We establish a convergence theorem for a class of two components nonlinear reaction–diffusion systems. Each diffusion term is the subdifferential of a convex functional of the calculus of variations whose class is equipped with the Mosco-convergence. The reaction terms are structured in such a way that the systems admit bounded solutions, which are positive in the modeling of ecosystems. As a consequence, under a stochastic homogenization framework, we prove two homogenization theorems for this class. We illustrate the results with the stochastic homogenization of a prey–predator model with saturation effect.
Let and Ω be a bounded domain in . The paper is concerned with the convergence of sequences of reaction–diffusion systems in of the type
where, for , and are suitable constants depending on the reaction functional . Each diffusion term is the subdifferential of a convex integral functional of the calculus of variations , whose domain contains the boundary conditions. In their domain, the diffusion terms are of divergence form and . The explicit dependence on the spatial variable reflects the fact that the diffusion may take place in heterogeneous media. More specifically, when we write n for intended to tend toward 0, the system models among other examples, ecosystems of two species in a spatial domain made up of small habitats with size . The well-posedness nature of reaction–diffusion systems in the sense of existence of a strong solution has been extensively studied. In this paper, the novelty is the special form of the reactions functionals: they are structured in such a way that for fixed , , and for fixed , are CP-structured reaction functionals as defined in [1]. As a consequence, admits a pair of bounded solutions according to the constants and that govern the initial conditions. Problems model various situations involving competition or symbiosis models, prey predator models in ecology, as well as heat mass transfer in chemical reactors and combustion theory, or gas-liquid interactions problems, etc. They are illustrated through Examples 2.1, 2.2, 2.3, 2.4. It should be noted that our study includes systems coupling a reaction–diffusion equation (r.d.e.) and a non diffusive reaction equation (n.d.r.e.), like the FitzHugh–Nagumo system in neurophysiology described in Example 2.5.
In Section 2, for any , we prove existence and uniqueness of bounded strong solutions in for problems of the type , when initial functions are bounded according to the reaction functionals. The proof is based on [1, Theorem 3.1] combined with a suitable fixed point procedure.
In Section 3, under the Mosco-convergence of functionals , and a suitable convergence of to , , we establish the first main result of the paper, Theorem 3.1, which states the convergence of toward a reaction–diffusion system of the same type. This can be seen as a compactness or a stability result for the class of systems considered.
The convergence of systems coupling a reaction–diffusion equation with a non diffusive reaction equation or two non diffusive reaction equations is addressed in Section 4 and is discussed in Theorem 4.1 and Theorem 4.2. It requires additional regularity conditions on the reaction functional associated with the n.d.r.e.
As far as we know, the homogenization of reaction–diffusion systems was first addressed in [10,14] by means of the two scale convergence; see also [13] where the homogenization with evolving microstructure is performed using the method of transformation to a periodic reference domain. In Section 5 we hope to contribute to this research in the framework of stochastic homogenization described in [1]. The main results, which are direct consequences of Theorems 3.1, 4.1, are stated in Theorems 5.1, 5.2. They are illustrated through the homogenization of a prey–predator model with a saturation effect which is the randomization of Example 2.3. The model involves two species spreading in an heterogeneous environment whose small spatial heterogeneities are randomly distributed following a Poisson point process. The homogenized problem illustrates the interplay between the growth rate of the prey and the maximum carrying capacity of the environment when the size of the spatial heterogeneities is very small.
Two components reaction diffusion system associated with convex functionals of the calculus of variations and TCCP-structured reaction functionals
We denote by the Lebesgue measure in , by Ω a domain of of class , and by Γ a subset of its boundary with positive -Hausdorff measure. To shorten the notation, we sometimes write X to denote the Hilbert space equipped with its standard scalar product and its associated norm, denoted by and respectively. All along the paper we use the same notation to denote the norms of the Euclidean spaces , , and by the standard scalar product of two elements ξ, in . We also denote by the Hadamard (or Schur) product of two elements ξ and in . For any topological space T, we denote by its Borel field.
The paper is concerned with sequences of systems of reaction–diffusion Cauchy problems of the form
where, for , denote the subdifferential of standard convex functionals of the calculus of variations. More precisely is defined by
where with
and .
The density is a Borel measurable function which satisfies the following conditions:
Under this hypothesis the subdifferential of is single valued. We make this hypothesis to simplify the notation.
convex function (we denote by its Gâteaux derivative), with for a.e. .
