Abstract
In this paper, we show the maximal regularity of nonlinear second-order hyperbolic boundary differential equations. We aim to show if the given second-order partial differential operator satisfies the specific ellipticity condition; additionally, if solutions of the function, which are related to the first-order time derivative, possess no poles nor algebraic branch points, then the maximal regularity of nonlinear second-order hyperbolic boundary differential equations exists. This study explores the use of taking the positive definite second-order operator as the generator of an analytic semi-group. We impose specific boundary conditions to make this positive definite second-order operator self-adjoint. As a linear operator, the self-adjoint operator satisfies the linearity property. This, in turn, facilitates the application of semi-group theory and linear operator theory.
MSC:
35B65; 35R11; 35G31; 35L20
1. Introduction
The maximal regularity of evolution equations within the Lebesgue space scale has been a focal point of attention, and the maximal regularity of parabolic equations has been widely investigated in recent decades [1,2,3,4,5,6,7]. However, the maximal regularity of hyperbolic equations has never been studied because the eigenvalues of the differential operator could be complex. In this paper, we will fill in the research gap in this area, applying the approach of studying maximal regularity of parabolic equations to hyperbolic equations.
We study the initial value problem:
where , where and is an open, bounded set, is some nonlinear function, , and is the unknown, . The symbol L represents a second-order partial differential operator at each time t, having either the divergence form
or else the nondivergence form
for given smooth coefficients with the coefficients satisfying the strong ellipticity condition:
where K are some positive constants.
Remark 1.
Note (4) indicates that for each point , the symmetric matrix is positive definite, possessing the smallest eigenvalue greater or equal to , and with the greatest eigenvalue less or equal to 1.
Remark 2.
The divergence form (2) is nonlinear since the term involves a product of and before calculating the derivative with respect to . The nondivergence form (3) is linear. In this paper, we take to be in the nondivergence form (3) since we need to be linear to apply linear operator theory and semigroup theory in the following sections. Since the coefficients of the first and the second derivatives of u do not depend on u itself, is a linear operator in the nondivergence form.
Since u depends on time, and consequently also depends on time, is classified as a non-autonomous operator. In Equation (1), f represents some nonlinear functions of u whose outputs belong to , where . Additionally, is assumed to belong to for some space Y that is compatible with X. Given these conditions, Equation (1) is, therefore, nonlinear. Referenced from [8], we have:
Remark 3.
The partial differential operator is uniformly parabolic and the partial differential operator is uniformly hyperbolic if there exists a constant such that
for all .
To construct the self-adjoint operator corresponding to the expression using its weak form, we multiply both sides of the equation by a test function v and then integrate the result over the domain:
Since are smooth and symmetric based on the boundary conditions in (8), we continue computing (6):
the boundary term is zero due to the boundary conditions.
Define the operator by
for , then is a self-adjoint operator.
Lemma 1.
The operators defined in (7) are closed and densely defined in some Banach space X.
Proof.
We consider X to be a Sobolev space, such as , which is the space of functions on U with square-integrable first derivatives. This space is a Banach space with the norm:
The operator is densely defined if its domain is dense in X. The domain of would be , the closure of in . Since is dense in , is densely defined.
To show that is closed, we need to verify that the graph of is closed in . The graph of is the set:
For to be closed, if in as , then w must be in the domain of and .
Since is symmetric and linear, is a continuous operator from to by the Riesz Representation Theorem.
Under such assumptions, if in and in , then by continuity of :
thus, is in the graph of , showing that is closed. □
We rewrite (1) as
the reason for rewriting (1) in the form of (8) is that we only left the linear self-adjoint positive definite operator, that is, the term , in the left side of the equation. The linear self-adjoint positive definite operator possesses positive eigenvalues, which facilitates the application of linear operator theory and semigroup theory in the further process.
Subsequently, Equation (8) can be expressed in an abstract manner
2. Methodology
The methodology employed in this study is based on the approach outlined in [9]. Notable achievements in the abstract theory were attained during the 1990s and the first decade of the 21st century, notably by Amann (refer to [10,11]) and Prüss (refer to [12]). This method has been adapted and tailored to the specific requirements of our research question and context.
