\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2014 (2014), No. 168, pp. 1--9.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2014 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2014/168\hfil Existence and non-existence of global solutions] {Existence and non-existence of global solutions for a semilinear heat equation \\ on a general domain} \author[M. Loayza, C. Paix\~ao \hfil EJDE-2014/168\hfilneg] {Miguel Loayza, Crislene S. da Paix\~ao} % in alphabetical order \address{Miguel Loayza \newline Departamento de Matem\'atica, Universidade Federal de Pernambuco - UFPE, 50740-540, Recife, PE, Brazil} \email{miguel@dmat.ufpe.br} \address{Crislene S. da Paix\~ao \newline Departamento de Matem\'atica, Universidade Federal de Pernambuco - UFPE, 50740-540, Recife, PE, Brazil} \email{crisspx@gmail.com} \thanks{Submitted May 27, 2014. Published July 31, 2014.} \subjclass[2000]{35K58, 35B33, 35B44} \keywords{Parabolic equation; blow up; global solution} \begin{abstract} We consider the parabolic problem $u_t-\Delta u=h(t) f(u)$ in $\Omega \times (0,T)$ with a Dirichlet condition on the boundary and $f, h \in C[0,\infty)$. The initial data is assumed in the space $\{ u_0 \in C_0(\Omega); u_0\geq 0\}$, where $\Omega$ is a either bounded or unbounded domain. We find conditions that guarantee the global existence (or the blow up in finite time) of nonnegative solutions. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{remark}[theorem]{Remark} \allowdisplaybreaks \section{Introduction} Let $\Omega\subset \mathbb{R}^N$ be either a bounded or unbounded domain with smooth boundary. Meier \cite{Meier1} considered the blow up phenomenon of the solutions of the parabolic problem \begin{equation}\label{In.me} \begin{gathered} u_t- Lu =h(x,t) f(u) \quad \text{in }\Omega \times (0,T),\\ u=0 \quad \text{on }\partial \Omega \times (0,T),\\ u(0)=u_0\geq 0 \quad \text{in }\Omega, \end{gathered} \end{equation} where \[ L=\sum_{i,j=1}^N a_{ij}(x,t) \frac{\partial^2}{\partial x_i \partial x_j} +\sum_{i=1}^N b_i(x,t) \frac{\partial}{\partial x_i} \] is an uniformly elliptic operator in $\Omega$ with bounded coefficients $a_{ij}=a_{ji}$ and $h$ is a continuous function with $h(\cdot, t)$ bounded. The assumptions on the functions $f$ are the following: \begin{gather}\label{Cd.f} f \in C^1[0,\infty); \quad f(s)>0 \text{ for }s>0; \quad f(0)\geq 0; \quad f'\geq 0 ; \\ \label{Cd.fa} G(w)=\int_w^\infty \frac{d\sigma}{f(\sigma)}< \infty \quad\text{if }w>0. \end{gather} When $h(x,t)=h(t)$ we have the following result which follows from \cite[Theorem 2]{Meier1}. In this article, we denote by $(S(t))_{t\geq 0}$ the heat semigroup with the homogeneous Dirichlet condition on the boundary. \begin{theorem}[\cite{Meier1}] \label{thm1.1} Assume that $f$ satisfies conditions \eqref{Cd.f} and \eqref{Cd.fa} and $h(x,\cdot)=h(\cdot)\in C[0,\infty) $. \begin{itemize} \item[(i)] Let $f$ be convex with $f(0)=0$. Then the solution $u$ of \eqref{In.me} blows up in finite time, if there exists $\tau>0$ such that \begin{equation}\label{C3.Mei} G(\| S(\tau)u_0\|_\infty) \leq \int_0^\tau h(\sigma)d\sigma. \end{equation} \item[(ii)] Let $f(0)>0$. If there exists $\tau>0$ such that \begin{equation}\label{Mei.dos} G(0)\leq \| S(\tau)u_0\|_\infty \int_0^\tau \frac{h(\sigma)}{\| S(t)u_0\|_\infty}d\sigma, \end{equation} then the solution of \eqref{In.me} blows up in finite time. \end{itemize} \end{theorem} Meier \cite{Meier2} also considered the semilinear parabolic equation \begin{equation}\label{In.uno} \begin{gathered} u_t-\Delta u= h(t)u^p \quad \text{in }\Omega \times (0, T),\\ u=0 \quad \text{in }\partial \Omega \times (0,T),\\ u(0)=u_0\geq 0 \quad \text{in }\Omega, \end{gathered} \end{equation} where $h \in C[0,\infty)$, $p>1$ and $u_0 \in L^\infty(\Omega)$. He studied the existence of the Fujita critical exponent $p^*$ of \eqref{In.uno}, that is, a number such that if $1
p^*$, then there exists a nontrivial global solution of problem
\eqref{In.uno}.
