Global existence of solutions to the chemotaxis system with logistic source under nonlinear Neumann boundary conditions
Abstract
We consider classical solutions to the chemotaxis system with logistic source under nonlinear Neumann boundary conditions with in a smooth convex bounded domain where . This paper aims to show that if , and , , or is sufficiently large when , then the parabolic-elliptic chemotaxis system admits a unique positive global-in-time classical solution that is bounded in . The similar result is also true if , , and or , , and is sufficiently large for the parabolic-parabolic chemotaxis system.
1 Introduction
We are concerned in this paper with solutions to the chemotaxis model as follows:
(KS) |
in a smooth, convex, bounded domain where , , and . The system (KS) is complemented with the nonnegative initial conditions in , where , not identically zero:
(1.1) |
and the nonlinear Neumann boundary conditions
(1.2) |
where and is the outward normal vector. The PDE system in (KS) is used in mathematical biology to model the mechanism of chemotaxis, that is, the movement of an organism in response to a chemical stimulus. Here represent the cell density and the concentration of chemical substances at position at the time , respectively ([16]). Historically, the system (KS) without the logistic source under homogeneous Neumann boundary condition well-known as the most simplified Keller-Segel system has been intensively studied in many various directions such as global boundedness solutions, blow-up solutions, steady states, and blow-up sets. A significant milestone in the derivation of the model, along with many interesting results, can be found in [12]. Additionally, [3] provides a comprehensive summary of the developed techniques and results accumulated over decades to address chemotaxis systems. For a more detailed exploration of the derivation of the system (KS), consider referring to [11], which offers a broad survey of variations of chemotaxis models and their corresponding biological backgrounds. Furthermore, in two spatial dimension, the simplest form has been the focus of numerous research papers due to its intriguing mathematical property, the critical mass phenomena. This property states that if the initial mass is less than a certain number, solutions exist globally and remain bounded in time, while if the mass is larger than that value, solutions blow up in finite time. There are many research papers focusing on finding the precise value of critical mass. In two spatial dimensional domain, global existence and boundedness of solutions are studied in [7], and [5] for the sub-critical mass, and finite time blow-up solutions for the super-critical mass is investigated in [25, 26, 31, 32]. However, in higher spatial dimensional domain, this critical mass property is no longer true. In fact, it is proved in [37] that finite time blow-up solutions can be constructed in a smooth bounded domain regardless of how small the mass is.
We now shift our attention to the homogeneous Neumann boundary condition. In addition to the biological chemotaxis phenomena, the logistic term, , introduced in the evolution equation for plays a role in describing the growth of the population. Specifically, the term , with , is the growth rate of population and the term models additional overcrowding effects. It was investigated in [36] that the quadratic degradation term can prevent blow-up solutions. In fact, it was proven that if , and , then the solutions exist globally and remain bounded at all time in a convex bounded domain with smooth boundary , where . This result was later improved in [13, 15, 42] that can prevent blow-up when . In a two-dimensional space with , the system (KS) possesses a unique classical solution which is nonnegative and bounded in ( see e.g. [27, 28]). These results were later improved in [43, 44] by replacing the logistic sources by sub-logistic ones such as for . In a higher-dimensional space with , the similar results can be found in [39] for the parabolic-parabolic model with an additional largeness assumption of . In addition to the global classical solutions, the existence global weak solutions results for any arbitrary were also obtained in [36] for the parabolic-elliptic models and in [18] for the parabolic-parabolic models in a three-dimensional system. Furthermore, interested readers are referred to [14, 17, 19, 20, 23, 35, 38, 45, 46] to study more about qualitative and quantitative works of chemotaxis systems with logistic sources.
The problem becomes more interesting and challenging if the homogeneous Neumann boundary condition is replaced by the nonlinear Neumann boundary condition. The method in this paper to obtain global boundedness results is first to establish a estimate, then for for some , and finally apply a Moser-type iteration to obtain for . Although this approach has been widely applied in treating global boundedness problems for reaction-diffusion equations ([1, 2, 8]), or for chemotaxis systems ([39]), the main difficulties rely heavily on tedious integral estimations. Unlike the homogeneous Neumann boundary conditions, it is not even straightforward to see whether the total mass of the cell density function is globally bounded or not due to the nonlinear boundary term. In fact, most of the technical challenges in this paper are to deal with the nonlinear boundary term. Fortunately, the Sobolev’s trace inequality enables us to solve a part of a problem:
Main Question: ”What is the largest value so that logistic damping still avoids blow-up?”
