This paper was converted on www.awesomepapers.org from LaTeX by an anonymous user.
Want to know more? Visit the Converter page.

Existence and analyticity of solutions of the Kuramoto-Sivashinsky equation with singular data

David M. Ambrose Drexel University, Department of Mathematics, Philadelphia, PA 19104, USA [email protected] Milton C. Lopes Filho Instituto de Matematica, Universidade Federal do Rio de Janeiro, Caixa Postal 68530, Rio de Janeiro, RJ, 21941-909 Brazil [email protected]  and  Helena J. Nussenzveig Lopes Instituto de Matematica, Universidade Federal do Rio de Janeiro, Caixa Postal 68530, Rio de Janeiro, RJ, 21941-909 Brazil [email protected]
Abstract.

We prove existence of solutions to the Kuramoto-Sivashinsky equation with low-regularity data, in function spaces based on the Wiener algebra and in pseudomeasure spaces. In any spatial dimension, we allow the data to have its antiderivative in the Wiener algebra. In one spatial dimension, we also allow data which is in a pseudomeasure space of negative order. In two spatial dimensions, we also allow data which is in a pseudomeasure space one derivative more regular than in the one-dimensional case. In the course of carrying out the existence arguments, we show a parabolic gain of regularity of the solutions as compared to the data. Subsequently, we show that the solutions are in fact analytic at any positive time in the interval of existence.

1. Introduction

The scalar form of the Kuramoto-Sivashinsky equation is

(1) ϕt+12|ϕ|2+Δ2ϕ+Δϕ=0.\phi_{t}+\frac{1}{2}|\nabla\phi|^{2}+\Delta^{2}\phi+\Delta\phi=0.

This is taken with initial data

(2) ϕ(,0)=ϕ0.\phi(\cdot,0)=\phi_{0}.

The spatial domain we consider is the nn-dimensional torus 𝕋n,\mathbb{T}^{n}, which is given by

𝕋n=i=1n[0,Li],\mathbb{T}^{n}=\prod_{i=1}^{n}\left[0,L_{i}\right],

for some given lengths Li>0,L_{i}>0, i{1,,n},i\in\{1,\ldots,n\}, and with periodic boundary conditions. Equation (1) was introduced separately by Kuramoto and Tsuzuki when studying pattern formation in reaction-diffusion equations [24] and by Sivashinsky in modeling the evolution of flame fronts [34]. As a model of flame fronts, the surface (x,ϕ(x,t))(\vec{x},\phi(\vec{x},t)) gives the location of the interface between the burnt and unburnt phases of a gas undergoing combustion. As such, the physical cases are n=1n=1 (representing the interface between two two-dimensional gases) and n=2n=2 (representing the interface between two three-dimensional gases).

Demonstrating local well-posedness of the initial value problem (1), (2) is straightforward for relatively smooth data. For global well-posedness, the situation is only clear in dimension n=1.n=1. In this case the nonlinearity has a simpler structure, and there are many results, especially that of Tadmor [35], but also those of Bronski and Gambill [10], Goodman [19], and Nicolaenko, Scheurer, and Temam [30]. These papers all assume the same regularity on the initial data, which is that ϕ0H1.\phi_{0}\in H^{1}.

In two space dimensions, there are two types of global existence results, both of which have limitations. The earliest global existence result in two dimensions was the thin domain result of Sell and Taboado [33]; this was then followed by the other thin-domain results [8], [23], [29]. Other than these, the first author and Mazzucato have demonstrated global existence of small solutions for the two-dimensional Kuramoto-Sivashinsky equation for certain domain sizes (i.e. placing certain conditions on L1L_{1} and L2L_{2}), but without the anisotropy inherent in the thin-domain results [2], [3].

Other global results rely upon modifying either the linear or nonlinear parts of (1). For instance, by no longer considering fourth-order linear terms a maximum principle may be introduced, leading to global existence of solutions [25], [28]. Changing the power in the nonlinear term leads to global existence or singularity formation, depending on the power, as demonstrated in [7]. Global existence also follows from the introduction of appropriate transport terms, as shown in [14], [16].

Grujić and Kukavica demonstrated existence of solutions for the Kuramoto-Sivashinsky equation in one dimension, with xϕ0L,\partial_{x}\phi_{0}\in L^{\infty}, and also demonstrated analyticity of the solutions at positive times [20]. Biswas and Swanson considered the Kuramoto-Sivashinsky equation in general dimension. Their results include improving the assumption made by Grujić and Kukavica, in dimension one, on the regularity of the data (by one); Biswas and Swanson also study higher regularity through estimates of Gevrey norms [9].

This research is naturally related to work on the Navier-Stokes equations, for which there have been many studies of existence of solutions starting from low-regularity data. The optimal result in critical spaces is due to Koch and Tataru for data in BMO1BMO^{-1} [22]. The present work draws more from other studies, such as by Cannone and Karch for data in PM2,PM^{2}, and by Lei and Lin for data in X1X^{-1} [13, 26] (see Sections 2 and 4 in the present work for the definition of these spaces). In [5], Bae proved a version of the Lei-Lin result using a two-norm approach, which also gives analyticity of the solution at positive times, and which drew upon the earlier work [6]. The authors of the present paper adapted the work of [5] to the spatially periodic case, finding an improved estimate for the radius of analyticity [1].

The primary contribution of the present work is to weaken the assumed regularity of the initial data as compared to prior works on existence of solutions for the Kuramoto-Sivashinsky equation (1). Our primary motivation is to examine how the two-norm approach may be used to improve regularity requirements and analyticity estimates beyond the Navier-Stokes system.

The first author and Mazzucato proved existence of solutions for the two-dimensional Kuramoto-Sivashinsky equations in the case of small domain sizes with data which has one derivative in the Wiener algebra or one derivative in L2L^{2} [2], [3]. Subsequently, Coti Zelati, Dolce, Feng, and Mazzucato treated situations (for an equation with added advection) with data in L2L^{2} [14]; Feng and Mazzucato also treated a different class of advective equations, again with L2L^{2} data, in [16]. Biswas and Swanson treat the whole-space case rather than the spatially periodic case, and take data such that the Fourier transform is in an LpL^{p} space [9], with p1p\neq 1 and pp\neq\infty (we treat the complementary cases of periodic data with Fourier coefficients in 1\ell^{1} or \ell^{\infty}). Existence of solutions for the Kuramoto-Sivashinsky equation with pseudomeasure data was treated by Miao and Yuan, but only in non-physical spatial dimensions, specificially n=4,n=4, n=5,n=5, and n=6n=6 [27]. In the present work, we deal with the physically relevant spatial dimensions n=1n=1 and n=2.n=2. It is notable that our one-dimensional existence theorem allows initial data with Fourier coefficients which grow as the Fourier variable, k,k, goes to infinity,

We prove that our solutions are global in time in the case that the linearized problem has no growing Fourier modes. This amounts to an assumption of smallness of the periodic cell that comprises the spatial domain. In the general case of larger period cells, our results are valid up until a finite time. This is consistent with the lack of general global existence theory for the Kuramoto-Sivashinsky equation in dimension two and higher. In addition to proving that solutions exist, we also prove that they are analytic at positive times, following the approach of Bae [5], which the authors also used previously for the Navier-Stokes equations [1].

The plan of the paper is as follows. We establish some preliminaries in Section 2. This includes introducing a number of function spaces, and giving an abstract fixed point result. In Section 3 we establish existence of solutions with data in a space related to the Wiener algebra. In Section 4, we treat existence of solutions with data in pseudomeasure spaces. We establish the associated linear estimates in Section 4.1, the nonlinear estimates in one spatial dimension in Section 4.2, and the nonlinear estimates in two spatial dimensions in Section 4.3. Analyticity of all of these solutions at positive times is demonstrated in Section 5. The main theorems are the existence theorems Theorem 2 at the beginning of Section 3, Theorem 6 at the beginning of Section 4.2, and Theorem 7 at the beginning of Section 4.3, and the analyticity theorems Theorem 10 and Theorem 11 at the end of Section 5. We close with some concluding remarks in Section 6.

2. Preliminaries

We observe that the mean of ϕ\phi does not influence the evolution of ϕ\phi. We thus introduce the projection \mathbb{P} which removes the mean of a periodic function, as follows:

f=f1L1Ln𝕋nf(x)𝑑x.\mathbb{P}f=f-\frac{1}{L_{1}\cdots L_{n}}\int_{\mathbb{T}^{n}}f(x)\ dx.

We let ψ=ϕ,\psi=\mathbb{P}\phi, and we note that ψ=ϕ;\nabla\psi=\nabla\phi; we then see that ψ\psi satisfies the equation

(3) ψt+12|ψ|2+Δ2ψ+Δψ=0.\psi_{t}+\frac{1}{2}\mathbb{P}|\nabla\psi|^{2}+\Delta^{2}\psi+\Delta\psi=0.

Recall the Fourier series of a periodic function, given in terms of its Fourier coefficients:

f(x)knf^(k)e2πik1x1/L1e2πiknxn/Ln.f(x)\sim\sum_{k\in\mathbb{Z}^{n}}\hat{f}(k)e^{2\pi ik_{1}x_{1}/L_{1}}\cdots e^{2\pi ik_{n}x_{n}/L_{n}}.

From this we see directly that the symbol of the partial differential operator xi\partial_{x_{i}} is

σ(xj)=2πiLjkj.\sigma(\partial_{x_{j}})=\frac{2\pi i}{L_{j}}k_{j}.

Therefore the symbol of the Laplacian and bi-Laplacian are

σ(Δ)=j=1n(2πLj)2kj2,\sigma(\Delta)=-\sum_{j=1}^{n}\left(\frac{2\pi}{L_{j}}\right)^{2}k_{j}^{2},
σ(Δ2)=(j=1n(2πLj)2kj2)2.\sigma(\Delta^{2})=\left(\sum_{j=1}^{n}\left(\frac{2\pi}{L_{j}}\right)^{2}k_{j}^{2}\right)^{2}.

We next introduce some spaces based on the Wiener algebra, which we denote as YmY^{m} for m.m\in\mathbb{R}. A periodic function, f,f, is in YmY^{m} if the norm given by

fYm=|f^(0)|+kn|k|m|f^(k)|\|f\|_{Y^{m}}=|\hat{f}(0)|+\sum_{k\in\mathbb{Z}^{n}_{*}}|k|^{m}|\hat{f}(k)|

is finite. If m=0,m=0, then this space is exactly the Wiener algebra. We let T>0T>0 be given, with TT possibly being infinite. On the space-time domain [0,T]×𝕋n,[0,T]\times\mathbb{T}^{n}, we also have a related function space, 𝒴m.\mathcal{Y}^{m}. The norm for this space is

f𝒴m=supt[0,T]|f^(t,0)|+knsupt[0,T]|k|m|f^(t,k)|.\|f\|_{\mathcal{Y}^{m}}=\sup_{t\in[0,T]}|\hat{f}(t,0)|+\sum_{k\in\mathbb{Z}^{n}}\sup_{t\in[0,T]}|k|^{m}|\hat{f}(t,k)|.

In practice we will be dealing with functions with zero mean, so it will be equivalent for us to treat the norms as

fYm=kn{0}|k|m|f^(k)|,\|f\|_{Y^{m}}=\sum_{k\in\mathbb{Z}^{n}\setminus\{0\}}|k|^{m}|\hat{f}(k)|,
f𝒴m=kn{0}supt[0,T]|k|m|f^(t,k)|.\|f\|_{\mathcal{Y}^{m}}=\sum_{k\in\mathbb{Z}^{n}\setminus\{0\}}\sup_{t\in[0,T]}|k|^{m}|\hat{f}(t,k)|.

We note that the space X1X^{-1} as used in [1], [5], [26] is equal to our space Y1.Y^{-1}.

Given m,m\in\mathbb{R}, we also have a related function space on space-time, 𝒳m.\mathcal{X}^{m}. We define the space 𝒳m\mathcal{X}^{m} according to the norm

(4) f𝒳m=0T|f^(t,0)|𝑑t+kn0T|k|m|f^(t,k)|𝑑t.\|f\|_{\mathcal{X}^{m}}=\int_{0}^{T}|\hat{f}(t,0)|\ dt+\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}|k|^{m}|\hat{f}(t,k)|\ dt.

If ff has zero mean for all times, then this becomes simply

(5) f𝒳m=kn0T|k|m|f^(t,k)|𝑑t.\|f\|_{\mathcal{X}^{m}}=\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}|k|^{m}|\hat{f}(t,k)|\ dt.

In the results to follow, we will typically take m=2m=2 or m=4.m=4.