By using the subdifferential inequality together with the growth conditions fulfilled by the convex function , it is easy to show that there exist nonnegative constants and such that, for all ,
From the second estimate, we infer that if , then the function belongs to .
We recall (see [1, Lemma 1]) that the subdifferential of the functional (actually its Gâteaux derivative), whose domain captures the boundary condition, is given by:
where n denotes the outer unit normal to and must be taken in the trace sense. In what follows, since are single valued, we denote them by .
The pair of reaction functionals belongs to a suitable class for which a comparison principle holds with respect to the initial and boundary data for lower and upper solutions. This class is defined in the next section.
The class of TCCP-structured reaction functionals
Reaction–diffusion systems which model a wide class of applications in the domain of ecosystems, and which gives rise to bounded or positive solutions, amenable to analytical calculation in homogenization (periodic or stochastic) involve a special class of pairs of reaction functionals that we define below.
A pair of function valued mappings , , is called a TCCP-structured reaction functional, if there exists a pair of Borel measurable functions , , , such that for all and all ,
which fulfill the following structure conditions:2
Using the coordinates of , and we have and .
where
, , are locally Lipschitz continuous functions;
for all , ;
for all , .
Furthermore must satisfy the Two Components Comparison Principle condition : for , there exists a pair of functions with , and a pair in with , such that each of the two ordinary differential equations
possesses at least one solution, such that for all , for a.e. , we have:
for all , and
for all .
The pair is called a TCCP-structured reaction functional associated with, and a TCCP-structured reaction function associated with.
If furthermore, for all , and , and , the pair is referred to as a regular TCCP-structured reaction functional and as a regular TCCP-structured reaction function.
Since is nonincreasing, and is nondecreasing, for any , and for we have
It is worth noting that for each fixed in , the function is a CP-structured reaction function associated with in the sense of [1, Definition 3.1]. Similarly for each fixed ζ in , the function is a CP-structured reaction function associated with .
Examples
In examples below, for any we use the notation
The proofs of propositions below are postponed to Appendix A.
(Example derived from competition models in ecology).
where satisfies , , and .
The pairis a TCCP-structured reaction function with for,
The pair is associated with the diffusive competition model between two species
where u and v denote the densities of two competing species having a logistic growth in the absence of the other. The are the birth rates and the the carrying capacities. The dimensionless coefficients and measure the competing effect of v to u and u to v respectively. In Theorem 2.1 we prove that for all , admits a unique solution . Under the initial conditions , , this solution fulfills for all the bounds , . Furthermore, if we assume that the functions , , and belong to , then u and v fulfill the boundary conditions for all and admit a right derivative at each .
(Example derived from symbiosis models in ecology).
where , . We assume that
The pairis a TCCP-structured reaction function with for,
The pair is associated with the diffusive symbiosis model between two species
where u and v denote the densities of two species having a logistic growth in the absence of the other. Like in Example 2.1, the denote the birth rates and the the carrying capacities. The dimensionless coefficients and measure the symbiosis effect of v to u and u to v respectively. By contrast with the competition model of two species described in Example 2.1, the signs preceding the b’s are positive and reflect the fact that the interaction between the two species is to the advantage of all. Conditions (2.2) reflect the fact that symbiosis between both species must not be too large so that both populations grow while being bounded. Indeed, from Proposition 2.2, one can choose . It should be noted that the stability analysis of the system, for the model without diffusion and with constant carrying capacities, provides the less restrictive condition (see [11, Section 3.6]). In Theorem 2.1 we prove that under the initial conditions , , for all , admits a unique solution which fulfills for all the bounds , and . Furthermore, if we assume that the functions , , and belong to , then u and v fulfill the boundary conditions for all and admit a right derivative at each .
(Example derived from predator–prey models).
where , , , , and b, c are positive constants. Furthermore setting , we assume that .
For , set
The pairis a TCCP-structured reaction function with
Note that for , . As a consequence of Theorem 2.1, we obtain that under the initial conditions and , where , and fulfill condition (2.3), the diffusive predator–prey system
admits for all a unique solution which satisfies for all , and . Furthermore, if we assume that the functions , , and a belong to , then u and v fulfill the boundary conditions for all and admit a right derivative at each . The system models the evolution of two species with density u and v of a prey and a predator, with birth growth rate and respectively. The prey population satisfies a logistic growth with some time-space depending maximum carrying capacity (the carrying capacity of the prey when the density of the predator is equal to zero), perturbed by a “predator term” with a growth coefficient a. This term involves a saturation effect, i.e. saturates to for large, which reflects the limited capability of the predator when the prey is abundant. There exits many other choice of predator terms with saturation effects, and we refer the reader to [11, Section 3.3] for various examples in the context of o.d.e’s. The predator population satisfies a logistic growth with a carrying capacity proportional to the prey density. The condition on the dimensionless coefficient , prevents the extinction of the prey species since its guarantees existence of , so that . The coefficient is referred to as the extinction threshold.
