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Research Article

Existence of weak solutions to a continuity equation with space time nonlocal Darcy law

ORCID Icon, &
Pages 1799-1819 | Received 18 Dec 2019, Accepted 24 Jul 2020, Published online: 08 Sep 2020

Abstract

In this manuscript, we consider a non-local porous medium equation with non-local diffusion effects given by a fractional heat operator {tu=div(up),tp=(Δ)sp+uβ, in two space dimensions for β>1,1β<s<1. Global in time existence of weak solutions is shown by employing a time semi-discretization of the equations, an energy inequality and the Div-Curl lemma.

1. Introduction

In this manuscript, we study existence of weak solutions to a porous medium equation with non-local diffusion effects: (1) {tu=div(up),tp=(Δ)sp+uβ.(1) Here u(x,t)0 denotes the density function and p(x,t)0 the pressure. We analyze the problem when x2,1β<s<1 and β>1. The model describes the time evolution of a density function u that evolves under the continuity equation tu=div(uv), where the velocity is conservative, v=p, and p is related to uβ by the inverse of the fractional heat operator t+(Δ)s.

Problem (Equation1) is the parabolic-parabolic version of a parabolic-elliptic problem recently studied in [Citation1]. In [Citation1], the authors proved the existence of sign-changing weak solutions to (2) tu=div(|u|α1(|u|m2u)).(2)

For m=q+1 and α=22s EquationEq. (2) reads as tu=div(up),p=(Δ)suβ,0<s1.

The presence of tp makes our system quite different from (Equation2). For example, techniques such as maximum principle and Stroock-Varopoulos inequality do not work. We overcome these significant shortcomings with the introduction of ad-hoc regularization terms, together with suitable compact embeddings and moment estimates. See later for a more detailed explanation.

A linear parabolic-elliptic version of (Equation1) (3) tu=div(up),p=(Δ)su,0<s1,(3) was studied by the first author and collaborators in a series of papers: existence of weak solutions for (Equation3) is proven in [Citation2–4] and Hölder regularity in [Citation5]. The case s = 1 also appeared in [Citation6] as a model for superconductivity.

Systems (Equation3) and (Equation1) are reminiscent to a well-studied macroscopic model proposed for phase segregation in particle systems with long range interaction: (4) {tu=Δu+div(σ(u)p),p=Ku.(4)

Any system that exhibits coexistence of different densities (e.g., fluid and vapor or fluid and solid) has equilibrium configurations that segregate into different regions; the surface of these regions are minimizers of a free energy functional. The relaxation to equilibrium of the density function u(x, t) can be described in general by nonlinear integro-differential equations of type (Equation4). One example is the model proposed in [Citation7], in which the mobility is σ(u):=u(1u) and the kernel K is bounded, symmetric and compactly supported. Such model describes the hydrodynamic (or mean-field) limit of a microscopic model undergoing phase segregation with particles interacting under a short-range and long-range Kac potential. Several other variants of (Equation4) are present in the literature [Citation7–11]. We also mention [Citation12] for the study of a deterministic particle method for heat and Fokker–Planck equations of porous media type where the non-locality appears in the coefficients. The long time behavior of weak solutions to (Equation1) was studied in [Citation13]. There the authors show algebraic decay in time toward the stationary solutions u = 0 and p=0.

The condition that the pressure satisfies a parabolic equation introduces non-trivial complications in the analysis of (Equation1). The non-local structure prevents the equation from having a comparison principle. Moreover, maximum principle does not give useful insights, since at any point of maximum for u we only know that tuuΔp. We overcome the lack of comparison and maximum principles with the introduction of several regularizations. Stampacchia’s truncation arguments yield non-negativity of the solutions and the Div-Curl lemma will be used to identify the limit for uβ.

The main result of this manuscript is summarized in the following theorem:

Theorem 1.

Let β>1,1β<s<1. Moreover let uin,pin:2[0,+) be functions such that uinL1Lβ(2),pinL1H1(2). There exist functions u,p:2×[0,)[0,+) such that for every T > 0 uL(0,T,L1Lβ(2))Lβ+1(2×(0,T)),pL(0,T,H1L1(2))L2(0,T,Hs+1(2)),tuLβ+1(0,T,W1,2(β+1)β+3(2)),tpL(β+1)/β(0,T,(L2Lβ+1(2))), which satisfy the following weak formulation to (Equation1): (5) 0Ttu,ϕdt+0T2up·ϕdxdt=0ϕLβ+1β(0,T;W1,2(β+1)β1(2)),(5) (6) 0Ttp,ψdt+0T2((Δ)spuβ)ψdxdt=0ψLβ+1(0,T;L2Lβ+1(2)),limt0u(t)=uininW1,2(β+1)β+3(2),limt0p(t)=pinin(L2Lβ+1(2)),(6) as well as the mass conservation relation 2u(x,t)dx=2uin(x)dx,t>0.

The starting point about our analysis is the observation that H[u,p]:=2(uββ1+12|p|2)dx is a Lyapunov functional for (Equation1) and satisfies the bound H[u,p]+0T2|(Δ)s/2p|2dxdt=H[uin,pin].

Indeed, formal computations show that ddt2uββ1dx=div(up),βuβ1β1=2uβ·pdx.

Testing the equation for p against Δp we obtain 2uβ·pdx=ddt2|p|22dx+2|(Δ)s/2p|2dx, which leads to (7) ddtH[u,p]+2|(Δ)s/2p|2dx=0t>0.(7)

The major difficulty, in the approximation process, is the identification of the limit of uβ. The energy inequality (Equation7) provides plenty of information for the pressure p, but only uniform integrability in L(Lβ) for u. At the moment it is unclear to the authors how to use the bounds for p to get useful bounds for u or u. To overcome the lack of compactness we employ the Div-Curl Lemma (see [Citation14]) to the vector fields Uε(uε,uεpε),Vε(tpε,pε), where (uε,pε) is a suitable approximate solution to (Equation1). The argument yields Uε·VεU·V   weakly in L1(2×(0,T)), where U, V are the weak limits of Uε,Vε, respectively. Strong convergence of pε and standard result in compensated compactness theory [Citation15] yield strong convergence for uε.