We will consider two cases in what follows. We first describe Case A. In Case A, we assume that all Li<2π,L_{i}<2\pi, and we take T=.T=\infty. Because of the size of the Li,L_{i}, we have σ(Δ2+Δ)(k)>0\sigma(\Delta^{2}+\Delta)(k)>0 for all kn.k\in\mathbb{Z}^{n}_{*}. Then we have

supt[0,T]supknetσ(Δ2+Δ)(k)=supt[0,)supknetσ(Δ2+Δ)(k)=1.\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}^{n}_{*}}e^{-t\sigma(\Delta^{2}+\Delta)(k)}=\sup_{t\in[0,\infty)}\sup_{k\in\mathbb{Z}^{n}_{*}}e^{-t\sigma(\Delta^{2}+\Delta)(k)}=1.

In Case B, we let T(0,)T\in(0,\infty) be given, and we assume there exists at least one i{1,,n}i\in\{1,\ldots,n\} such that L12π.L_{1}\geq 2\pi. Then there exists M1>0M_{1}>0 such that

(6) supt[0,T]supknetσ(Δ2+Δ)(k)M1.\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}^{n}_{*}}e^{-t\sigma(\Delta^{2}+\Delta)(k)}\leq M_{1}.

In Case B, we make the decomposition n=ΩFΩI,\mathbb{Z}^{n}_{*}=\Omega_{F}\cup\Omega_{I}, where for all kΩF,k\in\Omega_{F}, the symbol is non-positive, i.e. σ(Δ2+Δ)(k)0.\sigma(\Delta^{2}+\Delta)(k)\leq 0. Then on the complement, of course we have for all kΩI,k\in\Omega_{I}, σ(Δ2+Δ)(k)>0.\sigma(\Delta^{2}+\Delta)(k)>0. Of course the set ΩF\Omega_{F} is finite and ΩI\Omega_{I} is infinite.

We may of course also consider the decomposition n=ΩFΩI\mathbb{Z}^{n}_{*}=\Omega_{F}\cup\Omega_{I} in Case A as well, and then we simply have ΩF=.\Omega_{F}=\emptyset. In either case, we have there exists M2>0M_{2}>0 such that

(7) σ(Δ2+Δ)(k)>M2|k|4,kΩI.\sigma(\Delta^{2}+\Delta)(k)>M_{2}|k|^{4},\qquad\forall k\in\Omega_{I}.

We also introduce M3M_{3} to be the maximum value of |k||k| for kΩF,k\in\Omega_{F},

(8) |k|M3,kΩF.|k|\leq M_{3},\qquad\forall k\in\Omega_{F}.

We will rely on the following classical abstract result:

Lemma 1.

Let (X,X, ||||||X{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\cdot\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}_{X}) be a Banach space. Assume that :X×XX\mathcal{B}:X\times X\to X is a continuous bilinear operator and let η>0\eta>0 satisfy ηX×XX\eta\geq\|\mathcal{B}\|_{X\times X\rightarrow X}. Then, for any x0Xx_{0}\in X such that

4η|x0|X<1,4\eta{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|x_{0}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}_{X}<1,

there exists one and only one solution to the equation

x=x0+(x,x) with |x|X<12η.x=x_{0}+\mathcal{B}(x,x)\qquad\text{ with }{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|x\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}_{X}<\frac{1}{2\eta}.

Moreover, |x|X2|x0|X{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|x\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}_{X}\leq 2{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|x_{0}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}_{X}.

See [11, p. 37, Lemma 1.2.6] and [4, 12].

We may write the mild formulation of the Kuramoto-Sivashinsky equation (3) as

(9) ψ=Sψ012B(ψ,ψ).\psi=S\psi_{0}-\frac{1}{2}B(\psi,\psi).

Here, the semigroup operator is

(10) Sψ0=etσ(Δ2+Δ)(k)ψ0,S\psi_{0}=e^{-t\sigma(\Delta^{2}+\Delta)(k)}\psi_{0},

and the bilinear term is

(11) B(F,G)=0te(ts)(Δ2+Δ)(FG)𝑑s.B(F,G)=\int_{0}^{t}e^{-(t-s)(\Delta^{2}+\Delta)}\mathbb{P}(\nabla F\cdot\nabla G)\ ds.

The Fourier coefficients of B(F,G)B(F,G) are

(12) B(F,G)^(t,k)=0te(ts)σ(Δ2+Δ)(k)[(FG)](s,k)𝑑s=0te(ts)σ(Δ2+Δ)(k)jn,jk=1n2πiL(kj)F^(s,kj)2πiLjG^(s,j)ds=0te(ts)σ(Δ2+Δ)(k)jn,jki=1n4π2Li2(kiji)F^(s,kj)jiG^(s,j)ds.\widehat{B(F,G)}(t,k)=\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\mathcal{F}[\mathbb{P}(\nabla F\cdot\nabla G)](s,k)\ ds\\ =\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*},j\neq k}\sum_{\ell=1}^{n}\frac{2\pi i}{L_{\ell}}(k_{\ell}-j_{\ell})\hat{F}(s,k-j)\frac{2\pi i}{L_{\ell}}j_{\ell}\hat{G}(s,j)\ ds\\ =-\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*},j\neq k}\sum_{i=1}^{n}\frac{4\pi^{2}}{L_{i}^{2}}(k_{i}-j_{i})\hat{F}(s,k-j)j_{i}\hat{G}(s,j)\ ds.

In all of the estimates we will perform we will use only bounds from above, with respect to the frequency variable kk, of |B(F,G)^(t,k)||\widehat{B(F,G)}(t,k)|. We thus ignore, hereafter, the constants 4π2Li2\displaystyle{\frac{4\pi^{2}}{L_{i}^{2}}}, absorbing them into a positive constant CC, which is then normalized to 11.

3. Existence of solutions with data in Y1Y^{-1}

In this section, we will prove the following theorem, giving existence of solutions with initial data taken from the space Y1.Y^{-1}.

Theorem 2.

Let T>0T>0 be given. (If the conditions of Case A hold, then TT may be taken to be T=.T=\infty.) Let n1.n\geq 1. There exists ε>0\varepsilon>0 such that for any ϕ0\phi_{0} with ϕ0Y1,\mathbb{P}\phi_{0}\in Y^{-1}, if ϕ0Y1<ε,\|\mathbb{P}\phi_{0}\|_{Y^{-1}}<\varepsilon, then there exists ϕ\phi with ϕ𝒴1𝒳3\mathbb{P}\phi\in\mathcal{Y}^{-1}\cap\mathcal{X}^{3} such that ϕ\phi is a mild solution to the initial value problem (1), (2).

Proof.

To use Lemma 1, we need to establish the bilinear estimate, and also that x0=Sϕ0𝒴1𝒳3.x_{0}=S\mathbb{P}\phi_{0}\in\mathcal{Y}^{-1}\cap\mathcal{X}^{3}.

For the semigroup, we let ψ0Y1\psi_{0}\in Y^{-1} be given and we must show Sψ0𝒴1𝒳3.S\psi_{0}\in\mathcal{Y}^{-1}\cap\mathcal{X}^{3}. We begin by computing the norm in 𝒴1:\mathcal{Y}^{-1}:

Sψ0𝒴1=knsupt[0,T]etσ(Δ2+Δ)(k)|k||ψ^0(k)|M1ψ0Y1.\|S\psi_{0}\|_{\mathcal{Y}^{-1}}=\sum_{k\in\mathbb{Z}^{n}_{*}}\sup_{t\in[0,T]}\frac{e^{-t\sigma(\Delta^{2}+\Delta)(k)}}{|k|}|\hat{\psi}_{0}(k)|\leq M_{1}\|\psi_{0}\|_{Y^{-1}}.

We next compute the norm in 𝒳3:\mathcal{X}^{3}:

(13) Sψ0𝒳3=kn0T|k|3etσ(Δ2+Δ)(k)|ψ^0(k)|𝑑t(kn|ψ^0(k)||k|)supkn(|k|4(1eTσ(Δ2+Δ)(k))σ(Δ2+Δ)(k)).\|S\psi_{0}\|_{\mathcal{X}^{3}}=\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}|k|^{3}e^{-t\sigma(\Delta^{2}+\Delta)(k)}|\hat{\psi}_{0}(k)|\ dt\\ \leq\left(\sum_{k\in\mathbb{Z}^{n}_{*}}\frac{|\hat{\psi}_{0}(k)|}{|k|}\right)\sup_{k\in\mathbb{Z}^{n}_{*}}\left(\frac{|k|^{4}(1-e^{-T\sigma(\Delta^{2}+\Delta)(k)})}{\sigma(\Delta^{2}+\Delta)(k)}\right).

In Case A, the supremum is finite because we may neglect the exponential and σ(Δ2+Δ)(k)>M2|k|4.\sigma(\Delta^{2}+\Delta)(k)>M_{2}|k|^{4}. In Case B, we may take the supremum separately over the sets ΩF\Omega_{F} and ΩI,\Omega_{I}, and the reasoning from Case A applies to the supremum over ΩI.\Omega_{I}. For the supremum over ΩF,\Omega_{F}, we find that it is finite because kk is in a bounded set and TT is finite. In either case, we have concluded that there exists C>0C>0 such that Sψ0𝒳3S\psi_{0}\in\mathcal{X}^{3} and

(14) Sψ0𝒳3Cψ0Y1.\|S\psi_{0}\|_{\mathcal{X}^{3}}\leq C\|\psi_{0}\|_{Y^{-1}}.

This completes the proof of the needed semigroup properties.

We next need to compute B(F,G)𝒴1\|B(F,G)\|_{\mathcal{Y}^{-1}} and B(F,G)𝒳3.\|B(F,G)\|_{\mathcal{X}^{3}}. We begin to compute the norm in 𝒴1:\mathcal{Y}^{-1}:

B(F,G)𝒴1=knsupt[0,T]|B(F,G)^(t,k)||k|.\|B(F,G)\|_{\mathcal{Y}^{-1}}=\sum_{k\in\mathbb{Z}^{n}_{*}}\sup_{t\in[0,T]}\frac{|\widehat{B(F,G)}(t,k)|}{|k|}.

We substitute from (12), and make some elementary bounds, arriving at

B(F,G)𝒴1nM1kn0Tjn1|k||kj||F^(s,kj)|j||G^(s,j)|ds.\|B(F,G)\|_{\mathcal{Y}^{-1}}\leq nM_{1}\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{n}_{*}}\frac{1}{|k|}|k-j||\hat{F}(s,k-j)|j||\hat{G}(s,j)|\ ds.

As in [26], we use the inequality

(15) 1|kj||j|+|j||kj|.1\leq\frac{|k-j|}{|j|}+\frac{|j|}{|k-j|}.

Using this, we find

(16) B(F,G)𝒴1nM1kn0Tjn|kj|2|k||F^(s,kj)||G^(s,j)|ds+nM1kn0Tjn|F^(s,kj)||j|2|k||G^(s,j)|ds.\|B(F,G)\|_{\mathcal{Y}^{-1}}\leq nM_{1}\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{n}_{*}}\frac{|k-j|^{2}}{|k|}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ ds\\ +nM_{1}\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{n}_{*}}|\hat{F}(s,k-j)|\frac{|j|^{2}}{|k|}|\hat{G}(s,j)|\ ds.

We then multiply and divide both terms by |kj||j|,|k-j||j|, arriving at

(17) B(F,G)𝒴1nM1kn0Tjn|kj|3|F^(s,kj)||G^(s,j)||j|(|j||k||kj|)ds+nM1kn0Tjn|F^(s,kj)||kj||j|3|G^(s,j)|(|kj||k||j|)ds.\|B(F,G)\|_{\mathcal{Y}^{-1}}\leq nM_{1}\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{3}|\hat{F}(s,k-j)|\frac{|\hat{G}(s,j)|}{|j|}\left(\frac{|j|}{|k||k-j|}\right)\ ds\\ +nM_{1}\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{n}_{*}}\frac{|\hat{F}(s,k-j)|}{|k-j|}|j|^{3}|\hat{G}(s,j)|\left(\frac{|k-j|}{|k||j|}\right)\ ds.

We note the elementary bounds

(18) |j||k||kj||k|+|kj||k||kj|2,|kj||k||j||k|+|j||k||j|2.\frac{|j|}{|k||k-j|}\leq\frac{|k|+|k-j|}{|k||k-j|}\leq 2,\qquad\frac{|k-j|}{|k||j|}\leq\frac{|k|+|j|}{|k||j|}\leq 2.

This, then, immediately yields the bound

(19) B(F,G)𝒴12nM1F𝒳3G𝒴1+2nM1F𝒴1G𝒳3.2nM1(F𝒴1+F𝒳3)(G𝒴1+G𝒳3).\|B(F,G)\|_{\mathcal{Y}^{-1}}\leq 2nM_{1}\|F\|_{\mathcal{X}^{3}}\|G\|_{\mathcal{Y}^{-1}}+2nM_{1}\|F\|_{\mathcal{Y}^{-1}}\|G\|_{\mathcal{X}^{3}}.\\ \leq 2nM_{1}(\|F\|_{\mathcal{Y}^{-1}}+\|F\|_{\mathcal{X}^{3}})(\|G\|_{\mathcal{Y}^{-1}}+\|G\|_{\mathcal{X}^{3}}).

