Nonlocal Filtration Equations with Rough Kernels in the Heisenberg Group
Abstract
Motivated by the extensive investigations of integro-differential equations on , we consider nonlocal filtration type equations with rough kernels on the Heisenberg group . We prove the existence and uniqueness of weak solutions corresponding to suitable initial data. Furthermore, we obtain the large time behavior of solutions and the uniform Hölder regularity of sign-changing solutions for the porous medium type equations (). Notice that both conformal fractional operators and pure power fractional operators on the Heisenberg group have their integral representations with suitable kernels. Therefore, all the results in this paper will hold for these equations with operators or .
1 Introduction
The classic filtration equations are the nonlinear parabolic equations
Here, . The above equations with are usually called the porous medium equations. Otherwise, they are called the fast diffusion equations. There are extensive investigations of the above equations, especially in the applications of physics, see [28].
In 2012, Pablo, Quirós, Rodríguez and Vázquez\autocitesafp_dpaagf_dpa developed a theory of the following fractional version of filtration type equation, which can be considered as a model in statistical mechanics.
Here . The authors developed a theory of existence, uniqueness and qualitative properties of the weak solutions through the Caffarelli-Silvestre extension technique [6]. Moreover, this nonlocal equation forces the infinite propagation speed. This result is different comparing to the finite propagation speed with free boundary in the local filtration equations. This difference results from the nonlocal virtue of the fractional Laplacian operator .
Considering the Laplace-Beltrami operator on the general Riemannian manifolds , the porous medium type equations have been studied for instance in [18]. Furthermore, the pure power fractional Laplacian can be defined through a semigroup approach. The corresponding fractional porous medium equations are investigated, see [3].
However, the pure power fractional operator is not conformally covariant. Let be a Poincaré-Einstein manifold with conformal infinity . The conformal fractional Laplacian on is constructed as the Dirichlet-to-Neumann operator for a generalized eigenvalue problem on (see the details in \autocitesfli_cs).
is a self-adjoint pseudo-differential operator on with principal symbol the same as , and satisfies the conformal transformation relation,
In the case that with the Euclidean metric , Chang and González [7] illustrated that the conformal fractional Laplacian coincides with the pure power fractional Laplacian for .
Let with be the unit sphere equipped with the standard round metric , the conformal fractional Laplacian is the pull back of the fractional Laplacian via the stereographic projection through
where is the inverse of the stereographic projection and .
Define , which is called the fractional order curvature on . Considering the following fractional Nirenberg problem using a geometric flow. Given a positive smooth function on and , we define the flow :
where and . The parabolic equation of this flow can be rewritten as the fractional filtration equation on by rescalings through the stereographic projection. This approach has been well used in the investigations of fractional Nirenberg problem and fractional Yamabe problem on the unit sphere in \autocitesafc_cxfys_hpafy_jt.
In a similar way, we will consider the fractional geometric flow of the Cauchy Riemannian (CR) structure instead of the Riemannian structure. The investigations of CR geometry and sub-Riemannian geometry originated from the failure of the Riemann mapping theorem in complex analysis with several variables. The flat space in the CR geometry or sub-Riemannian geometry is the Heisenberg group .
Let be the sub-Laplacian on the Heisenberg group. The fractional power of the operator can be defined through semigroup approach, denoted by . An extension technique involving akin to that of Caffarelli-Silvestre has been developed in a general setting by Stinga and Torrea in [26]. This naturally leads to a theory of existence, uniqueness and quantitative properties of the fractional filtration equations on via the Caffarelli-Silvestre type extension in a similar way.
However, the pure power fractional operator is not conformally covariant with respect to conformal class of pseudo-Hermitian structures, which seems to be very counterintuitive since are conformally covariant. There is another pseudodifferential operator satisfying a conformally covariant formula. This is where a new story begins.
The conformally covariant operator was introduced by Branson, Fontana and Morpurgo in [4] via the spectral formula,
In [17], Frank, González, Monticelli and Tan formulated the following extension problem,
The authors recovered the operator as the Neumann data of the above extension function . The additional term , which is a fourth-order term with respect to the dilations on , makes the extension problem harder than the Caffarelli-Silvestre type extension.
Let be a Kähler-Einstein manifold with strictly pseudoconvex boundary . The conformal fractional operator on is constructed as the Dirichlet-to-Neumann operator for a generalized eigenvalue problem (see [17]). The fractional order curvature associated to is defined as . Here, .
Let with be the unit sphere equipped with the standard pseudo-Hermitian structure . The correspondence between the CR sphere and the Heisenberg group arises from Cayley transform, see [11]. As pointed out in [4], is the pull back of the conformally covariant operator via the Cayley transformation through
where is the Cayley transformation and .
Considering the CR fractional curvature flow on , it is defined as the evolution of the contact form :
where and .
