The diffusion phenomenon for dissipative wave equations in metric measure spaces
Introduction
Let be a separable metric measure space satisfying appropriate conditions, and let be a time-dependent, densely defined, self-adjoint operator on . We describe the long-time behavior of the solution to showing that the asymptotic behavior of the solution to (1) aligns with the asymptotic behavior of a prescribed solution of meaning the solution of (1) exhibits the diffusion phenomenon. We then derive the decay of u, showing that the rate of decay depends on properties of the metric measure space X.
Extensive research has been done to study the behavior of solutions to parabolic PDEs with operators related to general Dirichlet forms; for example, see Sturm [30], Lierl and Saloff-Coste [15] and the references therein. The operator is related to the time-dependent Dirichlet form via the representation formula , which we will discuss later. However, little was known about solutions to hyperbolic PDEs in the context of general Dirichlet forms.
The Dirichlet forms we consider are nonnegative definite, symmetric bilinear forms with domains dense in . The prototypical Dirichlet form on is , where for instance , which corresponds to the self-adjoint operator . In general, Dirichlet forms are definable within the context of many types of metric measure spaces with no relation to partial derivatives. Moreover, in general, , where is a signed Radon measure on X. Note that the prototypical form satisfies .
The time-dependent Dirichlet form may be interpreted as a collection of Dirichlet forms on indexed in t; the formal definition will be given in subsection 1.1. Each corresponds to a nonnegative self-adjoint operator on ; see Fukushima, Oshima and Takeda [6, Theorem 1.3.1]. This Theorem gives the presentation for and , and in many cases, we can rewrite in a convenient way, allowing us to focus our attention on instead of . This will make our work easier and make our core assumptions less restrictive.
Below, we present several nontrivial examples of dissipative wave equations in metric measure spaces where our theory works. For the precise proofs, see section 7.
- E1:
The space X is , and we introduce a metric ρ that is intrinsically linked to , satisfying locally for some and . This metric ρ is the same as the metric in Fefferman and Phong [3], Fefferman and Sanchez-Calle [4], Jerison and Sanchez-Calle [14], and Nagel, Stein and Wainger [19]. We define the Dirichlet form , obtaining the corresponding operator via the representation . The coefficients are bounded, and the form only needs to satisfy with and the same as above, independent of t. Hence is not required to be uniformly elliptic. The coefficient in Example E1, given in section 7, is zero for .
- E2:
The space is a (smooth) Riemannian manifold with Riemannian metric d, Riemannian volume measure m and nonnegative Ricci curvature. The self-adjoint operator satisfies for , where is the Laplace-Beltrami operator defined on X and .
- E3:
The space X is with a weighted inner product , where . We define the Dirichlet form obtaining the corresponding operator via the representation For , the coefficients are assumed to satisfy on , where and are constants.
Particular variations of (1) have been analyzed by many authors, including the initial boundary value problem , where X is a subset of the Euclidean space , e.g., see Ikehata [9], [8] and Ono [22] who worked in exterior domains. Also, the preceding IBVP can be considered with a variable damping coefficient, and this problem has been thoroughly studied, e.g., for the space-dependent damping coefficient case see Nakao [20], Ikehata [10], [11], Mochizuki and Nakao [17], Mochizuki and Nakazawa [18], Todorova and Yordanov [34], and Sobajima and Wakasugi [28] who demonstrated the diffusion phenomenon. For the time-dependent damping coefficient case, see Reissig and Wirth [26], and Wirth [35], [36]. Many authors have demonstrated the diffusion phenomenon for the abstract problem in the Hilbert space , where B is a time-independent operator. For example, see Ikehata and Nishihara [12], Chill and Haraux [2], Radu, Todorova and Yordanov [24], and Yamazaki [37].
Ikehata, Todorova and Yordanov [13] showed a more complex diffusion phenomenon for abstract wave equations with strong damping. Then Radu, Todorova and Yordanov [25] proved the diffusion phenomenon for the problem in a Hilbert space , where B and C are two noncommuting self-adjoint operators on , which excludes the use of the spectral Theorem. Instead, they used consecutive approximations with conveniently defined diffusion solutions. They also expanded their decay gains that originated in [23], giving the exact gain in the decay rate for in terms of .
