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Electronic Journal of Qualitative Theory of Differential Equations 2007, No. 27, 1-22;http://www.math.u-szeged.hu/ejqtde/

Nonlinear Parabolic Problems with

Neumann-type Boundary Conditions and

L

1

-data

Abderrahmane El Hachimi

(1)

and Ahmed Jamea

(2)

UFR Math´

ematiques Appliqu´

ees et Industrielles

Facult´

e des Sciences

B. P. 20, El Jadida, Maroc

(1)

aelhachi@yahoo.fr;

(2)

a.jamea@yahoo.fr

Abstract

In this paper, we study existence, uniqueness and stability questions for the nonlinear parabolic equation:

∂u

∂t − △pu+α(u) =f in]0, T[×Ω,

with Neumann-type boundary conditions and initial data in L1. Our

approach is based essentially on the time discretization technique by Euler forward scheme.

2000 Subject Classifications: 35K05, 35J55, 35D65.

Keywords: Entropy solution, Nonlinear parabolic problem, Neumann-type bound-ary conditions, P-Laplacian, Semi-discretization.

1

Introduction

In this work, we treat the nonlinear parabolic problem

∂u

∂t − △pu+α(u) =f inQT :=]0, T[×Ω,

|Du|p−2∂u

∂η +γ(u) =g on ΣT :=]0, T[×∂Ω, u(0, .) =u0 in Ω,

(1)

where ∆pu= div |Du|p−2Du, 1< p <∞, Ω is a connected open bounded set inRd, d3, with a connected Lipschitz boundaryΩ, T is a fixed positive real number andα, γ are taken as continuous non decreasing real functions every-where defined onRwithα(0) =γ(0) = 0. We will have in mind especially the

(2)

The usual weak formulations of parabolic problems with initial data inL1do not ensure existence and uniqueness of solutions. There then arose formulations which were more suitable than that of weak solutions. Through that work it is hoped that we can arrive at a definition of solution so that we can prove exis-tence and uniqueness. For that, three notions of solutions have been adopted: Solutions named SOLA ( Solution Obtained as the Limit of Approximations) defined by A. Dallaglio [6]. Renormalized solutions defined by R. Diperna and P. L. Lions [7]. Entropy solutions defined by Ph. B´enilan, L. Boccardo, T. Gal-louet, R. Gariepy, M. Pierre, J.L. Vazquez in [4]. We will have interested here at entropy formulation. Many authors are interested has this type of formulations, see for example [1, 2, 3, 4, 19, 20, 25, 26].

The problem (1) is treated by F. Andereu, J. M. Maz´on, S. Segura De le´on, J. Teledo [1] in the homogeneous case, i.e. f = 0, g = 0 and α= 0, with γ

is a maximal monotone graph inR×R and 0 γ(0). Hulshof [12] considers

the case where α is a uniformly Lipschitz continuous function, α(r) = 1 for

r∈R+,αC1(R−), α>0 onR− and limr→−∞α(r) = 0 and some particular

functionsg.In [13], N. Igbida studies the case whereαis the Heaviside maximal monotone graph. Forp= 2,we obtain the heat equation, this equation is stud-ied by many authors, see for example [14, 23] and the references therein. The elliptic case of problem (1) has been treated by many authors, see for example [3, 25, 26, 17], and the references therein.

We apply here a time discretization of given continuous problem by Euler forward scheme and we study existence, uniqueness and stability questions. We recall that the Euler forward scheme has been used by several authors while studying time discretization of nonlinear parabolic problems and we refer to the works [8, 9, 10, 15] for some details. This scheme is usually used to prove existence of solutions as well as to compute the numerical approximations.

The problem (1), or some special cases of it, arises in many different physical contexts, for example: Heat equation, non Newtonian fluids, diffusion phenom-ena, etc.

This paper is organized as follows: after some preliminary results in section 2, we discretize the problem (1) in section 3 by the Euler forward scheme and replace it by

Un−τ△pUn+τ α(Un) =τ fn+Un−1 inΩ,

|DUn|p−2∂Un ∂η +γ(U

n) =g

n on ∂Ω,

U0=u0 inΩ,

(3)

discrete dynamical system associated with the discretized problems. We shall finish this paper by showing the existence and uniqueness of entropy solution to the parabolic problem (1).

