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Uniqueness class of solutions to a class of linear evolution equations

Fengwen Han Fengwen, Han: School of Mathematics and Statistics, Henan University, 475004 Kaifeng, Henan, China [email protected]  and  Bobo Hua Bobo Hua: School of Mathematical Sciences, LMNS, Fudan University, Shanghai 200433, China; Shanghai Center for Mathematical Sciences, Fudan University, Shanghai 200433, China [email protected]
Abstract.

In this paper, we study the wave equation on infinite graphs. On one hand, in contrast to the wave equation on manifolds, we construct an example for the non-uniqueness for the Cauchy problem of the wave equation on graphs. On the other hand, we obtain a sharp uniqueness class for the solutions of the wave equation. The result follows from the time analyticity of the solutions to the wave equation in the uniqueness class. In the last part, we extend the result to a wide class of linear evolution equations.

1. Introduction

Wave equations on Euclidean spaces, or Riemannian manifolds, play important roles in partial differential equations, Riemannian geometry, mathematical physics, etc.; see [Eva10, Hör97, Tay11, Car04]. For a complete Riemannian manifold M,M, the Cauchy problem of the wave equation reads as

(4) {t2u(t,x)Δu(t,x)=f(t,x),(t,x)(T,T)×M,u(0,x)=g(x),xM,tu(0,x)=h(x),xM,\displaystyle\left\{\begin{array}[]{lr}\partial_{t}^{2}u(t,x)-\Delta u(t,x)=f(t,x),&(t,x)\in(-T,T)\times M,\\ u(0,x)=g(x),&x\in M,\\ \partial_{t}u(0,x)=h(x),&x\in M,\\ \end{array}\right.

where T(0,],T\in(0,\infty], Δ\Delta is the Laplace-Beltrami operator on M,M, f,gf,g and hh are appropriate functions. As is well-known, the strong solution, i.e. the C2C^{2} solution, to the above equation (4) is unique.

Discrete analogs of partial differential equations on graphs, in particular elliptic and parabolic equations, have been extensively studied in recent years; see [Gri18, Bar17]. In the first part of this paper, we study the wave equation on graphs.

We recall the setting of weighted graphs. Let (V,E)(V,E) be a locally finite, connected, simple, undirected graph with the set of vertices VV and the set of edges EE. Two vertices x,yx,y are called neighbors if there is an edge connecting xx and yy, i.e. {x,y}E\{x,y\}\in E, denoted by xyx\sim y. We denote by d(x,y)d(x,y) the combinatorial distance between vertices xx and y,y, i.e. the minimal number of edges in a path among all paths connecting xx and y.y. Let

ω:E(0,),{x,y}ωxy=ωyx\omega:E\rightarrow\mathbb{(}0,\infty),\ \{x,y\}\mapsto\omega_{xy}=\omega_{yx}

be the edge weight function,

μ:V(0,),xμx\mu:V\to(0,\infty),\ x\mapsto\mu_{x}

be the vertex weight function. We call the quadruple G=(V,E,μ,ω)G=(V,E,\mu,\omega) a weighted graph (or a network).

For a weighted graph G=(V,E,μ,ω)G=(V,E,\mu,\omega), the Laplacian of GG is defined as, for any function u:Vu:V\rightarrow\mathbb{R},

Δu(x):=yxωxyμx(u(y)u(x)).\Delta u(x):=\sum_{y\sim x}\frac{\omega_{xy}}{\mu_{x}}\left(u(y)-u(x)\right).

For any vertex xx, the (weighted) degree of vertex xx is defined as

Deg(x):=yxωxyμx.\mathrm{Deg}(x):=\sum_{y\sim x}\frac{\omega_{xy}}{\mu_{x}}.

The Laplacian is a bounded operator on 2(V,μ),\ell^{2}(V,\mu), the 2\ell^{2}-summable functions w.r.t. the measure μ\mu, if and only if supxVDeg(x)<\sup_{x\in V}\mathrm{Deg}(x)<\infty; see [KL12].

For any ΩV,\Omega\subset V, we denote by

δΩ:={yVΩ:xΩ,yx}\delta\Omega:=\{y\in V\setminus\Omega:\exists x\in\Omega,y\sim x\}

the vertex boundary of Ω.\Omega. We write Ω¯:=ΩδΩ.\overline{\Omega}:=\Omega\cup\delta\Omega.

Let II be an interval of {\mathbb{R}}. For k0{},k\in{\mathbb{N}}_{0}\cup\{\infty\}, we write uCtk(I×Ω)u\in C^{k}_{t}(I\times\Omega) if u:I×Ωu:I\times{\Omega}\to{\mathbb{R}} and u(,x)Ck(I)u(\cdot,x)\in C^{k}(I) for any xΩ.x\in\Omega.

Definition 1.1.

For ΩV\Omega\subset V and an interval II of {\mathbb{R}} containing 0,0, we say that u:I×Ω¯u:I\times\overline{\Omega}\to{\mathbb{R}} is a (strong) solution to the wave equation on I×ΩI\times\Omega (with Dirichlet boundary condition) if uCt2(I×Ω)u\in C^{2}_{t}(I\times\Omega) and uu satisfies

(9) {t2u(t,x)Δu(t,x)=f(t,x),(t,x)I×Ω,u(0,x)=g(x),xΩ,tu(0,x)=h(x),xΩ,u(t,x)=0,(t,x)I×δΩ,\displaystyle\left\{\begin{array}[]{lr}\partial_{t}^{2}u(t,x)-\Delta u(t,x)=f(t,x),&(t,x)\in I\times\Omega,\\ u(0,x)=g(x),&x\in\Omega,\\ \partial_{t}u(0,x)=h(x),&x\in\Omega,\\ u(t,x)=0,&(t,x)\in I\times\delta\Omega,\end{array}\right.

where fCt0(I×Ω),f\in C^{0}_{t}(I\times\Omega), g,h:Ω.g,h:\Omega\to{\mathbb{R}}. For Ω=V,\Omega=V, the last condition is not required. For f0,f\equiv 0, it is called the solution to the homogeneous wave equation on I×Ω.I\times\Omega.

Lin and Xie [LX19] proved the existence and uniqueness of solutions for the wave equation on a finite subset Ω\Omega of V.V. In this paper, we consider the uniqueness problem for the solutions to the wave equation (9) on the whole graph.

For Riemannian manifolds, one of the fundamental properties for the solutions of the wave equation is the finite propagation speed. By the finite propagation speed property, the solution to the wave equation (4) is unique. For graphs, Friedman and Tillich [FT04, p.249] proved that the wave equation does not have the finite propagation speed property. In contrast to the uniqueness result for the wave equation on manifolds, we construct an example to show the non-uniqueness for the solutions to the Cauchy problem of the wave equation on graphs.

Theorem 1.2.

(See Theorem 3.1) For the infinite line graph {\mathbb{Z}} with unit weights, there is a nontrivial solution u(t,x)0u(t,x)\not\equiv 0 to the wave equation (9) for Ω=,\Omega={\mathbb{Z}}, f,g,h0.f,g,h\equiv 0.

Motivated by the above example, it is natural to ask the uniqueness class of the wave equation, i.e. the set of the solutions to the wave equation which possess the uniqueness property. The uniqueness class of the heat equation on manifolds and graphs was extensively studied in the literature; see [Gri86, Gri99, Hua12, HKS20].

For a weighted graph G=(V,E,μ,ω),G=(V,E,\mu,\omega), we fix a reference vertex pV.p\in V. In this paper, we always consider graphs satisfying the following assumption.

Assumption 1.3.

Let G=(V,E,μ,ω)G=(V,E,\mu,\omega) be a weighted graph satisfying that there exist constants D>0, 0α2D>0,\ 0\leq\alpha\leq 2 such that

(10) Deg(x)Dd(x,p)α,xV,xp.\mathrm{Deg}(x)\leq Dd(x,p)^{\alpha},\ \ \forall x\in V,x\neq p.