The application of the Div-Curl Lemma brings two restrictions on the system. The first one concerns the lower bound for s, s>1β, the second one the dimension. It is unclear how to remove such restrictions, as they seem necessary to fulfill the integrability and compactness constraints on the quantities Uε,Vε. The assumptions on s, β, and d are not satisfactory from the point of view of a general theory for weak solutions. As such, Theorem 1 is a first step to understand the complete behavior of (Equation1). Most interesting, however, is the fact that the addition of a nonstationary term in the pressure equation radically changes the behavior of the system and calls for a different analytical setting than in [Citation3, Citation11]. We also point out that the successful use of the Div-Curl Lemma, a tool commonly employed in the study of fluid-dynamic systems, in the analysis of nonlocal diffusion equations is (to our best knowledge) a novelty and an unexpected connection between the two fields. Uniqueness of weak solutions is an important open question for our system. We expect it to hold for short time straightforwardly. For long time the only available result so far is the one in [Citation13], in which the authors show a weak-strong uniqueness result: if there exists a strong solution, then any weak solution with the same initial data coincides with it.

Existence of a solution for β = 1 appears to be out of reach with the present technique, as several other terms will lack compactness.

The article is organized as follows: in Section 2, we show two preliminary technical lemmas, and in Section 3 the proof of the main theorem.

2. Some technical results

Lemma 1

. Let g:[0,)[0,) be a continuous, nondecreasing function such that limrg(r)=. For κ(0,p],1p<2 define the functional space Vg,κ,p as Vg,κ,p:=W1,p(2)Lκ(2,g(|x|)dx)={fW1,p(2):2f(x)κg(|x|)dx<}.

Then Vg,κ,p is compactly embedded in Lq(2) for any max{κ,1}q<2p2p.

Proof.

Let {fn} be a uniformly bounded sequence in Vg,κ,p. We first notice that there exists a subsequence, still denoted with fn such that fnfweaklyinW1,p(2)L2p/(2p)(2). Denote with BR the ball of center x = 0 and radius R. Since W1,p(BR) is compactly embedded in Lq(BR) for any 1q<2p2p, there exists a subsequence of fn, still denoted with fn, such that fnfstrongly inLq(BR)for any1q<2p2p.

Thanks to a Cantor diagonal argument, the subsequence fn can be chosen to be independent of R. The uniform bound for fn in Vg,κ,p and Fatou’s Lemma imply that fVg,κ,p.

Next we show that |fnf|κ strongly in L1(2): for n big enough 2|fnf|κdx=BR|fnf|κdx+BRc|fnf|κdxε2+1g(R)BRcg(|x|)|fnf|κdxε, by choosing R big enough. Interpolation between L2p/(2p) and Lmax{κ,1} implies that for any q with max{κ,1}q<2p2p the sequence fn strongly converges to f in Lq(2).

Lemma 2.

Define η(x)=(1+|x|2)α/2 with α>4 and for every R1 we set ηR(x)=η(x/R). For s > 0 we have limR||(Δ)sηR||L=0.

Proof.

The result is a consequence of the scaling property of the fractional Laplacian: (Δ)sηR=1R2s(Δ)sη.

3. Proof of the main theorem

Define the spaces X:=L2ββ1(2),Y:={gW1,1+ββ(2) : 2|g|1+ββγdx<},Y˜{uLloc1(2) :  u0 a.e.in2,  uβ1Y}, where γ(x):=1+|x|2.

Thanks to Sobolev’s embedding and Lemma 1: (8) YLq(2) continuously for 1+ββq2(β+1)β1,(8) (9) YLq(2) compactly for 1+ββq<2(β+1)β1.(9)

In particular, the embedding YX is compact.

For every measurable function g:2{±} we denote by g+:=max{g,0} and g:=min{g,0} its positive and negative part, respectively.

For given constants ϱ1,ϱ2,τ,ε>0, functions u*Y˜ and p*H2s(2) such that u*,p*0 a.e. in 2, consider the time-discrete problem (10) 2(uu*τϕ+up·ϕ+ϱ1|uβ1|1β1uβ1·ϕ+εuβ1βϕγ)dx=0ϕY,(10) (11) pp*τ+(Δ)spϱ2Δpuβ=0.(11)

We divide the proof of Theorem 1 into several steps: we first show existence of solution to (Citation10, Citation11) by Leray-Schauder fixed point theorem. Then we perform the limits ε0,τ0,ϱ20 and ϱ10 (in this order). The last limit is the most complicated because we need compactness for u without relying on the term ϱ12|uβ1|1β1uβ1·ϕdx.

3.1. Existence for (10)–(11)

For given constants ϱ,τ,ε>0,σ[0,1], functions zX,u*Y˜ and p*H2s(2) such that u*,p*0 a.e. in 2, consider the linear problem in the variable w: (12) 2(τ1(|w|2ββ1wu*)ϕ+σz+1β1p·ϕ)dx+ϱ12|w|1β1w·ϕdx+ε2|w|1β1wϕγdx=0ϕY,(12) (13) 2(τ1(pp*)ψ+(Δ)s/2p·(Δ)s/2ψ+ϱ2p·ψz+ββ1ψ)dx=0ψH1(2).(13)

We first solve (Equation13). We have that zββ1L2(2). Lax-Milgram Lemma yields the existence of a unique solution pH1(2). Standard elliptic regularity results imply that pH2(2) and consequently pLq(2) for every q2.