We next will consider the higher norm of B(F,G),B(F,G), attempting to bound B(F,G)𝒳3.\|B(F,G)\|_{\mathcal{X}^{3}}. To begin we have

(20) B(F,G)𝒳3=kn0T|k|3|B(F,G)^(k)|𝑑t=kn0T|0t|k|3e(ts)σ(Δ2+Δ)(k)jni=1n(kiji)F^(s,kj)jiG^(s,j)ds|𝑑t.\|B(F,G)\|_{\mathcal{X}^{3}}=\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}|k|^{3}|\widehat{B(F,G)}(k)|\ dt=\\ \sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}\left|\int_{0}^{t}|k|^{3}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*}}\sum_{i=1}^{n}(k_{i}-j_{i})\hat{F}(s,k-j)j_{i}\hat{G}(s,j)\ ds\right|\ dt.

We use the triangle inequality and (15), finding

(21) B(F,G)𝒳3kn0T0t|k|3e(ts)σ(Δ2+Δ)(k)jn|kj|2|F^(s,kj)||G^(s,j)|dsdt+kn0T0t|k|3e(ts)σ(Δ2+Δ)(k)jn|F^(s,kj)||j|2|G^(s,j)|dsdt=A1+A2.\|B(F,G)\|_{\mathcal{X}^{3}}\leq\\ \sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}\int_{0}^{t}|k|^{3}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{2}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ dsdt\\ +\sum_{k\in\mathbb{Z}^{n}_{*}}\int_{0}^{T}\int_{0}^{t}|k|^{3}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*}}|\hat{F}(s,k-j)||j|^{2}|\hat{G}(s,j)|\ dsdt\\ =A_{1}+A_{2}.

We will only include the details for the estimate of A1,A_{1}, as the estimate of A2A_{2} is exactly the same. We decompose A1A_{1} further, using the decomposition n=ΩFΩI.\mathbb{Z}^{n}_{*}=\Omega_{F}\cup\Omega_{I}. We have

(22) A1=kΩF0T0t|k|3e(ts)σ(Δ2+Δ)(k)jn|kj|2|F^(s,kj)||G^(s,j)|dsdt+kΩI0T0t|k|3e(ts)σ(Δ2+Δ)(k)jn|kj|2|F^(s,kj)||G^(s,j)|dsdt=A3+A4.A_{1}=\sum_{k\in\Omega_{F}}\int_{0}^{T}\int_{0}^{t}|k|^{3}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{2}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ dsdt\\ +\sum_{k\in\Omega_{I}}\int_{0}^{T}\int_{0}^{t}|k|^{3}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{2}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ dsdt\\ =A_{3}+A_{4}.

We use the definitions of M1M_{1}, (6), and M3M_{3}, (8), to immediately bound A3A_{3} as

A3M1M33T0Tknjn|kj|2|F^(s,kj)|[supτ[0,T]|G^(τ,j)|]ds.A_{3}\leq M_{1}M_{3}^{3}T\int_{0}^{T}\sum_{k\in\mathbb{Z}^{n}_{*}}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{2}|\hat{F}(s,k-j)|\left[\sup_{\tau\in[0,T]}|\hat{G}(\tau,j)|\right]\ ds.

We then multiply and divide by |kj||j||k-j||j| and rearrange, finding

(23) A3M1M33(M3+1)T0Tknjn|kj|3|F^(s,kj)|[supτ[0,T]|G^(τ,j)|j|]ds.M1M34(M3+1)TF𝒳3G𝒴1.A_{3}\leq M_{1}M_{3}^{3}(M_{3}+1)T\int_{0}^{T}\sum_{k\in\mathbb{Z}^{n}_{*}}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{3}|\hat{F}(s,k-j)|\left[\sup_{\tau\in[0,T]}\frac{|\hat{G}(\tau,j)}{|j|}\right]\ ds.\\ \leq M_{1}M_{3}^{4}(M_{3}+1)T\|F\|_{\mathcal{X}^{3}}\|G\|_{\mathcal{Y}^{-1}}.

Here we have used the definition of M3M_{3} to make the elementary bound

supkΩFsupjn,jk|j||kj|=supkΩFsupn,0|+k|||M3+1.\sup_{k\in\Omega_{F}}\sup_{j\in\mathbb{Z}^{n},\ j\neq k}\frac{|j|}{|k-j|}=\sup_{k\in\Omega_{F}}\sup_{\ell\in\mathbb{Z}^{n},\ell\neq 0}\frac{|\ell+k|}{|\ell|}\leq M_{3}+1.

We next bound A4.A_{4}. We exchange the order of integration and compute the integral with respect to t,t, finding

(24) A4=kΩI0TsT|k|3e(ts)σ(Δ2+Δ)(k)jn|kj|2|F^(s,kj)||G^(s,j)|dtds=kΩI0T|k|4|k|1e(Ts)σ(Δ2+Δ)(k)σ(Δ2+Δ)(k)jn|kj|2|F^(s,kj)||G^(s,j)|ds.A_{4}=\sum_{k\in\Omega_{I}}\int_{0}^{T}\int_{s}^{T}|k|^{3}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{2}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ dtds\\ =\sum_{k\in\Omega_{I}}\int_{0}^{T}\frac{|k|^{4}}{|k|}\frac{1-e^{-(T-s)\sigma(\Delta^{2}+\Delta)(k)}}{\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{2}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ ds.

Since σ(Δ2+Δ)(k)\sigma(\Delta^{2}+\Delta)(k) is positive for kΩI,k\in\Omega_{I}, we may neglect the exponential in the numerator, and use the definition of M2,M_{2}, finding

A41M20Tknjn|kj|2|k||F^(s,kj)||G^(s,j)|ds.A_{4}\leq\frac{1}{M_{2}}\int_{0}^{T}\sum_{k\in\mathbb{Z}^{n}_{*}}\sum_{j\in\mathbb{Z}^{n}_{*}}\frac{|k-j|^{2}}{|k|}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ ds.

We then multiply and divide by |kj||j|,|k-j||j|, and again use (18), finding

(25) A41M20Tknjn|kj|3|F^(s,kj)||G^(s,j)||j|(|j||k||kj|)ds1M2F𝒳3G𝒴1.A_{4}\leq\frac{1}{M_{2}}\int_{0}^{T}\sum_{k\in\mathbb{Z}^{n}_{*}}\sum_{j\in\mathbb{Z}^{n}_{*}}|k-j|^{3}|\hat{F}(s,k-j)|\frac{|\hat{G}(s,j)|}{|j|}\left(\frac{|j|}{|k||k-j|}\right)\ ds\\ \leq\frac{1}{M_{2}}\|F\|_{\mathcal{X}^{3}}\|G\|_{\mathcal{Y}^{-1}}.

We have concluded the bound

A1(M1M33(M3+1)T+1M2)F𝒳3G𝒴1,A_{1}\leq\left(M_{1}M_{3}^{3}(M_{3}+1)T+\frac{1}{M_{2}}\right)\|F\|_{\mathcal{X}^{3}}\|G\|_{\mathcal{Y}^{-1}},

and we have by symmetry the corresponding estimate for A2,A_{2}, namely

A2(M1M33(M3+1)T+1M2)F𝒴1G𝒳3.A_{2}\leq\left(M_{1}M_{3}^{3}(M_{3}+1)T+\frac{1}{M_{2}}\right)\|F\|_{\mathcal{Y}^{-1}}\|G\|_{\mathcal{X}^{3}}.

These bounds immediately imply the desired conclusion, which is

(26) B(F,G)𝒳3(M1M33(M3+1)T+1M2)(F𝒴1+F𝒳3)(G𝒴1+G𝒳3).\|B(F,G)\|_{\mathcal{X}^{3}}\leq\left(M_{1}M_{3}^{3}(M_{3}+1)T+\frac{1}{M_{2}}\right)(\|F\|_{\mathcal{Y}^{-1}}+\|F\|_{\mathcal{X}^{3}})(\|G\|_{\mathcal{Y}^{-1}}+\|G\|_{\mathcal{X}^{3}}).

(It is understood that if the set ΩF\Omega_{F} is empty then we may take T=,T=\infty, and that in this case the combination M1TM_{1}T is understood as M1T=0.M_{1}T=0.)

4. Existence of solutions with data in pseudomeasure spaces

We prove existence theorems for the Kuramoto-Sivashinsky equation with pseudomeasure data in dimensions n=1n=1 and n=2.n=2. We first define the pseudomeasure spaces.

For any m,m\in\mathbb{R}, we define the sets PMmPM^{m} and 𝒫m\mathcal{PM}^{m} by their norms,

fPMm=|f^(0)|+supkn|k|m|f^(k)|,\|f\|_{PM^{m}}=|\hat{f}(0)|+\sup_{k\in\mathbb{Z}^{n}}|k|^{m}|\hat{f}(k)|,
f𝒫m=supt[0,T]|f^(t,0)|+supt[0,T]supkn|k|m|f^(t,k)|.\|f\|_{\mathcal{PM}^{m}}=\sup_{t\in[0,T]}|\hat{f}(t,0)|+\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}^{n}}|k|^{m}|\hat{f}(t,k)|.

As before, we will hereafter assume that all functions considered have zero mean, and will therefore only need to use these norms on spaces of functions with zero mean. We then get the simpler expressions

fPMm=supkn|k|m|f^(k)|,\|f\|_{PM^{m}}=\sup_{k\in\mathbb{Z}^{n}_{*}}|k|^{m}|\hat{f}(k)|,
f𝒫m=supt[0,T]supkn|k|m|f^(t,k)|.\|f\|_{\mathcal{PM}^{m}}=\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}^{n}_{*}}|k|^{m}|\hat{f}(t,k)|.

In Section 4.1 we give the linear estimates, which are relevant for both dimensions n=1n=1 and n=2.n=2. In Section 4.2 we state the existence theorem in dimension n=1n=1 and demonstrate the needed bilinear estimates. Then in Section 4.3 we state the existence theorem for dimension n=2n=2 and again give the needed bilinear estimates.

4.1. Linear estimates

We give the linear estimates for pseudomeasure data in the following two lemmas.

Lemma 3.

For any m,m\in\mathbb{R}, the semigroup operator SS satisfies S:PMm𝒫m,S:PM^{m}\rightarrow\mathcal{PM}^{m}, with the estimate

Sψ0𝒫mM1ψ0PMm.\|S\psi_{0}\|_{\mathcal{PM}^{m}}\leq M_{1}\|\psi_{0}\|_{{PM}^{m}}.
Proof.

We begin to estimate Sψ0𝒫m.\|S\psi_{0}\|_{\mathcal{PM}^{m}}. We have

(27) Sψ0𝒫m=supt[0,T]supkn|k|metσ(Δ2+Δ)(k)|ψ^0(k)|ψ0PMmsupt[0,T]supkNetσ(Δ2+Δ)(k).\|S\psi_{0}\|_{\mathcal{PM}^{m}}=\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}^{n}_{*}}|k|^{m}e^{-t\sigma(\Delta^{2}+\Delta)(k)}|\hat{\psi}_{0}(k)|\\ \leq\|\psi_{0}\|_{PM^{m}}\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}^{N}_{*}}e^{-t\sigma(\Delta^{2}+\Delta)(k)}.

Using the definition of M1,M_{1}, then, this is

Sψ0𝒫mM1ψ0PMm.\|S\psi_{0}\|_{\mathcal{PM}^{m}}\leq M_{1}\|\psi_{0}\|_{PM^{m}}.

We next estimate Sψ0𝒳m2,\|S\psi_{0}\|_{\mathcal{X}^{m_{2}}}, with ψ0PMm1.\psi_{0}\in PM^{m_{1}}.

Lemma 4.

Let m1m_{1} and m2m_{2} be real numbers satisfying m2m14<n.m_{2}-m_{1}-4<-n. There exists K>0K>0 such that for any ψ0PMm1,\psi_{0}\in PM^{m-1}, we have Sψ0𝒳m2S\psi_{0}\in\mathcal{X}^{m_{2}} with the estimate

Sψ0𝒳m2Kψ0PMm1.\|S\psi_{0}\|_{\mathcal{X}^{m_{2}}}\leq K\|\psi_{0}\|_{PM^{m_{1}}}.
Proof.

