Abstract
We study uniqueness of solutions to degenerate parabolic problems, posed in bounded domains, where no boundary conditions are imposed. Under suitable assumptions on the operator, uniqueness is obtained for solutions that satisfy an appropriate integral condition; in particular, such condition holds for possibly unbounded solutions belonging to a suitable weighted \(L^1\) space.
1 Introduction
We investigate uniqueness of solutions to degenerate parabolic problems of the following type
where \(\Omega \subset \mathbb {R}^n\) is an open bounded subset and \(T>0\). Note that in (1.1) no boundary conditions are prescribed. Concerning the coefficient a(x, t) and the data f and \(u_0\), we always assume that
\(f\in C(Q_T), u_0\in C(\Omega )\). Furthermore, we assume that \(\partial \Omega \) is a manifold of dimension \(n-1\) of class \(C^3\).
A wide literature is devoted to degenerate elliptic and parabolic problems, based on both analytical methods (see, e.g., [3, 4]- [7, 12]- [19, 22]) and stochastic calculus (see, e.g., [11, 21]). Under appropriate assumptions on the behavior at the boundary of the coefficients of the operator, in [3] it is shown that uniqueness of solutions can hold without prescribing boundary conditions at some portion of the boundary. Such solutions belong to \(C^2(Q_T)\cap C({\bar{Q}}_T)\); therefore, they are bounded.
In [14, 15], by means of appropriate super- and subsolutions, similar uniqueness results have been obtained, also for unbounded solutions. It is assumed that the solutions satisfy suitable pointwise growth conditions near the boundary. Such conditions are related to the constructed super- and subsolutions.
In [17], uniqueness in the weighted Lebesgue space \(L^1_{d^{\beta }(x)}(Q_T)\, (\beta >0)\) is shown for degenerate operators in non-divergence form, under appropriate conditions on the coefficients, similar to those in [3]. Here and hereafter,
is the function distance from the boundary.
In [20], under suitable hypotheses on the coefficient a, uniqueness results for problem (1.1), in suitable weighted \(L^2\) spaces, are established by developing a general idea used, for instance, in [8] and in [9, Theorem 9.2] (see also [10]) for different purposes. Such uniqueness results are obtained as a consequence of suitable integral maximum principles. Note that integral maximum principles in the whole \(\mathbb R^n\) for solutions of degenerate parabolic equations are also obtained in [1, 2].
In this paper, we generalize the uniqueness results in [20], since we enlarge the uniqueness class. In fact, we now consider solutions belonging to an appropriate weighted \(L^1\) space. The passage from \(L^2\) to \(L^1\) causes important changes in the proofs. Let us outline the differences between our methods and results, and those in [20]. The line of arguments in [20] is the following: multiply the differential equation in (1.1) by suitable test functions, integrate by parts one time and obtain convenient estimates on the solution. To do this, an important step is to find a function \(\xi (x,t)\), depending on the distance function d(x), which is Lipschitz continuous w.r.t. to x and \(C^1\) w.r.t. to t, and satisfies
for appropriate \(\alpha>0, {\bar{T}}>0.\)
Now, suppose that, for some \( \gamma>1, c_0>{\tilde{c}}_0>0, c_1>0,\) for all \((x,t)\in Q_T\),
For every \(\varepsilon >0\), let
In the present paper to obtain uniqueness in a weighted \(L^1\) space, we argue as follows: we multiply the differential equation in (1.1) by suitable test functions, then we integrate by parts two times. Hence, to get convenient bounds on the solution, we have to control new terms that appear after the second integration by part. A crucial point in the proof is to exhibit a function \(\xi =\xi (x,t)\) with \(\xi (\cdot , t)\in C^2(\Omega \setminus \partial \Omega ^{\varepsilon })\cap C^1(\Omega ), \xi (x, \cdot )\in C^1(\Omega )\), which satisfies
and
where \(n_\varepsilon \) is the unit outward normal vector to \(\Omega ^\varepsilon \) at \(\partial \Omega ^{\varepsilon }\), for appropriate \(0<T_1<T_2.\) Observe that \(\xi (x,t)\) is defined in terms of the distance function from the boundary and its behavior as \(x\rightarrow \partial \Omega \) is very important, since it influences the integral conditions for the solutions, which guarantees uniqueness. Clearly, the construction of \(\xi \) fulfilling (1.4) and (1.5) is more delicate than that verifying only (1.2). The choice of \(\xi \) changes according to whether \(\gamma >2\) or \(\gamma \in [1, 2]\); consequently, in these two cases the proofs present some important differences.