This types of question for nonlinear parabolic equations has been intensively studied in 1990s. To be more precise, if we consider , our problem is similar to the following PDE:
(NBC) |
where is a smooth bounded domain in , , and is a nonnegative function. The study concerning the global existence was first investigated in [6], and then improved in [29] for . Particularly, it was shown that is critical for the blow up in the following sense:
-
1.
if then all solutions of (NBC) exist globally and are globally bounded,
-
2.
If (or and is sufficiently small ) then there exist initial functions such that the corresponding solutions of (NBC) blow-up in norm.
In comparison to our problem, we have and is the critical power. Indeed, we also obtain the similar critical power as in Theorem 1.1. Notice that the local existence of positive solution was not mentioned in [6, 29, 30], and it is not clear for us to define without knowing is nonnegative, so the presence of absolute sign in (1.2) is necessary to obtain local positive solutions from nonnegative, not identically zero initial data.
Heuristically, the analysis diagram can be presented as follows. In case , by substituting into the first equation of (KS), we obtain
If is sufficiently large, then solutions might be bounded globally since the nonlinear term might dominate other terms including the nonlinear boundary term. In case , we cannot substitute directly into the first equation of (KS); however, we still have some certain controls of by from the second equation of (KS) thanks to Sobolev inequality. We expect that this intuition should be true in lower spacial dimension and ”weaker” nonlinear boundary terms since the critical Sobolev exponent decreases if the spacial dimension increases. Indeed, our analysis does not work for since we do not have enough rooms to control other positive nonlinear terms by using the term . One can also find similar ideas on sub-logistic source preventing 2D blow-up in [43].
We summarize the main results to answer a part of the main question. Let us begin with the following theorem for the parabolic-elliptic case.
Theorem 1.1.
Remark 1.1.
It is an open question whether there exists a classical finite time blow-up solution if .
Remark 1.2.
The proof of borderline boundedness in Theorem 1.1 when is adopted and modified from the arguments in [13, 15, 42]. However, applying Lemma 3.6 to overcome challenges in boundary integral estimations was not possible. Instead, we had to derive an alternative and improved estimation to handle the boundary term, which necessitated the condition of .
The next theorem is for the parabolic-parabolic system in a two-dimensional space:
Theorem 1.2.
In three-dimensional space, we prove the following theorem for the parabolic-parabolic case.
Theorem 1.3.
Remark 1.3.
Here we expect may not be the threshold of global boundedness and blow-up solutions, but rather the limitation of our analysis tools.
Remark 1.4.
We leave the open question whether for every , there exists such that if solutions remain bounded in .
Remark 1.5.
The paper is organized as follows. The local well-possedness of solutions toward the system (KS) including the short-time existence, positivity and uniqueness are established in Section 2. In Section 3, we recall some basic inequalities and provide some essential estimates on the boundary of the solutions, which will be needed in the sequel sections. Section 4 is devoted to establishing the , and bounds for solutions. In Section 5, a Moser-type iteration scheme is applied to obtain an bound for solutions from an bound with a sufficiently large . Finally, the main theorems are proved in Section 6.
2 Local well-posedness
In this section, we prove the short-time existence, uniqueness and positivity of solutions to the system (KS) under certain conditions of initial data. Although the proof just follows a basic fixed point argument, however we cannot find any suitable reference for our system. For the sake of completeness, here we will provide a proof, which is a modification of the proof of Theorem 1.1 in [10]. First, we introduce some notations used throughout this section. We follow some definitions of Holder continuous spaces given in [22]. For , and , we define the following norms and seminorms:
where . We write if . Now let us recall a useful result for the linear model. We consider the linear second order elliptic equation of non-divergence form:
(2.1) |
Assume that there exists such that
(2.2) |
where and
(2.3) |
Theorem 2.1 ([22], p. 79, Theorem 4.31).
