Differential - Equations.and - Control.theory - Ebook EEn

differential equations and control theory
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
differential equations and control theory
edited by
Sergiu Aizicovici Nicolae H. Pavel
Ohio University Athens, Ohio
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Additional Volumes in Preparation
Preface
This volume is based on papers presented at the International Workshop on Differential
Equations and Optimal Control, held at the Department of Mathematics of Ohio University in Athens, Ohio. The main objective of this international meeting was to feature new trends in the
theory and applications of partial differential and functional-differential equations and their optimal control. The workshop can be viewed as a follow-up to the March 1993 Ohio University International Conference on Optimal Control of Differential Equations, whose proceedings were edited by N. H. Pavel and also published by Marcel Dekker, Inc., as volume 160 of the series: Lecture Note in Pure and Applied Mathematics. A large variety of related topics is covered in this volume, both theoretical and applied, deterministic and stochastic. The topics include: nonlinear programming and control with closed range operators, stabilization of the diffusion equations, flow-invariant sets with respect to the Navier-Stokes equations, numerical approximation of the Riccati equation, telegraph systems, dispersive equations, viable domains for differential equations, almost periodic solutions to neutral functional equations, Wentzell boundary conditions, parabolic phase-field models with
memory, Kato classes of distributions, optimal control and algebraic Riccati equations, identification problems for wave equations via optimal control, integrodifferential and other functional equations, stochastic Navier-Stokes equations, Lavrentiev phenomena, volatility for American options via optimal control, obstacle problems, necessary conditions of optimality for semilinear problems, Lyapunov stability, least action for ,/V-body problems, and more. The workshop was sponsored by the College of Arts and Sciences, the Department of Mathematics, and the Research Office of Ohio University. We gratefully acknowledge their financial support, which made this workshop possible. We are also very indebted to all participants and contributors. Finally, our thanks go also to Marcel Dekker, Inc., for undertaking the publication of this volume.
Sergiu Aizicovici Nicolae H. Pavel
Contents
Preface
Contributors
1.
Existence and Uniqueness of Solutions to a Second Order Nonlinear Nonlocal Hyperbolic Equation Azmy S. Ackleh, Sergiu Aizicovici, Michael Demetriou, and Simeon Reich Fully Nonlinear Programming Problems with Closed Range Operators Sergiu Aizicovici, D. Motreanu, and Nicolae H. Pavel Internal Stabilization of the Diffusion Equation Laura-Iulia Anita and Sebastian Ani/a
Flow-Invariant Sets with Respect to Navier-Stokes Equation V. Barbu and Nicolae H. Pavel
2.
3.
4.
5.
Numerical Approximation of the Riccati Equation via Fractional Steps Method Tudor Barbu and Costica Moroanu
Asymptotic Analysis of the Telegraph System with Nonlinear Boundary Conditions L. Barbu, E. Cosma, Gh. Moroganu, and W. L. Wendland Global Existence for a Class of Dispersive Equations Radu C. Cascaval
6.
1.
8.
Viable Domains for Differential Equations Governed by Caratheodory Perturbations of Nonlinear m-Accretive Operators Ovidiu Carjd and loan L Vrabie Almost Periodic Solutions to Neutral Functional Equations C. Corduneanu
The One Dimensional Wave Equation with Wentzell Boundary Conditions Angela Favini, Gisele Ruiz Goldstein, Jerome A. Goldstein, and Silvia Romanelli On the Longterm Behaviour of a Parabolic Phase-Field Model with Memory Maurizio Grasselli and Vittorino Pata
9.
10.
11.
12.
On the Kato Classes of Distributions and the BMO-Classes Archil Gulisashvili

The Global Solution Set for a Class of Semilinear Problems Philip Korman
13.
14.
Optimal Control and Algebraic Riccati Equations under Singular Estimates for eAlB in the Absence of Analyticity. Part I: The Stable Case Irena Lasiecka and Roberta Triggiani
Solving Identification Problems for the Wave Equation by Optimal Control Methods Suzanne Lenhart and Vladimir Protopopescu Singular Perturbations and Approximations for Integrodifferential Equations J. Liu, J. Sochacki, and P. Dostert
15.
16.
17.
Remarks on Impulse Control Problems for the Stochastic Navier-Stokes Equations J. L. Menaldi and S. S. Sritharan
18.
Recent Progress on the Lavrentiev Phenomenon with Applications Victor J. Mizel Abstract Eigenvalue Problem for Monotone Operators and Applications to Differential Operators Silviu Sburlan
Implied Volatility for American Options via Optimal Control and Fast Numerical Solutions of Obstacle Problems
19.
20.
Srdjan Stojanovic
21. First Order Necessary Conditions of Optimality for Semilinear Optimal
Control Problems M. D. Voisei
22.
Lyapunov Equation and the Stability of Nonautonomous Evolution Equations in Hilbert Spaces Quoc-Phong Vu and Siu Pang Yung
23.
Least Action for TV-Body Problems with Quasihomogeneous Potentials Shih-liang Wen and Shiqing Zhang
Contributors
Azmy S. Ackleh
University of Louisiana at Lafayette, Lafayette, Louisiana
Sergiu Aizicovici
Laura-Iulia Anija Sebastian Anifa
Ohio University, Athens, Ohio

University "ALL Cuza", lasi, Romania University "ALL Cuza", lasi, Romania
L. Barbu
Ovidius University, Constanja, Romania
Tudor Barbu Institute of Mathematics of Romanian Academy, lasi, Romania
V. Barbu
University of lasi, lasi, Romania
OvidiuCarja
"ALL Cuza" University of lasi, lasi, Romania

University of Missouri, Columbia, Missouri
Radu C. Cascaval
C. Corduneanu
University of Texas at Arlington, Arlington, Texas
Michael Demetriou Worcester Polytechnic Institute, Worcester, Massachusetts
P. Dostert
James Madison University, Harrisonburg, Virginia
Angelo Favini
Universita di Bologna, Bologna, Italy
Gisele Ruiz Goldstein University of Memphis, Memphis, Tennessee
Jerome A. Goldstein University of Memphis, Memphis, Tennessee Maurizio Grasselli Politecnico di Milano, Milan, Italy
A. Gulisashvili
Philip Korman University of Cincinnati, Cincinnati, Ohio

