Uniqueness class of solutions to a class of linear evolution equations
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 the Cauchy problem of the wave equation reads as
(4) |
where is the Laplace-Beltrami operator on and are appropriate functions. As is well-known, the strong solution, i.e. the 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 be a locally finite, connected, simple, undirected graph with the set of vertices and the set of edges . Two vertices are called neighbors if there is an edge connecting and , i.e. , denoted by . We denote by the combinatorial distance between vertices and i.e. the minimal number of edges in a path among all paths connecting and Let
be the edge weight function,
be the vertex weight function. We call the quadruple a weighted graph (or a network).
For a weighted graph , the Laplacian of is defined as, for any function ,
For any vertex , the (weighted) degree of vertex is defined as
The Laplacian is a bounded operator on the -summable functions w.r.t. the measure , if and only if ; see [KL12].
For any we denote by
the vertex boundary of We write
Let be an interval of . For we write if and for any
Definition 1.1.
For and an interval of containing we say that is a (strong) solution to the wave equation on (with Dirichlet boundary condition) if and satisfies
(9) |
where For the last condition is not required. For it is called the solution to the homogeneous wave equation on
Lin and Xie [LX19] proved the existence and uniqueness of solutions for the wave equation on a finite subset of 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.
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 we fix a reference vertex In this paper, we always consider graphs satisfying the following assumption.
Assumption 1.3.
Let be a weighted graph satisfying that there exist constants such that
(10) |
Note that this class of graphs includes many graphs with unbounded Laplacians. We introduce the following class of functions for : if and there exists a constant such that
(11) |
We prove that is a uniqueness class for the solutions of the wave equation on graphs.
Theorem 1.4.
Let be a weighted graph satisfying Assumption 1.3. For suppose that are solutions of the wave equation on with same data Then
Remark 1.5.
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 is analytic and the data 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 ; 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
Theorem 1.6.
Let be a weighted graph satisfying Assumption 1.3. Let be a solution of the homogeneous wave equation on for some Suppose that satisfies, for some and
(12) |
Then is analytic in with analytic radius satisfying (resp. ) if (resp. ).
Remark 1.7.
-
(i)
An analogous result for the heat equation on graphs was proved in [HHW21]. Note that the above result holds for the half interval which is stronger than that for . For the heat equation on manifolds, these are different: the time analyticity fails for due to the counterexample of Kovalevskaya, but it is true for by [DZ20].
-
(ii)
For the conclusion, the condition that is sharp; see Theorem 3.1.
To sketch the proof strategy, for simplicity, we consider the case that the graph has bounded degree, and let be the solution to the homogeneous wave equation as in Theorem 1.6. Note that the Laplace operator is a bounded operator on bounded functions, and in fact the supremum norm of on the ball of radius centered at , is bounded above by that of on ; see Lemma 2.1. By the induction, we estimate on for any by the supremum norm of on which is bounded above by the growth condition (12). Using the homogeneous wave equation, we get the bound for for any which yields the time analyticity of via the remainder estimate for the Taylor series in time of
Our approach applies for a class of linear evolution equations of the following form:
where is a positive integer, is a discrete set and is in a class of linear operators on , including the Laplacian , the Schrödinger operator , and the biharmonic operator 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 be a weighted graph. We denote by
the ball of radius centered at . For any subset in , we write
The following lemma states that the bound of is controlled by the bound of the function on a graph. This is an useful estimate in proving the main result.
Lemma 2.1.
Let be a weighted graph and K be a subset of . Then
-
(i)
-
(ii)
-
(iii)
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
∎
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 be a finite subset of and be a solution to the homogeneous wave equation on ,
(17) |
Then
(18) |
where , are the eigenvalues of the Laplace operator with Dirichlet boundary condition on , and are the corresponding orthonormal eigenvectors. Here and satisfy
In particular, is analytic in time.
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 be the infinite line graph with unit weights. Here is the set of integers. For all , . The weight functions are and .

