Study of Elliptic Partial Differential Equations

Prepared By
Mohit Jain 2015B4A30564P
Aayushmaan Thakur 2015B4A80580P

In partial fulfilment of
MATH F266 – Study Project

Submitted To

Dr. Gaurav Dwivedi

BIRLA INSTITUTE OF TECHNOLOGY &

SCIENCE, PILANI
MARCH, 2019
 ACKNOWLEDGEMENT

The success and final outcome of this project required a lot of guidance and
assistance. All that we have done till now is only due to such supervision and
assistance provided by Dr. Gaurav. We thank Dr. Gaurav for all this. We would
also like to thank the Department of Mathematics, BITS Pilani, for giving us this
opportunity to learn.
Moreover, we would like to express our gratitude towards the college and all the
driving forces for the same, including the Director, Vice Chancellor and many
others.
Last but not the least, we would like to thank our parents and friends for
primarily their emotional support and many other things to enable us to work on
this project.
 ABSTRACT

The main aim of the project is to study the existence of weak solutions to
elliptic boundary value problem and use non variational techniques to do so.
The report first introduces the method to prove the existence of a unique
solution to a basic ordinary differential equation in operator form. To assist in
proving the existence of the solutions certain theorem and definitions have been
introduced. These methods have been extended to partial differential equations
and thus help in achieving the main objective to prove the existence of weak
solution of elliptic PDE.
 INTRODUCION

Let us consider an operator T : H  H from a Hilbert space into itself, with a

scalar product as  .,.  and norm as || . || and suppose we have to prove that the
equation has a unique solution u  H ,
T (u )  h h  H (1)
To have a better understanding of the problem let us consider an example of a
real function of one variable f :  . We will find conditions on f, such that
the equation y  f ( x) has a unique solution and then we will extend the concept
into equation (1).
If we consider f to be continuous, monotone and lim | f ( x) |  , we can then
| x| 

easily see with the help of the graph below that the equation y  f ( x) has a
unique solution.

So we can extend this concept and state that T : H  H must be a continuous

operator, monotone and weakly coercive in order for equation (1) to have a
unique solution.
1. Definitions and Theorems

Definition 1.1: Let H be a Hilbert space. An operator T : H  H satisfying

lim T (u )  
u h 

is called weakly coercive.

Definition 1.2: Let H be a Hilbert space. An operator T : H  H satisfying
T (u )  T (v), u  v  0 for any u , v  H

is called a monotone operator. An operator T is called strictly monotone if for

u  v , the strict inequality holds in the above equation. An operator T is called
strongly monotone if  c > 0 such that
T (u )  T (v), u  v  c u  v for any u , v  H
2

Note: Strongly Monotone is Strictly Monotone and therefore is monotone. Also

strongly monotone operator implies weakly coercive.
T (u )  T (v), u  v  c u  v u, v  H
2

T (u )  T (0), u  c u
2
(i)
T (u )  T (0), u  [ T (u )  T (0) ] u (from Schwartz inequality)
T (u )  T (0), u  [ T (u )  T (0) ] u (ii)
from (i) and (ii)
[ T (u )  T (0) ] u  c u
2

T (u )  c u  T (0)

From the above condition, we can easily see that strongly monotone operator is
weakly coercive.

Theorem 1.3: Let H be a real Hilbert space and let T : H  H be continuous,

monotone and weakly coercive. Then
T (H)=(H)

If T is strictly monotone, then for any h  H the equation

T (u ) = h
has a unique solution.
Corollary 1.4: Let H be a real Hilbert space and let T : H  H be continuous,
strongly monotone operator. Then for any h  H the equation
T (u )  h

has a unique solution. Let T (u1 )  h1 and T (u2 )  h2 . Then

1
u1  u2  h1  h2
c

with c > 0, i.e., T 1 is Lipschitz continuous.

Theorem 1.5 (Browder Theorem): Let X be a reflexive real Banach space. Let
T : X  X * be an operator satisfying

o T is bounded
o T is continuous
o T is coercive , i.e.,
T (u ), u
lim  
||u|| || u ||

o T is monotone on space X; i.e., for all u , v  X

T (u )  T (v), u  v  0 (1)

Then the equation,

T (u )  f * (2)

has at least one solution u  X for every f *  X * .

Moreover, if the inequality (1) is strict for all u, v  X , u  v , then the equation (2)
has a unique solution u  X for every f *  X * .