Irena Lasiecka University of Virginia, Charlottesville, Virginia
Suzanne Lenhart University of Tennessee, Knoxville, Tennessee

J. Liu James Madison University, Harrisonburg, Virginia
J. L. Menaldi
Victor J. Mizel
Wayne State University, Detroit, Michigan

Carnegie-Mellon University, Philadelphia, Pennsylvania University "ALL Cuza", lasi, Romania
Costica Morosanu
Gh. Moroganu
Stuttgart University, Stuttgart, Germany
D. Motreanu University of lasi, lasi, Romania

Vittorino Pata Nicolae H. Pavel Politecnico di Milano, Milan, Italy Ohio University, Athens, Ohio
Vladimir Protopopescu Oak Ridge National Laboratory, Oak Ridge, Tennessee Simeon Reich The Technion-Israel Institute of Technology, Haifa, Israel
Silvia Romanclli Universita di Bari, Bari, Italy
Silviu Sburlan Ovidius University, Constantza, Romania

J. Sochacki James Madison University, Harrisonburg, Virginia
U.S. Navy, San Diego, California
University of Cincinnati, Cincinnati, Ohio University of Virginia, Charlottesville, Virginia
S. S. Sritharan
Srdjan Stojanovic Roberto Triggiani
M. D. Voisei
loan I. Vrabie "ALL Cuza" University of lasi, lasi, Romania

Quoc-Phong Vu Ohio University, Athens, Ohio
Shih-liang Wen
W. L. Wendland
Siu Pang Yung

Stuttgart University, Stuttgart, Germany
University of Hong Kong, Hong Kong, China
Shiqing Zhang Chongqing University, Chongqing, China
Existence and Uniqueness of Solutions to a Second Order Nonlinear Nonlocal Hyperbolic Equation
AZMY S. ACKLEH Department of Mathematics, University of Louisiana at Lafayette,
Lafayette, LA 70504, USA
SERGIU AIZICOVICI
Department of Mathematics, Ohio University,
Athens, OH 45701, USA
MICHAEL DEMETRIOU
Department of Mechanical Engineering, Worcester Polytechnic Institute,
Worcester, MA 01609, USA
SIMEON REICH Department of Mathematics, The Technion-Israel Institute of Technology, 32000 Haifa, ISRAEL
We establish existence and uniqueness of weak solutions to a class of second order distributed parameter systems with sudden changes in the input term. Such systems are often encountered in flexible structures and structure-fluid interaction systems that utilize smart actuators. A Galerkin finite dimensional approximation scheme for computing the solution of these systems is developed and its strong convergence is proved. Numerical results are also presented.
Introduction
In this paper we consider the nonlinear, nonlocal partial differential equation

wtt + KT.WZXXX + Kzwxxxxt = [/3(x,t)g(y)]xx
with boundary and initial conditions given by
+ f(x,t),
(1.1)
wx(0,t)=w(0,t) = 0,
wx(l,t)=w(l,t)=Q,
In equation (1.1) the function y satisfies

= \ Jo
where X[xi,x2] denotes the characteristic function on the interval [xi,X2J, with 0 < x\ <
2 < 1. The constants KI, KI and ks are positive and g is a Lipschitz continuous function. There is an extensive literature on linear and semilinear second order (in time) evolution
equations (e.g., [1, 2, 3, 4, 6, 7, 12, 13, 14, 16]). For example, the existence-uniqueness
results presented in [4] apply to the system (1.!)-(!.2) for the case g = 0. However, to our knowledge, no existence-uniqueness results for the system (1.1)-(1.2) (with a nontrivial nonlinear function g) are available. Equation (1.1) is a general form of the model developed by Demetriou and Polycar-
pou [9, 10]. Indeed, in the context of the flexible structure encountered in Demetriou and
Polycarpou [9], KI denotes the stiffness
parameter, KZ the damping parameter and ks the
sensor piezoceramic constant; see Banks et al. [5] and Dosch et al. [11]. When the actuator
(input) failure term /3(x,t)g(y) is written as
P(x,t)g(y) = AW (kaX(xim](x)e(t))
g(y)
with the time profile (Polycarpou and Helmicki [15]) of the failure given by
f 0
fl(
ift<Tf
>!-,
A>
" = {l-^,
'
< L3 >
and the nominal forcing (actuator) term given by
f ( x , t ) = [kaX[Xl,X2](x)e(t)]xx,
ka > 0,
then equation (1.1) has exactly the same form as the beam equation considered in Demetriou and Polycarpou [9]. The time T; denotes the unknown instance of the failure occurrence
and the signal e denotes the input voltage to the patch. Similarly, ka denotes the actuator
piezoceramic constant; see Banks et al. [5]. Therefore, this model describes the dynamics
of a flexible cantilevered beam before (t < T/) and after (t > Tf) the occurrence of an anticipated actuator failure commencing at an unknown time Tf. In view of the above, the plant equation (1.1) can now be written as follows:
wtt
Our efforts here are a continuation of an earlier work [8]. There, the following Galerkin
approximations for solutions of the system (1. !)-(!. 2) were considered:
where {V'j}^! are the eigenfunctions corresponding to the eigenvalues {Xj}^ of the strictly d4 positive self adjoint operator A - with the dense domain in L 2 (0, 1) given by ax*
-D(A) = {<t> 6 # 4 (0, 1) : 0'(0) = 0(0) - 0, 0'(1) - 0(1) = 0}.

