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An inverse problem for the
porous medium equation
with partial data and a possibly singular absorption term

Cătălin I. Cârstea School of Mathematics, Sichuan University, Chengdu, Sichuan, 610064, P.R.China; email: [email protected]    Tuhin Ghosh Department of Mathematics, Universität Bielefeld, 33615 Bielefeld, Germany; email: [email protected]    Gunther Uhlmann Department of Mathematics, University of Washington, Seattle, WA 98195-4350, USA, and Institute for Advanced Study of the Hong Kong University of Science and Technology, Hong Kong; email: [email protected]
Abstract

In this paper we prove uniqueness in the inverse boundary value problem for the three coefficient functions in the porous medium equation with an absorption term ϵtu(γum)+λuq=0\epsilon\partial_{t}u-\nabla\cdot(\gamma\nabla u^{m})+\lambda u^{q}=0, with m>1m>1, m1<q<mm^{-1}<q<\sqrt{m}, with the space dimension 2 or higher. This is a degenerate parabolic type quasilinear PDE which has been used as a model for phenomena in fields such as gas flow (through a porous medium), plasma physics, and population dynamics. In the case when γ=1\gamma=1 a priori, we prove unique identifiability with data supported in an arbitrarily small part of the boundary. Even for the global problem we improve on previous work by obtaining uniqueness with a finite (rather than infinite) time of observation and also by introducing the additional absorption term λuq\lambda u^{q}.

Keywords:

Inverse problems, porous medium equation, nonlinear parabolic equations.

1 Introduction

Let Ωn\Omega\subset\mathbb{R}^{n}, with n2n\geq 2, be a bounded, smooth domain, and let T(0,)T\in(0,\infty). We would like to consider the following equation in the space-time cylindrical domain (0,T)×Ω(0,T)\times\Omega

{ϵ(x)tu(t,x)(γ(x)um(t,x))+λ(x)uq(t,x)=f(t,x),u(0,x)=0,u|[0,T)×Ω=ϕ(t,x),u0.\left\{\begin{array}[]{l}\epsilon(x)\partial_{t}u(t,x)-\nabla\cdot(\gamma(x)\nabla u^{m}(t,x))+\lambda(x)u^{q}(t,x)=f(t,x),\\[5.0pt] u(0,x)=0,\quad u|_{[0,T)\times\partial\Omega}=\phi(t,x),\quad u\geq 0.\end{array}\right. (1)

In the above mm and qq are fixed parameters that we assume to satisfy

m>1,m1<q<m.m>1,\quad m^{-1}<q<\sqrt{m}. (2)

The coefficients ϵ\epsilon, γ\gamma, and λ\lambda are bounded nonnegative functions. ϵ\epsilon and γ\gamma will be assumed to also have strictly positive lower bounds. We will also assume that ϵ,γ,λC(Ω¯)\epsilon,\gamma,\lambda\in C^{\infty}(\overline{\Omega}), for the sake of convenience. Consistency requires that ϕ(0,x)=0\phi(0,x)=0, ϕ0\phi\geq 0.

The equation (1) is usually refered to as a porous medium equation, with an absorbtion term (i.e. the λuq\lambda u^{q} term). The name comes from its use in modeling the flow of a gas through a porous medium (see [42],[49]), but equations of this form are also used to model phenomena in other fields, such as plasma physics (see [41]), or population dynamics (see [40]).

From the mathematical point of view, equation (1) is a degenerate parabolic type quasilinear equation. Note that if 0<q<10<q<1, then the absorption term λuq\lambda u^{q} is not Lipschitz in uu and it is said to be singular in this case. Furthermore, equation (1) is a particularly simple modification of the classical heat equation (with a lower order term). This has made it a popular object of study and the mathematical literature dedicated to the porous medium equation is vast. A good survey of the field is the monograph [49].

In this paper we are interested in the inverse boundary value problem associated to (1). Here this amounts to the following question: is the set of pairs of Dirichlet and Neumann data corresponding to a suitably large class of solutions of (1) sufficient for the reconstruction of the coefficients ϵ\epsilon, γ\gamma, and λ\lambda? Historically, the first problem of this kind was proposed by Calderón in [7], for the conductivity equation (γu)=0\nabla\cdot(\gamma\nabla u)=0. The question of uniqueness in the original Calderón inverse boundary value problem (i.e. does the boundary data uniquely determine the coefficient γ\gamma) was answered affirmatively in [39] for n=2n=2 and in [48] for n3n\geq 3. Since then, there have been many results covering analogous problems for linear and nonlinear equations. The full list of even the most important of these is too extensive to include here. We restrict ourselves to mentioning some of the important results known for quasilinear and semilinear elliptic and parabolic equations. For semilinear equations, see [8], [16], [19], [23], [25], [26], [31], [32], [33], [36], [35], [46]. For quasilinear equations, not in divergence form, see [24]. For quasilinear equations in divergence form see [11], [10], [12], [14], [15], [18], [21], [27], [38], [43], [44], [45], [47], (also [9] for quasilinear time-harmonic Maxwell systems).

Results for degenerate equations, such as equation (1), are quite few. Examples would include the following works for the weighted p-Laplace equation, (a(x)|u|p2u)=0\nabla\cdot(a(x)|\nabla u|^{p-2}\nabla u)=0, which is a degenerate elliptic quasilinear PDE: [5], [2], [3], [20], [4], [28]. We note that a uniqueness result without additional constraints, such as monotonicity, has not yet been derived for the weighted p-Laplacian.

An interesting (and also practically useful) variation of the inverse boundary value problem described above is the case of “partial data”. The goal remains to prove uniqueness for the various coefficients appearing in the equation, but with the known boundary data supported/restricted to a proper subset of the boundary. In the original Calderón problem this was solved in [22] for n=2n=2. For n3n\geq 3, with some restrictions on the geometry of the subsets on which the boundary data is known, a result can be found in [29]. We would also like to mention here the work [17] on the linearized Calderón problem with partial data. For elliptic semilinear and quasilinear problems partial data results have been obtained in [30], [32], [33], [35].

Finally, we would like to mention one existing result for the porous medium equation, namely [13], where the equation (1), without the absorption term, is considered. Uniqueness in the inverse boundary value problem is obtained when the boundary data are available for infinite time (i.e. T=T=\infty). In the case of the heat equation this is sufficient to then obtain uniqueness for data available on a finite time interval, since solutions are analytic in time. This is not the case for the porous medium equation (see [49]), so uniqueness with a finite time of observation must be obtained by other means, which is one of the goals of this paper.

In this paper we consider the inverse boundary value problem for the equation (1), with a finite time of observation (i.e. T<T<\infty), in both the partial data and the global data cases.

1.1 Existence of solutions

Before stating the main result concering the inverse boundary value problem for equation (1), we first need to outline the sense in which we consider a function uu to be a solution of (1). The approach is adapted from [49].

Let QT:=(0,T)×ΩQ_{T}:=(0,T)\times\Omega and ST:=(0,T)×ΩS_{T}:=(0,T)\times\partial\Omega. In order to define a suitable space of Dirichlet boundary data. let

Ct(QT)={φC(QT¯):supp φ[{T}×Ω]=}C_{t}(Q_{T})=\left\{\varphi\in C^{\infty}(\overline{Q_{T}}):\mbox{supp\;}\varphi\cap\left[\{T\}\times\Omega\right]=\emptyset\right\} (3)

and let Ht1(QT)H^{1}_{t}(Q_{T}) be the completion of this space in H1(QT)H^{1}(Q_{T}). We will denote by Ht12(ST)H^{\frac{1}{2}}_{t}(S_{T}) the subspace of H12(ST)H^{\frac{1}{2}}(S_{T}) that consists of traces of Ht1(QT)H^{1}_{t}(Q_{T}) functions. We also introduce

C(QT)={φC(QT¯):supp φ[ST{T}×Ω]=},C_{\diamond}(Q_{T})=\left\{\varphi\in C^{\infty}(\overline{Q_{T}}):\mbox{supp\;}\varphi\cap\left[S_{T}\cup\{T\}\times\Omega\right]=\emptyset\right\}, (4)

and its completion H1(QT)H^{1}_{\diamond}(Q_{T}) in H1(QT)H^{1}(Q_{T}).

Let by τΩ\tau_{\Omega} the boundary trace operator for the domain Ω\Omega. It is bounded between H1(Ω)H^{1}(\Omega) and H12(Ω)H^{\frac{1}{2}}(\partial\Omega). Let τQT\tau_{Q_{T}} be the boundary trace operator for QTQ_{T} to the side boundary STS_{T}. It is not hard to check that τQT\tau_{Q_{T}} is bounded from L2((0,T);H1(Ω))L^{2}((0,T);H^{1}(\Omega)) to L2((0,T);H12(Ω))L^{2}((0,T);H^{\frac{1}{2}}(\partial\Omega)).

Definition 1.

We say that uL(QT)u\in L^{\infty}(Q_{T}), u0u\geq 0, is a weak solution of (1) in QTQ_{T} if it satisfies the following conditions:

  1. 1.

    (um)\nabla(u^{m}) exists in the sense of distributions and (um)L2(QT)\nabla(u^{m})\in L^{2}(Q_{T});

  2. 2.

    for any test function φC(QT)\varphi\in C_{\diamond}(Q_{T}) (or, equivalently, any φH1(QT)\varphi\in H^{1}_{\diamond}(Q_{T}))

    QTγφ(um)dtdx+QTλφuqdtdxQTϵtφudtdx=QTφfdtdx;\int_{Q_{T}}\gamma\nabla\varphi\cdot\nabla(u^{m})\,\text{d}t\,\text{d}x+\int_{Q_{T}}\lambda\varphi u^{q}\,\text{d}t\,\text{d}x-\int_{Q_{T}}\epsilon\partial_{t}\varphi\,u\,\text{d}t\,\text{d}x=\int_{Q_{T}}\varphi f\,\text{d}t\,\text{d}x; (5)
  3. 3.

    τQT(um)=ϕm\tau_{Q_{T}}(u^{m})=\phi^{m}.

We will show in section 2 that

Theorem 1.

If ϕC(ST¯)\phi\in C(\overline{S_{T}}), ϕmC(ST¯)C0,1(ST)\phi^{m}\in C(\overline{S_{T}})\cap C^{0,1}(S_{T}), ϕ0\phi\geq 0, and ϕ(0,x)=0\phi(0,x)=0 for all xΩx\in\partial\Omega, and if fL(QT)f\in L^{\infty}(Q_{T}), f0f\geq 0, then there exists a unique weak solution uu of (1) in QTQ_{T}. This solution satisfies the energy estimate

umL2((0,T);H1(Ω))C(1+T)12(ϕm+qC0,1(Ω)+ϕC(Ω)+fL(QT)),||u^{m}||_{L^{2}((0,T);H^{1}(\Omega))}\leq C(1+T)^{\frac{1}{2}}\left(||\phi^{m+q}||_{C^{0,1}(\Omega)}+||\phi||_{C(\Omega)}+||f||_{L^{\infty}(Q_{T})}\right), (6)

with a constant C>0C>0 that depends on Ω\Omega, mm, qq, and the upper and lower bounds of ϵ\epsilon, γ\gamma, and λ\lambda. The solution uu satisfies the maximum principle

0supQTusupSTϕ.0\leq\sup_{Q_{T}}u\leq\sup_{S_{T}}\phi. (7)

If ϕ1ϕ2\phi_{1}\leq\phi_{2}, f1f2f_{1}\leq f_{2} are as above and give rise to weak solutions u1u_{1} and u2u_{2}, then

u1u2.u_{1}\leq u_{2}. (8)

We have been unable to find a proof of this exact result in the available literature on the porous medium equation. For this reason, and also for the convenience of the reader, we provide our own proof. The methods needed are not new. We have followed the argument in [49], with some additional techniques from [1].

