfying, for some CK depending on K,

uW 1,2 (Ω) ≤ CK , vW 1,2 (Ω) ≤ CK , (6.68a)

−K K
u(x), v(x) ∈ [e ,e ] for a.a. x ∈ Ω. (6.68b)

Proof. Use the direct method for the strictly convex and coercive potential φ →
1
Ω 2
ε|∇φ|2
+ueφ +ve−φ −cD φ dx on the affine manifold {φ ∈ W 1,2 (Ω); φ|ΓD = φD };
note that this functional can take the value +∞. We thus get a unique weak31
solution φ = M1 (u, v) to the equation (6.63a) with the boundary condition from
(6.64). The W 1,2 -estimate can be obtained by a test of (6.63a) by φ − φ0 : realizing
31 This sort of solution is called a variational solution. If, however, we show a-posteriori bound-

edness in L∞ (Ω), cf. (6.66), this solution is the weak solution. One can also imagine the monotone
nonlinearity r → u(x)er − v(x)e−r in (6.63a) modified, for a moment, out of [φmin , φmax ] to have
a subcritical polynomial growth.
6.5. Semiconductors 181

that always e−φ (φ − φ0 )+ ≤ eφ0 L∞ (Ω) and −eφ (φ − φ0 )− ≤ eφ0 L∞ (Ω) , we have
by Green’s Theorem 1.31
 
ε|∇φ| dx ≤
2
ε|∇φ|2 + eφ (φ − φ0 )+ u − e−φ (φ − φ0 )− v dx
Ω
 Ω

= cD (φ0 − φ) − eφ (φ−φ0 )− u + e−φ (φ−φ0 )+ v + ε∇φ · ∇φ0 dx

Ω


≤ cD L∞ (Ω) φL1 (Ω) + φ0 L1 (Ω)
+ measn (Ω)eK+φ0 L∞ (Ω) + ε∇φL2 (Ω;Rn ) ∇φ0 L2 (Ω;Rn ) ,

from which an a-priori bound for φ in W 1,2 (Ω) follows. The upper bound in (6.66)
can be shown by a comparison likewise in Exercise 2.71, here we use the test
function z := (φ−φmax )+ . Note that the first condition in (6.67a) implies z|ΓD = 0
hence it is indeed a legal test function for the weakly formulated boundary-value
problem (6.63a)-(6.64). This test gives



ε∇φ · ∇(φ − φmax )+ + eφ u − e−φ v + cD (φ − φmax )+ dx = 0. (6.69)
Ω

Now, we realize that the first term in (6.69) is always nonnegative, cf. (1.50), and
that, if u ≥ e−K and v ≤ eK , then necessarily eφ u − e−φ v + cD > 0 wherever
(φ − φmax )+ > 0 with φmax satisfying the second inequality in (6.67b). We can
therefore see that (6.69) yields (φ − φmax )+ ≤ 0 a.e. in Ω. The lower bound in
(6.66) can be shown similarly by testing (6.63a) by z := (φ − φmin )− .
The unique weak solution u to the linear boundary-value problem (6.65a)–
(6.64) obviously does exist. The a-priori estimate can be obtained by testing
(6.65a) by u − u0 :
 
eφmin |∇u|2 dx ≤ eφ |∇u|2 + σ(φ, ū, v̄)u2 v̄ dx
Ω
Ω
= eφ ∇u · ∇u0 + σ(φ, ū, v̄)(uu0 v̄ + u − u0 ) dx
Ω
≤ eφmax ∇uL2 (Ω;Rn ) ∇u0 L2 (Ω;Rn )
 
+ Cσ uL2(Ω) u0 L2 (Ω) eK + uL1(Ω) + u0 L1 (Ω) (6.70)

where Cσ := sup[φmin ,φmax ]×[e−K ,eK ]2 σ(·, ·, ·) so that u is bounded in W 1,2 (Ω). The
upper bound for u in (6.68b) can be shown again by a comparison, now by choosing
z := (u − eK )+ as a test function for (6.65a). As u|ΓD = uD ≤ eK due to the choice
of K, z|ΓD = 0 hence it is indeed a legal test function for the weakly formulated
boundary-value problem (6.65a)-(6.64). This test gives

eφ ∇u · ∇(u − eK )+ + σ(φ, ū, v̄)(uv̄ − 1)(u − eK )+ dx = 0. (6.71)
Ω
182 Chapter 6. Systems of equations: particular examples

As in (6.69), the first term in (6.71) is always nonnegative and, if v̄ ≥ e−K , the
second term is positive wherever u − eK > 0, and we can therefore see that (6.71)
yields u ≤ eK a.e. in Ω. The lower bound in (6.68b) can be proved similarly by
testing (6.65a) by z := (u − e−K )− .
Analogous considerations hold for v. 

Lemma 6.29 (Continuity). Let σ : R × R+ × R+ → R+ be continuous.

(i) The mapping M1 : (u, v) → φ : L2 (Ω)2 → W 1,2 (Ω) is weakly continuous if
restricted on {(u, v); (6.68b) holds}.
(ii) The mapping M2 : (φ, ū, v̄) → (u, v) : L2 (Ω)3 → W 1,2 (Ω)2 is demicontinuous
if restricted on {(φ, u, v); (6.66) and (6.68b) hold}.

Proof. Assume uk u and vk v in L2 (Ω). Then, consider φk = M1 (uk , vk ) and

∗
(possibly for a subsequence) φk φ in W 1,2 (Ω). Then φk → φ in L2 − (Ω), and
φk φ φk
also e uk e u and e vk e v in L (Ω) provided φk is bounded in L∞ (Ω),
φ 2
32
as it really is due φk
to (6.66). Then one can pass to the limit in the identity
φk
Ω ε∇φ k · ∇z + e u k z − e vk z + cD z dx = 0, showing that φ = M1 (u, v) and, in
fact, the whole sequence converges.
As to (ii), considering (φk , ūk , v̄k ) → (φ, ū, v̄) in L2 (Ω)3 , by the a-priori es-
timate (6.68a) the corresponding sequence (uk , vk ) converges (at least as a sub-
sequence) weakly in W 1,2 (Ω)2 to some (u, v). Passing to the limit in the integral
identities33

eφk ∇uk · ∇z + σ(φk , ūk , v̄k )(uk v̄k −1)z dx = 0, (6.72a)
 Ω

e−φk ∇vk · ∇z + σ(φk , ūk , v̄k )(ūk vk −1)z dx = 0 (6.72b)

Ω

for all z ∈ W 1,∞ (Ω), z|ΓD = 0, we can see that (u, v) solves (6.65) with the
boundary conditions (6.64). As σ ≥ 0 and also ū ≥ 0 and v̄ ≥ 0, this (u, v) must
be unique and thus the whole sequence converges to it. 

Proposition 6.30 (Existence). Under the above assumptions on σ, cD , nD , pD ,

and φD , the system (6.63)–(6.64) has a weak solution.

Proof. Use Schauder fixed-point Theorem 1.9 for the mapping M = M2 ◦ M1 on

S := {(u, v) ∈ L∞ (Ω) × L∞ (Ω); (6.68b) holds} equipped with the norm topology
of L2 (Ω). Realize that, by (6.68a) and Rellich-Kondrachov’s Theorem 1.21, M (S)
is indeed relatively compact. 
32 Realize that we can imagine that the nonlinearities (ξ, r) → eξ r and (ξ, r) → e−ξ r are

modified for ξ ∈ [φmin , φmax ] to have a linear growth.

33 As ∇z ∈ L∞ (Ω; Rn ), we can use eφk → eφ and e−φk → e−φ in L2 (Ω) if (6.66) holds. By

(6.68b), we can assume σ(φk , ūk , v̄k ) → σ(φ, ū, v̄) in any Lr (Ω), r < +∞, which allows us to pass
to the limit in the last terms in (6.72a,b). Eventually, the resulting identities can be extended
for z from W 1,∞ (Ω) onto the whole W 1,2 (Ω).
6.5. Semiconductors 183

Example 6.31 (Shockley-Read-Hall model). The generation/recombination rate is

often modelled by

np − c2int
r = r(n, p) = (6.73)
τn (n + cint ) + τp (p + cint )

with cint > 0 an intrinsic concentration and τn > 0 and τp > 0 the electron and
the hole live-time, respectively. Assuming, without loss of generality if suitable
physical units are chosen, that cint = 1, the model (6.73) indeed gives σ as a
positive continuous function as required in Lemma 6.28, namely
1
σ(φ, u, v) = . (6.74)
τn (eφ u + 1) + τp (e−φ v + 1)

Exercise 6.32 (Newton boundary conditions for φ). Modify Lemma 6.28 for com-
bining the boundary Dirichlet/Neumann boundary conditions (6.59) with the
Newton one: ε ∂φ ∞
∂ν = (φ − φG ) on some part of ΓN with φG ∈ L (ΓN ); this part of
ΓN corresponds to the so-called gate of an FET-transistor on Figure 15(right).
Exercise 6.33. Strengthen Lemma 6.29 by proving the total continuity of M1 and
the continuity of M2 .34
Remark 6.34 (Uniqueness). The weak solution to (6.58)–(6.59), whose existence
was proved in Proposition 6.30, is unique only on special occasions. In general,
there are even devices such as thyristors whose operational regimes just exploit
non-uniqueness of steady states.

34 Hint: Show φ → φ in W 1,2 (Ω) due to the strong monotonicity of the Laplacean with the
k
Dirichlet boundary condition on ΓD by testing the difference of weak formulations determining
respectively φk and φ by φk − φ, which gives


2  
ε
∇φk −∇φ
dx = eφk uk − eφ u − e−φk vk + e−φ v (φk −φ) dx → 0.
Ω Ω

As to uk , use the uniform (with respect to k) strong monotonicity of u → −div(eφk ∇u) likewise
in Exercise 2.70, and test (6.72a) by z := uk − u:
 2

2
eφmin ∇(uk −u)L2 (Ω;Rn ) ≤ eφk
∇(uk −u)
dx
Ω

= σ(φk , ūk , v̄k )(uk v̄k −1)(uk −u) − eφk ∇u · ∇(uk −u) dx → 0.
Ω

Eventually, vk → v is similar.
 Part II

EVOLUTION PROBLEMS
Chapter 7

Special auxiliary tools

In evolution problems, one scalar variable, denoted by t and having a meaning

of time, takes a special role, which is also reflected by mathematical analysis. In
particular, here we first present a few useful assertions about spaces of abstract
functions on a “time” interval I := [0, T ], introduced already in Section 1.5, but
now possessing additionally derivatives with respect to time. Always, T will denote
a fixed finite time horizon.1

7.1 Sobolev-Bochner space W 1,p,q (I; V1, V2)

For V1 a Banach space and V2 a locally convex space, V1 ⊂ V2 , let us define
 du 
W 1,p,q (I; V1 , V2 ) := u ∈ Lp (I; V1 ); ∈ Lq (I; V2 ) (7.1)
dt
d
with dt u denoting the distributional derivative of u understood as the abstract
d
linear operator dt u ∈ L(D(I), (V2 , weak)) defined by
 T
du dϕ
(ϕ) = − u dt (7.2)
dt 0 dt

for any ϕ ∈ D(I), where D(I) stands for infinitely differentiable functions with
a compact support in (0, T ). Mostly, both V1 and V2 will be Banach spaces,
and then W 1,p,q (I; V1 , V2 ) itself is a Banach space if equipped with the norm
uW 1,p,q (I;V1 ,V2 ) := uLp(I;V1 ) +  dt
d
uLq (I;V2 ) . Sometimes, V1 = V2 will occur
and then we will briefly write

W 1,p (I; V ) := W 1,∞,p (I; V, V ). (7.3)

1 For more detailed study, the reader is referred e.g. to monographs by Gajewski at al. [144,
Sect.IV.1] or Zeidler [354, Chap.23].
188 Chapter 7. Special auxiliary tools

Occasionally, we use also spaces having 2nd-order time derivatives valued in V3 :


W 2,∞,p,q (I; V1 , V2 , V3 ) := u ∈ L∞ (I; V1 );
du d2 u 
∈ Lp (I; V2 ) and 2
∈ Lq (I; V3 ) . (7.4)
dt dt
As to V2 in (7.1), certain degrees of generality will be found useful for
the Rothe and the Galerkin method below, namely replacement of Lq (I; V2 ) by
M(I; V2 ) or considering V2 a metrizable locally convex space, respectively. As to
the former generalization, we just replace Lp with M in (7.1) and equip it with the
d
norm counting the total variation of dt u, i.e. uLp(I;V1 ) +  dt
d
uM(I;V2 ) ; cf. (7.40)
below. As to the latter generalization, without loss of generality, we can assume
the topology of V2 generated by a countable collection of seminorms {| · | }∈N .
Then (7.1) defines a locally convex space of functions u ∈ Lp (I; V1 ) such that
 du   T  du q 1/q
   
  :=   dt < +∞ (7.5)
dt q, 0 dt 

for any ∈ N; we then consider W 1,p,q (I; V1 , V2 ) equipped with the topology gen-
erated by  · Lp (I;V1 ) and | · |q, , ∈ N.
Lemma 7.1. Let p, q ≥ 1 and let V1 ⊂ V2 continuously. Then W 1,p,q (I; V1 , V2 ) ⊂
C(I; V2 ) continuously.
Proof. Let us confine ourselves on V2 a Banach space, the generalization for a
locally convex space being clear. Let u ∈ W 1,p,q (I; V1 , V2 ). Then dt
d
u is integrable,
 t du
and we can put v(t) := 0 dϑ dϑ. Then
   t2  
 
v(t2 ) − v(t1 ) = 
t2
du    du 
V2  dt ≤   dt. (7.6)
t1 dt V2 t1 dt V2

This shows that t → v(t) : I → V2 is continuous. Yet, v = u + c, c ∈ V2 because

d d
dt v = dt u. Thus u is continuous, too. Moreover, we can estimate
 T  du   du   du 
     
v(t)V2 ≤   dt =   1 ≤ Nq   , (7.7)
0 dt V2 dt L (I;V2 ) dt Lq (I;V2 )
and then
6 71/p
  T  p  
c = T −1/p c dt = T −1/p u − v Lp (I;V2 )
V2 V2
0
 
−1/p 
 
≤ T uLp (I;V2 ) + T −1/p v Lp (I;V2 )
   du 
 
≤ T −1/p N12 uLp (I;V ) + T −1/p T 1/p Nq   , (7.8)
1 dt Lq (I;V2 )
7.1. Sobolev-Bochner space W 1,p,q (I; V1 , V2 ) 189

where Nq and N12 are the norms of the embeddings Lq (0, T ) ⊂ L1 (0, T ) and
V1 ⊂ V2 , respectively.2 From this, we get
 t   T 
 
 du   du 
uC(I;V2 ) = sup  dϑ − c  ≤   dϑ + cV2
t∈I 0 dϑ V2 0 dϑ V2
 du     du 
   
≤ Nq   + T −1/p N12 uLp (I;V ) + Nq  
dt Lq (I;V2 ) 1 dt Lq (I;V2 )

−1/p  
≤ max T N12 , 2Nq uW 1,p,q (I;V1 ,V2 ) . (7.9)

Lemma 7.2. Let p, q ≥ 1 and let V1 ⊂ V2 continuously. Then C 1 (I; V1 ) is contained
densely in W 1,p,q (I; V1 , V2 ).
Proof. Take u ∈ W 1,p,q (I; V1 , V2 ) and, for ε > 0, put
 T
 T − 2t
uε (t) := ε t + ξε (t) − s u(s) ds, ξε (t) := ε , (7.10)
0 T
∞
where ε : R → R is a positive, C -function supported on [−ε, ε] and satisfying

R ε (t)dt = 1. Such functions are called mollifiers. To be more specific, we can
take !
c ε−1 et /(t −ε ) for |t| < ε,
2 2 2

ε (t) := (7.11)
0 elsewhere,

with c a suitable constant so that R 1 (t)dt = 1. Note that the function ξε (con-
verging to 0 for ε → 0) is just to shift slightly the kernel in the convolution integral
in (7.10) so that only values of u inside [0, T ] are taken into account, cf. Figure 16.
1
t= 0 t= T t=T
2
ε=1/40
ε=1/20
ε=1/10
0 T 0 T 0 T


Figure 16. Example of the “mollifying” kernel s → ε t + ξε (t) − s in the convo-
lutory integral (7.10) for three values t = 0, T /2, and T , and for three
values ε = T /10, T /20, and T /40.
Denoting ε the derivative of ε , we can write the formula
 
duε 2ε  T 

= 1− ε t + ξε (t) − s u(s) ds
dt T 0

T − 2ε T
 du
= ε t + ξε (t) − s (s) ds. (7.12)
T 0 ds
2 It holds that Nq = 1Lq
(I) = T 1−1/q , cf. also Exercise 2.64.
190 Chapter 7. Special auxiliary tools

In particular, the first equality in (7.12) shows that uε ∈ C 1 (I; V1 ). We can estimate
   
T  T  t+ε+ξε (t)

 p
uε (t) − u(t)p dt =  ε t+ξε (t)−s u(s)−u(t) ds
V1   dt
0 0 t−ε+ξε (t) V1
  p
T ξε (t)+ε
 
≤ ε h − ξε (t) u(t+h) − u(t)V1 dh dt
0 ξε (t)−ε
 p−1  
ε T ξε (t)+ε  
≤


ε (h)p dh u(t+h) − u(t)p dhdt
V1
−ε 0 ξε (t)−ε
p−1 p  T ξε (t)+ε 
 T 
2 c u(t+h)−u(t)p dhdt ≤ 2p cp sup u(t+h)−u(t)p dt.
≤ V1 V1
ε 0 ξε (t)−ε |h|≤ε 0

Then we use limε→0 sup|h|≤ε u(· + h) − upLp (I;V1 ) which is easy to see for u piece-
wise constant while the general case follows by using additionally Proposition 1.36
uniformly for the collection {u(· + h)}|h|≤ε .3
d
Analogously, one can show that the last integral in (7.12) approaches dt u
q d
in L (I; V2 ). Yet, (7.12) says that this integral equals just to dt uε up to a factor
T /(T − 2ε) converging to 1 when ε → 0. Hence even dt d d
uε itself converges to dt u
q
in L (I; V2 ). 


7.2 Gelfand triple, embedding W 1,p,p (I;V ,V ∗ ) ⊂ C(I;H)
A basic abstract setting for evolution problems relies on the following construction.
Let H be a Hilbert space identified with its own dual, H ≡ H ∗ , and the embedding
V ⊂ H be continuous and dense. Note that then H ⊂ V ∗ continuously; indeed,
the adjoint mapping i∗ (which is continuous) to the embedding i : V → H maps
H ∗ ≡ H into V ∗ and is injective, i.e.4

u1 = u2 =⇒ i∗ u 1 = i∗ u 2 ⇐⇒ ∃v ∈ V : u1 , v = u2 , v. (7.13)

Let us agree to identify i∗ u with u if u ∈ H. Thus we may indeed consider H ⊂ V ∗

and the duality pairing between V ∗ and V as a continuous extension of the inner
product on H, denoted by (·, ·), i.e. for u ∈ H and v ∈ V we have5


u, v = u, v H ∗ ×H = u, iv H ∗ ×H = i∗ u, v V ∗ ×V = u, v V ∗ ×V . (7.14)

The indices in (7.14) indicate the spaces paired by the duality. The triple V ⊂
H ⊂ V ∗ is called an evolution triple, or sometimes Gelfand’s triple, and the Hilbert
3 See
e.g. Gajewski et al. [144, Chap.IV, Lemma 1.5].
4 Theequivalence in (7.13) just expresses that the functionals u1 and u2 on H must have
different traces (=restrictions) on any dense subset of H, in particular on V .
5 The equalities in (7.14) follow subsequently from the identification of H with H ∗ , the em-

bedding V ⊂H, the definition of the adjoint operator i∗ , and the identification of i∗ u with u.


7.2. Gelfand triple, embedding W 1,p,p (I;V ,V ∗ ) ⊂ C(I;H) 191

space H a pivot. Moreover, the embedding H ⊂ V ∗ is dense. Occasionally, we will

need V or H separable, hence let us assume it generally without restriction of
applicability to partial differential equations.

Lemma 7.3. Let V ⊂ H ∼ = H
∗ ⊂ V ∗ , and p = p/(p−1) be the conjugate exponent

to p, cf. (1.20). Then W 1,p,p (I; V, V ∗ ) ⊂ C(I; H) continuously and the following


by-parts integration formula holds for any u, v ∈ W 1,p,p (I; V, V ∗ ) and any 0 ≤
t1 ≤ t 2 ≤ T :
 t2


 du dv
u(t2 ), v(t2 ) − u(t1 ), v(t1 ) = , v(t) + u(t), dt. (7.15)
t1 dt V ∗ ×V dt V ×V ∗

Proof. 6 Note that (7.15) holds for u, v ∈ C 1 (I; V ) by classical calculus, by using
d du dv du dv
dt (u, v) = ( dt , v) + (u, dt ) = dt , v V ∗ ×V + u, dt V ×V ∗ (here (7.14) have been
employed) and integrating it over [t1 , t2 ].
Put q = min(2, p). For u ∈ C 1 (I; V ), we can use (7.15) with v := u, t2 := t
T
and t1 such that u(t1 )qH = T1 0 u(ϑ)qH dϑ, i.e. the mean value. Thus we get


u(t)qH = u(t1 )qH + u(t)qH − u(t1 )qH
  q/2
1 T  
≤ u(ϑ)qH dϑ + u(t)2H − u(t1 )2H 
T 0
   t q/2
1 T  du 
= q 
u(ϑ)H dϑ + 2 , u(ϑ) dϑ
T 0 t1 dϑ
 du  q/2
1  
≤ uqLq (I;H) + 2q/2  
uLp(I;V )
T dt Lp (I;V ∗ )
  
1  du q
= uqLq (I;H) + 2q−1  
+ uqLp(I;V ) , (7.16)
T dt Lp (I;V ∗ )

where we used, besides Hölder’s inequality, also the inequalities aq − bq ≤ |a2 −

b2 |q/2 , which holds for a, b ≥ 0 and q ∈ [1, 2],7 and (a+b)q/2 ≤ 2(q−2)/2 (aq/2 +bq/2 ).
Then we use still the estimate
'
N1 uLp(I;V ) if p < 2,
uLq (I;H) ≤ (7.17)
N1 N2 uLp(I;V ) if p ≥ 2,

where N1 and N2 are the norms of the embedding V ⊂ H and Lp (I) ⊂ L2 (I),
respectively. As the estimate (7.16) is uniform with respect to t, the continuity
6 This proof generalizes that one by Renardy and Rogers [295, p.380] for p = 2. For p general,

see e.g. Gajewski [144, Sect. IV.1.5] or Zeidler [354, Proposition 23.23] where a bit different
technique was used.
7 This can be proved simply by analyzing the function (1 − ξ q )2 /|1 − ξ 2 |q with ξ = a/b > 0.

This function is either constant=1 for q = 2 or, if q < 2, decreasing on [0,1] and increasing on
[1, +∞) and always below 1 (except for ξ = 0 where it equals 1).
192 Chapter 7. Special auxiliary tools

of the embedding W 1,p,q (I; V, V ∗ ) ⊂ C(I; H) has been proved if one confines to
functions from C 1 (I; V ).
Yet, the desired embedding as well as the formula (7.15) can be obtained by
the density argument for all functions from W 1,p,q (I; V, V ∗ ); cf. Lemma 7.2. The
fact that u : I → H is continuous follows from (7.15): if used by v constant and
letting t2 → t1 , we get (u(t2 ), v) → (u(t1 ), v), hence u(·) is weakly continuous, and
by v = u we get u(t2 )H → u(t1 )H , hence by Theorem 1.2 u(t2 ) → u(t1 ) in
the norm topology of H. 

The following approximation property will occasionally be used.

Lemma 7.4. Let 1 ≤ p < +∞. For any u ∈ Lp (I; V ) ∩ L∞ (I; H) and any u0 ∈ H,
there is a sequence {uε }ε>0 ⊂ W 1,∞,∞ (I; V, H) such that

u = lim uε in Lp (I; V ), (7.18a)

ε→0
 T 
duε
lim sup , uε − u dt ≤ 0, (7.18b)
ε→0 0 dt
u0 = lim uε (0) in H, (7.18c)
ε→0
uε L∞ (I;H) ≤ uL∞ (I;H) , u(t) = w-lim uε (t) in H for a.a. t ∈ I. (7.18d)
ε→0

Proof. 8 As V ⊂ H densely, we can take {u0ε }ε>0 ⊂ V such that limε→0 u0ε = u0
in H. Then we make the prolongation of u by u0ε for t < 0, and define
 +∞
1
uε (t) := e−s/ε u(t − s) ds. (7.19)
ε 0

In other words, uε is a convolution of u with the kernel ε (t) := χ[0,+∞) ε−1 e−t/ε .
 +∞
A simple calculation gives uε (0) = ε−1 u0ε 0 e−s/ε ds = u0ε hencefore (7.18c)
is proved. Also, {uε (t)}ε>0 is bounded in H and thus converges weakly, for t ∈ I
fixed, as a subsequence to some ũ(t). Simultaneously, for u∗ ∈ H, the whole se-
quence {u∗ , uε (t)}ε>0 converges to {u∗ , u(t)}ε>0 at each left Lebesgue point of
u∗ , u(·). Using separability of H, we get that ũ(t) = u(t) for a.a. t ∈ I, i.e. (7.18d).
Also, uε L∞ (I;V ) ≤ ρε L∞ (I) uL1(I;V ) ≤ ε−1 T (p−1)/p uLp(I;V ) . Moreover,
 +∞  t
duε d 1 −s/ε d 1
= e u(t − s) ds = e(ξ−t)/ε u(ξ) dξ
dt dt ε 0 dt ε −∞
 t  +∞
u(t) 1 u(t) 1 u−uε
= − 2 e(ξ−t)/ε u(ξ) dξ = − 2 e−s/ε u(t−s) ds =
ε ε −∞ ε ε 0 ε
(7.20)
8 Cf. Showalter [321, Sect.III.7]. For p ≥ 2 see also Lions [222, Ch.II, Sect.9.2].
7.3. Aubin-Lions lemma 193

where the substitution t − s = ξ has been used. In particular, d

dt uε ∈ L∞ (I; H),
and one can test (7.20) by uε − u, which gives
 T   T
duε 1
, uε − u dt = − uε − u2H dt ≤ 0 (7.21)
0 dt ε 0

and therefore (7.18b) is certainly valid. Eventually, (7.18a) can be obtained by the
calculations in Lemma 7.2 modified for the kernel ε specified here. 
Remark 7.5. The formula (7.15) for u = v gives
 t2
1 1 du
u(t2 )2H − u(t1 )2H = , u(t) dt . (7.22)
2 2 t1 dt V ∗ ×V

From this formula, one can also see that the function t → 12 u(t)2H is absolutely
continuous. Hence, its derivative exists a.e. on I and
1 d du
u(t)2H = , u(t) for a.a. t ∈ I. (7.23)
2 dt dt V ∗ ×V

7.3 Aubin-Lions lemma

We saw already in Part I that limit passage in lower-order terms needs compactness
arguments. This will be the application of the results presented in this section. Let
us first prove one auxiliary inequality which is sometimes referred to as Ehrling’s
lemma9 if V3 is a Banach space. Here, however, we admit V3 a locally convex space,
which will simplify application to the Galerkin method in Section 8.4.
Lemma 7.6 (Ehrling [116], generalized). Let V1 , V2 be Banach spaces, and
V3 be a metrizable Hausdorff locally convex space, V1  V2 (compact embedding),
and V2 ⊂ V3 (continuous embedding). Then, for any p ≥ 1,
K

∀ε > 0 ∃a > 0 ∃K ∈ N ∀v ∈ V1 : vpV2 ≤ εvpV1 + a |v|p . (7.24)
=1

Proof. Suppose the contrary. Thus we get ε > 0  such that for all a > 0 and
K
K ∈ N there is va,K ∈ V1 : va,K pV2 > εva,K pV1 + a =1 |va,K |p . Putting wa,K =
va,K /va,K V1 , we get
K

wa,K pV2 ≥ ε + a |wa,K |p (7.25)
=1
9 The Ehrling lemma says: if V , V , V are Banach spaces, a linear operator A : V → V
1 2 3 1 2
is compact and a linear operator B : V2 → V3 is injective. Then ∀ε > 0 ∃C < +∞ ∀u ∈ V1 :
AuV2 ≤ εuV1 + CBAuV3 ; cf. e.g. Alt [9, p.335]. In the original paper, Ehrling [116]
formulated this sort of assertion in less generality.
194 Chapter 7. Special auxiliary tools

and also wa,K V2 ≤ N12 , the norm of the embedding V1 ⊂ V2 . From (7.25)
K
we get ( =1 |wa,K |p )1/p ≤ a−1/p N12 and therefore also |wa,K | ≤ a−1/p N12 for
any a and any K ≥ , and thus lima,K→+∞ |wa,K | = 0 for any ∈ N. As
{wa,K }a>0,K∈N is bounded in V1 and the embedding V1 ⊂ V2 is compact, we have
(up to a subsequence) wa,K → w in V2 if a, K → +∞. Hence also |wa,K − w| → 0
for any ∈ N because V2 ⊂ V3 continuous. Clearly,

|w| ≤ |wa,K | + |wa,K − w| → 0 (7.26)

so that |w| = 0. Hence w = 0 because V3 is assumed a Hausdorff space, so that

wa,K → 0 in V2 , which contradicts (7.25). Thus (7.24) is proved. 
Lemma 7.7 (Aubin and Lions, generalized10 ). Let V1 , V2 be Banach spaces,
and V3 be a metrizable Hausdorff locally convex space, V1 be separable and reflexive,
V1  V2 (a compact embedding), V2 ⊂ V3 (a continuous embedding), 1 < p < +∞,
1 ≤ q ≤ +∞. Then W 1,p,q (I; V1 , V3 )  Lp (I; V2 ) (a compact embedding).
Proof. We will consider V3 equipped with a collection of seminorm {| · | }∈N .
We are to prove that bounded sets in W 1,p,q (I; V1 , V3 ) are relatively compact
p
in L (I; V2 ). Take {uk } a bounded sequence in W 1,p,q (I; V1 , V3 ).11 In particular,
as V1 is reflexive and separable and p ∈ (1, +∞), the Bochner space Lp (I; V1 ) is
reflexive, cf. Proposition 1.38, and thus we have (up to a subsequence)

uk u in Lp (I; V1 ). (7.27)

As always Lq (I; V3 ) ⊂ L1 (I; V3 ), we have

 du 
k
bounded in L1 (I; V3 ). (7.28)
dt k∈N

We may consider u = 0 in (7.27) without loss of generality. Putting v := uk (t)

into (7.24) and integrating it over I, we get
K

uk pLp (I;V2 ) ≤ εuk pLp (I;V1 ) + a |uk |pp, (7.29)
=1

T
where |u|p, := ( 0 |u(t)|p dt)1/p , cf. (7.5). The first right-hand-side term can
be made arbitrarily small by taking ε > 0 small independently of k because
supk∈N uk Lp (I;V1 ) < +∞. Hence, take ε > 0 fixed, which then fixes also
a and K. Then, for arbitrary but fixed, we are to push to zero the term
 T /2 T
|uk |pp, = 0 |uk (t)|p dt + T /2 |uk (t)|p dt and we may investigate only, say, the
10 For the original version with V a Banach space see Aubin [23] and Lions [222]. For a
3
generalization, see also Dubinskiı̆ [109] and Simon [322]. For a nonmetrizable V3 , see [305].
11 As we address compactness in a Banach space Lp (I; V ), we can work in terms of sequences
2
only, which agrees with our definition of compactness of sets as a “sequential” compactness.
7.3. Aubin-Lions lemma 195

first integral. Take δ > 0, we can assume δ ≤ T /2. For t ∈ I/2 := [0, T /2] we can
decompose

1 δ
uk = ũk + zk , with ũk (t) := uk (t + ϑ)dϑ , (7.30)
δ 0
i.e. ũk , being absolutely continuous, represents the “mollified uk ”. Thus, using
by-parts integration, we have the formula for the remaining zk :
 δ  d
ϑ
zk (t) = −1 uk (t + ϑ)dϑ
0 δ dϑ
.  /δ  δ
ϑ 1
= − 1 uk (t + ϑ) − uk (t + ϑ)dϑ = uk (t) − ũk (t) . (7.31)
δ ϑ=0 0 δ

Then
 T /2  T /2  T /2
p
|uk (t)| dt ≤ 2 p−1
|ũk (t)|p dt +2 p−1
|zk (t)|p dt =: I1, + I2, . (7.32)
0 0 0

We can estimate
 T /2   p  p
δ 
ϑ  d   duk  
 uk (t + ϑ) dϑ dt =   p
I2, ≤ 1−    ψδ  p =: I3, ,
0 0 δ dt  dt  L (I/2)
(7.33)
where “” denotes the convolution and ψδ (t) := (t/δ + 1)χ[−δ,0] (t). The following
estimate can be proved12 :
f  gLp (R) ≤ f L1(R) gLp(R) . (7.34)

For f = | dt d
uk | and g = ψδ , we get
 
 duk    

I3, ≤   ψδ  p . (7.35)

dt  L1 (I/2+δ) L (R)

√ √
By (7.28) and by ψδ Lp (R) ≤ p δ, we have I3, = O( p δ) hence I2, = O(δ). In
particular, I2, can be made arbitrarily small if δ > 0 is small enough.
Let us now take δ > 0 fixed. By (7.27) with u = 0 and by the definition (7.30)
of ũ, we have ũk (t) 0 in V1 for every t, hence also ũk (t) → 0 in V2 because of the
compactness of the embedding V1 ⊂ V2 . Then also |ũk (t)| → 0 because V2 ⊂ V3
is continuous. As {uk }k∈N is bounded in Lp (I; V1 ), it is bounded in L1 (I; V2 ) too.
Thus
 δ
  C1, T 1−1/p
ũk (t) ≤ C1, ũk (t)V1 ≤ C1, u k (t + ϑ) V dϑ ≤ uk Lp (I;V1 ) ,
 δ 1
δ
0
12 One can use the trivial estimates f  g
L1 (R) ≤ f L1 (R) gL1 (R) and f  gL∞ (R) ≤
f L1 (R) gL∞ (R) and, as g → f  g is a linear operator, obtain (7.34) by interpolation by the
classical Riesz-Thorin convexity theorem.
196 Chapter 7. Special auxiliary tools

where C1, = supv |v| /vV1 is finite because the embedding V1 ⊂ V3 is assumed
continuous. Thus ũk (t) is bounded in V3 independently of k and t. By Lebesgue
 T /2
dominated convergence Theorem 1.14, I1, := 0 |ũk (t)|p dt → 0 for k → ∞.
In view of (7.29), the assertion is proved. 

The following modification of Aubin-Lions’ Lemma 7.7 is useful in the situa-

tion that we have another Banach space; let us denote it by H, and an L∞ -estimate
valued in H at our disposal. This enables us to improve integrability in the target
space from p to p/λ:
Lemma 7.8 (Interpolation). Let V1 , V2 , V3 be as in Lemma 7.7, and H and
V4 other Banach spaces such that V1  V2 ⊂ V4 ⊂ H and (V2 , V4 , H) forms an
interpolation triple in the sense
     
v  ≤ C v 1−λ v λ (7.36)
V4 H V2

for some λ ∈ (0, 1); then

W 1,p,q (I; V1 , V3 ) ∩ L∞ (I; H)  Lp/λ (I; V4 ). (7.37)

Proof. By (7.36), we have the estimate

 
T   T    
v(t)p/λ dt ≤ C p/λ v(t)p v(t)(1−λ)p/λ dt
V4 V2 H
0 0
 (1−λ)p/λ  p
p/λ 
≤ C v L∞ (I;H) v Lp (I;V2 ) (7.38)

with C the constant from (7.36). Then by (7.38) we get

   1−λ  λ
uk − u p/λ ≤ C uk − uL∞ (I;H) uk − uLp (I;V2 ) → 0 (7.39)
L (I;V4 )

λ
because uk −u1−λ
L∞ (I;H) is bounded by assumption while uk −uLp (I;V2 ) converges
to 0 by Lemma 7.7. 

Still one modification of Aubin-Lions’ Lemma 7.7 will be found useful.

Corollary 7.9 (Generalization for du dt a measure ). Assuming V1  V2 ⊂ V3
13

(the compact and the continuous embeddings between Banach spaces, respectively),
V1 reflexive, the Banach space V3 having a predual space V3 , i.e. V3 = (V3 )∗ , and
1 < p < +∞, it holds that
 du 
W 1,p,M (I; V1 , V3 ) := u ∈ Lp (I; V1 ); ∈ M(I; V3 )  Lp (I; V2 ). (7.40)
dt
13 For p = +∞, this assertion has been stated in [264].
7.3. Aubin-Lions lemma 197

Proof. By Hahn-Banach’s Theorem 1.5, we can extend dt d

uk from M(I; V3 ) =
 ∗ ∞  ∗ d
C(I; V3 ) to L (I; V3 ) while preserving its norm, so that we can test dt uk by the
discontinuous function
 d δψ as done in (7.31), and eventually
 d get
 the same estimate
as (7.35) but with  dt uk L∞ (I/2+δ;V
)∗ instead of   dt uk V3 L1 (I/2+δ) . 
3
Chapter 8

Evolution by pseudomonotone
or weakly continuous mappings

As already advertised in the previous Chapter 7, evolution problems involve one

variable, a time t, having a certain specific character and thus a specific treatment
is useful, although some methods (applicable under special circumstances, see
Sections 8.9 and 8.10) can wipe this specific character off. Conventional methods
we will scrutinize in this chapter deal with this one-dimensional variable t by two
ways:
(i) discretize t, and then thus created auxiliary approximate problems are based
on our knowledge from Part I,
(ii) keep t continuous but approximate the rest by a Galerkin method similarly
as we did in Section 2.1, and then the approximate problems are based on
ordinary differential equations and Section 1.6.

8.1 Abstract initial-value problems

In this chapter, we will focus on the setting that the evolution is governed by the
abstract initial-value problem (the so-called abstract Cauchy problem):1

du

+ A t, u(t) = f (t) for a.a. t ∈ I, u(0) = u0 . (8.1)
dt
The latter equality in (8.1) is called an initial condition.. We will address especially
the case that A : I × V → V ∗ , I := [0, T ] a fixed bounded time interval, and
V ⊂ H ∼ = H ∗ ⊂ V ∗ is a Gelfand triple, V a separable reflexive Banach space
1 In fact, making A time dependent allows us to consider f = 0 without loss of generality.

Anyhow, it is often convenient to distinguish f . Also, the adjective “Cauchy” in concrete par-
tial differential equations often refers to initial-value problems on unbounded domains without
boundary conditions.
200 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

embedded continuously and densely (and, for treatment of non-monotone lower-

order terms, also compactly) into a Hilbert space H ∼
= H ∗.


Definition 8.1 (Strong solution). We call u ∈ W 1,p,p (I; V, V ∗ ) with p := p/(p − 1)
a strong solution to (8.1) if the first equality in (8.1) holds in V ∗ while the second
one in H.
d
The main feature of the concept of Definition 8.1 is that dt u lives in the dual
p
space to the space where u lives, i.e. here L (I; V ). In particular, the initial con-
dition u(0) = u0 ∈ H has a good sense simply due to Lemma 7.3. Sometimes, this
d
information about dt u is not available, however. Then, in some cases, it suffices to
take L (I; V ) in Definition 8.1 smaller, e.g. Lp (I; V ) ∩ Lq (I; H) as in Remark 8.12
p


or W 1,p,p (I; V, V ∗ )∩L∞ (I; H), but sometimes even this is not possible. Such situ-
ations are indeed difficult but some results can still be achieved with the following
definition, working with a dense subspace Z ⊂ V and considering A : I × V → Z ∗ .
Definition 8.2 (Weak solution). We call u ∈ Lp (I; V ) ∩ C(I; (H, weak)) a weak
solution to (8.1) if the integral identity
 T
 dv


A t, u(t) −f (t), v(t) Z ∗ ×Z
− , u(t) dt+ v(T ), u(T ) = v(0), u0
0 dt V ∗ ×V

(8.2)
holds for all v ∈ W 1,∞,∞ (I; Z, V ∗ ); the parenthesis (·, ·) is the inner product in H.
Sometimes, one can consider a modification of Definition 8.2 by requiring
v(T ) = 0 and then u ∈ Lp (I; V ) only. A justification of Definition 8.2 is its selec-
tivity (Lemma 8.4 with a uniqueness in qualified cases in Theorem 8.33 below)
and the following assertion of consistency:
Lemma 8.3 (Consistency of the weak solution). Any strong solution u to


(8.1) with f ∈ Lp (I; V ∗ ) is also a weak solution (considering an arbitrary dense
Z ⊂ V ).


Proof. Note that t → A(t, u(t)) = f (t) − dt d
u ∈ Lp (I; V ∗ ). Considering v ∈
∗ 1,p,p
∗
W 1,∞,∞
(I; Z, V ) ⊂ W (I; V, V ) and testing (8.1) by v = v(t), we obtain
(8.2) after integration over I by using the by-parts formula (7.15) and the initial
condition u(0) = u0 . 
Lemma 8.4 (Selectivity of the weak solution). Let f (t) ∈ V ∗ for a.a. t ∈ I.


Then any weak solution u which also belongs to W 1,p,p (I; V, V ∗ ) and for which
A(t, u(t)) ∈ V ∗ for a.a. t ∈ I is also the strong solution due to Definition 8.1.
Proof. The qualification of u allows us to use the by-parts formula (7.15) to the
term  dt
d
v, u in (8.2), which results in
 T
du

+ A(t, u(t)) − f (t), v(t) dx = u0 − u(0), v(0) . (8.3)
0 dt V ∗ ×V
8.2. Rothe method 201

Using v(0) = 0, the right-hand-side term vanishes, and realizing that the


left-hand-side integral is the duality pairing in Lp (I; V ∗ ) × Lp (I; V ) we ob-
d
tain dt u + A(t, u(t)) = f (t) for a.a. t ∈ I, cf. Exercise 8.46 and realize that


{g ∈ W 1,p (I); g(0) = 0} is dense in Lp (I). Putting this into (8.3), we obtain
(u0 − u(0), v(0)) = 0. Taking now v general, we get still u(0) = u0 . 

It should be emphasized that various adjectives such as “weak” or “strong”

may address different issues, depending on the context. This is a general state of
the art in theory of partial differential equations, especially evolutionary, which is
reflected also here. Therefore, referring to a specific definition is always advisable.
For readers convenience, the used terminology is summarized in Table 2.
abstract level of concrete differential equations
level or variational inequalities
strong solution weak solution
weak solution very weak solution
Table 2. Terminology about solutions to evolution problems.

8.2 Rothe method

Let us begin with the problem (8.1) in the autonomous case, i.e. A : V → V ∗ is
independent of time t:
du

+ A u(t) = f (t) , u(0) = u0 . (8.4)
dt
In this section we present the so-called Rothe method [302] consisting in discretiza-
tion in time. Let τ > 0 be a time step; for simplicity, we take an equidistant parti-
tion of I and suppose T /τ is an integer. Moreover, we will work with a sequence of
such time steps {τl }l∈N such that liml→∞ τl = 0 and, again for simplicity, assume
that τl = 2−l T so that the partitions are “nested” in the sense that the subsequent
partition always refines the previous one. Let us further agree to omit the index
l and write simply τ → 0 instead of τl → 0 for l → ∞. Moreover, we must ap-
proximate values of f at particular points t = kτ , 0 ≤ k ≤ T /τ . One possible way
is to apply a mollifier as (7.10) to f instead of u; let us denote by fε ∈ C(I; V ∗ )
the resulting smoothened right-hand side. Then, choosing a suitable ε = ε(τ ),
cf. (8.14) below, we put fτk = fε(τ ) (kτ ). Then we define ukτ ∈ V , k = 1, . . . , T /τ ,
by the following recursive formula:
ukτ − uk−1
τ
+ A(ukτ ) = fτk , fτk := fε(τ ) (kτ ) , u0τ = u0τ , (8.5)
τ
called sometimes an implicit Euler formula.2 Sometimes, the recursion (8.5) is
started simply from the original initial condition for (8.4), i.e. u0τ = u0 , but in
2 The adjective “implicit” emphasizes that the unknown ukτ occurs in A and cannot be explic-
itly expressed, and to distinguish it from an explicit Euler formula ukτ − uk−1
τ + τ A(uk−1
τ ) = τ fτk
202 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

general u0τ may be only a suitable approximation of u0 , cf. (8.37) below. Further-
more, we define the piecewise affine interpolant uτ ∈ C(I; V ) by
t   t  k−1
uτ (t) = − (k−1) ukτ + k − u for (k−1)τ < t ≤ kτ (8.6)
τ τ τ
and the piecewise constant interpolant ūτ ∈ L∞ (I; V ) by

ūτ (t) = ukτ for (k−1)τ < t ≤ kτ, k = 0, . . . , T /τ. (8.7)

Let us note that uτ has a derivative dtd

uτ ∈ L∞ (I; V ) which is piecewise constant;
cf. Figure 17, whereas ūτ has only a distributional derivative composed from Dirac
masses, cf. (8.34).
calculated values piecewise constant piecewise affine time derivative
interpolant uτ V interpolant uτ V duτ
V V dt
2
u1τ uτ
u0τ

0 τ T 0 T 0 T 0 T
Figure 17. Illustration of Rothe’s interpolants ūτ and uτ constructed from a sequence
T /τ
{ukτ }k=0 , and the time derivative dt
d
uτ ; the dashed line on the last picture
shows the interpolated derivative [ dt uτ ]i which will be used in Chapter 11.
d

Let us consider a seminorm on V , denoted by |·|V , such that the following “abstract
Poincaré-type” inequality holds:


∃CP ∈ R+ ∀v ∈ V : vV ≤ CP |v|V + vH . (8.8)

A trivial case of (8.8) is | · |V :=  · V with CP = 1. Referring to such seminorm,

we will call A semi-coercive3

A(u), u ≥ c0 |u|pV − c1 |u|V − c2 u2H ; (8.9)

this condition essentially determines the power p < +∞ in the functional setting
of the problem. In this Chapter, we will assume p > 1.
Lemma 8.5 (Existence of Rothe’s sequence). Let A : V →V ∗ be pseudo-
monotone and semi-coercive, f ∈ L1 (I; V ∗ ), and u0τ ∈ V ∗ . Then, for a sufficiently
small τ > 0 (namely τ < 1/c2 ), the Rothe solution uτ ∈ C(I; V ∗ ) does exist.
which is, however, not suitable if V is infinite-dimensional. For semi-implicit formulae see Re-
mark 8.14 below, while a multilevel formula is in Remark 8.20.
3 Note that, even if | · |
V =  · V would be considered, A(u), u may tend to −∞ for
uV → ∞ provided p < 2. Thus (8.9) is indeed much weaker than the “full” coercivity (2.5).
For some considerations, (8.9) can be even weakened by considering c2 u2H ln(u2H ) instead
of c2 u2H and then using a generalized Gronwall inequality, though e.g. Lemma 8.5 would not
hold.
8.2. Rothe method 203

Proof. Let us notice that the identity mapping I : V → V is monotone as a

mapping V → V ∗ because the embedding V ⊂ H ⊂ V ∗ implies

Iu − Iv, u − v V ∗ ×V
= u − v, u − v H ∗ ×H
= (u − v, u − v) = u − v2H ≥ 0.

Thus τ1 I + A : V → V ∗ is pseudomonotone because I is monotone, bounded,

radially continuous (hence pseudomonotone by Lemma 2.9) and the sum of two
pseudomonotone mappings is again pseudomonotone, see Lemma 2.11(i). Also,
∗
τ I + A : V → V is coercive for τ small enough. Indeed,
1

u + τ A(u), u = (u, u) + τ A(u), u ≥ τ c0 |u|pV − τ c1 |u|V + (1 − τ c2 )u2H

which can, for τ c2 ≤ 1, be estimated from below by ε(|u|V + uH )min(2,p) − 1/ε ≥
ε(uV /CP )min(2,p) − 1/ε for ε > 0 small enough, so that the coercivity (2.5) is
fulfilled. Thus, by Theorem 2.6, the equation [ τ1 I + A](u) = τ1 uk−1
τ + fτk has some
k
solution u =: uτ ∈ V . 

The mapping A : V → V ∗ induces a superposition mapping (i.e. a special

case of the abstract Nemytskiı̆ mapping) A by
" #

A(u) (t) := A u(t) . (8.10)

In the following, we will need to have some information about the time derivatives
which can be ensured by assuming that


A : Lp (I; V ) ∩ L∞ (I; H) → Lq (I; Z ∗ ) bounded (8.11)

with some q ≥ 1 and Z ⊂ V densely. A simple example for a condition that

guarantees (8.11) is the growth condition on A:
 



∃C : R → R increasing ∀v ∈ V : A(u) ∗ ≤ C uH 1 + up/q . (8.12)
Z V

In concrete cases, (8.11) may involve rather fine estimates, cf. Example 8.60(2)
below.

Lemma 8.6 (Basic a-priori estimates). Let (8.8) hold, A be pseudomonotone

and semi-coercive, let



f = f1 + f2 with f1 ∈ Lp (I; V ∗ ), f2 ∈ Lq (I; H), (8.13)

let the mollified approximation fε(τ ) = (f1 + f2 )ε(τ ) := f1ε(τ ) + f2ε(τ ) used in (8.5)
satisfy
  K1   K2
f1ε(τ )  ≤√ and f2ε(τ ) C(I;H) ≤ √ (8.14)
C(I;V ∗ ) τ τ
204 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

for some (but arbitrarily chosen) K1 , K2 and let {u0τ }τ >0 be bounded in H. Then,
for any 0 < τ ≤ τ0 with τ0 small enough so that
√ √
2τ0 c2 + τ0 CP K1 + τ0 K2 < 1 (8.15)

with CP from (8.8), the following a-priori estimates

uτ C(I;H) ≤ C1 , (8.16a)

ūτ L∞ (I;H) ∩ Lp (I;V ) ≤ C1 , (8.16b)
 
uτ |[τ ,T ]  p ≤ C1 , (8.16c)
0 L ([τ0 ,T ];V )
 du 
 τ C2
  ≤ √ , (8.16d)
dt L2 (I;H) τ

hold with some C1 and C2 depending on p, CP , f1 Lp
(I;V ∗ ) , f2 L1 (I;H) , and
supτ >0 u0τ H only. Moreover, if u0τ ∈ V , then

uτ Lp (I;V ) ≤ p
C1p + τ u0τ pV . (8.17)

Eventually, if also (8.11) and (8.13) hold with q ≥ p, then

 du 
 τ
  ≤ C3 , (8.18a)
dt Lq
(I;Z ∗ )
 dū 
 τ
  ≤ T 1/q C3 . (8.18b)
dt M(I;Z ∗ )

Before starting a rigorous proof, let us sketch the heuristics in an easily

observable way neglecting (otherwise necessary) technicalities related to the ap-
d
proximate problem. First, “multiply” the equation dt u + A(u) = f by the solution
u itself, and then use  dt u, u = 2 dt uH , cf. also (7.23), the semi-coercivity (8.9)
d 1 d 2

and Young’s inequality. This gives

 t
d 1  1 d du
u2H + c0 |u(θ)|pV dθ = u2H + c0 |u|pV ≤ + A(u), u
dt 2 0 2 dt dt
+ c1 |u|V + c2 u2H = c1 |u|V + c2 u2H + f, u =: R1 + R2 + R3 , (8.19)

where |u|V , uH , f , etc. abbreviate |u(t)|V , u(t)H , f (t), etc., respectively. By
(8.8), the last term can be estimated as
       
R3 := f, u = f1 + f2 , u ≤ f1 V ∗ uV + f2 H uH
 
        1 1  2 
≤ CP f1 V ∗ uV + uH + f2 H + uH
2 2
 p
 p
     1 1  2 
≤ CP Cε f1 V ∗ + CP εuV + CP f1 V ∗ + f2 H + uH (8.20)
2 2
8.2. Rothe method 205

with Cε from (1.22). The term CP ε|u|pV can then be absorbed in the left-hand
side if ε < 12 c0 /CP is chosen, while the other terms have integrable coefficients as
functions of t just by the assumption (8.13). Similarly, R1 ≤ c1 (Cε + ε|u|pV ) with
Cε again from (1.22), and then c1 ε|u|pV can be absorbed in the left-hand side if
also ε < c0 /(2c1 ). Altogether, we obtain
   t  
d 1 


u2H + c0 − εCP − εc1 u(θ)p dθ ≤ Cε c1 + CP f1 pV ∗
dt 2 V
0

     1  1  
+c2 u2H + CP f1 V ∗ + f2 H + u2 .
H
(8.21)
2 2
Then we can use directly Gronwall’s inequality (1.65). In such a way, we obtain
t
u(t)2H + 0 |u(θ)|pV dθ bounded uniformly with respect to t ∈ I, which yields
T
already (8.16a). Then, for t = T , we get also the bound for 0 |u(t)|pV dt, so that
still (8.16b) follows by using also (8.9) and the already obtained estimate (8.16a).
The “dual” estimate (8.18a) is then essentially determined by (8.16b) through the
condition (8.11). Assuming we know dt d
u = f − A(u), which we indeed will know
for the discrete problem, and using Hölder’s inequality, we have
 T
du du
= sup , v dt
dt Lq
(I;Z ∗ ) vLq (I;Z) ≤1 0 dt
 T
= sup f − A(u), v dt
vLq (I;Z) ≤1
 0

≤ sup f Lq
(I;Z ∗ ) + A(u)Lq
(I;Z ∗ ) vLq (I;Z) (8.22)
vLq (I;Z) ≤1

and then (8.11) with the already proved estimate of u in Lp (I; V ) ∩ L∞ (I; H) is
used.
On the other hand, the estimates (8.16c,d) and (8.17) explicitly involve τ
and τ0 and cannot be seen by such heuristical considerations.

Proof of Lemma 8.6. Let us now make the proof of Lemma 8.6 with full rigor.
Multiply (8.5) by ukτ . This yields

ukτ − uk−1
τ
, ukτ + A(ukτ ), ukτ = fτk , ukτ . (8.23)
τ

Then sum (8.23) for k = 1, . . . , l, multiply by τ , and use the identity (ukτ −
uk−1
τ , ukτ ) = ukτ 2H − (uk−1
τ , ukτ ) = 12 ukτ 2H − 12 uk−1
τ 2H + 12 ukτ − uk−1
τ 2H which
4
follows from (1.4) and which implies the estimate
4 Indeed, using u := uk−1
τ and v := ukτ in (1.4) yields (uk−1
τ , ukτ ) = 14 ukτ + uk−1
τ 2H − 14 ukτ −
uk−1
τ 2H k 2 1 k−1 k 1 k−1 2 1 k k−1 2
= 4 uτ H + 2 (uτ , uτ ) + 4 uτ H − 4 uτ − uτ H which further yields the
1

identity in question.
206 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

l
 l
 l

k   1 k 2 1
ukτ − uk−1
τ , ukτ = uτ − uk−1
τ , u k
τ = uτ H − uk−1 2H
2 2 τ
k=1 k=1 k=1
1 1 1
+ ukτ − uk−1
τ 2H ≥ ulτ 2H − u0τ 2H . (8.24)
2 2 2
This gives

 l  l
1   
ulτ 2 − 1 u0τ 2 + τ
H H
A(ukτ ), ukτ ≤ fτk , ukτ . (8.25)
2 2
k=1 k=1

Following the scheme (8.19)–(8.21), by (8.9) and by Hölder’s inequality, we can

further estimate
l  l  
1 l 2 1
uτ H + c0 τ |ukτ |pV ≤ u0τ 2H + τ fτk , ukτ +c1 |ukτ |V +c2 ukτ 2H
2 2
k=1 k=1

l 
1 
 k p

≤ u0τ 2H + τ ε c1 + CP |ukτ |pV + Cε C1 + CP f1τ  ∗
V
2
k=1
 
1   1  1   1   k 2
 k 
+ CP f1τ V ∗ + f k   k   k 
+ c2 + CP f1τ V ∗ + f2τ H uτ H (8.26)  
2 2 2τ H 2 2

with ε > 0 small and Cε correspondingly large, cf. (1.22). If ε < c0 /(c1 + CP ), we
can absorb the term with ε(c1 + CP )|ukτ |pV in the respective term in the left-hand
side. Then discrete Gronwall’s inequality (1.69) can be used; note that (1.69) here
requires
1
τ<       (8.27)
2c2 + maxk=1,...,T /τ CP f k  ∗ + f k 
1τ V 2τ H

which is indeed satisfied if τ ≤ τ0 with τ0 small as specified in (8.15). Also note

that
l T /τ
  k p
  k p
 

τ  
f1τ V ∗ ≤ τ f1τ  ∗ → f1 p p
, (8.28a)
V L (I;V ∗ )
k=1 k=1
l T /τ
  k   k  
τ f2τ  ≤ τ f2τ  → f2  1 , (8.28b)
H H L (I;H)
k=1 k=1

for τ → 0, cf. Lemma 8.7 below; in particular, the left-hand sides of (8.28) must
be bounded independently of τ . By this way, we get already the estimate of
ūτ L∞ (I;H)∩Lp (I;V ) and of uτ L∞ (I;H) if τ ≤ τ0 . Certainly5

uτ Lp ([τ,T ];V ) ≤ ūτ Lp (I;V ) , (8.29)

5 It can easily be proved for p = 1 and for p = +∞. For 1 < p < +∞, we get it by interpolation.
8.2. Rothe method 207

which already gives (8.16c) for τ ≤ τ0 .

Moreover, by a finer usage of (8.24) exploiting also the “forgotten” term

ukτ − uk−1
τ 2H , we get still the boundedness of lk=1 ukτ − uk−1
τ 2H , from which
(8.16d) follows.
As to (8.17), we can formally extend ūτ for t ≤ 0 by u0τ , and then, like
(8.29), we have
 0  T 1/p
uτ  Lp (I;V ) ≤ ūτ  Lp ([−τ,T ];V ) = u0τ pV dt + ūτ pV dt
−τ 0
 1/p
= τ u0τ pV + ūτ pLp (I;V ) . (8.30)

Then (8.16b) gives (8.17).

As to (8.18a), in view of (8.5), as in (8.22), we have
 T  T
duτ
, v dt = f¯τ − A(ūτ ), v dt
dt
0
 0

≤ f¯τ Lq
(I;Z ∗ ) + A(ūτ )Lq
(I;Z ∗ ) vLq (I;Z)
   T 1/q

q

≤ f Lq (I;Z ∗ ) +

 
A(ūτ ) Z ∗ dt vLq (I;Z) (8.31)
0

where f¯τ abbreviates the piece-wise constant function defined by

" #
f¯τ (t) := fτk := fε(τ ) (kτ ) for t ∈ (k−1)τ, kτ . (8.32)


As Lq (I; Z∗) is isometrically isomorphic with Lq (I; Z)∗ , cf. Proposition 1.38, it
holds that
 du   T
 τ duτ
  = sup , v dt (8.33)
dt Lq
(I;Z ∗ ) vLq (I;Z) ≤1 dt
0
 
≤ N f Lp
(I;V ∗ ) + sup A(v) q

L (I;Z ∗ )
vLp (I;V )∩L∞ (I;H) ≤C1

where N denotes the norm of the embedding Lp (I; V ∗ ) ⊂ Lq (I; Z ∗ ); here the
assumption q ≥ p is used. The a-priori bound (8.16b) then gives (8.18a). Then
(8.18b) follows easily:

 dū  T /τ  T /τ  k
 
 τ    uτ −uk−1
τ 
  = (ukτ −uk−1
τ )δ (k−1)τ  =   ∗
dt M(I;Z ∗ ) M(I;Z ∗ ) τ Z
k=1 k=1
 du   
 τ
 duτ 

=  1 ≤ T 1/q   q
≤ T 1/q C3 (8.34)
dt L (I;Z ) ∗ dt L (I;Z ) ∗

where δ(k−1)τ denotes the Dirac distribution at time t = (k − 1)τ . 

208 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

The following approximation property, used also for (8.28), will often be
found useful.
Lemma 8.7 (Convergence of f¯τ ). If f ∈ Lq (I; X) for 1 ≤ q < +∞ and X a
Banach space, then f¯τ defined by (8.32) with limτ →0 ε(τ ) = 0 converges to f in
Lq (I; X) when τ → 0.
Proof. Take η > 0. Using the convolution with a mollifier as in (7.10) with ε > 0
small enough, we get fε ∈ C(I; X) such that fε − f Lq (I;X) ≤ η/3. As I is
compact, fε : I → X is uniformly continuous and thus there is τ0 > 0 sufficiently
small such that fε (t1 ) − fε (t2 )X ≤ T −1/q η/3 whenever |t1 − t2 | ≤ τ0 . Then
also fε (t) − [fε ]τ (t)X ≤ T −1/q η/3 for any 0 < τ ≤ τ0 and t ∈ I, hencefore also
fε −[fε ]τ Lq (I;X) ≤ T 1/q fε −[fε ]τ C(I;X) ≤ η/3. Eventually, as in (8.58), we have
also [fε ]τ − f¯τ Lq (I;X) ≤ fε − f Lq (I;X) ≤ η/3. Altogether, f¯τ − f Lq (I;X) ≤
f¯τ − [fε ]τ Lq (I;X) + [fε ]τ − fε Lq (I;X) + fε − f Lq (I;X) ≤ 13 η + 13 η + 13 η = η for
any 0 < τ ≤ τ0 . 

An additional useful auxiliary assertion addresses pseudomonotonicity of A.

Lemma 8.8 (Papageorgiou [274], here modified6 ). Let A : V → V ∗ be
pseudomonotone, satisfying (8.9) and (8.12) with q = p and Z = V . Then A
is pseudomonotone on W := W 1,p,M (I; V, V ∗ ) ∩ L∞ (I; H).
Proof. The boundedness of A : W → W ∗ follows just by (8.4).
Let us now take uk ∗ u in W. By Helly’s selection principle generalized for
mappings valued in a separable reflexive V ∗ (see e.g. [36, Chap.1, Thm.3.5]), there
is a subsequence (denoted by the same indexes k for simplicity) and ũ : I → V ∗
with a bounded variation such that uk (t) ũ(t) in V ∗ . Yet, ũ = u a.e. on I; indeed,
∞ ∗
for any v ∈ L (I; V ) we have uk , v → u, v and, by Lebesgue Theorem 1.14,
simultaneously uk , v → u, v. Thus, using the boundedness of {uk (t)}k∈N in H
for a.a. t ∈ I, we have even uk (t) u(t) in H.
T
Denote ξk (t) := A(uk (t)), uk (t)−u(t) and assume lim supk→∞ 0 ξk (t)dt ≤
0. By (8.9) and (8.12) with q = p and Z = V , we have

ξk (t) ≥ c0 |uk (t)|pV − ζk (t), with



ζk (t) := c1 |uk (t)|V + c2 uk (t)2H + C uk (t)H 1+uk (t)p−1
V u(t)V .
(8.35)

Assume lim inf k→∞ ξk (t) < 0 with t fixed. Then (8.35) implies {uk (t)}k∈N is
bounded in V , hence (for a subsequence depending possibly on t) uk (t) u(t) in V
because also uk (t) u(t) in H. By pseudomonotonicity of A, lim inf k→∞ ξk (t) ≥
0. This holds for a.a. t ∈ I.
6 In
[274], a non-autonomous case like in Lemma 8.26 below has been addressed but in the


case W := W 1,p,p (I; V, V ∗ ). See also [180, Part II, Chap.I, Thm.2.35].
8.2. Rothe method 209

As ξk ≥ −ζk and {ζk }k∈N is uniformly integrable7 by the generalized Fatou

Theorem 1.18
 T  T  T
0≤ lim inf ξk (t) dt ≤ lim inf ξk (t) dt ≤ lim sup ξk (t) dt ≤ 0, (8.36)
0 k→∞ k→∞ 0 k→∞ 0

T
and therefore limk→∞ 0 ξk (t)dt = 0.
Since lim inf k→∞ ξk (t) ≥ 0, we have ξk− (t) → 0 a.e. and thus, by Vitali’s
T
Theorem 1.17, we also have limk→∞ 0 ξk− (t)dt = 0 because 0 ≥ ξk− ≥ −ζk
T
and because {ζk }k∈N is uniformly integrable. Altogether, limk→∞ 0 |ξk (t)|dt =
T
limk→∞ 0 ξk (t) − 2ξk− (t)dt = 0. Hence, possibly in terms of a subsequence,
limk→∞ ξk (t) for a.a. t ∈ I. Taking v ∈ W, by the pseudomonotonicity of A,
we have lim inf k→∞ A(uk (t)), uk (t) − v(t) ≥ A(u(t)), u(t) − v(t) for a.a. t ∈ I,
and eventually again by the generalized Fatou Theorem 1.18
 T
lim inf A(uk ), uk − v = lim inf A(uk (t)), uk (t) − v(t) dt
k→∞ k→∞ 0
 T  T
≥ lim inf A(uk (t)), uk (t)−v(t) dt ≥ A(u(t)), u(t)−v(t) dt = A(u), u−v
0 k→∞ 0

because A(uk (·), uk (·)−v(·)) has a uniformly integrable minorant, namely −ζk
as in (8.35) but with v in place of u. 

As we required dtd
u ∈ Lp (I; V ∗ ) in Definition 8.1, it is reasonable to have


both A(u) and f in Lp (I; V ∗ ), i.e. q = p in (8.11) and (8.13). As always H ⊂ V ∗ ,
we can consider f2 = 0 in (8.13) without loss of generality. For 1 < q  < p and
f2 = 0, cf. Remark 8.12 below.

Theorem 8.9 (Existence of a strong solution). Let A : V → V ∗ be

pseudomonotone and semi-coercive, satisfy the growth condition (8.11) with q = p


and Z = V , f ∈ Lp (I; V ∗ ) and u0 ∈ H. Then the Cauchy problem (8.4) possesses


a strong solution u ∈ W 1,p,p (I; V, V ∗ ) which can, in addition, be attained in the


weak topology of W 1,p,p (I; V, V ∗ ) by a subsequence of Rothe functions {uτ }τ >0
constructed by considering limτ →0 ε(τ ) = 0 for fε(τ ) in (8.5) satisfying (8.14)
(now with K2 = 0) and {u0τ }τ >0 ⊂ V such that

u0τ V = O(τ −1/p ) and u0τ → u0 in H; (8.37)

note that such {u0τ }τ >0 always exists because V is assumed dense in H.
7 The uniform integrability or, through Dunford-Pettis’ Theorem 1.16, rather equi-absolute-

continuity of the collection {uk (·)p−1

V u(·)V }k∈N can easily be seen by Hölder inequality
uk p−1
V uV ≤ (u 
k V
p (p−1)/p
) (u p 1/p
V ) from absolute-continuity of upV ∈ L1 (Ω) and
p
boundedness of {uk V }k∈N in L (Ω).
1
210 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Proof. Combining (8.17) with (8.37), we have uτ bounded in Lp (I; V ), and

counting also (8.16b) and (8.18a), we can take a subsequence and some u ∈


L∞ (I; H) ∩ Lp (I; V ), ũ ∈ L∞ (I; H) ∩ Lp (I; V ), and u̇ ∈ Lp (I; V ∗ ) such that

uτ ∗
u in L∞ (I; H) ∩ Lp (I; V ) , (8.38a)
ūτ ∗
ũ in L∞ (I; H) ∩ Lp (I; V ) , (8.38b)
duτ

u̇ in Lp (I; V ∗ ). (8.38c)
dt
We want to show that
du
u = ũ = u̇ .
& (8.39)
dt
By (8.38b), we have also uτ u in Lp (I; H). Let us show that uτ − ūτ
p
0 in L (I; H). Take χ[τ0 k1 ,τ0 k2 ] v for some τ0 > 0, k1 < k2 and v ∈ H; linear


combinations of all such functions are dense in Lp (I; H) due to Proposition 1.36.
Then, for τ ≤ τ0 ,
 τ0 k2
uτ − ūτ , χ[τ0 k1 ,τ0 k2 ] v = uτ (t) − ūτ (t), v dt
τ0 k1
k2 τ0 /τ
  kτ k2 τ0 /τ

t − kτ τ
= (ukτ − uk−1
τ ) , v dt = ukτ − uk−1
τ ,v
(k−1)τ τ 2
k=k1 τ0 /τ +1 k=k1 τ0 /τ +1
τ k2 τ0 /τ τ
= uτ − ukτ 1 τ0 /τ , v = uτ (τ0 k2 ) − uτ (τ0 k1 ), v = O(τ ),
2 2
where we eventually used that uτ (τ0 k2 )−uτ (τ0 k1 ) is bounded in H by 8.16b. Thus
uτ − ūτ 0 in Lp (I; H), and thus also in Lp (I; V ) because of (8.38). Moreover,
by using subsequently (8.38c), (7.15), and (8.38a), we get

duτ dϕ dϕ
u̇, ϕ ← , ϕ = − uτ , → − u, (8.40)
dt dt dt
for any ϕ ∈ D(I; V ), which, in particular, implies u̇ = d
dt u in the sense of distrib-
utions8 . Thus (8.39) must hold.
The initial condition
u(0) = u0 (8.41)
1,p,p
∗
is satisfied because uτ u in W (I; V, V ) and by the continuity (hence also


weak continuity) of u → u(0) : W 1,p,p (I; V, V ∗ ) → H (see Lemma 7.3) we have
uτ (0) u(0) in H so that

u0 ← u0τ = uτ (0) u(0) , (8.42)

8 Let us recall that d u ∈ L(D(I), (V ∗ , weak)) is defined by the Bochner integral [ d u](φ) =
ÊT dt dt
− 0 u( dtd
φ) dt for any φ ∈ D(I). The equality u̇ = dt d
u can be got from (8.40) by putting
ϕ(t) = φ(t)v for φ ∈ D(I) and v ∈ V arbitrary.
8.2. Rothe method 211

which immediately implies (8.41).

d
From (8.5) one can see that dt uτ + A(ūτ (t)) = f¯τ with f¯τ from (8.32). Thus,
p
for any v ∈ L (I; V ), one has
 T  T
duτ
, v(t) + A(ūτ (t)), v(t) dt = f¯τ (t), v(t) dt . (8.43)
0 dt 0


In terms of ·, · as the duality between Lp (I; V ∗ ) and Lp (I; V ), one can
rewrite (8.43) into  dt
d
uτ , v + A(ūτ ), v = f¯τ , v. Putting v − ūτ instead of v,
one obtains
duτ
A(ūτ ), v − ūτ = f¯τ , v − ūτ − , v − ūτ =: Iτ(1) − Iτ(2) . (8.44)
dt


As f¯τ → f in Lp (I; V ∗ ) due to Lemma 8.7 and ūτ → u weakly in Lp (I; V ) due
to (8.38b) with (8.39), obviously
lim Iτ(1) = f, v − u. (8.45)
τ →0

By (8.38a,c) with (8.39), the weak continuity of the mapping u → u(T ) :

W 1,p,p (I; V, V ∗ ) → H (see Lemma 7.3), and by the weak lower semicontinuity
of  · 2H , one gets (using also (8.24))
 
duτ duτ
lim sup Iτ ≤ lim sup
(2)
,v − , uτ
τ →0 τ →0 dt dt
 
duτ 1 1
= lim sup , v − uτ (T )H + u0τ H
2 2
τ →0 dt 2 2
duτ 1 1
= lim , v − lim inf uτ (T )2H + lim u0τ 2H
τ →0 dt 2 τ →0 2 τ →0
du 1 du
≤ , v − u(T )2H + u0 2H = ,v − u (8.46)
dt 2 dt
where the last identity employs (8.41) and (7.22). Altogether, (8.45) and (8.46)
lead to
du
lim inf A(ūτ ), v−ūτ ≥ f − ,v − u . (8.47)
τ →0 dt
In particular, for v := u we have got lim supτ →0 A(ūτ ), ūτ −u ≤ 0. By Lemma 8.8,
i.e. the pseudomonotonicity of A, we can conclude that, for any v ∈ Lp (I; V ),
lim inf A(ūτ ), ūτ − v ≥ A(u), u − v . (8.48)
τ →0

Joining (8.47) and (8.48), one gets A(u), u − v ≤ f, u − v −  dt

d
u, u − v. As it
holds for v arbitrary, we can conclude that
du
A(u), v = f, v − ,v . (8.49)
dt
As v is arbitrary, A(u) = f − d
dt u must hold for a.a. t ∈ I, cf. Exercise 8.46. 
212 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Remark 8.10 (Error in uτ − ūτ ). If (8.12) holds, then u = ũ in (8.39) can alterna-
tively be proved by a simple direct calculation:
T /τ  
 kτ
t−kτ 



 k q
uτ − ūτ qLq
(I;Z ∗ ) = (uτ − uk−1
τ )  dt
(k−1)τ τ Z∗
k=1

τ q +1   q

T /τ T /τ
τ  k


k−1 q

 ukτ − uk−1
τ 
= u τ − u τ  Z∗ =   ∗
q  +1 q  +1 τ Z
k=1 k=1

τ q  duτ 



q

=    q
= O(τ q ) (8.50)
q +1 dt L (I;Z ∗ )
where the bound (8.18a) has been used. Therefore, uτ − ūτ Lq
(I;Z ∗ ) = O(τ )
and thus also uτ − ūτ L1 (I;Z ∗ ) = O(τ ). As certainly Lp (I; V ) ⊂ L1 (I; Z ∗ ), we
can estimate the limit u − ũL1 (I;Z ∗ ) = 0 and thus the first equality in (8.39) is
proved once again. Using (8.16d), the calculation (8.50) yields the error uτ − ūτ
estimated in a stronger norm9 :
τ  
 duτ 
√ 
uτ − ūτ L2 (I;H) = √   2 =O τ . (8.51)
3 dt L (I;H)

Remark 8.11 (Strong convergence ūτ → u in Lp (I; V )). Let us subtract dt d

uτ +
¯
A(ūτ (t)) = fτ from dt u+A(u(t)) = f and test it by ūτ −u. By using the inequality
d

 dt
d
uτ (t), ūτ (t) − uτ (t) =  dt d
uτ (t)2H (kτ − t) ≥ 0 for any t ∈ ((k−1)τ, kτ ), we
obtain
duτ du duτ duτ du
− , ūτ − u = , ūτ −uτ + − , uτ −u
dt dt dt dt dt
du 1 d 
uτ − u2 + du , uτ − ūτ
+ , uτ − ūτ ≥ H
(8.52)
dt 2 dt dt
for a.a. t ∈ I; here the dualities are between V ∗ and V . After integration over I,
this gives
1 
uτ (T ) − u(T )2 + A(ūτ ) − A(u), ūτ − u
2 H
1 du
≤ u0τ − u0 2H + f¯τ − f + , ūτ − uτ → 0 (8.53)
2 dt


by using respectively u0τ → u0 in H, f¯τ → f in Lp (I; V ∗ ) due to Lemma 8.7, and
uτ − ūτ u − ũ = 0 in Lp (I; V ) due to (8.38a,b)–(8.39). This gives ūτ → u in
p
L (I; V ) if A = A1 + A2 and V is strictly convex, and A1 is assumed d-monotone
in the sense
A1 (u) − A1 (v), u − v Lp
(I;V ∗ )×Lp (I;V )


 
≥ d uLp(I;V ) − d vLp(I;V ) uLp(I;V ) − vLp(I;V ) (8.54)
9 See e.g. Feistauer [126, Theorem 8.7.25].
8.2. Rothe method 213

for some d : R → R increasing, and A2 is totally continuous. Then we can use

uniform convexity of Lp (I; V ), cf. Proposition 1.37, and Theorem 1.2; details are
left as an exercise, cf. also (8.105).