The paper is organized as follows. In Sect. 2, we state our main two uniqueness results, concerning the two cases \(\gamma >2\) and \(\gamma \in [1, 2]\); in addition, we compare them with some related results in the literature. The uniqueness result for \(\gamma >2\) is proved in Sect. 3, while the other one, for \(\gamma \in [1, 2]\), in Sect. 4.
2 Statements of the results
Consider the homogeneous problem associated with (1.1), that is
The following two uniqueness results are our main contribute in this paper.
Theorem 2.1
Suppose that \(u\in C^{2,1}(Q_T)\cap C(\Omega \times [0,T])\) solves (2.1) and a satisfies (1.3) with \(\gamma >2\).
Moreover, suppose that, for some \(C>0, \theta>0, \varepsilon _0>0\),
Then, \(u\equiv 0\) in \(Q_T\).
Obviously, there exist unbounded functions satisfying condition (2.2). For any \(\phi \in C(\Omega ), \phi >0\), \(p\ge 1\), let
Remark 2.2
It is direct to see that if \(u\in L^1_{\phi }(Q_T)\) with \(\phi (x)=e^{\{-\theta [d(x)]^{2-\gamma }\}}, \theta>0, \gamma >2\), then condition (2.2) holds.
Theorem 2.3
Suppose that \(u\in C^{2,1}(Q_T)\cap C(\Omega \times [0,T])\) solves (2.1) and a satisfies (1.3) with \(\gamma \in [1,2]\).
Moreover, suppose that, for some \(C>0, \varepsilon _0>0\) and \(\mu >-2\gamma +4\),
Then, \(u\equiv 0\) in \(Q_T\).
Remark 2.4
Note that, if \(u\in L^1_{\phi }(Q_T)\) with \(\phi (x)=[d(x)]^{\gamma -2-\mu }\), then (2.3) is valid.
Furthermore, if \(\gamma \in \left( \frac{5}{3}, 2\right] \) and
for some \({\bar{C}}>0\) and \(0< l<3\gamma -5\), then (2.3) holds with \(\mu =\gamma -1-l>-2\gamma +4.\)
Remark 2.5
(i) Theorem 2.1 generalizes [20, Theorem 2.1], where (2.2) is replaced by the stronger condition
(ii) Theorem 2.3 generalizes [20, Theorem 2.2], where (2.3) is replaced by the stronger condition
for some \(\mu >0\). However, note that in Theorem 2.3 the further request \(\mu >-2\gamma +4\) is made.
(iii) We should note that in [20, Theorem 2.1, 22] the hypothesis on the coefficient a is weaker. In fact, instead of (1.3) it is only assumed that
Remark 2.6
Let \(\gamma \in (1, 2]\) and u be a solution of problem (2.1) satisfying (2.4), for some \({\bar{C}}>0\) and \(l>0.\) Observe that [20, Theorem 2.2] yields that if \(0<l<\frac{\gamma -1}{2}\), then \(u\equiv 0\) in \(Q_T\).
Now, let \(\gamma \in \left( \frac{5}{3},2 \right] .\) From Theorem 2.3 and the subsequent comments, it follows that \(u\equiv 0\), provided that \(0<l<3\gamma -5\). Since
while
the growth condition for u in Theorem 2.3 is weaker than that in [20, Theorem 2.2]. On the other hand, when \(\gamma \in \left( 0, \frac{5}{3}\right) \), [20, Theorem 2.2] can be applied, whereas the hypotheses of Theorem 2.3 are not verified (under the extra condition (2.4)).
Finally, recall that in view of [20, Proposition 3.3], if \(\gamma =1, l=0\), then uniqueness holds in \(L^\infty (Q_T)\).
By Theorems 2.1 and 2.3, the following uniqueness result immediately follows.
Corollary 2.7
Let \(u_1, u_2\in C^{2,1}(Q_T)\cap C(\Omega \times [0, T])\) be two solutions of problem (1.1). Assume that (1.3) holds with \(\gamma >2\) and both \(u_1\) and \(u_2\) satisfy condition (2.2), or that (1.3) holds with \(\gamma \in [1, 2]\) and both \(u_1\) and \(u_2\) satisfy condition (2.3). Then, \(u_1\equiv u_2\) in \(Q_T\).
Remark 2.8
Assume that, for some \(\varepsilon>0, C_0>0\) and \(\gamma \in \mathbb R\),
If \(\gamma \ge 2\), the results in [3] give uniqueness of solutions to problem (2.1) in \(C^2(Q_T)\cap C({\bar{Q}}_T)\). So, in particular such solutions are bounded. Hence, our results are in agreement with those in [3] in the special case of bounded solutions, if \(\gamma >2\). Instead, when \(\gamma <2\), the results in [3] cannot be applied, since the coefficients are not regular enough.
