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The evolution fractional p-Laplacian equation in N\mathbb{R}^{N}. Fundamental solution
and asymptotic behaviour

J. L. Vázquez111Univ. Autónoma de Madrid, Spain.
Abstract

We consider the natural time-dependent fractional pp-Laplacian equation posed in the whole Euclidean space, with parameters p>2p>2 and s(0,1)s\in(0,1) (fractional exponent). We show that the Cauchy Problem for data in the Lebesgue LqL^{q} spaces is well posed, and show that the solutions form a family of non-expansive semigroups with regularity and other interesting properties. As main results, we construct the self-similar fundamental solution for every mass value M,M, and prove that general finite-mass solutions converge towards that fundamental solution having the same mass, and convergence holds in all LqL^{q} spaces. A number of additional properties and estimates complete the picture.

1 Introduction. The problem

The nonlocal energy functional

(1.1) 𝒥p,s(u)=1pNN|u(x)u(y)|p|xy|N+sp𝑑x𝑑y.{\mathcal{J}}_{p,s}(u)=\frac{1}{p}\int_{\mathbb{R}^{N}}\int_{\mathbb{R}^{N}}\frac{|u(x)-u(y)|^{p}}{|x-y|^{N+sp}}\,dxdy\,.

is a power-like functional with nonlocal kernel of the ss-Laplacian type that has attracted a great deal of attention in recent years. It is just the pp-power of the Gagliardo seminorm, used in the definition of the Ws,pW^{s,p} spaces (fractional Sobolev, Slobodeckii or Gagliardo spaces) with seminorm and norm given by

[u]s,pp=p𝒥p,s(u),us,pp=|u|p𝑑x+p𝒥p,s(u),\quad[u]_{s,p}^{p}=p{\mathcal{J}}_{p,s}(u),\qquad\|u\|_{s,p}^{p}=\int|u|^{p}\,dx+p{\mathcal{J}}_{p,s}(u),

cf. [1, 28]. We consider the functional for exponents 0<s<10<s<1 and 1<p<1<p<\infty in dimensions N1N\geq 1. Its subdifferential s,p{\mathcal{L}}_{s,p} is the nonlinear operator defined a.e. by the formula

(1.2) s,p(u):=P.V.NΦ(u(x,t)u(y,t))|xy|N+sp𝑑y,\displaystyle\qquad{\mathcal{L}}_{s,p}(u):=P.V.\int_{\mathbb{R}^{N}}\frac{\Phi(u(x,t)-u(y,t))}{|x-y|^{N+sp}}\,dy\,,

where we write Φ(z)=|z|p2z.\Phi(z)=|z|^{p-2}z. It is a usually called the ss-fractional pp-Laplacian operator. It is then well-known from general theory that s,p{\mathcal{L}}_{s,p} is a maximal monotone operator in L2(N)L^{2}(\mathbb{R}^{N}) with dense domain.

In this paper we study the corresponding gradient flow, i.e., the evolution equation

(1.3) tu+s,pu=0\partial_{t}u+{\mathcal{L}}_{s,p}u=0

posed in the Euclidean space xNx\in\mathbb{R}^{N}, N1N\geq 1, for t>0t>0. We will often refer to it as the EFPL equation (evolution fractional pp-Laplacian equation). We supplement the equation with an initial datum

(1.4) limt0u(x,t)=u0(x),\lim_{t\to 0}u(x,t)=u_{0}(x),

where in principle u0L2(N)u_{0}\in L^{2}(\mathbb{R}^{N}). However, the theory shows that Equation (1.3) generates a continuous nonlinear semigroup in any Lq(N)L^{q}(\mathbb{R}^{N}) space, 1q<1\leq q<\infty, in fact it is a nonexpansive semigroup for every s,ps,p and qq as specified.

We will concentrate in this paper on data u0L1(N)u_{0}\in L^{1}(\mathbb{R}^{N}), which leads to the class of finite-mass solutions and produces a specially rich theory. We will take all fractional exponents 0<s<10<s<1, but restrict pp to the superlinear range p>2p>2 for convenience of the study to be developed here. The case 1<p<21<p<2 is worth its own study. We will be specially interested in taking a Dirac delta as initial datum. In that case the solution is called a fundamental solution, and also a source-type solution (mainly in the Russian literature). Actually, there is one-parameter family of such solutions with parameter the mass MM of the initial point distribution. These fundamental solutions turn out to be asymptotic attractors for all integrable solutions in the precise sense to be stated in a moment.

The nonlinear fractional operator we are dealing with in this paper was mentioned in the paper [35] by Ishii and Nakamura, see also [22] by Chambolle, Lindgren and Monneau. There are a number of works that cover the evolution equation (1.3) in the case where the space domain is a bounded subdomain ΩN\Omega\subset\mathbb{R}^{N}, see [44, 58, 32] and references. References to the equation posed in the whole space are more recent, like [18], [50]. Let us point out that inserting a constant factor in the definition of operator s,p{\mathcal{L}}_{s,p} does not change the properties of the solutions of Problem (1.3)-(1.4) but it will be important in Section 11.

1.1 Motivation and related equations

Before presenting our results, let us briefly comment on motivations and closely related equations. Nonlinear equations like (1.3) are motivated by the current interest in studying the combination of nonlinear and nonlocal terms in the formulation of the basic models of nonlinear diffusion in view of a large number of applications. These arise in fields like anomalous transport and diffusion, stochastic processes, finance, elasticity, conservation laws, porous medium flow, quasigeostrophic flows, image processing, population dynamics, flame propagation, chemical reactions of liquids, and so on. It also has a theoretical interest for PDEs, Nonlinear Functional Analysis and Potential Theory. Some of these nonlinear nonlocal diffusion models are presented in the survey paper [58], where the nonlinearities are mainly of porous medium type, see also [55, 57].

The simplest equation in the fractional family is found in the limit case where p=2p=2

(1.5) ut+(Δ)su=0,u_{t}+(-\Delta)^{s}u=0\,,

i. e., the heat equation associated to the fractional Laplacian (Δ)s(-\Delta)^{s}, a nonlocal generalization of the Laplace operator that has been studied in classical monographs like [40, 49]. The ss-Laplacian is a linear operator that coincides with s,2{\mathcal{L}}_{s,2} up to a constant. Equation (1.5) inherits many of the well-known properties of the classical heat equation (case s=1s=1) except for rates of space propagation, reflected in the fact the solutions with compactly supported data develop, for all positive times, spatial profiles with tails at infinity that decay like a power of distance, u(x,t)c(t)|x|(N+2s)u(x,t)\sim c(t)|x|^{-(N+2s)}. The equation has been amply discussed in the literature, see recent results in [5, 15, 33] on the existence and regularity theory, and [60] for the asymptotic behaviour.

On the other hand, it is proved that in the limit s1s\to 1 with p2p\neq 2, and after inserting a normalizing constant, we get the well-known evolution pp-Laplacian equation

tu=Δp(u):=(|u|p2u),\partial_{t}u=\Delta_{p}(u):=\nabla\cdot(|\nabla u|^{p-2}\nabla u),

that has also been widely investigated since the early 1970’s because of a number of applications (cf. for instance [53], Section 11) and for its remarkable mathematical properties. The semigroup method proved to be an effective method to treat the equation, see early works by Bénilan and Véron [6, 62]. Regularity theory is contained in the monograph by DiBenedetto [26]. The recent literature on this topic is very large and has many novel features.

1.2 Outline of the paper and main results

We focus on Problem (1.3)-(1.4), posed in N.\mathbb{R}^{N}. It is not difficult to prove that this Cauchy problem is well-posed in all Lq(N)L^{q}(\mathbb{R}^{N}) spaces, 1q<1\leq q<\infty. This parallels what is known in the case of bounded domains. In view of such works, we first review the main facts of the theory in Section 2. In particular, we define the class of continuous strong solutions that correspond to L2L^{2} and L1L^{1} initial data and derive its main properties in detail.

We want to stress the differences brought about but the consideration of the whole space. In this respect, a most interesting question is that of finding the fundamental solution, i.e., the solution such that

(1.6) limt0Nu(x,t)φ(x)𝑑x=Mφ(0),\lim_{t\to 0}\int_{\mathbb{R}^{N}}u(x,t)\varphi(x)\,dx=M\varphi(0),

for every smooth and compactly supported test function φ0\varphi\geq 0, and some M>0M>0.

Theorem 1.1.

For every given mass M>0M>0 there exists a unique self-similar solution of Problem (1.3)-(1.4) with initial data Mδ(x)M\delta(x). It has the form

(1.7) U(x,t;M)=MspβtαF(M(p2)βxtβ),U(x,t;M)=M^{sp\beta}t^{-\alpha}F(M^{-(p-2)\beta}x\,t^{-\beta})\,,

with self-similarity exponents

(1.8) α=βN,β=1N(p2)+sp.\alpha=\beta N,\quad\beta=\frac{1}{N(p-2)+sp}\,.

The profile F(r)F(r) is a continuous, positive, radially symmetric (r=|x|tβr=|x|\,t^{-\beta}), and decreasing function such that F(r)r(N+sp)F(r)\approx r^{-(N+sp)} as rr\to\infty.

As usual, the sign \approx means equivalence up to a constant factor, i. e., 0<c1F(r)rN+spc20<c_{1}\leq F(r)r^{N+sp}\leq c_{2}. Here, c1c_{1} and c2c_{2} depend only on N,sN,s and pp. We see that all fundamental solutions with M>0M>0 are obtained from the one with unit mass, M=1M=1, by a simple rescaling. Fundamental solutions with M<0M<0 are obtained by just reversing the sign of the solution. For M=0M=0 the fundamental solution becomes the null function. The theorem is proved in Section 6. Important preliminaries take up Section 3, where a delicate upper barrier is constructed; Section 4 about mass conservation; and Section 5 about dissipation. The tail behaviour is settled in Section 7, see in particular Corollary 7.3. A numerical computation of the profile FF for different values of ss and pp is exhibited in Figures 1 and 2.

The fundamental solution is the key to the study of the long-time behaviour of our problem with general initial data, since it represents, in Barenblatt’s words, the intermediate asymptotics, cf. [4]. This is the asymptotic result we obtain.

Theorem 1.2.

Let uu be a solution of Problem (1.3)-(1.4) with initial data u0L1(N)u_{0}\in L^{1}(\mathbb{R}^{N}) of integral MM, and let UMU_{M} be the fundamental solution with that mass. Then,

(1.9) limtu(t)UM(t)1=0.\lim_{t\to\infty}\|u(t)-U_{M}(t)\|_{1}=0\,.

We also have the LL^{\infty}-estimate

(1.10) limttαu(t)UM(t)=0.\lim_{t\to\infty}t^{\alpha}\|u(t)-U_{M}(t)\|_{\infty}=0\,.

The theorem is proved in Section 8. There is no restriction on the sign of the solution. By interpolation, we can are easily obtain rates in all LqL^{q} spaces, 1<q<1<q<\infty, see for instance examples in [59]. Of course, for M=0M=0 we just say that u(t)1\|u(t)\|_{1} goes to zero.

It is interesting to interpret Theorem 1.2 in terms of the rescaled variables defined in Subsection 2.10, see formula (2.18). Then we may rephrase the result as saying that v(y,τ)v(y,\tau) converges to the equilibrium state FM(y)F_{M}(y) of the flow equation (2.19). In other words, FMF_{M} attracts along the rescaled flow all finite-mass solutions with the same mass.

Section 9 settles the question of positivity. It contains the study of two-sided global estimates for nonnegative solutions with compactly supported and bounded data, where the fundamental solution plays a key role, see Theorem 9.1. They are known as global Harnack inequalities, though they depend on the information on the initial data.

The last sections contain additional information. Thus, the existence of the source-type solution in a bounded domain is shown in Section 10. It is not relevant for the long-time behaviour in the setting of bounded domains, hence it loses interest. Section 11 examines the limit cases s1s\to 1, s0s\to 0, and p2p\to 2. A final section contains comments on the importance of fundamental solutions in the related literature, followed by other comments and open problems.

Notations. We sometimes write a function u(x,t)u(x,t) as u(t)u(t) or uu when one some of the variables can be safely understood. We use the notation u+=max{u,0}u_{+}=\max\{u,0\}. The letters α\alpha and β\beta will be fixed at the values given in the self-similar formula (1.8). We also use the symbol uq\|u\|_{q} as shortened notation for the norm of uu in the LqL^{q} space over the corresponding domain when no confusion is to be feared. We denote the duality product in Lq×LqL^{q}\times L^{q^{\prime}}, with qq and qq^{\prime} dual exponents, by ,\langle\cdot,\cdot\rangle. For a function u(x)0u(x)\geq 0 we call mass or total mass the integral Nu(x)𝑑x\int_{\mathbb{R}^{N}}u(x)\,dx, either finite or infinite. For signed functions that integral does not coincide with the L1L^{1} norm, so the use of the term is only justified by analogy and usually refers to the L1L^{1} norm. Finally, the sign \approx means equivalence up to a constant positive factor, while \sim means equivalence with limit 1.

2 Basic theory

We establish well-posedness of Problem (1.3)-(1.4) in different functional spaces, starting by the consideration of the equation as a gradient flow in L2(N)L^{2}(\mathbb{R}^{N}). We obtain unique strong solutions that are CδC^{\delta}-Hölder continuous and space and time for seme δ>0\delta>0, and decay as expected by dimensional considerations. We give a detailed account of the main qualitative and quantitative properties, some of them correspond to known work done in bounded domains, but some are particular to the whole-space setting. Some of the results of the section are new in the literature.

2.1 Existence and uniqueness

We can solve the evolution problem for equation (1.3) with initial data u0L2(N)u_{0}\in L^{2}(\mathbb{R}^{N}) by using the fact that the equation is the gradient flow of a maximal monotone operator associated to the convex functional (1.1), see for instance [44, 45, 58]. Much of the general theory is common to all cases 1<p<1<p<\infty, but since a number of important details differ for p<2p<2 from what is said below, we concentrate on p>2p>2. The domain of the operator is

(2.1) D2(s,p)={ϕL2(N):𝒥s,p(u)<,s,puL2(N)}.D_{2}({\mathcal{L}}_{s,p})=\{\phi\in L^{2}(\mathbb{R}^{N}):\ {\mathcal{J}}_{s,p}(u)<\infty,\ {\mathcal{L}}_{s,p}u\in L^{2}(\mathbb{R}^{N})\}.

Well known theory implies that for every initial u0L2(N)u_{0}\in L^{2}(\mathbb{R}^{N}) there is a unique strong solution uC([0,):L2(N))u\in C([0,\infty):L^{2}(\mathbb{R}^{N})), that we may call the semigroup solution. Strong solution means that utu_{t} and s,puL2(N){\mathcal{L}}_{s,p}u\in L^{2}(\mathbb{R}^{N}) for every t>0t>0, and the equation is satisfied a.e in xx for every t>0t>0. The semigroup is denoted as St(u0)=u(t)S_{t}(u_{0})=u(t), where u(t)u(t) is the solution emanating from u0u_{0} at time 0. Typical a priori estimates for gradient flows follow, cf. [19, 37]. The next results are part of the standard theory:

(2.2) 12ddtu(t)22=s,pu(t),u(t)=p𝒥(u(t)),\frac{1}{2}\frac{d}{dt}\|u(t)\|_{2}^{2}=-\langle{\mathcal{L}}_{s,p}u(t),u(t)\rangle=-p\,{\mathcal{J}}(u(t)),

where 𝒥=𝒥p,s{\mathcal{J}}={\mathcal{J}}_{p,s} as in the introduction, and also

(2.3) ddt𝒥(u(t))=s,pu(t),ut(t)=ut(t)22,\frac{d}{dt}{\mathcal{J}}(u(t))=\langle{\mathcal{L}}_{s,p}u(t),u_{t}(t)\rangle=-\|u_{t}(t)\|^{2}_{2},

where integrals and norms are taken in N\mathbb{R}^{N}. It follows that both u(t)2\|u(t)\|_{2} and J(u(t))J(u(t)) are decreasing in time, and we get the easy estimate

𝒥(u(t)u022/(2pt){\mathcal{J}}(u(t)\leq\|u_{0}\|_{2}^{2}/(2pt)

for every t>0t>0. See other properties below.

