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SEMIGROUP APPROACH TO NONLINEAR DIFFUSION EQUATIONS

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September 16, 2021 16:0 ws-book961x669 Semigroup Approach to Nonlinear Diffusion Equations 12534-main page v

Preface

A famous and influential book of J.-L. Lions entitled Quelques méthodes de

résolution des problèkes aux limites nonlinéaires, published with Dunod Gauthier–
Villars in 1969, opened a new way in the treatment of nonlinear partial differential
equations by emphasizing the role of functional methods arranged in several groups
of techniques. From this perspective the methods are more important than the
particular results and such a philosophy had a considerable impact on the deve-
lopment of the theory of nonlinear partial differential equations in the last fifty
years. Meantime, new functional methods as the theory of nonlinear semigroups of
contractions or the variational methods had attained preeminence and undisputed
impact in the theory of partial differential equations. This book, which is related
and continues some of our previous books, was written in the same idea, empha-
sizing the role of the theory of m-accretive and maximal monotone operators in
Banach spaces in the treatment of well-posedness for some significant classes of
nonlinear partial equations with main emphasis on elliptic and parabolic equations.
More precisely, it is focusing on the monotonicity method in nonlinear analysis and
on nonlinear dynamics described by continuous semigroups of contractions gene-
rated by m-accretive operators in Banach spaces and, in particular, in the space of
p-Lebesgue integrable functions on Ω ⊂ RN . Roughly speaking, this is the semi-
group approach to autonomous evolution equations and in a modified version it ap-
plies as well to time-varying problems. As regards the existence theory for nonlinear
partial differential equations, no generality is claimed whatever while, as mentioned
above, the accent is put on the methods which open the applications field to a wider
class of equations. In order to keep the thematic unity of this book, we had to omit
some important classes of nonlinear equations in mathematical physics such as the
wave equations or Navier–Stokes equations though the nonlinear semigroup theory
applies in these cases as well.
I am grateful to Dr. Gabriela Marinoschi from Institute of Mathematical Statis-
tics and Applied Mathematics of the Romanian Academy who carefully read the
preliminary draft of this book and made helpfully suggestions. Many thanks are
due also to Mrs. Elena Mocanu for processing the manuscript of this book.

Iaşi, July 2021 Viorel Barbu

v
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August 12, 2021 16:33 ws-book961x669 Semigroup Approach to Nonlinear Diffusion Equations 12534-main page vii

Contents

Preface v
1. Preliminaries 1
1.1 Geometric Properties of Banach Spaces . . . . . . . . . . . . . . . . 1
1.2 Convex Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.4 Infinite-dimensional Sobolev Spaces . . . . . . . . . . . . . . . . . . 15

2. Monotone and Accretive Operators in Banach Spaces 19

2.1 Maximal Monotone Operators . . . . . . . . . . . . . . . . . . . . . 19
2.2 Accretive Operators . . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.3 Existence Theory for the Cauchy Problem . . . . . . . . . . . . . . 51

3. Nonlinear Elliptic Boundary Value Problems 81

3.1 Nonlinear Elliptic Problems of Divergence Type . . . . . . . . . . . 81
3.2 Semilinear Elliptic Operators in Lp (Ω) . . . . . . . . . . . . . . . . 105
3.3 Quasilinear Partial Differential Equations of First Order . . . . . . 119
3.4 Porous Media Equations with Drift Term . . . . . . . . . . . . . . 126

4. Nonlinear Dissipative Dynamics 137

4.1 Semilinear Parabolic Equations . . . . . . . . . . . . . . . . . . . . 137
4.2 The Porous Media Equation . . . . . . . . . . . . . . . . . . . . . . 159
4.3 The Phase Field Transition with Mushy Region . . . . . . . . . . . 174
4.4 The Self-organized Criticality Equation . . . . . . . . . . . . . . . . 178
4.5 The Conservation Law Equation . . . . . . . . . . . . . . . . . . . 182
4.6 The Fokker–Planck Equation . . . . . . . . . . . . . . . . . . . . . 185
4.7 A Fokker–Planck Like Parabolic Equation in RN . . . . . . . . . . 191
4.8 Generalized Fokker–Planck Equation . . . . . . . . . . . . . . . . . 195

vii
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August 12, 2021 16:33 ws-book961x669 Semigroup Approach to Nonlinear Diffusion Equations 12534-main page 1