(Example derived from thermo-chemical models).
where
and , , , and γ is a positive constant.
The pairis a TCCP-structured reaction unction with
The pair is associated with the diffusive system
where u and v denote a chemical concentration and the temperature respectively, in a non isothermal chemical reaction process; and are called Thiele number and Prater number respectively (see [12] and references therein). In Theorem 2.1 we prove that admits a unique solution under the initial condition , , which satisfies the bounds , and for all . Furthermore, if we assume that the functions belong to , then u and v fulfill the boundary conditions for all and admit a right derivative at each .
(Example derived from FitzHugh–Nagumo models).
where , ; ; ; and .
Set. Then the pairis a TCCP-structured reaction function with
The pair is associated with the system
coupling a reaction diffusion equation with a non diffusive reaction equation. This coupling generalizes the FitzHugh–Nagumo model which describes the evolution of the electrical potential u across the axonal membrane. The variable v is a recovery variable obtained in the simplification of the Hodgkin–Huxley Theory of Nerve Membranes (see [11]). For a complete analysis of boundary value problems relating to FitzHugh–Nagumo equations in one space dimension, we refer the reader to [6,8,15]. When the initial functions satisfy the bounds and where and are given by (2.4), existence and uniqueness of solutions fulfilling the same bounds are obtained according to Theorem 2.1 and Remark 2.3. If we assume that the functions , a, b, and c belong to then u fulfills the boundary condition for all and u and v possess a right derivative at each . For bounds similar to those given by (2.4), in the case when the coefficients of the reaction functional are constants, we refer the reader to [12, Chapter 12, Section 12.7].
Existence and uniqueness of a bounded solution
Combining [1, Theorem 3.1] with a suitable fixed point procedure, we establish the existence of a bounded unique solution to the Cauchy problem associated with TCCP-structured reaction functionals.
Let,, be standard functionals of the calculus of variations (
2.1
) anda TCCP-structured reaction functional with,,andgiven by condition. Assume thatfor, then the two component reaction–diffusion systemadmits a unique solutionsatisfying:
andfor a.e.,
u and v are almost everywhere derivable in,
andfor all.
If moreoveris a regular TCCP-structured reaction functional, then u and v satisfy
andfor all, u and v possess a right derivativeandat every, and
Step 1 (local existence). We prove that there exists a unique solution of for T small enough. For set
which is clearly a closed subset of the space equipped with the norm product defined by . Therefore is a complete metric space when equipped with the metric associated with the norm .
For each , we consider the two reaction–diffusion problems with unknown and respectively defined by
We first claim that and possess a unique solution and satisfying , and where and are substituted for u and v respectively. Indeed, for fixed , set
and, for , , . Therefore, and may be written as
The claim follows from [1, Theorem 3.1], provided that we establish that and are CP-structured reaction functionals. For this, note that each function and satisfies the structure condition of CP-structured reaction functions, and that condition is fulfilled because satisfies , and v and u satisfy .
Let us consider the operator defined by . We are going to establish existence of a fixed point of Λ for small enough. Such a fixed point clearly furnishes a solution of fulfilling –.
We claim that . Let , then . According to the considerations above, as and solve and respectively, we have , and , . Therefore belongs to .
We claim that Λ is a contraction for small enough. Let and in . We first estimate
From , subtract the equation related to from the equation related to and take the scalar product in X with . Using the fact that is a monotone operator, we obtain that for a.e.
Thus, for a.e. ,
According to the structure of the functional , we have
with
where , denote the Lipschitz constants of the restrictions of and on and respectively. Combining (2.5) and (2.6) we infer that for a.e.
By integrating this inequality over for and noticing that , we obtain
from which, according to Grönwall’s lemma, we deduce that for all ,
Proceeding similarly, we obtain, with suitable adapted notation,
Consequently
where
For , the nonnegative constants and are clearly nondecreasing so that . Consequently Λ is a contraction for T small enough and admits a fixed point , i.e. so that and . This proves that solves .