We now solve (Equation12). Since z1β1L2β(2) and pLq(2) for every q2, the linear mapping ϕY2(τ1u*ϕ+σz+1β1p·ϕ)dx is continuous. The nonlinear operator A:YY defined by A[w],ϕ=2τ1|w|2ββ1wϕdx+ϱ12|w|1β1w·ϕdx+ε2|w|1β1wϕγdx for every ϕY is strictly monotone, coercive, hemicontinuous. Therefore, the standard theory of monotone operators [Citation16] yields the existence of a unique solution wY to (Equation12).

We can now define the mapping F:(z,σ)X×[0,1]wX, where (w,p)Y×H2(2) is the unique solution to (Citation12, Citation13). Clearly F(·,0) is a constant mapping. Moreover F is continuous and also compact due to the compact embedding YX, see Lemma 1.

Next, we show that any fixed point is nonnegative and uniformly bounded in σ. We use a Stampacchia truncation argument. This method is generally used in nonlinear elliptic problems to show positivity, boundedness and higher regularity via the choice of particular test functions. In our case, by choosing ϕ=w and ψ=p as test functions, we get R2τ1|w|ββ1dx+R2ϱ1|w|(β+1)/βdx+εR2|w|(β+1)/βγdx=0,R2τ1(p)2+((Δ)s/2p)2+ϱ2|p|2dx0, from which it follows that w,p0 a.e. in 2. The nonnegativity of w and the H2(2)-regularity of p allow for the formulation (14) 2(τ1(uu*)ϕ+σup·ϕ)dx+ϱ12|uβ1|1/β1uβ1·ϕdx+ε2u(β1)/βϕγdx=0ϕY,(14) (15) τ1(pp*)+(Δ)spϱ2Δpuβ=0   in 2,(15) where we defined uw1β1.

We now search for uniform bounds with respect to σ: choosing ϕ=uβ1 in (Equation14) leads to 2(τ1(uu*)uβ1+ϱ12|uβ1|(β+1)/βdx+ε2u(β21)/βγdx=σ2up·uβ1dx=σ(β1)β2uβΔpdx.

On the other hand, multiplying (Equation15) by σΔpL2(2) and integrating in 2 yields σ2uβΔpdx=σ2(τ1(pp*)+(Δ)spϱΔp)Δpdx=τ1σ2(pp*)·pdxσ2|(Δ)s/2p|2dxσϱ22(Δp)2dx.

Given that (uu*)uβ1uβ/β(u*)β/β,(pp*)·p|p|2/2|p*|2/2, we deduce (16) 1τ2(uββ+σβ12β|p|2)dx+ϱ12|uβ1|(β+1)/βdx+ε2u(β21)/βγdx+σ(β1)β2|(Δ)s/2p|2dx+ϱ2σ(β1)β2(Δp)2dx1τ2((u*)ββ+σβ12β|p*|2)dx.(16) The above estimate yields a bound for w=uβ1 in Y which is uniform in σ. Together with the embedding YX we have that u belongs to X, with ||u||X bounded uniformly with respect to σ. Leray-Schauder fixed point theorem yields the existence of a fixed point w=uβ1Y for F(·,1), i.e., a solution (u,p)Y˜β×H2(2) to (17) 2uu*τϕdx+2up·ϕdx+ϱ12|uβ1|1/β1uβ1·ϕdx+ε2u(β1)/βϕγdx=0ϕY,(17) (18) pp*τ+(Δ)spϱ2Δpuβ=0in 2,(18) such that u,p0 a.e. in 2 and (Equation16) holds for σ = 1: (19) 1τ2(uββ+β12β|p|2)dx+ϱ12|uβ1|β+1βdx+ε2u(β21)/βγdx+β1β2|(Δ)s/2p|2dx+ϱ2(β1)β2(Δp)2dx1τ2((u*)ββ+β12β|p*|2)dx.(19)

3.2. The limit ε0

The next step is to take the limε0 in (Equation17)–(Equation19).

The uniform bound of uβ1 in W1,(1+β)/β(2) (see (Equation19)) and Sobolev’s embedding insure that for every R > 0 there exists a subsequence u(ε,R) of u(ε) such that u(ε,R)ustrongly in Lq(BR),  1q<2(β+1).  R>0,

The function u is the weak limit of u(ε) in L2(β+1)(2). By a Cantor diagonal argument we can find a subsequence (not relabeled) of u(ε) such that u(ε)ustrongly in Lq(BR),  1q<2(β+1),  R, as well as u(ε)u a.e. in 2. As a consequence (20) (u(ε))βuβstrongly inL2(BR),u(ε)ustrongly inL2/s(BR),R>0.(20)

Going back to the limit in (Equation18) and (Equation17) we have that as ε0 2(u(ε))βψdx2uβψdx,ψCc(2),2u(ε)p(ε)·ϕdx22up·ϕdx,ϕCc(2), where we used (Equation20) for the first limit, and (Equation20) together with p(ε)p in L2/(1s)(2) to obtain the second limit (remember that p(ε) is relatively weakly compact in H1+s(2)). Summarizing, taking the limit ε0 in (Citation17, Equation18) and subsequently employing a standard density argument we get (21) 2(τ1(uu*)ϕ+up·ϕ+ϱ1|uβ1|1/β1uβ1·ϕ)dx=0ϕW1,1+ββ(2),(21) (22) τ1(pp*)+(Δ)spϱ2Δpuβ=0in 2.(22)

Moreover u,p0 a.e. in 2 and (23) 1τ2(uββ+β12β|p|2)dx+ϱ12|uβ1|1+ββdx+β1β2|(Δ)s/2p|2dx+ϱ2(β1)β2(Δp)2dx1τ2((u*)ββ+β12β|p*|2)dx.(23) Let Gδ(x)min{x/δ,1} for every x0. By testing (Equation22) against G(p)L2(2) and exploiting the fact that 2Gδ(p)(Δ)spdx0 one deduces the estimate 2Gδ(p)pdx2Gδ(p)p*dx+τ2Gδ(p)uβdx2p*dx+τ2uβdxC.