The Cayley transform is a natural way to transform the evolution equation of this geometric flow on the CR sphere to the nonlocal equation of filtration type involving on the Heisenberg group . However, the extension map corresponding to is not good enough as the Caffarelli-Silvestre type extension, we can not obtain analogous result of the nonlocal filtration type equation on through the extension technique as [24].
On the other hand, Roncal and Thangavelu [25] established the essential pointwise integral representation of the operator using tools from noncommutative harmonic analysis. To be precise, for Schwartz function ,
Furthermore, as pointed out in [13], the operator also has a pointwise integro-representation. To be precise, for the Schwartz function ,
where is a positive smooth function on and comparable with .
Therefore, the integro-representations of and motivate the investigations of filtration type equations involving the integro-kernels with rough estimates on .
Let us recall the past investigations of the integro-differential equations on . Integro-differential equations naturally arise from models in physics, engineering, and finance that involve long range interactions, see for instance [27]. They are also a natural generalization of fractional differential equations, since the fractional Laplacian is a classic example of nonlocal operators with a specific integro-kernel,
where .
The existence, uniqueness and quantitative properties of the solutions to the following nonlocal filtration type equations have been investigated in \autocitesttp_airtfp_clnfe_dpartf_dpa,
with suitable initial data . There is no sign restriction of . The nonlocal operator is defined formally as
with a measurable kernel satisfying
The integro-operator satisfying the required conditions has been greatly studied especially in the probability theory, for instance the Markov jump process and the martingale problem. For the corresponding filtration equations with these integro-operators, the critical value gives a natural way to develop non-identical theories for and , see more details in [24].
In this paper, we establish the existence, uniqueness and quantitative properties of solutions to the nonlocal filtration type equations with integro-operators on the Heisenberg group .
(1.1) |
with suitable initial data . There is no sign restriction of . Similarly, the nonlocal operator is defined formally as
(1.2) |
with a measurable kernel satisfying
(1.3) |
Here is the standard homogeneous quasi-norm on and is the corresponding homogeneous degree. is the volume form with respect to standard Haar measure on . Under the symmetric assumption , the operator has a pointwise expression,
(1.4) |
for regular enough . Without misunderstandings, is denoted by . Comparably, the critical value gives a natural way to develop non-identical theories for and .
In a forthcoming paper we shall apply the results in this paper to prove the long time existence of the fractional order curvature flow on the CR sphere through Cayley transform.
1.1 Main Results
Theorem 1.
Let , . satisfies assumption (1.3). Then for every , there exists a unique weak solution of Cauchy problem (1.1). Moreover,
-
(i)
for every .
-
(ii)
Conservation of mass: .
-
(iii)
norm of is non-increasing in time, for each .
-
(iv)
contraction property holds:
-
(v)
smoothing effects hold:
with and for each .
Remark 1.
Weak solutions will be defined in Section 2. Furthermore, if solution satisfies condition (i), it can be considered as a strong solution in some sense.
If , we establish the existence of weak solutions corresponding to more restrictive initial data compared with .
Theorem 2.
Let , . satisfies assumption (1.3). Then for every with , there exists a unique weak solution of the Cauchy problem (1.1). Furthermore,
-
(i)
for every .
-
(ii)
Conservation of mass: holds for . Otherwise, there exists a finite time such that for .
-
(iii)
contraction property holds; norm of is non-increasing in time, .
-
(iv)
smoothing effects hold:
with and . Here .
Remark 2.
Conservation of mass for on has been formulated in [21]. This property also holds for on by a same proof as the case of Heisenberg group .
Furthermore, we obtain some important regularity results of solutions to the equations (1.1). The first result is continuity at the points away from .
Theorem 3.
Let , . J satisfies assumption (1.3). Let be the weak solution of the Cauchy problem (1.1). Then .
We also prove the Hölder regularity holds for the positive solution with uniform positive lower bound. There will be no degenerary () or singularity () since .
Theorem 4.
Let , . J satisfies assumption (1.3). Let be the weak solution of the Cauchy problem (1.1). If is nonnegative with uniform positive lower bound, for each , there exists such that .
Moreover, if , the Hölder regularity will also hold for the sign-changing solutions since we can overcome the difficulty arising from the degeneracy at the vanishing points in a quantitative way. Here, the vanishing points are the points satisfying .
Theorem 5.
Let , . J satisfies assumption (1.3). Let be the bounded weak solution of the Cauchy problem (1.1). Then for each , there exists such that .
Remark 3.
The modulus of continuity follows the method introduced by De Giorgi in his classical proof to elliptic equations, see [12]. The linear nonlocal operator has been considered by Caffarelli, Chan and Vasseur in [5] using the De Giorgi’s method. Furthermore, the Hölder modulus of continuity for positive solution with uniform positive lower bound to the analogous nonlocal filtration type equation on has been well studied in \autocitesttp_ainfe_dpartf_dpa, by using the non-quadratic energies and the De Giorgi’s method.