\bullet Moreover, for given p>1p>1 (the index of the operator) and every 1q1\leq q\leq\infty, the LqL^{q} norm of the solution is non-increasing in time. We can extend the set of solutions to form a continuous semigroup of contractions in Lq(N)L^{q}(\mathbb{R}^{N}) for every 1q<1\leq q<\infty: for every u0Lq(N)u_{0}\in L^{q}(\mathbb{R}^{N}) there is a unique strong solution such that uC([0,):Lq(N))u\in C([0,\infty):L^{q}(\mathbb{R}^{N})). The class of solutions can be called the LqL^{q} semigroup for equation (1.3) posed in N\mathbb{R}^{N}. These qq-semigroups coincide on their common domain. The Maximum Principle applies, and more precisely TT-contractivity holds in the sense that for two solutions u1,u2u_{1},u_{2} and any q1q\geq 1 we have

(2.4) (u1(t)u2(t))+q(u1(0)u2(0))+q.\|(u_{1}(t)-u_{2}(t))_{+}\|_{q}\leq\|(u_{1}(0)-u_{2}(0))_{+}\|_{q}.

This implies that we have an ordered semigroup for every qq and pp. An operator with these properties in all LqL^{q} spaces is called completely accretive, cf. [8]. We can also obtain the solutions by Implicit Time Discretization, cf. the classical references [23, 30]. The word mild solutions is used in that context, but mild and strong solutions coincide by uniqueness. The operator is also accretive in LL^{\infty}, and this allows to generate a semigroup of contractions in C0(N)C_{0}(\mathbb{R}^{N}) the set of continuous functions that go to zero at infinity.

\bullet This part of the theory can be done for solutions with two signs, but we will often reduce ourselves in the sequel to nonnegative data and solutions. Splitting the data into positive and negative parts most of the estimates apply to signed solutions. To be precise, for a signed initial function u0u_{0} we may consider its positive part, u0,+u_{0,+} and its negative part u0,=u0+u0,+=max{u0,0}u_{0,-}=-u_{0}+u_{0,+}=-\max\{-u_{0},0\}. Then, both u0,+u_{0,+} and u0,u_{0,-} are nonnegative and u0,u0u0,+-u_{0,-}\leq u_{0}\leq u_{0,+}. It follows from the comparison property of the LqL^{q} semigroups that

St(u0,)St(u0)St(u0,+).-S_{t}(u_{0,-})\leq S_{t}(u_{0})\leq S_{t}(u_{0,+}).

Therefore, we may reduce many of the estimates to the case of nonnegative solutions.

\bullet An alternative construction approach is to prove that the solutions in N\mathbb{R}^{N} are obtained as limits of the solutions of the Dirichlet problem posed in expanding balls ΩR=BR(0)\Omega_{R}=B_{R}(0), as constructed in [44, 58]. For nonnegative solutions with a common initial datum this limit is monotone in RR. The proof that the two ways of construction give the same solutions is easy in the nonnegative case and will be omitted. In this way the LqL^{q} semigroups are obtained as limit as the ones on bounded domains and the many properties, like LqL^{q} boundedness, contractivity or comparison are inherited.

2.2 Scaling transformations

In our study we will use the fact that the equation admits a one-parameter scaling group that conserves the mass of the solutions. Thus, if uu is a weak or strong solution of the equation, then we obtain a family of solutions of the same type, uk=𝒯kuu_{k}={\mathcal{T}}_{k}u, given by

(2.5) 𝒯ku(x,t)=kNu(kx,kN(p2)+spt){\mathcal{T}}_{k}u(x,t)=k^{N}u(kx,k^{N(p-2)+sp}t)

for every k>0k>0. This scaling transformation can be combined with a second one that keeps invariant the space variable

(2.6) 𝒯^Mu(x,t)=Mu(x,Mp2t){\widehat{\mathcal{T}}}_{M}u(x,t)=Mu(x,M^{p-2}t)

for every M>0M>0. This one can be used to reduce the calculations to solutions with unit mass, M=1M=1. Together, these transformations form the two-parameter scaling group under which the equation is invariant.

Let us point out that the set of solutions of the equation is invariant under a number of isometric transformations, like: change of sign: u(x,t)u(x,t) into u(x,t)-u(x,t), rotations and translations in the space variable, and translations in time. They will also be used below.

2.3 A priori bounds

\bullet Our operator is homogeneous of degree d=p1>1d=p-1>1 in the sense that s,p(λu)=λp1s,pu{\mathcal{L}}_{s,p}(\lambda\,u)=\lambda^{p-1}{\mathcal{L}}_{s,p}u. Using the general results by Bénilan-Crandall [7] for suitable homogeneous operators in Banach spaces, we can prove the a priori bound

(2.7) (p2)tut>u,(p-2)tu_{t}>-u,

which holds for all nonnegative solutions, in principle in the sense of distributions. This a priori bound is quite universal, independent of the particular nonnegative solution. It is based on the scaling properties and comparison. Therefore, we have almost monotonicity in time if u0u\geq 0. In particular, if a strong solution is positive at a certain point x0x_{0} at t=t0t=t_{0}, then for all later times u(x0,t)>0u(x_{0},t)>0. This is called conservation of positivity (we recall that it holds for nonnegative solutions).

Combined with the decay of the space integral in time, we conclude another interesting result for nonnegative solutions:

(2.8) ut(,t)L1(N)Cpu(,t)L1(N)t1.\|u_{t}(\cdot,t)\|_{L^{1}(\mathbb{R}^{N})}\leq C_{p}\|u(\cdot,t)\|_{L^{1}(\mathbb{R}^{N})}\,t^{-1}.

\bullet On the other hand, paper [7] also implies the estimate for all p>2p>2 and q>1q>1 we have

(2.9) utq2(p2)tu0q\|u_{t}\|_{q}\leq\frac{2}{(p-2)t}\|u_{0}\|_{q}

for every 1<q1<q\leq\infty. For q=1q=1 it is formulated as different quotients. Formula (2.9) is valid for all signed solutions.

2.4 Energy estimates

\bullet As we have seen before, for solutions with data in L2(N)L^{2}(\mathbb{R}^{N}) and for all times 0t1<t20\leq t_{1}<t_{2} we have the identity

(2.10) Nu2(x,t1)𝑑xNu2(x,t2)𝑑x=2t1t2NN|u(x,t)u(y,t)|p𝑑μ(x,y)𝑑t,\int_{\mathbb{R}^{N}}u^{2}(x,t_{1})dx-\int_{\mathbb{R}^{N}}u^{2}(x,t_{2})\,dx=2\int_{t_{1}}^{t_{2}}\int_{{\mathbb{R}^{N}}}\int_{{\mathbb{R}^{N}}}|u(x,t)-u(y,t)|^{p}\,d\mu(x,y)dt\,,

where dμ(x,y)=|xy|(N+sp)dxdy{d\mu(x,y)}=|x-y|^{-(N+sp)}dxdy. In the sequel we omit the domain of integration of most space integrals when it is N\mathbb{R}^{N}, and the time interval when it can easily understood from the context.

We point out that this estimate shows that solutions with L2(N)Lp(N)L^{2}(\mathbb{R}^{N})\cap L^{p}(\mathbb{R}^{N}) data belong automatically to the space Lp(0,:Ws,p(N))L^{p}(0,\infty:W^{s,p}(\mathbb{R}^{N})).

\bullet Arguing in the same way, for solutions with data in Lq(N)L^{q}(\mathbb{R}^{N}) with q>1q>1 and 0t1<t20\leq t_{1}<t_{2} we have for nonnegative solutions

(2.11) uq(x,t1)𝑑xuq(x,t2)𝑑x=q|u(x,t)u(y,t)|p2(u(x)u(y)),(uq1(x,t)uq1(y,t))𝑑μ(x,y)𝑑t,\begin{array}[]{c}\displaystyle\int u^{q}(x,t_{1})dx-\int u^{q}(x,t_{2})\,dx=\\[6.0pt] \displaystyle q\iiint|u(x,t)-u(y,t)|^{p-2}\langle(u(x)-u(y)),(u^{q-1}(x,t)-u^{q-1}(y,t))\rangle\,d\mu(x,y)dt\,,\end{array}

with integration in the same sets as before. We use the inequality

(2.12) (ab)p1(aq1bq1)C(p,q)|a(p+q2)/pb(p+q2)/p|p(a-b)^{p-1}(a^{q-1}-b^{q-1})\geq C(p,q)\,|\,a^{(p+q-2)/p}-b^{(p+q-2)/p}\,|^{p}

which is valid for all a>b>0a>b>0 and p,q>1p,q>1. This inequality is also true when ba>0b\geq a>0 by symmetry, and when aa and bb have different signs in an elementary way. We get the new inequality

(2.13) C(p,q)|u(x,t)(p+q2)/pu(y,t)(p+q2)/p|p𝑑μ(x,y)𝑑tuq(x,t1)𝑑xuq(x,t2)𝑑x,\begin{array}[]{c}\displaystyle C(p,q)\int\iint|u(x,t)^{(p+q-2)/p}-u(y,t)^{(p+q-2)/p}|^{p}\,d\mu(x,y)dt\\[6.0pt] \displaystyle\leq\int u^{q}(x,t_{1})dx-\int u^{q}(x,t_{2})\,dx,\end{array}

which applies the solutions of the LqL^{q} semigroup, q>1q>1. This gives a precise estimate of the dissipation of the LqL^{q} norm along the flow.

Case of signed solutions. The above results hold on the condition that we use the notation ap1a^{p-1} to mean |a|p2a|a|^{p-2}a and so on (this is a usual convention). The equality to prove is

(2.14) |u|q(x,t1)𝑑x|u|q(x,t2)𝑑x=q|u(x)u(y)|p2(u(x)u(y)),(uq1(x,t)uq1(y,t))𝑑μ(x,y)𝑑t,\begin{array}[]{c}\displaystyle\int|u|^{q}(x,t_{1})\,dx-\int|u|^{q}(x,t_{2})\,dx=\\[6.0pt] \displaystyle q\iiint\langle|u(x)-u(y)|^{p-2}(u(x)-u(y)),(u^{q-1}(x,t)-u^{q-1}(y,t))\rangle\,d\mu(x,y)dt\,,\end{array}

and the dissipation estimate is also true in this case.

Note that these estimates can be obtained as limit of the ones already obtained for the problem posed in a bounded domain.

2.5 Difference estimates

It is well known that the semigroup is contractive in all LqL^{q} norms, 1q1\leq q\leq\infty. At some moments we would like to know how the norms of the difference of two solutions decrease in time. Such decrease is called dissipation. We present here the easiest case, decrease in L2L^{2} norm.

L2L^{2} dissipation. For solutions with data in L2(N)L^{2}(\mathbb{R}^{N}) and times 0t1<t20\leq t_{1}<t_{2} we have the identity for the difference of two solutions u=u1u2u=u_{1}-u_{2}:

(2.15) Nu2(x,t1)𝑑xNu2(x,t2)𝑑x=2t1t2NN(|u1(x,t)u1(y,t)|p2(u1(x,t)u1(y,t))|u2(x,t)u2(y,t)|p2(u2(x,t)u2(y,t)))(u1(x,t)u2(x,t)u1(y,t)+u2(y,t))dμ(x,y)dt,\begin{array}[]{c}\displaystyle\int_{\mathbb{R}^{N}}u^{2}(x,t_{1})\,dx-\int_{\mathbb{R}^{N}}u^{2}(x,t_{2})\,dx\\ =\displaystyle 2\int_{t_{1}}^{t_{2}}\int_{{\mathbb{R}^{N}}}\int_{{\mathbb{R}^{N}}}\displaystyle\left(|u_{1}(x,t)-u_{1}(y,t)|^{p-2}(u_{1}(x,t)-u_{1}(y,t))\right.\\[10.0pt] \displaystyle\left.-|u_{2}(x,t)-u_{2}(y,t)|^{p-2}(u_{2}(x,t)-u_{2}(y,t))\right)\\[8.0pt] \displaystyle(u_{1}(x,t)-u_{2}(x,t)-u_{1}(y,t)+u_{2}(y,t))\,d\mu(x,y)dt\,,\end{array}

where dμ(x,y)=|xy|(N+sp)dxdy{d\mu(x,y)}=|x-y|^{-(N+sp)}dxdy as before. Putting a=u1(x,t)u1(y,t)a=u_{1}(x,t)-u_{1}(y,t) and b=u2(x,t)u2(y,t)b=u_{2}(x,t)-u_{2}(y,t) and using the numerical inequality as before we bound below the last integral by

C(p)|(u1(x,t)u1(y,t))p/2(u2(x,t)u2(y,t))p/2|2𝑑μ(x,y)𝑑t.C(p)\iiint|(u_{1}(x,t)-u_{1}(y,t))^{p/2}-(u_{2}(x,t)-u_{2}(y,t))^{p/2}|^{2}\,d\mu(x,y)dt\\ .

This is an estimate of the L2L^{2}-dissipation of the difference u=uiu2u=u_{i}-u_{2}.

Later on, we will need the expression of the L1L^{1} dissipation in the study of the asymptotic behaviour, but we will postpone it until conservation of mass is proved.

2.6 Boundedness for positive times. Continuity

\bullet An important result valid for many nonlinear diffusion problems with homogeneous operators is the so-called L1L^{1}-LL^{\infty} smoothing effect. In the present case we have

Theorem 2.1.

For every solution with initial data u0L1(N)u_{0}\in L^{1}(\mathbb{R}^{N}) we have

(2.16) |u(x,t)|C(N,p,s)u01γtα,|u(x,t)|\leq C(N,p,s)\|u_{0}\|_{1}^{\gamma}\,t^{-\alpha}\,,

with exponents α=Nβ\alpha=N\beta, γ=spβ\gamma=sp\beta and β=1/(N(p2)+sp\beta=1/(N(p-2)+sp.

The exponents are given by the scaling rules (dimensional analysis). The result has been recently proved by Bonforte and Salort [13, Theorem 5.3] where an explicit value for the constant C(N,p,s)C(N,p,s) is given. It can also be derived as a consequence of the results of Strömqvist [50]. Note that this formula has to be invariant under the scaling transformations of Subsection 2.2. For reference to the similar result in a number of similar nonlinear diffusion theories, including linear and fractional heat equation, porous medium and its fractional versions, pp-Laplacian, and so on, cf. for instance [59].

\bullet Once we know that solutions are bounded, we can prove further regularity. We can rely on Theorem 1.2 of [18] by Brasco-Lindgren-Strömqvist that we state in short form as follows:

Theorem 2.2.

Let ΩN\Omega\subset\mathbb{R}^{N} be a bounded and open set, let I=(t0,t1]I=(t_{0},t_{1}], p2p\geq 2 and 0<s<10<s<1. Suppose that uu is a local weak solution of (1.3) in the cylinder Q=Ω×IQ=\Omega\times I such that is it bounded in the sense that uLloc(I;L(N))u\in L^{\infty}_{loc}(I;L^{\infty}(\mathbb{R}^{N})). Then, there exist positive constants Θ(s,p)\Theta(s,p) and Γ(s,p)\Gamma(s,p) such that

uCx,locδ(Q)Ct,locγ(Q)u\in C^{\delta}_{x,loc}(Q)\cap C^{\gamma}_{t,loc}(Q)

for every 0<δ<Θ0<\delta<\Theta and 0<γ<Γ0<\gamma<\Gamma. Moreover, the Hölder bounds in both space and time are uniform in any cylinder Q=BR(x0)×IQ^{\prime}=B_{R}(x_{0})\times I^{\prime} strictly included in QQ, and they depend only on N,s,pN,s,p, the distance of QQ^{\prime} to the parabolic boundary of QQ and on the norm of uu in L(N×I)L^{\infty}(\mathbb{R}^{N}\times I^{\prime}).

Explicit values for Θ\Theta and Γ\Gamma are given in [18]. We can check that the conditions of this theorem apply to our setting whenever t0>0t_{0}>0, hence we have

Corollary 2.3.

The solutions of our evolution problem (1.3)-(1.4) are uniformly Hölder continuous in space with exponent δ<Θ\delta<\Theta and in time with exponent γ<Γ\gamma<\Gamma, always for tt0>0t\geq t_{0}>0.

For completeness we recall a number of previous papers on the elliptic equation s,pu(t)=f{\mathcal{L}}_{s,p}u(t)=f that proved different results on continuity of solutions of the elliptic version under assumptions on ff. Let us quote Kuusi-Mingione-Sire [39] who first proved continuity for sp<Nsp<N, Lindgren [42] who proved Hölder continuity for continuous ff, Iannizzotto et al. [34] who proved Hölder regularity for bounded ff with u=0u=0 outside of Ω\Omega and finally Brasco-Lindgren-Schikorra [17] who proved Hölder regularity for fLlocqf\in L^{q}_{loc} with q>N/spq>N/sp, q1q\geq 1. This last result was the basis of an alternative but more complicated former proof we had for our corollary.