It is well known that the eigenvalues Xj are simple and that the set of eigenfunctions
{tjjj} forms a complete orthonormal system in L 2 (0, 1). A priori bounds which are based on energy estimates were established for these Galerkin approximations. Furthermore, in order to detect, diagnose and accommodate the actuator failure, a model-based fault diagnosis scheme was presented. Our scheme consisted of a detection/diagnostic observer and an estimator of the actuator failure term. Since the proposed scheme is infinite dimensional,
a finite dimensional approximation was considered for computational purposes. The present paper is organized as follows. In Section 2 we give the definition of weak solutions to problem (1. !)-(!. 2) and establish existence-uniqueness of such solutions using a Galerkin approximation technique. The strong convergence of this approximation is also proved. In Section 3 we use the Galerkin method to give a numerical solution to a model
problem.
Existence and Uniqueness of Weak Solutions
We begin this section by letting H L2(0, 1) and V = HQ(O, 1), so we have the Gelfand
triple V ^-> H ^ V with V = #~ 2 (0, 1). We denote by {-,-) the inner product in H,
while (, -}v*,v stands for the usual duality product. Let || ||, || ||v, and || \\y* denote the norms of the spaces H, V, and V , respectively. Assume that the parameters in (1. !)-(!. 2)
satisfy the following conditions:
(A/}) The function j3 e L (Q,T,H), with ||/?|| LOO(0>T . ff) < L.
(Ag) The nonlinear function g satisfies the following Lipschitz condition: \9 (6) - 5(6)1 < ^ 16 - 61 , for all 6,6 R, K
s
where C\ < K^/L.

(A;) The forcing term f e L2 (0, T; V*) .
To establish the existence-uniqueness of solutions we use a Galerkin type method which is comparable to the one employed in the study of well-posedness for other second order (in time) evolution equations (see, e.g., [1, 2, 3, 4, 12, 13, 14]). To this end, we define the
space of functions
UT = (u : u 6 Wl>2(0, T; V), utt e L 2 (0, T; V*)}

with norm
U
UT =
i.2( 0 ,T;V)
We now define the notion of a weak solution to the problem (1. !)-(!. 2).
Definition 2.1 We say that a function w G UT is a weak solution of (1. !)-(!. 2) if -it
satisfies
>)v,V + Ki(wxx(t),(j>xx) + K2(wxxt(t),(j>xx)
(2.1)
= </?(*Ml/W).0xx> + </(*), 0)v,v,
V0eV
and w(0) = WoeV, wt(0) = Wl e H.
(2.2)
Next we state the existence-uniqueness theorem which is the main result of this paper.
Theorem 2.2 The problem (1. !)-(!. 2) has a unique weak solution.
Proof. Let {ÎSi be any linearly independent total subset of V. For each m, let
and let w, w Vm be chosen so that w -> w0 in V, w > w\ in H as m > oo. For each
TO we define an approximate solution to the problem (1. !)-(!. 2) by wm (t) = Xî C(i)il)i,
where wm is the unique solution to the m- dimensional system
(*), ^) + Kl(w?x(t), ^jxx) + 2 S4 (<), ^xx>
= {/3(i) 5 (y m W), ^xx> + </(*), ^>v-,v,

with initial conditions
(2.3)
j = 1, 2, . . . , m,
iom(0) = 10,
The function ym in equation (2.3) satisfies
iotm(0) - wf.
(2.4)
ym(t)= f ksX[xi,X2](x)wt(x,t)dx.
Jo
Multiplying the equation (2.3) by ^C*j"(t) and summing up over j we obtain
(f(t),w?(t))v.,v.
Hence,
Upon integrating this equality we obtain

+ 2
(2.5)
/o Jo Now, using the assumption (Af), the fourth term on the right hand side of (2.5) can be
bounded as follows:
2 [\f(T),W?(T))V.,VdT<6
Jo
Jo
[t\\WXT(T)\\2dT+l-
Jo
for any 6 > 0. Furthermore, note that from assumption (Ag) it follows that
\g(ymm<\g(ym(t)}- 5(0)!
(2.6)
for some GI > 0. Hence, the third term on the right hand side of (2.5) satisfies the following estimate:
<2/W)|||s(y m (r))||| WQ in V, w ) w\ in H as m > oo, we conclude that there exists a
positive constant C independent of TO such that
+ K! |K (t) |2 + v 2 - LC,y
7o
||<ir (r)|| 2 dr < C.
It follows that {<} is bounded in C([0,T];H)and
in L 2 (0,T;K), and that {wm} is
bounded in C([0, T]; V). Furthermore, from (2.6) and the boundedness of w in L 2 (0, T; V) it follows that there exists a positive constant M such that
Hence, there exists a subsequence {wmk} of {wm} and limit functions w W / 1 ' 2 (0,T;y) and g 6 L 2 (0, T) such that wmk -> w weakly in W1'2 (0, T; F)
5(y fc ) -> 5 weakly in L 2 (0,T).
Note that w(0) = w 0 -
Following [13] we fix j < TO and let r\ Cl[0,T] with rj(T) = 0 be arbitrarily chosen.
Set rjj(t) = r)(t)ip,j and multiply both sides of (2.3) by the function rj(t). Integrating over
[0, T] we obtain
- Ki(wx(t),r)jxx(t)) mt)g(ym(t)),r]JXX(t)) + K2(w'xlxt(t),rjjxx(t))}dt -
Using integration by parts for the first term and letting f)j = ^TJJ we get
T 0
{(/3(t)g(ym(t)},rjJXX(t)}
+ (f(t)^(t))v.y}
dt +
Using the above weak convergences and taking subsequential limits as m = mk -> oo in
the previous equation we get

(t),T)j(t)) + Ki(wxx(t),rijXX(t)}
o
+ K2(wxxt(t),rijxx(t))}dt
(2.7)
Recalling that r]j(t) = r)(t)wj and further restricting r\ so that 77 6 Q(0,T), we get
fT / {r, (t) (-w^t),^) + Klri (t) (wxx(t),^jxi} + K2r1(t)(wxxt(t'),tjjjxx)} CT = I rj(t){(/3(t)g(t),^xx) Jo

This implies that for each ipj,
dt
+(f(t),^j)v,v}dt.
(w^t),^) + Ki(wxx(t),ipjxx) + K2(wxxt(t),t/j:jxx)
= (P(t}g(t),tl)jxx)
+ (f(t),tl)j)v,v.
(2.8)
Since ipj is total in V we thus have that wtt e L2(0, T; V) and for all <j> V,
(wtt(t), 0) + KiKi(t), 0xx> + K2(wxxt(t), (f>xx) - (/3(t)g(t), 4>xx} + (f(t),4>)v>,v-
(2.9)
We already have w(0) WQ and to argue that wt (0) = w\, we return to (2.7) which holds
for all rjj(t) = r](t)'ipj, T? e CÔ,^, 7/(T) = 0. Integrating by parts the first term in (2.7)
and using (2.8) we obtain
<-w t (t),^(i)>|^ = {;!, 77X0)).

