Well-posedness of the Maxwell equations with nonlinear Ohm law
Abstract.
This paper is concerned with weak solutions of the Maxwell equations with nonlinear Ohm law and under perfect conductor boundary conditions. These solutions are defined in terms of integral identities with appropriate test functions. The main result of our paper is an energy equality that holds for any weak solution . The proof of this result makes essential use of the existence of time-continuous representatives in the equivalence classes . As a consequence of the energy equality, we prove the well-posedness of the -setting of the Maxwell equations with regard to the initial-boundary conditions under consideration. In addition, we establish the existence of a weak solution via the Faedo-Galerkin method. An appendix is devoted to the proof of a Carathéodory solution to an initial-value problem for an ordinary differential equation.
Key words and phrases:
Maxwell equations, electromagnetic energy, weak solution, well-posedness, energy equality, Faedo-Galerkin method.2010 Mathematics Subject Classification:
35A01, 35A02, 35B45, 35Q61.1. Introduction
Let be a bounded domain with smooth boundary , and let . The evolution of an electromagnetic field in the cylinder is governed by the Maxwell equations
(1.1) | ||||
(1.2) |
where and () represent the electric and magnetic field, respectively. The matrices and () characterize the electric permittivity and the magnetic permeability, respectively, of the medium under consideration. The vector field denotes a current density (for details, see, e.g. [12, Ch. 1], [15, Ch. 6], [28, Teil I, §§ 3–4]).
In the present paper we consider vector fields of the form
Here, represents a given current density field, while characterizes the current density caused by the electric field . The most common constitutive relations between and are Ohm laws.
Example 1.
The well-known linear Ohm law reads
where denotes a symmetric non-negative matrix which describes the conductivity of the medium. If
it follows , where voltage, current and resistance (see [28, pp. 19–20]).
Example 2.
Let and be as above. Define
Then the nonlinear Ohm law
models the effect of “asymptotic saturation of current at large voltages” in certain semi-conductors, i.e.
We note that the mapping
is strictly monotone, i.e. for all , ,
and
Let satisfy the following two conditions
-
(a)
growth: for all ,
-
(b)
monotonicity: for all and all ,
Then the Ohm law
includes Examples 1 and 2 as special cases. For developing our -theory of (1.1)–(1.4), below we further generalize conditions (a) and (b) (see hypotheses (H1)–(H3) in Section 2, and hypothesis (H7) in Section 4).
Remarks on nonlinear Ohm laws can be also found in [12, p. 14] and [31, pp. 256–257] (see also the references listed in this paper). In [16], the author studies (1.1), (1.2) with monotone and of class .
Let denote the outward directed unit normal at . We complement system (1.1), (1.2) by the boundary and initial conditions
(1.3) | |||
(1.4) |
where are given data. Boundary condition (1.3) models a perfect conductor. A brief discussion of boundary conditions for the Maxwell equations can be found in [28, p. 30]. The author points out that both boundary condition (1.3) and the boundary condition on imply vanishing of the integral (see Section 2).
For notational simplicity, in what follows we write (or briefly ) in place of ().
We multiply scalarly (1.1) and (1.2) by and , respectively, and add the equations so obtained. Thus
(1.5) |
where
denotes the Poynting vector of . The field represents the flux of electromagnetic energy through .
Integration of (1.5) over () gives
(1.6) |
where
(cf. (1.4)). The non-negative function represents the electromagnetic energy of at time . Equation (1.6) is called balance of electromagnetic energy (or Poynting theorem). The term in equation (1.6) characterizes the conversion of electromagnetic energy into heat (see, e.g. [15, pp. 236–237], [28, pp. 25–26]).
We next combine the divergence theorem with boundary condition (1.3) to obtain
for all . Thus, equation (1.6) turns into the energy equality
(1.7) |
(see, e.g. [12], [28]).
The equations (1.6) and (1.7) are fundamental to the theory of electromagnetism. This aspect has been discussed in great detail (with in place of ) by J. C. Maxwell in his celebrated work [23, pp. 486–488].