We begin by writing out the norm of Sψ0S\psi_{0} in the space 𝒳m2:\mathcal{X}^{m_{2}}:

Sψ0𝒳m2=0Tkn|k|m2etσ(Δ2+Δ)(k)|ψ^0(k)|dt.\|S\psi_{0}\|_{\mathcal{X}^{m_{2}}}=\int_{0}^{T}\sum_{k\in\mathbb{Z}^{n}_{*}}|k|^{m_{2}}e^{-t\sigma(\Delta^{2}+\Delta)(k)}|\hat{\psi}_{0}(k)|\ dt.

We multiply and divide the integrand by |k|m1,|k|^{m_{1}}, and we take out the norm of ψ0,\psi_{0}, finding

Sψ0𝒳m2ψ0PMm10Tkn|k|m2m1et(σ(Δ2+Δ)(k))dt.\|S\psi_{0}\|_{\mathcal{X}^{m_{2}}}\leq\|\psi_{0}\|_{PM^{m_{1}}}\int_{0}^{T}\sum_{k\in\mathbb{Z}^{n}_{*}}|k|^{m_{2}-m_{1}}e^{-t(\sigma(\Delta^{2}+\Delta)(k))}\ dt.

We then decompose n\mathbb{Z}^{n}_{*} into ΩFΩI,\Omega_{F}\cup\Omega_{I}, and we estimate the portion over the finite set ΩF.\Omega_{F}. This yields

Sψ0𝒳m2ψ0PMm1(M1C(ΩF)T+0TkΩI|k|m2m1etσ(Δ2+Δ)(k)dt).\|S\psi_{0}\|_{\mathcal{X}^{m_{2}}}\leq\|\psi_{0}\|_{PM^{m_{1}}}\left(M_{1}C(\Omega_{F})T+\int_{0}^{T}\sum_{k\in\Omega_{I}}|k|^{m_{2}-m_{1}}e^{-t\sigma(\Delta^{2}+\Delta)(k)}\ dt\right).

(If we are in Case A, then since ΩF=,\Omega_{F}=\emptyset, then in this case with T=T=\infty we may take C(ΩF)=0,C(\Omega_{F})=0, with the understanding that this would mean that M1C(ΩF)T=0M_{1}C(\Omega_{F})T=0 then.) Then we evaluate the remaining integral, finding

Sψ0𝒳m2ψ0PMm1(M1C(ΩF)T+kΩI|k|m2m1(1eT(σ(Δ2+Δ)(k))σ(Δ2+Δ)(k)).\|S\psi_{0}\|_{\mathcal{X}_{m_{2}}}\leq\|\psi_{0}\|_{PM^{m_{1}}}\left(M_{1}C(\Omega_{F})T+\sum_{k\in\Omega_{I}}\frac{|k|^{m_{2}-m_{1}}(1-e^{-T(\sigma(\Delta^{2}+\Delta)(k))}}{\sigma(\Delta^{2}+\Delta)(k)}\right).

We may then neglect the exponential and use (7) to find

Sψ0𝒳m2ψ0PMm1(M1C(ΩF)T+1M2kΩI|k|m2m14).\|S\psi_{0}\|_{\mathcal{X}^{m_{2}}}\leq\|\psi_{0}\|_{PM^{m_{1}}}\left(M_{1}C(\Omega_{F})T+\frac{1}{M_{2}}\sum_{k\in\Omega_{I}}|k|^{m_{2}-m_{1}-4}\right).

The series on the right-hand side converges, so we have concluded that there exists K>0K>0 such that

Sψ0𝒳m2Kψ0PMm1.\|S\psi_{0}\|_{\mathcal{X}^{m_{2}}}\leq K\|\psi_{0}\|_{PM^{m_{1}}}.

Remark 5.

The quantity m2m1m_{2}-m_{1} describes how many derivatives the solution gains at positive times, compared to the data. Of course one may expect, in L1L^{1}-based spaces, to gain four derivatives from a fourth-order parabolic evolution; at the same time, because our nonlinearity only contains first derivatives, we do not require this full gain of four derivatives. Our requirement m2m14<nm_{2}-m_{1}-4<n implies that in one space dimension we may take m2m1<3,m_{2}-m_{1}<3, and in two space dimensions we may take m2m1<2.m_{2}-m_{1}<2. In these cases this is sufficient gain of regularity to establish the bilinear estimates.

4.2. Existence of solutions with pseudomeasure data with n=1n=1

In one space dimension, we can find the existence of solutions with PMpPM^{-p} data, for any p(0,1/2).p\in(0,1/2). With the parabolic gain of regularity, we will also have that the solutions are in 𝒳2+p;\mathcal{X}^{2+p}; this gain of 2+2p2+2p derivatives is less than the four full derivatives which might be possible, but this is sufficient gain to deal with the nonlinearity. Note that these choices satisfy the constraints as discussed in Remark 5. Specifically, with m1=pm_{1}=-p and m2=2+p,m_{2}=2+p, and with p<1/2,p<1/2, we have m2m1=2+2p<3,m_{2}-m_{1}=2+2p<3, as desired.

Theorem 6.

Let p(0,1/2)p\in(0,1/2) and T>0T>0 be given. (If the conditions of Case A hold, then TT may be taken to be T=.T=\infty.) Let n=1.n=1. There exists ε>0\varepsilon>0 such that for any ϕ0\phi_{0} such that ϕ0PMp,\mathbb{P}\phi_{0}\in PM^{-p}, if ϕ0PMp<ε,\|\mathbb{P}\phi_{0}\|_{PM^{-p}}<\varepsilon, then there exists ϕ\phi with ϕ𝒫p𝒳2+p\mathbb{P}\phi\in\mathcal{PM}^{-p}\cap\mathcal{X}^{2+p} such that ϕ\phi is a mild solution to the initial value problem (1), (2).

Proof.

To apply Lemma 1, we need to conclude x0=Sϕ0x_{0}=S\mathbb{P}\phi_{0} is in the space 𝒫p𝒳2+p.\mathcal{PM}^{-p}\cap\mathcal{X}^{2+p}. This follows from Lemma 3 and also from Lemma 4 with m1=pm_{1}=-p and m2=2+p,m_{2}=2+p, since these parameters satisfy the condition m2m14<n.m_{2}-m_{1}-4<-n.

We begin with the estimate of B(F,G)B(F,G) in 𝒫p.\mathcal{PM}^{-p}. Using the definition of 𝒫p\mathcal{PM}^{-p} and the triangle inequality, we have

(28) B(F,G)𝒫p=supt[0,T]supk|0t1|k|pe(ts)σ(Δ2+Δ)(k)jjF^(s,j)(kj)G^(s,kj)ds|supt[0,T]supk0te(ts)σ(Δ2+Δ)(k)|k|pj|j||F^(s,j)||kj||G^(s,kj)|ds.\|B(F,G)\|_{\mathcal{PM}^{-p}}\\ =\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}_{*}}\left|\int_{0}^{t}\frac{1}{|k|^{p}}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}_{*}}j\hat{F}(s,j)(k-j)\hat{G}(s,k-j)\ ds\right|\\ \leq\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}_{*}}\int_{0}^{t}\frac{e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}}{|k|^{p}}\sum_{j\in\mathbb{Z}_{*}}|j||\hat{F}(s,j)||k-j||\hat{G}(s,k-j)|\ ds.

We then use Young’s inequality on j(kj),j(k-j), and bound the exponentials by M1M_{1} (recall the definition of M1M_{1} in (6)), finding

(29) B(F,G)𝒫psupt[0,T]supkM120t1|k|pj|j|2|F^(s,j)||G^(s,kj)|ds+supt[0,T]supkM120t1|k|pj|F^(s,j)||kj|2|G^(s,kj)|ds.\|B(F,G)\|_{\mathcal{PM}^{-p}}\\ \leq\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}_{*}}\frac{M_{1}}{2}\int_{0}^{t}\frac{1}{|k|^{p}}\sum_{j\in\mathbb{Z}_{*}}|j|^{2}|\hat{F}(s,j)||\hat{G}(s,k-j)|\ ds\\ +\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}_{*}}\frac{M_{1}}{2}\int_{0}^{t}\frac{1}{|k|^{p}}\sum_{j\in\mathbb{Z}_{*}}|\hat{F}(s,j)||k-j|^{2}|\hat{G}(s,k-j)|\ ds.

We multiply and divide by the appropriate powers of |j||j| and |kj|:|k-j|:

(30) B(F,G)𝒫psupt[0,T]supkM120tj(|kj|p|k|p|j|p)|j|2+p|F^(s,j)|(|G^(s,kj)||kj|p)ds+supt[0,T]supkM120tj(|j|p|k|p|kj|p)(|F^(s,j)||j|p)|kj|2+p|G^(s,kj)|ds.\|B(F,G)\|_{\mathcal{PM}^{-p}}\\ \leq\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}_{*}}\frac{M_{1}}{2}\int_{0}^{t}\sum_{j\in\mathbb{Z}_{*}}\left(\frac{|k-j|^{p}}{|k|^{p}|j|^{p}}\right)|j|^{2+p}|\hat{F}(s,j)|\left(\frac{|\hat{G}(s,k-j)|}{|k-j|^{p}}\right)\ ds\\ +\sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}_{*}}\frac{M_{1}}{2}\int_{0}^{t}\sum_{j\in\mathbb{Z}_{*}}\left(\frac{|j|^{p}}{|k|^{p}|k-j|^{p}}\right)\left(\frac{|\hat{F}(s,j)|}{|j|^{p}}\right)|k-j|^{2+p}|\hat{G}(s,k-j)|\ ds.

We have the elementary bounds

(31) |kj|p|k|p|j|p2p,|j|p|k|p|kj|p2p.\frac{|k-j|^{p}}{|k|^{p}|j|^{p}}\leq 2^{p},\qquad\frac{|j|^{p}}{|k|^{p}|k-j|^{p}}\leq 2^{p}.

For the first term on the right-hand side of (30), we take the supremum with respect to ss and kk for the factor |G^(s,kj)||kj|p\frac{|\hat{G}(s,k-j)|}{|k-j|^{p}} in the integrand. For the second term on the right-hand side, we take the supremum with respect to ss and jj for the factor F^(s,j)\hat{F}(s,j) in the integrand. These considerations lead to the following bound:

B(F,G)𝒫p2p1M1(G𝒫pF𝒳2+p+F𝒫pG𝒳2+p)\|B(F,G)\|_{\mathcal{PM}^{-p}}\\ \leq 2^{p-1}M_{1}\left(\|G\|_{\mathcal{PM}^{-p}}\|F\|_{\mathcal{X}^{2+p}}+\|F\|_{\mathcal{PM}^{-p}}\|G\|_{\mathcal{X}^{2+p}}\right)

We may further bound this as

(32) B(F,G)𝒫p2p1M1(F𝒫p+F𝒳2+p)(G𝒫p+G𝒳2+p).\|B(F,G)\|_{\mathcal{PM}^{-p}}\leq 2^{p-1}M_{1}(\|F\|_{\mathcal{PM}^{-p}}+\|F\|_{\mathcal{X}^{2+p}})(\|G\|_{\mathcal{PM}^{-p}}+\|G\|_{\mathcal{X}^{2+p}}).

We next must estimate B(F,G)B(F,G) in the space 𝒳2+p.\mathcal{X}^{2+p}. We begin with the definition, and use the triangle inequality:

(33) B(F,G)𝒳2+pk0T|k|2+p0te(ts)σ(Δ2+Δ)(k)j|j||F^(s,j)||kj||G^(s,kj)|dsdt.\|B(F,G)\|_{\mathcal{X}^{2+p}}\leq\\ \sum_{k\in\mathbb{Z}_{*}}\int_{0}^{T}|k|^{2+p}\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}_{*}}|j||\hat{F}(s,j)||k-j||\hat{G}(s,k-j)|\ dsdt.

Then, as before, we use Young’s inequality on j(kj),j(k-j),

(34) B(F,G)𝒳2+p12k0T|k|2+p0te(ts)σ(Δ2+Δ)(k)j|j|2|F^(s,j)||G^(s,kj)|dsdt+k120T|k|2+p0te(ts)σ(Δ2+Δ)(k)j|kj|2|F^(s,j)||G^(s,kj)|dsdt.\|B(F,G)\|_{\mathcal{X}^{2+p}}\\ \leq\frac{1}{2}\sum_{k\in\mathbb{Z}_{*}}\int_{0}^{T}|k|^{2+p}\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}_{*}}|j|^{2}|\hat{F}(s,j)||\hat{G}(s,k-j)|\ dsdt\\ +\sum_{k\in\mathbb{Z}_{*}}\frac{1}{2}\int_{0}^{T}|k|^{2+p}\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}_{*}}|k-j|^{2}|\hat{F}(s,j)||\hat{G}(s,k-j)|\ dsdt.

