\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2015 (2015), No. 192, pp. 1--11.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2015 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2015/192\hfil Blow up and quenching] {Blow up and quenching for a problem with nonlinear boundary conditions} \author[N. Ozalp, B. Selcuk \hfil EJDE-2015/192\hfilneg] {Nuri Ozalp, Burhan Selcuk} \address{Nuri Ozalp \newline Department of Mathematics, Ankara University, Besevler, 06100, Turkey} \email{nozalp@science.ankara.edu.tr} \address{Burhan Selcuk \newline Department of Computer Engineering, Karabuk University, Bali klarkayasi Mevkii, 78050, Turkey} \email{bselcuk@karabuk.edu.tr} \thanks{Submitted May 27, 2015. Published July 20, 2015.} \subjclass[2010]{35K20, 35K55, 35B50} \keywords{Heat equation; nonlinear parabolic equation; blow up; \hfill\break\indent nonlinear boundary condition; quenching; maximum principle} \begin{abstract} In this article, we study the blow up behavior of the heat equation $ u_t=u_{xx}$ with $u_x(0,t)=u^{p}(0,t)$, $u_x(a,t)=u^q(a,t)$. We also study the quenching behavior of the nonlinear parabolic equation $v_t=v_{xx}+2v_x^{2}/(1-v)$ with $v_x(0,t)=(1-v(0,t))^{-p+2}$, $ v_x(a,t)=(1-v(a,t))^{-q+2}$. In the blow up problem, if $u_0$ is a lower solution then we get the blow up occurs in a finite time at the boundary $x=a$ and using positive steady state we give criteria for blow up and non-blow up. In the quenching problem, we show that the only quenching point is $x=a$ and $v_t$ blows up at the quenching time, under certain conditions and using positive steady state we give criteria for quenching and non-quenching. These analysis is based on the equivalence between the blow up and the quenching for these two equations. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{remark}[theorem]{Remark} \newtheorem{definition}[theorem]{Definition} \allowdisplaybreaks \section{Introduction} In this article, we study the blow up and quenching problems with nonlinear boundary conditions. \subsection*{Blow up problem} We study the behavior of solutions to the heat equation, with nonlinear boundary conditions, \begin{equation} \label{e1.1} \begin{gathered} u_t=u_{xx},\quad 00,T\leq \infty $. They showed that the solutions have a finite time blow-up and obtained the exact blow-up rates for the necessary and sufficient conditions. They also proved that the blow-up will occur only at the boundary $x=1$. Fu et al. \cite{f3} studied the same problem. Under certain conditions, they proved that the blow-up point occurs only at the boundary $x=1$. Then, by applying the well-known method of Giga-Kohn, they derived the time asymptotic of solutions near the blow-up time. Finally, they proved that the blow-up was complete. Since 1975, quenching problems with various boundary conditions have been studied extensively \cite{c1,c2,d2,o1,s1,s2}. Chan and Yuen \cite{c2} considered the problem \begin{gather*} u_t=u_{xx},\quad \text{in } \Omega , \\ u_x( 0,t) =(1-u(0,t))^{-p},\quad u_x( a,t) =(1-u(a,t))^{-q},\quad 00$, $T\leq \infty $, $D=(0,a)$, $\Omega =D\times (0,T)$. They showed that $x=a$ is the unique quenching point in finite time if $u_0$ is a lower solution, and $u_t$ blows up at quenching time. Further, they obtained criteria for nonquenching and quenching by using the positive steady states. Ozalp and Selcuk \cite{o1} considered the problem \begin{gather*} u_t=u_{xx}+(1-u)^{-p},\quad 00$. Thus, the theorem is proved. \end{proof} \begin{lemma} \label{lem1} If $u_{xx}(x,0)\geq 0\ $in $(0,a)$, then \begin{itemize} \item[(i)] $u_t>0$ in $(0,a)\times (0,T)$. \item[(ii)] $u_x>0$ in $(0,a)\times (0,T)$. \end{itemize} \end{lemma} \begin{proof} (i) Since $u_{xx}(x,0)\geq 0$ in $(0,a)$, $u_0'( 0) =u_0^{p}(0)$, $u_0'(a) =u_0^q(a)$ it follows from Definition \ref{def1} that $u_0(x)$ is a lower solution of the problem \eqref{e1.1}. The strong maximum principle implies that \[ u(x,t)\geq u_0(x)\quad \text{in }(0,a)\times (0,T). \] Let $h$ be a positive number less than $T$, and \[ z(x,t)=u(x,t+h)-u(x,t). \] Then \begin{gather*} z_t = z_{xx}\quad \text{in }(0,a)\times (0,T-h), \\ z(x,0) \geq 0\quad \text{on }[0,a], \\ z_x(0,t) = p\xi ^{p-1}(t)z(0,t),z_x(a,t)=q\eta ^{q-1}(t)z(a,t),\quad 00$ in $(0,a)\times (0,T)$. (ii) Since $u_x(0,t)=u^{p}(0,t)>0$ and $u_{xx}=u_t>0$ in $(0,a)\times (0,T)$. Then, $u_x$ is an increasing function and so, $u_x(x,t)>0$ in $(0,a)\times (0,T)$. \end{proof} \begin{theorem} \label{thm2} Let $u$ be a solution of the problem \eqref{e1.1}, $f(u)=u^q$ and $q>1$. We assume that \begin{equation} \label{e2.1} \int_0^{\infty } \frac{ds}{f(s)}<\infty . \end{equation} If $u_0$ is a lower solution, assumption \eqref{e2.1} is satisfied, $q\geq p$, then \begin{itemize} \item[(a)] any positive solution of the problem \eqref{e1.1} must blow up in a finite time $T$ such that there exists a positive constant $\delta$ with \[ T\leq \frac{1}{\delta }\frac{M_0^{-q+1}}{q-1}, \] where $M_0=\underset{x\in [ 0,a]}{\max }u_0(x)$, \item[(b)] a blow up rate is obtained for $t$ sufficiently close to $T$ as \[ \sup_{x\in [ 0,a]} u(x,t)\leq C(T-t)^{1/(-q+1)}, \] where $C=(\delta (q-1))^{1/(-q+1)}$. \end{itemize} \end{theorem} \begin{proof} Let us prove it by using \cite[Theorems 1 and 2]{z1}. First, we define \[ J(x,t)=u_t(x,t)-\delta u^q(x,t)\quad \text{in }[0,a]\times [ \tau ,T), \] where $\tau \in (0,T)$ and $\delta $ is a positive constant to be specified later. Then, $J(x,t)$ satisfies \[ J_t-J_{xx}=\delta q(q-1)u^{q-2}u_x^{2}>0\quad \text{in } ( 0,a) \times (\tau ,T), \] since $q\geq 1$. $J(x,\tau )\geq 0$ by Lemma \ref{lem1} (i), if $\delta $ is small enough. Further, \begin{gather*} J_x(0,t) = pu^{p-1}(0,t)J(0,t)+(p-q)u^{p+q-1}(0,t)\leq pu^{p-1}(0,t)J(0,t), \\ J_x(a,t) = qu^{q-1}(a,t)J(a,t), \end{gather*} since $q\geq p$\ and $t\in (\tau ,T)$. By the maximum principle and Hopf's lemma for the parabolic equations, we obtain that $J(x,t)\geq 0$ for $ (x,t)\in [ 0,a]\times [ \tau ,T)$. Thus, we get \[ u_t(x,t)\geq \delta u^q(x,t), \] for $(x,t)\in [ 0,a]\times [ \tau ,T)$. Integrating from $t$ to $T$ we obtain \[ \int_t^{T}\frac{u_{s}(x,s)}{u^q(x,s)}ds\geq \delta (T-t). \] Let $u_0(x_0)=M_0=\max_{x\in [ 0,a]} u(x,0)$. If $x_0$ is a blow up point and \\ $\sup_{x_0\in [ 0,a]} u(x_0,T)\to \infty $ as $T\to \infty $, then \[ \int_{M_0}^{u(x_0,T)}\frac{ds}{f(s)}\geq \delta (T-t), \] where $f(s)=s^q$. But if assumption \eqref{e2.1} is satisfied, this leads to a contradiction. Therefore, any positive solution of the problem \eqref{e1.1} must blow up in finite time $T$. Further, we get an estimate for finite blow up time as \[ T\leq \frac{1}{\delta }\frac{M_0^{-q+1}}{q-1}. \] Furthermore, we get a blow up rate for $t$ sufficiently close to $T$ as \[ \sup_{x\in [ 0,a]} u(x,t)\leq C(T-t)^{1/(-q+1)}, \] where $C=(\delta (q-1))^{1/(-q+1)}$. \end{proof} \begin{theorem} \label{thm3} If $q>1$ and $u_0$ is a lower solution, then $x=a$ is the only blow up point. \end{theorem} \begin{proof} Define \[ J(x,t)=u_x-\varepsilon ( x-b_{1}) u^q\ \text{in } [b_{1},b_{2}]\times [ \tau ,T), \] where $b_{1}\in [ 0,a)$, $b_{2}\in (b_{1},a]$, $\tau \in (0,T)$ and $\varepsilon $ is a positive constant to be specified later. Then, $J(x,t)$ satisfies \[ J_t-J_{xx}=2\varepsilon qu^{q-1}u_x+\varepsilon q(q-1)( x-b_{1}) u^{q-2}u_x^{2}>0 \] in $( b_{1},b_{2}) \times [ 0,T)$. $J(x,\tau )\geq 0$ by Lemma \ref{lem1} (ii), if $\varepsilon $ is small enough. Further \begin{gather*} J(b_{1},t) = u_x(b_{1},t)>0, \\ J(b_{2},t) = u_x(b_{2},t)-\varepsilon ( b_{2}-b_{1}) u^q>0, \end{gather*} for $t\in (\tau ,T)$. By the maximum principle, we obtain that $J(x,t)\geq 0$ for $(x,t)\in [ b_{1},b_{2}]\times [ 0,T)$. Namely, $u_x\geq \varepsilon ( x-b_{1}) u^q$ for $(x,t)\in [b_{1},b_{2}]\times [ \tau ,T)$. Integrating this with respect to $x$ from $b_{1}$ to $b_{2}$, we have \begin{gather*} u^{-q+1}(b_{1},t) \geq u^{-q+1}(b_{2},t)+\frac{\varepsilon (q-1)(b_{2}-b_{1})^{2}}{2}, \\ u(b_{1},t) \leq \big[ \frac{\varepsilon (q-1)(b_{2}-b_{1})^{2}}{2}\big] ^{\frac{1}{-q+1}}<\infty . \end{gather*} So $u$ does not blow up in $[0,a)$. The proof is complete. \end{proof} \begin{theorem} \label{thm4} If $u_0$ is a lower solution, $q>1$ and $u_x(x,0)\geq xu^q(x,0)$ in $(0,a)$, then $x=a$ is the only blow up point, $a\leq 1$. \end{theorem} \begin{proof} Define $J(x,t)=u_x-xu^q$ in $[0,a]\times [ 0,T)$. Then, $J(x,t)$ satisfies \[ J_t-J_{xx}=2qu^{q-1}u_x+q(q-1)xu^{q-2}u_x^{2}, \] since $u_x>0$, $J(x,t)$ cannot attain a negative interior minimum. On the other hand, $J(x,0)\geq 0$ from $u_x(x,0)\geq xu^q(x,0)$ in $(0,a)$ and \begin{gather*} J(0,t) = u^{p}(0,t)>0, \\ J(a,t) = (1-a)u^q(a,t)\geq 0, \end{gather*} if $a\leq 1$, for $t\in (0,T)$. By the maximum principle, we obtain that $ J(x,t)\geq 0$, i.e. $u_x\geq xu^q$ for $(x,t)\in [ 0,a]\times [ 0,T)$. Integrating this with respect to $x$ from $x$ to $a$, we have \begin{gather*} u^{-q+1}(x,t) \geq u^{-q+1}(a,t)+(q-1)\frac{a^{2}-x^{2}}{2} \\ u(x,t) \leq \big[ (q-1)\frac{a^{2}-x^{2}}{2}\big] ^{\frac{1}{-q+1} }<\infty . \end{gather*} So $u$ does not blow up in $[0,a)$. The proof is complete. \end{proof} Now, we first obtain criteria for the blow up and non-blow up using positive steady state. The proof of the following lemma and theorem is analogous to that of Chan and Yuen \cite{c2}. Let us consider the positive steady states of the problem \eqref{e1.1}: \begin{equation} \label{e2.2} U_{xx}=0,\quad U_x( 0) =U^{p}(0),\quad U_x( a) =U^q(a). \end{equation} We have $U=I+nx$, where $n=I^{p}$, $n=(I+na)^q$. From these, we have \begin{equation} \label{e2.3} U=I+I^{p}x, \end{equation} where \[ I^{p}=(I+I^{p}a)^q, \] which gives \begin{equation} \label{e2.4} a(I)=I^{-p}( I^{p/q}-I) . \end{equation} We get \[ \lim_{I\to 0} a(I)=\lim_{I\to 0} \frac{I^{p/q}-I}{I^{p}}=\infty . \] But, by using L'H\^{o}pital's rule two times, we obtain \[ \lim_{I\to 0} a(I)= \lim_{I\to 0} \frac{( \frac{p}{q}) ( \frac{p}{q}-1) I^{p/q-2}}{ p(p-1)I^{p-2}}=0 \] for $p\neq 1$ and $q\neq 1$. If $\alpha$ is a positive number, which is very close to $0$, then we get $a(\alpha )=0$ and $a(1)=0$. Also, If we select $p>q$, then we note that $a(I)>0$ for $\alpha q$, then \eqref{e2.2} has a solution $u$ if and only if $00$, we have \[ a(I)=I^{-p+p/q}-I^{-p+1} \] which is impossible for $q\geq p$. (ii) Since $a(\alpha )=0=a(1)$ and $a(I)>0$ for $\alphaq$, the problem \eqref{e2.2} has a solution if and only if $0q$ and $a\in (0,A)$, then $u$ exists globally, provided $u_0\leq U(0)$. (b) Suppose that the assumptions of