2.7 Positivity of nonnegative solutions

Nonnegative strong solutions of equation (1.3) enjoy the property of strict positivity at least in the almost everywhere sense. Indeed, at every point (x0,t0)(x_{0},t_{0}) where a solution reaches the minimum value u=0u=0 and (s,pu)(x0,t0)({\mathcal{L}}_{s,p}u)(x_{0},t_{0}) exists, then it must be strictly negative according to the formula for the operator. On the other hand, if utu_{t} exists it must to zero. From this contradiction we conclude that a.e. u(x,t)u(x,t) must be positive. By the already proved conservation of positivity, for any t>t0t>t_{0} we have u(x,t0)>0u(x,t_{0})>0 for a. e. xNx\in\mathbb{R}^{N}.

Since we already know that the nonnegative solution is continuous, then uu is positive everywhere unless if it is zero everywhere. Quantitative positivity will be discussed in Section 7.

2.8 Comparison via symmetries. Almost radiality

The Aleksandrov symmetry principle [2] has found wide application in elliptic and parabolic linear and nonlinear problems. An explanation of its use for the Porous Medium Equation is given in [54], pages 209–211. In the parabolic case it says that whenever an initial datum can be compared with its reflection with respect to a space hyperplane, say Π\Pi, so that they are ordered, and the equation is invariant under symmetries, then the same space comparison applies to the solution at any positive time t>0t>0.

The result has been applied to elliptic and parabolic equations of Porous Medium Type involving the fractional Laplacian in [56], section 15. The argument of that reference can be applied in the present setting. We leave the verification to the reader-

The standard consequence we want to derive is the following

Proposition 2.1.

Solutions of our Cauchy Problem having compactly supported data in a ball BR(0)B_{R}(0) are radially decreasing in space for all |x|2R|x|\geq 2R. Moreover, whenever |x|>2R|x|>2R and |x|<|x|2R|x^{\prime}|<|x|-2R, then we have u(x,t)u(x,t)u(x,t)\leq u(x^{\prime},t) for all t>0t>0.

2.9 On the fundamental solutions

The existence and properties of the fundamental solution of Problem (1.3)-(1.4) are a main concern of this paper. We expect it to be unique, positive and self-similar for any given mass M>0M>0. Self-similar solutions have the form

U(x,t;M)=tαF(xtβ;M)U(x,t;M)=t^{-\alpha}F(x\,t^{-\beta};M)

(more precisely, this is called direct self-similarity). Substituting this formula into equation (1.3), we see that time is eliminated as a factor in the resulting formula on the condition that: α+1=(p1)α+βsp\alpha+1=(p-1)\alpha+\beta sp. We also want integrable solutions that will enjoy the mass conservation property, which implies α=Nβ\alpha=N\beta. Imposing both conditions, we get

α=NN(p2)+sp,β=αN=1N(p2)+sp,\alpha=\frac{N}{N(p-2)+sp},\quad\beta=\frac{\alpha}{N}=\frac{1}{N(p-2)+sp}\,,

as announced in the Introduction. Note that for p>2p>2 we have α>N/2s\alpha>N/2s and β>1/2s\beta>1/2s. The profile function F(y;M)F(y;M) must satisfy the nonlinear stationary fractional equation

(2.17) s,pF=β(yF).{\mathcal{L}}_{s,p}F=\beta\,\nabla\cdot(yF)\,.

Cf. a similar computation for the Porous Medium Equation in [54], page 63. Using rescaling 𝒯^M{\widehat{\mathcal{T}}}_{M}, we can reduce the calculation of the profile to mass 1 by the formula

F(y;M)=MspβF(M(p2)βy;1).F(y;M)=M^{sp\beta}F(M^{-(p-2)\beta}y;1).

In view of past experience with p=2p=2, we will look for FF to be radially symmetric, monotone nonincreasing in r=|y|r=|y|, and positive everywhere with a certain behaviour as |y||y|\to\infty.

We have proved that all solutions with L1L^{1} data at one time will be uniformly bounded and continuous later on. Thus, FF must be bounded and continuous. Moreover, bounded solutions have a bounded utu_{t} for all later times. In the case of the fundamental solution, this means that r1N(rNF(r))r^{1-N}(r^{N}F(r))^{\prime} is bounded, hence rFrF^{\prime} is bounded, and FF is regular for all r>0r>0.

The self-similar fundamental solution must take a Dirac mass as initial data, at least in the sense of initial trace, i. e., u(x,t)Mδ(x)u(x,t)\to M\delta(x) as t0t\to 0 in a weak sense. It will be invariant under the scaling group 𝒯k{{\mathcal{T}}}_{k} of Subsection 2.2. All of this will be proved in the sequel. The detailed statement is contained in Theorems 6.1 and 6.3 and whole proofs follow there.

2.10 Self-similar variables

In several instances in the sequel it will be quite convenient to pass to self-similar variables, by zooming the original solution according to the self-similar exponents (2.9). More precisely, the change is done by the formulas

(2.18) u(x,t)=(t+a)Nβv(y,τ)y=x(t+a)β,τ=log(t+a),u(x,t)=(t+a)^{-N\beta}v(y,\tau)\quad y=x\,(t+a)^{-\beta},\quad\tau=\log(t+a)\\ ,

with β=(N(p2)+sp)1\beta=(N(p-2)+sp)^{-1}, and any a>0a>0. It implies that v(y,τ)v(y,\tau) is a solution of the corresponding PDE:

(2.19) τv+s,pvβ(yv)=0.\partial_{\tau}v+{\mathcal{L}}_{s,p}v-\beta\nabla\cdot(y\,v)=0\,.

This transformation is usually called continuous-in-time rescaling to mark the difference with the transformation with fixed parameter (2.5).

Note that the rescaled equation does not change with the time-shift aa but the initial value in the new time does, τ0=log(a)\tau_{0}=\log(a), If a=0a=0 then τ0=\tau_{0}=-\infty and the vv equation is defined for τ\tau\in\mathbb{R}. The mass of the vv solution at new time ττ0\tau\geq\tau_{0} equals that of the uu at the corresponding time t0t\geq 0.

Sometimes τ\tau is defined as τ=log((t+a)/a)\tau=\log((t+a)/a) without change in the equation. It is just a displacement in the new time, but it is important to take it into account in detailed computations.

Denomination: for convenience we will sometimes refer below to the solutions of the rescaled equation (2.19) as vv-solutions, while the original ones are called uu-solutions. We hope this is a minor licence.

3 Barrier construction and tail behaviour

Here we will construct an upper barrier u^(x,t)\widehat{u}(x,t) for the solutions of the Cauchy problem with suitable initial data. The barrier will be needed later in the construction of the fundamental solution as limit of approximations with the same mass as the initial Dirac delta. We will only need to consider nonnegative data and solutions. Besides, it will be enough to do it for bounded radial functions with compact support as initial data, and then use some comparison argument to eliminate the restrictions of radial symmetry and compact support. The barrier will be radially symmetric, decreasing in |x||x| and will have behaviour u^(x,t)=O(|x|Nsp)\widehat{u}(x,t)=O(|x|^{-N-sp}) for very large |x||x|. Note that such behaviour is integrable at infinity.

Rescaling. We will work with the rescaled solution and the equation (2.19) introduced in Subsection 2.10. Translating previous a priori bounds for the original equation into the present rescaled version, we see that all the rescaled solutions are bounded v(r,t)A((t+a)/t)Nβv(r,t)\leq A((t+a)/t)^{N\beta}. As a consequence of finite mass, radially symmetry and monotonicity in the radial variable, we also get a bound of the form

v(|y|,τ)B|y|N,v(|y|,\tau)\leq B\,|y|^{-N}\,,

and the decay at infinity is uniform in time, BB does not depend on time. AA and BB depend on the mass of the solution.

Therefore, we only need to refine the latter estimate for large rr so that we get an integrable barrier in an outer region rR10r\geq R_{1}\gg 0. We use the notation r=|y|>0r=|y|>0 in this section where we work with self-similar variables.

Construction. The upper barrier we consider in self-similar variables will be stationary in time, v^(y)=G(r)\widehat{v}(y)=G(r), r=|y|r=|y|. The barrier will have the form of an inverse power in the far field region. We need to compare v(r,t)v(r,t) with Gr)Gr) in an outer domain, and make a correction of the solution in the near field so that the needed comparison works.

To be precise, the barrier will be defined by different expressions in three regions: We select two radii 1<R<R11<R<R_{1}. We take R1>RR_{1}>R, in fact much larger than RR. For r>R1r>R_{1}  we take the form

(3.1) G(y)=C1r(N+γ),r=|y|.G(y)=C_{1}r^{-(N+\gamma)},\quad r=|y|\,.

We need a γ>0\gamma>0, we will later make the choice γ=sp\gamma=sp that will turn out to be sharp. For rRr\leq R it is smooth and proportional to AA. But constant equal to AA is fine. Finally, in the intermediate region R<r<R1R<r<R_{1} we put

(3.2) G(r)C2rN.G(r)\sim C_{2}r^{-N}.

We have to glue these regions: A=C2RNA=C_{2}R^{-N}, C2R1N=C1R1NspC_{2}R_{1}^{-N}=C_{1}R_{1}^{-N-sp}. We can do it in a smooth way, but it is not necessary the details are not important.

Supersolution in the outer region. The main difficulty lies in the comparison in the domain that is the exterior of a big ball, and for a long interval of time,  Q={r>2R1}×(0,T)Q=\{r>2R_{1}\}\times(0,T). We want to prove that given a solution vv with small initial data, then  vv^v\leq\widehat{v} by in QQ by using the equation in rescaled form plus the interior and initial conditions. The most difficult part is to prove the supersolution condition for the equation in QQ.

Lemma 3.1.

If  v^(y)=G(r){\widehat{v}}(y)=G(r) is defined as above, and the positive constants A,A, R,R, R1,R_{1}, C1C_{1}, C2C_{2}, C3C_{3} are suitably chosen, see below, then for all r2R1r\geq 2R_{1} we have

(3.3) s,pv^βr1N(rNv^)r0.{\mathcal{L}}_{s,p}{\widehat{v}}-\beta\,r^{1-N}(r^{N}{\widehat{v}})_{r}\geq 0\,.

Proof. The computation of the right-hand side is immediate:

(3.4) βr1N(rNv^)r=βγC1rNγ>0,-\beta\,r^{1-N}(r^{N}{\widehat{v}})_{r}=\beta\gamma C_{1}r^{-N-\gamma}>0\,,

which has a good sign. This quantity must control all possible negative terms.

On the other hand, s,pv^{\mathcal{L}}_{s,p}\widehat{v} may be negative. We have a series of partial estimates of the contribution of different regions that are to be compared against the previous bound.

(i) The first term to comes from the influence of the inner core {r<R}\{r<R\} where we have v^A{\widehat{v}}\approx A. We get for the contribution from this region to the integral s,pv^{\mathcal{L}}_{s,p}\widehat{v} the quantity

I1:=s,pv^]1Ap1RNrNspI_{1}:=\left.{\mathcal{L}}_{s,p}\widehat{v}\,\right]_{1}\sim-A^{p-1}R^{N}r^{-N-sp}

For the moment we need Ap1RNrNspC1rNγA^{p-1}R^{N}r^{-N-sp}\leq C_{1}r^{-N-\gamma}, that holds if γsp\gamma\geq sp and Ap1RNC1A^{p-1}R^{N}\leq C_{1}. We fix γ=sp\gamma=sp in the sequel. We need Ap1RNε1C1A^{p-1}R^{N}\leq\varepsilon_{1}\,C_{1}.

(ii) We still need to calculate the contribution of the remaining regions. Let us fix the point r=r0>2R1r=r_{0}>2R_{1}. The contribution of the region {r>r0}\{r>r_{0}\} need not be counted if we do not like to since the integrand is positive, see the formula. In the ball D2=B0=Br0(r0)D_{2}=B_{0}=B_{r_{0}}(r_{0}) that is not strictly contained in the annulus, we have

I2:=s,pv^(r0)]2=B0Φp(v^(x))Φp(v^(x+z))|z|N+spdzI_{2}:=\left.-{\mathcal{L}}_{s,p}\widehat{v}(r_{0})\,\right]_{2}=\int_{B_{0}}\frac{\Phi_{p}(\widehat{v}(x))-\Phi_{p}(\widehat{v}(x+z))}{|z|^{N+sp}}\,dz

where z=yy0z=y-y_{0}, |y0|=r0|y_{0}|=r_{0}. Since v^\widehat{v} is a C2C^{2} function without critical points in B0B_{0} the integral converges by the results of [38], Section 3. This takes into account the cancellations of differences at points located symmetrically w.r.to y0y_{0}. A way of doing this here is to use the equivalent symmetrized form

I2=12B02Φp(v^(x))Φp(v^(x+z)Φp(v^(xz))|z|N+sp𝑑zI_{2}=\frac{1}{2}\int_{B_{0}}\frac{2\Phi_{p}(\widehat{v}(x))-\Phi_{p}(\widehat{v}(x+z)-\Phi_{p}(\widehat{v}(x-z))}{|z|^{N+sp}}\,dz

that we can write as

I2=C1p12B02f(x))f(x+z)f(xz))|z|N+sp𝑑zI_{2}=\frac{C_{1}^{p-1}}{2}\int_{B_{0}}\frac{2f(x))-f(x+z)-f(x-z))}{|z|^{N+sp}}\,dz

with f(x):=|x|(p1)(N+sp)f(x):=|x|^{-(p-1)(N+sp)}. We have

f(r)=cr(N+sp)(p1)1,v^′′(r)=c′′r(N+sp)(p1)2f^{\prime}(r)=c^{\prime}\,r^{-(N+sp)(p-1)-1},\quad\widehat{v}^{\prime\prime}(r)=c^{\prime\prime}\,r^{-(N+sp)(p-1)-2}

and we have the following estimate in B0B_{0}:

|2f(x))f(x+z)f(xz))|c|D2f(x)||z|2,|2f(x))-f(x+z)-f(x-z))|\leq c|D^{2}f(x^{\prime})||z|^{2},

where xx^{\prime} is an intermediate point. We thus get with ρ=|z|=|yy0|\rho=|z|=|y-y_{0}|

|I2|cC1p10r0/2r0(N+sp)(p1)2ρ1sp𝑑ρ|I_{2}|\sim cC_{1}^{p-1}\int_{0}^{r_{0}/2}r_{0}^{-(N+sp)(p-1)-2}\rho^{1-sp}\,d\rho

Since sp<2sp<2 we finally arrive at the estimate

|I2|cC1p1r0γ,γ=(N+sp)(p1)+sp.|I_{2}|\leq c\,C_{1}^{p-1}\,r_{0}^{-\gamma^{\prime}},\quad\gamma^{\prime}=(N+sp)(p-1)+sp.

Now,

γ(N+sp)=(N+sp)(p2)+sp>0\gamma^{\prime}-(N+sp)=(N+sp)(p-2)+sp>0

Therefore, the calculation enters our scheme if C1p2ε2r0γNspC_{1}^{p-2}\leq\varepsilon_{2}r_{0}^{\gamma^{\prime}-N-sp}.

(iii) We have to calculate the contribution of the rest of the annulus {R<r<r0}\{R<r<r_{0}\}. In the region D3={R1<r<r0}Br0(r0)D_{3}=\{R_{1}<r<r_{0}\}\setminus B_{r_{0}}(r_{0}), we get the contribution:

I3:=s,pv^(r0)]3R1r0/2cC1p1r(N+sp)(p1)r0(N+sp)rN1drcC1p1R1γ1r0(N+sp),I_{3}:=\left.-{\mathcal{L}}_{s,p}\widehat{v}(r_{0})\,\right]_{3}\leq\int_{R_{1}}^{r_{0}/2}cC_{1}^{p-1}r^{-(N+sp)(p-1)}r_{0}^{-(N+sp)}r^{N-1}dr\sim c\,C_{1}^{p-1}\,R_{1}^{-\gamma_{1}}r_{0}^{-(N+sp)},

with

γ1=(N+sp)(p1)N=N(p2)+ps(p1)>0.\gamma_{1}=(N+sp)(p-1)-N=N(p-2)+ps(p-1)>0.