For the first term on the right-hand side, we find the 𝒫p\mathcal{PM}^{-p}-norm of GG by multiplying and dividing by |kj|p|k-j|^{p} and taking a supremum, and we also multiply and divide by |j|p.|j|^{p}. We treat the second term on the right-hand side similarly, and we arrive at

(35) B(F,G)𝒳2+pG𝒫p2k0T0t|k|2+pe(ts)σ(Δ2+Δ)(k)j|kj|p|j|2+p|j|p|F(s,j)|dsdt+F𝒫p2k0T0t|k|2+pe(ts)σ(Δ2+Δ)(k)j|kj|2+p|j|p|kj|p|G(s,kj)|dsdt.\|B(F,G)\|_{\mathcal{X}^{2+p}}\\ \leq\frac{\|G\|_{\mathcal{PM}^{-p}}}{2}\sum_{k\in\mathbb{Z}_{*}}\int_{0}^{T}\int_{0}^{t}|k|^{2+p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}_{*}}\frac{|k-j|^{p}|j|^{2+p}}{|j|^{p}}|F(s,j)|\ dsdt\\ +\frac{\|F\|_{\mathcal{PM}^{-p}}}{2}\sum_{k\in\mathbb{Z}_{*}}\int_{0}^{T}\int_{0}^{t}|k|^{2+p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}_{*}}\frac{|k-j|^{2+p}|j|^{p}}{|k-j|^{p}}|G(s,k-j)|\ dsdt.

We may then make the elementary estimates

(36) |kj|p|j|p(|k|+|j||j|)p2p|k|p,|j|p|kj|p(|kj|+|k||kj|)p2p|k|p.\frac{|k-j|^{p}}{|j|^{p}}\leq\left(\frac{|k|+|j|}{|j|}\right)^{p}\leq 2^{p}|k|^{p},\qquad\frac{|j|^{p}}{|k-j|^{p}}\leq\left(\frac{|k-j|+|k|}{|k-j|}\right)^{p}\leq 2^{p}|k|^{p}.

Using these estimates with (35), we have

(37) B(F,G)𝒳2+p2p1G𝒫pk0T0t|k|2+2pe(ts)σ(Δ2+Δ)(k)j|j|2+p|F(s,j)|dsdt+2p1F𝒫pk0T0t|k|2+2pe(ts)σ(Δ2+Δ)(k)j|kj|2+p|G(s,kj)|dsdt.\|B(F,G)\|_{\mathcal{X}^{2+p}}\\ \leq 2^{p-1}\|G\|_{\mathcal{PM}^{-p}}\sum_{k\in\mathbb{Z}_{*}}\int_{0}^{T}\int_{0}^{t}|k|^{2+2p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}_{*}}|j|^{2+p}|F(s,j)|\ dsdt\\ +2^{p-1}\|F\|_{\mathcal{PM}^{-p}}\sum_{k\in\mathbb{Z}_{*}}\int_{0}^{T}\int_{0}^{t}|k|^{2+2p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}_{*}}|k-j|^{2+p}|G(s,k-j)|\ dsdt.

In the second term on the right-hand side we change the variable in the final summation, and we also change the order of integration in both terms on the right-hand side, finding

(38) B(F,G)𝒳2+p2p1G𝒫p0T(j|j|2+p|F^(s,j)|)(k|k|2+2psTe(ts)σ(Δ2+Δ)(k)𝑑t)𝑑s.+2p1F𝒫p0T(j|j|2+p|G^(s,j)|)(k|k|2+2psTe(ts)σ(Δ2+Δ)(k)𝑑t)𝑑s.\|B(F,G)\|_{\mathcal{X}^{2+p}}\\ \leq 2^{p-1}\|G\|_{\mathcal{PM}^{-p}}\int_{0}^{T}\left(\sum_{j\in\mathbb{Z}_{*}}|j|^{2+p}|\hat{F}(s,j)|\right)\left(\sum_{k\in\mathbb{Z}_{*}}|k|^{2+2p}\int_{s}^{T}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt\right)\ ds.\\ +2^{p-1}\|F\|_{\mathcal{PM}^{-p}}\int_{0}^{T}\left(\sum_{j\in\mathbb{Z}_{*}}|j|^{2+p}|\hat{G}(s,j)|\right)\left(\sum_{k\in\mathbb{Z}_{*}}|k|^{2+2p}\int_{s}^{T}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt\right)\ ds.

We will work now with the sum with respect to k,k, which is the same in both of the terms on the right-hand side. We split it into the sum over ΩF\Omega_{F} and the sum over ΩI.\Omega_{I}. Considering kΩF,k\in\Omega_{F}, we have

kΩFk2+2psTe(ts)σ(Δ2+Δ)(k)𝑑t|ΩF|M1M32+2pT.\sum_{k\in\Omega_{F}}k^{2+2p}\int_{s}^{T}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt\leq|\Omega_{F}|M_{1}M_{3}^{2+2p}T.

(We have said that if ΩF=\Omega_{F}=\emptyset then we may take T=,T=\infty, and then this product is to be understood as |ΩF|T=0.|\Omega_{F}|T=0.) Considering kΩI,k\in\Omega_{I}, we evaluate the integral, finding

kΩIk2+2psTe(ts)σ(Δ2+Δ)(k)𝑑t=kΩIk2+2p(1e(Ts)σ(Δ2+Δ)(k)σ(Δ2+Δ)(k)).\sum_{k\in\Omega_{I}}k^{2+2p}\int_{s}^{T}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt=\sum_{k\in\Omega_{I}}k^{2+2p}\left(\frac{1-e^{-(T-s)\sigma(\Delta^{2}+\Delta)(k)}}{\sigma(\Delta^{2}+\Delta)(k)}\right).

Since the denominator is positive for kΩI,k\in\Omega_{I}, we may neglect the exponential in the numerator. Then we use the definition of M2,M_{2}, finding

kΩIk2+2psTe(ts)σ(Δ2+Δ)(k)𝑑tkM2k22p=M2c(p)<.\sum_{k\in\Omega_{I}}k^{2+2p}\int_{s}^{T}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt\leq\sum_{k\in\mathbb{Z}_{*}}\frac{M_{2}}{k^{2-2p}}=M_{2}c(p)<\infty.

We of course have used here that p<1/2.p<1/2.

Returning to (38), we conclude with the bound

(39) B(F,G)𝒳2+p2p1(|ΩF|M1M32+2pT+M2c(p))(F𝒫p+F𝒳2+p)(G𝒫p+G𝒳2+p).\|B(F,G)\|_{\mathcal{X}^{2+p}}\leq 2^{p-1}\left(|\Omega_{F}|M_{1}M_{3}^{2+2p}T+M_{2}c(p)\right)\cdot\\ \cdot(\|F\|_{\mathcal{PM}^{-p}}+\|F\|_{\mathcal{X}^{2+p}})(\|G\|_{\mathcal{PM}^{-p}}+\|G\|_{\mathcal{X}^{2+p}}).

4.3. Existence of solutions with pseudomeasure data with n=2n=2

We again let p(0,1/2)p\in(0,1/2) be given. In the case of two space dimensions, we will be taking data in PM1p,PM^{1-p}, and finding solutions in 𝒫1p𝒳2+p.\mathcal{PM}^{1-p}\cap\mathcal{X}^{2+p}. As regards Remark 5, this means that we have m1=1pm_{1}=1-p and m2=2+p,m_{2}=2+p, so that m2m1=1+2p<2,m_{2}-m_{1}=1+2p<2, as required.

Theorem 7.

Let p(0,1/2)p\in(0,1/2) and T>0T>0 be given. (If the conditions of Case A hold, then TT may be taken to be T=.T=\infty.) Let n=2.n=2. There exists ε>0\varepsilon>0 such that for any ϕ0\phi_{0} with ϕ0PM1p,\mathbb{P}\phi_{0}\in PM^{1-p}, if ϕ0PM1p<ε,\|\mathbb{P}\phi_{0}\|_{PM^{1-p}}<\varepsilon, then there exists ϕ\phi with ϕ𝒫1p𝒳2+p\mathbb{P}\phi\in\mathcal{PM}^{1-p}\cap\mathcal{X}^{2+p} such that ϕ\phi is a mild solution to the initial value problem (1), (2).

Proof.

To apply Lemma 1, we need to conclude x0=Sϕ0x_{0}=S\mathbb{P}\phi_{0} is in the space 𝒫1p𝒳2+p.\mathcal{PM}^{1-p}\cap\mathcal{X}^{2+p}. This follows from Lemma 3 and also from Lemma 4 with m1=1pm_{1}=1-p and m2=2+p,m_{2}=2+p, since these parameters satisfy the condition m2m14<n.m_{2}-m_{1}-4<-n.

We estimate B(F,G)𝒫1p.\|B(F,G)\|_{\mathcal{PM}^{1-p}}. From the definition of the norm and I+,I^{+}, we have

(40) B(F,G)𝒫1p=supt[0,T]supk2|k|1p|0te(ts)σ(Δ2+Δ)(k)j2i=12(kiji)F^(s,kj)jiG^(s,j)ds|.\|B(F,G)\|_{\mathcal{PM}^{1-p}}=\\ \sup_{t\in[0,T]}\sup_{k\in\mathbb{Z}^{2}_{*}}|k|^{1-p}\left|\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{2}_{*}}\sum_{i=1}^{2}(k_{i}-j_{i})\hat{F}(s,k-j)j_{i}\hat{G}(s,j)\ ds\right|.

We use the triangle inequality, and the definition of the constant M1,M_{1}, to find

B(F,G)𝒫1p2M1supk2|k|1p0Tj2|kj||F^(s,kj)||j||G^(s,j)|ds.\|B(F,G)\|_{\mathcal{PM}^{1-p}}\leq 2M_{1}\sup_{k\in\mathbb{Z}^{2}_{*}}|k|^{1-p}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{2}_{*}}|k-j||\hat{F}(s,k-j)||j||\hat{G}(s,j)|\ ds.

Bounding |k||k| as |k||kj|+|j|,|k|\leq|k-j|+|j|, this becomes

(41) B(F,G)𝒫1p2M1supk20Tj2|kj|2|j||k|p|F^(s,kj)||G^(s,j)|ds+2M1supk20Tj2|kj||j|2|k|p|F^(s,kj)||G^(s,j)|ds.\|B(F,G)\|_{\mathcal{PM}^{1-p}}\leq 2M_{1}\sup_{k\in\mathbb{Z}^{2}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{2}_{*}}\frac{|k-j|^{2}|j|}{|k|^{p}}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ ds\\ +2M_{1}\sup_{k\in\mathbb{Z}^{2}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{2}_{*}}\frac{|k-j||j|^{2}}{|k|^{p}}|\hat{F}(s,k-j)||\hat{G}(s,j)|\ ds.

We adjust the factors of |kj||k-j| and |j|,|j|, to find

(42) B(F,G)𝒫1p2M1supk20Tj2(|j|p|k|p|kj|p)|kj|2+p|F^(s,kj)||j|1p|G^(s,j)|ds+2M1supk20Tj2(|kj|p|k|p|j|p)|kj|1p|F^(s,kj)||j|2+p|G^(s,j)|ds.\|B(F,G)\|_{\mathcal{PM}^{1-p}}\\ \leq 2M_{1}\sup_{k\in\mathbb{Z}^{2}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{2}_{*}}\left(\frac{|j|^{p}}{|k|^{p}|k-j|^{p}}\right)|k-j|^{2+p}|\hat{F}(s,k-j)||j|^{1-p}|\hat{G}(s,j)|\ ds\\ +2M_{1}\sup_{k\in\mathbb{Z}^{2}_{*}}\int_{0}^{T}\sum_{j\in\mathbb{Z}^{2}_{*}}\left(\frac{|k-j|^{p}}{|k|^{p}|j|^{p}}\right)|k-j|^{1-p}|\hat{F}(s,k-j)||j|^{2+p}|\hat{G}(s,j)|\ ds.

We again use (31), which is valid regardless of dimension. In the first term on the right-hand side we take the supremum of |j|1p|G^(s,j)||j|^{1-p}|\hat{G}(s,j)| with respect to both ss and j,j, and we treat the second term on the right-hand side similarly. It is then immediate that

(43) B(F,G)𝒫1p2p+1M1(F𝒫1p+F𝒳2+p)(G𝒫1p+G𝒳2+p).\|B(F,G)\|_{\mathcal{PM}^{1-p}}\leq 2^{p+1}M_{1}(\|F\|_{\mathcal{PM}^{1-p}}+\|F\|_{\mathcal{X}^{2+p}})(\|G\|_{\mathcal{PM}^{1-p}}+\|G\|_{\mathcal{X}^{2+p}}).

