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Singularity formation for the general Poiseuille flow of nematic liquid crystals

Geng Chen1 Department of Mathematics, University of Kansas, Lawrence, KS 66045, U.S.A., [email protected]  and  Majed Sofiani2∗ Department of Mathematics, University of Kansas, Lawrence, KS 66045, U.S.A. [email protected]
Abstract.

We consider the Poiseuille flow of nematic liquid crystals via the full Ericksen-Leslie model. The model is described by a coupled system consisting of a heat equation and a quasilinear wave equation. In this paper, we will construct an example with a finite time cusp singularity due to the quasilinearity of the wave equation, extended from an earlier result on a special case.

1 Department of Mathematics, University of Kansas, Lawrence, KS 66045, U.S.A.
Email: [email protected],
2 Department of Mathematics, University of Kansas, Lawrence, KS 66045, U.S.A. Email: [email protected].

Dedicated to Professor Tong Zhang in the occasion of his 90-th birthday.

1. Introduction:

The state of a nematic liquid crystal is characterized by its velocity field 𝐮{\bf u} for the flow and its director field 𝐧𝕊2{\bf n}\in\mathbb{S}^{2} for the alignment of the rod-like feature. These two characteristics interact with each other so that any distortion of the director 𝐧{\bf n} causes a motion 𝐮{\bf u} and, likewise, any flow 𝐮{\bf u} affects the alignment 𝐧{\bf n}. One famous model on nematic liquid crystal is the Ericksen-Leslie model for nematics that was first proposed by Ericksen [11] and Leslie [15] in the 1960’s.

In this paper, we consider the Poiseulle flow via the full Ericksen-Leslie model, when 𝐮{\bf u} and 𝐧{\bf n} take the form

𝐮(x,t)=(0,0,u(x,t))T and 𝐧(x,t)=(sinθ(x,t),0,cosθ(x,t))T,{\bf u}(x,t)=(0,0,u(x,t))^{T}\;\mbox{ and }\;{\bf n}(x,t)=(\sin\theta(x,t),0,\cos\theta(x,t))^{T},

where (x,t)×+(x,t)\in{\mathbb{R}}\times{\mathbb{R}}^{+} and the motion 𝐮{\bf u} is along the zz-axis and the director 𝐧{\bf n} lies in the (x,z)(x,z)-plane with angle θ\theta made from the zz-axis. Then the Ericksen-Leslie system can be written as

ut\displaystyle\displaystyle u_{t} =(g(θ)ux+h(θ)θt)x,\displaystyle=\left(g(\theta)u_{x}+h(\theta)\theta_{t}\right)_{x}, (1.1)
θtt+γ1θt\displaystyle\theta_{tt}+\gamma_{1}\theta_{t} =c(θ)(c(θ)θx)xh(θ)ux\displaystyle=c(\theta)\big{(}c(\theta)\theta_{x}\big{)}_{x}-h(\theta)u_{x} (1.2)

where the CC^{\infty} functions c,c, g,g, and hh are explicitly given by

g(θ):=α1sin2θcos2θ+α5α22sin2θ+α3+α62cos2θ+α42,h(θ):=α3cos2θα2sin2θ=γ1+γ2cos(2θ)2,c2(θ):=K1cos2θ+K3sin2θ.\displaystyle\begin{split}g(\theta):=&\alpha_{1}\sin^{2}\theta\cos^{2}\theta+\frac{\alpha_{5}-\alpha_{2}}{2}\sin^{2}\theta+\frac{\alpha_{3}+\alpha_{6}}{2}\cos^{2}\theta+\frac{\alpha_{4}}{2},\\ h(\theta):=&\alpha_{3}\cos^{2}\theta-\alpha_{2}\sin^{2}\theta=\frac{\gamma_{1}+\gamma_{2}\cos(2\theta)}{2},\\ c^{2}(\theta):=&K_{1}\cos^{2}\theta+K_{3}\sin^{2}\theta.\end{split} (1.3)

Here, K1K_{1}, K3K_{3} are positive elastic constants in the Oseen-Frank energy. The material coefficients γ1\gamma_{1} and γ2\gamma_{2} reflect the molecular shape and the slippery part between fluid and particles. The coefficients αis\alpha_{i}^{\prime}s and coefficients γ1\gamma_{1}, γ2\gamma_{2} satisfy the following physical relations:

γ1=α3α2,γ2=α6α5,α2+α3=α6α5.\displaystyle\gamma_{1}=\alpha_{3}-\alpha_{2},\quad\gamma_{2}=\alpha_{6}-\alpha_{5},\quad\alpha_{2}+\alpha_{3}=\alpha_{6}-\alpha_{5}. (1.4)

The first two relations are compatibility conditions, while the third relation is called Parodi’s relation, derived from Onsager reciprocal relations expressing the equality of certain relations between flows and forces in thermodynamic systems out of equilibrium (cf. [17]). The coefficients also satisfy the following empirical relations (p.13, [16])

α4>0,2α1+3α4+2α5+2α6>0,γ1=α3α2>0,\displaystyle\alpha_{4}>0,\quad 2\alpha_{1}+3\alpha_{4}+2\alpha_{5}+2\alpha_{6}>0,\quad\gamma_{1}=\alpha_{3}-\alpha_{2}>0, (1.5)
2α4+α5+α6>0,4γ1(2α4+α5+α6)>(α2+α3+γ2)2.\displaystyle 2\alpha_{4}+\alpha_{5}+\alpha_{6}>0,\quad 4\gamma_{1}(2\alpha_{4}+\alpha_{5}+\alpha_{6})>(\alpha_{2}+\alpha_{3}+\gamma_{2})^{2}.

A detailed derivation of the Ericksen-Leslie system for Poiseulle flows can be found in [7], where without loss of generality, we choose density ρ\rho to be 11, and the inertial coefficient ν\nu of the director 𝐧{\bf n} to be 11. Furthermore, for simplicity, the constant aa in the model in [7], which is the gradient of pressure along the flow direction, is set to be zero.

Due to the quasilinearity of the wave equation on θ\theta, finite time gradient blowup might happen even when the initial data are smooth. In [7], Chen, Huang and Liu established an example showing such kind of singularity formation phenomena, for a special case of (1.1)-(1.2) when g=h=1g=h=1 and γ1=2\gamma_{1}=2.

The construction of the singularity formation example relies on the framework in [13] by Glassy-Hunter-Zheng on the variational wave equation

θtt=c(θ)(c(θ)θx)x.\theta_{tt}=c(\theta)(c(\theta)\theta_{x})_{x}. (1.6)

The global well-posedness theories of Hölder continuous solutions for variational wave equations and systems related to nematic liquid crystals have been intensively studied in the last two decades [1, 2, 3, 4, 5, 6, 9, 10, 14, 18, 19, 20].

The proof of finite time singularity formation in [7] for the special case of (1.1)-(1.2) also relies on a crucial estimate on the LL^{\infty} bound of a new function JJ, where in the general case,

J=ux+hgθt.J=u_{x}+\frac{h}{g}\theta_{t}. (1.7)

We note that functions uxu_{x} and θt\theta_{t} both blow up when singularity forms, however, their combination JJ will be proved uniformly bounded. This estimate, first obtained in [7] for the special case (when g=h=1g=h=1 and γ1=2\gamma_{1}=2), is crucial for both singularity formation and global existence of Hölder continuous solution for the system (1.1)-(1.2).

Using (1.7), the wave equation (1.2) can be written as

θtt+[γ1h2(θ)g(θ)]θt\displaystyle\theta_{tt}+\big{[}\gamma_{1}-\frac{h^{2}(\theta)}{g(\theta)}\big{]}\theta_{t} =c(θ)(c(θ)θx)xh(θ)J.\displaystyle=c(\theta)(c(\theta)\theta_{x})_{x}-h(\theta)J. (1.8)

From (1.3)-(1.5), we have the following bounds for gg, hh and cc

gL\displaystyle g_{L} g(θ)gU,\displaystyle\leq g(\theta)\leq g_{U},
hL\displaystyle h_{L} h(θ)hU,\displaystyle\leq h(\theta)\leq h_{U}, (1.9)
CL\displaystyle C_{L} c(θ)CU\displaystyle\leq c(\theta)\leq C_{U}

where gL,gU,hL,hU,CLg_{L},g_{U},h_{L},h_{U},C_{L} and CUC_{U} are constants such that gL,gU,hU,CLg_{L},g_{U},h_{U},C_{L} and CUC_{U} are strictly positive. Furthermore, physical laws in (1.4) and (1.5) give that

min{γ1h2(θ)g(θ),g(θ)}>C¯.\min\{\gamma_{1}-\frac{h^{2}(\theta)}{g(\theta)},g(\theta)\}>\overline{C}. (1.10)

for some positive constant C¯\overline{C}, where the proof can be found in [7].