We need C1p2ε3R1γ1C_{1}^{p-2}\leq\varepsilon_{3}R_{1}^{\gamma_{1}}.

(iv) Finally, for D4={R<r<R1}D_{4}=\{R<r<R_{1}\}

I4:=s,pv^(r0)|4RR1cC2p1rN(p1)r0(N+sp)rN1𝑑rcC2p1RN(p2)r0(N+sp),I_{4}:=\left.-{\mathcal{L}}_{s,p}\widehat{v}(r_{0})\right|_{4}\leq\int_{R}^{R_{1}}cC_{2}^{p-1}r^{-N(p-1)}r_{0}^{-(N+sp)}r^{N-1}dr\sim c\,C_{2}^{p-1}\,R^{-N(p-2)}r_{0}^{-(N+sp)},

so that we need C2p1ε3C1RN(p2).C_{2}^{p-1}\leq\varepsilon_{3}C_{1}R^{N(p-2).}

\bullet List of inequalities

Ap1RNε1C1,C2p1ε4C1RN(p2),C1p2ε2RNR1γNsp,C1p2ε3R1γ1,A^{p-1}R^{N}\leq\varepsilon_{1}\,C_{1},\quad C_{2}^{p-1}\leq\varepsilon_{4}C_{1}R^{N(p-2),}\quad C_{1}^{p-2}\leq\varepsilon_{2}R^{N}R_{1}^{\gamma^{\prime}-N-sp},\quad C_{1}^{p-2}\leq\varepsilon_{3}R_{1}^{\gamma_{1}},

together with A=C2RNA=C_{2}R^{-N}, C2R1sp=C1C_{2}R_{1}^{sp}=C_{1}. Using the equalities, the former list becomes the series of conditions

(3.5) Ap2ε1R1sp,C2p2ε4RN(p2)R1spC2p2ε2RNR1γN+sp(p3),C2p2ε3R1γ1+sp(p2),\begin{split}&A^{p-2}\leq\varepsilon_{1}R_{1}^{sp},\quad C_{2}^{p-2}\leq\varepsilon_{4}R^{N(p-2)}\,R_{1}^{sp}\\ &C_{2}^{p-2}\leq\varepsilon_{2}R^{N}R_{1}^{\gamma^{\prime}-N+sp(p-3)},\quad C_{2}^{p-2}\leq\varepsilon_{3}R_{1}^{\gamma_{1}+sp(p-2)},\end{split}

After choosing AA and C2C_{2} we fix RR with A=C2RNA=C_{2}R^{-N}. Then we need a large R1R_{1} to satisfy the rest of the inequalities. The construction is done and becomes a supersolution of the equation in that region. By usual comparison for fractional equations, it will be on top in this region of any solution with conveniently small initial data with compact support. But that question will be discussed next at the global level.        

Theorem 3.2 (Global barrier).

Let us define a function G(|y|)G(|y|) by the previous recipe, with constants as large as prescribed. Let v00v_{0}\geq 0, is integrable with mass 1, v0(y)v_{0}(y) is radially symmetric and decreasing w.r.to the radius. Then, if we assume that v0Gv_{0}\leq G in N\mathbb{R}^{N}, it follows that v(τ)Gv(\tau)\leq G for all times.

Proof. We point out that assuming u0(x)𝑑x=M=1\int u_{0}(x)\,dx=M=1 is no restriction because of the mass changing transformation. We may also assume that u0u_{0} is more regular to justify the comparison calculations, by density this is no problem. We define the barrier with a different formula in every region as prescribed above. We have to check that v(y,τ)v(y,\tau) may not touch GG from below in any of them

(i) In the intermediate region 𝒟2={y:R|y|2R1}\mathcal{D}_{2}=\{y:R\leq|y|\leq 2R_{1}\} we have G(y)=min{C2|y|N,C1|y|Nsp}G(y)=\min\{C_{2}|y|^{-N},C_{1}|y|^{-N-sp}\}. By the assumption of monotonicity in |y||y| and the mass assumption we get v(y,τ)c(N)M|y|Nv(y,\tau)\leq c(N)M\,|y|^{-N}, so that we have v<Gv<G everywhere in Q2=𝒟×(0,)Q_{2}=\mathcal{D}\times(0,\infty) if we take C2C_{2} large enough so that C2>c(N)C_{2}>c(N).

(ii) In the inner region 𝒟1={y:|y|R}\mathcal{D}_{1}=\{y:|y|\leq R\} we put G(y)=AG(y)=A with AA large enough. Let us see that the supersolution condition holds everywhere for the equation :

s,pG(y)βr1N(rNG)r0.{\mathcal{L}}_{s,p}G(y)-\beta\,r^{1-N}(r^{N}G)_{r}\geq 0.

Let us make it happen: On one hand, βr1N(rNG)r=βNG=αA\beta\,r^{1-N}(r^{N}G)_{r}=\beta NG=\alpha A. On the other hand, GG attains it maximum, so it is positive. Moreover,

s,pG(y)(G(y)G(y))p1|yy|N+sp𝑑y|y|>R1|(AG(R1))p1|yy|N+sp𝑑yc(N,c,p)Ap1.{\mathcal{L}}_{s,p}G(y)\geq\int\frac{(G(y)-G(y^{\prime}))^{p-1}}{|y-y^{\prime}|^{N+sp}}\,dy^{\prime}\geq\int_{|y|>R_{1}|}\frac{(A-G(R_{1}))^{p-1}}{|y-y^{\prime}|^{N+sp}}\,dy\geq c(N,c,p)A^{p-1}.

We conclude that s,pG(y)βr1N(rNG)r0{\mathcal{L}}_{s,p}G(y)-\beta\,r^{1-N}(r^{N}G)_{r}\geq 0 if Ap2A^{p-2} is large enough depending only on N,s,pN,s,p.

(iii) In the outer region 𝒟3={y:|y|2R1}\mathcal{D}_{3}=\{y:|y|\geq 2R_{1}\} we consider the value G(y)=C1|y|(N+2s)G(y)=C_{1}|y|^{-(N+2s)}. We need to prove that GG is a supersolution of the equation everywhere in the region for all time. This is the difficult part that we have separated as Lemma 3.1.

(iv) The proof of comparison is done in the usual way, we assume that u0L2(N)u_{0}\in L^{2}(\mathbb{R}^{N}) and u0Gu_{0}\leq G and compute

ddt(vG)+2dx=N[βr1N(rN(vG)r(s,pv(y)s,pG(y))](vG)+dx\frac{d}{dt}\int(v-G)_{+}^{2}\,\,{\rm d}x=\int_{\mathbb{R}^{N}}\left[\beta\,r^{1-N}(r^{N}(v-G)_{r}-({\mathcal{L}}_{s,p}v(y)-{\mathcal{L}}_{s,p}G(y))\right]\,(v-G)_{+}\,dx

Since (vG)+=0(v-G)_{+}=0 in 𝒟2\mathcal{D}_{2} for all times, we can reduce the domain of integration to 𝒟1𝒟3\mathcal{D}_{1}\cup\mathcal{D}_{3} where the first factor of the integrand is negative. Therefore, we conclude that

ddt(vG)+2dx0,\frac{d}{dt}\int(v-G)_{+}^{2}\,\,{\rm d}x\leq 0,

hence, vGv\leq G for all times if it holds at zero. Comparison can also be done by the viscosity method that is quite intuitive.        

The global barrier can be used to find a rate of decay in space of the solutions which is uniform for bounded mass and some initial decay at infinity. The main result is the following

Corollary 3.3.

Let uu be a solution with nonnegative, bounded and compactly supported data u0u_{0}. Then, for every xNx\in\mathbb{R}^{N}, t>0t>0 we have

(3.6) u(x,t)U(x,t):=(t+1)αG(|x|(t+1)β),u(x,t)\leq U(x,t):=(t+1)^{-\alpha}G(|x|\,(t+1)^{-\beta})\,,

where GG is a positive and bounded function such that  G(r)Cr(N+sp)G(r)\leq Cr^{-(N+sp)}. CC depends only on s,p,Ns,p,N and the bounds on the data.

Remark. We have taken a=1a=1 for convenience since then τ0=0\tau_{0}=0, x=yx=y and v(y,0)=u0(x)v(y,0)=u_{0}(x). The same formula holds with (t+a)(t+a) instead of (t+1)(t+1) but then CC changes.

4 Mass conservation

We now proceed with the mass analysis. The main result is the conservation of the total mass for the Cauchy problem posed in the whole space with nonnegative data.

Theorem 4.1.

Let u(x,t)u(x,t) be the semigroup solution of Problem (1.3), (1.4), with u0L1(N)u_{0}\in L^{1}(\mathbb{R}^{N}), u00u_{0}\geq 0. Then for every t>0t>0 we have

(4.1) Nu(x,t)𝑑x=Nu0(x)𝑑x.\int_{\mathbb{R}^{N}}u(x,t)\,dx=\int_{\mathbb{R}^{N}}u_{0}(x)\,dx.

Before we proceed with the proof we make two reductions: i) We may always assume that u0L1(N)L(N)u_{0}\in L^{1}(\mathbb{R}^{N})\cap L^{\infty}(\mathbb{R}^{N}) and compactly supported. If mass conservation is proved under these assumptions then it follows for all data u0L1(N)u_{0}\in L^{1}(\mathbb{R}^{N}) by the contraction semigroup.

We recall that the L1L^{1} mass is not conserved in the case of the Cauchy-Dirichlet problem posed in a bounded domain since mass flows out at the boundary. Indeed, the mass decays in time according to a power rule. On the other hand, mass conservation holds for the most typical linear and nonlinear diffusion problems posed in N\mathbb{R}^{N}, like the Heat Equation, the Porous Medium Equation or the evolution pp-Laplacian equation. It also holds for Neumann Problems with zero boundary data posed on bounded domains.

The proof of the theorem is divided into several cases in order to graduate the difficulties.

4.1 First case: N<spN<sp.

Here the mass calculation is quite straightforward. We do a direct calculation for the tested mass. Taking a smooth and compactly supported test function φ(x)0\varphi(x)\geq 0, we have for t2>t1>0t_{2}>t_{1}>0

(4.2) {|u(t1)φ𝑑xu(t2)φdx||Φ(u(y,t)u(x,t))(φ(y)φ(x)|xy|N+sp|𝑑y𝑑x𝑑t(|u(y,t)u(x,t)|p𝑑μ(x,y)𝑑t)p1p(|φ(y)φ(x)|p𝑑μ(x,y)𝑑t)1p,\left\{\begin{array}[]{l}\displaystyle\left|\int u(t_{1})\varphi\,dx-u(t_{2})\varphi\,dx\right|\leq\iiint\left|\frac{\Phi(u(y,t)-u(x,t))(\varphi(y)-\varphi(x)}{|x-y|^{N+sp}}\right|\,dydxdt\\[10.0pt] \leq\displaystyle\left(\iiint|u(y,t)-u(x,t)|^{p}\,d\mu(x,y)dt\right)^{\frac{p-1}{p}}\left(\iiint|\varphi(y)-\varphi(x)|^{p}\,d\mu(x,y)dt\right)^{\frac{1}{p}}\,,\end{array}\right.

with space integrals over N\mathbb{R}^{N}. Use now the sequence of test functions φn(x)=φ(x/n)\varphi_{n}(x)=\varphi(x/n) where φ(x)\varphi(x) is a cutoff function which equals 1 for |x|2|x|\leq 2 and zero for |x|3|x|\geq 3. Then,

|φn(y)φn(x)|p𝑑μ(x,y)=nNsp|φ(y)φ(x)|p𝑑μ(x,y)\int\int|\varphi_{n}(y)-\varphi_{n}(x)|^{p}\,d\mu(x,y)=n^{N-sp}\int\int|\varphi(y)-\varphi(x)|^{p}\,d\mu(x,y)

and this tends to zero as nn\to\infty. Using (2.10) we conclude that the triple integral involving uu is also bounded in terms of u(,t1)22\|u(\cdot,t_{1})\|_{2}^{2}, which is bounded independently of t1t_{1}. Therefore, taking the limit as nn\to\infty so that φn(x)1\varphi_{n}(x)\to 1 everywhere, we get

u(x,t1)𝑑x=u(x,t2)𝑑x,\int u(x,t_{1})\,dx=\int u(x,t_{2})\,dx,

hence the mass is conserved for all positive times for data in L2L1L^{2}\cap L^{1}. The statement of the theorem needs to let t10t_{1}\to 0, but this can be done thanks to the continuity of solution of the L1L^{1} semigroup as a curve in L1(N)L^{1}(\mathbb{R}^{N}).

The limit case N=spN=sp also works by revising the integrals, but we get no rate.

4.2 Case NspN\geq sp.

In order to obtain the mass conservation in this case we need to use a uniform estimate of the decrease of the solutions in space so that they help in estimating the convergence of the integral. This will be done by using the barrier estimate that we have proved.

\bullet We go back to the first line of (4.2). The proof relies on some calculations with the multiple integral in that line. We also have to consider different regions. We first deal with exterior region An={(x,y):|x|,|y|n}A_{n}=\{(x,y):|x|,|y|\geq n\}, where recalling (4.2) we have

I(An):=t1t2An|Φ(u(y,t)u(x,t))||φn(y)φn(x)||xy|N+sp𝑑y𝑑x𝑑t(|u(y,t)u(x,t)|p𝑑μ(x,y)𝑑t)p1p(|φn(y)φn(x)|p𝑑μ(x,y)𝑑t)1p\begin{array}[]{c}\displaystyle I(A_{n}):=\int_{t_{1}}^{t_{2}}\iint_{A_{n}}\frac{|\Phi(u(y,t)-u(x,t))|\,|\varphi_{n}(y)-\varphi_{n}(x)|}{|x-y|^{N+sp}}\,dydx\,dt\\[10.0pt] \leq\displaystyle\left(\iiint|u(y,t)-u(x,t)|^{p}\,d\mu(x,y)\,dt\right)^{\frac{p-1}{p}}\left(\iiint|\varphi_{n}(y)-\varphi_{n}(x)|^{p}\,d\mu(x,y)dt\right)^{\frac{1}{p}}\end{array}

which we write as I=I1.I2I=I_{1}.I_{2}. In the rest of the calculation we omit the reference to the limits that is hopefully understood.

We already know that I2Cpn(Nsp)/p(t2t1)I_{2}\leq C_{p}\,n^{(N-sp)/p}(t_{2}-t_{1}). On the other hand, we want to compare I1I_{1} with the dissipation DεD_{\varepsilon} of the LrL^{r} norm, for r=1+εr=1+\varepsilon. We recall that

Dε=|(u(y,t)u(x,t)|p1|uε(y,t)uε(x,t)|dμdtC(ε,p)|u|1+ε(x,t1),dxC(ε,p,u0).\displaystyle D_{\varepsilon}=\iiint|(u(y,t)-u(x,t)|^{p-1}\,|u^{\varepsilon}(y,t)-u^{\varepsilon}(x,t)|\,d\mu dt\leq C(\varepsilon,p)\int|u|^{1+\varepsilon}(x,t_{1}),dx\leq C(\varepsilon,p,u_{0}).

Next, we use the elementary equivalence: for all ε(0,1)\varepsilon\in(0,1) and all a,b>0a,b>0 we have

|aεbε|C(ε)(ab)(a+b)ε1.|a^{\varepsilon}-b^{\varepsilon}|\geq C(\varepsilon)(a-b)(a+b)^{\varepsilon-1}\,.

It follows that

DεCε|(u(y,t)u(x,t)|p(|u|ε(y,t)+|u|ε(x,t))ε1dμdt.\displaystyle D_{\varepsilon}\geq C_{\varepsilon}\iiint|(u(y,t)-u(x,t)|^{p}\,(|u|^{\varepsilon}(y,t)+|u|^{\varepsilon}(x,t))^{\varepsilon-1}\,d\mu dt\,.

After comparing the formulas, we conclude that

I1p/(p1)CDε2u1ε,I_{1}^{p/(p-1)}\leq C\,D_{\varepsilon}\|2u\|_{\infty}^{1-\varepsilon}\,,

In view of the value of uu in the region AnA_{n}, unN+spu\approx n^{N+sp}, we have I(An)CnσI(A_{n})\leq Cn^{-\sigma} with

σ=1p((N+sp)(p1)(1ε)(Nsp)).\sigma=\frac{1}{p}\left((N+sp)(p-1)(1-\varepsilon)-(N-sp)\right).

