Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains

Abstract

Using an operator approach, we discuss stationary solutions to Fokker-Planck equations and systems with nonlinear reaction terms. The existence of solutions is obtained by using Banach, Schauder and Schaefer fixed point theorems, and for systems by means of Perov’s fixed point theorem. Using the Ekeland variational principle, it is proved that the unique solution of the problem minimizes the energy functional, and in case of a system that it is the Nash equilibrium of the energy functionals associated to the component equations.

Authors

Radu Precup
Department of Mathematics Babes-Bolyai University, Cluj-Napoca, Romania

Paola Rubbioni
Department of Mathematics and Computer Science, University of Perugia, Perugia, Italy

Keywords

Elliptic equation; Reaction-diffusion equation; Semi-linear Fokker-Planck equation; Fixed point; Variational method; Nash type equilibrium

Paper coordinates

R. Precup, P. Rubbioni, Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains, Potential Analysis, 57 (2022), 181–199, https://doi.org/10.1007/s11118-021-09911-6

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Potential Analysis

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Springer

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0926-2601

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1572-929X

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Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains

Stationary solutions of Fokker-Planck equations with nonlinear reaction terms in bounded domains

Radu Precup
Department of Mathematics, Babeş-Bolyai University, Cluj-Napoca, ROMANIA
E-mail address: r.precup@math.ubbcluj.ro
Paola Rubbioni
Department of Mathematics and Computer Science, University of Perugia, Perugia, ITALY
E-mail address: paola.rubbioni@unipg.it

Abstract: Using an operator approach, we discuss stationary solutions to Fokker-Planck equations and systems with nonlinear reaction terms. The existence of solutions is obtained by using Banach, Schauder and Schaefer fixed point theorems, and for systems by means of Perov’s fixed point theorem. Using the Ekeland variational principle, it is proved that the unique solution of the problem minimizes the energy functional, and in case of a system that it is the Nash equilibrium of the energy functionals associated to the component equations.

Key words: elliptic equation, reaction-diffusion equation, semi-linear Fokker-Planck equation, fixed point, variational method, Nash type equilibrium.

Mathematics Subject Classification: 35J60, 47H30, 47J05

1 Introduction


The Fokker-Planck equation arises as a mathematical model in many areas of physics and biology, mostly connected with the analysis of random phenomena (see, e.g., [1, 2, 4, 15, 19, 20]). It has the form

wt div (𝐃w+w𝐅)=h,

where 𝐃=𝐃(x) is a symmetric (diffusion) matrix, 𝐅=𝐅(x) is a given vector field, h=h(t,x) is the source term, and w=w(t,x) is a probability distribution. It is the continuity equation

wt+div J=h,

for the flux density J=𝐃ww𝐅 involving both diffusion, by the term 𝐃w, and drift, by w𝐅. In case that 𝐃=DI, where I is the identity matrix and D is a constant, the equation reads

wtDΔwdiv (w𝐅)=h.

We consider the semi-linear case, where the source term h is a reaction term h(w) depending on the state, namely equations of the form

wtDΔwdiv (w𝐅)=h(w).

The reaction term h(w) can be very general and nonlocal both in time and space. In particular, the cases of the equations with memory and of integral-differential equations are included.  The reaction term can involve power-type nonlinearities, or rational functions simulating the saturation effect and making the equation a self-limiting model (see [2]).

In this paper, we consider only the stationary equation in a smooth bounded domain Ωd, with a potential flow 𝐅=εDH, where ε>0 and H is a sufficiently smooth function, let it be in C1(Ω), having a number of properties as shown below, but which could be very irregular near the boundary. Thus we consider the following semi-linear problem

{Δw+εdiv (wH)=Φ(w)in Ω,Ωw=1. (1.1)

Assuming that expHL(Ω) and making the substitution w=(u+1)ρ, with

ρ:=exp(εH)/|exp(εH)|L1(Ω),

the above problem becomes

{ΔuεuH=Ψ(u)in ΩΩρu=0 (1.2)

where Ψ(u)=1ρΦ(ρ(u+1)), leading to the study of renormalized solutions u in a special weighted space.

We also consider systems of such equations modeling the evolution of many randomly diffusing particles. This is the case of chemical reactions involving several reagents that react and diffuse simultaneously.

Compared to other approaches in the literature (see [4, 7, 9, 11, 13, 19]), our approach is essentially based on the theory of nonlinear operators and by this, the specificity of the subject is brought inside the unifying nonlinear functional analysis. We first consider the solution operator associated to the non-homogeneous problem, which is defined by using the general theory of positive-define self-adjoint linear operators, and next its composition with the nonlinear mapping giving the right-hand side (nonlinearity) of the semi-linear problem. Then, joint suitable properties of the solution operator and nonlinearity allow us to make use of several fixed point principles: Banach’s fixed point theorem, which guarantees the existence and uniqueness of the solution, and its property of being a global minimum of the energy functional; Schauder’s and Schaefer’s fixed point theorems, which not only guarantee the existence of a solution, but also give its localization in terms of the energetic norm.

Our approach to reaction-diffusion systems of Fokker-Planck equations is based on the vector method that uses matrices instead of constants, vector-valued norms and Perov’s fixed point theorem (for the vector approach to nonlinear systems, see [5, 6, 16, 18]). In this case, the obtained solution is a Nash equilibrium of the energy functionals associated to the equations of the system. The variational properties of solutions are obtained by means of Ekeland’s principle.