In this paper, we will first find a bound on JJ in terms of the initial energy. So (1.8) is a damped variational wave equation adding a uniform bounded source term hJhJ. Then we can prove the singularity formation of cusp singularity using the methods in [13, 10, 7]. Note the source term huxhu_{x} in the original equation (1.2) may be unbounded.

In another companion paper [8], we will show that JJ is bounded under the norm of L2LCαL^{2}\cap L^{\infty}\cap C^{\alpha} for some positive constant α\alpha, even for weak solutions including singularities. This is one of the key estimates for the global existence proof.

Except showing one example forming the cusp singularity, another motivation of this paper is to introduce the major mathematical idea why we can get better regularity on JJ than uxu_{x} or θt\theta_{t}, in the general case. For smooth solutions, we can explain the idea in a relatively easier manner than for weak solutions.

Now, let’s expain the main difficulty in controlling JJ for the general case comparing to the special case. For the special case considered in [7] (when g=h=1g=h=1 and γ1=2\gamma_{1}=2), (1.1) is

ut=uxx+θtx,u_{t}=u_{xx}+\theta_{tx},

so uu can be solved directly by θtx\theta_{tx}. However, this is not true for the general case. The main difficulty we need to overcome is the varying coefficient g(θ)g(\theta) in the heat equation (1.1). Although g(θ)g(\theta) is strictly positive and uniformly bounded, it is only Hölder continuous on xx and tt at the blowup. Therefore, the derivatives of g(θ)g(\theta) on xx and tt blow up when singularity forms. This creates a lot of essential problems for finding a uniform bound on JJ, since we need to use both heat and wave equations to bound JJ. One of our key ideas is to consider the potential AA of JJ, with Ax=JA_{x}=J.

Before we state the main result we define the following function ϕ(x)\phi(x) with xx\in\mathbb{R}, that is used to design the initial data. Take ϕC1\phi\in C^{1} with

ϕ(0)=0andϕ(a)=0fora(1,1),\displaystyle\phi(0)=0\,\,\,\,\,\,\,\,\text{and}\,\,\,\,\,\,\,\phi(a)=0\,\,\,\text{for}\,\,\,\,a\notin(-1,1), (1.11)
ϕ(0)>max{16CUγ1h2gLc(θ)CLln2,exp(γ1h2gL)CL}and|ϕ(x)|C2,\displaystyle-\phi^{\prime}(0)>\max\{\frac{16C_{U}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}{c^{\prime}(\theta*)C_{L}\ln 2},\frac{\exp\big{(}{\|{\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}}\big{)}}{C_{L}}\}\,\,\,\text{and}\,\,\,\,|\phi^{\prime}(x)|\leq C_{2}, (1.12)

and

11(ϕ)2(a)𝑑a<k0,\int_{-1}^{1}(\phi^{\prime})^{2}(a)\,da<k_{0}, (1.13)

where θ\theta^{*} is a constant such that c(θ)>0c^{\prime}(\theta^{*})>0 and C2,k0C_{2},k_{0} are some positive constants.

Here is the main singularity formation result.

Theorem 1.

Let the initial data be

θ(x,0)=θ0(x):=θ+εϕ(xε),θt(x,0)=θ1(x):=(c(θ0(x))+ε)θ0(x),\displaystyle\theta(x,0)=\theta_{0}(x):=\theta^{*}+\varepsilon\phi(\frac{x}{\varepsilon}),\,\,\,\,\,\theta_{t}(x,0)=\theta_{1}(x):=(-c(\theta_{0}(x))+\varepsilon)\theta^{\prime}_{0}(x), (1.14)

and

u(x,0)=u0(x):={0,x(,ε)εxhgc(θ0(a))θ0(a)𝑑a,x[ε,ε]χ(x),x(ε,ε+2)0,x(ε+2,)u(x,0)=u_{0}(x):=\begin{cases}0,&x\in(-\infty,-\varepsilon)\\ \int_{-\varepsilon}^{x}\frac{h}{g}c(\theta_{0}(a))\theta^{\prime}_{0}(a)\,da,&x\in[-\varepsilon,\varepsilon]\\ \chi(x),&x\in(\varepsilon,\varepsilon+2)\\ 0,&x\in(\varepsilon+2,\infty)\end{cases}

where θ\theta^{*} is a constant such that c(θ)>0c^{\prime}(\theta^{*})>0, and χ(x)\chi(x) is a C1C^{1} function satisfying

|χ(x)|32hgLCUC2ε,|\chi^{\prime}(x)|\leq\frac{3}{2}\|\frac{h}{g}\|_{L^{\infty}}C_{U}C_{2}\,\varepsilon, (1.15)

and such that u0(x)u_{0}(x) is a C1C^{1} function. Then there exists a sufficiently small positive choice of the parameter ε\varepsilon such that the solution (θ,u)(\theta,u) of (1.1)-(1.2) is C1C^{1} only up to a finite time. More precisely, the solution is continuously differentiable up to some time before

T=min{2ln2γ1h2gL,1}.T=\min\left\{\frac{2\ln 2}{\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}},1\right\}.

In the proof of the theorem we will show that the singularity happens in the following form: there exists a time 0<t0<T0<t_{0}<T such that

θt,\displaystyle\theta_{t}\to\infty,\qquad θx\displaystyle\theta_{x}\to-\infty (1.16)

as tt0t\to t_{0}^{-} along the characteristic having the blowup phenomena. In this example, the initial energy is small, and initial data are smooth, but finite time singularity still forms. The singularity is a cusp type of singularity, combining with the existence result in [8], also see [7, 13].

The rest of the paper is divided into 3 sections as follows. In Section 2 we show the decay of the energy associated with a smooth solution. Section 3 contains the main estimate on the quantity JJ: we show the uniform bound of JJ over a fixed time interval. In Section 4, we prove the singularity formation result in Theorem 1.

2. The energy of the system

The energy of the system (1.1)-(1.2) is defined as

(t):=12θt2+c(θ)2θx2+u2dx.\displaystyle\mathcal{E}(t):=\frac{1}{2}\int_{\mathbb{R}}\theta_{t}^{2}+c(\theta)^{2}\theta_{x}^{2}+u^{2}\,dx. (2.1)

In this section we show the energy decay for smooth solutions.

Proposition 2.1.

For any smooth solution (θ(x,t),u(x,t))(\theta(x,t),u(x,t)) of the system (1.1), (1.2), the energy (t)\mathcal{E}(t) decays with the following rate

ddt(t)=(b(θ)ux2+γ1(θt+h(θ)γ1ux)2)𝑑x,\displaystyle\begin{split}\frac{d}{dt}\mathcal{E}(t)=-\int_{\mathbb{R}}\Big{(}b(\theta)u_{x}^{2}+\gamma_{1}\Big{(}\theta_{t}+\frac{h(\theta)}{\gamma_{1}}u_{x}\Big{)}^{2}\Big{)}\;dx,\end{split} (2.2)

where b(θ):=g(θ)h2(θ)γ1>0.b(\theta):=g(\theta)-\frac{h^{2}(\theta)}{\gamma_{1}}>0.

Proof.

Multiplying (1.1) by uu and (1.2) by θt\theta_{t}, and integrating by parts, we have

12ddtu2𝑑x=g(θ)ux2𝑑xh(θ)θtux𝑑x,\frac{1}{2}\frac{d}{dt}\int u^{2}\,dx=-\int g(\theta)u_{x}^{2}\,dx-\int h(\theta)\theta_{t}u_{x}\,dx, (2.3)

and

12ddt(θt2+c2(θ)θx2)𝑑x=γ1θt2𝑑xh(θ)uxθt𝑑x.\displaystyle\begin{split}\frac{1}{2}\frac{d}{dt}\int\left(\theta_{t}^{2}+c^{2}(\theta)\theta_{x}^{2}\right)\,dx=&-\int\gamma_{1}\theta_{t}^{2}\,dx-\int h(\theta)u_{x}\theta_{t}\,dx.\end{split} (2.4)

Sum up (2.3) and (2.4) to get

12ddt(θt2+c2(θ)θx2+u2)𝑑x=\displaystyle\frac{1}{2}\frac{d}{dt}\int\left(\theta_{t}^{2}+c^{2}(\theta)\theta_{x}^{2}+u^{2}\right)\,dx= (γ1θt2+2h(θ)θtux+g(θ)ux2)𝑑x\displaystyle-\int\left(\gamma_{1}\theta_{t}^{2}+2h(\theta)\theta_{t}u_{x}+g(\theta)u_{x}^{2}\right)\,dx
=\displaystyle= (b(θ)ux2+γ1(θt+1γ1h(θ)ux)2)𝑑x.\displaystyle-\int_{\mathbb{R}}\Big{(}b(\theta)u_{x}^{2}+\gamma_{1}\big{(}\theta_{t}+\frac{1}{\gamma_{1}}h(\theta)u_{x}\big{)}^{2}\Big{)}\,dx.