Determining the value of the Fujita critical for problem \eqref{In.uno}
and its extensions has been objective of research of many authors,
see for instance
\cite{DLevine, Fujita, Levine, Meier3, Meier2, Meier1, W1, W2}.
Below we list some values of $p^*$, which depend of the domain $\Omega$ and
the function $h$. For instance,
\begin{itemize}
\item[(i)] If $\Omega=\mathbb{R}^N$ and $h=1$, then Fujita's result in \cite{Fujita}
means that $p^*=1+2/N$;
\item[(ii)] If $\Omega=R^N_k=\{x; x_i>0, i=1,...,k\}$ and $h(t) \sim t^{q}$ for $t$
large( i.e. there exist constants $c_0, c_1>0$ such that
$c_0 t^q \leq h(t)\leq c_1 t^{q}$ for $t$ large) and $q>-1$, then
$p^*=1+2(q+1)/(N+k)$, see \cite{Meier1};
\item[(iii)] If $\Omega$ bounded and $h(t) \sim e^{\beta t}$ for $t$ large,
$\beta>0$, then $p^*=1+\beta/\lambda_1$, where $\lambda_1$ is the first
Dirichlet eigenvalue of the Laplacian in $\Omega$, see \cite{Meier2}.
\end{itemize}
The results above can be obtained from the following general theorem,
using only of the asymptotic behavior of the solution $u(t)=S(t)u_0$,
$t\geq 0$, of the linear problem $u_t-\Delta u=0$, in $\Omega \times (0,\infty)$
and the function $h$.
\begin{theorem}[\cite{Meier2}] \label{thm1.2}
Let $p>1$, $h\in C [0,\infty)$.
(i) If there exists $u_0\in L^\infty(\Omega)$,
$u_0 \geq 0$ such that
\begin{equation}\label{C1.Mei}
\int_0^\infty h(\sigma )\| S(\sigma)u_0\|^{p-1}_\infty d\sigma <\infty,
\end{equation}
then there exists a global solution of \eqref{In.uno} with
$\lim_{t \to \infty}\| u(t)\|_\infty=0$.
(ii) If
\begin{equation}\label{C2.Mei}
\limsup_{t \to \infty}\|S(t)u_0\|^{p-1}\int_0^t h(\sigma)d\sigma=\infty
\end{equation}
for all $u_0 \in L^\infty(\Omega), u_0\geq 0$, then every nontrivial
nonnegative solution of \eqref{In.uno} blows up in finite time.
\label{Th.Meier1}
\end{theorem}
Condition \eqref{C1.Mei}, was used by Weissler \cite{W1}, when $h=1$ and
$\Omega=\mathbb{R}^N$, to find a non negative global solution of \eqref{In.uno}.
This is clear since we can choose $a_0$ so that $\overline u(t)=a(t) S(t)u_0$,
where
$$
a(t)=\Big[a_0^{-(p-1)}-(p-1)\int_0^t h(\sigma)\|S(\sigma)u_0\|_\infty^{p-1}d\sigma
\Big]^{-1/(p-1)},
$$
is a supersolution of \eqref{In.uno} defined for all $t\geq 0$.
In this work we are interested in the parabolic problem
\begin{equation}\label{In.dos}
\begin{gathered}
u_t-\Delta u= h(t)f(u) \quad \text{in }\Omega \times (0, T),\\
u=0 \quad \text{on }\partial \Omega \times (0,T),\\
u(0)=u_0\geq 0 \quad \text{in }\Omega,
\end{gathered}
\end{equation}
where $h\in C[0,\infty)$, $f \in C[0,\infty)$ is a locally Lipschitz function
and $u_0 \in C_0(\Omega)$.
Firstly, we are interested in finding conditions that guarantee the global
existence of solutions of problem \eqref{In.dos}. In particular, we would
like obtain a similar condition to Theorem 1.1(i). In second place, we are
interested in the blow up in finite time of nonnegative solutions of
\eqref{In.dos} assuming only $f$ locally Lipschitz, that is, without condition
\eqref{Cd.f}.
It is well known that if $f$ is locally Lipschitz, $f(0)=0$ and
$u_0 \in C_0(\Omega)$, $u_0 \geq 0$, problem \eqref{In.dos} has a unique
nonnegative solution $u \in C([0, T_{\rm max}), C_0(\Omega))$ defined in the maximal
interval $[0,T_{\rm max})$ and verifying the equation
\begin{equation}\label{Re.uno}
u(t)=S(t)u_0 + \int_0^t S(t-\sigma)h(\sigma)f(u(\sigma))d\sigma,
\end{equation}
for all $t \in [0,T_{\rm max})$. Moreover, we have the blow up alternative:
either $T_{\rm max}=\infty$(global solution) or $T_{\rm max}<\infty$ and
$\lim_{t\to T_{\rm max}}\|u(t)\|_\infty=\infty$ (blow up solution).