Remark 4.
The new result is, for the porous medium type equations (), the uniform Hölder continuity holds for all the points including the vanishing points. We constructed the iterated sequence of solutions with iterated nonlinearity functions in decreasing space-time cylinders. As the function value approaches zero, the derivatives of the iterated nonlinearity functions are not uniformly bounded, which results in the degeneracy of the oscillation reduction. To overcome this difficulty, we work on cylinders suitably scaled to reflect in a precise quantitative way the degeneracy at the vanishing points using the idea from \autociteshef_detpm_vj.
2 Preliminaries
2.1 Heisenberg group
We recall some definitions and a few well-known facts concerning with the Heisenberg group . For further details we refer to the book by Fischer and Ruzhansky, [14].
We identify the Heisenberg group with . An element in the Heisenberg group is denoted by
For any , the group multiplication is given by
where is the standard inner product in .
The neutral element of is and the inverse of the element is . Define the dilations on ,
The Heisenberg group can be considered as a sub-Riemannian manifold. The orthonormal basis of the Heisenberg group is given by
which is the Jacobian basis of the Heisenberg Lie algebra of . Here,
This shows that is a Carnot group with the following stratification
Let be the homogeneous quasi-norm on , which is denote by . The Korányi-Cygan metric is defined as
For the sake of readability, the subscript will be often omitted without causing misunderstandings. The Lebesgue measure on will be the Haar measure on which is uniquely defined up to some positive constant. Let be the homogeneous degree corresponding to the automorphisms .
For any fixed and , denote with the Korányi ball with center and radius defined as
Let be a domain, for each , the negative sublaplacian is defined by,
The pure fractional powers of has been well defined and studied in \autocitessea_fg,hso_fg,hif_ff. For , the operator can be written as
with domain
Here is the spectral resolution of in .
The fractional homogeneous Sobolev space is defined as the completion of with the norm
2.2 Weak Solutions
For simplicity, we denote by for and use the simplified notation instead of for sign changing solutions. In order to define weak solution, we consider the bilinear Dirichlet form,
For kernels satisfying the symmetry condition and functions , we have
Denote the space as the closure of space under the seminorm . We also define . The condition (1.3) implies
(2.1) |
Now we are ready to define the weak solutions of Cauchy problem (1.1).
Definition 1.
A function is a weak solution to equation (1.1) if:
-
•
and ;
-
•
for each ;
-
•
almost everywhere.
If the equation (1.1) is rewritten equivalently as
(2.2) |
with and . Equivalently, we define the weak solutions to the Cauchy problem (2.2).
Definition 2.
A function is a weak solution to equation (2.2) if:
-
•
and ;
-
•
for each ;
-
•
almost everywhere.
2.3 Some Inequalities
We quote or prove some important inequalities which are useful in the following sections. The Stroock Varopoulos inequality will be proved by the extension map which can be used to reconstruct the operator , see \autociteshif_ff,epa_sp.
Lemma 1.
Let . If and , then
Proof.
Recall that there exists a Caffarelli-Silvestre type extension for the pure power fractional operator , see \autociteshif_ff,epa_sp. Define the space as the completion of under the seminorm
Here is the horizontal gradient on defined by,
and
For every , there exists a norm-preserving extension map satisfying,
Moreover, the pure power opertaor can be reconstructed as the Neumann data of the extension map,
Then,
∎
From the equivalence of the norm: , we obtain
Lemma 2.
Let , then
(2.3) |
whenever and
The Hardy-Littlewood-Sobolev’s inequality also holds for the pure power fractional operator on , which had been proved in [15],
Lemma 3.
For each such that , , , the following inequality holds:
(2.4) |
Here .
By the Hardy-Littlewood-Sobolev’s inequality and Hölder’s inequality, we obtain,
Lemma 4.
Let , , . For each with , we have
(2.5) |
where , .
3 Existence and Uniqueness of Weak Solutions
3.1 Existence of Weak Solutions for Bounded Initial Data
Crandall and Liggett [9] introduced a useful method to construct mild solutions, which is called Implicit Time Discretization. In order to apply the Crandall-Liggett’s Theorem, we prove the existence of weak solution to the following equation,
(3.1) |
and the contractivity of solutions in .
Proposition 1.
For each , there exists a unique weak solution to the equation (3.1), such that the following weak formulation holds,
(3.2) |
Furthermore, and . If and are solutions corresponding to and respectively, the following T-contraction inequality holds,
(3.3) |
Proof.