Let the assumptions (2.2), (2.3) be in force, and Let , and satisfying the first order compatibility condition:
(2.4) |
Then there exists a unique solution to the problem (2.1) with the Neumann boundary condition on . Moreover, there exists a constant independent of and such that
(2.5) |
where is dependent only on and .
This estimate, together with Leray-Schauder fixed point argument is the main tools to prove the following theorem.
Theorem 2.2.
If nonnegative functions are in such that
(2.6) |
where . Then there exists such that problem (KS) admits a unique nonnegative solution in . Moreover, if are not identically zero in then are strictly positive in .
Remark 2.1.
The convexity assumption of domain is not necessary in this theorem.
Remark 2.2.
Proof.
From now to the end of this proof, we will use as a universal notation for constants different from time to time. Firstly, the short-time existence of classical solution will be proved by a fixed point argument. Let be such that in . Then, the functions and satisfy condition (2.4), and . We assume , and consider the set of functions given by
Now we define the map
where is a solution of
(2.7) |
under Neumann boundary condition:
(2.8) |
and initial data in . We first prove that sends bounded sets into relative compact sets of . Indeed, the inequality (2.5) implies there exists independent of such that for all in . As bounded sets in are relatively compact in . We claim that is continuous. In fact, let in , we need to prove in . Now we can see that satisfies
(2.9) |
where . One can verify that satisfies the assumptions of Theorem 2.1. Plus, the boundary condition
(2.10) |
We claim that in for . Indeed, when , we make use of (2.5) and when , we apply Schauder type estimate for elliptic equation to obtain that in . This leads to in , combine with inequality (2.5) entail that in . In order to apply the Leray-Schauder fixed point theorem we just have to prove that if is sufficiently small, and , then . Indeed,
and,
These above estimates imply that
Since is independent of for all , we can choose sufficiently small as to have
This further implies that
Thus has a fixed point in . Now if is a fixed point of , and it is a solution of (KS).
Secondly, the nonnegativity of solutions will be proved by the truncation method: Letting
and , we see that is continuously differentiable with the derivative
(2.11) |
We make use of Young’s inequality combined with the global boundedness of in to obtain
(2.12) |
for some . We also have , where . This together with (2), (2.12) implies that for all . By Gronwall’s inequality and the initial condition , we imply that or .
Thirdly, we will prove that if then is strictly positive in by a contradiction proof. Suppose that there exists such that . By the strong parabolic maximum principle, we obtain . However, it is a contradiction due to Hopf’s lemma:
Thus, and by similar arguments we also have .
Finally, the uniqueness of classical solutions will be proved by a contradiction proof. Assuming and are two positive classical solutions of the system (KS). Let , , then is a solution of the following system:
(2.13) |
where , and the boundary condition
(2.14) |
By mean value theorem, there exists between and such that
Multiplying the first equation of (2.13) by implies
(2.15) |
We make use of the global boundedness property of in , thereafter apply Sobolev’s trace theorem, and finally Young’s inequality to have
(2.16) |
Since,
we have
(2.17) |
We also have where . Multiplying the second equation of (2.13) by , and applying Young’s inequality, we obtain
(2.18) |
(2.19) |
The initial conditions and Gronwall’s inequality imply that , and thus there is a unique solution to the system (KS). ∎
3 Preliminaries
We collect some useful tools that will frequently be used in the sequel. Let us begin with an extended version of the Gagliardo-Nirenberg interpolation inequality, which was established in [21].
Lemma 3.1.
Let be a bounded and smooth domain of with . Let , , . Then there exists a constant such that
for all with , and .
Consequently, the next lemma is derived as follows:
Lemma 3.2.
If be a bounded and smooth domain of with , and then there exists a positive constant depending only on such that the following inequality
(3.1) |
holds for all .
Proof.
The Lemma follows from Lemma 3.1 by choosing and and Young’s inequality. ∎
The following lemma gives estimates on solutions of the parabolic equations. For more details, see Lemma in [9].
Lemma 3.3.
Let and satisfy
Assuming and is a classical solution to the following system
(3.2) |
for some . If , then .