To show , it remains to prove that and from into are absolutely continuous. For the claim follows from the absolute continuity of and v, and the following estimate
where denotes the Lipschitz constant of in . For the proof is similar.
Step 2 (uniqueness). Let and be two solutions of , then taking and in (2.8), we infer that for all
similarly
By summing these two inequalities, we obtain for a.e. ,
for some nonnegative constant C. Hence, according to Grönwall’s Lemma, for all ,
which proves uniqueness.
Step 3 (existence of a global solution). Denote by a small enough number obtained in Step 1 so that admits a unique solution in .3
Recall that under the initial condition we are not assured that the derivative of the solution belongs to .
By [4, Theorem 17.2.5] or [5, Theorem 3.6]), we have . Hence, for , belongs to . Set
Since , we have . Set in and denote by the maximal solution of in . We argue by contradiction assuming that .
(a) We first prove the existence of the two limits and in X.
Let , then for a.e. we have
From (2.9), we infer that
For all , we have , and . Thus, according to the structure of , there exists a constant
such that
Therefore, since
(for a proof refer to [2]), and , inequality (2.11) yields
where the new constant C does not depend on T. We infer that
from which we deduce that is uniformly continuous. Indeed, for in we have
and u is more precisely -Holder continuous. Since X is a complete normed space, according to the continuous extension principle, u possesses a unique continuous extension in i.e. . Similarly, from (2.10), we deduce that v possesses a unique continuous extension in i.e. , which proves the claim.
(b) Contradiction: For , consider the two component reaction–diffusion system
where , , and , . Note that and . Then according to step 1, there exists small enough such that possesses a solution . Set
and
Then is a solution of , which leads to a contradiction with the maximality of . □
By using [1, Corollary 3.2], and arguing as in the proof above, the conclusion of Theorem 2.1 still holds if for or , the functional is of the form
and (recall that . The domain of contains the Dirichlet–Neumann boundary conditions as stated in [1, Lemma 3.2]:
A careful analysis of the proof of [1, Corollary 3.1] shows that its conclusion still holds when for or (in the sense ). Indeed the lower condition with , only serves to ensure that . Therefore Theorem 2.1 remains valid for systems coupling a reaction–diffusion equation (r.d.e.) with a non diffusive reaction equation (n.d.r.e.) (see Example 2.5), or two non diffusive reaction equations (n.d.r.e.).
General convergence theorem for a class of two components reaction–diffusion systems
For each , let be a sequence of functional of the calculus of variations where is defined by
We assume that , with a.e. in , and on with for some and that is a Borel measurable function which fulfills the following conditions:
there exist and , such that for a.e. and all and all ,
for a.e. , is a differentiable and convex function, and ,
, s.t. for all , .
In the following we fix and consider a sequence of TCCP-structured functionals, each of them being associated with , i.e. for all , a.e. , and all , where
We assume that for all , and are locally Lipschitz functions, uniformly with respect to n, i.e. for all interval , there exists and such that
The functions and are uniformly absolutely continuous, i.e.
We finally assume that
and, for all ,
where for , , , and are given by condition fulfilled by . Recall that and are solution of and with , and initial condition and respectively.
Recall that a sequence of lower semicontinuous convex proper functionals Mosco-converges to a functional Φ if Γ-converges to Φ when the Γ-convergence is associated both with the strong and the weak topology of . We write . For details consult Appendix C and references therein.
(General convergence theorem).
Assume that for, the sequencesatisfies conditions
(
D
1
,
n
)
,
(
D
2
,
n
)
,
(
D
3
,
n
)
, and that the sequence of TCCP-structured reaction functionalssatisfies conditions (
3.2
) (
3.3
), (
3.4
), (
3.5
). Letbe the unique solution of the system
Assume that
and;
and;
andstrongly in;
andpointwise converge toandrespectively;
andinwhere;
for all,andin.
Thenuniformly converges into the unique solutionof the systemThe reaction functionals,, are defined for all, alland for a.e., byMoreover,, andweakly in.
Furthermore, if,strongly in, andstrongly in, thenstrongly inandconverges tofor all.
Since , we have , so that, according to Theorem 2.1, admits a unique solution which satisfies – of Theorem 2.1. We follow the strategy of the proof of [1, Theorem 4.1].
Step 1. We establish
From Theorem 2.1 the solution of satisfies and , so that inequalities (3.6) follow directly from (3.4). We deduce (3.7) from (3.2), hypothesis
(
Hs
4
)
and estimate ; idem for .