Note that this class of graphs includes many graphs with unbounded Laplacians. We introduce the following class of functions T\mathcal{M}_{T} for T(0,]T\in(0,\infty]: u(t,x)Tu(t,x)\in\mathcal{M}_{T} if u:(T,T)×Vu:(-T,T)\times V\to{\mathbb{R}} and there exists a constant CC such that

(11) |u(t,x)|Cd(x,p)(2α)d(x,p),(t,x)(T,T)×V,xp.|u(t,x)|\leq Cd(x,p)^{(2-\alpha)d(x,p)},\ \forall(t,x)\in(-T,T)\times V,\ x\neq p.

We prove that T\mathcal{M}_{T} is a uniqueness class for the solutions of the wave equation on graphs.

Theorem 1.4.

Let G=(V,E,μ,ω)G=(V,E,\mu,\omega) be a weighted graph satisfying Assumption 1.3. For T(0,],T\in(0,\infty], suppose that u,vTu,v\in\mathcal{M}_{T} are solutions of the wave equation on (T,T)×V(-T,T)\times V with same data f,g,h.f,g,h. Then uv.u\equiv v.

Remark 1.5.

The uniqueness class T\mathcal{M}_{T} is sharp in the sense that the exponent 2α2-\alpha in (11) cannot be improved; see Theorem 3.1.

To prove the result, we first prove the time analyticity of the solutions to the wave equation on graphs. Then the theorem follows from the unique continuation property of analytic functions. We recall the results about the analyticity of the solutions of the wave equation on Riemannian manifolds. By the Cauchy-Kowalewski theorem [Kov74], suppose that the manifold MM is analytic and the data f,g,hf,g,h are analytic, then the solution of the wave equation (4) is analytic in time, also in space. Recently, under some optimal growth condition, Dong and Zhang [DZ20] proved the time analyticity of ancient solutions to the heat equation; see also Zhang [Zha20]. By the discrete nature of graphs, one may guess that the solutions to the wave equation on graphs are always time-analytic. This is true for the solutions with Dirichlet boundary condition on a finite subset ΩV\Omega\subset V; see Proposition 2.2. However, in general this fails for infinite graphs. The same example as in Theorem 1.2 provides a counterexample for the time analyticity of the solutions to the wave equation; see Section 3. In the following, we prove the time analyticity of the solutions to the wave equation in the class T.\mathcal{M}_{T}.

Theorem 1.6.

Let G=(V,E,μ,ω)G=(V,E,\mu,\omega) be a weighted graph satisfying Assumption 1.3. Let uu be a solution of the homogeneous wave equation on [0,T)×V[0,T)\times V for some T(0,].T\in(0,\infty]. Suppose that uu satisfies, for some C>0C>0 and A1[0,2α],A_{1}\in[0,2-\alpha],

(12) |u(t,x)|Cd(x,p)A1d(x,p),(t,x)[0,T)×V,xp.\displaystyle|u(t,x)|\leq Cd(x,p)^{A_{1}d(x,p)},\ \forall(t,x)\in[0,T)\times V,\ x\neq p.

Then u=u(t,x)u=u(t,x) is analytic in t[0,T)t\in[0,T) with analytic radius rr satisfying r=+r=+\infty (resp. r1e2Dr\geq\frac{1}{e}\sqrt{\frac{2}{D}}) if A1<2αA_{1}<2-\alpha (resp. A1=2αA_{1}=2-\alpha).

Remark 1.7.
  1. (i)

    An analogous result for the heat equation on graphs was proved in [HHW21]. Note that the above result holds for the half interval [0,T),[0,T), which is stronger than that for (T,T)(-T,T). For the heat equation on manifolds, these are different: the time analyticity fails for [0,T)[0,T) due to the counterexample of Kovalevskaya, but it is true for (T,0](-T,0] by [DZ20].

  2. (ii)

    For the conclusion, the condition that A12αA_{1}\leq 2-\alpha is sharp; see Theorem 3.1.

To sketch the proof strategy, for simplicity, we consider the case that the graph GG has bounded degree, and let uu be the solution to the homogeneous wave equation as in Theorem 1.6. Note that the Laplace operator Δ\Delta is a bounded operator on bounded functions, and in fact the supremum norm of Δu\Delta u on BR(p),B_{R}(p), the ball of radius RR centered at pp, is bounded above by that of uu on BR+1(p)B_{R+1}(p); see Lemma 2.1. By the induction, we estimate Δku\Delta^{k}u on BR(p)B_{R}(p) for any k1k\geq 1 by the supremum norm of uu on BR+k(p),B_{R+k}(p), which is bounded above by the growth condition (12). Using the homogeneous wave equation, we get the bound for t2ku\partial_{t}^{2k}u for any k1,k\geq 1, which yields the time analyticity of uu via the remainder estimate for the Taylor series in time of u.u.

Our approach applies for a class of linear evolution equations of the following form:

tmu(t,x)Lu(t,x)=f(t,x),(t,x)[T,T]×V,\partial_{t}^{m}u(t,x)-Lu(t,x)=f(t,x),\qquad(t,x)\in[-T,T]\times V,

where mm is a positive integer, VV is a discrete set and LL is in a class of linear operators on V{\mathbb{R}}^{V}, including the Laplacian Δ\Delta, the Schrödinger operator Δ+W(x)\Delta+W(x), and the biharmonic operator Δ2\Delta^{2} on weighted graphs with even complex-valued weights; see Section 5.

The paper is organized as follows: In next section, we recall some basic facts on weighted graphs. In Section 3, we construct the counterexample for both the uniqueness and the time analyticity for the solutions of the wave equation. Section 4 is devoted to the proofs of main results, Theorem 1.4 and Theorem 1.6. In Section 5, we extend the result to a class of linear evolution equations on discrete sets.

2. Preliminaries

We recall some facts on weighted graphs. Let G=(V,E,μ,ω)G=(V,E,\mu,\omega) be a weighted graph. We denote by

BR(x):={yV:d(x,y)R}B_{R}(x):=\{y\in V:d(x,y)\leq R\}

the ball of radius RR centered at xx. For any subset KK in VV, we write

BR(K):={yV:xK,s.t.d(x,y)R}.B_{R}(K):=\{y\in V:\exists x\in K,\ \mathrm{s.t.}\ d(x,y)\leq R\}.

The following lemma states that the bound of Δkf(x)\Delta^{k}f(x) is controlled by the bound of the function f(x)f(x) on a graph. This is an useful estimate in proving the main result.

Lemma 2.1.

Let G=(V,E,μ,ω)G=(V,E,\mu,\omega) be a weighted graph and K be a subset of VV. Then

  1. (i)

    |Δf(x)|2Deg(x)supyB1(x)|f(y)|,|\Delta f(x)|\leq 2\mathrm{Deg}(x)\sup\limits_{y\in B_{1}(x)}|f(y)|,

  2. (ii)

    supxK|Δf(x)|2supyKDeg(y)supzB1(K)|f(z)|,\sup\limits_{x\in K}|\Delta f(x)|\leq 2\sup\limits_{y\in K}\mathrm{Deg}(y)\sup\limits_{z\in B_{1}(K)}|f(z)|,

  3. (iii)

    |Δkf(x)|(2supyBk(x)Deg(y))ksupzBk(x)|f(z)|,fork.|\Delta^{k}f(x)|\leq\left(2\sup\limits_{y\in B_{k}(x)}\mathrm{Deg}(y)\right)^{k}\sup\limits_{z\in B_{k}(x)}|f(z)|,\ \mathrm{for}\ k\in{\mathbb{N}}.

Proof.