The following lemma provides estimates on the boundary (see Lemma 5.3 in [24]):
Lemma 3.4.
Assume that is a convex bounded domain, and that satisfies on . Then
The next lemma giving an useful estimate will later be applied in Section 4. Interested readers are referred to [34, 44] for more details about the proof.
Lemma 3.5.
Let be a bounded domain with smooth boundary, and let and . Then there exists such that for each , one can pick such that
(3.3) |
holds for all .
The following lemma providing estimates on the boundary will be useful in Section 4.
Lemma 3.6.
If , , and then for every , there exists a constant such that
(3.4) |
Proof.
The following lemma is similar to the previous lemma, however, it is necessary to trace the dependency of , and due to the involved technique of iteration used in Section 5.
Lemma 3.7.
If , and then for every , there exists a constant such that
(3.8) |
Proof.
We use the same notations as in the proof of Lemma 3.6 and assume . By Young’s inequality,
for any , and , we obtain
(3.9) |
and
(3.10) |
Choosing and , and then combining with (3), (3.6), (3.9), and (3.10), we obtain
(3.11) |
where independent of . Notice that
where . This, together with (3.11) implies that
(3.12) |
We apply Lemma 3.2 with to have
(3.13) |
where independent of . Collect (3.12), (3.13) and substitute proves (3.8). ∎
Lemma 3.8.
If , , and are in and
(3.14) |
holds for all , then for every , there exists a constant such that
(3.15) |
holds for all .
Proof.
By trace theorem ,
(3.16) |
where . Apply Young’s inequality yields
(3.17) |
where . Note that , we apply Young’s inequality to obtain
(3.18) |
where . By Young’s inequality,
(3.19) |
where are positive and dependent on . Here, we use the condition to obtain . By Young’s inequality,
(3.20) |
where . In light of Gagliardo-Nirenberg inequality,
(3.21) |
Hence
(3.22) |
Choosing such that , and plugging into (3), (3.20), and (3) respectively, we obtain
(3.23) |
where . We finally complete the proof of (3.15) by substituting (3), (3) and (3.23) into (3.16). ∎
4 A priori estimates
Let us first give a priori estimate for the parabolic-elliptic system,
Lemma 4.1.
If and , for all then there exists such that
(4.1) |
Proof.
Multiplying the first equation in the system (KS) by yields
(4.2) |
Since , we have
(4.3) |
By Lemma 3.6, we obtain
(4.4) |
We make use of Young’s inequality to obtain
(4.5) |
Collecting (4), (4.4) and (4.5), we have
(4.6) |
If , then selecting and plugging into (4), we deduce
(4.7) |
This yields (4.1), hence the proof is complete. ∎
In the parabolic-parabolic case , the following lemma gives us a priori bounds for solution of (KS) with initial data (1.1) and the boundary condition (1.2).
Lemma 4.2.
Proof.
Let denote , we have
(4.9) |
By integration by parts, can be rewritten as
(4.10) |
By integration by parts, Cauchy-Schwarz inequality and elementary inequality , we have
(4.11) |
One can verify that there exists satisfying
hence,
(4.12) |
In light of Sobolev’s trace theorem, , there exists such that
(4.13) |
By Young’s inequality, we have
(4.14) |
and
(4.15) |
By the similar argument as in (4.12), there exists such that
(4.16) |
(4.17) |
Now, we handle as follows:
(4.18) |
By integration by part and Young’s inequality, we have
(4.19) |
One can verify that there exists such that
(4.20) |
Collecting (4), (4.12), (4.17) and from (4.18) to (4.20), we obtain
(4.21) |
where . This, together with the Gronwall’s inequality, yields
where , and the proof of (4.8) is complete. ∎
The following lemma gives an -bound in two-dimensional space for the parabolic-parabolic system.
Lemma 4.3.
Proof.