2

Preliminaries and Notations

In this section we give some notations, definitions and useful results we shall need in this work.

For a measurable set Ω of Rd, || denotes its measure, the norm in Lp(Ω) is denoted byk.kp andk.k1,p denotes the norm in the Sobolev spaceW1,p(Ω), Ci andCwill denote various positive constants. For a Banach spaceX anda < b, Lp(a, b;X) denotes the space of the measurable functionsu: [a, b]X such that

Z b

a

ku(t)kpX

!1p

:=kukLp(a,b;X)<∞.

For a given constantk >0 we define the cut functionTk:R→Ras

Tk(s) :=

(

s if|s| ≤k, k sign(s) if|s|> k,

where

sign(s) :=

 

 

1 ifs >0,

0 ifs= 0, −1 ifs <0.

For a functionu=u(x),x∈Ω, we define the truncated functionTkupointwise, i.e., for everyx∈Ω the value of (Tku) atxis justTk(u(x)).

Let the functionJk :R→R+ such that

Jk(x) =

Z x

0

Tk(s)ds

(Jk it is the primitive function ofTk). We have

< ∂v

∂t, Tk(v)>= d dt

Z

Jk(v) in L1(]0, T[), (2)

what implies that

Z t

0 < ∂v

∂s, Tk(v)>=

Z

Jk(v(t))−

Z

Jk(v(0)). (3)

Foru∈W1,p(Ω),we denote byτ uoruthe trace ofuon∂Ω in the usual sense. In ([4]) the authors introduce the following spaces

• Tloc1,1(Ω) =nu: Ω→R measurable : Tk(u)∈Wloc1,1(Ω), f or all k >0

o

(4)

• Tloc1,p(Ω) =nu∈ Tloc1,1(Ω) :DTk(u)∈Lploc(Ω), f or all k >0

o

,

• T1,p(Ω) =nu∈ T1,p

loc(Ω) : DTk(u)∈Lp(Ω), f or all k >0

o

.

For bounded Ω′s, we have

T1,p(Ω) =

u: Ω→R measurable Tk(u)∈W1,p(Ω), f or all k >0 .

Following [4], It is possible to give a sense to the derivativeDu of a function

u ∈ Tloc1,p(Ω), generalizing the usual concept of weak derivative in Wloc1,1(Ω), thanks to the following result

Lemma 1 ([4]) For everyu∈ Tloc1,p(Ω)there exist a unique measurable function

v: Ω→Rd such that

DTk(u) =v1{|v|<k} a.e,

where1B is the characteristic function of the measurable setB ⊂Rd.

Furthermore,u∈Wloc1,1(Ω) if and only if v ∈L1

loc(Ω), and then v ≡Du in the

usual weak sense.

We apply also the setsTtr1,p(Ω) introduced in [2] as being the subset of functions inT1,p(Ω) for which a generalized notion of trace may be defined. More precisely

u∈ Ttr1,p(Ω) ifu∈ T1,p(Ω) and there exist a sequence (u

n)n∈N inW1,p(Ω) and a measurable functionv on∂Ω such that

a) un→ua.e. in Ω,

b) DTk(un)→DTk(u) inL1(Ω) for everyk >0,

c) un→v a.e. on∂Ω.

The function v is the trace ofuin the generalized sense introduced in [2]. For

u∈ Ttr1,p(Ω), the trace of uon∂Ω is denoted bytr(u) or u,the operatortr(.) satisfied the following properties

i) if u∈ Ttr1,p(Ω), thenτ Tk(u) =Tk(tr(u)),∀k >0,

ii) if ϕ ∈ W1,p(Ω)L(Ω), then u∈ T1,p

tr (Ω), we have u−ϕ ∈ T

1,p tr (Ω)

andtr(u−ϕ) =tr(u)−τ ϕ.

In the case whereu∈W1,p(Ω), tr(u) coincides withτ u. Obviously, we have

W1,p(Ω)⊂ Ttr1,p(Ω)⊂ T1,p(Ω).