The core principle of maximal regularity aims to address nonlinear partial differential equations by employing a linearization technique. Consider our nonlinear partial differential Equation (9); since are some nonlinear functions depending on u, we define
so (9) can be written in
For the purpose of linearizing (10), we determine a particular function u and then search for a solution to the Cauchy problem
It is worth noting that (11) is a linear equation in terms of y, making it amenable to methods drawn from linear operator theory and semigroup theory. Since (11) is a non-autonomous problem, as u and therefore also still depend on time, the original equation can be transformed into the non-autonomous Cauchy problem. Hence, we formulate our primary finding within an abstract framework
Since all operators are closed and densely defined operators in some Banach space X as shown in (1) and have the same domain , we possess a norm on that, for all , is equivalent to the graph norm of , defined as This allows us to equate the unbounded operator with the bounded operator .
Assume are some measurable functions on , and are bounded in absolute value by some constant M, . We would verify that for each , is a bounded linear operator from to X. Let , we need to bound by for some constant C independent of t.
By the Cauchy–Schwarz inequality and the boundedness of :
since and are equivalent norms on , subsequently, we obtain the estimates:
According to the Riesz Representation Theorem, there exists such that
Since are independent of t, the bound C is uniform over . Therefore, is a bounded linear operator from to X for each , and the norm of as a linear operator is uniformly bounded over . Hence, .
We regard as the basic space for the right-hand side, where J denotes the interval
We equate with a function on through the definition of
For the initial value , we define the trace space referenced from [9]:
Definition 1.
The trace space is defined by , where stands for the time trace of the function u at time .
In case of maximal regularity, we expect a unique solution of (12) and a continuous solution operator (depending on and therefore on u)
of the linear Equation (12). Then the nonlinear Cauchy problem has a unique solution if, and only if, the fixed point equation
has a unique solution .
When in (12), if the coefficients are time-independent and , it is commonly known that the solution possesses the maximal parabolic regularity [13,14,15]:
for and some specific boundary conditions. The findings have been expanded to cover cases with time-dependent coefficients as well [16,17,18,19,20,21,22,23,24].
By combining the general results presented in [9] with our model (12), we obtain results on the existence and uniqueness of the boundary value problem, as well as maximal regularity estimates.
The primary finding of this paper is presented in the following theorem:
3. Preliminaries
We establish the Lemma, which will be utilized in the proof of the theorem presented in Section 4.
Lemma 2.
If A is a positive definite linear self-adjoint operator, is also a positive definite linear operator.
Proof.
First, we want to prove the existence of the operator . Since A is a positive definite self-adjoint operator, according to spectrum theorem, there is a unique positive definite, self-adjoint operator, denoted as , that satisfies the condition
Next, we prove the linearity of the operator ; a self-adjoint operator on a finite-dimensional complex vector space is diagonalizable with real eigenvalues. Since A is a self-adjoint operator, it possesses an orthonormal basis of eigenvectors with associated eigenvalues . Therefore, A can take the form of:
where denotes the conjugate transpose (or dual) of .
We introduce the operator defined as
since are real and non-negative as A is positive definite, is well defined.
To show that is a linear operator, we need to verify that it satisfies the fundamental linearity conditions. Specifically, we will check the following:
- Additivity: For any vectors u and vgiven that u and v can be represented as linear combinations of the eigenvectors , we can use the linearity of A to show that (17) is satisfied.
- Homogeneity: For any scalar c and vector uThe proof method is the same as above.
□
4. Main Results
We consider the main problem in (12):
for every fixed , belongs to a family of analytic generators on the closed right half plane, and there exists a maximal regularity estimate for with a constant C that does not depend on t within the interval . Moreover, we suppose that the domain is isomorphic to a fixed Banach space D which is a subset of X, for all . Additionally, the mapping is continuous.
When , the characteristic equation for (19) is:
Here, represents the eigenvalues (or characteristic roots) of the differential operator. When in (19), the problem becomes one of parabolic equations, we would use the maximal regularity of parabolic equations to generalize the result on hyperbolic equations for in (19).
4.1. When : The Maximal Regularity of Parabolic Equations
When , solving (20) for , we have . generates the analytic semigroup for every fixed .
To verify is a semi-group under multiplication, we check:
- Closure:
- Associativity:
is an analytic semi-group if is an analytic function of s for all s in some interval containing 0.
For a linear operator on a Banach space X, the exponential function is defined as:
which converges for all since ; therefore, is an analytic semi-group.
For each in the interval , belongs to a family of analytic generators that fulfills
and the maximal regularity estimate with a constant C that does not vary with t within the interval . To satisfy the R-boundedness (22), we check in (21):
only if .
In this scenario, we require that the solution of Equation (19) with belongs to the space . The set of all satisfying this condition defines an intermediate space between X and D, which, notably, does not vary with t in our case. We denote this intermediate space as and suggest consulting the notes for additional information. For elements , we possess an estimate
for a constant uniformly in .