Let denote
we have
(4.23) |
By integration by parts, we obtain
(4.24) |
By Young’s inequality, we have
(4.25) |
In light of Sobolev’s trace theorem, , there exists such that
(4.26) |
Since , we apply Young’s inequality to obtain
(4.27) |
where depending only on . To deal with , we make use of the following pointwise identity
to obtain
(4.28) |
Applying Lemma 3.4 and the pointwise inequality to (4), we deduce
(4.29) |
By integral by parts and Young’s inequality, we obtain
(4.30) |
Collecting from (4) to (4) yields
(4.31) |
where are positive constants depending on . By Young’s inequality
(4.32) |
By Gagliardo-Nirenberg inequality for and (4.8), there exists such that
(4.33) |
where are positive constants depending on and . We make use of (3.3) for and (4.8) to obtain
(4.34) |
where and depending on and . In light of Young’s inequality
(4.35) |
where depending on . Combining from (4.31) to (4.35), we have
(4.36) |
where depending on . Choosing sufficiently small and substituting into (4.36), we obtain
(4.37) |
This, together with Gronwall’s inequality yields for all , and the proof of Lemma 4.3 is complete. ∎
The next lemma is the key step in the proof of the parabolic-parabolic system in three-dimensional space.
Lemma 4.4.
Let be a classical solution to (KS) in a convex bounded domain with smooth boundary. If , , and is sufficiently large, then there exists a positive constant such that
(4.38) |
for all .
Remark 4.1.
When we look at the proof of Theorem 1.2 carefully, is utilized to estimate . For , in order to eliminate this term we borrow the idea as in [33, 41] by introducing an extra term , in the function for Theorem 1.2. Note that the term will introduce , and a sufficiently large parameter will help the estimates.
Proof.
Let call , we have
(4.39) |
By integration by parts, can be written as:
(4.40) |
By Lemma 3.6, we obtain
(4.41) |
By Young’s inequality, we have
(4.42) |
We also have
(4.43) |
where depending on . From (4) to (4.43), we obtain
(4.44) |
where . We choose and substitute into (4.44) to obtain
(4.45) |
To deal with , we use similar estimates to (4) and (4) in estimating in Lemma 4.3 to obtain
(4.46) |
By substituting into (4.46), we deduce
(4.47) |
To deal with , we make use of the following identity
Rewriting as
(4.48) |
We drop the last term due to Lemma 3.4, neglect the second term and apply Cauchy-Schwartz inequality
to the third and the forth terms with a sufficiently small to obtain
(4.49) |
By integration by parts, can be rewritten as:
(4.50) |
By Cauchy-Schwarz inequality, we obtain
(4.51) |
In light of Lemma 3.8 and Lemma 4.2, the following inequality
(4.52) |
holds for all , with some positive constant . By Young’s inequality, we obtain
(4.53) |
and
(4.54) |
with some positive constant . Combining from (4) to (4.54), we obtain
(4.55) |
with some positive constant . Collecting (4.45), (4.47), (4.49), and (4.55), we have
(4.56) |
This leads to
(4.57) |
By Young’s inequality, for every , there exists a positive constant such that:
(4.58) |
Therefore, we need to choose sufficiently large such that
Therefore, if , where
(4.59) |
and then (4) yields
Applying Gronwall’s inequality, we see that
(4.60) |
and thereby conclude the proof. ∎
Remark 4.2.
defined as in (4) is not sharp. We leave the open question to obtain an optimal formula .
5 Global boundedness
In this section, we show that if is uniformly bounded in time under , then it is also uniformly bounded in time under . A method due to [1, 2] based on Moser-type iterations is implemented to prove the following theorem.
Theorem 5.1.
Remark 5.1.
One can also follow the argument as in [30] to prove the above theorem.
Remark 5.2.
The -criterion for homogeneous Neumann boundary conditions has been studied in [4] for general chemotaxis systems and in [40] for the fully parabolic chemotaxis system, both with and without a logistic source. However, Theorem 5.1 not only addresses nonlinear Neumann boundary conditions, but also employs a different analysis approach compared to [4, 40]. Instead of utilizing the semigroup estimate, the analysis in Theorem 5.1 relies on the -regularity theory for parabolic equations.
The following lemma helps us to establish the iteration process from to when .
Lemma 5.2.
Let be a classical solution of (KS) on and
If for some , then there exists constants independent of such that
(5.1) |
Proof.