2 Preliminaries. Linear Fokker-Planck equations

Our approach to linear Fokker-Planck equations makes use of the variational theory of positive-define symmetric linear operators (see [14, Ch. 4], or [21, Ch. 5]). The application of this theory to linear Fokker-Planck equations is detailed in this section.

2.1 The Fokker-Planck operator

Consider the Banach normalized weighted spaces

Lρq={u:ρ1/quLq(Ω),Ωρu=0}(1q<+)

with norm

|u|Lρqq=Ωρ|u|q.

For q=2, we endow Lρ2 with the inner product and norm

(u,v)ρ=Ωρuv,|u|ρ=(Ωρu2)12.

Consider the linear operator in Lρ,2 defined by

u=ΔuεuH

with the domain

D()={uC02(Ω):Ωρu=0},

where C02(Ω) is the space of all functions in C2(Ω) with compact support included in Ω. For any uC02(Ω), ΔuC0(Ω), and since HC1(Ω), one has HC(Ω,d). Hence uC0(Ω)Lρ2, that is is well-defined. Also D() is dense in Lρ2. Indeed, if uLρ2, then v:=ρuL2(Ω) and in view of the density of C0(Ω) into L2(Ω), there exists in C0(Ω) a sequence (vk) with vkv in L2(Ω). Let φkC0(Ω) be such that φk1 in L2(Ω), and let

uk:=1ρ(vkckφk),

where ck=Ωρvk/Ωρφk, Clearly ukD(). Also

|uku|ρ=|vkckφkv|L2(Ω)|vkv|L2(Ω)+ck|φk|L2(Ω). (2.1)

Hence uku in Lρ2 if ck0. To show this, first note that

0<ΩρΩρ|1φk|+Ωρφk|ρ|L1(Ω)|1φk|L2(Ω)+Ωρφk

whence we have that the sequence (Ωρφk) is bounded from below by a positive number C. Then ck(1/C)Ωρvk. Next, in view of Ωρv=0, one has

|Ωρvk|=|Ωρ(vkv)||ρ|L1(Ω)|vkv|L2(Ω)0.

Hence ck0 and from (2.1) it follows that uku in Lρ2. Therefore is densely defined on Lρ2.

The operator is symmetric. Indeed, since ρ=ερH, we have

(u,v)ρ = Ωρv(Δu+εuH)=Ω(ρv)uΩvuρ
= Ωρuv=(u,v)ρ.

Finally note that

(u,u)ρ=Ωρ|u|2>0

for every uD(){0}, that is the operator is strictly positive.

2.2 The energetic space

We may endow D() with two inner products

u,v=(u,v)ρ+(u,v)ρ,[u,v]=(u,v)ρ

and the corresponding norms

u2=|u|ρ2+(u,u)ρ,[u]2=(u,u)ρ.

Let E (called the energetic space of ) be the completion of the prehilbertian space (D(),) and let us use the same notations ,, [,], and [] for the corresponding maps extended by density to E. Since |u|ρu for all uD(), we have D()ELρ2 with dense and continuous embeddings. Recall that, from the construction of the completion, any element u of E can be seen as the limit in Lρ2 of a sequence of functions from D() which is fundamental with respect the norm , and that this limit is common for all such sequences (uk),(vk) which are equivalent in the sense that ukvk0. If (uk) is a fundamental sequence in D(), then there exist v,viL2(Ω), i=1,,d such that

ρukv,ρukxivi(i=1,,d)in L2(Ω).

Thus, if we denote

u:=vρ,uxi:=viρ(i=1,,d),

then we may say that for every u,vE,

u,v = Ωρ(uv+uv),[u,v]=Ωρuv, (2.2)
u2 = Ωρ(u2+|u|2),[u]2=Ωρ|u|2. (2.3)

Notice that the functional [] is only a semi-norm on E. To make it a norm, equivalent to the norm on E, we need a compactness assumption. To this aim, we state the following condition:

(Cq)

The embedding D()Lρq is compact, i.e., any sequence of functions in D() which is bounded with respect to the norm has a subsequence that converges in Lρq.

Clearly condition (Cq) implies that the embedding ELρq is also compact.

The next condition (H) gives an exact representation of the space E, and consequently, it is sufficient for (Cq) to hold for some values of q.

(H)

There exists a constant c>0 such that

|H|δΩcin Ω,

where δΩ gives the distance to the boundary Ω, i.e.

δΩ(x)=minyΩ|xy|(xΩ).
Proposition 2.1

If condition (H) is satisfied for a constant c sufficiently small, then

E=1ρH0,ρ1(Ω) (2.4)

where H0,ρ1(Ω)={vH01(Ω):Ωρv=0}, and [u], |ρu|H01(Ω) and u are equivalent norms on E.

Proof. For any uD(), one has

(ρu)=ρu+12ρuρ=ρu+12ρuρρ.

Since ρ1ρ=εH, from (H) and Hardy’s inequality [3], we can estimate the last addendum of the previous identity as follows

|12ρuεH|L2(Ω)εc2|ρuδΩ|L2(Ω)εc~2|(ρu)|L2(Ω).

