Volume 2014, Issue 1 450417
Research Article
Open Access

General Asymptotic Supnorm Estimates for Solutions of One-Dimensional Advection-Diffusion Equations in Heterogeneous Media

José A. Barrionuevo

José A. Barrionuevo

Departamento de Matemática Pura e Aplicada, Universidade Federal do Rio Grande do Sul, 91509-900 Porto Alegre, RS, Brazil ufrgs.br

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Lucas S. Oliveira

Lucas S. Oliveira

Departamento de Matemática Pura e Aplicada, Universidade Federal do Rio Grande do Sul, 91509-900 Porto Alegre, RS, Brazil ufrgs.br

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Paulo R. Zingano

Corresponding Author

Paulo R. Zingano

Departamento de Matemática Pura e Aplicada, Universidade Federal do Rio Grande do Sul, 91509-900 Porto Alegre, RS, Brazil ufrgs.br

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First published: 08 May 2014
Citations: 1
Academic Editor: Chi K. Lin

Abstract

We derive general bounds for the large time size of supnorm values of solutions to one-dimensional advection-diffusion equations ut + (b(x, t)u) x = uxx, x, t > 0 with initial data for some 1 ≤ p0 < ∞ and arbitrary bounded advection speeds b(x, t), introducing new techniques based on suitable energy arguments. Some open problems and related results are also given.

1. Introduction

In this work, we obtain very general large time estimates for supnorm values of solutions u(·, t) to parabolic initial value problems of the form
()
()
for arbitrary continuously differentiable advection fields bL( × [0, [). Here, by solution to (1a) and (1b) in some time interval [0, T*[,  0 < T*, we mean a function u : × [0, T*[ → which is bounded in each strip ST = × [0, T], 0 < T < T*, solves (1a) in the classical sense for 0 < t < T*, and satisfies u(·, t) → u0 in as t → 0. It follows from the a priori estimates given in Section 2 that all solutions of problem (1a), (1b) are actually globally defined (T* = ), with u(·, t) ∈ C0([0, [, Lp()) for each pp0 finite. Given bL( × [0, [), what then can be said about the size of supnorm values for t ≫ 1?
When b/x ≥ 0 for all x,   t ≥ 0, it is well known that, for each p0p, is monotonically decreasing in t, with
()
for some constant that depends only on p0; see, for example, [15]. For general b(x, t), however, estimating is much harder. To see why, let us illustrate with the important case p0 = 1, where one has
()
as recalled in Theorem 1. Writing (1a) as
()
we observe on the right hand side of (4) that |u(x, t)| is pushed to grow at points (x, t) where bx(x, t) < 0. If this condition persists long enough, large values of |u(x, t)| might be generated, particularly at sites where −bx(x, t) ≫ 1. Now, because of constraint (3), any persistent growth in solution size will eventually create long thin structures as shown in Figure 1, which, in turn, tend to be effectively dissipated by viscosity. The final overall behavior that ultimately results from such competition is not immediately clear, either on physical or on mathematical grounds.
Details are in the caption following the image
Solution profiles showing typical growth in regions with bx < 0, where b = 5cos⁡x. After reaching maximum height, solution starts decaying very slowly due to its spreading and mass conservation (decay rate is not presently known).
As shown in (4), it is not the magnitude of b(x, t) itself but instead its oscillation that is relevant in determining . Accordingly, we introduce the quantity B(t) defined by
()
which plays a fundamental role in the analysis. Our main result is now easily stated.
Main Theorem. For each pp0, one has1
()
where = limsup⁡tB(t).
In particular, in the important case p0 = 1 considered above, we obtain, using (3),
()
so that u(·, t) stays uniformly bounded for all time in this case.2 Estimates similar to (6) can also be shown to hold for the n-dimensional problem
()
but to simplify our discussion we consider here the case n = 1 only. Our derivation of (6), which improves some unpublished results by the third author, uses the 1D inequality
()
where C = (3/4) 2/3, and can be readily extended to other problems of interest like 1D systems of viscous conservation laws [6, Ch. 9] or the more general equation
()
with bounded values b(x, t, u); provided that we assume : using a similar argument, we get the estimate3 [7, Ch. 2]
()
for each pp0, where
()
()
More involving applications, such as problems with superlinear advection or degenerate diffusion, which require considerable extra work, will be studied in the future.