Remark 8.12 (The case f ∈ Lp (I; V ∗ )+Lq (I; H), p<q< + ∞10 ). In this case, in-


stead of u ∈ W 1,p,p (I; V, V ∗ ), Definition 8.1 should require u ∈ Lp (I; V )∩Lq (I; H)



d
with dt u ∈ Lp (I; V ∗ )+Lq (I; H). The Banach space of such u’s is again embedded
into C(I, H) and also the by-part formula (7.15) extends to hold. Then the proof of
Theorem 8.4 bears slight modifications; e.g. the estimate  dt d
uτ Lp
(I;V ∗ ) ≤ C3 re-
sulting from (8.18a) is now  dt uτ Lp
(I;V ∗ )+Lq
(I;H) ≤ C3 , the convergence (8.38c)
d



takes Lp (I; V ∗ ) + Lq (I; H), and the dualities  dt d
u, u and f, u refer to (1.9).
To use the Rothe method based on Lemma 8.5 for the weak solution with


f ∈ Lq (I; Z ∗ ) with Z = V , we have still to realize that fε ∈ C(I; V ∗ ), used
for the formula (8.5), results now not only by a mollifying f in time but also by
approximating it from Z ∗ to its dense subspace V ∗ ; then Lemma 8.7 must be
appropriately generalized.
Theorem 8.13 (Weak solution). Let 1 < p ≤ q ≤ +∞, p < +∞, A : V → V ∗
be pseudomonotone11 and semicoercive such that A is weakly* continuous from
W 1,p,M (I; V, Z ∗ ) ∩ L∞ (I; H) to L∞ (I; Z)∗ and satisfy (8.11) with some Z ⊂ V
densely, let u0 ∈ H and u0τ satisfy (8.37), and let f satisfy (8.13), and (8.14)
hold, too. Then there is a weak solution u due to the Definition 8.2 and, moreover,
q
∗
dt u ∈ L (I; Z ).
d

Proof. We test dtd

uτ + A(ūτ ) = f¯τ , which arises from (8.5) if the notation (8.6),
(8.7), and (8.32) applies, by v. Using the by-part formula (7.15), we can write

duτ
0= + A(ūτ ) − f¯τ , v
dt
dv
= A(ūτ ) − f¯τ , v − , uτ + (v(T ), uτ (T )) − (v(0), u0τ ) (8.55)
dt


for any v ∈ W 1,p,p (I; V, V ∗ ); as A : V → V ∗ is assumed bounded, hence A(ūτ ) ∈
L∞ (I, V ∗ ), and as also f¯τ ∈ L∞ (I, V ∗ ), the dualities in (8.55) can be understood
as between Lp (I; V ) and its dual.
By using (8.16b) and (8.18b), we have the a-priori boundedness of {ūτ }0<τ ≤τ0
in W = W 1,p,M (I; V, Z ∗ )∩L∞ (I; H). Thus, after choosing a subsequence, we have
ūτ ∗ ũ in W.
In view of (8.16a) and (8.17), we can select such a subsequence that also
uτ ∗ u in Lp (I; V ) ∩ L∞ (I; H). As in the proof of Theorem 8.9 we can see that


u = ũ and also that dt d
uτ ∗ dt d
u in M(I; Z ∗ ) (or in Lq (I; Z ∗ ) if q < +∞). As
p
∗
dt v ∈ L (I; V ) is fixed, we have  dt v, uτ  →  dt v, u.
d d d

10 For this approach, we refer to Gajewski et al. [144, Chap.VI with Sect.IV.1.5].
11 In Theorem 8.28 we will still put off this assumption.
214 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Now, we consider only v ∈ W 1,∞,∞ (I; Z, V ∗ ). Then f¯τ , v → f, v with the

T
last duality between Lq (I; Z ∗ ) and Lq (I; Z). Also 0 A(ūτ (t)), v(t) Z ∗ ×Z dt →
T
0
A(u(t)), v(t) Z ∗ ×Z dt due to the assumed weak* continuity of A. Hence (8.2) is
proved at least if v(T ) = 0 = v(0). This says, in particular, that A(u)−f = − dt d
u in
∞ p
the sense of distributions on I. However, by (8.11), u ∈ L (I; H)∩L (I; V ) implies



A(u) ∈ Lq (I; Z ∗ ). By (8.13) with q ≥ p ≥ 1, also f ∈ Lq (I; Z ∗ ). Hencefore,


q ∗
dt u ∈ L (I; Z ) even if q = +∞.
d

As {uτ (T )}τ >0 is bounded in H, hence it converges (possibly as further

selected subsequence) to some uT weakly in H. On the other hand, uτ (T ) = u0τ +
T d
u dt converges to u0 +  dt
0 dt τ
d
u, 1 = u(T ) in Z ∗ . Hence uT = u(T ), the further
selection was redundant, and the term (uτ (T ), v(T )) converges to (u(T ), v(T )).
The convergence of (v(0), u0τ ) to (v(0), u0 ) is obvious.
The weak continuity of the mapping t → u(t) : I → H required in De-
finition 8.2 follows from its boundedness and from having information about
∗ ∗
dt u ∈ M(I; Z ), hence it is absolutely continuous as I → Z . 
d

Remark 8.14 (Semi-implicit formulae). Especially for further numerical applica-

tions it is often advantageous to consider a certain “linearization” B(w, ·) : V →
V ∗ of A at a current point w, likewise (but not necessarily just as) in (2.73), and
then to modify the fully implicit formula (8.5) as

ukτ − uk−1
τ
+ B(uk−1
τ , ukτ ) = fτk , k ≥ 1. (8.56)
τ

In any case, the compatibility A(u) = B(u, u) is required and linearity of B(w, ·) is
an optional property from which some benefits may follow. The a-priori estimates
and convergence analysis are to be made case by case, cf. Exercises 8.71 and 8.87.
Besides a linearization, semi-implicit formulae can serve to decouple systems of
equations, cf. e.g. Exercise 12.17.

Remark 8.15 (Clément 0-order quasi-interpolation of f ). Alternatively to (8.32),

f¯τ can be defined as
 kτ
1 " #
f¯τ (t) := fτk := f (ϑ) dϑ for t ∈ (k−1)τ, kτ . (8.57)
τ (k−1)τ

Such f¯τ is called the zero-order Clément quasi-interpolant of f .12 The convergence


f¯τ → f in Lq (I; X) can be proved just as in Lemma 8.7. Instead of (8.28a), by

12 “Zero-order” refers to the order of polynomials used to construct f¯ . For the first-order
τ
quasi-interpolation see Remark 8.19 below. The quasi-interpolation procedure was proposed in
[85].
8.3. Further estimates 215

the Hölder inequality, we now have more explicitly

l T /τ T /τ   kτ p



 1 
τ fτk pV ∗ ≤ τ fτk pV ∗ = τ  f (t)dt
τ (k−1)τ V∗
k=1 k=1 k=1

1 
T /τ kτ T /τ 
p
 kτ


≤ √
p−1
f (t)V ∗ dt ≤ f (t)pV ∗ dt = f pLp
(I;V ∗ )
τ (k−1)τ (k−1)τ
k=1 k=1
(8.58)

for any l = 1, . . . , k. The disadvantage of the formula (8.57) is in the context of

the estimate (8.26)–(8.27) because the particular values of fτk V ∗ are now not
controlled so that we do not have a stability criterion (like (8.15)) which would
guarantee validity of the discrete Gronwall inequality. Similar considerations hold
for (8.28b), too.

8.3 Further estimates

The strategy (8.19)–(8.21) of testing the equation (8.4) by u can be modified to
get better results under modified (mostly stronger) data qualification; yet, note
that the condition (8.12) on the growth of A need not be assumed in this section.
This additional quality of the solution is referred to as its certain regularity. Now,
besides (8.32), we can also use the approximation of f due to Clément’s quasi-
interpolation (8.57).
Theorem 8.16 (Regularity). Let A : V → V ∗ be pseudomonotone and semico-
ercive (8.9) with some p > 1 (its value is, in fact, not important now), and

u0 ∈ V, (8.59a)
f ∈ L (I; H),
2
(8.59b)

A = A1 + A2 with A1 = Φ , Φ : V → R convex, (8.59c)

q/2 
Φ(u) ≥ c0 uqV − c1 u2H , A2 (u)H ≤ C 1 + uV (8.59d)

for some c0 , q > 0.13 Then:

(i) The Rothe sequence {uτ }τ0 ≥τ >0 constructed by (8.5) with fτk from (8.57), with
u0τ = u0 and with τ0 < 12 c0 C −2 / max(1, 4c1 T ) is bounded in W 1,∞,2 (I; V, H).
(ii) Moreover, it has a weakly* convergent subsequence in this space, and if also
V  H (a compact embedding), and

A1 : V → V ∗ is bounded and radially continuous, (8.60a)

∗
A2 : V → V is totally continuous, (8.60b)
13 Often, but not necessarily, q = p with p referring to (8.9).
216 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

then every u ∈ W 1,∞,2 (I; V, H) obtained as the weak* limit of a subsequence

{uτ }τ >0 solves the abstract Cauchy problem (8.4).
(iii) Also, u ∈ C(I; (V, weak)).

Let us first make heuristics of the proof of (i) for a non-discretized problem:
test the equation dtd
u + A(u) = f by dt d
u, use A(u), dtd d
u = dt Φ(u) + A2 (u), dt
d
u,
14
which formally gives
 du 2  2  2 1 
  d du  du 2
  + Φ(u) = f − A2 (u), ≤ A2 (u)H + f (t)H +   .
dt H dt dt 2 dt H
Then we absorb the last term in the left-hand side and denote U (t) :=
t d 2
0  dϑ uH dϑ so that  dt uH = dt U and, by Hölder’s inequality,
d 2 d

  t   t  du 
 
u(t)2 =  du  2  
2    2
+ 2u0 H ≤ 2tU (t)+2u0 H .
2
H u 0 + dϑ ≤ 2   dϑ
0 dϑ H 0 dϑ H
(8.61)
Thus
d 1   2  2
U (t) + Φ(u) ≤ A2 (u)H + f (t)H
dt 2

  2
≤ 2C 2 1 + uqV + f (t)H
 c1 1   2
≤ 2C 2 1 + u2H + Φ(u) + f (t)H
c0 c0
 2c1
 1   2
≤ 2C 2 1 + T U (t) + u0 2H + Φ(u) + f (t)H . (8.62)
c0 c0
Then we use the Gronwall inequality. Note that it needs Φ(u0 ) < +∞, i.e. u0 ∈ V .
Eventually, we get Φ(u(t)) + U (t) 2bounded independently of t ∈ I, which implies
u ∈ L∞ (I; V ) and  dt
d
uL2 (I;H) = U (T ) bounded.
Proof of Theorem 8.16. Multiply (8.5) by ukτ − uk−1
τ , and use
A(ukτ ), ukτ − uk−1
τ = Φ (ukτ ), ukτ − uk−1
τ + A2 (ukτ ), ukτ − uk−1
τ . (8.63)
We can estimate Φ (ukτ ), ukτ − uk−1
τ  ≥ Φ(ukτ ) − Φ(uk−1 τ ) because Φ is convex.
Thus, dividing (8.63) still by τ and using Young’s inequality, we get
 uk − uk−1 2 Φ(ukτ ) − Φ(uk−1 uk − uk−1
 τ τ  τ )
  + = fτk − A2 (ukτ ), τ τ
τ H τ τ
1 uk − uk−1
2

≤ fτk 2H + A2 (ukτ )2H +  τ τ

2 τ H

  uk − uk−1 2
1  
≤ fτk 2H + 2C 2 1 + ukτ qV +  τ τ

2 τ H
 c 1  1  uk −uk−1 

2
≤ fτk 2H + 2C 2 1+ ukτ 2H + Φ(ukτ ) +  τ τ  . (8.64)
1
c0 c0 2 τ H


14 Note that, if a-priori no other information about d
dt
u than d
dt
u ∈ Lp (I; V ∗ ) is known, this
test cannot be rigorously made.
8.3. Further estimates 217

We first absorb the last term in the left-hand side, and then, denoting Uτk :=
k
τ −1 l=1 ulτ − ul−1
τ H , we further estimate
2

Uτk −Uτk−1 Φ(ukτ )−Φ(uk−1

τ ) 2C 2 
 
+ ≤ fτk 2H + c0 +2c1 T Uτk +u0 2H +Φ(ukτ )
2τ τ c0
and use the discrete Gronwall inequality (1.67) provided τ is small enough,
l
namely τ < 12 c0 C −2 / max(1, 4c1 T ), together with the estimate τ k=1 fτl 2H =
 lτ T
0
f¯τ 2H dt ≤ 0 f 2H dt, which is bounded independently of τ . This bounds
Φ(uτ ) in L∞ (I), hence also uτ in L∞ (I; V ). Also Uτk is bounded, so in particular
T /τ
we get a bound for Uτ =  dt d
uτ 2L2 (I;H) , as claimed in (i).
As to (ii), by Theorem 4.4(iv), A1 is monotone, hence for any v ∈ L∞ (I; V )
it holds that
duτ
0 ≤ A1 (ūτ ) − A1 (v), ūτ −v = f¯τ − − A2 (ūτ ) − A1 (v), ūτ −v . (8.65)
dt
Let now {uτ }τ >0 refer to a selected subsequence converging weakly* in
d d
W 1,∞,2 (I; V, H) and u be its limit. Then dt uτ 2
dt u weakly in L (I; H).
Moreover, by the Aubin-Lions lemma, W 1,∞,2 (I; V, H)  L2 (I, H) and there-
fore uτ → u in L2 (I; H). As uτ − ūτ L2 (I;H) = 3−1/2 τ  dt d
uτ L2 (I;H) = O(τ ),
cf. (8.51), also ūτ → u in L (I; H). Then limτ →0  dt uτ , ūτ  =  dt
2 d d
u, u.15 In par-
ticular, ūτ (t) → u(t) in H for a.a. t ∈ I. As {ūτ (t)}0<τ ≤τ0 is bounded also
16

in V , we also know that ūτ (t) u(t) weakly in V for a.a. t ∈ I. By (8.60b),
A2 (ūτ (t)), ūτ (t) → A2 (u(t)), u(t) for a.a. t ∈ I. By using (8.59d) and bound-
edness of {ūτ }0<τ ≤τ0 in L∞ (I; V ), we can see that A2 (ūτ (t)) is bounded in H in-
dependently of τ and t. Hence A2 (ūτ (t)), ūτ (t) is bounded independently of both
T T
t and τ , hence by Lebesgue’s Theorem 1.14, 0 A2 (ūτ ), ūτ  dt → 0 A2 (u), u dt.
Therefore, (8.65) implies
duτ du
0 ≤ lim f¯τ − −A2 (ūτ )−A1 (v), ūτ −v = f − −A2 (u)−A1 (v), u−v .
τ →0 dt dt
Now, we proceed by Minty’s trick by putting v := u+εz for z ∈ L∞ (I; V ) arbitrary
and ε > 0, which gives f − dt d
u − A2 (u) − A1 (u + εz), εz ≤ 0. Then we divide
it by ε > 0, and pass ε → 0 by using (8.60a).17 As z is arbitrary, we conclude
f − dt
d
u − A2 (u) − A1 (u) = 0 a.e. on I.
As to (iii), in particular we have obtained u ∈ W 1,2 (I; H) ⊂ C(I; H) due to
Lemma 7.1. Thus, u(ϑ) → u(t) in H for ϑ → t. Since u ∈ L∞ (I; V ), {u(ϑ)}ϑ∈I is
15 Alternatively, we could use the inequality (8.46) if Lemma 7.3 and the by-part integration


formula (7.22) employ the space W 1,2,2 (I; H, H) instead of W 1,p,p (I; V, V ∗ ).
16 For a moment, we can select a subsequence to guarantee this; see Theorem 1.7. When the

limit of A2 (ūτ ), ūτ is uniquely identified, we can avoid this further selection, however.
17 More in detail, we proceed as in (8.144) but the common integrable majorant here is now

even in L∞ (I) because we have u, z ∈ L∞ (I; V ) and A1 maps bounded sets in V to bounded
sets in V ∗ as assumed in (8.60a).
218 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

bounded in V and hence (possibly up to a subsequence) u(ϑ) v in V . Yet, since

V ⊂ H, v = u(t). As this limit is thus determined uniquely, the whole sequence
(or net) must converge to u(t) weakly. Hence, u ∈ C(I; (V, weak)). 

Remark 8.17 (Asymptotics for a special case A = Φ and f constant). In this

special case, t → [Φ − f ](u(t)) is non increasing because it fulfills dt
d
[Φ − f ](u(t)) =
− dt uH ≤ 0. Moreover, it can be shown that [Φ − f ](u(t)) is convex and u(t)
d 2

tends weakly to the minimum of Φ − f for t → ∞.18

Theorem 8.18 (Regularity II). Let A : V → V ∗ be pseudomonotone and semi-
coercive (8.9) with some p > 1 (whose value is again not important now), and

f ∈ W 1,2 (I; V ∗ ), (8.66a)

u0 ∈ V such that A(u0 ) − f (0) ∈ H, (8.66b)
A(u1 ) − A(u2 ), u1 − u2 ≥ c0 |u1 − u2 |2V − c2 u1 − u2 2H (8.66c)

with some c0 > 0. Then:

(i) The Rothe sequence {uτ }τ0 ≥τ >0 constructed by the formula (8.5) with u0τ =
u0 and with τ0 < 1/(2c2 ) is bounded in W 1,∞ (I; H) ∩ W 1,2 (I; V ).
(ii) Moreover, it has a weakly* convergent subsequence in this space, and if also
V  H (a compact embedding), A = A1 + A2 satisfying (8.60) with A1
monotone, every u ∈ W 1,∞ (I; H) ∩ W 1,2 (I; V ) obtained as the weak* limit
of a subsequence {uτ }τ >0 solves the abstract Cauchy problem (8.4).
d d
Heuristics of the proof of (i): apply dt to the equation dt u + A(u) = f and
then test it by dt u, use  dt A(u), dt u ≥ c0 | dt u|V −c2  dt uH (which is a continuous
d d d d 2 d 2

analog of (8.70) below). Using also (8.8), this gives

1 d 
 du 2
 du 2
 
 du 2
  1 
 df 2
 du 2
 
  + c0   ≤ c2   +   ∗ + ε  
2 dt dt H dt V dt H 4ε dt V dt V
 du 2  df 2  du 2  du 2
  1      
≤ c2   +   + εCP   + εCP   . (8.67)
dt H 4ε dt V ∗ dt V dt H
Choosing ε < c0 /CP , (8.67) reads as

d 1 
 du 2
 t  du 2 
 
 du 2 1 
 df 2
  + c0 −εCP   dθ ≤ c2 +εCP   +   ∗ (8.68)
dt 2 dt H 0 dθ V dt H 4ε dt V
d
and then, by the Gronwall inequality, the first term gives the estimate of dt u in
L∞ (I; H) while the second one for t = T gives dt u in L2 (I; V ). Note that to apply
d
d
Gronwall’s inequality, we must have guaranteed dt u(0) ∈ H, i.e. A(u0 )−f (0) ∈ H.19
18 More about such cases can be found, e.g., in Aubin and Cellina [25, Section 3.4] or Brezis

[60, Section III.3]. See also Proposition 11.8 and Remark 8.22 below.
19 It does not mean that f (0) ∈ H, however. In fact, f (0) has a good sense only in V ∗ .
8.3. Further estimates 219

Proof of Theorem 8.18. Take (8.5) for k and for k − 1, i.e.

ukτ − uk−1
τ uk−1
τ − uk−2
τ
+ A(ukτ ) = fτk , + A(uk−1
τ ) = fτk−1 , (8.69)
τ τ
subtract them, then test it by ukτ − uk−1 τ , and divide it by τ 2 . Thus we get
1 ukτ − uk−1
τ
2
 1 uk−1 − uk−2 2

  −  τ τ

2τ τ H 2τ τ H
 uk − uk−1 2  uk − uk−1 2
 τ τ   τ τ 
+ c0   − c2  
τ V τ H
k k−1 k−2 k k−1
uτ −2uτ +uτ uτ −uτ A(ukτ )−A(uk−1
τ ) ukτ −uk−1
τ
≤ , + ,
τ2 τ τ τ
fτk − fτk−1 ukτ − uk−1 τ 1 
 f k − fτk−1 2
 uk − uk−1 2
 
= , ≤  τ  ∗ + ε τ τ

τ τ 4ε τ V τ V
 k
1  fτ − fτ  k−1 2  k
− k−1 2  k
− k−1 2
 u u   u u 
≤   ∗ + εCP  τ τ
 + εCP  τ τ
 ; (8.70)
4ε τ V τ V τ H

the first inequality is due to (8.24) for (ukτ − uk−1

τ )/τ in place of ukτ and (8.66c)
while the last one is due to the Young inequality. By extension of f for t < 0 by
putting f (t) = f (0), we still have f ∈ W 1,2 ([−τ, T ]; V ∗ ). Then fτ0 := f (0), and we
get (u0τ − u−1
τ )/τ = f (0) − A(u0 ) ∈ H by the assumption.
20
Absorbing the term
with ε < c0 /CP and then summing (8.70) for k = 1, . . . , l, we obtain

1 2    ukτ − uk−1 2
l
 ulτ − ul−1
τ 
τ 
  + c0 − εCP τ  
2 τ H τ V
k=1

1 
 l  k 2 1 k
f (0) − A(u0 )2 + c2 + εCP τ  uτ − uk−1
τ 
≤   + d (8.71)
2 H τ H 4ε τ
k=1

where we abbreviated dkτ := (fτk − fτk−1 )/τ 2V ∗ . Then, provided τ ≤ τ0 < 1/(2c2 ),
ε > 0 can be chosen so small that the discrete Gronwall inequality (1.67) applies,
which gives an a-priori bound for dt d
uτ in L∞ (I; H) and in L2 (I; V ) provided
l
τ k=1 dk can be bounded independently of τ and l ≤ T /τ . This can be seen from
the estimate
T /τ
 T /τ
  kτ  τ  2
1 d 
τ dkτ ≤ τ 2  f (t − ϑ) ∗ dϑdt
τ (k−1)τ 0 dt V
k=1 k=1
T /τ  
1  τ kτ −ϑ  d
2

≤  f (ξ) ∗ dξdϑ
τ 0 (k−1)τ −ϑ dt V
k=1
T /τ   d 2  df 2
1  τ kτ    
≤  f (ξ) ∗ dξdϑ ≤ 2  2 (8.72)
τ 0 (k−2)τ dt V dt L (I;V ∗ )
k=1
20 In other words, this is the definition of ukτ for k = −1 needed here.
220 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

where, for the first inequality in (8.72), we used, after the substitution t − ϑ = ξ,
also
 f k − f k−1 2  kτ
k  τ τ  1 1
2

dτ :=   ∗ = 2 f (t) − f (t−τ ) dt ∗
τ V τ τ (k−1)τ V
 
1 
kτ τ
d 2

= 4 f (t−ϑ) dϑdt ∗
τ (k−1)τ 0 dt V
  kτ  τ  2
1 d 
≤ 4  f (t−ϑ) ∗ dϑdt
τ (k−1)τ 0 dt V
 kτ  τ 
1 d 2
≤ 2  f (t − ϑ) ∗ dϑdt (8.73)
τ (k−1)τ 0 dt V

where the last inequality uses Hölder’s inequality.

Eventually, the convergence claimed in the point (ii) has been proved in
Theorem 8.16. 
Remark 8.19 (1st-order Clément’s quasi-interpolation [85]). Defining the 1st-order
quasi-interpolant fτ ∈ W 1,∞ (I; V ∗ ) as the piecewise affine interpolation of the
T /τ
sequence {fτk }k=0 , one can interpret (8.72) as the estimate  dtd
fτ 2L2 (I;V ∗ ) ≤
d
2 dt f 2L2 (I;V ∗ ) .
Remark 8.20 (Multilevel formulae). The two-level formula (8.5) is not the only op-
tion to be used for theoretical investigation and for further numerical applications.
An example of an alternative option is the 3-level Gear’s formula [149]:

3ukτ − 4uk−1
τ + uk−2
τ
+ A(ukτ ) = fτk , k ≥ 2, (8.74)
2τ
while for k = 1 one is to use (8.5). This formula approximates the time derivative
with a higher order, may yield a better error estimate than (8.5) if a solution is
enough regular, and may simultaneously have good stability properties, as shown
for a linear case in [303]. A mere convergence can be shown quite simply: use the
test by δτk := (ukτ − uk−1
τ )/τ as in the proof of Theorem 8.16(i) and the estimate

3ukτ −4uk−1
τ +uk−2
τ uk −uk−1 3     
δτk 2 − 1 δτk , δτk−1 ≥ δτk 2 − 1 δτk−1 2 ,
, τ τ = H H H
2τ τ 2 2 8
l  2
with the agreement that δτk := 0 for k = 0. Summation then gives 78 k=1 δτk H +
 
1  l 2
 2
8 δτ H
− 1 δτ1  , which is to be used to modify (8.64). This gives the a-priori
8 H
estimate of uτ in W 1,2 (I; H) ∩ L∞ (I; V ) as in Theorem 8.16. The convergence can
then be proved when realizing that (8.74) can be written in the form

3 duτ 1 duRτ
− = A(ūτ ) (8.75)
2 dt 2 dt
8.4. Galerkin method 221

with the “retarded” Rothe function uRτ defined by uRτ (t) := uτ (t − τ ) for t ∈ [τ, T ]
while uRτ (t) := uτ (t) for t ∈ [0, τ ]. Modification of the proof of Theorem 8.16(ii) is
left as an Exercise 8.55. Higher-level formulae do exist, too, and exhibit stability
(and thus the a-priori estimates and convergence) but up to the level 7, i.e. at
most uk−6
τ is involved; we refer to Thomée [337, Chap.10].
Remark 8.21 (Non-autonomous case). The Rothe method can be generalized to
the time-dependent, so-called non-autonomous case (8.1); more precisely, we will
consider A : I × V → V ∗ as a Carathéodory mapping such that the corresponding
Nemytskiı̆ mapping, denoted by A := NA like (8.10), i.e.
" #

A(v) (t) := A t, v(t) , (8.76)


satisfies (8.11). For example, A : Lp (I; V ) ∩ L∞ (I; H) → Lp (I; V ∗ ) is bounded if,
instead of (8.12), the following growth condition holds:
 


∃ γ ∈ Lp (I), C:R→R increasing : A(t, v)V ∗ ≤ C vH γ(t)+ vp−1

V . (8.77)

Then the Rothe sequence can be defined by the recursive formula

ukτ − uk−1
τ
+ Akτ (ukτ ) = fτk , u0τ = u0 , with
τ
 
1 kτ 1 kτ
Akτ (u) := A(t, u) dt , fτk := f (t) dt. (8.78)
τ (k−1)τ τ (k−1)τ
  lτ
Then, e.g., τ lk=1 Akτ (ukτ ), uτk  = 0 A(t, ūτ (t)), ūτ (t)dt. The modification of
Lemmas 8.5 and 8.6 and Theorem 8.9 would require auxiliary smoothing like in
(8.5), also Lemma 8.8 holds with its proof just straightforwardly modified, while
the modification of Theorems 8.16 and 8.18 requires additional smoothness of
A(·, u).
Remark 8.22 (Infinite time horizon). By a subsequent continuation, one can pass
T → +∞ and obtain respective results on I := [0, +∞). E.g. Theorem 8.9 gives
1,p


u ∈ Lploc (I; V )∩Wloc (I; V ∗ ) if f ∈ Lploc (I; V ∗ ), Theorem 8.16 gives u ∈ L∞
loc (I; V )∩
1,2 1,∞ 1,2
Wloc (I; H) if f ∈ L2loc (I; H), and Theorem 8.18 gives u ∈ Wloc (I; H)∩Wloc (I; V )
1,2 ∗
if f ∈ Wloc (I; V ).

8.4 Galerkin method

An alternative method to analyze evolution problems, consisting in discretization
of V , is referred to as a Faedo-Galerkin method [123], or mostly briefly as Galerkin
method likewise in case of steady-state problems where, however, it led directly to
finite-dimensional problems. Similarly as in the proof of Theorem 2.6, we consider
a sequence of finite-dimensional subspaces Vk ⊂ V satisfying (2.7), i.e. Vk ⊂ Vk+1
222 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings


and k∈N Vk dense in V . As also V is dense in H, for u0 ∈ H we can consider a
sequence {u0k }k∈N converging to u0 in H and such that u0k ∈ Vk . Now, we can very
naturally consider A also time-dependent, using the convention (8.76),even in a
more general setting A : I × V → Z ∗ for some Z ⊂ V densely provided k∈N Vk ⊂
Z, although mostly, in particular for the purpose of strong solutions, the case
Z = V is general enough. Then the Galerkin sequence {uk }k∈N of approximate


solutions uk ∈ W 1,p,p (I; Vk , Vk∗ ) to (8.1) is defined by

∀v ∈ Vk ∀(a.a.) t ∈ I : (8.79a)
duk
,v ∗ + A(t, uk (t)), v Z ∗ ×Z
= f (t), v V ∗ ×V
,
dt Vk ×Vk

uk (0) = u0k . (8.79b)

In fact, as Vk ⊂ Z ⊂ V , all dualities in (8.79a) can be restricted on Vk∗ × Vk .
Besides, | · |k will denote the seminorm on Z ∗ defined by

|ξ|k = sup ξ, v Z ∗ ×Z
. (8.80)
v∈Vk
vZ ≤1


In accord with (7.5), | · |q,k denotes the seminorm on Lq (I; Z ∗ ) defined by
 1/q

  T 
T
ξ  := ξ(t)q dt = sup ξ(t), v(t) dt. (8.81)
q,k k vLq (I;Z) ≤1 Z ∗ ×Z
0 0
v(t)∈Vk for a.a. t∈I

Lemma 8.23 (Galerkin approximations, a-priori estimates). Let f ∈

Lp (I; V ∗ ) + Lq (I; H), u0 ∈ H, and A : I×V → Z ∗ be a Carathéodory mapping
such that A satisfies (8.11) with p ≤ q ≤ +∞ and its restriction A : I × Z → Z ∗
is semi-coercive in the sense


∃c0 > 0, c1 ∈ Lp (I), c2 ∈ L1 (I) ∀v ∈ Z :
A(t, v), v Z ∗ ×Z ≥ c0 |v|pV −c1 (t)|v|V −c2 (t)v2H (8.82)

with | · |V referring again to (8.8). If Vk ⊂ Z and if {u0k }k∈N is bounded in H,

then there is a solution uk to (8.79) satisfying
 
uk  ∞ ≤ C1 , (8.83a)
L (I;H) ∩ Lp (I;V )
 du 
 k
  ≤ C2 ∀k ≥ l, (8.83b)
dt q
,l
for any l; note that C2 does not depend on l. If, in addition, there is a selfad-
joint projector Pk : H → H such that Pk (V ) = Vk and Pk |Z L(Z,Z) is bounded
independently of k, then also
 du 
 k
  ≤ C3 . (8.84)
dt Lq
(I;Z ∗ )
8.4. Galerkin method 223

nk Taking a base {vki }i=1,...,nk , nk := dim(Vk ), in Vk and assuming uk (t) =

Proof.
i=1 cki (t)vki , (8.79) represents an initial-value problem for a system of nk ordi-
nary differential equations for the coefficients (ci )i=1,...,nk . Due to Theorem 1.44,
it has a solution on some sufficiently short time interval [0, tk ).21 As the test
functions for (8.79a) are the spaces Vk where also the approximate solution uk is
sought, we are authorized to put v = uk (t) in (8.79). Then, as in (8.19)–(8.20), we
get the estimate:
1 d       
uk (t)2 + c0 uk (t)p ≤ c1 (t)uk (t) + c2 (t)uk (t)2 + f (t), uk (t)
2 dt H V V H
 p  2  p

≤ Cε c1 (t) + εuk (t)V + c2 (t)uk (t)H + CP Cε f1 V ∗
p

 p
     1 1  2 
+ CP εuk V + CP f1 V ∗ + f2 H + uk H (8.85)
2 2



with Cε from (1.22) and with f = f1 +f2 , f1 ∈ Lp (I; V ∗ ), f2 ∈ Lq (I; H). In partic-
ular, by Gronwall’s inequality as used in (8.21), we have an L∞ (0, tk )-estimate so
that uk (t) must live in a ball of Vk which is compact, and hence we can prolong
the solution on the whole interval I because, assuming the contrary, we would get
a limit time inside I not allowing for any further local solution, a contradiction22 .
Besides, this a-priori estimate yields that uk is bounded in L∞ (I; H) ∩ Lp (I; V )
independently of k, as claimed in (8.83a).
If k ≥ l, using (8.79), the estimate (8.83b) follows similarly like (8.22):
 du   T
 k
 
= sup f (t) − A(t, uk (t)), v(t) Z ∗ ×Z dt
dt q ,l vLq (I;Z) ≤1 0
v(·)∈Vl a.e.
 T  
≤ sup f (t)−A(t, uk (t)), v(t) Z ∗ ×Z
dt = f −A(uk )Lq
(I;Z ∗ )
vLq (I;Z) ≤1 0

which is bounded due to (8.11) and the already proved estimate (8.83a), cf. also
(8.33). Moreover, realizing Pk uk = uk and Pk∗ = Pk and using again (8.79), and
also (8.11) and (8.83a), we can modify the estimate (8.33) as
duk duk duk
, v = Pk ,v = , Pk v = f (t) − A(t, uk (t)), Pk v(t)
dt  dt dt 
≤ A(uk )Lq
(I;Z ∗ ) + f Lq
(I;Z ∗ ) Pk vLq (I;Z) ,

 
≤ N0 C(C1 ) γLq
(I) +C1p−1 + f Lq
(I;Z ∗ ) Pk L(Z,Z) vLq (I;Z) (8.86)

where γ and C are from (8.77) and N0 is the norm of the embedding Z ⊂ V

21 Note that, since A is a Carathéodory mapping, I × Rnk → Rnk : (t, c , . . . , c

nk
1 nk ) →
A(t, i=1 cki vki ), vkj j=1,...,n is a Carathéodory mapping, as needed for Theorem 1.44.
k
22 In special cases, e.g. (8.77) for p ≤ 2 and C(·) bounded, the right-hand side of the underlying

system of ordinary differential equations has at most a linear growth, so the global existence
follows directly by Theorem 1.45.
224 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

and

thus also of the embedding V ∗ ⊂ Z ∗ . From this, (8.84) with C3 :=
N0 C(C1 ) (aLq
(I) +C1p−1 )+f Lq
(I;V ∗ ) supk∈N Pk L(Z,Z) follows similarly as
(8.18a). 
Remark 8.24 (The projector Pk ). Taking a base {vki }i=1,...,dim(Vk ) of Vk orthogonal
with respect to the inner product (·, ·) in H, by putting


dim(Vk )
Pk u := (u, vki )vki (8.87)
i=1

we obtain a selfadjoint projector Pk : H → H, and Pk H = Pk V = Vk . It remains,

however, to be proved in particular cases that Pk L(Z,Z) is bounded independently
of k for a suitable Z, cf. also Remark 8.41 below.

Lemma 8.25. Let the collection {Vk }k∈N satisfy (2.7). Then k∈N L∞ (I, Vk ) is
dense in Lp (I; V ) for any 1 ≤ p ≤ +∞.
Proof. As L∞ (I, V ) is dense in Lp (I; V ), it suffices to prove it for p = +∞. Take
v ∈ L∞ (I; V ). As v is Bochner measurable, there is a sequence {vk }k∈N of simple
functions such that vk (t) → v(t) for a.a. t ∈ I. Besides, the construction of vk
can be performed so that vk (I) ⊂ v(I), hence vk L∞ (I,V ) ≤ vL∞ (I,V ) , and
vk → v in L∞ (I, V ). Now, taking vk fixed and realizing (2.7), each of the (finite
number of) values of vk can be approximated by a value in Vl if l is sufficiently
large, obtaining an vkl ∈ L∞ (I, Vl ) such that liml→∞ vkl = vk in L∞ (I, V ). Thus
limk→∞ liml→∞ vkl = v and, by a suitable diagonalization, we get a sequence of
vkl attaining v. 
Lemma 8.26 (Papageorgiou [274], here generalized). Let the Carathéodory
mapping A : I×V →V ∗ satisfy (8.77) and (8.82) with Z = V and q := p, and
let A(t, ·) be pseudomonotone for a.a. t ∈ I. Then A is pseudomonotone on W :=


∗
W 1,p,p (I; V, Vlcs ) ∩ L∞ (I; H).23
Proof. Just an obvious modification of the proof of Lemma 8.8. 
Theorem 8.27 (Convergence to strong solutions). Let the assumptions of
Lemmas 8.25–8.26 be fulfilled, let u0k → u0 in H with u0k ∈ Vk . Then uk u
in Lp (I; V ) (possibly in terms of subsequences) and u is a strong solution to the
Cauchy problem (8.1).
Proof. By (8.83a) and the reflexivity of Lp (I; V ), we can take a subsequence and
some u ∈ Lp (I; V ) such that

uk ∗
u in Lp (I; V ) ∩ L∞ (I; H). (8.88)
23 Recall ∗ denotes the dual space V ∗ considered as the locally convex space equipped
that Vlcs


with the collection of seminorms {| · |k }k∈N which induces the seminorms on Lp (I, V ∗ ) by the
formula (8.81) with q := p.
8.4. Galerkin method 225

Moreover, dt d
uk ξl in any Lp (I; Vl∗ ) and ξl+1 can be assumed as an extension
of ξl from L (I; Vl ) to Lp (I; Vl+1 ).24 By (8.83b), ξl Lp
(I;V ∗ ) ≤ C2 independently
p
 l
of l ∈ N. Hence, by density of l∈N Lp (I; Vl ) in Lp (I; V ) (cf. Lemma 8.25) and
by a (uniquely defined) continuous extension, we get eventually a functional u̇ ∈
Lp (I; V )∗ ∼


= Lp (I; V ∗ ) whose norm can again be upper-bounded by C2 . Moreover,
d d
u̇ = dt u because u̇|Lp (I;Vl ) = ξl = dt u|Lp (I;Vl ) for any l, cf. also (8.40).


For v ∈ W 1,p,p
(I; V, V ) let us take a sequence vk ∈ Lp (I; Vk ) such that
∗
p
vk → v in L (I; V ); such a sequence does exist due to Lemma 8.25.
From (8.79) one can see that, for any z ∈ Lp (I; Vk ), one has
 T  T
duk
,z ∗ + A(t, uk (t)), z(t) V ∗ ×V dt = f (t), z(t) V ∗ ×V dt. (8.89)
0 dt Vk ×Vk 0



In terms of ·, · as the duality on Lp (I; Vk∗ ) × Lp (I; Vk ) or Lp (I; V ∗ ) × Lp (I; V ),
one can rewrite (8.89) into  dtd
uk , z + A(uk ), z = f, z. Putting z := vk − uk ,
one gets
duk (1) (2)
A(uk ), vk − uk  = f, vk − uk  − , vk − uk =: Ik − Ik . (8.90)
dt
u in Lp (I; V ), obviously limk→∞ Ik = f, v − u. Now we use (7.22)
(1)
As uk


for uk ∈ W 1,p,p (I; Vk , Vk∗ ).25 By (8.83a), uk (T ) is bounded in H, so we can as-


sume uk (T ) ζ in H. Simultaneously, uk ∈ W 1,p,p (I; Vk , Vl∗ ) ⊂ C(I; Vl∗ ) by
Lemma 7.1,26 so that ζ|Vl = limk→∞uk (T )|Vl in the sense limk→∞ ζ −uk (T ), v =
0 for any v ∈ Vl . By the density of k∈N Vk in H, we get ζ = u(T ).
Note that the initial condition u(0) = u0 is satisfied because uk (0) = u0k
and because of u0k → u0 in H and of the weak continuity of the mapping u →


∗ ∗ ∗
u(0) : W 1,p,p (I; V, Vlcs ) → Vlcs by Lemma 7.1. Hence, uk (0) u(0) in Vlcs .
Simultaneously, uk (0) = u0k → u0 = u(0) in H; cf. also (8.42).
Then, by the weak lower semicontinuity of  ·2H and by using also u0k H →
u0 H and u0 = u(0), we can estimate
(2) duk 1 1
lim sup Ik = lim , vk − lim inf uk (T )2H + lim u0k 2H
k→∞ k→∞ dt 2 k→∞ 2 k→∞
du 1 1 du
≤ , v − u(T )2H + u(0)2H = ,v − u , (8.91)
dt 2 2 dt
cf. also (8.46). Altogether,
du
lim inf A(uk ), vk − uk ≥ f − ,v − u . (8.92)
k→∞ dt
24 This d
is a bit technical argument: having selected a subsequence such that u
dt k
ξ1 in



Lp (I; V1∗ ),
we can select further a subsequence such that d
u
dt k
ξ2 in any L (I; V2∗ ). This does
p

not violate the convergence we have already for l = 1. Then we can continue for l = 3, 4, . . . ., and
eventually to make a diagonalization like in the proof of Banach Theorem 1.7, cf. Exercise 2.48.
25 Note that V ⊂ H need not be dense for it.
k
26 Note that V ∗ ⊃ V need not hold for it – here one has only a continuous surjection V → V ∗ .
l k k l
226 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Using still the boundedness of {uk }k∈N in W and the growth assumption (8.77),


we can see that {A(uk )}k∈N is bounded in Lp (I; V ∗ ) = Lp (I; V )∗ . As vk → v in
Lp (I; V ), we have

lim sup A(uk ), uk − v = lim sup A(uk ), uk − vk

k→∞ k→∞
du
+ lim A(uk ), vk − v ≤ − f, v − u . (8.93)
k→∞ dt
In particular, for v := u we have got lim supk→∞ A(uk ), uk − u ≤ 0. By
Lemma 8.26, i.e. the pseudomonotonicity of A, we can conclude that

lim inf A(uk ), uk − v ≥ A(u), u − v (8.94)

k→∞

for any v ∈ Lp (I; V ). Joining (8.93) and (8.94), one gets A(u), u − v ≤ f, u −
v −  dt
d
u, u − v. As it holds for v arbitrary, we can conclude that
du
A(u), v = f, v − ,v . (8.95)
dt
As v is arbitrary, A(u) = f − d
dt u holds a.e. on I, cf. Exercise 8.46. 
Theorem 8.28 (Weak solution). Let the assumptions of Lemma 8.23 which
guarantee (8.83) be satisfied and A satisfy



p/q

∃γ ∈ Lq (I), C:R→R increasing: A(t, u)Z ∗ ≤ C uH γ(t)+uV , (8.96)

with 1 < q < +∞ and with some Banach space Z embedded into V densely, and
induce A weakly* continuous from W 1,p,M (I; V, Z ∗ ) ∩ L∞ (I; H) to L∞ (I; Z)∗ and
let u0k → u0 ∈ H. Then there is a weak solution u due to the Definition 8.2 and,


d
moreover, dt u ∈ Lq (I; Z ∗ ).
Proof. By Lemma 8.23, we have the a-priori estimate (8.83a) at our disposal,
hence we choose a subsequence uk ∗ u in L∞ (I; H) ∩ Lp (I; V ). Besides, as in the


proof of Theorem 8.27, dt d
u has a sense in Lq (I; Z ∗ ) if q < +∞ or in M(I; Z ∗ )


if q = +∞, and dt d d
uk converges to dt u|Lq (I;Vl ) in each Lq (I; Vl∗ ) if q < +∞ or in
M(I; Vl∗ ) if q = +∞.
Now, paraphrasing the proof of Theorem 8.13, we consider vl ∈
W 1,∞,∞ (I; Vl , Z ∗ ), l ≤ k fixed, put v = vl (t) into (8.79a), integrate it over [0, T ],
and use the by-part integration (7.15),27 one obtains
 T
dvl


A(t, uk )−f, vl − , uk dt + uk (T ), vl (T ) = u0k , vl (0) ; (8.97)
0 dt


note that (8.83a) and (8.96) guarantees A(uk ) ∈ Lq (I, Z ∗ ). As {uk (T )}k∈N is
bounded in H, hence it converges (possibly as further selected subsequence) to


27 We use (7.15) with Vk instead of V , realizing that d
u
dt k
∈ Lq (I; Vk∗ ) and d
v
dt l
∈ L∞ (I; Vk∗ ).
8.4. Galerkin method 227

T d
some uT weakly in H. On the other hand, uk (T ) = u0k + 0 dt uk dt converges to
u0 +  dtd
u, 1 = u(T ) in Z ∗ . Hence uT = u(T ), the further selection was redundant,
and limk→∞ (uk (T ), vl (T )) = (u(T ), vl (T )). The convergence of limk→∞ (u0k , vl (0))
to (u0 , vl (0)) is obvious. Using the weak* continuity of A, we can pass to the limit
T
in (8.97) with k → ∞, obtaining 0 A(u) − f, vl  −  dt d
vl , u dt + (u(T ), vl (T )) =
∗
(u0 , vl (0)). Taking arbitrary v ∈ W 1,∞,∞
(I; Z, V ), by Lemma 7.2 we can consider
w& ∈ C 1 (I; Z) such that w & → v in Lq (I; Z) (here we rely on q < +∞) and
p

d
also dt w & → dt v in L (I; V ∗ ). Then, e.g. by a piecewise affine interpolation and
d

subsequent approximation from Z to Vl , we can further approximate w & by vl ∈

W 1,∞ (I; Vl ) in W 1,p (I; Z). By a suitable diagonalization, passing eventually with
l → ∞, one gets A(u)−f, vl L1 (I;Z ∗ )×L∞ (I;Z) → A(u)−f, v L1 (I;Z ∗ )×L∞ (I;Z) and
also d
dt vl , u Lp
(I;V ∗ )×Lp (I;V ) → d
dt v, u Lp
(I;V ∗ )×Lp (I;V ) , so that (8.2) follows.
Moreover, it says that A(u) − f = − dt d
u in the sense of distributions on I.
q

However, by (8.11), u ∈ L∞ (I; H) ∩ L (I; V ) implies A(u) ∈ L (I; Z ). By the
p ∗



assumptions of Lemma 8.23 also f ∈ Lq (I; Z ∗ ). Hencefore, dt
d
u ∈ Lq (I; Z ∗ ).
The weak continuity of the mapping t → u(t) : I → H required in Defini-
tion 8.2 follows as in the proof of Theorem 8.13. 

Remark 8.29 (Monotone case: convergence via Minty’s trick28 ). If A(t, ·) : V → V ∗

is monotone and radially continuous, under the additional growth condition (8.77),
we can use Lemma 2.9 to show that A is pseudomonotone (cf. Example 8.49)
which is then employed in the proof of convergence as in Theorem 8.9 or 8.27.
Alternatively, we can use Lemma 8.8 or 8.26. In this monotone case, however,
these chains of arguments can be made shorter and more explicit: By the a-priori
estimates, we can select a subsequence such that


∗
uk ∗
u in W 1,p,p (I; V, Vlcs ) ∩ L∞ (I; H). (8.98)

We use also uk (T ) u(T ) in H and vk ∈ Lp (I; Vk ), v ∈ Lp (I; V ), vk → v in

p
L (I; V ) as in the proof of Theorem 8.27. By (8.89), we have

0 ≤ Ik := A(uk ) − A(v), uk − v
= A(uk ), uk − vk + A(uk ), vk − v − A(v), uk − v
duk
= f− , uk − vk + A(uk ), vk − v − A(v), uk − v
dt
1   1 2
= u0k H − uk (T )H + f, uk − vk
2
2 2
duk
+ , vk + A(uk ), vk − v − A(v), uk − v . (8.99)
dt

28 Cf. also the proof of Theorem 8.16(ii).

228 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Using lim inf k→∞ uk (T )2H ≥ u(T )2H as in (8.91) and using also |A(uk ), vk −
v| ≤ supl∈N A(ul )Lp
(I;V ∗ ) vk − vLp (I;V ) → 0, we obtain

1   
u0 2 − 1 u(T )2 + f, u − v + du , v
0 ≤ lim sup Ik ≤ H H
k→∞ 2 2 dt
du
− A(v), u − v = f − , u − v − A(v), u − v . (8.100)
dt
Then we use the Minty-trick Lemma 2.13; put v = u + εw into (8.100), divide it by
ε > 0, pass ε to 0 while using the radial continuity of A; the last argument exploits
the radial continuity of A and the Lebesgue dominated-convergence Theorem 1.14,
cf. (8.144) below.
In case A is even d-monotone and V is uniformly convex, by using (8.100)
for v := u and by uniform convexity of Lp (I; V ), cf. Proposition 1.37, we get even
the convergence uk → u in Lp (I; V ); cf. also Remark 8.11.
Remark 8.30 (Various concepts of pseudomonotonicity). There is certain freedom
in the choice of W. In general, the smaller the space W (or the finer its topology),
the bigger the collection of a-priori estimates exploited, and thus the weaker the
conditions imposed on A by requiring its pseudomonotonicity as W → W ∗ . The
choice of W from Lemma 8.8 was essentially similar as in Lemma 8.26, only fit-
ted to the particular method. We could also consider W := Lp (I; V ) ∩ L∞ (I; H)
but this would enable us to treat only monotone operators, cf. Example 8.49 be-
low or Exercise 8.61 still for another W of this type. In the Galerkin method,
smaller W (or finer topology on it) needs more difficult proof of density of
Vl -valued functions in W, which can, however, be overcome by an additional
condition requiring boundedness of A as a mapping into a smaller space than
W ∗ . This we indeed made in Theorem 8.27 where (8.77) implies boundedness of




A : W 1,p,p (I; V, V ∗ )→Lp (I; V ∗ ) ⊂ W 1,p,p (I; V, V ∗ )∗ and then it suffices to have
an approximation in Lp (I; V ), cf. Lemma 8.25. Weakening the growth assumption


so that A is bounded as a mapping W 1,p,p (I; V, V ∗ )→(Lp (I; V ) ∩ L∞ (I; H))∗ , as
will be used in the setting of Proposition 8.35 below, would need a better approx-
imation, namely in Lp (I; V ) ∩ L∞ (I; H), cf. Exercise 8.52.

8.5 Uniqueness and continuous dependence on data

Weakening of concepts of solutions is always a dangerous process in the sense that,
if done in a too “insensitive” way, one can loose selectivity of the definition of such
solution: then a solution is not unique even in well qualified cases.29 Therefore,
the question about uniqueness of the solution has its own theoretical importance.
In addition, the analysis of uniqueness of a solution is usually closely related to
another interesting question, namely its continuous dependence on the data, i.e. a
well-posedness of the problem.
29 See [312] for examples of such situations.
8.5. Uniqueness and continuous dependence on data 229

Theorem 8.31 (Uniqueness of the strong solution). Let A satisfy, besides

assumptions guaranteeing existence of a strong solution to (8.1), also

∃c∈L1 (I) ∀u, v∈V ∀(a.a.)t∈I : A(t, u)−A(t, v), u−v ≥ −c(t)u−v2H . (8.101)

Then the Cauchy problem (8.4) possesses a unique strong solution u.

Proof. Take two strong solutions u1 , u2 ∈ W 1,p,p (I; V, V ∗ ). Then take (8.4) for
u1 and u2 such that u1 (0) = u0 = u2 (0), subtract it, and put v := u1 − u2 , and
integrate over (0, t). By (7.22), one gets
 t  t
d(u1 − u2 )
0= , u1 − u2 dϑ + A(u1 ) − A(u2 ), u1 − u2 dϑ
0 dt 0
 t
1 1
≥ u1 (t)−u2 (t)2H − u1 (0)−u2 (0)2H − c(ϑ)u1 (ϑ)−u2 (ϑ)2H dϑ.
2 2 0
(8.102)

Using the fact that u1 (0) − u2 (0) = 0 and the Gronwall inequality (1.65) with
y(t) := 12 u1 (t) − u2 (t)2H , C := 0, b := 0, and a(t) := c(t), we obtain y(t) ≤ 0, and
therefore u1 (t) − u2 (t) = 0 for any t ∈ I. 

Theorem 8.32 (Continuous dependence on f and u0 ). Let A satisfy assump-

tions guaranteeing existence of a strong solution to (8.1) and (8.101). Then:



(i) The mapping (f, u0 ) → u : Lp (I; V ∗ ) × H → W 1,p,p (I; V, V ∗ ) ∩ L∞ (I; H),
where u denotes the unique solution to the investigated problem, is demicon-
tinuous, more precisely, it is (norm,weak*)-continuous.
(ii) The mapping (f, u0 ) → u : L2 (I; H) × H → C(I; H) is Lipschitz continuous.
(iii) The mapping (f, u0 ) → u : L1 (I; H) × H → C(I; H) is uniformly continuous
and locally Lipschitz continuous.
(iv) Moreover, V is uniformly convex, the splitting A = A1 + A2 holds with A1
satisfying the d-monotonicity (8.54) and A2 being totally continuous as a


mapping W → W ∗ with W := W 1,p,p (I; V, V ∗ ) ∩ L∞ (I; H). Then (f, u0 ) →


u : Lp (I; V ∗ ) × H → Lp (I, V ) is continuous.

Proof. As to (i), the a-priori estimates and uniqueness imply immediately the


weak* convergence in W 1,p,p (I; V, V ∗ ) ∩ L∞ (I; H) by paraphrasing the proof of
Theorem 8.9.


As to (ii), let us take two solutions u1 , u2 ∈ W 1,p,p (I; V, V ∗ ) corresponding
to two right-hand sides f1 , f2 ∈ L2 (I; H) and two initial conditions u01 , u02 ∈ H,
abbreviate u12 := u1 − u2 , f12 := f1 − f2 , and u012 := u01 − u02 , and then take
again (8.4) for u1 , u2 , subtract it, put v := u12 , and integrate over [0, t]. Likewise
230 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

(8.102), by (7.22) and Hölder’s inequality, one gets

 t
1   
u12 (t)2 − 1 u012 2 −
 2
H H
c2 (ϑ)u12 (ϑ)H dϑ
2 2 0
 t  t
du12
≤ , u12 (ϑ) dϑ + A(u1 ) − A(u2 ), u12 dϑ
0 dϑ 0
 t  t
1   
f12 2 + 1 u12 2 dϑ.
= f12 , u12 dϑ ≤ H H
(8.103)
0 0 2 2

Using the Gronwall inequality (1.65) with y(t) := u12 (t)2H , C = u012 2H , a(t) :=
1 + 2c2 (t), b(t) := f12 (t)2H , one gets
  t 
     Ê
u12 (t)2 ≤ u012 2 + f12 (ϑ)2 e− 0ϑ 1+2c2 (θ)dθ dϑ
H H H
Êϑ 0   2 
× e 0 1+2c2 (θ)dθ ≤ u012 H + f12 L2 (I;H) e1+2c2 L1 (I) .
2
(8.104)

t t
As to (iii), it suffices to modify (8.103) as 0f12 , u12  dϑ ≤ 0 f12 H ( 12 +
2 u12 H which allows for usage of the Gronwall inequality (1.65) with a(t) :=
1 2

f12 (t)H + 2c2 (t) and b(t) := f12 (t)H to modify (8.104) to get u12 (t)2H ≤
(u012 2H + f12 L1 (I;H) )ef12 L1 (I;H) +2c2 L1 (I) .
To prove (iv), one can just modify (8.53) so that

1   
u12 (T )2 + A1 (u1 )−A1 (u2 ), u12 ≤ 1 u012 2
2 H 2 H

+ f12 , u12 + A2 (u2 )−A2 (u1 ), u12 =: I1 + I2 + I3 . (8.105)

Considering u02 → u01 in H and f2 → f1 in Lp (I; V ∗ ), by Step (i), we know u2 →
u1 in W. Then obviously I1 → 0 and I2 → 0. Total continuity of A2 eventually
gives also I3 → 0 and d-monotonicity of A1 gives u2 → u1 in Lp (I; V ). 
Now we come to uniqueness of the weak solution, which is an important as-
sertion justifying Definition 8.2 whose selectivity is otherwise not entirely obvious.
The serious difficulty consists in lack of regularity of the weak solution which does
not allow for using it as a test function. Hence, we must use a suitable smoothing
procedure and the proof is much more technical than in the case of the strong
solution. Here we have at our disposal the procedure (7.18) which, unfortunately,
still forces us to impose growth qualification on A corresponding to the strong
solution, so the only extension is in the right-hand side f which is not required to


live in Lp (I; V ∗ ) for Definition 8.2.
Theorem 8.33 (Uniqueness of the weak solution). Let A(t, ·) satisfy (8.101)
and (8.11) with q = p and Z = V be considered. Then the weak solution according
to Definition 8.2 is unique.
8.5. Uniqueness and continuous dependence on data 231

Proof. Take u1 , u2 ∈ Lp (I; V ) ∩ L∞ (I; H) two weak solutions, i.e. both u1 and
u2 satisfy (8.2). Let us sum (8.2) for u1 and u2 , smoothen u12 := u1 −u2 by a
regularization procedure with the properties (7.18) with considering u0 = 0 there,
let us denote the result as uε12 , and then use the test function v as uε12 “continuously
cut” at some ϑ ∈ (0, T ], namely
⎧
⎪
⎨ uε12 (t) if t ≤ ϑ,
ϑ+ε−t ε
v(t) := u12 (ϑ) if ϑ < t < ϑ + ε, (8.106)
⎪
⎩ ε
0 if t ≥ ϑ + ε.

This gives
 ϑ
duε12
A(t, u1 ) − A(t, u2 ), uε12 − u12 , dt
0 dt
 ϑ+ε
ϑ+ε−t uε (ϑ)
+ A(t, u1 )−A(t, u2 ), uε12 + u12 (t), 12 dt = 0. (8.107)
ϑ ε ε


By (8.11) with q = p and Z = V , A(ui ) ∈ Lp (I; V ∗ ) for i = 1, 2. By (7.18a) and
ϑ ϑ
(8.101), limε→0 0 A(t, u1 )−A(t, u2 ), uε12  dt = 0 A(t, u1 )−A(t, u2 ), u12  dt ≥
ϑ  ϑ+ε ϑ+ε−t
− 0 c(t)u12 2H dt. By this argument also limε→0 ϑ ε A(t, u1 ) −
A(t, u2 ), uε12 dt = 0. We further consider ϑ ∈ (0, T ] as a right Lebesgue point
 ϑ+ε
for u12 : I → V to guarantee limε→0 ε−1 ϑ u12 (t) dt = u12 (ϑ), and simultane-
ously a left Lebesgue point for u∗ , u12 (·) : I → R for any u∗ ∈ H to guarantee
(7.18d) at t = ϑ; here we use a general assumption that H and V are separable
hence the set of such ϑ’s is dense in I, cf. Theorem 1.35. Then, by using (7.18b-d),
  ϑ  ϑ+ε 
duε12 uε12 (ϑ)
lim inf − u12 , dt + u12 (t), dt
ε→0 0 dt ϑ ε
  ϑ  
duε 1 ϑ+ε
≥ lim inf − uε12 , 12 dt + u12 dt, uε12 (ϑ)
ε→0 0 dt ε ϑ
 ϑ ε
du
− lim sup uε12 − u12 , 12 dt
ε→0 0 dt
1 1 
≥ lim inf uε12 (0)2H + uε12 (ϑ)2H
ε→0 2 2
  
1 ϑ+ε ε ε 1
+ lim u12 dt, u12 (ϑ) − u12 (ϑ)H ≥ u12 (ϑ)2H .
2
(8.108)
ε→0 ε ϑ 2

Now we are ready to lower-bound the limit inferior of (8.107), which gives
ϑ
2 u12 (ϑ)H − 0 c(t)u12 (t)H dt ≤ 0 for a.a. ϑ, from which u12 = 0 follows
1 2 2

by the Gronwall inequality (1.65). 

232 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

8.6 Application to quasilinear parabolic equations

For Ω a bounded, Lipschitz, time-independent domain in Rn with the bound-
ary Γ, we will use the notation Q := I × Ω and Σ := I × Γ and consider the
initial-boundary-value problem (with Newton-type boundary conditions) for the
quasilinear parabolic 2nd-order equation:
⎧ n
⎪
⎪
⎪ ∂u  ∂
⎪
⎨ ∂t − ai (t, x, u, ∇u) + c(t, x, u, ∇u) = g(t, x) for (t, x)∈Q,
i=1
∂xi
⎪
⎪ ν(x) · a(t, x, u, ∇u) + b(t, x, u) = h(t, x) for (t, x)∈Σ,
⎪
⎪
⎩ u(0, x) = u (x) for x ∈ Ω,
0
(8.109)
∂ ∂
where again ∇u := ( ∂x 1
u, . . . , ∂xn u) and ν = (ν1 , . . . , νn ) denotes the unit
outward normal to Γ. In accord with Convention 2.23, we occasionally omit
the arguments (t, x) in (8.109), writing shortly, e.g., ai (t, x, u, ∇u) instead of
ai (t, x, u(t, x), ∇u(t, x)). Also, recall the notation a = (a1 , . . . , an ). The conven-
tional setting will mostly be based on

V := W 1,p (Ω), H := L2 (Ω). (8.110)

The desired reflexivity of V and the compact embedding V  H then need

 
2n
p > max 1, , (8.111)
n+2

cf. (1.34). Note that it brings no restriction on p > 1 provided n = 1 or 2, but, e.g.,
for n = 3 it requires p > 6/5; cf. Remark 8.39 for the opposite case. This fits with
the abstract formulation (8.1) if A : I ×W 1,p (Ω) → W 1,p (Ω)∗ and f (t) ∈ W 1,p (Ω)∗
are defined, for any v ∈ W 1,p (Ω), by

A(t, u), v := a(t, x, u(x), ∇u(x)) · ∇v(x)
Ω

+ c(t, x, u(x), ∇u(x))v(x) dx + b(t, x, u(x))v(x) dS, (8.112a)
  Γ

f (t), v := g(t, x)v(x) dx + h(t, x)v(x) dS. (8.112b)

Ω Γ

The strong formulation of the initial-value problem (8.1) now leads to


∂u
,v + a(t, x, u, ∇u) · ∇v(x) + c(t, x, u, ∇u)v(x) dx
∂t W 1,p (Ω)∗ ×W 1,p (Ω)
 Ω
 
+ b(t, x, u)v(x) dS = g(t, ·)v dx + h(t, ·)v dS (8.113)
Γ Ω Γ
8.6. Application to quasilinear parabolic equations 233

for a.a. t ∈ I, and u(0, ·) = u0 . Obviously, (8.113) can be obtained from (8.109)
the following four steps:
1) multiplication of the first line in (8.109) by v ∈ W 1,p (Ω),
2) integration over Ω,
3) Green’s theorem in space,
4) usage of the boundary conditions in (8.109).
As such, (8.113) is called a weak formulation of (8.109) and a weak solution u is


then required to belong to W 1,p,p (I; W 1,p (Ω), W 1,p (Ω)∗ ).
Alternatively, a very weak formulation (corresponding to what is on the ab-
stract level called the weak formulation, see (8.2) and Table 2 on p. 201) can be
obtained by the following four steps:
1) multiplication of the first line in (8.109) by v(t),
2) integration over Q,
3) Green’s theorem in space and by-parts integration in time,
4) usage of the boundary and the initial conditions from (8.109).
Thus we have
 
∂v
u(T, x)v(T, x) dx + a(t, x, u, ∇u) · ∇v + c(t, x, u, ∇u)v − u dxdt
Ω Q ∂t
   
+ b(t, x, u)v dSdt = gv dxdt + hv dSdt + u0 v(0, ·) dx. (8.114)
Σ Q Σ Ω

The very weak solution u ∈ Lp (I; W 1,p (Ω)) is then to satisfy (8.114) for all v ∈
∗
∗

∂
W 1,∞,∞ (I; W 1,∞ (Ω), Lp (Ω)); here we require even ∂t v ∈ L∞ (I; Lp (Ω)) in order
∂
to express the duality  ∂t v, u in terms of a conventional Lebesgue integral but by
a density argument it extends for test functions used in Definition 8.2 too.
In this section, we focus on the weak formulation (8.113) while the very weak
formulation (8.114) will be addressed in Section 8.7. We are to design the growth
conditions on a, b, and c to guarantee the integrals in (8.113) to have a good sense
and to be in L1 (I) as a function of t. Let us realize that, by (1.33) and (1.62),
∗

Lp (I; W 1,p (Ω)) ∩ L∞ (I; L2 (Ω)) ⊂ Lp (I; Lp (Ω)) ∩ L∞ (I; L2 (Ω)) ⊂ Lp (Q)
(8.115)
for a suitable p
> p, namely30

p
:= p + 2 − 2p/p∗ . (8.116)
∗ ∗ ∗
30 The interpolation (1.62) gives the embedding into Lp/λ (I; L2p /(2λ+p −λp ) (Ω)) which, for
a suitable λ, gives both exponents equal to each other, and then to p
from (8.116). Let us
remark that this embedding need not be optimal: e.g. for n = 2 = p, (8.116) yields p
< 4 while
the Gagliardo-Nirenberg inequality (1.40) allows for p
= 4. We will, anyhow, need compact
embedding and will therefore not be interested in such borderline cases. In fact, the general
Gagliardo-Nirenberg inequality (1.38)–(1.39) allows for p
:= p(n + 2)/n not only for p < n as
in (8.116) but even for p ≥ n, cf. [104, Sect.I.3].
234 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

The natural requirement we will assume through the following text is that
(a, c) : Q × (R×Rn ) → Rn+1 , b : Σ×R → R are Carathéodory mappings. (8.117)
The growth of a and c fitted to (8.113) is to be designed so that the corresponding



Nemytskiı̆ mappings Na and Nc work as Lp (Q) × Lp (Q; Rn ) → Lp (Q; Rn ) and




Lp (Q) × Lp (Q; Rn ) → Lp (Q), respectively. This means



/p

∃γ ∈ Lp (Q), C ∈ R : |a(t, x, r, s)| ≤ γ(t, x) + C|r|p + C|s|p−1 , (8.118a)






∃γ ∈ Lp (Q), C ∈ R : |c(t, x, r, s)| ≤ γ(t, x) + C|r|p −1
+ C|s|p/p . (8.118b)

The nonlinearity b : Σ × R → R is more complicated and we confine ourselves

to the “anisotropic” setting without counting the information in L∞ (I; L2 (Ω)) and
without making the interpolation like (8.115). Obviously, the trace operator u →
u|Γ : W 1,p (Ω) → Lp (Γ) induces the trace operator u → u|Σ : Lp (I; W 1,p (Ω)) →
#

Lp (I; Lp (Γ)). The natural condition ensuring that Nb maps Lp (I; Lp (Γ)) to its
# #

#

dual, i.e. Lp (I; Lp (Γ)), is

#

∃γ0 ∈ Lp (I; Lp (Γ)), γ1 ∈ Lq (Γ) : |b(t, x, r)| ≤ γ0 (t, x) + γ1 (x)|r|p−1 (8.119)
with q chosen such that
   
γ1 |v|p−1  p#
≤ γ1 Lq (Γ) vp−1 , (8.120)
L (Γ) p#
L (Γ)

which leads to the choice q = p# /(p# − p).

Lemma 8.34 (Carathéodory property of A). Let (8.117), (8.118) and (8.119)
be valid. Then A : I × W 1,p (Ω) → W 1,p (Ω)∗ defined by (8.112a) is a Carathéodory
mapping.
Proof. Note that, as p
< p∗ , (8.118) and (8.119) imply, in particular, that a(t, ·) :
Ω × (R × Rn ) → Rn , b(t, ·) : Γ × R → R and c(t, ·) : Ω × (R × Rn ) → R satisfy
the growth conditions (2.55) with  = 0 for a.a. t ∈ I. Taking t such that (2.55)
applies with  = 0 and considering uk → u in W 1,p (Ω), we can estimate

 

A(t, uk ) − A(t, u) 1,p ∗ = sup a(t, x, uk (x), ∇uk (x))
W (Ω)
vW 1,p (Ω) ≤1 Ω


− a(t, x, u(x), ∇u(x)) · ∇v(x) + c(t, x, uk (x), ∇uk (x))
 



− c(t, x, u(x), ∇u(x)) v(x) dx + b t, x, uk (x) −b t, x, u(x) v(x) dS
 Γ

≤ Na(t,·) (uk , ∇uk ) − Na(t,·) (u, ∇u)Lp
(Ω;Rn )
 
+ N1 Nc(t,·) (uk , ∇uk ) − Nc(t,·) (u, ∇u)Lp∗
(Ω)
 
+ N2 Nb(t,·) (uk ) − Nb(t,·) (u) p#

L (Γ)
8.6. Application to quasilinear parabolic equations 235

where N1 and N2 stand respectively for the norms of the embedding W 1,p (Ω) ⊂
∗
Lp (Ω) and of the trace operator u → u|Γ : W 1,p (Ω) → Lp (Γ). By continuity
#

of the Nemytskiı̆ mappings Na(t,·) , Nb(t,·) , and Nc(t,·) , the continuity of A(t, ·) :
W 1,p (Ω) → W 1,p (Ω)∗ follows. Also, t → A(t, u), v is measurable. As W 1,p (Ω)
is separable, by Pettis’ Theorem 1.34, A(t, ·) is also Bochner measurable. Hence
A : I × W 1,p (Ω) → W 1,p (Ω)∗ is a Carathéodory mapping, as claimed. 