By resolvent arguments, Nishiyama [21] showed the diffusion phenomenon for the problem in a Hilbert space . Here A and B are two noncommuting self-adjoint operators on , satisfying some additional conditions. Yamazaki [37] studied abstract wave equations with time-dependent damping.
Taylor [32] showed the diffusion phenomenon for (1) in the case when X is the Euclidean space and the Dirichlet forms considered are of the type , where for and . The work in [32] is based on the following three key tools:
The first tool is the improved decay, which specifically refers to the gains in the decay rates for space and time derivatives of u in terms of u. This gain in decay is expressed in a weighted average sense. The improved decay was discussed by Radu, Todorova and Yordanov in [23] and [25].
The weighted energy method developed by Todorova and Yordanov in [33] is the second key tool. A special weight, depending on the particular application being considered, is used. One important consequence of this weighted energy method is that solutions to damped wave equations decay exponentially for x outside of the ball , where can be arbitrarily small.
The third key tool is the fundamental solution of (2). The fundamental solution of (2) encodes parabolic decay properties; these properties are found in Friedman [5]. We proved that , the difference between the solutions of (1) and (2), can be expressed in terms of the fundamental solution of (2) acting on derivatives of u. This presentation of permits the three key tools to work together.
Returning to the problem (1) in the general metric space X, we face several challenges which are exacerbated by the time-dependence in the operator in (1). In particular, we note that the estimate of Sturm in [30, Corollary 2.5] for the fundamental solution of the parabolic equation (2) is not sufficient to imply decay for p. Thus, we impose the further condition (S) below to ensure decay for p. Also, a significant amount of effort is required to demonstrate even standard properties such as the finite speed of propagation for the solution to (1), under certain conditions for the operator . Note that there is no finite speed of propagation for the solution to (1) in general metric spaces; see Strichartz [29]. Moreover, we make substantial changes to the proofs of existence and regularity in Lions and Magenes [16, Chapter 3, Section 8] to make them work in our case. We significantly modify the above three key tools of Taylor [32] to make them suitable for our work.
In this subsection, we give assumptions on the time-dependent Dirichlet form that allow us to avoid having to work with the derivative of the operator , which may not be defined. Even if is defined, it may not be feasible to verify any assumptions that we place on it. Hence, we define derivatives of the time-dependent Dirichlet form and energy measure form associated with .
Let be the given separable metric measure space, and let be a one-parameter family of (nonnegative) Dirichlet forms, where the domain is the same for all . For each fixed , we assume that is strongly local and regular. By strongly local, we mean when f is constant on a neighborhood of the support of g. Also, a form is regular exactly when is: 1) dense in with respect to the norm and 2) dense in with the uniform norm.
We fix a strongly local, regular Dirichlet form on , and we assume that for all . Moreover, we assume that the form serves as a reference form, meaning for all and , where the constants and . The behavior of this reference form is linked with the behavior of the solution to (2) via the intrinsic metric defined in the next subsection.
Throughout this paper, we will “apply” to the time-dependent Dirichlet form . Hence we define the form derivative, provided it exists, We define similarly. We assume that for . Now since Dirichlet forms have properties such as a Cauchy-Schwarz type inequality, see Fukushima, Oshima and Takeda [6, Lemma 5.6.1], one might want to make the assumption that is also a Dirichlet form. However, this is restrictive since that would not allow for any . To avoid this restriction, we assume that can be written as a finite linear combination of Dirichlet forms for , i.e., we assume for and some , where are constants and for . We assume each form is a strongly local, regular Dirichlet form having . Note that can be negative. Remark 1 Many types of Dirichlet forms satisfy assumption (D2). Among the simplest are those where separates into “positive” and “negative” parts, which are again Dirichlet forms. As an example, we consider the Dirichlet forms for , or with and having bounded derivatives. Consequently, to create the “positive” and “negative” parts of , we only need to consider the positive and negative parts of or . Note that the parts of are again Dirichlet forms, in these cases.