In proving the existence of a solution to (19) when for , we write
Denote by the solution of
Hence, at least formally, the solutions to Equation (24) can be regarded as fixed points of the operator L. We will now utilize maximal regularity to demonstrate that L behaves as a contraction in the space for , provided that is sufficiently small. Specifically, for any , the difference corresponds to the solution u of
Solving (25), we have
Since D is isomorphic to when equipped with the norm defined by , we obtain with the maximal regularity inequality
we deduce
Provided a is small enough, the inequality holds, enabling us to invoke Banach’s fixed point theorem for the operator L mapping to itself. This gives us a solution to the differential equation with initial condition on . Given that our constants are independent of t and is uniformly continuous on , we can extend this solution by repeatedly applying the same argument with updated initial values . After repeating this process multiple times, we obtain a unique solution on the entire interval .
Remark 4.
The application of maximal regularity on parabolic equation above implies the rate of change of , and are sufficiently small so that there exists a sufficiently large number C to bound (26), for some appropriate C.
4.2. When : The Maximal Regularity of Parabolic Equations
When , solving (20) for , we have . Since is positive definite according to (4), the eigenvalues corresponding to are positive real numbers. Therefore, we only take the positive real , that is
To satisfy the condition to generate the analytic semigroup, must be a linear self-adjoint operator; from Lemma (2), we have
and
which means is a linear operator. So, generates the analytic semigroup for every fixed .
To verify is a semi-group under multiplication, we check:
- Closure:
- Associativity:
is an analytic semi-group if is an analytic function of s for all s in some interval containing 0.
For a linear operator on a Banach space X, the exponential function is defined as:
which converges for all since ; therefore, is an analytic semi-group.
For each in the interval , belongs to a family of analytic generators that fulfills
To satisfy the R-boundedness (31), we check in (30):
only if so that .
For the solution of (19) with to be in the space is our requirement here. The collection of all such g in X forms an intermediate space between X and D, which, importantly, is independent of t in our context. We designate this intermediate space as and refer to the notes for more details. For g belonging to Y, we have an estimation
for a constant uniformly in .
In proving the existence of a solution to (19) when for , we write
Let represent the solution of
then, if the solution of (33) are fixed points of L, the solution is unique. Indeed, we prove the solution exists and is unique by contradiction. Suppose , then corresponds to the solution u of
Integrating and transforming (34), we have
Solving (35), we define a new function which is the integral of :
then
here, we implicitly assume that the constant term of the integral is zero, as we can absorb this constant term by adjusting the initial condition of . Denote the second integral
Thus, we have
we can rewrite (36) as
the general (homogeneous) solutions to (37) are
now, we want to find the particular solution to (37), since we have
for some appropriate C from the application of maximal regularity of the parabolic equation in the last section, for , by Duhamel’s integral formula,
So, the solution to (37) is
substituting (39) back to (36), notice the equation
established since has no singularity and can be expressed in the form of ; if has singularity, can not be expressed in the form of as is an entire function.
One can check [25], page 3, the movable singularities of all solutions to the equation , with I being irrational in u, are either algebraic branch points or logarithmic singularities.
One can check [25], Painlevé’s theorem in page 3, the movable singularities of all solutions to the equation of the form , where R is rational in u with coefficients that are analytic in z on some common open set, are either poles or algebraic branch points.
In condition , where I is non-algebraic in u, all movable singularities of all complex solutions of are at most algebraic branch points; this is supported by the following theorems in [25]:
Theorem 2.
All movable singularities of all complex solutions of an autonomous first-order ordinary differential equation of the form , where I is non-algebraic in y, are at most algebraic branch points.
Remark 5.
The properties of the integral depend on the specific form of the function . The integral of a non-algebraic function can be either algebraic or non-algebraic; for example, is non-algebraic but is algebraic over its domain (though not rational) in the sense that it can be expressed as a finite combination of algebraic functions and operations, is non-algebraic and is also non-algebraic. On the other hand, the integral of an algebraic function can be either non-algebraic or algebraic; for example, the function is algebraic at , its integral is non-algebraic in the sense that it cannot be expressed as a finite combination of algebraic functions and operations. This example also shows that the integral of a rational function can be an irrational function. is algebraic and is also algebraic. Finally, the integral of an irrational function can be a rational function; for example, is irrational for non-square t, but is rational.