The weak solution is the minimizer of the following convex functional
for each . Since
Therefore, is coercive, convex and lower semi-continuous and there exists a unique weak solution to equation (3.1). Let and be two weak solutions of equation (3.1) corresponding to the inhomogeneous terms and . We use as test functions in the weak formulation. Here is the smooth approximation of sign function with and . We obtain
Passing to the limit,
Here we apply the Stroock-Varopoulos inequality to obtain
since . Furthermore, is a supersolution to equation (3.1), we get
Choosing as the test function, we obtain
(3.4) |
∎
Equivalently, define , we obtain
Proposition 2.
For every , there exists a unique weak solution to the equation in , such that the following weak formulation holds,
(3.5) |
Furthermore, and . If and are two solutions corresponding to and respectively, the following T-contraction inequality holds,
(3.6) |
From the above Proposition, the operator is accretive and satisfies the rank condition required in the Crandall-Liggett’s theorem. We apply this theorem to equation (1.1) to obtain the so-called mild solution. Moreover, it is a weak solution.
Proposition 3.
For each , there exists a weak solution to equation (1.1). Moreover, and . In addition, if and are two such solutions corresponding to and , the following T-contraction inequality holds,
(3.7) |
Proof.
For each , we divide interval into subintervals. Let , we construct the piecewise constant function in each interval , where () as the solutions to the following elliptic equation,
(3.8) |
with . By Crandall-Liggett theorem, converges in to some function . Furthermore, inherited from the elliptic equations. And converges in weak∗ topology to . Here is the mild solution to Cauchy problem (1.1). Multiplying the equation (3.8) by and applying Young’s inequality, we get
Passing to the limit, we obtain
(3.9) |
Passing to the limit, we obtain the parabolic weak formulation, see the analogues in [24]. ∎
3.2 Uniqueness of Solutions
In this section, we prove the uniqueness of the constructed solutions. If , the weak solution defined in section 2 is always unique. However, if , we need a stronger assumption of solutions to guarantee the uniqueness.
Proposition 4.
Let and , Problem (1.1) has at most one weak solution.
Proof.
Following the analogues in [24], we claim that
By inequalites (2,3), (2.4) and Hölder’s inequality, we get
where and .
Define for and for . Let and be two weak solutions to equation (1.1) with . From the parabolic weak formulation, we have
Therefore, we prove if they have the same initial data . ∎
Considering the case of , we prove the uniqueness of the weak solutions which is strong in the sense;
(3.10) |
We prove the following comparison theorem as [23] to obtain the uniqueness of the weak solutions satisfying (3.10), which are called strong solutions throughout this paper.
Proposition 5.
Let , if and are strong solutions to Problem (1.1) with initial data , then for , we have
(3.11) |
Proof.
Let be the smooth approximation of sign function with and . Using as the test function in the parabolic weak formulation, for , we have
Using Stroock-Varopoulos inequality, we have
Hence, we obtain
Passing to the limit, we have
Let approach zero, we prove this inequality for . ∎
4 Strong solutions
In this section, we prove the constructed weak solutions are indeed strong solutions. First, we prove that is a bounded radon measure.
Lemma 5.
Assume , let be a weak solution to equation (1.1), then is a bounded radon measure.
Proof.
If is a solution with initial data and is a positive constant, then
is the weak solution with data . Now fix and and put so that . By contractivity estimate, we get
(4.1) |
Therefore, is a finite radon measure. ∎
First, we prove by the method of Steklov averages.
Lemma 6.
The function has the property that .
Proof.
Since may not be a function, it’s not a reasonable test function. The Steklov averages can be used to overcome the difficulties. For any , we define the Steklov average
We have
Since , we rewrite the weak formulation of equation (1.1) as
(4.2) |
Take as the admissible test function in the weak formulation (4.2), where is a cut-off function satisfying , for . We have
Notice that , see [23], we obtain
Therefore, . ∎
Proposition 6.
The weak solutions to equation (1.1) are indeed strong solutions. Moreover, , for for all .
Proof.
We begin with the case . From Lemma 5 and Lemma 6, is a bounded radon measure and . Following Theorem 1.1 in [2], we obtain that . Furthermore, we get by estimate (4.1).
If , we obtain from Lemma 6. By contractivity estimate, for every , we get
Therefore, we prove in the linear case . ∎
Now it’s reasonable to use as a test function in the weak formulation of equation (1.1),
(4.3) |
Then we have the following estimate:
Proposition 7.
If the initial data , then the strong solution to equation (1.1) satisfies
(4.4) |
In fact, all the norms are non-increasing as time goes by.
Proposition 8.
Any norm, , of the strong solution to equation (1.1) with is non-increasing in time.
Proof.
The cases of and have been obtained from the contraction property in Proposition 3.