The results (i) and (ii) are obtained directly from the definition of Laplacian on graphs. For (iii), by using (i) and (ii), we have

|Δkf(x)|\displaystyle|\Delta^{k}f(x)|\leq 2Deg(x)supyB1(x)|Δk1f(x)|\displaystyle 2\mathrm{Deg}(x)\sup\limits_{y\in B_{1}(x)}|\Delta^{k-1}f(x)|\leq\cdots\ \cdots
\displaystyle\leq (2supyBk(x)Deg(y))ksupzBk(x)|f(z)|.\displaystyle\left(2\sup\limits_{y\in B_{k}(x)}\mathrm{Deg}(y)\right)^{k}\sup\limits_{z\in B_{k}(x)}|f(z)|.

In the following, we show the time analyticity for the solutions of the wave equation on finite subsets with Dirichlet boundary condition.

Proposition 2.2.

Let Ω\Omega be a finite subset of V,V, and uu be a solution to the homogeneous wave equation on ×Ω{\mathbb{R}}\times\Omega,

(17) {t2u(t,x)Δu(t,x)=0,(t,x)×Ω,u(0,x)=g(x),xΩ,tu(0,x)=h(x),xΩ,u(t,x)=0,(t,x)×δΩ.\displaystyle\left\{\begin{array}[]{lr}\partial_{t}^{2}u(t,x)-\Delta u(t,x)=0,&(t,x)\in{\mathbb{R}}\times\Omega,\\ u(0,x)=g(x),&x\in\Omega,\\ \partial_{t}u(0,x)=h(x),&x\in\Omega,\\ u(t,x)=0,&(t,x)\in{\mathbb{R}}\times\delta\Omega.\end{array}\right.

Then

(18) u(t,x)=i=1Ncos(tλi)aiψi(x)+i=1N1λisin(tλi)biψi(x),u(t,x)=\sum_{i=1}^{N}\cos(t\sqrt{\lambda_{i}})a_{i}\psi_{i}(x)+\sum_{i=1}^{N}\frac{1}{\sqrt{\lambda_{i}}}\sin(t\sqrt{\lambda_{i}})b_{i}\psi_{i}(x),

where N=ΩN=\sharp\Omega, 0<λ1λ2λN0<\lambda_{1}\leq\lambda_{2}\leq\cdots\leq\lambda_{N} are the eigenvalues of the Laplace operator with Dirichlet boundary condition on Ω\Omega, and ψi\psi_{i} are the corresponding orthonormal eigenvectors. Here aia_{i} and bib_{i} satisfy

i=1Naiψi(x)=g(x),i=1Nbiψi(x)=h(x).\sum_{i=1}^{N}a_{i}\psi_{i}(x)=g(x),\ \sum_{i=1}^{N}b_{i}\psi_{i}(x)=h(x).

In particular, uu is analytic in time.

Proof.

One can show that u(t,x)u(t,x) given in (18) is a solution to the homogeneous wave equation on ×Ω{\mathbb{R}}\times\Omega. Moreover, by the uniqueness result of [LX19], this is the solution. The solution is analytic in time by the expression of uu in (18). ∎

3. A non-uniqueness result

In this section, we construct a nontrivial solution of the wave equation with zero initial data on the graph. Let =(V,E,μ,ω)\mathbb{Z}=(V,E,\mu,\omega) be the infinite line graph with unit weights. Here V=V=\mathbb{Z} is the set of integers. For all x,yVx,y\in V, {x,y}E|xy|=1\{x,y\}\in E\Leftrightarrow|x-y|=1. The weight functions are μx=1,xV\mu_{x}=1,\ \forall x\in V and ωxy=1,{x,y}E\omega_{xy}=1,\ \forall\{x,y\}\in E.

Refer to caption
Figure 1. Graph {\mathbb{Z}}, Deg(x)2.\mathrm{Deg}(x)\equiv 2.

Following Tychonoff [Tyc35], Huang [Hua12, Section 3] constructed a nontrivial solution of the heat equation with zero initial data on the infinite line graph \mathbb{Z}. By modifying his construction, we obtain a solution of the wave equation with zero initial data on \mathbb{Z}.

Theorem 3.1.

Let \mathbb{Z} be the infinite line graph with unit weights. For any ϵ>0\epsilon>0, there exists a solution u(t,x)u(t,x) to the homogeneous wave equation on ×{\mathbb{R}}\times{\mathbb{Z}}, which is not time-analytic, such that

(19) limx|u(t,x)|e(2+ϵ)|x|ln|x|=0.\lim_{x\to\infty}|u(t,x)|e^{-(2+\epsilon)|x|\ln|x|}=0.

Moreover,

u(0,x)=tu(0,x)=0,x.u(0,x)=\partial_{t}u(0,x)=0,\ \forall x\in{\mathbb{Z}}.
Remark 3.2.

The result of Theorem 1.2 is a part of the above theorem.

Proof of Theorem 3.1.

Set

g(t)={exp(tβ),t>0,0,t0,\displaystyle g(t)=\begin{cases}\exp(-t^{-\beta}),\ \ &t>0,\\ 0,&t\leq 0,\end{cases}

where β\beta is a positive constant. Then the following properties of g(t)g(t) hold:

  1. (i)

    0g(t)1,t0\leq g(t)\leq 1,\ t\in{\mathbb{R}},

  2. (ii)

    g(k)(0)=0g^{(k)}(0)=0 for all k0k\in{\mathbb{N}}_{0},

  3. (iii)

    |g(k)(t)|k!(2keβθβ)kβ|g^{(k)}(t)|\leq k!\left(\frac{2k}{e\beta\theta^{\beta}}\right)^{\frac{k}{\beta}}, where θ\theta is a positive constant depends on β\beta.

Here (i) and (ii) follow from direct calculation. The statement (iii) was proved by Huang [Hua12, Section 3] and Fritz John [Joh91].

We define a function u(t,x)u(t,x) on ×{\mathbb{R}}\times\mathbb{Z} as follows,

u(t,x)={g(t),x=0,g(t)+k=1g(2k)(t)(2k)!(x+k)(x+1)x(xk+1),x1,u(x1,t),x1.\displaystyle\begin{split}u(t,x)=\begin{cases}g(t),\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ &x=0,\\ g(t)+\sum_{k=1}^{\infty}\frac{g^{(2k)}(t)}{(2k)!}(x+k)\cdots(x+1)x\cdots(x-k+1),&x\geq 1,\\ u(-x-1,t),&x\leq-1.\end{cases}\end{split}

Note that for any fixed xx\in\mathbb{Z} and k>xk>x,

g(2k)(t)(2k)!(x+k)(x+1)x(xk+1)=0.\frac{g^{(2k)}(t)}{(2k)!}(x+k)\cdots(x+1)x\cdots(x-k+1)=0.

So that u(t,x)u(t,x) is well defined on ×{\mathbb{R}}\times\mathbb{Z}. Moreover, tku(0,x)=0\partial_{t}^{k}u(0,x)=0 holds for all k0k\in{\mathbb{N}}_{0}. One readily verifies that u(t,x)u(t,x) solves the wave equation and u(t,0)u(t,0) is not analytic.

Next we prove (19). Note that u(t,x)u(t,x) is symmetric with respect to x=12x=-\frac{1}{2}. It suffices to prove the result for x0x\geq 0.