For the usage of the Galerkin method, we consider a (nonspecified) se-

quence of finite-dimensional subspaces Vk of W 1,p (Ω) and the respective semi-
norms on W 1,p (Ω)∗ creating a locally convex topology, referred to by the notation
[W 1,p (Ω)]∗lcs .
Proposition 8.35 (Pseudomonotonicity of A). Let the assumption (8.117) hold
and a : Q × R × Rn → Rn satisfy the Leray-Lions condition
(a(t, x, r, s) − a(t, x, r, s̃)) · (s − s̃) ≥ 0, (8.121a)
(a(t, x, r, s) − a(t, x, r, s̃)) · (s − s̃) = 0 =⇒ s = s̃, (8.121b)
and a slightly strengthened growth condition (in comparison with (8.118) and
(8.119)) hold with some  > 0 and C < +∞:



−)/p

∃γ ∈ Lp (Q) : |a(t, x, r, s)| ≤ γ(t, x) + C|r|(p + C|s|p−1 , (8.122a)




∃γ ∈ Lp +
(Q) : |c(t, x, r, s)| ≤ γ(t, x)+C|r|p −−1
+C|s|p−1 , (8.122b)

#

p p (p −)/(p −p)
# #
∃γ0 ∈ L (I; L (Γ)), γ1 ∈ L (Γ) :
|b(t, x, r)| ≤ γ0 (t, x) + γ1 (x)|r|p−1 . (8.122c)
Eventually, let the coercivity
a(t, x, r, s) · s + c(t, x, r, s)r ≥ c0 |s|p − c1 (t, x)|s| − c2 (t)r2 , (8.123a)
b(t, x, r)r ≥ 0 (8.123b)


hold with some c0 > 0, c1 ∈ Lp (Q), and c2 ∈ L1 (I). Then A : W→W ∗ , with W
from Lemma 8.8 or 8.26, is pseudomonotone.
Proof. The condition (8.111) implies p
≤ p∗ , and therefore (8.122) guarantees
that A(t, ·) : W 1,p (Ω) → W 1,p (Ω)∗ for a.a. t ∈ I.
Then we use Lemma 2.32 to show that A(t, ·) is pseudomonotone; note
that the coercivity (2.68b) is implied by (8.123) and (8.122b) similarly as
in Remark 2.37. Considering the choice (8.110) together with the seminorm
|v|V := ∇vLp (Ω;Rn ) , (8.123) implies the semi-coercivity assumption (8.82) with
Z = V = W 1,p (Ω). Indeed, for any v ∈ W 1,p (Ω), we have
 
A(t, v), v = a(v, ∇v) · ∇v + c(v, ∇v)v dx + b(v)v dS
Ω Γ
≥ c0 ∇vpLp (Ω;Rn ) − c1 (t, ·)Lp
(Ω) ∇vLp (Ω;Rn ) − c2 (t)v2L2 (Ω)
(8.124)
236 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

which verifies (8.82). Then, the inequality (8.8) just turns to be (1.55) with q = 2.
Then the assertion follows, through Proposition 8.35, by Theorem 8.27.
We still have to verify the growth condition (8.77). As to (8.122a), we can
here, for simplicity, consider even  = 0, i.e. (8.118a), and use an interpolation as
follows:



sup a(u, ∇u) · ∇v dx ≤ sup γ(t, ·)Lp
(Ω)
vW 1,p (Ω) ≤1 Ω vW 1,p (Ω) ≤1



+ C |u|p /p
Lp
(Ω) + C |∇u|p−1 Lp
(Ω) ∇vLp (Ω;Rn )
p
/p

≤ γ(t, ·)Lp
(Ω) + CuLp
(Ω) + C∇up−1
Lp (Ω;Rn )
λp
/p
(1−λ)p
/p

≤ γ(t, ·)Lp
(Ω) + CuL2 (Ω) uLp∗ (Ω) + C∇up−1
Lp (Ω;Rn ) (8.125)

provided 12 λ + (1 − λ)/p∗ = 1/p
, which leads us to the choice

2(p∗ − p
)
λ= . (8.126)
p
(p∗ − 2)

Choosing now p
from (8.116), after an algebraic manipulation we come exactly

to (1 − λ)p
/p = p − 1, hence the right-hand side of (8.125) turns to

λp
/p

γ(t, ·)Lp
(Ω) + CuL2 (Ω) up−1
Lp∗ (Ω)
+ C∇up−1
Lp (Ω;Rn )
λp
/p


≤ max(1, CN uL2 (Ω) , C) γ(t, ·)Lp
(Ω) + ∇up−1W 1,p (Ω) (8.127)

∗
with N the norm of the embedding W 1,p (Ω) ⊂ Lp (Ω), which is already of the
form (8.77). As to (8.122b), we estimate:



sup c(u, ∇u)v dx ≤ sup γ(t, ·)Lp∗
(Ω)
vW 1,p (Ω) ≤1 Ω vW 1,p (Ω) ≤1
     
+ C  |u|p −1  + C  |∇u|p−1 Lp∗
(Ω) v Lp∗ (Ω)

Lp∗
(Ω)

p
−1 
≤ N γ(t, ·)Lp∗
(Ω) + CuL p∗
(p
−1) (Ω)
+ C∇up−1L p ∗
(p−1) n
(Ω;R )

λ(p
−1) (1−λ)(p
−1) 
≤ N γ(t, ·)Lp∗
(Ω) + CuL2 (Ω) uLp∗ (Ω) + CN1 ∇up−1
p−1
Lp (Ω;Rn )
(8.128)
∗

with N1 the norm of the embedding Lp (Ω) ⊂ Lp (p−1) (Ω), provided 1
2λ +
(1−λ)/p∗ = 1/(p∗  (p
−1)), which leads us to the choice

2(p∗ − p
)
λ= . (8.129)
(p
− 1)(p∗ − 2)
8.6. Application to quasilinear parabolic equations 237

After an algebraic manipulation, we can see that (1 − λ)(p
− 1) = p − 1 and

therefore we again obtain the growth condition in the form (8.77). The boundary
term can be estimated by (8.119) even without any interpolation.
The pseudomonotonicity of A now follows by Lemma 8.8 or 8.26. 
Remark 8.36. The pseudomonotonicity of A can be proved directly by paraphras-
ing Lemma 2.32, without using Lemma 8.8 or 8.26 and replacing the coercivity
(8.123) by the coercivity of a(t, x, r, ·) like (2.68b). Instead of the compactness of
∗
u → (u, u|Γ ) : W 1,p (Ω) → Lp − (Ω) × Lp − (Γ) used in Lemma 2.32, we must
#

use the “interpolated” Aubin-Lions lemma 7.8 (possibly with the modification by
∗
employing Corollary 7.9) with V2 := Lp −1 (Ω), H := L2 (Ω), V4 := Lµ (Ω) for
µ−1 = 12 (1 − λ) + λ/(p∗ − 1 ), cf. (1.23), we obtain W  Lp/λ (I; Lµ (Ω)). The
optimal choice of λ ∈ (0, 1) is that p/λ = µ gives


uk → u in Lp −
(Q) (8.130)

with p
from (8.116) and  > 0 provided 1 > 0 is sufficiently small (with re-
spect to  > 0). Furthermore, we can use the compact embedding W 1,p (Ω) 
W 1−1 ,p (Ω) for any 1 > 0, see (1.42) for the definition of the Sobolev-
Slobodetskiı̆ space W 1−1 ,p (Ω), and the continuity of the trace operator u →
u|Γ : W 1−1 ,p (Ω) → Lp − (Γ) for any  > 0 provided 1 > 0 is taken small
#

enough, which is a modification (1.36b); we have total continuity of the opera-

tor u → u|Σ both as W 1,p,p (I; W 1,p (Ω), [W 1,p (Ω)]∗lcs ) → Lp (I; Lp − (Γ)) and as
#

W 1,p,M (I; W 1,p (Ω), W 1,p (Ω)∗ ) → Lp (I; Lp − (Γ)). Therefore we can claim that
#

in Lp (I; Lp −
#
uk |Σ → u|Σ (Γ)). (8.131)

Then, by the continuity of the Nemytskiı̆ mappings Na(·,∇v) and Nb , we

get a(uk , ∇v) → a(u, ∇v) in Lp (Q; Rn ), cf. (8.122a), and b(uk ) → b(u) in

#

Lp (I; Lp (Γ)).31
Proposition 8.37 (Existence of a weak solution). Let the assumptions of

∗

#

Proposition 8.35 be valid and let g ∈ Lp (I; Lp (Ω)), h ∈ Lp (I; Lp (Γ)), and
u0 ∈ L2 (Ω). Then the initial-boundary-value problem (8.109) has a weak solution.
Proof. It just follows from the abstract Theorem 8.9 or 8.27. 
Remark 8.38 (Modifications). The above Propositions 8.35–8.37 bear various
modifications. E.g., if a(t, x, r, ·) is merely monotone (not strictly), then, as in
Lemma 2.32, c(t, x, r, ·) has to be affine but growth restriction (8.122b) can be
slightly relaxed. Also the coercivity assumption (8.123) can be modified. E.g.,
b(t, x, r)r ≥ −c3 (x) − C|r|p− with C,  > 0 and c3 ∈ L1 (Γ) leads just to a simple
modification in derivation of the above a-priori estimates.
31 To be more precise,  > 0 in (8.131) to be chosen small enough depending on  > 0 in
(8.122c).
238 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Remark 8.39 (The case 1 < p ≤ 2n/(n+2)). If (8.111) does not hold, the choice
V := W 1,p (Ω) ∩ L2 (Ω) and H := L2 (Ω) guarantees trivially V ⊂ H. For example,
the Laplacean −∆p remains semicoercive in the sense (8.9) if |v|V := ∇vLp (Ω;Rn )
is chosen. Now V  H but V  L2− (Ω) for any  > 0, which can again be used
for lower-order terms through Aubin-Lions lemma.
Remark 8.40 (Full discretization). One can merge Rothe’s and Galerkin’s method,
obtaining thus a full discretization in time and space which can be implemented
at least conceptually32 on computers. Let τ > 0 be a time step and l ∈ N a
spatial-discretization parameter.33 Define uklτ ∈ Vl ⊂ W 1,p (Ω), k = 1, . . . , T /τ , by
the following recursive formula:
 k
ulτ − uk−1
lτ
v + akτ (x, uklτ , ∇uklτ ) · ∇v
τ
Ω



+ ckτ (x, uklτ , ∇uklτ ) − gτk v dx + (bkτ (x, uklτ ) − ττk )v dS = 0 (8.132)
Γ

for any v ∈ Vl , with the initial condition u0lτ = u0l where u0l ∈ Vl is defined34
by Ω (u0l − u0 )vdx = 0 for any v ∈ Vl , and where the Clément zero-order quasi-
interpolation of the coefficients is defined by
 
1 kτ 1 kτ
akτ (x, r, s) := a(t, x, r, s) dt, bkτ (x, r) := b(t, x, r) dt, (8.133)
τ (k−1)τ τ (k−1)τ

and analogously for ckτ . In the previous notation (8.78), we would define Akτ :
W 1,p (Ω) → W 1,p (Ω)∗ by
 
Akτ (u), v := akτ (x, u, ∇u) · ∇v + ckτ (x, u, ∇u)v dx + bkτ (x, u)v dS. (8.134)
Ω Γ
k
 
Remark 8.41 (Projectors Pk ). The projectors Pk (u) := i=1 Ω
uvi dx vi (cf.
(8.87)) that can alternatively be used in the abstract Galerkin method can now
employ vi ∈ W0r,2 (Ω) ⊂ W 1,p (Ω) (which requires r ≥ 1 + n(p−2)/(2p)) solving the
eigenvalue problem
∆r vi = λi vi . (8.135)
2
√
Moreover, we can assume that vi makes an orthonormal basis in L (Ω) and vi / λi
an orthonormal basis in W0r,2 (Ω). Then the projector Pk is selfadjoint, and
   
Pk  2 ≤1 & Pk  ≤1. (8.136)
L(L (Ω),L2 (Ω)) L(W r,2 (Ω),W r,2 (Ω))
0 0

32 At this point, various numerical-integration formulae usually have to be employed in (8.132)

and (8.133). Also, we assume that the resulting system of algebraic equations can be solved
numerically.
33 With only a small loss of generality, V as a finite-element space with the mesh size 1/l,
l
cf. Example 2.63.
34 In other words, u 2
0l is the L (Ω)-orthogonal projection of u0 .
8.7. Application to semilinear parabolic equations 239

The second estimate then can be used to get the a-priori estimate35
 ∂u 
 k
  ≤ C. (8.137)
∂t Lp
(I;W −r,2 (Ω))

Remark 8.42 (Pseudomonotone memory: integro-differential equations). For a

Carathéodory mapping f : [Q × Q] ×
R × Rn → R one can consider the nonlinear
Uryson integral operator (u, y) → (t, x) → Q f(x, t, ξ, ϑ, u(ξ, ϑ), y(ξ, ϑ))dξdϑ
which is, under certain not much restrictive conditions36 , totally continuous as a


mapping Lp (Q; R1+n ) → Lp (Q) and, as such, it is pseudomonotone, cf. Corol-
lary 2.12. Thus one can treat e.g. the integro-differential equation

∂u


− div |∇u|p−2 ∇u + f x, t, ξ, ϑ, u(ξ, ϑ), ∇u(ξ, ϑ) dξdϑ = g. (8.138)
∂t Q

8.7 Application to semilinear parabolic equations

In this section we focus on the very weak formulation (8.114) in the special case
when a(t, x, r, ·) : Rn → Rn and c(t, x, r, ·) : Rn → R are affine, i.e.
n

ai (t, x, r, s) := aij (t, x, r)sj + ai0 (t, x, r), i = 1, . . . , n, (8.139a)
j=1
n
c(t, x, r, s) := cj (t, x, r)sj + c0 (t, x, r), (8.139b)
j=1

with aij , cj : Q×R → R Carathéodory mappings whose growth is to be designed to

induce the Nemytskiı̆ mappings N(ai1 ,...,ain ) , N(c1 ,...,cn ) : L2 − (Q) → L2 (Q; Rn )


and Nai0 , Nc0 : L2 − (Q) → L1 (Q) with  > 0 and with 2
:= 4 − 4/2∗ , which
corresponds to (8.116) with p = 2. Besides, the boundary nonlinearity b : Σ × R →
R is now to induce the Nemytskiı̆ mapping Nb : L2 (I; L2 − (Γ)) → L1 (Σ). This
#

35 Unfortunately, W 1,p (Ω) is not an interpolant between L2 (Ω) and W r,2 (Ω) so that the in-

terpolation theory to get the estimate Pk L(W 1,p (Ω),W 1,p (Ω)) ≤ 1 cannot be used.
36 Namely, the growth condition |f(x, t, ξ, ϑ, r, s)| ≤ γ (x, t, ξ, ϑ) + γ (x, t)(|r|p + |s|p ) with
0 1



γ0 ∈ Lp (Q; L1 (Q)) and γ1 ∈ Lp (Q) and the equicontinuity condition:




 

∀c > 0 :
f x, t, ξ, ϑ, u(ξ, ϑ), y(ξ, ϑ) dξdϑ|p

dxdt = 0.


lim
|A|→0
sup
u Lp (Q) ≤c Q

A
y Lp (Q;Rn ) ≤c

We refer to Krasnoselskiı̆ et al. [204, Theorem 19.3]. The latter condition is fulfilled, e.g.,
if the growth condition is slightly strengthened, namely |f(x, t,
ξ, ϑ, r, s)| ≤ γ0 (x, t, ξ, ϑ) +
γ1 (x, t)(|r|p− + |s|p− ) with some  > 0 and γ0 in the form finite γ0l (ξ, ϑ)γ̃0l (x, t) with


γ0l ∈ L1 (Q) and γ̃0l ∈ Lp (Q).
240 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

means, for i, j = 1, . . . , n,


−)/2
∃γ1 ∈ L2 (Q), C ∈ R : |aij (t, x, r)| ≤ γ1 (t, x) + C|r|(2 ,


(2 −)/2
|cj (t, x, r)| ≤ γ1 (t, x) + C|r| , (8.140a)


−
∃γ2 ∈ L1 (Q), C ∈ R : |ai0 (t, x, r)| ≤ γ2 (t, x) + C|r|2 ,


2 −
|c0 (t, x, r)| ≤ γ2 (t, x) + C|r| , (8.140b)
#
−)/(2 −2)
#
∃γ3 ∈ L1 (Σ), γ4 ∈ L(2 (Γ) : |b(t, x, r)| ≤ γ3 (t, x)+γ4 (x)|r|2 . (8.140c)

The exponent p = 2 is natural because the growth a(t, x, r, ·) is now linear. Note
that these requirements just guarantee that all integrals in (8.114) have a good
∗

sense if v ∈ W 1,∞,∞ (I; W 1,∞ (Ω), L2 (Ω)).

Lemma 8.43 (Weak continuity of A). Let (8.139)–(8.140) hold. Then

A is weakly* continuous as a mapping W 1,2,1 (I; W 1,2 (Ω), [W 1,2 (Ω)]∗lcs ) ∩
L∞ (I; L2 (Ω)) → L∞ (I; W 1,∞ (Ω))∗ .

Proof. By the Aubin-Lions lemma, we have the compact embedding

∗
W 1,2,1 (I; W 1,2 (Ω), [W 1,2 (Ω)]∗lcs )  L2 (I; L2 −1 (Ω)) for any 1 > 0. Tak-
ing 1 > 0 suitably small, for some 0 < λ ≤ 1 we have the interpola-
tion estimate uL2
−
(Q) ≤ CuλL2 (I;L2∗ −
1 (Ω)) u1−λ L∞ (I;L2 (Ω)) for any u ∈
∗
L2 (I; L2 −1 (Ω)) ∩ L∞ (I; L2 (Ω)). Hence, having a weakly* convergent sequence
{uk }k∈N in W 1,2,1 (I; W 1,2 (Ω), [W 1,2 (Ω)]∗lcs ) ∩ L∞ (I; L2 (Ω)), this sequence con-


verges strongly in L2 − (Q). Then, by the continuity of the Nemytskiı̆ mappings



N(ai1 ,...,ain ) , N(c1 ,...,cn ) : L2 − (Q) → L2 (Q; Rn ) and Nai0 , Nc0 : L2 − (Q) →
L1 (Q), it holds that

n 
  n   n 
∂uk ∂v ∂uk
aij (uk ) + ai0 (uk ) + cj (uk ) + c0 (uk ) v dxdt
Q i=1 j=1
∂xj ∂xi j=1
∂xj
  n  n   n 
∂u ∂v ∂u
→ aij (u) + ai0 (u) + cj (u) + c0 (u) v dxdt
Q i=1 j=1
∂xj ∂xi j=1
∂xj

for k → ∞ and for any v ∈ L∞ (I; W 1,∞ (Ω)). As in (8.131), we have now uk |Σ →
u|Σ inL2 (I; L2 − (Γ)), and,
#

 by (8.140c), we have convergence also in the boundary

term Σ b(uk )v dSdt → Σ b(u)v dSdt. 

Proposition 8.44 (Existence of very weak solutions). Let (8.139)–(8.140)

hold for some γ1 ∈ L2+ (Q), γ2 ∈ L1+ (Q), and γ3 ∈ L1+ (Σ). Moreover, let
∗
#

g ∈ L2 (I; L2 (Ω)) + L1 (I; L2 (Ω)), h ∈ L2 (I; L2 (Γ)), and, for some ε > 0, γ1 ∈
L2 (I), γ2 ∈ L1 (Q), γ3 ∈ L1 (I), γ4 ∈ L1 (Γ), and for a.a. (t, x) ∈ Q (resp. (t, x) ∈ Σ
8.7. Application to semilinear parabolic equations 241

for (8.141)c) and all (r, s) ∈ R1+n , it holds that

n 
 n 
aij (t, x, r)sj + ai0 (t, x, r) si ≥ ε|s|2 − γ1 (t)|s|, (8.141a)
i=1 j=1
n 
cj (t, x, r)sj + c0 (t, x, r) r ≥ −γ2 (t, x) − γ3 (t)|r|2 − C|s|2−ε , (8.141b)
j=1

b(t, x, r)r ≥ −γ4 (x) − C|r|2−ε . (8.141c)

Then the initial-boundary value problem (8.109) has a very weak solution.
Proof. We can use the abstract Theorem 8.28 now with V := W 1,2 (Ω),
Z := W 1,∞ (Ω), and Vk some finite-dimensional subspaces of W 1,∞ (Ω) satisfy-
ing (2.7).37 The semi-coercivity (8.82) is implied by (8.141) by routine calcula-
tions.38 Moreover, (8.140) implies the growth condition (8.96) with p = 2 and
q < +∞, which ensures boundedness of A from L2 (I; W 1,2 (Ω)) ∩ L∞ (I; L2 (Ω))
to L1+ (I; W 1,∞ (Ω)∗ ) with some  > 0 (possibly different from  in (8.140)), as
required in Theorem 8.28. Indeed, using (8.140a,b) for simplicity heuristically with
 = 0, we obtain
 n  n  ∂v
∂u
sup aij (u) + ai0 (u) dx
vW 1,∞ (Ω) ≤1 Ω i=1 j=1 ∂xj ∂xi
  ∂v 
 n  n
∂u 
≤  aij (u) + ai0 (u) 
i=1 j=1
∂xj ∂xi L1 (Ω)
n

≤ aij (u)L2 (Ω) ∇uL2(Ω;Rn ) + ai0 (u)L1 (Ω)
i,j=1
 n
1 2C + C 2

≤ γ1 (t, ·)2L2 (Ω) + γ2 (t, ·)L1 (Ω) + u2L2
(Ω) + ∇u2L2 (Ω;Rn ) .
i,j=1
2 2
(8.142)



Now we estimate by interpolation39 u2L2
(Ω) ≤ uλ2
L2 (Ω) uL2∗ (Ω) for λ =
2

2(2∗ − 2
)/(2
(2∗ − 2)), 

from which already the estimate of the type (8.96) fol-
n ∂
lows. The contribution of i=1 ci (u) ∂x i
u + c0 (u) follows from essentially the same
37 Recall that one can consider
È
Ê finite-element È
subspaces as in Example 2.63. ¡ È
Ê
have A(t, v), v = Ω n
38 We n ∂v ∂v n ∂v
i=1 j=1 aij (v) ∂x + ai0 (v) ∂x +
j i j=1 cj (v) ∂xj v +
c (v)v dx+
0 Γ
b(v)v dS ≥ ε∇v2L2 (Ω;Rn ) − 12 measn (Ω)γ1 (t)2 − 12 ∇v2L2 (Ω;Rn ) −γ2 (t, ·)L1 (Ω) −
γ3 (t)v2L2 (Ω) − C∇v2−ε
L2−ε (Ω;Rn )
− γ4 L1 (Γ) − C∇v2−ε
L2−ε (Γ)
and then we can obtain (8.82)
by Young inequality.


(1−λ)2

39 By (1.23), u2 2
≤ uλ2
L2 (Ω)
u ∗ provided 1
λ + (1−λ)/2∗ = 2
, which yields
L (Ω) L2 (Ω) 2
λ=2(2∗ −2
)/(2
(2∗ −2)) as in (8.126) for p=2, and by an algebraic manipulation (1−λ)2
= 2.
242 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

calculations. The contribution of the boundary term b is even simpler as no inter-

polation is needed under the condition (8.140c). 
Corollary 8.45 (Weak solutions). Let, in addition to the assumptions of Propo-
∗

sition 8.44, also g ∈ L2 (I; L2 (Ω)) and the growth condition (8.122) with p = 2
hold. Then there is a weak solution to the initial-boundary-value problem (8.4).
Proof. It suffices to merge Proposition 8.44 and Lemma 8.3. 

8.8 Examples and exercises

This section completes the previous theory by assorted, and often physically moti-
vated, examples together with some exercises accompanied mostly by brief hints.

8.8.1 General tools

T
Exercise 8.46. Assuming V separable, ξ ∈ Lp (I; V ∗ ), and 0 ξ(t), v(t) V ∗ ×V dt =
0 for any v of the form v(t) = g(t)zi , g ∈ Lp (I), {zi }i∈N dense in V , show that
ξ(t) = 0 for a.a. t ∈ I.40 Cf. Proposition 1.38.
Exercise 8.47. Modify Theorem 8.18 for c0 = 0 in (8.66c) but, on the other hand,
assuming f ∈ W 1,1 (I; H) in (8.66a). Only the estimate u ∈ W 1,∞ (I; H) can thus
be obtained.
Exercise 8.48 (Continuous dependence on the data). Consider a sequence


(fk , u0k ) → (f, u0 ) in Lp (I; V ∗ ) × H and prove the convergence of the corre-
sponding solutions as claimed in Theorem 8.32(i).
Example 8.49 (The case of A(t, ·) : V → V ∗ monotone). If A(t, ·) is
monotone, radially continuous and satisfies the growth condition (8.77), then A


is pseudomonotone even as a mapping Lp (I; V ) ∩ L∞ (I; H) → Lp (I; V ∗ ), i.e. no
bound on the time derivative is needed. Indeed, A is obviously monotone and is
bounded because
 T

1/p

A(u)Lp
(I;V ∗ ) = A(t, u(t))pV ∗ dt
0
 p/(p−1) (p−1)/p
T
p/(p−1)  p−1
≤ C u(t)H γ(t) + u(t)V dt
0



≤ 21/p C u(t)L∞ (I;H) γLp
(I) + up−1
Lp (I;V ) (8.143)

where γ and C is from (8.77). Moreover, A is radially continuous because, for

any u, v ∈ Lp (I; V ) ∩ L∞ (I; H) and for a.a. t ∈ I, A(t, u(t) + εv(t)), v(t) →
Ê ª « Ê ª «
40 Hint: fixing zi , realize that 0T ξ(t), v(t) V ∗ ×V dt = 0T g(t) ξ(t), zi V ∗ ×V dt = 0 for all g
ª «
implies ξ(t), zi V ∗ ×V = 0 for a.a. t ∈ I. This holds true even if zi ranges over the countable set
{zi }i∈N . As this set is dense in V , ξ(t) = 0 for a.a. t ∈ I.
8.8. Examples and exercises 243

A(t, u(t)), v(t) because A(t, ·) is radially continuous, and thus

 T
A(t, u + εv), v = A(t, u(t) + εv(t)), v(t) dt
0
 T
→ A(t, u(t)), v(t) dt = A(t, u), v , (8.144)
0

by the Lebesgue Theorem 1.14, where we used also the fact that the collection
{t → A(t, u(t) + εv(t)), v(t)}ε∈[0,ε0 ] has a common integrable majorant because,
in view of (8.77),
   
 
A(t, u(t) + εv(t)), v(t) ≤ A(u(t) + εv(t))p ∗ + v(t)p
V V


 p−1 p
 p

≤ C u+εvL∞ (I;H) γ(t) + u(t)+εv(t) V  + v(t)V




  p
≤ 2p −1 C uL∞(I;H) +ε0 vL∞ (I;H) γ(t)p +u(t)pV +εp0 v(t)pV + v(t)V .

Then A is pseudomonotone by Lemma 2.9.

Example 8.50 (Totally continuous terms). Let V1  V and A : I × V1 → V ∗ be a
Carathéodory mapping satisfying (8.77) modified by replacing V with V1 , i.e.
 


∃ γ ∈ Lp (I), C:R→R increasing : A(t, v)V ∗ ≤C vH γ(t)+vp−1

V1 . (8.145)


Then the abstract Nemytskiı̆ mapping A : W → Lp (I; V ∗ ) with W from
Lemma 8.8 or 8.26, is totally continuous. Indeed, having a sequence uk ∗ u
in W, by Aubin-Lions
 Lemma 7.7 or its Corollary 7.9, uk → u in Lp (I; V1 ). Then,
using A(t, uk )V ∗ ≤C(γ(t)+uk p−1
V1 ) with C := C(supk∈N uk L∞ (I;H) ) and The-


orem 1.43, we obtain A(uk ) → A(u) in Lp (I; V ∗ ).
Exercise 8.51. Assume A as in Example 8.49 and prove the convergence of the
Rothe method directly by Minty’s trick in parallel to Remark 8.29.

Exercise 8.52. Assuming (2.7) and relying upon k∈N C 1 (I; Vk ) being dense in


W 1,p,p (I; V, V ∗ ),41 prove density of k∈N L∞ (I; Vk ) in Lp (I; V ) ∩ L∞ (I; H).42
Exercise 8.53. Consider the Galerkin approximation uk to the abstract Cauchy
problem (8.1) with data qualification (8.59), and prove the boundedness of {uk }k>0
in W 1,2 (I; H) ∩ L∞ (I; V ).43 Note that, now, Φ in (8.59c,d) need not be assumed
convex.
41 This density follows by Lemma 7.2 and by the famous Weierstrass theorem giving a possibility
of approaching each function C 1 (I; V ) by polynomials in t with coefficients in V , and eventually
by approximating these coefficients in Vk with k sufficiently large; see e.g. Gajewski at al. [144,
Sect.VI.1, Lemma 1.5] for details.
42 Hint: Use approximation by C 1 (I, V ) with k sufficiently large in the topology of
k



W 1,p,p (I; V, V ∗ ), and then continuity both of the embedding W 1,p,p (I; V, V ∗ ) ⊂ L∞ (I; H)


by Lemma 7.3 and of the embedding W 1,p,p ∗
(I; V, V ) ⊂ L (I; V ). Cf. also Lemma 8.25.
p
43 Hint: Modify the proof of Theorem 8.16(i).
244 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Exercise 8.54. Consider uk as in Exercise 8.53 and the data qualification (8.66),
and prove the boundedness of {uk }k>0 in W 1,∞ (I; H) ∩ W 1,2 (I; V ).44

Exercise 8.55. Show the convergence of uτ from Gear’s formula (8.75). Modify the
proof of Theorem 8.16(ii).45

Exercise 8.56. Modify Remark 8.29 for totally continuous perturbation mentioned
in Example 8.50.46

Exercise 8.57. Prove the interpolation formula (1.62) by using (1.23) and Hölder’s
inequality.47

Exercise 8.58. Prove that all integrals in (8.113) and (8.114) have a good sense.

Exercise 8.59. By using Hölder’s inequality, prove (8.120) with q = p# /(p# − p).

8.8.2 Parabolic equation of type ∂

∂t
u−div(|∇u|p−2∇u)+c(u)=g
The following examples are to be considered as a detailed scrutiny of estimation
technique on a heuristical level. Rigorously, it works if we assume that a solution u
with appropriate qualitative properties has been already obtained. Adaptation to
the Galerkin method is simple, and to the Rothe method is, in view of Sections 8.2–
8.3, also quite routine.

Example 8.60 (Monotone parabolic problem: a-priori estimates). For p ∈ (1, +∞)
and q1 , q2 ≥ 1 specified later, let us consider the initial-boundary-value problem:
⎧ ∂u

⎪
⎪ − div |∇u|p−2 ∇u + |u|q1 −2 u = g in Q,
⎪
⎨ ∂t
∂u (8.146)
⎪
⎪ |∇u|p−2 + |u|q2 −2 u = h on Σ,
⎪
⎩ ∂ν
u(0, ·) = u0 in Ω,

∗

#

where g ∈ Lp (I; Lp (Ω)) and h ∈ Lp (I; Lp (Γ)). We will prove the a-priori
estimates on the heuristic level.

44 Hint: Modify the proof of Theorem 8.18(i).

45 Hint: d R
Realize that dt uτ − dt
d
uτ τ −uτ , dt ϕ →
0 in L2 (I; H) due to the by-part formula uR d

0 for any ϕ ∈ D(I; H) because of uτ −uτ L2 (I;H) = O(τ ) which is to be proved by a modification
R

of (8.50) and by using the boundedness of { dtd

uτ }0<τ ≤τ0 in L2 (I; H).
46 Hint: Generalize the proof of the “steady-state” Proposition 2.17 for the evolutionary case.
47 Hint: by (1.23), v(·) q 1−λ
L (Ω) ≤ v(·)Lq1 (Ω) v(·)Lq2 (Ω) , and then integrate it over I and
λ

use Hölder’s inequality with the (mutually conjugate) exponents p1 /(λp) and p2 /((1−λ)p).
8.8. Examples and exercises 245

(1) Following the strategy (8.20) for f = f1 , we use a test by u(t, ·) itself:
1 d 
u2 2
 p  q1  q2
L (Ω)
+ ∇uLp (Ω;Rn ) + uLq1 (Ω) + uLq2 (Γ)
2 dt  

     
= gudx + hu dS ≤ N g Lp∗
(Ω) + hLp#
(Γ) uW 1,p (Ω)
Ω

  Γ   
    
≤ N CP g Lp∗
(Ω) + hLp#
(Γ) ∇uLp (Ω;Rn ) + uL2 (Ω)


    p

≤ Cε N p CPp g Lp∗
(Ω) + hLp#
(Γ) + ε∇upLp(Ω;Rn )

N CP
    
 2 
+ g  p∗
+ hLp#
(Γ) 1 + uL2 (Ω) (8.147)
2 L (Ω)

where N is greater than the norm of the embedding/trace operator u → (u, u|Γ ) :
∗
W 1,p (Ω) → Lp (Ω) × Lp (Γ), and where we used the Poincaré inequality in the
#

form u(t, ·)W 1,p (Ω) ≤ CP (∇u(t, ·)Lp (Ω;Rn ) + u(t, ·)L2 (Ω) ), cf. (1.55). This,
after choosing ε < 1, using the Gronwall inequality, and integration over [0, T ],
gives the a-priori estimate for u in Lp (I; W 1,p (Ω)) ∩ L∞ (I; L2 (Ω)).


∂
(2) The estimate for ∂t u in Lp (I; W 1,p (Ω)∗ ) requires assumptions on q1 and
q2 . In detail, imitating the scenario (8.22), we estimate:

∂u
,v = gv − |∇u|p−2 ∇u · ∇v − |u|q1 −2 uv dxdt
∂t Q


  p−1  
+ h − |u|q2 −2 u v dSdt ≤ ∇uLp (Q;Rn ) ∇v Lp (Q;Rn )
Σ   
+  |u|q1 −1 Lp
(I;Lp∗
(Ω)) v Lp (I;Lp∗ (Ω))
   
+  |u|q2 −1 Lp
(I;Lp#
(Γ)) v Lp (I;Lp# (Γ))
       
+ g Lp
(I;Lp∗
(Ω)) v Lp (I;Lp∗ (Ω)) + hLp
(I;Lp#
(Γ)) v Lp (I;Lp# (Γ)) . (8.148)


∂
This needs q1 ≤ p and q2 ≤ p. Thus we get the estimate of ∂t u in Lp (I; W 1,p (Ω)∗ ).
A weaker bound for q1 can be obtained by interpolation to exploit also the infor-
mation u ∈ L∞ (I; L2 (Ω)):
 T p
/p∗
1/p

 q −1 
 |u| 1  = |u(t, x)|(q1 −1)p∗

dx dt
Lp
(I;Lp∗
(Ω))
0 Ω
 q1 −1  (q1 −1)λ  (q1 −1)(1−λ)
= uLp
(q1 −1) (I;Lp∗
(q1 −1) (Ω)) ≤ C uL∞ (I;L2 (Ω)) uLp (I;Lp∗ (Ω)) (8.149)

provided q1 and λ ∈ [0, 1] satisfy

1 λ 1−λ 1 1−λ
≥ + ∗ and ≥ . (8.150)
p∗  (q1 −1) 2 p p (q1 −1) p
These inequalities are upper bounds for q1 . If p < 2n/(n+2), i.e. p∗ < 2, the
optimal choice of λ is simply λ = 1, and then (8.150) implies q1 ≤ 1 + 2/p∗  .
246 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

If p ≥ 2n/(n+2), the optimal choice of λ then balances both bounds in (8.150),

i.e. p∗  (λ/2+(1−λ)/p∗ ) = (1−λ)/(p−1). This means λ = 2(p∗ −p)/(p∗ p+p∗ −2p),
and then (8.150) yields q1 ≤ (p∗ p+p∗ p2 −2p∗ −2p2 +2p)/(p∗ p−p∗ ) = p
, cf. (8.116).
Note that we already have seen these calculations in the proof of Proposition 8.37,
cf. (8.129).
The interpolation in the boundary term (hence relaxing the bound q2 ≤ p)
is much more difficult, however. A certain alternative approach (at least for us-
age of the Aubin-Lions lemma) consists in weakening the dual norm to estimate
∂ p
∗ ∼ p
−1,p


1,p
∂t u in L (I; W0 (Ω) ) = L (I; W (Ω)); note that L2 (Ω) ⊂ W −1,p (Ω) be-
cause W01,p (Ω) ⊂ L2 (Ω) densely. For such an estimate one takes v in (8.148) from
Lp (I; W01,p (Ω)) so that the term with q2 completely vanishes, hence no restriction
on q2 is imposed for this estimate.
∂
(3) To make a test by v := ∂t u(t, ·), we assume g ∈ L2 (Q) and h = 0.48 Then
 ∂u 2 1 d  1 d  1 d 
  ∇up p uq1q uq2q
  2 + L (Ω;R n) + L 1 (Ω)
+ L 2 (Γ)
∂t L (Ω) p dt q1 dt q2 dt
  
∂u 1  2 1  ∂u 2
= g(t, ·) dx ≤ g L2 (Ω) +   2 . (8.151)
Ω ∂t 2 2 ∂t L (Ω)

Assuming u0 ∈ W 1,p (Ω) ∩ L2 (Ω), which means u0 ∈ W 1,p (Ω) if p satisfies (8.111),
by the Gronwall inequality, we thus get the estimate for u in L∞ (I; W 1,p (Ω) ∩
Lq1 (Ω)) ∩ W 1,2 (I; L2 (Ω)) and for u|Σ in L∞ (I; Lq2 (Γ)) for q1 , q2 ≥ 1 arbitrary.
∂
(4) Further, we apply ∂t to the weak formulation of the equation with the
∂
boundary conditions in (8.146), then use the test function v = ∂t u, and estimate

∂
 ∂u ∂∇u ∂∇u
|∇u|p−2 ∇u · ∇ = |∇u|p−2 ·
∂t ∂t ∂t ∂t
 ∂∇u  ∂∇u 
p−4
+ (p−2)|∇u| ∇u · ∇u ·
∂t ∂t
 ∂∇u 2 p−2  ∂|∇u|2 2
 
= |∇u|p−2   + |∇u|p−4
∂t 4 ∂t

4 ∂|∇u| p/2 2
p−2 
 2 2
(p−4)/4 ∂|∇u|
≥ 2 + |∇u|2
p ∂t 4 ∂t
4 
4p−8 ∂|∇u| p/2 2
= 2+ ≥0 (8.152)
p p2 ∂t
if p ≥ 1. Similar calculations work for the lower-order terms when “forgetting”
48 If h = 0, one cannot assume f from (8.112b) to belong to L2 (I; H) as required in (8.59b).

#

Yet, there is a possibility to assume smoothness of h in time, namely h ∈ W 1,p (I; Lp (Γ)),
and to use
t ∂u t ∂h
h dSdt = − u dSdt + h(t, x)u(t, x) − h(0, x)u0 (x)dS
0 Γ ∂t 0 Γ ∂t Γ

and the estimate of u|Σ already proved in Step (1).

8.8. Examples and exercises 247

∇’s for q1 ≥ 1 and q2 ≥ 1.49 Altogether, one gets

1 d 
 ∂u 2 8p−8  
 ∂|∇u|p/2 2
  2 +   2
2 dt ∂t L (Ω) p2 ∂t L (Ω)
 
∂g ∂u ∂h ∂u
≤ dx + dS =: I1 (t) + I2 (t). (8.153)
Ω ∂t ∂t Γ ∂t ∂t

∂ ∂
The integral I1 can be estimated as 12  ∂t g2L2 (Ω) + 12  ∂t u2L2 (Ω) . Integrated over
t
[0, t], the integral 0 I2 (t)dt is to be treated by
 t  t 
∂h ∂u ∂h
I2 (t) dt = dSdt = (t, x)u(t, x) dS
0 0 Γ ∂t ∂t Γ ∂t
 t 2 
∂ h ∂h
− 2
(ϑ, x) u(ϑ, x) dSdϑ − (0, x)u0 (x) dS (8.154)
0 Γ ∂ϑ Γ ∂t

#

which is bounded if h ∈ W 2,1 (I; Lp (Γ)), when the estimate of u in
L∞ (I; W 1,p (Ω)) obtained already at Step (3) is employed. Then, usage of the
Gronwall inequality requires g ∈ W 1,2 (I; L2 (Ω)), and u0 ∈ W 2,q (Ω) ∩ L2(q1 −1) (Ω)
with q ≥ 2p∗ /(p∗ − 2p + 4),50 and it gives the estimate u in W 1,∞ (I; L2 (Ω)) and
of |∇u|p/2 in W 1,2 (I; L2 (Ω)) ⊂ L∞ (I; L2 (Ω)), which yields u ∈ L∞ (I; W 1,p (Ω)).
∂
If p ≥ 2, the term |∇u|p−2 | ∂t ∇u|2 in (8.152) gives, through (1.46), an esti-
mate of ∇u in the fractional space Lp (Ω; W 2/p−,p (I)) ∼= W 2/p−,p (I; Lp (Ω)).
For p = 2, the term I1 can be estimated more finely as
 ∂g   ∂u  1   ∂u 2
     ∂g 2  
I1 (t) ≤   2∗
  2∗ ≤   2∗
+ ε  2∗
∂t L (Ω) ∂t L (Ω) 4ε ∂t L (Ω) ∂t L (Ω)
1 
∂g 2  ∂u 2
 
 ∂u 2
 
≤   + N12 ε  2 + N12 ε∇  2 (8.155)
4ε ∂t L2∗
(Ω) ∂t L (Ω) ∂t L (Ω;Rn )
∗
where N1 is the norm of the embedding W 1,2 (Ω) ⊂ L2 (Ω). Similarly, I2 bears the
estimate
 ∂h   ∂u  1   ∂u 2
     ∂h 2  
I2 (t) ≤   #
  # ≤   #
+ ε  #
∂t L2 (Γ) ∂t L2 (Γ) 4ε ∂t L2 (Γ) ∂t L2 (Γ)
1 
∂h 2  ∂u 2
 
 ∂u 2
 
≤   + N22 ε  2 + N22 ε∇  2 (8.156)
4ε ∂t L2#
(Γ) ∂t L (Ω) ∂t L (Ω;Rn )
#
where N2 is the norm of the trace operator W 1,2 (Ω) → L2 (Γ). Then we take
ε > 0 small, namely (N12 + N22 )ε < 1, so that the last terms in (8.155)–(8.156)
49 Note ∂
that (8.152) then allows for a modification ∂t ∂
(|u|q−2 u) ∂t u = (q − 1)|u|q−2 ( ∂t
∂
u)2 ≥ 0
for both q = q1 ≥ 1 and q = q2 ≥ 1. Ê
p 0 ∈ L (Ω) because of the obvious estimate Ω |∆p v| dx ≤
50 This condition implies ∆ u 2 2
Ê 2p−4 2(p−1)
(p−1) Ω |∇v|
2 2p−4 |∇ v| dx≤(p−1) ∇v (2p−4)q

2 2 2 ∇ vL2q (Ω) ≤N vW 2,q (Ω) , cf. (2.128).
2 2
L (Ω)
248 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

can be absorbed in the corresponding term arising on the left-hand side of (8.153);
∂
note that (8.152) equals | ∂t ∇u|2 if p = 2. Then we use Gronwall’s inequality to
∗

handle the last-but-one terms in (8.155)–(8.156). It requires g ∈ W 1,2 (I; L2 (Ω))
#

and h ∈ W 1,2 (I; L2 (Γ)) only.
Assuming also u0 regular enough, namely u0 ∈ W 2,2 (Ω) ∩ L2(q1 −1) (Ω), and
∂
g(0) ∈ L2 (Ω), we have ∂t u(0) ∈ L2 (Ω), and we can apply Gronwall’s inequality to
(8.153). We thus get the estimate for u in W 1,2 (I; W 1,2 (Ω)) ∩ W 1,∞ (I; L2 (Ω)).
∂
(5) If both ∂t u and f are functions (not only distributions), div(|∇u|p−2 ∇u)
is more regular than W 1,p (Ω)∗ , so that by elliptic regularity theory we obtain a
spatial regularity. E.g., if p = 2, we can use the interior W 2,2 - or W 3,2 -regularity
as established in Proposition 2.96; this needs 1 < q1 ≤ (2n−2)/(n−2) (and also
q1 ≥ 2 in the latter case). In combination with Steps (4) and (3), one thus obtains
respectively the last two lines in Table 3. If also Ω would be qualified, we could
use Proposition 2.97 to get regularity up to the boundary.

qualification of quality
g h u0 p of u


p
p∗
p
p#
L (I; L (Ω)) L (I; L (Γ)) 2
L (Ω) >1 Lp (I; W 1,p (Ω))
L∞ (I; L2 (Ω))


W 1,p (I; W 1,p (Ω)∗ )

#

L2 (Q) W 1,p (I; Lp (Γ)) W 1,p (Ω) >1 L∞ (I; W 1,p (Ω))
∩ L2 (Ω) W 1,2 (I; L2 (Ω))
#

W 1,2 (I; L2 (Ω)) W 2,1 (I; Lp (Γ)) W 2,q (Ω) =1 W 1,∞ (I; L2 (Ω))
L∞ (I; W 1,p (Ω))
≥2 W 2/p−,p
(I; W 1,p (Ω))
∗
#

W 1,2 (I; L2 (Ω)) W 1,2 (I; L2 (Γ)) W 2,2 (Ω) =2 W 1,2 (I; W 1,2 (Ω))
W 1,∞ (I; L2 (Ω))
L∞ (I; Wloc2,2
(Ω))
#
2,2
L2 (Ω) W 1,2 (I; L2 (Γ)) W 1,2 (Ω) =2 L2 (I; Wloc (Ω))

Table 3. Summary of Example 8.60; qualification of q1 and q2 not displayed.51

Exercise 8.61 (Large q1 or q2 : an alternative setting). For q1 > p∗ or q2 > p# , we

can take the space W := {v ∈ Lp (I; W 1,p (Ω)) ∩ Lq1 (Q); v|Σ ∈ Lq2 (Σ)} endowed
naturally by the norm vW := vLp (I;W 1,p (Ω)) + vLq1 (Q) + v|Σ Lq2 (Σ) . Prove
that W is a Banach space52 , and that the monotone mapping A related to (8.146)
51 Here, in the third line, q ≥ 2p∗ /(p∗ − 2p + 4).
52 Hint: Consider a Cauchy sequence {uk }k∈N in W. Realize that, in particular, it converges
to u in Lp (I; W 1,p (Ω)) and in Lq1 (Q) as these spaces are complete, and also uk |Σ → u|Σ in
#
Lp (I; Lp (Γ)), and, as {uk |Σ }k∈N is a Cauchy sequence in Lq2 (Σ), also uk |Σ → uΣ in the
complete space Lq2 (Σ), and thus uΣ = u|Σ . Cf. also Exercise 2.67.
8.8. Examples and exercises 249

∂
maps W into W ∗ and that ∂t u ∈ W ∗ if u is a weak solution to (8.146).53
Example 8.62 (Nonmonotone term: a-priori estimates). Consider the initial-
boundary-value problem with a nonmonotone term |u|µ instead of |u|q1 −2 u:
⎧ ∂u

⎪
⎪ − div |∇u|p−2 ∇u + |u|µ = g in Q,
⎪
⎨ ∂t
∂u (8.157)
⎪
⎪ |∇u|p−2 + |u|q2 −2 u = h on Σ,
⎪
⎩ ∂ν
u(0, ·) = u0 on Ω,

∗

#

where again g ∈ Lp (I; Lp (Ω)) and h ∈ Lp (I; Lp (Γ)). We will show the a-priori
estimates again on an heuristical level only, and specify µ.
(1) The test by u(t, ·) itself now gives:
 
1 d p µ+1
uL2 (Ω) + ∇uLp(Ω;Rn ) ≤
2
|u| + gudx + hu dS
2 dt Ω Γ


≤ uµ+1
Lµ+1 (Ω) + N g ∗

Lp (Ω) + h #

Lp (Γ)
uW 1,p (Ω) (8.158)

where N is as in (8.147). If µ ≤ 1, we can estimate uµ+1

Lµ+1 (Ω) ≤
(measn (Ω)) (µ−1)/2
uµ+1 ≤ (measn (Ω))
L2(Ω)
(µ−1)/2
(u2L2 (Ω) + c)
with some c > 0, 54

and then use directly the Gronwall inequality. For superlinearly growing nonlin-
earities, i.e. µ > 1, uµ+1
Lµ+1 (Ω) can be absorbed in the left-hand side by using
Young’s inequality through the estimate


uµ+1
Lµ+1(Ω) ≤ N
µ+1
uµ+1
W 1,p (Ω) ≤ N
µ+1
εupW 1,p (Ω) + Nε (8.159)

where N is the norm of W 1,p (Ω) ⊂ Lµ+1 (Ω) and the last inequality uses
µ < p − 1; (8.160)
note that this implies also µ + 1 ≤ p∗ used for the first inequality. This condition
makes the approach effective only if p > 2 (otherwise the previous approach via
the Gronwall inequality can be used, too). The other terms can be estimated
in the same way as in (8.147). Again, this gives the a-priori estimate for u in
Lp (I; W 1,p (Ω)) ∩ L∞ (I; L2 (Ω)).
∂
(2) The estimate for ∂t u can be made just the same way as (8.148). Now,


µ ≤ p − 1 is what is needed.
∂
(3) The test function v := ∂t u(t, ·) needs again g ∈ L2 (Q). For simplicity, we
take h = 0; otherwise, cf. Example 8.60(3). Then
 ∂u 2    
  1 d
p
 µ  ∂u  ∂u
  2 + ∇u Lp (Ω;Rn ) ≤ |u|   dx + g dx =: I1 (t) + I2 (t).
∂t L (Ω) p dt Ω ∂t Ω ∂t
53 Hint: show A : W → W ∗ just by using Hölder’s inequality. Further realize that  ∂t
∂
uW ∗ =
Ê −1
Ê −1
sup v W ≤1 Q |∇u| p−1 ∇u·∇v + |u| q1 uv − gv dx + Σ |u| q2 uv − hv dS and estimate it by
Hölder inequality.
54 Cf. Exercise 2.54 for the norm of the embedding Lµ+1 (Ω) ⊂ L2 (Ω).
250 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

We can estimate I1 (t) ≤ ε ∂u 2µ

∂t L2 (Ω) + Cε uL2µ (Ω) and, assuming also µ < p − 1
2

or µ ≤ 1 to have the estimate u ∈ L∞ (I; L2 (Ω)) at our disposal, we can use the
∗
interpolation of L2µ (Ω) between L2 (Ω) and Lp (Ω), i.e.,
uL2µ (Ω) ≤ CuλL2 (Ω) u1−λ
Lp∗ (Ω)
(8.161)

provided
1 λ 1−λ
≥ + ; (8.162)
2µ 2 p∗
2(1−λ)µ
cf. (1.23). Then, we can estimate u(t, ·)2µ 2λµ
L2µ (Ω) ≤ C u(t, ·)L2 (Ω) u(t, ·)Lp∗ (Ω)
2µ

and, assuming still

2(1 − λ)µ ≤ p, (8.163)
to treat it by the Gronwall inequality with help of the fact that u(t, ·)L2 (Ω)
is a-priori bounded uniformly for t ∈ I. Thus we get the estimate for u in
L∞ (I; W 1,p (Ω)) ∩ W 1,2 (I; L2 (Ω)).
The inequalities (8.162) and (8.163) represent a certain restriction on µ. E.g.,
if p > n, then p∗ = +∞, and (8.162) means µ ≤ 1/λ. Then optimal λ ∈ (0, 1) is
2/(p + 2), which makes the bound p/(2(1 − λ)) in (8.163) equal to 1/λ. For such
λ, we get the restriction
p
µ ≤ + 1. (8.164)
2
The bound for µ in case 2 < p ≤ n is left as an exercise.
∂
(4) Further, we apply ∂t to the equation and then use the test function
∂
v = ∂t u. As in Example 8.60, we consider p ≥ 2 and now µ = 1; this is a model
case for arbitrary Lipschitz nonlinearities that could be treated by a modification
of this estimate. Then the term |u|µ = |u| can be estimated by
    ∂u 2  ∂u 2
∂  ∂u    
|u| dx = dir(u)  dx ≤   2 (8.165)
Ω ∂t ∂t Ω ∂t ∂t L (Ω)
and then treated by the Gronwall inequality. The rest can be treated as in Exam-
ple 8.60(4).
Exercise 8.63 (Limit passage). Suppose uk is the Galerkin solution for (8.157).
Make the limit passage via Minty’s trick by using only the basic a-priori esti-
mates.55 Alternatively, use d-monotonicity of the p-Laplacean and prove conver-
gence directly without the Minty trick.56
∂
Exercise 8.64 (Weaker estimate for ∂t u). Consider the problem (8.146) and derive
∂
the estimate of ∂t u in M(I; W −k,2
(Ω)) for k ∈ N so large that W0k,2 (Ω) ⊂ L∞ (Ω),
i.e. k > p/n; this weaker estimate allows for bigger q1 and still suffices for using
Aubin-Lions’ lemma as Corollary 7.9.57
55 Hint: Cf. Remark 8.29 modified by treating the non-monotone lower-order term |u|µ by

compactness as suggested in Exercise 8.56.

56 Hint: Cf. Exercise 8.77 below.
57 Modify Example 8.60(2) by considering v ∈ C(I; W k,2 (Ω)) in (8.148).
0
8.8. Examples and exercises 251

Remark 8.65 (Regularized p-Laplacean). For p > 2, one can consider the parabolic
problem with a regularized p-Laplacean:
∂u 
 
− div ε + |∇u|p−2 ∇u = g, u(0) = u0 , u|Σ = 0, (8.166)
∂t
cf. (4.38). This allows us to use the estimate from step (4) from Example 8.60.
Indeed, using also (8.152), we have
∂  ∂∇u  ∂∇u 2 8p − 8  ∂ 2  ∂∇u 2
   
(ε + |∇u|p−2 )∇u · ≥ ε  + |∇u|p/2
≥ ε   .
∂t ∂t ∂t p2 ∂t ∂t
(8.167)
Exercise 8.66. Consider again the regularized problem (8.166). Denoting uε its
solution, prove the a-priori estimates uε Lp (I;W 1,p (Ω)) ≤ C, uε L2 (I;W 1,2 (Ω)) ≤
√ ∂ √
C/ ε and  ∂t uε Lp
(I;W 1,p (Ω)∗ ) ≤ C/ ε, and then, passing ε → 0, prove uε → u
with u denoting the solution with ε = 0.58
Example 8.67 (Dirichlet boundary conditions). Let us illustrate the Dirichlet con-
dition for a simple parabolic equation with the p-Laplacean, i.e.
∂u

− div |∇u|p−2 ∇u = 0, u(0, ·) = u0 , u|Σ = uD |Σ , (8.168)
∂t
with some uD : Q̄ → R prescribed. By multiplying the equation in (8.168) by
v ∈ W01,p (Ω) and using Green’s formula, one gets the weak formulation:

∂u
1,p
∀(a.a.) t ∈ I ∀v ∈ W0 (Ω) : ,v + |∇u(t, x)|p−2 ∇u(t, x)·∇v(x) dx = 0
∂t Ω

completed, of course, by u(0, ·) = u0 and u|Σ = uD |Σ . We cannot test it by

v = u(t, ·) if uD (t, ·)|Σ = 0. Instead, the basic a-priori estimate is obtained by a
test by v = [u − uD ](t, ·):59

d u−uD L2 (Ω)  p
2
∂uD
+ ∇uLp (Ω;Rn ) = |∇u|p−2 ∇u·∇uD − (u−uD ) dx
dt 2 Ω ∂t
 p  p  ∂u   2
 
≤ ε∇uLp (Ω;Rn ) + Cε ∇uD Lp (Ω;Rn ) +  D  2 (1 + u−uD L2 (Ω) ).
∂t L (Ω)
(8.169)
58 Hint: Use Minty’s trick:

0 ≤ (|∇uε |p−2 ∇uε − |∇v|p−2 ∇v + ε∇(uε − v)) · ∇(uε − v)dxdt

Q
∂uε

= g− (uε − v) − |∇v|p−2 ∇v · ∇(uε − v) − ε∇v · ∇(uε − v) dxdt
∂t

Q
√
and realize that Q ε∇v · ∇(uε − v)dxdt = O( ε). Then put v = u + δw, and pass δ > 0 to zero.
59 Equally, one can apply the shift (2.61), i.e. here A (t, u) = A(u + u (t)). Then, denoting
0 D
u0 (t) := u − uD (t), the original equation dt
d d
u + A(u) = f is equivalent to dt u0 + A0 (t, u0 ) =
1,p
f0 =: f − dt uD and its test by v := u0 (t, ·) ∈ W0 (Ω) is precisely (8.169) in the special case
d

f = 0.
252 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

If uD ∈ W 1,p,1 (I; W 1,p (Ω), L2 (Ω)) and u0 ∈ L2 (Ω), by Gronwall’s inequality we

obtain u−uD bounded in L∞ (I; L2 (Ω)). As uD ∈ L∞ (I; L2 (Ω)) due to Lemma 7.1,
also u itself bounded in L∞ (I; L2 (Ω)). Integrating still (8.169) over [0, T ] we get u
∂
bounded in Lp (I; W 1,p (Ω)). Then, from the equation (8.168) itself, one gets ∂t u


bounded in Lp (I; W0 (Ω)∗ ). Further estimates can be obtained by testing by
1,p
∂
v = ∂t [u − uD ](t, ·):
 ∂u 2 
  d 
p
 ∂u ∂u ∂uD
  2 + ∇u Lp (Ω;Rn ) = |∇u|p−2 ∇u·∇ D +
∂t L (Ω) dt Ω ∂t ∂t ∂t
   ∂u    ∂u   ∂u 
     
≤  |∇u|p−1 Lp
(Ω)  ∇ D   p +  2  D 2
∂t L (Ω) ∂t L (Ω) ∂t L (Ω)
    ∂u  1   ∂u 2
p    ∂u 2  
≤ 1+∇uLp (Ω;Rn ) ∇ D  +   + D . (8.170)
∂t Lp (Ω;Rn ) 4 ∂t L2 (Ω) ∂t L2 (Ω)
∂
Here one needs ∂t uD ∈ L2 (Q)∩L1 (I; W 1,p (Ω)) and u0 ∈ W 1,p (Ω) to get u bounded
∞
in L (I; W (Ω)) ∩ W 1,2 (I; L2 (Ω)).
1,p

qualification of quality
uD u0 of u


W 1,p,1 (I; W 1,p (Ω), L2 (Ω)) L2 (Ω) W 1,p,p (I; W 1,p (Ω), W 1,p (Ω)∗ )
L∞ (I; L2 (Ω))
W 1,2 (I; L2 (Ω)) ∩ W 1,1 (I; W 1,p (Ω)) W 1,p (Ω) L∞ (I; W 1,p (Ω))
W 1,2 (I; L2 (Ω))
Table 4. Summary of Example 8.67.

8.8.3 Semilinear heat equation c(u) ∂t

∂
u − div(κ(u)∇u) = g
In this subsection, we will scrutinize the heat transfer in nonlinear but homoge-
neous isotropic media, described by the heat equation for the unknown θ (instead
of u) which has the interpretation as temperature:

∂θ
c(θ) − div(κ(θ)∇θ) = g (8.171)
∂t
where
θ : Q → R is the unknown temperature,
κ : R → R+ is the heat conductivity,
c : R → R+ is the heat capacity,
g the volume heat sources,
cf. Example 2.66 for a steady-state variant.
Example 8.68 (Enthalpy transformation). Powerful tools for nonlinear differential
equations are various transformations of independent variables. Here we can apply,
8.8. Examples and exercises 253

besides the Kirchhoff transformation, also the enthalpy transformation:

 r  r
-c(r) := c() d & -(r) :=
κ κ() d . (8.172)
0 0

Putting u := -c(θ) (u is called enthalpy) and denoting β(u) := [- κ ◦ -c −1 ](u), we

∂  ∂ ∂
have ∂t u = [-c ] (θ) ∂t θ = c(θ) ∂t θ and ∆(β(u)) = div(- κ (-c (u))∇-c −1 (u)) =
 −1

div(-κ (θ)∇θ) = div(κ(θ)∇θ). This transforms the original equation (8.171) to
∂
∂t u − ∆β(u) = g. Considering the initial condition in terms of the enthalpy u0 and
∂
the boundary condition as in Example 2.66, i.e. κ(θ) ∂ν θ = b1 (θe −θ)+b2 (θe −|θ|3 θ)
with θe an external temperature, we come to the following initial-boundary-value
problem:
⎧ ∂u
⎪
⎪ − ∆β(u) = g in Q,
⎪
⎪ ∂t
⎨  
∂β(u)
⎪ + b1 + b2 |-κ−1 (u)|3 κ-−1 (u) = h on Σ, (8.173)
⎪
⎪ ∂ν
⎪
⎩ u(0, ·) = u0 on Ω.

Exercise

8.69 (Pseudomonotone approach). The nonlinear operator −∆β(u) =
−div β  (u)∇u can be considered as pseudomonotone and treated by Proposi-
tions 8.35 and 8.37. Assuming β ∈ C 1 (R), verify (8.121), (8.122), and (8.123) in this
special case.60 Realize, in particular, the condition 0 < inf β  (R) ≤ sup β  (R) <
+∞.
Exercise

8.70 (Weak-continuity approach). Realizing that the operator
−div β  (u)∇u is semilinear in the sense (8.139), one can use Proposition 8.44.
Assume, besides β ∈ C 1 (R), the growth restriction



0 < ε ≤ β  (r) ≤ C 1 + |r|(2 −)/2 (8.174)

for some  > 0 and 2
= 4 − 4/2∗ , cf. (8.116). Verify (8.11) for q = ∞ and
Z = W 1,∞ (Ω), and also (8.139), (8.140) and (8.141).61


60 Hint: realize that here a(t, x, r, s) = β (r)s, b(t, x, r) = (b1 (t, x) + b2 (t, x)|κ−1 (r)|3 κ−1 (r),
and c(t, x, r, s) = 0. Then (8.121) needs β > 0, but (8.122)–(8.123) needs p = 2 and β bounded
and away from zero.
61 Hint: Obviously a(t, x, r, s) = β (r)s is of the form (8.139a) and then realize that the upper

bound in (8.174) is just (8.140a) while (8.141) needs just the lower bound in (8.174). As to (8.11),
∗
use (8.174) and the interpolation between L2 (Ω) and L2 (Ω) with λ from (8.126) to estimate

sup β (u)∇u · ∇v dx ≤ β (u)L2 (Ω) ∇uL2 (Ω;Rn )
v W 1,∞ (Ω) ≤1 Ω

 2
/2 
≤ 1+|u|2 /2
L2 (Ω) ∇uL2 (Ω;Rn ) ≤ C measn (Ω)1/2 + u
∇uL2 (Ω;Rn )
L2 (Ω)


λ2 /2 (1−λ)2p∗
/2 
≤ C measn (Ω)1/2 + uL2 (Ω) u ∗ ∇uL2 (Ω;Rn ) .
L2 (Ω)
254 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

∗
#

Assuming g ∈ L2 (I; L2 (Ω)) + L1 (I; L2 (Ω)), h ∈ L2 (I; L2 (Γ)) and u0 ∈
L (Ω), prove the a-priori estimates of u in L2 (I; W 1,2 (Ω)) ∩ L∞ (I; L2 (Ω)), and of
2
∂ 1
∂t u in L (I; W
1,∞
(Ω)∗ ), and the convergence of approximate solutions to a very
62
weak solution. Realize, in particular, that now the heat conductivity κ(·) need
not be bounded, e.g. if n = 3, then κ(r) = 1 + |r|q1 with q1 < 5/3 is admitted
∂
if c(·) ≥ ε > 0. Also note that ∂t u, living in L1 (I; W 1,∞ (Ω)∗ ) in general, is not
in duality with u, hence the concept of the very weak solution is indeed essential
if β  (·) is not bounded. Another occurrence of this effect is under an advection
driven by a velocity field which is not regular enough, see Lemma 12.4.
Exercise 8.71 (Semi-implicit time discretization). Consider the "linearization # of
the
  nonlinear “heat-transfer”

operator related
 to (8.173), namely B(w, u) (v) :=
Ω β (w)∇u · ∇v dx + Γ b1 u + b2 |w| u v dS, and then the semi-implicit formula
3

(8.56), which leads to

 
∂uτ

, v + β  (ūRτ )∇ūτ ·∇v − ḡτ v dx = b1 ūτ + b2 |ūRτ |3 ūτ v dS (8.175)
∂t Ω Γ

for a.a. t ∈ I and all v = W 1,2 (Ω) with the ‘retarded’ Rothe function ūRτ defined by
!
ūτ (t − τ, ·) for t ∈ [τ, T ],
ūτ (t, ·) :=
R
(8.176)
uτ (0, ·) for t ∈ [0, τ ].

Assuming (8.174), make a basic a-priori estimate by a test by ukτ and prove the
convergence for τ → 0.63
Example 8.72 (Heat equation with advection). The heat transfer in a medium
moving with a prescribed velocity field v : Q → Rn is governed by the equation
 ∂θ 

c(θ) + v · ∇θ − div κ(θ)∇θ = g. (8.177)
∂t
∂
In the enthalpy formulation from Example 8.68 it reads as ∂t u+v ·∇u+∆β(u) = g.
Assuming div v ≤ 0 and (v |Σ ) · ν ≥ 0 as in Exercise 2.86 and using (6.33), the
mapping A(t, u) : W 1,2 (Ω) → W 1,∞ (Ω)∗ defined by A(t, u), z := Ω β  (u)∇u ·
∇z + (v (t, ·) · ∇u) z dt can be shown semi-coercive if β  satisfies (8.174):



A(t, u), u = β  (u)|∇u|2 + v (t, ·) · ∇u u dx ≥ ε∇u2L2 (Ω;Rn ) . (8.178)
Ω

In case div v = 0 and (v |Σ )·ν = 0, the scalar variant of (6.35) yields Ω (v (t, ·) ·
∇u) z dx = − Ω (v (t, ·) · ∇z) u dx ≤ v(t, ·)L2 (Ω;Rn ) ∇zL∞ (Ω;Rn ) uL2(Ω) and,
expanding Exercise 8.70, we can rely on the concept of a very weak solution
62 Hint: Considering e.g. Galerkin approximate solutions uk , by Aubin-Lions Lemma 7.7, uk →


u
Ê holds in L2 − (Q). ÊBy (8.174), we have β (ukÊ) → β (u) in L2 (Q). Then
Ê make the limit passage
Ω ∇β(uk ) · ∇v dx = Ω β (uk )∇uk · ∇v dx → Ω β (u)∇u · ∇v dx = Ω ∇β(u) · ∇v dx.
63 Cf. Exercise 8.87 below.
8.8. Examples and exercises 255

u ∈ W 1,2,1 (I; W 1,2 (Ω), W 1,∞ (Ω)∗ ) if v ∈ L1 (I; W0,div (Ω; Rn )). If β  (·) is
1,2n/(n+2)
∗ ∗ ∗ 
bounded and v ∈ L∞ (I; L2 2/(2 2−2 −2) (Ω)), by the estimate Ω (v (t, ·)·∇u) z dx ≤
v(t, ·)L2∗ 2/(2∗ 2−2∗ −2) (Ω) ∇uL2 (Ω;Rn ) zL2∗ (Ω) , we can rely on the conventional
concept of a weak solution u ∈ W 1,2,2 (I; W 1,2 (Ω), W 1,2 (Ω)∗ ) as in Exercise 8.69.

8.8.4 Navier-Stokes equation ∂

∂t
u+(u·∇)u−∆u+∇π=g, div u=0
Another important example of a semilinear equation, or rather a system of equa-
tions, is the evolution version of the Navier-Stokes equation, cf. Remark 6.14,
∂u
+ (u·∇) u − ∆u + ∇π = g, div u = 0, u(0, ·) = u0 , (8.179)
∂t
for the velocity field u : Q → Rn and the pressure π : Q → R which is, in fact, a
multiplicator to the constraint div u = 0. This system is a model for a flow of a
viscous incompressible fluid; the viscosity and the mass density is put equal to 1 in
(8.179). Considering zero Dirichlet boundary conditions, we pose the problem into
function spaces by putting V := W0,div1,2
(Ω; Rn ) = {v ∈ W01,2 (Ω; Rn ); div u = 0},
cf. (6.29), endowed with the norm vV := ∇vL2 (Ω;Rn×n ) and, to ensure V ⊂ H
densely, we define H as a closure of V in L2 (Ω; Rn ) in the L2 -norm. Then, in accord
with Definition 8.1 (and Table 2. on p.201), u ∈ W 1,2,2 (I; V, V ∗ ) is considered as
a weak solution to (8.179) if u(0, ·) = u0 and if

∂u
,v ∗ + (u·∇) u · v + ∇u : ∇v − gv dx = 0 (8.180)
∂t V ×V Ω
∗
for any v ∈ V and for a.a.
 t ∈ I. Naturally, here the mapping A : V → V is
defined by A(u), v := Ω (u·∇) u · v + ∇u : ∇v dx; this definition is correct for
n ≤ 3.64 Coercivity
 of A can be obtained by using (6.36): indeed it holds simply
that A(v), v = Ω ∇v : ∇v + ((v · ∇) v) · v dx = ∇v2L2 (Ω;Rn×n ) .
Example 8.73 (Pseudomonotone approach). For n = 2, we can estimate

  


 
sup  (u ·∇) u · v dx = sup (u ·∇) v · u dx
vV ≤1 Ω vV ≤1 Ω
 2      
≤ sup uL4 (Ω;Rn ) ∇v L2 (Ω;Rn×n ) ≤ CGN
2  
u L2 (Ω;Rn ) ∇uL2 (Ω;Rn×n )
vV ≤1

(8.181)

where the Hölder inequality and the Gagliardo-Nirenberg inequality like (1.40)
has been used. Hence A satisfies the growth condition (8.12) with p = q = 2 and
C(ζ) = max(1, ζ). Hence we have guaranteed existence of a weak solution if u0 ∈ H
∗

and g ∈ L2 (I; L2 (Ω; Rn )).
Ê
64 Since 4 > 2∗ for n ≤ 3, this follows from the Hölder inequality | Ω (u·∇) u · v dx| ≤
uL4 (Ω;Rn ) ∇uL2 (Ω;Rn×n ) vL4 (Ω;Rn ) . In fact, using Gagliardo-Nirenberg inequality, the bor-
derline case n = 4 can be covered, too.
256 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Example 8.74 (Weak-continuity approach). We consider the physically relevant

case n = 3 (which covers n = 2 too), and will verify the condition (8.12) with
Z = V . We have the embedding W 1,2 (Ω) ⊂ L6 (Ω); let us denote by N its norm,
and estimate by the Hölder inequality and an interpolation:

A(u)V ∗ ≤ sup ∇u · ∇v + (u · ∇u)v dx
∇vL2 (Ω;Rn×n ) ≤1 Ω

≤ sup ∇uL2 (Ω;Rn×n ) ∇vL2 (Ω;Rn×n )

∇vL2 (Ω;Rn×n ) ≤1

+ uL3(Ω;Rn ) ∇uL2 (Ω;Rn×n ) vL6 (Ω;Rn )

1/2 1/2
≤ ∇uL2 (Ω;Rn×n ) + N uL6(Ω;Rn ) uL2 (Ω;Rn ) ∇uL2 (Ω;Rn×n )
1/2 3/2 1/2
3/2 
≤ uV + N 3/2 uH uV ≤ max(1, N 3/2 uH ) 1+uV .
(8.182)

Hencefore, we get (8.12) with p = 2, q = 4 and C(r) = max(1, N 3/2 r1/2 ). As now
∂
q  = 4/3, the estimate (8.18a) yields ∂t u ∈ L4/3 (I; V ∗ ), which, however, is not in
duality with L (I; V )  u and the concept of the very weak solution and weak
2

continuity is indeed urgent.65

Remark 8.75 (Uniqueness). We consider n = 2. Taking two weak solutions u1 and
u2 , subtracting the respective identities (8.180), testing it by v = u12 := u1 −
u2 , and using subsequently (6.36), the Hölder inequality, the Gagliardo-Nirenberg
inequality like (1.40), one obtains

1 d

u12 2L2 (Ω;Rn ) + ∇u12 2L2 (Ω;Rn×n ) = (u1 ·∇)u1 − (u2 ·∇)u2 ·u12 dx
2 dt
 Ω

= (u12 ·∇)u2 · u12 + (u2 ·∇)u12 · u12 dx

Ω
= (u12 ·∇)u2 · u12 dx ≤ ∇u2 L2 (Ω;Rn×n ) u12 2L4 (Ω;Rn )
Ω
≤ CGN
2
∇u2 L2 (Ω;Rn×n ) u12 L2 (Ω;Rn ) ∇u12 L2 (Ω;Rn×n )
1 4 1
≤ CGN ∇u2 2L2 (Ω;Rn×n ) u12 2L2 (Ω;Rn ) + ∇u12 2L2 (Ω;Rn×n )
2 2
(8.183)

with CGN the constant from the Gagliardo-Nirenberg inequality vL4 (Ω) ≤
1/2 1/2
CGN vL2 (Ω) ∇vL2 (Ω;Rn ) . Then absorbing the last term in the left-hand side and
using the Gronwall inequality when realizing that t → ∇u2 (t, ·)2L2 (Ω;Rn×n ) ∈
L1 (I) and u12 (0, ·) = 0, one obtains u12 (t, ·) = 0 for a.a. t ∈ I.
65 Note that the idea of putting Z = V ∩ W 1,∞ (Ω; Rn ) would lead to ∂
∂t
u ∈ L2 (I; Z ∗ ) which
is again not in duality with L2 (I; V ).
8.8. Examples and exercises 257

This technique does not work if n = 3 and surprisingly, in this physically

relevant case, the uniqueness is a mysteriously difficult problem.66
Exercise 8.76. Derive the weak formulation (8.180).67

8.8.5 Some more exercises

Exercise 8.77. Consider the parabolic problem:
∂u

− div |∇u|p−2 ∇u + c(∇u) = g, u(0) = u0 , u|Σ = 0, (8.184)
∂t
with the continuous nonlinearity c : Rn → R having the growth restricted by


|c(s)| ≤ C 1 + |s|p−1−δ (8.185)

with some δ > 0, and show the basic a-priori estimates of an approximate solu-

∗

tion obtained by the Galerkin method if u0 ∈ L2 (Ω) and g ∈ Lp (I; Lp (Ω)).68
Show the existence of a weak solution to (8.184) by convergence of Galerkin’s so-
lutions uk by using the d-monotonicity of the p-Laplacean to prove first the strong
convergence of ∇uk , similarly as in Exercise 2.80.69
66 This question, intimately related to regularity for (8.179), was identified by the Clay Math-

ematical Institute as one out of 7 most challenging mathematical “Millennium problems”, and
at the time of publishing this book was still waiting for its (affirmative or not) answer, together
with a $ 1 million award.
67
Ê Hint: test (8.179)
Ê by v ∈ V , integrate it over Ω, and use Green’s formula and the orthogonality
Ω
(∇π)v dx = − Ω
π div v dx
Ê = ∂0.

Ω ∂t uk +c(∇uk )−g v + |∇uk |
68 Hint: Test the identity p−2 ∇u ·∇vdx = 0 by v:=u (t, ·):
k k

1 d 2
uk  2
 p

L (Ω)
+ ∇uk Lp (Ω) = g − c(∇uk ) uk dx
2 dt Ω
 p

 p
 p

≤ εuLp∗ (Ω) + 2p −1 Cε c(∇uk ) p∗
+ g  p∗
,
L (Ω) L (Ω)

from which the a-priori estimate of uk in L∞ (I; L2 (Ω)) ∩ Lp (I; W 1,p (Ω)) follows by Gronwall’s
inequality and by using (8.185), so that

 


p
 p
c(∇uk )p ∗
≤ C p 1 + |∇uk |p−1−δ dx ≤ Cε,δ + ε∇uk Lp (Ω;Rn ) .
p
L (Ω)
Ω


The dual estimate of ∂
uin Lp (I; W01,p (Ω)∗lcs ) can then be obtained standardly.
∂t k

69 Hint: Take a subsequence u
k u in W 1,p,p (I; W01,p (Ω), W01,p (Ω)∗lcs ). Use the norm
vW 1,p (Ω) := ∇vLp (Ω;Rn ) and, by (2.130), estimate
0
  
uk p−1
p 1,p − vp−1
p 1,p uk Lp (I;W 1,p (Ω)) − vLp (I;W 1,p (Ω))
L (I;W0 (Ω)) L (I;W0 (Ω)) 0 0




≤ |∇uk | p−2
∇uk − |∇v| p−2
∇v ∇uk − ∇v dxdt
Q





= |∇uk |p−2 ∇uk · ∇uk −∇vk + |∇uk |p−2 ∇uk · ∇vk −∇v − |∇v|p−2 ∇v· ∇uk −∇v dxdt
Q
 
∂uk 


= g−c(∇uk )− (uk −vk ) + |∇uk |p−2 ∇uk · ∇vk −∇v − |∇v|p−2 ∇v· ∇uk −∇v dxdt
Q ∂t
258 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Exercise 8.78. Consider again the parabolic problem (8.184) with c satisfying


|c(s)| ≤ C 1 + |s|p/2 (8.186)
and show existence of a weak solution to (8.184) if p > 2n/(n+2), u0 ∈
W01,p (Ω) and g ∈ L2 (Q) in a simpler way than in Exercise 8.77 by using the
∂
L2 (Q)-estimate on ∂t u and convergence of Galerkin’s approximations weakly in
W 1,∞,2
(I; W0 (Ω), L2 (Ω)) and strongly in Lp (I; W01,p (Ω)).70
1,p

Exercise 8.79. Show how the coercivity works in the above concrete cases. Check
the coercivity (8.82) or (8.59d).71
Exercise 8.80. Prove a-priori estimates and convergence of Galerkin approximants
∂
for the equation ∂t u−div(|∇u|p−2 ∇u+|u|µ ∇u) = g, with p > 2 and some µ ≥ 0.72
Exercise 8.81 (Singular perturbations by a biharmonic term). Consider
∂u ∂u 
− div(|∇u|p−2 ∇u) + ε∆2 u = g, u(0, ·) = u0 , u|Σ =  = 0. (8.187)
∂t ∂ν Σ
with vk (t, ·) ∈ Vk . Assume vk → v in Lp (I; W 1,p (Ω))). For v = u, uk − vk → u − u = 0 in Lp (Q)
because of the compact embedding W01,p (Ω)  Lp (Ω) and Aubin-Lions’ Lemma 7.7, and then
Ê p

Ω c(∇uk )(uk − vk )dx → 0 because {c(∇uk )}k∈N is bounded in L (Q) thanks to (8.185). Use

∂uk u20k − uk (T )2 u20 − u(T )2 T
∂u 

lim sup − uk dxdt = lim sup dx ≤ dx = − , u dt
k→∞ Q ∂t k→∞ Ω 2 Ω 2 0 ∂t
because uk (T ) u(T ) weakly in L2 (Ω), cf. (8.91). Push the other terms to zero, too. Conclude
that uk → u in Lp (I; W01,p (Ω)). Finally, pass to the limit directly in the Galerkin identity, which
  ∂  
gives the integral identity 0T ∂t u, v + Ω |∇u|p−2 ∇u·∇v + c(∇u)v − gv dx dt = 0. Choosing
v(t, x) = ζ(t)z(x) with ζ ∈ C0 (I) and z ranging a dense subset of W 1,p (Ω), prove the pointwise
(for.a.a. t) equation of the type (8.113).
70 Hint: A further test of the Galerkin identity by ∂ u gives
∂t k
 ∂u 2 1 d    ∂uk  2  ∂u 2
 k ∇uk p p dx ≤ c(∇uk ) − g L2 (Ω) + 
 k
  2 + L (Ω)
= g−c(∇uk )  2 ,
∂t L (Ω) p dt Ω ∂t ∂t L (Ω)

from which the a-priori estimate of uk in W 1,2 (I; L2 (Ω)) ∩ L∞ (I; W 1,p (Ω))) follows by Gron-
wall’s inequality by using (8.186), so that c(∇uk )2L2 (Ω) ≤ 2C 2 (measn (Ω) + ∇uk pLp (Ω) ).
 be
The convergence of uk to some u solving (8.184) can
∂
 as∂ in Exercise 8.77
made similarly
but we can make directly the limit passage limk→∞ Q ( ∂t uk )uk dxdt = Q ( ∂t u)udxdt because
∂
u
∂t k
∂
∂t
weakly in L2 (Q) and uk
u u weakly* in W 1,∞,2 (I; W01,p (Ω), L2 (Ω)), hence by
Aubin-Lions’ Lemma 7.7 strongly in L (Q) provided p > 2n/(n+2) so that W01,p (Ω)  L2 (Ω).
2
71 Hint: Note that, e.g. for the case (8.157),

A(v), v = |∇v|p + |v|q1 + |v|µ vdx + b |v|q2 dS ≥ cvqW 1,p (Ω) − vµ+1
Lµ+1 (Ω)
−C
Ω Γ
where we used an equivalent norm on W 1,p (Ω). In particular, the semi-coercivity (8.82) holds
for µ ≤ 1 or p > µ + 1, q2 ≥ p (but q2 ≤ p∗ ), q1 ≥ 1 (but q1 − 1 ≤ p# ), and b > 0. Alternatively,
q2 ≥ 1 is sufficient if q1 ≥ p. The weaker coercivity (8.59d) holds even for q2 > 1 and q1 ≥ 1 or
vice versa q2 ≥ 1 and q1 > 1.
1,p (Ω)) ∩ L∞ (I; L2 (Ω)),
k to get {uk }k∈N bounded in L (I; W
72 Hint: use the test by u p
∂
then estimate ∂t uk , and show convergence, e.g., by Minty’s trick for ∆p combined with
 
lim supk→∞ Q ∇uk · ∇(uk − v) dxdt ≤ Q ∇u · ∇(u − v) dxdt.
8.8. Examples and exercises 259

Prove a-priori estimates (depending on ε > 0). For ε → 0, show the convergence
∂
to the weak solution of ∂t u − div(|∇u|p−2 ∇u) = g, u(0, ·) = u0 , u|Σ = 0.73

Exercise 8.82 (Conservation law regularized by ∆). Consider

∂u
+ div(F (u)) − ε∆u = g, u|t=0 = u0 , u|Σ = 0, (8.188)
∂t
where F : R → Rn has at most linear growth, i.e. |F (r)| ≤ C1 + C2 |r|, and ε > 0.
Make the basic estimates.74 Assuming also that F is Lipschitz continuous, make
an estimate of u in W 1,2 (I; L2 (Ω)) ∩ L∞ (I; W01,2 (Ω)).75 Prove further a bound for
u in W 1,∞ (I; L2 (Ω)) ∩ W 1,2 (I; W01,2 (Ω)).76 For estimation of the term div(F (u))
on the left-hand side, see Exercise 9.26 below. For a special case n = 1 = ε and
F (r) = 12 r2 , consider the so-called (regularized) Burgers equation

∂u ∂u ∂ 2 u
+u − = g in Q := (0, T )×(0, 1), u|x=0,1 = 0, u|t=0 = u0 . (8.189)
∂t ∂x ∂x2

Assuming 0 ≤ g ≤ K and u0 ∈ W 1,2 (Ω), u0 ≥ 0, prove u ∈ L∞ (I; W 1,2 (Ω)) ∩

W 1,2 (I; L2 (Ω)) ∩ L2 (I; W 2,2 (Ω)) and 0 ≤ u(t, x) ≤ tK + u0 L∞ (0,1) .77 Using this
√
73 Hint: ε∆2Êuε ,√show boundedness of { ε∆uε }ε>0 in L2 (Q), which implies
To Êhandle the term √
convergence Ω ε∆2 uε v dx = ε Ω ( ε∆uε )∆v dx → 0.
74 Hint: test by u gives

1 d

u2L2 (Ω) + ε∇u2L2 (Ω;Rn ) ≤ C1 measn (Ω) + C2 uL2 (Ω) ∇uL2 (Ω;Rn ) ,
2 dt
so that by Young’s and Gronwall’s inequalities one obtains u bounded in L∞ (I; L2 (Ω)) ∩
L2 (I; W01,2 (Ω)). Then the “dual” estimate of ∂t
∂
u in L2 (I; W −1,2 (Ω)) follows standardly.
75 Hint: test by ∂ u gives
∂t
 ∂u 2 1 d  ∂u 
  2 + ∇u2L2 (Ω;Rn ) ≤ sup |F (r)| ∇uL2 (Ω;Rn )   .
∂t L (Ω) ε2 dt r∈R ∂t L2 (Ω)

Then use the Young and the Gronwall inequalities.