Consequently

(Ω|(ρu)|2)12(Ωρ|u|2)12+εc~2(Ω|(ρu)|2)12,
(Ωρ|u|2)12(Ω|(ρu)|2)12+εc~2(Ω|(ρu)|2)12,

whence, if c>0 is small enough that 1εc~/2>0, we obtain

|ρu|H01(Ω)c0[u],[u]c1|ρu|H01(Ω), (2.5)

where c0=1/(1εc~/2) and c1=1+εc~/2. As a result, for any sequence of functions ukD() which is fundamental with respect to the norm , the sequence ρuk is fundamental with respect to the norm ||H01(Ω), and conversely, if vk is fundamental with respect to the norm ||H01(Ω), then the sequence uk=vk/ρ is fundamental with respect to the norm . This proves (2.4), while (2.5) together with the continuous embedding (1/ρ)H0,ρ1(Ω)Lρ2 shows that [u], |ρu|H01(Ω) and u are equivalent norms on E.

Remark 2.1

The behavior on the boundary Ω and the regularity of the solution w=(u+1)ρ with uE strongly depend on the behavior and regularity of H. Thus, under assumption (H), if HH1(Ω), then wW1,1(Ω). Indeed, from (H) one has w=ρ+uρ=ρ+ρv, where vH01(Ω). Now, since ρ was assumed in L(Ω),

xiρ=ερxiHL2(Ω),

hence ρH1(Ω). Furthermore,

xi(ρv)=ρxiv+ε2ρvxiHL1(Ω).

Therefore w W1,1(Ω). For an exhaustive discussion of regularity of solutions we refer the reader to [4, Chapter 1].

2.3 The Poincaré inequality

Assume that condition (C2) holds. The space E being reflexive (as a Hilbert space), one deduces from a result in paper [12] that

μ:=infuE,u0[u]2|u|ρ2>0

and the infimum is reached. From this, we have the Poincaré inequality

μ|u|ρ2[u]2for uE

which ensures that [] is a norm on E, equivalent to the norm . Let E be the dual of (E,[]). If we identify Lρ2 to its dual, then we have

D()ELρ2E (2.6)

where the last embedding is compact too. For fE and uE, let (f,u) be the value of the linear functional f at u. In case that fLρ2, one has (f,u)=(f,u)ρ.

Throughout the paper we assume that condition (C2) holds.

2.4 The solution operator

Returning to the operator , for a fixed fE, we define the weak solution of the stationary problem

{u=fin ΩΩρu=0 (2.7)

as being a function uE such that for every vE, one has that [u,v]=(f,v). In particular, if fLρ2, this identity becomes

Ωρuv=Ωρfvfor vE.

From Riesz’s representation theorem, since (f,) is a continuous linear functional on (E,[]), it follows that problem (2.7) has a unique weak solution uf. Thus we may define the solution operator

1:EE,1f:=uf.

Recall that under condition (C2), the operator has a sequence of eigenvalues (λk) with 0<λ1=μλk, λk+, and correspondingly a sequence (ϕk) of eigenfunctions, which is orthonormal and complete in L2. Also the sequence (ϕk/λk) is orthonormal and complete in and (E,[]). This yields the Fourier representation of the solution operator:

1f=[uf,ϕkλk]ϕkλk=(f,ϕk)λkϕk,

where the series converges in E and Lρ2.

Also note that 1 is an isometry between E and E, i.e., [1f]=|f|E for every fE, and that the exact Poincaré inequality

λ1|u|ρ2[u]2for uE (2.8)

is accompanied by the Poincaré inequality for the dual, namely

λ1|f|E2|f|ρ2for fLρ2. (2.9)

Indeed, if fLρ2, then using (2.8) we have

|f|E = supuE,u0|(f,u)|[u]=supuE,u0|(f,u)ρ|[u]
supuE,u0|f|ρ|u|ρ[u]supuE,u01λ1|f|ρ[u][u]=|f|ρλ1,

that is (2.9).

2.5 The energy functional

According to the variational theory of positive-define symmetric linear operators, for each fixed fE, the functional J:E,

Ju=12[u]2(f,u)

is C1 and Ju=uf, more exactly

(Ju,v)=[u,v](f,v)for all u,vE.

Therefore the weak solution of problem (2.7) is the critical point of the energy functional J.

3 Semilinear Fokker-Planck equations

We now turn back to the semi-linear problems (1.1) and (1.2).

3.1 Existence and uniqueness via Banach’s fixed point theorem

Our first result is about the existence and uniqueness of the solution to the semilinear problem (1.2) and consequently to (1.1).

Let j0 and j be the canonical injections of the embeddings ELρ2 and Lρ2E, respectively.

Notice that problem (1.2) is equivalent with the fixed point equation u=1Ψ(u) in E. In view of embeddings (2.6), we may discuss three cases:

  • Ψ maps E into E;

  • Ψ maps E into Lρ2; here by the composition 1Ψ we mean 1jΨ;

  • Ψ maps Lρ2 into Lρ2; here by 1Ψ we mean 1jΨj0.

Our first results are existence and uniqueness theorems, the first in terms of Ψ and the second in terms of Φ.

Theorem 3.1

Problems (1.2) and (1.1) have unique weak solution u E and w=(u+1)ρL2(Ω), respectively, if one of the following conditions holds:

(a)

Ψ:EE and there is a constant 0a0<1 such that

|Ψ(u)Ψ(v)|Ea0[uv]for u,vE.
(b)

Ψ:ELρ2 and there is a constant 0a1<λ1 such that

|Ψ(u)Ψ(v)|ρa1[uv]for u,vE.
(c)

Ψ:Lρ2Lρ2 and there is a constant 0a2<λ1 such that

|Ψ(u)Ψ(v)|ρa2|uv|ρfor u,vLρ2.