Theorem 1.6 (Leray-Lions Theorem): Let X be a reflexive real Banach space.

Let T : X  X * be an operator satisfying
o T is bounded
o T is continuous
o T is coercive
Moreover, there exists a bounded mapping  : X  X  X * , such that,
o  (u, u )  T (u ) for every u  X
o u, h, w  X and any sequence {tn }n 1 of real numbers such that tn  0 , we
have
 (u  tn h, w)  (u, w)

o u, w  X , we have
 (u, u )   ( w, u ), u  w  0
(Analogous to the condition of monotonicity in the principal part)
o If un  u and

lim (un , un )  (u, un ), un  u  0

n 

then we have, for any w  X

 ( w, un )   ( w, u )

o If w  X , un  u ,  ( w, un )  z , then

lim ( w, un ), un  z , u
n 

Then the equation,

T (u )  f *

has at least one solution u  X for every f *  X * .

Definition 1.7: Let  be an open set in N . A function f :    N

is said to
have caratheodory property (notation f  CAR(  ) ) if
o For all y  , the function x f ( x, y ) is Lebesgue measureable on  .
o For a.a. x   , the function y f ( x, y ) is continuous on .
Theorem 1.8 (Sobolev Embedding Theorem): Let k  and let p  1,   .

N 1 1 k
o If k    .
*
, then W k , p ( N
) ↪ Lp ( R N ) for
p p* p N
N
o If k  , then
p
(a) W k , p ( N ) ↪ Lr ( R N ) for all r  [ p, ) .
(b) W k , p ( N ) ↪ Lr loc ( R N ) for all r  1
N N
o If k  , then W k , p ( N
) ↪ C 0, ( N
) for all 0    k- .
p p

Result 1.9: From the Theorem 1.8,

N 1
o If N=1,  1 k
p 2
1
hence, W 1,2 ( 1 ) ↪ C ( ) for all 0   
2
So, u C (  )  c u W 0 ()
1,2 , u W01,2 () (3)
N
o If N=2, 1 k
p
hence, W 1,2 ( 1 ) ↪ Lq ( 2 ) where q  1 is arbitary
So, u L (  )  c u W (  ) , u W01,2 ()
q 1,2
0
(4)
N
o If N  3,  k , hence, W01.2 ( N ) ↪ Lq ( N
),
p
1 1 k
where,  
q p N
1 1 1
  
q 2 N
1 N 2
 
q 2N
2N
q and q  1
N 2
So, u Lq (  )  c u W 1,2 (  ) , u W01,2 ()
0
(5)
Definition 1.10 (Nemytski Operator): Let f be a function satisfying
caratheodory conditions and a function u :   , then we define a new function
F (u )( x)  f ( x, u ( x)) .
This function F is called a Nemytski operator.

Let us define an operator S : W01,2 ()  W01,2 () as

 S (u), v    g ( x, u( x))v( x)dx, where g  CAR( ) and for all v W01,2 ()


Result 1.11: For u1 , u2  W01,2 () ,

S (u1 )  S (u2 )  sup ( S (u1 )  S (u2 ), v)

v 1

= sup
v 1
  g ( x, u ( x))  g ( x, u ( x))  v( x)dx
 1 2

 sup   g ( x, u1 ( x))  g ( x, u2 ( x))  v( x) dx

v 1 

For N = 1,  sup v( x)
v 1
  g ( x, u ( x))  g ( x, u ( x))  dx

1 2

 v C ()
G (u1 )  G (u2 ) L1 (  )

 v W 1,2 (  ) G (u1 )  G (u2 ) L1 (  )

from Equation (3)
0

1 1
 q  q' q
 sup   v( x) dx     g ( x, u1 ( x))  g ( x, u2 ( x))  dx  (where q  1, and q' =
q q'
For N = 2, )
v 1      q 1
 v Lq (  ) G (u1 )  G (u2 ) Lq ' (  )
 v W 1,2 (  ) G (u1 )  G (u2 ) Lq ' (  )
from Equation (4)
0