In general, the solution y to the differential equation involving a positive definite self-adjoint operator in (12) will not be algebraic; it will typically involve transcendental functions. Based on these theorems, we have to restrict all solutions of for (16) have no poles nor algebraic branch points; this is the necessary condition in our proof.
Therefore,
so that
Combining with (34), we have
By calculation,
Combining with (42), we have
Let be the largest eigenvalue of , then
Remark 6.
The spectral radius of a matrix A is the maximum absolute value of its eigenvalues; for any matrix norm , it is known that . Therefore, .
We have
solving the integral:
Taking the p-th root to get back to the norm:
the largest eigenvalues of are less than C, and we deduce
Remark 7.
For a symmetric matrix A, the spectral norm is simply the absolute value of the largest eigenvalue of A. Therefore, in the fifth line from the bottom, we have , .
Remark 8.
is used to check the lower bound of , since if the lower bound of is greater than or equal to 1, L could not define a contraction map.
If a is small enough,
and
By applying Banach’s fixed point to the mapping L: , we can obtain a solution for on . Since our constants do not vary with t and is uniformly continuous on , we repeat the argument with the initial value , and after many repetitions, we obtain a solution on , and this solution is unique. Given this unique solution, we can derive the maximal regularity inequality:
5. Discussion
Nonlinear hyperbolic partial differential equations are of paramount importance in various fields, including hypoelastic solids (as referenced in [26]), astrophysics (as referenced in [21]), electromagnetic theory (as referenced in [27]), the propagation of heat waves (as referenced in [28]), and numerous other disciplines. In this article, we adopt special boundary conditions to ensure that the second-order differential operator in our second-order nonlinear hyperbolic equations becomes linear, positive definite, and self-adjoint. A positive definite operator implies that the eigenvalues corresponding to the operator are all positive, the square root of the positive eigenvalue is real, and only an operator with real eigenvalues can be made self-adjoint by imposing specific boundary conditions. These conditions are prerequisites for the application of semigroup theory and linear operator theory. Even so, the maximal regularity of the second-order nonlinear hyperbolic equation depends on whether the equation governing the first-order time derivative of the solution possesses algebraic branch points and poles, and we also have to restrict the spectrum norm of the second-order differential operator to be less than 1 to satisfy the R-boundedness condition. This paper provides a methodology for scholars to explore the maximal regularity of other equations.
Funding
This research was funded in part by the CAS AMSS-PolyU Joint Laboratory of Applied Mathematics.
Data Availability Statement
No data are applied within the article.
Acknowledgments
This article stems from an inquiry I made to Buyang Li on 6 December 2023, regarding the suitability of this topic for initiating my research. Li informed me that there exist counterexamples to the maximal regularity of hyperbolic equations, prompting my desire to investigate and understand precisely in which case the maximal regularity of hyperbolic equations will exist.
Conflicts of Interest
The author declares no conflicts of interest.
References
- Bu, S.; Cai, G. Periodic solutions of second order degenerate differential equations with delay in Banach spaces. Can. Math. Bull. 2018, 61, 717–737. [Google Scholar] [CrossRef]
- Bu, S.; Cai, G. Well-posedness of third order degenerate differential equations with finite delay in Banach spaces. Res. Math. 2021, 76, 85. [Google Scholar] [CrossRef]
- Bu, S.; Cai, G. Solutions of third order degenerate equations with infinite delay in Banach spaces. Banach J. Math. Anal 2020, 14, 1201–1221. [Google Scholar] [CrossRef]
- Bu, S.; Cai, G. Periodic solutions of fractional degenerate differential equations with delay in Banach spaces. Isr. J. Math. 2019, 232, 695–717. [Google Scholar] [CrossRef]
- Bu, S.; Cai, G. Well-posedness of fractional degenerate differential equations in Banach spaces. Fract. Calc. Appl. Anal. 2019, 22, 379–395. [Google Scholar] [CrossRef]