Let us establish (3.8). In what follows the letter C denotes various constants which can vary from line to line. By using the structure of the TCCP-structured reaction functional , and from (3.7) and hypothesis
(
Hs
5
)
, we easily infer that
Thus, according to
(
Hs
6
)
, we deduce
On the other hand, from we infer that for a.e. ,
By integrating over , we obtain
Since , we deduce that belongs to and , are absolutely continuous (see [5, Theorem 3.6]). Therefore for a.e. , , and (see [4, Proposition 17.2.5]). From the first equality in (3.11) we have
where
From
(
Hs
1
)
,
(
Hs
2
)
, and (3.10), (3.12) yields that there exists a constant such that
Reasoning similarly with the second equality in (3.11), we obtain
from which we deduce (3.8).
Step 2. We prove that there exist , and a subsequence of not relabeled, satisfying in equipped with the norm .
Basically we apply the Ascoli–Arzela compactness theorem for and . We reason for , the same reasoning holds for . From (3.6), is bounded in . Moreover for with , we have
which, from (3.8), yields the equicontinuity of the sequence . It remains to establish for each , the relative compactness in X of the set . For there is nothing to prove because of hypothesis
(
Hs
3
)
on the initial condition. It remains to establish the relative compactness of for . In what follows t is fixed in .
According to Theorem 2.1, satisfies , then possesses a right derivative at t (at , this is due to the fact that exists in so that the right derivative of at is nothing but the right derivative of the restriction of to ). Moreover
Taking as a test function, we infer that
hence, from the Green formula and the fact that ,
Take where γ is the positive constant of the uniform strong convexity condition
(
D
3
,
n
)
, and is the constant of continuity of the trace operator. Set . From
(
D
3
,
n
)
, (3.6) and (3.9), we deduce that
Hence
From (3.10), estimates (3.13) and (3.6) yield that is bounded in provided that we establish
Then from the compact embedding we will conclude to the compactness of the set . Therefore, to end Step 2, it remains to establish (3.14). This estimate requires the sharp result of Lemma B.1.
Set . In order to apply Lemma B.1, we start by establishing the following estimate on the total variation of in :
where C is a nonnegative constant which does not depend on n. To shorten the notation, we omit the index . According to the structure of , to (3.7), (3.3), and hypothesis
(
Hs
6
)
, we have
On the other hand, from (3.2) and (3.7), we infer that
Estimate (3.15) is then obtained by combining (3.16), (3.17), (3.8), and (3.3).
Hence, applying Lemma B.1, from (3.15), we deduce that
and (3.14) follows from (3.8). This completes Step 2.
Step 3. We assert that weakly in for a non relabeled subsequence, and that , . The first claim is a straightforward consequence of (3.8) and Step 2. The second follows from inequality , , (3.4), and in .
Step 4. We prove that is the unique solution of . The proof mimics that of [1, Theorem 4.1]. We give a sketch of the proof. According to the Fenchel extremality condition (see [4, Proposition 9.5.1]), the fact that solves , is equivalent to
where . Observe that the functionals defined in by
Mosco-converge to
respectively (refer to [1, Lemma 4.1]). Consequently from the weak convergence in Step 3 and Lemma 3.1 below, we infer that
where . The same estimates hold for , , and . Therefore, going to the limit in two previous equalities, from Step 2, Step 3, and Lemma 3.1 below, we obtain
Observe that we applied the Legendre–Fenchel inequality in order to obtain equality above. This proves that solves .
For, the functionalweakly converges into the functionaldefined bywhere, and.
We only prove the weak convergence of and omit index 1. The weak convergence of is similar. Recall that where
Since in , we are reduced to prove that in where
Hence, since in , it suffices to establish that
strongly in , where denotes the space . We have 4
To simplify the notation we write for the function , idem for , and .
Hence, to prove (3.18), it remains to establish that
The two convergences in (3.19) are a straightforward consequence of hypothesis
(
Hs
4
)
and the Lebesgue dominated convergence theorem. Convergences (3.20) and (3.21) follow from Step 2, this completes the proof of Lemma 3.1. □
Step 5. We assume furthermore that , strongly in , and strongly in . We claim that strongly in and converges to for all .