Therefore, considering only smooth solutions, for any T>0T>0, we have

max0tT(t)(0).\displaystyle\max_{0\leq t\leq T}\mathcal{E}(t)\leq\mathcal{E}(0). (2.5)

3. Uniform bound on JJ in finite time

For convenience, we just fix T0=1T_{0}=1 and give a uniform upper bound on JJ, defined in (1.7), when 0tT00\leq t\leq T_{0}, when solution is smooth. In fact, one can choose T0T_{0} to be any positive constant, and still prove that JJ is bounded.

Before our calculation, we recall the bounds in (1.9) and (1.10), and also note that |h||h^{\prime}| and |g||g^{\prime}| are bounded above by a constant because of (1.3).

3.1. An integral relation on JJ and its estimate

To get the uniform LL^{\infty} estimate on JJ, we first find an integral relation on JJ using both (1.1) and (1.2).

We study the potential of JJ, defined as

A:=xux+hgθtdz=xJ𝑑x.A:=\int_{-\infty}^{x}u_{x}+\frac{h}{g}\theta_{t}\,dz=\int_{-\infty}^{x}J\,dx.

So

Ax=J.A_{x}=J.

In terms of the quantity JJ we can write the system as

ut\displaystyle u_{t} =(g(θ)ux+h(θ)θt)x,\displaystyle=\big{(}g(\theta)u_{x}+h(\theta)\theta_{t}\big{)}_{x}, (3.1)
θtt+(γ1h2g)θt\displaystyle\theta_{tt}+(\gamma_{1}-\frac{h^{2}}{g})\theta_{t} =c(θ)(c(θ)θx)xhJ.\displaystyle=c(\theta)\big{(}c(\theta)\theta_{x}\big{)}_{x}-hJ. (3.2)

And we derive the following equation for AA.

At\displaystyle A_{t} =x(gJ)tg𝑑zxgθtgJ𝑑z\displaystyle={\int_{-\infty}^{x}\frac{(gJ)_{t}}{g}\,dz}-{\int_{-\infty}^{x}\frac{g^{\prime}\theta_{t}}{g}J\,dz}
=(gJ)x+x1g[[gθtγ1g]J+[hghg]θt2+[γ1gh2]ux+hc(c(θ)θx)x]𝑑z\displaystyle={(gJ)_{x}+\int_{-\infty}^{x}\frac{1}{g}\bigg{[}[g^{\prime}\theta_{t}-\gamma_{1}g]J+[h^{\prime}-\frac{g^{\prime}h}{g}]\theta_{t}^{2}+[\gamma_{1}g-h^{2}]u_{x}+h\,c(c(\theta)\theta_{x})_{x}\bigg{]}\,dz}
xgθtgJ𝑑z\displaystyle{-\int_{-\infty}^{x}\frac{g^{\prime}\theta_{t}}{g}J\,dz}
=(g(θ)J)x+x1g[[γ1]gJ+[hghg]θt2+[γ1gh2]ux+hc(c(θ)θx)x]𝑑z.\displaystyle=\big{(}g(\theta)J\big{)}_{x}+\int_{-\infty}^{x}\frac{1}{g}\bigg{[}[-\gamma_{1}]gJ+[h^{\prime}-\frac{g^{\prime}h}{g}]\theta_{t}^{2}+[\gamma_{1}g-h^{2}]u_{x}+h\,c(c(\theta)\theta_{x})_{x}\bigg{]}\,dz.

Integrating it by parts, we get

At\displaystyle A_{t} =g(θ)Axxγ1A+gθxJ\displaystyle=g(\theta)A_{xx}-\gamma_{1}A+g^{\prime}\theta_{x}J
+[x[hgghg2]θt2[γ1h2g]θzu(h(θ)c(θ)g)c(θ)θz2dz]\displaystyle+\bigg{[}\int_{-\infty}^{x}[\frac{h^{\prime}}{g}-\frac{g^{\prime}h}{g^{2}}]\theta_{t}^{2}-[\gamma_{1}-\frac{h^{2}}{g}]^{\prime}\theta_{z}u-(\frac{h(\theta)c(\theta)}{g})^{\prime}c(\theta)\theta_{z}^{2}\,dz\bigg{]}
+[γ1h2g]u+h(θ)c2(θ)gθx.\displaystyle\quad+[\gamma_{1}-\frac{h^{2}}{g}]u+\frac{h(\theta)c^{2}(\theta)}{g}\theta_{x}. (3.3)

In summary we consider the following Cauchy problem

Atg(θ)Axx+γ1A=gθxJ+F1(θ,u)+F2(θ,u),\displaystyle A_{t}-g(\theta)A_{xx}+\gamma_{1}A=g^{\prime}\theta_{x}J+F_{1}(\theta,u)+F_{2}(\theta,u), (3.4)

where

F1\displaystyle F_{1} =x{[hgghg2]θt2[γ1h2g]θzu(h(θ)c(θ)g)c(θ)θz2}𝑑z,\displaystyle=\int_{-\infty}^{x}\left\{[\frac{h^{\prime}}{g}-\frac{g^{\prime}h}{g^{2}}]\theta_{t}^{2}-[\gamma_{1}-\frac{h^{2}}{g}]^{\prime}\theta_{z}u-(\frac{h(\theta)c(\theta)}{g})^{\prime}c(\theta)\theta_{z}^{2}\right\}\,dz,
F2\displaystyle F_{2} =[γ1h2g]u+h(θ)c2(θ)gθx,\displaystyle=[\gamma_{1}-\frac{h^{2}}{g}]u+\frac{h(\theta)c^{2}(\theta)}{g}\theta_{x},

with

A(x,0)=u0+h(θ0)g(θ0)θ1dx:=A0(x).\displaystyle A(x,0)=\int_{\mathbb{R}}u_{0}^{\prime}+\frac{h(\theta_{0})}{g(\theta_{0})}\theta_{1}\,dx:=A_{0}(x). (3.5)

It is easy to verify that, there exists some positive constant CC, such that

F1(θ,u)L()(t)C(t)C(0),F2(θ,u)L2()2(t)C(t)C(0).\|F_{1}(\theta,u)\|_{L^{\infty}(\mathbb{R})}(t)\leq C\mathcal{E}(t)\leq C\mathcal{E}(0),\quad\|F_{2}(\theta,u)\|^{2}_{L^{2}(\mathbb{R})}(t)\leq C\mathcal{E}(t)\leq C\mathcal{E}(0). (3.6)

In this section, without confusion, we always use CC to denote different positive constants for different estimates.

Now using the conclusion from Chapter 1, Theorem 12 in [12], we can formally solve AA by (3.4) as

A(x,t)=\displaystyle A(x,t)= Γ(x,t;ξ,0)A0(ξ)𝑑ξ\displaystyle\int_{\mathbb{R}}\Gamma(x,t;\xi,0)A_{0}(\xi)\,d\xi
+0tΓ(x,t;ξ,τ)(gθxJ+F1(θ,u)+F2(θ,u))(ξ,τ)𝑑ξ𝑑τ,\displaystyle+\int_{0}^{t}\int_{\mathbb{R}}\Gamma(x,t;\xi,\tau)\big{(}g^{\prime}\theta_{x}J+F_{1}(\theta,u)+F_{2}(\theta,u)\big{)}(\xi,\tau)\,d\xi\,d\tau, (3.7)

where the kernel Γ\Gamma can be written in terms of the heat kernel as follows,

Γ(x,t,ξ,τ)\displaystyle\Gamma(x,t,\xi,\tau) =Hξ,τ(xξ,tτ)+τtHy,s(xy,ts)Φ(y,s;ξ,τ)𝑑y𝑑s,\displaystyle=H^{\xi,\tau}(x-\xi,t-\tau)+\int_{\tau}^{t}\int_{\mathbb{R}}H^{y,s}(x-y,t-s)\Phi(y,s;\xi,\tau)\,dy\,ds, (3.8)

where

Hξ,τ(xξ,tτ)=g(θ(ξ,τ))2πtτeg(θ(ξ,τ))(xξ)24(tτ).\displaystyle H^{\xi,\tau}(x-\xi,t-\tau)=\frac{\sqrt{g(\theta(\xi,\tau))}}{2\sqrt{\pi}\sqrt{t-\tau}}e^{-\frac{g(\theta(\xi,\tau))(x-\xi)^{2}}{4(t-\tau)}}. (3.9)

The function Φ\Phi is determined by the condition

Γ=0,\mathcal{L}\,\Gamma=0,

where

:=tg(θ)xx+γ1.\mathcal{L}:=\partial_{t}-g(\theta)\partial_{xx}+\gamma_{1}.

