We study the heat equation on a half-space or on an exterior domain with a linear dynamical boundary condition. Our main aim is to establish the rate of convergence to solutions of the Laplace equation with the same dynamical boundary condition as the diffusion coefficient tends to infinity.
We consider the heat equation with a dynamical boundary condition,
and the connection with its elliptic counterpart,
Here, , , .
The expected relation is, of course, that solutions of (1) converge to those of (2) as . Indeed, for the case of the half-space , , this has been proven recently in [12]. This means, in particular, that the influence of the initial function φ is lost in the limit. In the present paper we are interested in a detailed description of the loss of influence of φ. More precisely, we investigate the rate of convergence of solutions of (1) to solutions of (2) as .
We will deal with the case , , and the radially symmetric setting for , . It turns out that the rate of convergence is of order in both cases.
For bounded domains Ω, results on convergence as were established in [18] by a method that is completely different from the one used in [12] and in this paper. The rate of convergence was not studied in [18].
Various aspects of analysis of parabolic equations with dynamical boundary conditions have been treated by many authors, for existence, uniqueness and regularity see for example [1,4,5,16,23,28–30], for blow-up of solutions [2,16,24,33–35], for asymptotic behaviour of solutions [15,17,18,20,32,36], and for the mean curvature flow with dynamical boundary conditions see [21,22]. Some of similar issues for elliptic equations with dynamical boundary conditions were considered in [3,6–11,13,14,19,24–27,31,37], for instance.
Given , by we denote the bounded solution of
For , we want to have that , where p solves
and hence define
for , , and
for radially symmetric (i.e. ) in case of .
We furthermore introduce
and
for , and functions that have a normal derivative on .
If
then
and
If
where , then solves
so that is a classical solution of (1).
Let and . Let and
We call a solution of (6), (4) – and a solution of (1) – in if (5) and (3) are satisfied. The solutions are called global-in-time solutions if .
Note: Here ν is to be understood as (smooth) vector field defined on all of , which on coincides with the outer unit normal. In the context of the cases treated in this article, of course, for and for .
The following was shown in [12, Theorem 1.1 and Corrollary 1.1]:
Letand; let,and. Then problem (
6
), (
4
) has a unique global-in-time solutionsatisfyingfor any. Furthermore,andare bounded and smooth infor any bounded interval. Moreover, for everythere issuch that for everyand φ,as above we have
Finally,is a classical solution of (
1
) and for every compact set K inandit holds that
In this paper we establish an analogous result for radially symmetric solutions when the domain Ω is the exterior of the unit ball in .
Let,and let the functionsandbe radially symmetric.
Then problem (
6
), (
4
) has a unique radially symmetric global-in-time solutionsatisfying (
7
) andis a classical solution of (
1
).
Furthermore, ifand, thenMoreover, for everyandthere issuch that for everyand φ,as above the following holds:
The role of assumption (10) is explained in Section 7.
Our remaining results are concerned with the question what the optimal rate of convergence in (9) and (11) is.
Let,. Let,,compact and. Then there issuch that
Let. Letbe radially symmetric and such that (
10
) holds. Assume further thatis constant and,. Then there issuch that
Let,and. There issuch that for everythere issuch that for every compact setthere areandsuch thatfor everyand every.
Letand. Then there issuch that for everythere issuch that for every compact setthere areandsuch thatfor everyand every.
The paper is organized as follows. In Section 2 we introduce some notation, in Section 3 we recall some estimates in the case of the half-space, and in Section 4 we derive analogous estimates for the exterior domain. In Section 5 we prove Theorem 3 and in Section 6 Theorems 4 and 5. Section 7 is devoted to a remark on the long-time behaviour of solutions of the heat equation on the exterior domain and Sections 8 and 9 to the proofs of Theorems 6 and 7, respectively.
Preparation: Introducing further notation. The space
With the abbreviations
and
we introduce
The proofs will be based on a fixed point argument for in the space , which we define as
if , and as
for . In both cases, we equip it with the norm
where
and observe that it thereby becomes a Banach space.
Estimates: Recalling the case
In this section we recall the necessary estimates from [12] for . They have been used in the proof of Theorem 2 in [12] and will be essential for our proof of Theorems 4 and 6. We will take care of the corresponding results for – and their proofs – in the next section.
Let. Then for every,andMoreover, for everythere issuch that for every,and,
[12, (2.1) and (2.2) and proof of (2.3), respectively]. □
[12, (2.10), Lemma 2.4 and proof of (2.11), respectively] □
Let. Then there issuch that for every,,,and
[12, proof of (3.9) and of (3.10), respectively] □
Estimates:
The assertions of the lemmata in this section parallel those in the previous section. Before we begin dealing with their statements and proofs, let us first bring some of the quantities that have been defined in the introduction in the explicit form in which the radially symmetric 3-dimensional setting allows us to express them.
If ψ is a radially symmetric function on , we can interpret it as a real number and write
This means that also
and
Also can be written explicitly:
This representation is, of course, based on the fact that for every radially symmetric solution u of the heat equation in , the function solves the one-dimensional heat equation.
Let. Then for every radially symmetricIf, moreover,for, thenand
We obtain (24) from explicit computations as follows:
If we not only control , but even , we can proceed slightly differently:
holds for every , and (25) follows.