2. A Priori Estimates

This section contains some preliminary results on the solutions of problem (1a) and (1b) needed later for our derivation of estimate (6), which is completed in Section 3. (Recall that a solution on some given time interval [0, T*[, 0 < T*, is a function which is smooth (C2 in x, C1 in t) in    ×   ]0, T*[ and solves (1a) there, verifying the initial condition in the sense of, i.e., as t → 0 for each compact 𝕂. Local existence theory can be found in, e.g., [8, Ch. 6].) We start with a simple Gronwall-type estimate for , p0q < . The corresponding result for the supnorm (q = ) is more difficult to obtain and will be given at the end of Section 2; see Theorem 4.

Theorem 1. If solves problem (1a), (1b), then u(·, t) ∈ C0([0, T*[, Lq()) for each p0q < , and

()
for all 0 < t < T*.

Proof. The proof is standard, so we will only sketch the basic steps. Taking SC1() such that S(v) ≥ 0 for all v, S(0) = 0,  S(v) = sgn⁡(v) for   | v | ≥ 1, let (given δ > 0), so that  Lδ(u)→|u| as δ → 0, uniformly in  u. Let  Φδ(u) = Lδ(u) q. Given R > 0, 0 < ϵ ≤ 1, let ζR(·) be the cut-off function ζR(x) = 0 for |x| ≥ R, for |x| < R. Multiplying (1a) by if q ≠ 2, or u(x, t) · ζR(x) if q = 2, and integrating the result on × [0, t], we obtain, letting δ → 0 and then R, since uL( × [0, t]),

()
where , +ϵ, and
()
By Gronwall’s lemma, (14a) and (14b) give, from which we obtain (13) by simply letting ϵ → 0. This shows, in particular, that if p0q < . Now, to get u(·, t) ∈ C0([0, T*[, Lq()), it is sufficient to show that, given ɛ > 0 and 0 < T < T* arbitrary, we can find R   = R(ɛ, T) ≫ 1 large enough so that we have for any 0 ≤ tT. Taking ψC2() with 0 ≤ ψ ≤ 1 and ψ(x) = 0 for all x ≤ 0, ψ(x) = 1 for all x ≥ 1, let Ψ  R,MC2() be the cut-off function given by ΨR,M(x) = 0 if |x | ≤ R − 1, ΨR,M(x) = ψ(|x | − R + 1) if R − 1 < |x| < R, and ΨR,M(x) = 1 if R≤|x | ≤ R + M, ΨR,M(x) = ψ(R + M + 1−|x|) if R + M<|x | < R + M + 1, ΨR,M(x) = 0 if |x | ≥ R + M + 1, where R > 1, M > 0 are given. Multiplying (1a) by if q ≠ 2, or u(x, t) · ΨR,M(x) if q = 2, and integrating the result on × [0, t], 0 < tT, we obtain, as in (14a) and (14b), by letting δ → 0, M, that for all 0 ≤ tT, provided that we take R > 1 sufficiently large. This gives the continuity result, and the proof is complete.

An important by-product of the proof above is that we have (letting ϵ → 0 in (14a) and (14b), and using (13)), for each 0 < T < T*   and q ≥ max⁡{p0, 2},
()
Therefore, if we repeat the steps above leading to (14a) and (14b), we obtain (letting δ → 0, R, ϵ → 0, in this order, taking (13) and (15) into account) the identity
()
for every 0 < t < T* and max⁡  {p0, 2} ≤ q < , where
()
The core of the difficulty in the analysis of (1a) and (1b) is apparent here: under the sole assumption that b is bounded, it is not much clear how one should go about the last term in (16) in order to get more than (13) above. Actually, it will be convenient to consider (16) in the (equivalent) differential form, that is,
()
for all t  [0, T*[∖Eq, where Eq ⊂ [0, T*[ has zero measure. We then readily obtain, using (9) and the one-dimensional Nash inequality [9]
()
where the value given above for C2 is optimal [10], the following result.

Theorem 2. Let q ≥ 2p0. If is such that , then

()
()

Proof. Consider (20a) first. From (5), (17), and (18), we have

()
This gives
()
or, in terms of defined by if q > 2, if q = 2,
()
Using (19), we then get , which is equivalent to (20a). Similarly, (20b) can be obtained, using (9).