Any Dirichlet form can be written as , where Γ is a nonnegative definite, symmetric bilinear form on taking values in the signed Radon measures on X. We call Γ the energy measure form associated with . We will apply to the energy measure form associated to the Dirichlet form . We will estimate the resulting object , which we call a form derivation. In particular, we will frequently need local control over the total variation of . Let by the energy measure forms associated with the Dirichlet forms for , where J is the same positive integer as in (D2). For , define the i-th form derivation of the energy measure form via where the are the same as in (D2). Remark 2 In general, these definitions of form derivations may have nothing to do with derivatives of the energy measure form . However, under convenient assumptions, the form derivations and derivatives of “coincide”; see Lemma 2.1 below in section 2. Remark 3 In sections 3 and 4, we require the full strength of assumption (D3). However, in proving the existence, regularity and finite speed of propagation for the solution u to (1), we can weaken assumption (D3) to .
Let be the reference Dirichlet form coming from the previous subsection, and let Γ be its associated energy measure form. Define is a Radon measure}. The form has an associated intrinsic pseudo metric ρ on X defined by In general, can be infinite or zero for .
In the case when , m is the Lebesgue measure and , we see that ρ is the Euclidean distance d, if . If in some open set U, then ρ may be interpreted as a version of d that has been “stretched” in U, i.e., for . Similarly, if in U, then points in U have been “compressed” together, i.e., .
We assume the topology induced by ρ is equivalent to the original topology on X, guaranteeing that ρ is a metric and is continuous on X. We assume that for every and , the ρ-ball is relatively compact in X. The relative compactness of the ρ-balls is equivalent to being complete via Sturm [31, Theorem 2].
Recall that m is the measure given with X. Let be the fundamental solution of (2), where and . We have the estimate from Sturm [30, Corollary 2.5] where constants and . We note however that the Gauss-type estimate (3) alone is not sufficient to imply decay for the fundamental solution p of the parabolic equation (2). For R sufficiently large, we make the following assumption on the intrinsic metric ρ: where the constants and ; we take M to be the largest constant such that (S) holds. As a consequence, we obtain for , where is a solution to (2) with data ; see (71) in section 5. In the special case where (2) is with , we see that ρ is the Euclidean metric on , meaning (S) is satisfied with if m is the Lebesgue measure. Furthermore, in this case, N is the largest constant satisfying (4) for . In section 7, it will be shown that Examples E1 - E3 satisfy (S).
Fix and let . Define the set and the function . If were N-dimensional Euclidean space with the Lebesgue measure, then we would have and for any polynomial with real coefficients. Many other triples also satisfy these two properties. We ask that is not too “irregular,” which means we assume for some , all , all sufficiently large and all polynomials with real coefficients. Note that M here is the same constant as in (S). In section 7, it will be shown that Examples E1 - E3 satisfy (NB). We regard as a loss in the sense that , but this loss is manageable since we are assuming that M in (NB) is the same as in (S) above.
Let be the nonnegative definite, self-adjoint operator associated with the reference Dirichlet form from subsection 1.1. We introduce the Hilbert spaces equipped with their norms respectively Our main results depend on the conclusions of Proposition 1 below, meaning that we are not restricted to the particular hypotheses of Proposition 1; see appendix A for a proof of Proposition 1. Proposition 1 (Existence and regularity) Let (D1) - (D3) and the assumptions in appendix A.1 be satisfied. Then for any data and , there exists a unique solution to (1) such that: for all and all .
Remark 4 The standard theory of Lions and Magenes [16, chapter 3, section 8] gives: However, we need: obtaining this better regularity solely from [16] requires the distributional identity where , which essentially requires the restrictive assumption that and commute for all t. We recover (6) via introducing the time-dependent Hilbert spaces with common domain and equivalent norms . Consequently, we have Improving the regularity given by [16] will most likely require several strong, hard to check assumptions. For instance, we do not expect that the set of eigenfunctions of remains fixed as t changes.