Chapter 1

Preliminaries

Mathematics is the science of skillful operations with concepts and

rules invented just for this purpose. The principal emphasis is on the
invention of concepts.
Eugen Wigner, The unreasonable effectiveness
of mathematics in the natural sciences (1960)

The modern theory of partial differential equations is based on the functional

analysis and theory of Sobolev spaces. The aim of this chapter is to provide for later
use some basic results of functional analysis pertaining to geometric properties of
infinite-dimensional normed spaces, convex functions, spaces of distributions, and
the variational theory of linear elliptic boundary value problems. Most of these
results, which can be easily found in standard textbooks or monographs, are given
without proof or with a sketch of proof and suitable references.

1.1 Geometric Properties of Banach Spaces

Throughout this section, X is a real Banach space and X ∗ denotes its dual. The
value of a functional x∗ ∈ X ∗ at x ∈ X is denoted either by (x, x∗ ) or x∗ (x), as
is convenient. The norm of X is denoted by k · k, and the norm of X ∗ is denoted
by k · k∗ . If there is no danger of confusion, we omit the asterisk from the notation
k · k∗ and denote both the norms of X and X ∗ by the symbol k · k.
We use the symbol lim or → to indicate strong convergence in X and w- lim
or * for weak convergence in X. By w∗ -lim(x, x∗ ) * we indicate the weak-star
convergence in X ∗ . The space X ∗ endowed with the weak-star topology is denoted
∗
by Xw .
∗
Define on X the mapping J : X → 2X :
J(x) = {x∗ ∈ X ∗ ; (x, x∗ ) = kxk2 = kx∗ k2 }, ∀x ∈ X. (1.1)
By the Hahn–Banach theorem we know that, for every x0 ∈ X, there is some
x∗0 ∈ X ∗ such that (x∗0 , x0 ) = kx0 k and kx∗0 k ≤ 1, and so J(x) 6= ∅, ∀x ∈ X. The
mapping J : X → X ∗ is called the duality mapping of the space X and, in general,
it is multivalued.

1
August 12, 2021 16:33 ws-book961x669 Semigroup Approach to Nonlinear Diffusion Equations 12534-main page 2

2 Semigroup Approach to Nonlinear Diffusion Equations

The inverse mapping J −1 : X ∗ → X defined by

J −1 (x∗ ) = {x ∈ X; x∗ ∈ J(x)}
also satisfies
J −1 (x∗ ) = {x ∈ X; kxk = kx∗ k, (x, x∗ ) = kxk2 = kx∗ k2 }.
If the space X is reflexive (i.e., X = X ∗∗ ), then clearly J −1 is just the duality
mapping of X ∗ and so D(J −1 ) = X ∗ . As a matter of fact, reflexivity plays an
important role everywhere in the following and it should be recalled that a normed
space is reflexive if and only if its dual X ∗ is reflexive (see, e.g., Yosida [104], p. 113).
It turns out that the properties of the duality mapping are closely related to
the nature of the spaces X and X ∗ , more precisely, to the convexity and smoothing
properties of the closed balls in X and X ∗ .
Recall that the space X is called strictly convex if the unity ball B of X is strictly
convex, that is, the boundary ∂B contains no line segments.
The space X is said to be uniformly convex if, for each ε > 0, 0 < ε < 2, there is
δ(ε) > 0 such that, if kxk = 1, kyk = 1 and kx − yk ≥ ε, then kx + yk ≤ 2(1 − δ(ε)).
Obviously, every uniformly convex space X is strictly convex. Hilbert spaces, as
well as the spaces Lp (Ω), 1 < p < ∞, are uniformly convex spaces. Recall also that,
by virtue of the Milman theorem (see, e.g., Yosida [104], p. 127), every uniformly
convex Banach space X is reflexive. Conversely, it turns out that every reflexive
Banach space X can be renormed such that X and X ∗ become strictly convex.
More precisely, one has the following important result due to Asplund [7].

Theorem 1.1 Let X be a reflexive Banach space with the norm k · k. Then there
is an equivalent norm k · k0 on X such that X is strictly convex in this norm and
X ∗ is strictly convex in the dual norm k · k∗0 .

Regarding the properties of the duality mapping associated with strictly or uni-
formly convex Banach spaces, we have the following.