We note that the scalar function introduced above is well-defined (for a.e. ) for vector fields , provided the entries of the matrices and are bounded measurable functions in .
2. Weak solutions of (1.1)–(1.4)
Integral identities for classical solutions
Let be a bounded domain with smooth boundary . To motivate the definition of weak solutions of (1.1)–(1.4) which will be introduced below, we consider a classical solution of (1.1)–(1.4) and test functions such that
(2.1) |
We multiply (1.1) and (1.2) scalarly by and , respectively, integrate over and integrate by parts with respect to the terms and . Observing (2.1) and initial conditions (1.4) we obtain
(2.2) | |||
(2.3) |
Next, we apply the Green formula
(2.4) |
to
resp.
() in the second integral of the left-hand side of (2.2) and (2.3). Thus, (2.2) and (2.3) turn into the integral identities
(2.5) | |||
(2.6) |
If the entries of the matrices and are bounded measurable functions in , if and , then all the integrals in (2.5) and (2.6) are well-defined for and an appropriate class of test functions . More specifically, let satisfy (2.1) and suppose that
(2.7) |
Clearly, (2.7) holds true when on (see (2.4)). We note that (2.7) does make sense regardless of whether the boundary is smooth or not.
Thus, appropriate conditions for and are
Definition of weak solutions
Let be an open set. We define
i.e., the vector field is in , if the distribution can be represented by . We identify this distribution with . The space is usually denoted by . It is a Hilbert space with respect to the scalar product
We next define the closed subspace
To our knowledge, the analogue of this space with in place of has been introduced for the first time in [20, pp. 215–216] and was then used by other authors, see e.g. [16] and [30].
Remark 2.1.
1. For the following conditions are equivalent:
-
(i)
;
-
(ii)
there exists such that
(2.8)
To prove this it suffices to show (ii) (i). The equation in (2.8) evidently holds for all . This means that the distribution is represented by . Hence, . Again appealing to (2.8) gives
i.e. .
2. Define
It is readily seen that . In fact, we have
Following an argument by [8, Ch. IX, § 1.2, Proof of Thm. 2, p. 207], take such that for all . Writing it follows
Thus, and . Therefore, by the definition of ,
Whence, .
If is an open set the boundary of which is locally representable by Lipschitz graphs, then the space is usually denoted by (cf. [14, Thm. 2.11, Thm. 2.12, pp. 34–35], [8, pp. 204–206]).
Remark 2.2.
An example of a bounded domain the boundary of which cannot be represented locally by Lipschitz graphs can be found in [24, p. 39, Fig. 3.1 (“crossed bricks”)]. Domains of this type seem to be relevant in electrical engineering. We note that our approach to the weak formulation of (1.1)–(1.4) based on the spaces and we introduced above, does not make any assumption on the boundary of the underlying domain. In particular, this approach suits well to an energy equality of type (1.7).
Remark 2.3.
Let the boundary be locally representable by Lipschitz graphs. Then there exists a linear continuous mapping 2) 2) 2) For the definition and the properties of the spaces ( real) see, e.g., [26, Ch. 2, §§ 3.8, 5.4]. By we denote the value of (dual space of at .such that
(see, e.g. [1], [8, Ch. IX, § 1.2], [24, Thm. 3.26, Thm. 3.33]). It follows
For a precise description of the image of the tangential trace mapping , cf. [4], [5].
We introduce more notations. Let be a real normed space with norm . By we denote the vector space of equivalence classes of strongly measurable functions such that the function is in . The norm on is given by
(for details see, e.g. [2], [3, Appendice, pp. 137–140], [9], [32]). If is a Banach space, then does.
Let be a real Hilbert space with scalar product . Then is a Hilbert space with respect to the scalar product
Given , we define
By the Fubini theorem, and
It is easily seen that the map is a linear isometry from onto . Throughout our paper we identify these spaces.