Taking the limit δ0 in the above inequality (by monotone convergence) yields pL1(2).

Let ηR as in the statement of Lemma 2. Multiplying (Equation22) by ηR, integrating in 2 and integrating by parts leads to (24) τ12(pp*)ηRdx=2(uβηR+ϱ2pΔηRp(Δ)sηR)dx.(24)

Since ||(Δ)sηR||L0 as R (see Lemma 2) and pL1(2), the bound for the mass of p follows 2pdx=2p*dx+τ2uβdx.

At this point, we have proved the existence of sequences (uk)kH1(2),(pk)kH2(2) such that u0=uin,p0=pin, and for k1 uk,pk0 a.e. in 2, (25) 2(τ1(ukuk1)ϕ+ukpk·ϕ)dx+ϱ12|ukβ1|1/β1ukβ1·ϕdx=0ϕH1(2),(25) (26) τ1(pkpk1)+(Δ)spkϱ2Δpkukβ=0in 2,(26) with the estimates (27) 1τ2(ukββ+β12β|pk|2)dx+ϱ12|ukβ1|(1+β)/βdx+β1β2|(Δ)s/2pk|2dx+ϱ2(β1)β2(Δpk)2dx1τ2((uk1)ββ+β12β|pk1|2)dx,(27) (28) 2pkdx=2pk1dx+τ2ukβdx.(28)

Choose T > 0 arbitrary. Define N=T/τ,u(τ)(t)=u0χ{0}(t)+k=1Nukχ((k1)τ,kτ](t), p(τ)(t)=p0χ{0}(t)+k=1Npkχ((k1)τ,kτ](t). Moreover define the backward finite difference w.r.t. time Dτ as Dτf(t)τ1(f(t)f(tτ)),t[τ,T].

We can rewrite (Equation25)–(Equation28) with the new notation. For all ϕL2(0,T;H1(2))L1+ββ(0,T;W1+ββ(2)) and ψL2(0,T;H1(2)) we have (29) 0TR2((Dτu(τ))ϕ+u(τ)p(τ)·ϕ)dxdt+ϱ10TR2|(u(τ))β1|1/β1(u(τ))β1·ϕdxdt=0,(29) (30) 0T2((Dτp(τ))ψ+((Δ)s/2p(τ))((Δ)s/2ψ)+ϱ2p(τ)·ψ(u(τ))βψ)dx=0,(30) (31) R2((u(τ))ββ+β12β|p(τ)|2)dx+ϱ10tR2|(u(τ))β1|(1+β)/βdxdt  +ϱ2(β1)β0tR2(Δp(τ))2dxdt+β1β0tR2|(Δ)s/2p(τ)|2dxdt  R2((uin)ββ+β12β|pin|2)dx,(31) (32) 2p(τ)(t)dx2pindx+Ctt[0,T],(32) where the constant in (Equation32) only depends on the entropy at initial time.

3.3. The limit τ0

We first estimate the time derivative of the density function. Let R > 0 arbitrary, QR,TBR×(0,T). For any ϕCc(QR,T) |0TR2(Dτu(τ))ϕdxdt||0TR2u(τ)p(τ)·ϕdxdt|+ϱ1|0TR2|(u(τ))β1|1/β1(u(τ))β1·ϕdxdt|||p(τ)||L2(0,T;L21s(R2))||u(τ)||L(0,T;Lβ+1(R2))||ϕ||L2(0,T;L2β2+(1s)β(R2))  +ϱ1||(u(τ))β1||Lβ+1β(R2)1β||ϕ||Lβ+1β(R2)C(T)||ϕ||L2(0,T;W1,β+1βW1,2β2+(1s)β(R2)) using (Equation31). This yields (33) ||Dτu(τ)||L2(0,T;(W1,β+1βW1,2β2+(1s)β(2)))C(T).(33)

In particular, (34) ||Dτu(τ)||L2(0,T;W1,λλ1(BR))C(T,R),R>0,λmax{β+1β,2β2+(1s)β}.(34)

The compact Sobolev embedding W1,2(β+1)/β(BR),L2(β+1)/βϵ(BR), valid for every ϵ>0, allows us to apply Aubin-Lions Lemma in the version of [Citation17] and obtain, for any R > 0, the existence of a subsequence u(τ,R) of u(τ) such that u(τ,R)ustronglyinL2(0,T;L2(BR)).

The limit function u is unique and coincides with the weak-* limit of u(τ) in L(0,T;Lβ(2)). A Cantor diagonal argument allows us to find a subsequence of u(τ) (which we denote again with u(τ)) such that u(τ)ustronglyinL1(0,T;L1(BR)),R, and (35) u(τ)ua.e.in2×[0,T].(35)

Since u(τ)L(0,T,Lβ(2))Lβ21β(0,T,L2(β+1)(2)), a straightforward interpolation yields (36) ||u(τ)||Lr(0,T,Lr(2))C,r=3β2+β22β.(36)

Since r>β, thanks to (Equation35) it follows (37) u(τ)ustrongly inLβ(0,T;Lβ(BR)),R>0.(37)

Hence as τ0: 0T2(u(τ))βψdxdt0T2uβψdxdt,forallψCc0(2×(0,T)).

Moreover directly from (Equation31) (u(τ))β1uβ1weakly in L(β+1)/β(0,T;W1,(β+1)/β(R2)),u(τ)uweakly* in L(0,T;Lβ(R2)).

From (Equation33), (Equation37) it follows Dτu(τ)tuweaklyinL2(0,T;(W1,β+1βW1,2β2+(1s)β(2))).