The results in [15] could be applied, once we construct suitable super- and subsolutions; however, we would obtain uniqueness under pointwise growth conditions near \(\partial \Omega \). Finally, the results in [14] and in [17] cannot be applied, since our operator does not satisfy the required hypotheses.
From the existence result in [20, Proposition 3.1] and Corollary 2.7, we get the following existence and uniqueness result.
Corollary 2.9
Let \(f\equiv 0, \gamma >2\) and \(a>0\) in \(Q_T\). Suppose that, for some \(0<\beta \le \gamma -2, \tau >0,\)
Assume that (1.3) holds. Then, there exists a solution \(u\in C^{2,1}(Q_T)\cap C(\Omega \times [0, T])\) of problem (1.1) fulfilling
with \(T=\frac{\tau }{2\lambda }\), for suitable \(\lambda>0, {\hat{C}}>0\). Furthermore, u is the unique solution of problem (1.1) in \(L^1_{\phi }(Q_T)\) with \(\phi (x)=e^{\{-\frac{2}{\tau }[d(x)]^{2-\gamma }\}}\).
Observe that Theorems 2.1 and 2.3 imply uniqueness whenever (1.3) holds with \(\gamma \ge 1\). Such request on \(\gamma \) is indeed optimal. In fact, from [20, Proposition 3.2] it follows that when, for some \(\varepsilon>0, \gamma <1, c_2>0, c_3>0, s \in [0, \gamma )\),
problem (1.1) admits infinitely many bounded solutions.
Remark 2.10
We observe that there are important differences between problem (1.1) and the companion problem
For example, let
If \(\gamma \ge 2\), then there exists a unique bounded solutions to problem (2.11) (see [10, Section 7], [14, Theorem 2.16]). On the other hand, if \(\gamma <2\), then nonuniqueness of solutions of problem (2.11) prevails, in the sense that it is possible to prescribe Dirichlet boundary data at \(\partial \Omega \times (0, T]\) (see [10, Section 7], [14, Theorem 2.18]). Thus, the change between uniqueness and nonuniqueness occurs for \(\gamma =2\). Instead, such change for problem (1.1) occurs for \(\gamma =1\).
3 Proof of Theorem 2.1
Observe that
Moreover, (see, e.g., [14]) if \(\partial \Omega \) is of class \(C^3\), then there exists \(\varepsilon _0\in (0,1)\) such that for each \(\varepsilon \in (0, \varepsilon _0)\) \(d\in C^2(\Omega \setminus \Omega ^\varepsilon ),\) and, for some \(k_0>0\),
In addition, there exists \(\nu _0\in (0,1)\) such that
For each \(\beta >0\), define the function
Differentiating the function above, we have
thus
Finally, define the function
for any \(x\in \Omega , t\ne \frac{s}{\alpha _1}\), where here \(\alpha _1>0\) is a parameter to be chosen later. Note that \(\xi (\cdot , t)\in C^2(\Omega \setminus \partial \Omega ^{\varepsilon })\cap C^1(\Omega )\) and
where \(n_{\varepsilon }\) is the outward normal to \(\Omega ^{\varepsilon }\).
Let \(\gamma >2\), \(c\in \left( 0,\frac{1}{2}\right) \) be such that
and define
The proof of Theorem 2.1 is based on the combination of the following results.
Proposition 3.1
Under assumption (1.3) with \(\gamma >2\), suppose \(u\in C^{2,1}(Q_T)\cap C(\Omega \times [0,T])\) solves (2.1). Suppose that, for some \(C>0\) and \(\theta >0\), (2.2) holds. Let \(\tau \in (0, T), c\in \left( 0,\frac{1}{2}\right) \) be such that (3.8) is satisfied, \(\sigma \) be defined by (3.9),
and
Then,
where \(\tilde{C}>0\) is a suitable constant independent of \(\varepsilon \).
Lemma 3.2
Let \(u\in C(\Omega \times [0, T])\) with
Suppose that there exist \(c>0, \bar{\varepsilon }>0, \mu>0, \hat{C}>0\) such that for any \(\varepsilon \in (0, \bar{\varepsilon })\), \(\tau \in (0,T)\) and
there holds
Then,
Now, we are ready to prove Theorem 2.1.