For the first claim it suffices to prove that and by replicating the proof of [1, Theorem 4.1, Step 5]. For the last claim, observe that in (3.12) T can be replaced by an arbitrary , which using Lemma 3.1 and the strong convergence above implies that . The same reasoning leads to . □
Assume that the lower bound in
(
D
1
,
n
)
holds uniformly, i.e. does not depend on n. Then in Step 2, the proof of the boundedness of for each can be established more directly and the uniform strict convexity in
(
D
3
,
n
)
is no longer necessary. Indeed in (3.12) T can be replaced by an arbitrary , which using (3.8) and (3.10) implies that , which in turn implies .
Convergence theorem for problems coupling r.d.e. and n.d.r.e.
We keep the notation of the previous section and assume that . For obtaining the compactness of in (Step 2 in the proof of Theorem 3.1), we can no longer invoke the strict convexity of ensured by
(
D
3
,
n
)
. To overcome the difficulty, we assume additional regularity conditions on the reaction functional and the initial condition for the non diffusive equation. To shorten the notation we denote by the functional and by the density . The theorem below provides a convergence result for FitzHugh–Nagumo like models (see Example 2.5).
In the following, we equip the spaces , , with their uniform norms defined by
The spaces and are endowed with their product norm.
Assume that the sequence of densitiessatisfies conditions
(
D
1
,
n
)
,
(
D
2
,
n
)
,
(
D
3
,
n
)
, and that the sequence of TCCP-structured reaction functionalssatisfies conditions (
3.2
), (
3.3
), (
3.4
), and (
3.5
). Assume furthermore thatandbelong to, and thatanddo not depend on the spatial variable. Letbe the unique solution of the system
Then the solutionuniformly converges into the unique solutionof the systemThe reaction functionals,, are defined for all, alland for a.e., byMoreover,, andweakly in.
Furthermore, if,strongly in, andstrongly in, thenstrongly inandconverges tofor all.
The arguments of the proof of Theorem 3.1 remain valid, except those of Step 2. Therefore, we only have to modify the proof of Step 2. Because of the non strict convexity of , the proof of the relative compactness of in for cannot be obtained by following the same arguments. The proof of the relative compactness of in for remains the same. We are going to estimate by using Grönwall’s lemma, and will conclude to the compactness of , according to the compact embedding . Take the distributional derivative of with respect to the space variable. We obtain
In the following, we set for all and for a.e. :
From (3.6), and
(
Hs
5
)
, we deduce that
and
Set . Take the distributional derivative with respect to the space variable of each term of the second equation of . From the previous calculation, we infer that solves the Cauchy problem
and belongs to where (see for instance [1, Theorem 2.3] with , and substitute for X). Hence, for all ,
from which we deduce
According to Grönwall’s lemma, we infer that for all (note that is continuous in )
From and the fact that is bounded in for all (see Step 2 in the proof of Theorem 3.1), we infer from the estimate above, that is bounded in . Therefore is bounded in for all , which completes the proof. □
In the specific case of a coupling between two non diffusive reaction equations, we have the following convergence of to . The proof is an easy adaptation of the proof above.
(Convergence theorem for problems coupling two n.d.r.e.).
Assume that for, the sequence of TCCP-structured reaction functionalssatisfies conditions (
3.2
), (
3.3
), (
3.4
), thatandbelong to, and thatanddo not depend on the spatial variable. Letbe the unique solution of the system of n.d.r.e.
Then the solutionuniformly converges into the unique solutionof the system
The reaction functionals,, are defined for all, alland for a.e., byMoreover,, andweakly in.
Furthermore, ifstrongly in, andstrongly in, thenstrongly in.
We follow again the proof of Theorem 4.1 and we only have to modify the proof of Step 2. The proof of the relative compactness of and in for , is established following the strategy of the proof of Theorem 4.1. Set and . We are reduced to prove that
Take the distributional derivative with respect to the space variable of each term of two equations of . We infer that solves the Cauchy system
in , where and are defined as and in the proof of Theorem 4.1, with an obvious adaptation. From (3.6),
(
Hs
4
)
and
(
Hs
5
)
, we deduce that
and
Hence, for all ,
from which we deduce
From Grönwall’s lemma and the first equation, we infer that for all
so that the second equation gives
By applying again Grönwall’s lemma, we finally obtain that for all ,
From we infer that . Switching the role of and , we obtain that . □
Stochastic homogenization of two components reaction diffusion systems
We place this section within the framework of stochastic homogenization introduced in [1]. In all what follows, is a discrete dynamical system, denotes the σ-algebra of invariant sets of by the group and, for every h in the space of P-integrable functions, denotes the conditional expectation of h with respect to (for the relevant definitions, we refer to [7] or [4, Section 12.4] and references therein). We first specify the random diffusion part by recalling some results obtained in [1, Section 5].