For the estimate of the radial derivative let us first observe that for every and
We see that here for every and
Hence, inserting (27) and (29) into (28), we arrive at
for every , . □
Letand letbe radially symmetric (constant). Then for every,
This is obvious from the explicit form of , , . □
Let. Then there issuch that for everyand every,,and
We use the explicit representation for to see that for every , , ,
Due to the elementary estimates for every and for every , this implies (30).
Concerning the radial derivative, for every , , , we have
Here, due to , the first term can be estimated by (30); the second obeys
for every , , . □
Let. Then there issuch that for every,and every radial functionwith,and
If we insert the explicit definitions of and into (13), we see that for every , , we have
so that
Taking into account that
and
we see that (34) proves (32).
As to the radial derivative, we compute
Here, we can simplify two integrals according to
The next one can be estimated as
according to (35), and for the last we again rely on (36) to see that
If we finally combine (32), (37) and (38), we can readily conclude (33). □
Letand. Then for every,
If we insert (32) and (33) into (15), we immediately obtain
□
(a) The explicit representation of , and and their derivatives show that (for each ε, T, radially symmetric and ) maps into .
Moreover, is a contraction: Let , let be so small that . Then, according to Lemma 16, for every , every , and every ,
Banach’s fixed point theorem hence yields a unique solution in (for ), and is defined according to (3). Since was independent of the initial data, successive application of the same reasoning finally provides a global-in-time solution.
(b) For the second part of the theorem – and, in particular, for more quantitative and ε-independent information, which by way of Lemma 16 will rely on a uniform bound for – the mere existence result obtained above is insufficient.
We hence restrict the class of admissible initial data and will attempt to apply the fixed point theorem not on , but on a bounded subset thereof.
Let , and q be as before. Let
where C is the constant in Lemma 14.
If we can show that for every , , maps the set
into itself, Banach’s fixed point theorem does not only prove existence of a solution , but also shows
which finally proves (12).
We therefore turn our attention to the proof of : Due to (16), (24) and (26), we have
where
and
If we furthermore insert (30) and (31) into (15), we see that with C from Lemma 14 for any , we have
Finally, the choice of q and Lemma 16 ensure
In conclusion, for , and every ,
so that whenever .
We postpone the proof of (11), seeing that it is a corollary of Theorem 5. □
The proof of the existence result in Theorem 2 in [12] proceeds analogously. In place of (24) and (26), (30), (31) and Lemma 16, one has to use (17), (18), (20), (21) and Lemma 11.
The estimates we have given in Sections 3 and 4 mainly deal with . In preparation of the proofs of the estimates of let us state the following lemma, which for also was part of [12, proof of Theorem 1.1 (c)]:
Let,, or, and let,. Then for everyandas in (
3
) we have
According to (3), Lemma 9 (for ) or Lemma 13 (for ) and (15), we can estimate
□
We let be compact. Then by the definition of (cf. (14) and Definition 1, or proof of Theorem 3 and Remark 17) we have
for every . Here we can apply (19), (22), (23) and (40) so as to obtain , and such that
for every and . If we take the supremum over and use boundedness of according to (7), we thereby have proven Theorem 4. □
Similarly to (41), the construction of in the proof of Theorem 3 (or directly Definition 1) allows us to estimate
for and . If we abbreviate and employ (25), (30), (39), (40), we obtain such that the last inequality turns into
for every and . Again, taking the supremum over and using the boundedness of according to (12), we can conclude Theorem 5. □
A remark on condition (10). Long-time behaviour of the heat equation on the exterior of the ball
The main effect of the difference in geometry between and seems to lie in the additional condition to be posed on the initial data for the convergence result in the case of . In order to understand why this is not too unnatural, let us consider the solution of the heat equation emanating from initial data .
This means that
In particular, as .
Lower estimates in the halfspace: Proof of Theorem 6
In order to show optimality of the rate , we strive to find a lower estimate with the same rate, for one concrete example of initial data: We set and for some . Then, apparently, .
Due to being a fixed point of (cf. Definition 1 and (14) or the construction in the proof of Theorem 3 and Remark 17), we have
Letting for , we can write the first of these terms explicitly, cf. [12, (1.3) and (1.4)]:
if we abbreviate
From (23) and Lemma 18 we obtain such that
for all . According to (8), for every we can hence find such that
holds for every and every .
After these preparations, we can begin the actual proof of the statement of Theorem 6: Given we pick such that and for any compact we let
Noting that (uniformly with respect to ) as , we choose so small that for all and thus ensure that
as desired. □
Lower estimates in the exterior of the ball. Proof of Theorem 7
We introduce for some and . Obviously, is finite, and .
According to Definition 1 and (14), is a fixed point of and thus
Again we compute the first term explicitly:
where
By (32) and Lemma 18
for all , ; and according to (12) for every we can find such that
holds for every , and . With these, we can easily prove the statement of Theorem 7: Given we let be such that . For any compact , we then use the (uniform in K) convergence as to pick such that for all . Then for and ,
if we define . Finally setting , we obtain Theorem 7. □
Footnotes
Acknowledgements
The first author was supported in part by the Slovak Research and Development Agency under the contract No. APVV-14-0378 and by the VEGA grant 1/0347/18. The second author was supported in part by the Grant-in-Aid for Scientific Research (A) (No. 15H02058) from Japan Society for the Promotion of Science. The third author was supported by the Grant-in-Aid for Young Scientists (B) (No. 16K17629) from Japan Society for the Promotion of Science.
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