Since p(τ) is uniformly bounded in L(0,T,L1(2)) and p(τ) is uniformly bounded in L(0,T,L2(2)), Gagliardo-Nirenberg and the entropy inequality (Equation31) yield (38) ||p(τ)||L(0,T,H1(2))+||p(τ)||L2(0,T;Hs+1(2))+ϱ2||p(τ)||L2(0,T;H2(2))C,(38) where C only depends on the initial data. Hence there exists a subsequence of p(τ) (which we denote again with p(τ)) such that p(τ)pweakly in L2(0,T;Hs+1(2)),p(τ)*pweakly* in L(0,T,H1(2)).

In particular, (39) ||p||L(0,T,H1(2))+||p||L2(0,T,Hs+1(2))C.(39)

Also, by Sobolev’s embedding, p(τ)pweakly in L2(0,T;L2/(1s)(2)).

The strong convergence u(τ)u in L2(0,T;Lβ(BR)) for every R > 0, the weak convergence of p(τ) in L2(0,T;L2/(1s)(2)), and the assumption s>1β imply 0T2u(τ)p(τ)·ϕdxdt0T2up·ϕdxdt,forallϕCc1(2×(0,T)).

Let us look at the discrete time derivatives of the pressure function. Thanks to (Equation36) we have |0TR2(u(τ))βψdxdt|||(u(τ))β||Lr/β(R2×(0,T))||ψ||Lr/(rβ)(R2×(0,T))C(ϱ1)||ψ||Lr/(rβ)(R2×(0,T)), while (Equation31) implies |0T2(Δ)sp(τ)ψdxdt|+ϱ2|0T2Δp(τ)ψdxdt|C||ψ||L2(2×(0,T)).

We deduce (40) |0T2(Dτp(τ))ψdxdt|C(ϱ1)||ψ||L2Lr/(rβ)(2×(0,T)).(40)

It follows (41) Dτp(τ)tpweakly in (L2Lr/(rβ)(2×(0,T))).(41)

Since p(τ) is bounded in L(0,T,H1(2)) and Dτp(τ) is bounded in (L2Lr/(rβ)(2×(0,T))), we can invoke Aubin-Lions lemma to deduce, for every R, the existence of a subsequence p(τ,R) of p(τ) such that p(τ,R)p strongly in L1(0,T,L1(BR)), for every R. A Cantor’s diagonal argument yields the existence of a subsequence of p(τ) (which we call again p(τ)) such that (42) p(τ)pstronglyinL1(0,T,L1(BR))R,p(τ)pa.e in2.(42)

At this point we can take the limit τ0 in (Equation29) and (Equation30), which yields (after a suitable density argument) (43) 0Ttu,ϕdt+0T2up·ϕdxdt+ϱ10T2|uβ1|1/β1uβ1·ϕdxdt=0ϕL2(0,T;W1,2β2+(1s)β(2))L1+ββ(0,T;W1+ββ(2)),(43) (44) 0Ttp,ψdt+0T2((Δ)spuβ)ψdxdtϱ20T2ψΔpdxdt=0ψL2Lrrβ(2×(0,T)),(44) where r=3β2+β22β is defined in (Equation36).

Thanks to the lower weak semicontinuity of the Lp norm we deduce from (Equation31) the following entropy inequality: (45) 2(uββ+β12β|p|2)dx+ϱ10t2|u|β+1βdxdt+ϱ2(β1)β0t2(Δp)2dxdt+β1β0t2|(Δ)s/2p|2dxdt2((uin)ββ+β12β|pin|2)dx.(45)

Furthermore, thanks to the a.e. convergence of p(τ) (42) we can apply Fatou’s Lemma in (Equation32) and get (46) 2p(t)dx2pindx+Ct,t[0,T].(46)

3.4. The limit ϱ20

From the entropy inequality (Equation45) and the mass conservation (Equation46) we deduce the following ρ2 uniform bounds: (47) ||u||L(0,T;L2(2))+||uβ1||Lβ+1β(0,T;W1,β+1β(2))C(ρ1,T),(47) (48) ||p||L(0,T;H1(2))+||p||L2(0,T;Hs+1(2))+ρ2||Δp||L2(0,T;L2(2))C(T).(48)

Moreover, from (Equation43), (Equation44), (Equation47), (Equation48) we deduce ρ2uniform bounds for the time derivatives of u, p: (49) ||tu||L2(0,T;(W1,β+1βW1,2β2+(1s)β(2)))+||tp||L2(0,T;(L2Lrrβ(2)))C(T,ρ1).(49)

Estimates (Equation47)–(Equation49) and the compact Sobolev embeddings W1,(β+1)/β(Ω)L2(β+1)/(β1)ϵ(Ω),Hs+1(Ω)W1,2/(1s)ϵ(Ω), valid for every bounded open Ω2 and ϵ>0, allow us to apply Aubin-Lions Lemma and deduce, for every R, the existence of subsequences u(ρ2,R),p(ρ2,R) of u(ρ2),p(ρ2) such that u(ρ2,R)ustrongly in L1(0,T;L1(BR)),p(ρ2,R)pstrongly in L1(0,T;L1(BR)), for every R. Once again, a Cantor diagonal argument allows us to find subsequences (not relabeled) of u(ρ2),p(ρ2) such that u(ρ2)ustrongly in L1(0,T;L1(BR)),p(ρ2)pstrongly in L1(0,T;L1(BR)), for every R. Bounds (Equation47), (Equation48) also imply (up to subsequences) the following weak convergence relations u(ρ2)*uweakly-* in L(0,T;L2(R2)),(u(ρ2))β1uβ1weakly in L(1+β)/β(0,T;L(1+β)/β(R2)),p(ρ2)*pweakly-* in L(0,T;H1(R2)),p(ρ2)pweakly in L2(0,T;Hs+1(R2)).

Thanks to the convergence relations stated above, taking the limit ρ20 in (Equation43), (Equation44) is at this point straightforward and leads to (50) 0Ttu,ϕdt+0TR2up·ϕdxdt+ϱ10TR2|uβ1|1/β1uβ1·ϕdxdt=0  ϕL2(0,T;W1,2β2+(1s)β(R2))L1+ββ(0,T;W1+ββ(R2)),(50) (51) 0Ttp,ψdt+0T2((Δ)spuβ)ψdxdt=0ψL2Lrrβ(2×(0,T)),(51) where r=3β2+β22β is defined in (Equation36).