It can be shown that such function exists and

|Φ(y,s;ξ,τ)|C(sτ)5/4ed(yξ)24(sτ),\displaystyle|\Phi(y,s;\xi,\tau)|\leq\frac{C}{(s-\tau)^{5/4}}e^{\frac{-d(y-\xi)^{2}}{4(s-\tau)}}, (3.10)

where dd is a constant depending on g.g. Moreover, we have the following bounds for Γ\Gamma and Γx,\Gamma_{x},

|Γ(x,t;ξ,τ)|Ctτed(xξ)24(tτ),\displaystyle|\Gamma(x,t;\xi,\tau)|\leq\frac{C}{\sqrt{t-\tau}}e^{-\frac{d(x-\xi)^{2}}{4(t-\tau)}}, (3.11)
|Γx(x,t;ξ,τ)|Ctτed(xξ)24(tτ).\displaystyle|\Gamma_{x}(x,t;\xi,\tau)|\leq\frac{C}{{t-\tau}}e^{-\frac{d(x-\xi)^{2}}{4(t-\tau)}}. (3.12)

The reader can find the proof of the above estimates in Chapter 1, Theorem 11 in [12].

Now, differentiating (3.1) w.r.t xx we obtain that JJ satisfies the following relation

J(x,t)\displaystyle J(x,t) =Γx(x,t;ξ,0)A0(ξ)𝑑ξ\displaystyle=\int_{\mathbb{R}}\Gamma_{x}(x,t;\xi,0)A_{0}(\xi)\,d\xi
+0tΓx(x,t;ξ,τ)F1(θ,u)(ξ,τ)𝑑ξ𝑑τ\displaystyle+\int_{0}^{t}\int_{\mathbb{R}}\Gamma_{x}(x,t;\xi,\tau)F_{1}(\theta,u)(\xi,\tau)\,d\xi\,d\tau
0tΓx(x,t;ξ,τ)F2(θ,u)(ξ,τ)𝑑ξ𝑑τ\displaystyle\int_{0}^{t}\int_{\mathbb{R}}\Gamma_{x}(x,t;\xi,\tau)F_{2}(\theta,u)(\xi,\tau)\,d\xi\,d\tau
+0tΓx(x,t;ξ,τ)(gθξJ)(ξ,τ)𝑑ξ𝑑τ\displaystyle+\int_{0}^{t}\int_{\mathbb{R}}\Gamma_{x}(x,t;\xi,\tau)(g^{\prime}\theta_{\xi}J)(\xi,\tau)\,d\xi\,d\tau
:=L0(x,t)+L1(x,t)+L2(x,t)+0tΓx(x,t;ξ,τ)(gθξJ)(ξ,τ)𝑑ξ𝑑τ.\displaystyle:=L_{0}(x,t)+L_{1}(x,t)+L_{2}(x,t)+\int_{0}^{t}\int_{\mathbb{R}}\Gamma_{x}(x,t;\xi,\tau)(g^{\prime}\theta_{\xi}J)(\xi,\tau)\,d\xi\,d\tau. (3.13)

Then we use this expression to find the uniform upper bound on JJ. First, we give uniform bounds on L0L_{0}, L1L_{1} and L2L_{2} in terms of J0J_{0}, A0A_{0} and the initial energy.

3.2. LL^{\infty} estimates on L1L_{1} and L2L_{2}

Recall the estimates (3.12) and (3.6). First,

|L1|F1L0tRCtτed(xξ)24(tτ)𝑑ξ𝑑τCt1/2F1L(Ωt)t12C(0).|L_{1}|\leq\|F_{1}\|_{L^{\infty}}\int_{0}^{t}\int_{R}\frac{C}{{t-\tau}}e^{-\frac{d(x-\xi)^{2}}{4(t-\tau)}}\,d\xi\,d\tau\leq Ct^{1/2}\|F_{1}\|_{L^{\infty}(\Omega_{t})}\leq t^{\frac{1}{2}}C\mathcal{E}(0). (3.14)

Secondly,

|L2|\displaystyle|L_{2}|\leq [0tR1|tτ|22red(xξ)22(tτ)𝑑ξ𝑑τ]1/2[0tR1|tτ|2rF22𝑑ξ𝑑τ]1/2\displaystyle\bigg{[}\int_{0}^{t}\int_{R}\frac{1}{{|t-\tau|}^{2-2r}}e^{-\frac{d(x-\xi)^{2}}{2(t-\tau)}}\,d\xi\,d\tau\bigg{]}^{1/2}\bigg{[}\int_{0}^{t}\int_{R}\frac{1}{{|t-\tau|}^{2r}}F_{2}^{2}\,d\xi\,d\tau\bigg{]}^{1/2}
[0t1|tτ|322r𝑑τ]1/2[0t1|tτ|2r𝑑τ]1/2F2L((0,t),L2(R)).\displaystyle\leq\bigg{[}\int_{0}^{t}\frac{1}{{|t-\tau|}^{\frac{3}{2}-2r}}\,d\tau\bigg{]}^{1/2}\bigg{[}\int_{0}^{t}\frac{1}{{|t-\tau|}^{2r}}\,d\tau\bigg{]}^{1/2}\|F_{2}\|_{L^{\infty}((0,t),L^{2}(R))}. (3.15)

For r=38r=\frac{3}{8} we obtain:

|L2|t14CF2L((0,t),L2())t1/4C12(0).|L_{2}|\leq t^{\frac{1}{4}}C\|F^{2}\|_{L^{\infty}((0,t),L^{2}(\mathbb{R}))}\leq t^{1/4}C\mathcal{E}^{\frac{1}{2}}(0). (3.16)

3.3. LL^{\infty} estimates on L0L_{0}

Lemma 3.1.

Let A0(x)A_{0}(x) be such that A0(x),A0,x(x)L(),A_{0}(x),A_{0,x}(x)\in L^{\infty}(\mathbb{R}), we have

|Γx(x,t;ξ,0)A0(ξ)𝑑ξ|\displaystyle\bigg{|}\int_{\mathbb{R}}\Gamma_{x}(x,t;\xi,0)A_{0}(\xi)\,d\xi\bigg{|} (3.17)
\displaystyle\leq CJ0(x)L()+C1θ0(x)L()A0(x)L()+C2A0(x)L(),\displaystyle C\|J_{0}(x)\|_{L^{\infty}(\mathbb{R})}+C_{1}\|\theta_{0}^{\prime}(x)\|_{L^{\infty}(\mathbb{R})}\|A_{0}(x)\|_{L^{\infty}(\mathbb{R})}+C_{2}\|A_{0}(x)\|_{L^{\infty}(\mathbb{R})}, (3.18)

for some constants C,C1C,C_{1} and C2C_{2}.

Proof.

Recall:

Γx(x,t;ξ,0)=Hxξ,0(xξ,t)+0tHxy,s(xy,ts)Φ(y,s;ξ,0)𝑑y𝑑s\displaystyle\Gamma_{x}(x,t;\xi,0)=H_{x}^{\xi,0}(x-\xi,t)+\int_{0}^{t}\int_{\mathbb{R}}H_{x}^{y,s}(x-y,t-s)\Phi(y,s;\xi,0)\,dy\,ds (3.19)

and

Hξ,τ(xξ,tτ)=g(θ(ξ,τ))2πtτeg(θ(ξ,τ))(xξ)24(tτ).\displaystyle H^{\xi,\tau}(x-\xi,t-\tau)=\frac{\sqrt{g(\theta(\xi,\tau))}}{2\sqrt{\pi}\sqrt{t-\tau}}e^{-\frac{g(\theta(\xi,\tau))(x-\xi)^{2}}{4(t-\tau)}}. (3.20)

Also note that due to the dependence of Hξ,0(xξ,t)H^{\xi,0}(x-\xi,t) on g(θ(ξ,0))g(\theta(\xi,0)) we have the following relation

Hxξ,0(xξ,t)\displaystyle H_{x}^{\xi,0}(x-\xi,t) =Hξξ,0(xξ,t)+gθ04πgteg(θ0(ξ)(xξ)2/4t\displaystyle=-H_{\xi}^{\xi,0}(x-\xi,t)+\frac{g^{\prime}\theta_{0}^{\prime}}{4\sqrt{\pi}\sqrt{g}\sqrt{t}}e^{-g(\theta_{0}(\xi)(x-\xi)^{2}/4t}
ggθ0(xξ)2π8t3/2eg(θ0(ξ)(xξ)2/4t\displaystyle-\frac{\sqrt{g}g^{\prime}\theta_{0}^{\prime}(x-\xi)^{2}}{\sqrt{\pi}8t^{3/2}}e^{-g(\theta_{0}(\xi)(x-\xi)^{2}/4t}
=Hξξ,0(xξ,t)+gθ02πHξ,0(xξ,t)\displaystyle=-H_{\xi}^{\xi,0}(x-\xi,t)+\frac{g^{\prime}\theta_{0}^{\prime}}{2\sqrt{\pi}}H^{\xi,0}(x-\xi,t)
ggθ0(xξ)2π8t3/2eg(θ0(ξ)(xξ)2/4t.\displaystyle-\frac{\sqrt{g}g^{\prime}\theta_{0}^{\prime}(x-\xi)^{2}}{\sqrt{\pi}8t^{3/2}}e^{-g(\theta_{0}(\xi)(x-\xi)^{2}/4t}. (3.21)