Theorem 1.2 Let X be a Banach space. If the dual space X ∗ is strictly convex,
then the duality mapping J : X → X ∗ is single-valued and demicontinuous (i.e.,
it is continuous from X to Xw∗ ). If the space X ∗ is uniformly convex, then J is
uniformly continuous on every bounded subset of X.

Let us give a few examples of duality mappings.

(1) X = H is a Hilbert space identified with its own dual. Then J = I, the identity
operator in H. If H is not identified with its dual H ∗ , then the duality mapping
J : H → H ∗ is the canonical isomorphism Λ of H onto H ∗ . For instance, if
H = H01 (Ω) and H ∗ = H −1 (Ω) and Ω is a bounded and open subset of RN ,
then J = Λ is defined by
Z
(Λu, v) = ∇u · ∇v dx, ∀u, v ∈ H01 (Ω). (1.2)
Ω
August 12, 2021 16:33 ws-book961x669 Semigroup Approach to Nonlinear Diffusion Equations 12534-main page 3

Preliminaries 3

In other words, J is the Laplace operator −∆ under Dirichlet homogeneous

boundary conditions in Ω ⊂ RN . Here H01 (Ω) is the Sobolev space {u ∈ L2 (Ω);
∇u ∈ (L2 (Ω))N ; u = 0 on ∂Ω}. (See Section 1.3 below.) If Ω = RN , that is
X = H 1 (RN ), X ∗ = H −1 (RN ), then the duality mapping J : X → X ∗ is given
by J(u) = u − ∆u in D0 (RN ).
(2) X = Lp (Ω), where 1 < p < ∞ and Ω is a measurable subset of RN . Then, the
duality mapping of X is given by
J(u)(x) = |u(x)|p−2 u(x)kuk2−p
Lp (Ω) , a.e. x ∈ Ω, ∀u ∈ Lp (Ω). (1.3)
Indeed, it is readily seen that if Φp is the mapping defined by the right-hand
side of (1.3), we have
Z Z  p2 Z  q2
p q
Φp (u)u dx = |u| dx = |Φp (u)| dx ,
Ω Ω Ω
1 1
where p+q = 1. Since the duality mapping J of Lp (Ω) is single-valued (because
p
L is uniformly convex for p > 1) and Φp (u) ∈ J(u), we conclude that J = Φp ,
as claimed. If X = L1 (Ω), then as we show later (Corollary 2.19)
J(u) = {v ∈ L∞ (Ω); v(x) ∈ sign(u(x)) · kukL1 (Ω) , a.e. x ∈ Ω}, (1.4)
u
where sign(u) = |u| if u 6= 0, sign(0) = [−1, 1].
(3) Let X be the Sobolev space W01,p (Ω), where 1 < p < ∞ and Ω is a bounded and
open subset of RN . (See Section 1.3 below.) Then, X ∗ = W −1,q (Ω), p1 + 1q = 1,
and the duality mapping J is given by
N
!
p−2
2−p
X ∂ ∂u ∂u
J(u) = −kukW 1,p (Ω) , u ∈ W01,p (Ω). (1.5)
0
i=1
∂x i ∂x i ∂xi

In other words, J : W01,p (Ω) → W −1,q (Ω), 1

p + 1
q = 1, is defined by
N Z p−2
X ∂u ∂u ∂v
(J(u), v) = kuk2−p
W01,p (Ω)
dx, ∀u, v ∈ W01,p (Ω), (1.6)
i=1 Ω ∂xi ∂xi ∂xi

where (·, ·) is the duality pairing on W01,p (Ω) × W −1,q (Ω).

1.2 Convex Functions

Let X be a real Banach space with dual X ∗ . A proper convex function on X is a

function ϕ : X → (−∞, +∞] = R, that is, not identically +∞ and that satisfies the
inequality
ϕ((1 − λ)x + λy) ≤ (1 − λ)ϕ(x) + λϕ(y) (1.7)
for all x, y ∈ X and all λ ∈ [0, 1].
The function ϕ is called strictly convex if the equality in (1.7) for some λ ∈ (0, 1)
implies that x = y.
August 12, 2021 16:33 ws-book961x669 Semigroup Approach to Nonlinear Diffusion Equations 12534-main page 4

4 Semigroup Approach to Nonlinear Diffusion Equations

The function ϕ : X → (−∞, +∞] is said to be lower semicontinuous (l.s.c.)

on X if
lim inf ϕ(u) ≥ ϕ(x), ∀x ∈ X,
u→x

or, equivalently, if every level subset {x ∈ X; ϕ(x) ≤ λ} is closed.

