Abstract
We study solutions of the generalized porous medium equation on infinite graphs. For nonnegative or nonpositive integrable data, we prove the existence and uniqueness of mild solutions on any graph. For changing sign integrable data, we show existence and uniqueness under extra assumptions such as local finiteness or a uniform lower bound on the node measure.
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Acknowledgements
Part of this work was carried out by the first and third authors while they were at the Department of Science and High Technology of the University of Insubria in Como, Italy. The third author is financially supported by PSC-CUNY Awards, jointly funded by the Professional Staff Congress and the City University of New York, and the Collaboration Grant for Mathematicians, funded by the Simons Foundation. The authors would like to thank Delio Mugnolo for helpful comments and for pointing out references.
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Appendices
Appendix A: Auxiliary results
In this appendix we collect several results which are used in various parts of the paper. The first result concerns the relationship between the Dirichlet Laplacian and restrictions of the formal Laplacian. For related material, see [43, 44].
Lemma A.1
Let \(F=(X,w,k,\mu )\) be a graph, let A be a subset of X such that \(\overset{\bullet }{\partial }A\ne \emptyset \) and let \(F_{\text {dir}} =(A, w_{|A\times A}, k_{\mathrm{dir}}, \mu _{|A})\) be the Dirichlet subgraph associated to A. Define
with
Then, we have the following commutative diagrams
where \(\varvec{{\mathfrak {i}}}\) and \(\varvec{\pi }\) are the canonical embedding and the canonical projection, respectively, as defined in (2.3). In particular, we have \(\Delta _{\mathrm{dir}}\equiv \Delta _{|A}\varvec{{\mathfrak {i}}}\), \(\Delta _{\mathrm{dir}}\varvec{\pi } \equiv \Delta _{|A}\) and
If every node in \(\overset{\bullet }{\partial }A\) is connected to a finite number of nodes in A, then
and \(\Delta _{|A} u\) can be uniquely extended to X for every \(u \in \mathrm{dom}\left( \Delta _{|A}\right) \) in such a way that
that is, \(\Delta _{|A}\) is the restriction of \(\Delta \) to the set of functions which vanish on \(X\setminus A\).
Proof
Clearly, \(\Delta _{|A}\) is well-defined and
If every node in \(\overset{\bullet }{\partial }A\) is connected to a finite number of nodes in A, then for every \(u \in \mathrm{dom}\left( \Delta _{|A}\right) \) and \(x \in X\setminus A\)
Therefore,
so that the two domains are equal as claimed. Furthermore, for every \(u \in \mathrm{dom}\left( \Delta _{|A}\right) \), we can uniquely extend \(\Delta _{|A} u\) to \(X\setminus A\) so as to satisfy \(\Delta _{|A} u=\Delta u\) by defining
Observe now that
and if \(v \in C(A)\), then
Therefore, it is immediate to check that \(\mathrm{dom}\left( \Delta _{\mathrm{dir}}\right) = \mathrm{dom}\left( \Delta _{|A} \varvec{{\mathfrak {i}}}\right) \).
Finally, if \(v \in \mathrm{dom}\left( \Delta _{\mathrm{dir}}\right) \), then for every \(x \in A\) we have
This concludes the proof of diagram \(D_1\). The proof of diagram \(D_2\) is basically the same following suitable modifications. \(\square \)
The next theorem is a comparison principle for a nonlinear operator. This result generalizes [12, Theorem 2, Section 23.1] and [43, Theorem 8 and Proposition 3.1], see also the proof of Theorem 1.3.1 in [72]. In particular, we relax the assumptions on the function u by letting it not attain a minimum or maximum on X if the graph G does not have any infinite paths. We recall that for us a path is a walk without any repeated nodes.