(5)

Theorem 2.1 ([25]) Ifβ, γare non decreasing continuous functions onRsuch

thatβ(0) =γ(0) = 0 andf ∈L1(Ω),g∈L1(∂Ω), then there exists an entropy solutionu∈Ttr1,p(Ω) to the problem

−div[a(., Du)] +β(u) =f inΩ

∂u

∂νa+γ(τ u) =g on∂Ω

(4)

i.e. ∀ϕ∈ C∞

0 (RN)

Z

a(., Du)DTk(u−ϕ) +

Z

α(u)Tk(u−ϕ) +

Z

∂Ω

γ(u)Tk(u−ϕ)≤

Z

f Tk(u−ϕ)

+

Z

∂Ω

gTk(u−ϕ),

with (β(u), γ(τ u)) ∈ L1(Ω)×L1(∂Ω) and k(β(u), γ(τ u))k1 ≤ k(f, g)k1 and u

is unique, up to an additive constant. Furthermore, if β or γ is one-to-one, then the entropy solution is unique. Whereais an operator of Leray-Lions type defined as follows

1) a: Ω×RdRd,(x, ξ)7→a(x, ξ)is a Carath´eodory function in the sense

thata is continuous inξfor almost every x∈Ω,and measurable inxfor every ξ∈Rd.

2) There existsp, 1< p < d, and a constant A1>0,so that,

ha(x, ξ), ξi ≥A1|ξ|p, f or a.e. xand every ξRd.

3) ha(x, ξ1)−a(x, ξ2), ξ1−ξ2i>0,if ξ16=ξ2, for a.e. x∈Ω.

4) There exist someh0∈Lp′

(Ω), p′= pp1 and a constantA2>0,such that

|a(x, ξ)| ≤A2 h0(x) +|ξ|p−1

f or a.e. x∈Ωand every ξ∈Rd.

3

The semi-discrete problem

By the Euler forward scheme, we consider the following system

(P n)

   

   

Un−τ△pUn+τ α(Un) =τ fn+Un−1 in Ω,

|DUn|p−2∂U n

∂η +γ(U

n) =g

n on∂Ω,

U0=u0 in Ω,

where N τ = T, 1 ≤ n ≤ N and fn(.) = 1τR nτ

(n−1)τf(s, .)ds, in Ω, gn(.) =

1

τ

Rnτ

(n−1)τg(s, .)dson∂Ω.

(6)

(H1) αand γ are non decreasing continuous functions onRsuch that α(0) = γ(0) = 0,

(H2) u0∈L1(Ω), f L1(Q

T) andg∈L1(ΣT).

Recently, in [4], a new concept of solution has been introduced for the elliptic equation

−div[a(x, Du)] =f(x) in Ω,

u= 0 on∂Ω, (5)

namely entropy solution. Following this idea we define the concept of entropy solution for the problems (Pn).

Definition 2 An entropy solution to the discretized problems (Pn), is a se-quence (Un)

0≤n≤N such that U0 = u0 and Un is defined by induction as an

entropy solution of the problem

u−τ△pu+τ α(u) =τ fn+Un−1 in Ω,

|Du|p−2∂u

∂η +γ(u) =gn on ∂Ω,

i.e. Un∈ T1,p

tr (Ω) and∀ϕ∈W1,p(Ω)∩L∞(Ω),∀k >0,we have

Z

UnTk(Un−ϕ)

Z

|DUn|p−2

DUnDTk(Un−ϕ) +

Z

τ α(Un)Tk(Un−ϕ)+

τ

Z

∂Ω

γ(Un)Tk(Un−ϕ)≤

Z

(τ fn+Un−1)Tk(Un−ϕ) +τ

Z

∂Ω

gnTk(Un−ϕ). (6)

Lemma 3 Let hypotheses(H1)−(H2)be satisfied, if (Un)

0≤n≤N, N ∈Nis an

entropy solution of problems (Pn), then∀n= 1, ..., N,we have UnL1(Ω).

Proof. In inequality (6) we takeϕ= 0 as test function, we obtain

τ

Z

|DU1|p−2

DU1DTk(U1) +

Z

(τ α(U1) +U1)Tk(U1) +τ

Z

∂Ω

γ(U1)Tk(U1)

Z

(τ f1+u0)Tk(U1) +τ

Z

∂Ω

g1Tk(U1). (7)

By assumption (H1) and the properties ofTk,we get

Z

τ α(U1)Tk(U1) +τ

Z

∂Ω

γ(U1)Tk(U1)≥0. (8)

Now, since

n=N

X

n=1

τ kfnk1+kgnkL1(Ω)≤ kfkL1(Q

(7)

and

τ

Z

|DU1|p−2DU1DTk(U1) =τ

Z

|DTk(U1)|p≥0.