From this it follows that wt (0) = wi. To prove that the limit function is indeed a weak
solution left to be shown that g(t) = g(y(t}} for a.e. t 6 [0, T]. Recall that we already
proved that g(ym) > ~g weakly in Z/ 2 (0, T) (along a subsequence). Our next goal is to show
that this weak convergence is actually a strong one. To achieve this step we follow ideas developed in [7] for linear second order (in time)
evolution equations, and adopted for other nonlinear second order problems in [1, 12]. we
let zm(t) = wm(t) w ( t ) , where wm is the unique solution to the finite dimensional system (2.3)-(2.4) and w is the limit function which solves the linear problem (2.9) with w(0) = w0 and Wt(Q) = w\. Now, use the test function wm in (2.3) and the test function w in (2.9)
and add and subtract terms to obtain
\\z?(t)f + Kl \\z(t)\\2 + 2K2 \\z^ (r)f dr
+2 / ( f t ( r ) ( g ( y m ( r ) ) - g ( y ( r ) ) , z ^ x ( r ) ) d r Jo. +2 ',t +2 (
Jo
Here,
(t) = 2 \-(Wt(f),W?(t))
Kl(Wxx(t),W(t))
~ 2K2 [\Wxxr(T),WT(T))dT
Jo
) + Kl(w0xx,wx) + I (/3(r)g(y (T)),wXXT(T))dr

Jo
(f3(T}g(r}^XT(r)}+'2
I </(r),; T (r)>v.,vdr] . ô J
The third term on the right-hand side of (2.10) satisfies the following estimate:
2
t < 2 f \\/3(r)\\ \g(ym(r) - g(y(r))\ \\zxx (r)\\ dr Jo _

< 2 T ^ \ym(r) - y(r)\ ||/3(r)|| \\z?xx(r)\\ dr
JO <*s
< 2 r^fc s ||z T ^(r)||i]k^(r)||rfr

Jo s
<2LC1
Jo
\\zx(r)\\2 dr.
From this estimate we get the following inequality:
Letting m = m* > oo, we clearly get \\wk w\\\ + KI \\w^.kx WQXX\\ that z
mk
> 0. Recalling
=w
mk
-W-+Q weakly in W ' (0, T; V) and that g ( y ) -> 5 weakly in L 2 (0, T),
l2
mk
we see that Tmk(t) > 0 because w satisfies the integrated form of (2.9). Furthermore, we
also see that the third and the fourth terms on the right-hand side of the above inequality
converges to 0. Hence, we have that wmk > w strongly in C([0,T]; V) and that wk ) wt strongly in C([0, T]; H) n L 2 (0, T; V). This implies that / \9(y "(t))-9(ym dt< Jo
T /T
(^ \s /
i^\2 rT
f ^
<(C0 2 f Jo o
Since g(ymk) -+ g weakly in L 2 (0,T) also, we get that g(y(t)) = g(t) for a.e. t <E (0,T).
Now that we have proved the existence of a weak solution to problem (1. !)-(!. 2) we would like to point out that a solution to this problem satisfies the additional regularity
w e C([0,T]- V) and wt C([0,T]; H) (cf. [13, p. 273], [14, Chap. 3j). To see this, observe
that for any ~g e L2 (0, T) the linear problem (2.9) has a unique solution w with w(ff) WQ,
wt(0) = wl satisfying w 6 C([0,T}; V) and wt 6 ^([O.T]; H) (for details see [4]). Since for #(')
=
d(y('}) L2(0,T) the unique solution to the linear problem w coincides with the
solution w to the nonlinear problem (1. !)-(!. 2), the result follows. The uniqueness of solutions can be easily established. Indeed, assume that w\ and w-i
are two solutions to (1. !)-(!. 2) and define z = w\ -w2. Then by calculations similar to the ones employed above we deduce that for each t e (0, T),
Kl\\zxx(t)\\ 2
+( 2K2-2LC!) / \\ztxx(r)\\2dT<0. ^ ' Jo
Thus z = 0 and this completes the proof of Theorem 2.2. D We conclude this section by pointing out that from the uniqueness of solutions it follows that the Galerkin approximations wm converges to the unique solution w strongly in C([0, T]; V). In the next section we present a numerical solution to a model problem using
the Galerkin approximation developed here.
Numerical Results
In this section we summarize the numerical implementation scheme and present some of our numerical findings. For the purpose of the numerical results we set
P(x,t)g(y) = ft (*) (kaXlXlM](x)t(t))
g(y) and f ( x , t ) = [kaX[xi,X2](x)e(t)]xx.
Using a standard Galerkin scheme, we discretize the problem (1. !)-(!. 2) in terms of spline expansions. More precisely, we use modified (for essential boundary conditions) cubic splines on the interval (0,1) with respect to the uniform mesh {0, , , . . . ,1} to approximate (1. !)-(!. 2). Using the notation of Section 2 we denote the 1-D cubic splines
that are used to discretize (1.1) by {V'i}^1
an
d the approximating subspace by V
Choosing the approximate beam solution to be

m-l
and restricting the infinite dimensional system to the space Vm, we arrive at equations (2.3)-(2.4) with the test function ^ replaced by if; V. When the test function ^ is chosen in Vm, we obtain the finite dimensional system
MmCm(t) + KlKmCm(t) + K2KmCm(t) = Pi(t)Bmg(ym)e(t) + Bme(t), ym(t) = Dmw?(t), (3.1)
KmCm(Q) = w^,
MmCm(0) = w?.
Here the coordinate vector representation of wm(t,x) with respect to the basis {^f1}^1
is Cm(t) = [C?(t) Cf(t)
. . . C_l(t)]r , with Cm(t] represented analogously. In (3.1) the
mass and stiffness
matrices are given by
dx,
K =
Jo
^T(x}\xx(^(x}}xx dx,
i,j = 1,2,..., m- 1,
(3.2)
respectively, and the input and output vectors by ks[^(x)}xxdx,