If ψ\psi is as in the above theorem and uu is the corresponding weak solution, the Neumann data γνum|ST\gamma\partial_{\nu}u^{m}|_{S_{T}} can be defined by

γνum|ST,ψ|ST=QT(γψ(um)+λψuqϵtψu)dtdx.\langle\gamma\partial_{\nu}u^{m}|_{S_{T}},\psi|_{S_{T}}\rangle=\int_{Q_{T}}\left(\gamma\nabla\psi\cdot\nabla(u^{m})+\lambda\psi u^{q}-\epsilon\partial_{t}\psi u\right)\,\text{d}t\,\text{d}x. (9)

1.2 Main results

We can now define the Dirichlet-to-Neumann map

Λϵ,γ,λPM(ϕ)=γνum|ST(Ht12(ST)).\Lambda_{\epsilon,\gamma,\lambda}^{PM}(\phi)=\gamma\partial_{\nu}u^{m}|_{S_{T}}\in\left(H^{\frac{1}{2}}_{t}(S_{T})\right)^{\prime}. (10)

Suppose that we have two sets of coefficients, ϵ(i)\epsilon^{(i)}, γ(i)\gamma^{(i)}, λ(i)\lambda^{(i)}, and ϵ(ii)\epsilon^{(ii)}, γ(ii)\gamma^{(ii)}, λ(ii)\lambda^{(ii)}, that are as above. The first main result of our paper is the following.

Theorem 2.

If Λϵ(i),γ(i),λ(i)PM(ϕ)=Λϵ(ii),γ(ii),λ(ii)PM(ϕ)\Lambda_{\epsilon^{(i)},\gamma^{(i)},\lambda^{(i)}}^{PM}(\phi)=\Lambda_{\epsilon^{(ii)},\gamma^{(ii)},\lambda^{(ii)}}^{PM}(\phi), for all ϕC(ST¯)\phi\in C(\overline{S_{T}}), such that ϕmC(ST¯)Cloc0,1(ST)\phi^{m}\in C(\overline{S_{T}})\cap C^{0,1}_{loc}(S_{T}), ϕ0\phi\geq 0, and ϕ(0,x)=0\phi(0,x)=0 for all xΩx\in\partial\Omega, then γ(i)=γ(ii)\gamma^{(i)}=\gamma^{(ii)}, ϵ(i)=ϵ(ii)\epsilon^{(i)}=\epsilon^{(ii)}, and λ(i)=λ(ii)\lambda^{(i)}=\lambda^{(ii)}.

In the case when the γ\gamma coefficient is a priori known to be constant, we also have the following partial data result.

Theorem 3.

Let ΣΩ\Sigma\subset\partial\Omega be open. If Λϵ(i),1,λ(i)PM(ϕ)=Λϵ(ii),1,λ(ii)PM(ϕ)\Lambda_{\epsilon^{(i)},1,\lambda^{(i)}}^{PM}(\phi)=\Lambda_{\epsilon^{(ii)},1,\lambda^{(ii)}}^{PM}(\phi), for all ϕC(S¯)\phi\in C(\overline{S_{\infty}}), such that supp ϕ[0,T]×Σ\mbox{supp\;}\phi\subset[0,T]\times\Sigma, ϕmC(S¯)Cloc0,1(S)\phi^{m}\in C(\overline{S_{\infty}})\cap C^{0,1}_{loc}(S_{\infty}), ϕ0\phi\geq 0, and ϕ(0,x)=0\phi(0,x)=0 for all xΩx\in\partial\Omega, then ϵ(i)=ϵ(ii)\epsilon^{(i)}=\epsilon^{(ii)} and λ(i)=λ(ii)\lambda^{(i)}=\lambda^{(ii)}.

We give a proof of Theorem 2 in section 3. The main idea for the proof is to use two sucessive transformations of equation (1). The first is the change of function v=umv=u^{m}, which gives us the equation

ϵtv1m(γv)+λvqm=0.\epsilon\partial_{t}v^{\frac{1}{m}}-\nabla\cdot(\gamma\nabla v)+\lambda v^{\frac{q}{m}}=0. (11)

The second transformation involves the function

V(x)=0T(Tt)αv(t,x)dt,V(x)=\int_{0}^{T}(T-t)^{\alpha}v(t,x)\,\text{d}t, (12)

where α,T>0\alpha,T>0 will be chosen in the course of the proof. Since the equation satisfied by vv is non-linear, we do not obtain a closed form PDE for VV. It is however possible to show that VV satisfies a differential inequality of the form

0(γ(x)V(x))C1ϵ(x)(V(x))1m+C2λ(x)(V(x))qm.0\leq\nabla\cdot(\gamma(x)\nabla V(x))\leq C_{1}\epsilon(x)(V(x))^{\frac{1}{m}}+C_{2}\lambda(x)(V(x))^{\frac{q}{m}}. (13)

If we choose Dirichlet boundary data so that v|ST(t,x)=htmg(x)v|_{S_{T}}(t,x)=ht^{m}g(x), with hh a large parameter, we can deduce the first few terms in the asymptotic expansion of VV as hh\to\infty. The Neumann data for each of these terms is determined by the Dirichlet-to-Neumann map, and we can use this information to separately show uniqueness for each of the ϵ\epsilon, γ\gamma, and λ\lambda coefficients.

We prove Theorem 3 in section 4. The starting point for the argument is an integral identity derived in section 3. We reduce this integral identity to a problem similar to the linearized local Calderón problem considered in [17], but with an L1L^{1} coefficient function rather than the LL^{\infty} one. The result follows by adapting the original argument to this new situation.

Finally, we would like to remark on the importance of the partial data case. Of course, one reason to consider this case is that in possible real life applications only partial data may be practically available. Here however there is an additional theoretical reason, namely that in the partial data case the equation remains in a degenerate regime for the entire time of observation, since the solution must remain zero on a part of the boundary. This shows that our method does not work by moving the equation to a non-degenerate regime, but rather that it can handle the equation even in situations that are not covered by previous works.

2 The forward problem

The main idea for the proof of existence of weak solutions to (1) comes from the intuition that the maximum principle should hold for such solutions. If the initial data, the Dirichlet boundary data, and the source term are strictly positive (an bounded), and the maximum/minimum principle holds, then the solution would not take values close to zero and infinity. When this is the case, we can modify the equation so as to remove its singularities, while keeping the same solution. This is the same method used in the proof of [49, Theorem 5.14].

2.1 Existence of solutions

We will now make the above rigorous. Let ak(x,z)a_{k}(x,z), bk(x,z)b_{k}(x,z), k=1,2,3,k=1,2,3,\ldots, be smooth, bounded functions, with the aka_{k} also having strictly positive lower bounds, and such that when

1kzsupSTϕ+TsupQTf+1+Tk,\frac{1}{k}\leq z\leq\sup_{S_{T}}\phi+T\sup_{Q_{T}}f+\frac{1+T}{k}, (14)

we have

ak(x,z)=mγ(x)zm1,bk(x,z)=λ(x)zq.a_{k}(x,z)=m\gamma(x)z^{m-1},\quad b_{k}(x,z)=\lambda(x)z^{q}. (15)

We also choose functions fkC(QT)f_{k}\in C^{\infty}(Q_{T}) such that

f(t,x)fk+1(t,x)fk(t,x)f(t,x)+1k.f(t,x)\leq f_{k+1}(t,x)\leq f_{k}(t,x)\leq f(t,x)+\frac{1}{k}. (16)

Let now uku_{k} be the solutions of

{ϵtuk(ak(x,uk)uk))+bk(x,uk)=fk,uk(0,x)=1k,uk|[0,T)×Ω=ϕ+1k.\left\{\begin{array}[]{l}\epsilon\partial_{t}u_{k}-\nabla\cdot\left(a_{k}(x,u_{k})\nabla u_{k})\right)+b_{k}(x,u_{k})=f_{k},\\[5.0pt] u_{k}(0,x)=\frac{1}{k},\quad u_{k}|_{[0,T)\times\partial\Omega}=\phi+\frac{1}{k}.\end{array}\right. (17)

The problem (17) has a solution ukC1,2(QT)C(QT¯)u_{k}\in C^{1,2}(Q_{T})\cap C(\overline{Q_{T}}) (see [34], or [37]), which furthermore satisfies the maximum principle

1kuk(t,x)1k+supSTϕ+tsupQTfk.\frac{1}{k}\leq u_{k}(t,x)\leq\frac{1}{k}+\sup_{S_{T}}\phi+t\sup_{Q_{T}}f_{k}. (18)

It follows that uku_{k} is also a solution to

{ϵtuk(γukm)+λukq=fk,uk(0,x)=1k,uk|[0,T)×Ω=ϕ+1k.\left\{\begin{array}[]{l}\epsilon\partial_{t}u_{k}-\nabla\cdot(\gamma\nabla u^{m}_{k})+\lambda u_{k}^{q}=f_{k},\\[5.0pt] u_{k}(0,x)=\frac{1}{k},\quad u_{k}|_{[0,T)\times\partial\Omega}=\phi+\frac{1}{k}.\end{array}\right. (19)

By (18), uku_{k} is also a solution to ϵtuk(ak+1(x,uk,uk))=fk\epsilon\partial_{t}u_{k}-\nabla\cdot\left(a_{k+1}(x,u_{k},\nabla u_{k})\right)=f_{k}. By the comparison principle (see [37, Theorem 9.7]), we have that

0uk+1uk,k=1,2.0\leq u_{k+1}\leq u_{k},\quad\forall k=1,2\ldots. (20)

Let uu be the pointwise limit

u(t,x)=limkuk(t,x).u(t,x)=\lim_{k\to\infty}u_{k}(t,x). (21)

It is clear that uL(Ω)u\in L^{\infty}(\Omega) and

0u(t,x)supSTϕ+tsupQTf.0\leq u(t,x)\leq\sup_{S_{T}}\phi+t\sup_{Q_{T}}f. (22)

A simple application of the monotone convergence theorem gives that in L2(QT)L^{2}(Q_{T}) norm we have ukuu_{k}\to u, ukmumu_{k}^{m}\to u^{m}, and ukququ_{k}^{q}\to u^{q}.

Let ϕ~:QT[0,)\tilde{\phi}:Q_{T}\to[0,\infty) be a smooth extension of the Dirichlet data, such that we still have ϕ~(0,x)=0\tilde{\phi}(0,x)=0 for all xΩx\in\Omega and

ϕ~W1,(QT)CϕC0,1(ST),||\tilde{\phi}||_{W^{1,\infty}(Q_{T})}\leq C||\phi||_{C^{0,1}(S_{T})}, (23)

with a constant C>0C>0. Let

ηk=ukm(ϕ~+1k)m,\eta_{k}=u_{k}^{m}-\left(\tilde{\phi}+\frac{1}{k}\right)^{m}, (24)

which is zero on STS_{T}. We will multiply (19) by ηk\eta_{k} and integrate over QTQ_{T}. Note that

QTηk(γukm)dtdx=QTγ|ukm|2dtdxQTγ(ϕ~+1k)mukmdtdx,-\int_{Q_{T}}\eta_{k}\nabla(\gamma\nabla u_{k}^{m})\,\text{d}t\,\text{d}x\\[5.0pt] =\int_{Q_{T}}\gamma|\nabla u_{k}^{m}|^{2}\,\text{d}t\,\text{d}x-\int_{Q_{T}}\gamma\nabla\left(\tilde{\phi}+\frac{1}{k}\right)^{m}\cdot\nabla u_{k}^{m}\,\text{d}t\,\text{d}x, (25)

and

QTϵtukηkdtdx=Ωϵm+1ukm+1(T)dxΩϵuk(T)(ϕ~(T)+1k)mdx+QTϵukt(ϕ~+1k)mdtdx.\int_{Q_{T}}\epsilon\partial_{t}u_{k}\eta_{k}\,\text{d}t\,\text{d}x=\int_{\Omega}\frac{\epsilon}{m+1}u_{k}^{m+1}(T)\,\text{d}x\\[5.0pt] -\int_{\Omega}\epsilon u_{k}(T)\left(\tilde{\phi}(T)+\frac{1}{k}\right)^{m}\,\text{d}x+\int_{Q_{T}}\epsilon u_{k}\partial_{t}\left(\tilde{\phi}+\frac{1}{k}\right)^{m}\,\text{d}t\,\text{d}x. (26)