The random diffusion part
Given and , denote by the class of functions , , satisfying conditions and . We equip with the σ-algebra denoted by , trace of the product σ-algebra of , i.e. the smallest σ-algebra on such that all the evaluation maps
are measurable when is endowed with its Borel σ-algebra.
For , we are given a random convex integrand , that is to say, a measurable function such that for every , the function , belongs to the class . Since for all , is measurable, the map , , is measurable, and we denote by its law, that is .
We assume that fulfills the following covariance property with respect to the dynamical system : for all
For all g in and all , let us set . This defines a group acting on the class , and clearly, for all , is -measurable. Then it is easy to show that the covariance property implies that the law of is invariant under the group , that is for all . Each random function is said to be periodic in law.
We write ε to denote a sequence of positive numbers going to zero when , and we briefly write instead of . For , we consider defined by
where , with a.e. in , and on with for some . These functionals model random energies concerning various steady-states situations, where the small parameter ε accounts for the size of small and randomly distributed heterogeneities in the context of a statistically homogeneous media.
Under above hypotheses on with respect to the discrete dynamical system , using the subadditive ergodic theorem ([4, Theorem 12.4.3]), together with [1, Proposition 4.2] we establish that P-almost surely, the sequence of functional Mosco-converges to the integral functional , where
The density is given, for P a.s. , and for every , by
where Y denotes the unit cell . If is ergodic, i.e. when is made up of sets with probability 0 or 1, then is deterministic and given for P a.s. by
For a proof we refer the reader to [4, Proposition 12.4.3, Theorem 12.4.7].
For P a.s. , the subdifferential of (actually its Gâteaux-derivative) is the operator defined for every by
and, for all ,
Similarly the subdifferential of is the multivalued operator defined for every by
and, for all ,
To shorten the notation, we write indifferently to denote the subdifferential of or any of its elements. When is ergodic, then is deterministic and
Recall that from [4, Proposition 17.4.6], is the P-almost sure graph limit of the operator . Furthermore, under the following condition on the Fenchel conjugate of :
there exists such that for P a.s. , for a.e. , for all and all ,
the density is Gâteaux-differentiable for P a.s. , and is the pointwise limit of where .
The random reaction parts
We are given a random TCCP-structured reaction functional, i.e. a pair with , defined by where
is a measurable function such that for P a.s. , is a TCSVR-function associated with . We assume that , , and for all bounded Borel sets B of , the real valued functions
belong to . We also assume that and , satisfy the covariance property with respect to the dynamical system , i.e. for all , all , a.e. and P a.s. ,
We set , and define the reaction functional by setting
Observe that in the expression of condition for , the functions , , , and , , may depend on ω (we sometimes omit it to shorten the notation), and that is a TCSVR-functional whose condition is exactly that of , i.e. with , , , and , , . Since and do not depend on ε, condition (3.4) is automatically satisfied. Condition (3.3) holds for P-a.s. . More precisely, in Lemma 5.1 from [1] we obtained the following estimates for P-a.s. , and for :
Finally we assume that (3.5) holds for P-a.e. , i.e.
Almost sure convergence to the homogenized system
Under above conditions, by combining Theorem 3.1 together with the variational convergence of the sequence of random energies specified above, we intend to analyze the asymptotic behavior in of the solution of the random reaction–diffusion system when :
where we have expressed the domain of the subdifferential of each functional .
For each, let denote bythe unique solution inof the reaction–diffusion system. Assume that forP-a.s.,strongly converges toinand that,. Then, forP-a.s.,uniformly converges into the unique solution of the reaction–diffusion systemwhereis given bywithMoreover, forP-a.e.,weakly inand,.
When the dynamical systemis ergodic, the initial conditions are deterministic, i.e.andforP-a.s., together with,,, and, thenis deterministic and the expectation operator must be replaced by the mathematical expectation operator in formulas expressingand.
If in additionsatisfies
(
D
3
∗
)
, thenorare univalent equal toor, and the differential inclusions are equalities.
The proof is a straightforward consequence of Theorem 3.1, Remark 3.1 and [1, Lemma 5.1, Lemma 5.2]. □
The case of a coupling between a random r.d.e. and a random n.d.r.e.