The same convergence relations yield (52) 2(uββ+β12β|p|2)dx+ϱ10t2|uβ1|β+1βdxdt+β1β0t2|(Δ)s/2p|2dxdt2((uin)ββ+β12β|pin|2)dx.(52)

We also point out that (Equation46) holds true also after taking the limit ρ20.

3.5. The limit ϱ10

In the rest of the article, we denote ρ1 with ρ.

As a preliminary step, we are going to prove a uniform bound for p(ρ). By interpolation we obtain ||p(ρ)||Lq(2×(0,T))||p(ρ)||L(0,T;L2(2))λ||p(ρ)||L(1λ)q(0,T;L21s(2))1λ, with 1q=λ2+(1λ)(1s)2, 0λ1. The assumption s>β1 allows for the choice q>2(β+1)/β such that (1λ)q2 and, therefore, ||p(ρ)||L2(β+1)/β+ϵ(2×(0,T))C||p(ρ)||L(0,T;L2(2))λ||p(ρ)||L2(0,T;L2/(1s)(2))1λϵ[0,ϵ0), for some ϵ0>0. Since p(ρ) is bounded in L2(0,T;Hs(2)), by Sobolev’s embedding it is also bounded in L2(0,T;L2/(1s)(2)). Together with the uniform bound in L(0,T;L2(2)), we conclude (53) ϵ0>0:||p(ρ)||L2(β+1)/β+ϵ(2×(0,T))Cϵ[0,ϵ0).(53)

Now we wish to prove a uniform bound for u(ρ) in Lβ+1(2×(0,T)). Let us choose ϕ=p(ρ),ψ=u(ρ) in (Equation50), (Equation51), respectively, and sum the resulting equations. We obtain (54) 0TR2(u(ρ))β+1dxdt=0TR2u(ρ)(Δ)sp(ρ)dxdt+0TR2u(ρ)|p(ρ)|2dxdt+R2u(ρ)(T)p(ρ)(T)dxR2uinpindx+ρ0TR2(u(ρ))β1·p(ρ)dxdt.(54)

Let us bound the terms on the right-hand side of (Equation54) by using bounds (Equation46), (Equation52). Applying Hölder and Gagliardo-Nirenberg inequalities yields 0T2u(ρ)(Δ)sp(ρ)dxdt||u(ρ)||L(0,T;Lβ(2))||(Δ)sp(ρ)||L1(0,T;Lββ1(2))C||u(ρ)||L(0,T;Lβ(2))||p(ρ)||L2(0,T;H1+s(2))α||p(ρ)||L(0,T;L1(2))1αC, for some α[0,1]. Let us then consider 0T2u(ρ)|p(ρ)|2dxdt||u(ρ)||Lβ+1(2×(0,T))||p(ρ)||L2(β+1)/β(2×(0,T))2C||u(ρ)||Lβ+1(2×(0,T)) thanks to (Equation53). Next we notice that 2u(ρ)(T)p(ρ)(T)dx||u(ρ)||L(0,T;L2(2))||p(ρ)||L(0,T;L2(2))C.

Finally, Gagliardo-Nirenberg inequality allows us to write ρ0TR2|(u(ρ))β1|1/β1(u(ρ))β1·p(ρ)dxdtρ||(u(ρ))β1||Lβ+1β(R2×(0,T))1/β||p(ρ)||Lβ+1β(R2×(0,T))Cρ||(u(ρ))β1||Lβ+1β(R2×(0,T))1/β||p(ρ)||L(0,T;L1(R2))α||p(ρ)||L2(0,T;H1+s(R2))1αC, for some α[0,1]. From (Equation54) we conclude ||u(ρ)||Lβ+1(2×(0,T))β+1C1||u(ρ)||Lβ+1(2×(0,T))+C2 which implies, via Young’s inequality, (55) ||u(ρ)||Lβ+1(2×(0,T))C.(55)

Next we find a suitable bound for u(ρ)p(ρ). Since u(ρ) and p(ρ) are bounded in L(0,T;Lβ(2)) and L(0,T;L2(2)), respectively, then u(ρ)p(ρ) is bounded in L(0,T;L2β/(2+β)(2)). On the other hand, u(ρ) and p(ρ) are also bounded in Lβ+1(0,T;Lβ+1(2)) and L2(0,T;L2/(1s)(2)), respectively, so u(ρ)p(ρ) is also bounded in L2(β+1)/(β+3)(0,T;L2(β+1)/(2+(1s)(β+1)(2)). A straightforward interpolations leads to (56) ||u(ρ)p(ρ)||L2(1+β)((1+s)β+2)(β+2)(β+3)(2×(0,T))C.(56)

Now we prove the strong convergence of p(ρ). From (Equation52), (Equation55) it follows that (57) ||tp(ρ)||L(β+1)/β(0,T;(L2Lβ+1(2))C(57)

From (Equation52) and (Equation57) we deduce via Aubin-Lions Lemma and a Cantor diagonal argument that, up to subsequences, p(ρ)pstrongly in L1(BR×(0,T)),R>0.

Bound (Equation55) implies that, up to subsequences, (58) u(ρ)uweakly in Lβ+1(R2×(0,T)),(u(ρ))βvweakly in Lβ+1β(R2×(0,T)),(58) for some function vLβ+1β(2×(0,T)). We are now going to show that v=uβ a.e. in 2×(0,T).

Let us now consider the vector fields U(ρ)(u(ρ),u(ρ)p(ρ)),V(ρ)(tp(ρ),p(ρ)).