By the properties of the function g(t)g(t), we have

|u(t,x)|\displaystyle|u(t,x)|\leq 1+k=1(2k)!(4keβθβ)2kβ1(2k)!(x+k)(x+1)x(xk+1)\displaystyle 1+\sum_{k=1}^{\infty}(2k)!\left(\frac{4k}{e\beta\theta^{\beta}}\right)^{\frac{2k}{\beta}}\frac{1}{(2k)!}(x+k)\cdots(x+1)x\cdots(x-k+1)
=\displaystyle= 1+k=1(x+k)(x+1)x(xk+1)(4keβθβ)2kβ\displaystyle 1+\sum_{k=1}^{\infty}(x+k)\cdots(x+1)x\cdots(x-k+1)\left(\frac{4k}{e\beta\theta^{\beta}}\right)^{\frac{2k}{\beta}}
=:\displaystyle=: 1+k=1ak,\displaystyle 1+\sum_{k=1}^{\infty}a_{k},

where ak=(x+k)(x+1)x(xk+1)(4keβθβ)2kβa_{k}=(x+k)\cdots(x+1)x\cdots(x-k+1)\left(\frac{4k}{e\beta\theta^{\beta}}\right)^{\frac{2k}{\beta}}. Since akaxa_{k}\leq a_{x} for 0kx0\leq k\leq x and limxax=+\lim\limits_{x\to\infty}a_{x}=+\infty, there exists a positive constant X0X_{0} such that for any x>X0x>X_{0} the following holds:

|u(t,x)|\displaystyle|u(t,x)|\leq 1+k=1ak=1+k=1xak\displaystyle 1+\sum_{k=1}^{\infty}a_{k}=1+\sum_{k=1}^{x}a_{k}
\displaystyle\leq 1+xax2xax\displaystyle 1+xa_{x}\leq 2xa_{x}
=\displaystyle= 2x(2x)!(4xeβθβ)2xβ\displaystyle 2x(2x)!\left(\frac{4x}{e\beta\theta^{\beta}}\right)^{\frac{2x}{\beta}}
=\displaystyle= (2x)!exp(2xβlnx+O(x)),\displaystyle(2x)!\exp\left(\frac{2x}{\beta}\ln x+O(x)\right),

where O(x)O(x) denotes a function satisfying lim¯x+|O(x)|x<+.\varlimsup\limits_{x\to+\infty}{\frac{|O(x)|}{x}}<+\infty. By Stirling’s formula, x!2πx(xe)x,x!\sim\sqrt{2\pi x}\left(\frac{x}{e}\right)^{x}, x+.x\to+\infty. There exists a positive constant X1X_{1} such that for any x>X1,x>X_{1},

(2x)!4πx(2xe)2x=exp[2xlnx+O(x)].(2x)!\leq 4\sqrt{\pi x}\left(\frac{2x}{e}\right)^{2x}=\exp[2x\ln x+O(x)].

Hence

|u(t,x)|exp[(2+2β)xlnx+O(x)].\displaystyle|u(t,x)|\leq\exp\left[\left(2+\frac{2}{\beta}\right)x\ln x+O(x)\right].

For any ϵ>0\epsilon>0, let vϵ(x)=exp[(2+ϵ)xlnx]v_{\epsilon}(x)=\exp[(2+\epsilon)x\ln x]. We have

|u(t,x)|vϵ(x)exp[(2βϵ)xlnx+O(x)].\displaystyle\frac{|u(t,x)|}{v_{\epsilon}(x)}\leq\exp\left[\left(\frac{2}{\beta}-\epsilon\right)x\ln x+O(x)\right].

For any β>2ϵ,\beta>\frac{2}{\epsilon}, we have

limx|u(t,x)|vϵ(x)=0.\lim_{x\to\infty}\frac{|u(t,x)|}{v_{\epsilon}(x)}=0.

This proves the result. ∎

By the same argument, we can construct examples on \mathbb{Z} for higher order equations of type tmu(t,x)=Δu,m3,\partial_{t}^{m}u(t,x)=\Delta u,m\geq 3, as follows:

(20) u(t,x)={g(t),x=0,g(t)+k=1g(mk)(t)(2k)!(x+k)(x+1)x(xk+1),x1,u(x1,t),x1,\displaystyle\begin{split}u(t,x)=\begin{cases}g(t),\ \ \ \ \ \ \ \ \ \ \ \ \ \ \ \ &x=0,\\ g(t)+\sum_{k=1}^{\infty}\frac{g^{(mk)}(t)}{(2k)!}(x+k)\cdots(x+1)x\cdots(x-k+1),&x\geq 1,\\ u(-x-1,t),&x\leq-1,\end{cases}\end{split}

where g(t)g(t) is defined as in the proof of Theorem 3.1.

4. Proof of The Main Results

In this section, we prove the main results. The following lemma is well known in the calculus.

Lemma 4.1.

For any f(x)C2([a,b])f(x)\in C^{2}([a,b]), let Mk=maxx[a,b]{|f(k)(x)|}M_{k}=\max\limits_{x\in[a,b]}\{|f^{(k)}(x)|\}, k=0,1,2k=0,1,2. Then M12baM0+(ba)M2M_{1}\leq\frac{2}{b-a}M_{0}+(b-a)M_{2}.

Proof.

By Taylor’s formula, for any x0[a,b]x_{0}\in[a,b] and h[ax0,bx0]h\in[a-x_{0},b-x_{0}], there exists x1[a,b]x_{1}\in[a,b] such that

f(x0+h)=f(x0)+hf(x0)+f′′(x1)2h2.\displaystyle f(x_{0}+h)=f(x_{0})+hf^{\prime}(x_{0})+\frac{{f}^{\prime\prime}(x_{1})}{2}h^{2}.

Hence we have

|f(x0)h+f(x0)|=\displaystyle|f^{\prime}(x_{0})h+f(x_{0})|= |f(x0+h)f′′(x1)2h2|\displaystyle|f(x_{0}+h)-\frac{{f}^{\prime\prime}(x_{1})}{2}h^{2}|
\displaystyle\leq M0+M2(ba)22.\displaystyle M_{0}+\frac{M_{2}(b-a)^{2}}{2}.

Set g(h):=f(x0)h+f(x0)g(h):=f^{\prime}(x_{0})h+f(x_{0}). Note that g(h)g(h) is a linear function defined on [ax0,bx0][a-x_{0},b-x_{0}], and is bounded by M0+M2(ba)22M_{0}+\frac{M_{2}(b-a)^{2}}{2}. So that the slope of g(h)g(h) satisfies

|f(x0)|\displaystyle|f^{\prime}(x_{0})|\leq 2(M0+M2(ba)22)1(bx0)(ax0)\displaystyle 2\left(M_{0}+\frac{M_{2}(b-a)^{2}}{2}\right)\frac{1}{(b-x_{0})-(a-x_{0})}
=\displaystyle= 2baM0+(ba)M2.\displaystyle\frac{2}{b-a}M_{0}+(b-a)M_{2}.

This is a special case of Ore’s inequalities on functions with bounded derivatives [Ore38].

Theorem 4.2 ([Ore38]).

Let f(x)Cn+1([a,b])f(x)\in C^{n+1}([a,b]) satisfies

|f(x)|M0,|f(n+1)(x)|Mn+1,x[a,b].\displaystyle|f(x)|\leq M_{0},\ \ \ |f^{(n+1)}(x)|\leq M_{n+1},\ \ \forall x\in[a,b].

Then all intermediate derivatives of f(x)f(x) are bounded above by

|f(i)(x)|K(i,n)(ba)i(M0+(ba)n+1(n+1)!Mn+1),\displaystyle|f^{(i)}(x)|\leq\frac{K(i,n)}{(b-a)^{i}}\left(M_{0}+\frac{(b-a)^{n+1}}{(n+1)!}M_{n+1}\right),

where i=1,2,ni=1,2,\cdots n and K(i,n)=2in2(n21)(n2(i1)2)135(2i1)K(i,n)=\frac{2^{i}n^{2}(n^{2}-1)\cdots(n^{2}-(i-1)^{2})}{1\cdot 3\cdot 5\cdots(2i-1)}.

Now we are ready to prove Theorem 1.6.

Proof of Theorem 1.6.

Note that uu is a strong solution, i.e. uCt2([0,T)×V),u\in C^{2}_{t}([0,T)\times V), to the homogeneous wave equation t2u=Δu.\partial_{t}^{2}u=\Delta u. By the same argument for the time regularity in [HM15], we can prove that uCt([0,T)×V).u\in C^{\infty}_{t}([0,T)\times V). Since Δ\Delta commutes with t\partial_{t}, we have

t2ku=Δku,k.\partial_{t}^{2k}u=\Delta^{k}u,\ \forall k\in{\mathbb{N}}.