Proof of Theorem 2.1
We obtain the thesis, combining Proposition 3.1 and Lemma 3.2 with
and
\(\square \)
3.1 Proofs of Proposition 3.1 and Lemma 3.2
Consider a family of cut-off functions \(\{\eta _{\varepsilon }\}\subset C^{\infty }(\Omega )\) such that
and
Notice that
where \(A_1\) and \(A_2\) are two positive constants.
For every \(\alpha >0\), consider a function \(\psi _{\alpha }:\mathbb {R}\rightarrow \mathbb {R}^{+}\) of class \(C^2\) such that
Then, by the chain rule
and, because of (3.16) and the positivity of a, we can estimate the second term on the right-hand side from below, obtaining
where in the last identity we used equation (2.1). Thus, the composed function \(\psi _{\alpha }(u)\) is a subsolution of (1.1).
The main ingredient for the proof of Proposition 3.1 is the following
Lemma 3.3
Under assumption (1.3) with \(\gamma >2\), suppose \(u\in C^{2,1}(Q_T)\cap C(\Omega \times [0,T])\) solves (2.1). Let \(0<\varepsilon <\varepsilon _0, \tau \in (0, T), c\in \left( 0,\frac{1}{2}\right) \) be such that (3.8) is satisfied, \(\sigma \) be defined by (3.9). If
and
then
where \(\xi \) is defined in (3.6) with \(s=\alpha _1(\tau +\delta )\) and \(C_1>0\) is a suitable constant independent of \(\varepsilon \).
Proof of Lemma 3.3
Define the set \(\mathcal {C}=\Omega ^{\frac{\varepsilon }{2}}\times (\tau -\delta ,\tau )\). Testing the time derivative of \(\psi _{\alpha }(u)\) with \(\eta ^2(x)e^{\xi (x,t)}\), we get
We can compute the second term of the right-hand-side of the above equation as

where, in the last inequality we used the positivity of the integrating factor, due to (3.16) and (1.3). We need to estimate the right-hand side of the above inequality further: Integrating by parts a second time, we have
Observe that, since \(\xi \in C^2(\Omega \setminus \partial \Omega ^{\varepsilon })\), the last identity is justified by splitting the integral in the set \(\Omega ^{\frac{\varepsilon }{2}}\setminus \Omega ^{\varepsilon }\) and \(\Omega ^{\varepsilon }\), integrating by parts and eliminating the boundary terms thanks to (3.7) and (3.14):
We therefore obtained
and, inserting this new expression in (3.22) and this last one back into inequality (3.21), we get
Using Young’s inequality in the form
in the second integral of the right-hand side, we get
Putting all the previous estimates together, we have
Finally, summing up and rearranging the terms we have
Our next goal is to show that
for some \(C_1>0\) independent of \(\varepsilon .\)
Claim 1: Condition (E1) holds.
Proof of Claim 1
We start recalling that, by definition of \(\zeta \), the function \(\xi \) (and all its derivatives in time and space) is supported in \(\Omega \setminus \Omega ^{\varepsilon }=\{x\in \Omega \;|\; d(x)\le \varepsilon \}\) so (E1) is trivially verified in \(\Omega ^{\varepsilon }\). Now, consider any \(x\in \Omega \setminus \overline{\Omega ^\varepsilon }\) and any \(t\in (\tau -\delta , \tau ).\)
In view of the definition of \(\xi \) (3.6), we compute
and
Rewriting the right-hand side of (3.25) by inserting the definition of \(\nabla \zeta \) and \(\Delta \zeta \), we have
Putting all previous terms together, we obtain the expression
\(\square \)
In order to estimate the right-hand side of the expression above, we decompose the set \(\Omega \setminus \overline{\Omega ^{\varepsilon }}\) as
Consider first the region
Thanks to (3.3), the last two terms of the right-hand side can be bounded from above by zero, i.e.,
and
and \(\zeta (x)=d^{-\beta }-\varepsilon ^{-\beta }\le d^{-\beta }\), we can estimate
we have
Finally,
where we used
We claim that there exists a \(\sigma \in (0,1)\) such that
and this will follow if we can show
The letter is equivalent to
which is clearly fulfilled by choosing
Let \(\varepsilon _1=c\varepsilon \) with \(c\in \left( 0,\frac{1}{2}\right) \). Hence,
Now, we can use (3.29) and (3.28) to estimate the right-hand side of (3.27) further:
Choose
So, for all \(t\in (\tau -\delta , \tau ),\)
This together with the fact that
yields
If we impose that
then from (3.33) we get
Now, observe that in view of assumption (3.18), condition (3.34) is true. Finally, if
then
Now, consider the region
For any \(x\in \Omega ^{\varepsilon -\varepsilon _1}\setminus \overline{\Omega ^{\varepsilon }}, t\in (\tau -\delta , \tau )\), thanks to (3.27), (3.2), (3.3), (3.30), (3.32), we have:
Observe that for any \(x\in \Omega ^{\varepsilon -\varepsilon _1}\setminus \overline{\Omega ^{\varepsilon }}\),
while
In view of (3.18), (3.19), (3.36), (3.37), we obtain
thanks to (3.8). \(\square \)
Claim 2: Condition (E2) holds.