76 Hint: differentiating (8.188) in time and testing by ∂
∂t
u gives:

1 d ∂u 2  ∂u 2  ∂u   ∂ 

+ ε∇  ≤ sup |F (r)|    ∇u 2 n .
2 dt ∂t L2 (Ω) ∂t L2 (Ω;Rn ) r∈R ∂t L2 (Ω) ∂t L (Ω;R )

Then use again the Young and the Gronwall inequalities.

77 Hint: first, test (8.189) by u to get u ∈ L2 (I; W 1,2 (Ω)) ∩ L∞ (I; L2 (Ω)); note that
1 2 ∂

1 1 ∂ 3 − to get u ≥ 0. Then put w = u − Kt
0 u ∂x u dx = 3 0 ∂x u dx = 0. Then test (8.189) by u
2
∂
to get ∂t w + (w + Kt) ∂x∂
w − ∂x ∂
2 w = g − K ≤ 0 and test it by (w − u0 L∞ (0,1) )
+ to get
∞
w ≤ u0 L∞ (0,1) . Eventually, test (8.189) by ∂t u and use u ∈ L (Q) to estimate
∂

 ∂u 2 
1 d ∂u 2 1    ∂u   ∂u 
dx ≤ uL∞ (Q) 
∂u ∂u
  2 + =− u   
∂t L (0,1) 2 dt ∂x L2 (0,1) 0 ∂x ∂t ∂x L2 (0,1) ∂t L2 (0,1)

to get u ∈ L∞ (I; W 1,2 (Ω)) ∩ W 1,2 (I; L2 (Ω)). Then from (8.189) read u ∈ L2 (I; W 2,2 (Ω)).
260 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

regularity, prove also that the solution is unique.78

Exercise 8.83 (Allen-Cahn equation [14]79 ). Consider the initial-boundary-value
problem for the semilinear equation
∂u ∂u 
− ∆u + (u2 − 1)u = 0, u(0, ·) = u0 ,  = 0. (8.190)
∂t ∂ν Σ
Prove existence of a solution by Rothe’s or Galerkin’s method, deriving a-priori
estimates of the type uL2 (I;W 1,2 (Ω))∩L4 (Q) or uL∞ (I;W 1,2 (Ω)∩L4 (Ω)) .
Exercise 8.84 (Cahn-Hilliard equation [76]80 ). Consider the initial-boundary-value
problem for the semilinear 4th-order equation
∂u ∂u 
− ∆β(u) + ∆2 u = g, u(0, ·) = u0 , u|Σ =  = 0. (8.191)
∂t ∂ν Σ
Prove existence of a solution by Rothe’s or Galerkin’s method, deriving a-priori es-
timates of u in W 1,2,2 (I; W02,2 (Ω), W −2,2 (Ω))∩L∞ (I; L2 (Ω)), assuming β : R → R
smooth of the form β = β1 +β2 with β1 nondecreasing and β2 Lipschitz continuous
∗∗

and g ∈ L2 (I; L2 (Ω)).81
Exercise 8.85 (Viscous Cahn-Hilliard equation [161]82 ). Consider the semilinear
4th-order pseudoparabolic equation
∂(u−∆u) ∂u 
− ∆β(u) + ∆2 u = g, u(0, ·) = u0 , u|Σ =  =0 (8.192)
∂t ∂ν Σ
78 Hint: denoting u12 := u1 − u2 , test the difference of (8.189) for u1 and u2 by u12 :

1
1 d 2 ∂u12 2 ∂u2 ∂u1 
u12 L2 (0,1)
+ = u2 − u1 u12 dx
2 dt ∂x L2 (0,1) 0 ∂x ∂x
∂u1 2 1 2 2 1 ∂u1 2
≤ u12 L2 (0,1)
+ u2 L∞ (0,1) u12 L2 (0,1) + .
∂x L∞ (0,1) 2 2 ∂x L2 (0,1)

79 Up to a suitable scaling, this equation is related to Ginzburg-Landau phase transition theory;

for more details see e.g. Alikakos, Bates [13], Caginalp [74], Cahn, Hilliard [75], Hoffmann, Tang
[176, Chap.2], Ohta, Mimura, and Kobayashi [269]. Let us remark that the full Ginzburg-Landau
system is related to superconductivity and received great attention in physics, being reflected
also by Nobel prizes to L.D. Landau in 1962 and (1/3) to V.L. Ginzburg in 2003.
80 This equation has been proposed to model isothermal phase separation in binary alloys or

mixtures. There is an extensive spool of related references, e.g. Artstein and Slemrod [18] or
Elliott and Zheng [118], Novic-Cohen [267, 268], or von Wahl [349].
81 Hint: test (8.191) by u, use β ≥ 0 and Gagliardo-Nirenberg’s inequality (Theorem 1.24 with
1
q = p = r = k = 2, β = 1, λ = 1/2) to estimate



1 d 2
u L2 (Ω) + ∆u2L2 (Ω) + β1 (u)|∇u|2 dx = gu − β2 (u)|∇u|2 dx
2 dt Ω Ω
2
≤ g L2
∗∗

(Ω)
u L2
∗∗
(Ω)
+ sup β2 (·) ∇u L2 (Ω;Rn )

≤ g L2
∗∗

(Ω)
u L2
∗∗
(Ω)
+ CGN sup |β2 (·)| u L2 (Ω)
∇2 u L2 (Ω;Rn×n)
,
 
and then use still Ω |∆u|2 dx = Ω |∇2 u|2 dx under the considered boundary conditions, cf. Ex-
ample 2.43, and eventually Gronwall’s and Young’s inequalities.
82 This equation has been proposed by Grinfeld and Novick-Cohen [161] to model phase sepa-

ration in glass and polymer systems.

8.8. Examples and exercises 261

with β qualified as in Exercise 8.84, and modify the a-priori estimates therein.
Exercise 8.86 (Non-Newtonean fluids 83 ). Analogously to (6.26a), consider

∂u

− div σ e(∇u) + (u · ∇)u + ∇π = g, div u = 0, (8.193)
∂t
with u|Σ = 0, u(0, ·) = u0 ∈ L2 (Ω; Rn ), e(u) as in (6.26a), and σ(e) = |e|p−2 e;
hence (6.28a,b) holds. Testing a Galerkin approximation of (8.193) by the approx-
imate solution itself, prove existence of a weak solution if p is large enough.84
Exercise 8.87 (Semi-implicit time discretization). Consider" p #= 2 andthe semilin-
ear parabolic problem
 (8.146) with the linearization B(w, u) (v) := Ω ∇u · ∇v +
|w|q1 −2 uv dx + Γ |w|q2 −2 uv dS and the semi-implicit formula (8.56), which leads
to
 
∂uτ
, v + ∇ūτ ·∇v + |ūRτ |q1 −2 ūτ v − ḡτ v dx = h̄τ v − |ūRτ |q2 −2 ūτ v dS (8.194)
∂t Ω Γ

for a.a. t ∈ I and all v ∈ W 1,2 (Ω) with ūRτ defined in (8.176). Make the basic a-priori
estimate85 and prove the convergence for τ → 0.86
83 See
Ladyzhenskaya [211]Ê or Málek et al. [229, Sect.5.4.1].
using the identity Ω (u · ∇)u · u dx = 0, cf. (6.36), the suggested test gives bounds of u
84 Hint:

in L∞ (I; L2 (Ω; Rn )) ∩ Lp (I; W0,div

1,p 1,p
(Ω; Rn )), for W0,div (Ω; Rn ) see (6.29). For the dual estimate


of ∂
∂t
u 1,p
in Lp (I; W0,div (Ω; Rn )∗ ), use Green’s Theorem 1.31 for the convective term:


2


(u · ∇)u · v dxdt = − (u · ∇)v · u dxdt ≤ C
u
Lp
(Q;Rn )
∇v
Lp (Q;Rn×n ) ,
Q Q

which needs 2/p
+ 1/p ≤ 1. In view of (8.116), identify that p ≥ 11/5 (resp. p > 2) is needed
for n = 3 (resp. n = 2); in fact, finer estimate (8.181) by Gagliardo-Nirenberg’s inequality
allows for p = 2 if n = 2. Make it more rigorous by using seminorms arisen in Galerkin’s method.
1,p
∂
Alternatively, without using Green’s theorem, prove an estimate of ∂t u in (Lp (I; W0,div (Ω; Rn ))∩
∞ 2 ∗
L (I; L (Ω))) to be used as suggested in Remark 8.12.
85 Hint: Testing by uk gives
τ

1




uk
2 2 − 1
uk−1

2



2 + τ
∇ukτ
2 2
L (Ω;Rn )
≤ gτk ukτ − |uk−1 |q1 −2 |ukτ |2 dx
2 τ L (Ω) 2 τ L (Ω)
Ω
τ

k

+ hkτ ukτ − |uk−1 |q2 −2 |ukτ |2 dS ≤
gτk
Lp∗
(Ω)
ukτ
Lp∗ (Ω) +
hkτ
#


u τ

Lp
# .
τ Lp (Γ) (Γ)
Γ

Then proceed as in (8.26) to get the bound in L∞ (I; L2 (Ω)) ∩ L2 (I; W 1,2 (Ω)). Further, the
strategy of Example 8.60(2) leads to the bound of ∂t ∂
uτ in L2 (I; W 1,2 (Ω)∗ ) and also of ∂t
∂
ūτ in
M(I; W (Ω) ).
1,2 ∗
86 Hint: By Corollary 7.9 with the interpolation (8.115), realize that, for a subsequence, ū → u
τ


in L2 − (Q), 2
= 4 − 4/2∗ ,  > 0; cf. also (8.131). Since ūR τ inherits all a-priori estimates as
2
− (Q). Realize that these limits must indeed coincide with each other
τ → u in L
ūτ , also ūR
because ūτ − ūτ L2 (I;W 1,2 (Ω)∗ ) = O(τ ) just by a modification of (8.39) with the boundedness
R

of { dt
d
uτ }0<τ ≤τ0 in L2 (I; W 1,2 (Ω)∗ ). The strategy for the traces ūτ |Σ and ūR
τ |Σ is as in (8.131).
Then make the limit passage directly in (8.194) integrated over I.
262 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

8.9 Global monotonicity approach, periodic problems

Sometimes, other methods can be applied on the abstract level, too. Let us
mention a “global approach” which can solve the Cauchy problem directly on


W 1,p,p (I; V, V ∗ ) provided V ⊂ H and which can straightforwardly be adapted for
periodic problems of the form
du

+ A t, u(t) = f (t) for a.a. t ∈ I, u(0) = u(T ) . (8.195)
dt
Obviously, considering A : R × V → V ∗ and f : R → V ∗ periodic with the period
d
T , a solution u to dt u + A(u) = f having the same given period can be just
constructed by a periodic prolongation of the solution u : I → V to (8.195); this
is why we refer to (8.195) as the periodic problem.


Considering a mapping L : dom(L) → Lp (I; V ∗ ), dom(L) ⊂ Lp (I; V ), the


following property of L will play an important role: for any w ∈ Lp (I; V ∗ ) and
u ∈ Lp (I; V ):
   
∀v ∈ dom(L) : w − L(v), u − v ≥ 0 ⇒ u ∈ dom(L) & w = L(u) . (8.196)

A monotone mapping L satisfies (8.196) if87 and only if88 it is maximal monotone.
The base of the direct method is the following observation:
Lemma 8.88 (Maximal monotonicity of d
dt ). Let L : u → d
dt u : dom(L) →


Lp (I; V ∗ ) and either


dom(L) := u ∈ W 1,p,p (I; V, V ∗ ); u(0) = u0 (8.197)
for u0 ∈ H fixed, or


dom(L) := u ∈ W 1,p,p (I; V, V ∗ ); u(0) = u(T ) . (8.198)
Then L is monotone, radially continuous, and satisfies (8.196).
Proof. 89 The monotonicity of L follows from the fact that, for any u, v ∈ dom(L),
by using (7.22), we have
 T
d(u−v) 1 2
L(u) − L(v), u − v = , u−v dt = u(T )−v(T )H
dt 2
0
!
1 2 ≥ 0 in case (8.197),
− u(0)−v(0)H
2 = 0 in case (8.198),
(8.199)
87 Supposing the contrary (i.e. (8.196) does not hold for some (u, w)), we can derive that

Graph(L) ∪ {(u, w)} would be a graph of a monotone mapping larger than Graph(L), i.e. L is
not maximal monotone.
88 Realize that, supposing w = L(u), Graph(L) ∪ {(u, w)} would be a graph of a monotone

operator, contradicting the fact that L is maximal.

89 See, e.g., Barbu [34, p.167] (only the case (8.197)), Gajewski et al. [144, Sect. VI.1.2], Zeidler

[354, Sect. 32.3b] for u0 = 0.

8.9. Global monotonicity approach, periodic problems 263

because u(0) − v(0)H = u0 − u0 H = 0 in case (8.197) and u(0) − v(0)H =

u(T ) − v(T )H in case (8.198).
The radial continuity now means that L(u+εv), v = L(u), v+εL(v), v →
L(u), v for all v such that u + εv ∈ dom(L) for some (and thus all) ε = 0, which
is obvious.
For (8.197), let us first assume u0 ∈ V . Take z ∈ V and ϕ ∈ C 1 (I) such that
ϕ(0) = ϕ(T ) = 0, and put v(t) = ϕ(t)z + u0 ; for (8.198) u0 can be considered
arbitrary from V , e.g. u0 = 0. Thus v ∈ dom(L). Obviously, dt
d
v = ϕ z. Using the
premise in (8.196), we have

0 ≤ w − L(v), u − v = w, u + L(v), v − w, v − L(v), u

 T
1 1
= w, u + v(T )2H − v(0)2H − wϕ + ϕ u, z dt − w, u0
2 2 0
 T


= w, u − wϕ + ϕ u dt, z − w, u0 (8.200)
0
T
where v(T ) = u0 = v(0) has been used and where w, u0  means 0 w(t), u0 dt.
Note also that the first integral in (8.200) is the Lebesgue one while the second is a
T
Bochner one. Since z ∈ V is arbitrary, it must hold that 0 ϕ (t)u(t)+ϕ(t)w(t)dt =
d
0. As ϕ is arbitrary, it must hold that dt u = w in the sense of distributions.



Moreover, since w ∈ L (I; V ), we have u ∈ W 1,p,p (I; V, V ∗ ). To prove
p ∗

u ∈ dom(L) we have to show u(0) = u0 or u(0) = u(T ), respectively.

d
Using the premise in (8.196) with w = dt u and the by-parts formula (7.22),
we have
du dv 1 2 1 2
0≤ − , u − v = u(T ) − v(T )H − u(0) − v(0)H . (8.201)
dt dt 2 2
In case (8.197), we can set v(t) = ((T −t)u0 + tuεT )/T with uεT ∈ V chosen in such
a way that uεT → u(T ) in H; note that u(T ) has a good sense only in H due to
Lemma 7.3. From (8.201), we then have
 2  2  2
0 ≤ u(T ) − uεT H − u(0) − u0 H → −u(0) − u0 H (8.202)

hence u(0) = u0 . In case (8.198), from (8.201) we get

1     
u(T )2 − 1 u(0)2 − u(T ), v(T ) + u(0), v(0) + 1 v(T )2
0≤ H H H
2 2 2
1 2 1  2 1  2
− v(0)H = u(T )H − u(0)H + v(0), u(0) − u(T ) (8.203)
2 2 2
because v(0) = v(T ). As v(0) is arbitrary, we get u(0) = u(T ).
If u0 ∈ H\V , we must approximate u0 ← uε0 in H by some uε0 ∈ V , and then
to choose v(t) = ϕ(t)z + ue0 for (8.200) and modify also (8.201) appropriately. 
264 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Remark 8.89 (Other conditions). Lemma 8.88 explains why the initial or the
periodic conditions are natural. E.g., if one would choose dom(L) := {u ∈


W 1,p,p (I; V, V ∗ ); u(T ) = uT }, then L would not be monotone; i.e. prescribing
a terminal condition u(T ) = uT does not yield a well-posed problem. In case


dom(L) := {u ∈ W 1,p,p (I; V, V ∗ ); u(0) = u0 , u(T ) = uT }, L would be monotone
but not maximal monotone; i.e. prescribing both the terminal and the initial con-
ditions does not yield a well-posed problem, either.
Let us now prove an abstract result, abbreviating V = Lp (I; V ). Let us also
assume that V can be approximated by finite-dimensional
 subspaces Vk such that,
for u0 = 0, Vk ⊂ dom(L), Vk ⊂ Vk+1 , and k∈N Vk is dense in dom(L) with
respect to the norm udom(L) = uV + LuV ∗ ; note that this space is separable
so that such a chain of subspaces does exist.90 Note also that we, in fact, assumed
L linear and that, as dom(L) = V, we cannot use directly the Browder-Minty
Theorem 2.18 for L + A.
Lemma 8.90 (Surjectivity of L+A). Let A : V → V ∗ be radially continuous and
monotone, and L : dom(L) → V ∗ be affine and radially continuous91 and satisfy
(8.196). Moreover, let V admit the approximation by finite-dimensional subspaces
in the above sense, and let L + A be coercive with respect to the norm of V. Then
L + A is surjective. Moreover, if A is strictly monotone, then (L + A)−1 : V ∗ →
dom(L) does exist.
Proof. 92 Take w0 ∈ dom(L).93 Then, for L̃(u) := L(u + w0 ) − L(w0 ), L̃ is linear
and dom(L̃) = dom(L) − w0 is a linear subspace. We put still Ã(u) := A(u + w0 );
note that again à is monotone and radially continuous and L̃ + à is coercive.
The equation L(u) + A(u) = f is equivalent with L̃ũ + Ã(ũ) = f − L(w0 ), their
solutions being related to each other by ũ + w0 = u. Thus we can assume that L
is a linear operator without any loss of generality.
Consider Vk a finite-dimensional subspace of V as assumed, and endow Vk
by the norm of V. Denoting Ik : Vk → V the canonical inclusion, Ik∗ : V ∗ → Vk∗
and the norm of Ik and Ik∗ is at most 1. We will show that

∃uk ∈ Vk ∀v ∈ Vk : Luk + A(uk ), v = f, v. (8.204)

Let us consider the mapping Bk : u → Ik∗ (Lu + A(u)) : Vk → Vk∗ , which is radially
90 As we consider V = Lp (I; V ) and L = d
dt
, we get the norm on dom(L) identical with


that induced from W 1,p,p (I; V, V ∗ ). An example of Vk can be span{ϕv; v ∈ Vk , ϕ ∈
C([0, T ]) a polynomial of a degree ≤ k, ϕ(0) = 0} with Vk from (2.7) in case of the initial-value
problem. For the periodic problem, ϕ(0) = 0 is to be replaced by ϕ(0) = ϕ(T ).
91 In fact, the assertion holds even without the requirement of the affinity and the radial-

continuity assumptions about L.

92 See Gajewski [144, Section III.2.2]. Alternatively, one can approximate the operator L + A

by adding the duality mapping J.

93 If u ∈ V , we can take simply w (t) = u . If u ∈ H \ V , we can take w ∈ W 1,p,p
(I; V, V ∗ ),
0 0 0 0 0
e.g., a solution of an initial-value problem with w0 (0) = u0 .
8.9. Global monotonicity approach, periodic problems 265

continuous, monotone, and also coercive due to the estimate

Bk (u), u I ∗ (Lu + A(u)), u Lu + A(u), Ik u

= k =
uV uV uV
Lu + A(u), u

= ≥ a uV → +∞ (8.205)
uV

for uV → ∞, u ∈ Vk . By the Browder-Minty Theorem 2.18, the equation

Bk (u) = Ik∗ f has a solution uk . Such uk satisfies also (8.204) and, from (8.205),

 Bk (uk ), uk     
a uk V ≤ ≤ Bk (uk )V ∗ = Ik∗ f V ∗
uk V k k
 ∗  
   
≤ Ik L(V ∗ ,V ∗ ) f V ∗ = Ik L(V ,V) f V ∗ ≤ f V ∗ (8.206)
k k

hence {uk }k∈N is bounded in V, and then also, by the monotonicity of L and by
(8.204) and (8.206),

A(uk ), uk ≤ Luk , uk + A(uk ), uk = Ik∗ f, uk = f, Ik uk

     

= f, uk ≤ f  ∗ uk  ≤ f  ∗ a−1 f V ∗ .
V V V
(8.207)

To conclude that {A(uk )}k∈N is bounded in V ∗ , as in (2.42), for any ε > 0, we

estimate
   
A(uk ) ∗ ≤ 1 sup A(u k ), u k + A(v), v − A(v), u k . (8.208)
V ε vV ≤ε

Now we use that {A(uk ), uk }k∈N is bounded due to (8.207), {A(v), v; vV ≤ ε}
is bounded if ε > 0 is small because A is locally bounded around the origin due to
Lemma 2.15, and eventually {A(v), uk }k∈N is bounded by (8.206) if ε is small.
In view of the above a-priori estimates, we can consider some (u, χ) ∈ V × V ∗
being the limit of a subsequence such that uk u and A(uk ) χ. Furthermore,
take z ∈ V, v ∈ dom(L) and vk ∈ Vk such that vk → v with respect to the norm
 · dom(L) . Then, by (8.204), the monotonicity of L, and the monotonicity of A,
we have

0 = Luk +A(uk )−f, vk −uk = Lvk +A(uk )−f, vk −uk + Luk −Lvk , vk −uk
≤ Lvk +A(uk )−f, vk −uk ≤ Lvk +A(uk )−f, vk −uk + A(z)−A(uk ), z−uk
= Lvk −f, vl −uk + A(z), z−uk + A(uk ), vk −z .

Now we can pass to the limit with k → ∞. Note that L is continuous with respect
to the norm  · dom(L) so that Lvk , vk  → Lv, v. Thus we come to

0 ≤ Lv − f, v − u + A(z), z − u + χ, v − z
= Lv − f + χ, v − u + A(z) − χ, z − u , (8.209)
266 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

which now holds for any v ∈ dom(L) and any z ∈ V. Choosing z := u in (8.209),
we obtain
Lv − f − χ, v − u ≥ 0 (8.210)
for any v ∈ dom(L). This implies u ∈ dom(L) and Lu = f − χ because L satisfies
(8.196). Knowing u ∈ dom(L), we can also choose v := u in (8.209), which gives

A(z) − χ, z − u ≥ 0 (8.211)

for any z ∈ V. Since A is monotone and radially continuous, by the Minty trick
(see Lemma 2.13) we obtain A(u) = χ. Altogether, Lu + A(u) = (f − χ) + χ = f .
If A is strictly monotone, so is L + A and thus the solution to the equation
Lu + A(u) = f is unique, which means that (L + A)−1 is single-valued. 
Theorem 8.91 (Existence). Let the Carathéodory mapping A : I × V → V ∗
satisfy the growth condition (8.77) and A(t, ·) be radially continuous, monotone
and semi-coercive in the sense of (8.82) with Z := V but with c2 = 0 and with
| · |V :=  · V . Then both the Cauchy problem (8.1) and the periodic problem
(8.195) have solutions. Moreover, if A(t, ·) is strictly monotone for a.a. t ∈ I,
these solutions are unique.
Proof. First, as in the proof of Lemma 8.90, we can consider L linear without loss
of generality. Since A is a Carathéodory mapping satisfying the growth condition


(8.77), A maps Lp (I; V ) ∩ L∞ (I; H) into Lp (I; V ∗ ) and A is radially continuous,
cf. Example 8.49.
Directly from (8.82) with c2 = 0 and | · |V :=  · V , we get the coercivity of
L + A with respect to the norm of V on dom(L) from (8.197) simply by integration
over I:
 T  T
du d
+ A(τ, u), u dτ ≥ u2H + c0 u(τ )pV − c1 (τ )u(τ )V dτ
0 dt 0 dt
 T
1 1

≥ u(T )H − u(0)H +
2 2
(c0 − ε)u(τ )pV − Cε cp1 (τ )dτ
2 2 0

1
≥ (c0 − ε)uLp(I;V ) − Cε c1 pLp
(I) − u0 2H .
p
2
In case (8.198) the last term simply disappears.
Then we use Lemmas 8.88 and 8.90 for V = Lp (I; V ) and L defined in


Lemma 8.88; note that then dom(L) = W 1,p,p (I; V, V ∗ ). 
Remark 8.92. Usage of semicoercivity (8.82) with c2 = 0 does not seem simple in
Theorem 8.91. If p < 2, the coercivity of L + A on dom(L) from (8.198) obviously
fails for (8.82) with c2 > 0. Also, the uniqueness for (8.195) fails if A(t, ·) is merely
monotone, while for (8.1) the monotonicity of A(t, ·) is sufficient for the uniqueness,
as we saw in Theorem 8.31. This is because L + A is then strictly monotone on
dom(L) from (8.197) but not on dom(L) from (8.198).
8.10. Problems with a convex potential: direct method 267

8.10 Problems with a convex potential: direct method

For φ : V → R convex, let us define the conjugate function φ∗ : V ∗ → R by

φ∗ (v ∗ ) := sup v ∗ , v − φ(v). (8.212)

v∈V

The transformation φ → φ∗ is called the Legendre transformation in the smooth

case, or the Legendre-Fenchel transformation in the general case.
φ

v*
1

v
φ *(v*)

Figure 18. An illustration of a convex φ and the

value of its conjugate φ∗ at a given v ∗ .
Always, φ∗ is convex, lower semicontinuous, and φ∗ (v ∗ ) + φ(v) ≥ v ∗ , v,
which is called Fenchel’s inequality. Also φ∗∗ = φ if and only if φ is lower semicon-
tinuous; recall that V is here considered as reflexive. If φ is lower semicontinuous
and proper (i.e. φ > −∞ and φ ≡ +∞), then94

v ∗ ∈ ∂φ(v) ⇔ v ∈ ∂φ∗ (v ∗ ) ⇔ φ∗ (v ∗ ) + φ(v) = v ∗ , v. (8.213)

For f ∈ V ∗ , we have [φ − f ]∗ (v ∗ ) = φ∗ (v ∗ + f ) because


[φ − f ]∗ (v ∗ ) = sup v ∗ , v − φ(v) − f, v
v∈V
= sup v ∗ + f, v − φ(v) = φ∗ (v ∗ + f ). (8.214)
v∈V

For any constant c, one has [φ + c]∗ = φ∗ − c. Also, [cφ]∗ = cφ∗ (·/c) provided c is
positive because
   v∗ 
" #∗ ∗ v∗
cφ (v ) = sup v ∗ , v − cφ(v) = c sup , v − φ(v) = cφ∗ . (8.215)
v∈V v∈V c c

Furthermore, φ∗1 ≤ φ∗2 if φ1 ≥ φ2 . Moreover, φ smooth implies φ∗ strictly convex.95

Suppose now that A(t, u) = ϕu (t, u) for some potential ϕ : I × V → R such
that ϕ(t, ·) : V → R is Gâteaux differentiable for a.a. t ∈ I with ϕu (t, ·) : V → V ∗
94 The inclusion v ∗ ∈ ∂φ(v) is equivalent to v ∗ , u − φ(u) ≤ v ∗ , v − φ(v) holding for any

u ∈ V , which is equivalent to φ∗ (v∗ ) = supu∈U v∗ , u −φ(u) = v∗ , v −φ(v), from which already

the equivalence of the first and the third statements follows. If φ is lower semicontinuous, then
φ∗∗ = φ, so that the equivalence with the second statement follows by symmetry.
95 Suppose a contrary, i.e. Graph(φ∗ ) contains a segment, then ∂φ(u) is not a singleton for u,

which contradicts Gâteaux differentiability of ϕ, cf. Exercise 5.32.

268 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

denoting its differential. Again, we consider the situation V ⊂ H ⊂ V ∗ for a

Hilbert space H. Let us define Φ : W 1,p,p (I; V, V ∗ ) → R by
 T 
1 du 
Φ(u) := u(T )2H + ϕ(t, u(t)) + ϕ∗ t, f (t) − − f (t), u(t) dt, (8.216)
2 0 dt
where ϕ∗ (t, ·) is conjugate to ϕ(t, ·). Let us mention that Φ is well-defined provided
ϕ is a convex Carathéodory integrand96 satisfying


cupV ≤ ϕ(t, u) ≤ C 1 + upV , (8.217)

which implies the analogous estimates for the conjugate ϕ∗ , namely

(cp)1−p ∗ p

(Cp)1−p


u  V ∗ ≥ ϕ∗
(t, u ∗
) ≥ 
u∗ pV ∗ − C; (8.218)
p p
cf. Example 8.97. Note that (8.217) ensures that Nϕ : Lp (I; V ) → L1 (I) while


(8.218) ensures that ϕ∗ (t, ·) has at most p -growth so that Nϕ∗ : Lp (I; V ∗ ) →
L1 (I); the needed fact that ϕ∗ is a Carathéodory integrand can be proved from
separability of V and from (8.218).97
Theorem 8.93 (Brezis-Ekeland variational principle [62]). Let ϕ be a
Carathéodory function satisfying (8.217) and ϕ(t, ·) be convex and continuously
differentiable.98 Then:


(i) If u ∈ W 1,p,p (I; V, V ∗ ) solves the Cauchy problem (8.1), then u minimizes Φ
over dom(L) from (8.197) and, moreover, Φ(u) = 12 u0 2H .
(ii) Conversely, if Φ(u) = 12 u0 2H for some u ∈ dom(L) from (8.197), then u
minimizes Φ over dom(L) and solves the Cauchy problem (8.1).
Proof. By (8.214) we have ϕ∗ (t, f + ·) = [ϕ(t, ·) − f ]∗ , and therefore, by using the
Fenchel inequality and (7.22), we have always
 T 
1 du 
Φ(u) = u(T )H +2
ϕ(t, u(t)) − f (t), u(t) + ϕ∗ t, f (t) − dt
2 0 dt
 T
du 1 1
≥ − , u(t) dt + u(T )2H = u0 2H (8.219)
0 dt 2 2
96 This means that ϕ(t, ·) : V → R is convex and continuous while ϕ(·, v) : I → R is measurable.
97 For a countable dense set {vk }k∈N ⊂ V , we have ϕ∗ (t, v∗ ) = supk∈N v∗ , vk − ϕ(t, vk ) and
then ϕ∗ (·, v∗ ), being a supremum of a countable collection of measurable functions { v∗ , vk −
ϕ(·, vk )}k∈N , is itself measurable. Moreover, (8.218) makes the convex functional ϕ∗ (t, ·) locally
bounded from above on the Banach space V ∗ , hence it must be continuous.
98 This guarantees, in particular, that A is a Carathéodory mapping: the continuity of A(t, ·) =

ϕ (t, ·) is just assumed while the measurability of A(·, u) = ϕ (·, u) follows from the measurability
of both ϕ(·, u + εv) and ϕ(·, u) for any u, v ∈ V , hence by Lebesgue’s Theorem 1.14 A(·, u), v =
Dϕ(·, u; v) = limε→0 1ε ϕ(·, u + εv) − 1ε ϕ(·, u) is Lebesgue measurable, too, and eventually A(·, u)
itself is Bochner measurable by Pettis’ Theorem 1.34 by exploiting again the (generally assumed)
separability of V .
8.10. Problems with a convex potential: direct method 269

for any u ∈ dom(L). If u solves the Cauchy problem (8.1), i.e. dt d

u + ϕu (t, u(t)) =

f (t) or, in other words, − dt u = (ϕ(t, u) − f (t), u)u , then, by using (8.214) and
d

(8.213),
" #
 " #∗  du 
ϕ − f (t) u(t) + ϕ − f (t) −
dt

  du  du
∗
= ϕ t, u(t) − f (t), u(t) + ϕ t, f (t) − =− , u(t) . (8.220)
dt dt
Hence this u attains the minimum of Φ on dom(L), proving thus (i).
Conversely, suppose that Φ(u) = 12 u0 2H . Note that, in view of (8.219),
u ∈ dom(L) then also minimizes Φ on dom(L). Moreover, by (8.219),
 T 
1 du  du
0 = Φ(u) − u0 H = 2
ϕ(t, u(t)) + ϕ∗ t, f (t)− − f (t)− , u(t) dt ≥ 0;
2 0 dt dt
the last inequality goes from the Fenchel inequality. Thus, for a.a. t, it holds that
ϕ(t, u(t)) − f (t), u(t) + ϕ∗ (t, f (t) − dt
d
u) +  dt
d
u, u(t) = 0. By (8.213), this is

equivalent with dt u = f (t) − ϕu (t, u(t)), so that u ∈ dom(L) solves the Cauchy
d

problem (8.1). 
Corollary 8.94. Let the assumptions of Theorem 8.93 be fulfilled. Then the solution
to (8.1) is unique.
Proof. As ϕ is smooth, ϕ∗ is strictly convex, and thus also Φ is strictly convex
because L is injective on dom(L) from (8.197). Thus Φ can have only one minimizer
on the affine manifold dom(L). By Theorem 8.93(i), it gives uniqueness of the
solution to (8.1). 
Remark 8.95 (Periodic problems). Modification for periodic problem (8.195) uses:
T
Φ(u) := 0 ϕ(t, u(t)) + ϕ∗ (t, f (t) − dt
d
u) − f (t), u(t)dt and dom(L) from (8.198).
The minimum of Φ on dom(L) is 0. Modification of Corollary 8.94 for periodic
problems requires ϕ(t, ·) strictly convex because L is not injective on dom(L) from
(8.198) so that strict convexity of ϕ∗ (t, ·) does not ensure strict convexity of Φ.
Note that Theorem 8.93(i) stated the existence of a minimizer of Φ on
dom(L) by means of an a-priori knowledge that the solution to the Cauchy
problem (8.1) does exist. We can however proceed in the opposite way, which
gives us another (so-called direct) method to prove existence of a solution to
(8.1). Note that Theorem 8.93(ii) does not imply this existence result because
minu∈dom(L) Φ(u) = 12 u0 2H is not obvious unless we know that the solution to
(8.1) exists.
Theorem 8.96 (Direct method). Let the assumptions of Theorem 8.93 be fulfilled
and let also ϕ∗ (t, ·) be smooth. Then:
(i) Φ attains its minimum on dom(L).
(ii) Moreover, this (unique) minimizer represents the solution to the Cauchy prob-
lem (8.1).
270 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Proof. (i) Φ is convex, continuous, W 1,p,p (I; V, V ∗ ) is reflexive, and by Lemma 7.3


the mapping u → u(0) : W 1,p,p (I; V, V ∗ ) → H is continuous so that dom(L) is


closed in W 1,p,p (I; V, V ∗ ). Moreover, by (8.217) and (8.218), Φ is coercive on
dom(L): indeed, due to the lower bound
 T. /
(Cp)1−p  du 



p  p
Φ(u) ≥ cuV − f, u + f −  − C dt, (8.221)
0 p dt V ∗
obviously Φ(u) → +∞ for uLp(I;V ) +  dt d
uLp
(I;V ∗ ) → ∞. Then the existence
of a minimizer follows by the direct method.
(ii) We must calculate Φ and then use simply Φ (u), v = 0 for any v


belonging to the tangent cone to dom(L) at u, i.e for any v ∈ W 1,p,p (I; V, V ∗ )
with v(0) = 0.
Without loss of generality, we can consider u0 = 0; cf. the proof of
Lemma 8.90. Then dom(L) is a linear subspace and, if endowed by the topol-


ogy of W 1,p,p (I; V, V ∗ ), L is continuous and injective, and therefore L−1 does
exist on Range(L).
T T
Denote ϕT (u) = 0 ϕ(t, u(t))dt and similarly ϕ∗T (ξ) = 0 ϕ∗ (t, ξ(t))dt. Note


that ϕ∗T : Lp (I; V ∗ ) → R is conjugate to ϕT : Lp (I; V ) → R.99 Using L : u →
1,p,p


d
dt u : W (I; V, V ∗ ) → Lp (I; V ∗ ) and (8.216), we can write
1
Φ(u) = [ϕT − f ](u) + ϕ∗T (f − L(u)) + u(T )2H . (8.222)
2
Using the first equivalence in (8.213) and realizing that ∂ϕT = {ϕT } and ∂ϕ∗T =
{[ϕ∗T ] }, we obtain [ϕ∗T ] = [ϕT ]−1 . In particular, denoting w := [ϕ∗T ] (f − L(u)),
we have w = [ϕT ]−1 (f − L(u)), so that
ϕT (w) = f − L(u). (8.223)
We can then calculate100


Φ (u) = ϕT (u) − f − L∗ [ϕ∗T ] (f − L(u)) + u(T ) · δT
= ϕT (u) − f + L(w) + (u(T ) − w(T )) · δT (8.224)


where δT : W 1,p,p (I; V, V ∗ ) → H : u → u(T ) and where we used also the identity
L∗ (w) = −L(w) + w(T ) · δT which follows from the by-parts formula for w ∈



W 1,p,p (I; V, V ∗ ) ⊂ Lp (I; V ∗ )∗ if v(0) = 0 is taken into account:
dw dv
L(w), v = , v = − w, + w(T ), v(T ) − w(0), v(0)
dt dt
= w, L(v) + w(T ), v(T ) = L∗ (w), v + w(T ), v(T ) . (8.225)
ÊT
99 This follows from the identity [ϕT ]∗ (ξ) = supu∈Lp (I;V ) ξ(t), u(t) − ϕ(t, u(t))dt =
ÊT ∗
0

0 supu∈V [ ξ(t), u − ϕ(t, u)]dt = ϕT (ξ) which can be proved by a measurable-selection tech-
nique.
100 We also use the formula ∂Φ(A(u)) = A∗ ∂Φ(u) which holds provided 0 ∈ int(Range(A) −

Dom(Φ)).
8.10. Problems with a convex potential: direct method 271

From Φ (u), v = 0 with v vanishing on [0, T − ε] and such that v(T ) = u(T ) −
w(T ), passing also ε → 0, we obtain from (8.224) that 0 = v(T ), u(T ) − w(T ) =
u(T ) − w(T )2H , i.e.
u(T ) = w(T ). (8.226)

Furthermore, taking v with a compact support in (0, T ), we get from Φ (u), v = 0
with Φ in (8.224) that
ϕT (u) − f + L(w) = 0. (8.227)

Subtracting (8.223) and (8.227), testing it by u − w, and using monotonicity of

ϕT , we get

1 d 
u − w2 . (8.228)
0 = L(u) − L(w), u − w + ϕT (w) − ϕT (u), u − w ≤ H
2 dt
Using (8.226) and the Gronwall inequality backward, we get u = w. Putting this
into (8.227) (or alternatively into (8.223)), we get dt d
u + ϕu (t, u(t)) = f (t); here
 
we use also that 101
[ϕT (u)](t) = ϕu (t, u(t)). As u ∈ dom(L), the initial condition
u(0) = u0 is satisfied, too. 


Example 8.97. For φ(v) = p1 vpV , the conjugate function is102 φ∗ (v ∗ ) = p1
v ∗ pV ∗ ,
which explains why p := p/(p − 1) has been called a conjugate exponent. This also




(cp)1−p
implies (c · pV )∗ = cp p1
 cp
· p
V ∗ = p
 · pV ∗ .

 1 (Parabolic
Example 8.98 evolution by p-Laplacean

103
). Considering V = W01,p (Ω),
p
ϕ(t, u) = Ω p |∇u| dx and f (t), u = Ω g(t, x)u(x)dx corresponds, in the variant
of the Cauchy problem, to the initial-boundary-value problem
⎧ ∂u

⎪ p−2
⎨ ∂t − div |∇u| ∇u = g
⎪ in Q,
u = 0 on Σ, (8.229)
⎪
⎪
⎩
u(0, ·) = u0 in Ω;


cf. Example 4.23. Let us abbreviate ∆p : W01,p (Ω) → W −1,p (Ω) the p-Laplacean,
this means ∆p u := div(|∇u|p−2 ∇u). One can notice that ϕ(u) = p1 upW 1,p (Ω)
0
p

provided uW 1,p (Ω) := ∇uLp (Ω;Rn ) . Then ϕ∗ (ξ) = p
ξW −1,p
(Ω) .
1
Moreover,
0
one can see104 that ∆p u = −Jp (u) where Jp : V → V ∗ is the duality mapping with
respect to the p-power defined by the formulae Jp (u), u = Jp (u)V ∗ uV and
101 See e.g. [180, Theorem II.9.24].
102 This follows by the Hölder inequality.
103 For the linear case (i.e. p = 2) see Brezis and Ekeland [62] or also Aubin [24].
104 Cf. Proposition 3.14 which, however, must be modified. Note that, for p = 2, J = J with J
p
the standard duality mapping (3.1).
272 Chapter 8. Evolution by pseudomonotone or weakly continuous mappings

Jp (u)V ∗ = up−1 −1 p−1
V . Hence, ξV ∗ = Jp (ξ)V implies here ξpW −1,p
(Ω) =
p
∆−1
p ξW 1,p (Ω) so that
0

1 

ξ p −1,p
1 p 1 
−1 p
ϕ∗ (ξ) =  W (Ω)
=  ∆−1  
p ξ W 1,p (Ω) =  ∇ ∆p ξ Lp (Ω;Rn ) . (8.230)
p p 0 p
It yields the following explicit form of the functional Φ:
 T  
1 p 1  −1
 ∂u p ∂u
Φ(u) = |∇u| +  ∇ ∆p g −  − gu dx + , u dt. (8.231)
0 Ω p p ∂t ∂t
We can observe that the integrand in (8.231) is nonlocal in space; some nonlocality
(in space or in time) is actually inevitable as shown by Adler [5] who proved
that there is no local variational principle yielding (8.229) as its Euler-Lagrange
equation.

8.11 Bibliographical remarks

Further reading concerning evolution by pseudomonotone mappings can include
monographs by Brezis [59], Gajewski et al. [144], Lions [222], Růžička [314,
Sect. 3.3.5-6], Showalter [321, Chap.III], Zeidler [354, Vol.II B]. Special mono-
graphs by Kačur [188] and Rektorys [293] are devoted to Rothe’s method.
Galerkin’s method is in a special monograph Thomée [337], and also in Zeidler
[354, Sect.30].
Quasilinear parabolic equations are thoroughly exposed in Ladyzhenskaya,
Solonikov, Uraltseva [212], Liebermann [220, Chap.13], Lions [222, Chap.II.1], and
Taylor [334, Chap.15]. Semilinear equations received special attentions in Henri
[171], Pao [275] and Robinson [297]. Monotone parabolic equations are also in
Wloka [351]. The weak solution we derived in Theorems 8.13 and 8.28 on an
abstract level for weakly continuous mappings can in concrete cases be derived for
quasilinear equations, too; cf. [229, Sect.5.3]. Fully nonlinear equations of the type
∂
∂t u + a(∆u) = g (also not mentioned in here) are, e.g., in Dong [108, Chap.9,10],
or Liebermann [220, Chap.14–15].
Regularity theory for parabolic equations is exposed, e.g., in Bensoussan and
Frehse [47], Kačur [188, Chap.3], Ladyzhenskaya et al. [212], Lions and Magenes
[223], and Taylor [334, Chap.15]. For further advanced topics in parabolic problems
see DiBenedetto [104], Galaktionov [145], and Zheng [356]. In the context of their
optimal control, we refer e.g. to Fattorini [125, Part II] or Tröltzsch [340].
The Navier-Stokes equations have been thoroughly exposed by Constantin
and Foias [92], Feistauer [126], Lions [222, Chap.I.6], Sohr [326], Taylor [334,
Chap.17], and Temam [335]. Generalization for non-Newtonean fluids is in La-
dyzhenskaya [211] and Málek et al. [229].
For time periodic problems we refer to Vejvoda et al. [344]. The method
used for the existence Theorem 8.91 applies also to the general case when A is
8.11. Bibliographical remarks 273

pseudomonotone, see Brezis [59] or also Zeidler [354, Section 32.4]. See also Lions
[222, Section 7.2.2] for A being the mapping of type M.
The Brezis-Ekeland principle in the weaker version as in Theorem 8.93, in-
vented in [62], can be found even for nonsmooth problems in Aubin and Cellina
[25, Section 3.4] or Aubin [24] for V a Hilbert space, f = 0, and autonomous sys-
tems. The improvement as a direct method, i.e. Theorem 8.96, is from [308]. Other
variational principles for parabolic equations had been surveyed by Hlaváček [174].
Chapter 9

Evolution governed by accretive

mappings

Now we replace the weak compactness and monotonicity method by the norm
topology technique and a completeness argument. Although, in comparison with
the former technique, this method is not the basic one, it widens in a worthwhile
way the range of the monotone-mapping approach presented in Chapter 8.
Again we consider the Cauchy problem (8.4) but now with A : dom(A) → X
an m-accretive mapping (or, more generally, A + λI m-accretive for some λ ≥ 0),
X a Banach space whose norm will be denoted by  ·  as in Chap. 3, dom(A)
dense1 in X, f ∈ L1 (I; X), u0 ∈ X.

9.1 Strong solutions

Let us agree to call u ∈ W 1,1 (I; X) ≡ W 1,∞,1 (I; X, X) a strong solution to the
initial-value problem (8.4) if {A(u(t))}t≥0 is bounded in X, hence in particular
u(t) ∈ dom(A) for all t ∈ I, and (8.4) is valid a.e. on I := [0, T ], as well as the initial
condition in (8.4) holds, and the distributional derivative dt d
u ∈ L1 (I; X) is also
the weak derivative, i.e. w-limε→0 ε u(t + ε) − ε u(t) for a.a. t ∈ I.2 The following
1 1

assertion will be found useful:

Lemma 9.1. Let Φ : X → R be convex and locally Lipschitz continuous, and u ∈
W 1,1 (I; X) have also the weak derivative. Then Φ ◦ u : I → R is a.e. differentiable
and dtd
Φ(u(t)) = f, dt
d
u(t) with any f ∈ ∂Φ(u(t)) holds for a.a. t ∈ I.
Proof. As u ∈ W 1,1 (I; X) is bounded and absolutely continuous and Φ locally
Lipschitz, Φ ◦ u is absolutely continuous, and hence a.e. differentiable. Consider
1 Infact, if cl(dom(A)) = X, we must require u0 ∈cl(dom(A)) in Lemma 9.4 and Theorem 9.5.
2 Ingeneral, u ∈ W 1,1 (I; X) need not have the weak derivative, but if it has, then it coincides
d
with the distributional derivative dt u.
276 Chapter 9. Evolution governed by accretive mappings

t ∈ I at which Φ◦u as well as u have (weak) derivatives. As Φ is convex, Φ(u(t+ε)) ≥

Φ(u(t)) + f, u(t+ε)−u(t) for any f ∈ ∂Φ(u(t)) and any ε ∈ [−t, T − t], cf. (5.2)
for v := u(t+ε). In particular, for ε > 0, we obtain

Φ(u(t+ε)) − Φ(u(t)) u(t+ε) − u(t)

≥ f, and (9.1a)
ε ε
Φ(u(t)) − Φ(u(t−ε)) u(t) − u(t−ε)
≤ f, . (9.1b)
ε ε
Passing to the limit in (9.1a,b), we obtain respectively d
dt Φ(u(t)) ≥ f, dt
d
u(t) and
dt Φ(u(t)) ≤ f, dt u(t). 
d d

The following assertion justifies the definition of the strong solution:

Proposition 9.2 (Uniqueness, continuous dependence). Let Aλ , defined by

Aλ := A + λI (9.2)

with I : X → X denoting the identity, be accretive, and X ∗ be separable. Then the

strong solution, if it exists, is unique. Moreover,


u1 − u2 C(I;X) ≤ emax(λ,0)T f1 − f2 L1 (I;X) + u01 − u02  (9.3)
d
with ui being the unique strong solutions to dt ui +A(ui ) = fi , ui (0) = u0i , i = 1, 2.

dt (u1 −u2 )+A(u1 )−A(u2 ) = f1 −f2 by

d
Proof. Our strategy is to test the difference
J(u1 −u2 ). Using Lemma 9.1 for Φ = 12  · 2 and that ∂Φ = J, cf. Example 5.2, we
obtain j ∗ , dt
d
(u1 −u2 ) = 12 dt
d
u1 −u2 2 for any j ∗ ∈ J(u1 −u2 ) a.e. on I. As we have
the liberty in taking j ∈ J(u1 −u2 ) arbitrarily, we select it so that j ∗ , Aλ (u1 ) −
∗

Aλ (u2 ) ≥ 0 a.e. on I, using the accretivity of Aλ . Then, for a.a. t ∈ I, we have

d 1 d
u1 − u2  u1 − u2  = u1 − u2 2
dt 2 dt
1 d
≤ u1 −u2 2 + j ∗ , Aλ (u1 )−Aλ (u2 )
2 dt
d(u1 −u2 )
= j∗, + Aλ (u1 )−Aλ (u2 ) = j ∗ , f1 −f2 + λ(u1 −u2 )

dt 

≤ j ∗ ∗ f1 −f2  + λu1 −u2  = u1 −u2  f1 −f2  + λu1 −u2  , (9.4)

then we divide3 it by u1 −u2 , which gives dt

d
u1 −u2  ≤ f1 −f2 +λu1 −u2 , and
use the Gronwall inequality (1.65). This gives u1 (t)−u2 (t) ≤ eλt (u01 −u02  +
t
0
f1 (ϑ)−f2 (ϑ)e−λϑ dϑ). The uniqueness comes as a side product. 
3 This step is legal. Indeed, assume that, at some t > 0, it holds that u −u  = 0 and
1 2
simultaneously dtd
u1 −u2  > f1 −f2  + λu1 −u2  ≥ 0, which would however imply existence
of ε > 0 such that u1 −u2 (t − ε) = u1 −u2 (t) + o(ε) < 0, a contradition.
9.1. Strong solutions 277

The existence of a solution will be proved by the Rothe method, based again
on the recursive formula (8.5) combined with (8.57). The Rothe functions uτ and
ūτ are again defined by (8.6) and (8.7), respectively.
Lemma 9.3 (Existence of Rothe’s sequence). Let Aλ be m-accretive, f ∈
L1 (I; X), u0 ∈ X. Then uτ does exist provided τ < 1/λ (or τ arbitrary if λ ≤ 0).
Proof. We have 
" # τ
I + τ A (u1τ ) = u0 + f (t) dt ∈ X, (9.5)
0

which has at least one solution u1τ ∈ dom(A) because I + τ A = I + τ Aλ − τ λI =

τ
(1−τ λ)[I+ 1−τ λ Aλ ] and Aλ is m-accretive and thus [I+λ1 Aλ ] is surjective for any
λ1 := τ /(1 − τ λ) positive, in particular for any τ > 0 sufficiently small, obviously
τ < 1/λ (if λ > 0), cf. Definition 3.4 and (9.2).
Recursively, we obtain u2τ , u3τ , etc. 
Lemma 9.4 (A-priori estimates). Let Aλ be m-accretive, f ∈ L1 (I; X), and
u0 ∈ X. Then, for τ < 1/λ, it holds that

uτ C(I;X) ≤ C, ūτ L∞ (I;X) ≤ C. (9.6)

If, in addition, f ∈ W 1,1 (I; X) and u0 ∈ dom(A), then also

 du 

 τ
  ∞ ≤ C f W 1,1 (I;X) + A(u0 ) . (9.7)
dt L (I;X)

Proof. First, by making a transformation as in the proof of Lemma 8.90, one can
assume dom(A)  0.
The identity (8.5) with (8.57) can be rewritten into the form
01 1−1  1   kτ
1
ukτ = I + Aλ uk−1
τ + f k
τ + λu k
τ , where fτk := f (t) dt. (9.8)
τ τ τ (k−1)τ

As Aλ is accretive, [I + τ Aλ ]−1 is nonexpansive (see Lemma 3.7) and therefore

[ τ1 I + Aλ ]−1 is Lipschitz continuous with the constant τ . Denoting vτ := [ τ1 I +
Aλ ]−1 (0), we obtain from (9.8) that ukτ − vτ  ≤ τ ( τ1 uk−1
τ + fτk + λukτ ) − 0, from
which we obtain


ukτ  ≤ uk−1
τ  + τ fτk  + λukτ  + vτ . (9.9)

Then we get the estimates (9.6) by using the discrete Gronwall inequality (1.69)4
because τ λ < 1 and because vτ  = O(τ ); indeed,



 
vτ  = vτ −0 ≤  vτ +τ Aλ (vτ ) − 0+τ Aλ (0)  = τ Aλ (0) = O(τ ) (9.10)
4 Note that the condition τ < 1/a in (1.69) reads here just as τ < 1/λ.
278 Chapter 9. Evolution governed by accretive mappings

because [I + τ Aλ ]−1 is nonexpansive and because vτ +τ Aλ (vτ ) = 0.

Furthermore, assuming f ∈ W 1,1 (I; X) and u0 ∈ dom(A), we apply J(ukτ −
k−1
uτ ) to (8.5). We get, by using accretivity of Aλ ,5

1 k k−1 2 uk −uk−1
uτ −uτ  ≤ J(ukτ −uk−1
τ ), τ τ
τ τ
+ J(ukτ −uk−1
τ ), Aλ (ukτ ) − Aλ (uk−1
τ )
= J(ukτ − uk−1
τ ), fτk − A(uk−1
τ ) + λ(ukτ −uk−1
τ )
= J(ukτ − uk−1
τ ), fτk−1 − A(uk−1
τ ) + (fτk − fτk−1 ) + λ(ukτ −uk−1
τ )
uk−1
τ − uk−2
τ
= J(ukτ − uk−1
τ ), + (fτk − fτk−1 ) + λ(ukτ −uk−1
τ )
τ
  
  uτ −uτ   k k−1 
k−1 k−2  k k−1 
≤ J(ukτ −uk−1
τ )
∗   + f τ −f τ
 + λ uτ −uτ  . (9.11)
τ

Dividing it by ukτ − uk−1

τ  = J(ukτ − uk−1
τ )∗ , for k ≥ 2 we get
 uk −uk−1   uk−1 −uk−2   f k −f k−1   uk −uk−1 
 τ τ   τ τ     
 ≤  + τ  τ τ  + λτ  τ τ , (9.12)
τ τ τ τ
which can be treated by Gronwall’s inequality (1.69) if λτ < 1, by using also
summability of the second right-hand-side term in (9.12) uniformly in τ if f ∈
W 1,1 (I; X).6 For k = 1, similarly as in (9.11), we obtain u1τ −u0τ 2 ≤ τ J(u1 −u0 ),
fτ1 −A(u0τ )+λ(u1τ −u0τ ) ≤ τ u1τ −u0τ  fτ1−A(u0τ )+λ(u1τ −u0τ ), from which further
 u1 −u0   
 τ τ
  ≤ fτ1 − A(u0τ ) + λ(u1τ −u0τ )
τ
       u1 −u0 
 τ τ
≤ f (0) + A(u0 ) + τ f  W 1,1 (I;X)
+ λ  . (9.13)
τ
From this, exploiting also u0 ∈ dom(A), (9.7) follows. 

Theorem 9.5 (Existence of strong solutions, Kato [191, 192]). Let X ∗ be

uniformly convex,7 f ∈ W 1,1 (I; X) and u0 ∈ dom(A). Then there is u ∈ W 1,∞ (I; X)
such that uτ → u in C(I; X) and this u is a strong solution to (8.4).
Proof. We show that {uτ }τ >0 is a Cauchy sequence in C(I; X). For τ, σ > 0,
d
we have dt uτ + A(ūτ ) = f¯τ and dt
d
uσ + A(ūσ ) = f¯σ . Subtracting them, testing
5 If J is set-valued, we must again select a suitable element from J to ensure non-

negativity of the second left-hand-side term, while the required identity ukτ −uk−1 τ 2 =


k−1 k−1
J(uτ −uτ ), uτ −uτ
k k holds always.
6 Assuming f ∈ W 1,1 (I; X), one must modify (8.72)–(8.73) to bound T /τ k−1
k=1 fτ − fτ 
k

independently of τ .
7 A counterexample by Webb (cf. [102, Sect.14.3, Example 6]) shows that this assumption is

indeed essential.
9.1. Strong solutions 279

it by J(ūτ − ūσ ), and using also accretivity of Aλ and monotonicity8 of J (see

Lemma 3.2(ii)), we obtain

1 d 
uτ −uσ 2 ≤ J(uτ −uσ ), d (uτ −uσ ) + J(ūτ −ūσ ), Aλ (ūτ )−Aλ (ūσ )
2 dt dt
¯ ¯ d
= J(ūτ −ūσ ), fτ −fσ + J(uτ −uσ ) − J(ūτ −ūσ ), (uτ −uσ )
dt
     2
+ λ J(ūτ −ūσ ), ūτ −ūσ ≤ J(ūτ −ūσ ) f¯τ −f¯σ  + λūτ −ūσ 
∗
1 2 1  2  2
≤ ūτ − ūσ  + f¯τ − f¯σ  + λūτ − ūσ  ,
2 2
and the term ūτ − ūσ  can further be estimated by
         
ūτ −ūσ  ≤ uτ −uσ  + ūτ −uτ  + ūσ −uσ  = uτ −uσ  + O(τ ) + O(σ) (9.14)

due to the estimate

  d 
ūτ − uτ  ∞  
L (I;X)
≤ τ  uτ  ∞ ≤ τC (9.15)
dt L (I;X)

where (9.7) was used. We eventually obtain

d       
uτ −uσ 2 ≤ uτ −uσ 2 + f¯τ −f¯σ 2 + 2λuτ −uσ 2 + O(max(τ, σ)). (9.16)
dt

Using f¯τ − f¯σ  → 0 in L1 (I) for τ, σ → 0, by the Gronwall inequality, we get

uτ − uσ C(I;X) → 0 if τ, σ → 0; more precisely, uτ − uσ C(I;X) = O(max(τ, σ)).
Since C(I; X) is complete, the limit of the sequence {uτ }τ >0 exists.
Take t ∈ I. Thanks to (9.7) and f ∈ W 1,1 (I; X) ⊂ L∞ (I; X), A(ūτ (t)) is
bounded so that we can assume that A(ūτ (t)) converges weakly in X to some
w(t); here we used reflexivity of X ∗ (and hence also of X) by Milman-Pettis’
theorem. Simultaneously, ūτ (t) → u(t) because uτ (t) → u(t) and uτ (t)−ūτ (t) → 0,
cf. (9.15). Now we have to show that the graph of the m-accretive mapping Aλ
is (norm×weak)-closed. Exploiting the assumed uniform convexity of X ∗ , hence
continuity of J, cf. Lemma 3.2(iii), we have J(v−ūτ (t)) → J(v−u(t)), and thus

J(v−u(t)), Aλ (v) − wλ = lim J(v−ūτ (t)), Aλ (v) − Aλ (ūτ (t)) ≥ 0 (9.17)

τ →0

for any v ∈ dom(Aλ ) and for wλ := w + u(t). As I + Aλ is surjective, we may

choose v ∈ V so that v + Aλ (v) = u(t) + wλ , and then from (9.17) we get 0 ≤
J(v − u(t)), Aλ (v) − wλ  = J(v − u(t)), u(t) − v = −u(t) − v2 . Hence u(t) =
v ∈ dom(Aλ ) and, from v + Aλ (v) = u(t)+ wλ , we further obtain u(t)+ Aλ (u(t)) =
u(t) + wλ , i.e. wλ = Aλ (u(t)) and thus also w(t) = A(u(t)).
8 By monotonicity of J, it holds that J(uτ − uσ ) − J(ūτ − ūσ ), d
dt
(uτ − uσ ) ≤ 0.
280 Chapter 9. Evolution governed by accretive mappings

Moreover, f¯τ → f in L1 (I; X) and also dt d

uτ d 2
dt u weakly in L (I; X).
Altogether, we can pass to the limit in the equation dt uτ + A(ūτ ) = f¯τ , obtaining
d

(8.4). Since uτ (0) = u0 and uτ → u in C(I; X), the initial condition u(0) = u0 is
satisfied, too. By Milman-Pettis’ theorem, the uniformly convex X ∗ is reflexive,
d
and hence so is X. Therefore the distributional derivative dt u is also the weak
d
derivative; note that u, having the distributional derivative dt u in L1 (I; X), is
t d
also absolutely continuous due to the estimate u(t) − u(s) ≤ s  dϑ udϑ9 so
d
that, by Komura’s Theorem 1.39, dt u is even the strong derivative. Eventually,
{A(u(t))}t∈I = {f (t) − dt u}t∈I is bounded in X, as required.
d


9.2 Integral solutions

We define u ∈ C(I; X) the integral solution (of type λ) if u(0) = u0 and

1 1
∀v ∈ dom(A), 0 ≤ s ≤ t ≤ T : u(t) − v2 ≤ u(s) − v2
2 2
 t
 2
+ f (ϑ) − A(v), u(ϑ) − v s + λu(ϑ) − v  dϑ ; (9.18)
s

where λ refers to the accretivity of Aλ := A+λI and where u, vs := sup u, J(v)
is the semi-inner product, cf. (3.7). Note that integral solutions need not range
over dom(A) and their time derivative need not exist, in contrast with the strong
solutions.

Proposition 9.6 (Consistency of definition (9.18)). Let Aλ := A+λI be ac-

cretive (for a sufficiently large λ). Any strong solution is the integral solution.

Proof. Using accretivity of Aλ and the properties (3.1) of the duality mapping J,
we get the following calculations:10

Ê
9 This can be seen from (7.2) used for ϕ(ϑ) := st ε (ϑ − θ)dθ with ε from (7.11), and by
Ê d
passing to the limit with ε → 0, which gives u(t) − u(s) = st dϑ u dϑ at all Lebesgue points s
and t of u, cf. Theorem 1.35,
10 If J is set-valued, we must choose a suitable j ∗ ∈ J(u(ϑ) − v) in order to guarantee the non-

positiveness of the first right-hand side term and use that the identity dtd 1
2
u(ϑ)− v2 = j ∗ , du
dt
∗
holds a.e. for whatever choice j ∈ J(u(ϑ) − v) we made, cf. Lemma 9.1.
9.2. Integral solutions 281
 t
1 1 d 1
u(t) − v2 − u(s) − v2 = u(ϑ) − v2 dϑ
2 2 s dϑ 2
 t  t
du du
= J(u(ϑ)−v), dϑ = J(u(ϑ)−v), − f (ϑ) + A(v)
s dϑ s dϑ
+ J(u(ϑ) − v), f (ϑ) − A(v) dϑ
 t
≤ J(u(ϑ)−v), −A(u(ϑ)) + A(v) + f (ϑ) − A(v), u(ϑ) − v s dϑ
s
 t
≤ J(u(ϑ)−v), −Aλ (u(ϑ)) + Aλ (v)
s
+λ J(u(ϑ)−v), u(ϑ) − v + f (ϑ) − A(v), u(ϑ) − v s dϑ
 t
≤ λu(ϑ) − v2 + f (ϑ) − A(v), u(ϑ) − v s dϑ . (9.19)
s

Hence, Theorem 9.5 yields an integral solution if the data f and u0 are regular
enough and X is reflexive with X ∗ uniformly convex. We put the regularity of
f and u0 off, and later in Theorem 9.9 we get rid also of the reflexivity of X.
Even more important and here more difficult, is to prove uniqueness that shows
selectivity of the definition of integral-solutions, which is not self-evident at all.
Theorem 9.7 (Existence and uniqueness). Let X ∗ be uniformly convex, Aλ be
m-accretive, f ∈ L1 (I; X), and u0 ∈ cl dom(A), in particular just u0 ∈ X if A is
densely defined. Then (8.4) has a unique integral solution.
Proof. Take fε ∈ W 1,1 (I; X) and u0ε ∈ dom(A) such that fε → f in L1 (I; X) and
u0ε → u0 in X. Denote uε ∈ C(I; X) the strong solution to the problem

duε

+ A uε (t) = fε (t) , uε (0) = u0ε , (9.20)
dt
obtained in Theorem 9.5, so that by (9.19) for any v ∈ dom(A) and any 0 ≤ s ≤
t ≤ T it holds that
1 1
uε (t) − v2 ≤ uε (s) − v2
2 2
 t
+ fε (ϑ) − A(v), uε (ϑ) − v s
+ λuε (ϑ) − v2 dϑ. (9.21)
s

By (9.3), {uε }ε>0 is a Cauchy sequence in C(I; X) which is complete, so that there
is some u ∈ C(I; X) such that uε → u in C(I; X).
Since uε (0) = u0ε → u0 and simultaneously uε (0) → u(0), we can see that
u(0) = u0 . Moreover, passing to the limit in (9.21) and using the continuity of
·, ·s ,11 we can see that u is an integral solution to (8.4).
11 For the limit passage in the integral, we use Lebesgue’s Theorem 1.14 and realize that, by
282 Chapter 9. Evolution governed by accretive mappings

For uniqueness of the integral solution, let us consider, besides the just ob-
tained integral solution u, some other integral solution, say ũ. Take uε the strong
solution corresponding to fε and u0ε as above. As uε (σ) ∈ dom(A) for arbitrary
σ ∈ I, we thus can put a test element v := uε (σ) into (9.21), obtaining
1 1
ũ(t) − uε (σ)2 − ũ(s) − uε (σ)2
2 2
 t
≤ f (ϑ) − A(uε (σ)), ũ(ϑ) − uε (σ) s + λũ(ϑ) − uε (σ)2 dϑ
s
 t
≤ f (ϑ) − fε (σ), ũ(ϑ) − uε (σ) s dϑ
s
 t  t
duε
+ 2λ ũ(ϑ) − uε (σ) dϑ +
2
(σ), ũ(ϑ) − uε (σ) dϑ, (9.22)
s s dt s
b
where we used A(uε (σ)) = fε (σ) − dt d
uε (σ). Let us apply a dσ to (9.22). By using
Fubini’s theorem, we can re-write the last integral as
 b . t /
duε
(σ), ũ(ϑ) − uε (σ) dϑ dσ
a s dt s
 t 8 b 9
duε
= (σ), ũ(ϑ) − uε (σ) dσ dϑ
s a dt s
 t
1
= ũ(ϑ) − uε (a)2 − ũ(ϑ) − uε (b)2 dϑ. (9.23)
2 s
Abbreviating ϕε (t, σ) := 12 ũ(t) − uε (σ)2 and ψε (ϑ, σ) := f (ϑ) − fε (σ), ũ(ϑ) −
uε (σ)s , we get
 b  b t
ϕε (t, σ) − ϕε (s, σ) dσ ≤ ψε (σ, ϑ) + 2λϕε (ϑ, σ) dϑdσ
a a s
 t
+ ϕε (ϑ, a) − ϕε (ϑ, b) dϑ. (9.24)
s

Pass to the limit with ε → 0, using uε → u in C(I; X) (here the first part of this
theorem is exploited) and fε → f in L1 (I; X) (with an integrable majorant), so
that in particular
 b  b
lim sup ψε (ϑ, σ) dσ = lim sup f (ϑ) − fε (σ), ũ(ϑ) − uε (σ) s dσ
ε→0 a ε→0 a
 b  b
≤ f (ϑ) − f (σ), ũ(ϑ) − u(σ) s
dσ =: ψ(ϑ, σ) dσ; (9.25)
a a

Lemma 3.2(iii), J is continuous and thus so is (u, v) → u, J(v) = u, v s , and that {fε }ε>0 can
have an integrable majorant, and ·, · s has a linear growth in the left-hand argument, while for
the right-hand argument we have L∞ -a-priori estimates (9.6) valid for f ’s in L1 (I; X) and u0 ’s
in X.
9.2. Integral solutions 283

again we used the upper semicontinuity of ·, ·s . Denoting naturally ϕ(ϑ, σ) :=
2 ũ(ϑ) − u(σ) , we have eventually (9.24) without the subscript ε.
1 2

Now we need still to smooth ϕ and ψ for a moment. We can do it by convo-

lution with a kernel like (7.11), cf. Figure 16(middle). For simplicity, here we use
1
δ χ[−δ/2,δ/2] with δ > 0, prolong ũ and u for t < 0 by continuity and f for t < 0
 δ/2  δ/2
by zero, and define ϕδ (ϑ, σ) := δ12 −δ/2 −δ/2 ϕ(ϑ − ξ, σ − ζ)dζdξ and similarly
 δ/2  δ/2
ψδ (ϑ, σ) := δ12 −δ/2 −δ/2 ψ(ϑ − ξ, σ − ζ)dζdξ. Using (9.24) (without ε, of course)
we obtain
 b  t
ϕδ (t, σ) − ϕδ (s, σ) dσ + ϕδ (ϑ, b) − ϕδ (ϑ, a) dϑ
a s
 δ/2  δ/2  b
1
= 2 ϕ(t−ξ, σ−ζ) − ϕ(s−ξ, σ−ζ) dσ
δ −δ/2 −δ/2 a
 t 
+ ϕ(ϑ−ξ, b−ζ) − ϕ(ϑ−ξ, a−ζ) dϑ dξdζ
s
 δ/2  δ/2  b−ζ
1
= 2 ϕ(t−ξ, σ) − ϕ(s−ξ, σ) dσ
δ −δ/2 −δ/2 a−ζ
 t−ξ 
+ ϕ(ϑ, b−ζ) − ϕ(ϑ, a−ζ) dϑ dξdζ
s−ξ
 δ/2  δ/2  b−ζ  t−ξ 
1
≤ ψ(ϑ, σ) + 2λϕ(ϑ, σ)dϑdσ dξdζ
δ2 −δ/2 −δ/2 a−ζ s−ξ
 δ/2  δ/2   b t 
1
= 2 ψ(ϑ−ξ, σ−ζ)+2λϕ(ϑ−ξ, σ−ζ)dϑdσ dξdζ
δ −δ/2 −δ/2 a s
 b t
= ψδ (ϑ, σ) + 2λϕδ (ϑ, σ) dϑdσ (9.26)
a s

for any δ/2 ≤ a ≤ b ≤ T − δ/2 and δ/2 ≤ s ≤ t ≤ T − δ/2. Thus we get (9.24)
with δ instead of ε. As now ϕδ and ψδ are absolutely continuous, we can deduce
∂ ∂
ϕδ (ϑ, σ) + ϕδ (ϑ, σ) ≤ ψδ (ϑ, σ) + 2λϕδ (ϑ, σ) ; (9.27)
∂ϑ ∂σ
t b
to see it, just apply s dϑ a dσ to (9.27) to get (9.26). Putting ϑ = σ and denoting
-δ (ϑ) := ϕδ (ϑ, ϑ) and ψ-δ (ϑ) := ψδ (ϑ, ϑ), we obtain
ϕ
d
-δ (ϑ) ≤ ψ-δ (ϑ) + 2λϕ
ϕ -δ (ϑ). (9.28)
dϑ
From Gronwall’s inequality, we get
  t
  
-δ (t) ≤ ϕ
ϕ -δ (0) + ψ-δ (ϑ)dϑ e2λ+ t (9.29)
0
284 Chapter 9. Evolution governed by accretive mappings

 δ/2  δ/2
for any t ∈ I. Now we can pass δ → 0. Obviously, ϕ -δ (t) = δ12 −δ/2 −δ/2 ϕ(t−ξ, t−
ζ)dζdξ → ϕ(t, t) = 12 ũ(t) − u(t)2 for each t ∈ I. In particular, ϕ-δ (0) → 12 ũ(0) −
u(0) = 2 u0 − u0  = 0. Moreover, using |ψ(ϑ, σ)| = |f (ϑ) − f (σ), ũ(ϑ) −
2 1 2

u(σ)s | ≤ Cf (ϑ) − f (σ) with C = ũC(I;X) + uC(I;X), we obtain

   
t  
ψ-δ (ϑ) dϑ =
t
1  δ/2 δ/2 

 ψ(ϑ − ξ, ϑ − ζ) dζdξ  dϑ
0 0 δ2 −δ/2 −δ/2
 t 
C δ/2 δ/2  
≤ f (ϑ−ξ) − f (ϑ−ζ) dζdξdϑ
δ2 0 −δ/2 −δ/2
 t  
C δ/2 δ/2    
≤ f (ϑ−ξ) − f (ϑ) + f (ϑ) − f (ϑ−ζ) dζdξdϑ
0 δ2 −δ/2 −δ/2
 
t
1 δ/2  
≤C f (ϑ−ξ) − f (ϑ) dξdϑ
0 δ −δ/2
 
t
1 δ/2  
+C f (ϑ−ζ) − f (ϑ) dζdϑ. (9.30)
0 δ −δ/2

The last two terms then converge to zero, cf. Theorems 1.14 and 1.35. Hence from
(9.29) we get in the limit that ϕ(t, t) = 0, so ũ(t) = u(t) for any t ∈ I. 