Since pσ=N(p2)+sp2ε(N+sp)(p1)>0p\sigma=N(p-2)+sp^{2}-\varepsilon(N+sp)(p-1)>0 for ε\varepsilon small, this gives the vanishing in the limit nn\to\infty of this term that contributes to the conservation of mass. Note that the argument holds for all p2p\geq 2 and 0<s<10<s<1.

\bullet We still have to make the analysis in the other regions. In the inner region Bn={(x,y):|x|,|y|2n}B_{n}=\{(x,y):|x|,|y|\leq 2n\} we get φn(x)φn(y)=0\varphi_{n}(x)-\varphi_{n}(y)=0, hence the contribution to the integral (4.2) is zero. It remains to consider the cross regions Cn={(x,y):|x|2n,|y|n}C_{n}=\{(x,y):|x|\geq 2n,|y|\leq n\} and Dn={(x,y):|x|n,|y|2n}D_{n}=\{(x,y):|x|\leq n,|y|\geq 2n\}. Both are similar so we will look only at CnC_{n}. The idea is that we have an extra estimate: |xy|>n|x-y|>n so that

I(Cn)n(N+sp)t1t2Cn|Φ(u(y,t)u(x,t)||φn(y)φn(x)|dydxdtCn(N+sp)(t1t2)𝑑y|u(x,t)|p1𝑑yCn(N+sp)(t1t2)nNu0p1p1,\begin{array}[]{c}\displaystyle I(C_{n})\leq n^{-(N+sp)}\int_{t_{1}}^{t_{2}}\iint_{C_{n}}|\Phi(u(y,t)-u(x,t)|\,|\varphi_{n}(y)-\varphi_{n}(x)|\,dydx\,dt\\[10.0pt] \displaystyle\leq Cn^{-(N+sp)}(t_{1}-t_{2})\int dy\int|u(x,t)|^{p-1}\,dy\leq Cn^{-(N+sp)}(t_{1}-t_{2})n^{N}\|u_{0}\|_{p-1}^{p-1}\,,\end{array}

which tends to zero as nn\to\infty with rate O(nsp)O(n^{-sp}). Same for I(Dn)I(D_{n}). This concludes the proof. Note that these regions overlap but that is no problem.        

Signed data. Theorem 4.1 holds also for signed data and solutions. However, the denomination mass for the integral over N\mathbb{R}^{N} is physically justified only when u0u\geq 0. For signed solutions the theorem talks about conservation of the whole space integral. The above proof has be reviewed. Subsection 4.1 needs no change. As for Subsection 4.2, the elementary equivalence has to be written for all a,ba,b\in\mathbb{R}

|aεbε|C(ε)|ab|(|a|+|b|)ε1.|a^{\varepsilon}-b^{\varepsilon}|\geq C(\varepsilon)|a-b|(|a|+|b|)^{\varepsilon-1}\,.

4.3 A quantitative positivity lemma

As a consequence of mass conservation and the existence of the upper barrier we obtain a positivity lemma for certain solutions of the equation.

Lemma 4.2.

Let vv be the solution of equation (2.19) with initial data v0v_{0} such that: v0v_{0} is a bounded, nonnegative function with support in the ball of radius RR, it is radial and radially decreasing, and v0(y)𝑑y=M>0\int v_{0}(y)\,dy=M>0. Then there is a continuous nonnegative function ζ(y)\zeta(y), positive in a ball of radius r>0r>0, such that for every τ>0\tau>0

(4.3) v(y,τ)ζ(y) for all yN,τ>0.v(y,\tau)\geq\zeta(y)\quad\mbox{ for all }\ y\in\mathbb{R}^{N},\ \tau>0.

In particular, we may take ζ(y)c1>0\zeta(y)\geq c_{1}>0 in Br0(0)B_{r_{0}}(0) for suitable r0r_{0} and c1>0c_{1}>0, to be computed below.

Proof. We know that for every τ>0\tau>0 the solution v(,t)v(\cdot,t) will be nonnegative, radial, radially nonincreasing. By Section 3 there is an upper barrier G(y)G(y) on top of v(y,τ)v(y,\tau) for every τ\tau. Since GG is integrable, for every ε>0\varepsilon>0 small there is R(ε)>0R(\varepsilon)>0 such that

{|y|>R(ε)}v(y,τ)dy{|y|>R(ε)}G(ydyε\int_{\{|y|>R(\varepsilon)\}}v(y,\tau)\,\,{\rm d}y\leq\int_{\{|y|>R(\varepsilon)\}}G(y\,\,{\rm d}y\leq\varepsilon

for all τ>0\tau>0. Moreover, there is a radius r0>0r_{0}>0 such that

{|y|<r0}v(y,τ)dy{|y|<<r0}G(ydyM/3\int_{\{|y|<r_{0}\}}v(y,\tau)\,\,{\rm d}y\leq\int_{\{|y|<<r_{0}\}}G(y\,\,{\rm d}y\leq M/3

for all τ>0\tau>0. Therefore,

{r0|y|R(ε)}v(y,τ)dyMεM/3>M/2.\int_{\{r_{0}\leq|y|\leq R(\varepsilon)\}}v(y,\tau)\,\,{\rm d}y\geq M-\varepsilon-M/3>M/2.

Since vv is monotone in r=|y|r=|y| we have the result

v(r0,τ)(R(ε)Nr0N)c(n)M/2,v(r_{0},\tau)(R(\varepsilon)^{N}-r_{0}^{N})\geq c(n)M/2,

hence v(r,τ)c1v(r,\tau)\geq c_{1} for all rr0r\leq r_{0} and τ>0\tau>0, with c1=c(N,s,p,M,R)c_{1}=c(N,s,p,M,R). Note that the qualitative argument does not depend on the initial MM and RR.        

5 L1L^{1} dissipation for differences

In subsequent sections we will need the very interesting case of the dissipation of the difference u=u1u2u=u_{1}-u_{2} in the framework of the L1L^{1} semigroup. We multiply the equation by ϕ=s+(u1u2)\phi=s_{+}(u_{1}-u_{2}), where s+s_{+} denotes the sign-plus or Heaviside function, and then integrate in space and time. We get in the usual way, with u=u1u2u=u_{1}-u_{2}, u+=max{u,0}u_{+}=\max\{u,0\},

(5.1) u+(x,t1)𝑑xu+(x,t2)𝑑x=t1t2s+(u)ut𝑑x=t1t2𝑑t(s,pu1s,pu2)s+(u1u2)𝑑x=t1t2dt(|u1(x,t)u1(y,t)|p2(u1(x,t)u1(y,t))|u2(x,t)u2(y,t)|p2(u2(x,t)u2(y,t)))(s+(u(x,t))s+(u(y,t)))dμ(x,y).\begin{array}[]{c}\displaystyle\int u_{+}(x,t_{1})\,dx-\int u_{+}(x,t_{2})\,dx=\int_{t_{1}}^{t_{2}}\int s_{+}(u)u_{t}\,dx\\[6.0pt] \displaystyle=\int_{t_{1}}^{t_{2}}dt\int({\mathcal{L}}_{s,p}u_{1}-{\mathcal{L}}_{s,p}u_{2})\,s_{+}(u_{1}-u_{2})\,dx=\\[6.0pt] \displaystyle\int_{t_{1}}^{t_{2}}dt\iint\left(|u_{1}(x,t)-u_{1}(y,t)|^{p-2}(u_{1}(x,t)-u_{1}(y,t))\right.\\[10.0pt] \displaystyle\left.-|u_{2}(x,t)-u_{2}(y,t)|^{p-2}(u_{2}(x,t)-u_{2}(y,t))\right)\\[8.0pt] \left(s_{+}(u(x,t))-s_{+}(u(y,t))\right)\,d\mu(x,y)\,.\end{array}

We recall that s+(u(x,t))=1s_{+}(u(x,t))=1 only when u1(x,t)>u2(x,t)u_{1}(x,t)>u_{2}(x,t), and s+(u(y,t))=0s_{+}(u(y,t))=0 only when u1(y,t)<u2(y,t)u_{1}(y,t)<u_{2}(y,t). If we call the last factor in the above display

I=s+(u1(x,t)u2(x,t))s+(u1(y,t)+u2(y,t)),I=s_{+}(u_{1}(x,t)-u_{2}(x,t))-s_{+}(u_{1}(y,t)+u_{2}(y,t))\,,

we see that I=1I=1 if u1(x,t)>u2(x,t)u_{1}(x,t)>u_{2}(x,t) and u1(y,t)u2(y,t)u_{1}(y,t)\leq u_{2}(y,t). Therefore, on that set

u1(x,t)u1(y,t)>u2(x,t)u2(y,t).u_{1}(x,t)-u_{1}(y,t)>u_{2}(x,t)-u_{2}(y,t).

In that case we examine the other factor,

F=|u1(x,t)u1(y,t)|p2(u1(x,t)u1(y,t))|u2(x,t)u2(y,t)|p2(u2(x,t)u2(y,t)),F=|u_{1}(x,t)-u_{1}(y,t)|^{p-2}(u_{1}(x,t)-u_{1}(y,t))-|u_{2}(x,t)-u_{2}(y,t)|^{p-2}(u_{2}(x,t)-u_{2}(y,t))\,,

and conclude that it is positive. The whole right-hand integrand is positive.

In the same way, I=1I=-1 if s+(u(x,t))=0s_{+}(u(x,t))=0 and s+(u(y,t)=1s_{+}(u(y,t)=1 i.e., only when u1(x,t)u2(x,t)u_{1}(x,t)\leq u_{2}(x,t) and u1(y,t)>u2(y,t)u_{1}(y,t)>u_{2}(y,t). Then, u1(x,t)u1(y,t)<u2(x,t)u2(y,t)u_{1}(x,t)-u_{1}(y,t)<u_{2}(x,t)-u_{2}(y,t) and F<0F<0. The whole right-hand integrand is again positive. We conclude that

Proposition 5.1.

In the above situation we have the following dissipation estimate:

(5.2) (u1u2)+(x,t1)𝑑x(u1u2)+(x,t2)𝑑xD||u1(x:y,t)|p2u1(x:y,t)|u2(x:y,t)|p2u2(x:y,t)|dμdt.\begin{array}[]{c}\displaystyle\int(u_{1}-u_{2})_{+}(x,t_{1})\,dx-\int(u_{1}-u_{2})_{+}(x,t_{2})\,dx\\[8.0pt] \geq\displaystyle\iiint_{D}\left||u_{1}(x:y,t)|^{p-2}u_{1}(x:y,t)-|u_{2}(x:y,t)|^{p-2}u_{2}(x:y,t)\right|\,d\mu\,dt.\end{array}

where u1(x:y,t)=u1(x,t)u1(y,t)u_{1}(x:y,t)=u_{1}(x,t)-u_{1}(y,t), u2(x:y,t)=u2(x,t)u2(y,t)u_{2}(x:y,t)=u_{2}(x,t)-u_{2}(y,t), and D2D\subset\mathbb{R}^{2} is the domain where

{u(x,t)>0,u(y,t)0}{u(x,t)0,u(y,t)>0},\{u(x,t)>0,\ u(y,t)\leq 0\}\cup\{u(x,t)\leq 0,\ u(y,t)>0\}\\ ,

that includes the whole domain where u(x,t)u(y,t)<0u(x,t)\,u(y,t)<0. There is no dissipation on the set where u(x,t)u(y,t)>0u(x,t)\,u(y,t)>0.

6 Existence of a fundamental solution

This section deals only with nonnegative solutions unless mention to the contrary. This the first main result.

Theorem 6.1.

For any value of the mass M>0M>0 there exists a fundamental solution of Problem (1.3)-(1.4) having the following properties: (i) it is a nonnegative strong solution of the equation in all LqL^{q} spaces, q1q\geq 1, for tt0>0t\geq t_{0}>0. (ii) It is radially symmetric and decreasing in the space variable. (ii) It decays in space as predicted by the barrier, u(t)=O(|x|N+sp)u(t)=O(|x|^{-N+sp}). (iii) It decays in time O(tα)O(t^{-\alpha}) uniformly in xx.

Proof. We will use the rescaling method to construct the fundamental solution as a consequence of some asymptotic behaviour as tt\to\infty. This method has been used in typical nonlinear diffusion problems like the Porous Medium Equation, see [54], and relies on suitable a priori estimates, that are available after the previous sections. The version of the method we use here is the continuous rescaling, that can be of independent interest for the reader.

\bullet We take an initial datum ϕ(x)0\phi(x)\geq 0 that is bounded, radially symmetric and supported in the ball of radius 1 and has total mass M=1M=1. We consider the strong solution u1(r,t)u_{1}(r,t) with such initial datum and then perform the transformation

(6.1) uk(x,t):=𝒯ku(x,t)=kNu1(kx,kN(p2)+spt)u_{k}(x,t):={\mathcal{T}}_{k}u(x,t)=k^{N}u_{1}(kx,k^{N(p-2)+sp}t)

for every k>1k>1. We want to let kk\to\infty in the end. We will apply the continuous rescaling transformation and study the rescaled flow (2.18) (with a=0a=0). First, a lemma.

Lemma 6.2.

If v1v_{1} is the rescaled function form u1u_{1} and vkv_{k} from uku_{k}, then

vk(y,τ)=v1(y,τ+h),h=log(k).v_{k}(y,\tau)=v_{1}(y,\tau+h)\,,\quad h=\log(k).

This means that the transformation 𝒯k{\mathcal{T}}_{k} on the original semigroup becomes a forward time shift in the rescaled semigroup

(6.2) 𝒮hv(t)=v(t+h),h=log(k).{\mathcal{S}}_{h}v(t)=v(t+h),\quad h=\log(k).

Proof. We have

vk(y,τ)=(t+1)αuk(y(t+1)β,t)=kN(t+1)αu(ky(t+1)β,k1/βt),v_{k}(y,\tau)=(t+1)^{\alpha}u_{k}(y(t+1)^{\beta},t)=k^{N}(t+1)^{\alpha}u(ky(t+1)^{\beta},k^{1/\beta}t),
vk(y,τ)=eταuk(yeτβ,eτ)=kNeταu1(kyeβτ,k1/βeτ),)v_{k}(y,\tau)=e^{\tau\alpha}u_{k}(ye^{\tau\beta},e^{\tau})=k^{N}e^{\tau\alpha}u_{1}(kye^{\beta\tau},k^{1/\beta}e^{\tau}),)

where t=eτt=e^{\tau}, τ>\tau>-\infty. Put k=eβhk=e^{\beta h} so that keβτ=eβ(τ+h)ke^{\beta\tau}=e^{\beta(\tau+h)}. Then

vk(y,τ)=e(τ+h)αu1(yeβ(τ+h),eτ+h),v_{k}(y,\tau)=e^{(\tau+h)\alpha}u_{1}(ye^{\beta(\tau+h)},e^{\tau+h}),

But the inverse transformation gives u1(x,t)=tNβv1(y,τ)u_{1}(x,t)=t^{-N\beta}v_{1}(y^{\prime},\tau^{\prime}), y=xtβ,y^{\prime}=x\,t^{-\beta}, τ=log(t),\tau^{\prime}=\log(t)\,, so that

vk(y,τ)=e(τ+h)αu1(yeβ(τ+h),e(τ+h))=e(τ+hτ)αv1(yeβ(τ+hτ),τ(eht))v_{k}(y,\tau)=e^{(\tau+h)\alpha}u_{1}(ye^{\beta(\tau+h)},e^{(\tau+h)})=e^{(\tau+h-\tau^{\prime})\alpha}v_{1}(y^{\prime}e^{\beta(\tau+h-\tau^{\prime})},\tau^{\prime}(e^{h}t))

Putting τ=τ+h\tau^{\prime}=\tau+h, we get vk(y,τ)=v1(y,τ+h).v_{k}(y,\tau)=v_{1}(y,\tau+h)\,.         