Theorem A.2
(Comparison principle) Let \(G=\left( X, w, \kappa , \mu \right) \) be a connected graph. Let \(\lambda >0\) and \(v \in \mathrm{dom}\left( \Delta \right) \). Assuming that \(\psi :{\mathbb {R}}\rightarrow {\mathbb {R}}\) is strictly monotone increasing and \(\psi (0)\le 0\) we consider three cases:
(Case 1) There exists \(x_0 \in X\) such that u attains a minimum at \(x_0\), i.e.,
(Case 2) G does not contain any infinite path.
(Case 3) G has an infinite path and for every infinite path \(\{x_{n}\}\) we have \(\sum _{x_{n}} \mu (x_{n})=\infty \) and there exists \(p>0\) such that \(\sum _{x_{n}}|v(x_{n})|^p\mu (x_{n})<\infty \) .
In all the three cases, if \(\left( \Psi + \lambda \Delta \right) v \ge 0\), then \(v \ge 0\).
Assuming instead \(\psi (0)\ge 0\) and substituting \(v(x_0)=\sup _{x\in X} \{v(x)\} <\infty \) for \(v(x_0)=\inf _{x\in X} \{v(x)\} > -\infty \) in Case 1, if \(\left( \Psi + \lambda \Delta \right) v \le 0\), then \(v \le 0\). Moreover, in any case, if \(v(x)=0\) for some \(x\in X\), then \(v\equiv 0\).
Proof
Let \(v \in \mathrm{dom}\left( \Delta \right) \) be such that \(\left( \Psi + \lambda \Delta \right) v \ge 0\) for \(\psi (0)\le 0\) strictly monotone increasing. If \(v\ge 0\), then there is nothing to prove. Hence, we assume that there exists \(x_{0}\in X\) such that \(v(x_{0}) <0\). We will show that this leads to a contradiction in all three cases.
Since \(\psi (0)\le 0\) and \(\psi \) is strictly monotone increasing,
Furthermore, as \(\left( \Psi + \lambda \Delta \right) v(x_0) \ge 0\),
Combining the above inequalities (A.1) and (A.2), we get
and because \(w(\cdot ,\cdot )\ge 0\) and G is connected, there exists \(y=x_{1}\sim x_{0}\) such that \(v(x_{1})< v(x_{0})\). In particular, \(v(x_1)<0\).
Hence, we see that every node where v is negative is connected to a node where v is strictly smaller. This is the basic observation that will be used in all three cases.
(Case 1) From the discussion above, it is clear that v cannot achieve a negative minimum.
(Case 2) Iterating the procedure above, we find a sequence of distinct nodes \(\{x_{k}\}_{k=0}^n\) such that \(x_{0}\sim x_{1}\sim \cdots \sim x_{n}\) and
Since G does not have any infinite path this sequence must end which leads to a contradiction.
(Case 3) In this case, we can obtain an infinite sequence \(\{v(x_{n})\}_n\) such that \(\{x_{n}\}_n\) is an infinite path and
It follows that \(|v(x_{n})|>|v(x_{0})|>0\), for every n, and therefore
for every \(p>0\) which gives a contradiction.
Hence, we have established that \(v \ge 0\) in all three cases. Now, if there exists \(x_0 \in X\) such that \(v(x_0)=0\), then
and thus \(v(y)=0\) for all \(y\sim x_0\). Using induction and the assumption that G is connected we get \(v\equiv 0\).
The proof that \(\left( \Psi + \lambda \Delta \right) v \le 0\) implies \(v \le 0\) when \(\psi (0)\ge 0\) is completely analogous. \(\square \)
Remark 7
The above proof also shows that if v satisfies \(\left( \Psi +\lambda \Delta \right) v \ge 0\), on any connected graph, \(\psi (0)\le 0\) and \(\min _{x \in X} v(x)\le 0\), then \(v\equiv 0\).
Remark 8
A closer look at the proof shows that the conclusion of the theorem also holds for the operator
where \(\sigma \in C(X)\) is positive.
Corollary A.3
With the hypotheses of Theorem A.2, let \(\psi (0)= 0\) for \(\psi :{\mathbb {R}}\rightarrow {\mathbb {R}}\) is strictly monotone increasing. Let \(v_1, v_2\) be solutions of
If \(g_1\ge g_2\), then \(v_1 \ge v_2\).