Proof. (a) Under condition (a), for any u,vE, one has

[1Ψu1Ψv]=|ΨuΨv|Ea0[uv], (3.1)

and the conclusion follows from Banach’s contraction principle.

(b) In case that Ψ takes values in Lρ2, using the Poincaré inequality (2.9), we have

|ΨuΨv|E1λ1|ΨuΨv|ρa1λ1[uv]

and the result follows from case (a) where a0=a1/λ1.

(c) This case reduces to (b) with a1=a2/λ1 since in virtue of (2.8), one has

|Ψ(u)Ψ(v)|ρa2|uv|ρa2λ1[uv].

Theorem 3.2

Problems (1.2) and (1.1) have a unique weak solution u E and w=(u+1)ρL2(Ω), respectively, if one of the following conditions holds:

(d)

Φ:L2(Ω)L2(Ω),Φ(ρ)Lρ12(Ω), and there is a constant 0a<λ1 such that

|Φ(u)(x)Φ(v)(x)|a|u(x)v(x)|for u,vL2(Ω) and a.a. xΩ. (3.2)
(e)

Φ(u)(x)=f(x,u(x)), where f:Ω× satisfies the Carathéodory conditions, f(,0)L2(Ω), f(,ρ())Lρ12, and there exists 0a<λ1 such that

|f(x,u)f(x,v)|a|uv|for all u,v and a.a. xΩ. (3.3)

Proof. (d) First, if uLρ2, then ρuL2(Ω) and

|ρΨ(u)|L2(Ω) = |1ρΦ((u+1)ρ)|L2(Ω)
|1ρ(Φ((u+1)ρ)Φ(ρ))|L2(Ω)+|1ρΦ(ρ)|L2(Ω)
a|ρu|L2(Ω)+|1ρΦ(ρ)|L2(Ω)=a|u|ρ+|1ρΦ(ρ)|L2(Ω)<+.

Hence Ψ(u)Lρ2. Also, for any u,vLρ2, we have

|Ψ(u)Ψ(v)|ρ = |1ρ(Φ((u+1)ρ)Φ((v+1)ρ))|ρ
= |1ρ(Φ((u+1)ρ)Φ((v+1)ρ))|L2(Ω)
a|ρ(uv)|L2(Ω)=a|uv|ρ.

Thus we are in case (c) of Theorem 3.1.

(e) Under the assumptions of f, the Nemytskii operator Φ maps L2(Ω) into itself. In addition (3.3) immediately yields (3.2). Hence we are in case (d).

3.2 Variational characterization of the solution

The next result gives a variational characterization of the solution guaranteed by the previous theorems.

Theorem 3.3

(j) Assume that Ψ is in case (a) of Theorem 3.1 and there is a C1-functional Θ:E bounded from above on bounded sets and such that Ψ=Θ. Then the unique solution u of problem (1.2) is the unique minimum point of the energy functional

Jv=12[v]2Θ(v). (3.4)

(jj) Assume that Φ is in case (d) of Theorem 3.2 and there is a C1-functional θ:L2(Ω) bounded from above on bounded sets and such that Φ(v)=ρθ(vρ) for vL2(Ω). Then the unique solution u of problem (1.2) is the unique minimum point of the energy functional (3.4) for Θ(v)=θ(ρv), vE.

(jjj) Assume that f is in case (e) of Theorem 3.2 and in addition that there exists hL2(Ω) and a small enough c0 such that

|f(x,s)|ρ(x)(c|s|+h(x))for s and a.a. xΩ. (3.5)

Then the unique solution u of problem (1.2) is the unique minimum point of the energy functional (3.4) for

Θ(v)=Ω(0ρv1ρf(x,τ+ρ)𝑑τ).

Proof. (j) Since J=Ψ, one has that the unique solution of (1.2) is the unique critical point of J. Let B be a closed ball of the space E with center at the origin and positive radius R|Ψ(0)|E/(1a0). Then, by (3.1) we immediately see that

1Ψ(B)B. (3.6)

To prove that the solution u minimizes J we use the weak form of Ekeland’s variational principle [8, 10]. Note that the boundedness of Θ guarantees the functional J to be bounded from below on B. Indeed, for any vB, one has JvΘ(v)c>, where Θ(v)c for every vB. Then, using the weak form of Ekeland’s variational principle, there is a minimizing sequence (uk) of elements in B such that

JukinfBJ+1k (3.7)

and

JukJv+1k[vvk] (3.8)

for all vB. For any fixed index k, choose

vt=ukt1Juk, 0<t<1.

Using 1Ψuk=uk1Juk, one has

vt=(1t)uk+t1Ψuk.

Here, one has ukB, and by the invariance property (3.6), 1Ψuk also belongs to B. Since B is convex, it follows that vtB for every t(0,1). Replacing v by vt into (3.15) and then dividing by t, yields

t1(JukJ(ukt1Juk))1k[1Juk],

whence letting t go to zero, one finds

(Juk,1Juk)1k[1Juk],

that is

[1Juk]1k.

Hence

JukinfBJand 1Juk0in E. (3.9)

Let vk:=1Juk. From

[uk+puk][vk+pvk]+[1Ψuk+p1Ψuk]

and the contraction condition (3.1), we obtain

[uk+puk](1a0)1[vk+pvk].