\bullet We may pass to the limit in the original family {uk(x,t)}k\{u_{k}(x,t)\}_{k} or in the rescaled family {vh(y,τ)}h\{v_{h}(y,\tau)\}_{h}. The latter is more convenient since it is just the orbit v1(τ)v_{1}(\tau) and its forward translations. We will work in finite time intervals 0<t1tt20<t_{1}\leq t\leq t_{2}, that means <τ1ττ2-\infty<\tau_{1}\leq\tau\leq\tau_{2}. From the boundedness estimates we know that both families are bounded and more precisely, the vv-sequence has a uniform bound that does not depend on hh. The family is also uniformly bounded in L1(N)L^{1}(\mathbb{R}^{N}). We also have uniform estimates on vtv_{t} in Lt(Lx2)L^{\infty}_{t}(L^{2}_{x}) and vv in Lt(Wxs,p)L^{\infty}_{t}(W^{s,p}_{x}) (Hint: transform the ones for uku_{k}). Using the Aubin-Lions compactness results as presented in Simon’s [46], the orbit forms a relatively compact subset of L1(N)L2(N)L^{1}(\mathbb{R}^{N})\cap L^{2}(\mathbb{R}^{N}). Therefore, we can pass to the limit hh\to\infty and get a limit VV with strong convergence in N×[t1,t2]\mathbb{R}^{N}\times[t_{1},t_{2}].

The limit V(y,τ)V(y,\tau) is a nonnegative solution of the rescaled equation (2.19) for ττi\tau\geq\tau_{i} with some initial value at τ1\tau_{1}. It satisfies the same bounds as before so it is strong solution in all LqL^{q} spaces for τ>t1=C\tau>t_{1}=-C. The function is radially decreasing and symmetric in space for all times. The mass is conserved thanks to the uniform tail decay.

\bullet Going back to the original variables by inverting transformation (2.18), we get

U(x,t)=tαV(xtβ,logt).U(x,t)=t^{-\alpha}V(x\,t^{-\beta},\log t)\\ .

This a strong solution of the original equation (1.3) that has all the aforementioned properties. Let check the initial trace. Using the barrier for u=u1u=u_{1} and its decay (LABEL:decay) there is a C>0C>0 such that

u1(x,t)C|x|(N+sp)(t+1)spβ.u_{1}(x,t)\leq C|x|^{-(N+sp)}(t+1)^{-sp\beta}\,.

for all and t>0t>0 and xC(t+1)βx\geq C(t+1)^{\beta}. It follows that

uk(x,t)CkN|kx|(N+sp)(k1/βt+1)spβ=C|x|(N+sp)(t+k1/β)spβ.u_{k}(x,t)\leq Ck^{N}|kx|^{-(N+sp)}(k^{1/\beta}t+1)^{sp\beta}=C|x|^{-(N+sp)}(t+k^{-1/\beta})^{sp\beta}\,.

for all xC(t+k1/β)βx\geq C(t+k^{-1/\beta})^{\beta}. In the limit this means that U(x,t)C|x|(N+sp)tspβU(x,t)\leq C|x|^{-(N+sp)}\,t^{sp\beta}, thus UU has a Dirac delta as initial data. The self-similar solution is constructed.        

Remarks. 1) It is easy to see that set of self-similar solutions {UM}\{U_{M}\} is invariant under the mass preserving scaling 𝒯k{\mathcal{T}}_{k}. In other terms, the corresponding set of v-solutions {VM}\{V_{M}\} is invariant under the time translations 𝒮h{\mathcal{S}}_{h}. This has an important consequence; if we prove uniqueness of the general fundamental solution as constructed in this section, then it would imply self-similarity because it would imply that such VV is stationary in time, hence UU is self-similar. We will not pursue that path in this paper.

2) Whenever the given total mass is negative, M<0M<0, the fundamental solution is obtained by just putting UM(x,t)=UM(x,t)U_{M}(x,t)=-U_{-M}(x,t).

3) Any fundamental solution must be radial and decreasing. Use approximation of δ\delta by u(,t)u(\cdot,t), with tt very small and cut to small support and bounded data and use Proposition 2.1.

6.1 The fundamental self-similar solution

Since we did not address the question of uniqueness in the previous section, we study next the issue of existence of such a self-similar solution. It will be obtained by a method that in a first step proves existence of periodic vv solutions.

Theorem 6.3.

There is a fundamental solution of Problem (1.3)-(1.4) with the properties of Theorem 6.1 that is also self-similar. Moreover, the self-similar fundamental solution is unique. The profile FF is a nonnegative and radial C1C^{1} function that is nonincreasing along the radius, is positive everywhere and goes to zero at spatial infinity like O(r(N+sp))O(r^{-(N+sp)}).

Proof of existence. (i) Let X=L1(N)X=L^{1}(\mathbb{R}^{N}). We consider the subset KXK\subset X consisting of all nonnegative radial functions ϕ\phi, decreasing along the radial variable, with mass ϕ11\|\phi\|_{1}\leq 1, and bounded above by one GG as in the barrier construction of Theorem 3.2. The set KK is a non-empty, convex, closed and bounded subset with respect to the norm of the Banach space XX. Moreover, we have proved that

(6.3) Sτϕ(y)ζ(y) for yN,τ>0,S_{\tau}\phi(y)\geq\zeta(y)\quad\mbox{ for }\ y\in\mathbb{R}^{N},\ \tau>0,

for a function ζ0\zeta\geq 0 as in Lemma 4.2.

(ii) Next, we consider the solution of the vv-equation (2.19) starting at τ=0\tau=0 with data v(y,0)=ϕ(y)Kv(y,0)=\phi(y)\in K, and consider the semigroup map Sh:XXS_{h}:X\to X defined by Sh(ϕ)=v(,h)S_{h}(\phi)=v(\cdot,h). According to our analysis, the set of images Sh(K)S_{h}(K) satisfies Sh(K)KS_{h}(K)\subset K. Moreover, it is relatively compact in XX. It follows from the Schauder Fixed Point Theorem that there exists at least fixed point ϕhK\phi_{h}\in K, i. e., Sh(ϕh)=ϕhS_{h}(\phi_{h})=\phi_{h}.

Iterating the equality, we get periodicity for the orbit vh(y,τ)v_{h}(y,\tau) starting at τ=0\tau=0: for all integers k1k\geq 1 we have

vh(y,τ+kh))=vh(y,τ)τ>0.v_{h}(y,\tau+kh))=v_{h}(y,\tau)\quad\forall\tau>0.

By estimate (6.3) vhζv_{h}\geq\zeta, hence it is not the zero function. Also vhGv_{h}\leq G and it has a certain smoothness.

(iii) We now consider the obtained collection of data ϕh\phi_{h} producing periodic such orbits vhv_{h} of period h>0h>0 and contained in KK. We may pass to the limit along a subsequence of the dyadic sequence hn=2nh_{n}=2^{-n} as nn\to\infty and thus find a limit solution v^\widehat{v} defined for all τ0\tau\geq 0 and starting in KK, such that the equality

v^(y,τ+k2n)=v^(y,τ)τ>0\widehat{v}(y,\tau+k2^{-n})=\widehat{v}(y,\tau)\quad\forall\tau>0

holds for infinitely many nn’s and all integers k1k\geq 1. By continuity of the orbit in XX, v^\widehat{v} must be stationary in time. Again we conclude that G(y)v^(y)ζG(y)\geq\widehat{v}(y)\geq\zeta. Going back to the original variables, it means that the corresponding function u^(x,t)\widehat{u}(x,t) is a self-similar solution of equation (1.3). Hence, its initial data must be a non-zero Dirac mass. If it does not have unit mass, at least it has a positive mass. Then, we may use the rescaling (2.6) to get a self-similar fundamental solution with mass just 1.        

The fixed point idea can be found in the literature on asymptotic problems. We mention Escobedo and Mischler [29] in the study of the equations of coagulation and fragmentation.

Proof of uniqueness of self-similar profile. We know that any self-similar profile FF is bounded, radially symmetric and non increasing. We know that 0FC0\leq F\leq C, that FCr(N+sp)F\leq Cr^{-(N+sp)}. We prove regularity for the profile by using the regularity of the equation. We recall that Ut(x,1)=(xF)U_{t}(x,1)=-\nabla\cdot(xF) is bounded, so that FF is a C1C^{1} function for r>0r>0.

The main step is to use mass difference analysis, since this is a strict Lyapunov functional, hence we arrive at a contradiction when two self-similar profiles meet. This is an argument taken from the book [54]. It goes as follows: We take two profiles F1F_{1} and F2F_{2} and assume the same mass F1𝑑x=F2𝑑x=1\int F_{1}\,dx=\int F_{2}\,dx=1. If F1F_{1} is not F2F_{2} they must intersect and then (F1F2)+𝑑x=C\int(F_{1}-F_{2})_{+}dx=C is not zero. By self-similarity it must be constant. But we have proved that whenever C>0C>0 at one time, it must be a decreasing quantity in time.        

Refer to caption
Figure 1: Self-similar fundamental solutions for different pp, with s=0.5s=0.5.
Refer to caption
Figure 2: Self-similar fundamental solutions for different ss, with p=4p=4.

Computed graphics. Figures 1 and 2 below show the self-similar fundamental solutions for different values of ss and pp. The profiles are computed in dimension N=1N=1. The second picture in each figure shows clearly the predicted decay with exponent 1+sp1+sp using the logarithmic scale. Also to be remarked the flat behaviour of the profile near the origin for large values of pp. The numerical treatment is due to F. del Teso.

7 Positivity and precise tail behaviour

The fact that solutions of the EFPL equation with nonnegative initial data become immediately positive for all times t>0t>0 in the whole space has been proved in Subsection 2.7. Here we will give a more quantitative version of this positivity result. We recall that in the limit case s=1s=1, with p>2p>2 fixed, we get the standard pp-Laplacian equation, where positivity at infinity for all nonnegative solutions is false due to the property of finite propagation. This explains that some special characteristic of fractional diffusion must play a role to make positivity true.

Our analysis will allow us to obtain the minimum behavior of nonnegative solutions when |x||x|\rightarrow\infty, more precisely their rate of space decay, for small times t>0t>0. This will imply the precise decay rate of the profile of the fundamental solution. Our new idea is to obtain a lower bound that matches the spatial behaviour of the upper barrier, as established in Section 3.

Theorem 7.1.

Let 0<s<10<s<1 and p>2p>2. Let u¯(x,t)\underline{u}(x,t) be a solution of Problem (1.3) with initial data u0(x)0u_{0}(x)\geq 0 such that u0(x)2u_{0}(x)\geq 2 in the ball B2(0)B_{2}(0). Then there is a time t1>0t_{1}>0 and a constant c>0c>0 such that

(7.1) u(x,t)ct|x|(N+sp)u(x,t)\geq c\,t\,|x|^{-(N+sp)}

if |x|2|x|\geq 2 and 0<t<t10<t<t_{1}.

We will use a comparison argument based on the following construction.

Lemma 7.2.

There is a smooth, positive and radial function G1(r)G_{1}(r) in N\mathbb{R}^{N} such that

(i) G1(r)1G_{1}(r)\leq 1 everywhere, and G1(r)=cr(N+sp)G_{1}(r)=cr^{-(N+sp)} for all r>2r>2

(ii) s,pG1{\mathcal{L}}_{s,p}G_{1} is bounded and s,pG1(r)r(N+sp){\mathcal{L}}_{s,p}G_{1}(r)\approx-r^{-(N+sp)} for all rR>2r\geq R>2.

Proof of the Lemma. We define G1G_{1} by specifying it in three different regions. For r1r\leq 1 we put G=1G=1. For r>2r>2 we put G(r)=cr(N+sp)G(r)=cr^{-(N+sp)} as indicated, with a small constant 0<c<c00<c<c_{0} that will change in the application, so we must pay attention to it. In the intermediate region we choose a smooth and radially decreasing function that matches the values at r=1r=1 and r=2r=2 with C1C^{1} agreement.

It is then easy from the theory to prove that s,pG1{\mathcal{L}}_{s,p}G_{1} is bounded on any ball, so we only have to worry about the behaviour at infinity, more precisely for r2r\gg 2. In order to analyze that situation we point out that, according to formula (1.2),  s,pG(x){\mathcal{L}}_{s,p}G(x) is an integral with contributions from the variable yy in different regions. We will show that the contribution from the ball B1(0)B_{1}(0) is the largest. Indeed, we have for r>2r>2

I(r)=B11G(x)|xy|N+sp𝑑y(1ε)|B1|(r/2)(N+sp),I(r)=-\int_{B_{1}}\frac{1-G(x)}{|x-y|^{N+sp}}\,dy\leq-(1-\varepsilon)|B_{1}|\ (r/2)^{-(N+sp)},

that does not depend on the small parameter cc. The other contributions depend on cc and can be made small with respect to I(r)I(r) for all r>3r>3, see details in Section 3.        

Proof of the Theorem. (i) We modify function G1G_{1} to introduce a linear dependence on time in the outer region. We take a smooth cutoff function η\eta lying between 0 and 1 such that η(x)=1\eta(x)=1 for |x|1|x|\leq 1 and η(x)=0\eta(x)=0 for |x|2|x|\leq 2 and put

(7.2) U(x,t)=η(x)G1(x)+(1η(x))ctr(N+sp).U(x,t)=\eta(x)\,G_{1}(x)+(1-\eta(x))ct\,r^{-(N+sp)}.

(ii) We want to prove that this function satisfies the subsolution condition

(7.3) Ut+s,pU<0U_{t}+{\mathcal{L}}_{s,p}U<0

in an outer region {r>R}\{r>R\} and for an interval of times 0<t<t(c)0<t<t_{*}(c) if cc is small enough. Now for R>2R>2 we have

Ut=cr(N+sp)>0U_{t}=cr^{-(N+sp)}>0

On the other hand, the proof of the Lemma shows that in that region

s,pUCr(N+sp),{\mathcal{L}}_{s,p}U\leq-Cr^{-(N+sp)},

as long as we can disregard the contributions from outside B1B_{1}, and this is true if tctc is mall enough. The conclusion (7.3) follows.

(iii) We now to the comparison step between uu and UU in a space-time domain of the form Q={(x,t):|x|3, 0<t<t1}Q=\{(x,t):\ |x|\geq 3,\ 0<t<t_{1}\}. By comparison we may consider some smaller initial data u0u_{0}, such that 0u0(x)20\leq u_{0}(x)\leq 2 and u0(x)=2u_{0}(x)=2 in the ball of radius 3. Moreover, u0u_{0} is smooth. By previous results of this paper we know that u(x,t)Cα(N×[0,T])u(x,t)\in C^{\alpha}(\mathbb{R}^{N}\times[0,T]) and u(x,t)>0u(x,t)>0 for all xNx\in\mathbb{R}^{N} and t>0t>0. We have that u(x,t)1u(x,t)\geq 1 in a ball of radius 2<R<32<R<3 for all small times 0<t<t00<t<t_{0}.

We already have the necessary inequalities for the equation inside that domain. We must check the initial and lateral outside conditions.

As for initial conditions we know that U(x,0)=0U(x,0)=0 for all |x|2|x|\geq 2, while u00u_{0}\geq 0 everywhere.

Regarding comparison for |x|3|x|\leq 3 we know that U(x,t)1U(x,t)\leq 1 at all points (while tt is small) while the continuity of the solution uu and its initial data imply that u(x,t)2εu(x,t)\geq 2-\varepsilon for all |x|2|x|\geq 2 and 0<t<t0<t<t_{*}.

(iv) Now we only need to integrate by parts the difference of the two equations with multiplier (Uu)+(U-u)_{+} to get the conclusion that (uU)+(u-U)_{+} must be zero a.e. in QQ. Note that both functions belong to L2(N)L(N)L^{2}(\mathbb{R}^{N})\leq L^{\infty}(\mathbb{R}^{N}) uniformly in tt. Since UuU\leq u in the set Ω={|x|3}\Omega=\{|x|\geq 3\} for 0<t<t00<t<t_{0}, we get for all those times

ddtΩ(Uu)+2𝑑x=2Ω(Uu)+(Utut)𝑑x=2N(Uu)+(Utut)𝑑x=I.\frac{d}{dt}\int_{\Omega}(U-u)_{+}^{2}\,dx=2\int_{\Omega}(U-u)_{+}(U_{t}-u_{t})\,dx=2\int_{\mathbb{R}^{N}}(U-u)_{+}(U_{t}-u_{t})\,dx=I.

But that integral is easily estimated

I=2N(s,pUs,pu)(Uu)+𝑑x0I=-2\int_{\mathbb{R}^{N}}({\mathcal{L}}_{s,p}U-{\mathcal{L}}_{s,p}u)\,(U-u)_{+}\,dx\leq 0

by TT-accretivity (better do the direct computation, see above the computation of the evolution of the L2L^{2} norm of the difference of two solutions). Since (Uu)+=0(U-u)_{+}=0 in Ω\Omega for t=0t=0, we get the desired conclusion:

u(x,t)U(x,t)ctr(N+sp)u(x,t)\geq U(x,t)\geq ct\,r^{-(N+sp)}

if r3r\geq 3 and t<t0t<t_{0}.        