Proof
Notice that, since \(\psi \) is strictly increasing and \(\psi (0)=0\), there exists a positive function \(\sigma \in C(X)\) such that
for all \(x \in X\). Indeed, we can define
It follows that \(v_1-v_2\) satisfies
and the conclusion follows from Remark 8. \(\square \)
Remark 9
As in Remark 7, the proof shows that if \(v_k\) satisfy \(\left( \Psi + \lambda \Delta \right) v_k = g_k\), \(g_1\ge g_2\) and \(\min _{x \in X}\{v_1(x)-v_2(x)\}\le 0\), then \(v_1 \equiv v_2\) and \(g_1 \equiv g_2\) on X
Finally, in the following two lemmas we discuss how to exhaust the graph via finite subgraphs which are nested and such that each subgraph is connected to the next subgraph. We note that as we do not assume local finiteness, we have to take a little bit of care in how we choose the exhaustion. Although this should certainly be well-known, for the convenience of the reader we include a short proof.
Let d denote the combinatorial graph metric, that is, the least number of edges in a path connecting two nodes. Fix a node \(x_1 \in X\) and let \(S_r=S_r(x_1)\) denote the sphere of radius \(r = 0, 1, 2, \ldots \) about \(x_0\), that is,
For \(x \in S_r\), we call \(y \in X\) a forward neighbor of x if \(y \sim x\) and \(y \in S_{r+1}\). We will denote the set of forward neighbors of x via \(N_+(x)\), i.e.,
We now use the set of forward neighbors to inductively create our exhaustion sequence.
Lemma A.4
Let \(G=(X,w,\kappa ,\mu )\) be a connected and infinite graph. Then there exists a sequence of connected and finite induced subgraphs \(G_n=(X_n, w_n, \kappa _n, \mu _n)\) with \(X_n\subset X_{n+1}\), \(\bigcup _{n=1}^\infty X_n= X\) and
for all \(n\in {\mathbb {N}}_0.\)
Proof
We arrange the forward neighbors of each node in a sequence. Let \(X_1 = \{x_0\}\). For \(X_2\) choose the first forward neighbor of \(x_0\) and add it to \(X_0\), that is, \(X_2=\{x_0, x_1 \}\) where \(N_+(x_0)=\{x_1,x_2, \dots \}\). We note that \(N_+(x_0) \ne \emptyset \) as the graph is infinite and connected.
Now, proceed inductively as follows: Given \(X_n\) let \(X_{n+1}\) consist of \(X_n\) and, for every node x in \(X_n\) we add to \(X_n\) the first forward neighbor in \(N_+(x)\) which is not included in \(X_n\) to get \(X_{n+1}\). Let \(G_n\) denote the induced subgraph.
As we only add at most a single forward neighbor for each node at every step, it follows that each \(X_n\) is finite with \(|X_n| \le 2^{n}\). It is clear by construction that \(G_n\) is connected. Furthermore, as the graph is infinite and connected, it follows that \(\{ x \in X_n \mid x\sim y \text{ for } \text{ some } y \in X_{n+1}\setminus X_n \}\ne \emptyset \) for each \(n \in {\mathbb {N}}\). Finally, to show that the union of the \(X_n\) is the entire node set, let \(x \in X\). Then, \(x \in S_r\) for some r which means that there exists a sequence \(\{y_k\}_{k=0}^r\) with \(y_0=x_0\), \(y_r=x\) and \(y_k \in S_k\) such that \(y_{k+1} \in N_{+}(y_k)\). As each node \(y_k\) will then be included in some set of the exhaustion \(X_n\), it follows that \(x \in \bigcup _{n=1}^\infty X_n\). This completes the proof. \(\square \)
In the locally finite case, the above can be simplified by just using balls for our exhaustion sets. See Fig. 4 for a visual representation. In this case, it is also possible to exhaust in such a way that we have an inclusion between the interiors of the exhaustion sets.