It follows that

QTγ|ukm|2dtdx+QTλukm+qdtdx+Ωϵm+1ukm+1(T)dx=QTγ(ϕ~+1k)mukmdtdx+Ωϵuk(T)(ϕ~(T)+1k)mdxQTϵukt(ϕ~+1k)mdtdx+QTfk[ukm(ϕ~+1k)m]+QTλukq(ϕ~+1k)mdtdx.\int_{Q_{T}}\gamma|\nabla u_{k}^{m}|^{2}\,\text{d}t\,\text{d}x+\int_{Q_{T}}\lambda u_{k}^{m+q}\,\text{d}t\,\text{d}x+\int_{\Omega}\frac{\epsilon}{m+1}u_{k}^{m+1}(T)\,\text{d}x\\[5.0pt] =\int_{Q_{T}}\gamma\nabla\left(\tilde{\phi}+\frac{1}{k}\right)^{m}\cdot\nabla u_{k}^{m}\,\text{d}t\,\text{d}x+\int_{\Omega}\epsilon u_{k}(T)\left(\tilde{\phi}(T)+\frac{1}{k}\right)^{m}\,\text{d}x\\[5.0pt] -\int_{Q_{T}}\epsilon u_{k}\partial_{t}\left(\tilde{\phi}+\frac{1}{k}\right)^{m}\,\text{d}t\,\text{d}x+\int_{Q_{T}}f_{k}\left[u_{k}^{m}-\left(\tilde{\phi}+\frac{1}{k}\right)^{m}\right]\\[5.0pt] +\int_{Q_{T}}\lambda u_{k}^{q}\left(\tilde{\phi}+\frac{1}{k}\right)^{m}\,\text{d}t\,\text{d}x. (27)

After straightforward estimates we obtain that

QT|ukm|2dtdx<C(1+T)((ϕ+1k)mC0,1(ST)2+(ϕ+1k)mC(ST)+(ϕ+1k)m+qC(ST)+ϕ+1kC(ST)2+f+1kL(QT)2),\int_{Q_{T}}|\nabla u_{k}^{m}|^{2}\,\text{d}t\,\text{d}x<C^{\prime}(1+T)\Bigg{(}\left\|\left(\phi+\frac{1}{k}\right)^{m}\right\|_{C^{0,1}(S_{T})}^{2}+\left\|\left(\phi+\frac{1}{k}\right)^{m}\right\|_{C(S_{T})}\\[5.0pt] +\left\|\left(\phi+\frac{1}{k}\right)^{m+q}\right\|_{C(S_{T})}+\left\|\phi+\frac{1}{k}\right\|_{C(S_{T})}^{2}+\left\|f+\frac{1}{k}\right\|_{L^{\infty}(Q_{T})}^{2}\Bigg{)}, (28)

where C>0C^{\prime}>0 is a constant independent of kk and TT.

It follows that (a subsequence of) ukm\nabla u_{k}^{m} converges weakly in L2(QT)L^{2}(Q_{T}) to a limit UU. It is easy to see that U=umU=\nabla u^{m} in the sense of distributions. Since τQT(ukm)(t)ϕm\tau_{Q_{T}}(u_{k}^{m})(t)\to\phi^{m} in L2((0,T);H12(Ω))L^{2}((0,T);H^{\frac{1}{2}}(\partial\Omega)) by construction, and at the same time τQT(ukm)τQT(um)\tau_{Q_{T}}(u_{k}^{m})\rightharpoonup\tau_{Q_{T}}(u^{m}), it follows that

τQT(um)=ϕm.\tau_{Q_{T}}(u^{m})=\phi^{m}. (29)

Therefore uu is a weak solution of (1) in QTQ_{T}.

2.2 Uniqueness of solutions

Before proving the energy estimate and the comparison principle part of Theorem 1, we first need to prove the uniqueness of weak solutions. Once uniqueness has been established, we can deduce the desired properties from the corresponding ones that hold for uku_{k}, since we would then know that each weak solution can be obtained as a limit of such approximate soultions. The following argument uses ideas from the proofs of [49, Theorem 6.5, Theorem 6.6] and from [1, Section 3].

Suppose u1u_{1}, u2u_{2} are both weak solutions of (1) in QTQ_{T}, with possibly different boundary data ϕ1ϕ2\phi_{1}\leq\phi_{2} and source terms f1f_{1} and f2f_{2}. Then for any φC(QT)C(QT)\varphi\in C_{\diamond}(Q_{T})\cap C^{\infty}(Q_{T}) we have

QTϵtφ(u1u2)dtdx+QTλφ(u1qu2q)dtdxQT(γφ)(u1mu2m)dtdx+QTφ(f1f2)dtdx.-\int_{Q_{T}}\epsilon\partial_{t}\varphi(u_{1}-u_{2})\,\text{d}t\,\text{d}x+\int_{Q_{T}}\lambda\varphi(u_{1}^{q}-u_{2}^{q})\,\text{d}t\,\text{d}x\\[5.0pt] \leq\int_{Q_{T}}\nabla\cdot(\gamma\nabla\varphi)(u_{1}^{m}-u_{2}^{m})\,\text{d}t\,\text{d}x+\int_{Q_{T}}\varphi(f_{1}-f_{2})\,\text{d}t\,\text{d}x. (30)

Let

a(t,x)={u1m(t,x)u2m(t,x)u1u2,if u1(t,x)u2(t,x),0,if u1(t,x)=u2(t,x).a(t,x)=\left\{\begin{array}[]{l}\frac{u_{1}^{m}(t,x)-u_{2}^{m}(t,x)}{u_{1}-u_{2}},\quad\text{if }u_{1}(t,x)\neq u_{2}(t,x),\\[5.0pt] 0,\quad\text{if }u_{1}(t,x)=u_{2}(t,x).\end{array}\right. (31)

The function aa is continuous, but may not be smooth. For k=(k1,k2)2k=(k_{1},k_{2})\in\mathbb{N}^{2}, let akC(QT)a_{k}\in C^{\infty}(Q_{T}) be such that

1k1akk2,\frac{1}{k_{1}}\leq a_{k}\leq k_{2}, (32)

and akaa_{k}\to a.

Let θC0(QT)\theta\in C^{\infty}_{0}(Q_{T}), θ0\theta\geq 0 be an arbitrary function and φk\varphi_{k} be the unique smooth solution of the backwards in time linear parabolic problem in QTQ_{T}

{ϵtφk+ak(γφk)+θ=0,φk(T,x)=0,xΩ,φk|ST=0.\left\{\begin{array}[]{l}\epsilon\partial_{t}\varphi_{k}+a_{k}\nabla\cdot(\gamma\nabla\varphi_{k})+\theta=0,\\[5.0pt] \varphi_{k}(T,x)=0,\;\forall x\in\Omega,\quad\varphi_{k}|_{S_{T}}=0.\end{array}\right. (33)

By the maximum principle we have that φk0\varphi_{k}\geq 0. Using φk\varphi_{k} as a test function in (30) we get

QTθ(u1u2)dtdx+QTλφk(u1qu2q)dtdxQT(aak)(γφk)(u1u2)dtdx+QTφk(f1f2)dtdx.\int_{Q_{T}}\theta(u_{1}-u_{2})\,\text{d}t\,\text{d}x+\int_{Q_{T}}\lambda\varphi_{k}(u_{1}^{q}-u_{2}^{q})\,\text{d}t\,\text{d}x\\[5.0pt] \leq\int_{Q_{T}}(a-a_{k})\nabla\cdot(\gamma\nabla\varphi_{k})(u_{1}-u_{2})\,\text{d}t\,\text{d}x+\int_{Q_{T}}\varphi_{k}(f_{1}-f_{2})\,\text{d}t\,\text{d}x. (34)

Let

Jk=QT|u1u2||aak||(γφk)|dtdxJ_{k}=\int_{Q_{T}}|u_{1}-u_{2}|\,|a-a_{k}|\,|\nabla\cdot(\gamma\nabla\varphi_{k})|\,\text{d}t\,\text{d}x (35)

and note immediately that

Jk(QTak[(γφk)]2dtdx)12(QT|u1u2|2|aak|2akdtdx)12.J_{k}\leq\left(\int_{Q_{T}}a_{k}[\nabla\cdot(\gamma\nabla\varphi_{k})]^{2}\,\text{d}t\,\text{d}x\right)^{\frac{1}{2}}\left(\int_{Q_{T}}|u_{1}-u_{2}|^{2}\frac{|a-a_{k}|^{2}}{a_{k}}\,\text{d}t\,\text{d}x\right)^{\frac{1}{2}}. (36)

We will control each of the two factors on the right hand side separately.

Let ζ:[0,T][12,1]\zeta:[0,T]\to[\frac{1}{2},1] be a smooth function such that ζ(t)c>0\zeta^{\prime}(t)\geq c>0. We multiply (33) by ζϵ(γφk)\frac{\zeta}{\epsilon}\nabla\cdot(\gamma\nabla\varphi_{k}) and integrate to obtain

QTtφkζ(γφk)dtdx+QTζϵak[(γφk)]2dtdx+QTζθϵ(γφk)dtdx=0.\int_{Q_{T}}\partial_{t}\varphi_{k}\zeta\nabla\cdot(\gamma\nabla\varphi_{k})\,\text{d}t\,\text{d}x+\int_{Q_{T}}\frac{\zeta}{\epsilon}a_{k}[\nabla\cdot(\gamma\nabla\varphi_{k})]^{2}\,\text{d}t\,\text{d}x+\int_{Q_{T}}\zeta\frac{\theta}{\epsilon}\nabla\cdot(\gamma\nabla\varphi_{k})\,\text{d}t\,\text{d}x=0. (37)

We have that

QTtφkζ(γφk)dtdx=QTζγφk(tφk)dtdx=12QTζγt(φk)2dtdx12QTζγ(φk)2dtdx.\int_{Q_{T}}\partial_{t}\varphi_{k}\zeta\nabla\cdot(\gamma\nabla\varphi_{k})\,\text{d}t\,\text{d}x=-\int_{Q_{T}}\zeta\gamma\nabla\varphi_{k}\cdot\nabla(\partial_{t}\varphi_{k})\,\text{d}t\,\text{d}x\\[5.0pt] =-\frac{1}{2}\int_{Q_{T}}\zeta\gamma\partial_{t}(\nabla\varphi_{k})^{2}\,\text{d}t\,\text{d}x\geq\frac{1}{2}\int_{Q_{T}}\zeta^{\prime}\gamma(\nabla\varphi_{k})^{2}\,\text{d}t\,\text{d}x. (38)

Then

12QTζγ|φk|2dtdx+QTζϵak[(γφk)]2dtdxQTζγθϵφkdtdx.\frac{1}{2}\int_{Q_{T}}\zeta^{\prime}\gamma|\nabla\varphi_{k}|^{2}\,\text{d}t\,\text{d}x+\int_{Q_{T}}\frac{\zeta}{\epsilon}a_{k}[\nabla\cdot(\gamma\nabla\varphi_{k})]^{2}\,\text{d}t\,\text{d}x\leq\int_{Q_{T}}\zeta\gamma\nabla\frac{\theta}{\epsilon}\cdot\nabla\varphi_{k}\,\text{d}t\,\text{d}x. (39)

Estimating

QTζγθϵφkdtdxc4QTγ|φk|2dtdx+1cQTγ|θϵ|2dtdx,\int_{Q_{T}}\zeta\gamma\nabla\frac{\theta}{\epsilon}\cdot\nabla\varphi_{k}\,\text{d}t\,\text{d}x\leq\frac{c}{4}\int_{Q_{T}}\gamma|\nabla\varphi_{k}|^{2}\,\text{d}t\,\text{d}x+\frac{1}{c}\int_{Q_{T}}\gamma|\nabla\frac{\theta}{\epsilon}|^{2}\,\text{d}t\,\text{d}x, (40)

we conclude that

QTγ|φk|2dtdx+QTak[(γφk)]2dtdxCQTγ|θϵ|2dtdx,\int_{Q_{T}}\gamma|\nabla\varphi_{k}|^{2}\,\text{d}t\,\text{d}x+\int_{Q_{T}}a_{k}[\nabla\cdot(\gamma\nabla\varphi_{k})]^{2}\,\text{d}t\,\text{d}x\leq C\int_{Q_{T}}\gamma|\nabla\frac{\theta}{\epsilon}|^{2}\,\text{d}t\,\text{d}x, (41)

with a constant C>0C>0 which do not depend on kk.