Thus, from inequality (7) we obtain,

0≤

Z

U1Tk(U 1)

k ≤ kfkL1(QT)+kgkL1(ΣT)+ku0k1

. (10)

On the other hand, we have for eachx∈Ω

lim k→0U

1( x)Tk(U

1(x)) k =|U

1( x)|.

Then by Fatou’s lemma, we deduce thatU1∈L1(Ω) and

kU1k1≤ kfkL1(Q

T)+kgkL1(ΣT)+ku0k1.

By induction, we deduce in the same manner thatUn L1(Ω),n= 1, ..., N.

Theorem 3.1 Let hypotheses (H1)−(H2)be satisfied and 1< p < d,then for all N ∈ N the problems (Pn) has a unique entropy solution (Un)

0≤n≤N, such

that for alln= 1, ..., N, Un∈ T1,p

tr (Ω)∩L1(Ω).

Proof. Existence. Let the problem

−τ△pu+α(u) =F inΩ,

|Du|p−2∂u

∂η +γ(u) =G on ∂Ω,

(11)

where u =U1, F = τ f1+u0 and G = τ g1. According to inequality (9) and

hypothesis (H2),we haveF ∈L1(Ω), GL1(Ω) and, by hypothesis (H1),the

function defined byα(s) =τ α(s) +sis non decreasing, continuous and satisfies

α(0) = 0.Therefore, according to theorem 2.1, the problem (11) has an entropy solutionU1 inT1,p

tr (Ω).

By induction, using Lemma 3, we deduct in the same manner that for n = 1, ..., N,the problem

u−τ△pu+τ α(u) =τ fn+Un−1 in Ω,

|Du|p−2∂u

∂η +γ(u) =gn on ∂Ω,

has an entropy solutionUn inT1,p

tr (Ω)∩L1(Ω).

Uniqueness. We firstly need the following lemma.

Lemma 4 If (Un)

0≤n≤N, N ∈N is an entropy solution of (Pn), then for all

k >0, for alln= 1, ..., N and for allh >0, we have

τ

Z

{h<|Un|<k+h}

|DUn|pk Z

{|Un|>h}

τ|fn|+

Z

{|Un|>h}

|Un−1|+

Z

∂Ω∩{|Un|>h}

τ|gn|

!

(8)

Proof. Takingϕ=Th(Un) as test function in inequality (6), we have

Z

UnTk(Un−Th(Un)) +τ

Z

|DUn|p−2DUnDTk(Un−Th(Un))

Z

α(Un)T

k(Un−Th(Un)) +τ

Z

∂Ω

γ(Un)T

k(Un−Th(Un))

Z

(τ fn+Un−1)Tk(Un−Th(Un)) +τ

Z

∂Ω

gnTk(Un−Th(Un)). (12)

By using the definition ofTk, we have

Z

UnTk(Un−Th(Un)) =

Z

Ωh

UnTk(Un−hsign(Un))

=

Z

Ωh∩Ω(h,k)

Un(Un−hsign(Un)) +

Z

Ωh∩Ω(h,k)

Unsign(Un−hsign(Un)),

where

Ωh={|Un|> h},Ω(h,k)={|Un−hsign(Un)| ≤k},

and

Ω(h,k)={|Un−hsign(Un)|> k}.

However

sign(Un−hsign(Un))1h =sign(Un)1h; Thus, we get

Z

UnTk(Un−Th(Un))≥0.

In the same manner, using the hypothesis (H1) we obtain

τ

Z

α(Un)Tk(Un−Th(Un)) +τ

Z

∂Ω

γ(Un)Tk(Un−Th(Un))≥0.

Now, we have

Tk(s−Th(s)) =

 

 

s−hsign(s) ifh≤ |s|< k+h, k if|s| ≥k+h,

0 if|s| ≤h,

then, it follows that

τ

Z

{h<|Un|<k+h}

|DUn|pk Z

{|Un|>h}

τ|fn|+

Z

{|Un|>h}

|Un−1|+

Z

∂Ω∩{|Un|>h}

τ|gn|

!