Having the uniqueness of the integral solution, the stability (9.3) follows
just by the limit passage by strong solutions corresponding to regularized data
(fiε , u0iε ) → (fi , u0i ), i = 1, 2. This yields:
Corollary 9.8 (Stability). Let the conditions of Theorem 9.7 hold. Then the
estimate (9.3) holds for ui being the unique integral solution corresponding to the
data (fi , u0i ) ∈ L1 (I; X) × cl dom(A), i = 1, 2.
The requirement of the uniform convexity of X ∗ (hence, in particular, reflex-
ivity of X) we used in Theorem 9.7 can be restrictive in some applications but
it can be weakened. We do it in the next assertion, proving thus existence of the
integral solution by the Rothe method combined with a regularization of data.
Theorem 9.9 (Existence: the nonreflexive case). Let f ∈ L1 (I; X), u0 ∈
cl dom(A), and Aλ be m-accretive for some λ. Then (8.4) has an integral solution.
Proof. We take the regularization fε ∈ W 1,1 (I; X) and u0ε ∈ dom(A) as in the
proof of Theorem 9.7, i.e. fε → f in L1 (I; X) and u0ε → u0 in X, but here we
additionally assume
 
1  

fε  1,1 =O and A(u0ε ) = O 1 . (9.31)
W (I;X) ε ε
Denote uετ ∈ C(I; X) the Rothe solution corresponding to fε and u0ε with a time
d
step τ > 0, i.e. it holds that dt uετ + A(ūετ ) = (fε )τ , and uετ (0) = u0ε ; here we
9.2. Integral solutions 285

used m-accretivity of Aλ . Then, combining (9.7) and (9.15),

1 τ
ūετ − uετ  = τ O = O( ). (9.32)
ε ε
Therefore, (9.16) holds but with the term O(max(τ, σ)/ε) instead of O(max(τ, σ)).
Thus, as in the original proof of Theorem 9.5, the Rothe sequence {uτ }τ,ε>0,τ =o(ε)
and also {ūτ }τ,ε>0,τ =o(ε) are Cauchy in C(I; X) with the same limit in the com-
plete space C(I; X), say u, cf. (9.16); note that this holds for a general X with a
possibly not uniformly convex dual X ∗ .
As J has a potential 12  · 2 , cf. Example 5.2, we have, as in (9.19), the
estimate
1 k 1
u − v2 − uk−1 − v2 ≤ j ∗ , ukετ − uk−1
2 ετ 2 ετ ετ
∗ k k−1 k k
= j , uετ − uετ − τ fετ + τ A(v) + τ (fετ − A(v))
= j ∗ , −τ A(ukετ ) + τ A(v) + τ (fετ
k
− A(v))
= τ j ∗ , Aλ (v) − Aλ (ukετ ) + fετ
k
− A(v) + λ(ukετ − v)
k
≤ fετ − A(v), ukετ − v s
+ λukετ − v2 , (9.33)

where the former inequality holds for any j ∗ ∈ J(ukετ − v) while for the last one
we must select j ∗ ∈ J(ukετ − v) suitably so that j ∗ , Aλ (ukετ ) − Aλ (v) ≥ 0.
Summing it between two arbitrary time levels, we get

uετ (t)−v2 uετ (s)−v2 t  2
≤ + (fε )τ (ϑ)−A(v), ūετ (ϑ)−v s + λūετ (ϑ)−v  dϑ
2 2 s

with t, s ∈ {kτ ; k = 0, . . . , T /τ }. Fixing t and s, let us now make the limit passage
with τ = T 2−k , k → ∞, ε → 0, τ = o(ε). The above inequality turns then into
(9.18) using again the upper semicontinuity of ·, ·s and, thanks to τ = o(ε), also
using Lemma 8.7.12 Altogether, we can see that u satisfies (9.18) for t and s from
a dense subset of I. Then, by continuity, (9.18) holds for any t, s ∈ I.
Moreover, since uετ (0) = u0ε → u0 and also uετ (0) → u(0), we can see that
u(0) = u0 . Hence u is an integral solution to (8.4). 
Remark 9.10 (Periodic problems13 ). If, in addition, Aλ is accretive for some λ < 0,
then u0 → u(T ) is a contraction on X, namely

u1 (T ) − u2 (T ) ≤ eλT u01 − u02 , (9.34)

12 For the limit passage in the integral, we note that {(f ) }
ε τ ε=τ >0 can have an integrable
majorant, ·, · s has a linear growth in the left-hand argument, while for the right-hand argument
ūετ (·)−v we have L∞ -a-priori estimates (9.6) valid for f ’s in L1 (I; X) and u0 ’s in X. Then one
is to use the upper semicontinuity of ·, · s , cf. Exercise 3.34 on p.106, and Fatou’s Theorem 1.15.
13 See Barbu [34, Sect.III.2.2], Brezis [60, Sect.III.6], Crandall and Pazy [96], Showalter [321,

Sect.IV, Prop.7.3], or Straškraba and Vejvoda [331], or Vainberg [343, Sect.VIII.26.4].

286 Chapter 9. Evolution governed by accretive mappings

cf. Corollary 9.8.14 Having proved this contraction, one can use the Banach fixed
point Theorem 1.12 to prove existence of a unique periodic integral solution,
i.e. u ∈ C(I; X) satisfying (9.18) and u(T ) = u(0).

Example 9.11 (Connection with the monotone-mapping approach). Consider A1 :

V → V ∗ monotone, radially continuous, and bounded, A2 : H → H Lipschitz
continuous with a Lipschitz constant , and A1 + A2 : V → V ∗ coercive, V ⊂ H ∼=
H ∗ ⊂ V ∗ , V being embedded into H densely and compactly. We define X and
A : dom(A) → X by


X := H, dom(A) := v ∈ V ; A1 (v) ∈ H , A := A1 +A2 dom(A) . (9.35)

Then Aλ is accretive for λ ≥because J : X = H ∼

= H ∗ = X ∗ is the identity and


J(u−v), A(u)−A(v) + λ(u−v) H ∗ ×H = u−v, A1 (u)−A1 (v) + λu−v2H


+ u−v, A2 (u)−A2 (v) ≥ A1 (u)−A1 (v), u−v V ∗ ×V + (λ− )u−v2H ≥ 0
(9.36)

for any u, v ∈ dom(A) and for λ ≥ . Moreover, as A2 : V → V ∗ is totally

continuous, it is pseudomonotone as well as A1 , so that I + A1 + A2 is also
pseudomonotone. As A1 + A2 is coercive, I + A1 + A2 is coercive, too. Thus,
for any f ∈ H, the equation u + A1 (u) + A2 (u) = f has a solution u ∈ V . More-
over, A1 (u) = f − u − A2(u) ∈ H so that u ∈ dom(A). Hence I + A : dom(A) → H
is surjective, so that Aλ is m-accretive. This approach gives additional information
d
about solutions to dt u + A(u) = f , u(0) = u0 , in comparison with Theorems 8.16
and 8.18. E.g. if f ∈ W 1,1 (I; H) and u0 ∈ V such that A(u0 ) ∈ H, then dt d
u exists
everywhere even as a weak derivative.

Remark 9.12 (Lipschitz perturbation of accretive mappings). The calculation

(9.36) applies for a general case if A = A1 +A2 with A1 : dom(A) → X m-accretive
and A2 : X → X Lipschitz continuous. Then Aλ := A+λI is m-accretive for λ ≥ ,
and then Theorems 9.5, 9.7, and 9.9 obviously extend to this case.

9.3 Excursion to nonlinear semigroups

The concept of evolution governed by autonomous (=time independent) accretive
mappings is intimately related to the theory of semigroups, which is an extensively
developed area with lots of nice results, although its application is often rather
limited. Here we only present a very minimal excursion into it.
14 This can be seen from the estimate (9.3) for f = f . If X ∗ is not uniformly convex, we can
1 2
use (9.3) obtained in the limit for those integral solutions which arose by the regularization/time-
discretization procedure in the proof of Theorem 9.9, even without having formally proved their
uniqueness in this case.
9.3. Excursion to nonlinear semigroups 287

A one-parametric collection {St }t≥0 of mappings St : X → X is called a

C 0 -semigroup if St ◦ Ss = St+s , S0 = I, and (t, u) → St (u) : [0, +∞) × X → X is
separately continuous15 . If, moreover, St (u) − St (v) ≤ eλt u − v, then {St }t≥0
is called a C 0 -semigroup of the type λ. In particular, if λ = 0, we speak about a
nonexpansive C 0 -semigroup.16
A natural temptation is to describe behaviour of St for all t > 0 by some
object (called a generator) known at the origin t = 0. This idea reflects an ever-
lasting ambition of mankind to forecast the future from the present. For this, we
define the so-called (weak) generator Aw as

St (u) − u
Aw (u) = w-lim (9.37)
t0 t
with dom(Aw ) = {u ∈ X, the limit in (9.37) exists}. The relation of nonexpan-
sive semigroups with accretive mappings is very intimate:
Proposition 9.13. If {St }t≥0 is a nonexpansive semigroup, then Aw is dissipative.
Proof. Take u, v ∈ X and an (even arbitrary) element j ∗ ∈ J(u−v). Then

St (u) − u St (v) − v 1 ∗  2 
j∗, − = j , St (u) − St (v) − u − v 
t t t
1 

   
≤ St (u) − St (v) − u − v  u − v  ≤ 0 (9.38)
t
provided St is nonexpansive. Considering u, v ∈ dom(Aw ), we can pass to the limit
to obtain j ∗ , Aw (u) − Aw (v) ≤ 0. 

The relation between the semigroup and its generators substantially depends
on qualification of X. In general, there even exist nonexpansive C 0 -semigroups
possessing no generator, i.e. dom(Aw ) = ∅; such an example is due to Crandall
and Liggett [93].
Using (and expanding) our previous results, we obtain a way to generate a
C 0 -semigroup by means of an m-dissipative generator.
Proposition 9.14. Let X and X ∗ be uniformly convex and A : dom(A) → X be
m-accretive with dom(A) dense in X, and let St (u0 ) := u(t) with u ∈ C([0, t]; X)
d
being a unique integral solution to the problem dt u + A(u) = 0 with the initial
condition u(0) = u0 . Then:
(i) {St }t≥0 is a nonexpansive C 0 -semigroup whose generator is −A.
(ii) The mapping t → A(u(t)) is weakly continuous.
d
(iii) The weak derivative dt u(t) exists for all t ≥ 0 and dt
d
u(t) + A(u(t)) = 0.
15 This means that both t → S (u) and S (·) are continuous. Equivalently, continuity of t →
t t
St (u) is guaranteed by limt0 St = I pointwise.
16 In literature, from historical reasons, such semigroups are also called, not completely cor-

rectly, semigroups of contractions (as if λ were negative).

288 Chapter 9. Evolution governed by accretive mappings

Proof. It is obvious that {St }t≥0 is a C 0 -semigroup. The nonexpansiveness of St

follows from (9.3), cf. Corollary 9.8, i.e. here St (u01 ) − St (u02 ) := u1 (t) −
u2 (t) ≤ u01 − u02 .
As {A(u(t))}t≥0 is bounded in X and, by Milman-Pettis’ theorem, X is re-
flexive, we can assume the A(u(tk )) ξ in X for (a suitable sequence) tk → t with
t ≥ 0. Simultaneously, u(tk ) → u(t). As A is m-accretive (hence also maximally
accretive) and X ∗ is uniformly convex, A has a (norm×weak)-closed graph (see
the proof of Theorem 9.5), and thus A(u(t)) = ξ and w-lims→t A(u(s)) = A(u(t)),
proving thus (ii).
 t+ε
Then, passing to the limit in 1ε u(t+ε) + 1ε u(t) = − 1ε t A(u(s))ds gives

1 t+ε
dt u(t) = w- limε→0 − ε t A(u(s))ds = −A(u(t)), proving thus (iii).
d

For u0 ∈ dom(A), we thus have limt0 1ε St (u0 )+ 1ε u0 = −A(u0 ). But simulta-

neously, by definition (9.37), it is equal to Aw (u0 ). Thus dom(A) ⊃ dom(−Aw ). By
Proposition 9.13 and Exercise 3.37, −Aw is accretive and A is maximally accretive,
hence dom(A) = dom(−Aw ). 

The above assertion can be generalized for Aλ := A+λI m-accretive and then
{St }t≥0 a C 0 -semigroup of type λ. Also, it conversely holds that a nonexpansive
C 0 -semigroup on X, uniformly convex together with its dual, yields u(·) : t →
d
St (u0 ) weakly differentiable everywhere, Aw (u(·)) weakly continuous, and dt u(t) =
Aw (u(t)) for all t ≥ 0; let us remark that its generator Aw , which is dissipative
17

by Proposition 9.13, need not be m-dissipative.

For X ∗ uniformly convex and A m-accretive, we have, in fact, proved18 that
the so-called Crandall-Liggett formula [93]
. /−k
t
St (u) = lim I+ A (u) (9.39)
k→∞ k

generates a nonexpansive C 0 -semigroup. In fact, by sophisticated combinatorial

arguments, it can be proved for a general Banach space X that the limit in (9.39)
is even uniform with respect to t ranging over bounded intervals I.
In the Hilbert case, we can use, in particular, Example 9.11. In this situation,
d
the equation dt u + A1 (u)+ A2 (u) = 0 induces a C 0 -semigroup on H of type λ with
λ referring to the Lipschitz constant of A2 . Again f ∈ L1 (I; H) is allowed similarly
17 If X is a Hilbert space, any maximally accretive mapping is m-accretive, and thus we can

prove it simply by taking a maximally accretive extension A of −Aw (which does exists by a
standard Zorn-lemma argument) and by applying Proposition 9.14 when realizing that u(t) =
St (u0 ) for any u0 ∈ dom(Aw ) ⊂ dom(−A). In a general uniformly convex Banach space we refer,
e.g., to Barbu [34, Theorem III.1.2].
 
18 Realize that I + t A −k (u ) = uk with uk from (8.5) with f k ≡ 0 and τ = t/k, and then
k 0 τ τ τ
the convergence limk→∞,τ →0,kτ =t ukτ = limτ →0 uτ (t) = u(t) = St (u0 ) has been obtained in
the proof of Theorem 9.7 provided u0 ∈ dom(A) and k’s forming an ever-refining sequence of
partitions of [0, t], while for a general u0 ∈ X this proof must be modified so that the convergence
u0τ → u0 is employed first. The (even Lipschitz) continuity of St (·) follows from the estimate
(9.3).
9.3. Excursion to nonlinear semigroups 289

as in Theorem 8.13, which completes the previous results.19 In a general Hilbert

case, the relation between nonexpansive C 0 -semigroups and their generators is
very intimate: the generator is always densely defined, and there is a one-to-one
correspondence between m-accretive mappings and generators of nonexpansive
C 0 -semigroups.
For the linear operator A (and again a Banach space X), the consequence of
Proposition 9.14 is the following:
Corollary 9.15. Let X and X ∗ be uniformly convex, A0 : dom(A0 ) → X, with
dom(A0 ) dense in X, be linear, let A0 (v), vs ≤ 0 and let A0 − I be surjective.
Then A0 generates a nonexpansive C 0 -semigroup.
Proof. We take A = −A0 . Then Aλ is m-accretive and St (v) := u(t) with u being
d
the unique integral solution to dt u + A(u(t)) = 0, u(0) = v. 

In fact, the above assertion holds for a general Banach space (even also as a
converse implication), which is known as the Lumer-Phillips theorem [227].
We will still consider a special “semilinear” (but partly nonautonomous)
situation, namely that A(t, v) := A1 (v)+A2 (t, v) with −A1 being a linear generator
of a nonexpansive C 0 -semigroup {St }t≥0 ⊂ L(X, X) and A2 : I × X → X a
Carathéodory mapping qualified later. We call u ∈ C(I; X) a mild solution to the
Cauchy problem (8.1) if the following Volterra-type integral equation
 t


u(t) = St u0 + St−s f (s) − A2 (s, u(s)) ds (9.40)
0

holds for any t ∈ I. Existence and uniqueness of a mild solution can be shown
quite easily:
Proposition 9.16 (Existence and uniqueness). Let A(t, v) := A1 (v) + A2 (t, v)
with −A1 a linear generator of a nonexpansive C 0 -semigroup {St }t≥0 , and the
Carathéodory mapping A2 : I × X → X satisfy A2 (·, 0) ∈ L1 (0, T ; X) and
A2 (t, v1 ) − A2 (t, v2 ) ≤ (t)v1 −v2  for some ∈ L1 (0, T ) and v1 , v2 ∈ X, and let
f ∈ L1 (I; X) and u0 ∈ X. Then there is just one mild solution u ∈ C(I; X) to (8.1).
Proof. Uniqueness follows simply by subtracting (9.40) written for two solutions u1
t
and u2 , which gives u12 (t) := u1 (t)−u2 (t) = 0 St−s (A2 (s, u2 (s))−A2 (s, u1 (s)))ds,
hence
 t
     
u12 (t) ≤ St−s  A2 (s, u2 (s))−A2 (s, u1 (s))ds
L(X,X)
0
 t
 
≤ (s)u12 (s) ds (9.41)
0
19 In fact, one can still prove that, if A1 (u0 ) ∈ H, then there is u ∈ W 1,∞ (I; H) a strong
+
d
solution to dt
u + A1 (u) + A2 (u) = f , u(0) = u0 , and even and ddt u + A1 (u) + A2 (u) = f holds
+
everywhere on I where ddt denotes the right derivative, cf. e.g. [34, Theoem III.2.5.].
290 Chapter 9. Evolution governed by accretive mappings

because St−s is nonexpansive, from which u12 = 0 follows by Gronwall’s inequality.

For the existence we use Banach’s fixed point Theorem 1.12.  t Considering


ū1 , ū2 ∈ C(I;
 X), we calculate u 1 , u 2 ∈ C(I; X) as u i (t) := S t u 0 + S
0 t−s
f (s) −
A2 (s, ūi (s)) ds, i = 1, 2. Like (9.41), we can estimate u1 (t) − u2 (t) ≤
t
 t1 
0 (t)ū1 (s)− ū2 (s)ds so that u1 −u2 C(0,t1 ;X) ≤ 0 (s)ds ū1 − ū2 C(0,t1 ;X) .
Hence the mapping ū → u is a contraction on C(0, t1 ; X) if t1 > 0 is so small that
 t1
0 (s)ds < 1, and has thus a fixed point u ∈ C(0, t1 ; X), being obviously a mild
solution on [0, t1 ]. Then, starting from u(t1 ) instead of u0 , we get a mild solution
t
on [t1 , t2 ] with t2 > 0 so small that t12 (s)ds < 1. Altogether, for t ∈ [t1 , t2 ], it
holds that
 t


u(t) = St−t1 u(t1 ) + St−s f (s) − A2 (s, u(s)) ds
t1
  
t1
  t

= St−t1 St1 u0 + St1 −s f (s)−A2 (s, u(s)) ds + St−s f (s)−A2 (s, u(s)) ds
0 t1
 t

= St u 0 + St−s f (s) − A2 (s, u(s)) ds,
0

so we have obtained a mild solution on [0, t2 ]. As ∈ L1 (0, T ), we can continue

such prolongation until some tk ≥ T . 

Proposition 9.17. Let A, f and u0 be qualified as in Proposition 9.16. Then:

d
(i) (Consistency.) Any strong solution to dt u + A1 u + A2 (t, u) = f , u(0) = u0 ,
with −A1 a generator of a linear C -semigroup {St }t≥0 is a mild solution.
0

(ii) (Selectivity I.) If the mild solution is weakly differentiable, then it is the
strong solution, too.
(iii) (Selectivity II.) If X ∗ is uniformly convex, f ∈ W 1,1 (I; X), u0 ∈ dom(A1 ),
and A2 time independent, then the mild solution is also the strong solution.

Proof. Obviously, 1ε St+ε v − 1ε St v = ( 1ε Sε − 1ε I)St v = St ( 1ε Sε − 1ε I)v, hence in the

d
limit dt St v = Aw St v = St Aw v = −A1 St v, where dt d
denotes the weak derivative
and Aw = −A1 is the generator of {St }t≥0 .
d d
Then, as to (i), it holds that ds St−s u(s) = A1 St−s u(s) + St−s ds u(s) =
A1 St−s u(s) + St−s (A1 u(s) + f (s) − A2 (s, u(s))) = St−s (f (s) − A2 (s, u(s))), which
gives (9.40) after the integration over [0, t].
As to (ii), differentiating (9.40), one obtains
 t
du dSt dSt−s

= u0 + f (s) − A2 (s, u(s)) ds + f (t) − A2 (t, u(t))
dt dt 0 dt
 t


= Aw St u0 + Aw St−s f (s)−A2 (s, u(s)) ds + f (t) − A2 (t, u(t))
0
= Aw u(t) + f (t) − A2 (t, u(t)).
9.4. Applications to initial-boundary-value problems 291

As to (iii), by Theorem 9.5, our problem possesses a strong solution u. By

this Proposition 9.17(i), u is also a mild solution. By Proposition 9.16, there is no
other mild solution. 
Remark 9.18 (Nonautonomous systems 20 ). For the general time-dependent A as
used in (8.1), instead of a one-parametric C 0 -semigroup of type λ, it is natural
to consider a two-parametric collection of mappings {Ut,s : X → X}0≤s≤t such
that Ut,t = I, Ut,ϑ ◦ Uϑ,s = Ut,s for any 0 ≤ t ≤ ϑ ≤ s, and Ut,s (u) − Ut,s (v) ≤
eλ(t−s) u − v and (t, s) → Ut,s (v) is continuous for any u, v ∈ X. If I + λA(t, ·)
are accretive for all t ≥ 0, {Ut,s }0≤s≤t can be generated by the Crandall-Liggett
formula (9.39) naturally generalized as
k 0
 t−s
t−s 1−1
Ut,s (u) := lim I+ A s+i ,· (u). (9.42)
k→∞
i=1
k k

For the autonomous case when A(t, ·) ≡ A, we can put simply St := U0,t to obtain
the previous situation; note that then (9.42) just coincides with (9.39).

9.4 Applications to initial-boundary-value problems

Example 9.19 (Nonlinear heat transfer ). We consider heat transfer in a homoge-
neous isotropic but temperature-dependent medium (8.171) moving by a forced
advection with the given velocity field v :
 ∂θ 

c(θ) + v · ∇θ − div κ(θ)∇θ + c0 (x, θ) = g. (9.43)
∂t
∂θ
We consider the time-independent Neumann boundary condition κ(θ) ∂ν = h and
the initial condition θ|t=0 = θ0 . We first apply the enthalpy transformation and
also the Kirchhoff transformation (8.172), which turns the outlined problem into
the form ⎧
⎪ ∂u
⎪
⎪ + v · ∇u − ∆β(u) + γ(x, u) = g in Q,
⎪
⎨ ∂t
∂ (9.44)
⎪ β(u) = h on Σ,
⎪
⎪ ∂ν
⎪
⎩ u(0, ·) = u0 on Ω,

with β(r) := [- κ ◦ -c −1 ](r), cf. Example 8.68, and γ(x, r) := c0 (x, -c −1 (r)) and
u0 ∈ -c (θ0 ). The m-accretive mapping approach, cf. also Remark 3.25, requires
v ∈ W 1,∞ (Ω; Rn ) such that div v ≤ 0 and (v |Σ ) · ν = 0 and then can be based on
the setting:
X := L1 (Ω), A(u) := v · ∇u − ∆β(u) + γ(x, u), (9.45a)
 ∂ 
dom(A) := u ∈ L1 (Ω); ∆β(u) − v · ∇u ∈ L1 (Ω), β(u) = h ; (9.45b)
∂ν
20 First relevant papers are by Browder [69], Crandall, Pazy [96], and Kato [191].
292 Chapter 9. Evolution governed by accretive mappings

of course, ∆β(u) − v · ∇u =: f is meant in the sense of distributions, i.e. f, z =

β(u)∆z + u(v ·∇z) − u (div v ) z for any z ∈ D(Ω). If γ(x, ·) is Lipschitz continuous
with
 the Lipschitz constant , then Aλ is accretive
 for λ≥ , which follows from
Ω (γ(u) − γ(v) + λ(u−v)) sign(u−v)dx ≥ Ω (− |u−v| + λ|u−v|)dx ≥ 0. Then
Theorem 9.9 provides existence of an integral solution for physically natural data
qualification, i.e.

g ∈ L1 (I; L1 (Ω)) ∼
= L1 (Q) and w0 ∈ L1 (Ω), (9.46)

so that the heat sources have a finite energy (without any further restrictions),
#

while for h we required h ∈ L2 (Γ) in Proposition 3.22.21
In fact, we need β = κ - ◦ -c −1 to be Lipschitz continuous and increasing, and
we do not need -c to be strictly increasing, and thus c(·) ≥ ε > 0 need not be upper-
bounded. Even more, -c can be a monotone set-valued mapping which corresponds
to Dirac distributions in c. This is an enthalpy formulation of the Stefan problem.
Then u0 ∈ -c (θ0 ) is to be determined because the initial temperature θ0 need not
bear enough information if -c jumps at θ0 ; each such a jump is related to the
respective latent heat of the particular phase transformations.

Example 9.20 (Scalar conservation law22 ). In view of Section 3.2.4, we consider

the initial-boundary-value problem
⎧ ∂u ∂
⎪
⎪ + F (u) = g in Q := (0, T ) × (0, 1),
⎪
⎨ ∂t ∂x
u(·, 0) = uD on (0, T ), (9.47)
⎪
⎪
⎪
⎩ u(0, ·) = u0 on Ω := (0, 1).

The m-accretive mapping approach requires F strongly monotone, cf. Proposi-

tion 3.26, and then we obtain an integral solution u ∈ C(I; L1 (0, 1)) if g ∈ L1 (Q)
and u0 ∈ L1 (0, 1). A special case F (r) = 12 r2 leads to the so-called Burgers equa-
tion

∂u ∂u
+u = g in Q := (0, T ) × (0, 1), u|x=0 = uD , u|t=0 = u0 . (9.48)
∂t ∂x

The above theory, however, does not apply directly since F is now not strongly
monotone. Assuming u0 ≥ 0, uD ≥ 0, we can expect u ≥ 0, cf. also Exercise 8.82,
and then modify F (r) = 12 |r|r which is strictly (but not strongly) monotone.
Then we modify dom(A) from (3.39b) for {u ∈ L∞ (0, 1); u(0) = uD , dxd
(|u|u) ∈
L (0, 1) in the weak sense}, without requiring u ∈ W (0, 1).
1 1,1

21 For a general time-dependent boundary heat flux h ∈ L1 (Σ) see [307].

22 See Zeidler [354, Vol.III, Sect.57.6].
9.4. Applications to initial-boundary-value problems 293

Example 9.21 (Conservation law on Rn ). 23 In view of Remark 3.27, we can con-

sider also the initial-value problem
⎧ n
⎪
⎪ 
⎨ ∂u + ∂
Fi (u) = g in Q := (0, T ) × Rn ,
∂t i=1
∂x i (9.49)
⎪
⎪
⎩ u(0, ·) = u0 on Rn .

Assuming F ∈ C 1 (R; Rn ) and lim sup|u|→0 |F (u)|/|u| < ∞, the mapping A defined
as the closure in L1 (Rn ) × L1 (Rn ) of the mapping u → div(F (u)) : C01 (Rn ) →
C0 (Rn ) is m-accretive on L1 (Ω), and then we obtain an integral solution u ∈
C(I; L1 (Rn )) if g ∈ L1 (Q) and u0 ∈ L1 (Rn ).
Example 9.22 (Hamilton-Jacobi equation). In view of Remark 3.28, the (one-
dimensional) Hamilton-Jacobi equation
⎧ ∂u
∂u 
⎪
⎪ +F = g in Q := (0, T ) × (0, 1),
⎪
⎨ ∂t ∂x
u|Σ = 0 on Σ := (0, T ) × {0, 1}, (9.50)
⎪
⎪
⎪
⎩ u(0, ·) = u0 on Ω := (0, 1),

with F :R→R increasing, has an integral solution u ∈ C(Q̄) if g ∈ L1 (I; C([0, 1]))
and u0 ∈ C([0, 1]).
Example 9.23 (Nonlinear test I). Consider again the quasilinear boundary-value
problem (8.146). Being inspired by Section 3.2.2 (i.e. accretivity of ∆p in Lq (Ω)
and concrete form of the duality mapping J in Lq (Ω), see Propositions 3.16 and
3.13), we can test (8.146) by |u|q−2 u, q ≥ 1, as we did in (9.9).24 The particular
terms can be estimated as
 
∂u q−2 1 ∂|u|q 1 d
|u| u dx = dx = uqLq (Ω) , (9.51a)
∂t q ∂t q dt
Ω Ω


−div |∇u|p−2 ∇u |u|q−2 u dx
Ω
 

q−2  ∂u
= |∇u| ∇u · ∇ |u| u dx − |∇u|p−2 |u|q−2 u dS
p−2
∂ν
Ω
  Γ
p q−2 q2 +q−2
= (q−1) |∇u| |u| dx + |u| − h|u|q−2 u dS, (9.51b)
 Ω Γ
q1 +q−2
|u|q1 −2 u|u|q−2 u dx = uL q1 +q−2 (Ω) , (9.51c)
Ω
23 See Barbu [35, Sections 2.3.2 and 4.3.4], Dafermos [100, Chap.VI], or Miyadera [244, Chap.7].

Other techniques are exposed in Málek at al. [229, Chap.2].

24 The calculations (9.51) are only formal unless we have proved regularity of u in advance. In

the context of results we have proved, a rigorous derivation is to be made by time discretization.
294 Chapter 9. Evolution governed by accretive mappings

cf. Section 3.2.2 for (9.51b). Altogether, abbreviating pi = qi +q−2 for i = 1, 2 and
realizing that |∇u|p |u|q−2 = (p/(p+q−2))p |∇|u|(p+q−2)/p |p , we get

1 d  p  
uq q + (q−1) p ∇|u|(p+q−2)/p p p + up1p
   p2
L (Ω)
+ uLp2 (Γ)
q dt (p+q−2)p L (Ω) L 1 (Ω)
 
= g|u|q−2 u dx + h|u|q−2 u dS
Ω  Γ    
≤ g Lq (Ω)  |u|q−1 Lq
(Ω) + hLp2 /(q2 −1) (Γ)  |u|q−1 Lp2 /(q−1) (Γ)
 
 q  q2 −1  p2 /(q2 −1)  
= g Lq (Ω) 1+uLq (Ω) + h p /(q −1) + q−1 up2p . (9.52)
p2 L 2 2 (Γ) p2 L 2 (Γ)

We assume g ∈ L1 (I; Lq (Ω)), h ∈ Lp2 /(q2 −1) (Σ), and u0 ∈ Lq (Ω), and use Gron-
wall’s inequality to get the estimate of u in L∞ (I; Lq (Ω)) ∩ Lq1 +q−1 (Q) and of
|u|(p+q−2)/p in Lp (I; W 1,p (Ω)). If p = 2, from the term (q−1)|u|q−2 |∇u|2 in (9.51b)
we obtain through (1.46) still an estimate of u in Lq (I; W 2/q−,q (Ω)).
Example 9.24 (Nonlinear test II). Considering again the problem (8.146), we can
∂ ∂
differentiate it in time and test it by | ∂t u|q−2 ∂t u, q ≥ 1, as we did in (9.11).25
The particular terms arising on the left-hand side can be treated as
   q
∂ 2 u  ∂u q−2 ∂u 1 d  ∂u  1 d 
 ∂u q
  dx =   dx =   , (9.53a)
∂t2 ∂t ∂t q dt Ω ∂t q dt ∂t Lq (Ω)
Ω     
∂
 ∂u q−2 ∂u ∂
− div |∇u|p−2 ∇u   dx = |∇u|p−2 ∇u
∂t ∂t ∂t ∂t
Ω
    Ω
 q−2 ∂u
 ∂u q−2 ∂u ∂ p−2 ∂u  ∂u 
·∇   dx − |∇u|   dS
∂t ∂t Γ ∂t ∂ν ∂t ∂t

8p−8  ∂|∇u|p/2 2  ∂u q−2
≥ (q−1) 2   dx
p ∂t ∂t
 Ω
 ∂u q ∂h  ∂u q−2 ∂u
   
+ (q2 −1)|u|q2 −2   −   dS, (9.53b)
Γ ∂t ∂t ∂t ∂t
 
∂(|u|q1 −1 u)  ∂u q−2 ∂u  ∂u q
 
  dx = (q1 − 1)|u|q1 −2   dx ≥ 0 (9.53c)
Ω ∂t ∂t ∂t Ω ∂t
cf. the calculations in (8.152). Like (8.152), it requires p > 1. Assuming h constant
∂
in time so that ∂t h simply vanishes, we obtain
  
1 d 
 ∂u q ∂g  ∂u q−2 ∂u  ∂g 
 
 ∂u q
 
  ≤   dx ≤   q 1+  q . (9.54)
q dt ∂t Lq (Ω) Ω ∂t ∂t ∂t ∂t L (Ω) ∂t L (Ω)

By Gronwall’s inequality, we get u ∈ W 1,∞ (I; Lq (Ω)) provided g ∈ W 1,1 (I; Lq (Ω))
∂
and div(|∇u0 |p−2 ∇u0 ) − |u0 |q1 −2 u0 = ∂t u|t=0 ∈ Lq (Ω).
25 Again, the calculations in this example are only formal unless we have proved regularity of
u in advance. A rigorous derivation would have to be made by time discretization.
9.5. Applications to some systems 295

∂ ∂
If p = 2, we obtain a term (q−1)| ∂t u|q−2 | ∂t ∇u|2 in (9.53b), cf. (8.152). Then,
∂
from (1.46), we obtain still an estimate of ∂t u in Lq (I; W 2/q−,q (Ω)).
 ∂ q
Moreover, if q1 =2, the respective term, i.e. now Ω | ∂t u| dx ≥ 0, gives also
the estimate W 1,q (I; Lq (Ω)). This estimate is weaker in comparison with the usual
W 1,∞ (I; Lq (Ω))-estimate (9.7) but, contrary to it, is uniform with respect to q →
∞ if g ∈ W 1,∞ (I; L∞ (Ω)), u0 ∈ L∞ (Ω), and ∆p u0 ∈ L∞ (Ω). Thus we get a uniform
estimate L∞ (I; Lq (Ω)), from which the boundedness of u in L∞ (Q) follows. The
idea of passing to L∞ -bounds by increasing q is called Moser’s trick [252] but it
is usually organized in a much more sophisticated way.
qualification of quality
g h u0 p q of u
p2
L1 (I; Lq (Ω)) L q2 −1
(Σ) Lq (Ω) >1 ≥1 L∞ (I; Lq (Ω)) ∩ Lp1 (Q)
=2 ≥2 Lq (I; W 2/q−,q (Ω))
W 1,1 (I; Lq (Ω)) constant ∆p u0 ∈ Lq (Ω) >1 ≥1 W 1,∞ (I; Lq (Ω))
in time u0 ∈ Lq1 q−q (Ω) = 2 ≥ 2 W 1,q (I; W 2/q−,q (Ω))
Table 5. Summary of Examples 9.23–9.24; p1 := q1 +q−2 and p2 := q2 +q−2.
Exercise 9.25 (Heat equation with advection: a nonlinear test). Consider again the
∂
heat equation in the enthalpy formulation ∂t u + v · ∇u − ∆β(u) = g, cf. (9.44),
and assume div v ≤ 0 and v|Γ · ν ≥ 0 as in Exercise 2.86, and test it by |u|q−2 u,
q ≥ 1, to obtain the estimate of u in L∞ (I; Lq (Ω)). For β strongly monotone and
q ≥ 2, from (1.46) derive also an estimate in Lq (I; W 2/q−,q (Ω)).26
Exercise 9.26 (Conservation law regularized ). For ε > 0 fixed, as in Exercise 8.82,
consider again
∂u

+ div F (u) − ε∆u = g, u|t=0 = u0 , u|Σ = 0, (9.55)
∂t
test it by |u|q−2 u, q ≥ 1, and prove an a-priori estimate in L∞ (I; Lq (Ω)) and, if
q ≥ 2, also in Lq (I; W 2/q−,q (Ω)).27

9.5 Applications to some systems

The accretivity technique works, in a limited extent, even for systems of equations
on special occasions.
26 Hint: use Example 9.23 but modify (9.51b) to

∆β(u)|u|q−2 u dx = (1−q) β (u)|u|q−2 |∇u|2 dx + (h − b(u))|u|q−2 u dS ≤ h|u|q−2 u dS

Ω Ω Γ Γ
because β (r) ≥ 0 and b(r)r ≥ 0 in (8.173). Moreover, treat the advective term as in (3.31).
27 Hint: Denote by T : R → R the inverse mapping to r → |r|q−2 r, i.e. T (r) = |r|(2−q)/(q−1) r,
q q
and by Fi,q : R → R the primitive function to Fi ◦ Tq : R → R such that Fi,q (0) = 0, i = 1, . . . , n.
296 Chapter 9. Evolution governed by accretive mappings

An interesting example28 is the abstract initial-value problem (the Cauchy

problem) for the 2nd-order doubly nonlinear equation

d2 u  du  du
+ A + B(u) = f (t), u(0) = u0 , (0) = v0 , (9.56)
dt2 dt dt
which can equivalently be written as the system of two 1st-order equations:
du
− v = 0, u(0) = u0 , (9.57a)
dt
dv
+ A(v) + B(u) = f, v(0) = v0 . (9.57b)
dt
Assumptions we make are the following, cf. also Theorem 11.20(ii) below:

A : V → V ∗ monotone and radially continuous, (9.58a)

B = B1 + B2 with
B1 : V → V ∗ linear, continuous, symmetric, i.e. B1∗ = B1 , and
B1 u, u ≥ c0 u2V − c1 u2H , c0 > 0, c1 ≥ 0,
B2 : H → H Lipschitz continuous ( =the Lipschitz constant), (9.58b)
V and H Hilbert spaces. (9.58c)

If A ≡ 0, (9.56) is a semilinear hyperbolic equation. We put

X := V × H, (9.59a)

dom(C) := (u, v) ∈ X; A(v) + B1 u ∈ H, v ∈ V , and (9.59b)


C(u, v) := λu − v , λv + A(v) + B(u) , where (9.59c)
(c1 + )(u, v) 2
λ ≥ sup , λ > c1 + − 1; (9.59d)
u∈V B1 u, u + c1 uH + vH
2 2
v∈H

Then the F -term, if tested as suggested, vanishes; indeed, by using Green’s formula twice,

div(F (u))|u|q−2 u dx = − F (u) · ∇(|u|q−2 u) dx = − [F ◦ Tq ](v) · ∇v dx
Ω Ω Ω
n n
∂v ∂Fi,q (v)
=− [Fi ◦ Tq ](v) dx = − dx = −

div(F1,q , . . . , Fn,q )(v) dx
Ω i=1 ∂xi Ω i=1 ∂xi Ω
n n
= (F1,q , . . . , Fn,q )(v) · (∇ 1) dx − Fi,q (v)νi dS = − Fi,q (v)νi dS = 0,
Ω Γ i=1 Γ i=1

where we used the substitution v := |u|q−2 u = Tq−1 (u). The remaining terms have the pos-
itive sign as in Example 9.23 for p = 2. If q ≥ 2, use (1.46) to get the fractional-derivative
estimate. Note that the growth of F can be superlinear: the condition (2.55a), requiring
∗

∗


NF :L(p −) (Ω)→Lp (Ω; Rn ), implies |F (r)| ≤ C+|r|(p −) /p .
28 Cf. Barbu [35, Sect.4.3.5] where A is admitted set-valued, describing thus a 2nd-order evo-

lution variational inequality. For A = 0 and B = div(A(x)∇u) see e.g. Renardy and Rogers [295,
Sect.11.3.2].
9.5. Applications to some systems 297

note that, due to (9.58b), the denominator in (9.59d) is lower bounded by c0 u2V +
v2H . Then, putting w := (u, v), the system (9.57) can be rewritten as
dw
+ C(w) − λw = (0, f ) , w(0) = (u0 , v0 ) . (9.60)
dt
We endow X with an inner product

(u1 , v1 ), (u2 , v2 ) := B1 u1 , u2 +c1 u1 , u2 + v1 , v2 (9.61)

X×X V ∗ ×V H×H H×H

and identify X ∗ with X itself. Then the duality mapping J is the identity and one
can show C : dom(C) → X is accretive, i.e. monotone with respect to the product
(9.61), cf. Remark 3.10; indeed for any w1 , w2 ∈ dom(C) one has


C(w1 )−C(w2 ), J(w12 ) X×X ∗ = C(w1 )−C(w2 ), w12 X×X


= B1 (λu12 −v12 ), u12 V ∗ ×V + c1 λu12 −v12 , u12 X×X


+ λv12 + A(v1 ) − A(v2 ) + B1 u12 + B2 (u1 ) − B2 (u2 ), v12 X×X


= A(v1 ) − A(v2 ), v12 V ∗ ×V + B2 (u1 ) − B2 (u2 ), v12 X×X

   2  2 
− c1 v12 , u12 X×X + λ B1 u12 , u12 V ∗ ×V + c1 u12 H + v12 H ≥ 0 (9.62)

where we again abbreviated w12 := w1 − w2 , u12 := u1 − u2 and v12 := v1 − v2 , and

use both monotonicity of A and that λ is large enough, cf. (9.59d). Moreover, C
is maximal monotone, which means that for any (f0 , f1 ) ∈ V × H =: X there is
w ≡ (u, v) ∈ dom(C) such that w + C(w) = (f0 , f1 ), i.e.
u + λu − v = f0 , (9.63a)
v + λv + A(v) + B1 u + B2 (u) = f1 . (9.63b)
From (9.63a) one gets u = (v+f0 )/(1+λ). Putting this into (9.63b) yields
B1 v  v+f  B1 f0
∈ V ∗.
0
(1+λ)v + + A(v) + B2 = f1 − (9.64)
1+λ 1+λ 1+λ
Since, due to (9.59d), we have 1+λ > (c1 + )/(1+λ), the mapping v → (1+λ)v +
B1 v/(1+λ)+B2 ((v+f0 )/(1+λ)) is monotone, coercive, and bounded as a mapping
V → V ∗ . By Proposition 2.20, (9.64) has a solution v ∈ V . Then also u =
(v + f0 )/(1 + λ) ∈ V and thus, by (9.63b), A(v) + B1 u = f − (1+λ)v ∈ H so
that altogether (u, v) ∈ dom(C). Therefore, C is also m-accretive.
Assuming, in addition, that V0 := {u ∈ V ; B1 u ∈ H} is dense in V , we
have dom(C) dense in X.29 Then Theorem 9.730 directly implies the existence of
29 Indeed, as V is assumed dense in H, we can first approximate any v ∈ H by some ṽ ∈ V .

Then, for f ∈ H arbitrary, take u ∈ V such that A(ṽ) + B1 u = f ∈ H, hence B1 u = f − A(ṽ) ∈

V ∗ , and taking ũ ∈ V such that B1 u1 = A(ṽ), we have B1 z = f ∈ H for z = ũ + u, hence u
ranges over V0 − ũ which is, by the assumption, dense in V .
30 Note that, e.g., Theorem 8.27 for evolution via monotone mapping A := C with lower-order
1
terms A2 := 0 and A3 := −λI cannot be used directly because we are now not in the situation
that C : X → X ∗ with X compactly embedded into a pivot Hilbert space.
298 Chapter 9. Evolution governed by accretive mappings

an integral solution (u, v) ∈ C(I; X) to (9.57), i.e. also a solution u ∈ C(I; V ) ∩

C 1 (I; H) to (9.56), provided u0 ∈ V , v0 ∈ H, f ∈ L1 (I; H).

Example 9.27. For V := W01,2 (Ω), H := L2 (Ω), a : Rn → Rn monotone, |a(s)| ≤

C(1 + |s|), and c : R → R Lipschitz continuous, the equation

∂2u  ∂u 
2
− div a ∇ − ∆u + c(u) = g (9.65)
∂t ∂t
with the zero Dirichlet boundary conditions in the weak formulation satisfies all
the above requirements; note that obviously V0 = {u ∈ W01,2 (Ω); ∆u ∈ L2 (Ω)} ⊃
W 2,2 (Ω) ∩ W01,2 (Ω) is dense in W01,2 (Ω).

Example 9.28 (Linearized thermo-visco-elasticity31 ). More sophisticated usage of

the transformation (9.56)→(9.57) is for a system that arises by a linearization of
the full thermo-visco-elasticity system, cf. (12.4)-(12.5) below32 :

∂2u ∂u
− µv ∆ − µ∆u + α∇θ = g, (9.66a)
∂t2 ∂t
∂θ ∂u
− κ∆θ + αθ0 div = h, (9.66b)
∂t ∂t
∂
under the initial conditions u = u0 , ∂t u = v0 , θ = θ0 , where θ0 is a constant, and
∂
some boundary conditions, say u|Σ = uD with uD constant in time and ∂ν θ = 0.
Here the following notation is used:
u : Q → Rn is an unknown displacement,
θ : Q → R is an unknown temperature,
µv ≥ 0 (resp. µ > 0) a coefficient related to viscosity (resp. elasticity) response,
κ > 0 a coefficient expressing heat conductivity, and
α a coefficient expressing thermal expansion,
g, h are mechanical loading and heat sources, respectively.
∂ √ √ √
Denoting
√ v := ∂t u/ µ and z = θ/ θ0 µ and dividing (9.66a) by µ and (9.66b)
by θ0 µ, the system (9.66) transforms into
⎛ ⎞ ⎛ √ ⎞⎛ ⎞ ⎛ ⎞
u 0 − µ √0 u 0
∂ ⎝ ⎠ ⎝ √ √
⎠ ⎝ v ⎠ = ⎝ g/ µ ⎠ .
v + − µ∆ −µ
√ v ∆ α θ0 ∇ √ (9.67)
∂t
z 0 α θ0 div −κ∆ z h/ θ0 µ

31 A special case n = 1 and µ = θ = 1 is in Zheng [356, Sect.2.7] and µ = 0 is in Jiang and

0 v
Racke [186, Sect.7.2].
32 For simplicity, we consider here λ = λ = γ = 0, c =  = 1, and α in place of α(3λ+2µ). The
v
linearization uses the natural assumption that the temperature varies only very slightly around
θ0 and the process is very slow so that the contribution of the terms quadratic in the velocity
∂
∂t
u in (12.5) is only small and can be well neglected.
9.5. Applications to some systems 299

The setting X := W 1,2 (Ω; Rn ) × L2(Ω; Rn ) × L2 (Ω) with the inner product de-
fined by ((u1 , v1 , z1 ), (u2 , v2 , z2 )) := Ω ∇u1 :∇u2 + v1 ·v2 + z1 z2 dx and dom(A) :=
∂
{(u, v, z) ∈ X; A(u, v, z) ∈ X, u|Γ = uD , v|Γ = 0, ∂ν z = 0} with A defined by the
matrix in (9.67) makes A accretive; indeed,
 

 √ √
A(u, v, z), (u, v, z) = − µ∇v : ∇u − µ∆u · v − µv ∆v · v
Ω
2 2 
+ α θ0 ∇z · v + α θ0 div(v) z − κ∆z z dx
  2
= µv ∇v2L2 (Ω;Rn×n ) + κ∇z L2 (Ω;Rn ) ≥ 0. (9.68)

The m-accretivity follows by Lax-Milgram Theorem 2.19. Then, by Theorem 9.7,

we obtain a unique integral solution u ∈ C(I; W 1,2 (Ω; Rn ))∩C 1 (I; L2 (Ω; Rn )) and
θ ∈ C(I; L2 (Ω)) provided g ∈ L1 (I; L2 (Ω; Rn )), h ∈ L1 (I; L2 (Ω)).
Example 9.29 (Generalized standard materials [8, 166, 169]). Other usage of the
transformation (9.56)→(9.57) is for a model of Halphen and Nguen’s [169] gen-
eralized standard materials33 , i.e. isothermal model of materials with internal pa-
rameters z ∈ Rm . At small strains, it is governed by the following system of the
equilibrium equation for u and of the evolution inclusion for z:
∂2u
 − div σ = g, (9.69a)
∂t2

∂w  1 1
σ = σv + ψe (w, z), w = e(∇u) := (∇u) + ∇u, (9.69b)
∂t 2 2

∂z 
γ +  ψz (w, z)  0, (9.69c)
∂t
where ψ : Rn×n
sym × R
m
→ R with Rn×nsym the set of n × n symmetric matrices is
quadratic positive definite. To be more specific, let us consider
1 1
ψ(e, z) := (e − Bz) D(e − Bz) + z Lz (9.70)
2 2
with D ∈ Rn×n×n×n
sym , B ∈ Rn×n×m , and L ∈ Rm×m
sym . The meaning of the variables
and the constants is:
u : Q → Rn is the displacement,
w : Q → Rn×n
sym the strain (as a function of (t, x)),
z : Q → Rm the internal parameters ,
e : Rn×n → Rn×n
sym the small-strain tensor, cf. (6.22),
σv : Rn×n
sym × R n×n
sym a monotone viscous-stress tensor,
∂
σ : Q → Rn×n
sym the total stress tensor, here σ = σv ( ∂t w) + D(w − Bz),
m m
γ : R ⇒ R a maximal strictly monotone (possibly set-valued) mapping,34
33 This covers many special cases, among them so-called Prandtl-Reuss or Maxwell materials,

see Alber [8, Chapter 3] for these and many more cases.
34 When γ(0) is not a singleton, this allows for modelling activated processes in evolution of z.
300 Chapter 9. Evolution governed by accretive mappings

 > 0 mass density,

g : Q → Rn an external force.
∂
We have to specify initial conditions for u, ∂t u, and z, and boundary conditions
for u; as to the latter point, let us consider zero Dirichlet conditions for simplicity.
Let us assume

σv , γ −1 continuous with at most linear growth, (9.71a)

∃ε > 0 ∀e ∈ Rn×n
sym : σv (e):e ≥ ε|e| ,
2
(9.71b)
c(0)  0. (9.71c)

Note that γ −1 indeed does exist since we assumed γ strictly monotone. Denoting
∂
v := ∂t u as in (9.57a), the system (9.69) can be written as the first-order system
∂
in terms of (v, w, z) as ∂t (v, w, z) + C(v, w, z) = (g, 0, 0) with C defined by


 div σ (e(∇v))+D(w−Bz)

, e(∇v) , γ −1 −B D(w−Bz)−Lz .
v
C(v, w, z) := −

n
 set 2X := L (Ω; R ) ×1/2
We 2
L2 (Ω; Rn×n ) × L2 (Ω; Rm ) with the norm (v, w, z)X =
( Ω |v| + 2ψ(e, z)dx) , which makes X a Hilbert space, and dom(C) :=
{(v, w, z) ∈ X; v ∈ W01,2 (Ω, Rn ), A(v, w, z) ∈ X}. This makes C accretive: in-
deed, as J is the identity, for any (v1 , w1 , z1 ), (v2 , w2 , z2 ) ∈ dom(C), we have the
estimate

C(v1 , w1 , z1 )−C(v1 , w1 , z1 ), J(v12 , w12 , z12 ) X×X ∗




= −div σv (e(∇v1 )) − σv (e(∇v2 )) + D(w12 − Bz12 ) · v12
Ω


− e(∇v12 ) − Bξ12 D(w12 − Bz12 ) − ξ12 Lz12 dx
  
= σv (e(∇v1 )) − σv (e(∇v2 )) ± D(w12 − Bz12 ) :∇v12
Ω


− ξ12 B D(w12 −Bz12 ) + Lz12 dx ≥ 0 (9.72)

where “±” indicates the terms that cancel each other and where we abbreviated
ξi := γ −1 (−B D(wi −Bzi ) − Lzi ) for i = 1, 2 and, as before, v12 := v1 − v2 ,
w12 := w1 − w2 , ξ12 := ξ1 − ξ2 , etc. We used also that σv (·) is assumed monotone
and that σ:∇v = σ:e(∇v) because σ is symmetric. The last term in (9.72) is indeed
non-negative as γ(·) is monotone. To prove that C is m-accretive, we show, for
any (g, g1 , g2 ) ∈ X, existence of some (v, w, z) ∈ dom(C) such that (v, w, z) +
C(v, w, z) = (g, g1 , g2 ). Considering V := W01,2 (Ω; Rn ) × L2 (Ω; Rn×n ) × L2 (Ω; Rm )
and now C : V → V ∗ in the weak formulation, the existence of (v, w, z) ∈ V follows
by Browder-Minty theorem 2.18; the radial continuity of C follows by (9.71a)
while its coercivity follows by (9.71b,c) if (9.69) is used for (v2 , w2 , z2 ) := (0, 0, 0).
Moreover, since also C(v, w, z) = (g − v, g1 − w, g2 − z) ∈ X, we have (v, w, z) ∈
dom(C). In particular, Theorem 9.7 then gives us existence of a unique integral
9.5. Applications to some systems 301

solution to (9.69) provided still g ∈ L1 (I; L2 (Ω; Rn )), u(0, ·) ∈ W 1,2 (Ω; Rn ) so that
∂
w(0, ·) ∈ L2 (Ω; Rn×n n
sym ), v(0, ·) = ∂t u(0, ·) ∈ L (Ω; R ), and z(0, ·) ∈ L (Ω; R ).
2 2 m

For the more difficult non-dissipative case σv = 0 we refer to Alber [8, Chap 4].

Example 9.30 (Phase-field system35 ). Solidification processes can be described by

the system

∂u ∂v
= ∆u + ζ + g, u|t=0 = u0 , (9.73a)
∂t ∂t
∂v 1
ξ = ξ∆v − c(v) − u, v|t=0 = v0 , (9.73b)
∂t ξ

for the unknown u and v having the meaning of a temperature and an order
parameter, respectively, and with fixed ζ > 0 and (small) ξ > 0. Considering
zero Dirichlet boundary conditions, we define X := L2 (Ω)2 , dom(A) = {z ∈
W01,2 (Ω); ∆z ∈ L2 (Ω)}2 , and A := A1 +A2 with A1 (u, v) := ( ζξ u−∆(u+ζv), −∆v)
and A2 (u, v) := ( ξζ2 c(v), ξ12 c(v) + 1ξ u). Obviously, ∂t
∂
(u, v) + A(u, v) = (g, 0) is just
(9.73), namely (9.73b) multiplied by ζ/ξ is added to (9.73a) and (9.73b) is di-
vided by ξ. Considering c : R → R Lipschitz continuous and the Hilbert space
X endowed with the inner product ((u1 , v1 ), (u2 , v2 )) := Ω u1 u2 + ζ 2 v1 v2 dx and
identified with its own dual, the linear operator A1 is accretive,
  

 ζ
A1 (u, v), J(u, v) X×X ∗ = A1 (u, v), (u, v) X×X = u − ∆(u+ζv) u
Ω ξ

ζ
− ζ 2 ∆v v dx = u2 + |∇u|2 + ζ∇u ·∇v + ζ 2 |∇v|2 dx
Ω ξ
ζ  2 1  2 ζ 2  2
≥ uL2 (Ω) + ∇uL2 (Ω;Rn ) + ∇v L2 (Ω;Rn ) ≥ 0, (9.74)
ξ 2 2

while A2 is Lipschitz continuous. By Lax-Milgram Theorem 2.19, A1 can be shown

m-accretive. Besides, dom(A) ⊃ W 2,2 (Ω)2 ∩ W01,2 (Ω)2 shows dom(A) dense in X.
Then, by Theorem 9.7, we obtain a unique integral solution (u, v) ∈ C(I; L2 (Ω)2 )
provided g ∈ L1 (I; L2 (Ω)) and u0 , v0 ∈ L2 (Ω).

Example 9.31. Modification of Example 9.20 leads naturally to a system of m

equations for u = (u1 , . . . , um ) : (0, T ) × (0, 1) → Rm :
⎧ ∂u ∂
⎪ i
⎪
⎨ ∂t + ∂x Fi (ui ) + Gi (u1 , . . . , um ) = 0 in Q := (0, T ) × (0, 1),

⎪ ui (·, 0) = 0 on (0, T ) × {0},

⎪
⎩
ui (0, ·) = u0 on Ω := (0, 1), i = 1, . . . , m.
(9.75)
35 For more details see Sect. 12.5 below.
302 Chapter 9. Evolution governed by accretive mappings

To apply the m-accretive mapping approach, we assume Fi strongly monotone and

G : Rn → Rn Lipschitz continuous, and then put:
 ∂ ∂ 
X := L1 (0, 1; Rm ), A(u) := F1 (u1 ), . . . , Fm (um ) + G(u), (9.76a)
∂x ∂x
 ∂ 
dom(A) := u ∈ W 1,1 (0, 1; Rm ); F (u) ∈ L1 (0, 1; Rm ), u(0) = 0 . (9.76b)
∂x
Choosing λ greater than the Lipschitz constant of G, the mapping Aλ : A + λI
will be accretive.
Remark 9.32 (Carleman’s system 36 ). Some other systems that give rise to accretive
mappings exist, as e.g. the following two-dimensional hyperbolic system
∂u ∂u
+ + u2 − v 2 = 0, (9.77a)
∂t ∂x1
∂v ∂v
+ + v 2 − u2 = 0, (9.77b)
∂t ∂x2

considered on Ω := (R+ )2 together with the boundary conditions u(t, 0, x2 ) =

v(t, x1 , 0) = 0 and the initial conditions u(0, x) = u0 ≥ 0 and v(0, x) = v0 ≥ 0.
∂
The setting dom(A) := {(u, v) ∈ L1 ((R+ )2 )2 ∩ L∞ ((R+ )2 )2 ; ∂x 1
u + u2 − v 2 ∈
∂
L1 ((R+ )2 ), ∂x 2
v + v 2 − u2 ∈ L1 ((R+ )2 ), u, v ≥ 0, u(t, 0, x2 ) = v(t, x1 , 0) = 0}
makes the underlying mapping A accretive.

9.6 Bibliographical remarks

In general, see the monographs mentioned in Sect. 3.4. Some more detailed com-
ments are as follows.
The notion of integral solution has been introduced by Bénilan and Brézis [45]
for X a Hilbert space and then by Bénilan [42, 43] for X a general Banach space.
See also Barbu [34, Sect.III.2.1], Deimling [102, Sect.14.3], Hu and Papageorgiou
[180, Part I, Sect.III.8]. An equivalent definition involving the inequality
 t
 2  2
e−2λt u(t)−v  ≤ e−2λs u(s)−v  + 2 e−2λϑ f (ϑ)−A(v), u(ϑ)−v s dϑ (9.78)
s

has been used by Miyadera [244, Sect.5.1]. Besides, an alternative definition

 t
     
u(t)−v  ≤ u(s)−v  + f (ϑ)−A(v), u(ϑ)−v + + λu(ϑ)−v  dϑ (9.79)
s

with u, v+ = inf ε>0 1ε u+εv− 1ε u can be used, see Showalter [321, Chap.IV.8]
or Zeidler [354, Chap.57]; it holds that u, J(v) ≤ u, v+ v. This definition
36 See Miyadera [244, Examples 2.3, 4.10, 6.2].
9.6. Bibliographical remarks 303

makes some estimates easier, e.g. it shows that (9.3) holds also for integral solu-
tions. A combination of (9.78) and (9.79) is in Barbu [35, Sect.4.1.1].
There is an alternative technique to prove existence of an integral solution
to (8.4) based on a regularization of A: instead of the Rothe approximation and
d
Theorem 9.5, it is possible to use the solution of dt u + [Yε (A)](u) = f where
−1 −1 −1
Yε (A) := ε J(I − (I + εJ A) ) is the Yosida approximation of A; for X =
Rn cf. (2.153b) and or X general see Remark 5.16. For this approach see Barbu
[34, Sections 3.1-2] and [35, Sections 4.1.2], Miyadera [244, Chap.3], Yosida [352,
Sect.XIV.6-7], or Zeidler [354, Sect.31.1].
Uniqueness in nonreflexive case (not proved here) can be found in Barbu [35,
Sections 4.1.1] (by a smoothing method) or Showalter [321, Sect.IV.8] (by Rothe’s
method). This is related to the Crandall-Liggett formula for the general Banach
space, see, e.g. Barbu [34, Sect.III.1.2] or Pavel [277, Sect.3.2].
An accretive approach to the Klein-Gordon equation, cf. Exercise 11.27, is in
Barbu [35, Sect. 4.3.5], Cazenave and Haraux [77], or Kobayashi and Oharu [200].
For nonexpansive semigroups see Barbu [34], Belleni-Morante and McBridge
[37, Chap.5], Cioranescu [82, Chap.VI], Crandall and Pazy [95], Hu and Papa-
georgiou [180, Part I, Sect.III.8], Miyadera [244, Chap.3-4], Pavel [277, Chap.II],
Pazy [279, Chap.6], Renardy and Rogers [295, Chap.11], or Zeidler [354, Sect.57.5].
In case of X being a Hilbert case, see in particular Barbu [34, Sect.4.1], Brezis
[60], Zeidler [354, Sect.31.1] or Zheng [356, Chap.II]. Semilinear parabolic equa-
tions treated on the base of the convolution (9.40) and their mild solution are
in Cezenave and Haraux [77], Fattorini [125, Chap.5], Henri [171], Miklavčič[241,
Chap.5–6], Pazy [279, Chap.8], or Zheng [356]. Let us remark that the mild so-
lution has sometimes alternatively the meaning of a limit of the Rothe sequence
ūτ in C(I; X); cf. Barbu [35, Sect.4.1.1]. A semigroup approach to Navier-Stokes
equations is in Kobayashi and Oharu [200], Miklavčič [241, Sect.6.5] or Sohr [326].
Chapter 10

Evolution governed by certain

set-valued mappings

Each of the above presented techniques bears a generalization for the case of set-
valued mappings. Now, as in Chapter 5, without narrowing substantially possible
applications, we will restrict ourselves to the monotonicity method for an initial-
value problem for the quite special type of inclusions:

du


+ ∂Φ u(t) + A t, u(t)  f (t), u(0) = u0 , (10.1)
dt

with Φ : V → R ∪ {+∞} a convex potential and A : I × V → V ∗ a Carathéodory

mapping such that A is pseudomonotone.
As before, we will first deal with the problem on an abstract level. The
peculiarity is connected with a possible presence of an indicator function in Φ so
that no growth condition can be assumed on ∂Φ and thus no “dual” estimate on
the time derivative of the solution is at our disposal. So, one must either rely on
a regularity or confine oneself to a weak solution which does not involve any time
derivative of the solution itself.

10.1 Abstract problems: strong solutions

As a strong solution to (10.1), we will understand u ∈ W 1,∞,2 (I; V, H) such that
(10.1) holds a.e., in particular u(t) ∈ Dom(Φ) for a.a. t ∈ I.
In view of the definition (5.2) of ∂Φ, i.e. ∂Φ(u(t)) := {ξ ∈ V ∗ ; ∀v ∈ V :
ξ, v−u(t) + Φ(u(t)) ≤ Φ(v)}, we can write (10.1) in the equivalent form:

du


+ A t, u(t) , v − u(t) + Φ(v) − Φ u(t) ≥ f (t), v − u(t) (10.2)
dt
306 Chapter 10. Evolution governed by certain set-valued mappings

for any v ∈ V . Note that for v ∈ Dom(Φ) this inequality is trivial. A typical
example is: Φ = ϕ + δK with ϕ : V → R and K ⊂ V convex. Then (10.2) turns
into the variational inequality for a.a. t ∈ I:

Find u(t) ∈ K : ∀v ∈ K :
du


+ A t, u(t) , v − u(t) + ϕ(v) − ϕ u(t) ≥ f (t), v − u(t) . (10.3)
dt
For the special case ϕ = 0, (10.3) can equally be written in the form

du


+ A t, u(t) ∈ f (t) − NK u(t) . (10.4)
dt
Thus we have arrived back at (10.1) for a special case ∂Φ = ∂δK = NK .

Lemma 10.1 (Uniqueness). If A satisfies (8.101), i.e. A(t, u) − A(t, v), u − v ≥

−c(t)u − v2H with c ∈ L1 (I), then (10.1) has at most one strong solution.

Proof. Take u1 , u2 ∈ W 1,∞,2 (I; V, H) two strong solutions to (10.1). Put u := u1

and v := u2 into (10.2):

du1
+A(t, u1 ), u2 −u1 + Φ(u2 ) − Φ(u1 ) ≥ f, u2 −u1 (10.5)
dt
for a.a. t ∈ I, and analogously for u := u2 and v := u1 we have

du2
+A(t, u2 ), u1 −u2 + Φ(u1 ) − Φ(u2 ) ≥ f, u1 −u2 (10.6)
dt

for a.a. t ∈ I. Adding (10.5) and (10.6) and abbreviating u12 = u1 − u2 , one gets1

du12

 1 d   
u12 2 + c(t)u12 2 .
0≤− , u12 − A t, u1 −A t, u2 , u12 ≤ − H H
dt 2 dt
(10.7)
By the Gronwall inequality and by u12 (0) = 0, one gets u12 = 0. 

Here, we demonstrate a usage of a regularization method in order to get

a sequence of parabolic equations (which we already know how to solve from
Chapter 8):

duε


+ Φε uε (t) + A t, uε (t) = f (t) , uε (0) = u0 , (10.8)
dt
1 As we assume d u ∈ L2 (I; H), we do not have d u ∈ Lp (I; V ∗ ) guaranteed if p < 2. However,
dt dt
we certainly have u ∈ L∞ (I; H), cf. Lemma 7.1, and thus the first duality in (10.7) can be
2
understood as the inner product in L (I; H) and then Lemma 7.3 can be used for p = 2 and
V = H.
10.1. Abstract problems: strong solutions 307

depending on a regularization parameter ε. Let us assume that Φε : V → R is

convex and smooth and satisfies
 T  T



∀v ∈ W 1,∞,2
(I; V, H) : lim sup Φε v(t) dt ≤ Φ v(t) dt, (10.9a)
ε→0 0 0
 T  T
∗



uε u in W 1,∞,2 (I; V, H) ⇒ lim inf Φε uε (t) dt ≥ Φ u(t) dt; (10.9b)
ε→0 0 0

cf. also (5.35).

Theorem 10.2 (A-priori estimates and convergence). Let A be semi-coercive
in the sense (8.82) with Z = V and satisfy the growth condition (8.77), and
let (10.9) with Φε ≥ 0 be fulfilled, A(t, ·) : V → V ∗ be pseudomonotone with
A(t, v) = A1 (v) + A2 (t, v) such that
A1 = ϕ with some ϕ : V → R, ϕ(v) ≥ c0 |v|pV for some c0 ≥ 0, (10.10a)
p/2
A2 (t, v)H ≤ γ(t) + CvV with some γ ∈ L (I), C ∈ R,
2
(10.10b)
u0 ∈ V ∩ Dom(Φ), f ∈ L2 (I; H). Then uε W 1,∞,2 (I;V,H) ≤ C and, for a subse-
quence, uε ∗ u in W 1,∞,2 (I; V, H) and u is the strong solution to (10.1).
Proof. Let us note that the solution uε to (10.8) does exist.2 The a-priori estimate
d
results from testing (10.8) by dt uε :
 du 2
 ε d d duε
  + Φε (uε ) + ϕ(uε ) = f − A2 (t, uε ),
dt H dt dt dt
1 2  du 2  2  p 1  
1    duε 2
≤ f −A2 (t, uε )H +   ≤ f H + 2γ 2 + 2C 2 uε V + 
ε
 .
2 2 dt H 2 dt H
(10.11)
Then, by using the strategy (8.61)–(8.62) and the Gronwall inequality, one obtains
the estimate3  du 
 ε
  ≤ C, uε L∞ (I;V ) ≤ C. (10.12)
dt L2 (I;H)
Now, take a subsequence uε ∗ u in W 1,∞,2 (I; V, H). As Φε is convex, (10.8) implies
duε

+ A(t, uε (t)), v − uε (t) + Φε (v) ≥ f (t), v − uε (t) + Φε uε (t) . (10.13)
dt
Now, we consider v = v(t) with v ∈ Lp (I; V ) ∩ L∞ (I; H) and integrate (10.13)
over I. Then we can use the usual “parabolic” trick
duε  du 1 1 
ε
lim sup , v−uε = lim sup , v − uε (T )2H + u0 2H
ε→0 dt ε→0 dt 2 2
du 1 1 du
≤ , v − u(T )2H + u0 2H = ,v − u , (10.14)
dt 2 2 dt
2 Itfollows by methods of Chapter 8 by the a-priori estimates derived in (10.11).
3 Note that Φε (u0 ) + ϕ(u0 ) ≤ C < +∞, which follows by (10.9a) from the assumption
u0 ∈ Dom(Φ) ∩ V , and also Φε (uε (T )) + ϕ(uε (T )) ≥ inf v∈V,δ>0 Φδ (v) + ϕ(v) ≥ 0.
308 Chapter 10. Evolution governed by certain set-valued mappings

relying on the fact that uε (T ) u(T ) in H because the mapping u → u(T ) :

W 1,2 (I; H) → H is weakly continuous; the by-part integration formula (7.22) is


now backed up by Lemma 7.3 with W 1,2,2 (I; H, H) instead of W 1,p,p (I; V, V ∗ ).
Furthermore, we can use the test v := u because u ∈ W 1,∞,2 (I; V, H), which gives
 T  T
duε
lim inf A(uε ), u − uε dt ≥ lim inf f− , u − uε
ε→0 0 ε→0 0 dt
 T
duε
−Φε (u) + Φε (uε ) dt ≥ lim inf f−
, u − uε dt
0 ε→0dt
 T  T  T
− lim sup Φε (u) dt + lim inf Φε (uε ) dt ≥ −Φ(u) + Φ(u) dt = 0;
ε→0 0 ε→0 0 0
(10.15)

note that we used both (10.9) and (10.14). Using Lemma 8.26, the obtained
pseudomonotonicity of A yields
 T  T
lim sup A(uε ), v − uε dt ≤ A(u), v − u dt. (10.16)
ε→0 0 0

Altogether, using (10.14), (10.16), (10.9a), and (10.9b), we can pass with ε → 0
directly in (10.13) integrated over [0, T ], which gives
 T
du


0≤ − f, v − u + A(u), v − u + Φ v(t) − Φ u(t) dt. (10.17)
0 dt

From this, we get  dt

d
u − f, v − u(t) + A(u(t)), v − u(t) + Φ(v) − Φ(u(t)) ≥ 0 for
any v ∈ V and for a.a. t ∈ I.4
Moreover, u(0) = u0 ; realize that certainly uε u in C(I; H) and uε (0) = u0 .
Hence, u is the strong solution to (10.1). 
Remark 10.3. In fact, the proof of Theorem 10.2 requires verification of (10.9b)
only for a limit u of any subsequence of {uε }ε>0 . For example, if K is closed in V ,
let us consider5
1
Φ := δK , Φε (v) := inf w − vpV . (10.18)
ε w∈K
Since (10.11) implies supt∈[0,T ] Φε (uε (t)) ≤ C (as inf ϕ > −∞ is assumed), in the
T
limit one has u(t) ∈ K for a.a. t. Then 0 Φ(u(t))dt = 0.6 Since Φε ≥ 0, (10.9b)
is satisfied for this u. The condition (10.9a) is satisfied because for v ∈ K we have
4 Assume the contrary, choose a suitable v = v(t) in a measurable (and also integrable) way.
5 For p = 2, Φε from (10.18) is the Yosida approximation of ∂Φ = ∂δK = NK (·).
6 As v →dist (u (t), K)p := inf p
V ε w∈K w − uε (t)V is certainly continuous on V with a p-
growth, by Theorem 1.43, the corresponding Nemytskiı̆ mapping Lp (I; V ) → L1 (I) is continuous
Ê
and hence the mapping v → 0T distV (v(t), K)p dt is a continuous functional on Lp (I; V ) which
10.2. Abstract problems: weak solutions 309

trivially lim supε→0 Φε (v) ≤ +∞ = Φ(v) while for v ∈ K we have limε→0 Φε (v) =
limε→0 0 = 0 = Φ(v).
If K is closed in H, modification of (10.18) by replacing V with H is possible,
as well. In this case, the natural option is to consider7

1
Φ := δK , Φε (v) := inf w − v2H . (10.19)
ε w∈K

Example 10.4. One can apply also the Rothe method, which leads to a sequence
of variational problems at each time level:

ukτ − uk−1
τ
+ ∂Φ(ukτ ) + Akτ (ukτ )  fτk , u0τ = u0 , (10.20)
τ
 kτ  kτ
with Akτ (u) := τ1 (k−1)τ A(t, u)dt and fτk := τ1 (k−1)τ f (t)dt as in (8.78). Existence
of the Rothe approximate solutions can then be shown by Corollary 5.17.

10.2 Abstract problems: weak solutions

As in Definition 8.2, we say now that u ∈ Lp (I; V ) is a weak solution to the
initial-value problem (10.1) if
 T
dv
+ A(t, u(t)) − f (t), v(t) − u(t) ∗
0 dt V ×V


 1  2
+ Φ v(t) − Φ u(t) dt ≥ − v(0) − u0 H (10.21)
2


for all v ∈ W 1,p,p (I; V, V ∗ ). As in each definition, questions about consistency and
selectivity immediately arise, cf. Sect. 2.4.1. Let us make clear the former one, the
latter being justified by Proposition 10.8 below.

Lemma 10.5. Any strong solution u ∈ W 1,∞,2 (I; V, H) to (10.1) is also the weak
solution in the sense (10.21).


Proof. If v = v(t) with v ∈ W 1,p,p (I; V, V ∗ ), we have after integration of (10.2)

is convex, hence weakly lower-semicontinuous.