The function ϕ : X →] − ∞, +∞] is said to be weakly lower semicontinuous if it
is lower semicontinuous on the space X endowed with weak topology.
Because every level set of a convex function is convex and every closed convex set
is weakly closed, a function ϕ is l.s.c. if and only if it is weakly lower semicontinuous.
Given a lower semicontinuous convex function ϕ : X → (−∞, +∞] = R, ϕ 6≡ ∞,
we use the following notations:
D(ϕ) = {x ∈ X; ϕ(x) < ∞} (the effective domain of ϕ). (1.8)
Now, let us briefly describe some elementary properties of l.s.c., convex functions.
For proof, we refer to [21], [41], [87], [94].

Proposition 1.3 Let ϕ : X → R = ] − ∞, +∞] be a proper, l.s.c., and convex

function. Then ϕ is bounded from below by an affine function; that is there are
x∗0 ∈ X ∗ and β ∈ R such that
ϕ(x) ≥ (x∗0 , x) + β, ∀x ∈ X. (1.9)

Proposition 1.4 Let ϕ : X → R be a proper, convex, and l.s.c. function. Then ϕ

is continuous on int(D(ϕ)).

(Here int denotes the interior.)

The function ϕ∗ : X ∗ → R defined by
ϕ∗ (p) = sup{(p, x) − ϕ(x); x ∈ X} (1.10)
is called the conjugate of ϕ.

Proposition 1.5 Let ϕ : X → R be l.s.c., convex, and proper. Then ϕ∗ is l.s.c.,

convex, and proper on the space X ∗ .

Proof. As supremum of a set of affine functions, ϕ∗ is convex and l.s.c. Moreover,

by Proposition 1.4 we see that ϕ∗ 6≡ ∞. 

Proposition 1.6 Let ϕ : X → R be a weakly lower semicontinuous function such

that every level set {x ∈ X; ϕ(x) ≤ λ} is weakly compact. Then ϕ attains its
infimum on X. In particular, if X is reflexive and ϕ is an l.s.c. proper convex
function on X such that
lim ϕ(x) = ∞, (1.11)
kxk→∞

then there exists x0 ∈ X such that ϕ(x0 ) = inf{ϕ(x); x ∈ X}.

August 12, 2021 16:33 ws-book961x669 Semigroup Approach to Nonlinear Diffusion Equations 12534-main page 5

Preliminaries 5

Given an l.s.c., convex, proper function ϕ : X → R, the mapping ∂ϕ : X → X ∗

defined by
∂ϕ(x) = {x∗ ∈ X ∗ ; ϕ(x) ≤ ϕ(y) + (x∗ , x − y), ∀y ∈ X} (1.12)
is called the subdifferential of ϕ.
In general, ∂ϕ is a multivalued operator from X to X ∗ not everywhere defined
and can be seen as a subset of X × X ∗ . An element x∗ ∈ ∂ϕ(x) (if any) is called a
subgradient of ϕ in x. We denote as usual by D(∂ϕ) the set of all x ∈ X for which
∂ϕ(x) 6= ∅.
Let us pause briefly to give some simple examples.
1
(1) ϕ(x) = 2 kxk2 . Then, ∂ϕ = J (the duality mapping of the space X).
(2) Let K be a closed convex subset of X. The function IK : X → R defined by
(
0, if x ∈ K,
IK (x) = (1.13)
+∞, if x ∈ / K,
is called the indicator function of K, and its dual function HK ,
HK (p) = sup{(p, u); u ∈ K}, ∀p ∈ X ∗ ,
is called the support function of K. It is readily seen that D(∂IK ) = K,
∂IK (x) = 0 for x ∈ int K (if nonempty) and that
∂IK (x) = NK (x) = {x∗ ∈ X ∗ ; (x∗ , x − u) ≥ 0, ∀u ∈ K}, ∀x ∈ K. (1.14)
For every x ∈ ∂K (the boundary of K), NK (x) is the normal cone at K in x.
(3) Let ϕ be convex and Gâteaux differentiable at x with the gradient ∇ϕ(x). Then
∂ϕ(x) = ∇ϕ(x).
Proposition 1.7 Let X be a reflexive Banach space and let ϕ : X → R be an l.s.c.,
convex, proper function. Then the following conditions are equivalent.
(i) x∗ ∈ ∂ϕ(x),
(ii) ϕ(x) + ϕ∗ (x∗ ) = (x, x∗ ),
(iii) x ∈ ∂ϕ∗ (x∗ ).
In particular, ∂ϕ∗ = (∂ϕ)−1 and (ϕ∗ )∗ = ϕ.