The estimate for the second factor on the right hand side of (36) relies only on the strategy for approximating aa by aka_{k}. There is no difference at all between our case here and the argument in [49], so we quote the result

QT|u1u2|2|aak|2akdtdxCk1.\int_{Q_{T}}|u_{1}-u_{2}|^{2}\frac{|a-a_{k}|^{2}}{a_{k}}\,\text{d}t\,\text{d}x\leq\frac{C}{k_{1}}. (42)

It follows that in the limit Jk0J_{k}\to 0.

Let t0(0,T)t_{0}\in(0,T), 0ψ(x)10\leq\psi(x)\leq 1 be a smooth function, and ρη\rho_{\eta}, η>0\eta>0, be a standard mollifier. We set

θ(t,x)=ϵ(x)ψ(x)ρη(tt0).\theta(t,x)=\epsilon(x)\psi(x)\rho_{\eta}(t-t_{0}). (43)

Then

φ(t,x)=tTρη(st0)ds\varphi(t,x)=\int_{t}^{T}\rho_{\eta}(s-t_{0})\,\text{d}s (44)

is a supersolution for (33), so for all kk we have that φkφ\varphi_{k}\leq\varphi.

Taking the limit in (34), we obtain

QTϵψρη(u1u2)dtdxQTλ(u2qu1q)+(tTρη(st0)ds)dtdx+QT(f1f2)+(tTρη(st0)ds)dtdx.\int_{Q_{T}}\epsilon\psi\rho_{\eta}(u_{1}-u_{2})\,\text{d}t\,\text{d}x\leq\int_{Q_{T}}\lambda(u_{2}^{q}-u_{1}^{q})_{+}\left(\int_{t}^{T}\rho_{\eta}(s-t_{0})\,\text{d}s\right)\,\text{d}t\,\text{d}x\\[5.0pt] +\int_{Q_{T}}(f_{1}-f_{2})_{+}\left(\int_{t}^{T}\rho_{\eta}(s-t_{0})\,\text{d}s\right)\,\text{d}t\,\text{d}x. (45)

Taking the η0\eta\to 0 limit, we get

Ωϵψ(u1(t0)u2(t0))+dx0t0Ωλ(u2qu1q)+dtdx+0t0Ω(f1f2)+dtdx,\int_{\Omega}\epsilon\psi(u_{1}(t_{0})-u_{2}(t_{0}))_{+}\,\text{d}x\leq\int_{0}^{t_{0}}\int_{\Omega}\lambda(u_{2}^{q}-u_{1}^{q})_{+}\,\text{d}t\,\text{d}x+\int_{0}^{t_{0}}\int_{\Omega}(f_{1}-f_{2})_{+}\,\text{d}t\,\text{d}x, (46)

which easily gives that

Ω(u1(t0)u2(t0))+dxC(0t0Ω(u2qu1q)+dtdx+0t0Ω(f1f2)+dtdx).\int_{\Omega}(u_{1}(t_{0})-u_{2}(t_{0}))_{+}\,\text{d}x\leq C\left(\int_{0}^{t_{0}}\int_{\Omega}(u_{2}^{q}-u_{1}^{q})_{+}\,\text{d}t\,\text{d}x+\int_{0}^{t_{0}}\int_{\Omega}(f_{1}-f_{2})_{+}\,\text{d}t\,\text{d}x\right). (47)

We need to distinguish two cases. The first is when q1q\geq 1. In this case we can from the start assume that ϕ1=ϕ2\phi_{1}=\phi_{2} and f1=f2f_{1}=f_{2}. Note that both u1u_{1} and u2u_{2} are bounded, so there exists M>0M>0 such that

(u2qu1q)+M(u2u1)+.(u_{2}^{q}-u_{1}^{q})_{+}\leq M(u_{2}-u_{1})_{+}. (48)

Then

Ω(u1(t0)u2(t0))+dxC0t0Ω(u2(t)u1(t))+dtdxC0t00tΩ(u1(s)u2(s))+dsdtdxCt00t0Ω(u1(s)u2(s))+dsdx.\int_{\Omega}(u_{1}(t_{0})-u_{2}(t_{0}))_{+}\,\text{d}x\leq C\int_{0}^{t_{0}}\int_{\Omega}(u_{2}(t)-u_{1}(t))_{+}\,\text{d}t\,\text{d}x\\[5.0pt] \leq C\int_{0}^{t_{0}}\int_{0}^{t}\int_{\Omega}(u_{1}(s)-u_{2}(s))_{+}\,\text{d}s\,\text{d}t\,\text{d}x\\[5.0pt] \leq Ct_{0}\int_{0}^{t_{0}}\int_{\Omega}(u_{1}(s)-u_{2}(s))_{+}\,\text{d}s\,\text{d}x. (49)

Gronwall’s inequality implies that

Ω(u1(t0)u2(t0))+dx=0,t0(0,T),\int_{\Omega}(u_{1}(t_{0})-u_{2}(t_{0}))_{+}\,\text{d}x=0,\quad\forall t_{0}\in(0,T), (50)

and by exchanging the roles of u1u_{1} and u2u_{2} we conclude that u1=u2u_{1}=u_{2} everywhere.

The second case is when 0<q<10<q<1. Here we would like to take u1=u^u_{1}=\hat{u} to be any weak solution of (1) in QTQ_{T}, with boundary data ϕ\phi and source term ff, and u2u_{2} to be the approximate solution uku_{k} constructed above in the existence step. There is a slight difference to the assumtions above since uku_{k} has positive initial data 1k\frac{1}{k}. Going over the argument with this in mind quickly shows that an additional term of the form

Ω(uk(0,x))+dx\int_{\Omega}(-u_{k}(0,x))_{+}\,\text{d}x (51)

should appear on the right hand side of (47). Since this term is actually zero, we may continue without modifying anything.

There is another modification we wish to make. Let ω>0\omega>0 and let u1=eωtu^u_{1}=e^{\omega t}\hat{u}, u2=eωtuku_{2}=e^{\omega t}u_{k}. It is easy to see that u1u_{1} satisfies the equation

tu1(γu1)+λu1qωu1=eωtf\partial_{t}u_{1}-\nabla\cdot(\gamma\nabla u_{1})+\lambda u_{1}^{q}-\omega u_{1}=e^{\omega t}f (52)

in the weak sense, with a similar situation holding for u2u_{2}. If we apply (47) to these choices of u1u_{1} and u2u_{2} we have

eωt0Ω(u^(t0)uk(t0))+C(0t0Ωeωt(ukqu^qω(uku^))+dtdx+0t0Ωeωt(ffk)+dtdx).e^{\omega t_{0}}\int_{\Omega}(\hat{u}(t_{0})-u_{k}(t_{0}))_{+}\leq C\left(\int_{0}^{t_{0}}\int_{\Omega}e^{\omega t}(u_{k}^{q}-\hat{u}^{q}-\omega(u_{k}-\hat{u}))_{+}\,\text{d}t\,\text{d}x\right.\\[5.0pt] \left.+\int_{0}^{t_{0}}\int_{\Omega}e^{\omega t}(f-f_{k})_{+}\,\text{d}t\,\text{d}x\right). (53)

The last term is zero. If

ukq(t,x)u^q(t,x)ω(uk(t,x)u^(t,x))0,u_{k}^{q}(t,x)-\hat{u}^{q}(t,x)-\omega(u_{k}(t,x)-\hat{u}(t,x))\geq 0, (54)

and uk(t,x)u^(t,x)u_{k}(t,x)\geq\hat{u}(t,x), then we must have that

ωukq(t,x)u^q(t,x)uk(t,x)u^(t,x)(uk(t,x)u^(t,x))q1k1q.\omega\leq\frac{u_{k}^{q}(t,x)-\hat{u}^{q}(t,x)}{u_{k}(t,x)-\hat{u}(t,x)}\leq(u_{k}(t,x)-\hat{u}(t,x))^{q-1}\leq k^{1-q}. (55)

If we choose ω>k1q\omega>k^{1-q}, then we see that (54) can only hold when u^(t,x)uk(t,x)\hat{u}(t,x)\geq u_{k}(t,x). In this case we have

eωt0Ω(u^(t0)uk(t0))+Cω0t0Ωeωt(u^uk)+dtdx.e^{\omega t_{0}}\int_{\Omega}(\hat{u}(t_{0})-u_{k}(t_{0}))_{+}\leq C\omega\int_{0}^{t_{0}}\int_{\Omega}e^{\omega t}(\hat{u}-u_{k})_{+}\,\text{d}t\,\text{d}x. (56)

By Gronwall’s inequality we conclude that u^uk\hat{u}\leq u_{k}, and therefore u^u\hat{u}\leq u, where uu is the solution constructed in the previous subsection.

Returning to (47) we get that

Ω(u(t0)u^(t0))dxC0t0Ω(u^quq)+dtdx=0,\int_{\Omega}(u(t_{0})-\hat{u}(t_{0}))\,\text{d}x\leq C\int_{0}^{t_{0}}\int_{\Omega}(\hat{u}^{q}-u^{q})_{+}\,\text{d}t\,\text{d}x=0, (57)

so u=u^u=\hat{u}.

2.3 Energy inequality and maximum principle

Once uniqueness of solutions has been established, we can derive properties of the weak solutions of (1) from properties of the approximate solutions uku_{k}.

The energy inequality follows easily once we note that

umL2(QT)lim infkukmL2(QT)C(1+T)12(ϕm+qC0,1(ST)+ϕC(ST)+fL(QT)).||\nabla u^{m}||_{L^{2}(Q_{T})}\leq\liminf_{k\to\infty}||\nabla u_{k}^{m}||_{L^{2}(Q_{T})}\\[5.0pt] \leq C(1+T)^{\frac{1}{2}}\left(||\phi^{m+q}||_{C^{0,1}(S_{T})}+||\phi||_{C(S_{T})}+||f||_{L^{\infty}(Q_{T})}\right). (58)

Regarding the comparison principle, suppose we have boundary data and sources ϕ1ϕ2\phi_{1}\leq\phi_{2}, f1f2f_{1}\leq f_{2}, with corresponding solutions u1u_{1} and u2u_{2}. The approximate solutions, by the comparison principle for non-degenerate quasilinear elliptic equations (see [37, Theorem 9.7]) must satisfy

u1,ku2,k,u_{1,k}\leq u_{2,k}, (59)

and this property is preserved in the limit. This concludes the proof of Theorem 1.

3 The inverse problem with full data

In this section we give a proof of Theorem 2. We first reformulate the problem by performing the change of function v(t,x)=um(t,x)v(t,x)=u^{m}(t,x). The new function vv satisfies

{ϵ(x)tv(t,x)1m(γ(x)v(t,x))+λvqm(t,x)=0,v(0,x)=0,v|ST=f(t,x),v0,\left\{\begin{array}[]{l}\epsilon(x)\partial_{t}v(t,x)^{\frac{1}{m}}-\nabla\cdot(\gamma(x)\nabla v(t,x))+\lambda v^{\frac{q}{m}}(t,x)=0,\\[5.0pt] v(0,x)=0,\quad v|_{S_{T}}=f(t,x),\quad v\geq 0,\end{array}\right. (60)

where f=ϕmf=\phi^{m}.

The notion of weak solutions for (1) we have introduced above naturally transforms into a notion of weak solutions for (60), in the space-time domain QTQ_{T}. The Dirichlet-to-Neumann map Λϵ,γ,λPM\Lambda^{PM}_{\epsilon,\gamma,\lambda} uniquely determines the Dirichlet-to-Neumann map

Λϵ,γ,λv(f)=γνv|ST,\Lambda^{v}_{\epsilon,\gamma,\lambda}(f)=\gamma\partial_{\nu}v|_{S_{T}}, (61)

associated to the equation (60). Here fC(ST¯)C0,1(ST)f\in C(\overline{S_{T}})\cap C^{0,1}(S_{T}), f0f\geq 0, and f(0,x)=0f(0,x)=0 for all xΩx\in\partial\Omega.