- Keyantuo, V.; Lizama, C. Periodic solutions of second order differential equations in Banach spaces. Math. Z. 2006, 253, 489–514. [Google Scholar] [CrossRef]
- Lizama, C.; Ponce, R. Maximal regularity for degenerate differential equations with infinite delay in periodic vector-valued function spaces. Proc. Edinb. Math. Soc. 2013, 56, 853–871. [Google Scholar] [CrossRef]
- Evans, L.C. Linear Evolution Equations. In Partial Differential Equations; Publishing House: New York, NY, USA, 1998; pp. 349–428. [Google Scholar]
- Denk, R. An introduction to maximal regularity for parabolic evolution equations. In Proceedings in Mathematics & Statistics; Publishing House: Singapore, 2021; pp. 1–70. [Google Scholar]
- Amann, H. Maximal regularity for nonautonomous evolution equations. Adv. Nonlinear Stud. 2004, 4, 417–430. [Google Scholar] [CrossRef]
- Amann, H. Linear and Quasilinear Parabolic Problems, 1st ed.; Birkhäuser: Basel, Switzerland, 1995; pp. 39–191. [Google Scholar]
- Prüss, J. Maximal regularity for evolution equations in Lp-spaces. Conf. Semin. Mat. Univ. Bari 2002, 285, 1–39. [Google Scholar]
- Li, B.; Sun, W. Maximal regularity of fully discrete finite element solutions of parabolic equations. SIAM J. Numer. Anal. 2016, 55, 521–542. [Google Scholar] [CrossRef]
- Weis, L. A new approach to maximal Lp-regularity. In Evolution Equations and Their Applications in Physical and Life Sciences; Lecture Notes in Pure Applied Mathematics 215; Marcel Dekker: New York, NY, USA, 2001; pp. 195–214. [Google Scholar]
- Weis, L. Operator-valued, Fourier multiplier theorems and maximal Lp regularity. Math. Ann. 2001, 319, 735–758. [Google Scholar] [CrossRef]
- Arendt, W.; Chill, R.; Fornaro, S.; Poupaud, C. Maximal regularity for nonautonomous evolution equations. J. Differ. Equ. 2007, 237, 1–26. [Google Scholar] [CrossRef]
- Ashyralyev, A.; Piskarev, S.; Weis, L. On well-posedness of difference schemes for abstract parabolic equations in Lp([0,T];E) spaces. Numer. Funct. Anal. Optim. 2002, 23, 669–693. [Google Scholar] [CrossRef]
- Auscher, P.; Qafsaoui, M. Observations on W1,p estimates for divergence elliptic equations with VMO coefficients. Boll. Della Unione Mat. Ital.-B 2002, 8, 487–509. [Google Scholar]
- Auscher, P.; Tchamitchian, P. Square roots of elliptic second order divergence operators on strongly Lipschitz domain: Lp theory. Math. Ann. 2001, 320, 577–623. [Google Scholar] [CrossRef]
- Bakaev, N. Maximum norm resolvent estimates for elliptic finite element operators. BIT Numer. Math. 2001, 41, 215–239. [Google Scholar] [CrossRef]
- Brenner, S.C.; Ridgway Scott, L. The Mathematical Theory of Finite Element Methods, 3rd ed.; Springer: New York, NY, USA, 2008; pp. 1–47. [Google Scholar]
- Chrysafinos, K.; Walkington, N. Error estimates for the discontinuous Galerkin meth ods for parabolic equation. SIAM J. Numer. Anal. 2006, 44, 349–366. [Google Scholar] [CrossRef]
- Crouzeix, M. Contractivity and analyticity in lp of some approximation of the heat equation. Numer. Algorithm 2003, 33, 193–201. [Google Scholar] [CrossRef]
- Gallarati, C.; Veraar, M. Maximal regularity for non-autonomous equations with measurable dependence on time. Potential Anal. 2016, 46, 527–567. [Google Scholar] [CrossRef]
- Liu, X. A Study of Movable Singularities in Non-Algebraic First-Order Autonomous Ordinary Differential Equations. Mathematics 2024, 12, 2074. [Google Scholar] [CrossRef]
- Yu, S.-T.J.; Yang, L.X.; Lowe, R.L.; Bechtel, S.E. Numerical simulation of linear and nonlinear waves in hypoelastic solids by the cese method. Wave Motion 2010, 47, 168–182. [Google Scholar] [CrossRef]
- Bloom, F. Systems of nonlinear hyperbolic equations associated with problems of classical electromagnetic theory. Comput. Math. Appl. 1985, 11, 261–279. [Google Scholar] [CrossRef]
- Qiu, H.; Zhang, Y. Decay of the 3D quasilinear hyperbolic equations with nonlinear damping. Adv. Math. Phys. 2017, 2017, 2708483. [Google Scholar] [CrossRef]
Disclaimer/Publisher’s Note: The statements, opinions and data contained in all publications are solely those of the individual author(s) and contributor(s) and not of MDPI and/or the editor(s). MDPI and/or the editor(s) disclaim responsibility for any injury to people or property resulting from any ideas, methods, instructions or products referred to in the content. |
© 2024 by the author. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).