The sequence (vk) is a Cauchy sequence (as a convergent sequence). Consequently (uk) is a Cauchy sequence, hence convergent to some uB. Now passing to the limit in (3.9) gives

Ju=infBJandJu=0.

Do to the fact that R was taken arbitrary bigger than |Ψ(0)|E/(1a0) and to the uniqueness of the critical point of J, we may conclude that u minimizes J on the whole space E, that is Ju=infEJ.

(jj) For u,vE, we have ρu, ρvL2(Ω) and

Θ(u+tv)Θ(u) = θ(ρ(u+tv))θ(ρu)
= t(θ(ρu),ρv)L2(Ω)+o(|t|)
= t(1ρΦ(ρ(u+1)),ρv)L2(Ω)+o(|t|)
= t(1ρΦ(ρ(u+1)),v)ρ+o(|t|)
= t(Ψ(u),v)ρ+o(|t|).

It follows that Θ(u)=Ψ(u). Hence we are in case (j).

(jjj) Under the assumptions on f, the function g(x,s)=ρ(x)1f(x,s+ρ(x)) satisfies the Carathéodory conditions and the growth inequality |g(x,s)|c|s|+h~(x), with h~(x)=h(x)+cρ(x), which makes the Nemytskii operator Ng associated to g to act in L2(Ω). In addition the functional

θ(v)=Ω(0vg(x,τ)𝑑τ)

is C1 on L2(Ω) and θ(v)=Ng(v) for vL2(Ω). On the other hand, Φ(v)=f(,v). Now it is easy to check the equality Φ(v)=ρθ(vρ). Further, the functional J is bounded from below on B (where B is like in case (j)) provided c is small enough. In fact, thanks to (3.5), after some computations including the use of Poincaré’s inequality leading a constant c1, we obtain an estimate of the type

Jv(12cc1)[v]2+c2[v]+c3.

This shows that J is bounded from below if c<1/(2c1). Therefore Ekeland’s principle applies as well in this case.

The next theorem gives the variational characterization of the solution of problem (1.1) and it is a direct consequence of the previous result just by making the change of variable w=(u+1)ρ.

Theorem 3.4

(k) Under the assumptions of Theorem 3.1, if in addition Φ(v)=ρΘ(vρ1), where Θ:E is a C1-functional, then the unique solution w of problem (1.1) is the unique minimum point of the energy functional

J0v=12[vρ]2Θ0(v), (3.10)

where Θ0(v)=Θ(vρ1).

(kk) Assume that Φ is in case (d) of Theorem 3.2 and there is a C1-functional θ:L2(Ω) such that Φ(v)=ρθ(vρ) for vL2(Ω). Then the unique solution w of problem (1.1) is the unique minimum point of the energy functional (3.10) for Θ0(v)=θ(vρ), vE.

(kkk) Under the assumptions of case (e) of Theorem 3.2 the unique solution w of problem (1.1) is the unique minimum point of the functional

J0(v)=Ω(12ρ|(vρ)|20vρ1ρf(s,τ+ρ)𝑑τ). (3.11)
Remark 3.1

In particular, in the absence of drift, that is when H=0, one has ρ=ρ0:=1/mes(Ω) and the functional (3.11) reduces to

J0(v) = 1ρ0Ω(12|v|20vρ0f(s,τ+ρ0)𝑑τ)
= 1ρ0Ω(12|v|2ρ0vf(x,ξ)𝑑ξ)
= 1ρ0Ω(12|v|20vf(x,ξ)𝑑ξ)+1ρ0Ω(0ρ0f(x,ξ)𝑑ξ).

Since the last term is a constant, we may say that in this case, the solution w of problem (1.1) minimizes the functional

Ω(12|v|20vf(x,ξ)𝑑ξ),

which is the energy functional of the Dirichlet problem for the equation Δw=f(x,w).

3.3 Existence via Schauder’s fixed point theorem

If instead of Lipschitz continuity, we only assume a linear growth condition, and we add compactness, then the existence of solutions still holds based on Schauder’s fixed point theorem.

As in the case of Section 3.1, we give results first in terms of Ψ and next in terms of Φ.

Theorem 3.5

The problems (1.2) and (1.1) have at least one weak solution u E and w=(u+1)ρL2(Ω), respectively, if one of the following conditions holds:

(a)

Ψ:EE is completely continuous and there are constants 0a0<1 and b00 such that

|Ψ(u)|Ea0[u]+b0for uE. (3.12)
(b)

Ψ:ELρ2 is continuous, and there are constants 0a1<λ1 and b10 such that

|Ψ(u)|ρa1[u]+b1for uE. (3.13)
(c)

Ψ:Lρ2Lρ2 is continuous, and there are constants 0a2<λ1 and b20 such that

|Ψ(u)|ρa2|u|ρ+b2for uLρ2. (3.14)

Proof. (a) The operator 1Ψ is completely continuous. In addition if Rb0/(1a0), then for every uE with [u]R, one has

[1Ψu]=|Ψu|Ea0[u]+b0a0R+b0R.

Hence the operator 1Ψ maps the closed ball of E with center at the origin and radius R into itself. The conclusion follows now from Schauder’s fixed point theorem.