√ As we have uε u weakly in Lp (I; V ) and
distV (uε (·), K)L∞ (I) = O( p ε) thanks to (10.11), we get in the limit

T
p T
p √
p

p
distV u(t), K dt ≤ lim inf distV uε (t), K dt = lim inf T O ε = 0.
0 ε→0 0 ε→0

√
7 In this case, we use distH (uε (t), K)L∞ (I) = O( ε).
310 Chapter 10. Evolution governed by certain set-valued mappings

over I that
 T
dv



+ A t, u(t) − f (t), v(t) − u(t) + Φ v(t) − Φ u(t) dt
0 dt
 T
du



= + A t, u(t) − f (t), v(t) − u(t) + Φ v(t) − Φ u(t)
0 dt
dv du 1 2 1 2
+ − , v(t) − u(t) dt ≥ v(T ) − u(T )H − v(0) − u0 H .
dt dt 2 2
(10.22)

This already gives (10.21). 

d
We also suppose a certain consistency of the operator L = dt and the “con-
straints” involved implicitly in Φ:


∀u ∈ Lp (I; V ) ∩ L∞ (I; H) ∀u0 ∈ H ∃ a sequence uδ δ>0 ⊂ W 1,p,p (I; V, V ∗ ) :
 T  T
lim sup Φ(uδ ) dt ≤ Φ(u) dt, (10.23a)
δ→0 0 0
u = lim uδ in Lp (I; V ), (10.23b)
δ→0
 T
duδ
lim sup , uδ − u dt ≤ 0, (10.23c)
δ→0 0 dt
u0 = lim uδ (0) in H. (10.23d)
δ→0

Theorem 10.6 (A-priori estimates and convergence8 ). Let A satisfy the

growth condition (8.77) and the semicoercivity (8.82) with Z = V and A :


Lp (I; V )∩L∞ (I; H) → Lp (I; V ∗ ) be pseudomonotone, let Φε satisfy Φε (v), v ≥ 0
and the growth condition
 

∀ε > 0 ∃ Cε : R→R increasing ∀v ∈ V : Φε (v)V ∗ ≤ Cε (vH ) 1+vp−1 V ,
(10.24)


moreover f ∈ Lp (I; V ∗ ), u0 ∈ H, and let (10.9) be strengthened to
 T  T




∀v ∈ W 1,p,p (I; V, V ∗ ) : lim sup Φε v(t) dt ≤ Φ v(t) dt, (10.25a)
ε→0 0 0
 T  T
∗ p ∞



uε u in L (I;V ) ∩ L (I;H) ⇒ lim inf Φε uε (t) dt ≥ Φ u(t) dt, (10.25b)
ε→0 0 0

and eventually (10.23) be fulfilled. Then uε L∞ (I;H)∩Lp (I;V ) ≤ C and uε u
(subsequences) in Lp (I; V ) with u being the weak solution to (10.1).
8 This assertion is essentially due to Brézis [59], see also Lions [222, Ch.II, Sect.9.3] or Showal-
ter [321, Ch.III, Thm.7.1] For A linear, see also Duvaut and Lions [112, p.51].
10.2. Abstract problems: weak solutions 311

Proof. As shown in Chapter 8, the approximate solution uε ∈ W 1,p,p (I; V, V ∗ )
does exist. Using a test by uε and by incorporating (8.20), we have the estimate:
1 d 1 d
uε 2H + c0 |uε |pV ≤ uε 2H + Φε (uε ) + A(uε ), uε
2 dt 2 dt
+ c1 |uε |V + c2 uε 2H = f, uε  + c1 |uε |V + c2 uε 2H

 p  p

≤ ζ|uε |pV + Cζ cp1 + CP ζ uε V + CP Cζ f V ∗
  1
1  2 
+CP f V ∗ + + c2 uε H (10.26)
2 2
with CP from (8.8) and with Cζ depending on p and on ζ > 0 which is to be
chosen small enough. By Gronwall’s inequality and by (8.8), this gives {uε }ε>0
bounded in L∞ (I; H) ∩ Lp (I; V ). For ε > 0 fixed, we can get also the estimate of
d p
∗
dt uε in L (I; V ) because we assumed the growth condition of the type (8.77) for

A + Φε , although not uniformly with respect to ε > 0, cf. (10.24). Thus we can
use the by-part formula (7.22) and, by testing (10.8) by v − uε , can write
 T
dv duε dv
0= +A(uε )−f, v−uε + Φε (uε ), v−uε  + − , v−uε dt
0 dt dt dt
 T
dv 1
≤ + A(uε ) − f, v − uε + Φε (v) − Φε (uε )dt + v(0) − u0 2H (10.27)
0 dt 2


for any v ∈ W 1,p,p (I; V, V ∗ ). The inequality in (10.27) arose from Φε (uε ), v −
uε  ≤ Φε (v) − Φε (uε ) (due to convexity of Φε ) and from the obvious inequality
0 ≤ 12 v(T ) − uε (T )2H .
Choosing a subsequence, we have uε ∗ u in Lp (I; V ) ∩ L∞ (I; H). We are
now to prove (10.16). We cannot put v := u because we do not have the needed


information dt d
u ∈ Lp (I; V ∗ ), hence we must employ the regularization uδ of u


from (10.23). Then, since uδ ∈ W 1,p,p (I; V, V ∗ ), we can use (10.27) for v = uδ ,
which gives
 T  T
lim inf A(uε ), u−uε dt = lim inf A(uε ), uδ −uε + A(uε ), u−uδ dt
ε→0 0 ε→0 0
 T
duδ
≥ lim inf f− , uδ − uε − Φε (uδ ) + Φε (uε ) dt
ε→0 0 dt

1
2









− uδ (0)−u0 H − A(uε ) Lp
(I;V ∗ ) u−uδ Lp (I;V )
2
 T
duδ 1 2
≥ Φ(u) − Φ(uδ ) + − f, u − uδ dt − uδ (0) − u0 H
dt 2
0
   
− lim sup A(uε )Lp
(I;V ∗ ) u − uδ Lp (I;V ) (10.28)
ε→0

where (10.25) has been used. Then, passing δ → 0 with by (10.23) and the bound-
edness of {A(uε )Lp
(I;V ∗ ) }ε>0 by (8.77), we can push the right-hand side of
312 Chapter 10. Evolution governed by certain set-valued mappings

T
(10.28) to zero, hence we eventually get lim inf ε→0 0 A(uε ), u − uε dt ≥ 0. From
this, (10.16) follows because A is pseudomonotone from Lp (I; V ) ∩ L∞ (I; H) to
its (unspecified) dual.
Then, we can estimate from above the limit superior of the right-hand side
of (10.27), which will itself be nonnegative, too:
 T  T
dv
0 ≤ lim − f, v − uε dt + lim sup A(uε ), v − uε dt
ε→0 0 dt ε→0 0
 T  T
1
+ lim sup Φε (v)dt − lim inf Φε (uε )dt + v(0) − u0 2H
ε→0 0 ε→0 0 2
 T  T
dv 1
≤ − f + A(u), v−u dt + Φ(v)−Φ(u)dt + v(0)−u0 2H ;
0 dt 0 2
(10.29)

note that we used (10.16) and (10.25). 

d
Remark 10.7. We did not have any information about dt u
in the preceding The-
orem 10.6, which is why we could not expect any pseudomonotonicity of A inher-
ited from pseudomonotonicity of A(t, ·) as in Lemmas 8.8 or 8.26. The assumed
pseudomonotonicity of A can be then obtained as, e.g., Example 8.49 or Re-
mark 8.42.
Proposition 10.8 (Uniqueness of the weak solution). Let A(t, ·) be strictly
monotone for a.a. t ∈ I and Φ admit the approximation property (10.23); then
there is at most one weak solution to (10.1) in the class L∞ (I; H).
Proof. 9 Take u1 , u2 ∈ Lp (I; V )∩L∞ (I; H) two weak solutions, i.e. both u1 and u2
satisfy (10.21). Let us sum (10.21) for u1 and u2 , and test it by v ≡ uδ := Rδ (u, u0 )
with u := 12 u1 + 12 u2 and with uδ = Rδ (u, u0 ) denoting a regularization procedure
with the properties (10.23). This gives:

1  
A(u1 ) − A(u2 ), u2 − u1 = lim A(u1 ), uδ −u1 + A(u2 ), uδ −u2
2 δ→0
 T
≥ lim inf Φ(u1 ) + Φ(u2 ) − 2Φ(uδ )dt
δ→0 0
duδ 
+2 f − , uδ − u − uδ (0) − u0 2H
dt
 T
≥ 2 lim inf Φ(u) − Φ(uδ )dt + 2 lim f, uδ − u
δ→0 0 δ→0
duδ
− 2 lim sup , uδ − u − lim uδ (0) − u0 2H .
δ→0 dt δ→0

(10.30)
9 See Lions [222, Chap.II,Sect.9.4] or Showalter [321, Chap.III, Prop.7.1] for p ≥ 2.
10.3. Examples of unilateral parabolic problems 313

Using (10.23) successively to the particular terms we push them to zero for δ → 0.
Altogether, this means A(u1 ) − A(u2 ), u1 − u2  ≤ 0, which gives u1 = u2 by the
assumed strict monotonicity of A. 

Example 10.9 (The regularization procedure (10.23)). Let us illustrate (10.23) for
a special case
Φ(u) = ϕ(u) + δK (u) (10.31)
with K ⊂ H convex and closed in H and ϕ : V → R continuous and satisfying
0 ≤ ϕ(v) ≤ C(1 + vpV ). Then we can use the construction (7.19), here with δ


in place of ε. Obviously, we get uδ ∈ W 1,∞,∞ (I; V, H) ⊂ W 1,p,p (I; V, V ∗ ) with
the properties (10.23b-d), cf. (7.18a-c). The Nemytskiı̆ mapping Nϕ : Lp (I; V ) →
T T
L1 (I) is continuous. By (10.23b), 0 ϕ(uδ (t))dt → 0 ϕ(u(t))dt. Moreover, the
convolutory integral (7.19) remains valued in K if u(t) ∈ K for a.a. t ∈ I because
of the convexity of K and closedness of K in H. Hence, in this case (10.23a)
T T
obviously holds because 0 δK (uδ (t))dt = 0 = 0 δK (u(t))dt. If u(t) ∈ K for t
from a set in I with a positive Lebesgue measure, then the right-hand integral in
(10.23a) equals +∞ and therefore (10.23a) holds in this case, too.

Example 10.10 (The regularization procedure (10.25)). For K ⊂ H closed and

Φ = δK , the regularization (10.19) can now be shown to satisfy (10.25) similarly
as we did in Remark 10.3.

10.3 Examples of unilateral parabolic problems

We illustrate the above abstract theory on the evolution variant of the obstacle
problem (5.18) in a special form (i.e. p-Laplacean with zero boundary condition).

Example 10.11 (An obstacle problem: very weak solution). We consider, for w ∈
W 1,p (Ω) ∩ L2 (Ω) independent of time, the following complementarity problem:
⎧ ⎫
⎪ ∂u

⎪
⎪ − div |∇u|p−2
∇u ≥ g , u ≥ w, ⎪
⎬
⎪
⎪ ∂t
⎪
⎪   in Q,
⎪
⎨ ∂u
 ⎪
− div |∇u|p−2 ∇u − g (u − w) = 0, ⎭
∂t (10.32)
⎪
⎪
⎪
⎪ ∂u ∂u
⎪
⎪ ≥ 0, u ≥ w, (u − w) = 0 on Σ,
⎪ ∂ν
⎪ ∂ν
⎩
u(0, ·) = u0 on Ω.

The weak formulation results as in (10.21) in a parabolic variational inequality: we

seek u(t, ·) ≥ w for a.a. t ∈ I such that
  
∂v 
  p−2
 1
2
−g v−u + ∇u ∇u ·∇ v−u dxdt ≥ − v(0, ·)−u0 dx (10.33)
Q ∂t 2 Ω
314 Chapter 10. Evolution governed by certain set-valued mappings

∗

holds for any v ∈ W 1,p,p (I; W 1,p (Ω), Lp (Ω)), v(t, ·) ≥ w for a.a. t ∈ I. The
regularization using a quadratic-penalty method arises as in (10.8) with (10.19):
⎧
 1
⎪ ∂uε
⎪
⎪ − div |∇uε |p−2 ∇uε + (uε − w)− = g in Q,
⎪ ∂t
⎨ ε
∂u (10.34)
⎪ = 0 on Σ,
⎪
⎪ ∂ν
⎪
⎩ u(0, ·) = u0 on Ω,

where v − := min(0, v). Suppose: u0 ∈ W 1,p (Ω) ∩ L2 (Ω), u0 ≥ w, and g ∈

∗

Lp (I; Lp (Ω)). The a-priori estimate can be obtained by multiplication of the
equation in (10.34) by uε − w, integration over Ω, and by using Green’s Theo-
rem 1.31:
1 d 1
uε 2 2 + ∇uε pLp (Ω;Rn ) + (uε − w)− 2L2 (Ω)
2 dt  L (Ω) ε
∂uε
= g(uε − w) + w + |∇uε |p−2 ∇uε ∇w dx
∂t
Ω

∂uε  
≤ N gLp∗
(Ω) uε −wW 1,p (Ω) + w dx + |∇uε |p−1 Lp
(Ω) ∇wLp (Ω;Rn )
Ω ∂t
 
≤ CP N gLp∗
(Ω) ∇uε −∇wLp (Ω;Rn ) + uε −wL2 (Ω)

∂uε 1 1
+ w dx +  ∇uε pLp (Ω;Rn ) + ∇wpLp (Ω;Rn ) (10.35)
Ω ∂t p p
∗
where N is the norm of the embedding W 1,p (Ω) ⊂ Lp (Ω) and CP is the constant
from the Poincaré inequality (1.55). After absorbing the last-but-one term in the
left-hand side following the strategy (8.147), and making the integration over [0, t],
we can use Gronwall’s inequality to estimate:
 t  t
d
uε (t)2L2 (Ω) − u0 2L2 (Ω) = uε (ϑ)2L2 (Ω) dϑ ≤ 2 uε (ϑ, ·)2L2 (Ω)
0 dt 0
   
∂uε

+ w dx dϑ + K wL2 (Ω) + ∇wLp (Ω;Rn ) + KgpLp
(0,t;Lp∗
(Ω))
2 p
Ω ∂t

with some constant K together with the estimate

 t 
∂uε
  2  2 1
wdxdϑ = uε (t)−u0 wdx ≤ uε (t)L2 (Ω) + u0 L2 (Ω) + w2L2 (Ω) .
0 Ω ∂t Ω 2
Altogether, this gives the estimates
 
uε  ∞ ≤ C, (10.36a)
L (I;L2 (Ω))
 
∇uε  p ≤ C, (10.36b)
L (Q;Rn )
  √
(uε − w)−  2 ≤ εC. (10.36c)
L (Q)
10.3. Examples of unilateral parabolic problems 315

∂
Note that the usual dual estimate  ∂t uε Lp
(I;W 1,p (Ω)∗ ) ≤ ε−1/2 C → ∞ cannot be
used, hence one cannot expect convergence to a weak solution.
However, the convergence to the very weak solution in the sense (10.33) can
then be proved by the methods we used for the weak solution of the abstract
problem in Theorem 10.6 combined with direct treatment of pseudomonotonicity
of −∆p by the Minty trick. Let us test the regularized equation (10.34) by v − uε
with v ≥ w, and apply Green’s Theorem 1.31. Realizing that (uε −w)− (v −uε ) ≤ 0
whenever v ≥ w, it yields
  
∂uε
− g (v − uε ) + |∇uε |p−2 ∇uε · ∇(v − uε )dxdt
Q ∂t

1
=− (uε − w)− (v − uε )dxdt ≥ 0. (10.37)
ε Q



Assuming v ∈ W 1,p,p (I; W 1,p (Ω), Lp (Ω)), we can make the by-part integration:
   
∂uε ∂v ∂uε ∂v 
(v − uε )dxdt = (v − uε )dxdt + − (v − uε )dxdt
Q ∂t Q ∂t Q ∂t ∂t

∂v 1 1
= (v − uε ) dxdt − uε (T, ·) − v(T, ·)2L2 (Ω) + u0 − v(0, ·)2L2 (Ω)
Q ∂t 2 2

∂v 1
≤ (v − uε ) dxdt + u0 − v(0, ·)2L2 (Ω)
Q ∂t 2
to obtain
 
∂v  1
−g (v−uε ) + |∇uε |p−2 ∇uε ·∇(v−uε )dxdt ≥ − u0 −v(0, ·)2L2 (Ω) .
Q ∂t 2
(10.38)
Now we apply the regularization procedure (7.19) which results in uδ (t, x) :=
 +∞
δ −1 0 e−s/δ u(t − s, x)ds if u(t, x) is prolonged for t < 0 suitably as in
Lemma 7.4. By the technique (10.28), we obtain lim inf ε→0 Q |∇uε |p−2 ∇uε ·
∇(u − uε )dxdt ≥ 0. By the monotonicity, boundedness, and radial continuity


of the p-Laplacean
 as ap−2 mapping Lp (I; W 1,p (Ω)) → Lp (I; W 1,p (Ω)∗ ), we have
also lim supε→0 Q |∇uε | ∇uε · ∇(v − uε )dxdt ≤ Q |∇u|p−2 ∇u · ∇(v − u)dxdt,
cf. Lemma 2.9. Now we can estimate from above the limit superior in (10.38),
which just gives (10.33). Of course, we used also u ≥ 0 implied by (10.36c).
Example 10.12 (An obstacle problem: weak solution). Consider again the problem
(10.32) and assume now that g ∈ L2 (Q) and u0 ∈ W 1,p (Ω), u0 ≥ w a.e. in Ω, and
p > max(1, 2n/(n+2)) so that W 1,p (Ω)  L2 (Ω). The weak formulation of the
problem (10.32) requires u(t, ·) ≥ w to satisfy, for any v ≥ w and for a.a. t ∈ I, the
inequality:
  

∂u 
− g(t, x) v(x) − u(t, x)
Ω ∂t
 p−2

+∇u(t, x) ∇u(t, x) · ∇v(x) − ∇u(t, x) dx ≥ 0 . (10.39)
316 Chapter 10. Evolution governed by certain set-valued mappings

The needed a-priori estimate (10.12) for the approximate solution uε can be ob-
∂
tained by multiplication of the equation in (10.34) by ∂t uε , integration over Ω,
and usage of Green’s Theorem 1.31 with the boundary condition in (10.34):
 ∂u 2 1 ∂  1 ∂ 
 ε ∇uε p p (uε − w)− 2 2
  + L (Ω;Rn )
+ L (Ω)
∂t L2 (Ω) p ∂t 2ε ∂t
  
∂uε 1 1  ∂uε  2
= g(t, ·) dx ≤ g(t, ·)2L2 (Ω) +   . (10.40)
Ω ∂t 2 2 ∂t L2 (Ω)
The last term is to be absorbed in the first one. This gives the estimates
 ∂u 
 ε
  ≤ C, (10.41a)
∂t L2 (Q)
 
∇uε  ∞ ≤ C, (10.41b)
L (I;Lp (Ω;Rn ))
  √
(uε − w)−  ∞ ≤ εC. (10.41c)
L (I;L2 (Ω))

In view of these estimates, we can suppose that (up to a subsequence) uε → u in

L2 (Q),10 and also uε u in Lp (I; W 1,p (Ω)) and in W 1,2 (I; L2 (Ω)).
Moreover, the continuity of the Nemytskiı̆ mapping v → (v − w)− : L2 (Q) →
L (Q), the convergence of uε → u in L2 (Q), and (10.41c) yields also
2
    √
(u − w)−  2 = lim (uε − w)−  2 ≤ lim εC = 0, (10.42)
L (Q) ε→0 L (Q) ε→0

i.e. u ≥ w for a.a. (t, x) ∈ Q. We want to make a limit  passage in (10.37). For p = 2,
we can use the concavity of the functional11 u → Q |∇u|p−2 ∇u · ∇(v−u)dxdt =

Q ∇u · ∇(v−u)dxdt which, by taking into account its continuity, implies its weak
upper semicontinuity. In general, for p = 2, we can use the Minty trick (see
Lemma 2.13) quite similarly as we did in the steady-state problem, cf. (5.72)–
(5.73). For any v ≥ w, by monotonicity of the p-Laplacean and by (10.37), we
have



0 ≥ lim sup |∇uε |p−2 ∇uε − |∇v|p−2 ∇v · ∇(v − uε )dxdt
ε→0 Q
 
∂uε 
≥ lim g− (v − uε ) − |∇v|p−2 ∇v · ∇(v − uε )dxdt
ε→0 Q ∂t
 
∂u 
= g− (v − u) − |∇v|p−2 ∇v · ∇(v − u)dxdt (10.43)
Q ∂t
as uε → u in L2 (Q).12 Let us put v := (1 − δ)u + δz for z ≥ w a.e.; note that
v ≥ w for any δ ∈ [0, 1]. After dividing it by δ, this gives
 
∂u   p−2

g− (z−u) − ∇u + δ∇(z−u) ∇u + δ∇(z−u) ·∇(z−u) dxdt ≤ 0.
Q ∂t
∗
10 Here we use Aubin-Lions Lemma 7.7, which gives uε → u in Lγ (I; Lp − (Ω)) with γ < +∞
arbitrary, which is embedded into L2 (Q) if p > max(1, 2n/(n+2)).
11 Unfortunately, the function a → |a|p−2 a(b − a) is indeed not concave if p = 2.
12 Otherwise, we could alternatively use u (T ) u(T ) in L2 (Ω) and estimate only “lim inf”
ε
10.3. Examples of unilateral parabolic problems 317
 ∂
Passing to the limit with δ → 0 gives Q ( ∂t u−g)(z−u)+|∇u|p−2 ∇u·∇(z−u)dxdt ≥
0, which further gives the point-wise inequality (10.39), cf. Example 8.46.
Alternatively, for p ∈ (1, +∞) arbitrary, we can use the fact that the elliptic
part has a potential and transforms the problem into the form
 
∂uε 1 1
(v − uε ) + |∇v|p dxdt ≥ |∇uε |p + g(v − uε )dxdt, (10.44)
Q ∂t p Q p

and then use the weak lower semicontinuity of u → Q |∇u|p dxdt : Lp (Q) → R.
 ∂ 
This gives in the limit Q ( ∂t u)(v − u) + p1 |∇v|p dxdt ≥ Q p1 |∇u|p + g(v − u)dxdt,
 ∂ 
from which already Q ( ∂t u)(v − u) + |∇u|p−2 ∇u · ∇(v − u)dxdt ≥ Q g(v − u)dxdt

follows because the convex functional u → p1 Ω |∇u|p dx is just the potential of the

mapping A : W 1,p (Ω) → W 1,p (Ω)∗ defined as A(u), v = Ω |∇u|p−2 ∇u · ∇vdx.
Strong convergence in Lp (I; W 1,p (Ω)) can be proved by putting v := u into
(10.43), which gives
  
 
∇uε p−2 ∇uε − |∇u|p−2 ∇u · ∇(uε − u) dxdt
Q
 
∂uε 
≤ g− (uε − u) − |∇u|p−2 ∇u · ∇(uε − u) dxdt → 0. (10.45)
Q ∂t

Then, by the d-monotonicity of the p-Laplacean (cf. Example 2.78) and the uniform
convexity of Lp (I; W 1,p (Ω)), we get strong convergence in this space.
Exercise 10.13. Augment (10.32) by a lower-order term, say c(u), or c(∇u), or
div(a0 (u)) with a0 : R → Rn , and modify Example 10.12 accordingly.
Exercise 10.14. Modify Example 10.12 by considering the unilateral complemen-
tarity condition only on Σ as we did in the steady-state case in (5.91).
Example 10.15 (Continuous casting: one-phase Stefan problem). In Sect. 5.6.2 we
derived the following variational inequality to be satisfied for any v ≥ 0:
 
3 
∂u ∂(v − u) ∂u
κi + cv3 (v − u) dx + b(x)u(v − u) dS
Ω i=1 ∂xi ∂xi ∂x3 Γ
 
≥ − v3 (v − u)dS + h(v − u)dS (10.46)
Ω Γ

by
∂uε 1 1
lim inf uε dxdt = lim inf uε (T )2L2 (Ω) − u0 2L2 (Ω)
ε→0 Q ∂t ε→0 2 2
1 1 ∂u
≥ u(T )2L2 (Ω) − u0 2L2 (Ω) = u dxdt.
2 2 Q ∂t
318 Chapter 10. Evolution governed by certain set-valued mappings

for κ1 = κ2 = κ3 = 1. Here we neglect the diffusion flux in the x3 -variable (i.e. we

put κ3 = 0 while holding κ1 = κ2 = 1) and denote by t = x3 /v3 the “residential”
∂ ∂
time (then v3 ∂x 3
u = ∂t u) and L and Ω2 the length and the cross-section of the
casted workpiece. Thus, for T = L/v3 , I = [0, T ], Ω = Ω2 × I on Figure 14 on
p. 157. Now we put Q = I ×Ω2 and Σ = I ×Γ2 with Γ2 := ∂Ω2 and also use the
notation u(t, x1 , x2 ) (resp. dxdt) instead of u(x1 , x2 , x3 ) (resp. dx). Thus (10.46)
turns into
 
∂u
∇u · ∇(v − u) + c (v − u) dtdx + b(x)u(v − u) dSdt
Q ∂t Σ
 
≥ − v3 (v − u) dtdx + h(v − u) dSdt; (10.47)
Q Σ

∂
of course, now ∇ = ( ∂x , ∂ ). On the top side we have prescribed the Dirichlet
1 ∂x2
boundary condition (cf. again Figure 14) which now turns into the initial condition,
while on the bottom side of Γ we now do not prescribe any condition at all. Thus
we arrived at the parabolic variational inequality:
⎧ ⎫
⎪
⎪
∂u
− ≥ ≥ ⎪
⎬
⎪
⎪ div(κ∇u) + v3 0, u 0,
⎪
⎪ ∂t
  in Q,
⎪
⎪ ∂u ⎪
⎨ − div(κ∇u) + v3 u = 0, ⎭
∂t (10.48)
⎪
⎪  ∂u 
⎪
⎪ ∂u
⎪
⎪ + bu ≥ 0, u ≥ 0, + bu u = 0 on Σ,
⎪
⎪ ∂ν ∂ν
⎩
u(0, ·) = u0 on Ω2 .

The Baiocchi transformation (5.123) of temperature θ adapted for moving bound-

ary problems is called the Duvaut transformation13 :
 t
u(t, x1 , x2 ) := − θ(ϑ, x1 , x2 )dϑ. (10.49)
0

Exercise 10.16 (Elliptic regularization14 ). Denote uε the solution to (10.46) with

κ1 = κ2 = 1 and κ3 = ε with ε > 0 and show that uε → u in a suitable topology
for ε  0, where u solves (10.47). Note that the boundary condition on the bottom
part of Γ does not influence the limit.

10.4 Bibliographical remarks

Evolution variational inequalities and unilateral parabolic problems are addressed
by Barbu [34, Sect.IV.3], Elliott, Ockendon [117], Glowinski, Lions, Trémolières
13 See Duvaut [111]. The new variable is called freezing index; see also Baiocchi [26], Crank

[97, Sect.6.4.5], Duvaut-Lions [112, Appendix 3], Rodrigues [300, Sect.2.11].

14 See Lions [221].
10.4. Bibliographical remarks 319

[156], Lions [222, Chap.2,Sect.9 and Chap.3,Sect.6], Naumann [256], Showalter

[321], and Zeidler [354, Chap.55]. A fundamental paper is by Brézis [59, Chap.II].
Applications to mechanics, in particular to contact problems, is in Duvaut, Lions
[112], Eck, Jarušek, Krbec [114], Frémond [130], Hlaváček, Nečas [262], Kikuchi
and Oden [197].
Variational inequalities in the context of their optimal control are in Barbu
[35, Chap.5] or Tiba [336]. For application of Rothe’s method as in Example 10.4
we refer to Kačur [188, Section 5.2].
Chapter 11

Doubly-nonlinear problems

In this section we touch upon some selected problems not mentioned so far.
d
This concerns situations with the time-derivative dt u appearing nonlinearly (Sec-
tions 11.1.1 and 11.1.2) or acting on a nonlinearity (Section 11.2), in the former
d2
case also in combination with the second time-derivative dt 2 u involved linearly

(Section 11.3).

11.1 Inclusions of the type ∂Ψ( dt

d
u) + ∂Φ(u)  f
First, we begin with the initial-value problem for the inclusion
 du 

∂Ψ + A u(t)  f (t) , u(0) = u0 . (11.1)
dt
As both ∂Ψ and A can be nonlinear and even set-valued (e.g. A = ∂Φ), we speak
about (a special case of) the so-called doubly nonlinear problem. Again, we pose
the problem in the framework of Gelfand’s triple V ⊂ H ⊂ V ∗ with compact and
dense embeddings.

11.1.1 Potential Ψ valued in R ∪ {+∞}.

The first option will simultaneously be an illustration of a technique, not yet
d2
mentioned, based on the test of a differentiated-in-time inclusion by dt2 u. For

this, we consider A : V → V ∗ in a special form

A = A1 + A2 , A1 : V →V ∗ linear, A∗1 = A1 , and A1 v, v ≥ c0 |v|2V ,

A2 : H→H Lipschitz continuous, (11.2)

and Ψ : H → R ∪ {+∞} uniformly convex on H in the sense

 2
∀ξ1 ∈ ∂Ψ(v1 ), ξ2 ∈ ∂Ψ(v2 ) : ξ1 − ξ2 , v1 − v2 ≥ c1 v1 − v2 H (11.3)
322 Chapter 11. Doubly-nonlinear problems

with some c0 , c1 , ε positive, and |·|V again a seminorm on V satisfying the abstract
Poincaré-type inequality (8.8). The requirement (11.3) implies that one can write
Ψ(v) = Ψ0 (v) + 12 c1 v2H with some Ψ0 convex, hence also one has

∂Ψ(v) = ∂Ψ0 (v) + c1 v. (11.4)

On the other hand, we did not impose any growth restriction on Ψ so that, in
particular, Ψ can take values +∞. By (11.2), A1 has a quadratic potential, namely
A1 = Φ with Φ(v) = 12 A1 v, v, hence (11.1) is a special case of the inclusion

du 


∂Ψ + Φ u(t) + A2 u(t)  f (t) , u(0) = u0 , (11.5)
dt
with Φ quadratic, and thus smooth, so that ∂Φ(v) = {Φ (v)}.
We will call u ∈ W 1,2 (I; V ) a strong solution to (11.1) if u(0) = u0 and the
inclusion in (11.1) is satisfied for a.a. t ∈ I. Equivalently, it means

 du
du  du
∀v ∈ V ∀(a.a.) t ∈ I : A u(t) , v− + Ψ(v) − Ψ ≥ f (t), v− . (11.6)
dt dt dt
We will analyze it via the Rothe method, which is now based on the recursive
formula:
 uk − uk−1  

 1 kτ
∂Ψ τ τ
+ A ukτ  fτk , u0τ = u0 , fτk := f (t) dt. (11.7)
τ τ (k−1)τ

This determines recursively the Rothe solutions uτ and ūτ . As we will need also an
analog of the 2nd-order time derivative, we have to introduce the piecewise affine
d d
interpolation [ dt uτ ]i of the piecewise constant time derivative dt uτ ; cf. Figure 17
on p. 202. This interpolated derivative is defined only on the interval [τ, T ], and its
derivative is obviously piecewise constant and imitates the second-order derivative
of uτ by the following symmetric second-order difference formula:

d 0 duτ 1i  uk+1
τ − 2ukτ + uk−1
τ
= , k = 1, . . . , T /τ − 1. (11.8)
dt dt [kτ,(k+1)τ ] τ

Proposition 11.1. Let A : V → V ∗ satisfy (11.2) and Ψ : H → R ∪ {+∞} be

uniformly convex on H in the sense of (11.3), lower semicontinuous on V , proper
and ∂Ψ(0)  0, and V  H. Moreover, let f ∈ W 1,2 (I; H) and u0 ∈ V be a steady
state with respect to f (0) in the sense that A(u0 ) = f (0).
(i) Then the Rothe functions uτ ∈ C(I; V ) and ūτ ∈ L∞ (I; V ) do exist and we
have the estimates
   d 0 du 1i 
uτ  1,∞  τ 
W (I;V )
≤ C,   2 ≤C (11.9)
dt dt L (I;H)
 d
11.1. Inclusions of the type ∂Ψ( dt u) + ∂Φ(u)  f 323

for τ sufficiently small, where [·]i denotes the piecewise affine interpolation
defined on the whole interval I by considering formally ukτ = u0 for k = −1;
[ dt uτ ]i |[0,τ ] := (u1τ − u0 )/τ −2 .
d d
hence dt
(ii) There is a subsequence such that uτ → u weakly* in W 1,∞ (I; V ), and every
such u is a strong solution to (11.1).
To make a-priori estimates, let us first outline the procedure heuristically:
assume, for a moment, Ψ ∈ C 2 (V ) and A2 ∈ C 1 (H, H), differentiate ∂Ψ( dt
d
u) +
2
A1 u + A2 (u)  f in time and test it by dt2 u, and use symmetry of A1 (so that
d

d2
A1 dt
d
u, dt2 u = 2 dt A1 dt u, dt u):
1 d d d

 du  d2 u d2 u  1 d du du
Ψ , + A1 ,
dt dt2 dt2 2 dt dt dt
d du d2 u du d2 u
= ∂Ψ( ), 2 + A1 , 2
dt dt dt dt dt
df  du d2 u 1 
 df 2 2 
 du 2 c1  
 d2 u 2
≤ − A2 (u) , 2 ≤   +   +  2  , (11.10)
dt dt dt c1 dt H c1 dt H 2 dt H
where := A2 (·)C 0 (H,L(H,H)) is the Lipschitz constant of A2 : H → H. By
(11.3), Ψ (·)(ξ, ξ) ≥ c1 ξ2H , hence the first term can be estimated from below
d2
c1  dt 2
2 uH while the last term is to be absorbed in it. We integrate it over (0, t)

and use A1 dt d d

u, dt u ≥ c0 | dt
d
u|2V . We obtain

c0  du 2 c1 t  
 d2 u 2
  +  2  dt
2 dt V 2 0 dt H
 t   2 2  
1  df   du 2 1 du du
≤   +   dt + A1 (0), (0) . (11.11)
0 c 1 dt H c 1 dt H 2 dt dt
 t d2 2 d2
Further, we denote U (t) := 0  dϑ 2 uH dϑ so that dt U =  dt2 uH and use
d 2

 du 2  du  t 2
   d u  2
 (t) =  (0) + 2
dϑ
dt H dt 0 dϑ H
  t d2 u 2  du 2  du 2
     
≤ 2 2
dϑ  + 2  (0) ≤ 2T U (t) + 2  (0) (11.12)
0 dϑ H dt H dt H

to substitute it into (11.11) to get

 t   2 
c0  du 2 c1 1  df  2
  + U (t) ≤   + 2T U (ϑ) dϑ
2 dt V 2 0 c1 dt H c1
 du 2
  1 du du
+ 2T  (0) + A1 (0), (0) , (11.13)
dt H 2 dt dt
from which a bound for U (t) uniform in t ∈ I follows by the Gronwall inequal-
ity. For t = T it implies a bound for u in W 2,2 (I; H) and, putting it again
324 Chapter 11. Doubly-nonlinear problems

into (11.11) and using (8.8), also in W 1,∞ (I; V ). For using Gronwall’s inequal-
ity, A1 dt
d d
u(0), dt u(0) must be finite, for which we need the imposed qualification
of u0 with respect to f (0) because dtd
u(0) ∈ [∂Ψ]−1 (f (0) − A(u0 )) = [∂Ψ]−1 (0). In
view of the assumption ∂Ψ(0)  0, we can see that dt d
u(0) = 0.

Proof of Proposition 11.1. Seeking u = ukτ satisfying the inclusion (11.7) is equiv-
alent to seeking u solving ∂ϕ(u) + A2 (u)  fτk where
 v − uk−1  1
τ
ϕ(v) := τ Ψ + A1 v, v . (11.14)
τ 2
The existence of such u can be shown by Corollary 5.17; the coercivity follows
from the estimate1 so that c0 |v|2V + (c1 /τ )v − uk−1
τ 2H ≤ ∂ϕ(v), v ≤ fτk −
k
A2 (v), v ≤ fτ H vH + C(1 + vH ) while the pseudomonotonicity of A2 is due
2

to its continuity and the compactness of V  H.

Now, following the strategy (11.10), we are to prove a-priori estimates. In
terms of the time-difference
uk − uk−1
δτk := τ τ
, (11.15)
τ
we modify (11.7) by using (11.4), i.e. c1 δτk + ∂Ψ0 (δτk ) + A1 ukτ + A2 (ukτ )  fτk , and
write it for k and k+1 in the form:


c1 δτk + A1 ukτ + A2 (ukτ ) − fτk , v − δτk + Ψ0 (v) ≥ Ψ0 δτk , (11.16a)


c1 δτk+1 +A1 uk+1
τ +A2 (uk+1
τ )−fτk+1 , v−δτk+1 + Ψ0 (v) ≥ Ψ0 δτk+1 . (11.16b)

As we defined formally u−1 0

τ = u0 , we have δτ = 0. As A1 u0 + A2 (u0 ) = f (0) and
Ψ is minimized at 0 (due to its convexity and the assumption ∂Ψ(0)  0), the in-
equality (11.16a) holds for k = 0 as well; one can imagine f extended continuously
for t < 0 by a constant, hence fτ0 := f (0). We put v := δτk+1 into (11.16a) and
v := δτk into (11.16b). Subtracting them for the suggested substitutions and using
the formula (8.24)2 yields
 2 τ τ
c1 δτk+1 − δτk H + A1 δτk+1 , δτk+1 − A1 δτk , δτk
2 2
≤ c1 δτ − c1 δτ , δτ − δτ + A1 uk+1
k+1 k k+1 k
τ − A1 ukτ , δτk+1 − δτk
≤ fτk+1 − fτk , δτk+1 − δτk − A2 (uk+1
τ ) − A2 (ukτ ), δτk+1 − δτk
1 2 2 2 c1  2
≤ fτk+1 − fτk H + τ 2 δτk+1 H + δτk+1 − δτk H . (11.17)
c1 c1 2

The last term is to be absorbed in the first left-hand-side term. Then, to imitate
1 We use ∂Ψ(0)  0 with (11.3) for ξ2 = 0, v2 = 0, v1 = (v − uk−1 τ )/τ .
2 It is here τ A1 δτk+1 , δτk+1 − δτk ≥ τ2 A1 δτk+1 , δτk+1 − τ2 A1 δτk , δτk .
 d
11.1. Inclusions of the type ∂Ψ( dt u) + ∂Φ(u)  f 325

(11.11), we sum it for k = 0, . . . , l, l ≤ T /τ , which, after multiplying by 1/τ , gives

c1  
l
1  δτk+1 − δτk 2
A1 δτl+1 , δτl+1 + τ  
2 2 τ H
k=0
l  
 1 
 fτk+1 − fτk 2 2


k+1 2 1
≤τ   + δ + A1 δτ0 , δτ0 . (11.18)
c1 τ H c1 τ H 2
k=0

Then, after using the discrete analog of (11.12), we use the discrete Gronwall
inequality (1.69) provided τ is sufficiently small. The boundedness of the term

τ −1 lk=1 fτk+1 − fτk 2H follows from the assumption f ∈ W 1,2 (I; H) as in (8.72)-
(8.73). Note that A1 δτk , δτk  is certainly bounded (as it even vanishes) for k = 0
because δτ0 = 0. Altogether, we get the estimates (11.9). Also,
0 du 1i du  τ  0 1
 τ τ  d duτ i 
 −  2 =√   2 = O(τ ), (11.19)
dt dt L (I;H) 3 dt dt L (I;H)

cf. (8.50).
Then the convergence (in terms of a subsequence) [ dt d
uτ ]i → dtd
u in L2 (I; H),
which follows by Aubin-Lions Lemma 7.7, implies also dt d
uτ → dt d
u in L2 (I; H).
Also, we have
 T
duτ 1
lim inf A1 ūτ , dt = lim inf A1 uτ (T ), uτ (T )
τ →0 0 dt τ →0 2
 T
1 duτ
− A1 u0 , u0 + lim A1 (ūτ − uτ ), dt
2 τ →0 0 dt
 T
1 1 du
≥ A1 u(T ), u(T ) − A1 u0 , u0 = A1 u, dt (11.20)
2 2 0 dt
T
where we used also3 uτ (T ) u(T ) in V and 0 A1 (ūτ − uτ ), dt d
uτ dt = O(τ )
because ūτ − uτ L2 (I;V ) ≤ τ  dt uτ L2 (I;V ) = O(τ ). Then we can make the limit
d

passage in the equivalent form of (11.7), namely

 T
duτ
duτ 
A1 ūτ + A2 (ūτ ) − f¯τ , v − + Ψ(v) − Ψ dt ≥ 0 (11.21)
0 dt dt
by using
 T  T

duτ 
du 
lim inf Ψ dt ≥ Ψ dt (11.22)
τ →0 0 dt 0 dt
T
because v → 0 Ψ(v(t))dt : L∞ (I; V ) → R̄ is weakly* lower semicontinuous
d
and dt uτ → dt
d
u weakly* in L∞ (I; V ) due to the estimate in (11.9). Eventually,

3 By d u d
ÊT d
ÊT d
dt τ dt
u in L2 (I; V ) it follows that uτ (T ) = u0 + 0 u dt
dt τ
u0 + 0 dt
udt = u(T ).
326 Chapter 11. Doubly-nonlinear problems

T
A2 (ūτ ) → A2 (u) in L2 (I; H), which yields limτ →0 0 (A2 (ūτ ), v − d
dt uτ )dt =
T
0 (A2 (u), v − dt u)dt. Altogether, (11.21) in the limit results in
d

 T
du
du 
A1 u + A2 (u) − f, v − + Ψ(v) − Ψ dt ≥ 0 (11.23)
0 dt dt

from which the pointwise variant (11.6) follows. 

Example 11.2 (Pseudoparabolic equations). Equations with the time-derivative

involved in a (possibly nonlinear) differential operator are sometimes called
pseudoparabolic. An example is the problem with the regularized q-Laplacean:
⎧ 
∂u q−2  ∂u 
⎪
⎨ −div ε + |∇ ∂t |
⎪ ∇
∂t
− ∆u + c(u) = g, in Q,
u = 0, on Σ, (11.24)
⎪
⎪
⎩
u(0, ·) = u0 on Ω,

with c : R → R Lipschitz continuous. This problem

 fits with the above presented
theory for V = W01,p (Ω), H = L2 (Ω), Ψ(v) = Ω 1q |∇v|q + 2ε |∇v|2 dx, A1 = −∆,
and A2 = Nc ; then c1 in (11.3) is εCP−2 with CP from the Poincaré inequality
vL2 (Ω) ≤ CP ∇vL2 (Ω;Rn ) .

Example 11.3 (Parabolic variational inequalities of “type II”4 ). The above pre-
sented abstract theory is fitted to a unilateral constraint acting on the time deriv-
ative. An example is the following complementarity problem:
⎧ ⎫
⎪
⎪ ∂u ∂u ⎪
⎪
⎪ − ∆u + c(u) ≥ g, ≥0 ⎪ ⎬
⎪
⎪ ∂t
  ∂t
⎪
⎨ in Q,
=0 ⎪
∂u ∂u ⎪
− ∆u + c(u) − g ⎭ (11.25)
⎪ ∂t ∂t
⎪
⎪
⎪
⎪ u = 0 on Σ,
⎪
⎪
⎩
u(0, ·) = u0 on Ω,

with c : R → R again Lipschitz continuous. Variational inequality can be obtained

by using the Green formula: find u ∈ W 1,∞ (I; L2 (Ω)) ∩ L∞ (I; W01,2 (Ω)) with
∂
∂t u ≥ 0 a.e. in Q such that

∀v ∈ W01,2 (Ω), v ≥ 0 a.e. on Ω :

  
∂u ∂u   ∂u 
+ c(u) − g v − + ∇u · ∇ v − dx ≥ 0. (11.26)
Ω ∂t ∂t ∂t
4 See Duvant, Lions [112, Chap.II], Glowinski, Lions, Trémoliers [156, Chap.6, Sect. 5] or
Kačur [188, Sect.5.3] for more information.
 d
11.1. Inclusions of the type ∂Ψ( dt u) + ∂Φ(u)  f 327

This fits with the above abstract scheme with Ψ : L2 (Ω) → [0, +∞] defined as
'
2 vL2 (Ω) if v ≥ 0 a.e. in Ω
1 2
Ψ(v) := (11.27a)
+∞ otherwise,
A1 (v) = −∆v, A2 (v) = c(v). (11.27b)
∂
Example 11.4 (Boundary inequalities). A unilateral constraint on ∂t u can be re-
alized on the boundary Γ. An example is the following complementarity problem:
⎧ ∂u
⎪
⎪ − ∆u = g, in Q,
⎪
⎨ ∂t
∂u ∂u  ∂u  ∂u (11.28)
⎪
⎪ + bu ≥ 0, ≥ 0, + bu = 0 on Σ,
⎪
⎩ ∂ν ∂t ∂ν ∂t
u(0, ·) = u0 on Ω.
Variational inequality results by the Green formula: find u ∈ W 1,2 (I; W 1,2 (Ω))
∂
with ∂t u|Γ ≥ 0 such that, for all v ∈ W 1,2 (Ω) with v|Γ ≥ 0 it holds that
   
∂u ∂u   ∂u   ∂u 
−g v− + ∇u · ∇ v − dx + bu v − dS ≥ 0; (11.29)
Ω ∂t ∂t ∂t Γ ∂t
∂ ∂
we assume u ∈ W 1,2 (I; W 1,2 (Ω)) to give a good sense of ∇ ∂t u and of ∂t u|Γ .
1,p 2
This fits with the above abstract scheme with V = W (Ω), H = L (Ω), Ψ :
W 1,2 (Ω) → [0, +∞] defined as
! 1
2 vL2 (Ω) if v|Γ ≥ 0 a.e. on Γ,
2
Ψ(v) := (11.30)
+∞ otherwise.
If still g ∈ W 1,2 (I; L2 (Ω)) and u0 qualifies appropriately, by Proposition 11.1,
(11.29) has a solution.

11.1.2 Potential Φ valued in R ∪ {+∞}

Strengthening the assumptions on Ψ, we can allow the leading part of A, i.e. A1 in
(11.2), nonlinear and even set-valued, and also the very restrictive assumption on
the initial condition we made in Proposition 11.1 can thus be put off. Thus, we get
another special case of the doubly nonlinear problem. We confine ourselves to a
case when A = A1 +A2 with A1 having a convex, possibly nonsmooth (R∪{+∞})-
valued potential, let us denote it by Φ, i.e. A1 = ∂Φ, and A2 : H → H. Thus, we
have in mind the inclusion (11.5) with (possibly nonsmooth) Φ : V → R ∪ {+∞}
and Ψ : H → R being convex, coercive, and bounded in the sense
∂Ψ(v), v ≥ c0 vqH − c1 vH , (11.31a)
 

∂Ψ(v) ≤ C 1 + vq−1 , (11.31b)
H H
∂Φ(v), v ≥ c2 |v|pV
− c3 |v|V , (11.31c)
 

A2 (v) ≤ C 1 + vq−1 ; (11.31d)
H H
328 Chapter 11. Doubly-nonlinear problems

for some c0 , c2 positive, | · |V a seminorm on V satisfying the abstract Poincaré-

type inequality (8.8), and p, q > 1; in fact, the concrete value of p will not play
any role, cf. the estimates (11.35).
By a weak solution to (11.5) we will understand u ∈ W 1,∞,q (I; V, H) such


that u(0) = u0 ∈ H and, for some w, z ∈ Lq (I; H), the following system of two
inequalities holds:

w + z + A2 (u) = f, (11.32a)
 T
du

w − ξ, − v dt ≥ 0 ∀v ∈ Lq (I; H), ξ ∈ Lq (I; H), ξ ∈ ∂Ψ(v), (11.32b)
0 dt
 T


z − ξ, u − v dt ≥ 0 ∀v ∈ Lq (I; V ), ξ ∈ Lq (I; V ∗ ), ξ ∈ ∂Φ(v). (11.32c)
0

The philosophy behind this definition can be seen, without going into details, from
the fact that (11.32b) means w ∈ ∂Ψ( dt d
u) due to the maximal monotonicity of
∂Ψ, cf. Theorem 5.3(ii), and similarly (11.32c) means z ∈ ∂Φ(u). Hence (11.32a)
expresses just the inclusion (11.5).
We will analyze it again by Rothe’s method, which consists in the following
recursive formula:
 uk − uk−1 
τ τ
∂Ψ + ∂Φ(ukτ ) + A2 (ukτ )  fτk , u0τ = u0 , (11.33)
τ

and fτk from (8.57). This determines recursively the Rothe solutions uτ and ūτ ,
and (11.33) for k = 1, . . . , T /τ then means that, for some w̄τ and z̄τ piecewise
constant on the considered partition of I, the following identity and inequalities
hold:

w̄τ + z̄τ + A2 (ūτ ) = f¯τ , (11.34a)

 T
duτ
w̄τ − ξ, − v dt ≥ 0 ∀v, ξ ∈ L∞ (I; H), ξ ∈ ∂Ψ(v), (11.34b)
0 dt
 T
z̄τ −ξ, ūτ −v dt ≥ 0 ∀v ∈ L∞ (I; V ), ∀ξ ∈ L∞ (I; V ∗ ), ξ ∈ ∂Φ(v). (11.34c)
0

In fact, it suffices to require (11.34b,c) to hold for the specified ξ and v piecewise
constant on the considered partition of I only.
Proposition 11.5 (Colli and Visintin5 ). Let V  H, the convex, lower semi-
continuous functionals Φ : V → R ∪ {+∞} and Ψ : H → R satisfy (11.31a-c),


A2 : H → H be continuous and satisfy (11.31d), f ∈ Lq (I; H) and u0 ∈ dom(Φ);
in particular, u0 ∈ V due to (11.31c). Then:
5 See the original work by Colli and Visintin [90] and Colli [88], or also the monograph [347,
Sect.III.2] for more details in the special L2 -case ∂Φ(u) := −div(a(∇u)).
 d
11.1. Inclusions of the type ∂Ψ( dt u) + ∂Φ(u)  f 329

(i) For τ > 0 sufficiently small, uτ ∈ C(I; V ) and ūτ ∈ L∞ (I; V ) do exist and the
following a-priori estimates hold:
 
uτ  1,∞,q ≤ C, (11.35a)
W (I;V,H)
 
w̄τ  q
≤ C, (11.35b)
L (I;H)
 
z̄τ  q
≤ C. (11.35c)
L (I;H)

(ii) There is a subsequence and some (u, w, z) ∈ W 1,∞,q (I; V ; H) × Lq (I; H)2
such that (uτ , w̄τ , z̄τ ) converges weakly* to (u, w, z) and any (u, w, z) obtained
in this way satisfies (11.32).
Proof. Existence of the Rothe sequence follows by Corollary

5.17. Forthis, we de-
fine the convex functional ϕ : V → R̄ by v → Φ(v) + τ Ψ (v − uk−1
τ )/τ . Then, any
solution to ∂ϕ(u)+ A2 (u)  fτk solves also (11.33).6 The needed pseudomonotonic-
ity of A2 : V → V ∗ follows from the compactness of V  H and the continuity of
A2 : H → H, while the coercivity follows from the estimate

τ 1−q c0 uqH − c̃1 uH + c2 |u|pV − c3 |u|V ≤ ∂ϕ(u), u + Cτ

≤ fτk − A2 (u), u + Cτ ≤ fτk − A2 (u)qH + uqH + Cτ






≤ 2q −1 fτk qH + 4q −1 C q 1 + uqH + uqH + Cτ , (11.36)

where Cτ is a constant depending on τ and uk−1 τ . The last two terms with u2H
can be absorbed in the left-hand side if τ is small enough.
d
Let us first outline the a-priori estimate heuristically: test (11.5) by dt u and
estimate:
 du q  du 
du  du
    d du
c0   − c1   + Φ(u) ≤ ∂Ψ , + ∂Φ(u),
dt H dt H dt dt dt dt
  
  du q
du
q  
≤ 2q −1 Cε f H + A2 (u)H + ε 

q
≤ f − A2 (u),
dt dt H


  du q



 
≤ 2q −1 Cε f qH + 2q −1 C q 1 + uqH + ε  (11.37)
dt H
where c0 and c1 come from (11.31a) and where Cε is from (1.22) with q instead
of p. The last term is to be absorbed in the first left-hand-side term provided
ε < c0 is chosen. Similarly, the c1 -term is to be handled “atthe right-hand side”
t
by Young inequality, too. As in (8.62), we denote U (t) := 0  dϑ d
uqH dϑ so that
q
dt U =  dt uH and, by using also
d d

  t   t du q
 
u(t)q =  du  q q−1  
H u 0 + dϑ  ≤ 2  dϑ
dϑ H dϑ H
0 
q−1  q q−1 q−1
0
 
q−1  q
+2 u0 H ≤ 2 t U (t) + 2 u0 H , (11.38)
6 Here we use Exercise 5.29.
330 Chapter 11. Doubly-nonlinear problems

the estimate (11.37) yields

d 


U + Φ(u) ≤ C f (t)2H + U (t) (11.39)
dt
with some C large enough. Then, by Gronwall’s inequality, we get U (t) + Φ(u(t))
bounded independently of t. Then, using also the semi-coercivity7 of Φ and (11.38),
we get u(t)H and |u(t)|V bounded independently of t, which bounds u in
L∞ (I; V ) through the Poincaré-type inequality (8.8). Eventually, U (T ) < +∞
bounds u in W 1,q (I; H).
In the discrete scheme, we test (11.33) by ukτ − uk−1
τ : More precisely, we test
wτ + zτk = fτk − A2 (ukτ ) by δτk , where wτk ∈ ∂Ψ(δτk ) with δτk the time difference
k

(11.15) and zτk ∈ ∂Φ(ukτ ). The last inclusion means Φ(v) ≥ Φ(ukτ ) + zτk (v − ukτ ).
Using v = uk−1
τ and copying the strategy (11.37), we obtain

Φ(ukτ ) − Φ(uk−1 )
c0 δτk qH + τ
≤ wτk , δτk + zτk , δτk + c1 δτk H
τ
≤ fτk − A2 (ukτ ), δτk + c1 δτk H



  q

≤ 2q −1 Cε fτk qH + 2q −1 C q 1+ukτ qH + εδτk H + c1 Cε +εδτk qH .

(11.40)

Taking ε < c0 /(1 + c1 ) and applying the discrete Gronwall inequality (1.69), like
(11.38)–(11.39), gives estimate (11.35a).
As w̄τ ∈ ∂Ψ( dt d
uτ ), by (11.31b) we have w̄τ (t)H ≤ C(1 +  dtd
uτ q−1
H ),
¯
which gives also the estimate (11.35b). Moreover, from z̄τ = fτ − w̄τ we get also
(11.35c).
As for the limit passage in (11.34), let us choose a subsequence such that:

uτ u weakly* in W 1,∞,q (I; V, H), (11.41)

q

w̄τ w weakly in L (I; H), (11.42)
q

z̄τ z weakly in L (I; H). (11.43)

From (11.41) and the Aubin-Lions Lemma 7.7, it also follows uτ → u in Lq (I; H).


Moreover, we have f¯τ → f in Lq (I; H), cf. Lemma 8.7 modified due to Re-
mark 8.15. As we have
 du 

τ  τ
uτ − ūτ Lq (I;H) = √ q
  q =O τ , (11.44)
q + 1 dt L (I;H)
T
cf. (8.50), we have also ūτ →u in Lq (I; H), and thus the convergence 0 z̄τ , ūτ dt
T

→ 0 z, udt in (11.34c) is obvious. Moreover, A2 (ūτ ) → A2 (u) in Lq (I; H) due
7 The semi-coercivity of Φ follows from (11.31c) and the assumed convexity of Φ by Theo-
rem 4.4(i).
 d
11.1. Inclusions of the type ∂Ψ( dt u) + ∂Φ(u)  f 331

to the continuity of the Nemytskiı̆ mapping A2 : Lq (I; H) → Lq (I; H), using the
continuity of A2 : H → H and the growth condition (11.31d); cf. Theorem 1.43.
The limit passage in (11.34a) is then obvious. As for (11.34b), we use
 T  T
duτ duτ
lim sup w̄τ , dt = lim sup f¯τ − A2 (ūτ ) − z̄τ , dt
τ →0 0 dt τ →0 0 dt
 T
duτ

≤ lim f¯τ − A2 (ūτ ), dt − lim inf Φ(uτ (T )) − Φ(u0 )
τ →0 0 dt τ →0
 T
du

≤ f − A2 (u), dt − Φ u(T ) + Φ(u0 )
0 dt
 T
du d

= f − A2 (u), − Φ u(t) dt
0 dt dt
 T  T
du du
≤ f − A2 (u) − z, dt = w, dt, (11.45)
0 dt 0 dt

where we used the inequality

 T  T /τ
 T /τ
duτ

z̄τ , dt = zτk (ukτ −uk−1
τ )≥ Φ(ukτ ) − Φ(uk−1
τ ) = Φ uτ (T ) − Φ(u0 ),
0 dt
k=1 k=1

which follows from convexity of Φ and from zτk ∈ ∂Φ(ukτ ), and we used also the fact
d
that8 dt Φ(u) = z, dt
d
u for any z ∈ ∂Φ(u) and the convergence9 uτ (T ) u(T ),
and the weak lower semi-continuity of Φ : V → R̄. 
Remark 11.6. Realize that we used only monotonicity of ∂Ψ (not potentiality) for
the basic a-priori estimates. Hencefore, the generalization for a maximal monotone
mapping in place of ∂Ψ is possible.
Remark 11.7 (Energy balance). The estimate (11.37) has, in concrete motivated
cases, a “physical” interpretation. If Φ is a stored energy and Ψ a (pseudo)potential
of dissipative forces, then ∂Ψ( dt
d d
u), dt d
u+ dt Φ(u) = f, dt
d
u expresses the balance
between the dissipation rate, the rate of change of stored energy, and the power
of external loading f . Disregarding the non-potential term A2 , this balance (as an
inequality) is just the core of (11.37).
Proposition 11.8 (Dynamic minimization of Φ). Let f = 0 and A2 = 0, and 10
 
∃c, α>0 ∀ε>0 ∀v∈H : ξ∈∂Ψ(v) : ξH ≥ ε ⇒ inf ∂Ψ(v), v ≥ cεα . (11.46)

8 ForΦ = 12  · 2 we used it in (9.19). In a general case, cf. the proof of (11.70) below.
9 Thisfollows from the boundedness of {uτ (T )}τ >0 in V and of { dt d
uτ }τ >0 in Lq (I; H).
10 The condition (11.46) is satisfied, e.g., for Ψ(u ) = u q with q > 1. Then α = q. In
H
particular, it holds for the “linear” evolution dtd
u + ∂Φ(u)  0 where q = 2. On the other hand,
it does not hold for Ψ(u ) = u H .
332 Chapter 11. Doubly-nonlinear problems

Considering I = [0, +∞) as in Remark 8.22, it holds that limt→+∞ Φ(u(t)) =

min Φ.
d
Proof. 11 Testing (11.5) by dt u and integrating it over [t1 , t2 ] yields an energy
estimate:
 t2



du  du
Φ u(t2 ) − Φ u(t1 ) + inf ∂Ψ (ϑ) , (ϑ) dϑ ≤ 0; (11.47)
t1 dt dt

it is to be proved by smoothing of Ψ and a limit passage. Thus12

 

t2
du  du 

lim inf ∂Ψ , dt ≤ lim Φ u(t2 ) − Φ u(t1 ) = 0, (11.48)
t1 →+∞ t1 dt dt t1 →+∞
t2 →+∞ t2 →+∞

t
so { 0 inf∂Ψ( dt
d d
u(ϑ)), dt u(ϑ)dϑ}t>0 is Cauchy, hence the limit, denoted by def-
 +∞ d d
inition 0 inf∂Ψ( dt u(ϑ)), dt u(ϑ)dϑ, does exist and is finite. Put
 
du  
 
Iε := t ∈ [0, +∞); sup ∂Ψ  <ε . (11.49)
dt H
Then the measure of Iε must be infinite, otherwise by (11.46) we would have
 +∞ α
inf∂Ψ( du dt (ϑ)), dt (ϑ)dϑ ≥ cε meas(R \ Iε ) = +∞, a contradiction. Hence,
du +
0
for any t ∈ Iε , we can take ξ ∈ ∂Ψ( dt ) such that −ξ ∈ ∂Φ(u(t)), and then we have
du



inf Φ u(ϑ) ≤ Φ u(t) ≤ Φ(v) + − ξ, u(t) − v
ϑ>0
     
≤ Φ(v) + ξ H u(t) − v H ≤ Φ(v) + εu(t) − v H (11.50)

for v ∈ V ⊂ H arbitrary. Thus inf ϑ>0 Φ(u(ϑ)) ≤ Φ(v). 

11.1.3 Uniqueness and continuous dependence on data

The doubly-nonlinear structure of (11.1) makes uniqueness of the solution not
fully automatic.13 We present two techniques to address this nontrivial task.
Proposition 11.9. Let the assumptions of Proposition 11.1 be fulfilled. Having two
sets of data (f, u0 ) = (fi , u0i ) and the corresponding strong solutions ui , i = 1, 2,
the following estimate
     
u1 −u2  1,2 ∞ ≤ C f1 −f2  2 + A 1 (u 01 −u 02 ), u 01 −u 02
W (I;H)∩L (I;V ) L (I;H)

holds. In particular, it implies uniqueness of the strong solution.

11 Cf. Aubin and Cellina [25, Chap.3, Sect.4] for the special case Ψ(u ) = 12 u 2H .
12 Here we use that t → Φ(u(t)) is bounded from below and, due to (11.47), nondecreasing.
13 For a counterexample see Brokate, Krejčı́ and Schnabel [64].
 d
11.1. Inclusions of the type ∂Ψ( dt u) + ∂Φ(u)  f 333

d
Proof. We write (11.6) modified by using (11.4) for u := u1 and put v := dt u2 ,
d
and also for u := u2 and put v := dt u1 . This gives
du1 du2 du1
du2 
c1 + A1 u1 (t) + A2 (u1 ), − + Ψ0
dt dt dt dt

du1  du2 du1
−Ψ0 ≥ f1 (t), − , (11.51)
dt dt dt
du2 du1 du2
du1 
c1 + A1 u2 (t) + A2 (u2 ), − + Ψ0
dt dt dt dt

du2  du1 du2
−Ψ0 ≥ f2 (t), − . (11.52)
dt dt dt
Summing (11.51) with (11.52), one gets
 du du2 
 1 2 1 d
c1  −  + A1 (u1 − u2 ), u1 − u2 
dt dt H 2 dt
du1 du2 du1 du2
≤ f1 − f2 , − − A2 (u1 ) − A2 (u2 ), −
dt dt dt dt
2 2  du 2
1 N c 1 1 du 2
≤ f1 − f2 2H + u1 − u2 2V +  −  , (11.53)
c1 c1 2 dt dt H
from which the claimed estimate follows by Gronwall’s inequality as in (8.61). In
particular, for f1 = f2 and u01 = u02 , one gets u1 = u2 , the uniqueness. 

The nonlinear leading part needs finer technique and additional assumptions.
Proposition 11.10 (Mielke and Theil14 ). If, in addition to the assumption of
Proposition 11.5, A2 = 0 and Φ is uniformly convex and smooth enough so that
Φ is strongly monotone and satisfies the Taylor expansion formula
    
Φ (u1 )(u2 − u1 ) + Φ (u1 ) − Φ (u2 ) ∗ ≤ C u1 − u2 2 , (11.54)
V V

then the solution to (11.5) is unique in the class W 1,1 (I; V ).

Proof. Take u1 , u2 ∈ W 1,1 (I; V ) two solutions to (11.5). We have ∂Ψ( dt d
u1 ) +
 
Φ (u1 )  f , which means equivalently f − Φ (u1 ) − ξ, dt u1 − v ≥ 0 for any
d

ξ ∈ ∂Ψ(v). As f − Φ (u2 ) ∈ ∂Ψ( dt d

u2 ), we can substitute ξ := f − Φ (u2 ) and
d
v := dt u2 , which gives
du1 du2
Φ (u2 ) − Φ (u1 ), − ≥ 0. (11.55)
dt dt
Furthermore, put

α(t) := Φ (u1 )−Φ (u2 ), u1 −u2 , ri := Φ (ui )(ui −u3−i ) + Φ (u3−i ) − Φ (ui )
14 See Mielke and Theil [240, Theorem 7.4] for a bit modified case. Later works are by Mielke
[238, Theorem 3.4] and by Brokate, Krejčı́ and Schnabel [64].
334 Chapter 11. Doubly-nonlinear problems

for i = 1, 2. Then
dα du1 du2 du1 du2
= Φ (u1 ) − Φ (u2 ) , u1 − u2 + Φ (u1 ) − Φ (u2 ), −
dt dt dt dt dt
 du i
= Φ (ui )(ui − u3−i ) + Φ (ui ) − Φ (u3−i ),
i=1,2
dt
 dui
= ri + 2Φ (ui ) − 2Φ (u3−i ), .
i=1,2
dt
 2
By (11.54), by strong monotonicity Φ (u1 ) − Φ (u2 ), u1 − u2  ≥ cu1 − u2 V for
some c > 0, and by (11.55), we can estimate
   du  
dα  du1   2
≤ Cu1 − u2 2V   + 
dt dt V dt V
  du  
du1 du2 C  
 du1   2
+ 2 Φ (u1 ) − Φ (u2 ), − ≤   +  α(t)
dt dt c dt V dt V
(11.56)

and, from α(0) = 0, we get α ≡ 0 by Gronwall’s inequality. Hence u1 = u2 . 

2,1
Remark 11.11. The assumption (11.54) requires C -smoothness of Φ. Then, the
constant C in (11.54) can be taken as 12 Φ C 0,1 (V ;L(V ;V ∗ )) . For the linear leading
part, Φ is quadratic and (11.54) is trivially fulfilled with C ≡ 0.

dt E(u) + ∂Φ(u)  f
d
11.2 Inclusions of the type
Some physically motivated problems lead to double nonlinearity of a structure
other than (11.1), namely

dE(u)

+ A u(t)  f (t), u(0) = u0 . (11.57)
dt
We again consider it posed in the Gelfand triple V  H ∼ = H ∗  V ∗ . Moreover,
we will consider another Banach space V1 such that V ⊂ V1 ⊂ H (hence H ⊂
V1∗ ⊂ V ∗ ) and E : V1 → V1∗ monotone (or possibly even maximal monotone
E : V1 ⇒ V1∗ ), and A := A1 + A2 with A1 := ∂Φ, Φ : V → R ∪ {+∞} proper
convex, and A2 : V → V ∗ . The strong solution is then understood as a couple


(u, w) ∈ Lp (I; V ) × W 1,∞,p (I; V1∗ , V ∗ ) such that w(0) ∈ E(u0 ) and
 T
dw
∀v ∈ Lp (I; V ) : Φ(v) + +A2 (u)−f, v−u ∗ − Φ(u) dt ≥ 0, (11.58a)
0 dt V ×V
 T


∀ξ ∈ Lq (I; V1∗ ) ∀v ∈ Lq (I; V1 ), ξ ∈ E(v) : w − ξ, u − v V ∗ ×V1 dt≥0 (11.58b)
1
0
11.2. Inclusions of the type d
dt E(u) + ∂Φ(u)  f 335

with some q > 1. As E : V1 ⇒ V1∗ is maximal monotone, (11.58b) means w(t) ∈

E(u(t)) while, as Φ is convex, (11.58a) means f (t) − dtd
w − A2 (u(t)) ∈ ∂Φ(u(t))
for a.a. t ∈ I. Hence (11.58) indeed corresponds to (11.57).

11.2.1 The case E := ∂Ψ.

Let us consider the set-valued case E = ∂Ψ with Ψ : V1 → R convex. We apply the
naturally modified Rothe method which now seeks recursively the couple (ukτ , wτk ) ∈
V ×V1∗ such that
wτk − wτk−1
+ A(ukτ )  fτk , wτk ∈ E(ukτ ), (11.59)
τ
for k = 1, . . . , T /τ , and with wτ0 ∈ E(u0 ), u0 ∈ V1 .
Lemma 11.12. Assume Ψ : V1 →R and Φ : V →R convex continuous, A2 : V →V ∗


pseudomonotone, f ∈ L1 (I; V ∗ ). Moreover, if f ∈ Lp (I; V ∗ ) and Ψ∗ (E(u0 )) <
+∞,15 and if


∃c0 >0, c1 , c2 ∈ R : ∂Φ(v)+A2 (v), v ≥ c0 vpV −c1 vV −c2 E(v)qV ∗ , (11.60a)


1

∃c3 ∈ R : E(v)V1∗ ≤ c3 1 + vq−1

V1 , (11.60b)
 


∃C:R → R increasing :  
∂Φ(v) V ∗ ≤ C E(v)V1∗ 1 + vp−1 , (11.60c)
V
 


A2 (v) ∗ ≤ C E(v)V ∗ 1 + vp−1 (11.60d)
V 1 V

for some q > 1, and if τ ≤ τ0 < (q−1)/(q2q−1 c2 cq−1

3 ), then there exists the Rothe’s
sequence {uτ }τ >0 and {wτ }τ >0 and
     dw 
wτ  ∞ uτ  p  τ
∗
L (I;V1 )
≤ C, L (I;V )
≤ C,   ≤ C. (11.61)
dt Lp
(I;V ∗ )
Proof. Define B(v) := E(v) + τ A(v). Then one can take ukτ = v with v solving
B(v)  τ fτk + wτk−1 , which does exist by Corollary 5.17,16 and wτk ∈ E(ukτ ).
Let us first derive the a-priori estimate heuristically, assuming Ψ∗ and Ψ
smooth. Using
d ∗ dw dw dw
Ψ (w)= [Ψ∗ ] (w), = [Ψ ]−1 (w), = u, (11.62)
dt dt V ×V ∗ dt V ×V ∗ dt V ×V ∗

with w = E(u), cf. (8.213), and testing (11.57) by u, we obtain

d ∗ dw
Ψ (w) + ∂Φ(u) + A2 (u), u = + ∂Φ(u) + A2 (u), u = f, u . (11.63)
dt dt
15 Legendre-Fenchel’s conjugate Ψ∗ to Ψ is defined Ψ∗ (v∗ ) := supv∈V v∗ , v − Ψ(v), cf. (8.212).
16 We use B(v) := ∂Ψ(v) + τ ∂Φ(v) + τ A2 (v) ⊃ ∂[Ψ + τ Φ](v) + τ A2 (v), cf. Example 5.29. Note


also that, by (11.60b) and (11.65), it holds that w, ∂Ψ∗ (w) ≥ εwqV ∗ for some ε > 0. For
1


E(u) = w, i.e. u = ∂Ψ−1 (w) = ∂Ψ∗ (w), we have E(u), u ≥ εE(u)qV ∗ , and therefore, by
1
(11.60a) and for τ > 0 small enough, the mapping B is coercive as required in Corollary 5.17.
336 Chapter 11. Doubly-nonlinear problems

By Young’s inequality f, u ≤ Cε f pV ∗ + εupV , it further gives

d ∗


Ψ (w) + c0 upV ≤ c1 uV + Cε f pV ∗ + εupV + c2 wqV ∗ (11.64)
dt 1

and, taking ε = c0 /2, we can make an integration over [0, t] and estimate

(q−1)w(t)qV ∗




 c3
 t  q

1
≤ Ψ∗ w(t) +  ≤ Ψ∗ E(u0 ) + C + c2 w(ϑ)V ∗ dϑ (11.65)
q2q−1 cq−1
3
q 0 1

with some C depending on q, c0 , c1 , c3 , and f Lp
(I;V ∗ ) , where we used the lower
bound for Ψ∗ obtained from Ψ(v) ≤ c3 ( q1
+ 2q vqV1 ) as (8.217)–(8.218).17 By
Gronwall’s inequality, it yields the estimate of w in L∞ (I; V1∗ ). After integration
(11.64) over I, we get also the estimate of u in Lp (I; V ). Further, the dual estimate


d
of dt w in Lp (I; V ∗ ) follows from

dw  
sup ,v = sup f −A(u), v ≤ f −A(u)Lp
(I;V ∗ )
vLp (I;V ) ≤1 dt vLp (I;V ) ≤1


 T
p
1/p

≤ f Lp
(I;V ∗ ) + 2C wL∞ (I;V1∗ ) 1+u(t)p−1
V dt
0


1/p p−1
≤ f L p
(I;V ∗ ) + 4C wL∞ (I;V1∗ ) T + uLp(I;V ) . (11.66)

Rigorously, one must proceed by testing (11.59) by ukτ . The difference analog
of (11.62) reads simply as

Ψ∗ (wτk ) − Ψ∗ (wτk−1 ) wτk − wτk−1 k

≤ , uτ , (11.67)
τ τ

provided ukτ ∈ ∂Ψ∗ (wτk ), which just follows from the definition of the subdif-
ferential, cf. (5.2), or equivalently provided wτk ∈ ∂Ψ(ukτ ), cf. (8.213). Then the
difference analog of (11.63)–(11.64) and the discrete Gronwall inequality instead
of (11.65) provided τ ≤ τ0 sufficiently small as specified are simple, as well as the
analog to (11.66). 

Proposition 11.13. Let, in addition to the assumptions of Lemma 11.12, also V1

be separable, A2 : V → V ∗ be monotone and radially continuous, and V  V1 .
Then (11.57) possesses a strong solution. Moreover, any weak* limit (u, w) of (a


subsequence of ) {(ūτ , wτ )}τ >0 in Lp (I; V ) × W 1,∞,p (I; V1∗ , V ∗ ) solves (11.57).
17 The upper bound for Ψ(v) follows from (11.60b) when one uses the formula (4.6) with
Ê Ê
Φ(0) = 0, as we can without loss of generality, which gives Ψ(v) = 01 E(tv), v dt ≤ 01 c3 (1 +
q q
tvV1 )vV1 dt = c3 (vV1 + vV1 /q) ≤ c3 (1/q + 2vV1 /q).
11.2. Inclusions of the type d
dt E(u) + ∂Φ(u)  f 337

Proof. In view of (11.59), we have

 T
dwτ
Φ(v) + + A2 (ūτ ) − f¯τ , v − ūτ − Φ(ūτ ) dt ≥ 0, (11.68a)
0 dt V ∗ ×V
 T
w̄τ − ξ, ūτ − v V1∗ ×V1
dt ≥ 0, (11.68b)
0

provided ξ(t) ∈ E(v(t)) for a.a. t ∈ I. To obtain (11.58b), we select a subsequence

converging as indicated, cf. the a-priori estimates (11.61), and pass to the limit in
(11.68b) by proving
 T  T  T
lim w̄τ , ūτ V1∗ ×V1
dt = lim w̄τ , ūτ V ∗ ×V
dt = w, u V1∗ ×V1
dt. (11.69)
τ →0 0 τ →0 0 0

We know that ūτ u in Lp (I; V ) and, by Aubin-Lions’ compact-embedding

1,∞,p



lemma, W (I; V1 , V ∗ )  Lp (I; V ∗ ), also wτ → w in Lp (I; V ∗ ). As dt
∗ d
w is
p

∗
√  τ
p

bounded in L (I; V ), we have wτ − w̄τ Lp
(I;V ∗ ) = τ  dt wτ Lp
(I;V ∗ ) / p + 1 =
d


O(τ ), cf. (8.50), and therefore also w̄τ → w in Lp (I; V ∗ ). In this way, (11.69) is
proved. To get (11.58a), we must make a limit passage in (11.68a). We employ

 T T /τ

dwτ wτk − wτk−1 k
lim inf , ūτ dt = lim inf τ , uτ
τ →0 0 dt V ∗ ×V τ →0 τ V1∗ ×V1
k=1
T /τ
 Ψ∗ (wk ) − Ψ∗ (wk−1 )

τ τ
≥ lim inf τ = lim inf Ψ∗ wτ (T )
τ →0 τ τ →0
k=1
 T



 dw
− Ψ∗ w0 ≥ Ψ∗ w(T ) − Ψ∗ w0 = ,u dt, (11.70)
0 dt V ∗ ×V

where (11.67) and (11.62) have been used together with the fact that wτ (T )
w(T ) in V1∗ .18 Moreover, the last equality in (11.70) holds because u(t) ∈
E −1 (w(t)) for a.a. t ∈ I has been already proved by limiting (11.68b) and because
Ψ∗ is a potential of E −1 . To prove this equality, for any ε > 0 we can consider a
finite partition 0 ≤ tε0 < tε1 < · · · < tεkε ≤ T such that u is defined at all tεi and
both uε and uRε , defined by uε |(tεi−1 ,tεi ) = u(tεi ) and uRε |(tεi−1 ,tεi ) = u(tεi−1 ), converge
to u weakly in Lp (I; V ) for ε → 0. As u(tεi ) ∈ ∂Ψ∗ (w(tεi )) for i = 1, . . . , kε , we
have



w(tεi )−w(tεi−1 ), u(tεi−1 ) ≤ Ψ∗ w(tεi ) −Ψ∗ w(tεi−1 ) ≤ w(tεi )−w(tεi−1 ), u(tεi ) .

18 Note that {wτ (T )}τ >0 is bounded in V1∗ due to (11.61) and, by the weak continuity of


W 1,p (I; V ∗ ) → V ∗ : w → w(T ), its weak limit in V ∗ (and thus in V1∗ , too) is just w(T ).
338 Chapter 11. Doubly-nonlinear problems

Then, summing it up for i = 1, . . . , k, we obtain

 T kε
dw R w(tεi )−w(tεi−1 )
, uε dt = τiε ε , u(tεi−1 )
0 dt V ∗ ×V
i=1
τ i V ∗ ×V



≤ Ψ∗ w(tεk ) − Ψ∗ w(tε0 )
kε ε ε  T
ε w(ti )−w(ti−1 ) ε dw
≤ τi ε , u(ti ) = , uε dt (11.71)
i=1
τi
∗
V ×V 0 dt V ∗ ×V

with τiε := tεi −tεi−1 . As before, we have lim inf ε→0 Ψ∗ (w(tεkε )) ≥ Ψ∗ (w(T )) because
tεkε → T and w(tεkε ) w(T ) in V1∗ . Then, passing ε → 0 in (11.71), we arrive at the
last equality in (11.70).19 Using the monotonicity of A2 , (11.68a), the convexity
of Φ, and (11.70), we obtain

 T
0 ≤ lim sup A2 (ūτ ), ūτ − v − A2 (v), ūτ − v dt
τ →0 0
 T
dwτ ¯
≤ lim sup Φ(v) − Φ(ūτ ) + −fτ , v−ūτ − A2 (v), ūτ −v dt
τ →0 0 dt
 T
dw
≤ Φ(v) − Φ(u) + − f + A2 (v), v − u dt. (11.72)
0 dt

Then (11.58) follows by Minty’s trick, i.e. by putting v := (1 + ε)u + εz, ε ∈ (0, 1],
using the convexity of Φ for Φ(v) − Φ(u) ≤ ε(Φ(z) − Φ(u)), dividing it by ε, and
passing to the limit with ε  0 by using (11.60b,d) and Lebesgue dominated-
convergence Theorem 1.14 as in (8.144).
Finally, E(u0 )  wτ (0) w(0) in V1∗ and the convexity and closedness of
E(u0 ) implies w(0) ∈ E(u0 ). 