To introduce the notion of weak solutions of (1.1)–(1.4), we make the following hypotheses on , in (1.1), (1.2), the field , and in (1.4):
(H1) | ||||
where | ||||
(H2) | ||||
(H3) |
and
(H4) |
Remark 2.4.
1. Given any measurable vector field , from (H2) it follows that the mapping is measurable in . Hence, by (H3),
2. Hypotheses (H2), (H3) on include the Ohm laws considered in Examples 1 and 2 in Section 1.
The following definition extends integral identities (2.5) and (2.6) to the -framework.
Definition.
Let hypotheses (H1)–(H4) hold. The pair
is called weak solution of (1.1)–(1.4) if
(2.9) | |||
(2.10) |
Let be smooth. Then from the discussion above it follows that every classical solution of (1.1)–(1.4) is a weak solution of this problem, too, cf. (2.5), (2.6). We note that our definition of weak solutions basically coincides with the definitions introduced in [10, Ch. VII, § 4.2], [11], [12, p. 326], [17].
In case of linear Ohm laws, existence theorems for weak solutions of (1.1)–(1.4) are established in [10, Ch. VII, § 4.3] (cf. also Section 5 below), [11] and [12, Ch. 7, § 8.3]. In [29], the author proves the local well-posedness of (1.1)–(1.4) for a class of nonlinear Maxwell equations in spaces of differentiable functions.
The aim of the present paper is to prove that for any initial datum (with possibly unbounded), every weak solution of (1.1)–(1.4) in the sense of the above definition
-
•
has a representative in ,
-
•
obeys an energy equality (which implies well-posedness) and
-
•
can be obtained as limit of Faedo-Galerkin approximations.
Existence of the distributional derivatives and
We will prove that (2.9) and (2.10) imply the existence of the -derivatives of and in the sense of vector-valued distributions. To this end, we introduce some more notation.
Let be a real normed space. By we denote the dual space of , and by the dual pairing between and . Let be a real Hilbert space with scalar product and suppose that is continuously and densely embedded into . We identify with its dual space via the Riesz representation theorem to obtain
(2.11) |
(cf. [32, Ch. 23, § 4]). If is reflexive, then densely.
Next, let and be two real normed spaces such that continuously and densely. Given , we identify with an element in and denote it by again. An element will be called derivative of in the sense of distributions from into if
for all and denoted by
(see [3, Appendice, Prop. A.6, p. 154], [9, Ch. 2.1], [21, Ch. 1, § 1.3] and [32, Ch. 23, §§ 5–6]). The derivative is uniquely determined, if is separable. If is reflexive, then there exists an absolutely continuous representative in the equivalence class such that
(2.12) |
(see [3, Appendice, Prop. A.3, p. 145]).
Let and be as above and suppose that continuously and densely. Then we have the following formula of integration by parts
(2.13) |
This formula is easily seen by routine arguments and observing (2.11) and (2.12). We will need (2.13) for the proof of Theorem 2.1.
We make use of the above notations with
where is furnished with the standard scalar product
Then
Theorem 2.1.
Let hypotheses (H1)–(H4) be satisfied. Then for any weak solution
of (1.1)–(1.4) there exist the distributional derivatives
(2.14) |
For a.e. these derivatives satisfy the identities
(2.15) | |||
(2.16) |
The absolutely continuous representatives
in , fulfill the initial conditions
(2.17) |
Moreover, for a.e. ,
(2.18) |
Proof.
We identify with an element of the space and deduce from (2.9) the existence of the distributional derivative and (2.15) for a.e. .
Define by
The linear isometry enables us to identify with its isometric image in which will be denoted by again. Thus, for a.e. and
Given any and , we insert () into (2.9) to obtain
Hence,
i.e., has the distributional derivative
This equation is equivalent to
(2.19) |
for a.e. and all , where the set of those for which (2.19) fails, does not depend on . Whence, (2.15).