(b) The condition (C2) implies that the embedding Lρ2E is compact, i.e. the injection j:Lρ2E is completely continuous. Also (3.13) shows that Ψ is bounded (maps bounded sets into bounded sets). Hence the operator jΨ is completely continuous as a composition of two bounded and continuous operators where one of them, namely j, is completely continuous. In addition, from Poincaré’s inequality and (3.13),

|Ψ(u)|E1λ1|Ψ(u)|ρ1λ1(a1[u]+b1).

Hence (3.12) holds with a0=a1/λ1 and b0=b1/λ1. Thus we are in case (a).

(c) In this case, the operator Ψj0 is continuous from E to Lρ2. In addition

|Ψ(u)|ρa2|u|ρ+b2a2λ1[u]+b2for uE.

Hence we are in case (b) with a1=a2/λ1 and b1=b2.

Theorem 3.6

The problems (1.2) and (1.1) have at least one weak solution u E and w=(u+1)ρL2(Ω), respectively, if one of the following conditions holds:

(d)

Φ:L2(Ω)L2(Ω) is continuous from Lρ12 to Lρ12, and there are constants 0a<λ1 and hLρ12 such that

|Φ(u)(x)|a|u(x)|+h(x)for uL2(Ω) and a.a. xΩ. (3.15)
(e)

Φ(u)(x)=f(x,u(x)), where f:Ω× satisfies the Carathéodory conditions, and there exist 0a<λ1 and hLρ12 such that

|f(x,s)|a|s|+h(x)for every s and a.a. xΩ. (3.16)

Proof. (d) The case reduces to case (c) in Theorem 3.5. As in the proof of Theorem 3.2, we can show that Ψ maps Lρ2 into itself and that (3.14) holds. Next we prove that Ψ is continuous from Lρ2 to itself. Indeed, if uku in Lρ2, the ρukρu in L2(Ω), so ρukρu in Lρ12. Consequently, Φ((uk+1)ρ)Φ((u+1)ρ) in Lρ12, that is Ψ(uk)Ψ(u) in Lρ2, as wished.

(e) We reduce this case to (d). Under the above conditions on f, the Nemytskii operator associated to f maps continuously L2(Ω) into L2(Ω) and |f(x,v)|L2(Ω)a|v|L2(Ω)+|h|L2(Ω). The same is true for the function

g(x,s)=1ρ(x)f(x,sρ(x))

which also satisfies the Carathéodory conditions and the growth condition

|g(x,s)|a|s|+h(x)for every s and a.a. xΩ.

Thus the Nemytskii operator associated to g is continuous from L2(Ω) to L2(Ω). This implies that Φ is continuous from Lρ12 to Lρ12. Indeed, if uku in Lρ12, then

uk/ρu/ρin L2(Ω),whence g(,uk/ρ)g(,u/ρ)in L2(Ω).

Hence f(,uk)/ρf(,u)/ρ in L2(Ω), that is f(,uk)=Φ(uk)f(,u)=Φ(u) in Lρ12. Also (3.16) clearly gives (3.15). Hence we are in case (d).

3.4 Existence via Schaefer’s fixed point theorem

In the next result, the linear growth of the nonlinear reaction term is relaxed in case that in compensation, a sign condition holds for a part of the reaction term.

Let Φ=Φ0+Φ1 and correspondingly Ψ=Ψ0+Ψ1 and f=f0+f1.

We first state a general existence principle.

Theorem 3.7

Let Ψ0 be as in Theorem 3.5 (a). If in addition Ψ1 :EE is completely continuous and

(Ψ1(u),u)0for uE,

then the problems (1.2) and (1.1) have at least one weak solution u E and w=(u+1)ρL2(Ω), respectively. In addition [u]b0/(1a0).

Proof. The operator 1Ψ is completely continuous and for every solution uE{0} of the equation u=λ1Ψ(u) and any λ(0,1), one has

[u] = λ(Ψ(u),u)[u]=λ(Ψ0(u),u)[u]+λ(Ψ1(u),u)[u]
λ(Ψ0(u),u)[u]λ|Ψ0(u)|E<a0[u]+b0.

Here we have assumed without loss of generality that b0>0. Hence [u]<b0/(1a0), that is, the set of all solutions of the equations u=λ1Ψ(u) for λ(0,1), is bounded in E. Now Schaefer’s fixed point theorem guarantees the existence of a fixed point u E of 1Ψ with [u]b0/(1a0).

The next theorem gives us some sufficient conditions for the complete continuity of Ψ1.

Theorem 3.8

The operator Ψ1 is completely continuous from E to E if the compactness condition (Cq) holds for some q2, and one of the following conditions is satisfied:

(i)

Ψ1:ELρp is continuous and bounded for some pq/(q1);

(ii)

Ψ1:LρqLρp is continuous and bounded for some pq/(q1);

(iii)

Φ1:Lρ1qqLρ1pp is continuous and bounded for some pq/(q1);

(iv)

Φ1(u)(x)=f1(x,u(x)), where f1:Ω× satisfies the Carathéodory conditions, and there exist a+ and hLρ1pp such that

|f1(x,s)|aρpqp|s|qp+h(x)for every s and a.a. xΩ. (3.17)

Proof. (i) From (Cq), the embedding ELρq is compact, and so is the embedding LρqE. For pq/(q1)=q, since ρL(Ω), one has LρpLρq, whence the compact inclusion LρpE.

(ii) Use the embedding ELρq to reduce the case to (i).