Lemma A.5
Let \(G=(X,w,\kappa ,\mu )\) be connected, infinite and locally finite. Then there exists a sequence of connected and finite induced subgraphs \(G_n=(X_n, w_n, \kappa _n, \mu _n)\) with \(\mathring{X}_n\subset \mathring{X}_{n+1}\), \(X_n\subset X_{n+1}\), \(\bigcup _{n=1}^\infty \mathring{X}_n= X\) and
for all \(n\in {\mathbb {N}}\).
Proof
We modify the construction of the previous lemma: We take \(X_1=\{x_0\}\) and, having constructed \(X_n\), we add to it all forward neighbors of nodes in \(X_n\) to get \(X_{n+1}\). Thus, \(X_{n+1}=B_n(x_0)=\{x \mid d(x,x_0)\le n\}.\) Since the graph is locally finite and connected it is clear that \(\cup _n X_n=X\) and, since G is infinite, for every n at least one node in \(X_n\) has a forward neighbor so that
Finally, since a node \(x_n\) in \(X_n\) has no forward neighbors if and only if it belong to \(\mathring{X}_n\) is follows that \(\mathring{X}_n\subset \mathring{X}_{n+1}\). \(\square \)
Appendix B: Accretivity
In this appendix we prove that there exists a dense subset \(\Omega \) of \(\mathrm{dom}({\mathcal {L}})\) where \({\mathcal {L}}\) is accretive. This subset is of particular importance because every solution that is constructed while carrying out the proof of Theorem 1 belongs to \(\Omega \).
From now on, if G is infinite, then we fix an exhaustion \(\{X_n\}_{n=1}^\infty \) of X, i.e., a sequence of subsets \(X_n\) of X such that \(X_n \subseteq X_{n+1}\) and \(X = \cup _{n=1}^\infty X_n\), where we additionally assume that each \(X_n\) is finite. We denote by \(\varvec{{\mathfrak {i}}}_{n,\infty }\) the canonical embedding and by \(\varvec{\pi }_n\) the canonical projection for each \(X_n\):
We remark that, for the purpose of the results collected here, the exhaustion \(\{X_n\}_{n=1}^\infty \) is not required to satisfy any additional properties other than that each \(X_n\) is finite.
We recall that on a graph \(G=(X,w,\kappa ,\mu )\) the operator \({\mathcal {L}} :\mathrm{dom}\left( {\mathcal {L}} \right) \subseteq \ell ^{1}\left( X,\mu \right) \rightarrow \ell ^{1}\left( X,\mu \right) \) is given by
For a subset \(\Omega \subseteq \mathrm{dom}\left( {\mathcal {L}} \right) \), we write \({\mathcal {L}}_{|\Omega }\) for the restriction of \({\mathcal {L}}\) to \(\Omega \).
We first introduce a sequence of operators \({\mathcal {L}}_{n}\) whose purpose is to ‘nicely approximate’ the operator \({\mathcal {L}}\).
Definition B.1
(The operators \({\mathcal {L}}_n\)) Let \(G=(X,w,\kappa ,\mu )\) be a graph. We define
by
where \(\Delta _{\mathrm{dir},n}\) is the graph Laplacian associated to the Dirichlet subgraph \(G_{\mathrm{dir},n} \subseteq G\) on the node set \(X_n\).
We are going to prove that \({\mathcal {L}}_{n}\) is accretive for every n. This result will be a consequence of the next proposition for finite graphs.