19 Cf. also Visintin [347, Prop.XI.4.11]. More in detail, both u and uR are to be understood
ε ε

limε→0 ki=1

as defined equal to zero on I \ [tε0 , tεkε ] in (11.71). This is a classical result that we can rely on
ε
Ê
(tεi − tεi−1 )u(tεi ) = 0T u(t) dt for suitable partitions and, as this holds for a.a. par-
È ε ε Ê
titions, we may also require symmetrically that limε→0 ki=1 (ti − tεi−1 )u(tεi−1 ) = 0T u(t) dt,
and then we obtain also the convergence in the two integrals in (11.71). In addition, these
partitions can be assumed nested, and we can pick up one common point inside I, and investi-
gate the limit passage in (11.71) separately on the right-hand and the left-hand half-intervals.
In the former option, it is like if tε0 would be fixed in (11.71) and then we can see that even
limε→0 Ψ∗ (w(tεkε )) = Ψ∗ (w(T )). The analogous argument for the left-hand half-interval then
yields limε→0 Ψ∗ (w(tε0 )) = Ψ∗ (w(0)). Let us remark that the technique of replacement of
Lebesgue integral by suitable Riemann ª sums «dates back to Hahn [167] in 1914. Note that we
cannot directly use that dt d
Ψ∗ (w) = u, dt d
w V ×V ∗ for any u ∈ ∂Ψ∗ (w) ∩ V like Lemma 9.1
with Ψ∗ : V1 → R instead of Φ : V → R together with reflexivity of V ∗ (so that by Komura’s
Theorem 1.39 dt d
w is also the strong derivative) because we could assume Ψ∗ locally Lipschitz
continuous on V1 but hardly on V ∗ where w is valued as an absolutely continuous mapping.
∗
 11.2. Inclusions of the type d
dt E(u) + ∂Φ(u)  f 339

11.2.2 The case E nonpotential

d
An alternative approach to analysis of (11.57) is based on testing by dt u. It allows
us to consider Φ unbounded and valued in R∪{+∞} and to replace the assumption
on potentiality of E by its uniform monotonicity. In addition, assuming E smooth
with E  : V1 → V1∗ bounded, one can use the semi-implicit Rothe method:

ukτ − uk−1
τ
E  (uk−1
τ ) + A(ukτ )  fτk (11.73)
τ

for k = 1, . . . , T /τ , u0τ = u0 . This, linearizing partly the problem, can lead to ad-
vantageous numerical strategies after applying additionally the Galerkin method.

Lemma 11.14. Let f ∈ L2 (I; V1∗ ), u0 ∈ dom(Φ), and

∃c1 > 0 ∀u, v ∈ V1 : E  (u)v, v V1∗ ×V1

≥ c1 v2V1 , (11.74a)
∃c0 > 0 ∀v ∈ V : Φ(v) ≥ c0 |v|pV , (11.74b)
 

∃c2 ∈ R ∀v ∈ V : A2 (v) ≤ c2 1 + vV1 (11.74c)
V1∗

with some p > 0 (whose value is not reflected in (11.75)) and with | · |V referring
to a seminorm satisfying (8.8). Then, for τ > 0 sufficiently small, the following
a-priori estimates hold:
   du 
uτ  ∞  τ
L (I;V )
≤ C,   ≤ C. (11.75)
dt L2 (I;V1 )

d
Proof. Let us first proceed heuristically: testing (11.57) by dt u, using

 dt E(u), dt u = E (u) dt u, dt u ≥ c1  dt uV1 , and integrating it over [0, t] gives
d d d d d 2

 t
d du du
Φ(u(t)) − Φ(u0 ) + c1 U (t) ≤ Φ(u) + E  (u(ϑ)) , dϑ
0 dϑ dϑ dϑ V1∗ ×V1
 t  t
dE(u) du du
= + Φ (u(ϑ)), dϑ = f (ϑ) − A2 (u(ϑ)), dϑ
0 dϑ dϑ 0 dϑ
 t  2
c1  du  1 c2

≤   + f (ϑ)2V1∗ + 2 2 1 + u(ϑ)2V1 dϑ.
0 2 dϑ V1 c1 c1
2  t 
c1 1 c
≤ U (t) + f 2L2 ([0,t];V1∗ ) + 2T 2 1 + 2u0 2V1 + 2 U (θ) dϑ , (11.76)
2 c1 c1 0

t d 2
where the last estimate follows as (8.61) and, as before, U (t) := 0  dϑ uV1 dϑ. By
Gronwall’s inequality (1.65) and by (11.74b) together with the abstract Poincaré-
type inequality (8.8), it yields the estimate of u in L∞ (I; V ) and of dt
d
u in L2 (I; V1 ).
Rigorously, the a-priori estimate (11.75) can be obtained by testing (11.73)
340 Chapter 11. Doubly-nonlinear problems

by (ukτ − uk−1
τ )/τ :
 uk −uk−1 2 Φ(ukτ )−Φ(uk−1 Φ(ukτ )−Φ(uk−1
  ) )
c1  τ τ  + τ
≤ τ
τ V1 τ τ

ukτ −uk−1
τ
 ukτ −uk−1
τ
k
k uτ −uτ
k−1
+ E  (uk−1
τ ) , ≤ f k
τ −A 2 (u τ ), (11.77)
τ τ τ
and by continuing the strategy (11.76) by the discrete Gronwall inequality. 
Proposition 11.15. Let, in addition to the assumptions of Lemma 11.14, also E  :
V1 → L(V1 , V1∗ ) be continuous and bounded in the sense E  (v)L(V1 ,V1∗ ) ≤ C(1 +
vqV 1 ) for some q > 1, A2 : V1 → V1∗ be continuous and V  V1 . Then (11.57)
possesses a strong solution. Moreover, any (u, w), with w = E(u) and u a weak*
limit of (a subsequence of ) {uτ }τ >0 in W 1,∞,2 (I; V, V1 ), solves (11.57).
Proof. Choosing a convergent subsequence uτ ∗ u in W 1,∞,2 (I; V, V1 ), we make
a limit passage in
duτ
E  (ūRτ ) + ∂Φ(ūτ ) + A2 (ūτ )  f¯τ , (11.78)
dt
with the “retarded” Rothe function ūRτ as defined in (8.176). Using V  V1 and
q1
Aubin-Lions’ lemma, we have uτ → u √ in L (I; V1 ) for any q1 < +∞. RThen, as
uτ − ūτ L2 (I;V1 ) = τ  dt uτ L2 (I;V1 ) / 3 = O(τ ), cf. (8.50), we have ūτ → u in
R d

L2 (I; V1 ) and, by the interpolation between L2 (I; V1 ) and L∞ (I; V1 ), also ūRτ → u
in Lq1 (I; V1 ). By the same arguments, also ūτ → u in Lq1 (I; V1 ). By continuity
of the Nemytskiı̆ mapping induced by E  as Lq1 (I; V1 ) → Lq1 /q (I; L(V1 , V1∗ )), and
d d 2  R d  d
by dt uτ dt u in L (I; V1 ), we can see that E (ūτ ) dt uτ converges to E (u) dt u
weakly in L2q1 /(2q+q1 ) (I; V1∗ ). Then E  (ūRτ ) dt
d
uτ , ūτ  → E  (u) dt
d
u, u provided
we choose q1 ≥ 2q + 2. By (11.74c), we have the Nemytskiı̆ mapping induced by
A2 continuous as Lq1 (I; V1 ) → Lq1 (I; V1∗ ), hence A2 (ūτ ) → A2 (u) in Lq1 (I; V1∗ ).
Then, using also the convexity of Φ, we can pass to the limit in (11.78) written in
the form (11.58a), i.e. we can make limit superior in
 T
duτ
Φ(v) + E  (ūRτ ) + A2 (ūτ ) − f¯τ , v − ūτ − Φ(ūτ ) dt ≥ 0. (11.79)
0 dt V1∗ ×V1

This gives just (11.58a) when realizing E  (u) dt

d d
u = dt E(u) and putting w = E(u).
Then (11.58b) follows, too. Eventually, the limit passage in the initial condition
u0 = uτ (0) u(0) yields u(0) = u0 . 
Example 11.16 (Heat equation). The nonlinear heat equation in the form (8.173)
can be transformed

−1 by considering β(u) as the unknown function∂ itself into
∂
the form ∂t β (u) − ∆u = g with the boundary condition ∂ν u + (b1 +
κ−1 β −1 (u)|3 )-
b2 |- κ−1 (β −1 (u)) = h. Assuming β : R → R increasing and satisfy-
ing |β (r)| ≤ C(1 + |r|q−1 ) for some q ≥ 2, we can apply the approach from
−1

Sections 11.2.1-2 with V := W 1,2 (Ω), V1 := Lq (Ω), H := L2 (Ω).

11.2. Inclusions of the type d
dt E(u) + ∂Φ(u)  f 341

11.2.3 Uniqueness
The notion of monotonicity of A can be generalized to be suitable for the doubly-
nonlinear structure (11.57) with E : V1 → V1∗ invertible such that E −1 (E(V )) ⊂
V : the mapping A : V → V ∗ is called E-monotone (in Gajewski’s sense [140]) if

 E(u)+E(v) 
∀u, v ∈ V, z = E −1 : A(u), u−z + A(v), v−z ≥ 0. (11.80)
2

If, in addition, strict inequality in (11.80) implies u = v, then A is called strictly

E-monotone. Obviously, if E is linear, then (strict) E-monotonicity is just the
conventional (strict) monotonicity.
In case that E = Ψ and A is E-monotone, the function


  E(u)+E(v) 
(u, v) := Ψ∗ E(u) + Ψ∗ E(v) − 2Ψ∗ , (11.81)
2

introduced by Gajewski [140], can measure a “distance” of two solutions u1 and

u2 corresponding to two initial conditions u01 and u02 in the sense that, for all
t ∈ I, the mapping u0 → u(t) is non-expansive:



 u1 (t), u2 (t) ≤  u01 , u02 . (11.82)

Indeed, as in the last equality in (11.70) with t instead of T , we have

 t


 dE(u(ϑ))
Ψ∗ E(u(t)) − Ψ∗ E(u(0)) = u(ϑ), dϑ. (11.83)
0 dϑ

Then, using subsequently the definition (11.81) and the formula (11.83) with z(t) =
E −1 ( 12 E(u1 (t)) + 12 E(u2 (t))) and assuming a special case f ≡ 0, we obtain

 t


 dE(u1 (ϑ))
 u1 (t), u2 (t) −  u01 , u02 = u1 (ϑ),
0 dϑ
dE(u2 (ϑ)) d E(u1 (ϑ)) + E(u2 (ϑ))
+ u2 (ϑ), −2 , z(ϑ) dϑ
dϑ dϑ 2
 t
dE(u1 (ϑ)) dE(u2 (ϑ))
= u1 (ϑ) − z(ϑ), + u2 (ϑ) − z(ϑ), dϑ
0 dϑ dϑ
 t
=− A(u1 (ϑ)), u1 (ϑ)−z(ϑ) + A(u2 (ϑ)), u2 (ϑ)−z(ϑ) dϑ ≤ 0. (11.84)
0
342 Chapter 11. Doubly-nonlinear problems

Proposition 11.17 (Gajewski, Gröger, Nečas20 ). Let E = Ψ be invertible, Ψ

be convex, and let:
(i) A be strictly E-monotone and f = 0, or
(ii) A = ∂Φ with both Φ and Φ ◦ E −1 convex, E be strongly monotone in the sense
 2
E(u)−E(v), u−v V ∗ ×V ≥ mu−v V with m > 0 and Lipschitz continuous,
1 1 1

[E −1 ] : V1∗ → L(V1∗ , V1 ) be Lipschitz continuous, and f ∈ L1 (I; V1∗ ).

Then the inclusion (11.57) admits at most one strong solution.


Proof. In case (i), (11.84) implies  u1 (t), u2 (t) =0, thus u1 (t)=u2 (t) for a.a. t ∈ I.
As to (ii), abbreviating w = E(u), (11.57) can be written as the system of
two inclusions:
dw
+ ∂Φ(u)  f, (11.85a)
dt
du

+ [E −1 ] (w)∂Φ E −1 (w)  [E −1 ] (w)f. (11.85b)
dt
Note that dt d
w = dt d
(E(u)) = E  (u) dt
d
u. Let us consider two solutions (u1 , w1 )
and (u2 , w2 ), write (11.85) for them, subtract the particular inclusions in (11.85)
tested by w1 − w2 and u1 − u2 , respectively, and sum it up. Altogether, using also
the assumed monotonicity of A and of ∂[Φ ◦ E −1 ],21 we get

d dw1 dw2
w1 − w2 , u1 − u2 V ∗ ×V1 = − , u1 − u2 ∗
dt 1 dt dt V ×V
du1 du2
−1  
+ − , w1 −w2 ∗ ≤ [E ] (w1 ) − [E −1 ] (w2 ) f, w1 −w2 V1∗ ×V1
dt dt V1 ×V1
 2    2  
≤ Lw1 − w2  ∗ f  ∗ ≤ LM 2 u1 − u2  f  ∗
V1 V1 V1 V1

where L and M are the Lipschitz constants of [E −1 ] and of E, respectively.

Integrating over I, one obtains mu1 (t)−u2 (t)V1 ≤ w1 (t)−w2 (t), u1 (t)−u2 (t) ≤
t 2  
LM 2 0 u1 (ϑ) − u2 (ϑ)V f (ϑ)V ∗ dϑ, from which u1 (t) = u2 a.e. on I follows by
1 1
Gronwall’s inequality. 

11.3 2nd-order equations

We will now treat the abstract 2nd-order doubly-nonlinear Cauchy problem (9.56)
in a non-autonomous variant, i.e.:

d2 u  du 
 du
2
+ A t, + B t, u(t) = f (t) , u(0) = u0 , (0) = v0 . (11.86)
dt dt dt
20 The case (i) is basically due to Gajewski [140] while the case (ii) has earlier been investigated

by Gröger and Nečas [164] in a narrower setting V = V1 = H.

21 The convexity of Φ ◦ E −1 implies E-monotonicity of ∂Φ.
11.3. 2nd-order equations 343

Enough dissipation (i.e. A uniformly monotone on V ) causes that (11.86) repre-

d
sents, in fact, a parabolic problem in terms of “velocity” dt u.


By the strong solution we will understand u ∈ W 2,∞,p,p (I; V, V, V ∗ ), cf. the
notation (7.4), such that (11.86) holds for a.a. t ∈ I.
Considering finite-dimensional subspaces Vk of Z ⊂ V satisfying (2.7) with
Z from (8.82), we apply the Galerkin method with u0k ∈ Vk approximating u0
in V and v0k ∈ Vk approximating v0 in H. Existence of a solution uk of the
resulting initial-value problem for the system of ordinary-differential equations
can be proved by the usual prolongation technique combined with the following
a-priori estimates.

Lemma 11.18 (A-priori estimates). Let A : I × V → V ∗ be semi-coercive in

the sense of (8.82), let B : V → V ∗ be time-independent and have a potential


Φ : V → R+ , and let f ∈ Lp (I; V ∗ ), u0k , v0k ∈ Vk , limk→∞ u0k = u0 in V and
limk→∞ v0k = v0 in H. Then, with C independent of k,

 du 
 k
  ≤C & uk L∞ (I;V ) ≤ C. (11.87)
dt L∞ (I;H)∩Lp (I;V )

Moreover, if A satisfies the growth conditions (8.77), i.e. A(t, u)V ∗ ≤

p

C(uH )(γA (t) + up−1
V ), and B satisfies B(u)V ∗ ≤ C(uV ) with γA ∈ L (I)
and C increasing, then
 d2 u 
 k
 2 
≤C (11.88)
dt p ,l

for any k ≥ l; for the seminorm | · |p
,l see (8.81).

2
2 uk + A( dt uk ) + B(uk ) = fk by
d d
Proof. For (11.87), let us test the equation dt
d2
dt uk , and use  dt2 uk , dt uk  = 2 dt  dt uk H , cf. also (7.23). Using also a strategy
d d 1 d d 2

like that used in (8.20), we get

1 d 
 duk 2
 du p
 k d  du 
 k
 du 2
 k
  + c0   + Φ(uk ) ≤ c1 (t)  + c2 (t) 
2 dt dt H dt V dt dt V dt H
 p  
duk
 duk   duk 2
+ f, ≤ Cε cp1 + ε(t)  + c2 (t) 
dt dt V dt H
 p
     1 1  
 duk p  duk 2
+ Cε CP f V ∗ + εCP   + CP f V ∗ +   . (11.89)
dt V 2 2 dt H

For ε > 0 small enough, we get (11.87) by the Gronwall inequality. As {u0k }k∈N ⊂
V is bounded and { dt
d
uk }k∈N ⊂ Lp (I; V ) is bounded, by Lemma 7.1 with V1 =
V2 = V we get even {uk }k∈N ∈ C(I; V ) bounded. The dual estimate (11.88) can
344 Chapter 11. Doubly-nonlinear problems

be obtained from
 d2 u  d2 uk
 k duk
 2 
:= sup , z = f − A( ) − B(uk ), z
dt p ,l zLp (I;V ) ≤1 dt2 dt
z(t)∈Vl for a.a. t∈I

duk  
 
≤ sup f + A + B(uk )
zpLp(I;V )
zLp (I;V ) ≤1 dt Lp (I;V ∗ )
 du  
≤ f Lp
(I;V ∗ ) + C 
k
∞
 dt L (I;H)
 du p−1 


 k
× γA Lp
(I) +   p + T 1/p C uk L∞ (I;V ) . (11.90)
dt L (I;V )

Lemma 11.19 (Other estimates). Let

A = A1 + A2 with A1 time-independent,
A1 = Ψ for a convex potential Ψ : V → R,
Ψ(v) ≥ c0 vpV , c0 > 0,
p/2
A2 (t, v)H ≤ C1 (t) + C2 vV , C1 ∈ L2 (I), (11.91)
∗
B = B1 + B2 with B1 : V → V smooth (and time-independent),
 

B1 (u) ∗ ≤ C3 1 + up−1 ,
V V


[B1 (u)](v), v ≤ C4 1 + up−2
V v2V ,
 
B2 (t, u) ≤ C5 (t) + C6 up/2 , C5 ∈ L2 (I), (11.92)
H V

with p ≥ 2 if B1 = 0, and let f ∈ L2 (I; H), u0k , v0k ∈ Vk and now both
limk→∞ u0k = u0 and limk→∞ v0k = v0 in V . Then
 du   d2 u 
 k  k
  ≤C &  2  2 ≤ C. (11.93)
dt L∞ (I;V ) dt L (I;H)
d2
Proof. For (11.93), we test the Galerkin equation by dt2 uk . Using (11.91), one
gets
 d2 u 2 d  duk   du  d2 uk
 k k
 2  + Ψ = f (t) − A2 t, − B(t, uk ),
dt H dt dt dt dt2
 2    2
 duk  2 d uk
≤ 2f (t)H + 2A2 t,  − B1 (uk ),
dt H dt2

2  d2 u 2
1  k
+2B2 t, uk H +  2 
2 dt H
 2  du p d2 uk
 k
≤ 2f (t)H + 4C12 (t) + 4C22   − B1 (uk ),
dt V dt2
   d2 u 2
p 1  k
+4C52 (t) + 4C62 uk V +  2  . (11.94)
2 dt H
11.3. 2nd-order equations 345

Absorbing the last term in the left-hand side and integrating this estimate over
[0, t] and using the coercivity of Ψ assumed in (11.91) and the by-part formula
t d2
t 
0 B1 (uk ), dϑ2 uk dϑ = B1 (uk (t)), dt uk (t) − B1 (u0k ), v0k  − 0 [B1 (uk )]( dϑ uk ),
d d

dϑ uk dϑ, we get
d

 du p  t  d2 u 2  du   t  d2 u 2
 k  k k  k
c0   +  2  dϑ ≤ Ψ (t) +  2  dϑ
dt V 0 dϑ H dt 0 dϑ H
 t  
 2  duk p
≤ Ψ(v0k ) + 2f (ϑ)H + 4C12 (ϑ) + 4C22  
0 dϑ V

"  # duk  duk 
2
p
+ B1 (uk ) , 2
+ 4C5 (ϑ) + 4C6 uk (ϑ) V dϑ 
dϑ dϑ

 duk
− B1 uk (t) , (t) + B1 (u0k ), v0k
dt
≤ Ψ(v0k ) + 2f 2L2(I;H) + 4C1 2L2 (I) + 4C5 2L2 (I)
 t  du p  du p 
 k  k  p
+ 4C22   +C4 +2C4   +(C4 +4C62 )uk (ϑ)V dϑ
0 dϑ V dϑ V


  du 
p

 k p
+ Cε C3p 1 + uk (t)p−1 V + ε  (t) + B1 (u0k ), v0k ; (11.95)
dt V

note that p≥2 was needed to apply Hölder’s inequality if B1 =0. For ε<c0 we can
absorb the last-but-one term in the left-hand side. As in (11.38), we can estimate
 t 
   duk p
uk (t)p ≤ (2t)p−1 Uk (t) + 2p−1 u0k p , with Uk (t) :=   dϑ. (11.96)
V V
0 dϑ V

Hence the estimate (11.95) exhibits the structure

 du p  t  d2 u 2  t   
 k  k  duk p
  +   dϑ ≤ C + C   +U k (ϑ) dϑ + CUk (t) (11.97)
dt V 0 dϑ2 H 0 dϑ V
t d
with a sufficiently large constant C. Adding (C+1)Uk (t) = (C+1) 0  dϑ uk pV dϑ,
we obtain
 du p  t  d2 u 2  t  du p 
 k  k  k
  +  2  dϑ + Uk (t) ≤ C + (2C+1)  + CUk (ϑ) dϑ,
dt V 0 dϑ H 0 dϑ V

which eventually allows us to use Gronwall’s inequality to conclude the bound for
 dt
d
uk (t)V uniformly for t ∈ I as well as the second estimate in (11.93). 

Theorem 11.20 (Convergence). Suppose V  H and the assumptions of

Lemma 11.18 hold (so that the a-priori estimates (11.87)–(11.88) are at our dis-
posal), and one of the following situations holds:
346 Chapter 11. Doubly-nonlinear problems

(i) A = A1 + A2 , with A1 is linear, time-independent, symmetric (i.e. A∗1 = A1 ),

and positive semi-definite, A2 continuous as a mapping Lq (I; H) → Lp (I; V ∗ )
with some q < +∞, and B : V → V ∗ is semi-coercive and pseudomonotone.
(ii) A(t, ·) : V → V ∗ is pseudomonotone for a.a. t ∈ I and B = B1 + B2
with B1 : V → V ∗ linear, monotone and symmetric in the sense B1∗ = B1 ,


B2 : W 1,p (I; V ) → Lp (I; V ∗ ) totally continuous, and, for simplicity, u0 ∈ V1
(hence u0 ∈ Vk for any k > 1, too).
Then uk converges (as a subsequence) to a strong solution to (11.86).


Proof. Take z ∈ W 1,p,p (I; V, V ∗ ) and a sequence {zk }k∈N , zk ∈ W 1,∞ (I; Vk ), such


∗
that zk → z in W 1,p,p (I; V, Vlcs ); by a density argument it does exist.22 We use
zk as a test function for (11.86). By the by-parts integration, we obtain
 T
duk dzk
duk 
− , + A , zk + B(uk ), zk − f, zk dt
0 dt dt dt
duk
+ (T ), zk (T ) = v0k , zk (0) . (11.98)
dt

Let us now choose a subsequence such that

∗
uτ u in W 1,p (I; V ) and uτ u in W 1,∞ (I; H). (11.99)

Then also
 T  T
duk du
uk (T ) = u0 + dt u0 + dt = u(T ) in V , (11.100)
0 dt 0 dt

hence uk (T ) → u(T ) in H  V . By (11.88) and by the interpolated Aubin-Lions

Lemma 7.823 , we then have { dt
d
uk }k∈N relatively compact in Lq (I; H) with any
q < +∞. Therefore,
duk du
→ in Lq (I; H). (11.101)
dt dt

In particular, dt d
uk → dt d
u in L2 (I; H). Moreover, by the L∞ (I; H)-estimate of
{ dt
d
uk }k∈N , choosing (for a moment only) a subsequence, dt
d
uk (T ) converges weakly
 T d2  T d2 ∗
in H. By (11.88), dt uk (T ) = 0 dt2 uk dt + v0k → 0 dt2 udt + v0 in Vlcs
d
, hence

duτ du
(T ) (T ) in H. (11.102)
dt dt

22 Cf. the proof of Lemma 8.25 with the arguments in the proof of Theorem 8.28.
23 We use Lemma 7.8 here with V1 = V , V2 = V4 = H, and V3 = Vlcs∗ .
11.3. 2nd-order equations 347

Putting zk − uk instead of zk into (11.98), one gets

 T
duk dzk duk
lim inf B(uk ), zk − uk = lim inf f, zk − uk + , − dt
k→∞ k→∞ 0 dt dt dt
 T
duk
duk 
− A1 , zk − uk dt − A2 , zk − u k
dt dt
0

duk
− (T ), zk (T ) − uk (T ) + v0k , zk (0) − u0k 
dt
 T  T
du dz du duk
= f, z−u + , − dt − lim sup A1 , zk −uk dt
0 dt dt dt k→∞ 0 dt

du  du
− A2 ,z − u − (T ), z(T ) − u(T ) + v0 , z(0) − u0 
dt dt
because dtd
uk → dtd d
u in L2 (I; H), dt zk → dt
d
z in L2 (I; H), and we also used
(11.100) together with V  H and (11.102). The term with A2 uses dt d
uk → dtd
u


q q p ∗
in L (I; H) and the assumption that A2 : L (I; H) → L (I; V ) is continuous.
By (11.100) and by the weak upper semi-continuity of z → −A1 z, z : V →
R, one gets
duk
lim sup A1 , zk − u k
k→∞ dt
 T
duk A1 uk (T ), uk (T ) A1 u0 , u0
= lim A1 , zk dt − lim inf +
k→∞ 0 dt k→∞ 2 2
 T
du A1 u(T ), u(T ) A1 u0 , u0 du
≤ A1 , z dt − + = A1 , z−u .
0 dt 2 2 dt
(11.103)

Then
 T
du dz du
lim inf B(uk ), zk −uk ≥ f, z−u + , − dt
k→∞ 0 dt dt dt
du du
− A( ), z−u − (T ), z(T ) + v0 , z(0) . (11.104)
dt dt


We have {B(uk )}k∈N bounded in Lp (I; V ∗ ) (cf. the assumptions in Lemma 11.18)
and zk → z in Lp (I; V ), so that

lim inf B(uk ), z−uk = lim B(uk ), z−zk

k→∞ k→∞
+ lim inf B(uk ), zk −uk = lim inf B(uk ), zk −uk . (11.105)
k→∞ k→∞

In particular, for z := u we have lim supk→∞ B(uk ), uk − u ≤ 0 and, in view of

Lemma 8.26, we can use the pseudomonotonicity of B to conclude that, for any
348 Chapter 11. Doubly-nonlinear problems

z ∈ Lp (I; V ), lim inf k→∞ B(uk ), uk − z ≥ B(u), u − z. Joining it with (11.104)
T
and (11.105), one gets B(u), u−z ≤ 0 f, u−z− dt d d
u, dt d
z− dt udt−A( dtd
u), u−
z −  dt u(T ), z(T )−u(T )+v0 , z(0)−u(0). As it holds for any z, we can conclude
d

that
 T

du  du dz du
B(u), z = f −A t, ,z − , dt− (T ), z(T ) + v0 , z(0) .
0 dt dt dt dt
(11.106)
d
Moreover, the initial conditions dt u(0) = v0 and u(0) = u0 are satisfied by


the continuity arguments. As z ∈ W 1,p,p (I; V, V ∗ ) we can use the formula (7.15)
for z(T ) = 0 = z(0), which enables us to rewrite (11.106) into the form (11.86).
In the case (ii), we use the pseudomonotonicity of the mapping A+B ◦ L−1
t
where [L−1 v](t) = 0 v(ϑ) dϑ + u0 is the inverse mapping to L = dt d
: dom(L) →
p
L (I; V ) with 
dom(L) = u ∈ W 1,p (I; V ); u(0) = u0 , (11.107)
cf. (8.197). Note that uk is the Galerkin approximation to (11.86) if and only if vk =
L−1 uk and  dtd
vk +[A+B ◦L−1](vk )−f, zk  = 0 for any zk ∈ Lp (I; Vk ) and vk (0) =
v0k ; here u0 ∈ Vk has been employed. By Lemma 8.26, A is pseudomonotone on


∗
W 1,p,p (I; V, Vlcs )∩L∞ (I; H). The mapping v → B1 (L−1 v) : Lp (I; V ) → C(I; V ) ⊂


Lp (I; V ∗ ) is monotone: indeed, for v1 , v2 ∈ Lp (I; V ) we again abbreviate v12 =
v1 − v2 and then, using the symmetry and monotonicity of B1 , we have
 T  t 
B1 (L−1 v1 )−B1 (L−1 v2 ), v1 −v2 = B1 v12 (ϑ)dϑ , v12 (t) dt
0 0
 T  t  d  t
= B1 v12 (ϑ) dϑ , v12 (ϑ) dϑ dt
0 0 dt 0
 T 
 t  t
1 d
= B1 v12 (ϑ) dϑ , v12 (ϑ) dϑ dt
2 0 dt 0 0
1  T   T 1
= B1 v12 (ϑ) dϑ , v12 (ϑ) dϑ − B1 0, 0 ≥ 0. (11.108)
2 0 0 2


Moreover, B1 ◦ L−1 : Lp (I; V ) → Lp (I; V ∗ ) is bounded as both L−1 : Lp (I; V ) →
L∞ (I; V ) and B1 : V → V ∗ are bounded. Hence, it is also radially continuous.
By Lemma 2.9, B1 ◦ L−1 is pseudomonotone. Also, L−1 : Lp (I; V ) → W 1,p (I; V )


is weakly continuous, and B2 : W 1,p (I; V ) → Lp (I; V ) is assumed totally contin-


uous, B2 ◦ L−1 : Lp (I; V ∗ ) → Lp (I; V ∗ ) is totally continuous. Altogether, due to
Lemma 2.11(i) and Corollary 2.12, A + B1 ◦ L−1 + B2 ◦ L−1 is pseudomonotone.
Then we can employ Theorem 8.27 with A + B ◦ L−1 in place of A to get v solving
−1
dt v + A(v) + B(L
d
v) = f and v(0) = v0 . Then it suffices to put u = L−1 v. 
d
Remark 11.21 (Energy balance). Testing the equation (11.86) by dt u, which leads
to the a-priori estimate (11.89), has in concrete motivated cases a “physical” inter-
pretation. If Φ is a potential of B (cf. Lemma 11.18) then, integrating over [0, t],
11.3. 2nd-order equations 349

this test leads to

 t 
1
 du 2

 du  du
 (t) + Φ u(t) + A , dϑ
2 dt H dϑ dϑ
) *+ , ) 0
*+ ,
total energy at time t dissipated energy
 t
1 

v0 2 + Φ u0 du
= H
+ f (ϑ), dϑ (11.109)
2 dϑ
) *+ , ) 0
*+ ,
total energy at time 0 work of external forces

which just expresses the balance of “mechanical” energy. Here, the total energy
means the sum of the “kinetic” energy  dt
d
u2H and the “stored” energy Φ(u),
cf. also (12.9) below.
Proposition 11.22 (Uniqueness24 ). Let A be “weakly monotone” in the sense of
(8.101) and one of the following situations takes place:
(i) B is linear of the form B(t, u) = B1 u with B1 : V → V ∗ monotone and
symmetric, i.e. B1∗ = B1 .
(ii) B is Lipschitz continuous on H, i.e. B(t, u) − B(t, v)H ≤ (t)u − vH with
∈ L2 (I).
p
/2
(iii) B(t, u)−B(t, v)V ∗ ≤ (t)u−vH with ∈ L2 (I) and A(t, u)−A(t, v), u−
v ≥ c0 u − vpV − c1 (t)u − vV − c2 (t)u − v2H with c0 > 0, c1 ∈ Lp (I),

and c2 ∈ L1 (I).
Then (11.86) possesses at most one (strong) solution.
Proof. We take two solutions u1 and u2 , subtract (11.86) for u = u1 and u = u2 ,
d
and test it by v = dt u12 where u12 := u1 − u2 . We thus get

1 d    1 d  du 2
 du12 2  12  du12
  + B1 (u12 ), u12 =   + B(t, u1 ) − B(t, u2 ),
2 dt dt H 2 dt dt H dt

du1 
du2  du12  du 2
 12 
= − A t, − A t, , ≤ c(t)  .
dt dt dt dt H
d
By the Gronwall inequality and by u12 (0) = 0 and dt u12 (0) = 0, one gets u1 = u2 .
In the case (ii), we can estimate
1 d 
 du12 2 d d du12
  = − A(t, u1 ) − A(t, u2 ),
2 dt dt H dt dt dt
du12
+ B(t, u2 ) − B(t, u1 ),
dt
 du 2  2  du 2
 12   12 
≤ c(t)  + B(t, u1 ) − B(t, u2 )H +   (11.110)
dt H dt H
 du 2  2  
 12   du12 2
≤ c(t)  + (t)2 u12 H +  
dt H dt H
24 For the case (iii), cf. also Zeidler [354, Chap.33].
350 Chapter 11. Doubly-nonlinear problems

d
where c(·) comes from (8.101). Abbreviating still dt u12 = v12 , we get

1 d
v12 2H ≤ c(t)v12 2H + (t)2 u12 2H + v12 2H . (11.111)
2 dt
d
Multiplying dt u12 = v12 by u12 , one gets

1 d 1 1
u12 2H = v12 , u12 ≤ v12 2H + u12 2H . (11.112)
2 dt 2 2
Now we apply the Gronwall inequality to the system (11.111)–(11.112) together
with u12 (0) = 0 and v12 (0) = 0, which gives, in particular, that u12 (t) = 0 for all
t.
In the case (iii), we get analogously
1 d
v12 2H + c0 v12 pV ≤ c1 (t)v12 V + c2 (t)v12 2H
2 dt


+ B(t, u2 ) − B(t, u1 ), v12 ≤ Cε c1 (t)p + c2 (t)v12 2H


+ Cε B(t, u1 ) − B(t, u2 )pV ∗ + εv12 pV . (11.113)

We choose ε < c0 to absorb the last term and also the estimate B(t, u1 ) −


B(t, u2 )pV ∗ ≤ (t)2 u12 2H . Then we apply again the Gronwall inequality to the
system (11.112)–(11.113). 
∂
Remark 11.23. Velocity ∂t u is indeed a natural test function, as already claimed
in Remark 11.21, while u itself is not a suitable test function here. This is re-
lated to troubles typically arising in variational inequalities with obstacles like
u ≥ 0, i.e. B = ∂Φ with Φ = δK , K := {v ≥ 0}. E.g., after a penaliza-
∂2 ∂ 1 − ∂
tion, one can consider ∂t 2 uε − ∆ ∂t uε + ε uε = g. By testing by ∂t uε , one gets
∂ −
√
 ∂t uε L∞ (I;L2 (Ω))∩L2 (I;W 1,2 (Ω)) = O(1) and uε L∞ (I;L2 (Ω)) = O( ε). But, we
must test by v− uε to prove convergence, and we get after the by-parts integra-
∂
tion the term Q | ∂t uε |2 with a “bad” sign. Note that we do not have the “dual
∂2
∂ 2
estimate” to ∂t 2 uε uniform in ε. Also, a test by ∂t2 uε yields the penalty term
∂ 2
ε−1 u−
ε ∂t2 uε which cannot be estimated “on the left-hand side”.

Remark 11.24 (Rothe method ). The semidiscretization in time is also here applica-
ble to (11.86): we define ukτ ∈ V , k = 1, . . . , K, by the following recursive formula:

ukτ − 2uk−1 + uk−2  uk − uk−1 

τ τ
2
+ Akτ τ τ
+ Bτk (ukτ ) = fτk , (11.114a)
τ τ
u0τ = u0 , u−1
τ = u0 − τ v0 , (11.114b)
 kτ  kτ
where again fτk := τ1 (k−1)τ f (t)dt and Akτ (u) := τ1 (k−1)τ A(t, u)dt and Bτk (u) :=

1 kτ
τ (k−1)τ B(t, u)dt. Existence of the Rothe sequence then needs, as in Lemma 8.5,
11.4. Exercises 351

Akτ and Bτk to be pseudomonotone and semi-coercive for k = 1, . . . , T /τ . Various

modifications of the above procedure are as usual. Instead of (11.88) or (11.93),
" #i

we need here to estimate dtd d
dt uτ in Lp (I; V ∗ ) or in L2 (I; H), where [·]i denotes
the piecewise-linear interpolation operator, cf. Figure 17 on p.202, defined now on
the whole interval I = [0, T ] because, thanks to (11.114b), we defined the Rothe
sequence {ukτ } even for k = −1.

11.4 Exercises
Exercise 11.25 (Penalty-function method for type-II parabolic inequalities). Con-
sider the complementarity problem (11.25). Show the connection between (11.25)
and (11.26) analogously as done in Proposition 5.9. The L2 -type penalty-function
method leads to the initial-boundary-value problem
⎧ ∂u 1  ∂uε −
⎪ ε
⎪
⎨ ∂t + ε ∂t − ∆uε + c(uε ) = g in Q,
uε = 0 on Σ, (11.115)
⎪
⎪
⎩
uε (0, ·) = u0 on Ω.
∂
As (11.37) above, test (11.115) by ∂t uε and formulate assumptions on u0 and on
c(·) to obtain the estimates
   ∂u   ∂u −  √
 uε  ∞  ε  ε 
L (I;W01,2 (Ω))
≤ C,   2 ≤ C,   2 ≤ C ε. (11.116)
∂t L (Q) ∂t L (Q)

∂
Test (11.115) by v − ∂t uε and show the convergence of a selected subsequence
{uε }ε>0 to the solution of (11.26).25
25 Hint: For v ≥ 0, it holds that


∂uε ∂uε
∂uε
1 ∂uε
− ∂uε

+c(uε )−g v− + ∇uε · ∇ v− dxdt = −v dxdt ≥ 0
Q ∂t ∂t ∂t ε Q ∂t ∂t
so that, formally, we have


∂uε ∂uε
∂uε

0 ≤ lim sup +c(uε )−g v− + ∇uε · ∇ v− dxdt
ε→0 ∂t ∂t ∂t
 
Q

= − lim inf
 ∂uε 2 1∇uε (T, ·)2 2 n
+
ε→0 ∂t L (Q) 2
2 L (Ω;R )
 

 1 2
v + ∇uε · ∇vdxdt + ∇u0 L2 (Ω;Rn )
∂uε ∂uε
+ lim c(uε )−g v− +
ε→0 Q ∂t ∂t 2


∂u ∂u
∂u

≤ +c(u)−g v− + ∇uε · ∇ v− dxdt
Q ∂t ∂t ∂t
where also ∇uε (T, ·) ∇u(T, ·) weakly in L2 (Ω; Rn ) has been used. Note that, as we do not have
∇ ∂t
∂
uε ∈ L2 (Q) guaranteed by our a-priori estimates (11.116), the term Q ∇uε ·∇ ∂t ∂
uε dxdt gets
a meaning only if put equal to 12 ∇uε (T, ·)2L2 (Ω;Rn ) − 12 u0 2L2 (Ω;Rn ) , which can be justified
either by using Galerkin’s approximation or by a limit of mollified uε .
352 Chapter 11. Doubly-nonlinear problems

Exercise 11.26. Consider the initial-boundary-value problem:

⎧ 2
⎪
⎪ ∂ u ∂u  ∂u p−2 ∂u

⎪
⎪ − ∆ +  − div |∇u|q−2 ∇u = g in Q,
⎨ ∂t2 ∂t ∂t ∂t
∂u (11.117)
⎪
⎪ u(0, ·) = u0 , (0, ·) = v0 , in Ω,
⎪
⎪ ∂t
⎩ u| = 0 on Σ.
Σ

Apply the Galerkin method, denote the approximate solution by uk . Qualify u0 ,

v0 and g appropriately and prove a-priori estimates of uk in L∞ (I; W 1,q (Ω)) ∩
W 1,2 (I, W 1,2 (Ω)∩Lp (Ω))∩W 1,∞ (I; L2 (Ω))∩W 2,2 (I, W −1,2 (Ω)).26 Assume p < q ∗
and prove convergence by using monotonicity and the Minty trick.27
Finally, as ξ → ξ − 2L2 (Q) is a convex continuous functional on L2 (Q), it is weakly lower
semicontinuous, and by ∂uε /∂t ∂u/∂t and by the last estimate in (11.116) we have

∂u − 2
∂uε − 2
≤ lim inf ≤ lim C 2 ε = 0
∂t L2 (Q) ε→0 ∂t L2 (Q) ε→0

so that ∂
∂t
u ≥ 0 a.e. in Q.
26 Hint: Test the equation in (11.117) by ∂
u ,
∂t k
obtaining

1 ∂  ∂uk 2  ∂uk 2  ∂uk p 1 ∂  q
  + ∇  +  + ∇uk  dx
2 ∂t ∂t ∂t ∂t q ∂t
Ω

∂uk ∂uk 2
= g(t, ·) dx ≤ Cε g(t, ·)2W 1,2 (Ω)∗ + ε
Ω ∂t ∂t W 1,2 (Ω)

from which the estimate follows by Gronwall’s inequality assuming u0 ∈ W 1,q (Ω), v0 ∈ L2 (Ω),
∗ ∂2
and g ∈ L2 (I; L2 (Ω)). For the “dual” estimate of ∂t 2 uk use the strategy (11.90).
27 Hint: Use monotonicity of the q-Laplacean and (11.117) to write

0≤ |∇uk |q−2 ∇uk − |∇z|q−2 ∇z · ∇(uk − z)dxdt
Q


∂ 2 uk  ∂uk p−2 ∂uk 
∂uk 
= g− 2
−  (uk −z) − ∇ +|∇z|q−2 ∇z · ∇(uk −z)dxdt.
Q ∂t ∂t ∂t ∂t

Realize that, by Aubin-Lions’ lemma, ∂t ∂

uk → ∂t ∂
u (as a subsequence) strongly in L2 (Q) due to
the compact embedding L (I; W (Ω)) ∩ W (I; W −1,2 (Ω))  L2 (Q). Also uk (T, ·)
2 1,2 1,2 u(T, ·)
weakly in W 1,2 (Ω), hence strongly in L2 (Ω), and ∂t∂
uk (T, ·) ∂
∂t
u(T, ·) weakly in L2 (Ω). Then
estimate the limit superior:
     
∂ 2 uk ∂uk  ∂uk 2 dxdt
lim sup − uk + ∇ · ∇uk dxdt  
= lim sup
k→∞ Q ∂t2 ∂t k→∞ Q ∂t

∂uk 1  2 1 2 
+ v0 u0 − (T, ·)uk (T, ·) + u0  − ∇uk (T, ·) dx
∂t 2 2
Ω  2 
 ∂u  ∂u 1  2 1 2
≤   dxdt + v0 u0 − (T, ·)u(T, ·) + u0  − ∇u(T, ·) dx
Q ∂t Ω ∂t 2 2
 T    
∂2u ∂u
=− ,u + ∇ · ∇u dx dt.
0 ∂t2 Ω ∂t
The limit passage in the lower-order term | ∂t
∂
uk |p−2 ∂t
∂
uk can be made by compactness. If p ≤
2, then ∂t uk → ∂t u in L (Q) while, if p > 2, then at least Lp− (Q) because { ∂t
∂ ∂ p ∂
uk }k∈N
11.4. Exercises 353

Exercise 11.27 (Klein-Gordon equation, generalized28 ). Consider the initial-

Dirichlet-boundary-value problem for the semilinear hyperbolic equation

∂2u ∂u
− ∆u + |u|q−2 u = g, u(0, ·) = u0 , (0, ·) = v0 , u|Σ = 0. (11.118)
∂t2 ∂t
The variant q = 3 is called the Klein-Gordon equation, having applications in
quantum physics. For q>1, derive a-priori estimates of u in W 1,∞ (I; L2 (Ω)) ∩
∂
L∞ (I; W01,2 (Ω) ∩ Lq (Ω)) by testing it by ∂t u. Prove convergence of the Galerkin
approximations uk by weak continuity. If q ≥ 2 is small enough, prove uniqueness
29
∂
by using the test function v = ∂t u1 −u2 , with u1 , u2 being two weak solutions.30
Exercise 11.28 (Viscous regularization of Klein-Gordon equation). Consider the
initial-boundary-value problem:
⎧ 2  ∂u  
⎪
⎪ ∂ u p−2 ∂u
⎪
⎪ − µdiv   ∇ − ∆u + c(u) = g in Q,
⎨ ∂t 2 ∂t ∂t
∂u (11.119)
⎪
⎪ u(0, ·) = u0 , (0, ·) = v0 , in Ω,
⎪
⎪ ∂t
⎩ u| = 0 on Σ,
Σ

with µ > 0. Apply the Galerkin method, denote the approximate solution by
uk , and prove a-priori estimates for uk in L∞ (I; W 1,2 (Ω)) ∩ W 1,p (I, W 1,p (Ω)) ∩


W 2,p (I; W max(2,p) (Ω)) and specify qualifications on u0 , v0 , g, and c(·).31 Prove
Ê
is bounded in Lp (Q). If p < q ∗ , make the limit passage in Q | ∂t uk |
∂ p−2 ( ∂ u )u dxdt when
∂t k k
∗
realizing boundedness of {uk }k∈N in L∞ (I; W 1,q (Ω))⊂ q
L (Q). Finally, put z = u + δw and
finish the proof by Minty’s trick.
28 Cf. Barbu [35, Sect.4.3.5], Jerome [184], or Lions [222, Sect.I.1].
29 Hint: for q < p∗ + 1, use the Aubin-Lions Lemma 7.7 to get compactness in Lq−1 (Q) which
Ê
allows for a limit passage through the term Q |u|q−2 uv dxdt if v ∈ L∞ (Q). For q ≥ p∗ + 1,
interpolate between W 1,2 (Ω) and Lq (Ω) and get again compactness in Lq−1 (Q) but now by
Lemma 7.8.
12 = u1 − u2 , realize that r → |r|
30 Hint: abbreviating u q−2 r is Lipschitz continuous on [r , r ]
1 2
with the Lipschitz constant (q−1) max(|r1 |q−2 , |r2 |q−2 ); this test gives

1 d


∂u12


2

2   q−1  ∂u12
+
∇u12
L2 (Ω;Rn ) = |u2 | u2 − |u1 |q−1 u1 dx
2 dt ∂t L (Ω) 2 ∂t
Ω






2

∂u12

2 
max
|u1 |q−2
Lα (Ω) ,
|u2 |q−2
Lα (Ω)
u12
L2∗ (Ω) +

q−1
≤
2
2 ∂t L (Ω)
∗
with α so that α−1 + (2∗ )−1 + 2−1 = 1. Exploiting that u1 , u2 ∈ L∞ (I; L2 (Ω)) and assuming
q so small that α ≥ 2∗ /(q − 2), proceed by Gronwall inequality.
31 Hint: Test the equation in (11.119) by ∂ u , obtaining
∂t k

1 ∂  ∂uk 2  ∂u p 1 ∂ 
∇uk 2 dx
  + µ∇ k  +
2 ∂t ∂t ∂t 2 ∂t
Ω
   ∂uk

p


∂u

p
dx ≤ Cε
g(t, ·) − c(uk )
W 1,p (Ω)∗ + ε


k
= g(t, ·) − c(uk ) ,
Ω ∂t ∂t W 1,p (Ω)
from which the claimed estimates follow by Gronwall’s inequality if u0 ∈ W 1,2 (Ω), v0 ∈ L2 (Ω),
354 Chapter 11. Doubly-nonlinear problems

convergence by monotonicity and the Minty trick.32 Eventually, denoting uµ the

solution to (11.119), prove that uµ approaches the solution to the Klein-Gordon
equation (11.118) if c(r) = |r|q−2 r when µ → 0.33

Exercise 11.29 (Martensitic transformation in shape-memory alloys 34 ). Consider

⎧ 2
⎪ ∂ u ∂u

⎪
⎪ − µ∆ − div σ(∇u) + λ∆2 u = g in Q,
⎪
⎪ 2
⎨ ∂t ∂t
∂u
⎪ u(0, ·) = u0 , (0, ·) = v0 , in Ω, (11.120)
⎪
⎪ ∂t
⎪
⎪ ∂u
⎩ u=0, = 0, on Σ.
∂ν
∗∗

Assume µ, λ > 0, g ∈ L2 (I; L2 (Ω)), u0 ∈ W02,2 (Ω), v0 ∈ L2 (Ω), and at most
linear growth of σ : Rn → Rn , consider Galerkin’s approximation, and derive
the a-priori estimates in W 1,∞ (I; L2 (Ω)) ∩ W 1,2 (I; W 1,2 (Ω)) ∩ L∞ (I; W02,2 (Ω)) by

∗

g ∈ Lp (I; Lp (Ω)), and
Ê c(·) has an at most 2/p -growth. For p < 2, an at most linear growth of
∂
c(·) can be allowed if Ω c(uk ) ∂t uk dx ≤ 12 c(uk )2L2 (Ω) + 12  ∂t
∂
uk 2L2 (Ω) is used. Alternatively,
Êu
one can impose a condition c(r)r ≥ 0 and estimate c(uk ) ∂t ∂
uk = ∂t ∂ k
0 c(ξ)dξ on the left-hand
2
∂
side. The “dual” estimate of ∂t 2 uk then follows by the strategy (11.90).
32 Hint: By the monotonicity of the p-Laplacean and by (11.119),

 ∂u p−2 ∂u  ∂z p−2 ∂z  ∂(uk − z)

µ ∇
k
− ∇ 
k
0≤ ∇ ∇ ·∇ dxdt
Q ∂t ∂t ∂t ∂t ∂t

∂ 2 uk  ∂(uk − z)
 ∂z p−2 ∂z  ∂(uk − z)
= g − c(u) − 2
− ∇uk + ∇  ∇ ·∇ dxdt.
Q ∂t ∂t ∂t ∂t ∂t

By using ∂t∂
uk (T, ·) ∂
∂t
u(T, ·) weakly in L2 (Ω) and uk (T, ·) u(T, ·) weakly in W 1,2 (Ω),
estimate the limit superior:

∂ 2 uk ∂uk ∂uk
lim sup − + ∇uk · ∇ dxdt
k→∞ Q ∂t2 ∂t ∂t
1  2  ∂uk 2 
 2  2
= lim sup v0  −  (T, ·) + ∇u0  − ∇u(T, ·) dx
k→∞ 2 Ω ∂t
 2  ∂u     
≤
1 v0  −  (T, ·)2 + ∇u0 2 − ∇u(T, ·)2 dx = − ∂ 2 u ∂u
+ ∇u·∇
∂u
dxdt.
2 Ω ∂t Q ∂t2 ∂t ∂t

  p−2
33 Hint: Realize that uµ W 1,p (I,W 1,p (Ω)) = O(µ−1/p ) hence the term Q µ ∂t
∂ 
u ∇ ∂t
∂
u·
∇v dxdt = O(µ1−1/p ) with v fixed vanishes for µ  0.
34 In the vectorial variant, u(t, ·) : Ω → Rn is the “displacement”, cf. Example 6.7, and (11.120)

describes isothermal vibrations of a “viscous” solid whose stress response σ : Rn×n → Rn×n need
not be monotone and need not have any quasiconvex (cf. Remark 6.5) potential, and which has
some capilarity-like behaviour with λ > 0 possibly small. The multi-well potential of σ may
describe various phases (called martensite or austenite) in so-called shape-memory alloys and
then (11.120) is a very simple model for a solid-solid phase transformation, cf. [289] for a critical
discussion. For mathematical treatment of this capilarity case see e.g. Abeyaratne and Knowles
[1] or Hoffmann and Zochowski [177], cf. also Brokate and Sprekels [65, Chap.5].
11.5. Bibliographical remarks 355

∂ ∂ −2,22
testing (11.120) by ∂t u.35 Then estimate still ∂t 2
2 u in L (I; W (Ω)) and prove
convergence of Galerkin’s approximants. Make also the limit passage in (11.120)
with µ  0, showing existence of a solution to the semilinear hyperbolic equation
∂2


∂t2 u − div σ(∇u) + λ∆ u = g.
2 36

Exercise

11.30.
 Modify Exercise 11.28 by replacing the term c(u) by c(∇u) or
div a0 (u) with a0 : R → Rn .
Exercise 11.31. Show that B := −∆p formulated weakly with Dirichlet boundary
conditions, i.e. V = W01,p (Ω), satisfies (11.92) provided p ≥ 2.37

11.5 Bibliographical remarks

Doubly nonlinear problems from Sections 11.1–11.2 have, in concrete cases, been
thoroughly exposed in Visintin [347, Sect.III.1] and, under the name pseudopar-
abolic equations, in Gajewski, Gröger and Zacharias [144, Chap.V]. In particu-
lar, the structure in Section 11.1 has been investigated by Colli and Visintin
[88, 90]. A lot of physical applications are based on (11.5) but with Ψ homo-
geneous degree-1, i.e. Φ(av) = aΨ(v) for any a ≥ 0. This is related to so-called
rate-independent processes and requires q = 1 in (11.31a)–(11.31b) so that the
results presented in Section 11.1.2 do not cover this case. Instead of the system of
two variational inequalities (11.32), a more suitable definition of the solution has
been proposed by Mielke and Theil [239] and works merely with energetics of the
process u : [0, T ] → V . This process is called an energetic solution if, besides the
initial condition u(0) = u0 , it satisfies the stability and the energy inequality in
the sense:



∀ t ∈ I ∀v ∈ V : G t, u(t) ≤ G(t, v) + Ψ u(t) − v , (11.121a)
 t


 ∂f
∀ t ≥ s : G t, u(t) + VarΨ (u; s, t) ≤ G s, u(s) − , u(ϑ) dϑ(11.121b)
s ∂ϑ

where G(t, u) := Φ(u) − f (t), u allows for an interpretation as Gibbs’ stored

energy and VarΨ (u; s, t) denotes the total variation of Ψ along the process u
35 Hint: this test gives


∂u

2

2 

∂∇u

2 

∂t
L + λ
∇2 u
L2 (Ω;Rn×n ) + µ


1 d ∂∇u
= gu − σ(∇u) · dx
2 dt 2 (Ω) ∂t L2 (Ω;Rn ) ∂t
1

Ω



≤
g

2L2∗∗
(Ω) + 1

u

2L2∗∗ (Ω) +
1


σ(∇u)

2L2 (Ω;Rn ) + µ

∂∇u

2 2 n
2 2 2µ 2 ∂t L (Ω;R )

and continue by estimation of ∇u2L2 (Ω;Rn ) ≤ 2∇u0 2L2 (Ω;Rn ) + 2t 0t  ∂t
∂
∇u2L2 (Ω;Rn ) and by
Gronwall’s inequality.
µ the weak solution to (11.120), realize that  ∂t uµ L2 (I;W 1,2 (Ω)) =
36 Hint: denoting u ∂
√ 
O(1/ µ) while the other estimates are independent of µ > 0, so that the term Q µ∇ ∂t ∂
uµ ·
√

∇v dxdt = O( µ) and vanishes in the weak formulation if µ → 0.
Ω |∇u|
37 Hint: Paraphrase (8.152) to show B (u)v, v = p−2 |∇v|2 + (p − 2)|∇u|p−4 (∇v · ∇u)2

and then use Hölder’s inequality to show (11.92).

356 Chapter 11. Doubly-nonlinear problems

j
during the interval [s, t] defined by VarΨ (u; s, t) := sup i=1 Ψ(u(ti−1 ) − u(ti ))
with the supremum taken over all j ∈ N and over all partitions of [0, t] in the
form 0 = t0 < t1 < · · · < tj−1 < tj = t. Note that this definition does not
d
involve explicitly time derivative dt u which indeed need not exist in an conven-
tional sense. Cf. Mielke [238] for a survey of the related theory and applications.
d
Sometimes, a generalization for Ψ = Ψ(u, dt u) is useful. The special case of a
homogeneous degree-1 potential Ψ(u, ·) := [δK(u) ]∗ with a convex set K(u) ⊂ V
d
then leads to the inclusion ∂du/dt Ψ(u, dt u) + Φ (u) = [∂δK(u) ]−1 ( dt
d
u) + Φ (u)  f ,
d
i.e. dt u ∈ NK(u) (f − Φ (u)). Processes u governed by such inclusions are called
the sweeping processes, see e.g. Krejčı́ [205], Krejčı́, Laurencot [206], Kunze and
Monteiro Marques [209].
The doubly nonlinear structure in Sections 11.2 first occurred probably in
Grange and Mignot [159], and was investigated in particular by Aizicovici and
Hokkanen [7], Alt and Luckhaus [10] (both even with a possible degeneracy of the
parabolic term), DiBenedetto and Showalter [105], Gajewski [140] (with applica-
tion to semiconductors), Gröger and Nečas [164], Otto [271, 272], Showalter [320],
and Stefanelli [330]. A thorough exposition is in the monographs by Hokkanen and
Morosanu [178, Chap.10], and Hu and Papageorgiou [180, Part II, Sect.II.5].
The 2nd-order evolution has been addressed by Gajewski et al. [144,
Chap.VII], Lions [222, Chap.II.6 and III.6], and Zeidler [354, Chap.33 and 56].
The structure of Theorem 11.20(i) even with B set-valued, arising from a concrete
unilateral problem, has been addressed by Jarušek et al. [183].
For both A and B potential and nonlinear in the highest derivatives, e.g.,
∂2 ∂
∂t2 u − ∆p ∂t u − ∆q u = g, see Friedman and Nečas [132]. A similar problem is also
in Biazutti [49].
Chapter 12

Systems of equations: particular

examples

Just as in steady-state problems, no abstract theory exists universally for a broader

class of systems of nonlinear equations.1 Thus, as in Chapter 6, we confine ourselves
to some illustrative examples having straightforward physical motivation and using
the previously exposed techniques in a nontrivial manner.

12.1 Thermo-visco-elasticity
We assume a body occupying the domain Ω ⊂ Rn , n ≤ 4, made from isotropic
elastic and heat conductive linearly-responding material described in terms of the
small strains. Let us briefly derive a thermodynamically consistent system. The
departure point is the specific Helmholtz free energy considered here as:

λ
2
 γ θ
ψ(θ, ∇u) := Tr(e) + µ|e|2 − α(3λ+2µ)θ Tr(e) + |∇2 u|2 − c θln , (12.1)
2 2 θ0

where (and in following formulae):

u : Ω → Rn is the displacement, cf. Example 6.7,
θ : Ω → R temperature,
e = e(∇u) = 12 (∇u) + 12 ∇u the small-strain tensor, cf. Example 6.8,
λ ≥ 0, µ > 0 are Lamé constants related to elastic response, cf. (6.23)
α the thermal dilatation coefficient,
γ > 0 a regularizing coefficient reflecting bending rigidity,
c > 0 heat capacity,
ρ > 0 mass density,
1 Some of the previous results, however, can be adopted for systems of a special form simply
by considering u vector-valued, see e.g. Ladyzhenskaya et al. [212, Chap.VII].
358 Chapter 12. Systems of equations: particular examples

λv ≥ 0, µv > 0 are Lamé constants related to viscous response,

κ heat conduction coefficient,
θ0 a reference temperature.
Of course, “Tr(·)” in (12.1) stands for a trace of a square matrix. The particular
terms in (12.1) are related respectively to the elastic stored energy, temperature
dilatation, stored energy of bending, and a contribution of chaotic vibrations of
the atomic grid.
Moreover, as standard in thermodynamics, we define the specific entropy by
∂
so-called Gibbs’ relation s = −ψθ (≡ − ∂θ ψ) and the specific internal energy w by

λ  2 γ
w := ψ + θs = c θ + (div u)2 + µe(∇u) + |∇2 u|2 . (12.2)
2 2
1 ∂ 2
Besides, we pose the standard kinetic energy 2 ρ| ∂t u| and the dissipation rate
(=a “quasipotential” of dissipative force):

2 ∂e
ξ(ė) := λv (Tr ė) + 2µv |ė|2 , ė = . (12.3)
∂t
The quadratic form of ξ is related to viscosity. The elastic and viscous stress

tensors are defined as ψ∇u and 12 ξ  . The equilibrium equation balances the total

stress σ = ψ∇u + 2 ξ  with the inertial forces and outer loading g:
1

∂2u
ρ − div σ = g, (12.4a)
∂t2
 ∂u   ∂u 
σ = div λu+λv I+2e µ∇u+µv ∇ − α(3λ+2µ)θI + γdiv∇2 u, (12.4b)
∂t ∂t

where I ∈ Rn×n is the identity matrix. The heat equation then can be obtained
from the energy balance requiring that the kinetic energy and the internal energy
in a closed system is preserved, cf. (12.9) below. Defining still the heat flux −κ∇θ
(isotropic medium), we complete (12.4) by the heat equation

∂s ∂θ ∂

θ := c +θ α(3λ+2µ)div u = div(κ∇θ)
∂t ∂t ∂t

∂u 
∂u 2 
∂u 2
 
+ ξ e ∇ = div(κ∇θ) + λv div + 2µv e ∇  (12.5)
∂t ∂t ∂t
and finally we choose some boundary conditions, e.g. a completely isolated, un-
supported body, cf. (2.106), and initial conditions:

∂θ
ν · σ = 0, ∆u = 0, =0 on Σ, (12.6a)
∂ν
∂u
u(0, ·) = u0 , (0, ·) = v0 , θ(0, ·) = θ0 on Ω. (12.6b)
∂t
12.1. Thermo-visco-elasticity 359

∂
The energy balance can be obtained formally by multiplication of (12.4a) by ∂t u
2
and (12.5) by 1, and by using Green’s formula twice for (12.4) and once for (12.5):

1 d  
 ∂u 2

ρ  2 + ϕ(∇u)dx
2 dt ∂t L (Ω)
  Ω


∂u   ∂u  ∂u
+ ξ e(∇ ) − θφ (∇u) · ∇ dx = g dx, (12.7)
∂t ∂t Ω ∂t
 Ω   
d
∂u  ∂
c θdx − ξ e(∇ ) − θ φ(∇u) dx = 0. (12.8)
dt Ω Ω ∂t ∂t
where ϕ(∇u) := ψ(0, ∇u) and φ(∇u) := ψθ (0, ∇u) = α(3λ+2µ)div u. Summing
(12.7) with (12.8), we get the total-energy balance:
  
d ρ 
 ∂u 2
 d ρ  ∂u 2 ∂u
  2 + w(t, x) dx :=   + ϕ(∇u) + cθ dx = g dx.
dt 2 ∂t L (Ω) dt Ω 2 ∂t ∂t
) *+ , ) Ω *+ , ) Ω *+ ,
kinetic energy internal energy power of
external force
(12.9)
The important fact is that the above procedure satisfies the 2nd thermodynamical
law.3 We face a rather typical situation: a physically well justified system allows
for a natural estimate which is controlled in time (because there is only a finite
energy at the system) but is not strong enough to allow for a limit passage through
involved nonlinearities4 while higher-order estimates may suffer a blow-up in a
finite time. As a result, this effect allows for an analysis at most for small data
only: either small T (i.e. only local-in-time existence can be obtained) or for small
initial conditions, right-hand sides, and/or some coefficients. We present here the
latter option for the system (12.4)–(12.6), namely we assume the data u0 , v0 , θ0 ,
and g which are sufficiently small (in suitable norms) considering the material
(determined by µ, ν, µv , νv , c, κ, ρ, and α) as well as the geometry (determined
by Ω) as fixed.
We will prove existence of a weak solution to the system (12.4)–
(12.6) by Schauder’s fixed-point technique involving a mapping M from
W 2,2 (I; W 1,2 (Ω; Rn )) ∩ W 1,∞ (I; W 2,2 (Ω; Rn )) into itself defined by
M := M2 ◦ M1 , M1 : u → θ = the weak solution to (12.5) with (12.6),
M2 : θ → u = the weak solution to (12.4) with (12.6). (12.10)
Ê Ê Ê Ê
2 We have used
Ω (div σ) · v dx = Γ ν · σ · v dS − Ω σ : ∇v dx and then Ω div(∇2 u) : ∇v dx =
Ê Ê
Γ
ν · ∇ 2 u :: ∇v dS −
Ω
∇ 2 u : ∇2 v dx where, in view of (12.6a), the boundary terms vanish.
3 Indeed, dividing (12.5) by θ, the Clausius-Duhem inequality reads as:

d
 ∂u   ∂
ξ(e(∇ ∂t u)) |∇θ|2
s(t, x)dx = ξ e(∇ ) − div(κ∇θ) θ −1 dx = + κ 2 dx ≥ 0
dt Ω Ω ∂t Ω θ θ
provided θ > 0. The nonnegativity of temperature follows from the maximum principle for (12.5)
provided θ0 ≥ 0 and θ is smooth enough: just test (12.5) by θ − .
4 Note that, proving θ ≥ 0, (12.9) yields boundedness of, e.g., Galerkin solutions u in

W 1,∞ (I; L2 (Ω; Rn )) ∩ L∞ (I; W 2,2 (Ω; Rn )) and θ ∈ L∞ (I; L1 (Ω)) but it does not allow for a
limit passage in the nonlinear term θ ∂t∂
div u, nor in |∇ ∂t
∂
u|2 .
360 Chapter 12. Systems of equations: particular examples

Lemma 12.1 (A-priori bounds). Let n ≤ 4, θ0 ∈ W 1,2 (Ω), u0 ∈ W 4,2 (Ω; Rn ), v0 ∈

W 2,2 (Ω; Rn ) and g ∈ W 1,2 (I; L2 (Ω; Rn )).5 Then there are constants C1 , . . . , C3
dependent on Ω, λ, µ, λv , µv , α, γ, c, , κ, and T , such that
 ∂u   ∂θ 
   
  1,2 ≤ C1   2
∂t W (I;W 1,2 (Ω;Rn ))∩L∞ (I;W 2,2 (Ω;Rn )) ∂t L (Q)
 ∂2u   ∂g  
   
+  2 (0, ·) + v0 W 2,2 (Ω;Rn ) +   , (12.11a)
∂t L2 (Ω;Rn ) ∂t L2 (Q;Rn )
      
θ ∞  ∂θ 
L (I;W 1,2 (Ω))
+  ≤ C2 θ0 W 1,2 (Ω)2
∂t L (Q)
2

 ∂u 4 1/2
  C ∂u/∂t2L∞ (I;W 2,2 (Ω;Rn ))
+  e 3 . (12.11b)
∂t L (I;W (Ω;R ))
∞ 2,2 n

Proof. The a-priori estimate for u can be obtained by differentiation (12.4) in time
∂2
and by testing it by the acceleration ∂t2 u, and by using Green’s formula twice:

   
 d 
 ∂ 2 u 2
∂ 2 u  d ∂u 
 2 2 + ξ e ∇ dx + ϕ ∇ dx
2 dt ∂t L (Ω;Rn ) Ω ∂t2 dt Ω ∂t

∂g ∂ 2 u ∂θ  ∂ 2 u 
= · 2 − φ ∇ 2 dx
Ω ∂t ∂t ∂t ∂t
 ∂g   ∂2u   ∂θ   ∂2u 
       
≤  2  2  + |α|(3λ+2µ)   ∇ 2  2 .
∂t L (Ω;Rn ) ∂t L2 (Ω;Rn ) ∂t L2 (Ω) ∂t L (Ω;Rn×n )
(12.12)

The
 second left-hand-side term can be estimated from below as
∂2 ∂2 −2 ∂2
∂t2 u)) dx ≥ 2µv e(∇ ∂t2 u)L2 (Ω;Rn×n ) ≥ 2µv CK ∇ ∂t2 uL2 (Ω;Rn×n )
2 2
Ω ξ(e(∇
where
 CK is a constant from Korn’s inequality (1.58). Then, using also
∂ 2 ∂
∂t u)dx ≥ 2 γ∇ ∂t uL2 (Ω;Rn×n×n ) , (12.11a) follows by Young’s and
1 2
Ω
ϕ(∇
Gronwall’s inequalities; the other estimate in W 1,∞ (I; L2 (Ω; Rn )) is not needed.
∂
As for (12.11b), we test (12.5) by ∂t θ and by Green’s formula:
 ∂θ 2  
  κ d 
∂u  ∂θ
∂u  ∂θ
c  2 + ∇θ2 2 n = ξ e ∇ + θφ ∇ dx
∂t L (Ω) 2 dt L (Ω;R ) ∂t ∂t ∂t ∂t
Ω
(λv +2µv )2  
 ∂u 4 c 
 ∂θ 2
≤ ∇  4 +  
4c ∂t L (Ω;Rn×n ) 4 ∂t L2 (Ω)
 ∂u 2 c 
   ∂θ 2
+ α2 (3λ+2µ)2 θ2L4 (Ω) ∇  4 +   . (12.13)
∂t L (Ω;Rn×n ) 4 ∂t L2 (Ω)

Then, realizing the embedding W 1,2 (Ω) ⊂ L4 (Ω) which holds for n ≤ 4, we obtain
(12.11b) by the Gronwall inequality. 
5 Note that, in view of the equation (12.4), these hypotheses guarantee, in particular, that the
acceleration [∂ 2 u/∂t2 ](0, ·) = (div σ(0, ·)+g(0, ·))/, which occurs in (12.11a), lives in L2 (Ω; Rn ).
12.2. Buoyancy-driven viscous flow 361

Proposition 12.2. Let θ0 ∈ W 1,2 (Ω), u0 ∈ W 4,2 (Ω; Rn ), v0 ∈ W 2,2 (Ω; Rn ) and
g ∈ W 1,2 (I; L2 (Ω; Rn )) be small enough in the indicated norms, then the weak
solution to the system (12.4)–(12.6) does exist.
Proof. We use Schauder’s fixed-point technique for M from (12.10). Note that
uniqueness of the weak solution θ = M1 (u) (resp. of u = M2 (θ)) follows from the
linearity of (12.5) (resp. of (12.4)) with the conditions (12.6) and the obtained a-
priori estimates. Moreover, M1 : W 2,2 (I; W 1,2 (Ω; Rn )) ∩ W 1,∞ (I; W 2,2 (Ω; Rn )) →
∂
W 1,2 (I; L2 (Ω)) ∩ L∞ (I; W 1,2 (Ω)) is weakly continuous. In particular, ∇ ∂t uk con-
n ∞ n
verging weakly in W (I; L (Ω; R )) ∩ L (I; W (Ω; R )) implies strong con-
1,2 2 1,2

vergence6 in L2 (Q; Rn ), and therefore the dissipation heat converges strongly in

∂
L1 (Q). The limit passage in the adiabatic term of the type θdiv ∂t u makes no prob-
∂
lem as certainly θ converges weakly in L2 (Q) and ∇ ∂t u strongly in L2 (Q; Rn×n ).
The weak continuity of M2 follows from its linearity and the a-priori estimates.
If the data are small as assumed and uL∞ (I;W 2,2 (Ω;Rn )) ≤ R, from (12.11b)
∂
M1 (u)L2 (Q) ≤ C2 (ε+R4 )1/2 eC3 R and then from (12.11a) one gets
2
one gets  ∂t
M (u)L∞(I;W 2,2 (Ω;Rn )) ≤ C1 (ε+C2 (ε+R4 )1/2 eC3 R ) with ε > 0 small in dependence
2

on the assumed smallness of the data. Then, for ε > 0 small enough, there is R
such that C1 (ε+C2 (ε+R4 )1/2 eC3 R ) ≤ R; here the 4-power in (12.11b) is essential.
2

Then M maps the weakly compact set {u ∈ W 1,∞ (I; W 2,2 (Ω; Rn )); u(0, ·) = u0 ,
∂
 ∂t uL∞ (I;W 2,2 (Ω;Rn ))∩W 1,2 (I;W 1,2 (Ω;Rn )) ≤ R} into itself, and by Schauder’s fixed-
point theorem 1.9 (cf. Exercise 2.51) there is u = M (u). Such u is the sought
solution. 
Remark 12.3. The existence for large data (for a very similar model) has been
investigated by Pawlow and Zochowski [278]. The non-regularized model, i.e. γ =
0, is much more difficult and has been treated by Dafermos [99] for n = 1 case,
and also by Nečas at al. [260, 263]. The analysis for n = 3 case remains unknown.
For νv = µv = 0 see Jiang and Racke [186, Chap.7]. For some modified models see
e.g. Eck and Jarušek [113].

12.2 Buoyancy-driven viscous flow

The evolution version of the Oberbeck-Boussinesq model from Sect. 6.2 for the
Newtonean-fluid case looks as7
∂u
+ (u·∇) u − ∆u + ∇π = g(1 − αθ), (12.14a)
∂t
div u = 0, (12.14b)
∂θ
+ u · ∇θ − κ∆θ = 0, (12.14c)
∂t
6 Here we use the Rellich-Kondrachov Theorem 1.21 for W 1,2 (I; L2 (Ω)) ∩ L2 (I; W 1,2 (Ω)) ∼
=
W 1,2 (Q)  L2 (Q).
7 See, e.g., Lions [222, Ch.I, Sect.9.2] or Straughan [327], or Rajagopal et al. [290]. For a more

general model expanding the heat equation by an adiabatic and dissipative heat sources see
e.g. [189, 264].
362 Chapter 12. Systems of equations: particular examples

where the notation is as in Section 6.2; for simplicity, the viscosity coefficient and
the mass density now equals 1. Still we consider the initial conditions and the
boundary condition as no-slip for u and as Newton’s condition for θ, i.e.:

u(0, ·) = u0 , θ(0, ·) = θ0 on Ω, (12.15a)

∂θ
u=0, κ + βθ = h on Σ. (12.15b)
∂ν
As to the data g, h, u0 , and θ0 , we assume, having in mind n = 3, that


g ∈ L∞ (I; L3 (Ω; Rn )), h ∈ L2 I; L4/3 (Γ) , u0 ∈ L2 (Ω; Rn ), θ0 ∈ L2 (Ω). (12.16)

We are going to use Schauder’s-type fixed-point technique. For (v, ϑ) given,

we consider u being the very weak solution to the Oseen equation
⎧
⎪ ∂u
⎪
⎨ ∂t + (v·∇)u − ∆u + ∇π = g(1−αϑ), div u = 0, in Q,
u|Σ = 0 on Σ, (12.17)
⎪
⎪
⎩
u(0, ·) = u0 on Ω,

and then θ being the very weak solution to

⎧
⎪ ∂θ
⎪
⎪ + v · ∇θ − κ∆θ = 0 in Q,
⎨ ∂t
∂θ (12.18)
⎪ κ + βθ = h on Σ,
⎪
⎪ ∂ν
⎩
θ(0, ·) = θ0 on Ω.