Proof for Claim 2
Using (3.14) and (3.15) we have
Because of the support conditions of \(\nabla \eta \) and \(\Delta \eta \) (contained in the set \(\Omega ^{\frac{\varepsilon }{2}}\setminus \Omega ^{\frac{2}{3} \varepsilon }=\{x\in \Omega : \frac{\varepsilon }{2}<d\le \frac{2}{3}\varepsilon \}\)), the term \(d^{-1}A_1 c_1 \varepsilon +c_0+2 A_1^2 c_0\) is bounded by a constant independent of \(\varepsilon \), and the claim follows.
Finally, inserting (E1) and (E2) in (3.23) we obtain
with \(C_1>0\), independent of \(\varepsilon \), as in (E2). This completes the proof. \(\square \)
Proof of Proposition 3.1
For every \(\alpha >0\) define
with \(\alpha >0\). Since \(\psi _{\alpha }''\ge 0\), in view of (3.17) we can infer that \(\psi _{\alpha }\) is a subsolution of (1.1). The application of Lemma 3.3 yields
here, \(\xi \) is defined as in (3.6), and conditions (3.30) and (3.31) hold.
Using that \(\Omega ^{\varepsilon }\subset \Omega ^{\frac{\varepsilon }{2}}\), \(\eta =1\) on \(\Omega ^{\frac{2}{3}\varepsilon }\) and the positivity of the integrand we have
Letting \(\alpha \rightarrow 0^+\) in (3.38), applying the Lebesgue’s dominated convergence theorem and observing that \(0\le \eta \le 1\), we obtain
Recalling (3.4), we first notice that \(\xi =0\) in \(\Omega ^{\varepsilon }\) for any \(t\in [\tau -\delta , \tau ]\). Choose s as in (3.31). Therefore, \(\xi (x,t)<0\) for all \(x\in \Omega \setminus \overline{\Omega ^{\varepsilon }}\) and \(t\in (\tau -\delta ,\tau )\). Since
then
The bound
yields
Moreover, we have
Finally, inserting this bound in (3.39), we obtain
Due to condition (2.2), it follows that
In view of (3.30), since \(0<\delta \le \frac{\tilde{C}^2}{4\theta \alpha _1}\), we obtain
This completes the proof. \(\square \)
Proof Lemma 3.2
The thesis follows by minor variations of the proof of [20, Proposition 4.1]. However, we give the proof for the reader’s convenience.
Take any \(\varepsilon >0, \tau \in (0, T)\). Define
Furthermore, let \(\{\delta _k\}_{k\in \mathbb N}\subset (0, \infty )\) be a sequence fulfilling (3.12), that is
Also, let \(\{\tau _k\}_{k\in \mathbb N}\) be a sequence defined inductively as follows
Observe that
From (3.13), it follows that for every \(k\in \mathbb N\)
Claim: there exists \(k_0\in \mathbb N\) such that \(\tau _{k_0+1}=0\).
In fact, in view of (3.41), \(\tau _{k_0+1}=0\) if and only if
Clearly, we can select the sequence \(\{\delta _k\}\) so that (3.40) and (3.43) hold, for some \(k_0\in \mathbb N\). So, the Claim has been shown.
The Claim combined with (3.11) yields
By iterating (3.42) up to \(k=k_0\), in view of (4.28), we get
Observe that
Hence, by letting \(\varepsilon \rightarrow 0^+\) in (3.45), we obtain
Since \(\tau \in (0, T)\) was arbitrary, the conclusion follows.
\(\square \)
4 Proof of Theorem 2.3
Let \(\beta =-\gamma +2\) whenever \(\gamma \in (1,2);\) let \(\beta =b>0\) whenever \(\gamma =2\), with \(b>0\) arbitrary. Consider \(\ell \in \left( 0,\frac{1}{2}\right) \) such that
and define
Define the functions
and
The proof of Theorem 2.3 is based on the combination of the following results.