We also mention without proof the following results. (See, e.g., [21], [41].)

Proposition 1.8 Let ϕ : X → R be an l.s.c., convex, and proper function. Then

D(∂ϕ) is a dense subset of D(ϕ). Moreover, int D(ϕ) ⊂ D(∂ϕ).

There is a close connection between the range of subdifferential ∂ϕ of a lower

semicontinuous convex function ϕ : X → R and its behavior for kxk → ∞. Namely,
one has

Proposition 1.9 The following two conditions are equivalent.

(j) R(∂ϕ) = X ∗ , and ∂ϕ∗ = (∂ϕ)−1 is bounded on bounded subsets,
(jj) limkxk→∞ ϕ(x)
kxk = +∞.
August 12, 2021 16:33 ws-book961x669 Semigroup Approach to Nonlinear Diffusion Equations 12534-main page 6

6 Semigroup Approach to Nonlinear Diffusion Equations

1.3 Sobolev Spaces

Throughout this section, until further notice, we assume that Ω is an open subset
of RN . Denote by Lp (Ω), 1 ≤ p ≤ ∞, the space of Lebesgue p-integrable functions
on Ω and by D(Ω) (or C0∞ (Ω)) the space of infinitely differentiable functions with
compact support in Ω. Denote by D0 (Ω) the space of Schwartz distributions on Ω.
Given u ∈ D0 (Ω), by definition, the derivative of order α = (α1 , ..., αN ), Dα u, of u,
is the distribution
(Dα u)(ϕ) = (−1)|α| u(Dα ϕ), ∀ϕ ∈ D(Ω), where |α| = α1 + · · · + αN .
Let m be a positive integer. Denote by H m (Ω) the set of all real valued functions
u ∈ L2 (Ω) such that distributional derivatives Dα u of u of order |α| ≤ m all belong
to L2 (Ω). In other words,
H m (Ω) = {u ∈ L2 (Ω); Dα u ∈ L2 (Ω), |α| ≤ m}.
We present below a few basic properties of Sobolev spaces and refer to the
books [1, 16, 38] for proofs.

Proposition 1.10 H m (Ω) is a Hilbert space with the scalar product

X Z
hu, vim = Dα u(x)Dα v(x)dx, ∀u, v ∈ H m (Ω).
|α|≤m Ω

If Ω = (a, b), −∞ < a < b < ∞, then H 1 (Ω) reduces to the subspace of
absolutely continuous functions on the interval [a, b] with derivative in L2 (a, b).
More generally, for an integer m ≥ 1 and 1 ≤ p ≤ ∞, one defines the Sobolev space
W m,p (Ω) = {u ∈ Lp (Ω); Dα u ∈ Lp (Ω), |α| ≤ m}
with the norm
  p1
X Z
kukm,p =  |Dα u(x)|p dx . (1.15)
|α|≤m Ω

For 0 < m < 1, the space W m,p (Ω) is defined by (see Adams [1], p. 214)
( )
u(x) − u(y)
W m,p (Ω) = u ∈ Lp (Ω); p
N ∈ L (Ω × Ω)
|x − y|m+ p
with the natural norm. For m > 1, m = s + a, s = [m], 0 < a < 1, define
W m,p (Ω) = {u ∈ W s,p (Ω); Dα u ∈ W a,p (Ω); |α| ≤ s}.
Now, we mention an important property of the space H 1 (Ω) known as the
Sobolev embedding theorem.

Theorem 1.11 Let 1 ≤ p < N, N > 2, and p∗ = 2N

N −2 . Then
∗
W 1,p (RN ) ⊂ Lp (RN ), (1.16)
1,p N
kukLp∗ (RN ) ≤ Cp,N k∇ukLp (RN ) , ∀u ∈ W (R ). (1.17)
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