We identify with an element in and define by
By an analogous reasoning as above we obtain the existence of the distributional derivative
This equation is equivalent to (2.16).
We identify , with elements in and , respectively. Then (2.14) implies the existence of absolutely continuous representatives from into and , respectively (cf. (2.12)).
We prove the first equality in (2.17). To this end, fix such that and . Given any , we insert () into (2.9), multiply (2.15) by and integrate over . It follows
Whence, in . An analogous reasoning yields the second statement in (2.17).
Finally, estimates (2.18) are readily deduced from (2.15) and (2.16). The proof of Theorem 2.1 is complete. ∎
Corollary 2.1.
Let hypotheses (H1)–(H4) hold and let be any weak solution of (1.1)–(1.4). Then,
(a) | ||||
(b) |
Proof of (a).
Assume for some . We may further suppose that and (2.15) holds for the value under consideration. Thus, by (2.11),
Whence, . A routine argument gives .
Let . Given any , we multiply (2.15) by and integrate over to obtain
for any . Therefore,
i.e. . ∎
Proof of (b).
As above, assume and (2.16) holds for some . It follows
By (2.8), . Again, by a routine argument we obtain .
The implication can be proved by an argument that parallels item (a). ∎
3. Existence of -continuous representatives in the equivalence classes
Besides (H1), throughout the remainder of our paper we formulate two more hypotheses for the matrices and :
(H5) |
(H6) |
The following result is fundamental to our proof of the well-posedness of (1.1)–(1.4) in the -setting.
Theorem 3.1.
Assume (H1)–(H6). Then for every weak solution of (1.1)–(1.4) there exist representatives
(3.1) |
in the equivalence classes 3) 3) 3) Remember the isometry ., respectively, that satisfy the initial conditions
(3.2) |
We will prove this theorem via approximation of by time-averages. This method has been used in [19] for the proof on integral estimates for functions on (pp. 85–89) and for proving an energy equality for weak solutions of parabolic initial-boundary value problems (pp. 141–143) as well as the continuity of these solutions in with respect to the -norm (pp. 158–159).
The method of approximation of weak solutions of (1.1)–(1.4) by Steklov averages has been developed in [25].
Preliminaries
Let (). We extend by zero for a.e. and denote the function so defined a.e. on by again. For , define the Steklov averages of for all and a.e. by
(cf. [19, p. 85, p. 141] ()). We have
(3.3) |
(3.4) |
and
(3.5) |
(see, e.g. [25, Appendix I, Prop. I.1] for the proof of (3.3)–(3.5) for the Steklov average ; the same proofs work for with obvious changes).
Proof of Theorem 3.1
Let be any weak solution of (1.1)–(1.4). Define for a.e. . By (H2), (H3), .
Fix real numbers such that
We divide the proof into three parts.
Part I. Integral identities for and
Lemma 3.1 (Integral identities for ).
For every ,
(3.6) | |||
(3.7) |
Moreover, for a.e. ,
(3.8) | |||
(3.9) |
Proof.
Let be such that . Given , we consider the function
Then
i.e., is an admissible test function in (2.9). It follows
We divide each term of this equation by and make use of (3.3) and (3.4) for (, resp. , ) to obtain
The claim (3.6) follows from this equation by a routine argument. We note that the set of measure zero of those for which (3.6) fails, may depend on but is independent of .
Next, given , the function
is an admissible test function in (2.10). Then one obtains (3.7) by analogous arguments as for the proof of (3.6) (make use of (3.3) and (3.4) for (, resp. )).
We prove for a.e. such that (3.7) holds. Indeed, for any of these values of , we have
Observing that
it follows (see (2.8)).
To see for a.e. , it suffices to note that
and that (3.6) evidently holds for all . Whence, the claim (3.8).
Finally, (3.9) is a consequence of (3.8) and our definition of the space . ∎
Lemma 3.2 (Integral identities for ).
For every ,
(3.10) | |||
(3.11) |
Moreover, for a.e. ,
(3.12) | |||
(3.13) |
Proof.