Throughout this work a nonnegative function $u \in C([0,T), C_0(\Omega))$ is said to be a solution of \eqref{In.dos} in a interval $[0, T)$ if satisfies equation \eqref{Re.uno}.
Our first result is about the existence of a global solution of problem \eqref{In.dos}.
\begin{theorem}\label{Th.dos}
Assume that $f$ is locally Lipschitz and $f(0)=0$. Suppose that there exists
$a>0$ such that the functions $f$ and $g:(0,\infty) \to [0,\infty)$,
defined by $g(s)=f(s)/s$, are nondecreasing in $(0,a]$.
If $v_0\in C_0(\Omega)$, $v_0\geq 0, v_0 \neq 0, \|v_0\|_\infty\leq a $
verifies
\begin{equation}\label{In.cua}
\int_0^\infty h(\sigma) g(\|S(\sigma)v_0\|_\infty) d\sigma <1,
\end{equation}
then there exists $u_0^* \in C_0(\Omega)$, $0\leq u_0^* \leq v_0$ such that
for any $u_0 \in C_0(\Omega)$ $0\leq u_0\leq u_0^*, u_0 \neq 0$ the solution
of \eqref{In.dos} is a global solution. Moreover, there exists a constant
$\gamma>0$ so that $u(t)\leq \gamma \cdot S(t)u_0$ for all $t\geq 0$.
In particular, $\lim_{t \to \infty}\|u(t)\|_\infty=0$.
\end{theorem}
\begin{remark} \rm
(i) In Theorem \ref{Th.dos} we assume that $g$ is nondecreasing in some
interval $(0,a]$. This condition is verified, for instance, if $f$ is a
convex function. An analogous condition on $g$ was used also in
\cite[Theorem 7]{Meier2}, but there it is assumed that $f(0)=f'(0)=0$ and
$\Omega=\mathbb{R}^N_k$.
(ii) If $f(t)=t^p$ for all $t\geq 0$ and $p>1$, we have that $G(w)=w^{1-p}/(p-1)$
and $g(s)=s^{p-1}$. Thus, condition \eqref{In.cua} reduces to condition
\eqref{C1.Mei}.
\end{remark}
Our second result is the following.
\begin{theorem} \label{Th.uno}
Let $f$ be a locally Lipschitz function, $f(0)=0$, $f(s)>0$ for all $s>0$ and
$G$ given by \eqref{Cd.fa}. Assume that the following conditions are satisfied:
\begin{itemize}
\item[(i)] The function $f$ is nondecreasing and verifies the following property
\begin{equation}\label{Cf}
f(S(t)v_0) \leq S(t) f(v_0),
\end{equation}
for all $v_0 \in C_0(\Omega), v_0\geq 0$ and $t>0$.
\item[(ii)] There exist $\tau>0$ and $u_0\in C_0(\Omega)$, $u_0\geq 0, u_0 \neq 0$
such that
\begin{equation}\label{In.tre}
G(\|S(\tau )u_0\|_\infty) \leq \int_0^{\tau }h(\sigma)d\sigma.
\end{equation}
\end{itemize}
Then the solution of problem \eqref{In.dos} blows up in finite time $T_{\rm max}\leq \tau$.
\end{theorem}
\begin{remark} \label{Rmk.uno} \rm
Regarding Theorem \ref{Th.uno} we have the following comments:
\begin{itemize}
\item[(i)] By the positivity of the heat semigroup, we have that
$S(t)v_0\geq 0$ if $v_0 \geq 0$. Hence, the left side of \eqref{Cf}
is well defined.
\item[(ii)] If $f$ is a convex function and $\Omega=\mathbb{R}^N$, then
\eqref{Cf} holds. It is clear, by Jensen's inequality since $S(t)u_0 =k_t \star u_0$,
where $k_t$ is a heat kernel.
\item[(iii)] If $f$ is twice differentiable and convex, then \eqref{Cf} holds.
Indeed, if $w(t) = f(S(t)v_0)$, then
$w_t-\Delta w=-f''(S(t)v_0) |\nabla S(t)v_0|^2 \leq 0$.
We then conclude using the maximum principle.
\end{itemize}
\end{remark}
Theorem \ref{Th.dos} is proved using a monotone sequence method,
see \cite{P2,W1}. Our arguments for proving Theorem \ref{Th.uno}
are different to the arguments in Meier. Precisely, Meier uses
the subsolutions method for problem \eqref{In.me}, whereas we use the
formulation \eqref{Re.uno} to get an ordinary differential inequality,
see inequality \eqref{Pr.odi}.