Proposition B.2
Let \(G=(X,w,\kappa ,\mu )\) be a finite graph. Then,
Proof
Define \(h:=\Phi u-\Phi v \in C(X)\). Since \(\phi \) is strictly monotone increasing and \(\phi (0)=0\)
and, therefore,
By the linearity of \(\Delta \) and (B.1) we get
Since G is finite, from the Green’s identity, see [37, 44], we get
Combining the above identity with (B.2), we obtain
Setting, for ease of notation,
we have:
-
(i)
If \(\mathrm{sgn}(h(x))=0\), then \(\Gamma (x,y)=w(x,y)|h(y)|\ge 0\);
-
(ii)
If \(\mathrm{sgn}(h(y))=0\), then \(\Gamma (x,y)=w(x,y)|h(x)|\ge 0\);
-
(iii)
If \(\mathrm{sgn}(h(x))=\mathrm{sgn}(h(y))\), then \(\Gamma (x,y)=0\);
-
(iv)
If \(\mathrm{sgn}(h(y))=-\mathrm{sgn}(h(x))\), then \(\Gamma (x,y)= 2w(x,y)\left( |h(x)| + |h(y)|\right) \ge 0\).
We obtain \(\Gamma (x,y)\ge 0\) for every \(x,y \in X\) and the required conclusion follows. \(\square \)
We next show that \({\mathcal {L}}\) is accretive on finite graphs.
Corollary B.3
Let \(G=(X,w,\kappa ,\mu )\) be a finite graph. Then, \({\mathcal {L}}\) is accretive.
Proof
By condition (ii) in Definition 2.4, an operator \({\mathcal {L}}\) is accretive if \(\langle {\mathcal {L}} u -{\mathcal {L}} v, u - v \rangle _+ \ge 0\) for every \(u,v \in \mathrm{dom}\left( {\mathcal {L}}\right) \). From (2.5) in Remark 3, in the case of the \(\ell ^1\)-norm we have
Therefore, to prove that \({\mathcal {L}}\) is accretive on \(\ell ^1(X,\mu )\), it is sufficient to prove that
that is,
Since G is finite, we conclude the proof by Proposition B.2. \(\square \)
We next establish that the operators \({\mathcal {L}}_{n}\) are accretive.
Corollary B.4
Let \(G=(X,w,\kappa ,\mu )\) be a graph. Then, \({\mathcal {L}}_{n}\) is accretive for every n.
Proof
By (B.3) in Corollary B.3, it suffices to show that
that is,
Let us observe that the left-hand side of the above is equal to
Since \(\varvec{\pi }_{n} u, \varvec{\pi }_{n} v \in C(X_n)\) and \(\Delta _{\mathrm{dir},n}\) is the graph Laplacian associated to the finite graph \(G_{\mathrm{dir},n}\) with node set \(X_n\), by Proposition B.2 we conclude that \({\mathcal {L}}_{n}\) is accretive. \(\square \)
The sequence of operators \({\mathcal {L}}_{n}\) defines a subset \(\Omega \) of \(\mathrm{dom}({\mathcal {L}})\). As we will see below, \(\Omega \) is dense in \(\mathrm{dom}({\mathcal {L}})\) and \({\mathcal {L}}\) restricted to \(\Omega \) is accretive. Let us introduce the following notation for the support of a function: Given \(u \in C(X)\) we let
We start by defining the subset of the domain of interest.
Definition B.5
(The set \(\Omega \)) Let \(G=(X,w,\kappa ,\mu )\) be a graph. We define \(\Omega \subseteq \mathrm{dom}({\mathcal {L}})\) by letting
if G is finite and
if G is infinite.
While the definition of \(\Omega \) depends on the choice of the exhaustion, this set always contains all finitely supported functions as will be shown in Lemma B.7. In order to establish this, we first prove that the finitely supported functions are contained in the domain of \({\mathcal {L}}\).
Lemma B.6
Let \(G=(X,w,\kappa ,\mu )\) be a graph. Then, \(C_c(X) \subseteq \mathrm{dom}({\mathcal {L}})\).