(9)

Now, let (Un)0≤n≤N and (Vn)0≤n≤N, N ∈ N be two entropy solutions of as test functions and taking the limit ash→ ∞, we get by applying Dominated Convergence Theorem that

by applying hypothesis (H1),we get

lim

Now, we show that lim

h→∞Ik,h≥0 . To prove this, we pose

Ω1(h) ={|u|< h, |v|< h}, Ω2(h) ={|u|< h, |v| ≥h},

(10)

and we spilt

and on the other hand, from the H¨older’s inequality, we have

(11)

In the same manner, we show that:

lim h→∞

Z

{h<|v|<h+k}

|Dv|p= 0.

Hence

lim h→∞I

2

k,h≥0.

Similarly, we have

lim h→∞I

3

k,h= lim h→∞

Z

Ω3(h)

|Du|p−2DuDT

k(u−v)+

Z

Ω3(h)

|Du|p−2DuDT

k(v−hsign(u))≥0.

Finally

Ik,h4 =

Z

Ω4(h)

|Du|p−2

DuDTk(u−hsign(v)) +

Z

Ω4(h)

|Du|p−2

DuDTk(v−hsign(u))

=

Z

Ω4(h)∩{|u−hsign(v)|<k}

|Du|p+

Z

Ω4(h)∩{|v−hsign(u)|<k}

|Dv|p≥0.

It thus follows that

lim

h→∞Ik,h≥0. (17)

Therefore, by inequalities (15), (16) and (17), we get

Z

(u−v)Tk(u−v)≤0,

i.e. Z

(u−v)1

kTk(u−v)≤0.

Taking the limit ask→0,by Dominated Convergence Theorem, we get

ku−vk1≤0.

By induction, we prove that

∀n= 1, ..., N, kUnVnk

1= 0.

4

Stability

Now we give some a priori estimates for the discrete entropy solution (Un)

(12)

Theorem 4.1 Let hypotheses (H1)−(H2) be satisfied and 1 < p < d. Then, there exists a positive constantC(u0, f, g)depending on the data but not on N

such that for alln= 1, ..., N, we have

Proof. 1) and 2): Letϕ= 0 as test function in inequality (6) and dividing byk, we obtain Letk →0, by the properties ofTk and the Dominated Convergence Theorem we get, Then inequalities 1) and 2) are satisfied.

3)Takingϕ=Th Ui−sign(Ui−Ui−1)as test function in inequality (6) and using the fact that:

(13)

and

Ωh=

|Ui−sign(Ui−Ui−1)|> h ,

we obtain

Z

Ui−Ui−1

Tk Ui−Th Ui−sign(Ui−Ui−1)

≤k τkfik1+τkgikL1(Ω)+τkα(Ui)k1+τkγ(Ui)kL1(Ω).

Taking the limit ash→ ∞and using the Dominated Convergence Theorem, we get fork= 1

kUi−Ui−1k1≤τkfik1+τkgikL1(Ω)+τkα(Ui)k1+τkγ(Ui)kL1(Ω). (21)

Summing (21) fromi= 1 tonand applying the stability result 2) and inequality (9), we obtain

n

X

i=1

kUi−Ui−1k1≤2kfkL1(Q

T)+ 2kgkL1(ΣT)+ku0k1.

4)Takingϕ= 0 as test function in inequality (6), we deduce by (8) that

τkDTk(Ui)kpp≤k τkfik1+τkgikL1(Ω)+kUi−Ui−1k1. (22)

Summing (22) fromi= 1 tonand applying the stability result 3), we therefore get

n

X

i=1

τkDTk(Ui)kpp≤k.C(u0, f, g), .

Hence, by using Sobolev’s inequality we deduct the stability result 4).

5

The semi-discrete dynamical system

This section aims to study the discrete dynamical system. We show existence of absorbing sets inL1(Ω) and of the global attractor. (We refer to [27] for the definition of absorbing sets and global attractor).

By the results of theorem (3.1), problems (Pn) generates a continuous semigroup

Sτ defined by

SτUn−1=Un.