Proposition 4.1
Under assumption (1.3) with \(\gamma \in [1,2]\), suppose \(u\in C^{2,1}(Q_T)\cap C(\Omega \times [0,T])\) solves (2.1). Let \(\tau>0, b>0,\) \(\ell \in \left( 0, \frac{1}{2} \right) \) be such that (4.1) is true, \(\bar{\sigma }\) be defined by (4.2). Suppose that
and that, for some \(C>0, \mu >0\),
Then,
for some constant \({\tilde{C}}>0\) independent of \(\varepsilon \).
Lemma 4.2
Let \(u\in C(\Omega \times [0, T])\) with
Suppose that there exist \(c>0, {\hat{C}}>0, \varepsilon _0>0, \mu _2>\mu _1>0\) such that for any \(\varepsilon \in (0, \varepsilon _0)\), \(\tau \in (0,T)\),
there holds
Then,
Lemma 4.2 is an extension of Lemma 3.2. Differently from Lemma 3.2, in Lemma 4.2 the bound on \(\delta \) goes to zero as \(\varepsilon \rightarrow 0^+\). To manage this situation, the condition \(\mu _2>\mu _1\) will be expedient.
Proof of Theorem 2.3
The thesis follows, combining Proposition 4.1 and Lemma 4.2, with
and
\(\square \)
4.1 Proofs of Proposition 4.1 and Lemma 4.2
The proof of Proposition 4.1 is based on the following crucial lemma.
Lemma 4.3
Under assumption (1.3) with \(\gamma \in [1,2]\), suppose \(u\in C^{2,1}(Q_T)\cap C(\Omega \times [0,T])\) solves (2.1). Let \(\varepsilon \in (0, \varepsilon _0), \tau>0, b>0,\) \(\ell \in \left( 0, \frac{1}{2} \right) \) be such that (4.1) is true, \(\bar{\sigma }\) be defined by (4.2). If
then
where \(\xi \) is defined as in (4.4) with \(s=\alpha _1(\tau +\delta )\), for a suitable \(C_1>0\) independent of \(\varepsilon \).
Proof of Lemma 4.3
Let \(\zeta \) be defined by (4.3). Then,
Let \(\xi \) be defined as in (4.4). Imitating the arguments in Proposition 3.3, we derive
which is exactly (3.23). Our next goal is to ensure that the following two conditions
are simultaneously satisfied. \(\square \)
Claim 3: Condition (D1) holds.
Proof of for Claim 3
By the same arguments used to obtain (3.27), we deduce that
Also here, because of (3.3) and the non-negativity of a(x, t), we have
We now analyze all the other terms on the right-hand-side singularly, using the fact that in \(\Omega \setminus \Omega ^{\varepsilon }\) we have \(d(x)\le \varepsilon \). We start with the second term:
where we used (1.3), (3.1) and that \(\zeta ^2\le 2\varepsilon ^{2\beta }\), together with the hypothesis that \(\gamma +2\beta -2\ge 0\) for the last inequality.
For the third term, we use again (1.3) and (3.1) to obtain
where the last inequality holds if \(\gamma +\beta -2\ge 0\).
Again, if \(\gamma +\beta -2\ge 0\), the fourth term is estimated easily as
Finally, we estimate the last term as
if \(\gamma +\beta -1\ge 0\). Collecting these estimates in the range \(1\le \gamma \le 2\) we choose \(\beta \ge -\gamma +2\), so that all the previous conditions are satisfied. In particular, we set
where b is any positive number.
Finally, choose
so, for all \(t\in (\tau -\delta , \tau ),\)
We now write the set \(\Omega \setminus \overline{\Omega ^{\varepsilon }}\) as a union of two disjoint sets
and analyze the validity of condition (D1) separately in the two domains. First, let us consider the set \(\Omega \setminus \Omega ^{\varepsilon -\varepsilon _2}=\{x\in \Omega : d(x)\le \varepsilon -\varepsilon _2\}\) and look at the case \(\gamma \in [1,2)\) and \(\gamma =2\) separately.