Proof
Let \(u \in C_c(X)\). Then, \(u(x) = \sum _{j=1}^n \alpha _j \delta _{x_j}(x)\) where \(\alpha _j \in {\mathbb {R}}\) and
Therefore, by linearity, \(\Delta (C_c(X))\subseteq \ell ^1(X,\mu )\) if and only if \(\Delta \delta _{z} \in \ell ^1(X,\mu )\) for every \(z\in X\). Fix \(z \in X\) and observe that
so that \(\Delta (C_c(X)) \subseteq \ell ^1(X,\mu )\). Since \(\Phi u \in C_c(X)\) for every \(u \in C_c(X)\), it follows that \(\Phi u\in \mathrm{dom}(\Delta )\) and \(\Delta \Phi u \in \ell ^1(X,\mu )\), that is, \(u \in \mathrm{dom}({\mathcal {L}}\)). \(\square \)
We now show that the set \(\Omega \) contains the finitely supported functions.
Lemma B.7
Let \(G=(X,w,\kappa ,\mu )\) be a graph. Then, \(C_c(X) \subseteq \Omega \). In particular,
Proof
Let us fix \(u \in C_c(X)\). From Lemma B.6, we know that \(u\in \mathrm{dom}({\mathcal {L}})\). Define
Clearly, \(\mathrm{supp}~u_n \subseteq X_n\) and \(\lim _{n\rightarrow \infty }\Vert u_n -u \Vert =0\). Since, \(u\in C_c(X)\), there exists an \(N>0\) such that \(u(x)=0\) for every \(x\in X\setminus X_N\). In particular, \(\Phi u_n(x)=0\) for every \(x\in X\setminus X_n\), \(n\ge N\) and \(\Phi u_n=\Phi u\) for every \(n\ge N\).
By Lemma A.1, we have \(\Phi u_n \in \mathrm{dom}(\Delta _{|X_n})\) for every \(n\ge N\) and then
that is,
Therefore, using the trivial fact that \(\Phi \varvec{\pi }_n=\varvec{\pi }_n\Phi \),
and, since \({\mathcal {L}}u \in \ell ^1(X,\mu )\), it follows that \(\lim _{n\rightarrow \infty }\Vert {\mathcal {L}}_{n}u_n - {\mathcal {L}} u\Vert =0\) by dominated convergence. \(\square \)
To conclude this appendix, we prove that \({\mathcal {L}}_{|\Omega }\) is accretive.
Lemma B.8
Let \(G=(X,w,\kappa ,\mu )\) be a graph. Then, \({\mathcal {L}}_{|\Omega }\) is accretive.
Proof
If G is finite, then \(\Omega = \mathrm{dom}({\mathcal {L}})\) and \({\mathcal {L}}\) is accretive by Corollary B.3. If G is infinite, let \(u,v \in \Omega \). Then, by the definition of \(\Omega \), there exists \(\{u_n\}_n, \{v_n\}_n\) such that
By the accretivity of \({\mathcal {L}}_{n}\) established in Corollary B.4 above, it follows readily that
This completes the proof. \(\square \)
Remark 10
One might be tempted to identify \(\Omega \) with
where \({\mathcal {L}}_{\mathrm{min}}\) is the minimal operator, that is, \({\mathcal {L}}_{\mathrm{min}}:={\mathcal {L}}_{|C_c(X)}\). It is possible to show that \({\mathcal {L}}\) is accretive on \(\Omega '\) but unfortunately \(\Omega \) is not equal to \(\Omega '\). In particular, the solutions that are constructed in the proof of Theorem 1 may not belong to \(\Omega '\). The main problem is that
with
and then \(\Vert (\mathrm{id} + \lambda {\mathcal {L}}_{\mathrm{min}})u_n - g\Vert \) does not necessarily tend to 0. As a consequence, we cannot infer that \(\lim _{n\rightarrow \infty }\Vert {\mathcal {L}}_{\mathrm{min}} u_n -{\mathcal {L}}u \Vert =0\).
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Bianchi, D., Setti, A.G. & Wojciechowski, R.K. The generalized porous medium equation on graphs: existence and uniqueness of solutions with \(\ell ^1\) data. Calc. Var. 61, 171 (2022). https://doi.org/10.1007/s00526-022-02249-w
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DOI: https://doi.org/10.1007/s00526-022-02249-w