We assume that (D1) - (D3), the upper Gaussian estimate (3) of Sturm, (S) and (NB) are satisfied. We also assume that the existence and regularity from Proposition 1 hold. Then we obtain the following Theorem and Corollary for data and , see (5), with support in for some and :
Theorem 1.1 (Diffusion phenomenon) For , the solution to (1) satisfies where is the solution to (2) prescribed by (71). The constant C depends on and coming from (D1) - (D3), (S) and (NB). Corollary 1 For , the solution to (1) satisfies: where the constant C depends on and coming from (D1) - (D3), (S) and (NB).
This paper is structured as follows. The proof for the finite speed of propagation of the solution u of the wave equation (1) is given in section two. Section three is devoted to the proofs of the improved decay. Estimates coming from the weighted energy method are proved in section four. A representation formula for the difference between solutions of (1) and (2), in terms of the fundamental solution of (2), is derived in section five. In section six, the main result and its corollary are proved via the three key tools. Fully detailed examples are presented in section seven. The proof of existence, uniqueness and regularity for the solution to (1) is given in Appendix A. Appendix B contains proofs for Lemma 2.1, Lemma 2.2 from section 2.
Section snippets
Finite speed of propagation
In this section, we prove the finite speed of propagation for the solution u of the wave equation (1) in the metric measure space . Recall that a finite speed of propagation is not guaranteed for arbitrary metric spaces; see Strichartz [29]. We assume that (D1) - (D3) and the existence and regularity from Proposition 1 hold. To prove the finite speed in our case, we utilize the fact that the cone function defined below in (13) is “well-behaved,” making the cone energy
Improved decay
Recall that the energy for the solution u of the wave equation (1) is defined in section 2 as . The purpose of this section is to obtain the gains in the decay rates for components of the energies in terms of u. These gains in decay are expressed in a weighted average sense.
The improved decay for the energy is proved in the following proposition.
Proposition 3 Let be the solution to (1). Assume that (D1) - (D3) and the regularity from Proposition 1 hold. For and
Weighted energy method
The purpose of this section is to show that and essentially decay faster than any inverse polynomial outside of any ball for any , where is fixed and is large enough; see the fast decay Proposition 9. This result is an improvement on the finite speed of propagation from section 2. Remark 6 The weight W we use throughout this section could be chosen to be , where . However, this weight is not bounded on X, so we cannot apply the
The representation of the difference between solutions of (1) and (2) in terms of the fundamental solution of the parabolic problem (2)
From Sturm [30], with , let and be the transition operators associated with the parabolic and coparabolic operators and , respectively. Also, let be the fundamental solution to problem (2). Note that we use a slightly different notation for p. From [30, Proposition 2.3], we have that is the kernel of the transition operator , and for , with and , we note that By the
The diffusion phenomenon and decay
We now prove our main Theorem 1.1 via combining the improved decay and weighted energy methods with the representation for u given by (72). Recall that we are assuming (D1) - (D3), the upper Gaussian estimate (3) of Sturm, (S) and (NB). We are also assuming that the existence and regularity from Proposition 1 hold, and the data and with support in for some and .
Proof of Theorem 1.1 We will prove this Theorem in two parts, for small t and large t. In assumptions (S) and (NB), on page 10797,
Examples E1 - E3 from the introduction
We now give the details for Examples E1 - E3 described in the introduction of this paper. We will show that Theorem 1.1 is applicable in each of these examples. As a part of the proof of Theorem 1.1, we applied the upper estimate (3) given by Sturm [30] for the fundamental solution of the parabolic equation (2). Sturm proves the Gaussian estimate (3) under several conditions. These conditions are: doubling property Sobolev-type inequality
Acknowledgements
The authors would like to thank Borislav Yordanov for valuable discussions. The first author wishes to offer his deepest thanks to the second author for her indispensable direction. The first author would also like to thank Michael Frazier for his consistent encouragement. The first author cannot do enough to thank his wife Kat for her tremendous support.
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