Proposition 5 Let hypotheses (H1)−(H2) be satisfied and 1 < p < d. Then for τ small enough, there exists absorbing sets inL1(Ω). More precisely, there exists a positive integernτ such that

kUnk1≤C, ∀n≥nτ. (23)

(14)

Proof. By inequality (20), we have

yn≤yn−1+τ hn,

whereyn=kUnk1and hn=kfnk1+kgnkL1(Ω).

On the other hand, according to the stability results of theorem 4.1, there exists

nτ>0 such that

τ

n=n0+N

X

n=n0

yn≤C6 ∀n0≥nτ, (24)

whereC6does not depend onn0.

By inequality (9), we have

τ

n=n0+N

X

n=n0

khnk1≤C7 ∀n0≥nτ.

Now, applying the discrete Gronwall’s lemma [8, lemma 7.5], we therefore get

kUnk1≤C8 ∀n≥nτ,

whereC8is a constant not depending onτ.

Which implies the existence of absorbing sets inL1(Ω).

Applying [27, theorem 1.1], we get the following result.

Corollary 6 Let hypotheses(H1)−(H2)be satisfied and1< p < d.Then forτ

small enough, the semigroup associated with problems (Pn) possesses a compact attractorAτ which is bounded inL1(Ω).

6

Convergence and existence result

Definition 7 A function measurable u : QT → R is an entropy solution of

parabolic problem (1) in QT if u∈ C(0, T;L1(Ω)), Tk(u)∈ Lp(0, T;W1,p(Ω))

for allk >0,and

Z t

0

Z

|Du|p−2DuDT

k(u−ϕ) +

Z t

0

Z

α(u)Tk(u−ϕ) +

Z t

0

Z

∂Ω

γ(u)Tk(u−ϕ)

≤ −

Z t

0

∂ϕ

∂s, Tk(u−ϕ)

+

Z

Jk(u(0)−ϕ(0))−

Z

Jk(u(t)−ϕ(t))

+

Z t

0

Z

f Tk(u−ϕ) +

Z t

0

Z

∂Ω

gTk(u−ϕ), (25)

for allϕ∈L∞(QT)∩Lp(0, T;W1,p(Ω))∩W1,1(0, T;L1(Ω))andt∈[0, T].

(15)

Theorem 6.1 Let hypotheses(H1)−(H2)be satisfied and1< p < d.Then the nonlinear parabolic problem (1) admits a unique entropy solution.

Proof. Existence. Let us introduce a piecewise linear extension, called Rothe function, by

(

uN(0) :=u0,

uN(t) :=Un−1+ (UnUn−1)(t−tn−1)

τ , ∀ t∈]tn

−1, tn], n= 1, ..., N in , (26) and a piecewise constant function

uN(0) :=u0,

uN(t) :=Un ∀t∈]tn−1, tn], n= 1, ..., N inΩ, (27)

wheretn :=nτ.

As already shown, for anyN ∈N,the solution (Un)

1≤n≤N of problems (Pn) is unique. Thus, uN and uN are uniquely defined and by construction, we have for anyt∈]tn−1, tn] and n= 1, ..., N,that

1) ∂u

N(t)

∂t =

(UnUn−1) τ ,

2) uN(t)−uN(t) = (Un−Un−1)t nt

τ .

By using the stability results of theorem 4.1, we deduce the following a priori estimates concerning the Rothe functionuN and the function uN.

Lemma 8 Let hypotheses (H1)−(H2) be satisfied and1 < p < d. Then there exists a constantC(T, u0, f, g)not depending on N such that for allN ∈N,we

have

kuN −uNkL1(Q

T)≤ 1

NC(T, u0, f, g), (28) kuNkL1(Q

T)≤C(T, u0, f, g), (29)

kuNkL1(Q

T)≤C(T, u0, f, g), (30)

k∂u N

∂t kL1(QT)≤C(T, u0, f, g), (31)

Tk(uN)

Lp(0,T,W1,p(Ω)) ≤k.C(T, u0, f, g). (32) Proof. We have

kuN uNk L1(Q

T) =

N

X

n=1

Z tn

tn−1

kUnUn−1k 1

(tnt)

τ dt

= τ

2 N

X

n=1

(16)

Using inequality 4) of theorem 4.1, we deduce that

kuN−uNkL1(Q

T)≤ 1

2NT C(u0, f, g).