7.1 Application to the self-similar solution

We consider the fundamental solution after a time displacement:

u1(x,t)=(t+1)αFM(|x|(t+1)β),u_{1}(x,t)=(t+1)^{-\alpha}F_{M}(|x|\,(t+1)^{-\beta}),

that satisfies the assumptions of Theorem 7.1 if M>0M>0 is large enough. We conclude that

FM(r)C1r(N+sp)for all large r.F_{M}(r)\geq C_{1}\,r^{-(N+sp)}\quad\mbox{for all large }\ r.

By scaling, the same is true for M=1M=1 with a different constant. Together with the upper bound from Theorem 3.2, the last assertion of Theorem 1.1 is proved.

For possible future reference, let us state the tail behaviour of the fundamental solution UM(x,t)=tαFM(|x|tβ)U_{M}(x,t)=t^{-\alpha}F_{M}(|x|\,t^{-\beta}). Let us choose M>0M>0.

Corollary 7.3.

On every outer region of the form {(x,t):|x|Ctβ,C>0}\{(x,t):\ |x|\geq Ct^{\beta},\ C>0\} we have constants 0<C1<C20<C_{1}<C_{2} such that

(7.4) C1Mσ|x|(N+sp)tspβUM(x,t)C2Mσ|x|(N+sp)tspβ,C_{1}\,M^{\sigma}|x|^{-(N+sp)}t^{sp\beta}\leq U_{M}(x,t)\leq C_{2}\,M^{\sigma}|x|^{-(N+sp)}t^{sp\beta},

where σ=1+(p2)spβ\sigma=1+(p-2)sp\beta.

Remark. Positivity estimates related to the ones in this section have been obtained for the fractional porous medium equation in [56, 48, 61]. Other forms of positivity estimates were developed in [11] for the Fast Diffusion Equation, and in the fractional case in [12].

8 Asymptotic Behaviour

We establish here the asymptotic behaviour of finite mass solutions, reflected in Theorem 1.2. We may assume that M>0M>0 and the case M<0M<0 can be reduced to positive mass by changing the sign of the solution. We comment on M=0M=0 below.

(i) We prove first the L1L^{1} convergence. By scaling we may also assume that M=1M=1. The proof relies on the previous results plus the existence of a strict Lyapunov functional, that happens to be

(8.1) J(u1,u2;t):=(u1(x,t)u2(x,t))+𝑑xJ(u_{1},u_{2};t):=\int(u_{1}(x,t)-u_{2}(x,t))_{+}\,dx

where u1u_{1} and u2u_{2} are two solutions with finite mass.

Lemma 8.1.

Let u1u_{1} and u2u_{2} are two solutions with finite mass. Then, J(u1,u2;t)J(u_{1},u_{2};t) is strictly decreasing in time unless the solutions are ordered.

Proof. By previous analysis, Section 5, we know that

(8.2) ddtJ(u1,u2;t)=D||u1(x:y,t)|p2u1(x:y,t)|u2(x:y,t)|p2u2(x:y,t)|dμ(x,y),\frac{d}{dt}J(u_{1},u_{2};t)=-\iint_{D}\left||u_{1}(x:y,t)|^{p-2}u_{1}(x:y,t)-|u_{2}(x:y,t)|^{p-2}u_{2}(x:y,t)\right|\,d\mu(x,y)\,,

with notation as in (5.2). In particular, the set D2ND\subset\mathbb{R}^{2N} contains the points where

(u1(x,t)u2(x,t))(u1(y,t)u2(y,t))<0.(u_{1}(x,t)-u_{2}(x,t))\,(u_{1}(y,t)-u_{2}(y,t))<0.

Now, in order to dJ/dtdJ/dt to vanish at a time t0>0t_{0}>0 we need u1(x:y,t)=u2(x:y,t)|u_{1}(x:y,t)=u_{2}(x:y,t)| on DD, i. e., u1(x,t)u2(x,t)=u1(y,t)u2(y,t)u_{1}(x,t)-u_{2}(x,t)=u_{1}(y,t)-u_{2}(y,t). But this is incompatible with the definition DD, so DD must be empty, hence u1u_{1} and u2u_{2} must be ordered at time tt. This implies that they have the same property for t>t0t>t_{0}.        

Proof of Theorem 1.2 continued. It is convenient to consider the vv version of both solutions, namely v1v_{1} and VMV_{M}. We can show that v(y,τ+nk)v(y,\tau+n_{k}) converges strongly in L1(N)L^{1}(\mathbb{R}^{N}), along a subsequence nkn_{k}\to\infty, towards a new solution w1w_{1} of the vv-equation. Under our assumptions w1w_{1} is a fundamental solution. On the other hand, VMV_{M} is stationary.

We know from the Lemma that J(v1,VM;t)J(v_{1},V_{M};t) is strictly decreasing in time, unless v1(t)=VMv_{1}(t)=V_{M} for all large tt, in which case we are done. If this is not the case, we continue as follows. By monotonicity there is a limit

limtJ(u1,UM;t)=limτJ(v1,VM;τ)=C0.\lim_{t\to\infty}J(u_{1},U_{M};t)=\lim_{\tau\to\infty}J(v_{1},V_{M};\tau)=C\geq 0\\ .

We want to prove that C=0C=0, which implies our result. If the limit is not zero, we consider the evolution of the new solution w1w_{1} together with VMV_{M}. We have

J(w1,VM;t0)=limτJ(v1,VM;t0+τ)=C,J(w_{1},V_{M};t_{0})=\lim_{\tau\to\infty}J(v_{1},V_{M};t_{0}+\tau)=C\,,

i.e., is constant for all t0>0t_{0}>0, which means that w1=VMw_{1}=V_{M} by equality of mass and the lemma. By uniqueness of the limit, we get convergence along the whole half line t>0t>0 instead of a sequence of times.

For general data u0L1(N)u_{0}\in L^{1}(\mathbb{R}^{N}), M>0M>0, we use approximation.

Finally, in the case M=0M=0 we just bound our solution from above and below by solutions of mess ε\varepsilon and ε-\varepsilon resp,, apply the Theorem and pass to the limit ε0\varepsilon\to 0.

(ii) Proof of convergence in uniform norm, formula (1.10). We return to the proof of the previous step and discover that the bounded sequence v(y,τ+nk)v(y,\tau+n_{k}) is locally relatively compact in the set of continuous functions in N×(τ1,τ2)\mathbb{R}^{N}\times(\tau_{1},\tau_{2}) thanks to the results on Hölder continuity of [18] as commented in Subsection 2.9, once they are translated to the vv-equation. Hence, it converges locally to the same limit as before, but now in uniform norm. In order to get global convergence we need to control the tails at infinity. We use the following argument: a sequence of space functions v(,τ)v(\cdot,\tau) that is uniformly bounded near infinity in L1L^{1} (thanks to the convergence to VMV_{M}) and is also uniformly Hölder continuous must also be also uniformly small in LL^{\infty}. This implies that the previous uniform convergence was not only local but global in space. Using the correspondence (2.18), we get the convergence of the u(t)u(t) with factor tαt^{\alpha}. This part of the theorem is proved.        

9 Two-sided global bounds. Global Harnack

The uniform convergence of the previous section implies that u(x,t)/UM(x,t)1u(x,t)/U_{M}(x,t)\to 1 as t1t\to 1\infty uniformly on sets of the form {|x|ctβ}\{|x|\leq ct^{\beta}\}. But it does not say anything about the relative error on the far away region, i.e. for the so-called tail behaviour.

We can contribute to that issue using the positivity analysis of Section 7. We obtain a two-sided global estimate, assuming that the initial data are bounded, nonnegative and compactly supported. The result applies to all positive times and says that the relative quotient u(x,t)/UM(x,t)u(x,t)/U_{M}(x,t) stays bounded for tτ>0t\geq\tau>0.

Theorem 9.1.

Let uu the semigroup solution corresponding to initial data u0LNu_{0}\in L^{\infty}{\mathbb{R}^{N}}, u00u_{0}\geq 0, u00u_{0}\neq 0, supported in a ball of radius RR. For every τ>0\tau>0 there exist constants M1,M2>0M_{1},M_{2}>0 and delay c2>0c_{2}>0 such that

(9.1) UM1(x,t)u(x,t)UM2(x,t+c2) for all xN,tτ.U_{M_{1}}(x,t)\leq u(x,t)\leq U_{M_{2}}(x,t+c_{2})\qquad\mbox{ for all \ }\ x\in\mathbb{R}^{N},\ t\geq\tau.

The constants M1,M2M_{1},M_{2}, and c2c_{2} may depend on τ\tau. Moreover, if M(u0)=Nu0𝑑xM(u_{0})=\int_{\mathbb{R}^{N}}u_{0}\,dx, then M1M(u0)M2M_{1}\leq M(u_{0})\leq M_{2}.

Proof. (i) Let us begin by the upper bound that is an easy consequence of the barrier estimate of Section 3, in particular Theorem 3.2. Indeed, the function GG mentioned there is comparable with the self-similar profile F1F_{1}, hence smaller than FM2F_{M_{2}} for some M2>1M_{2}>1. This estimate is valid even for τ=0\tau=0, with c2=1c_{2}=1 and M2M_{2} large enough. It holds then for every t>0t>0 by comparison.

(ii) For the lower bound we need to take τ>0\tau>0 and use the results of this section. By comparison, translations and rescaling we my assume that u0u_{0} is as in Theorem 7.1. We also assume that is radially decreasing. Therefore, given a time τ>0\tau>0 small enough we have the estimate  u(x,τ)cτ|x|(N+sp)u(x,\tau)\geq c\,\tau\,|x|^{-(N+sp)}  for all |x|R>2|x|\geq R>2. On the other hand,

UM1(x,c1)=c1αFM1(|x|c1β)Cmin{c1αM1spβ,M1σc1spβ|x|(N+sp)},U_{M_{1}}(x,c_{1})=c_{1}^{-\alpha}F_{M_{1}}(|x|\,c_{1}^{-\beta})\leq C\min\{c_{1}^{-\alpha}\,M_{1}^{sp\beta},\,M_{1}^{\sigma}c_{1}^{sp\beta}|x|^{-(N+sp)}\},

for every |x|0|x|\geq 0. We have used formula (7.4). We conclude that for given c1>0c_{1}>0 there exists M1M_{1} small enough such that

u(x,τ)UM1(x,c1).u(x,\tau)\geq U_{M_{1}}(x,c_{1}).

We may put now τ=c1\tau=c_{1}. By comparison the lower bound is true for all tτt\geq\tau.

(iii) In view of the previous asymptotic results we have M1<M(u0)<M2M_{1}<M(u_{0})<M_{2}. Just check the values at x=0x=0 for large tt.        

This kind of two-sided bound by the fundamental solution is usually called a Global Harnack Inequality and is frequent in nonlinear diffusion problems with fast diffusion. See applications to the fast diffusion equation in [52, 21, 11], and a very recent one in [47]. It is not true for equations with slow diffusion and free boundaries. There are a number of references for fractional parabolic equations like [14, 15], even in the so-called slow range, like the present paper. We will not mention the large literature on elliptic problems or problems in bounded domains.

Let us write in a clear way our conclusion about the size of the spatial tails.

Corollary 9.2.

For every solution u(x,t)u(x,t) and as in the previous theorem, and for every t1t\geq 1 there are positive constants C1,C2>0C_{1},C_{2}>0 such that

(9.2) C1<u(x,t)|x|N+sptspβ<C2C_{1}<u(x,t)\,|x|^{N+sp}\,t^{-sp\beta}<C_{2}

on the outer set |x|tβ|x|\geq t^{\beta}.

10 Source-type solution in a bounded domain

We can derive from the previous study the existence of source-type solutions for the problem posed in a bounded domain with zero Dirichlet outside conditions. They take a Dirac delta as initial data but we do not call them fundamental because they do not play such a key role in the theory.

Theorem 10.1.

There exists a solution of the Dirichlet problem for equation (1.3) posed in a bounded domain ΩN\Omega\subset\mathbb{R}^{N} with initial data a Dirac delta located at an interior point, x0Ωx_{0}\in\Omega, and zero Dirichlet data outside Ω\Omega. For tτ>0t\geq\tau>0, it is a bounded strong solution of the equation as described in [58].

Proof. (i) For convenience, we assume in the first step that Ω\Omega is the ball radius 1 centered at 0 and x0=0x_{0}=0. We may also assume that M=0M=0. Existence and uniqueness of solutions for the Cauchy-Dirichlet has been established in [58] and other references, and an ordered semigroup of contractions is generated in all LqL^{q} spaces, 1q<1\leq q<\infty. Further estimates and regularity are obtained, but beware of the long-time behaviour that is completely different. Here a question of small time behaviour is of concern, and luckily there is great similarity in that issue.

(ii) The existence of solutions of the approximate problems with data u0n0u_{0n}\geq 0 that converge to a Dirac delta does not offer any difficulty. Passing to the limit we easily obtain a solution U(x,t)U(x,t) of the Cauchy-Dirichlet problem in B1B_{1}, using the a priori estimates and known compactness. The only important missing point is justifying that the initial data are taken. We recall that mass is not conserved in time for the Cauchy-Dirichlet problem in a bounded domain.

In order to solve the pending issue, it will be enough to show that the mass of the limit solution U(,t)U(\cdot,t) tends to 1 as t0t\to 0. We want to prove that for an approximating sequence of functions u0n0u_{0n}\geq 0, B1u0n(x)𝑑x=1\int_{B_{1}}u_{0n}(x)\,dx=1 and u0n(x)δ(x)u_{0n}(x)\to\delta(x) weakly, then for every ϵ>0\epsilon>0 there is an n0n_{0} and a t0t_{0} such that

(10.1) B1un(x,t)𝑑x>1ϵ,nn0, 0<t<t0.\int_{B_{1}}u_{n}(x,t)\,dx>1-\epsilon,\forall n\geq n_{0},\ 0<t<t_{0}.

We take the same initial data u0nu_{0n} as an approximating sequence for the problem in N\mathbb{R}^{N} and in this way we show that the corresponding solutions that we now call un(x,t)u_{n}^{\infty}(x,t) converge to the self-similar fundamental solution that we call U(x,t)U^{\infty}(x,t), and we have described in previous sections. By comparison we have

un(x,t)un(x,t),U(x,t)U(x,t).u_{n}(x,t)\leq u_{n}^{\infty}(x,t),\quad U(x,t)\leq U^{\infty}(x,t).

(iii) The novelty comes next. The following lemma provides a proof of the needed estimate (10.1). We will also assume that the initial data u0nu_{0n} are a sequence of rescalings of an initial u01u_{01} that is nonnegative, smooth, bounded and supported in a small ball Bδ(0)B_{\delta}(0).

Lemma 10.2.

Under the previous assumptions, for every ε>0\varepsilon>0 there are n0n_{0} and τ\tau such that for nn0n\geq n_{0} the following inequality holds

un(x,t)εun(x,t) in B1(0)×(0,τ).u_{n}^{\infty}(x,t)-\varepsilon\leq u_{n}(x,t)\ \mbox{ in \ }\ B_{1}(0)\times(0,\tau).

Therefore, U(x,t)U(x,t)εU(x,t)\geq U^{\infty}(x,t)-\varepsilon in B1(0)×(0,τ)B_{1}(0)\times(0,\tau).

Proof. We first claim that  u~(x,t)=un(x,t)ε\widetilde{u}(x,t)=u_{n}^{\infty}(x,t)-\varepsilon is a solution of the same equation (1.3) posed in the context of the space XεX_{\varepsilon} obtained from L1(N)L^{1}(\mathbb{R}^{N}) by subjecting all functions to a downward shift. This is due to the fact the operator in invariant under vertical shifts. After the shift, the initial data are lower that before in B1B_{1}. In the exterior of the ball, |x|1|x|\geq 1, un(x,t)u_{n}(x,t) is extended but zero, while we can check that for large nn

(10.2) un(x,t)ε0for all|x|1,for  0<t<τ,u_{n}^{\infty}(x,t)-\varepsilon\leq 0\quad\mbox{for all}\ |x|\geq 1,\ \mbox{for \ }\ 0<t<\tau,

thanks to the a priori estimates on the decay of the solutions. Admitting this fact for the moment, we may now use comparison of the solutions in the ball to conclude that un(x,t)εun(x,t)u_{n}^{\infty}(x,t)-\varepsilon\leq u_{n}(x,t) in B1(0)×(0,τ)B_{1}(0)\times(0,\tau) as desired, and this implies (10.1).