Fix x0V,t0[0,T]x_{0}\in V,\ t_{0}\in[0,T], let Rn=tn+1u(s,x0)(n+1)!(tt0)n+1R_{n}=\frac{\partial_{t}^{n+1}u(s,x_{0})}{(n+1)!}(t-t_{0})^{n+1} be the nn-th Lagrange remainder of u(t,x0)u(t,x_{0}) at t0t_{0}, where s(t0,t)s\in(t_{0},t) or (t,t0)(t,t_{0}). It suffices to prove that

limnRn=0.\lim_{n\to\infty}R_{n}=0.

Case I: If n is odd, i.e. n=2k1n=2k-1, kk\in{\mathbb{N}}, then

Rn=R2k1=t2ku(s,x0)(2k)!(tt0)2k=Δku(s,x0)(2k)!(tt0)2k.\displaystyle R_{n}=R_{2k-1}=\frac{\partial_{t}^{2k}u(s,x_{0})}{(2k)!}(t-t_{0})^{2k}=\frac{\Delta^{k}u(s,x_{0})}{(2k)!}(t-t_{0})^{2k}.

Set d:=d(x0,p)d:=d(x_{0},p). This yields that Bk(x0)Bk+d(p)B_{k}(x_{0})\subset B_{k+d}(p). By Lemma 2.1, we have

|Δku(s,x0)|\displaystyle|\Delta^{k}u(s,x_{0})| 2k(supyBk(x0)Deg(y))ksupzBk(x0)|u(z)|\displaystyle\leq 2^{k}\left(\sup\limits_{y\in B_{k}(x_{0})}\mathrm{Deg}(y)\right)^{k}\sup\limits_{z\in B_{k}(x_{0})}|u(z)|
2k(supyBk+d(p)Deg(y))ksupzBk+d(p)|u(z)|.\displaystyle\leq 2^{k}\left(\sup\limits_{y\in B_{k+d}(p)}\mathrm{Deg}(y)\right)^{k}\sup\limits_{z\in B_{k+d}(p)}|u(z)|.

Combining this with (12) and Assumption 1.3, we have

(21) |Δku(s,x0)|\displaystyle|\Delta^{k}u(s,x_{0})| 2kDkexp[αkln(k+d)]Cexp[A1(k+d)ln(k+d)]\displaystyle\leq 2^{k}D^{k}\exp[\alpha k\ln(k+d)]\cdot C\exp[A_{1}(k+d)\ln(k+d)]
=exp[(A1+α)kln(k+d)+kln(2D)+A1dln(k+d)+lnC]\displaystyle=\exp[(A_{1}+\alpha)k\ln(k+d)+k\ln(2D)+A_{1}d\ln(k+d)+\ln C]
=exp[(A1+α)klnk+kln(2D)+o(k)],\displaystyle=\exp[(A_{1}+\alpha)k\ln k+k\ln(2D)+o(k)],

where o(k)o(k) denotes a function satisfying limk+o(k)k=0\lim\limits_{k\to+\infty}{\frac{o(k)}{k}}=0.

By Stirling’s formula, there is a positive constant K1K_{1} such that for any k>K1,k>K_{1},

(22) (2k)!(2ke)2k=exp(2klnk+2kln2e).(2k)!\geq\left(\frac{2k}{e}\right)^{2k}=\exp\left(2k\ln k+2k\ln\frac{2}{e}\right).

Let RR be a positive constant to be determined later, which serves as the analytic radius of u(t,x0)u(t,x_{0}) at t0t_{0}. Suppose that t(t0R,t0+R)[0,T]t\in(t_{0}-R,t_{0}+R)\cap[0,T], then we have

(23) |tt0|2k<R2k=exp(2klnR).|t-t_{0}|^{2k}<R^{2k}=\exp(2k\ln R).

By (21), (22), (23) and setting ε=2αA10\varepsilon=2-\alpha-A_{1}\geq 0, we have

|R2k1|=\displaystyle|R_{2k-1}|= |Δku(s,x0)|(2k)!|tt0|2k\displaystyle\frac{|\Delta^{k}u(s,x_{0})|}{(2k)!}|t-t_{0}|^{2k}
\displaystyle\leq exp[(2ε)klnk+kln(2D)+o(k)\displaystyle\exp[(2-\varepsilon)k\ln k+k\ln(2D)+o(k)
(2klnk+2kln2e)+2klnR]\displaystyle-(2k\ln k+2k\ln\frac{2}{e})+2k\ln R]
=\displaystyle= exp[εklnk+2kln(eD2R)+o(k)]\displaystyle\exp\left[-\varepsilon k\ln k+2k\ln\left(e\sqrt{\frac{D}{2}}R\right)+o(k)\right]
=:\displaystyle=: exp[φ(k)],\displaystyle\exp[\varphi(k)],

where φ(k)=εklnk+2kln(eD2R)+o(k)\varphi(k)=-\varepsilon k\ln k+2k\ln\left(e\sqrt{\frac{D}{2}}R\right)+o(k).

If ε=2αA1>0\varepsilon=2-\alpha-A_{1}>0, then for any R>0R>0, we have

limkφ(k)=\lim_{k\to\infty}\varphi(k)=-\infty

and

(24) limk|R2k1|limkexp[φ(k)]=0.\lim_{k\to\infty}|R_{2k-1}|\leq\lim_{k\to\infty}\exp[\varphi(k)]=0.

If ε=2αA1=0\varepsilon=2-\alpha-A_{1}=0, let R<1e2DR<\frac{1}{e}\sqrt{\frac{2}{D}}, then

limkφ(k)=\lim_{k\to\infty}\varphi(k)=-\infty

and

(25) limk|R2k1|limkexp[φ(k)]=0.\lim_{k\to\infty}|R_{2k-1}|\leq\lim_{k\to\infty}\exp[\varphi(k)]=0.

Case II: If nn is even, i.e. n=2k2n=2k-2, k2k\geq 2, then

Rn=R2k2=t2k1u(s,x0)(2k1)!(tt0)2k1.R_{n}=R_{2k-2}=\frac{\partial_{t}^{2k-1}u(s,x_{0})}{(2k-1)!}(t-t_{0})^{2k-1}.

By Lemma 4.1 and (21), we have

|t2k1u(s,x0)|\displaystyle|\partial_{t}^{2k-1}u(s,x_{0})|\leq 2Tmaxs[0,T]|t2k2u(s,x0)|+Tmaxs[0,T]|t2ku(s,x0)|\displaystyle\frac{2}{T}\max\limits_{s\in[0,T]}|\partial_{t}^{2k-2}u(s,x_{0})|+T\max\limits_{s\in[0,T]}|\partial_{t}^{2k}u(s,x_{0})|
=\displaystyle= 2Tmaxs[0,T]|Δk1u(s,x0)|+Tmaxs[0,T]|Δku(s,x0)|\displaystyle\frac{2}{T}\max\limits_{s\in[0,T]}|\Delta^{k-1}u(s,x_{0})|+T\max\limits_{s\in[0,T]}|\Delta^{k}u(s,x_{0})|
\displaystyle\leq 2Texp[(A1+α)(k1)ln(k1)+(k1)ln(2D)+o(k)]\displaystyle\frac{2}{T}\exp[(A_{1}+\alpha)(k-1)\ln(k-1)+(k-1)\ln(2D)+o(k)]
+Texp[(A1+α)klnk+kln(2D)+o(k)]\displaystyle+T\exp[(A_{1}+\alpha)k\ln k+k\ln(2D)+o(k)]
=\displaystyle= exp[(A1+α)klnk+kln(2D)+o(k)].\displaystyle\exp[(A_{1}+\alpha)k\ln k+k\ln(2D)+o(k)].