Starting with the first term of Γx\Gamma_{x} and using the above relation, there are three integrals to estimate. The integral related to the first term in (3.21) is

Hξξ,0(xξ,t)A0(ξ)dξ=Hξ,0(xξ,t)A0,ξ(ξ)𝑑ξ.\displaystyle\int_{\mathbb{R}}-H_{\xi}^{\xi,0}(x-\xi,t)A_{0}(\xi)\,d\xi=\int_{\mathbb{R}}H^{\xi,0}(x-\xi,t)A_{0,\xi}(\xi)\,d\xi. (3.22)

We have

|Hξξ,0(xξ,t)A0(ξ)dξ|\displaystyle\bigg{|}\int_{\mathbb{R}}-H_{\xi}^{\xi,0}(x-\xi,t)A_{0}(\xi)\,d\xi\bigg{|} Hξ,0(xξ,t)|A0,ξ(ξ)|𝑑ξ\displaystyle\leq\int_{\mathbb{R}}H^{\xi,0}(x-\xi,t)|A_{0,\xi}(\xi)|\,d\xi
CA0,x(x)L()\displaystyle\leq C\|A_{0,x}(x)\|_{L^{\infty}(\mathbb{R})}
=CJ0(x)L().\displaystyle=C\|J_{0}(x)\|_{L^{\infty}(\mathbb{R})}. (3.23)

The integral related to the second term of (3.21) can be easily estimated as

|gθ02πHξ,0(xξ,t)A0(ξ)𝑑ξ|C1θ0(x)L()A0(x)L().\displaystyle\big{|}\int_{\mathbb{R}}\frac{g^{\prime}\theta_{0}^{\prime}}{2\sqrt{\pi}}H^{\xi,0}(x-\xi,t)A_{0}(\xi)\,d\xi\big{|}\leq C_{1}\|\theta^{\prime}_{0}(x)\|_{L^{\infty}(\mathbb{R})}\|A_{0}(x)\|_{L^{\infty}(\mathbb{R})}. (3.24)

The integral related to the third term of (3.21) has a similar bound as the second term, using the change of variable

u=xξt.u=\frac{x-\xi}{\sqrt{t}}.

Combing above estimates, we obtain the following estimate

|Hxξ,0(x,t;ξ,0)A0(ξ)𝑑ξ|CJ0(x)L()+C1θ0(x)L()A0(x)L().\displaystyle\bigg{|}\int_{\mathbb{R}}H_{x}^{\xi,0}(x,t;\xi,0)A_{0}(\xi)\,d\xi\bigg{|}\leq C\|J_{0}(x)\|_{L^{\infty}(\mathbb{R})}+C_{1}\|\theta_{0}^{\prime}(x)\|_{L^{\infty}(\mathbb{R})}\|A_{0}(x)\|_{L^{\infty}(\mathbb{R})}. (3.25)

For the term with Φ\Phi (the second term in (3.19)) we have:

|0tHxy,s(xy,ts)Φ(y,s;ξ,0)𝑑y𝑑sA0(ξ)𝑑y𝑑s𝑑ξ|\displaystyle\bigg{|}\int_{\mathbb{R}}\int_{0}^{t}\int_{\mathbb{R}}H_{x}^{y,s}(x-y,t-s)\Phi(y,s;\xi,0)\,dy\,ds\,A_{0}(\xi)\,dy\,ds\,d\xi\bigg{|}
\displaystyle\leq A0(x)L0t|xy|(ts)3/2egL(xy)24(ts)1s5/4ed(yξ)24s𝑑y𝑑s𝑑ξ\displaystyle\|A_{0}(x)\|_{L^{\infty}}\int_{\mathbb{R}}\int_{0}^{t}\int_{\mathbb{R}}\frac{|x-y|}{(t-s)^{3/2}}e^{-g_{L}\frac{(x-y)^{2}}{4(t-s)}}\frac{1}{s^{5/4}}e^{-d\frac{(y-\xi)^{2}}{4s}}\,dy\,ds\,d\xi
\displaystyle\leq CA0(x)L0t|xy|(ts)3/2egL(xy)24(ts)1s3/4𝑑y𝑑s\displaystyle C\,\|A_{0}(x)\|_{L^{\infty}}\int_{0}^{t}\int_{\mathbb{R}}\frac{|x-y|}{(t-s)^{3/2}}e^{-g_{L}\frac{(x-y)^{2}}{4(t-s)}}\frac{1}{s^{3/4}}\,dy\,ds
\displaystyle\leq CA0(x)L0t1(ts)1/21s3/4𝑑sC2A0(x)L().\displaystyle C\,\|A_{0}(x)\|_{L^{\infty}}\int_{0}^{t}\frac{1}{(t-s)^{1/2}}\frac{1}{s^{3/4}}\,ds\leq C_{2}\|A_{0}(x)\|_{L^{\infty}(\mathbb{R})}.

Combining this estimate and (3.25), we prove the lemma. ∎

3.4. Uniform bound on JJ

Similarly as in (3.15), we have

|0tΓx(x,t;ξ,τ)(gθxJ)(ξ,τ)𝑑ξ𝑑τ|\displaystyle|\int_{0}^{t}\int_{\mathbb{R}}\Gamma_{x}(x,t;\xi,\tau)(g^{\prime}\theta_{x}J)(\xi,\tau)\,d\xi\,d\tau|
\displaystyle\leq Ct1/4JL((0,t),L())θxL((0,t),L2())]\displaystyle Ct^{1/4}\|J\|_{L^{\infty}((0,t),L^{\infty}(\mathbb{R}))}\|\theta_{x}\|_{L^{\infty}((0,t),L^{2}(\mathbb{R}))}]
\displaystyle\leq Ct1/4JL((0,t),L())12(0),\displaystyle Ct^{1/4}\|J\|_{L^{\infty}((0,t),L^{\infty}(\mathbb{R}))}\mathcal{E}^{\frac{1}{2}}(0), (3.26)

where we use the fact that gg^{\prime} is uniformly bounded, (2.1), (1.9) and (2.5).

Suppose that

C12(0)12C{\mathcal{E}}^{\frac{1}{2}}(0)\leq\frac{1}{2} (3.27)

for the constant CC in (3.26), then we have

|0tΓx(x,t;ξ,τ)(gθxJ)(ξ,τ)𝑑ξ𝑑τ|12JL((0,1),L()),|\int_{0}^{t}\int_{\mathbb{R}}\Gamma_{x}(x,t;\xi,\tau)(g^{\prime}\theta_{x}J)(\xi,\tau)\,d\xi\,d\tau|\leq\frac{1}{2}\|J\|_{L^{\infty}((0,1),L^{\infty}(\mathbb{R}))}, (3.28)

for any t[0,T0]t\in[0,T_{0}] with T0=1T_{0}=1.

Hence by (3.1), (3.14), (3.16), (3.28) and Lemma 3.1, we have

JL((0,1),L())\displaystyle\|J\|_{L^{\infty}((0,1),L^{\infty}(\mathbb{R}))} 2[C(0)+C12(0)+CJ0(x)L()\displaystyle\leq 2\big{[}C\mathcal{E}(0)+C\mathcal{E}^{\frac{1}{2}}(0)+C\|J_{0}(x)\|_{L^{\infty}(\mathbb{R})}
+C1θ0(x)L()A0(x)L()+C2A0(x)L()].\displaystyle\ \ \ +C_{1}\|\theta_{0}^{\prime}(x)\|_{L^{\infty}(\mathbb{R})}\|A_{0}(x)\|_{L^{\infty}(\mathbb{R})}+C_{2}\|A_{0}(x)\|_{L^{\infty}(\mathbb{R})}\big{]}. (3.29)