1 1
 q  q' 2N q
 sup   v( x) dx     g ( x, u1 ( x))  g ( x, u2 ( x ))  dx  (where 1  q 
q'
For N  3,
q
, and q' = )
v 1      N 2 q 1

 v Lq (  )
G (u1 )  G (u2 ) Lq ' (  )

 v W 1,2 (  ) G (u1 )  G (u2 ) Lq ' (  )

from Equation (5)
0

So the result can be generalized as

S (u1 )  S (u2 ) W 1,2 (  )  G (u1 )  G (u2 ) X ()
0

(i) for N = 1, X = L () 1

q (6)
(ii) for N = 2 and q  1 arbitary, X = Lq ' () where q' =
q-1
2N q
(iii) for N  3 and 1  q  , X = Lq ' () where q' =
N-2 q-1
Theorem 1.12: The following growth conditions guarantee the desired
continuity of Nemytski operator G for function g ( x, s ) , which are as follows:
o For N = 1:
g ( x, s )  r ( x )  C  s  where r  L1 () (7)
and C(t) is a nonnegative continuous function of the variable t ≥ 0.
o For N = 2:
q
q 1
g ( x, s )  r ( x )  c s where r  Lq 1 () (8)
and c ≥ 0,q ≥ 1 and arbitrary.
o For N ≥ 3:
N+2 2N
g ( x, s )  r ( x )  c s N-2 where r  LN+2 () and c > 0 (9)

It is clear the larger the value of q we choose, we obtain more general growth
conditions for g. The generalized growth condition can be written as
g ( x, s )  r ( x )  c s where r  L2 () and c > 0 (10)

Theorem 1.13: Let g  CAR(  ) satisfy one of the growth condition (7-9)
depending on N. Moreover, let g ( x, ) be a decreasing function for a.a. x   .
Then,
u ( x)  g ( x, u ( x)) in 

u = 0 on 

has a unique weak solution.

Proof. Let  = W01.2 (0,1) . We multiply the given with v(x) = 0 with it being zero
on boundary conditions and v   , and then integrate in on 

  (u ( x))v( x)dx      (u ( x))v( x)dx

 

     u ( x) v( x) dx   v( x)(u ( x)  ds  v  0 on boundary conditions

   
  u ( x) v( x) dx

Set T = L – S, i.e.,

(T (u ), v)   u ( x)v( x) dx   g ( x, u ( x))v( x) dx for any u, v W01,2 ().

 

where,  S (u ), v    g ( x, u ( x))v( x) dx, where g  CAR (  ) and for all v W01,2 ()


and  L(u ), v  =  u ( x)v( x) dx for all v  W01,2 () and a fixed u  W01,2 ()


So the equation in the given problem reduces to T (u )  o .

If we take the inner product on W01.2 (0,1) as

u, v   u ( x)v( x)dx


We can easily see that the operator L is an identity mapping in W01.2 (0,1) . So L is
continuous. Also from Theorem 1.12, we can state that S is a continuous
mapping.
So, T is a continuous operator from W01,2 () into itself as both L and S are
continuous. Moreover, for u1 , u2  W01,2 () , we have

(T (u1 )  T (u2 ), u1  u2 )   (u1 ( x)  u2 ( x))(u1 ( x)  u2 ( x))dx



  [ g ( x, u1 ( x))  g ( x, u2 ( x))](u1 ( x)  u2 ( x))dx



 
| (u1 ( x)  u2 ( x)) |2 dx = || u1  u2 ||2

Hence T is a strongly monotone operator. The operator equation

T (u )  o

has a unique solution according to Corollary 1.4 has a unique weak solution
2. Applications and Examples

Example 2.1: Prove that the boundary value problem given below has a unique
solution.
 x(t )  g ( x(t ))  f (t ) for t  (0,1)

 x(0)  x(1)  0

where g :  is a continuous function and f  L2 (0,1) is a given function.

This problem is an application of corollary 1.4.
Let H  W01,2 (0,1) and we define a few operators as J , G : H  H and an element
f *  H by
1
( J ( x), y )   x(t ) y (t )dt
0
1
(G ( x), y )   g ( x(t )) y (t )dt
0
1
( f , y )   f (t ) y (t )dt for any x, y  H
0

For W01,2 (0,1) , the scalar product and norm are defined respectively as
1
x, y   x(t ) y (t )dt
0
1
1 2
x    x(t ) dt 
2

0 

We now multiply the given problem by y and then integrate it from 0 to 1

  x(t )  g ( x(t ))  f (t )
  x(t ) y (t )  g ( x(t )) y (t )  f (t ) y (t ) for y  H
1  1 1
    x(t ) y (t )dt    g ( x(t )) y (t )dt   f (t ) y (t )dt
0  0 0