Let be such that . Given , we consider the function
Then
i.e. is an admissible test function in (2.9). It follows
We divide each term of this equation by and make use of (3.3) and (3.4) for (, resp. , ) to obtain
The claim (3.10) follows from this equation by a routine argument. We note that the set of measure zero of those for which (3.10) fails, may depend on but is independent of .
Next, given , the function
is an admissible test function in (2.10). Then one obtains (3.11) by analogous arguments as for the proof of (3.10) (make use of (3.3) and (3.4) for (, resp. )).
We prove for a.e. such that (3.11) holds. Indeed, for any of these values of , we have
Observing that
it follows (see (2.8)).
To see for a.e. , it suffices to note that
and that (3.10) evidently holds for all . Whence, the claim (3.12).
Finally, (3.13) is a consequence of (3.12) and our definition of the space . ∎
Part II. Estimates for the differences of and of
Let be any sequence of real numbers such that for all , and as . Following ideas from [19, pp. 158–159], we establish estimates for the differences , and , which enable us to prove that , and , are Cauchy sequences in . Here, crucial points are the identities (3.9) and (3.13) that we may use as well for the differences above. Moreover, applying the distributional derivatives of , makes our presentation simpler than the one in [19].
To simplify the following discussion, we introduce the weighted scalar products on
Both scalar products are equivalent to the standard scalar product on .
We consider (3.6) and (3.7) with and , form differences and , take then in (3.6) and in (3.7), add the identities so obtained (cf. [19, p. 159]) and observe (3.9) with , in place of , . This gives
(3.14) |
Lemma 3.3.
For all , and all ,
(3.15) |
Proof.
Let . Firstly, given any , we integrate (3.14) over the interval to obtain
We now integrate this equation with respect to the variable over the interval . It follows
(3.16) |
Secondly, given any , we integrate (3.14) over the interval to get
We integrate this equation with respect to the variable over the interval . This yields
(3.17) |
Finally, if or , then (3.16) resp. (3.17) are trivial. Adding (3.16) and (3.17) we obtain (3.15) for all . ∎
We finish Part II with an analogue of Lemma 3.3. For this we consider integral identitities (3.10) and (3.11), and repeat the arguments which led to (3.14). Using (3.13) with , instead of , , one obtains
(3.18) |
Lemma 3.4.
For all , and all ,
(3.19) |
Proof.
Let . Firstly, given any , we integrate (3.18) over the interval and integrate then the equation so obtained with respect to the variable over the interval . This gives
(3.20) |
Secondly, given any , we integrate (3.18) over the interval and integrate then the equation obtained in this way with respect to the variable over the interval to find
(3.21) |
Finally, if or , then (3.20) resp. (3.21) are trivial. Adding (3.20) and (3.21) we obtain (3.19) for all . ∎
Part III. Proof of Theorem 3.1 completed
Let be any sequence of real numbers as at the beginning of Part II. From (3.15) we infer
for all , . Observing (H6) and (3.5) we see that , are Cauchy sequences in . Analogously, (3.19) implies that , are Cauchy sequences in . Thus, there exist
such that
(3.22) | ||||
(3.23) | in |
as . A routine argument gives
Put and define
We obtain
(3.24) |
i.e. (3.1) holds.
It remains to prove in (cf. (3.2)). The proof of follows the same lines with minor modifications. Identifying with an element in it follows
where denotes the absolutely continuous representative in the equivalence class (cf. Thm. 2.1). Thus, for all ,
The proof of Theorem 3.1 is complete.
4. Energy equality. Well-posedness of (1.1)–(1.4)
In this section, we prove that under the hypotheses (H1)–(H6) any weak solution of (1.1)–(1.4) obeys an energy equality. If, in addition, is monotone, then the well-posedness of (1.1)–(1.4) in the framework of is easily derived from the energy equality.
Besides its independent interest, this equality is fundamental to our proof of the existence of a weak solution of (1.1)–(1.4) via the Faedo-Galerkin method (see Section 5).