Note that, for a given (v, ϑ), (12.17) and (12.18) are linear. We denote
1,2
W0,div (Ω; Rn ) = {v ∈ W01,2 (Ω; Rn ); div v = 0}, cf. (6.29).
Lemma 12.4 (A-priori estimates). Let n ≤ 3 and (12.16) hold. Then there is a
very weak solution (u, θ) to (12.17) and (12.18) satisfying, for some C1 , . . . , C4 ,
     
u 2 1,2 n ∞ n ≤ C1 1 + ϑ 2 , (12.19a)
L (I;W0,div (Ω;R ))∩L 2
(I;L (Ω;R )) L (I;W
1,2 (Ω))
 ∂u    
  ϑ 2
  4/3 ≤ C 2 1 + L (I;W 1,2 (Ω))
∂t L (I;W0,div (Ω;Rn )∗ )
1,2

  
+ v L2 (I;W 1,2 (Ω;Rn ))∩L∞ (I;L2 (Ω;Rn )) , (12.19b)
  0,div

θ 2 ∞ ≤ C 3 , (12.19c)
L (I;W 1,2 2
(Ω))∩L (I;L (Ω))
 ∂θ     
 
  4/3 ≤ C4 1 + v L2 (I;W 1,2 (Ω;Rn ))∩L∞ (I;L2 (Ω;Rn )) . (12.19d)
∂t L (I;W −1,2 (Ω)) 0,div

Proof. Let us consider the Galerkin approximation of (12.17)–(12.18) and, after

deriving the a-priori estimate, we can pass to the limit by the same strategy as in
12.2. Buoyancy-driven viscous flow 363

the proof of Lemma 12.5 below. We proceed only heuristically.8 Test (12.17) by u
and use Green’s theorem:

1 d
uL2(Ω;Rn ) + ((v · ∇) u) · u + |∇u|2 + ∇π · u dx
2
2 dt
 Ω
 
= g(1 − αϑ) · u dx ≤ CgL3 (Ω;Rn ) 1+ϑL6 (Ω) uL6(Ω;Rn ) . (12.20)
Ω
 
Using
 Ω
((v · ∇)u) · u dx = 0 provided div v = 0, cf. (6.36), and Ω ∇π · u dx =
− Ω πdiv udx = 0, one obtains (12.19) by Young’s inequality and integration over
I.
Moreover, for v bounded in L2 (I; W0,div 1,2
(Ω; Rn )) ∩ L∞ (I; L2 (Ω; Rn )), we get
9
also the dual estimate (12.19b):
 ∂u 
  ∂u
  4/3 := sup ,z
∂t L (I;W0,div (Ω;R ) )
1,2 n ∗
||z||L4 (I;W 1,2 (Ω;Rn )) ≤1 ∂t
0,div

= sup ∇u : ∇z + (v·∇)u·z − g(1 − αϑ)z dxdt
||z||L4 (I;W 1,2 (Ω;Rn ))
≤1 Q
0,div
  √  1/2  1/2 
≤ ∇uL2 (Q;R3×3 ) T +N 3/2 v L2 (I;W 1,2 (Ω;R3 )) v L∞ (I;L2 (Ω;R3 ))
4

√ 
+ N CgL∞(I;L3 (Ω;Rn )) T +ϑL2 (I;L6 (Ω)) (12.21)

where N denotes the norm of the embedding W 1,2 (Ω) ⊂ L6 (Ω) and where we used
the Hölder inequality and the interpolation (1.62) for the convective term:10

     
(v · ∇)u · z dxdt ≤ v L4 (I;L3 (Ω;R3 )) ∇uL2 (Q;R3×3 ) z L4 (I;L6 (Ω;R3 ))
Q
 1/2  1/2    
≤ v L2 (I;L6 (Ω;R3 )) v L∞ (I;L2 (Ω;R3 )) ∇uL2 (Q;R3×3 ) z L4 (I;L6 (Ω;R3 )) . (12.22)

Using (12.19a) and (12.19b), the estimate (12.73c) follows.

As to (12.19c), we test (12.18) by θ and use Green’s theorem:
  
1 d
θ2L2 (Ω;Rn ) + (v · ∇θ)θ dx + κ |∇θ|2 dx + β θ2 dS
2 dt Ω
 Ω Γ

= hθ dx ≤ hL4/3 (Γ) θL4 (Γ) , (12.23)

Γ
8 More precisely, we can perform the estimates (12.20) and (12.23) only in Galerkin’s approx-

imations because we do not have the by-part formula at our disposal for very weak solutions
themselves, and then these boundsÊ are inherited in theÊlimit very weak solution, too.
9 Alternatively, we could use
Ω
(v · ∇)u · z dx = − Ω (v · ∇)z · u dx and then the interpola-
3/4 1/4 3/4 3/4
tion vL2 (I;L6 (Ω;R3 )) vL∞ (I;L2 (Ω;R3 )) ∇zL2 (Q;R3×3 ) uL2 (I;L6 (Ω;R3 )) uL∞ (I;L2 (Ω;R3 )) on
the right-hand side of (12.22) with the same effect.
10 We use Proposition 1.41 for p = q = 2, q = 6, p = +∞, and λ = 1/2; cf. also Exam-
1 2 1 2
ple 8.74.
364 Chapter 12. Systems of equations: particular examples

and then (12.19c) follows by the identity (6.33) and the Poincaré inequality (1.56).
The estimate (12.19d) follows similarly as (12.21):
 ∂θ     √
  ∇θ 2
  4/3 ≤
4
L (Q;R 3 )
T
∂t L (I;W0,div (Ω;R ) )
1,2 n ∗

 1/2  1/2  
+N 3/2 v L2 (I;W 1,2 (Ω;R3 )) v L∞ (I;L2 (Ω;R3 )) + NΓ h−βθL2 (I;L4 (Γ)) (12.24)

where NΓ denotes the norm of the trace operator W 1,2 (Ω) ⊂ L4 (Γ). 
1,2
Let us now abbreviate W1 := W 1,2,4/3 (I; W0,div (Ω; Rn ), W0,div
1,2
(Ω; Rn )∗ ) ∩
∞ n ∗ ∞
L (I; L (Ω; R )) and W2 := W
2 1,2,4/3
(I; W (Ω), W (Ω) ) ∩ L (I; L2 (Ω)). We
1,2 1,2

define the mapping

M : W1 ×W2 ⇒ W1 ×W2 (12.25)
as M (v, ϑ) being the set of very weak solutions (u, θ) to (12.17)–(12.18) satisfying
the bounds (12.19).
Lemma 12.5 (Continuity). Let n ≤ 3 and (12.16) hold. The set-valued mapping
M : W1 ×W2 ⇒ W1 ×W2 , see (12.25), is weakly upper semi-continuous.
Proof. Assume (vk , θk ) ∗ (v, θ) in W1 × W2 . By the “interpolated” Aubin-Lions’


Lemma 7.8, we have vk → v in L2 − (Q; Rn ), cf. (8.130); if n ≤ 3, we can consider



2 ≤ 10/3, cf. (8.116). As 2 > 2, we certainly have (vk · ∇)uk (v · ∇)u weakly
in L1 (Q; Rn ). Similarly, we have also vk · ∇θk v · ∇θ weakly in L1 (Q). Hence
we can make the limit passage just by weak continuity. 
Proposition 12.6 (Existence of a fixed point). Let n ≤ 3 and (12.16) hold.
The set-valued mapping M has a fixed point (u, θ) ∈ M (u, θ) which is a very weak
solution to (12.14)–(12.15).
Proof. The closed bounded convex set
  
(u, θ) ∈ W1 × W2 ; uL2 (I;W 1,2 (Ω;Rn ))∩L∞ (I;L2 (Ω;Rn )) ≤ C1 (1+C3 ),
0,div
 ∂u 
 
  4/3 ≤ C2 (1+C1 +C3 +C1 C3 ),
∂t L (I;W0,div 1,2
(Ω;Rn )∗ )
 
θ 2 ≤ C3 ,
L (I;W 1,2 (Ω))∩L∞ (I;L2 (Ω))
 ∂θ  
 
  4/3 ≤ C4 (1+C1 +C1 C3 ) (12.26)
∂t L (I;W −1,2 (Ω))

is weakly* compact in W1 × W2 . Due to Lemma 12.4, M maps this set into

itself. As (12.17)–(12.18) are linear and (12.19) are convex inequalities, the values
of M are convex. By Lemma 12.4, the values of M are nonempty. Taking into
account Lemma 12.5, we can use Kakutani fixed-point theorem 1.11 to get (u, θ) ∈
M (u, θ). 
12.3. Predator-prey system 365

Exercise 12.7. Apply Galerkin’s method to (12.14) and prove convergence of the
approximate solutions and thus existence of the very weak solution to (12.14)
without using Schauder’s-type fixed-point theorem.

12.3 Predator-prey system

Let us deal with a special evolution variant of the Lotka-Volterra system (6.42):11
⎧
⎪ ∂u
 ⎫
⎪
⎪
⎪ − d ∆u = u a − b u − c v ⎬
⎪
⎪ ∂t
1 1 1 1
⎪
⎪
 in Q,
⎨ ∂v ⎪
⎭
− d2 ∆v = v a2 − c2 u
∂t (12.27)
⎪
⎪
⎪
⎪ u(t, ·)|Γ = 0, v(t, ·)|Γ = 0 on Σ,
⎪
⎪
⎪
⎩
u(0, ·) = u0 , v(0, ·) = v0 on Ω.

We consider the constants corresponding to the predator-prey variant, i.e. b1 ≥ 0,

d1 , d2 > 0, a1 , c1 > 0 and a2 , c2 < 0, so that u and v represent a prey and a
predator densities, respectively; then a1 is the growth rate of the prey species
in the absence of the predators while −a2 is the death rate of the predators in
the absence of the prey; for further interpretation see Section 6.3. The maximal
concentration of preys in the absence of predators (i.e. the carrying capacity of the
environment) is a1 /b1 =: γ1 . Instead of using Schauder’s fixed-point theorem as
in Section 6.3, we can now be more constructive and use the semi-implicit Rothe
method: to be more specific, we seek ukτ , vτk ∈ W01,2 (Ω) satisfying

ukτ − uk−1
τ


− d1 ∆ukτ = uk−1
τ a1 1 − b1 ukτ − c1 ukτ vτk−1 , (12.28a)
τ
vτk − vτk−1

− d2 ∆vτk = vτk a2 − c2 ukτ (12.28b)
τ
for i = 1, . . . , T /τ , while for k = 0 we consider

u0 = u0τ , v 0 = v0τ , (12.29)

1,2
with some u0τ , v0τ ∈ √ W0 (Ω) such that u0τ → √ u0 , v0τ → v0 in L2 (Ω) and
u0τ W 1,2 (Ω) = O(1/ τ ), and v0τ W 1,2 (Ω) = O(1/ τ ). Note that the boundary-
0 0
value problems (12.28) are linear and (12.28b) is decoupled from (12.28a), which
suggests an efficient numerical strategy after a further discretization by a Galerkin
method.
Lemma 12.8 (A-priori bounds). If τ ≤ τ0 < 1/(2a2 − 2c2 γ1 )+ with γ1 = a1 /b1 ,
the elliptic problems in (12.28) have unique solutions (ukτ , vτk ) ∈ W01,2 (Ω)2 for all
11 This special model and its analysis is after [292].
366 Chapter 12. Systems of equations: particular examples

k = 1, . . . , T /τ , which satisfy 0 ≤ ukτ ≤ γ1 and 0 ≤ vτk provided 0 ≤ u0 ≤ γ1 and

0 ≤ v0 ∈ L2 (Ω). Furthermore, the following a-priori estimates hold:

  
∂u ∂v 
(uτ , vτ ) 2  τ τ 
L (I;W 1,2 (Ω))2
≤ C,  ,  ≤ C. (12.30)
0 ∂t ∂t L2 (I;W −1,2 (Ω))2

Proof. We use an induction argument for the first part of the lemma. Let us
suppose that uk−1 τ , vτk−1 ∈ L∞ (Ω) satisfy 0 ≤ uk−1
τ ≤ γ1 and 0 ≤ vτk−1 . Then, we
k k 1,2
have to prove that uτ and vτ belong to W0 (Ω) and inherit these bounds.
The linear problem (12.28a) for ukτ is coercive on W01,2 (Ω) because
b1 , c1 , uk−1
τ , vτk−1 ≥ 0, so that by Lax-Milgram’s Theorem 2.19 it possesses a unique
weak solution. Let us show that ukτ ≥ 0. Testing the weak formulation of (12.28a)
by (ukτ )− , one gets
  
1   
(uk )− 2 2 + d1 ∇(uk )− 2 2 1
τ L (Ω) τ L (Ω;Rn )
≤ + a1 uk−1
τ (ukτ )− dx ≤ 0. (12.31)
τ Ω τ

Hence, we get (ukτ )− = 0. Let us further prove that ukτ ≤ γ1 . Testing the weak
formulation of (12.28a) by (ukτ − γ1 )+ , we obtain

 k   2
(uτ −γ1 )+ 2 2 + τ d1 ∇(ukτ −γ1 )+ L2 (Ω;Rn ) = (uk−1
τ −γ1 )(ukτ −γ1 )+
L (Ω)
Ω
 uk −γ1 k 
−τ a1 yτk−1 τ (uτ −γ1 )+ + c1 ukτ (ukτ −γ1 )+ vτk−1 dx ≤ 0 (12.32)
γ1

since 0 ≤ uk−1
τ ≤ γ1 and vτk−1 ≥ 0. Hence, ukτ ≤ γ1 a.e. in Ω.
Now, (12.28b) is a linear boundary-value problem for vτk which is coercive
on W01,2 (Ω) if the coefficient τ1 − a2 + c2 ukτ is nonnegative. Taking into account
uk ≤ γ1 , it needs the condition τ < 1/(a2 − c2 γ1 )+ . Therefore, by Lax-Milgram’s
Theorem 2.19, it possesses a unique solution vτk ∈ W01,2 (Ω). Let us show that
vτk ≥ 0. Testing the weak formulation of (12.28b) by (vτk )− , one gets
1  
2  2 vτk−1 k −
−a2 +c2 γ1 (vτk )− L2 (Ω) + d2 ∇(vτk )− L2 (Ω;Rn ) ≤ (vτ ) dx ≤ 0;
τ Ω τ

recall that c2 ≤ 0. Hence, if τ < 1/(a2 − c2 γ1 )+ , we get (vτk )− = 0.

Let us now prove the estimates (12.30). Testing (12.28a) by ukτ and using
Young’s inequality and nonnegativity of vτk−1 , we have
 
1 k 2 1 a1  k−1 2 a1 k 2
u  2 + d1 ∇ukτ 2L2 (Ω;Rn ) ≤ + (uτ ) + (uτ ) dx. (12.33)
2τ τ L (Ω) Ω τ 2 2

Summing it for k = 1, . . . , T /τ yields boundedness of ūτ and, by using the tech-

nique of combination (8.17) with (8.37), also of uτ in L2 (I; H01 (Ω)).
12.3. Predator-prey system 367

Now, testing (12.28b) by vτk and using Young inequality we also have

1 
v k 2 2
 k 2
  1 k−1 k
+ d2 ∇vτ L2 (Ω;Rn ) ≤ vτ vτ + (a2 − c2 ukτ )(vτk )2 dx
τ τ L (Ω) Ω τ
1 
vτk−1 2 2 1  
vτk 2 2
 2
≤ L (Ω)
+ L (Ω)
+ (a2 − c2 γ1 )vτk L2 (Ω) . (12.34)
2τ 2τ
By using the discrete Gronwall inequality (1.69), we get v̄τ and, by using again the
technique of combination (8.17) with (8.37), also vτ bounded in L2 (I; W01,2 (Ω))
independently of τ provided τ ≤ τ0 < 1/(2a2 − 2c2 γ1 )+ , as assumed.
Using the “retarded” function ūRτ as defined in (8.176) and analogously for
R
v̄τ , the scheme (12.28) can be written down in a “compact” form as
∂uτ  ūτ 
− d1 ∆ūτ = a1 ūRτ 1 − − c1 ūτ v̄τR , (12.35a)
∂t γ1
∂vτ
− d2 ∆v̄τ = a2 v̄τ − c2 ūτ v̄τ . (12.35b)
∂t
In view of this, we can estimate
 ∂u 2   ū 
 τ τ
  = sup d1 ∇ūτ ·∇z + a1 ūRτ 1− z
∂t L2 (I;W −1,2 (Ω)) z 2 1,2 ≤1 Q γ1
L (I;W0 (Ω))
  a1 γ1  
−c1 ūτ v̄τR z dxdt ≤ d1 ∇ūτ L2 (Q;Rn ) + measn+1 (Q)1/2 + c1 γ1 v̄τR L2 (Q)
4
∂
which bounds ∂t uτ . Similarly, from (12.35), one obtains
 ∂v 2 
 τ
  = sup d1 ∇v̄τ ·∇z + a2 v̄τ z
∂t L2 (I;W −1,2 (Ω)) zL2 (I;W 1,2 (Ω)) ≤1 Q
  0  
−c2 ūτ v̄τ z dxdt ≤ d1 ∇v̄τ L2 (Q;Rn ) + max(|a2 − c2 γ1 |, −a2 )v̄τ L2 (Q) .
 

Proposition 12.9 (Convergence, uniqueness). For τ  0, (uτ , vτ ) (u, v)

weakly in W 2 with W := W 1,2,2 (I; W01,2 (Ω), W −1,2 (Ω)) and (u, v) is the unique
weak solution to (12.27).
Proof. The mentioned converging (sub)sequence does exist thanks to (12.30). By
Aubin-Lions’ lemma, also (uτ , vτ ) → (u, v) in L2 (Q)2 . By interpolation and by
(8.50), (8.30), and (12.30), it holds that
   1/2  1/2
uτ −ūτ  2 ≤ C0 uτ −ūτ L2 (I;W 1,2 (Ω)) uτ −ūτ L2 (I;W −1,2 (Ω))
L (Q)
$  0 
√  1/2 τ  ∂uτ 1/2 √
≤ C0 2uτ L2 (I;W 1,2 (Ω))   = O( τ ). (12.36)
0 3 ∂t L2 (I;W −1,2 (Ω))

Hence ūτ → u strongly in L2 (Q). By analogous arguments, also v̄τ → v in L2 (Q).

368 Chapter 12. Systems of equations: particular examples

Now we are to make a limit passage in (12.35) just by
weak continuity.

  
Note that the nonlinearity  R 2
+ × R 2
→ R 2
: (r1 , r1 , r2 , r2 ) →
 a 1 r1 (1 − r1 /γ1 ) −
c1 r1 r2 , a2 r2 − c2 r1 r2 has at most a quadratic growth so that, by continuity of
the respective Nemytskiı̆ mapping L2 (Q)4 → L1 (Q)2 , the right-hand sides of
(12.35a,b) converge strongly in L1 (Q) to a1 u(1 − u/γ1 ) − c1 uv and a2 v − c2 uv,
respectively. The limit passage in the left-hand-side terms in (12.35a,b) is obvious
because they are linear. Note that the mapping u → u(0, ·) : W → L2 (Ω) is weakly
continuous which allows us to pass to the limit in the respective initial conditions.
To prove uniqueness of the solution to (12.27), we consider two weak solutions
(u1 , v1 ) and (u2 , v2 ), subtract the corresponding equations and test them by u12 :=
u1 − u2 and v12 := v1 − v2 , respectively. This gives

1 d  
u12 2 2
 2
v12  2
  2  2
L (Ω)
+ L (Ω)
+ d1 ∇u12 L2 (Ω;Rn ) + d2 ∇(v12 )L2 (Ω;Rn )
2 dt 

  2
+ b1 u1 + u2 (u12 )2 dx − a2 v12 L2 (Ω)
 
Ω
  
 2
= a1 u12 L2 (Ω) − c1 u1 v1 − u2 v2 u12 − c2 u1 v1 − u2 v2 v12 dx
Ω
 2      
≤ a1 u12 L2 (Ω) + c1 u1 L∞ (Ω) v12 L2 (Ω) u12 L2 (Ω)
   2      
+c2 u1 L∞ (Ω) v12 L2 (Ω) + c2 u12 L2 (Ω) v2 L∞ (Ω) v12 L2 (Ω) ,

where we also used that u1 , u2 , v1 , and v2 are nonnegative and that u1 and v2 have
upper bounds. Then, by Young’s and Gronwall’s inequalities, we get u12 = 0 and
v12 = 0. Thus we showed the uniqueness and thus the convergence of the whole
sequence {(uτ , vτ )}τ >0 . 

12.4 Semiconductors
Modelling of transient regimes of semiconductor devices conventionally relies on
the evolution variant of Roosbroeck’s drift-diffusion system (6.58), i.e.


div ε∇φ = n − p + cD in Q, (12.37a)
∂n

− div ∇n − n∇φ = r(n, p) in Q, (12.37b)
∂t
∂p

− div ∇p + p∇φ = r(n, p) in Q, (12.37c)
∂t
where we use the conventional notation of Section 6.5 except the sign convention
of r. We can see that the magnetic field is still neglected and the electric field
φ, which varies much faster than the carrier concentrations n and p, is governed
by the quasistatic equation (12.37a) which therefore does not involve any time
derivative of φ.
12.4. Semiconductors 369

Of course, (12.37b,c) is to be completed by initial conditions

n(0, ·) = n0 , p(0, ·) = p0 , (12.38)

and some boundary conditions; e.g. Dirichlet ones of ΓD with measn−1 (ΓD ) > 0
(electrodes with time-varying voltage) and zero Neumann one on ΓN = Γ \ ΓD (an
isolated part), i.e.

φ|ΣD = φΣ |ΣD , n|ΣD = nΣ |ΣD , p|ΣD = pΣ |ΣD on ΣD := (0, T )×ΓD, (12.39a)

∂φ ∂n ∂p
= = =0 on ΣN := (0, T )×ΓN, (12.39b)
∂ν ∂ν ∂ν
with nΣ and pΣ constant in time, i.e. nΣ (t, ·) = nΓ and pΣ (t, ·) = pΓ . Again, we
made an exponential-type transformation but now slightly different than (6.60)12 ,
namely we introduce a new variable set (φ, u, v) related to (φ, n, p) by

n = eu , p = ev (12.40)

and abbreviate

s(u, v) := r eu , ev . (12.41)
Obviously, (12.40) transforms the currents jn = ∇n − n∇φ = eu ∇(u − φ) and
jp = −∇p − p∇φ = −ev ∇(v + φ). Another elegant trick13 , proposed by Gajew-
ski [140, 141], consists in time-differentiation of (12.37a), which leads, by using
(12.37b,c) together with the fact that concentration of dopands cD = cD (x) is time-
∂ ∂
independent, to the pseudoparabolic equation ∂t (−div(ε∇φ)) = ∂t (p − n − cD ) =
div(jn −jp ). Of course, now we need the initial condition for φ, namely φ(0, ·) = φ0 ,
with φ0 satisfying


div ε∇φ0 = n0 − p0 + cD on Ω; (12.42)

and the initial conditions (12.38) now transform to

u0 = ln(n0 ) , v0 = ln(p0 ). (12.43)

Hence the system (12.37) transforms to

∂


div(ε∇φ) + div eu ∇(φ − u) + ev ∇(φ + v) = 0 (12.44a)
∂t
∂
u

e − div eu ∇(u − φ) = s(u, v), (12.44b)
∂t
∂
v

e − div ev ∇(v + φ) = s(u, v), (12.44c)
∂t
12 Realize that (6.60) would not result in a doubly-nonlinear structure like (11.57).
13 For alternative analysis of (12.37) without differentiating (12.37a) in time see e.g. [142, 143]
or [103] or [236, Sect.3.7].
370 Chapter 12. Systems of equations: particular examples

while the boundary conditions (12.39) transform to

φ(t, ·)|ΣD = φΣ (t, ·)|ΣD , u(t, ·)|ΓD = uΓ |ΓD , v(t, ·)|ΓD = vΓ |ΓD on ΓD ,
(12.45a)
∂φ ∂u ∂v
= = =0 on ΣN , (12.45b)
∂ν ∂ν ∂ν
where uΓ := ln(nΓ ) and vΓ := ln(pΓ ).
The weak solution to (12.37) with (12.38)-(12.39) is understood as (φ, u, v) ∈
∂ ∂ u ∂ v
L2 (I; W 1,2 (Ω))3 such that also ∂t (div(ε∇φ)), ∂t e , ∂t e ∈ L2 (I; W01,2 (Ω)∗ ),
(12.45a) holds, u(0, ·) = u0 and v(0, ·) = v0 with u0 and v0 from (12.43), and
the integral identity
∂
 ∂
u ∂
v
div(ε∇φ) , z1 + e , z2 + e , z3
∂t  ∂t ∂t
= eu ∇(u−φ)·∇(z1 −z2 ) − ev ∇(φ+v)·∇(z1 +z3 ) + s(u, v)(z2 +z3 ) dx
Ω
(12.46)

holds for a.a. t ∈ I and all z ∈ W 1,2 (Ω)3 such that z|ΓD = 0.
The analysis of the original model is complicated and we confine ourselves
only to a modified model arising by truncation of the nonlinearity ξ → eξ and
then also of s(·, ·), i.e. by replacing them by


el (ξ) := emin(l,max(−l,ξ)) , sl (u, v) := r el (u), el (v) ; (12.47)

here l is a positive constant. Hence el (r) = er for r ∈ [−l, l]. We will analyze it
by the Galerkin approximation by using the subspaces Vk of WΓ1,2 D
(Ω) := {v ∈
W 1,2 (Ω); v|ΓD = 0}, and assuming, for simplicity, that u0 , v0 , uΓ , vΓ , φΣ (t, ·) ∈ Vk
for any k, while φ0 has to be approximated by a suitable φ0k ∈ Vk . Note that el
modifies the original nonlinearity out of the interval [−l, l] and makes, in particular,
sl bounded. Hence we get an approximate solution (φkl , ukl , vkl ).
Lemma 12.10 (A-priori bounds). Let uΓ , vΓ ∈ W 1,2 (Ω), φΣ ∈ L∞ (I; W 1,2 (Ω)).
Then, for l ∈ N fixed, the approximate solution (φkl , ukl , vkl ) satisfies:
 
φkl  ∞ ≤ Cl , (12.48a)
L (I;W 1,2 (Ω))
   
ukl  2 ≤ Cl , vkl  2 ≤ Cl , (12.48b)
L (I;W 1,2 (Ω)) L (I;W 1,2 (Ω))
   
el (ukl ) ∞ ≤ Cl , el (vkl ) ∞ ≤ Cl , (12.48c)
L (Q) L (Q)
∂



 div(ε∇φ)  ≤ Cl , (12.48d)
∂t L2 (I;W −1,2 (Ω))
∂  ∂ 
   
 el (ukl ) 2 ≤ Cl ,  el (vkl ) 2 ≤ Cl . (12.48e)
∂t L (I;W −1,2 (Ω)) ∂t L (I;W −1,2 (Ω))
12.4. Semiconductors 371

Proof. Let us test (12.44) modified as outlined above by ([φkl − φΣ ](t, ·), ukl (t, ·) −
uΓ , vkl (t, ·)−vΓ ) itself. This, after integration over [0, t] and the by-parts integration
t ∂
e (u )u dt = (el (ukl (t, ·)) − el (u0 ))uΓ , gives
0 ∂t l kl Γ
 0
ε

1
|∇φkl |2 + [-el ]∗ el (ukl ) + [- el ]∗ el (vkl ) (t, ·) dx
Ω 2
 t
 2  2
+ el (ukl )∇(ukl −φkl ) + el (vkl )∇(vkl +φkl ) dxdt
0 Ω
ε


= |∇φ0 |2 + [- el ]∗ el (u0 ) + [- el ]∗ el (v0 ) + ε[∇φkl ·∇φΣ ](t, ·)
Ω 2


 
−ε∇φ0k ·∇φΣ (0, ·) + el (ukl (t, ·)) − el (u0 ) uΓ + el (vkl (t, ·)) − el (v0 ) vΓ dx
 t
∂φΣ
+ sl (ukl , vkl )(ukl + vkl ) − ε∇φkl ·∇
0 Ω ∂t
+el (ukl )∇(φkl −ukl ) ·∇(φΣ −uΓ ) + el (vkl )∇(φkl +vkl ) ·∇(φΣ +vΓ ) dxdt
(12.49)

where [- el ]∗ (·) is the Legendre-Fenchel conjugate to the primitive function e-l : ξ →

ξ
0 el (ζ)dζ to el , cf. the formula (11.62). We further use the estimates
  1
 2 2
el (ukl )∇(ukl − φkl ) dx ≥ el (ukl ) ∇ukl 
Ω Ω 2
 −l
 2  e    2
−∇φkl  dx ≥ ∇ukl  − el ∇φkl  dx,
2
(12.50)
Ω 2

which yields the term el |∇φkl |2 to be treated “on the right-hand side” by Gron-
wall’s inequality. Similarly,
  −l
 2 e  2  2
 
el (vkl ) ∇(vkl + φkl ) dx ≥ ∇vkl  − el ∇φkl  dx. (12.51)
Ω Ω 2

Using the obvious estimate e-l (ξ) ≤ el |ξ| and thus [-

el ]∗ (ζ) ≥ δ[−el ,el ] , by Gronwall’s
inequality we eventually obtain the estimates (12.48a-c). Furthermore, from the
equations themselves we obtain dual estimates on the time derivatives (12.48d,e).

Proposition 12.11 (Convergence). The approximate Galerkin solution
(φkl , ukl , vkl ) converges (as a subsequence) for k → ∞ (l kept fixed) weakly in
L2 (I; W 1,2 (Ω))3 to a weak solution, let us denote it by (φl , ul , vl ), of (12.44) with
eu and ev replaced by el (u) and el (v), respectively.
Proof. The declared convergence can be shown in parallel to Section 11.2.1. In
particular, by Aubin-Lions’ lemma we have wkl := el (ukl ) → wl in L2 (Q); here
we also use that ∇wkl = el (ukl )∇ukl is bounded in L2 (Q; Rn ) due to (12.48b).
372 Chapter 12. Systems of equations: particular examples
 
Also ukl ul in L2 (Q), thus Q wkl ukl dxdt → Q wl ul dxdt so that by maximal
monotonicity of el one can conclude that wl := el (ul ). Similarly, we can also prove
el (vkl ) → el (vl ) in L2 (Q), and therefore also sl (ukl , vkl ) = r(el (ukl ), el (vkl )) →
r(el (ul ), el (vl )) = sl (ul , vl ). Then one can pass to the limit in the Galerkin identity

∂wkl 
lim z + el (ukl )∇(ukl − φkl · ∇z − sl (ukl , vkl )z dxdt
k→∞ Q ∂t
 T  
∂wl 
= , z + el (ul )∇(ul − φl · ∇z − sl (ul , vl )z dx dt. (12.52)
0 ∂t Ω

Analogous limit passage can be made in the other equations; the term
∂
∂t (div(ε∇φkl )) is linear hence the limit passage is possible by a weak convergence
due to the estimate (12.48d). 

Remark 12.12 (Limit passage for l → +∞). The strategy to pass to the original
system (12.44) is to show a-priori bounds for ul and vl in L∞ (Q) independent of
l and then, if l is chosen bigger than these bounds, (φl , ul , vl ) is the weak solution
of the non-modified system (12.44). For this, rather nontrivial step, we refer to
Gajewski [139] and Gajewski and Gröger [143].

Remark 12.13 (Index-2 differential-algebraic system). When applying Galerkin

approximation to (12.37), we obtain a system of so-called differential-algebraic
equations (DAEs), i.e. time derivative is involved only in some components (here
corresponding to u and v), while the rest (here corresponding to φ-components)
forms an algebraic system. If one can eliminate the algebraic part after differentiat-
ing it k-times, we say that the DEAs have the (differential) index k + 1. Therefore,
as Gajewski’s transformation (12.44) shows, the original system (12.37) can be
viewed (in its Galerkin approximation) as an index-2 DAE.

Remark 12.14 (Nernst-Planck-Poisson system). The special case cD ≡ 0 and r ≡ 0

is a basic model for electro-diffusion of ions in electrolytes, which was formulated
by W. Nernst and M. Planck at the end of the 19th century.14

12.5 Phase-field model

To describe solidification/melting processes at the microscale, models of a so-
called phase-field type can be used. A basic Caginalp’s model [74]15 consists of the
14 W.H. Nernst received the Nobel prize in chemistry for his work in thermochemistry in 1920

(while also M.K.E.L. Planck received Nobel’s prize already in 1918 in physics but not directly
related to the system (12.37) with cD = r = 0).
15 For further study see Brokate and Sprekels [65, Sect.6.2], Elliott and Zheng [119], Kenmochi

and Niezgódka [195], Zheng [355, Sect.4.1].

12.5. Phase-field model 373

following system:
⎧ ⎫
∂θ ∂v
⎪
⎪
⎪ = ∆θ + + g, ⎪⎬
⎪
⎪ ∂t ∂t
⎪
⎨ in Q,
∂v ⎪
= ∆v − c(v) − θ ⎭ (12.53)
⎪ ∂t
⎪
⎪
⎪
⎪ θ = 0, v = 0 on Σ,
⎪
⎩
θ(0, ·) = θ0 , v(0, ·) = v0 on Ω

where θ plays the role of a temperature and the “order parameter” v distin-
guishes particular phases according to where the (typically nonconvex) potential
-
c of c : R → R attains its minima. This is an interesting system not only for its
applications but also for “training” purposes because there are various ways to
get a-priori estimates and then prove existence of a solution. Let us outline the
a-priori estimates heuristically.
∂
First option: Summing the equations in (12.53) gives ∂t θ = ∆(θ + v) − c(v) −
θ + g, and then testing it by θ yields the estimate

1 d   
θ2 2 + ∇θ2 2
 2
 


L (Ω) L (Ω;R n) + θ L 2 (Ω) = ∇θ·∇v + g − c(v) θ dx
2 dt Ω
1 2 1  2 3  2  2  2
≤ ∇θL2 (Ω;Rn )+ ∇v L2 (Ω;Rn )+ θL2 (Ω)+ g L2 (Ω)+ c(v)L2 (Ω) .
2 2 2
(12.54)

Then, assuming c(v)v ≥ −c1 − c2 v 2 , c1 , c2 ≥ 0, and testing the second equation in

(12.53) by v yields:

1 d 
v 2 2
 2
∇v  2


L (Ω)
+ L (Ω;R n) = θ − c(v) v dx
2 dt Ω
1 2 1  
≤ c1 measn (Ω) + θL2 (Ω) + + c2 v L2 (Ω) .
2
(12.55)
2 2
Summing (12.54) and (12.55), by standard procedure via Gronwall’s inequality
one obtains the a-priori estimates
   
θ ∞ ≤ C, ∇θL2 (Q;Rn ) ≤ C, (12.56)
L (I;L2 (Ω))
   
v  ∞ ≤ C, ∇v L2 (Q;Rn ) ≤ C, (12.57)
L (I;L2 (Ω))

provided θ0 , v0 ∈ L2 (Ω), g ∈ L2 (Q), and c(·) has at most linear growth because of
∂ ∂
the last term in (12.54).16 The “dual” estimates of ∂t θ and ∂t v in L2 (I; W 1,2 (Ω)∗ )
then follow standardly.
16 Standardly, c is of the type c(r) = (r 2 − 1)2 , which is not consistent with this approach,
however.
374 Chapter 12. Systems of equations: particular examples

Second option: Testing the first equation of (12.53) by θ and the second one
∂
by ∂t vgives
 
1 d 
θ2 2
 2
∇θ 2 ∂v ∂v
L (Ω)
+ L (Ω;Rn )
= θ + gθ dx ≤ θ dx
2 dt Ω ∂t Ω ∂t
 2  2
+ εθL2∗ (Ω) + Cε g L2∗
(Ω) , (12.58)
 ∂v 2  
  1 d 
∇v 2 2 d ∂v
  2 + L (Ω)
+ c(v) dx = −
- θ dx (12.59)
∂t L (Ω) 2 dt dt Ω Ω ∂t
where - c : R → R is the potential (i.e. the primitive function) of c. Supposing
∗

θ0 ∈ L2 (Ω), v0 ∈ W 1,2 (Ω), g ∈ L2 (I; L2 (Ω)), and -c ≥ 0, and summing (12.58) and
(12.59), and using Gronwall’s inequality eventually yields the estimates:
   
θ ∞ ≤ C, ∇θ 2 ≤ C, (12.60)
L (I;L2 (Ω)) L (Q;Rn )
   
∇v  ∞  ∂v 
L (I;L2 (Ω;Rn ))
≤ C,   ≤ C. (12.61)
∂t L2 (Q)
Coming back to the first equation of (12.53), one gets standardly the “dual” esti-
∂
mate of ∂t θ in L2 (I; W 1,2 (Ω)∗ ).
∂
Third option: Testing the second equation in (12.53) again by ∂t v but the
∂
first one by ∂t θ gives, besides (12.59), the estimate
 ∂θ 2    ∂θ
  1 d 
2
 ∂v
  2 + ∇θ L2 (Ω;Rn ) = +g dx
∂t L (Ω) 2 dt Ω ∂t ∂t
 
1  ∂θ 2    2 
 ∂v 2
≤ √   +  + g L2 (Ω) . (12.62)
2 ∂t L2 (Ω) ∂t L2 (Ω)
Supposing θ0, v0 ∈ W 1,2 (Ω), and g ∈ L2 (Q) and summing (12.59) and (12.62), and
∂ ∂
estimating | Ω θ ∂t v dx| ≤ N 2 ∇θ2L2 (Ω;Rn ) + 14  ∂t v2L2 (Ω) in (12.59) with N the
norm of the embedding W (Ω) ⊂ L (Ω) gives via Gronwall’s inequality again
1,2 2

the estimates (12.61) together with

   ∂θ 
θ ∞  
L (I;W 1,2 (Ω))
≤ C,   2 ≤ C. (12.63)
∂t L (Q)
Exercise 12.15 (Scaling). Modify the above estimate for the scaling by ζ and ξ as
in (9.73) similarly as done in Example 9.30.
Exercise 12.16 (Galerkin’s method). Prove existence of a weak solution to (12.53)
by convergence of the approximate solution constructed by the Galerkin method
based on the estimates (12.54)–(12.55), or (12.58)–(12.59), or (12.59)–(12.62). Note
that Aubin-Lions’ Lemma 7.7 is used for the only nonlinear term c.17
∗
17 Hint in case of (12.58)–(12.59): Make a growth assumption |c(r)| ≤ C(1 + |r|2 − ),  > 0,

so that, in view of (12.61) and Aubin-Lions’ Lemma 7.7, Galerkin’s sequence of v’s is compact
∗
in L2 − (Q) and the limit passage through the nonlinear term c is possible as the Nemytskiı̆
∗
mapping Nc : L2 − (Q) → L1 (Q) is continuous.
12.5. Phase-field model 375

Exercise 12.17 (Semi-implicit Rothe method). An advantageous modification of

Rothe’s method that would lead to a de-coupling of the system at each time level
can be based on the semi-implicit formula:

θτk −θτk−1 v k −v k−1 vτk −vτk−1

= ∆θτk + τ τ + gτk , = ∆vτk − c(vτk ) + θτk−1 . (12.64)
τ τ τ

Modify the a-priori estimates (12.55) and (12.59) and prove the convergence.18

Exercise 12.18 (Penrose and Fife’s generalization [282]). Consider

⎧
⎪ ∂θ ∂v
⎨ = ∆β(θ) + d(v) + g,
∂t ∂t (12.65)
⎪
⎩ ∂v = ∆v − c(v) − d(v)β(θ)
∂t

with β : R → R increasing. Note that for d(·) = 1 and β(r) = r, we get (12.53).
The physically justified option suggested by Penrose and Fife [282] uses β(r) =
−1/r, which requires quite sophisticated techniques,19 however. Introducing the
new variable u = β(θ) and e(·) = β(·)−1 , (12.65) transforms to a doubly-nonlinear
∂ ∂ ∂
system ∂t e(u) − ∆u = d(v) ∂t v + g and ∂t v − ∆v = −c(v) − d(v)u. Assume, for

simplicity, inf e (·) = ε > 0 and qualify also c(·) and d(·) appropriately, and use the
technique from Sect. 11.2.1 to get the a-priori estimate of u in L2 (I; W 1,2 (Ω)) ∩
L∞ (I; L2 (Ω)) and of v in W 1,∞,2 (I; W 1,2 (Ω), L2 (Ω)) by testing these equations
∂ ∂
by u and ∂t v, respectively.20 After deriving still a dual estimate for ∂t e(u), prove
convergence of, say, Rothe approximations as in Sect. 11.2.1.
18 Hint: Modification of the a-priori estimates (12.55) and (12.59) can be based sim-
k k−1
θτ −θτ
ply on θτk−1 = θτk − τ τ
so that one can estimate θτk−1 2L2 (Ω) ≤ 2θτk 2L2 (Ω) +
k k−1
θτ −θτ
2τ 2  τ
2L2 (Ω) . In other words, θ̄τR 2L2 (Ω) ≤ 2θ̄τ 2L2 (Ω) + 2τ 2  ∂t
∂
θτ 2L2 (Ω) where the “re-
tarded” Rothe function θ̄τR is as in (8.176). The additional term τ 2  ∂t
∂
θτ 2L2 (Ω) can be absorbed
if τ is small enough. The convergence of the scheme based on (12.64), i.e.

∂θτ ∂vτ ∂vτ

= ∆θ̄τ + + ḡτ , = ∆v̄τ − c(v̄τ ) + θ̄τR ,
∂t ∂t ∂t

can be proved as in Exercise 12.16 when using also θ̄τR −θ̄τ L2 (Ω) = τ  ∂t ∂
θτ L2 (Ω) = O(τ ).
19 See Brokate and Sprekels [65, Sect.6.3], Colli and Sprekels [89], Elliott and Zheng [119], or
∂
Zheng [355, Sect.4.1.2]. Asymptotic behaviour under scaling of the terms ∂t v and ∆v in (12.65)
and relation to a
Ê ∂ modified Stefan problem
Ê is in [89].
20 Hint: use ( e(u))u dx = dt
Ω ∂t
d
Ω
[ e ]∗ (u)dt with [ e ]∗ the conjugate function of the primitive
∗
function of e satisfying [
e ] (r) ≤ |r|2 /(2ε) because e (r) ≥ ε|r|2 /2, cf. (8.217)–(8.218), and note
that the arisen terms ± Ω u d(v) ∂t ∂
v dx cancel with each other, and eventually estimate
 ∂v 2 
d ∗ 1       
[ e ] (u) + |∇v|2 + c (v) + |∇u|2 +   = gu dx ≤ g L2∗
(Ω) uL2∗ (Ω) .
dt 2 ∂t Ω
376 Chapter 12. Systems of equations: particular examples

Exercise 12.19 (Kenmochi-Niezgódka’s modification [194, 196]21 ). Consider a

∂ ∂
Cahn-Hilliard equation ∂t v + ∆(∆v − c(v) − θ) = 0 instead of ∂t v = ∆v − c(v) − θ
∂
in (12.53) and derive the a-priori estimates by testing by θ and by ∆−1 ∂t v.22

Exercise 12.20 (Beneš’ generalizations [40, 41]). Augment the second equation
∂
in (12.53) to ∂t v = ∆v − c(v) − θ + ψ(θ)|∇v| with ψ : R → R continuous and
bounded, and modify all above estimates23 and prove convergence of the Galerkin
approximation24. Consider further a given velocity field v : Q → Rn and augment
∂ ∂ ∂
(12.53) by the advection terms, i.e. ∂t θ + v · ∇θ and ∂t v + v · ∇v instead of ∂t θ
∂ 25
and ∂t v, respectively, and modify all above estimates and prove convergence of
the Galerkin approximation26 .

12.6 Navier-Stokes-Nernst-Planck-Poisson-type system

An incompressible ionized mixture of L mutually reacting chemical constituents
occurs in various biological or chemical applications. We accept a so-called Eckart–
21 For such a sort of model see also Alt and Pawlow [11].
22 Hint: test the first equation in (12.53) by θ and the Cahn-Hilliard equation by J −1 ∂t ∂
v for
1,2
J : W0 (Ω) → W −1,2 −1 −1
(Ω) the duality mapping, i.e. by J ∂t v = −∆ ∂t v, cf. (3.18). By using
∂ ∂
Ê ∂
several times Green’s formula, realize that − Ω ∂t v(∆−1 ∂t
∂
v)dx =  ∂t
∂
v2W −1,2 (Ω) because of
the definition (3.1) and because J −1 itself is the duality mapping W −1,2 (Ω) → W01,2 (Ω), further
that

∂v 
∂v  ∂v 1 d
− ∆2 v ∆−1 dx = − ∆v∆ ∆−1 dx = − ∆v dx = |∇v|2 dx,
Ω ∂t Ω ∂t Ω ∂t 2 dt Ω
  
and Ω ∆c(v)(∆−1 ∂t ∂
v)dx = Ω c(v) ∂t∂ d
v dx = dt ĉ(v) dx with ĉ again the primitive function
 −1
 Ω
to c, and also − Ω ∆θ(∆ ∂t v)dx = − Ω θ ∂t v dx cancels with the corresponding term coming
∂ ∂

from the first equation in (12.53), and obtain the estimates of θ ∈ L2 (I; W01,2 (Ω))∩L∞ (I; L2 (Ω))
and v ∈ L∞ (I; W01,2 (Ω))∩W 1,2 (I; W −1,2 (Ω)). From the first equation in (12.53), obtain now also
∂
the estimate of ∂t θ in L2 (I; W −1,2 (Ω)) and from the Cahn-Hilliard equation ∆2 v = ∆(c(v) +
θ) − ∂t v eventually the estimate of v in L2 (I; W 2,2 (Ω)) under a suitable qualification of c(·).
∂

Then show convergence, e.g., of Galerkin’s approximants. For details of Galerkin’s approximation
we refer (up to some sign conventions) to [196].
23 Hint: estimate the term ψ(θ)|∇v| as ψ(θ)|∇v|v dx≤ max ψ(R)2 v2L2 (Ω) + 14 ∇v2L2 (Ω;Rn )
 Ω
for (12.55) or Ω ψ(θ)|∇v| ∂t ∂
v dx ≤ max ψ(R)2 ∇v2L2 (Ω;Rn ) + 14  ∂t
∂
v2L2 (Ω) for (12.59).
24 Hint: show the strong convergence of θ by Aubin-Lions’ Lemma 7.7 and of ∇v by uniform

monotonicity of the Laplacean as in Exercise 8.77, and then pass to the limit in the term ψ(θ)|∇v|
by continuity. 
25 Hint: assume  v ∈ L∞ (Q; Rn ) and estimate the term  v · ∇θ as Ω −( v (t, ·) · ∇θ) θ dx ≤

1
4
∇θ 2
L2 (Ω;Rn )
+ 
v (t, ·) 2
∞
L (Ω;R )n θ2
L2 (Ω)
for (12.54) or as Ω
−(v (t, ·) · ∇θ) ∂t ∂
θ dx ≤
 θ2L2 (Ω)
1 ∂
4 ∂t
+ 
v (t, ·)2L∞ (Ω;Rn ) ∇θ2L2 (Ω;Rn ) for (12.62), and analogously for the term 
v · ∇v
for (12.55) and (12.59). Alternatively, assuming div  v |Σ = 0, use the calculations (6.33)
v = 0 and 
for (12.54) and (12.55) to cause these terms to vanish.
26 Hint: show the strong convergence of θ and v by Aubin-Lions’ lemma and pass to the limit

in the terms v · ∇θ and 

v · ∇v by the weak convergence.
12.6. Navier-Stokes-Nernst-Planck-Poisson-type system 377

Prigogine’s phenomenological concept [115, 286]27 balancing only the barycentric

momentum. Under certain simplifications28 , it leads to a system of n + L + 1 dif-
ferential equations combining the Navier-Stokes, and the Nernst-Planck equation
modified for moving media, and the Poisson equation for the electrostatic field:

 L
∂v
 + (v·∇)v − div(µ∇v) + ∇π = u  f , div(v) = 0 ,
∂t
=1
f = −e ∇φ, (12.66a)
∂u

+ div j + u v = r (u1 , . . . , uL ) ,
∂t
j = −d1 ∇u − d2 u (e − qtot )∇φ, = 1, . . . , L , (12.66b)
L

− div(ε∇φ) = qtot , qtot = e u  , (12.66c)
=1

with the initial conditions

v(0, ·) = v0 , u (0, ·) = u0 on Ω. (12.67)

The meaning of the variables is:

v barycenter velocity,
π pressure, L
u concentration of -constituent, presumably to satisfy =1 u = 1, u ≥ 0,
φ electrostatic potential,
qtot the total electric charge,
and of the data is:
µ > 0 viscosity,
 > 0 density,
e valence (=charge) of -constituent,
ε > 0 permitivity,
r (u1 , . . . , uL ) production rate of the -constituent by chemical reactions,
f body force acting on -constituent: f = −e ∇φ, 29
j phenomenological flux of -constituent given in (12.66b) with
d1 , d2 > 0 diffusion and mobility coefficients, respectively.
27 I. Prigogine received the Nobel prize in chemistry for non-equilibrium thermodynamics,

particularly the theory of dissipative structures, in 1977. An alternative, Truesdell’s description

of mixtures, balances momenta of each constituent and counts for interactive forces among them.
Both concepts, completed by energy balance, have points that are thermodynamically still not
fully justified. For relations between (12.66) and Truesdel’s model see Samohýl [316].
28 In particular, we consider isothermal processes, a volume additivity hypothesis with each

constituent incompressible, small electrical currents (i.e. magnetic field is neglected), and the
diffusion and mobility coefficients as well as mass densities being the same for each constituent.
Moreover, we neglect the electric field outside of the specimen Ω.
29 This comes from Lorenz’ force acting on a charge e moving in the electromagnetic field

(E, B), i.e. f = e (E + v × B) after simplification E = −∇φ and B = 0.
378 Chapter 12. Systems of equations: particular examples

In other words, j = −d2 (u ∇µ − qtot ∇φ) where

d1
µ = e φ + ln(u ), (12.68)
d2
plays the role of an electrochemical potential. The equations (12.66a-c) thus bal-
ance the barycentric momentum (under the incompressibility condition), mass of
particular constituents, and electric induction ε∇φ. The interpretation
 of qtot ∇φ
in j is a “reaction force”30 keeping the natural requirement L=1 j = 0 satisfied,
L
which eventually fixes also the constraint =1 u = 1. We still consider some
boundary conditions, e.g. a closed container, which, in some simplified version,
leads to:
v = 0, u = uΓ , φ = 0 on Σ. (12.69)
Besides, we naturally assume r : RL → R continuous and the mass conservation
in all chemical reactions and nonnegative production rate of th constituent if
there its concentration vanishes, and the volume-additivity constraint holds for
the initial and the boundary conditions, i.e.
L

r (u1 , . . . , uL ) = 0 , r (u1 , . . . , u−1 , 0, u+1, . . . , uL ) ≥ 0, (12.70a)
=1
L
 L

u0 = 1, uΓ = 1, u0 ≥ 0, uΓ ≥ 0. (12.70b)
=1 =1

For analysis, we define a so-called retract K : M → {ξ ∈ M; ξ ≥ 0, = 1, . . . , L},

L
where M denotes the affine manifold {ξ ∈ RL ; =1 ξ = 1}, by

ξ+
K (ξ) := L  +
, ξ+ := max(ξ , 0). (12.71)
k=1 ξk

Note that K is continuous and bounded on M. Starting with ū ≡ (ū )=1,..,L and v̄
L
given such that =1 ū = 1, we solve subsequently the Poisson, the approximate
Navier-Stokes31, and finally the generalized Nernst-Planck equations, i.e.
L

− div(ε∇φ) = q̄tot , q̄tot = e K (ū) , (12.72a)
=1
∂v
 + (v̄ ·∇)v − div(µ∇v) + ∇π = q̄tot ∇φ , div(v) = 0 , (12.72b)
∂t
∂u

− div(d1 ∇u ) + div(u v̄) = r K(ū)
∂t

− div d2 K (ū)(e − q̄tot )∇φ , = 1, .., L. (12.72c)
30 This force is usually small because |q
tot | is small in comparison with max =1,...,L |e |. Often,
even the electro-neutrality assumption qtot = 0 is postulated. For derivation of this force and
clarification of specific simplifications see Samohýl [316].
31 The equation (12.72b) is called an Oseen problem.
12.6. Navier-Stokes-Nernst-Planck-Poisson-type system 379

Let W0,1,2
div
(Ω; Rn ) := {v ∈ W01,2 (Ω; Rn ); div v = 0}. Recall the notion of a very
weak solution to the Navier-Stokes equation (12.66a) defined in Section 8.8.4 and
analogously to (12.72b). Also, we use this concept for (12.66b) and (12.72c). The
∂ ∂
“technical” difficulty is that the time-derivatives ∂t v and ∂t u are not in duality
with v and u themselves.
Lemma 12.21 (A-priori bounds). Let (12.70) hold and let n ≤ 3. For any v̄ ∈
L2 (I; W0,1,2
div
(Ω; Rn )) ∩ L∞ (I; L2 (Ω; Rn )) and ū ∈ L2 (Q; RL ) such that ū(·) ∈ M
a.e. in Q, the equations (12.72) have very weak solutions (v, φ, u) which satisfy:
 
∇φ ∞ ≤ C0 , (12.73a)
L (I;L2 (Ω;Rn ))
 
v  2 ≤ C1 , (12.73b)
L (I;W 1,2 (Ω;Rn ))∩L∞ (I;L2 (Ω;Rn ))
 ∂v   
 
  4/3 ≤ C2 + C3 v̄ L2 (I;W 1,2 (Ω;R3 ))∩L∞ (I;L2 (Ω;Rn )) , (12.73c)
∂t L (I;W0,div (Ω;R ) )
1,2 n ∗

   ∂u 
u  2  
L (I;W 1,2 (Ω))∩L∞ (I;L2 (Ω))
≤ C 4 ,   ≤ C5 , (12.73d)
∂t L4/3 (I;W 1,2 (Ω)∗ )
with the constants C0 , . . . , C5 independent of c̄ and v̄. Besides, u satisfies the
constraint ū(·) ∈ M a.e. in Q (but not necessarily u ≥ 0).
Proof. We consider n = 3, the case n ≤ 2 being thus covered, too. Existence of very
weak solutions to the particular decoupled linear equations (12.72a), (12.72b), and
(12.72c) can be proved by standard arguments, based on the bounds below.
The estimate (12.73a) is obvious if one tests (12.72a) by φ itself and realizes
that the right-hand side of (12.72a) is a-priori bounded in L∞ (Q). The estimate
(12.73b) for v can be obtained by testing the weak formulation  of the approximate
Navier-Stokes system (12.72b) by v; note that the term Ω (v̄·∇)v · v dx vanishes,
cf. also Section 8.8.4.32
∂
The dual estimate (12.73c) for ∂t v can then be obtained as in (12.21) by
testing (12.72b) by a suitable z as follows:
 ∂v     √  
  ∇v  2 3/2  1/2
≤
4
  4/3 L (Q;R 3×3 )
µ T +N v̄ L2 (I;W 1,2 (Ω))
∂t L (I;W0,div (Ω;Rn )∗ )
1,2

 1/2   
×v̄ L∞ (I;L2 (Ω;R3 )) + N max |e | ∇φL4/3 (I;L6/5 (Ω)) . (12.74)
=1,..,L

Finally, the estimate (12.73d) for u can be obtained by testing (12.72c) by

∂
u .33 The dual estimate for ∂t u can again be obtained analogously as (12.74).34
32 More precisely, we can do it in Galerkin’s approximations and then these bounds are inherited

in the limit very weak solution, too.

33 Again, more precisely, we can do it in Galerkin’s approximations and then these bounds are

inherited in the limit very weak solution, too.

34 The term div(u v̄) in (12.72c) suggests the estimate

­ ­ ­ ­ ­ ­ ­
u v̄ · ∇z dx ≤ ­u L2 (I;L6 (Ω)) ­v̄ ­L2 (I;L6 (Ω;Rn )) ­v̄ ­L∞ (I;L2 (Ω;Rn )) ­∇z ­L4 (I;L2 (Ω;Rn ))
1/2 1/2
Q
380 Chapter 12. Systems of equations: particular examples

L
Now, we have to prove that the constraint =1 u = 1 is satisfied. Let us

abbreviate σ(t, ·) := L =1 u (t, ·). By summing (12.66b) for = 1, . . . , L, one gets

L 
∂σ
= r (K(ū)) + div d1 ∇σ − v̄σ
∂t
=1
L  L  

+ d2 K (ū) e − ek Kk (ū) ∇φ = div d1 ∇σ − v · ∇σ (12.75)
=1 k=1
∂
where (12.70a) has been used. Thus (12.75) results in the linear equation ∂t σ+v·
L L
∇σ − div(d1 ∇σ) = 0. We assumed σ|t=0 = =1 u0 = 1 and σ|Σ = =1 uΓ = 1
on Σ, cf. (12.67) and (12.69) with (12.70b), so that the unique solution to this
equation is σ(t, ·) ≡ 1 for any t > 0.35 

Let us abbreviate


W1 := W 1,2,4/3 I; W 1,2 (Ω; RL ), W 1,2 (Ω; RL )∗ ∩ L∞ (I; L2 (Ω; RL )), (12.76a)


W2 := W 1,2,4/3 I; W0,1,2
div
(Ω; Rn ), W0,1,2
div
(Ω; Rn )∗ ∩ L∞ (I; L2 (Ω; Rn )). (12.76b)
If n ≤ 3, Aubin-Lions’ Lemma 7.7 gives the compact embeddings W1 
L2 (I; L6− (Ω; RL )) for any  > 0, and similarly W2  L2 (I; L6− (Ω; Rn )). More-
over, let us abbreviate M : W1 × W2 ⇒ W1 × W2 defined by (u, v) ∈ M (ū, v̄)
if u is a very weak solution to (12.72b) satisfying (12.73d) and v is a very weak
solution (12.72b) satisfying (12.73b,c) with φ a weak solution to (12.72a).36
Lemma 12.22 (Continuity). Let (12.70a) hold and let n ≤ 3. Then the set-
valued mapping M is weakly* upper semicontinuous if restricted to {(ū, v̄) ∈ W1 ×
W2 ; ū(·) ∈ M a.e. in Q}.
Proof. Taking a sequence of {(ūk , v̄ k )}k∈N converging weakly to (ū, v̄) in W1 ×W2 ,
by Aubin-Lions’ Lemma 7.7, ūk → ū strongly in L2 (Q; RL ), hence φk → φ
in Lq (I; W 1,2 (Ω)), and also K (ūk )∇φk → K (ū)∇φ in Lq (I; L2 (Ω; R3 )) with
q < k +∞ karbitrary. Then
 the limit passage in (12.72b) is routine; obviously
Q (v̄ ·∇)v ·z dxdt → Q (v̄·∇)v·z dxdt at least for those test functions z which
are also in L∞ (Q) because v̄ k → v̄ strongly in L2 (Q; R3 ) and ∇v k → ∇v weakly
L2 (Q; R3×3 ).37 The limit passage in the very weak formulation of (12.72c) with
while the last term in (12.72c) can be estimated as
­ ­ ­ ­
d2 K (ū)(e − q̄tot )∇φ · ∇z dxdt ≤ 2d2 max |e | ­∇φ­L2 (Q;Rn ) ­∇z ­L2 (Q;Rn ) .
Q =1,..,L

35 Here, we should have in mind that u was considered as limits of Galerkin approximations,

so is σ, and then we have at our disposal the a-priori estimates, and then by linearity of this
equation also uniqueness of σ.
36 Note how carefully M is defined: not every weak solution necessarily satisfies the a-priori

estimates because we cannot perform the desired tests. However, we can do it for the Galerkin
solutions and then pass to the limit so that we can show that M (ū, v̄) is at least nonempty.
37 Here we used density of L∞ (Q) ∩ L2 (I; W 1,2 (Ω; Rn )) in L2 (I; W 1,2 (Ω; Rn )).
0,div 0,div
12.6. Navier-Stokes-Nernst-Planck-Poisson-type system 381

(uk , v k , φk , ūk ) in place of (u, v, φ, ū) easily follows by standard arguments using
the a-priori estimates (12.73d). The a-priori estimates (12.73) themselves are pre-
served in the limit, too. 
Proposition 12.23 (Existence of a fixed point). Let (12.70) hold and let n ≤ 3.
The mapping (ū, v̄) → (u, v) has a fixed point (u, v) on the convex set

(u, v) ∈ W1 × W2 : ||u||L2 (I;W 1,2 (Ω;RL ))∩L∞ (I;L2 (Ω;RL )) ≤ C4 ,
 ∂u 
 
  4/3 ≤ C5 , ||v||L2 (I;W 1,2 (Ω;R3 ))∩L∞ (I;L2 (Ω;R3 )) ≤ C1 ,
∂t L (I;W 1,2 (Ω;RL )∗ )
 ∂v  L
 
 
  4/3 ≤ C2 + C1 C3 , u  = 1 (12.77)
∂t L (I;W0,div
1,2
(Ω;Rn )∗ )
=1

with C1 , . . . , C5 from (12.73). Moreover, every such fixed point satisfies also u ≥ 0
for any . Thus, considering also φ related to this fixed point (u, v), the triple
(φ, v, u) is a very weak solution to the system (12.66).
Proof. The weak upper semi-continuity of M has been proved in Lemma 12.22. By
a-priori estimates (12.73b-d) and by arguments such as (12.75), this mapping maps
the convex set (12.77) into itself. Both W1 and W2 are compact if endowed with
the weak* topologies. Thanks to the linearity of (12.72) and convexity of {(u, v)}
satisfying (12.73b-d) for (ū, v̄) given, the set M (ū, v̄) is convex. By Lemma 12.21,
also M (ū, v̄) = ∅. By Kakutani’s Theorem 1.11, we obtain existence of a fixed
point. L
The constraint =1 u = 1 is, as proved in (12.75), satisfied and, at this fixed
point, we have additionally u (t, ·) ≥ 0 satisfied for any t. To see this, test (12.72c)
with u = ū by the negative part u− −
 of u . Realizing K (u)∇u = 0 because,
for a.a. (t, x) ∈ Q, either K (u(t, x)) = 0 (if u (t, x) ≤ 0) or ∇u (t, x)− = 0 (if
u (t, x) > 0), and r (·)u− −
 ≥ 0 because of (12.70a) , we obtain u = 0 a.e. in Q.
38
L
The nonnegativity of u together with =1 u = 1 ensures that u(t, x) ∈
Range(K) for a.a. (t, x) ∈ Q so that u = K (u) and thus the triple (φ, v, u) is
a very weak solution not only to (12.72) with v̄ = v and ū = u but even to the
original system (12.66). 
Remark 12.24. By neglecting the Navier-Stokes part (12.66a) and considering a
stationary medium, i.e. v = 0 and π constant, (12.66) reduces to the Nernst-
Planck-Poisson system, see Remark 12.14. Conversely, one can consider extension
of the incompressible model (12.66) for anisothermal situations, see [310].39
Exercise 12.25. Prove the a-priori bounds (12.73b) and (12.73d) in detail.
38 To be more precise, we can assume, for a moment, that r is defined on the whole RL in

such a way that r (u1 , . . . , uL ) ≥ 0 for u < 0. As we are just proving that u ≥ 0, the values of
r for negative concentrations are eventually irrelevant.
39 This is to be done by making some parameters dependent on temperature θ, in particular
382 Chapter 12. Systems of equations: particular examples

Exercise 12.26. Perform the estimate (12.74) for n = 4 but in the norm
1,2
M(I; W0,div (Ω; Rn )∗ ). 40
Exercise 12.27. Prove the limit passage in (12.72c) in detail by using the a-priori
estimates (12.73d).
Exercise 12.28 (Galerkin approach41). Apply Galerkin’s method directly to
(12.66), using the retract K as in (12.72). Modify the a-priori estimates (12.73)
to this case, as well as (12.75), and then make a limit passage, proving thus the
existence of the very weak solution to (12.66) without the fixed-point argument.
Exercise 12.29 (Highly viscous Stokes case). Assuming the viscous term in (12.66a)
is dominant, omit the convective term (v·∇)v in (12.66a) so that (12.66a) becomes
the Stokes equation. Modify the analysis: use a weak solution instead of the very
weak ones42 and Schauder fixed-point theorem instead of the Kakutani one.

the chemical reaction rates r = r (u, θ), and adding the heat equation

L  
∂θ

c − div κ∇θ + cv θ = µ|∇v|2 + f j + h (θ)r (u, θ)
∂t =1

where h (θ) are specific enthalpies, κ the heat conductivity, and c the specific heat capacity.
Then one can show that the total energy, i.e. the sum of the kinetic, the electrostatic,
 the internal


energies, and the (negative) total enthalpy, i.e. Ω 12 |v|2 + 12 ε|∇φ|2 + c θ − L =1 h u dx, is
conserved in an isolated system.
40 Hint: Use z ∈ C(I; L4 (Ω; R4 )) in (12.22).
41 This more constructive approach is after [311].
42 Hint: Derive the “dual” estimates (12.73c,d) with L2 -norms instead of L4/3 -norm.
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Index

absolute continuity 12, 22 Newton 41, 54

accretivity 91, 108 Signorini-type 148
heat equation in L1 (Ω) 99 boundary-value problem 42
Laplacean in W 1,q (Ω) 107 bounded mapping 5
monotone mappings in Lq (Ω) 95 bounded set 2
adjoint operator 5 Brézis-Ekeland principle 268
advection 68, 75, 99, 101, 123, 254, Brouwer fixed-point theorem 8
295 Browder-Minty theorem 38
Alaoglu-Bourbaki theorem 7 Burgers equation 292
Allen-Cahn equation 260 regularized 259
almost all (a.a.) 11 Cahn-Hilliard equation 260, 376
almost everywhere (a.e.) 11 Carathéodory mapping 19
Asplund theorem 5 Carathéodory solution 83
Aubin-Lions’ lemma 194 Carleman system 302
with interpolation 196 Cauchy-Bunyakovskiı̆ inequality 4
Baiocchi transformation 153, 158 Cauchy sequence 2
Banach space 2 Cauchy problem 199
uniformly convex 3 for 2nd-order problems 296, 342
Banach-Steinhaus principle 4 Clarke gradient 129
Banach theorem 7 Clarkson theorem 5
about a fixed point 8 classical solution 42
Bénard problem 168 Clément quasi-interpolant 214
bidual 5 of the 1st order 220
Bochner closed 2
integrable 22 closure 2
measurable 22 coercive 31, 109
space 23 weakly 109
Bolzano-Weierstrass theorem 8 semi- 202, 222
bootstrap argument 25, 83 compact
boundary 15 embedding 9
boundary conditions mapping 7
Dirichlet 41, 54, 251 relatively 7
mixed 41 set 7
Navier 171 weakly in L1 14
Neumann 41 comparison principle 67
400 Index

compatibility 42 for parabolic problems 269

competition-in-ecology model 173 for weakly continuous maps 60
complementarity problem 130 Dirichlet boundary conditions 41
complete 2 for parabolic equation 251
cone 6 directional derivative 5
conjugate exponent 12, 271 dissipative mapping 91
conjugate function 267 distribution 10
conservation law 102, 292 distributional derivative 15
regularized 259, 295 of vector-valued function 187
continuous 3 distributional solution 100, 104
absolutely 12, 22 divergence 21
casting 156 domain 15
demi- 30 of C k -class 16
embedding 9 drift-diffusion model 178, 368
equi-absolutely 14 dual problem 135, 152
hemi- 30 dual space 3
Lipschitz 5 duality mapping 89, 120
mapping 3 for Lp (Ω) or W 1,2 (Ω) 93
radially 30 potential of 126
semi- 3 duality pairing 3
totally 7, 30 Dunford-Pettis theorem 14
uniform 5 Duvaut transformation 318
upper semi- 8 Ehrling lemma 193
weakly 30, 56 elasticity 166
weakly lower semi- 4 elliptic 41
contraction 5 energetic solution 355
convergence in the measure 13 energy method 29
convergent sequence 2 enthalpy transformation 102, 253,
weakly* 4 291
convex function 6 epigraph 6
poly- 165 equation
strictly 6 Allen-Cahn 260
convex set 6 biharmonic 55, 258
uniformly 3 Burgers 259, 292
cooperation-in-ecology model 173 Cahn-Hilliard 260, 376
Crandall-Liggett formula 288 drift-diffusion 178, 368
critical growth 51, 62 doubly nonlinear 296, 321, 334,
critical point 109 342
d-monotonicity 30 elliptic 41
of p-Laplacean 70 Euler-Lagrange 115, 123, 166
demicontinuous 30 fully nonlinear 87, 272
dense 2 Hamilton-Jacobi 103, 293
embedding 9 heat 63, 67, 99, 252, 291, 295,
direct method 109, 127 340
Index 401

hyperbolic 41, 296, 355, 353 Gagliardo-Nirenberg inequality 17

integro-differential 239 Gâteaux differential 5
Klein-Gordon 303, 353 Gear formula 220
Lamé (system) 167 Gelfand triple 190
Lotka-Volterra (system) 172, generalized standard material 299
365 gradient 15
Navier-Stokes 171, 255 Green formula 21
Nernst-Planck-Poisson 372 Gronwall inequality 25
Oberbeck-Boussinesq 168, 361 discrete 26
Oseen 169, 362 Hahn-Banach theorem 6
parabolic 41 Hamilton-Jacobi equation 103, 293
partial differential xi Hausdorff space 2
Penrose-Fife (system) 375 heat equation 63, 67,
phase field (system) 301, 372 evolutionary 252, 291, 340
Poisson 178 L1 -theory 99, 291
predator/prey 172, 365 nonlinear test 295
pseudoparabolic 260, 326, 355 Helly selection principle 208
quasilinear xi hemicontinuous 30
reaction-diffusion (system)172, hemivariational inequality 129
365 Hilbert space 2
semiconductor (Roosbroeck sys- homeomorphical embedding 3
tem) 178, 368 homeomorphism 3
semilinear xi hyperbolic equation 41, 296, 353, 355
thermistor (system) 175 implicit Euler formula 201
thermo-visco-elasticity 298, 357 implicit variational inequalities 159
Euclidean space 2 indicator function 126
Euler-Lagrange equation 115, 123, inequality
166 Cauchy-Bunyakovskiı̆ 4
Faedo-Galerkin method 221 elliptic variational 129
Fatou theorem 13 Fenchel 267
Fenchel inequality 267 Friedrichs 22
finite-element method 61, 122 Gagliardo-Nirenberg 17
fixed point 8 Gronwall 25
Fourier law 175 implicit variational 159
free boundary 134 hemivariational 129
free boundary problems 134 Korn 22
Friedrichs inequality 22 parabolic variational 313
Fubini theorem 14 Poincaré 21
fully nonlinear equation 87, 272 quasivariational 144
Galerkin approximation 31 variational 125
for elliptic equation 61 Young 12
for evolution equation 221 initial condition 199
for heat equation 65 inner product 2
for inequalities 143, 149 integrable function 11
402 Index

uniformly 14 Nemytskiı̆ 19, 24

integral solution 280, 302 pseudomonotone 30, 160
interior 2 radially continuous 30
interpolation 13, 17, 24, 196, 236, 245 set-valued 8
Kakutani fixed-point theorem 8 strictly monotone 29
Kirchhoff transformation 68, 253, 291 totally continuous 7, 30
Klein-Gordon equation 303, 353 type (M) 86, 160
Komura theorem 23 type (S+ ) 87
Korn inequality 22 upper semicontinuous 8
Lagrangean 135 weakly continuous 30, 56
Lamé system 167 measure 10
Lax-Milgram theorem 39 absolutely continuous 12
Lebesgue Dirac 10
integral 11 Lebesgue 11
measurable function 11 on the right-hand side 53, 103
measurable set 10 regular Borel 10
measure 11 mild solution 289, 303
outer measure 10 Milman-Pettis theorem 5
point 22 Minty trick 35, 142, 217
space 12 for inequalities 149
Legendre-Fenchel transformation 267 mollifiers 189
Leray-Lions condition 53 monotone 29, 125
linear operator 3 E- 341
Lipschitz continuous 5 in the main part 47
Lipschitz domain 15 maximal 125, 262
locally convex space 2 strictly 29
Hausdorff 2 strongly 30
Lotka-Volterra system 365 uniformly 30
steady-state 172 Mosco convergence 137
m-accretive 91, 108 Mosco transformation 144
mapping Moser trick 295
accretive 91 multilevel formula 220
compact 7 Navier-Stokes equations 171
continuous 3 evolution 255
d-monotone 30 Nemytskiı̆ mappings 19
demicontinuous 30 in Bochner spaces 24
dissipative 91 Nernst-Planck-Poisson system 372
duality 89, 120 Newtonean fluids 171
hemicontinuous 30 non-autonomous 221, 291
Lipschitz continuous 5 non-expansive 5
m-accretive 91, 108 non-Newtonean fluids 168, 261
maximal accretive 92, 106 normal cone 6, 126
maximal monotone 125 norm 1
monotone 29, 125 in Lp -spaces 11
Index 403

in W 1,p -spaces 15 regular Borel measure 10

semi- 1 absolutely continuous 12
normed linear space 1 Dirac 10
Oberbeck-Boussinesq’ model 168, regularity 79
361 abstract evolution equation 215
Oseen equation 169, 362 regularization 306
p-biharmonic operator 55, 124 elliptic 318
p-Laplacean 70, 121 variational inequality 132, 149,
anisotropic 123 314
regularized 74, 121, 251 Rellich theorem 16
parabolic 41 Ritz method 114, 120, 122, 148
partial differential equations xi Robin boundary condition 41
penalty method 132, 143 Rothe method 201
Penrose-Fife system 375 for accretive mappings 277
periodic problems 262, 269, 285 for doubly nonlinear problems
Pettis theorem 22 322, 335
phase field system 301, 372 for second-order problems 350
pivot 191 for variational inequalities 309
Poincaré inequality 21 semi-implict 214, 254, 339, 365,
Poisson equation 178 375
polyconvexity 164 scalar product 2
potential 109 Schauder fixed-point theorem 8
of anisotropic p-Laplacean 123 Tikhonov modification 59
of duality mapping 126 selectivity 42
of higher-order problems 123 semi-coercive 202, 222
of p-Laplacean 121 semicontinuous function 3
of parabolic problems 268, 271 weakly 4
of system of equations 166 semigroup 287
precompact set 7 nonexpansive 287
predator/prey model 173, 365 of the type λ 287
predual 3 semi-implicit formula 214, 254, 261,
projector 3 375
proper 125 semi-inner product 91
pseudomonotone 30, 160 semilinear xi, 57
pseudoparabolic equation 260, 326, set-valued mapping 8
355 shape-memory alloys 354
quasiconvexity 165 Signorini problem 147
quasilinear xi simple function 11, 22
quasivariational inequality 144 small strain 167
Rademacher theorem 21 smooth 5, 9
radially continuous 30 Sobolev-Slobodeckiı̆ space 18
rank-one convexity 165 Sobolev space 15
rate-independent processes 355 solution
reflexive 5 Carathéodory 83
404 Index

classical 42 theorem
distributional 100, 104 Alaoglu-Bourbaki 7
energetic 355 Asplund 5
integral 280, 302 Aubin-Lions’ (lemma) 194
mild 289, 303 Banach fixed point 8
strong 200, 275, 305, 343 Banach selection principle 7
very weak 100, 159, 233, 254 Banach-Steinhaus (principle) 4
weak 43, 200, 233, 309 Bolzano-Weierstrass 8
space Brézis 31
Banach 2 Brouwer fixed-point 8
bidual 5 Browder-Minty 38
Bochner 23 Clarkson 5
dual 3 Dunford-Pettis 14
Hilbert 2 Ehrling (lemma) 193
Lebesgue 12 Fatou 13
locally convex 2 Fubini 14
normed linear 1 Green 21
predual 3 Hahn-Banach 6
reflexive 5 Kakutani fixed-point 8
Sobolev 15 Komura 23
Sobolev-Slobodeckiı̆ 18 Lax-Milgram 39
strictly convex 3 Leray-Lions 52
uniformly convex 3 Lumer-Phillips 289
Stefan condition 156 Milman-Pettis 5
Stefan problem 292 Minty (trick) 35
one-phase 157, 317 Papageorgiou (lemma) 208, 224
steepest-descent method 113 Pettis 22
strain tensor 166 Rademacher 21
strictly monotone 29 Rellich-Kondrachov 16
strong convergence 4 Sobolev embedding 16
by d-monotonicity 39 Schauder fixed-point 8
of Ritz’ method 122 Tikhonov fixed-point 59
strong solution Vitali 14
of 1st-order equations 200 thermo-visco-elasticity 357
of 2nd-order equations 343 linearized 298
of equations with accretive map- totally continuous mapping 7, 30
pings 275 trace operator 17
of variational inequalities 305 transposition method 103
strongly monotone 30 transversality 130
subdifferential 126 uniformly continuous 5
super-critical growth 62, 66 uniformly convex space 3
surface integral 21 Lp (I; V ) 23
sweeping process 356 Lp (Ω; Rm ) 12
tangent cone 6 uniformly monotone 30
Index 405

unilateral problem 129

unit outward normal 20
upper semicontinuous mapping 8
variational inequality 125
boundary 327
hemi- 129
implicit 159
of type II 326
quasi- 144
variational methods 109
very weak solution 100, 159
of heat equation 254
of parabolic equation 233
Vitali theorem 14
weak convergence 4
weak derivative 275
weak formulation 42
of parabolic equation 233
weak solution 43, 200, 309
of parabolic equation 233
weakly continuous mappings 30, 56
weakly lower semicontinuous func-
tion 4
Young inequality 12
Yosida approximation 141
of a functional 137
modification of 77