4. Singularity formation for classical solutions:

In this section we prove Theorem 1. For reader’s convenience, we recall the system

ut\displaystyle u_{t} =(g(θ)ux+h(θ)θt)x,\displaystyle=\big{(}g(\theta)u_{x}+h(\theta)\theta_{t}\big{)}_{x}, (4.1)
θtt+γ1θt\displaystyle\theta_{tt}+\gamma_{1}\theta_{t} =c(θ)(c(θ)θx)xh(θ)ux,\displaystyle=c(\theta)(c(\theta)\theta_{x})_{x}-h(\theta)u_{x}, (4.2)

and the C1C^{1} initial data

θ(x,0)=θ0(x)\displaystyle\theta(x,0)=\theta_{0}(x) =θ+εϕ(xε),\displaystyle=\theta^{*}+\varepsilon\phi(\frac{x}{\varepsilon}), (4.3)
θt(x,0)=θ1(x)\displaystyle\theta_{t}(x,0)=\theta_{1}(x) =(c(θ0(x))+ε)ϕ(xε),\displaystyle=(-c(\theta_{0}(x))+\varepsilon)\phi^{\prime}(\frac{x}{\varepsilon}), (4.4)
u(x,0)=u0(x)={0,x(,ε)εxhgc(θ0(a))θ0(a)𝑑a,x[ε,ε]χ(x),x(ε,ε+2)0,x(ε+2,)u(x,0)=u_{0}(x)=\begin{cases}0,&x\in(-\infty,-\varepsilon)\\ \int_{-\varepsilon}^{x}\frac{h}{g}c(\theta_{0}(a))\theta^{\prime}_{0}(a)\,da,&x\in[-\varepsilon,\varepsilon]\\ \chi(x),&x\in(\varepsilon,\varepsilon+2)\\ 0,&x\in(\varepsilon+2,\infty)\end{cases}

where χ(x)\chi(x) is a C1C^{1} function satisfying

|χ(x)|32hgLCUC2ε,|\chi^{\prime}(x)|\leq\frac{3}{2}\|\frac{h}{g}\|_{L^{\infty}}C_{U}C_{2}\,\varepsilon, (4.5)

and the C1C^{1} function ϕ\phi satisfies

ϕ(0)=0andϕ(a)=0fora(1,1),\displaystyle\phi(0)=0\,\,\,\,\,\,\,\,\text{and}\,\,\,\,\,\,\,\phi(a)=0\,\,\,\text{for}\,\,\,\,a\notin(-1,1), (4.6)
ϕ(0)>max{16CUγ1h2gLc(θ)CLln2,exp(γ1h2gL)CL}and|ϕ(x)|C2,\displaystyle-\phi^{\prime}(0)>\max\{\frac{16C_{U}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}{c^{\prime}(\theta^{*})C_{L}\ln 2},\frac{\exp\big{(}{\|{\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}}\big{)}}{C_{L}}\}\,\,\,\text{and}\,\,\,\,|\phi^{\prime}(x)|\leq C_{2}, (4.7)

and

11(ϕ)2(a)𝑑a<k0.\int_{-1}^{1}(\phi^{\prime})^{2}(a)\,da<k_{0}. (4.8)

Here θ\theta^{*} is a constant such that c(θ)>0c^{\prime}(\theta^{*})>0 and k0k_{0} is some constant.

Remark 4.1.

A choice of the function χ(x)\chi(x) can be a cubic polynomial constructed by satisfying the following constraints,

χ(ε)=εεhgc(θ0(a))θ0(a)𝑑a,\displaystyle\chi(\varepsilon)=\int_{-\varepsilon}^{\varepsilon}\frac{h}{g}c(\theta_{0}(a))\theta_{0}^{\prime}(a)\,da,
χ(ε)=hgc(θ0(ε))θ0(ε)=hgc(θ0(ε))ϕ(1)=0,\displaystyle\chi^{\prime}(\varepsilon)=\frac{h}{g}c(\theta_{0}(\varepsilon))\theta_{0}^{\prime}(\varepsilon)=\frac{h}{g}c(\theta_{0}(\varepsilon))\phi^{\prime}(1)=0,
χ(ε+2)=0,\displaystyle\chi(\varepsilon+2)=0,
χ(ε+2)=0.\displaystyle\chi^{\prime}(\varepsilon+2)=0.

Some calculations lead to

χ(x)\displaystyle\chi(x) =(14εεhgcϕ𝑑a)x3(34(ε+1)εεhgcϕ𝑑a)x2+(34ε(ε+2)εεhgcϕ𝑑a)x\displaystyle=\big{(}\frac{1}{4}\int_{-\varepsilon}^{\varepsilon}\frac{h}{g}c\phi^{\prime}\,da\big{)}x^{3}-\big{(}\frac{3}{4}(\varepsilon+1)\int_{-\varepsilon}^{\varepsilon}\frac{h}{g}c\phi^{\prime}\,da\big{)}x^{2}+\big{(}\frac{3}{4}\varepsilon(\varepsilon+2)\int_{-\varepsilon}^{\varepsilon}\frac{h}{g}c\phi^{\prime}\,da\big{)}x
(14(ε1)(ε+2)2εεhgcϕ𝑑a).\displaystyle-\big{(}\frac{1}{4}(\varepsilon-1)(\varepsilon+2)^{2}\int_{-\varepsilon}^{\varepsilon}\frac{h}{g}c\phi^{\prime}\,da\big{)}.

The derivative χ(x)\chi^{\prime}(x) is a quadratic polynomial that vanishes at the end points x=εx=\varepsilon and x=ε+2.x=\varepsilon+2. The parabola is either concave or convex depending on the sign of the integral εεcϕ𝑑a.\int_{-\varepsilon}^{\varepsilon}c\ \phi^{\prime}\,da. In any case, the critical point of the derivative is

(ε+1,χ(ε+1))=(ε+1,34εεhgcϕ𝑑a).\big{(}\varepsilon+1,\chi^{\prime}(\varepsilon+1)\big{)}=\big{(}\varepsilon+1,-\frac{3}{4}\int_{-\varepsilon}^{\varepsilon}\frac{h}{g}c\ \phi^{\prime}\,da\big{)}.

This means

|χ(x)|32hgLCUC2ε.|\chi^{\prime}(x)|\leq\frac{3}{2}\|\frac{h}{g}\|_{L^{\infty}}C_{U}C_{2}\,\varepsilon.

Now we define the following gradient variables representing the rate of change of θ\theta along the forward and backward characteristics:

S:=θtc(θ)θx,S:=\theta_{t}-c(\theta)\theta_{x},
R:=θt+c(θ)θx.R:=\theta_{t}+c(\theta)\theta_{x}.

Direct calculations give:

St+c(θ)Sx=c4c(S2R2)+12(h2gγ1)(R+S)hJ,\displaystyle S_{t}+c(\theta)S_{x}=\frac{c^{\prime}}{4c}(S^{2}-R^{2})+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})(R+S)-hJ, (4.9)
Rtc(θ)Rx=c4c(S2R2)+12(h2gγ1)(R+S)hJ,\displaystyle R_{t}-c(\theta)R_{x}=\frac{-c^{\prime}}{4c}(S^{2}-R^{2})+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})(R+S)-hJ, (4.10)

and the following balance laws,

(S2)t+(c(θ)S2)x=c2c(S2RSR2)+(h2gγ1)S(R+S)2hSJ,\displaystyle(S^{2})_{t}+(c(\theta)S^{2})_{x}=\frac{c^{\prime}}{2c}(S^{2}R-SR^{2})+(\frac{h^{2}}{g}-\gamma_{1})S(R+S)-2hSJ, (4.11)
(R2)t(c(θ)R2)x=c2c(S2RSR2)+(h2gγ1)R(R+S)2hRJ.\displaystyle(R^{2})_{t}-(c(\theta)R^{2})_{x}=\frac{-c^{\prime}}{2c}(S^{2}R-SR^{2})+(\frac{h^{2}}{g}-\gamma_{1})R(R+S)-2hRJ. (4.12)

So we can get the following equation

(S2+R2)t+(c(θ)(S2R2))x=(h2gγ1)(R+S)22hJ(R+S),\displaystyle\big{(}S^{2}+R^{2}\big{)}_{t}+\big{(}c(\theta)(S^{2}-R^{2})\big{)}_{x}=(\frac{h^{2}}{g}-\gamma_{1})(R+S)^{2}-2hJ(R+S), (4.13)

with the initial conditions

R(x,0)=εϕ(xε),S(x,0)=(2c(θ0(x))+ε)ϕ(xε).\displaystyle R(x,0)=\varepsilon\phi^{\prime}(\frac{x}{\varepsilon}),\,\,\,\,\,\,\,S(x,0)=(-2c(\theta_{0}(x))+\varepsilon)\phi^{\prime}(\frac{x}{\varepsilon}). (4.14)

By (4.7) we have

S(0,0)\displaystyle S(0,0) =(2c(θ)+ε)ϕ(0)\displaystyle=(-2c(\theta^{*})+\varepsilon)\phi^{\prime}(0)
=(2c(θ)ε)(ϕ(0))\displaystyle=(2c(\theta^{*})-\varepsilon)(-\phi^{\prime}(0))
>max{16CUγ1h2gLc(θ)ln2,exp(γ1h2gL)}.\displaystyle>\max\left\{\frac{16C_{U}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}{c^{\prime}(\theta*)\ln 2},\exp\big{(}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}\big{)}\right\}. (4.15)

Since

R2(x,0)+S2(x,0)=(c(θ0)+ε)2ϕ(xε)2+c2(θ0)ϕ(xε)2Cϕ(xε)2,\displaystyle R^{2}(x,0)+S^{2}(x,0)=(-c(\theta_{0})+\varepsilon)^{2}\phi^{\prime}(\frac{x}{\varepsilon})^{2}+c^{2}(\theta_{0})\phi^{\prime}(\frac{x}{\varepsilon})^{2}\leq C\,\phi^{\prime}(\frac{x}{\varepsilon})^{2},

for some constant CC, it is easy to get that

R2(x,0)+S2(x,0)dx=O(ε).\int_{\-\infty}^{\infty}R^{2}(x,0)+S^{2}(x,0)\,dx=O(\varepsilon).