When , we multiply the equation (1.1) by . By Stroock-Varopoulos inequality, we have
(4.5) | ||||
∎
5 Existence and Uniqueness with General Initial Data
In order to prove the existence of solutions corresponding to less restrictive initial data, we first prove the smoothing effects to obtain that the solutions are uniformly bounded away from . These estimates will be used in the approximation process to obtain solutions with the general initial data. The smoothing effects are analogues of the results in [24].
Proposition 9.
Let , , and take . Then for every , the solution to the Problem (1.1) satisfies
(5.1) |
with and .
Proof.
The parabolic Moser iterative technique will be used to prove the estimates. Fix , consider the following sequence with . Multiplying the equation (1.1) by , then integrate in . Here which will be determined afterwards. Using the Stroock-Varopoulos inequality and the decay of norms, we have
Here . By using the inequalities (2.4) and (2.5), we have
Therefore,
(5.2) |
where and . Hereafter, is an increasing sequence and , we discover that
To guarantee that , we impose the following condition on :
Notice that if , we have
If , we have
Define . From the iterative inequalities (5.2), we have
Therefore, we obtain
Here
Let approach infinity, by the iteration process, we have
Hereafter,
By the above Moser iteration technique, we obtain the desired smoothing effects estimates (5.1). ∎
Remark 5.
If , the constant goes to zero when . Hereafter, the constants in the estimates (5.1) blow up as . If and , the of constant in Proposition 9 blow up.
However, an iterative interpolation argument, see the analogues in [24], will give rise to the smoothing effect as .
Proposition 10.
Let , . For every , the solution to equation (1.1) satisfies
(5.3) |
with and .
Proof.
For fixed , let . Here . Since if , Applying the smoothing effects estimates (5.1) in Proposition 9 on the interval with , we have
Considering the iterative sequence , applying the estimates (5.1) with on the interval , we have
Following the iterative process, since for each , we obtain
Since , the constant . Then,
which are similar to the constants in [24]. Using the fact that , we prove
∎
A generalization of the existence of the weak solutions to the less restrictive initial data, indeed which are strong with respect to time variable, will be proved at the end of this section.
If , constructing the approximating solutions corresponding to the approximating initial data . Since we have already obtained the existence of the weak solutions to the bounded initial data, the point here is to employ the smoothing effects estimates (5.3) for to give a uniform norm of the approximating solutions away . Hereafter, passing the weak formualtions to the limit, we prove the weak formulation holds for the general inital data .
If , the smoothing effects estimates (5.2) only hold for . Therefore, we obtain the existence of the weak solutions for each with suitable parameter .
Theorem 6.
Let , . Assume if ; with if , there exists a strong solution to equation (1.1) with the initial data .
Proof.
Let be a sequence of functions converging to in satisfying
Denote by the sequence of the solutions corresponding to the initial data .
Applying the -contraction property and Crandall-Ligget’s theorem, we obtain in . By the smoothing effects estimates (5.2) or (5.3), we have
Since are strong solutions satisfying (3.10), the weak formulations implies
Hereafter, the norm of the solutions are uniformly bounded which are independent of . By the Banach-Alaoglu theorem, converge to in the weak-∗ topology on . Notice that the following weak formulations of the solutions hold,
Passing to the limit, we obtain
Furthermore, we have
Passing to the limit, we derive the initial condition.
The above constructed weak solution is strong satisfying (3.10) by Proposition 6. ∎
6 Further Properties
6.1 Conservation of mass if
Proposition 11.
Let , . satisfies assumption (1.3). For each , the corresponding solution satisfies the property, conservation of mass: .
Proof.
First we consider , then the corresponding solution . Choosing a non-negative and nonincreasing cutoff function such that for , for . Define . Employing as a test function in the weak formulation, we have
By the scaling property of test functions, we have
Applying Hölder’s inequality, we have
Here . Since , the exponent of is negative. Letting go to infinity, we derive the conservation of mass property.
If , let be a sequence of functions converging to in . Denote by the sequence of the solutions corresponding to the initial data . The conservation of mass for bounded initial data gives us
Passing to the limit, we get
∎
6.2 Conservation of mass if
If , the exponent in the proof of Proposition 11 is zero and we can not obtain the conservation of mass by the above proof. In order to overcome this difficulty, we split the integral into two parts and estimate each part separately.
Proposition 12.
Let , . satisfies assumption (1.3). For each with , the solution corresponding to the initial data satisfies the property, conservation of mass: .
Proof.
For each given , choose such that . Then can be rewritten as with
Observe that . We begin with the bounded solution corresponding to the bounded initial data .
Multiplying the same test function as the proof of Proposition 11, we have
By Hölder’s inequality, we have
Hereafter,
Observe that when , we obtain
For fixed and , goes to zero by letting go to infinity. Furthermore,
Then we have,
Letting , we obtain . We conclude that
by letting . We obtain the conservation of mass with if .