The main idea is first to establish an inequality as follow:
(5.2) |
and thereafter apply Moser iteration technique. Therefore, the dependency of all constants in terms of will be traced carefully. Multiplying the first equation in the system (KS) by we obtain
(5.3) |
where
(5.4) |
By Lemma 3.7, for any , we obtain
(5.5) |
where . We apply Young’s inequality to the first two terms of the right hand side of (5) and combine with (5.5) to have
(5.6) |
for all . Lemma 3.3 asserts that is in . Thus,
It follows from (5) and (5) that
(5.7) |
Substituting into (5) and noticing that , we obtain
(5.8) |
where are independent of . We apply Lemma 3.2, and substitute into (5.8) to obtain the following inequality for all
(5.9) |
where independent of . By substituting into this, we obtain the following
(5.10) |
where independent of . Since , there exists positive constants independent of such that
Indeed, since , we have
By substituting this into (5.10), we obtain (5.2). Applying Gronwall’s inequality, we have
This entails
and further implies that
where . The proof of (5.1) is complete. ∎
The next lemma will fill in the gap of the iteration process from to when .
Lemma 5.3.
Let be the classical solution to (KS) on with maximal existence time . If for some , then .
Proof.
By Lemma 3.3 we see that is in for if and any if . Set
(5.11) |
and apply Holder’s inequality yields
(5.12) |
Since , we find that
therefore belongs to . Clearly, is in when . Thus,
notice that
(5.13) |
By the similar argument as in (5) and combine with (5.13), it follows that
(5.14) |
where . Substitute into this yields
(5.15) |
where . Apply GN inequality, and then Young’s inequality yields
(5.16) |
where , and . From (5.15) and (5), we obtain
(5.17) |
where . Apply Gronwall’s inequality to this yields
and thereby conclude the proof. ∎
We are now ready to prove Theorem 5.1.
Proof of Theorem 5.1.
If , then
due to Lemma 5.3. Since meets the criteria of Lemma 5.2, the following inequality holds
(5.18) |
for all integers . If , then (5.18) is an immediate consequence of Lemma 5.2. We take of the above inequality to obtain
where
One can verify that
Thus, we obtain
(5.19) |
for all . Send yields
(5.20) |
This asserts that , and thereafter Lemma 3.3 yields that . ∎
6 Proof of main theorems
We are now ready to prove our main results. Throughout this section, unless specified otherwise, the notation represents constants that may vary from time to time. Let us begin with the proof of the parabolic-elliptic system.
Proof of Theorem 1.1.
In case , we obtain . We first apply Lemma
4.1 to have for any and thereby conclude that thank to Theorem 5.1.
When , let , and apply trace embedding Theorem , we have
(6.1) |
where the last inequality comes from Young’s inequality for any arbitrary . By Lemma 3.1, we have
(6.2) |
where
We make use of uniformly boundedness of and then apply Young’s inequality into (6.2) to obtain:
(6.3) |
for any . We apply Young’s inequality in (6) and then use (6.2) to have
(6.4) |
This implies that
(6.5) |
Substitute and into (4), we have
(6.6) |
We apply Lemma 3.1 and uniform boundedness of to obtain that
(6.7) |
This, together with (6.5) and (6.6) with sufficiently small implies that
Thus, by Gronwall’s inequality we obtain that
(6.8) |
For any , we choose and substitute into (4) to obtain that
(6.9) |
We apply Lemma 3.1 and (6.8) to obtain
(6.10) |
where is independent of . Therefore, we have
(6.11) |
We now have to choose and such that
(6.12) |
which is possible for any satisfying
This, together with (6.11), (6.12) implies that there exists some such that . We finally complete the proof by applying Theorem 5.1 ∎
Next we prove the main theorems for the parabolic-parabolic system in two- and three-dimensional space.
Acknowledgement
The author would like to express deepest appreciation to Professor Zhengfang Zhou for his unwavering encouragement, support, and numerous fruitful discussions. The author is profoundly grateful to Professor Michael Winkler for his valuable comments and suggestions. Lastly, the author would like to express gratitude to the referee for carefully reading the manuscript and providing constructive feedback as well as helpful references.
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