Combining this with (22) and (23), we have

|R2k2|=\displaystyle|R_{2k-2}|= |t2k1u(s,x0)|(2k1)!|tt0|2k1\displaystyle\frac{|\partial_{t}^{2k-1}u(s,x_{0})|}{(2k-1)!}|t-t_{0}|^{2k-1}
\displaystyle\leq 2kR|t2k1u(s,x0)|(2k)!R2k\displaystyle\frac{2k}{R}\frac{|\partial_{t}^{2k-1}u(s,x_{0})|}{(2k)!}R^{2k}
\displaystyle\leq exp[(A1+α)klnk+kln(2D)+o(k)\displaystyle\exp[(A_{1}+\alpha)k\ln k+k\ln(2D)+o(k)
(2klnk+2kln2e)+2klnR+ln2kR]\displaystyle-(2k\ln k+2k\ln\frac{2}{e})+2k\ln R+\ln\frac{2k}{R}]
=\displaystyle= exp[εklnk+2kln(eD2R)+o(k)].\displaystyle\exp\left[-\varepsilon k\ln k+2k\ln\left(e\sqrt{\frac{D}{2}}R\right)+o(k)\right].

By the same argument in Case I, we have the following:
If ε=2αA1>0\varepsilon=2-\alpha-A_{1}>0, then for any R>0R>0,

(26) limk|R2k1|=0.\lim_{k\to\infty}|R_{2k-1}|=0.

If ε=2αA1=0\varepsilon=2-\alpha-A_{1}=0, let R<1e2DR<\frac{1}{e}\sqrt{\frac{2}{D}}, then

(27) limk|R2k1|=0.\lim_{k\to\infty}|R_{2k-1}|=0.

By (24) and (26), we prove that uu is analytic with analytic radius r=+r=+\infty if A1<2αA_{1}<2-\alpha. By (25) and (27), we prove that uu is analytic with analytic radius r1e2Dr\geq\frac{1}{e}\sqrt{\frac{2}{D}} if A1=2αA_{1}=2-\alpha. This completes the proof of the theorem.

Next we prove Theorem 1.4.

Proof of Theorem 1.4.

Set w=uv.w=u-v. Then ww is the solution of the homogeneous wave equation on (T,T)×V.(-T,T)\times V. By Theorem 1.6, w(t,x)w(t,x) is analytic in (T,T)(-T,T) for any xV.x\in V. Note that w(0,x)=tw(0,x)=0w(0,x)=\partial_{t}w(0,x)=0 for all xV.x\in V. Since t2ku=Δku,\partial_{t}^{2k}u=\Delta^{k}u, k,k\in{\mathbb{N}},

t2ku(0,x)=0,xV.\partial_{t}^{2k}u(0,x)=0,\quad\forall x\in V.

Moreover,

t2k1u(0,x)=Δk1(tu)(0,x)=0,xV.\partial_{t}^{2k-1}u(0,x)=\Delta^{k-1}(\partial_{t}u)(0,x)=0,\quad\forall x\in V.

Since w(t,x)w(t,x) is analytic, w0.w\equiv 0. This proves the theorem. ∎

5. Linear evolution equations on a discrete set

In this section, we study the uniqueness class of solutions to a class of linear evolution equations on a discrete set.

5.1. Linear operators on a discrete set and the induced weighted directed graph

Firstly, we recall the setting of directed graphs. A directed graph or digraph is an ordered pair G=(V,E)G=(V,E), where VV is the vertex set and EE is the directed edge set, which is a set of ordered pair of elements in VV. We allow self-loops in this section, i.e. (x,x)E(x,x)\in E for some xVx\in V. Let

deg+(x)=#{yV:(x,y)E}\deg^{+}(x)=\#\{y\in V:(x,y)\in E\}

be the out-degree, and

deg(x)=#{yV:(y,x)E}\deg^{-}(x)=\#\{y\in V:(y,x)\in E\}

be the in-degree of xVx\in V. We say (V,E)(V,E) is locally finite if deg+(x)<\deg^{+}(x)<\infty for all xVx\in V. We write xyx\leadsto y if (x,y)E(x,y)\in E and let

d(x,y):=inf{n:x=z0z1zn=y}d(x,y):=\inf\{n:x=z_{0}\leadsto z_{1}\leadsto\cdots\leadsto z_{n}=y\}

be the directed distance from xx to yy. Though dd is generally not a metric of (V,E)(V,E) as d(x,y)d(y,x)d(x,y)\neq d(y,x) in general, we still have the triangle inequality, i.e. d(x,y)d(x,z)+d(z,y)d(x,y)\leq d(x,z)+d(z,y). Let

BR(x):={yV:d(x,y)R}B_{R}(x):=\{y\in V:d(x,y)\leq R\}

be the RR-ball centered at xx. We say a pair (G,p)(G,p) is a connected rooted digraph with root pVp\in V if d(p,x)<d(p,x)<\infty for all xVx\in V, i.e. there exists a directed path from pp to every vertex in VV.

Given a directed graph G=(V,E)G=(V,E), let

q:E,(x,y)q(x,y),q:E\to{\mathbb{R}},\quad(x,y)\mapsto q(x,y),

be the edge weight function. For convenience we extend the edge weight function to V×VV\times V\to{\mathbb{R}} with q(x,y)=0q(x,y)=0 if (x,y)E(x,y)\notin E. We call the triple G=(V,E,q)G=(V,E,q) a weighted directed graph or weighted digraph. The (weighted) out-Degree is defined via

Deg+(x)=(x,y)E|q(x,y)|,\mathrm{Deg}^{+}(x)=\sum_{(x,y)\in E}|q(x,y)|,

and the (weighted) in-Degree is defined via

Deg(x)=(y,x)E|q(y,x)|.\mathrm{Deg}^{-}(x)=\sum_{(y,x)\in E}|q(y,x)|.

Next, we consider the linear operators on the function space on a discrete space. Let VV be a discrete set and V{\mathbb{R}}^{V} be the set of all real functions on VV. Let

L:VVL:{\mathbb{R}}^{V}\to{\mathbb{R}}^{V}

be a linear operator. We say LL is finitely-determined if for any xVx\in V there exists a finite subset VxVV_{x}\subset V, such that Lu(x)=0Lu(x)=0 holds for all uVu\in{\mathbb{R}}^{V} satisfying u|Vx=0u|_{V_{x}}=0. Then for any uVu\in{\mathbb{R}}^{V}, we have

Lu(x)=yVxL𝟙y(x)u(y),Lu(x)=\sum_{y\in V_{x}}L\mathbbm{1}_{y}(x)u(y),

where 𝟙y\mathbbm{1}_{y} is the characteristic function of yVy\in V defined via

𝟙y(x)={1,x=y;0,xy.\mathbbm{1}_{y}(x)=\begin{cases}1,\quad x=y;\\ 0,\quad x\neq y.\end{cases}

Given a finitely-determined linear operator LL, the finite subset VxV_{x} can be chosen in the following way:

Vx=SLx:={yV:L𝟙y(x)0}.V_{x}=S_{L}^{x}:=\{y\in V:L\mathbbm{1}_{y}(x)\neq 0\}.

Let (V)\mathcal{L}(V) be the set of all finitely-determined linear operators on V{\mathbb{R}}^{V}, which is the operator class we will study in this section. In the following, we will see that there is a natural connection between (V)\mathcal{L}(V) and all the locally finite weighted digraphs with vertex set VV.

Definition 5.1 (Digraph induced by a linear operator).

Given a discrete set VV and a linear operator L(V)L\in\mathcal{L}(V), we say that G(L)=(V,E,q)G(L)=(V,E,q) is the digraph induced by LL if

q(x,y)=L𝟙y(x),q(x,y)=L\mathbbm{1}_{y}(x),

and

E={(x,y):q(x,y)0}.E=\{(x,y):\ q(x,y)\neq 0\}.