3.1 Time-integral transform and basic estimates

Let T,α>0T,\alpha>0, h>1h>1. We choose the boundary data to be of the form

f(t,x)=tmhg(x),g0.f(t,x)=t^{m}\,h\,g(x),\quad g\geq 0. (62)

Later we will fix α\alpha and TT to particular values, so we will not emphasize in the following the dependence of various quantities on these. Let

V(x)=0T(Tt)αv(t,x)dt.V(x)=\int_{0}^{T}(T-t)^{\alpha}v(t,x)\,\text{d}t. (63)

Then

(γV(x))=𝒩t(x)+𝒩a(x),\nabla\cdot(\gamma\nabla V(x))={\mathcal{N}}_{t}(x)+{\mathcal{N}}_{a}(x), (64)

where

𝒩t(x)=ϵ(x)α0T(Tt)α1v1m(t,x)dt,{\mathcal{N}}_{t}(x)=\epsilon(x)\alpha\int_{0}^{T}(T-t)^{\alpha-1}v^{\frac{1}{m}}(t,x)\,\text{d}t, (65)

and

𝒩a(x)=λ(x)0T(Tt)αvqm(t,x)dt.{\mathcal{N}}_{a}(x)=\lambda(x)\int_{0}^{T}(T-t)^{\alpha}v^{\frac{q}{m}}(t,x)\,\text{d}t. (66)

Since

0T(Tt)αtmdt=T1+α+mΓ(1+α)Γ(1+m)Γ(2+α+m),\int_{0}^{T}(T-t)^{\alpha}t^{m}\,\text{d}t=T^{1+\alpha+m}\frac{\Gamma(1+\alpha)\Gamma(1+m)}{\Gamma(2+\alpha+m)}, (67)

we have that

{(γV)=𝒩t+𝒩a,V|Ω=hT1+α+mΓ(1+α)Γ(1+m)Γ(2+α+m)g.\left\{\begin{array}[]{l}\nabla\cdot(\gamma\nabla V)={\mathcal{N}}_{t}+{\mathcal{N}}_{a},\\[5.0pt] V|_{\partial\Omega}=hT^{1+\alpha+m}\frac{\Gamma(1+\alpha)\Gamma(1+m)}{\Gamma(2+\alpha+m)}g.\end{array}\right. (68)

In connection to this equation we introduce the Dirichlet-to-Neumann map

Λϵ,γ,λh(g)=h1γνV|Ω,\Lambda^{h}_{\epsilon,\gamma,\lambda}(g)=h^{-1}\gamma\partial_{\nu}V|_{\partial\Omega}, (69)

which is determined by Λϵ,γ,λv\Lambda^{v}_{\epsilon,\gamma,\lambda} and hence also by Λϵ,γ,λPM\Lambda^{PM}_{\epsilon,\gamma,\lambda}.

By Hölder’s inequality we have

0𝒩t(x)=ϵ(x)α0T(Tt)αmm[(Tt)αv]1mdtϵ(x)α(0T(Tt)αmdt)1m(V(x))1m=Tαm1mα(αm+1)1mϵ(x)(V(x))1m.0\leq{\mathcal{N}}_{t}(x)=\epsilon(x)\alpha\int_{0}^{T}(T-t)^{\frac{\alpha-m^{\prime}}{m^{\prime}}}\left[(T-t)^{\alpha}v\right]^{\frac{1}{m}}\,\text{d}t\\[5.0pt] \leq\epsilon(x)\alpha\left(\int_{0}^{T}(T-t)^{\alpha-m^{\prime}}\,\text{d}t\right)^{\frac{1}{m^{\prime}}}\left(V(x)\right)^{\frac{1}{m}}\\[5.0pt] =T^{\frac{\alpha}{m^{\prime}}-\frac{1}{m}}\frac{\alpha}{(\alpha-m^{\prime}+1)^{\frac{1}{m^{\prime}}}}\epsilon(x)\left(V(x)\right)^{\frac{1}{m}}. (70)

Similarly

0𝒩a(x)Tα+mmq(α(1qm)+1)mmqλ(x)(V(x))qm.0\leq{\mathcal{N}}_{a}(x)\leq T^{\alpha+\frac{m}{m-q}}\left(\alpha\left(1-\frac{q}{m}\right)+1\right)^{-\frac{m}{m-q}}\lambda(x)(V(x))^{\frac{q}{m}}. (71)

Note that the above can only work if α>m1=1m1\alpha>m^{\prime}-1=\frac{1}{m-1}, which we will assume from now on.

Then (choose p>np>n) we get

𝒩tL(Ω)CTαm1mVW1,p(Ω)1m||{\mathcal{N}}_{t}||_{L^{\infty}(\Omega)}\leq CT^{\frac{\alpha}{m^{\prime}}-\frac{1}{m}}||V||_{W^{1,p}(\Omega)}^{\frac{1}{m}} (72)

and

𝒩aL(Ω)CTα+mmqVW1,p(Ω)qm.||{\mathcal{N}}_{a}||_{L^{\infty}(\Omega)}\leq CT^{\alpha+\frac{m}{m-q}}||V||_{W^{1,p}(\Omega)}^{\frac{q}{m}}. (73)

By elliptic estimates we have

||V||W2,p(Ω)C(hT1+α+m||g||W21p,p(Ω)+Tαm1m||V||W1,p(Ω)1m+Tα+mmq||V||W1,p(Ω)qm),||V||_{W^{2,p}(\Omega)}\leq C\bigg{(}hT^{1+\alpha+m}||g||_{W^{2-\frac{1}{p},p}(\Omega)}+T^{\frac{\alpha}{m^{\prime}}-\frac{1}{m}}||V||_{W^{1,p}(\Omega)}^{\frac{1}{m}}\\[5.0pt] +T^{\alpha+\frac{m}{m-q}}||V||_{W^{1,p}(\Omega)}^{\frac{q}{m}}\bigg{)}, (74)

so, since h>1h>1,

max(VW2,p(Ω),h)C(hT1+α+m||g||W21p,p(Ω)+h+Tαm1m[max(||V||W1,p(Ω),h)]1m+Tα+mmq[max(||V||W1,p(Ω),h)]qm)C(hT1+α+mgW21p,p(Ω)+h+(Tαm1m+Tα+mmq)[max(VW1,p(Ω),h)]).\max(||V||_{W^{2,p}(\Omega)},h)\\[5.0pt] \leq C\bigg{(}hT^{1+\alpha+m}||g||_{W^{2-\frac{1}{p},p}(\Omega)}+h+T^{\frac{\alpha}{m^{\prime}}-\frac{1}{m}}\left[\max(||V||_{W^{1,p}(\Omega)},h)\right]^{\frac{1}{m}}\\[5.0pt] +T^{\alpha+\frac{m}{m-q}}\left[\max(||V||_{W^{1,p}(\Omega)},h)\right]^{\frac{q}{m}}\bigg{)}\\[5.0pt] \leq C\bigg{(}hT^{1+\alpha+m}||g||_{W^{2-\frac{1}{p},p}(\Omega)}+h+(T^{\frac{\alpha}{m^{\prime}}-\frac{1}{m}}+T^{\alpha+\frac{m}{m-q}})\left[\max(||V||_{W^{1,p}(\Omega)},h)\right]\bigg{)}. (75)

Since αm1m,α+mmq>0\frac{\alpha}{m^{\prime}}-\frac{1}{m},\alpha+\frac{m}{m-q}>0, we will choose TT small enough to be able to absorb the Tαm1m+Tα+mmqT^{\frac{\alpha}{m^{\prime}}-\frac{1}{m}}+T^{\alpha+\frac{m}{m-q}} term into the left hand side. Then, supressing explicit dependence on TT, we have

VW2,p(Ω)hC(gW21p,p(Ω)+1).||V||_{W^{2,p}(\Omega)}\leq hC\left(||g||_{W^{2-\frac{1}{p},p}(\Omega)}+1\right). (76)

3.2 Asymptotic expansion to first order in hh

We make the Ansatz

V(x)=hT1+α+mΓ(1+α)Γ(1+m)Γ(2+α+m)V0(x)+R1(x),V(x)=h\frac{T^{1+\alpha+m}\Gamma(1+\alpha)\Gamma(1+m)}{\Gamma(2+\alpha+m)}V_{0}(x)+R_{1}(x), (77)

where

{(γV0)=0,V0|Ω=g.\left\{\begin{array}[]{l}\nabla\cdot(\gamma\nabla V_{0})=0,\\[5.0pt] V_{0}|_{\partial\Omega}=g.\end{array}\right. (78)

Then R1R_{1} must satisfy

{(γR1)=𝒩t+𝒩a,R1|Ω=0.\left\{\begin{array}[]{l}\nabla\cdot(\gamma\nabla R_{1})={\mathcal{N}}_{t}+{\mathcal{N}}_{a},\\[5.0pt] R_{1}|_{\partial\Omega}=0.\end{array}\right. (79)

Let σ=1mmax(1,q)<1\sigma=\frac{1}{m}\max(1,q)<1. We have the estimate

R1W2,p(Ω)Chσ(gW21p,p(Ω)+1)σ.||R_{1}||_{W^{2,p}(\Omega)}\leq Ch^{\sigma}\left(||g||_{W^{2-\frac{1}{p},p}(\Omega)}+1\right)^{\sigma}. (80)

The consequence for the Dirichlet-to-Neumann map is that as hh\to\infty

Λϵ,γ,λh(g)=T1+α+mΓ(1+α)Γ(1+m)Γ(2+α+m)γνV0|Ω+𝒪(h1σ).\Lambda^{h}_{\epsilon,\gamma,\lambda}(g)=\frac{T^{1+\alpha+m}\Gamma(1+\alpha)\Gamma(1+m)}{\Gamma(2+\alpha+m)}\gamma\partial_{\nu}V_{0}|_{\partial\Omega}+\mathscr{O}(h^{1-\sigma}). (81)

It follows that the DN map

Λγ(g)=γνV0|Ω,\Lambda_{\gamma}(g)=\gamma\partial_{\nu}V_{0}|_{\partial\Omega}, (82)

which is the DN map for the original Calderón problem, is determined by Λϵ,γh\Lambda^{h}_{\epsilon,\gamma}. By [39] in the n=2n=2 case or [48] in the n3n\geq 3 case, we now have uniqueness for γ\gamma.

Before moving on, note that by the maximum/minimum principle we have V00V_{0}\geq 0 and R10R_{1}\leq 0. For our convenience below we introduce here

v0(t,x)=htmV0(x),v_{0}(t,x)=ht^{m}V_{0}(x), (83)

which is such that

0T(Tt)αv0(t,x)dt=hT1+α+mΓ(1+α)Γ(1+m)Γ(2+α+m)V0(x).\int_{0}^{T}(T-t)^{\alpha}v_{0}(t,x)\,\text{d}t=h\frac{T^{1+\alpha+m}\Gamma(1+\alpha)\Gamma(1+m)}{\Gamma(2+\alpha+m)}V_{0}(x). (84)

3.3 Asymptotic expansion to second order in hh

Here we refine the Ansatz for VV to

V(x)=hV0(x)+h1mVt(x)+hqmVa(x)+R2(x),V(x)=hV_{0}(x)+h^{\frac{1}{m}}V_{t}(x)+h^{\frac{q}{m}}V_{a}(x)+R_{2}(x), (85)

where V0V_{0} is as above and

{(γVt)=h1m𝒩0t,Vt|Ω=0,\left\{\begin{array}[]{l}\nabla\cdot(\gamma\nabla V_{t})=h^{-\frac{1}{m}}{\mathcal{N}}_{0t},\\[5.0pt] V_{t}|_{\partial\Omega}=0,\end{array}\right. (86)
{(γVa)=h1m𝒩0a,Va|Ω=0,\left\{\begin{array}[]{l}\nabla\cdot(\gamma\nabla V_{a})=h^{-\frac{1}{m}}{\mathcal{N}}_{0a},\\[5.0pt] V_{a}|_{\partial\Omega}=0,\end{array}\right. (87)

with

𝒩0t(x)=αϵ(x)0T(Tt)α1v01m(t,x)dt=h1mϵ(x)Tα+1α+1V01m(x){\mathcal{N}}_{0t}(x)=\alpha\epsilon(x)\int_{0}^{T}(T-t)^{\alpha-1}v_{0}^{\frac{1}{m}}(t,x)\,\text{d}t=h^{\frac{1}{m}}\epsilon(x)\frac{T^{\alpha+1}}{\alpha+1}V_{0}^{\frac{1}{m}}(x) (88)

and

𝒩0a(x)=λ(x)0T(Tt)αv0qm(t,x)dt=hqmλ(x)Tα+1+qα+1+qV0qm(x).{\mathcal{N}}_{0a}(x)=\lambda(x)\int_{0}^{T}(T-t)^{\alpha}v_{0}^{\frac{q}{m}}(t,x)\,\text{d}t=h^{\frac{q}{m}}\lambda(x)\frac{T^{\alpha+1+q}}{\alpha+1+q}V_{0}^{\frac{q}{m}}(x). (89)

Clearly, VtV_{t} and VaV_{a} are independent of hh and, by the maximum principle, Vt,Va0V_{t},V_{a}\leq 0.