The following theorem is the main result of our paper.
Theorem 4.1 (Energy equality).
Assume (H1)–(H6). Let be any weak solution of (1.1)–(1.4) and denote by
the continuous representatives in the equivalence classes (cf. Theorem 3.1 ). Then,
(4.1) |
Proof.
For notational simplicity, we write
(cf. (1.7); remember , ).
As in Section 3, let , be two real numbers such that , and let . From Lemma 3.1 it follows that
(4.2) |
for all (; cf. the proof of Theorem 3.1).
Let be any sequence of real numbers such that for all , and as (cf. the proof of Theorem 3.1, Part II). Taking in (4.2) and observing (3.22) and (3.24) we obtain upon letting tend in (4.2) the equality
(4.3) |
Next, using Lemma 3.2 we find by an analogous reasoning (this time by the aid of (3.23) and (3.24))
It follows that, for all ,
Whence, (4.1). ∎
Remark 4.1.
In his seminal paper [13], K. O. Friedrichs developed a theory of weak solutions for a large class of initial-boundary value problems for symmetric linear hyperbolic systems where he made use of energy integral identities. In this paper, the notion of weak solutions is introduced in terms of a limit of classical (resp. strong) solutions of the initial-value problem under consideration.
For linear Ohm laws (see Section 1 above), problem (1.1)–(1.4) is included in the work [13].
Remark 4.2.
Suppose that hypotheses (H1)–(H6) hold true. In addition, assume
(cf. Examples 1 and 2 in Section 1). Then any weak solution of (1.1)–(1.4) satisfies the energy inequality
(4.4) |
(cf. also [12, Corollary 7.6, p. 329]). Thus, for current density fields ( being a symmetric non-negative matrix with bounded measurable entries), the uniqueness of weak solutions of (1.1)–(1.4) follows from (4.4). We note that this uniqueness result is a special case of Theorem 4.2 (well-posedness of (1.1)–(1.4)) provided the mapping is monotone (cf. condition (b) in Section 1).
Remark 4.3.
Assume (H2), (H3) and let , where is any matrix with bounded measurable entries.
Let be a weak solution of (1.1)–(1.4) with initial data
Then
This result has been proved in [25] by deriving an energy equality for the primitives , and then applying the Gronwall lemma (cf. also [12, pp. 330–331], [21, Ch. 3, § 8.2]).
An analogous uniqueness result has been presented in [10, Ch. VII, § 4.3] the proof of which makes use of an approximation technique for weak solutions of (1.1)–(1.4) that is similar to ours in Section 3.
From Theorem 4.1 we deduce
Theorem 4.2 (Well-posedness of (1.1)–(1.4)).
Assume (H1)–(H3) and (H5), (H6). In addition, suppose that
(H7) |
(cf. condition (b) in Section 1 ).
Let be weak solutions of (1.1)–(1.4) that correspond to initial data , respectively.
Then, for all ,
(4.5) |
(On the left side of (4.5) the continuous representatives of according to Theorem 3.1 are understood, where the symbol is omitted for notational simplicity.)
Proof.
We consider integral identities (2.9), (2.10) with as well as in place of , and form the differences of the integral identities so obtained. Writing
and
we obtain
(4.6) | |||
(4.7) |
i.e. is a weak solution of (1.1)–(1.4) with , and (cf. (H2), (H3)). Hence, Theorem 4.1 applies to (4.6), (4.7). Then, the energy equality (4.1) reads
Observing (H7) we obtain (4.5). The proof is complete. ∎
Remark 4.4.
Theorem 4.2 represents a special case of the notion of well-posedness of evolution problems discussed in [27, p. 404, p. 413].
5. Existence of weak solutions of (1.1)–(1.4) via the Faedo-Galerkin method
The Faedo-Galerkin method is widely used for solving evolution problems. From the wealth of literature we only refer to [21, Ch. 3, §§ 8.1–8.2], [22, Ch. 2, § 1.2] and [33, Ch. 30, §§ 1–3].