Thus, we can use (20a) and (20b) when is not decreasing. If it is decreasing, (18) becomes useless but at least we know in such case that is not increasing, which should be useful too. Different values of q have different scenarios, which we will have to piece together in some way. The next result shows us just how. To this end, it is convenient to introduce the quantities 𝔹(t0; t) and 𝕌p(t0; t) defined by
()
()
given pp0,   0 ≤ t0t < T* arbitrary.

Theorem 3. Let q ≥ 2p0. For each 0 ≤ t0 < T*, we have

()
for all t0t < T*.

Proof. Set . There are three cases to consider.

Case I. for all t0τt. By (20a), Theorem 2, we must then have for all τ ∈ [t0, t]∖Eq, so that is monotonically decreasing in [t0, t]. In particular, in this case, and (26) holds.

Case II. and for some t1 ∈   ]t0, t]. In this case, let t2 ∈   ]t0, t] be such that we have for all t0τ < t2, while . We claim that for every t2τt: in fact, if this were not true, we could then find t3, t4 with t2t3 < t4t such that for all t3 < τt4, . By (20a), Theorem 2, this would require for all τ ∈  ]t3, t4]∖Eq, so that could not increase anywhere on [t3, t4]. This contradicts , and so we have for every t2τt, as claimed. On the other hand, by (20a), has to be monotonically decreasing on [t0, t2], just as in Case I. Therefore, we have in this case again, which shows (26).

Case III. Consider . This gives for every t0τt, by repeating the argument used on the interval [t2, t] in Case II. It follows that we must have 𝕌q(t0; t) ≤ λq(t) in this case, and the proof of Theorem 3 is complete.

An important application of Theorem 3 is the following result.

Theorem 4. Let p0p < , 0 ≤ t0 < T*. Then

()
for any t0t < T*, where 𝔹(t0; t) and 𝕌p(t0; t) are given in (24) and (25) above.

Proof. Let k, k ≥ 2. Applying (26) successively with q = 2p, 4p, …, 2kp, we obtain

()
where
()
Now, for 1 ≤ k − 1,
()
by Young’s inequality (see, e.g., [11, page 622]); in particular, we get, from (28a) and (28b),
()
since K(k, ) ≤ 2p for all 0 ≤ k − 1. Letting k, (27) is obtained.

It follows from Theorems 1 and 4 that u(·, t) is globally defined (T* = ). Now, from (27), we immediately obtain, letting t,
()
for any t0 ≥ 0, where 𝔹(t0) and 𝕌p(t0) are given by
()
()
Taking such that and , and applying (31) with for each n, we then obtain, letting n,
()
where and 𝒰p are given by
()

3. Large Time Estimates

In this section, we use the results obtained above to derive two basic large time estimates (given in Theorems 5 and 6) for solutions u(·, t) of problem (1a), (1b), which represent important intermediate steps that will ultimately lead to the main result stated in Theorem 7.

Theorem 5. Let q ≥ 2p0, and    ≥ 0 be as defined in (35). Then

()
where is the constant in the Nash inequality (19).

Proof. We set p = q/2 and assume that 𝒰p is finite. As in the proof of Theorem 2, we take vL( × [0, [) given by v(x, t) = |u(x, t)|p if p > 1, v(x, t) = u(x, t) if p = 1. It follows that

()
Therefore, from (18), we have, for some null set E2p ⊂ [0, [,
()
for all t ∈ [0, [∖E2p, and so, by (19),
()
This gives, by Young’s inequality ([11, page 622]), for all   t ∈ [0, [∖E2p,
()
Setting
()
we claim that
()
In fact, let us argue by contradiction. If (42) is false, we can pick 0 < η ≪ 1 and a sequence (tj) j≥0, tj, such that (for all j ≥ 0) and g(t) ≤ λp + η/2 for all tt0. From (20a), Theorem 2, it will then follow that
()
In fact, suppose that (43) were false, so that we had for some . Taking j ≫ 1 with , we could then find such that for all , while , and so there would exist with positive at t = t*. By (20a), we would have , but this would contradict the fact that everywhere on . Thus, we conclude that (43) cannot be false, as claimed. We then obtain, from (19), (40), and (43),
()
for all t ∈ [t0, [∖E2p. Recalling that , g(t)  λp   + η/2, for  all tt0, this gives
()
for some constant K(η) > 0 independent of t, which cannot be, since this implies
()
This contradiction shows (42), which is equivalent to (36), and the proof is complete.