The remainder term R2R_{2} must satisfy

{(γR2)=(𝒩t𝒩0t)+(𝒩a𝒩0a),R2|Ω=0.\left\{\begin{array}[]{l}\nabla\cdot(\gamma\nabla R_{2})=({\mathcal{N}}_{t}-{\mathcal{N}}_{0t})+({\mathcal{N}}_{a}-{\mathcal{N}}_{0a}),\\[5.0pt] R_{2}|_{\partial\Omega}=0.\end{array}\right. (90)

Note that

ϵtv01m(γv0)=h1mϵV01m(x)0,v0|ST=v|ST,\epsilon\partial_{t}v_{0}^{\frac{1}{m}}-\nabla\cdot(\gamma\nabla v_{0})=h^{\frac{1}{m}}\epsilon V_{0}^{\frac{1}{m}}(x)\geq 0,\quad v_{0}|_{S_{T}}=v|_{S_{T}}, (91)

so v0v_{0} is a supersolution and therefore we have that v0vv_{0}\geq v. It follows then that

𝒩0t𝒩t,𝒩0a𝒩a.{\mathcal{N}}_{0t}\geq{\mathcal{N}}_{t},\quad{\mathcal{N}}_{0a}\geq{\mathcal{N}}_{a}. (92)

Using the same Hölder inequality trick applied above

0𝒩0t𝒩t=αϵ0T(Tt)α1(v01mv1m)dtαϵ0T(Tt)α1(v0v)1mdtTαm1mα(αm+1)1mϵ(x)(hT1+α+mΓ(1+α)Γ(1+m)Γ(2+α+m)V0(x)V(h,x))1m=Tαm1mα(αm+1)1mϵ(x)(R1(x))1m.0\leq{\mathcal{N}}_{0t}-{\mathcal{N}}_{t}=\alpha\epsilon\int_{0}^{T}(T-t)^{\alpha-1}(v_{0}^{\frac{1}{m}}-v^{\frac{1}{m}})\,\text{d}t\\[5.0pt] \leq\alpha\epsilon\int_{0}^{T}(T-t)^{\alpha-1}(v_{0}-v)^{\frac{1}{m}}\,\text{d}t\\[5.0pt] \leq T^{\frac{\alpha}{m^{\prime}}-\frac{1}{m}}\frac{\alpha}{(\alpha-m^{\prime}+1)^{\frac{1}{m^{\prime}}}}\epsilon(x)\left(h\frac{T^{1+\alpha+m}\Gamma(1+\alpha)\Gamma(1+m)}{\Gamma(2+\alpha+m)}V_{0}(x)-V(h,x)\right)^{\frac{1}{m}}\\[5.0pt] =T^{\frac{\alpha}{m^{\prime}}-\frac{1}{m}}\frac{\alpha}{(\alpha-m^{\prime}+1)^{\frac{1}{m^{\prime}}}}\epsilon(x)(-R_{1}(x))^{\frac{1}{m}}. (93)

Similarly

0𝒩0a𝒩aTα+mmq(α(1qm)+1)mmqλ(x)(R1(x))qm0\leq{\mathcal{N}}_{0a}-{\mathcal{N}}_{a}\leq T^{\alpha+\frac{m}{m-q}}\left(\alpha\left(1-\frac{q}{m}\right)+1\right)^{-\frac{m}{m-q}}\lambda(x)(-R_{1}(x))^{\frac{q}{m}} (94)

It follows that

(𝒩t𝒩0t)+(𝒩a𝒩0a)L(Ω)=𝒪(hσ2),||({\mathcal{N}}_{t}-{\mathcal{N}}_{0t})+({\mathcal{N}}_{a}-{\mathcal{N}}_{0a})||_{L^{\infty}(\Omega)}=\mathscr{O}(h^{\sigma^{2}}), (95)

so, by elliptic estimates we have

R2W2,p(Ω)=𝒪(hσ2).||R_{2}||_{W^{2,p}(\Omega)}=\mathscr{O}(h^{\sigma^{2}}). (96)

The Dirichlet-to-Neumann map then has the following expansion as hh\to\infty

Λϵ,γ,λh(g)=T1+α+mΓ(1+α)Γ(1+m)Γ(2+α+m)γνV0|Ω+h1m1γνVt|Ω+hqm1γνVa|Ω+𝒪(hσ21).\Lambda^{h}_{\epsilon,\gamma,\lambda}(g)=\frac{T^{1+\alpha+m}\Gamma(1+\alpha)\Gamma(1+m)}{\Gamma(2+\alpha+m)}\gamma\partial_{\nu}V_{0}|_{\partial\Omega}\\[5.0pt] +h^{\frac{1}{m}-1}\gamma\partial_{\nu}V_{t}|_{\partial\Omega}+h^{\frac{q}{m}-1}\gamma\partial_{\nu}V_{a}|_{\partial\Omega}+\mathscr{O}(h^{\sigma^{2}-1}). (97)

Assume for now that q1q\neq 1. From our assumptions of the range of allowed values for qq, we have that

1m1,qm1>σ21.\frac{1}{m}-1,\frac{q}{m}-1>\sigma^{2}-1. (98)

In this case it follows that the Neumann data γνVt|Ω\gamma\partial_{\nu}V_{t}|_{\partial\Omega}, γνVa|Ω\gamma\partial_{\nu}V_{a}|_{\partial\Omega} are each determined individually by Λϵ,γ,λPM\Lambda^{PM}_{\epsilon,\gamma,\lambda}.

Let WW be any smooth solution to (γW)=0\nabla\cdot(\gamma\nabla W)=0. We have that

γνVt|Ω,W|Ω=ΩγV1Wdx+Tα+1α+1ΩϵV01mWdx=Tα+1α+1ΩϵV01mWdx.\langle\gamma\partial_{\nu}V_{t}|_{\partial\Omega},W|_{\partial\Omega}\rangle=\int_{\Omega}\gamma\nabla V_{1}\cdot\nabla W\,\text{d}x+\frac{T^{\alpha+1}}{\alpha+1}\int_{\Omega}\epsilon V_{0}^{\frac{1}{m}}W\,\text{d}x\\[5.0pt] =\frac{T^{\alpha+1}}{\alpha+1}\int_{\Omega}\epsilon V_{0}^{\frac{1}{m}}W\,\text{d}x. (99)

We can take V0V_{0} to be of the form

V0(x)=1+sH(x),(γH)=0,H>0.V_{0}(x)=1+sH(x),\quad\nabla\cdot(\gamma\nabla H)=0,\;H>0. (100)

Then

mdds|s=0Ωϵ(1+sH(x))1mWdx=ΩϵHWdxm\left.\frac{\,\text{d}}{\,\text{d}s}\right|_{s=0}\int_{\Omega}\epsilon\left(1+sH(x)\right)^{\frac{1}{m}}W\,\text{d}x=\int_{\Omega}\epsilon HW\,\text{d}x (101)

is determined by Λϵ,γ,λPM\Lambda^{PM}_{\epsilon,\gamma,\lambda}. From here it is easy to see that we must have

Ω(ϵ(i)ϵ(ii))UWdx=0\int_{\Omega}\left(\epsilon^{(i)}-\epsilon^{(ii)}\right)UW\,\text{d}x=0 (102)

for all U,WU,W such that (γU)=(γW)=0\nabla\cdot(\gamma\nabla U)=\nabla\cdot(\gamma\nabla W)=0. As shown in [6] in the n=2n=2 case and in [48] in the n3n\geq 3 case, this implies that ϵ(i)=ϵ(ii)\epsilon^{(i)}=\epsilon^{(ii)}.

Similarly

γνVt|Ω,W|Ω=Tα+1+qα+1+qΩλV0qmWdx\langle\gamma\partial_{\nu}V_{t}|_{\partial\Omega},W|_{\partial\Omega}\rangle=\frac{T^{\alpha+1+q}}{\alpha+1+q}\int_{\Omega}\lambda V_{0}^{\frac{q}{m}}W\,\text{d}x (103)

and an identical argument gives that λ(i)=λ(ii)\lambda^{(i)}=\lambda^{(ii)}.

It remains to consider the case q=1q=1. In this situation, we have that Λϵ,γ,λPM\Lambda^{PM}_{\epsilon,\gamma,\lambda} determines all quantities of the form

γν(Vt+Va)|Ω,W|Ω=ΩV01mW(Tα+1α+1ϵ+Tα+2α+2λ)dx.\langle\gamma\partial_{\nu}(V_{t}+V_{a})|_{\partial\Omega},W|_{\partial\Omega}\rangle=\int_{\Omega}V_{0}^{\frac{1}{m}}W\left(\frac{T^{\alpha+1}}{\alpha+1}\epsilon+\frac{T^{\alpha+2}}{\alpha+2}\lambda\right)\,\text{d}x. (104)

We can use our ability to continuously shrink the observation time TT in order to determine the ϵ\epsilon and λ\lambda terms individually. This concludes the proof.

4 The inverse problem with partial data

In this section we give a proof of Theorem 3. Most of the argument of the previous section still holds. In particular, we still have the expansion (97), which in the same way as above implies that

Ω(ϵ(i)ϵ(ii))V1mWdx=Ω(λ(i)λ(ii))VqmWdx=0,\int_{\Omega}(\epsilon^{(i)}-\epsilon^{(ii)})V^{\frac{1}{m}}W\,\text{d}x=\int_{\Omega}(\lambda^{(i)}-\lambda^{(ii)})V^{\frac{q}{m}}W\,\text{d}x=0, (105)

for any VV, WW which satisfy V=W=0\triangle V=\triangle W=0, V|Γ=W|Γ=0V|_{\Gamma}=W|_{\Gamma}=0, where Γ=ΩΣ¯\Gamma=\partial\Omega\setminus\overline{\Sigma}. In what follows we will focus on the integral identity for the ϵ\epsilon coefficients, the case of λ\lambda being nearly identical.

Lemma 1.

There exists U0C(Ω¯)U_{0}\in C^{\infty}(\overline{\Omega}) such that U00U_{0}\geq 0, U0=0\triangle U_{0}=0, U0|Γ=0U_{0}|_{\Gamma}=0, and Γsupp (νU0|Ω)\Gamma\subset\mbox{supp\;}(\partial_{\nu}U_{0}|_{\partial\Omega}).

Proof.

If fC(Ω)f\in C^{\infty}(\partial\Omega) is such that f0f\geq 0, f|Γ=0f|_{\Gamma}=0, let ufC(Ω¯)u_{f}\in C^{\infty}(\overline{\Omega}) be the solution of

{uf=0,uf|Ω=f.\left\{\begin{array}[]{l}\triangle u_{f}=0,\\[5.0pt] u_{f}|_{\partial\Omega}=f.\end{array}\right. (106)

Suppose there exists a point x0Γx_{0}\in\Gamma such that

νuf(x0)=0,f.\partial_{\nu}u_{f}(x_{0})=0,\quad\forall f. (107)

Let GΩ(x,y)G_{\Omega}(x,y) be the (Dirichlet) Green’s function associated to the domain Ω\Omega. We have that GΩ(x,)C(Ω¯{x})G_{\Omega}(x,\cdot)\in C^{\infty}(\overline{\Omega}\setminus\{x\}) and

uf(x)=Ωf(y)ν(y)yGΩ(x,y)dS(y).u_{f}(x)=-\int_{\partial\Omega}f(y)\nu(y)\cdot\nabla_{y}G_{\Omega}(x,y)\,\text{d}S(y). (108)

We then get

νuf(x0)=Ωf(y)ν(x0)x(ν(y)yGΩ(x0,y))dS(y)\partial_{\nu}u_{f}(x_{0})=-\int_{\partial\Omega}f(y)\nu(x_{0})\cdot\nabla_{x}\left(\nu(y)\cdot\nabla_{y}G_{\Omega}(x_{0},y)\right)\,\text{d}S(y) (109)

By (107) we conclude that

ν(y)y(ν(x0)xGΩ(x0,y))=0,yΣ.\nu(y)\cdot\nabla_{y}\left(\nu(x_{0})\cdot\nabla_{x}G_{\Omega}(x_{0},y)\right)=0,\quad\forall y\in\Sigma. (110)

Note that we also have

{y(ν(x0)xGΩ(x0,y))=0,ν(x0)xGΩ(x0,y)=0,yΣ.\left\{\begin{array}[]{l}\triangle_{y}\left(\nu(x_{0})\cdot\nabla_{x}G_{\Omega}(x_{0},y)\right)=0,\\[5.0pt] \nu(x_{0})\cdot\nabla_{x}G_{\Omega}(x_{0},y)=0,\quad\forall y\in\Sigma.\end{array}\right. (111)

By unique continuation

ν(x0)xGΩ(x0,y)=0,yΩ.\nu(x_{0})\cdot\nabla_{x}G_{\Omega}(x_{0},y)=0,\quad\forall y\in\Omega. (112)

This is a contradiction (e.g. since ν(x0)xGΩ(x0,y)\nu(x_{0})\cdot\nabla_{x}G_{\Omega}(x_{0},y)\to\infty and yx0y\to x_{0}).