If with arbitrary , let be a sequence of functions converging to in . Denote by the sequence of the solutions corresponding to the initial data . The conservation of mass for bounded initial data gives us
Passing to the limit, we obtain
∎
6.3 Extinction if
We have already proved that the mass of the solution does not change as if . On the other hand, for , there is a finite extinction time such that almost everywhere in , see an analogous result in [24].
Proposition 13.
Let , , satisfies assumption (1.3). For every with , there is a finite time of the corresponding solution such that almost everywhere in .
Proof.
From inequality (2.3), (2.5) and (4.5), we have
Observe that if . Define
Then,
Hereafter, we derive the extinction of the solution in finite time since is finite. ∎
7 Cα regularity
In this section, we prove continuity results of the constructed solutions to the equation (1.1). Instead, the equation (1.1) can be rewritten as
In order to prove the continuity results, we will construct the iterated sequence of solutions with iterated nonlinearity functions in decreasing space-time cylinders. For instance, we will construct the following iterative functions:
Here the constants , , and will be chosen in the subsequent proof. Moreover, if the sequence of functions satisfies the specific consistent regularity, we can obtain the Hölder modulus continuity of the solution .
Observe that the function is a solution to the following equation with the nonlinearity function ,
This naturally leads to the investigations of the following equations with the general nonlinearity functions :
(7.1) |
Here,
We begin with an energy inequality about the weak solution to the equation (7.1) by the weak formulation. First of all, we use the following equalities frequently on the Heisenberg group . These equalities are mentioned in Corollary 1.6 [15] using the polar coordinates on the nilpotent groups.
(7.2) |
Here and .
To obtain the energy inequality, we regard as a test function in the weak formulation. Here is a nonnegative Lipschitz barrier function satisfying,
(7.3) |
Recall that we have obtained in Section 4. Hereafter, the function is an admissible test function. Define the functional,
(7.4) |
Therefore,
(7.5) |
In order to obtain a useful inverse Sobolev energy inequality, we estabish the next Lemma first to give an estimate of the functional .
Lemma 7.
If and , the following inequality holds
(7.6) |
Here and
Proof.
First, we give the lower bound of ,
Since for all , we have
∎
Now are ready to prove the inverse Sobolev energy inequality, see the similar results on in \autocitesrtfp_clnfe_dpa. Recall that is equivalent to the homogeneous fractional Sobolev norm , we obtain the following energy estimates,
Lemma 8.
For any nonnegative Lipschitz barrier function satisfying (7.3). If is a weak solution to (7.1) satisfying and , then
(7.7) | ||||
Where . Notice that and are positive numbers which are independent of the choice of .
Proof.
From equation (7.5), we have
To estimate the term , we split it into three parts,
Here . Furthermore, we have the following estimate of ,
Since the function satisfies the condition (7.3), we have
Notice that , by Hölder inequality,
Since is a Lipschitz function and the equivalence (2.1), we obtain the desired inequality. ∎
Next, we prove the first De Giorgi type oscillation lemma: if u is mostly negative in time-space cylinder, the supreme goes down in the half cylinder. Denote the cylinder by .
Lemma 9.
There is a constant depending on the choice of nonlinearity such that, for any , if is a weak solution to equation (7.1) satisfying
(7.8) |
and
(7.9) |
then
(7.10) |
In the proof, we have an explicit bound of ,
(7.11) |
Proof.
We begin with establishing a nonlinear recurrence relation to the following energy quantity
(7.12) |
where , and . Using to denote . Since , we take in Lemma 7. Furthermore, due to the fact that , we take in Lemma 7. For , by the energy inequality (7.7) in Lemma 8, we have
By taking the average of , and taking the supreme over , we obtain
Using the inequality (2.4) and Interpolation inequality, we get
Now we deal with the controlling term . By Tchebychev inequality, we have
Therefore, we obtain
If , then which gives . By Tchebychev inequality, we get
To guarantee that , we only need to impose the following condition,
(7.13) |
The condition (7.13) can be connected to the condition (7.9) in the Lemma 9 through a scaling argument. For each point in , considering the following function ,
which is a solution to equation (7.1) corresponding to the rescaled kernel
We claim that the rescaled solution satisfies (7.13). Notice that there exists large enough such that for . Therefore,
Observe that if and . Furthermore, where . Hereafter,
by requiring
where is given in the proof. Therefore, we obtain for each . ∎
Remark 6.
If u is mostly positive in the cylinder , applying Lemma 9 to with , we obtain that the infimum has a upper bound in with the explicit bound .
Remark 7.
We observe that the constant depends on the choice of . For instance, if , then . Hereafter, the condition (7.9) becomes harder to achieve.
The next step is to prove second De Giorgi Lemma which says some mass is lost between two level sets. Define
(7.14) |
which can be used to control the growth at infinity.