Following Tychonoff [Tyc35], Huang [Hua12, Section 3] constructed a nontrivial solution of the heat equation with zero initial data on the infinite line graph . By modifying his construction, we obtain a solution of the wave equation with zero initial data on .
Theorem 3.1.
Let be the infinite line graph with unit weights. For any , there exists a solution to the homogeneous wave equation on , which is not time-analytic, such that
(19) |
Moreover,
Remark 3.2.
The result of Theorem 1.2 is a part of the above theorem.
Proof of Theorem 3.1.
Set
where is a positive constant. Then the following properties of hold:
-
(i)
,
-
(ii)
for all ,
-
(iii)
, where is a positive constant depends on .
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 on as follows,
Note that for any fixed and ,
So that is well defined on . Moreover, holds for all . One readily verifies that solves the wave equation and is not analytic.
Next we prove (19). Note that is symmetric with respect to . It suffices to prove the result for .
By the properties of the function , we have
where . Since for and , there exists a positive constant such that for any the following holds:
where denotes a function satisfying By Stirling’s formula, There exists a positive constant such that for any
Hence
For any , let . We have
For any we have
This proves the result. ∎
By the same argument, we can construct examples on for higher order equations of type as follows:
(20) |
where 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 , let , . Then .
Proof.
By Taylor’s formula, for any and , there exists such that
Hence we have
Set . Note that is a linear function defined on , and is bounded by . So that the slope of satisfies
∎
This is a special case of Ore’s inequalities on functions with bounded derivatives [Ore38].
Theorem 4.2 ([Ore38]).
Let satisfies
Then all intermediate derivatives of are bounded above by
where and .
Now we are ready to prove Theorem 1.6.
Proof of Theorem 1.6.
Note that is a strong solution, i.e. to the homogeneous wave equation By the same argument for the time regularity in [HM15], we can prove that Since commutes with , we have
Fix , let be the -th Lagrange remainder of at , where or . It suffices to prove that
Case I: If n is odd, i.e. , , then
Set . This yields that . By Lemma 2.1, we have
Combining this with (12) and Assumption 1.3, we have
(21) | ||||
where denotes a function satisfying .
By Stirling’s formula, there is a positive constant such that for any
(22) |
Let be a positive constant to be determined later, which serves as the analytic radius of at . Suppose that , then we have
(23) |
If , then for any , we have
and
(24) |
If , let , then
and
(25) |
Case II: If is even, i.e. , , then
By Lemma 4.1 and (21), we have
Combining this with (22) and (23), we have
By the same argument in Case I, we have the following:
If , then for any ,
(26) |
If , let , then
(27) |
By (24) and (26), we prove that is analytic with analytic radius if . By (25) and (27), we prove that is analytic with analytic radius if . This completes the proof of the theorem.
∎
Next we prove Theorem 1.4.
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 , where is the vertex set and is the directed edge set, which is a set of ordered pair of elements in . We allow self-loops in this section, i.e. for some . Let
be the out-degree, and
be the in-degree of . We say is locally finite if for all . We write if and let
be the directed distance from to . Though is generally not a metric of as in general, we still have the triangle inequality, i.e. . Let
be the -ball centered at . We say a pair is a connected rooted digraph with root if for all , i.e. there exists a directed path from to every vertex in .
Given a directed graph , let
be the edge weight function. For convenience we extend the edge weight function to with if . We call the triple a weighted directed graph or weighted digraph. The (weighted) out-Degree is defined via
and the (weighted) in-Degree is defined via
Next, we consider the linear operators on the function space on a discrete space. Let be a discrete set and be the set of all real functions on . Let
be a linear operator. We say is finitely-determined if for any there exists a finite subset , such that holds for all satisfying . Then for any , we have
where is the characteristic function of defined via
Given a finitely-determined linear operator , the finite subset can be chosen in the following way:
Let be the set of all finitely-determined linear operators on , which is the operator class we will study in this section. In the following, we will see that there is a natural connection between and all the locally finite weighted digraphs with vertex set .
Definition 5.1 (Digraph induced by a linear operator).
Given a discrete set and a linear operator , we say that is the digraph induced by if
and
One easily verifies that the induced graph is locally finite for all . Conversely, given a locally finite weighted digraph , we can also define a linear operator satisfying via
Example 5.2 (The left shift operator on ).
Since an infinite sequence can be regarded as a function on , we denote by the set of all infinite sequences. Let be the left shift operator, i.e.
Then , and if , otherwise .

As an analogy of Lemma 2.1, we have the following proposition.
Proposition 5.3.
Let , , and be the digraph induced by , then for any positive integer , we have
5.2. Uniqueness of solutions to linear evolution equations on a discrete set
Consider the following evolution equation on a discrete set :
(33) |
Theorem 5.4.
Let be a discrete set, , be the digraph induced by , and be positive constants. Suppose is a connected rooted digraph and the out-Degree satisfies
If is a solution of (33) with and satisfying
then is time-analytic.
Theorem 5.5.
Let be a discrete set, , be the digraph induced by , and be positive constants. Suppose is a connected rooted digraph and the out-Degree satisfies
If are solutions of (33) and satisfying
and
then .
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 be an undirected weighted graph, be the graph Laplacian on . Let be the weighted digraph induced by , then we have
and
Moreover, we have for all , is a metric of , and is isometric to as a metric space. Consider the out-Degree on , we have . Then by Theorem 5.4 and Theorem 5.5, we can handle the uniqueness class of solutions to equations of the following form:
For , this is exactly what we did in Theorem 1.4, and for , we refer to [HHW21].
This approach also applies to the Schrödinger operator on undirected or directed weighted graphs, where is a potential function on .
Example 5.7 (The -th power of ).
Let be a discrete set and . Then . Let be the digraph induced by . We define a digraph via
and
Note that may be different from the digraph induced by . Consider , we have
and
One also easily verifies that for any positive integer , then by Theorem 5.4 and Theorem 5.5, we can handle the uniqueness class of solutions to equations of the following form:
Let be the Laplacian on graphs and , is called the biharmonic operator.
The following figure shows the digraphs induced by and on the infinite line graph , which is defined in Section 3.


5.3. For vector-valued function spaces
Given a set , let
be the set of all -dimensional vector-valued functions on . Similarly with the previous discussion, we can also define finitely-determined linear operators on , and we still use to represent the set of these operators. Given a linear operator , let
where is the -th unit vector and
Then we have
where is a real matrix with .
Similarly, we can also define be the digraph induced by , which is a digraph with matrix-valued edge weight . We define the (weighted) out-Degree via
Given a vector , we denote by the infinity norm of . Then for all , we have
and
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 with complex-valued weight, where is the edge weight function and is the vertex weight function. Consider the Laplacian on the complex-valued function space
We write the multiplication of complex numbers in the following way:
Then and , where is the digraph induced by , and is with edge weight
Example 5.9 (Connection Laplacian on graphs).
Given a weighted undirected graph , we assign a signature to each oriented edge with , where each is a -dimensional orthogonal matrix satisfying . Or we write the signature as a map , where is the set of oriented edges and is the -dimensional orthogonal group. For any vector-valued function , the connection Laplacian is defined via
We refer to [LMP19] for more on connection Laplacian on graphs.
Let be the digraph induced by the connection Laplacian . Then and
Acknowledgments
B.H. is supported by NSFC, no.11831004 and no.11926313.
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