In [10, Ch. VII, §§ 4.1–4.3] the authors used this method for the proof of the existence of weak solutions of (1.1)–(1.4) with linear Ohm laws . The following theorem extends this result to the class of nonlinear Ohm laws we have introduced by hypotheses (H2), (H3) (cf. Section 2).
Theorem 5.1.
Assume (H1)–(H3) and (H5)–(H7). Then for every there exists a weak solution
of (1.1)–(1.4) which satisfies the estimate
(5.1) |
where depends on and from (H3) and (H7), respectively, and on .
For what follows we introduce more notations.
The separability of and implies the existence of sequences and such that
(5.2) |
where
Without any loss of generality, we may assume that
(5.3) |
Proof of Theorem 5.1
We proceed in five steps.
Step 1. Defining Faedo-Galerkin approximations for (1.1)–(1.4)
For we define approximations by
where the real-valued functions , will be determined by the following system of ordinary differential equations
(5.4) | ||||
(5.5) |
(, ).
To formulate initial conditions for , we combine (5.2) and the density of and in to obtain real numbers ) such that
We now complement system (5.4), (5.5) by the initial conditions
(5.6) |
It follows
(5.7) |
We establish the existence of real-valued, absolutely continuous functions
on the interval that satisfies equation (5.4), (5.5) for a.e. and attain initial values (5.6).
To this end, we introduce a mapping
as follows. For let
Defining
we may write (5.4)–(5.6) in the form
(5.8) | |||
(5.9) |
(, as in (5.6)).
The following properties of are readily seen:
-
(i)
is measurable on for all ;
-
(ii)
is continuous on for a.e. ;
-
(iii)
there exists such that
for a.e. and all
(cf. Appendix A below). Indeed, to verify (i), (ii) it is evidently sufficient to note that the functions
satisfy (i), (ii). This can be easily derived from (H2), (H3) be the aid of the Fubini theorem and the Lebesgue dominated convergence theorem. Appealing once more to these hypotheses on obtains the bounds on in (iii).
We are now in a position to apply an existence result for solutions to the Cauchy problem for ordinary differential equations (cf. Appendix A, Theorem A.2). From this result it follows that there exists an absolutely continuous function that satisfies system (5.8) for a.e. and attains initial value (5.9). Thus, defining functions by
we obtain a solution of (5.4)–(5.6).
Step 2. A-priori estimates
First, observing (5.3) we may write (5.4), (5.5) in the form
(5.10) | ||||
(5.11) |
for a.e. (; ). We multiply (5.10) by , (5.11) by , sum for , make then use of the identity
integrate the equations obtained in this way over the interval () and integrate by parts with respect to the terms involving and . To estimate the integral , we use hypotheses (H2), (H3) and (H6). It follows
for all ( depending only on the constants and from (H3) and (H6), respectively). Thus, by the Gronwall lemma (cf. Appendix A below),
(5.12) |
for all and all ( depending on as well as on ).
Step 3. Passing to the limits as
In view of (5.7) the right-hand side of (5.12) is uniformly bounded with respect to . Thus, from (5.12) we conclude that there exists a subsequence of (not relabelled) and elements
such that
(5.13) | |||
(5.14) | |||
(5.15) |
as . Moreover, passing to the limits in (5.12) as we find (5.1) (with ).
Let . Given , in (5.10), (5.11) we only consider equations with indices . By the definition of , for a.e. ,
(5.16) | ||||||
(5.17) |
Next, let . We multiply (5.16) by , (5.17) by , integrate over the interval and integrate by parts with respect to the terms involving and . Using (5.7) and (5.13)–(5.15) we obtain upon letting tend
(5.18) | |||
(5.19) |
From (5.2) it follows that (5.18), (5.19) continue to hold true for any resp. .