Similarly,

u2(x,0)𝑑x=O(ε2).\int_{-\infty}^{\infty}u^{2}(x,0)\,dx=O(\varepsilon^{2}).

Under the help of energy decay we obtain

(t)(0)=12(R2+S2+2u2)(x,0)𝑑x=O(ε).\displaystyle\mathcal{E}(t)\leq\mathcal{E}(0)=\frac{1}{2}\int_{-\infty}^{\infty}(R^{2}+S^{2}+2u^{2})(x,0)\,dx=O(\varepsilon). (4.16)

Hence, by (3.29), it is easy to get that

JL((0,1),L())=O(ε12),\|J\|_{L^{\infty}((0,1),L^{\infty}(\mathbb{R}))}=O(\varepsilon^{\frac{1}{2}}), (4.17)

where we use (3.29), (4.16) and

|A0||J0|𝑑x=εεεhgϕ(x/ε)𝑑x+εε+2χ𝑑xε2+ε=O(ε).|A_{0}|\leq\int_{\mathbb{R}}|J_{0}|\,dx=\int_{-\varepsilon}^{\varepsilon}\varepsilon\frac{h}{g}\phi^{\prime}(x/\varepsilon)\,dx+\int_{\varepsilon}^{\varepsilon+2}\chi^{\prime}\,dx\approx\varepsilon^{2}+\varepsilon=O(\varepsilon).

Furthermore, ε\varepsilon is small enough such that (3.27) is satisfied.

Refer to caption

)

Figure 1. The triangle Ω.\Omega.

Now, we consider the two characteristic curves x±(t)x_{\pm}(t) given by

dx±dt=±c(θ)\frac{dx_{\pm}}{dt}=\pm c(\theta)

with x1:=x+(0)x_{1}:=x_{+}(0) and x2:=x(0).x_{2}:=x_{-}(0). See figure 1. Since the wave speed cc has a positive lower bound, two characteristics intersect at some point, say (x0,t0),(x_{0},t_{0}), so we have x+(t0)=x(t0)=x0x_{+}(t_{0})=x_{-}(t_{0})=x_{0} and

|x2x1||x2x0|+|x0x1|2CUt0.|x_{2}-x_{1}|\leq|x_{2}-x_{0}|+|x_{0}-x_{1}|\leq 2C_{U}t_{0}. (4.18)

We assume that t01t_{0}\leq 1. We will verify it later by showing that blowup will happen before t=1t=1.

Integrating (4.13) over the triangle Ω\Omega (see figure 1), and applying the divergence theorem, then we have

x0x12R2(x,t+(x))𝑑x\displaystyle\int_{x_{0}}^{x_{1}}2R^{2}(x,t_{+}(x))\,dx +x2x02S2(x,t(x))𝑑xx1x2(R2(x,0)+S2(x,0))𝑑x\displaystyle+\int_{x_{2}}^{x_{0}}2S^{2}(x,t_{-}(x))\,dx-\int_{x_{1}}^{x_{2}}(R^{2}(x,0)+S^{2}(x,0))\,dx
=Ω(h2gγ1)(S+R)2𝑑x𝑑tΩhgJ(S+R)𝑑x𝑑t.\displaystyle=\int\int_{\Omega}(\frac{h^{2}}{g}-\gamma_{1})(S+R)^{2}\,dx\,dt-\int\int_{\Omega}\frac{h}{g}\,J\,(S+R)\,dx\,dt. (4.19)

Rearranging it, we have

x1x0R2(x,t+(x))𝑑x+x0x2S2(x,t(x))𝑑x\displaystyle\int_{x_{1}}^{x_{0}}R^{2}(x,t_{+}(x))\,dx+\int_{x_{0}}^{x_{2}}S^{2}(x,t_{-}(x))\,dx
\displaystyle\leq 12x1x2(R2+S2)(x,0)𝑑x+Ω12(h2gγ1)(S+R)2+h|J|(|S|+|R|)dxdt.\displaystyle\frac{1}{2}\int_{x_{1}}^{x_{2}}(R^{2}+S^{2})(x,0)\,dx+\iint_{\Omega}\frac{-1}{2}(\frac{h^{2}}{g}-\gamma_{1})(S+R)^{2}+h\,|J|\,(|S|+|R|)\,dx\,dt.

By the decay of energy and t01t_{0}\leq 1, we obtain

Ω12(h2gγ1)(S+R)2t0γ1h2gL(Ω)(0)=O(ε).\displaystyle\iint_{\Omega}\frac{-1}{2}(\frac{h^{2}}{g}-\gamma_{1})(S+R)^{2}\leq t_{0}\,\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}(\Omega)}\mathcal{E}(0)=O(\varepsilon). (4.20)

Similarly, by the decay of energy, t01t_{0}\leq 1, and also using (4.17) and (4.18), we have

Ωh|J|(|S|+|R|)𝑑x𝑑tO(ε).\iint_{\Omega}h\,|J|\,(|S|+|R|)\,dx\,dt\leq O(\varepsilon).

So we have

x1x0R2(x,t+(x))𝑑x+x0x2S2(x,t(x))𝑑xO(ε).\displaystyle\int_{x_{1}}^{x_{0}}R^{2}(x,t_{+}(x))\,dx+\int_{x_{0}}^{x_{2}}S^{2}(x,t_{-}(x))\,dx\leq O(\varepsilon).

Next we consider a forward characteristic that we denote by

x=ξ(t)x=\xi(t)

for t[0,min{1,2ln2γ1h2gL}]t\in[0,\min\{1,\frac{2\ln 2}{\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}\}], such that

dξ(t)dt=c(θ(ξ(t),t)),\frac{d\xi(t)}{dt}=c(\theta(\xi(t),t)),
ξ(0)=0.\xi(0)=0.

Integrating the equation

dθ(ξ(t),t)dt=R(ξ(t),t),\frac{d\theta(\xi(t),t)}{dt}=R(\xi(t),t),

we obtain

|θ(ξ(t),t)θ(ξ(0),0)|\displaystyle|\theta(\xi(t),t)-\theta(\xi(0),0)| =|0tR(ξ(s),s)𝑑s|\displaystyle=|\int_{0}^{t}R(\xi(s),s)\,ds|
t(0tR2(ξ(s),s)𝑑t)1/2\displaystyle\leq\sqrt{t}\bigg{(}\int_{0}^{t}R^{2}(\xi(s),s)\,dt\bigg{)}^{1/2}
=O(ε).\displaystyle=O(\sqrt{\varepsilon}).

Using the smoothness of cc, when ε\varepsilon is small enough,

c(θ(ξ(t),t))>c(θ(ξ(0),0))2=c(θ)2>0.c^{\prime}(\theta(\xi(t),t))>\frac{c^{\prime}(\theta(\xi(0),0))}{2}=\frac{c^{\prime}(\theta^{*})}{2}>0.

Next, we claim that for smooth solutions we have S(ξ(t),t)>1S(\xi(t),t)>1 as long as t[0,min{1,2ln2γ1h2gL}].t\in\big{[}0,\min\{1,\frac{2\ln 2}{\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}\}\big{]}. To prove it by an contradiction argument, we assume that S(ξ(t),t)1S(\xi(t),t)\leq 1 for some time in the interval. Define

t:=inf{t(0,min{1,2ln2γ1h2gL}]:S(t,ξ(t))1}.t^{*}:=\inf\left\{t\in\big{(}0,\min\{1,\frac{2\ln 2}{\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}\}\big{]}:S(t,\xi(t))\leq 1\right\}.

By the continuity of SS we have

S(ξ(t),t)=1.S(\xi(t^{*}),t^{*})=1.

Define

S~=ep(t,x)S(x,t):=exp(0t12(γ1h2g)(x,s)𝑑s)S(x,t).\tilde{S}=e^{p(t,x)}S(x,t):=\exp\big{(}\int_{0}^{t}\frac{1}{2}(\gamma_{1}-\frac{h^{2}}{g})(x,s)\,ds\big{)}S(x,t).