XI
i = l,2,...,m-l.
(3.3)
The initial conditions w, w are given by r1 w (x}[^(x)] dx [<], = /r1 = / 0xx xx
Jo o
Jo
dx,
We first tested our numerical scheme for various values of the discretization index m = 4,8, 16,32,64 and 128. To do so, we set /3 = 0 and choose the forcing function in (1.1) to
be
f ( x , i) = - sin(tfx2(x - I) 2 + 24/ti sin(i) + 24K 2 cos(t).

Then one can easily verify that w(x,i) = sin(t)x2(x I) 2 solves (1. !)-(!. 2). A finite
dimensional system can be obtained for this choice of forcing function / using the same technique which led to (3.1). The approximation errors and the percentage values of the approximation errors are depicted in Figure 1. It can be observed that the approximate
solutions wm converge to the true solution w with order 1/m2 for the L2 norm and 1/^/rn
for the H$ norm.
The system with a nonzero j3 and e(t) = sin(2i) is simulated for m = 128 in which the
nonlinear function g(y) is chosen as
and where the plant parameters are given by n\ 1, K? = 0.001, ka = 3.5 x 10~3, ks = 3.5 x 10~4, Xi 0.45, x% = 0.55 and Tf = 0.1. The above choice satisfies the
% of L, nom ol jcrfutxxi onctf\_ noim ot solution v.
20
40
60
100
120
140
' 0
20
40
60
!00
120
140
(a)
(b)
20
40
100
t?0
140
20
4O
60
80
100
12O
(c)
(d)
Figure 1: Evolution of (a) L2 and (c) H$ approximation error norms, and (b) L2 and (d) H$
percentage approximation error norms vs. m.
L norm of displacement
t.5
L2 norm of vekxity, wt(x.t)
0.05
0.04 0.03
0.02
0.01
Figure 2: The L2 norm of w(t) (upper) and wt(t) (lower).
Displacement w(x,1)
Figure 3: 3-D mesh of (a) w(x,t) and (b) wt(x,t).
assumptions (Ap) and ( A g ) . The L2 norm of the solution w(t) and its derivative w t ( t ) are
depicted in Figure 2 and the 3-D graphs of w and wt are presented in Figure 3.
Acknowledgments: The work of S. Reich was partially supported by the Fund for
the Promotion of Research at the Technion and by the Technion VPR Fund - E. and M. Mendelson Research Fund.
References
[1] A.S. Ackleh, H.T. Banks and G.A. Pinter, On a nonlinear beam equation, Applied
Mathematics Letters, to appear.
[2] H. T. Banks, D. S. Gilliam, and V. I. Shubov, Well-posedness for a one dimensional nonlinear beam, in Computation and Control, IV (Bozeman, MT, 1994),
Progr. Systems Control Theory, vol. 20, (Birkhauser, 1995), pp. 1-21.
[3] H. T. Banks, D. S. Gilliam, and V. I. Shubov, Global solvability for damped abstract
nonlinear hyperbolic systems, Differential and Integral Equations, 10 (1997), 309-332.

[4] H. T. Banks, K. Ito, and Y. Wang, Well-posedness for damped second order systems
with unbounded input operators, Differential and Integral Equations, 8 (1995), 587-606.
[5] H. T. Banks, R. C. Smith, and Y. Wang, Smart Material Structures: Modeling,
Estimation and Control (Wiley-Masson, 1996).

[6] V. Barbu, Nonlinear Semigroups and Differential Equations in Banach
Spaces (Noordhoff International Publishing, 1976).

[7] R. Dautray and J. L. Lions, Mathematical Analysis and Numerical Methods
for Science and Technology, Volume 5, Evolution Problems I (Springer, 1993).
[8] M. A. Demetriou, A. S. Ackleh and S. Reich, Detection and accommodation of second
order distributed parameter systems with abrupt changes in the input term: existence
and approximation, Kybernetika, 36 (2000), 117-132.
[9] M. A. Demetriou and M. M. Polycarpou, Fault accommodation of outputinduced actuator failures for a flexible beam with collocated input and output, in Proceedings of the 5th IEEE Mediterranean Conference on Control
and Systems, Phaethon Beach Hotel, Paphos, Cyprus, July 21-23, 1997, CD-ROM publication.
[10] M. A. Demetriou and M. M. Polycarpou, Fault diagnosis of output-induced actuator failures for a flexible beam with collocated input and output, in Proceedings of the IFAC Symposium on Fault Detection, Supervision and
Safety for Technical Processes: SAFEPROCESS'97, University of Hull, Hull,
United Kingdom, August 26-28, 1997.

[11] J. Dosch, D. J. Inman, and E. Garcia, A self-sensing piezoelectric actuator for collocated control, Journal of Intelligent Material Systems and Structures, 3 (1992), 166-
185.
[12] J. Ha and S. Nakagiri, Existence and regularity of weak solutions for second order
semilinear evolution equations, Funkcialaj Ekvacioj, 41 (1998), 1-24.
[13] J. L. Lions, Optimal Control of Systems Governed by Partial Differential
Equations (Springer, 1971).