One easily verifies that the induced graph G(L)G(L) is locally finite for all L(V)L\in\mathcal{L}(V). Conversely, given a locally finite weighted digraph G=(V,E,q)G=(V,E,q), we can also define a linear operator L(V)L\in\mathcal{L}(V) satisfying SLx={y:(x,y)E}S_{L}^{x}=\{y:(x,y)\in E\} via

Lu(x)=yVq(x,y)u(y).Lu(x)=\sum_{y\in V}q(x,y)u(y).
Example 5.2 (The left shift operator on {\mathbb{R}}^{{\mathbb{N}}}).

Since an infinite sequence can be regarded as a function on {\mathbb{N}}, we denote by {\mathbb{R}}^{{\mathbb{N}}} the set of all infinite sequences. Let LL be the left shift operator, i.e.

L:(a1,a2,a3,)(a2,a3,).L:(a_{1},a_{2},a_{3},\cdots)\mapsto(a_{2},a_{3},\cdots).

Then L()L\in\mathcal{L}({\mathbb{N}}), and q(i,j)=1q(i,j)=1 if j=i+1j=i+1, otherwise q(i,j)=0q(i,j)=0.

Refer to caption
Figure 2. The digraph induced by the left shift operator.

As an analogy of Lemma 2.1, we have the following proposition.

Proposition 5.3.

Let L(V)L\in\mathcal{L}(V), uVu\in{\mathbb{R}}^{V}, and G=(V,E,q)G=(V,E,q) be the digraph induced by LL, then for any positive integer kk, we have

|Lku(x)|(supyBk(x)Deg+(y))ksupzBk(x)|u(z)|.|L^{k}u(x)|\leq\left(\sup\limits_{y\in B_{k}(x)}\mathrm{Deg}^{+}(y)\right)^{k}\sup\limits_{z\in B_{k}(x)}|u(z)|.

5.2. Uniqueness of solutions to linear evolution equations on a discrete set

Consider the following evolution equation on a discrete set VV:

(33) {tmu(t,x)Lu(t,x)=f(t,x),(t,x)(T,T)×V,u(0,x)=g(x),xV,tu(0,x)=g1(x),xV,t(m1)u(0,x)=gm1(x),xV.\displaystyle\left\{\begin{array}[]{lr}\partial_{t}^{m}u(t,x)-Lu(t,x)=f(t,x),&(t,x)\in(-T,T)\times V,\\ u(0,x)=g(x),&x\in V,\\ \partial_{t}u(0,x)=g_{1}(x),&x\in V,\\ \qquad\cdots&\cdots\\ \partial_{t}^{(m-1)}u(0,x)=g_{m-1}(x),&x\in V.\\ \end{array}\right.

By Proposition 5.3 and Theorem 4.2, we have the following results.

Theorem 5.4.

Let VV be a discrete set, L(V)L\in\mathcal{L}(V), G=(V,E,q)G=(V,E,q) be the digraph induced by LL, and C,DC,D be positive constants. Suppose (G,p)(G,p) is a connected rooted digraph and the out-Degree satisfies

Deg+(x)Dd(p,x)α,0αm,xp.\mathrm{Deg}^{+}(x)\leq Dd(p,x)^{\alpha},\quad 0\leq\alpha\leq m,\quad x\neq p.

If uu is a solution of (33) with f(t,x)0f(t,x)\equiv 0 and satisfying

|u(t,x)|Cd(p,x)(mα)d(p,x),xp,|u(t,x)|\leq Cd(p,x)^{(m-\alpha)d(p,x)},\quad x\neq p,

then uu is time-analytic.

Theorem 5.5.

Let VV be a discrete set, L(V)L\in\mathcal{L}(V), G=(V,E,q)G=(V,E,q) be the digraph induced by LL, and C1,C2,DC_{1},C_{2},D be positive constants. Suppose (G,p)(G,p) is a connected rooted digraph and the out-Degree satisfies

Deg+(x)Dd(p,x)α,0αm,xp.\mathrm{Deg}^{+}(x)\leq Dd(p,x)^{\alpha},\quad 0\leq\alpha\leq m,\quad x\neq p.

If u,vu,v are solutions of (33) and satisfying

|u(t,x)|C1d(p,x)(mα)d(p,x),xp,|u(t,x)|\leq C_{1}d(p,x)^{(m-\alpha)d(p,x)},\quad x\neq p,

and

|v(t,x)|C2d(p,x)(mα)d(p,x),xp,|v(t,x)|\leq C_{2}d(p,x)^{(m-\alpha)d(p,x)},\quad x\neq p,

then uvu\equiv v.

The proofs are similar to those of Theorem 1.6 and Theorem 1.4, so we omit them. By the above results, we can deal with the uniqueness of solutions to a wide class of equations. Here are some examples.

Example 5.6 (Laplacian on weighted graphs).

Let G=(V,E,μ,ω)G=(V,E,\mu,\omega) be an undirected weighted graph, L=Δ(V)L=\Delta\in\mathcal{L}(V) be the graph Laplacian on GG. Let G=(V,E,q)G^{\prime}=(V^{\prime},E^{\prime},q) be the weighted digraph induced by Δ\Delta, then we have

q(x,y)={ω(x,y)μ(x),xy,xy in G;DegG(x),x=y;0,otherwise;q(x,y)=\begin{cases}\frac{\omega(x,y)}{\mu(x)},\qquad&x\neq y,\ x\sim y\text{ in }G;\\ -\mathrm{Deg}_{G}(x),&x=y;\\ 0,&\text{otherwise};\end{cases}

and

E={(x,y):{x,y}E}{(x,x):xV}.E^{\prime}=\{(x,y):\{x,y\}\in E\}\cup\{(x,x):x\in V\}.

Moreover, we have dG(x,y)=dG(y,x)=dG(x,y)d_{G^{\prime}}(x,y)=d_{G^{\prime}}(y,x)=d_{G}(x,y) for all x,yVx,y\in V, dGd_{G^{\prime}} is a metric of GG^{\prime}, and GG^{\prime} is isometric to GG as a metric space. Consider the out-Degree on GG^{\prime}, we have DegG+(x)=2DegG(x)\mathrm{Deg}^{+}_{G^{\prime}}(x)=2\mathrm{Deg}_{G}(x). Then by Theorem 5.4 and Theorem 5.5, we can handle the uniqueness class of solutions to equations of the following form:

tmu(t,x)Δu(t,x)=f(t,x).\partial_{t}^{m}u(t,x)-\Delta u(t,x)=f(t,x).

For m=2m=2, this is exactly what we did in Theorem 1.4, and for m=1m=1, we refer to [HHW21].
This approach also applies to the Schrödinger operator Δ+W(x)\Delta+W(x) on undirected or directed weighted graphs, where W(x)VW(x)\in{\mathbb{R}}^{V} is a potential function on VV.

Example 5.7 (The nn-th power of L(V)L\in\mathcal{L}(V)).

Let VV be a discrete set and L(V)L\in\mathcal{L}(V). Then L2=LL(V)L^{2}=L\cdot L\in\mathcal{L}(V). Let G=(V,E,q)G=(V,E,q) be the digraph induced by LL. We define a digraph G=(V,E,q)G^{\prime}=(V,E^{\prime},q^{\prime}) via

q(x,y)=zVq(x,z)q(z,y),q^{\prime}(x,y)=\sum_{z\in V}q(x,z)q(z,y),

and

E={(x,y):d(x,y)2}.E^{\prime}=\{(x,y):d(x,y)\leq 2\}.

Note that GG^{\prime} may be different from the digraph G(L2)G(L^{2}) induced by L2L^{2}. Consider GG^{\prime}, we have

dG(x,y)=dG(x,y)2,d_{G^{\prime}}(x,y)=\left\lceil\frac{d_{G}(x,y)}{2}\right\rceil,

and

DegG+(x)=y|q(x,y)|maxyB1(x) in G(DegG+(y))2.\mathrm{Deg}_{G^{\prime}}^{+}(x)=\sum_{y}|q^{\prime}(x,y)|\leq\max_{y\in B_{1}(x)\text{ in }G}(\mathrm{Deg}_{G}^{+}(y))^{2}.