Next we bound B(F,G)B(F,G) in 𝒳2+p.\mathcal{X}^{2+p}. From the definition of the norm and of B(F,G),B(F,G), we have

(44) B(F,G)𝒳2+p=0Tk2|k|2+p|0te(ts)σ(Δ2+Δ)(k)j2((kj)j)F^(s,kj)G^(s,j)ds|dt.20Tk2|k|2+p0te(ts)σ(Δ2+Δ)(k)j2|kj||F^(s,kj)||j||G^(s,j)|dsdt.\|B(F,G)\|_{\mathcal{X}^{2+p}}=\\ \int_{0}^{T}\sum_{k\in\mathbb{Z}^{2}_{*}}|k|^{2+p}\left|\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{2}_{*}}((k-j)\cdot j)\hat{F}(s,k-j)\hat{G}(s,j)\ ds\right|\ dt.\\ \leq 2\int_{0}^{T}\sum_{k\in\mathbb{Z}^{2}_{*}}|k|^{2+p}\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{2}_{*}}|k-j||\hat{F}(s,k-j)||j||\hat{G}(s,j)|\ dsdt.

We then write |k||kj|+|j||k|\leq|k-j|+|j| for just one factor of |k||k| on the right-hand side:

(45) B(F,G)𝒳2+p20Tk2|k|1+p0te(ts)σ(Δ2+Δ)(k)j2|kj|2|F^(s,kj)||j||G^(s,j)|dsdt+20Tk2|k|1+p0te(ts)σ(Δ2+Δ)(k)j2|kj||F^(s,kj)||j|2|G^(s,j)|dsdt.\|B(F,G)\|_{\mathcal{X}^{2+p}}\\ \leq 2\int_{0}^{T}\sum_{k\in\mathbb{Z}^{2}_{*}}|k|^{1+p}\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{2}_{*}}|k-j|^{2}|\hat{F}(s,k-j)||j||\hat{G}(s,j)|\ dsdt\\ +2\int_{0}^{T}\sum_{k\in\mathbb{Z}^{2}_{*}}|k|^{1+p}\int_{0}^{t}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\sum_{j\in\mathbb{Z}^{2}_{*}}|k-j||\hat{F}(s,k-j)||j|^{2}|\hat{G}(s,j)|\ dsdt.

We next adjust factors of |kj||k-j| and |j|,|j|, finding

(46) B(F,G)𝒳2+p20Tk2|k|1+p0t[e(ts)σ(Δ2+Δ)(k)j2(|j|p|kj|p)|kj|2+p|F^(s,kj)||j|1p|G^(s,j)|]dsdt+20Tk2|k|1+p0t[e(ts)σ(Δ2+Δ)(k)j2(|kj|p|j|p)|kj|1p|F^(s,kj)||j|2+p|G^(s,j)|]dsdt.\|B(F,G)\|_{\mathcal{X}^{2+p}}\\ \leq 2\int_{0}^{T}\sum_{k\in\mathbb{Z}^{2}_{*}}|k|^{1+p}\int_{0}^{t}\Bigg{[}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\cdot\\ \cdot\sum_{j\in\mathbb{Z}^{2}_{*}}\left(\frac{|j|^{p}}{|k-j|^{p}}\right)|k-j|^{2+p}|\hat{F}(s,k-j)||j|^{1-p}|\hat{G}(s,j)|\Bigg{]}\ dsdt\\ +2\int_{0}^{T}\sum_{k\in\mathbb{Z}^{2}_{*}}|k|^{1+p}\int_{0}^{t}\Bigg{[}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\cdot\\ \cdot\sum_{j\in\mathbb{Z}^{2}_{*}}\left(\frac{|k-j|^{p}}{|j|^{p}}\right)|k-j|^{1-p}|\hat{F}(s,k-j)||j|^{2+p}|\hat{G}(s,j)|\Bigg{]}\ dsdt.

We again use (36), which is valid regardless of dimension. For the first term on the right-hand side, we bring out G𝒫1p\|G\|_{\mathcal{PM}^{1-p}} and change variables in the sum with respect to j.j. In the second term on the right-hand side, we bring out F𝒫1p.\|F\|_{\mathcal{PM}^{1-p}}. We also change the order of integration in both of these terms, arriving at the bound

(47) B(F,G)𝒳2+p2p+1G𝒫1p0T(j2|j|2+p|F(s,j)|)(k2sT|k|1+2pe(ts)σ(Δ2+Δ)(k)𝑑t)𝑑s+2p+1F𝒫1p0T(j2|j|2+p|G(s,j)|)(k2sT|k|1+2pe(ts)σ(Δ2+Δ)(k)𝑑t)𝑑s.\|B(F,G)\|_{\mathcal{X}^{2+p}}\\ \leq 2^{p+1}\|G\|_{\mathcal{PM}^{1-p}}\int_{0}^{T}\left(\sum_{j\in\mathbb{Z}^{2}_{*}}|j|^{2+p}|F(s,j)|\right)\left(\sum_{k\in\mathbb{Z}^{2}_{*}}\int_{s}^{T}|k|^{1+2p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt\right)\ ds\\ +2^{p+1}\|F\|_{\mathcal{PM}^{1-p}}\int_{0}^{T}\left(\sum_{j\in\mathbb{Z}^{2}_{*}}|j|^{2+p}|G(s,j)|\right)\left(\sum_{k\in\mathbb{Z}^{2}_{*}}\int_{s}^{T}|k|^{1+2p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt\right)\ ds.

We again work with the second factor of the integrand (which is the same in both of the terms on the right-hand side). We decompose the sum over kk using 2=ΩFΩI.\mathbb{Z}^{2}_{*}=\Omega_{F}\cup\Omega_{I}. Considering kΩF,k\in\Omega_{F}, we have

kΩFsT|k|1+2pe(ts)σ(Δ2+Δ)(k)𝑑t|ΩF|M1M31+2pT.\sum_{k\in\Omega_{F}}\int_{s}^{T}|k|^{1+2p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt\leq|\Omega_{F}|M_{1}M_{3}^{1+2p}T.

Considering next kΩI,k\in\Omega_{I}, we evaluate the integral and find

kΩIsT|k|1+2pe(ts)σ(Δ2+Δ)(k)𝑑t=kΩI|k|1+2p1e(Ts)σ(Δ2+Δ(k)σ(Δ2+Δ)(k).\sum_{k\in\Omega_{I}}\int_{s}^{T}|k|^{1+2p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt=\sum_{k\in\Omega_{I}}|k|^{1+2p}\frac{1-e^{-(T-s)\sigma(\Delta^{2}+\Delta(k)}}{\sigma(\Delta^{2}+\Delta)(k)}.

Since the denominator on the right-hand side is positive, we may neglect the exponential in the numerator on the right-hand side, and we may use the definition of M2M_{2} to find

kΩIsT|k|1+2pe(ts)σ(Δ2+Δ)(k)𝑑t1M2k21|k|32p.\sum_{k\in\Omega_{I}}\int_{s}^{T}|k|^{1+2p}e^{-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\ dt\leq\frac{1}{M_{2}}\sum_{k\in\mathbb{Z}^{2}_{*}}\frac{1}{|k|^{3-2p}}.

Since p<1/2,p<1/2, this sum converges. We then conclude that

(48) B(F,G)𝒳2+p2p+1(|ΩF|M1M31+2pT+1M2k21|k|32p)(F𝒫1p+F𝒳2+p)(G𝒫1p+G𝒳2+p).\|B(F,G)\|_{\mathcal{X}^{2+p}}\leq 2^{p+1}\left(|\Omega_{F}|M_{1}M_{3}^{1+2p}T+\frac{1}{M_{2}}\sum_{k\in\mathbb{Z}^{2}_{*}}\frac{1}{|k|^{3-2p}}\right)\cdot\\ \cdot(\|F\|_{\mathcal{PM}^{1-p}}+\|F\|_{\mathcal{X}^{2+p}})(\|G\|_{\mathcal{PM}^{1-p}}+\|G\|_{\mathcal{X}^{2+p}}).

5. Analyticity

In this section we will show that the solutions produced above are analytic within their time of existence, if needed by further restricting the size of the initial data.

Given initial data ψ0\psi_{0} we recall the mild formulation of the Kuramoto-Sivashinsky equation (9):

ψ=Sψ012B(ψ,ψ),\psi=S\psi_{0}-\frac{1}{2}B(\psi,\psi),

where the semigroup SS was introduced in (10) and the bilinear term B=B(F,G)B=B(F,G) was given in (11).

Our approach to establish analyticity follows the one used by H. Bae in [5], in which one revisits the existence proofs but for an exponentially-weighted modification of ψ\psi. More precisely, let g=g(t)g=g(t) be a given function and consider

(49) Veg(t)|D|ψ,V\equiv e^{g(t)|D|}\psi,

where |D|=Δ|D|=\sqrt{-\Delta}. Then VV should satisfy the equation

(50) V=e[g(t)|D|t(Δ2+Δ)]V0120te[g(t)|D|(ts)(Δ2+Δ)][(|eg(s)|D|V|2)]𝑑s,V=e^{[g(t)|D|-t(\Delta^{2}+\Delta)]}V_{0}-\frac{1}{2}\int_{0}^{t}e^{[g(t)|D|-(t-s)(\Delta^{2}+\Delta)]}[\mathbb{P}(|\nabla e^{-g(s)|D|}V|^{2})]\,ds,

with V0=ψ0V_{0}=\psi_{0}. Existence of a solution to this equation for suitable gg and sufficiently small V0V_{0} in certain function spaces then implies analyticity of ψ\psi, as will be made precise at the end of this section. The radius of analyticity is bounded from below by g(t)g(t).

We re-write (50), separating the linear from the nonlinear term, as

V=V012(V,V),V=\mathcal{L}V_{0}-\frac{1}{2}\mathcal{B}(V,V),

with

(51) V0=e[g(t)|D|t(Δ2+Δ)]V0\mathcal{L}V_{0}=e^{[g(t)|D|-t(\Delta^{2}+\Delta)]}V_{0}

and

(U,W)=0te[g(t)|D|(ts)(Δ2+Δ)][(eg(s)|D|Ueg(s)|D|W)]𝑑s.\mathcal{B}(U,W)=\int_{0}^{t}e^{[g(t)|D|-(t-s)(\Delta^{2}+\Delta)]}[\mathbb{P}(\nabla e^{-g(s)|D|}U\cdot\nabla e^{-g(s)|D|}W)]\,ds.

We will prove existence of a solution VV to (50) for initial data V0=ψ0V_{0}=\psi_{0} in Y1Y^{-1}, in any dimension, and in PM(n1)pPM^{(n-1)-p}, in dimensions n=1n=1 and n=2n=2, with 0<p<1/20<p<1/2. As before, we use Lemma 1, so we require the following bounds:

(52) V0𝒴1CV0Y1\displaystyle\|\mathcal{L}V_{0}\|_{\mathcal{Y}^{-1}}\leq C\|V_{0}\|_{Y^{-1}}
(53) V0𝒳3CV0Y1\displaystyle\|\mathcal{L}V_{0}\|_{\mathcal{X}^{3}}\leq C\|V_{0}\|_{Y^{-1}}
(54) V0𝒫(n1)pCV0PM(n1)p\displaystyle\|\mathcal{L}V_{0}\|_{\mathcal{PM}^{(n-1)-p}}\leq C\|V_{0}\|_{PM^{(n-1)-p}}
(55) V0𝒳2+pCV0PM(n1)p\displaystyle\|\mathcal{L}V_{0}\|_{\mathcal{X}^{2+p}}\leq C\|V_{0}\|_{PM^{(n-1)-p}}

as well as

(56) (U,W)𝒴1C(U𝒴1+U𝒳3)(W𝒴1+W𝒳3)\displaystyle\|\mathcal{B}(U,W)\|_{\mathcal{Y}^{-1}}\leq C(\|U\|_{\mathcal{Y}^{-1}}+\|U\|_{\mathcal{X}^{3}})(\|W\|_{\mathcal{Y}^{-1}}+\|W\|_{\mathcal{X}^{3}})
(57) (U,W)𝒳3C(U𝒴1+U𝒳3)(W𝒴1+W𝒳3)\displaystyle\|\mathcal{B}(U,W)\|_{\mathcal{X}^{3}}\leq C(\|U\|_{\mathcal{Y}^{-1}}+\|U\|_{\mathcal{X}^{3}})(\|W\|_{\mathcal{Y}^{-1}}+\|W\|_{\mathcal{X}^{3}})
(58) (U,W)𝒫(n1)pC(U𝒫(n1)p+U𝒳2+p)(W𝒫(n1)p+W𝒳2+p)\displaystyle\|\mathcal{B}(U,W)\|_{\mathcal{PM}^{(n-1)-p}}\leq C(\|U\|_{\mathcal{PM}^{(n-1)-p}}+\|U\|_{\mathcal{X}^{2+p}})(\|W\|_{\mathcal{PM}^{(n-1)-p}}+\|W\|_{\mathcal{X}^{2+p}})
(59) (U,W)𝒳2+pC(U𝒫(n1)p+U𝒳2+p)(W𝒫(n1)p+W𝒳2+p).\displaystyle\|\mathcal{B}(U,W)\|_{\mathcal{X}^{2+p}}\leq C(\|U\|_{\mathcal{PM}^{(n-1)-p}}+\|U\|_{\mathcal{X}^{2+p}})(\|W\|_{\mathcal{PM}^{(n-1)-p}}+\|W\|_{\mathcal{X}^{2+p}}).