[14] J. L. Lions and E. Magenes, Non-Homogeneous Boundary Value Problems and
Applications (Springer, 1972).
[15] M. M. Polycarpou and A. J. Helmicki, Automated fault detection and accomodatwn: A

learning systems approach, IEEE Trans. on Systems, Man and Cybernetics, 25 (1995),
1447-1458.
[16] J. Wloka, Partial Differential Equations (Cambridge University Press, 1987).
Fully Nonlinear Programming Problems with Closed Range Operators

Sergiu Aizicovici Ohio University, Athens, Ohio
D. Motreanu University of Iai, Iai, Romania

Nicolae H. Pavel Ohio University, Athens, Ohio
Abstract
The paper provides necessary conditions for the optimality of a pair (y,u~) with respect to a locally Lipschitz cost functional L(y,u~), subject to Ay = Cu + B(y, u). Here A and C are closed range, densely defined linear operators on some Banach spaces Y and X, while B is a (Gateaux) differentiable map on Y X X. This extends the result in [1], where the case B(y,u~) = B(u) F(y), with B and F Frechet
differentiable, was studied.
Introduction and Main Results
Let X, Y and E be real Banach spaces. Let A : D(A] C Y > E and C : D(C] C X > E be (possibly unbounded) closed linear operators with dense domains D(A) and D(C) in Y and X, respectively. We also consider a (Gateaux) differentiable map B : V x U > E, where U and V are open subsets of X and Y, respectively, and a locally Lipschitz function L : W > IR on an open subset W of Y x X containing V x U . This paper is devoted to the following nonlinear programming problem:
(Locally) Minimize L(y, u)

subject to Ay = Cu + B(y, u).
The set of constraints for our problem (P) is
M = { ( y , u) e (D(A) n V} x (D(C) nU):Ay = Cu + B(y, u)}.
(1)
We assume M ^ 0. The tangent cone T(y,u)M of the set M in (1) at a point (y, u) G M is given by
T(y,u)M
= {(z,w)D(A)xD(C):3p(t)-+QmY
and q ( t ) -> 0 in X as * -> 0+ such that (y + t(z + p ( t ) ) , u + t(w + q ( t ) ) ) G M} (2)
(see Aizicovici, Motreanu and Pavel [1] or Motreanu and Pavel [5], Pavel [6]). In what follows, the superscript * denotes the adjoint of a linear operator. The generalized directional derivative of L(y,u), the generalized gradient of L and the partial generalized gradients of L(y,u) with respect to the variables y and u (in the sense of Clarke [3]) are denoted by L(y,u),dL(y,u), dyL(y,u) and duL(y,u), respectively (unless otherwise specified). Finally, B'(y,u), By(y,u) and Bu(y,u) denote the Gateaux derivative and the partial Gateaux derivatives of B(y,u), respectively.
The basic hypotheses are the following:
(#1) If ( y , u ] e M, z e D(A) and w e D(C) satisfy
Az = Cw + B'(y,u)(z,w),
then (z,w) e T(y>u)M.
(3)
(Hi) For all ( y , u ) G M, R(A - By(y,u}} and R(C + Bu(y,u)) are closed in E and either R(A - By(y, u)) C R(C + Bu(y, u)) (4)
or
R(C + Bu(y, u ) ) C R(A - By(y, u ) ) .
(5)
Remark 1 For our main result (Theorem 1) it is sufficient to assume that (Hi) and (Hi) hold for optimal pairs ( y , u ) of problem ( P ) , only.
The following simple Lemma will be essentially used in the proof of our main result.
Lemma 1. Let F : U * R be a locally Lipschitz function on an open subset of a Banach space X,Xi a subspace of X and let G be a linear functional on X\ such that:
(1) G(v)<F(x-v), VvtXi

where F(x;v) is Clarke's generalized directional derivative of F at x in the direction v. Then there is an extension G> G X* of G, i.e. G#(v) = G(v), Vu G Xi , with (2) G*(v)<F(x;v), VvEX,
i.e. G G d F ( x } .
Proof. Recall that v > F(x; v) is positively homogeneous and subadditive on X, with F(x;v)\ < l\v , Vv G X, where / is the Lipschitz constant of F near x. By the Hahn-Banach theorem, there is a linear extension (7* of G from Xi to all of X satisfying Inequality (2). But F(x;v) is continuous at v = 0 and we clearly have
-F(x- -v) < G,(v) < F(x- v), VvtX

which implies the continuity of G* at zero. P We now state our main result concerning the necessary conditions of optimality for problem ( P ) . THEOREM 1. Under assumptions (Hi) and (H2), for every (locally) optimal pair ( y , u) G M of problem (P) there exists p G D(A*} n D(C*) such that (-(A - By(y, u)Yp, (C + Bu(y, u))*p) dL(y, u). (6)
If, in addition, L is regular at (t/,u) (in the sense of Clarke [3], p. 39), then one has
(-(A - By(y, u))*p G dyL(y, u) and (C + Bu(y, u))*p G duL(y, u).
(7)
PROOF. First we show that if (z,w) G D(A] x D(C) satisfies (3), then
L(y,u;z,w)>Q.
(8)
Indeed, we know by assumption (Hi) that (z,w) G T(ytU)M. Consequently, the functions p ( t ) and q(t) exist as stated in (2). The (local) optimality of ( y , u ) in problem (P) ensures that
L(y + t(z + p(t)),u + t(w + q ( t ) ) ) > L(y, u)
for all i > 0 small enough. Then we derive that

0
< lim swp-[L(y + t(z + p ( t ) ) , u + t(w + q ( t ) ) ) - L(y + t p ( t ) , u + t q ( t ) ) }
lim sup -[L(y + tp(t)),u + tq(t))) - L(y, u)}
for the constant / > 0 in the proof of Lemma 1. Here we have used the definition of L(y,u;z,w) and the fact that L is locally Lipschitz near ( y , u ) in Y x X. The claim in (8) is thereby verified. On the basis of Lemma 1, Inequality (8) implies the existence of (,77) Y* x X* such that
(,ri)dL(y,u), and {, z) Y , iY + (n, w) x .,x = 0 (9)
whenever (z,w) G D(A) x D(C) satisfies (3). Indeed, set Xi = {(z,w) D(A) x D(C), satisfying condition (3)}. By (Hi), Xi C T(y]U)M, so (9) follows from Lemma 1 with G - the null functional on X\. If we set w = 0 in (9) we find
(t,z)Y.,Y = 0,Vze D(A) with Az = By(y,u)z,

which can be expressed as
teN(A-By(y,u))^.
By (^2), R(A By(y,u)) is closed in E and therefore
(fO)
R((A
- B y ( y , u))*) = N(A - By(y, u))^
(11)
(see, e.g., Brezis [3], p. 29). Then (10) and (11) imply
teR((A-By(y,u))*).
Setting now z = 0 in (9), we obviously get
(12)
{?, w}x-,x = 0, Vw e D(B] with Cw + Bu(y, u)w = 0.