-
For the case \(\gamma \in [1,2)\) and \(\beta =-\gamma +2\), we have
$$\begin{aligned} \begin{array}{rlll} &{} &{} \partial _t \xi + \frac{3}{2} a(x,t) |\nabla \xi |^2 + \mathrm{{div}} (a(x,t) \nabla \xi ) &{}\\ \\ &{} &{}\quad \le \frac{1}{2(s-\alpha _1 t)^2} \left\{ - \alpha _1\zeta ^2(x) + 6 c_0\beta ^2 \varepsilon ^{-3\gamma +6} \right. &{}\\ \\ &{} &{}\qquad + \left. 2 (s-\alpha _1t) (-\gamma +2) \left[ c_1 +c_0(-\gamma +1)\varepsilon ^{-\gamma +2}+c_0\varepsilon ^{-\gamma +3} \right] \right\} \,.&{} \end{array} \end{aligned}$$For the first term on the right-hand-side, we claim the existence of a \(\bar{\sigma }\in (0,1]\) such that
$$\begin{aligned} -\zeta ^2\le -\bar{\sigma }^2 \varepsilon ^{2\beta }\, \end{aligned}$$and this is equivalent to the condition
$$\begin{aligned} \bar{\sigma }\le 1-\left( \frac{d}{\varepsilon }\right) ^{\beta }\,. \end{aligned}$$(4.18)We set \(\varepsilon _2=\ell \varepsilon \) with \(\ell \in (0,\frac{1}{2})\) and choose \(\bar{\sigma }=1-(1-\ell )^{\beta }\) so that (4.18) is trivially satisfied. Thus,
$$\begin{aligned} \begin{array}{rlll} &{}&{}\partial _t\xi +\frac{3}{2} a(x,t)|\nabla \xi |^2+\mathrm{{div}}(a(x,t)\nabla \xi )\\ \\ &{}&{}\quad \le \frac{1}{2(s-\alpha _1 t)^2}\left\{ - \alpha _1\bar{\sigma }^2 \varepsilon ^{-2\gamma +4}+ 6 c_0(-\gamma +2)^2 \varepsilon ^{-3\gamma +6} \right. \\ \\ &{}&{} \qquad \left. +2(s-\alpha _1t)(-\gamma +2) \left[ c_1 +c_0(-\gamma +1)\varepsilon ^{-\gamma +2}+c_0\varepsilon ^{-\gamma +3} \right] \right\} \,, \end{array} \end{aligned}$$and, using that \(0<s-\alpha _1 t<2\alpha _1\delta \), we obtain
$$\begin{aligned} \begin{array}{rlll} &{}&{}\partial _t\xi +\frac{3}{2} a(x,t)|\nabla \xi |^2+\mathrm{{div}}(a(x,t)\nabla \xi )\\ \\ &{}&{}\quad \le \frac{1}{2(s-\alpha _1 t)^2}\left\{ - \alpha _1\bar{\sigma }^2 \varepsilon ^{-2\gamma +4}+ 6 c_0(-\gamma +2)^2 \varepsilon ^{-3\gamma +6}\right. \\ \\ &{}&{}\qquad \left. +4\alpha _1\delta (-\gamma +2) \left[ c_1+c_0(-\gamma +1)\varepsilon ^{-\gamma +2}+c_0\varepsilon ^{-\gamma +3} \right] \right\} \\ \\ &{}&{}\quad \le \frac{\varepsilon ^{-2\gamma +4}}{2(s-\alpha _1t)^2}\left\{ -\alpha _1\bar{\sigma }^2+6 c_0(-\gamma +2)^2\varepsilon ^{-\gamma +2}\right. \\ \\ &{}&{}\qquad \left. +4\alpha _1\delta (-\gamma +2)\varepsilon ^{2\gamma -4}[c_1 +c_0\varepsilon ^{-\gamma +3}]\right\} , \end{array} \end{aligned}$$where in the last inequality we used \((-\gamma +1)\varepsilon ^{-\gamma +2}\le 0\) since \(\gamma \ge 1\). Comparing the three terms (the first with the third and then the first with the second), we obtain
$$\begin{aligned} \partial _t\xi +\frac{3}{2} a(x,t)|\nabla \xi |^2+\mathrm{{div}}(a(x,t)\nabla \xi )\le \frac{\varepsilon ^{-3\gamma +6}}{2(s-\alpha _1 t)^2}\left\{ - \frac{\alpha _1}{4}\bar{\sigma }^2 \right\} <0 \, \end{aligned}$$if the following two conditions are satisfied:
$$\begin{aligned} 0<\delta \le \frac{\bar{\sigma }^2\varepsilon ^{-2\gamma +4}}{16(-\gamma +2)[c_1 +c_0\varepsilon ^{-\gamma +3}]}\qquad \text{ and } \qquad \alpha _1\ge \frac{24 c_0(-\gamma +2)^2\varepsilon ^{-\gamma +2}}{\bar{\sigma }^2}\,. \end{aligned}$$ -
For the case \(\gamma =2\) and \(\beta =b>0\), we have