One also easily verifies that LnL^{n}\in\mathcal{L} for any positive integer nn, then by Theorem 5.4 and Theorem 5.5, we can handle the uniqueness class of solutions to equations of the following form:

tmu(t,x)Lnu(t,x)=f(t,x).\partial_{t}^{m}u(t,x)-L^{n}u(t,x)=f(t,x).

Let L=ΔL=\Delta be the Laplacian on graphs and n=2n=2, L2=Δ2L^{2}=\Delta^{2} is called the biharmonic operator.

The following figure shows the digraphs induced by Δ\Delta and Δ2\Delta^{2} on the infinite line graph {\mathbb{Z}}, which is defined in Section 3.

Refer to caption
(a) Digraph induced by Δ\Delta on {\mathbb{Z}}, Deg+(x)4\mathrm{Deg}^{+}(x)\equiv 4.
Refer to caption
(b) Digraph induced by Δ2\Delta^{2} on {\mathbb{Z}}, Deg+(x)16\mathrm{Deg}^{+}(x)\equiv 16.
Figure 3.

5.3. For vector-valued function spaces

Given a set VV, let

NV:={u|u:VN}{\mathbb{R}}^{NV}:=\{u|\ u:V\to{\mathbb{R}}^{N}\}

be the set of all NN-dimensional vector-valued functions on VV. Similarly with the previous discussion, we can also define finitely-determined linear operators on NV{\mathbb{R}}^{NV}, and we still use (V)\mathcal{L}(V) to represent the set of these operators. Given a linear operator L(V)L\in\mathcal{L}(V), let

SLx:={yV:L𝟙yei(x) 0 for some i, 1iN},S_{L}^{x}:=\{y\in V:\ L\mathbbm{1}^{e_{i}}_{y}(x)\neq\ 0\text{ for some }i,\ 1\leq i\leq N\},

where ei=(0,,1,,0)Te_{i}=(0,\cdots,1,\cdots,0)^{T} is the ii-th unit vector and

𝟙yei(x)={ei,x=y;0,xy.\mathbbm{1}_{y}^{e_{i}}(x)=\begin{cases}e_{i},\qquad&x=y;\\ 0,&x\neq y.\end{cases}

Then we have

Lu(x)=ySLxQ(x,y)u(y)N,Lu(x)=\sum_{y\in S_{L}^{x}}Q(x,y)u(y)\in{\mathbb{R}}^{N},

where Q(x,y)Q(x,y) is a N×NN\times N real matrix with Qi,j(x,y)=L𝟙yei(x)ejQ_{i,j}(x,y)=L\mathbbm{1}_{y}^{e_{i}}(x)\cdot e_{j}.

Similarly, we can also define G(L)=(V,E,Q)G(L)=(V,E,Q) be the digraph induced by LL, which is a digraph with matrix-valued edge weight QQ. We define the (weighted) out-Degree via

Deg+(x):=ySLxi,j|Qi,j(x,y)|.\mathrm{Deg}^{+}(x):=\sum_{y\in S_{L}^{x}}\sum_{i,j}|Q_{i,j}(x,y)|.

Given a vector ν=(ν1,ν2,,νN)\nu=(\nu_{1},\nu_{2},\cdots,\nu_{N}), we denote by ν=max|νi|||\nu||_{\infty}=\max|\nu_{i}| the infinity norm of ν\nu. Then for all uNVu\in{\mathbb{R}}^{NV}, we have

Lu(x)Deg+(x)maxySLxu(y),||Lu(x)||_{\infty}\leq\mathrm{Deg}^{+}(x)\max_{y\in S_{L}^{x}}||u(y)||_{\infty},

and

Lku(x)(supyBk(x)Deg+(y))ksupzBk(x)u(z).||L^{k}u(x)||_{\infty}\leq\left(\sup\limits_{y\in B_{k}(x)}\mathrm{Deg}^{+}(y)\right)^{k}\sup\limits_{z\in B_{k}(x)}||u(z)||_{\infty}.

Results analogous to Theorem 5.4 and Theorem 5.5 can also be derived. The following are two examples of linear operators on the space of vector-valued functions on graphs.

Example 5.8 (Laplacian on graphs with complex-valued weight).

Given a undirected graph G=(V,E,μ,ω)G=(V,E,\mu,\omega) with complex-valued weight, where ω:E\omega:E\to{\mathbb{C}} is the edge weight function and μ:V{0}\mu:V\to{\mathbb{C}}\setminus\{0\} is the vertex weight function. Consider the Laplacian on the complex-valued function space V{\mathbb{C}}^{V}

Δu(x):=1μ(x)y,yxω(x,y)(u(y)u(x)).\Delta u(x):=\frac{1}{\mu(x)}\sum_{y,y\sim x}\omega(x,y)(u(y)-u(x)).

We write the multiplication of complex numbers (a+ib)(c+id)=(acbd)+i(ad+bc)(a+ib)(c+id)=(ac-bd)+i(ad+bc) in the following way:

(abba)(cd)=(acbdad+bc).\begin{pmatrix}a&-b\\ b&a\end{pmatrix}\begin{pmatrix}c\\ d\end{pmatrix}=\begin{pmatrix}ac-bd\\ ad+bc\end{pmatrix}.

Then Δ(V)\Delta\in\mathcal{L}(V) and dG(x,y)=dG(x,y)d_{G^{\prime}}(x,y)=d_{G}(x,y), where G=(V,E,Q)G^{\prime}=(V,E^{\prime},Q) is the digraph induced by Δ\Delta, and GG^{\prime} is with edge weight

Q(x,y)={1μ(x)ω(x,y),xy in G;DegG(x),x=y;0,otherwise.Q(x,y)=\begin{cases}\frac{1}{\mu(x)}\omega(x,y),\qquad&\text{$x\sim y$ in $G$};\\ -\mathrm{Deg}_{G}(x),&x=y;\\ 0,&\text{otherwise.}\end{cases}
Example 5.9 (Connection Laplacian on graphs).

Given a weighted undirected graph G=(V,E,μ,ω)G=(V,E,\mu,\omega), we assign a signature σxy\sigma_{xy} to each oriented edge (x,y)(x,y) with {x,y}E\{x,y\}\in E, where each σxy\sigma_{xy} is a NN-dimensional orthogonal matrix satisfying σxy=σyx1\sigma_{xy}=\sigma_{yx}^{-1}. Or we write the signature as a map σ:EorO(N)\sigma:E^{or}\to O(N), where Eor={(x,y):{x,y}E}E^{or}=\{(x,y):\{x,y\}\in E\} is the set of oriented edges and O(N)O(N) is the NN-dimensional orthogonal group. For any vector-valued function u:VNu:V\to{\mathbb{R}}^{N}, the connection Laplacian is defined via

Δσu(x):=1μ(x)y,yxωxy(σxyu(y)u(x))N.\Delta^{\sigma}u(x):=\frac{1}{\mu(x)}\sum_{y,y\sim x}\omega_{xy}(\sigma_{xy}u(y)-u(x))\in{\mathbb{R}}^{N}.

We refer to [LMP19] for more on connection Laplacian on graphs.
Let G=(V,E,Q)G^{\prime}=(V,E^{\prime},Q) be the digraph induced by the connection Laplacian Δσ\Delta^{\sigma}. Then dG(x,y)=dG(x,y)d_{G^{\prime}}(x,y)=d_{G}(x,y) and

Q(x,y)={1μ(x)ω(x,y)σxy,xy in G;DegG(x)IN,x=y;0,otherwise.Q(x,y)=\begin{cases}\frac{1}{\mu(x)}\omega(x,y)\sigma_{xy},\qquad&\text{$x\sim y$ in $G$};\\ -\mathrm{Deg}_{G}(x)I_{N},&x=y;\\ 0,&\text{otherwise.}\end{cases}

Acknowledgments

B.H. is supported by NSFC, no.11831004 and no.11926313.

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