Some calculations give

S~t+c(θ)S~x\displaystyle\tilde{S}_{t}+c(\theta)\tilde{S}_{x} =pt(t,x)S~+ep(t,x)St+c(θ)px(t,x)S~+c(θ)ep(t,x)Sx\displaystyle=p_{t}(t,x)\tilde{S}+e^{p(t,x)}S_{t}+c(\theta)p_{x}(t,x)\tilde{S}+c(\theta)e^{p(t,x)}S_{x}
=(pt+cpx)S~+ep(t,x)(St+cSx)\displaystyle=(p_{t}+cp_{x})\tilde{S}+e^{p(t,x)}(S_{t}+cS_{x})
=(pt+cpx)S~+ep(t,x)[c4c(S2R2)+12(h2gγ1)(R+S)hJ]\displaystyle=(p_{t}+cp_{x})\tilde{S}+e^{p(t,x)}\left[\frac{c^{\prime}}{4c}(S^{2}-R^{2})+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})(R+S)-hJ\right]
=(pt+cpx)S~+c4cep(t,x)S~2+12(h2gγ1)S~c4cep(t,x)R2\displaystyle=(p_{t}+cp_{x})\tilde{S}+\frac{c^{\prime}}{4c}e^{-p(t,x)}\tilde{S}^{2}+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})\tilde{S}-\frac{c^{\prime}}{4c}e^{p(t,x)}R^{2}
+12(h2gγ1)ep(t,x)Rep(t,x)hJ\displaystyle+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})e^{p(t,x)}R-e^{p(t,x)}hJ
=(pt+cpx+12(h2gγ1))S~+c4cep(t,x)S~2c4cep(t,x)R2\displaystyle=\big{(}p_{t}+cp_{x}+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})\big{)}\tilde{S}+\frac{c^{\prime}}{4c}e^{-p(t,x)}\tilde{S}^{2}-\frac{c^{\prime}}{4c}e^{p(t,x)}R^{2}
+12(h2gγ1)ep(t,x)Rep(t,x)hJ.\displaystyle+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})e^{p(t,x)}R-e^{p(t,x)}hJ.

This means along the curve ξ(t)\xi(t) for t[0,t]t\in[0,t^{*}]

ddtS~(ξ(t),t)\displaystyle\frac{d}{dt}\tilde{S}(\xi(t),t) =(ddtp(t,ξ(t))+12(h2gγ1))S~+c4cep(t,ξ(t))S~2c4cep(t,ξ(t))R2\displaystyle=\big{(}\frac{d}{dt}p(t,\xi(t))+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})\big{)}\tilde{S}+\frac{c^{\prime}}{4c}e^{-p(t,\xi(t))}\tilde{S}^{2}-\frac{c^{\prime}}{4c}e^{p(t,\xi(t))}R^{2}
+12(h2gγ1)ep(t,ξ(t))Rep(t,ξ(t))hJ\displaystyle+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})e^{p(t,\xi(t))}R-e^{p(t,\xi(t))}hJ
=c4cep(t,ξ(t))S~2c4cep(t,ξ(t))R2+12(h2gγ1)ep(t,ξ(t))Rep(t,ξ(t))hJ.\displaystyle=\frac{c^{\prime}}{4c}e^{-p(t,\xi(t))}\tilde{S}^{2}-\frac{c^{\prime}}{4c}e^{p(t,\xi(t))}R^{2}+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})e^{p(t,\xi(t))}R-e^{p(t,\xi(t))}hJ. (4.21)

Dividing it by S~2\tilde{S}^{2} then integrating it over [0,t][0,t^{*}], we have

1S~(0)1S~(t)\displaystyle\frac{1}{\tilde{S}(0)}-\frac{1}{\tilde{S}(t^{*})} 0tc4cep(t,ξ)𝑑t\displaystyle\geq\int_{0}^{t^{*}}\frac{c^{\prime}}{4c}e^{-p(t,\xi)}\,dt
+0t1S~2[c4cep(t,ξ)R2+12(h2gγ1)ep(t,ξ)|R|ep(t,ξ)h|J|]𝑑t.\displaystyle+\int_{0}^{t^{*}}\frac{1}{\tilde{S}^{2}}\left[-\frac{c^{\prime}}{4c}e^{p(t,\xi)}R^{2}+\frac{1}{2}(\frac{h^{2}}{g}-\gamma_{1})e^{p(t,\xi)}|R|-e^{p(t,\xi)}h|J|\right]\,dt.

Recalling 0<t2ln2γ1h2gL,0<t^{*}\leq\frac{2\ln 2}{\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}, we have

1S~(t)\displaystyle\frac{1}{\tilde{S}(t^{*})} 1S~(0)0tc4cep(t,ξ(t))𝑑t\displaystyle\leq\frac{1}{\tilde{S}(0)}-\int_{0}^{t^{*}}\frac{c^{\prime}}{4c}e^{-p(t,\xi(t))}\,dt
+0t1S~2[c4cep(t,ξ(t))R2+12(h2g+γ1)ep(t,ξ(t))|R|+ep(t,ξ(t))h|J|]𝑑t\displaystyle\quad+\int_{0}^{t^{*}}\frac{1}{\tilde{S}^{2}}\left[\frac{c^{\prime}}{4c}e^{p(t,\xi(t))}R^{2}+\frac{1}{2}(-\frac{h^{2}}{g}+\gamma_{1})e^{p(t,\xi(t))}|R|+e^{p(t,\xi(t))}h|J|\right]\,dt
min{c(θ)ln216CUγ1h2gL,exp(γ1h2gL),c(θ)32CU}c(θ)16CUt+Dε\displaystyle\leq\min\left\{\frac{c^{\prime}(\theta^{*})\ln 2}{16C_{U}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}},\exp\big{(}-\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}\big{)},\,\frac{c^{\prime}(\theta^{*})}{32C_{U}}\right\}-\frac{c^{\prime}(\theta^{*})}{16C_{U}}t^{*}+D\sqrt{\varepsilon}
exp(γ1h2gL)+Dε,\displaystyle\leq\exp\big{(}-\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}\big{)}+D\sqrt{\varepsilon}, (4.22)

for some positive constant DD.

For ε\varepsilon small enough,

1S~(t)<exp(12γ1h2gL),\frac{1}{\tilde{S}(t^{*})}<\exp\big{(}\frac{-1}{2}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}\big{)},

then

S~(t)>exp(12γ1h2gL).\tilde{S}(t^{*})>\exp\big{(}\frac{1}{2}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}\big{)}.

Hence

S(t)>exp(12γ1h2gL)exp(0t12(γ1h2g)𝑑s)exp(12γ1h2gL(1t)),S(t^{*})>\exp\big{(}\frac{1}{2}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}\big{)}\exp\big{(}\int_{0}^{t^{*}}\frac{-1}{2}\big{(}\gamma_{1}-\frac{h^{2}}{g}\big{)}\,ds\big{)}\geq\exp\big{(}\frac{1}{2}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}(1-t^{*})\big{)},

which gives S(t)>1.S(t^{*})>1. This is a contradiction with the definition of t.t^{*}.

This proves that S(ξ(t),t)>1S(\xi(t),t)>1 as long as t[0,min{1,2ln2γ1h2gL}].t\in\big{[}0,\min\{1,\frac{2\ln 2}{\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}}\}\big{]}.

Now using same calculations, we obtain

1S~(t)min{c(θ)ln216CUγ1h2gL,c(θ)32CU}c(θ)16CUt+Dε.\frac{1}{\tilde{S}(t)}\leq\min\left\{\frac{c^{\prime}(\theta^{*})\ln 2}{16C_{U}\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}},\frac{c^{\prime}(\theta^{*})}{32C_{U}}\right\}-\frac{c^{\prime}(\theta^{*})}{16C_{U}}t+D\sqrt{\varepsilon}.

As a consequence, S~(t)\tilde{S}(t) blows up before

t=min{ln2γ1h2gL,12}+16CUDc(θ)ε.t=\min\left\{\frac{\ln 2}{\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}},\frac{1}{2}\right\}+\frac{16C_{U}D}{c^{\prime}(\theta^{*})}\sqrt{\varepsilon}.

Now choose ε\varepsilon small enough, we know the solution will blowup before

T=min{2ln2γ1h2gL,1}.T=\min\left\{\frac{2\ln 2}{\|\gamma_{1}-\frac{h^{2}}{g}\|_{L^{\infty}}},1\right\}.

More precisely, there exists a time t0<Tt_{0}<T such that

S(t,ξ(t))S(t,\xi(t))\to\infty

as tt0.{t\to t_{0}^{-}}. This shows that θt\theta_{t}\to\infty or θx\theta_{x}\to-\infty as tt0.{t\to t_{0}^{-}}.

On the other hand, because of the smallness of RR initially, i.e. R(x,0)R(x,0) is of order O(ε),O(\varepsilon), and (4.10), we know that R(x,t)R(x,t) remains uniformly bounded before the blowup of S(x,t).S(x,t). This shows that both

θt, and θx\theta_{t}\to\infty,\hbox{ and \ }\theta_{x}\to-\infty

simultaneously as tt0{t\to t_{0}^{-}}, at the blowup point.

This completes the proof of Theorem 1.

Acknowledgments

The authors are partially supported by NSF grant DMS-2008504. This paper is motivated by a discussion with Weishi Liu. The authors thank Weishi Liu for the helpful comments.

Conflict of interest statement

On behalf of all authors, the corresponding author states that there is no conflict of interest.

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