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 ∈ ℝ, 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 b ∈ L∞(ℝ × [0, ∞[). Here, by solution to (1a) and (1b) in some time interval [0, T*[, 0 < T* ≤ ∞, we mean a function u : ℝ × [0, T*[ → ℝ which is bounded in each strip ST = ℝ × [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(ℝ)) for each p ≥ p0 finite. Given b ∈ L∞(ℝ × [0, ∞[), what then can be said about the size of supnorm values for t ≫ 1?
When ∂b/∂x ≥ 0 for all x ∈ ℝ, t ≥ 0, it is well known that, for each p0 ≤ p ≤ ∞, is monotonically decreasing in t, with
()
for some constant that depends only on p0; see, for example, [1–5]. 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
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.
Solution profiles showing typical growth in regions with bx < 0, where b = 5cosx. 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 eachp ≥ p0, one has1
()
whereℬ = limsupt→∞B(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 p ≥ p0, 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 ℝ × ]0, T*[ and solves (1a) there, verifying the initial condition in the sense of, i.e., as t → 0 for each compact 𝕂 ⊂ ℝ. Local existence theory can be found in, e.g., [8, Ch. 6].) We start with a simple Gronwall-type estimate for , p0 ≤ q < ∞. 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(ℝ)) for each p0 ≤ q < ∞, and
()
for all 0 < t < T*.
Proof. The proof is standard, so we will only sketch the basic steps. Taking S ∈ C1(ℝ) such that S′(v) ≥ 0 for all v, S(0) = 0,S(v) = sgn(v) for | v | ≥ 1, let (given δ > 0), so thatLδ(u)→|u| as δ → 0, uniformly in u. LetΦδ(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 ℝ × [0, t], we obtain, letting δ → 0 and then R → ∞, since u ∈ L∞(ℝ × [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 p0 ≤ q < ∞. Now, to get u(·, t) ∈ C0([0, T*[, Lq(ℝ)), 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 ≤ t ≤ T. Taking ψ ∈ C2(ℝ) with 0 ≤ ψ ≤ 1 and ψ(x) = 0 for all x ≤ 0, ψ(x) = 1 for all x ≥ 1, let ΨR,M ∈ C2(ℝ) 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 ℝ × [0, t], 0 < t ≤ T, we obtain, as in (14a) and (14b), by letting δ → 0, M → ∞, that for all 0 ≤ t ≤ T, 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 p ≥ p0, 0 ≤ t0 ≤ t < T* arbitrary.
Theorem 3. Let q ≥ 2p0. For each 0 ≤ t0 < T*, we have
()
for all t0 ≤ t < T*.
Proof. Set . There are three cases to consider.
Case I. for all t0 ≤ τ ≤ t. 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 t0 ≤ τ < t2, while . We claim that for every t2 ≤ τ ≤ t: in fact, if this were not true, we could then find t3, t4 with t2 ≤ t3 < t4 ≤ t such that for all t3 < τ ≤ t4, . 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 t2 ≤ τ ≤ t, 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 t0 ≤ τ ≤ t, 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 p0 ≤ p < ∞, 0 ≤ t0 < T*. Then
()
for any t0 ≤ t < T*, where 𝔹(t0; t) and 𝕌p(t0; t) are given in (24) and (25) above.
Proof. Let k ∈ ℤ, k ≥ 2. Applying (26) successively with q = 2p, 4p, …, 2kp, we obtain
()
where
()
Now, for 1 ≤ ℓ ≤ k − 1,
()
by Young’s inequality (see, e.g., [11, page 622]); in particular, we get, from (28a) and (28b),
()
since K(k, ℓ) ≤ 2p for all 0 ≤ ℓ ≤ 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 ℬ 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 ℬ ≥ 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 v ∈ L∞(ℝ × [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, ∞[,
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 t ≥ t0. 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 t ≥ t0, 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 p ≥ p0. 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, v ∈ L∞(ℝ × [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 ∈ ℝ, g ∈ L∞([0, ∞[) by
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 t ≥ t0, 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 t ≥ t0, 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 all k. Letting k → ∞, Theorem 7 is obtained, and our argument is complete.
Theorem 7. Let p ≥ p0. Assuming b ∈ L∞(ℝ × [0, ∞[), then (6), (48a), and (48b) hold.
It is worth noticing that the corresponding estimate for the n-dimensional problem (8), namely,
()
where ℬ ≥ 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 b ∈ L∞(ℝ × [0, ∞[), 1 ≤ p0 < ∞, indicating a few questions which were not answered by our analysis:
(a)
characterize all b ∈ L∞(ℝ × [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 b ∈ L∞(ℝ × [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 b ∈ L∞(ℝ × [0, ∞[) such that (as t → ∞) for every solution u(·, t), where m = ∫ℝu0(x)dx is the solution mass;
(f)
for p0 = 1, and b ∈ L∞(ℝ × [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 b ∈ L∞(ℝ) 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 b ∈ L∞(ℝ × [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.
1Amick C. J.,
Bona J. L., and
Schonbek M. E., Decay of solutions of some nonlinear wave equations, Journal of Differential Equations. (1989) 81, no. 1, 1–49, 2-s2.0-0002244620.
2Braz e Silva P.,
Schütz L., and
Zingano P. R., On some energy inequalities and supnorm estimates for advection-diffusion equations in ℝn, Nonlinear Analysis: Theory, Methods & Applications. (2013) 93, 90–96.
3Escobedo M. and
Zuazua E., Large time behavior for convection-diffusion equations in ℝn, Journal of Functional Analysis. (1991) 100, no. 1, 119–161, 2-s2.0-0000648149.
6Melo W. G., A priori estimates for various systems of advection-diffusion equations (Portuguese) [Ph.D. thesis], 2011, Universidade Federal de Pernambuco, Recife, Brazil.
7Oliveira L. S., Two results in classical analysis (Portuguese) [Ph.D. thesis], 2013, Graduate Program in Applied and Computational Mathematics (PPGMAp), Universidade Federal do Rio Grande do Sul, Porto Alegre, Brazil.
12Rudnicki R., Asymptotical Stability in L1 of Parabolic Equations, Journal of Differential Equations. (1993) 102, no. 2, 391–401, 2-s2.0-0000814999, https://doi.org/10.1006/jdeq.1993.1036.
13Brzeźniak Z. and
Szafirski B., Asymptotic behaviour of L1 norm of solutions to parabolic equations, Bulletin of the Polish Academy of Sciences Mathematics. (1991) 39, 1–10.
Please check your email for instructions on resetting your password.
If you do not receive an email within 10 minutes, your email address may not be registered,
and you may need to create a new Wiley Online Library account.
Request Username
Can't sign in? Forgot your username?
Enter your email address below and we will send you your username
If the address matches an existing account you will receive an email with instructions to retrieve your username
The full text of this article hosted at iucr.org is unavailable due to technical difficulties.