 1
 1 1
   x(t ) y (t ) 0   x(t ) y (t )dt    g ( x(t )) y (t )dt   f (t ) y (t )dt
1

 0  0 0
1 1 1
  x(t ) y (t )dt   g ( x(t )) y (t )dt   f (t ) y (t )dt
0 0 0

  J ( x), y    G ( x), y    f , y 
*

  J ( x)  G ( x), y    f * , y 
Let J + G = S
  S ( x), y    f * , y 
 S ( x)  f * (i)

Now we have the equation S ( x)  f * , where f *  W01,2 (0,1) . If we can prove that S
is continuous and strongly monotone operator, then from the theorem
mentioned above there will exist a unique solution for equation (i).
First we prove S as a continuous operator, for that we have to prove J and G as
continuous operators.
From the definition of scalar product of in W01,2 (0,1) and the definition of
operator J, it can easily be seen that J is an identity mapping on H. Hence,
operator J is continuous.
Now we have to prove G as continuous
G ( xn )  G ( x)  sup  G ( xn )  G ( x), w 
w 1

1
sup
w 1 0
 g ( x (t ))  g ( x(t )) w(t )dt
n

1 1
1 2  1 2
 sup   w(t ) dt    g ( xn (t ))  g ( x(t )) dt 
2 2


w 1 0
 0 
1
1 2
 sup w L2 (0,1)   g ( xn (t ))  g ( x(t )) dt 
2

w 1
0 
1
1 2
 c   g ( xn (t ))  g ( x(t )) dt 
2

0 
The expression tends to 0 as g(xn(t)) tends to g(x(t)), as g is a continuous
function.
So, G ( xn )  G ( x) and hence G is a continuous operator and hence S is a
continuous operator.
Now we will prove S to be a strongly monotone operator.
 S ( x)  S ( y ), x  y 
  J ( x)  J ( y ), x  y    G ( x )  G ( y ), x  y 
1 1
  ( x(t )  y (t )) 2 dt    g ( x(t ))  g ( y (t )) x(t )  y (t ) dt
0 0
1
 x  y    g ( x(t ))  g ( y (t )) x(t )  y (t ) dt
2

The second term will be positive if g is a continuous

and monotonic increasing function
 x y
2

Hence S is a strongly monotone operator. So this implies that the equation

S ( x)  f * will have a unique solution. And since it is a weak formulation of the
given problem, therefore the given problem has a unique weak solution.

Example 2.2: Consider the BVP,

(| x(t ) | p 2 x(t )) g ( x(t ))  f (t ), for t  (0,1)

 x(0)  x(1)  0

where p  1, f Lp (0,1) , and g :  is a continuous and increasing function.

Solution. Let X  W01, p (0,1) with the norm,
1
|| x ||  ( | x(t ) | dt)
0
p 1/ p

and we define a few operators as J , G : X  X * and an element f *  X * by

1
( J ( x), y )   | x(t ) | p  2 x(t ) y (t )dt
0
1
(G ( x), y )   g ( x(t )) y (t )dt
0
1
( f , y )   f (t ) y (t )dt for any x, y  X
0
We multiply the given problem by y and integrate it from 0 to 1
 (| x(t ) | p  2 x(t )) g ( x(t ))  f (t )
1 1 1
   (| x(t ) | p  2 x(t )) y (t )dt   g ( x(t )) y (t ) dt   f (t ) y (t ) dt
0 0 0
1
  | x(t ) | p2
x(t ) y (t )dt  (G ( x), y )  ( f , y )
*
0

 T ( x)  f * (i)
where T  J  G

Now we have the equation T ( x)  f * , where f *  W01, p (0,1) . Finding a solution to

equation (i) is equivalent to finding a weak solution of the BVP.
Firstly we prove J is continuous.
J ( xn )  J ( x)  sup  J ( xn )  J ( x), y 
y 1