We have shown that for any xΓx\in\Gamma there exists fxC(Ω)f_{x}\in C^{\infty}(\partial\Omega) such that fx0f_{x}\geq 0, fx|Γ=0f_{x}|_{\Gamma}=0, and νufx(x)<0\partial_{\nu}u_{f_{x}}(x)<0. As Γ¯\overline{\Gamma} is compact, we can find f1,,fNC(Ω)f_{1},\ldots,f_{N}\in C^{\infty}(\partial\Omega) such that fj0f_{j}\geq 0, fj|Γ=0f_{j}|_{\Gamma}=0, for j=1,,Nj=1,\ldots,N, and

νuf|Γ¯<0,f=j=1Nfj.\partial_{\nu}u_{f}|_{\overline{\Gamma}}<0,\quad f=\sum_{j=1}^{N}f_{j}. (113)

If we choose V(x)=U0(x)+sU(x)V(x)=U_{0}(x)+sU(x) in (105), where U0U\geq 0, U=0\triangle U=0 and U|Γ=0U|_{\Gamma}=0, then

0=dds|s=0Ω(ϵ(i)(x)ϵ(ii)(x))(U0(x)+sU(x))1mW(x)dx=Ω(ϵ(i)(x)ϵ(ii)(x))U01m1(x)U(x)W(x)dx.0=\left.\frac{\,\text{d}}{\,\text{d}s}\right|_{s=0}\int_{\Omega}(\epsilon^{(i)}(x)-\epsilon^{(ii)}(x))(U_{0}(x)+sU(x))^{\frac{1}{m}}W(x)\,\text{d}x\\[5.0pt] =\int_{\Omega}(\epsilon^{(i)}(x)-\epsilon^{(ii)}(x))U_{0}^{\frac{1}{m}-1}(x)U(x)W(x)\,\text{d}x. (114)

Note that it is possible to differentiate in ss since U01m1L1(Ω)U_{0}^{\frac{1}{m}-1}\in L^{1}(\Omega). We can move from non-negative UU, WW to complex valued ones in the obvious way using linearity. With the notation

F(x)=(ϵ(i)(x)ϵ(ii)(x))U01m1(x)F(x)=(\epsilon^{(i)}(x)-\epsilon^{(ii)}(x))U_{0}^{\frac{1}{m}-1}(x) (115)

we then have

ΩF(x)U(x)W(x)dx=0\int_{\Omega}F(x)U(x)W(x)\,\text{d}x=0 (116)

for all functions UU, WW harmonic in Ω\Omega and such that U|Γ=W|Γ=0U|_{\Gamma}=W|_{\Gamma}=0. A similar problem, with FL(Ω)F\in L^{\infty}(\Omega), was considered in [17]. We will adapt their argument to our case where FL1(Ω)F\in L^{1}(\Omega).

It is observed in [17, Section 3] that, without loss of generality, we may assume that

Ω{xn:|x+e1|<1},Γ={xΩ:x12c},\Omega\subset\{x\in\mathbb{R}^{n}:|x+e_{1}|<1\},\quad\Gamma=\{x\in\partial\Omega:x_{1}\leq-2c\}, (117)

where c>0c>0 is a positive constant, and that 0Ω0\in\partial\Omega. This is proven by checking that the structure of the integral identity (116) remains unchanged under an appropriately chosen conformal transformation. The same holds here, and under the above mentioned transformation we still retain the properties that FL1(Ω)C(Ω)F\in L^{1}(\Omega)\cap C^{\infty}(\Omega) and that F(x)F(x) only becomes unbounded as xΓx\to\Gamma. For any vector znz\in\mathbb{C}^{n} we will use the notation

z=(z1,z),zn1.z=(z_{1},z^{\prime}),\quad z^{\prime}\in\mathbb{C}^{n-1}. (118)

4.1 A local result

Let ζn\zeta\in\mathbb{C}^{n} be such that ζ2=0\zeta^{2}=0 and let χC0(n)\chi\in C_{0}^{\infty}(\mathbb{R}^{n}) be such that supp (χ){xn:x1<c}\mbox{supp\;}(\chi)\subset\{x\in\mathbb{R}^{n}:x_{1}<-c\} and χ|Γ=1\chi|_{\Gamma}=1. We can construct harmonic functions

U(x,ζ,h)=eihxζ+R(x,ζ,h),U(x,\zeta,h)=e^{-\frac{i}{h}x\cdot\zeta}+R(x,\zeta,h), (119)

where RR solves

{R=0,R|Ω=(eihxζχ)|Ω,\left\{\begin{array}[]{l}\triangle R=0,\\[5.0pt] R|_{\partial\Omega}=-(e^{-\frac{i}{h}x\cdot\zeta}\chi)|_{\partial\Omega},\end{array}\right. (120)

and hh is a positive parameter. In [30, Section 2] it is shown that there exists C>0C>0 so that the remainder terms satisfy the estimate

R(,ζ,h)C(Ω¯)C(1+|ζ|khk)ech𝔪ζ1e1h|𝔪ζ|,||R(\cdot,\zeta,h)||_{C(\overline{\Omega})}\leq C\left(1+\frac{|\zeta|^{k}}{h^{k}}\right)e^{-\frac{c}{h}\mathfrak{Im}\;\zeta_{1}}e^{\frac{1}{h}|\mathfrak{Im}\;\zeta^{\prime}|}, (121)

whenever 𝔪ζ10\mathfrak{Im}\;\zeta_{1}\geq 0.

Let ζ,ηCn\zeta,\eta\in C^{n} both be such that ζ2=η2=0\zeta^{2}=\eta^{2}=0, 𝔪ζ1,𝔪η10\mathfrak{Im}\;\zeta_{1},\mathfrak{Im}\;\eta_{1}\geq 0. Choosing

U(x)=U(x,ζ,h),W(x)=U(x,η,h)U(x)=U(x,\zeta,h),\quad W(x)=U(x,\eta,h) (122)

in (116) and using (121) to control the terms involving remainder terms we get that

|Ωeihx(ζ+η)F(x)dx|CFL1(Ω)(1+|ζ|khk)(1+|η|khk)echmin(𝔪ζ1,𝔪η1)e2h(|𝔪ζ|+|𝔪η|).\left|\int_{\Omega}e^{-\frac{i}{h}x\cdot(\zeta+\eta)}F(x)\,\text{d}x\right|\\[5.0pt] \leq C||F||_{L^{1}(\Omega)}\left(1+\frac{|\zeta|^{k}}{h^{k}}\right)\left(1+\frac{|\eta|^{k}}{h^{k}}\right)e^{-\frac{c}{h}\min(\mathfrak{Im}\;\zeta_{1},\mathfrak{Im}\;\eta_{1})}e^{\frac{2}{h}(|\mathfrak{Im}\;\zeta^{\prime}|+|\mathfrak{Im}\;\eta^{\prime}|)}. (123)

Let σ=ie1+e2n\sigma=ie_{1}+e_{2}\in\mathbb{C}^{n} and suppose a(0,)a\in(0,\infty). If znz\in\mathbb{C}^{n} is such that |z2iae1|<2ε|z-2iae_{1}|<2\varepsilon then (see [17, Section 2]) there exist ζ,ηCn\zeta,\eta\in C^{n}, with ζ2=η2=0\zeta^{2}=\eta^{2}=0, such that

z=ζ+η,|ζaσ|<Caε,|η+aσ¯|<Caε,z=\zeta+\eta,\quad|\zeta-a\sigma|<Ca\varepsilon,\quad|\eta+a\overline{\sigma}|<Ca\varepsilon, (124)

if ε>0\varepsilon>0 is sufficiently small. It follows that for such a zz we have

|ΩeihxzF(x)dx|C(ah)2kfL1(Ω)eca2he2Cεah.\left|\int_{\Omega}e^{-\frac{i}{h}x\cdot z}F(x)\,\text{d}x\right|\leq C\left(\frac{a}{h}\right)^{2k}||f||_{L^{1}(\Omega)}e^{-\frac{ca}{2h}}e^{\frac{2C\varepsilon a}{h}}. (125)

Let 𝒯\mathcal{T} denote the Segal-Bargmann transform

𝒯F(z)=Ωe12h(zy)2F(y)dy,zn.\mathcal{T}F(z)=\int_{\Omega}e^{-\frac{1}{2h}(z-y)^{2}}F(y)\,\text{d}y,\quad z\in\mathbb{C}^{n}. (126)

Note that

(zy)2=(𝔢zy)2(𝔪z)2+2i(𝔢zy)𝔪z,(z-y)^{2}=(\mathfrak{Re}\;z-y)^{2}-(\mathfrak{Im}\;z)^{2}+2i(\mathfrak{Re}\;z-y)\cdot\mathfrak{Im}\;z, (127)

so

|𝒯F(z)|e12h|𝔪z|2FL1(Ω).|\mathcal{T}F(z)|\leq e^{\frac{1}{2h}|\mathfrak{Im}\;z|^{2}}||F||_{L^{1}(\Omega)}. (128)

When 𝔢z10\mathfrak{Re}\;z_{1}\geq 0, since Ω{xn:x10}\Omega\subset\{x\in\mathbb{R}^{n}:x_{1}\leq 0\}, we have the sharper estimate

|𝒯F(z)|e12h(|𝔪z|2|𝔢z1|2)FL1(Ω).|\mathcal{T}F(z)|\leq e^{\frac{1}{2h}(|\mathfrak{Im}\;z|^{2}-|\mathfrak{Re}\;z_{1}|^{2})}||F||_{L^{1}(\Omega)}. (129)

It is observed in [17, Section 4] that the Segal-Bargman transform can also be written as

𝒯F(z)=(2πh)n2n×Ωe12h(z2+t2)eihy(t+iz)F(y)dtdy.\mathcal{T}F(z)=(2\pi h)^{-\frac{n}{2}}\int_{\mathbb{R}^{n}\times\Omega}e^{-\frac{1}{2h}(z^{2}+t^{2})}e^{-\frac{i}{h}y\cdot(t+iz)}F(y)\,\text{d}t\,\text{d}y. (130)