In order to prove (10.2) we use the a priori estimate for all the sequence unu_{n} in terms of the barrier as stated at the end of Section 3

un(x,t)C|x|(N+sp)(t+a)spβ.u_{n}(x,t)\leq C|x|^{-(N+sp)}(t+a)^{sp\beta}\,.

This constant depends on the initial data. We need uonu_{on} to be below the barrier at t=0t=0 and for that need that for nn large and putting |x|=δ/n|x|=\delta/n we have

c1nNC(δ/n)(N+sp)aspβ,c_{1}n^{N}\leq C(\delta/n)^{-(N+sp)}a^{sp\beta},

i. e., Cc1δ(N+sp)nspaspβC\geq c_{1}\delta^{-(N+sp)}n^{-sp}a^{-sp\beta} near infinity. We conclude that we can fix a uniform CC at for nn0n\leq n_{0}. We go back to the outer comparison. We need

C|x|(N+sp)(t+a)spβεC|x|^{-(N+sp)}(t+a)^{sp\beta}\leq\varepsilon

for |x|1|x|\geq 1 and 0<t<τ0<t<\tau. This holds if C(τ+a)spβεC(\tau+a)^{sp\beta}\leq\varepsilon.        

10.1 Other domains

(i) We consider first the case of balls BRB_{R} of radius R>0R>0. Given some initial data u0L1(B1)u_{0}\in L^{1}(B_{1}) we can solve the Cauchy-Dirichlet problem in B1B_{1} to obtain a function u(x,t)=St(u0)u(x,t)=S_{t}(u_{0}), where StS_{t} is the semigroup generated by the equation in B1B_{1}. Likewise, we denote the semigroup in BRB_{R} by StRS_{t}^{R}, and the semigroup in N\mathbb{R}^{N} by S¯t\overline{S}_{t}.

It is easy to see that the scaling  TRu(x,t)=RNu(x(R,t/R1/β)T_{R}u(x,t)=R^{-N}u(x(R,t/R^{1/\beta})  generates a function uR=TRuu^{R}=T_{R}u that solves the same Cauchy-Dirichlet problem in BRB_{R}. Moreover,

uR(x,0):=TRu0(x)=RNu(x/R)u^{R}(x,0):=T_{R}u_{0}(x)=R^{-N}u(x/R)

is a rescaling of u0u_{0} that is defined for all xRx\in R. Mass in conserved (at corresponding times). We have StR(uR(0))=TRSt(u0)S_{t}^{R}(u^{R}(0))=T_{R}S_{t}(u_{0}). The transformation can be inverted using (TR)1=T1/R(T_{R})^{-1}=T_{1/R}. It is clear that TRT_{R} transforms a source-type solution in B1B_{1} into a source-type solution in BRB_{R}. Besides, the Maximum Principle implies that for all u0L1(N)u_{0}\in L^{1}(\mathbb{R}^{N}), uo0u_{o}\geq 0 we have

St(u0)StR(u0)S¯t(u0),S_{t}(u_{0})\leq S_{t}^{R}(u_{0})\leq\overline{S}_{t}(u_{0}),

A similar order applies to fundamental solutions.

(ii) For other domains ΩN\Omega\subset\mathbb{R}^{N} we use comparison with balls to make sure that the usual approximate solutions so not lose the initial trace when passing to the limit. More precisely, after translation we may assume that 0Ω0\in\Omega and that BR1(0)ΩBR2(0)B_{R_{1}}(0)\subset\Omega\subset B_{R_{2}}(0). In this way the existence of a source-type solution in Ω\Omega is proved. We leave the details to the reader.

11 Limit cases

In the paper we have considered all fractional exponents in the range 0<s<10<s<1 and nonlinear exponents p>2p>2. The limit cases are interesting as examples of continuity with the dependence on parameters. We will make here a brief sketch of important facts.

\bullet Limit p2p\to 2. The limit of the (s,p)(s,p)-semigroup as p2p\to 2 for fixed ss offers only minor difficulties. Also the passage to the limit in the self-similar solutions gives the well-known profiles of the fractional linear heat equation. These profiles decay like O(|x|N+2s)O(|x|^{N+2s}) as |x||x|\to\infty, cf. [10], see also [15] and its references. The linear self-similar solutions are also asymptotic attractors, as proved in [60], where convergence rates are obtained. The limit p2p\to 2 can also be checked computationally with minor difficulty.

\bullet Limit s1s\to 1. It is well known by experts that the operator s,p{\mathcal{L}}_{s,p} must be conveniently renormalized by a constant including the factor 1s1-s, cf. [16, 35, 44], in order to converge to the standard pp-Laplacian as s1s\to 1. It is then rather easy to prove that, as s1s\to 1 for fixed p>2p>2, we obtain the semigroup corresponding to the standard pp-Laplace operator, already mentioned in the introduction.

In particular, we can pass to the limit in the self-similar solutions of Theorem 1.1 and check that the self-similar profile Fs,p(r)F_{s,p}(r) converges to the profile F1,p(r)F_{1,p}(r), given by the well known Barenblatt profile

F(r)=(Ckrpp1)+p1p2,F(r)=\left(C-kr^{\frac{p}{p-1}}\right)_{+}^{\frac{p-1}{p-2}},

cf. [53], formula 11.8. The decay exponents α(s,p)\alpha(s,p) and β(s,p)\beta(s,p) also converge. Notice that for 0<s<10<s<1 the self-similar profiles Fs,p(r)F_{s,p}(r) are positive with tails at infinity, but the limit Barenblatt profile, F1,p(r)F_{1,p}(r), has compact support.

Full details should be provided elsewhere. A similar study of continuous dependence with respect to parameters has been done in full detail in the case of the Fractional Porous Medium Equation in [24].

\bullet Limit s0s\to 0. This case offered a very nice surprise to the author. We want to take the limit s0s\to 0 in the fundamental solutions Fs(y)=F(y;s,p,M)F_{s}(y)=F(y;s,p,M) that have been constructed and described above. We look at the equation satisfied by FsF_{s}:

s,pF=β(yF),{\mathcal{L}}_{s,p}F=\beta\,\nabla\cdot(yF)\,,

and pass to the limit s0s\to 0. With a proper scaling s,p{\mathcal{L}}_{s,p} tends to the identity, α1/(p2)\alpha\to 1/(p-2) and β1/(N(p2))\beta\to 1/(N(p-2)). We get in a formal way an equation for any limit profile F(r)F(r), which turns out to be a simple ODE:

(11.1) NF+rF=N(p2)Fp1.NF+rF^{\prime}=N(p-2)F^{p-1}\,.

As limit of the self-similar profiles FsF_{s}, the profile FF for s=0s=0 must be nonnegative with F(r)0F^{\prime}(r)\leq 0. An analysis of the ODE shows that F(r)F(r) must live in the rectangle

0<r<,0F(r)F=(p2)1/(p2)0<r<\infty,\quad 0\leq F(r)\leq F_{*}=(p-2)^{-1/(p-2)}

where F>0F_{*}>0 is the value that corresponds to a constant solution. All other positive nonincreasing solutions of the ODE (11.1) start at F(0)=FF(0)=F_{*} and decrease to the value F(+)=0F(+\infty)=0 with an asymptotic estimate of the form

F(r;C)CrN,F(r;C)\sim C\,r^{-N},

hence they have infinite mass. And we are lucky since (11.1) is a Riccatti equation with exact solutions

F(r)=1((p2)+CrN(p2))1/(p2),F(r)=\frac{1}{((p-2)+C\,r^{N(p-2)})^{1/(p-2)}}\,,

which gives in the (x,t)(x,t) variables

U(x,t)=((p2)t+C|x|N(p2))1/(p2).U(x,t)=((p-2)t+C\,|x|^{N(p-2)})^{-1/(p-2)}\,.

We point out that this is a solution of the formal limit of the parabolic equation which is

ut=up1.u_{t}=-u^{p-1}.

For the simplest situation, we may take p=3p=3 and then

F(r)=(1+CrN)1,U(x,t)=(t+C|x|N)1.F(r)=(1+Cr^{N})^{-1},\quad U(x,t)=(t+C|x|^{N})^{-1}.

Note that this limit solutions are not integrable, in other words, they have infinite mass. This subsection is an announcement of new facts. Full details of the limit process should be provided elsewhere.

12 Final comments

We begin with a technical appendix. Then, we complement the information on related work given in the introduction with some historical comments of the main topic of the paper. The last subsection may interest the curious reader.

12.1 Calculation of the ss-pp-Laplacian for C2C^{2} functions

This a technical reminder for the reader. We want to prove that, when applied to a function uC2(N)u\in C^{2}(\mathbb{R}^{N}) with bounded norms, the ss-pp-Laplacian has a well-defined value for every xNx\in\mathbb{R}^{N}, and moreover, it is a continuous function. We assume that 0<s<10<s<1 and p>2p>2. By definition

s,p(u)(x)=|u(x)u(xy)|p2(u(x)u(xy))|y|N+sp𝑑y={\mathcal{L}}_{s,p}(u)(x)=\int\frac{|u(x)-u(x-y)|^{p-2}(u(x)-u(x-y))}{|y|^{N+sp}}\,dy=
12(|u(x)u(xy)|p2(u(x)u(xy))+|u(x)u(xy)|p2(u(x)u(xy)))dy|y|N+sp.\frac{1}{2}\int(|u(x)-u(x-y)|^{p-2}(u(x)-u(x-y))+|u(x)-u(x-y)|^{p-2}(u(x)-u(x-y)))\,\frac{dy}{|y|^{N+sp}}.

Now we use the inequality for p>2p>2

||a|p2a±|b|p2b|C(p)||a|p2+|b|p2||a±b|||a|^{p-2}a\pm|b|^{p-2}b|\leq C(p)||a|^{p-2}+|b|^{p-2}||a\pm b|

Apply this formula with a=u(x)u(xy)a=u(x)-u(x-y) and b=u(x)u(x+y)b=u(x)-u(x+y) to get an estimate for the integrand:

|(u(x)u(xy)|p2(u(x)u(xy))+|u(x)u(x+y)|p2(u(x)u(x+y))|\displaystyle|(u(x)-u(x-y)|^{p-2}(u(x)-u(x-y))+|u(x)-u(x+y)|^{p-2}(u(x)-u(x+y))|\leq
C(p)(|u(x)u(xy)|p2+|u(x)u(x+y)|p2)|2u(x)u(x+y)u(xy)|\displaystyle C(p)(|u(x)-u(x-y)|^{p-2}+|u(x)-u(x+y)|^{p-2})\,|2u(x)-u(x+y)-u(x-y)|\leq
2C(p)|Du(x)y|p2|D2u(x′′)y2|2C(p)Dup2D2u|y|p.\displaystyle 2C(p)|Du(x^{\prime})y|^{p-2}|D^{2}u(x^{\prime\prime})y^{2}|\leq 2C(p)\|Du\|_{\infty}^{p-2}\|D^{2}u\|_{\infty}|y|^{p}.

This proves that the integral is uniformly convergent for functions uC2(N)u\in C^{2}(\mathbb{R}^{N}) with bounded LL^{\infty} norms. The resulting integral is a continuous function of xx. Moreover, we get the interpolation formula

(12.1) |s,p(u)(x)|C1up1+C2Dup2D2u.|{\mathcal{L}}_{s,p}(u)(x)|\leq C_{1}\|u\|_{\infty}^{p-1}+C_{2}\|Du\|_{\infty}^{p-2}\|D^{2}u\|_{\infty}\,.

Hint: split the integral into the domains |y|1|y|\leq 1 and |y|1|y|\geq 1.

This type of calculation is also used in [25] in the study of different representations of the ss-pp-Laplacian. For a more delicate calculation valid for all p(1,)p\in(1,\infty), see [38], Section 3.        

12.2 Fundamental solutions in nonlinear diffusion

The importance of the Gaussian fundamental solution in the classical heat equation is well-known in the mathematics literature and needs no reminder, [31, 63]. In the linear fractional case p=2p=2 with 0<s<10<s<1, the fundamental solution of the fractional heat equation is also known thanks to Blumental and Getoor [10] who studied it in 1960. In such a case the fundamental solution also allows to construct the class of all nonnegative solutions of the Cauchy problem in the whole space by using the representation formula, see the theory of [15] where an optimal class of data is considered and well-posedness shown.

In the case of nonlinear problems, the importance of fundamental solutions has been proved in numerous examples, even if, contrary to what happens for linear equations, representation formulas for general solutions in terms of such a special solution are not available. Their interest lies mainly in the description of the asymptotic behaviour as tt\to\infty of general solutions. The fundamental solution is well-known in the standard pp-Laplacian case, p>2p>2, s=1s=1. Its existence comes from [3], hence the name Barenblatt solution, and its uniqueness was established in [36], see also [41]. For the standard porous medium equation the situation is well-known, see the historical comment in the monograph [54]. A recent example for nonlinear fractional equations is given by the fundamental solution of the fractional porous medium equation constructed by the author in [56]. For the so-called porous medium equation with fractional potential pressure the fundamental solution was first constructed in [9] and [20], and the asymptotic behaviour was established in the latter reference. In all cases the application to the asymptotic behaviour as tt\to\infty is carried through, and convergence of a general class of finite-mass solutions to the corresponding fundamental solution is proved.

On the other hand, for the problem posed in a bounded domain the special solution that is relevant concerning the asymptotic behaviour as tt\to\infty is the separate-variables solution called the friendly giant. It was constructed for our equation by the author in [58].

12.3 Other comments and extensions

\bullet We have proved uniqueness of the self-similar fundamental solution. The uniqueness of the general fundamental solution is a delicate issue that we did not settle here.

\bullet The exact tail behaviour of the fundamental solution may be improved. The numerical computations suggest a finer decay expression F(x)C|x|N+spF(x)\sim C\,|x|^{N+sp}.

\bullet Existence of solutions for measures as initial data should be investigated. This is related to the question of initial traces.

\bullet The question of rates of convergence for the result (1.9) of Theorem 1.2 has not been considered. This issue has been addressed for many other models of nonlinear diffusion. It is solved for many of them, but well known cases remain open.

\bullet We did not consider the case where 1<p<21<p<2, which has its own features. For pp close to 2 there exists a fundamental solution that explains the asymptotic behaviour, much as done here. This property is well known for the standard pp-Laplacian equation with an explicit formula, cf. [53], formula (11.8). Likewise, there is a critical exponent for our equation when the self-similarity exponents blow up, i.e., for pc=2N/(N+s)p_{c}=2N/(N+s). For p<pcp<p_{c} such a fundamental solution does not exist. There is extinction in finite time, as proved in [13].

\bullet In the existence theory we can consider wider classes of initial data, possibly growing at infinity. Optimal classes are known in the linear fractional equation (case p=2p=2), [15], and in the standard pp-Laplacian equation (case s=1s=1), cf. [27]. Of course, the asymptotic behaviour will not be the same.

\bullet Another interesting issue is the presence of a right-hand side in the equation, maybe in the form of lower-order teems. There are some works, see e.g. [51] and its references.

\bullet We have considered a nonlinear equation of fractional type with nonlinearity Φ(u)=|u|p2u\Phi(u)=|u|^{p-2}u, and we have used the fact that Φ\Phi is a power, hence homogeneous, in a number of tools. We wonder how much of the theory holds for more general monotone nonlinearities Φ\Phi.


Acknowledgments. Author partially funded by Projects MTM2014-52240-P and PGC2018-098440-B-I00 (Spain). Partially performed as an Honorary Professor at Univ. Complutense de Madrid. We thank M. Bonforte for information of ongoing work with A. Salort [13], that covers a number of topics of this paper. Thus, it treats the case p<2p<2, but does not treat the self-similar solutions or asymptotic behaviour. We thank J. L. Rodrigo for pointing out reference [29] and E. Lindgren for information on his work [18]. The numerical study leading to the figures is due to F. del Teso.

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Address:

Juan Luis Vázquez. Departamento de Matemáticas, Universidad Autónoma de Madrid,
Campus de Cantoblanco, 28049 Madrid, Spain.
e-mail address: [email protected]

2020 Mathematics Subject Classification. 35K55, 35K65, 35R11, 35A08, 35B40.

Keywords: Nonlinear parabolic equations, pp-Laplacian operator, fractional operators, fundamental solutions, asymptotic behaviour.