(7.15) |
which can be used to localize the problem in the ball . We follow the ideas in [5] to obtain the following lemma,
Lemma 10.
Assume for every . Assume . For each very small , there exists depending on such that for any and solution to equation (7.1) satisfying
(7.16) |
We have the following implication: If
(7.17) |
then
(7.18) |
Proof.
Define
Notice that the barrier function is an intermediate state between and , we expect these barrier functions to provide a quantitative picture of the loss of mass between the level sets.
Energy inequality: Recall the equation (7.5) and regard the barrier function as an admissible test function, for , we have
Hereafter,
(7.19) | ||||
In the proof of the inverse Sobolev energy inequality in Lemma 8, we neglect the nonnegative term . However, controlling this term is important in the following proof. Hence, we keep this term in the above equation.
Now we estimate the right hand side of the above equation. Observe that implies . we have
The first term can be absorbed into the left hand side of the equation (7.19). Due to the definition of function , we control in terms of and respectively.
Since is a Lipschitz function with compact support, we have . Furthermore, notice that for by requiring , we get
Therefore, we obtained
Define , we have
Meanwhile, observe that and we choose in Lemma 7. Also, if , we get and . We choose in Lemma 7. Furthermore, we have . Hereafter, since for every , we obtain
Hence, we obtain
and
An estimate of :
Notice that for . The condition (7.17) can be rewritten as . Define
Then,
and
Next we prove that the integral is very small for most of the time in . Since , we have
Hereafter,
by requiring
By Tchebychev inequality, we have
(7.20) |
except for a tiny set with . Furthermore,
Therefore, (7.20) holds for most of the time with a measure greater than .
Searching an intermediate set between two level sets in the setting:
Define The condition (7.17) implies
Hence and there exists such that
Let time go backwards, following the inequality (7.20) from the first step, we can find another satisfying
Then,
Moreover, we will derive the estimate of the integral at time .
Then,
By requiring , then we have . Define
Since , we get . Now we are ready to search an intermediate level set between the level sets in (7.16) and (7.17). For any time , we have Otherwise, we can obtain and , which is a contradiction.
To make sure that we can find an intermediate level set whose measure is positive, we have to give a small upper bound of for most of the time in . Define . Then
Hereafter,
By requiring , we have
Therefore, for those time , we have
And
(7.21) | ||||
∎
Remark 8.
In the above proof, we use the inequality , which is similar to the inequality on . The difference is we use the homogeneous dimension instead on the Heisenberg group .
We are ready to show the oscillation Lemma by combining the first and second De Giorgi Lemma. For any in Lemma 10, we define a new barrier function with more restrictive control:
Lemma 11.
Assume for every , or . If is a weak solution to equation (7.1) satisfying
(7.22) |
then there exists and , depending on the nonlinearity function and the dimensional constants, such that
(7.23) |
Proof.
Choosing in Lemma 9, if
holds, then we obtain the oscillation by Lemma 9. Otherwise, if
then
Here we take such that . Notice that only depends on the nonlinearity function and the dimensional constants. Therefore, we work on the solution with the nonlinearity function:
Furthermore, satisfies (7.17) in Lemma 10 by choosing . To be clear without misunderstandings, we assume that satisfies the condition
and
Considering the sequence of rescaled functions:
Then is a weak solution to
with a nonlinearity recurrence relation
and
Here, . When , we have
Hence, for all , we have the uniform bound of ,
Moreover, the constants for in Lemma 9 must have uniform positive lower bounds . We choose in Lemma 10 as the constant constructed in Lemma 9:
We choose as the smallest integer greater than and small enough such that
Here is the constant in (7.19) corresponding to the previous determined constants . On the other hand, since , we have
Therefore, for each ,
As long as for all , by Lemma 10, we have
This can not true up to . Hence, there exists such that . And we have,
By Lemma 9, we have in . This gives the result with . ∎
Now we are ready to prove the continuity of the weak solutions to equation (1.1) by contradiction. Based on the oscillation Lemma 11, we will construct the iterative sequence in which are the solutions to the rescaled equation (7.1). And the iterative sequence exhibits the quantitative behavior of the solution around some given point since they are constructed over a decreasing parabolic cylinder.
Proof of Theorem 3:
Proof.
We first use translations and rescaling arguments to move each point to the origin. Let and . The existence of is guaranteed by the smoothing effects. Define the following rescaled function:
which is a solution to equation (7.1) with the nonlinearity function and the measurable kernel
From the setting, we have in and still use to denote .
Let for every and some large enough to be determined later. Define the semi-oscillation of in ,
Our goal is to prove as . We prove it by contradiction and assume . Given , we define
The functions satisfy the equation (7.1) with
Here, . When , we have
Hence, have uniform positive lower bound and upper bound for if or if .