The Fourier coefficients of (V0)(t,)(\mathcal{L}V_{0})(t,\cdot) are given by:

(60) (V0)(t,k)=eg(t)|k|tσ(Δ2+Δ)(k)V0^(k).\mathcal{F}(\mathcal{L}V_{0})(t,k)=e^{g(t)|k|-t\sigma(\Delta^{2}+\Delta)(k)}\hat{V_{0}}(k).

The Fourier coefficients of the nonlinear term are

\displaystyle\mathcal{F} ((U,W))(t,k)=0teg(t)|k|(ts)σ(Δ2+Δ)(k)[\displaystyle(\mathcal{B}(U,W))(t,k)=-\int_{0}^{t}e^{g(t)|k|-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\Big{[}
(61) jn,jk((kj)j)eg(s)|kj|U^(s,kj)eg(s)|j|W^(s,j)]ds.\displaystyle\sum_{j\in\mathbb{Z}_{\ast}^{n},j\neq k}((k-j)\cdot j)\,e^{-g(s)|k-j|}\hat{U}(s,k-j)e^{-g(s)|j|}\hat{W}(s,j)\Big{]}\,ds.

In what follows we will consider two kinds of temporal weights:

(62) g(t)=at4, for some constant a>0;\displaystyle g(t)=a\sqrt[4]{t},\text{ for some constant }a>0;
(63) g(t)=bt, for some constant b>0.\displaystyle g(t)=bt,\text{ for some constant }b>0.

In order to estimate the linear term \mathcal{L} we will make use of the following technical lemma.

Lemma 8.

Let kΩIk\in\Omega_{I}. Then, if M2M_{2} is as in (7), it holds that:

  1. (1)

    if g(t)=btg(t)=bt, with b<M22b<\frac{M_{2}}{2}, then

    g(t)|k|tσ(Δ2+Δ)(k)M2t2|k|4;g(t)|k|-t\sigma(\Delta^{2}+\Delta)(k)\leq-\frac{M_{2}t}{2}|k|^{4};
  2. (2)

    if g(t)=at4g(t)=a\sqrt[4]{t} then there exists C=C(a)>0C=C(a)>0 such that

    g(t)|k|tσ(Δ2+Δ)(k)CM2t2|k|4,g(t)|k|-t\sigma(\Delta^{2}+\Delta)(k)\leq C-\frac{M_{2}t}{2}|k|^{4},

    for all t0t\geq 0.

Proof.

Recall the definition of M2M_{2}, from (7), such that

σ(Δ2+Δ)(k)M2|k|4.\sigma(\Delta^{2}+\Delta)(k)\geq M_{2}|k|^{4}.

Let us first consider the case g(t)=btg(t)=bt with b<M22b<\frac{M_{2}}{2}. Then, clearly, if kk is such that |k|1|k|\geq 1, it follows that bt|k|M22t|k|40bt|k|-\frac{M_{2}}{2}t|k|^{4}\leq 0. It then follows easily that, if |k|1|k|\geq 1,

g(t)|k|tσ(Δ2+Δ)(k)g(t)|k|tM2|k|4M2t2|k|4,g(t)|k|-t\sigma(\Delta^{2}+\Delta)(k)\leq g(t)|k|-tM_{2}|k|^{4}\leq-\frac{M_{2}t}{2}|k|^{4},

as desired. This establishes item (1).

Next consider the case g(t)=at4g(t)=a\sqrt[4]{t}. Then of course we have

(64) g(t)|k|tσ(Δ2+Δ)(k)at4|k|M2t|k|4.g(t)|k|-t\sigma(\Delta^{2}+\Delta)(k)\leq a\sqrt[4]{t}|k|-M_{2}t|k|^{4}.

Consider the function f=f(z)=azM22z4f=f(z)=az-\frac{M_{2}}{2}z^{4}. This function is globally bounded from above. Let

C=C(a)=max{supf(z),1}.C=C(a)=\max\{\sup f(z),1\}.

Noting that at4|k|M22t|k|4=f(t4|k|)a\sqrt[4]{t}|k|-\frac{M_{2}}{2}t|k|^{4}=f(\sqrt[4]{t}|k|) we obtain item (2).

In view of Lemma 8 all the estimates for V0ψ0\mathcal{L}V_{0}\equiv\mathcal{L}\psi_{0}, (52), (53), (54) and (55), can be reduced to the corresponding estimates already obtained for Sψ0S\psi_{0}, namely (14) and those obtained in Lemmas 3 and 4.

Next we prove another technical lemma, which will be used for the nonlinear term (U,W)\mathcal{B}(U,W).

Lemma 9.

Let kΩIk\in\Omega_{I}. Then, if M2M_{2} is as in (7), it holds that:

  1. (1)

    if g(t)=btg(t)=bt, with b<M22b<\frac{M_{2}}{2}, then it follows that

    (g(t)g(s))|k|(ts)σ(Δ2+Δ)(k)M2(ts)2|k|4,(g(t)-g(s))|k|-(t-s)\sigma(\Delta^{2}+\Delta)(k)\leq-\frac{M_{2}(t-s)}{2}|k|^{4},

    for all tt, ss such that 0st0\leq s\leq t and all kΩIk\in\Omega_{I};

  2. (2)

    if g(t)=at4g(t)=a\sqrt[4]{t} then there exists C=C(a)>0C=C(a)>0 such that

    (g(t)g(s))|k|(ts)σ(Δ2+Δ)(k)CM2(ts)2|k|4,(g(t)-g(s))|k|-(t-s)\sigma(\Delta^{2}+\Delta)(k)\leq C-\frac{M_{2}(t-s)}{2}|k|^{4},

    for all tt, ss such that 0st0\leq s\leq t and all kΩIk\in\Omega_{I}.

Proof.

Let us begin with item (1), the case g(t)=btg(t)=bt, b<M2/2b<M_{2}/2. In view of Lemma 8 item (1) this is trivial since

(g(t)g(s))|k|(ts)σ(Δ2+Δ)(k)=(ts)b|k|(ts)σ(Δ2+Δ)(k),(g(t)-g(s))|k|-(t-s)\sigma(\Delta^{2}+\Delta)(k)=(t-s)b|k|-(t-s)\sigma(\Delta^{2}+\Delta)(k),

and ts0t-s\geq 0.

Next consider g(t)=at4g(t)=a\sqrt[4]{t}. We first note that

(g(t)g(s))|k|(ts)σ(Δ2+Δ)(k)(g(t)g(s))|k|(ts)M2|k|4,(g(t)-g(s))|k|-(t-s)\sigma(\Delta^{2}+\Delta)(k)\leq(g(t)-g(s))|k|-(t-s)M_{2}|k|^{4},

using, again, (7) and the fact that ts0t-s\geq 0. Next we observe that

(g(t)g(s))|k|(ts)M2|k|4=f(at4)f(as4)M2(ts)2|k|4,(g(t)-g(s))|k|-(t-s)M_{2}|k|^{4}=f(a\sqrt[4]{t})-f(a\sqrt[4]{s})-\frac{M_{2}(t-s)}{2}|k|^{4},

where ff was introduced in the proof of Lemma 8. There are two possibilities: either f(as4)0f(a\sqrt[4]{s})\geq 0, in which case we may ignore this term and use the boundedness from above of ff to obtain (2), or f(as4)<0f(a\sqrt[4]{s})<0. Let us assume the latter and note that ff has only two real roots, namely 0 and 2aM23>0\sqrt[3]{\frac{2a}{M_{2}}}>0. In addition, ff restricted to the positive real axis is only negative on the interval (2aM23,+)\left(\sqrt[3]{\frac{2a}{M_{2}}},+\infty\right), on which it is also decreasing. Therefore, since sts\leq t, we have f(at4)f(as4)f(a\sqrt[4]{t})\leq f(a\sqrt[4]{s}), from which (2) follows immediately.

Now we re-write (5) in a more convenient form and estimate:

|\displaystyle|\mathcal{F} ((U,W))(t,k)|=|0te(g(t)g(s))|k|(ts)σ(Δ2+Δ)(k)[\displaystyle(\mathcal{B}(U,W))(t,k)|=\left|-\int_{0}^{t}e^{(g(t)-g(s))|k|-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\Big{[}\right.
(65) jn,jk((kj)j)eg(s)(|k||kj||j|)U^(s,kj)W^(s,j)]ds|\displaystyle\left.\sum_{j\in\mathbb{Z}_{\ast}^{n},j\neq k}((k-j)\cdot j)\,e^{g(s)(|k|-|k-j|-|j|)}\hat{U}(s,k-j)\hat{W}(s,j)\Big{]}\,ds\right|
(66) 0te(g(t)g(s))|k|(ts)σ(Δ2+Δ)(k)[jnjk|kj||j||U^(s,kj)||W^(s,j)|]𝑑s,\displaystyle\leq\int_{0}^{t}e^{(g(t)-g(s))|k|-(t-s)\sigma(\Delta^{2}+\Delta)(k)}\Big{[}\sum_{\begin{subarray}{c}j\in\mathbb{Z}_{\ast}^{n}\\ j\neq k\end{subarray}}|k-j||j||\hat{U}(s,k-j)||\hat{W}(s,j)|\Big{]}\,ds,

where we used the triangle inequality to estimate |k||kj||j|0|k|-|k-j|-|j|\leq 0.

In view of Lemma 9 it is easy to see that the estimates on the term (66), namely (56), (57), (58) and (59), can be reduced to the corresponding ones for B(F,G)B(F,G), (19), (26), (32), (39), (43) and (48), established in the previous sections.

We now comment on how these results imply analyticity of solutions. By the periodic analogue of Theorem IX.13 of [32], a function is analytic with radius of analyticity at least ρ\rho if its Fourier series decays like eρ~|k|e^{-\tilde{\rho}|k|} for all ρ~<ρ.\tilde{\rho}<\rho. With a solution V𝒴1,V\in\mathcal{Y}^{-1}, then at each time tt, we have, for any ε>0,\varepsilon>0, the existence of c>0c>0 such that

ckne(g(t)ε)|k||ψ^(t,k)|kne(g(t)ε)|k|eε|k||k||ψ^(t,k)|V𝒴1.c\sum_{k\in\mathbb{Z}^{n}_{*}}e^{(g(t)-\varepsilon)|k|}|\hat{\psi}(t,k)|\leq\sum_{k\in\mathbb{Z}^{n}_{*}}e^{(g(t)-\varepsilon)|k|}\frac{e^{\varepsilon|k|}}{|k|}|\hat{\psi}(t,k)|\leq\|V\|_{\mathcal{Y}^{-1}}.

We see from this that ψ^(t,)\hat{\psi}(t,\cdot) decays like eρ~|k|e^{-\tilde{\rho}|k|} for any ρ~<g(t),\tilde{\rho}<g(t), and thus ψ\psi is analytic with radius of analyticity at least g(t).g(t). Similarly, for solutions with V𝒫(n1)p,V\in\mathcal{PM}^{(n-1)-p}, the solution of Kuramoto-Sivashinsky, ψ,\psi, is again analytic with radius of analyticity at least g(t).g(t).

By virtue of these considerations we have established the following results.

Theorem 10.

Let T>0T>0 be given. (If the conditions of Case A hold, then TT may be taken to be T=.T=\infty.) Let n1.n\geq 1. There exists ε>0\varepsilon>0 such that for any ϕ0\phi_{0} with ϕ0Y1,\mathbb{P}\phi_{0}\in Y^{-1}, if ϕ0Y1<ε,\|\mathbb{P}\phi_{0}\|_{Y^{-1}}<\varepsilon, then there exists ϕ\phi with ϕ𝒴1𝒳3\mathbb{P}\phi\in\mathcal{Y}^{-1}\cap\mathcal{X}^{3} such that ϕ\phi is an analytic mild solution to the initial value problem (1), (2) with radius of analyticity at least R(t)=max{at4,bt}R(t)=\max\{a\sqrt[4]{t},bt\}, with b<M2b<M_{2} and a>0a>0.

Theorem 11.