Reasoning as above we see that
r}R((C + B u ( y , u ) ) * ) .
(13)
By (12) and (13) there exist p G D(A*} C E* and p e D(C)* C * such that
(A-By(y,u))*p
so (9) can be rewritten as
= t, (C + 5 u (y, U ))*p = 7/,
(14)
(p, (A - By(y, U))Z)E;E + (P, (C + Bu(y, U))W}E*,E = 0
(15)
for all (z,w) e D(A) x D(C) satisfying (3). Assume that Condition (4) in (H2) holds. Then for each z G D(A) there is w e D(C] such that (3) holds. Therefore (15) leads to (16) Equivalently, (16) expresses that
p + p^R(A-By(y,u))J-.
Making use of the formula
(17)
R(A - By(y,u))L = N((A - By(y, ))*),

(see, e.g., Brezis [3], p. 28), from (17) one obtains that
p + pJV((A-jBy(y,u)n,
so, by the first equality in (14),
(18)
(A - By(y, u))*p =-(A- By(y, u))"p = -.
(19)
This, in conjunction with (14) and (9), ensures that
(-(A - By(y, U))*p, (C + Bu(y, ))*p) = & r,) G dL(y, u)
(20)
i.e., the conclusion (6) of Theorem 1 is satisfied. Assume now that (5) is fulfilled. We proceed following the same arguments as in case (4). We note that relations (9-15) remain valid because they are independent of the assumptions (4) and (5). Now, in view of (5), for each w G D(C) there is z G D(A) such that (3) holds. Then (15) guarantees that
(21)
Notice that (21) means that
p + p&R(C + Bu(y,u)}L.
Combining (22) and the equality
(22)
R(C + Bu(y, u)) 1 = N((C + Bu(y, u))*),

we find that
Bu(y,u))*).
By (23) and (14) it follows that
(23)
(C + Bu(y, u}}*p = -(C + Bu(y, u))*p = -r/.

Using (9), (14) and (24) we arrive at (-(A - By(y, ))"(-p), (C + Bu(y, u))"(-p)) = (, //) G dL(y, u). It is clear that (25) proves (6) with p = p. Finally, if the regularity of L at ( y , u ) is satisfied, then
(24)
(25)
d L ( y , u ) C d y L ( y , u ) x duL(y,u)
(see Clarke [3], p. 48). Thus property (7) follows from (6) which completes the proof of Theorem 1 . n We present now a sufficient condition to have optimal pairs for problem
THEOREM 2. Assume that X,Y,E are real Banach spaces, with X and Y reflexive, A : D(A) C Y > E is a closed, densely defined linear
operator, C G L(X, E) and B : Y x X > E is weakly-weakly sequentially

continuous and (Gateaux) differentiable. Next suppose that the set M :=
{ ( y , u ) D(A) x X : Ay = Cu + B(y,u}} is nonempty. Let L : Y x X > IR

be a functional which is weakly lower semicontinuous and bounded from below
on M , and for which there exists an e > 0 such that the set
{ ( y , u ) G M : L(y,u}<\$L + e}
M
(26)
is bounded. (In particular, the last condition is satisfied if L is coercive on
M). Then problem [P] admits a solution, that is, there exists ( y , u ) (E M such that L(y, u) = inf^f L. PROOF. Let (yn,un) E M be a minimizing sequence for problem (P), which means that Ayn = Cun + B(yn,un) (27)
and
(28)
The boundedness of the set introduced in (26) and the convergence in (28) imply that (yn, un) is a bounded sequence. Then the reflexivity of the spaces X and Y ensures that along a subsequence one has
2/n * y weakly in Y and un > u weakly in X,
(29)
for some element (j/,i/) G Y x X. Then, from (29), we derive that C(un) C(u) weakly in E and B(ynjun) B(y,u) weakly in E. We see from (27) that Ayn -> Cu + B(y, u) weakly in E. (30) Since the operator A is linear and closed, it follows that its graph is weakly closed. This enables us to conclude from (29) and (30) that ( y , u ) G M. The weak lower semicontinuity of L (at ( y , u } } and property (28) complete the proof of Theorem 2. n
An Example
Let f] be a bounded domain in IR , with a smooth boundary <9fi. We consider the nonlinear Dirichlet problem
?/ = 0
on
where / is a Cl diffeomorphism of IR satisfying the conditions
Here K and A'i are positive constants and AI stands for the first eigenvalue of -A on ^(fi). To apply Theorem 1 we take E = X = Y = U = V = 2 (0), /I = -A : #1(0) n # 2 (O) C 2 (ft) -> 2 (ft), C = 0 and define B : L 2 (O) x L2(tt) -> 2 (0) by jE?(y, w) = f(y-\-u). The mapping 5 is well defined since by condition (i) above one has
(a) \(f-l)'(ty< KO, vtem.
|/(t)|<A^| + /i l5 VttIR,
(31)
for some constant K\ > 0. Let us check that B is Gateaux differentiate. Indeed, it is seen that
^ \ \ f ( y + u + t(z + w))-f(y
- f ' ( y + u)(z
2 \ 2
\(L
(z
Jo dr
fl
Lf(y
+U + t T
w)
dx
f'(y
tr(z
+ w)} - f(y + u))dr
dx
for all ( y , u ) , ( z , w } ^ 2 (0) x L2(tt) and t e ffi \ {0}. The Lebesgue Dominated Convergence Theorem and assumption (i) ensure that the right hand side of the above equality converges to 0 as t > 0. Moreover, the map (z,w) <= L2(ft] x L 2 (fi) h- f ' ( y + u)(z + w) e L2(tt) is linear and continuous. The continuity follows from the inequalities below
f ' ( y + u)(z
K
Therefore the mapping B : L2(Q) x L2(Q.) * L2(fl) is Gateaux differentiable,
with B'(y, u ) ( z , w) = f ' ( y + u)(z + w). We now show that Condition (Hi) is satisfied. Observe that in our setting, the set
M = {(y, u) e (^(ft) n # 2 (ft)) X Z 2 (0) : -Ay = f(y + u)} is nonempty (cf. [4, Chapter 3]). Hence, to verify (Hi), let y,z G #o
and u,u; L2(tt) satisfy