In the same manner, we prove the estimates (29), (30), (31) and (32).

Using estimates (29) and (31), we deduct that

the sequence(uN)N∈Nis relatively compact in L1(QT).

This implies the existence of a subsequence of (uN)

N∈Nconverging to an element

uin L1(QT).

And by estimate (28), we deduce hence that

the sequence(uN)N∈Nconverges to u in L1(QT).

On the other hand, by (32) we have that

DTk(uN)NN is unif ormly bounded in L

p(Q T).

Hence there exists a subsequence, still denoted by DTk(uN)

N∈Nsuch that

DTk(uN)NN converges to an element V in L

p(Q T).

However

Tk(uN)converges to Tk(u)in Lp(QT).

Hence, it follows that

DTk(uN)converges to DTk(u)weakly in Lp(QT),

and by (32) we conclude that

Tk(u)∈Lp(0, T;W1,p(Ω)) f or all k >0.

We follow the same technique used in [1] to show that

uN converges to u onΣT.

Lemma 9 The sequence(uN)

N∈N converges touin C 0, T; L1(Ω)

.

Proof. Letϕ ∈ L∞(Q

T)∩Lp(0, T;W1,p(Ω))∩W1,1(0, T;L1(Ω)), we rewrite (6) in the form

Z t

0

∂uN

∂s , Tk(u

N ϕ)

+

Z t

0

Z

|DuN|p−2DuNDT

k(uN−ϕ)

+

Z t

0

Z

α(uN)T

k(uN −ϕ) +

Z t

0

Z

∂Ω

γ(uN)T

(17)

be the semi-discrete solutions defined by (26), (27) and corresponding to the partitions, respectively. The same method used in the proof of the uniqueness in the theorem 3.1, enables us to obtain for

k= 1

On the other hand, we have

lim

Now, using the definition ofJk we have

(18)

Therefore, we obtain

It remains to prove that the limit function uis an entropy solution of the problem (1). SinceuN(0) =U0=u0for allN ∈N, thenu(0, .) =u0.

By same manner, as used for the proof of the equality (34), we deduce that

lim

We follow the same technique used in [19], we show that

(19)

And by Lemma 9, we deduce that uN(t) → u(t) in L1(Ω) for all t ∈ [0, T],

Finally, taking the limits asN → ∞, and using the above results, the conti-nuities ofα, γ and the facts thatfN →f in L1(QT), gN →g in L1(ΣT) and

Tk(uN −ϕ)→Tk(u−ϕ) inL∞(QT),we deduce thatuis an entropy solution of the nonlinear parabolic problem (1).

Uniqueness. Let v another entropy solution of the nonlinear parabolic prob-lem (1). Taking ϕ= Th(uN) as test function in (25) and letting h→ ∞, we

Adding (41) and (42), we get

(20)

+

Z t

0

Z

∂Ω

γ(v)Tk(v−uN) +γ(uN)Tk(uN −v)

Z t

0

Z

f Tk(v−uN) +fNTk(uN −v)+

Z t

0

Z

∂Ω

gTk(v−uN) +gNTk(uN−v),

where

IIN(k, h) =IIN1(k, h) +IIN2 (k, h).

Taking the limit asN → ∞, using the above convergence results and the hy-pothesis (H1), we get

Z

Jk(v(t)−u(t)) + lim

N→∞hlim→∞II

N(k, h)0. (43)

Applying the technique used in the proof of uniqueness in theorem 3.1, we deduce that

lim

N→∞hlim→∞II

N(k, h)0. (44)

Therefore the inequality (43) becomes

Z

Jk(v(t)−u(t))≤0.

i.e.

Z

Jk(v(t)−u(t))

k ≤0.

However

lim k→0

Jk(x)

k =|x|.

Then, by Fatou’s lamma, we get

kv(t)−u(t)k1≤0, ∀t∈[0, T].

Remark 10 The above results can be generalized, for example if thep-Laplacian operator∆puis replaced by the operator a(., Du) defined in the theorem 2.1.

References

[1] F. Andereu, J. M. Maz´on, S. Segura De le´on, J. Teledo: Existence and uniqueness for a degenerate parabolic equation with L1-data, Trans. Am.

Math. Soc. Vol. 351, No. 1 (1999), pp. 285–306.