We place ourselves within the framework of Section 4. We assume that the random reaction functional fulfills the conditions of Section 5.2 and that does not depend on the space variable. Note that under these conditions, . Theorem 5.2 below whose proof is a direct consequence of Theorem 4.1 and [1, Lemma 5.1, Lemma 5.2], expresses the homogenized problem of the following random system:
For each, let denote bythe unique solution inof the system. Assume that forP-a.s.,strongly converges toinand that. Then, forP-a.s.,uniformly converges into the unique solution of the systemwhereis given bywithMoreover, forP-a.e.,weakly inand,.
When the dynamical systemis ergodic, the initial conditions are deterministic, i.e.forP-a.e.,is deterministic together with,,, and, thenis deterministic and the expectation operator must be replaced by the mathematical expectation operator in formulas expressingand.
If in addition W satisfies
(
D
3
∗
)
, thenorare univalent equal toor, and the differential inclusions are equalities.
By applying Theorem 4.2 and [1, Lemma 5.1, Lemma 5.2], one can easily express the homogenized problem of a random system of two non diffusive reaction equations with obvious adaptations.
Application to stochastic homogenization of a prey–predator random model with saturation effect
For the notation refer to Example 2.3. For each , we are given two functions in , where , do not depend on x, and satisfy
(
D
3
∗
)
, and two functions in for which there exist positive real numbers , , and such that
We also consider two functions in satisfying for some positive real numbers , and two functions in for which there exist a constant such that .
We now consider the random environment described in [1, Appendix ] with . Recall that the spherical heterogeneities of size of order ε have centers independently randomly distributed with a given frequency λ, following a Poisson point process with intensity λ. This random environment is modeled by an ergodic dynamical system where , and, for every bounded Borel set B, and every ,
so that . Given , define the random density associated with the random diffusion part, by
Similarly we set
We define the following constants
Let b and c be two positive constants and assume that the the extinction threshold satisfies. Then, choosing , and fulfilling (2.3), we consider the following system stemming from Example 2.3:
According to Proposition 2.3 and Theorem 2.1, admits a unique solution in the space , which satisfies and for all . Furthermore, and admit a right derivative at each . The system models the evolution of two species with density and of a prey and a predator respectively, whose birth growth rate, maximum carrying capacity, and saturation effect, take two values at random depending on whether the species reside in the environment made up of the union of small balls of size ε or not (refer to the comments of Example 2.3). The homogenized system is expressed in the proposition below. It is interesting to note that the effective growth rate of each two species is the mean value of with respect to the product probability measure , while the effective maximum carrying capacity is now a function of the growth rate and , illustrating the interplay between the growth rate of the prey and the maximum carrying capacity of the environment when the size of the spatial heterogeneities, with a constant frequency λ, is very small compared with the size of the domain.5
To shorten the notation, for , we assume that satisfy
(
D
3
∗
)
so that is Gâteaux differentiable.
Assume that the initial conditions are deterministic, thatstrongly converges toinand that,. Then, forP-a.s.,uniformly converges into the unique solutionof the deterministic reaction–diffusion systemwhereFurthermoreand.
Apply Theorem 5.1 with
Then
which can be written, according to the structure of the reaction function of the system ,
Similarly we have
It remains to compute , and . Observe the equivalence
Then using Fubini’s theorem, we infer that
We express and by a similar calculation. □
Footnotes
Proofs of Propositions 2.1 – 2.5
An estimate for the right derivative
For a proof of the following lemma, refer to [1, Lemma 3.3].
Let X be a Hilbert space,,andbe a convex proper lower semicontinuous functional. Let u satisfyThen the right derivative of u satisfies for allthe following estimate
Basic notions on variational convergences
Let be a topological space, a sequence of functionals mapping into . The following notion of convergence, equivalent to the convergence of the epigraph of to the epigraph of F in the Kuratowski–Painlevé sense, is of central importance in Calculus of Variations and Homogenization theory.
The main interest of this concept is its variational nature made precise in the first item of the following proposition.
For a proof and more about Γ-convergence, we refer the reader to Attouch [3] and Dal Maso [9]. We now consider the case where is a Banach space . Being endowed with strong and weak topology, we have two notions of Γ-convergence. Given a sequence of functionals , according to Definition C.1, we denote by and the Γ-limits associated with the weak and the strong convergence in V respectively, when they exist.
The argument which naturally led us to introduce the Mosco-convergence notion yields the bicontinuity of the Fenchel duality transformation in the context of convex functions. More precisely
For a proof, we refer the reader to [4, Theorem 17.4.3].
The following Proposition whose proof is straightforward, states an equivalent formulation interesting from practical point of view.
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