Let π0=1+ββ, π1=π2=(2(1+β)((1+s)β+2)(β+2)(β+3))=(1(β+2)(β+3)2(1+β)((1+s)β+2))1. It is easy to see that πminmin{π0,π1,π2}=π0. Let Ω2 bounded open smooth domain.

Bound (Equation56) means that u(ρ)xip(ρ) is bounded in Lπi(Ω×(0,T)), for i = 1, 2, while u(ρ) is bounded in Lπ0(Ω×(0,T)) thanks to (Equation55). In particular Ui(ρ) is bounded in Lπi(Ω×(0,T)) for i = 0, 1, 2.

On the other hand, (Equation52) and (Equation55) imply that tp(ρ) is bounded in Lπ0(Ω×(0,T)), while xip(ρ) is bounded in Lπi(Ω×(0,T)) for i = 1, 2 thanks to (Equation53) and the trivial relation π1=π22(β+1)β which holds thanks to the hypothesis s1β. It follows that Vi(ρ) is bounded in Lπi(Ω×(0,T)) for i = 0, 1, 2.

Next we notice that div(t,x)U(ρ)=divx(ρ|uβ1|1/β1uβ1)0strongly in W1,πmin(Ω×(0,T)) thanks to (Equation52). On the other hand, curlV(ρ)0 since V(ρ) is a gradient field.

Therefore, we are able to apply [Citation14, Thr. 1.1] and deduce that U(ρ)·V(ρ)U·Vin D(Ω×(0,T)), where U, V are the weak limits of U(ρ),V(ρ), respectively. This implies, being U(ρ)·V(ρ) bounded in L1(Ω×(0,T)), (59) u(ρ)tp(ρ)u(ρ)|p(ρ)|2utpu(ρ)p(ρ)¯·pin D(Ω×(0,T)),(59) where u, u(ρ)p(ρ)¯ are the weak limits of u(ρ),u(ρ)p(ρ), respectively. However, we know that p(ρ)p strongly in L1(Ω×(0,T)), while p(ρ) is bounded in L2(β+1)/β+ϵ(2×(0,T)) and L2(0,T;Hs(2)) thanks to (Equation52), (Equation53). Therefore, Gagliardo-Nirenberg inequality allows us to deduce p(ρ)p strongly in L2(β+1)/β(Ω×(0,T)). It follows (60) u(ρ)|p(ρ)|2u|p|2,u(ρ)p(ρ)up.(60)

From the relations above and (Equation59) we deduce (61) u(ρ)tp(ρ)utpin D(Ω×(0,T)).(61)

Again, the local-in-space strong convergence of p(ρ) and the known uniform bounds for p(ρ) in L(0,T;L1(2)) and L2(0,T;H1+s(2)) imply via Gagliardo-Nirenberg inequality that (Δ)sp(ρ)(Δ)sp strongly in L2(Ω×(0,T)). This fact, together with the weak convergence u(ρ)u in Lβ+1(2×(0,T)) and relation β2, implies that (62) u(ρ)(Δ)sp(ρ)u(Δ)spin D(Ω×(0,T)).(62)

Summing (Equation61), (Equation62), employing (Equation51) and the uniform bound for u(ρ) in Lβ+1(2×(0,T)) leads to (63) (u(ρ))β+1uvin M(Ω×(0,T)),(63) where v is the weak limit of (u(ρ))β and M(Ω×(0,T)) is the space of Radon measures, i.e., the dual of Cc0(Ω×(0,T)).

We are going to show that (Equation63) implies the a.e. convergence of u(ρ) in 2×(0,T). Define the truncation operator Tk as Tk(x)min{x,k} for every x0,k. Let ϕCc0(2×(0,T)),ϕ0 in 2×(0,T) arbitrary. Relation (63) implies 0T2u(ρ)Tk(u(ρ))βϕdxdt0T2(u(ρ))β+1ϕdxdt0T2uvϕdxdtas ρ0, and so (64) 0T2u(ρ)Tk(u(ρ))β¯ϕdxdt0T2uvϕdxdt.(64)

On the other hand [Citation15, Thr. 10.19] implies (65) 0T2u(ρ)Tk(u(ρ))β¯ϕdxdt0T2uTk(u(ρ))β¯ϕdxdt.(65)

The weak lower semicontinuity of the L1 norm yields 0T2|Tk(u(ρ))β¯v|dxdtliminfρ00T2|Tk(u(ρ))β(u(ρ))β|dxdt2liminfρ0{u(ρ)>k}(u(ρ))βdxdt2kliminfρ0{u(ρ)>k}(u(ρ))β+1dxdt.

The uniform bound for u(ρ) in Lβ+1(2×(0,T)) implies limk0T2|Tk(u(ρ))β¯v|dxdt=0, which implies Tk(u(ρ))β¯v weakly in Lβ+1β(2×(0,T)) as k, and so (66) 0T2uTk(u(ρ))β¯ϕdxdt0T2uvϕdxdtas k.(66)

From (Equation64)–(Equation66) we deduce limk0T2(u(ρ)Tk(u(ρ))β¯uTk(u(ρ))β¯)ϕdxdt=0, which easily implies (67) limklimρ,ρ00T2(u(ρ)u(ρ))(Tk(u(ρ))βTk(u(ρ))β)ϕdxdt=0.(67)

However, elementary computations yield 0(xy)(Tk(x)β1Tk(y)β1)(xy)(Tk+1(x)β1Tk+1(y)β1)for x,y0,  k, which implies that the sequence aklimρ,ρ00T2(u(ρ)u(ρ))(Tk(u(ρ))βTk(u(ρ))β)ϕdxdt is nondecreasing and nonnegative. Moreover limkak=0 thanks to (Equation67). Therefore, ak = 0 for every k, that is limρ,ρ00T2(u(ρ)u(ρ))(Tk(u(ρ))βTk(u(ρ))β)ϕdxdt=0,k.