1
= sup  [| xn (t ) | p  2 xn (t )  | x(t ) | p  2 x(t )] y (t )dt
y 1 0

1 1
1 p  1  p' 1 1
 sup   y(t ) dt    | xn (t ) | p  2 xn (t )  | x(t ) | p  2 x(t ) dt 
p'
 1
p
using Holder's inequality where

y 1 0
 0  p p'
1
1  p'
 sup y Lp (0,1)   | xn (t ) | p  2 xn (t )  | x(t ) | p  2 x(t ) dt 
p'

y 1
0 
1
1  p'
 c   | xn (t ) | p  2 xn (t )  | x(t ) | p  2 x(t ) dt 
p'
(ii)
0 

Using the Holder inequality we also have,

G ( xn )  G ( x )  sup  G ( xn )  G ( x ), y 
y 1

1
= sup
y 1 0
 g ( x (t ))  g ( x(t )) y(t )dt
n

1 1
1 p  1  p'
 sup   y(t ) dt    g ( xn (t ))  g ( x(t )) dt 
p p'


y 1 0
 0 
1
 1
 p'
 sup y   g ( xn (t ))  g ( x(t )) dt 
p'
Lp (0 ,1)
y 1
0 
1
1  p'
 c   g ( xn (t ))  g ( x(t )) dt   0
p'
(iii)
0 
From equations (ii) and (iii), J and G are proved to be continuous. Hence, T is
continuous
Now, we prove that T is monotone.
1
(T ( x)  T ( y ), x  y )   [| x(t ) | p  2 x(t )  | y (t ) | p  2 y (t )]( x(t )  y (t ))dt
0
1
+  [ g ( x(t ))  g ( y(t ))]( x(t )  y(t ))dt
0
1 1
  | x (t ) | dt   | y(t ) | p  2 y (t ) x(t )dt
p
0 0
1 1
  | x(t ) | p  2 y (t ) x(t )dt   | y(t ) |
p
dt (As g is increasing)
0 0
1 1
  0
| x(t ) | p dt   | y(t ) | p 1 x(t )dt
0
1 1
  | x(t ) | p 1 y (t ) dt   | y (t ) |
p
dt
0 0
1 1
  | x (t ) | dt   | y (t ) | p 1 x(t )dt
p
0 0
1 1
  | x(t ) | p 1 y (t )dt   | y(t ) |
p
dt
0 0
1 1 1
 0
| x(t ) | p dt  (  | y (t ) |( p 1) p ' dt )1/ p ' (  | x (t ) | p dt )1/ p
0 0
1 1 1
 (  | x(t ) |( p 1) p ' dt )1/ p ' (  | y (t ) | p dt )1/ p +  | y (t ) | p dt
0 0 0

1 1
[where   1,
p p'
 ( p  1) p '  p ]
1 1 1
  | x (t ) | dt  (  | y (t ) | p dt )1/ p ' (  | x(t ) | p dt )1/ p
p
0 0 0
1 1 1
 (  | x(t ) | p dt )1/ p ' (  | y (t ) | p dt )1/ p +  | y (t ) | p dt
0 0 0
p 1 p 1
 ||x||  (|| x ||)(|| y ||
p
)  (|| y ||)(|| x || )||y|| p
 (||x||-||y||)(||x|| p 1 -||y|| p 1 )  0

With strict inequality for x  y , since s | s | p 1 is a strictly increasing function

on (0, ) . Hence, monotonicity of T follows. Finally,
1 1
(T ( x), x)   | x(t ) | p dt  g ( x(t )) x(t )dt
0 0
1 1
= ||x||  [ g ( x(t )  g (0)]( x(t )  0) dt   g (0) x(t )dt  ||x|| p  | g (0) ||| x ||,
p
0 0

i.e. T is coercive. It follows from Browder’s Theorem that there is a unique

solution of the equation (3) (which in turn is a unique weak solution of the
BVP).
 FUTURE WORK

Further studies will be carried out and more emphasis will be given in the study
of existence of solution of partial differential equation. The topics which will be
mainly studied for the remainder of the project shall include ‘Supersolutions,
Subsolutions and Monotone Iterations’ and ‘Maximum principle for both ODE
and PDE’.
 REFERNCES

[1] Bresnan, A. (2012, February 27). sobolev-notes.pdf. Retrieved from www.math.psu.edu:

https://www.math.psu.edu/bressan/PSPDF/sobolev-notes.pdf
[2] Drabek, P., Milota J., 2nd Edition, Methods of Nonlinear Analysis,(pp 361-391)
[3] Davis. (n.d.). measure_notes_ch7. Retrieved from math.ucdavis.edu:
https://www.math.ucdavis.edu/~hunter/measure_theory/measure_notes_ch7.pdf