$$\begin{aligned} \begin{array}{rlll} &{} &{} \partial _t \xi + \frac{3}{2} a(x,t) |\nabla \xi |^2 + \mathrm{{div}} (a(x,t) \nabla \xi ) &{}\\ \\ &{} &{}\quad \le \frac{1}{2(s-\alpha _1 t)^2} \left\{ - \alpha _1\zeta ^2(x) + 6 c_0b^2 \varepsilon \right. &{}\\ \\ &{} &{} \qquad + \left. 2 (s-\alpha _1t) \beta \left[ c_1 +(b-1)^++c_0\varepsilon \right] \right\} \,. \end{array} \end{aligned}$$Proceeding as above, we deduce easily
$$\begin{aligned} \partial _t\xi +\frac{3}{2} a(x,t)|\nabla \xi |^2+\mathrm{{div}}(a(x,t)\nabla \xi )\le \frac{1}{2(s-\alpha _1 t)^2}\left\{ - \frac{\alpha _1}{4}\bar{\sigma }^2 \right\} <0 \, \end{aligned}$$if the following two conditions are satisfied:
$$\begin{aligned} 0<\delta \le \frac{\bar{\sigma }^2}{16b[c_1 +(b-1)^++c_0\varepsilon ]}\qquad \text{ and } \qquad \alpha _1\ge \frac{24 c_0b^2}{\bar{\sigma }^2}\,. \end{aligned}$$
Now, consider the region
For any \(x\in \Omega ^{\varepsilon -\varepsilon _1}\setminus \Omega ^{\varepsilon }, t\in (\tau -\delta , \tau )\), thanks to (4.15), (3.2), (3.3), (4.17) we have:
Observe that for any \(x\in \Omega ^{\varepsilon -\varepsilon _1}\setminus \overline{\Omega ^{\varepsilon }}\),
while
In view of (3.18), (3.27), (4.19), (4.20), we obtain
thanks to (4.1). \(\square \)
Claim 4: Condition (D2) holds.
Proof of Claim 4
Using the properties of \(\eta \) in (3.14) and (3.15) and the assumption on a(x, t) in (1.3), we have
in \(\Omega ^{\frac{\varepsilon }{2}}\setminus \Omega ^{\frac{2}{3}\varepsilon }\).
Finally, inserting the estimates in (D1) and (D2) in (4.14) we obtain
which coincides with (4.12). \(\square \)
Proof of Proposition 4.1
Using the same arguments as in Proposition 3.1 and the Lebesgue’s dominated convergence theorem, from (4.12), we have
By the definition of (4.3), \(\xi =0\) in \(\Omega ^{\varepsilon }\) for any \(t\in [\tau -\delta , \tau ]\). Choose s as in (4.16). So, \(\xi (x,t)<0\) for all \(x\in \Omega \setminus \overline{\Omega ^{\varepsilon }}\) and \(t\in [\tau -\delta , \tau ]\), so \(e^{\xi (x,t)} \le 1\).
Therefore, from (4.21) we obtain
Finally, we use the assumption (4.5) to get (4.6).
\(\square \)
Proof of Lemma 4.2
Take any \(\varepsilon >0, \tau \in (0, T)\). Define
Note that
while, since \(\mu _2>\mu _1\),
Furthermore, let \(\{\delta _k\}_{k\in \mathbb N}\subset [0, \infty )\) and \(\{\tau _k\}_{k\in \mathbb N}\subset [0, \tau ]\) be two sequences with \(\{\tau _k\}\) defined inductively as follows
and
Observe that
We can choose \(\{\tau _k\}\) so that there exists \(k_0\in \mathbb N\) with \(\tau _{k_0+1}=0\). In fact, in view of (4.25), \(\tau _{k_0+1}=0\) if and only if
Due to (4.22), we can select the sequence \(\{\delta _k\}\), and thus \(\{\tau _k\}\), so that (4.24) and (4.26) hold, for some \(k_0\in \mathbb N\).
From (4.9), it follows that for every \(k=1\ldots k_0\)
Since \(\tau _{k_0+1}=0\), thanks to (3.11) we get
By iterating (4.27) up to \(k=k_0\), in view of (4.28), we get
Thanks to (4.23),
Hence, by letting \(\varepsilon \rightarrow 0^+\) in (4.29), we obtain
Since \(\tau \in (0, T)\) was arbitrary, the conclusion follows. \(\square \)
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Nobili, C., Punzo, F. Uniqueness for degenerate parabolic equations in weighted \(L^1\) spaces. J. Evol. Equ. 22, 50 (2022). https://doi.org/10.1007/s00028-022-00805-7
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DOI: https://doi.org/10.1007/s00028-022-00805-7