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[3] F. Andreu, N. Igbida, J. M. Maz´on, J. Toledo: L1Existence and uniqueness results for quasi-linear elliptic equations with nonlinear boundary condition,

to appear Ann. Inst. Poincar.

[4] B´enilan, L. Boccardo, T. Gallouet, R. Gariepy, M. Pierre, J.L. Vazquez:

An L1 theory of existence and uniqueness of solutions of nonlinear elliptic

equations, Annali Sc. Norm. Sup. Pisa, 22 (1995), pp. 241-273.

[5] H. Brezis: Analyse fonctionnelle, theorie´ et application, Masson, Paris, 1983.

[6] A. Dallaglio: Aproximated solutions of equations with L1 data. Aplication to the H-convergence of quasi-linear equation, Ann. Math. Pura Appl. 170 (1996), pp. 207–240.

[7] R. Diperna and P.L. Lions: On the Cauchy problem for the Boltzman equa-tion: Global existence and stability, Ann. Math. 130 (1989), No. 2, pp. 321–366.

[8] A. Eden, B. Michaux and J.M. Rakotoson: Semi-discretized nonlinear evo-lution equations as dynamical systems and error analysis, Indiana Univ. J. Vol. 39, No 3 (1990) pp. 737–783.

[9] F. Benzekri and A. El Hachimi: Doubly nonlinear parabolic equations re-lated to the p-Laplacian operator: Semi-discretization, EJDE, Vol. 2002, No. 113 (2002), pp 1–14.

[10] A. El Hachimi and M. R. Sidi Ammi: Thermistor problem: A nonlocal parabolic problem, EJDE, 11 (2004), pp. 117–128.

[11] A. El Hachimi and H. El Ouardi: Existence and regularity of a global at-tractor for doubly nonlinear parabolic equations, EJDE, Vol. 2002 (2002) no 45, pp. 1–15.

[12] J. Hulshof: Bounded weak solutions of an elliptic-parabolic neumann prob-lem, Trans. Amer. Math. Soc. 303 (1987), pp. 211–227.

[13] N. Igbida: The mesa-limit of the porous-medium equation and the Hele-Shaw problem,Diff. Integ. Eq. 15 (2002), pp. 129–146.

[14] M. A. Jendoubi: Exponential stability of positives solutions to some non-linear heat equation, Por. Math. Vol. 55 (1989), pp. 401–409.

[15] J. Kacur: Method of Rothe in evolution. Teubner, Leipzig, 1985.

[16] D. Kinderlhrer and G. Stampacchia: An introduction to variational in-equalities and their applications, Acadimic Press, 1980.

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[18] J.L. Lions: Quelques m´ethodes de r´esolution des probl`emes aux limites non lin´eaires. Dunod, Paris, 1969.

[19] A. Pringet: Existence and uniqueness of ”entropy” solutions of parapolic problems with L1 data, Nonlin. Anal. TMA 28 (1997), pp. 1943–1954.

[20] A. Prignet: Probl`emes elliptiques et paraboliques dans un cadre non varia-tionnel, Th`ese 1996.

[21] J. F. Rodrigues: The Stefan problem revisited. In: Math. Modeles for phaze change problems,(J. F. Rodrigues, ed.), ISNM 88, Birkhauser, Basel (1989), pp. 129–190.

[22] J. F. Rodrigues: Variational m´ethods in the Stefan problem: Phase transi-tions and Hysteresis,(A. Visitin, ed.), Springer, Berlin (1994), pp. 147–212.

[23] T. Roubicek: Nonlinear heat equation with L1-data, Nodea, 5 (1998) pp. 517–527.

[24] T. Roubicek: The Stefan problem in heterogeneaus media, Ann. Inst. Henri Poincar´e, Vol. 6, No. 6 (1989), pp. 481–501.

[25] A. Siai: Nonlinear Neumann problems on bounded Lipschitz domains,

EJDE, Vol 2005, No. 09 (2005), pp. 1–16.

[26] A. Siai: A fully nonlinear non homogeneous Neumann problem,Pot. Anal. 24 (2006), pp. 15–45.

[27] R. Temam: Infinite dimensional dynamical systems in mechanics and physics, Applied Mathematical Sciences, No 68, Springer Verlag 1988.

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