Let n{1, 2}n\in\{1,\,2\}. Let p(0,1/2)p\in(0,1/2) and T>0T>0 be given. (If the conditions of Case A hold, then TT may be taken to be T=.T=\infty.) There exists ε>0\varepsilon>0 such that for any ϕ0\phi_{0} with ϕ0PM(n1)p,\mathbb{P}\phi_{0}\in PM^{(n-1)-p}, if ϕ0PM(n1)p<ε,\|\mathbb{P}\phi_{0}\|_{PM^{(n-1)-p}}<\varepsilon, then there exists ϕ\phi with ϕ𝒫(n1)p𝒳2+p\mathbb{P}\phi\in\mathcal{PM}^{(n-1)-p}\cap\mathcal{X}^{2+p} such that ϕ\phi is an analytic mild solution to the initial value problem (1), (2) with radius of analyticity at least R(t)=max{at4,bt}R(t)=\max\{a\sqrt[4]{t},bt\}, with b<M2b<M_{2} and a>0a>0.

6. Concluding remarks

We close now with a few remarks.

First, we comment on our bound for the radius of analyticity. We have shown that our solutions have radius of analyticity which grows at least like t1/4,t^{1/4}, and also at least like t.t. Of course, the rate t1/4t^{1/4} is faster for times near zero, and the rate tt is faster for large times. A fractional-power rate has previously been observed for the Navier-Stokes equations (where the rate is t1/2t^{1/2}) and for the Kuramoto-Sivashinsky equation (where the rate is t1/4t^{1/4}) for solutions on n\mathbb{R}^{n} [5], [18], [20]. For spatially periodic problems, rates like tt have been observed previously for the Navier-Stokes equations [18] or for more general parabolic equations [17]. We have previously observed for the Navier-Stokes equations that in the periodic case, one gets the improvement that both of these rates hold [1]. The present work shows this improvement in the periodic case of the Kuramoto-Sivashinsky equation. The radius of analyticity of solutions is relevant for the convergence rate of numerical simulations [15].

Let n{1,2}n\in\{1,2\}. Then we note that the two function spaces for the initial data we have considered in this work, Y1Y^{-1} and PM(n1)pPM^{(n-1)-p}, with p<1/2p<1/2, are not comparable. Consider, for instance, ff such that

|f^(k)|=1|k|n1, for all k.|\hat{f}(k)|=\frac{1}{|k|^{n-1}},\text{ for all }k.

Then fPM(n1)p,f\in PM^{(n-1)-p}, but fY1.f\notin Y^{-1}. On the other hand, let ff be such that

|f^(j)|={|j|3/4 if |j|=24,=1,2,0 otherwise. |\hat{f}(j)|=\left\{\begin{array}[]{ll}|j|^{3/4}&\text{ if }|j|=2^{4\ell},\;\ell=1,2,\ldots\\ 0&\text{ otherwise. }\end{array}\right.

Then fY1f\in Y^{-1} but fPM1/2,f\notin PM^{-1/2}, and thus fPM(n1)p.f\notin PM^{(n-1)-p}.

In the introduction, we mentioned the Navier-Stokes results of Koch and Tataru [22], Cannone and Karch [13], and Lei and Lin [26] as works proving existence of solutions for the Navier-Stokes equations with low-regularity data. It should be noted that the function spaces considered in the aforementioned works, BMO1,BMO^{-1}, PM2,PM^{2}, and X1,X^{-1}, respectively, are all critical spaces for the Navier-Stokes equations.

If we discard the unstable Laplacian and consider (1) in full space n\mathbb{R}^{n} then it is easy to see that this modified Kuramoto-Sivashinsky equation is invariant under the scaling

λλ2ψ(λx,λ4t).\lambda\mapsto\lambda^{2}\psi(\lambda x,\lambda^{4}t).

Thus, among the hierarchy of spaces considered in this work, the spaces Y2Y^{-2} and PMn2PM^{n-2} are critical spaces, i.e. whose norms are invariant under this scaling. In the present work we lower the regularity requirements for existence theory for the Kuramoto-Sivashinsky equation as compared to the prior literature, and have proved existence of solutions in spaces of negative index, namely Y1Y^{-1} and PM(n1)pPM^{(n-1)-p}, for any 0<p<1/20<p<1/2, but these spaces are not critical. Therefore there remains work to be done to continue lowering the regularity threshold for the initial data.

We also mentioned in the introduction that solutions of the Kuramoto-Sivashinsky equation have been proved to be global in one spatial dimension, when starting from H1H^{1} data. In the present work we have shown existence of solutions with rough data, but only until a short time (unless the spatial domain [0,L][0,L] satisfies L<2πL<2\pi). But we have shown that the solutions are analytic at positive times, and thus the solutions instantaneously become H1H^{1} solutions which could then be continued for all time. So, our one-dimensional solutions are in fact global. However, the present method would not extend on its own to demonstrate this. The radius of analyticity that we prove grows in time, like both t1/4t^{1/4} and t.t. This growth of the radius for all time is possible in the small-domain case (again, L<2πL<2\pi), but in the presence of linearly growing modes (L>2πL>2\pi), one would not expect this. Instead, the solution in some cases tends toward coherent structures such as traveling waves or time-periodic waves, and these attracting solutions tend to have finite radius of analyticity. The long-time behavior of the radius of analyticity for the initial value problem, then, is to tend towards this value of the radius of analyticity rather than to tend towards infinity. This can be seen from computational work such as [21], [31]. Understanding in more detail the time evolution of the radius of analyticity of solutions of the Kuramoto-Sivashinsky problem will be a subject of future work.

Acknowledgments

The second and third authors gratefully acknowledge the hospitality of the Department of Mathematics at Drexel University, where part of this research was done.

DMA gratefully acknowledges support from the National Science Foundation through grants DMS-1907684 and DMS-2307638. MCLF was partially supported by CNPq, through grant # 304990/2022-1, and FAPERJ, through grant # E-26/201.209/2021. HJNL acknowledges the support of CNPq, through grant # 305309/2022-6, and of FAPERJ, through grant # E-26/201.027/2022.

Data availability statement

Data sharing not applicable to this article as no datasets were generated or analysed during the current study.

References

  • [1] D.M. Ambrose, M.C. Lopes Filho, and H.J. Nussenzveig Lopes. Existence and analyticity of the Lei-Lin solution of the navier-stokes equations on the torus. Proc. Amer. Math. Soc., 2023. In press.
  • [2] D.M. Ambrose and A.L. Mazzucato. Global existence and analyticity for the 2D Kuramoto-Sivashinsky equation. J. Dynam. Differential Equations, 31(3):1525–1547, 2019.
  • [3] D.M. Ambrose and A.L. Mazzucato. Global solutions of the two-dimensional Kuramoto-Sivashinsky equation with a linearly growing mode in each direction. J. Nonlinear Sci., 31(6):Paper No. 96, 26, 2021.
  • [4] P. Auscher and P. Tchamitchian. Espaces critiques pour le système des equations de Navier-Stokes incompressibles. No modification to the text. This work was done when the first author was at Université de Picardie., May 1999.
  • [5] H. Bae. Existence and analyticity of Lei-Lin solution to the Navier-Stokes equations. Proc. Amer. Math. Soc., 143(7):2887–2892, 2015.
  • [6] H. Bae, A. Biswas, and E. Tadmor. Analyticity and decay estimates of the Navier-Stokes equations in critical Besov spaces. Arch. Ration. Mech. Anal., 205(3):963–991, 2012.
  • [7] H. Bellout, S. Benachour, and E.S. Titi. Finite-time singularity versus global regularity for hyper-viscous Hamilton-Jacobi-like equations. Nonlinearity, 16(6):1967–1989, 2003.
  • [8] S. Benachour, I. Kukavica, W. Rusin, and M. Ziane. Anisotropic estimates for the two-dimensional Kuramoto-Sivashinsky equation. J. Dynam. Differential Equations, 26(3):461–476, 2014.
  • [9] A. Biswas and D. Swanson. Existence and generalized Gevrey regularity of solutions to the Kuramoto-Sivashinsky equation in n\mathbb{R}^{n}. J. Differential Equations, 240(1):145–163, 2007.
  • [10] J.C. Bronski and T.N. Gambill. Uncertainty estimates and L2L_{2} bounds for the Kuramoto-Sivashinsky equation. Nonlinearity, 19(9):2023–2039, 2006.
  • [11] M. Cannone. Ondelettes, paraproduits et Navier-Stokes. Diderot Editeur, Paris, 1995. With a preface by Yves Meyer.
  • [12] M. Cannone. Harmonic analysis and Navier-Stokes equations with application to the Boltzmann equation. In Lectures on the analysis of nonlinear partial differential equations. Part 2, volume 2 of Morningside Lect. Math., pages 1–17. Int. Press, Somerville, MA, 2012.
  • [13] M. Cannone and G. Karch. Smooth or singular solutions to the Navier-Stokes system? J. Differential Equations, 197(2):247–274, 2004.
  • [14] M. Coti Zelati, M. Dolce, Y. Feng, and A.L. Mazzucato. Global existence for the two-dimensional Kuramoto-Sivashinsky equation with a shear flow. J. Evol. Equ., 21(4):5079–5099, 2021.
  • [15] A. Doelman and E.S. Titi. Regularity of solutions and the convergence of the Galerkin method in the Ginzburg-Landau equation. Numer. Funct. Anal. Optim., 14(3-4):299–321, 1993.
  • [16] Y. Feng and A.L. Mazzucato. Global existence for the two-dimensional Kuramoto-Sivashinsky equation with advection. Comm. Partial Differential Equations, 47(2):279–306, 2022.
  • [17] A.B. Ferrari and E.S. Titi. Gevrey regularity for nonlinear analytic parabolic equations. Comm. Partial Differential Equations, 23(1-2):1–16, 1998.
  • [18] C. Foias and R. Temam. Gevrey class regularity for the solutions of the Navier-Stokes equations. J. Funct. Anal., 87(2):359–369, 1989.
  • [19] J. Goodman. Stability of the Kuramoto-Sivashinsky and related systems. Comm. Pure Appl. Math., 47(3):293–306, 1994.
  • [20] Z. Grujić and I. Kukavica. Space analyticity for the Navier-Stokes and related equations with initial data in LpL^{p}. J. Funct. Anal., 152(2):447–466, 1998.
  • [21] A. Kalogirou, E.E. Keaveny, and D.T. Papageorgiou. An in-depth numerical study of the two-dimensional Kuramoto-Sivashinsky equation. Proc. A., 471(2179):20140932, 20, 2015.
  • [22] H. Koch and D. Tataru. Well-posedness for the Navier-Stokes equations. Adv. Math., 157(1):22–35, 2001.
  • [23] I. Kukavica and D. Massatt. On the global existence for the Kuramoto-Sivashinsky equation. J. Dynam. Differential Equations, 35(1):69–85, 2023.
  • [24] Y. Kuramoto and T. Tsuzuki. Persistent propagation of concentration waves in dissipative media far from thermal equilibrium. Progress of Theoretical Physics, 55:356–369, 1976.
  • [25] A. Larios and K. Yamazaki. On the well-posedness of an anisotropically-reduced two-dimensional Kuramoto-Sivashinsky equation. Phys. D, 411:132560, 14, 2020.
  • [26] Z. Lei and F. Lin. Global mild solutions of Navier-Stokes equations. Comm. Pure Appl. Math., 64(9):1297–1304, 2011.
  • [27] C. Miao and B. Yuan. Solutions to some nonlinear parabolic equations in pseudomeasure spaces. Math. Nachr., 280(1-2):171–186, 2007.
  • [28] L. Molinet. A bounded global absorbing set for the Burgers-Sivashinsky equation in space dimension two. C. R. Acad. Sci. Paris Sér. I Math., 330(7):635–640, 2000.
  • [29] L. Molinet. Local dissipativity in L2L^{2} for the Kuramoto-Sivashinsky equation in spatial dimension 2. J. Dynam. Differential Equations, 12(3):533–556, 2000.
  • [30] B. Nicolaenko, B. Scheurer, and R. Temam. Some global dynamical properties of the Kuramoto-Sivashinsky equations: nonlinear stability and attractors. Phys. D, 16(2):155–183, 1985.
  • [31] D.T. Papageorgiou, Y.-S. Smyrlis, and R.J. Tomlin. Optimal analyticity estimates for non-linear active-dissipative evolution equations. IMA J. Appl. Math., 87(6):964–984, 2022.
  • [32] M. Reed and B. Simon. Methods of modern mathematical physics. II. Fourier analysis, self-adjointness. Academic Press [Harcourt Brace Jovanovich, Publishers], New York-London, 1975.
  • [33] G.R. Sell and M. Taboada. Local dissipativity and attractors for the Kuramoto-Sivashinsky equation in thin 2D2{\rm D} domains. Nonlinear Anal., 18(7):671–687, 1992.
  • [34] G.I. Sivashinsky. Nonlinear analysis of hydrodynamic instability in laminar flames–I. Derivation of basic equations. Acta Astronautica, 4:1177–1206, 1977.
  • [35] E. Tadmor. The well-posedness of the Kuramoto-Sivashinsky equation. SIAM J. Math. Anal., 17(4):884–893, 1986.