In particular (68) limρ,ρ0{Mρ,ρk}(u(ρ)u(ρ))((u(ρ))β(u(ρ))β)ϕdxdt=0,k,(68) where we defined Mρ,ρmax(u(ρ),u(ρ)).

It is easy to prove the elementary relation xβyβxymax(x,y)β1,x,y0,  xy, which, together with (Equation68), leads to (69) limρ,ρ0{Mρ,ρk}(u(ρ)u(ρ))2Mρ,ρβ1ϕdxdt=0,k.(69)

Fix ϵ(0,1) arbitrary. Let us consider 0T2(u(ρ)u(ρ))2ϕdxdt={Mρ,ρ>k}(u(ρ)u(ρ))2ϕdxdt+{Mρ,ρϵ}(u(ρ)u(ρ))2ϕdxdt+{ϵ<Mρ,ρk}(u(ρ)u(ρ))2ϕdxdt4{u(ρ)>k}(u(ρ))2ϕdxdt+2ϵ20T2ϕdxdt+1ϵβ1{ϵ<Mρ,ρk}(u(ρ)u(ρ))2Mρ,ρβ1ϕdxdt4k1β{u(ρ)>k}(u(ρ))β+1ϕdxdt+2ϵ20T2ϕdxdt+1ϵβ1{ϵ<Mρ,ρk}(u(ρ)u(ρ))2Mρ,ρβ1ϕdxdt.

From (Equation69) and the uniform bound for u(ρ) in Lβ+1(2×(0,T)) we deduce limρ,ρ00T2(u(ρ)u(ρ))2ϕdxdtC(ϵ2+k1β).

Since the left-hand side of the above inequality does not depend on ϵ, k, we conclude (70) limρ,ρ00T2(u(ρ)u(ρ))2ϕdxdt=0.(70)

By choosing ϕCc0(2×(0,T)),ϕ0 such that ϕ1 on QRBR×(R1,TR1) for R>2/T arbitrary (where BR is the ball of 2 with center 0 and radius R) we conclude from (Equation70) that u(ρ) is a Cauchy sequence in L2(QR) (and, therefore, strongly convergent in such space) for every R>2/T. In particular, for every R > 0 there exists a subsequence u(ρ,R) of u(ρ) that is a.e. convergent in QR. A Cantor diagonal argument yields the existence of a subsequence (not relabeled) of u(ρ) that is a.e. convergent in QR for every R, and, therefore, u(ρ)u a.e. in 2×(0,T).

The a.e. convergence of u(ρ) and the boundedness of u(ρ) in Lβ+1(2×(0,T)) imply (71) (u(ρ))βuβweakly in Lβ+1β(2×(0,T)).(71)

Finally, since u(ρ) is bounded in Lβ+1(2×(0,T)) (see (Equation55)), while p(ρ),ρβ/(β+1)(u(ρ))β1 are bounded in L(0,T;L2(2)),L(β+1)/β(2×(0,T)) (from (Equation52)), we deduce |0Ttu(ρ),ϕdt|0TR2u(ρ)|p(ρ)||ϕ|dxdt+ρ0TR2|(u(ρ))β1|1/β|ϕ|dxdt||u(ρ)||Lβ+1(R2×(0,T))||p(ρ)||L(0,T;L2(R2))||ϕ||L(β+1)/β(0,T;L2(β+1)/(β1)(R2))  +ρ||(u(ρ))β1||L(β+1)/β(R2×(0,T))1/β||ϕ||L(β+1)/β(R2×(0,T))C||ϕ||L(β+1)/β(0,T;W1,(β+1)/βW1,2(β+1)/(β1)(R2)).

As a consequence ||tu(ρ)||Lβ+1(0,T;(W1,(β+1)/βW1,2(β+1)/(β1)(2)))C, and so (72) tu(ρ)tuweakly in Lβ+1(0,T;(W1,(β+1)/βW1,2(β+1)/(β1)(2))).(72)

Putting the previous limit relations together allow us to take the limit ρ0 inside (Equation50), (Equation51) and obtain a solution to (Citation5, Citation6) (after a suitable density argument). Finally, we show the mass conservation property. Define the cutoff ηR(x)={1|x|<R0|x|>2R12(cosπ(|x|/R1)+1)R|x|2R,R>0.

Let ψCc1[0,T) arbitrary. Choosing ϕ(x,t)=ψ(t)ηR(x) inside (Equation5) yields |0T2uηR(x)ψ(t)dxdt+ψ(0)2uinηRdx|=|2up·ηRψdxdt|||u||Lβ+1(2×(0,T))||p||L(0,T;L2(2))||ηR||L2(β+1)β1(2)||ψ||Lβ+1β(0,T).

Since uLβ+1(2×(0,T)) and pL(0,T;L2(2)), it follows (73) |0T2uηR(x)ψ(t)dxdt+ψ(0)2uinηRdx|C||ηR||L2+δ(2)||ψ||Lβ+1β(0,T)CRδ2+δ||ψ||Lβ+1β(0,T)(73) with δ=4β1>0. Choosing ψ0 in [0,T], taking the limit R inside (Equation73) and applying the monotone convergence theorem yields uLloc(0,;L1(2)) (since T > 0 is arbitrary). At this point we can apply the dominated convergence theorem to take the limit R inside (Equation73) with ψCc1([0,T)) arbitrary and deduce 0T2udxψ(t)dt=ψ(0)2uindx,t>0, implying that the mass 2udx is constant in time. This concludes the proof of Theorem 1.

Acknowledgment

MPG would like to thank NCTS Mathematics Division Taipei for their kind hospitality.

Additional information

Funding

LC is supported by NSF DMS-1540162. MPG is supported by DMS-1514761. NZ acknowledges partial support from the Austrian Science Fund (FWF), grants P22108, P24304, W1245 and from the Czech Science Foundation, project No. 19-04243S, as well as support from the Alexander von Humboldt foundation.

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