(iii) Let uku in Lρq. Then ρukρu in Lρ1qq. Then, ρ(uk+1)ρ(u+1) in Lρ1qq, and by the assumption, Φ1(ρ(uk+1))Φ1(ρ(u+1)) in Lρ1pp. This yields Ψ1(uk)=ρ1Φ1(ρ(uk+1))Ψ1(u) in Lρp. Thus we are in case (ii).

(iv) We are in case (iii). First observe that Φ1(u)(x)=ρ(x)11/pNg(v)(x), where for each uLρ1qq, v:=ρ1/q1uLq(Ω), and

g(x,s)=ρ(x)1p1f1(x,ρ(x)11qs).

The problem reduces to show that the Nemytskii operator Ng is well-defined from Lq(Ω) to Lp(Ω). Indeed, using (3.17) we have

|g(x,s)|=ρ(x)1p1|f1(x,ρ(x)11qs)|a|s|qp+h0(x),

where h0=ρ1pphLp(Ω).

Remark 3.2 (Positive solutions)

As it is well-known, the existence of nonnegative solutions of boundary values problems is closely connected with maximum principles (see [4, Chapter 2]). For our elliptic operator u=ΔuεuH, the maximum principle holds, more exactly, if uC2(Ω),u0 and there is x0Ω with u(x0)=infΩu, then u is constant on the connected component of Ω that contains x0. Consequently, assuming that Φ(v)0 for every function v, and that a solution u of problem (1.2) is regular belonging to D(), then u1.Indeed, otherwise, we would have u=0 around Ω, u0 on a compact subset of Ω and u(x0)=minΩu<1 for some x0Ω. This implies that u is constant u(x0) on the connected component of Ω that contains x0. But this is impossible since u is zero on Ω. The case of generalized solutions can be discussed similarly using the maximum principle for weak solutions.

4 Fokker-Planck reaction-diffusion systems

Under the assumptions of Theorem 3.3, the unique stationary solution of a single equation is a global minimum of the associated energy function. We now prove that in case of a system of equations and under suitable conditions, the stationary solution is a Nash type equilibrium with respect to the couple of energy functionals associated to the component equations.

For simplicity, we shall consider only systems of two equations, that is

{Δw1+ε1div(w1H1)=Φ1(w1,w2)Δw2+ε2div(w2H2)=Φ2(w1,w2)Ωw1=1,Ωw2=1. (4.1)

In this case, denoting by

ρi=eεiHi/|eεiHi|L1(Ω)

and making the substitution

wi=(ui+1)ρi,

for i=1,2, we arrive to the system

{Δu1ε1u1H1=Ψ1(u1,u2)Δu2ε2u2H2=Ψ2(u1,u2)Ωρ1u1=0,Ωρ2u2=0 (4.2)

where

Ψi(u1,u2)=1ρiΦi((w1+1)ρ1,(w2+1)ρ2),i=1,2.

All the elements defined in Section 2 for one equation, , E, J and the scalar products and norms given by (2.2), are now duplicated for the two equations of the system, and we show it by an index i, i=1,2. We point out that we do not assume a variational structure on the whole system, but only for each component equation; thus, more exactly, we assume that there exist functions Θi:E1×E2, i=1,2, bounded from above on bounded sets and such that for each i, Ψi is the Fréchet derivative of Θi(u1,u2) with respect to the variable ui. Hence, the energy functionals are

Ji(u1,u2)=12[ui]i2Θi(u1,u2),i=1,2.

The analogue for systems of Theorem 3.1 case (a) is the following result. The reader can easily obtain the analogues for the cases (b)-(e).

Theorem 4.1

Assume that Ψi:E1×E2E1×E2 and there are nonnegative constants aij, i,j=1,2, such that

|Ψi(u1,u2)Ψi(v1,v2)|Eiai1[u1v1]1+ai2[u2v2]2,i=1,2, (4.3)

for all u1,v1E1 and u2,v2E2, and the spectral radius of the matrix M=(aij)i,j=1,2 is strictly less than 1. Then, problems (4.2) and (4.1) have unique weak solutions (u1,u2) E1×E2 and (w1,w2)L2(Ω)×L2(Ω), wi=(ui+1)ρi (i=1,2), respectively, and (u1,u2) is a Nash equilibrium of the pair of functionals (J1,J2), namely

J1(u1,u2)=minE1J1(,u2),J2(u1,u2)=minE2J2(u1,). (4.4)

Proof. First we prove the existence and the uniqueness of the solution to problem (4.2). Using (4.3) and the same arguments as in the proof of Theorem 3.1(a), we arrive to

[i1Ψi(u1,u2)i1Ψi(v1,v2)]iai1[u1v1]1+ai2[u2v2]2,i=1,2, (4.5)

which, using the matrix M, can be written in the matrix form

([11Ψ1(u1,u2)11Ψ1(v1,v2)]1[21Ψ2(u1,u2)21Ψ2(v1,v2)]2)M([u1v1]1[u2v2]2).

Now, since the spectral radius of matrix M is strictly less than 1, the existence and uniqueness of the solution (u1,u2) follow from Perov’s fixed point theorem (see [18, Theorem 1]).