We claim that satisfy condition (7.21) in Lemma 11. If , we have by requiring . If , choosing large enough such that , we have
Apply Lemma 10, we have
Take large enough such that , we obtain
which leads to a contradiction. Therefore, we proved the continuity of weak solutions to equation (1.1) for general . ∎
We have proved the continuity of the weak solution by the oscillation Lemma 11 and the constructed iterative sequence. Based on this construction, it is natural to think about proving the Hölder continuity at some reasonable point. The critical point is to provide a uniform oscillation for each step of iteration.
Reviewing the conditions in Lemma 11, it requires . Let us recall that . Since following from the above continuity result, the easiest way is to give a good bound of . Without loss of generality, if , then for some when is very large due to the continuity. Hereafter, Lemma 11 provided a uniform oscillation for the iterative sequence.
Proof of Theorem 4:
Proof.
By rescaling arguments, we assume and . By the continuity of just proved above, there exists a large enough such that
Notice that varies for different points even with same function value. Define:
Let for every and some large enough to be determined later. Define the semi-oscillation of in ,
Then, by the construction of ,
We still use to denote and define the following iterative sequence:
Here, will be determined later. Observe that satisfies equation (7.1) with nonlinearity and measurable kernel ,
Since if , the nonlinearity function share uniform upper and lower bound depending on the value . Therefore, from Lemma 11, there exists corresponding to the above uniform constant of . To overcome the difficulties from , we define Let
Notice that and . Hence, the constants and in Lemma 11 don’t have to be changed. To be clear, we use to denote . Choose for and . We claim that and prove it by induction. Choose large enough such that
Assume holds for all , our goal is to prove . By Lemma 11, take large enough such that , we obtain
Therefore, we obtain
If and , we have
Since , we obtain
Furthermore, since
we have
∎
Remark 9.
If the solution has a uniform positive lower bound, then we can choose and obtain the uniform Hölder regularity.
Remark 10.
As approaches zero, the uniform bounds of approach zero. This will lead to the degeneracy of the oscillation in Lemma 11, which means we can not obtain uniform Hölder regularity from the above constructions near the degenerate or singular points ().
As mentioned in the above remark, we can not use the oscillation Lemma directly near the vanishing points (). However, if , we can prove the Hölder regularity for all the sign-changing solutions by constructing another iterative sequence with different nonlinearity functions. The bounds of will be well controlled by considering the two different situations near the vanishing point and we can impose the previous oscillation Lemma in a quantitative way.
Proof of Theorem 5:
Proof.
Denote
Here . There is no lack of generality to assume by scalings and translations. First, we consider the nonnegative solutions, the case of sign changing solution will be considered subsequently. For abrevity, denote , and . Taking a fixed such that is contained in . Let
There exists such that
Hence,
(i) Assuming , we have . Define
We also define
Choose large enough such that , for and , we have
Then,
Considering equation (7.1) with the following nonlinearity function,
(7.24) |
Then
Notice that share the uniform upper and lower bound for . Let and be the corresponding constants in Lemma 11. Denote by , which will be important in the following constructions. Furthermore, choose large enough such that
and
(7.25) |
Then,
Here we use
(7.26) |
By Lemma 11, we obtain
Hence, define the folllowing iterative sequence,
Here, will be determined later. Define the corresponding solution :
The corresponding nonlinearity functions will be:
and
If we assume
we have
We claim that
and
We prove them by induction. Assume that and
Therefore, by Lemma 11, we obtain
Choose large enough such that , then
Hence,
Furthermore, if and , we have
Then, we obtain
Since , we have
Therefore, by (7.24), we obtain
Since , we also obtain
(ii) If there exists some such that the average is not comparatively small with the corresponding oscillation. Assume
and
Consider
Notice that and . Combining with the previous proof, we obtain the uniform Hölder regularity including the vanishing points.
(iii) If does not hold. In order to apply previous arguments, we try to see if it holds for instead of . If eventually we can find an integer such that
Then we can apply step (i) and step (ii) again. otherwise,
for all . In this case, we also get an uniform Hölder regularity.
(iv) Considering the sign-changing solutions with the initial data . Let . Here, and . By the -contraction property, we obtain
Here and are nonnegative solutions corresponding to the initial data and . By the previous parts (i)(ii)(iii), and are uniformly Hölder continuous. Therefore, the solution is also uniformly Hölder continuous. ∎
Acknowledgements
The author would like to thank her advisor Yannick Sire for bringing the investigations of fractional calculus and CR manifolds into her sight, suggesting studying them together, and also helpful discussions and valuable criticism on this paper.
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Department of Mathematics, Johns Hopkins University, 3400 N. North Charles, Baltimore, MD 21218
E-mail address: [email protected]