Theorem \ref{thm2} hold. Then, $u$ blows up in a finite time and $x=a$ is the only blow up point. Further, if $u_x(x,0)\geq xu^q(x,0)$ in $(0,a)$, then $a\leq 1$. \end{theorem} \begin{proof} (a) By Theorem \ref{thm1}, $u\leq U$. Hence $u$ exists globally. (b) By Lemma \ref{lem1} (i), $u_t>0$ in $(0,a)\times (0,T)$. If $u$ does not blow up in a finite time, then $u$ converges to $U$ which by Lemma \ref{lem2} (i), does not exist for $q\geq p$. This contradiction and Theorem \ref{thm2} shows that $u$ blows up in a finite time for $q\geq p$. Further, from Theorem \ref{thm3}, $x=a$ is the only blow up point. Furthermore, from Theorem \ref{thm4}, if $u_x(x,0)\geq xu^q(x,0)$ in $(0,a)$, then $a\leq 1$. The proof is complete.. \end{proof} \section{Quenching problem} The equivalence between the blow-up problem and the quenching problem is well known, for example see \cite{d2,s1}. Using transform $u=1/(1-v)$ in problem \eqref{e1.1}, we obtain the quenching problem \eqref{e1.2}. Then \eqref{e1.2} has three heat sources for $p,q>2$. We easily get quenching properties this difficult problem via \eqref{e1.1}. First, we give an auxiliary results for \eqref{e1.2}. \begin{remark} \label{rmk1} \rm (i) Let $u$ and $h$ be solutions of the problem \eqref{e1.1} and $v$ and $k$ be solutions of the problem \eqref{e1.2}. We let $u=\frac{1}{1-v}$, $h= \frac{1}{1-k}$. From Theorem \ref{thm1}, If $v_0\leq k_0<1$, then $ v(x,t,v_0)\leq k(x,t,k_0)$ on $[0,a]\times [ 0,T]$. (ii) Let $u$ be a solution of the problem \eqref{e1.1} and $v$ be a solution of the problem \eqref{e1.2}. We define $u=\frac{1}{1-v}$. If $u_0$ is a lower solution of the problem \eqref{e1.1}, then we known the following results from Lemma \ref{lem1}: \[ u_t>0, \quad u_x>0, \quad u_{xx}>0\quad \text{in }(0,a)\times (0,T). \] Similarly, we obtain \[ v_t>0,\quad v_x>0\quad \text{in }(0,a)\times (0,T). \] \end{remark} \begin{theorem} \label{thm6} If $u_x(x,0)\geq u^{2}(x,0)$ in $[0,a]$ and $p,q\geq 2$ in the problem \eqref{e1.1}, then $x=a$ is the only quenching point of problem \eqref{e1.2}. \end{theorem} \begin{proof} Let $M(x,t)=u_x(x,t)-u^{2}(x,t)$ in $[0,a]\times [ 0,T)$ and $M(x,t)$ satisfies \begin{gather*} M_t-M_{xx} = 2u_x^{2}(x,t)>0\quad \text{in }( 0,a) \times [ 0,T), \\ M(0,t) = u^{p}(0,t)-u^{2}(0,t)\geq 0,\quad 0q$, then we note that $a(d)>0$ for $\beta q$, then it has a solution $v$ if and only if $00$, we have \[ a(d)=d^{-p+p/q}-d^{-p+1} \] which is impossible for $q\geq p$. (ii) Since $a(\beta )=0=a(1)$ and $a(d)>0$ for $\beta q$, the problem \eqref{e3.1} has a solution if and only if $0q$ and $a\in (0,A)$, then $v$ exists globally, provided $v_0\leq V(0)$. (b) Suppose that the assumptions of Theorem \ref{thm6} holds. If $q\geq p$, then $x=a$ is the only quenching point. Further, if $\lim_{t\to T}v(a,t)=1$ for some finite time $T$, then $v_t$ blows up. \end{theorem} \begin{proof} (a) By Remark \ref{rmk1} (i), $v\leq V$. Hence $v$ exists globally. (b) By Remark \ref{rmk1} (ii), $v_t>0$ on $(0,a)\times (0,T)$. If $v$ does not quench in a finite time, then $v$ converges to $V$ which does not exist for $q\geq p$ by Lemma \ref{lem3} (i). This contradiction shows that $v$ quenches for $q\geq p$. Further, from Theorem \ref{thm6}, $x=a$ is the only quenching point. Furthermore, from Theorem \ref{thm7}, if $\lim_{t\to T}v(a,t)=1$ for some finite time $T$, then $v_t$ blows up. The proof is complete. \end{proof} \begin{thebibliography}{99} \bibitem{a1} J. R. 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