In order to use the weak form of Ekeland’s principle, we look for two balls BiEi of positive radius Ri, i=1,2, with the property that

i1Ψi(B1×B2)Bifor i=1,2. (4.6)

Taking v1=v2=0 in (4.5) and assuming that [ui]iRi, i=1,2, we obtain

[i1Ψi(u1,u2)]iγi+ai1R1+ai2R2,i=1,2,

where γi=[i1Ψi(0,0)]i. Hence, in order to obtain the desired inclusions (4.6), it is enough to have γi+ai1R1+ai2R2Ri, i=1,2, or in the matrix form

(IM)(R1R2)(γ1γ2).

Multiplying on the left by (IM)1 (which is a positive matrix since the spectral radius of M is less than 1, see [18]) yields

(R1R2)(IM)1(γ1γ2),

which shows that the desired numbers R1,R2 exist.

Next, we prove that the solution (u1,u2) is the Nash equilibrium of the pair of functionals (J1,J2). To this aim, we use an iterative procedure. Denote by Jii the Fréchet derivative of the functional Ji(u1,u2) with respect to ui. To begin the iterative procedure, we fix an arbitrary element u2,0B2. At each step k1, u2,k1B2 been found at the previous step k1, first as in the proof of Theorem 3.3, we apply Ekeland’s principle in B1 to the functional J1(,u2,k1) and find an element u1,kB1 such that

J1(u1,k,u2,k1)infB1J1(,u2,k1)+1k,[11J11(u1,k,u2,k1)]11k. (4.7)

Next, we apply Ekeland’s principle in B2 to the functional J2(u1,k,) and obtain an element u2,kB2 with

J2(u1,k,u2,k)infB2J2(u1,k,)+1k,[21J22(u1,k,u2,k)]21k. (4.8)

Our aim now is to prove that the two sequences (ui,k)k, i=1,2 are Cauchy and so convergent. Let

αk=11J11(u1,k,u2,k1)and βk=21J22(u1,k,u2,k).

Clearly αk0 and βk0 in E1 and E2, respectively. As in the case of only one equation, we have

u1,k11Ψ1(u1,k,u2,k1) = αk, (4.9)
u2,k21Ψ2(u1,k,u2,k) = βk. (4.10)

By equation (4.9), we deduce

[u1,k+pu1,k]1 [11Ψ1(u1,k+p,u2,k+p1)11Ψ1(u1,k,u2,k1)]1+[αk+pαk]1
a11[u1,k+pu1,k]1+a12[u2,k+p1u2,k1]2+[αk+pαk]1
a11[u1,k+pu1,k]1+a12[u2,k+pu2,k]2
+a12([u2,k+p1u2,k1]2[u2,k+pu2,k]2)+[αk+pαk]1.

By equation (4.10) we have

[u2,k+pu2,k]2a21[u1,k+pu1,k]1+a22[u2,k+pu2,k]2+[βk+pβk]2. (4.12)

Denote

δk,p=[u1,k+pu1,k]1,ηk,p=[u2,k+pu2,k]2,ξk,p=[αk+pαk]1,χk,p=[βk+pβk]2.

Obviously, ξk,p0 and χk,p0 as k, uniformly with respect to p. Using the above notations, the inequalities (4) and (4.12) become

δk,p a11δk,p+a12ηk,p+ξk,p+a12(ηk1,pηk,p),
ηk,p a21δk,p+a22ηk,p+χk,p.

These can be put under the following matrix form

(δk,pηk,p)M(δk,pηk,p)+(ξk,p+a12(ηk1,pηk,p)χk,p).

Hence

(δk,pηk,p)(IM)1(ξk,p+a12(ηk1,pηk,p)χk,p).

Let (IM)1=(μij). Then

δk,p μ11(ξk,p+a12(ηk1,pηk,p))+μ12χk,p,
ηk,p μ21(ξk,p+a12(ηk1,pηk,p))+μ22χk,p.

The second inequality yields

ηk,pμ21a121+μ21a12ηk1,p+μ21ξk,p+μ22χk,p1+μ21a12. (4.13)

Note that the sequence (uk,p)k is bounded uniformly with respect to p as follows from (4.10) (recall that u1,kB1 and u2,kB2). Consequently, by its definition, the sequence (ηk,p)k is also bounded uniformly with respect to p. Thus we can apply to it the following lemma proved in [16, Lemma 3.2].

Lemma 4.1

Let (xk,p)k and (yk,p)k be two sequences of real numbers depending on a parameter p such that the sequence (xk,p)k is bounded uniformly with respect to p, and

0xk,pλxk1,p+yk,p (4.14)

for all k,p and some λ[0,1[. If yk,p0 as k uniformly with respect to p, then xk,p0 uniformly with respect to p.

Indeed, (4.13) reads as (4.14). Therefore ηk,p0 uniformly with respect to p, which proves that the sequence (u2,k)k is Cauchy. Next, inequality (4) together with a11<1 (which is a consequence of the fact that the spectral radius of matrix M is less that 1) implies that (u1,k)k is Cauchy too. Let v1,v2 be the limits of the sequences (u1,k)k and (u2,k)k, respectively. Passing to the limit in (4.7) and (4.8), we obtain that (v1,v2) solves system (4.2). The uniqueness of the solution and the arbitrariness of R1,R2 imply that (v1,v2)=(u1,u2) and that (u1,u2) satisfies (4.4).

Acknowledgements

The research is carried out within the national group GNAMPA of INdAM and supported by the INdAM-GNAMPA Project 2019 Metodi topologici per problemi differenziali nonlineari ed applicazioni.

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