Applying (36) successively with q = 2p, 4p, …, 2kp, we get
()
for k ≥ 1 arbitrary, where . Letting k, this suggests
()
where
()
(cf. (6) above), as long as the limit processes k, t can be interchanged. That this is indeed the case is a consequence of (34) and the following result.

Theorem 6. Let pp0. Then

()
where C2, C are the constants given in (19) and (9).

Proof. Again, assuming 𝒰p finite (otherwise, (49) is obvious; cf. endnote4), we introduce, as in the previous proof, vL( × [0, [)   given by v(x, t) = |u(x, t)|p if p > 1, and v(x, t) = u(x, t) if p = 1. Thus, (40) is valid, and setting λp, gL([0, [) by

()
we have that (49) is obtained if we show that
()
We argue by contradiction and assume that (51) is false. Taking then 0 < η ≪ 1, t0 ≫ 1 so that and g(t) ≤ λp + η/2 hold for all tt0, we get, by (9) and (40),
()
for all t ∈ [t0, [∖E2p  . Since , g(t) ≤ λp + η/2, this gives
()
for some constant K(η) > 0 independent of t. As before, this implies that for all tt0, which is impossible because is finite. This contradiction establishes (51) above, completing the proof of Theorem 6.

We are finally in good position to derive (6), (48a), and (48b). Combining (34) and (49) above, we obtain
()
for each pp0, so that we have, in particular,
()
for each k ≥ 0. By (47), we then get
()
for all k. Letting k, Theorem 7 is obtained, and our argument is complete.

Theorem 7. Let pp0. Assuming bL( × [0, [), then (6), (48a), and (48b) hold.

It is worth noticing that the corresponding estimate for the n-dimensional problem (8), namely,
()
where ≥ 0 is similarly defined, can be also derived in arbitrary dimension n > 1.

4. Concluding Remarks

We close our discussion of the problem (1a), (1b), given bL( × [0, [), 1 ≤ p0 < , indicating a few questions which were not answered by our analysis:
  • (a)

    characterize all bL( × [0, [) for which it is true that (as t) for every solution u(·, t) of problem (1a) and (1b);

  • (b)

    same question as (a) above, but requiring only that (as t) for every solution u(·, t) of problem (1a) and (1b), in case p0 > 1;5

  • (c)

    given p0 > 1, characterize all bL( × [0, [) such that (as t) for every solution u(·, t) of problem (1a) and (1b);

  • (d)

    same question as (c) above, but requiring only that (as t) for every solution u(·, t) of problem (1a) and (1b);

  • (e)

    for p0 = 1, characterize all bL( × [0, [) such that (as t) for every solution u(·, t), where m = ∫u0(x)dx is the solution mass;

  • (f)

    for p0 = 1, and bL( × [0, [) not satisfying property (e), what are the values of in case of initial states that change sign?

These questions can be similarly posed for solutions u(·, t) of autonomous problems
()
where bL() does not depend on the time variable. For (58), question (e) has been answered in [12] (see also [13]). Another interesting question is the following:
  • (g)

    when (58) admits no stationary solutions other than the trivial solution u = 0, is it true that for every solution u(·, t)?

Moreover, for solutions u(·, t) of (1a) and (1b) or (58) with as t, there is the question of determining the proper decay rate.6 As suggested by Figure 1, solution decay may sometimes happen at remarkably slow rates.

Conflict of Interests

The authors declare that there is no conflict of interests regarding the publication of this paper.

Acknowledgment

The authors would like to thank CNPq (Conselho Nacional de Desenvolvimento Científico e Tecnológico, Brazil) for their financial support.

    Endnotes

    • 1.

      In (6), (11), and other similar expressions in the text, it is assumed that 0 · = .

    • 2.

      The constants in (6) and (7) are not optimal; minimal values are not known.

    • 3.

      In (6), (11), and other similar expressions in the text, it is assumed that 0 · = .

    • 4.

      In (6), (11), and other similar expressions in the text, it is assumed that 0 · = .

    • 5.

      For p0 = 1, any bL(   ×   [0, [) satisfies property (b); compare (7) in Section 1.

    • 6.

      In case we have bx ≥ 0 for all x, t, the answer is given in (2) above.

      The full text of this article hosted at iucr.org is unavailable due to technical difficulties.