To proceed, let be such that . Then (5.18), (5.19) can be viewed as a variant of (2.9), (2.10) with , (take , , ). From Theorem 2.1 and its proof it follows that there exist the distributional derivatives
where, for a.e. ,
(5.20) | ||||||
(5.21) |
In addition, the continuous representatives in the equivalence classes attain the initial values , in and satisfy the energy equality
(5.22) |
(see Theorem 3.1 and Theorem 4.1).
Step 4. Proof of ,
We consider (5.18), (5.19) with satisfying and . It follows
(5.23) | |||
(5.24) |
Thus, by (5.23), for any ,
(by integration by parts (2.13), and (2.11)). Whence, in . The claim in follows from (5.24) and (5.21) by an analogous argument.
Step 5. Proof of
To begin with, we note that
(by (5.14) and , (see Step 4)). Hence, using energy equality (5.22) for , we get
(5.25) |
Finally, let and . The monontonicity of (cf. (H7)) implies
Using (5.13), (5.15) and (5.25) we find upon letting tend and then dividing by
(5.26) |
Now, hypotheses (H2), (H3) allow us to make use of the Lebesgue dominated convergence theorem for the passage to limit as in (5.26). It follows
The proof of Theorem 5.1 is complete.
Remark 5.1.
The uniqueness of weak solutions of (1.1)–(1.4) (cf. Section 4) implies the convergence of the whole sequence of Faedo-Galerkin approximations to .
Remark 5.2.
We note that the mapping is a special case of an operator of type . Our above reasoning for proving is a variant of the well-known “Minty trick” (see [22, p. 173], [33, p. 474]).
Appendix A On the solvability of the Cauchy problem for an ordinary differential equation
In this appendix, we prove the existence of a solution of the Cauchy problem
(A.1) |
of C. Carathéodory [6, §§ 576–592] (, ). For this, we impose on the function the conditions
(a) | |||
(b) |
From (a), (b) it follows that for any measurable function the function
is measurable on (see [6, p. 665], [18, p. 195]). Functions that satisfy conditions (a), (b) are usually called Carathéodory functions.
Theorem A.1.
Let satisfy conditions (a), (b) and suppose that there exists a non-negative integrable function defined on such that
Then, for every there exists an absolutely continuous function that fulfills the equation in (A.1) for a.e. and attains the initial value .
For proofs see [6, pp. 668–672, Satz 2] as well as [18, pp. 193–197, Satz 1]. We note that these proofs yield in one step the existence of a solution of (A.1) on the whole interval . In [7, pp. 43–44, Thm. 1.1], the authors prove an existence result for (A.1) on some subinterval ().
We now present an extension of Theorem A.1 for functions with a more general growth with respect to . This result implies straightforwardly the existence of Faedo-Galerkin approximations we used in the proof of Theorem 5.1.
Theorem A.2.
Let satisfy conditions (a), (b) and suppose that there are a non-negative integrable function defined on , and such that
(c) |
Then the conclusion of Theorem A.1 holds true.
For proving this result we will make use of the following
Lemma (Gronwall).
Let be non-negative constants. Let be a non-negative integrable function on such that
Then,
Proof of Theorem A.2.
Fix any real number
and, for any , define
(cf. [18, p. 198]). The function satisfies conditions (a), (b). From (c) it follows
(A.2) | ||||
(A.3) |
for all .
Observing (A.2), from Theorem A.1 we infer the existence of an absolutely continuous function such that
(A.4) |
By (A.3),
Thus, by the Gronwall lemma,
and therefore
Hence, the function satisfies (A.1) for a.e. , and . The proof of the theorem is complete. ∎
Finally, under significantly more general growth conditions on than (c) above, the existence of a solution of (A.1) on a subinterval () has been proved in [6, pp. 681–682, Satz 6] and [18, pp. 197–199, Satz 2]. For continuous functions which satisfy slightly more general growth conditions than (c) above, the proof of the existence of a solution of (A.1) on the whole interval has been formulated as Problem 5 in [7, p. 61].
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