Then when 𝔢z10\mathfrak{Re}\;z_{1}\geq 0,

|𝒯F(z)|(2πh)n2ne12h(|𝔪z|2|𝔢z|2t2)|Ωeihy(t+iz)F(y)dy|dt(2πh)n2e12h(|𝔪z|2|𝔢z|2)(|t|εaet22h|Ωeihy(t+iz)F(y)dy|dt+|t|εaet22h|Ωeihy(t+iz)F(y)dy|)e12h(|𝔪z|2|𝔢z|2)(sup|t|aε|Ωeihy(t+iz)F(y)dy|+2e1h|𝔢z|eε2a24hΩ|F(y)|dy).|\mathcal{T}F(z)|\leq(2\pi h)^{-\frac{n}{2}}\int_{\mathbb{R}^{n}}e^{\frac{1}{2h}(|\mathfrak{Im}\;z|^{2}-|\mathfrak{Re}\;z|^{2}-t^{2})}\left|\int_{\Omega}e^{-\frac{i}{h}y\cdot(t+iz)}F(y)\,\text{d}y\right|\,\text{d}t\\[5.0pt] \leq(2\pi h)^{-\frac{n}{2}}e^{\frac{1}{2h}(|\mathfrak{Im}\;z|^{2}-|\mathfrak{Re}\;z|^{2})}\left(\int_{|t|\leq\varepsilon a}e^{-\frac{t^{2}}{2h}}\left|\int_{\Omega}e^{-\frac{i}{h}y\cdot(t+iz)}F(y)\,\text{d}y\right|\,\text{d}t\right.\\[5.0pt] +\left.\int_{|t|\geq\varepsilon a}e^{-\frac{t^{2}}{2h}}\left|\int_{\Omega}e^{-\frac{i}{h}y\cdot(t+iz)}F(y)\,\text{d}y\right|\right)\\[5.0pt] \leq e^{\frac{1}{2h}(|\mathfrak{Im}\;z|^{2}-|\mathfrak{Re}\;z|^{2})}\left(\sup_{|t|\leq a\varepsilon}\left|\int_{\Omega}e^{-\frac{i}{h}y\cdot(t+iz)}F(y)\,\text{d}y\right|\right.\\[5.0pt] +\left.\sqrt{2}e^{\frac{1}{h}|\mathfrak{Re}\;z^{\prime}|}e^{-\frac{\varepsilon^{2}a^{2}}{4h}}\int_{\Omega}|F(y)|\,\text{d}y\right). (131)

When |z2ae1|<εa|z-2ae_{1}|<\varepsilon a, by (125), the above gives

|𝒯F(z)|C(ah)2kfL1(Ω)e12h(|𝔪z|2|𝔢z|2)(eca2he2Cεah+eε2a24heεah).|\mathcal{T}F(z)|\leq C\left(\frac{a}{h}\right)^{2k}||f||_{L^{1}(\Omega)}e^{\frac{1}{2h}(|\mathfrak{Im}\;z|^{2}-|\mathfrak{Re}\;z|^{2})}\left(e^{-\frac{ca}{2h}}e^{\frac{2C\varepsilon a}{h}}+e^{-\frac{\varepsilon^{2}a^{2}}{4h}}e^{\frac{\varepsilon a}{h}}\right). (132)

We are free to choose the parameters ε\varepsilon and aa, and with ε\varepsilon sufficiently small and aa sufficiently large we have

|𝒯F(z)|Ch2kFL1(Ω)e12h(|𝔪z|2|𝔢z|2ca2).|\mathcal{T}F(z)|\leq Ch^{-2k}||F||_{L^{1}(\Omega)}e^{\frac{1}{2h}(|\mathfrak{Im}\;z|^{2}-|\mathfrak{Re}\;z|^{2}-\frac{ca}{2})}. (133)

Let

Φ(z1)={|𝔪z1|2,for 𝔢z10|𝔪z1|2|𝔢z1|2,for 𝔢z10.\Phi(z_{1})=\left\{\begin{array}[]{ll}|\mathfrak{Im}\;z_{1}|^{2},&\text{for }\mathfrak{Re}\;z_{1}\leq 0\\ |\mathfrak{Im}\;z_{1}|^{2}-|\mathfrak{Re}\;z_{1}|^{2},&\text{for }\mathfrak{Re}\;z_{1}\geq 0.\end{array}\right. (134)

For z1z_{1}\in\mathbb{C}, xn1x^{\prime}\in\mathbb{R}^{n-1}, the above estimates can be combined into

e12hΦ(z1)|𝒯F(z1,x)|Ch2kFL1(Ω){1,for z1,eca4h,for |z12a|εa2,|x|<εa2.e^{-\frac{1}{2h}\Phi(z_{1})}|\mathcal{T}F(z_{1},x^{\prime})|\\[5.0pt] \leq Ch^{-2k}||F||_{L^{1}(\Omega)}\left\{\begin{array}[]{ll}1,&\text{for }z_{1}\in\mathbb{C},\\[5.0pt] e^{-\frac{ca}{4h}},&\text{for }|z_{1}-2a|\leq\frac{\varepsilon a}{2},|x^{\prime}|<\frac{\varepsilon a}{2}.\end{array}\right. (135)

This is analogous to the estimate [17, equation (4.7)]. As in the original proof we can now apply [17, Lemma 4.1] to conclude that there exist c,δ>0c^{\prime},\delta>0 such that

|𝒯F(x|Ch2k||F||L1(Ω)ec2h,|\mathcal{T}F(x|\leq Ch^{-2k}||F||_{L^{1}(\Omega)}e^{-\frac{c^{\prime}}{2h}}, (136)

whenever xΩ{xn:|x1|δ}x\in\Omega\cap\{x\in\mathbb{R}^{n}:|x_{1}|\leq\delta\}. For such an xx let φC0(Ω)\varphi\in C_{0}^{\infty}(\Omega) be such that φ(y)=1\varphi(y)=1 for yy in a small neighborhood of xx. Then we have that as h0h\to 0

(2πh)n2Ωe12h(xy)2φ(y)F(y)dyφ(x)F(x)=F(x),(2\pi h)^{-\frac{n}{2}}\int_{\Omega}e^{-\frac{1}{2h}(x-y)^{2}}\varphi(y)F(y)\,\text{d}y\to\varphi(x)F(x)=F(x), (137)

and by the dominated convergence theorem

(2πh)n2Ωe12h(xy)2(1φ(y))F(y)dy0.(2\pi h)^{-\frac{n}{2}}\int_{\Omega}e^{-\frac{1}{2h}(x-y)^{2}}(1-\varphi(y))F(y)\,\text{d}y\to 0. (138)

It follows that F(x)=0F(x)=0 for any xΩ{xn:|x1|δ}x\in\Omega\cap\{x\in\mathbb{R}^{n}:|x_{1}|\leq\delta\}.

4.2 The global result

Suppose Ω1Ω2n\Omega_{1}\subset\Omega_{2}\subset\mathbb{R}^{n} are two bounded smooth domains such that Ω2Ω1¯\Omega_{2}\setminus\overline{\Omega_{1}} is not empty. We further assume that Ω1Ω2\partial\Omega_{1}\cap\partial\Omega_{2} is an open subset of Ω1\partial\Omega_{1} and it has CC^{\infty} boundary. The following lemma follows easily, via the Sobolev embedding theorem, from a result in [30].

Lemma 2 (see [30, Lemma 2.6]).

The space

{Ω2GΩ2(,y)a(y)dy:aC(Ω2¯),supp aΩ2Ω1¯}\left\{\int_{\Omega_{2}}G_{\Omega_{2}}(\cdot,y)a(y)\,\text{d}y:a\in C^{\infty}(\overline{\Omega_{2}}),\mbox{supp\;}a\subset\Omega_{2}\setminus\overline{\Omega_{1}}\right\} (139)

is dense in

{UC(Ω1¯):U=0,U|Ω1Ω2=0},\left\{U\in C^{\infty}(\overline{\Omega_{1}}):\triangle U=0,U|_{\partial\Omega_{1}\cap\partial\Omega_{2}}=0\right\}, (140)

in the L(Ω1)L^{\infty}(\Omega_{1}) topology.

Let x1Ωx_{1}\in\Omega and x0Σx_{0}\in\Sigma. Let θ:[0,1]Ω¯\theta:[0,1]\to\overline{\Omega} be a C1C^{1} curve connecting x0=θ(0)x_{0}=\theta(0) to x1=θ(1)x_{1}=\theta(1), such that θ((0,1])Ω\theta((0,1])\subset\Omega and θ(0)\theta^{\prime}(0) is the interior normal to Ω\partial\Omega at x0x_{0}. Let

Θε(t)={xΩ¯:dist(x,θ([0,t]))ε},t[0,1],\Theta_{\varepsilon}(t)=\{x\in\overline{\Omega}:dist(x,\theta([0,t]))\leq\varepsilon\},\quad t\in[0,1], (141)

and let

I={t[0,1]:F|Θε(t)Ω=0}.I=\left\{t\in[0,1]:F|_{\Theta_{\varepsilon}(t)\cap\Omega}=0\right\}. (142)

Note that II is a closed subset of [0,1][0,1]. If ε>0\varepsilon>0 is small enough, the previous subsection implies that II is not empty.

Suppose tIt\in I. Clearly then [0,t]I[0,t]\subset I. For sufficiently small ε\varepsilon we have that Θε(t)ΩΣ\partial\Theta_{\varepsilon}(t)\cap\Omega\subset\Sigma. We can find a smooth domain Ω1\Omega_{1} such that

ΩΘε(t)Ω1,ΓΩΩ1,\Omega\setminus\Theta_{\varepsilon}(t)\subset\Omega_{1},\quad\Gamma\subset\partial\Omega\cap\partial\Omega_{1}, (143)

and a second smooth domain Ω2\Omega_{2} such that

ΩΩ2,ΩΩ1ΩΩ2.\Omega\subset\Omega_{2},\quad\partial\Omega\cap\partial\Omega_{1}\subset\partial\Omega\cap\partial\Omega_{2}. (144)

We extend FF to be zero on Ω1Ω¯\Omega_{1}\setminus\overline{\Omega}, Ω2Ω¯\Omega_{2}\setminus\overline{\Omega}.

Let K:(Ω2Ω1¯)×(Ω2Ω1¯)K:(\Omega_{2}\setminus\overline{\Omega_{1}})\times(\Omega_{2}\setminus\overline{\Omega_{1}})\to\mathbb{R} be

K(x,s)=Ω1F(y)GΩ2(x,y)GΩ2(s,y)dy=ΩF(y)GΩ2(x,y)GΩ2(s,y)dy.K(x,s)=\int_{\Omega_{1}}F(y)G_{\Omega_{2}}(x,y)G_{\Omega_{2}}(s,y)\,\text{d}y\\[5.0pt] =\int_{\Omega}F(y)G_{\Omega_{2}}(x,y)G_{\Omega_{2}}(s,y)\,\text{d}y. (145)

KK is harmonic in both xx and ss. If x,sΩ2Ω¯x,s\in\Omega_{2}\setminus\overline{\Omega}, by (116), we have that K(x,s)=0K(x,s)=0. By unique continuation it follows that K(x,s)=0K(x,s)=0 for all x,sΩ2Ω1¯x,s\in\Omega_{2}\setminus\overline{\Omega_{1}}. If a,bC(Ω2¯)a,b\in C^{\infty}(\overline{\Omega_{2}}), supp a,supp bΩ2Ω1¯\mbox{supp\;}a,\mbox{supp\;}b\subset\Omega_{2}\setminus\overline{\Omega_{1}}, then

K(x,s)a(x)b(s)dxds=0,\int K(x,s)a(x)b(s)\,\text{d}x\,\text{d}s=0, (146)

and by the above approximation lemma we have that

Ω1F(y)U(y)W(y)dy=0,\int_{\Omega_{1}}F(y)U(y)W(y)\,\text{d}y=0, (147)

for all U,WC(Ω1¯)U,W\in C^{\infty}(\overline{\Omega_{1}}) which are harmonic in Ω1\Omega_{1} and such that U|Ω1Ω2=W|Ω1Ω2=0U|_{\partial\Omega_{1}\cap\partial\Omega_{2}}=W|_{\partial\Omega_{1}\cap\partial\Omega_{2}}=0.

Applying the result of the previous subsection to the domain Ω1\Omega_{1}, we can conclude the there is a t>tt^{\prime}>t such that tIt^{\prime}\in I. This is enough to conclude that II is open in [0,1][0,1], and hence I=[0,1]I=[0,1]. This gives that F(x1)=0F(x_{1})=0, which completes the proof of Theorem 3.

Acknowledgments:

C.C. was supported by NSF of China under grants 11931011 and 11971333. The research of T.G. is supported by the Collaborative Research Center, membership no. 1283, Universität Bielefeld. GU was partly supported by NSF, a Walker Family Professorship at UW, and a Si Yuan Professorship at IAS, HKUST. He was also supported by a Simons Fellowship. Part of this work was done while he was visiting IPAM in Fall 2021.

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