We now apply our results to the heat equation with logarithmic nonlinearity
\begin{equation}\label{Ej.dos}
\begin{gathered}
u_t-\Delta u= h(t) (1+u)[\ln (1+u)]^{q} \quad \text{in }\mathbb{R}^N \times (0, T),\\
u(0)=u_0\geq 0 \quad\text{in }\mathbb{R}^N,
\end{gathered}
\end{equation}
where $q>1$ and $h:[0,\infty)\to [0,\infty)$ is a continuous function.
Problem \eqref{Ej.dos} was introduced in \cite{73}, is a particular case
of more general quasilinear models with common properties of convergence
to Hamilton-Jacobi equations studied
in \cite{76}, where the asymptotic of global in time solutions were established.
For the mathematical theory of blow-up, see \cite{89} and the references therein.
We have the following result.
\begin{theorem}\label{Th.Ej2}
Assume that $q>1$, $h:[0,\infty) \to [0,\infty)$ is a continuous function such
that $h(t)\sim t^{r}$ for $t$ large enough and $r>-1$.
(i) If $11+\frac{2}{N}(r+1)$, there exists $u_0 \in C_0(\mathbb{R}^N)$,
$u_0\neq 0, u_0\geq 0$ so that the solution of \eqref{Ej.dos}
is a global solution.
\end{theorem}
We also apply our results to the exponential reaction model
\begin{equation}\label{Ej.uno}
\begin{gathered}
u_t-\Delta u = h(t)[\exp (\alpha u)-1]\quad\text{in }\Omega \times (0, T),\\
u=0 \quad \text{on }\partial \Omega \times (0,T),\\
u(0)=u_0\geq 0 \quad\text{in }\Omega,
\end{gathered}
\end{equation}
with $\alpha>0$, $h\in C [0,\infty)$ and $\Omega$ a bounded domain with
smooth boundary. These problems are important in combustion theory \cite{172}
under the name of solid-fuel model (Frank-Kamenetsky equation).
\begin{theorem}\label{Th.Ej1}
Let $\alpha>0$ and $h\in C[0,\infty)$.
\begin{itemize}
\item[(i)] If there exists $\tau>0$ such that $\int_0^\tau h(\sigma)d\sigma\geq 1/\alpha$,
then there exists $u_0 \in C_0(\Omega), u_0\geq 0$ so that the solution of problem
\eqref{Ej.uno} blows up in finite time.
\item[(ii)] If $\int_0^\infty h(\sigma)d\sigma<1/\alpha$, then there exists
$u_0 \in C_0(\Omega), u_0\geq 0$ such that the solution of problem \eqref{Ej.uno}
is global.
\end{itemize}
\end{theorem}
\section{Proof of the main results}
\begin{lemma}\label{Lem.com}
Assume $h, f:[0,\infty) \to [0, \infty)$ with $h$ continuous, $f$ locally
Lipschitz and nondecreasing. Let $u , v \in C([0,T], C_0(\Omega)) $ be solutions
of problem \eqref{In.dos}(in the sense of \eqref{Re.uno}) with $u(0)=u_0\geq 0$
and $v(0)=v_0 \geq 0$. If $u_0\leq v_0$, then $u(t)\leq v(t)$ for all $t \in [0,T]$.
\end{lemma}
\begin{proof}
Let $M=\max\{\|u(t)\|_\infty, \|v(t)\|_\infty; t \in [0,T]\}$. Since
$u_0 \leq v_0$ we have
\begin{equation}\label{Comp.uno}
u(t)-v(t)\leq \int_0^t S(t-\sigma) h(\sigma)[f(u(\sigma))-f(v(\sigma))]d\sigma.
\end{equation}
On the other hand, since $u\leq u^+$, $f$ is nondecreasing and locally Lipschitz,
we have
$$
[f(u)-f(v)]\leq [f(u)-f(v)]^{+}\leq L_M (u-v)^+,
$$
where $L_M$ is the Lipschitz constant in $[0,M]$. Thus, it follows from
inequality \eqref{Comp.uno} that
$$
\|[u(t)-v(t)]^{+}\|_\infty\leq L_M\int_0^t h(\sigma)\|[u(\sigma)-v(\sigma)]^{+}\|_\infty.
$$
The conclusion follows from Gronwall's inequality.
\end{proof}
\begin{proof}[Proof of Theorem \ref{Th.uno}]
We adopt the argument used in the proof of\cite[Lemma 15.6]{QS}.
Assume that $u$ is a global solution and let $0