/'(y + u)(2 + ) (32)
and for any e > 0 define p : [0, e] > L 2 (Q) by />(0) = 0 and /(<) = $f~\f(y + ) + </'(y + )(^ + u;)) - y - - <(z + u;)), ^ (0,e].
Then, by the Mean Value Theorem for f~l, one obtains that
i /*i /^ -f (
I *
\ / \ t/
'
\ i -/ /*'/
J
\!y
'
/ \
^^
'
))
^^
/*"
- u) + i/'(y + w)(^ + to) /(y + w + i(^ + w))\2dx

The Lebesgue Dominated Convergence Theorem yields
p(t) > 0 in L2(l) as t * 0 + . This is true because
yl/(y + ) + /'(y + u)(z
+ w)-f(y
+u + t(z
+ w))f
= \ f ( y + u)(z + w)- -(/(y + u + t(z + w)) - f(y + u))\2 t

-> \ f ' ( y + u)(z + w)- f ' ( y + u)(z + w)\2 = 0 for almost all x G O as t -^ 0+
and by the Mean Value Theorem and assumption (i) we have

l
-\f(y + u) + t f ' ( y + u)(z
+ w)-f(y
+u
+ t(z + w))\2
< ( \ f ( y + u}(z + w)\ + K\z + w$2 < 4A'2 z + w\2 G Ll(ty.

By (32) and the definition of p, we have
-A(y+tz) = f(y+u)+tf(y+u)(z+w)
This is because
= f ((y + u) + t(z + w + p(t))) , V* G [0, ,
(y + u) + i(z + w + p ( t ) ) = f - l [ f ( y + u) + t f ' ( y + u)(z + w)]).

Therefore the assertion (Hi) holds true with p ( t ) = 0 and q(t) = p ( t ) . To prove that condition (#2) holds, we first verify that
To this end, we show that the problem

on
= 0
has a unique solution z G HQ($I) fl # 2 (Q), for every / G I/ 2 (fi). Actually, since
ii M9 ^ i > " G - n 0 ( S i j ,
from assumption (i) we have the estimate
- K
- KX?\\Vz\\l,(a) = (1- KX^Vzlfaw, Vz e
Consequently, we can apply the Lax-Milgram Theorem to deduce the existence and the uniqueness of the solution z as desired. To complete the proof of condition (^2) it remains to justify that R(C +
Bu(y,u)) = R(Bu(y,u)) is closed in L 2 (0). Actually R(Bu(y,u)) = Indeed, for any g G L2(l), jrr^^g G L2(l) as well. This is because
1
f'(y +
a.e.
Thus,
g = Bu(y,u] (
-i-u)9) '
i-6
' 9 ^ R(Bv(y,u)).
As a specific example of a function / satisfying the requirements in our example, we indicate
f ( t ) = kt + e g ( t ) , VteIR,
where g (E C (IK) is such that max{|g()|, |g'(t)|} < c, Vt G -ffi, with constants 0 < k\ < \i and c > 0. Then, if e > 0 is sufficiently small, the conditions imposed in our example for / are satisfied. Assuming that the hypotheses in our example are fulfilled, Theorem 1 enables us to find necessary optimality conditions for the problem: Minimize /n /Oy(r) g(x, t}dx dt + \ Jn u2dx subject to f -Ay = /(y + u) i n f i \ y =0 on 9H. Here / satisfies (i) and (ii), and g G (7(0 x_R; R) satisfies the growth condition
l
with CQ >0, 2 <p<
2N/(N-2),
if N > 3, and any p > 2,
if TV = 1,2.
According to Theorem 1, if (y, u] is an optimal pair there exists p G HQ($}) satisfying
We get that
-Ap-u = -g(x,y) f'(y

From this we deduce that
and the optimal pair (y , u) must solve the system

( -&y = f ( y + u)
}{ -A (777%^) = -g(x,y) \f(y+u)J -^ i*'
References
[1] S. Aizicovici, D. Motreanu and N. H. Pavel (1999). Nonlinear programming problems associated with closed range operators. Appl. Math. Optimiz. 40:211-228. [2] H. Brezis (1992). Analyse Fonctionnelle. Theorie et Applications. Masson. Paris.
[3] F. H. Clarke (1983). Optimization and Nonsmooth Analysis. John Wiley and Sons, New York.
[4] D.G. De Figueiredo (1989). The Ekeland Variational Principle with Applications and Detours, Springer, Berlin.
[5] D. Motreanu and N. H. Pavel (1999). Tangency, Flow-Invariance for Differential Equations and Optimization Problems, Marcel Dekker, Vol. 219, New York.
[6] N. H. Pavel (1984). Differential Equations, Flow-Invariance and Appli-
cations. Pitman Res. Notes Math. 113, London.
Internal Stabilization of the Diffusion Equation
Laura-Iulia Aniâ1 and Sebastian Aniâ 2
faculty of Physics, University "ALL Cuza", Iai 6600, Romania and 2 Faculty of Mathematics, University "ALL Cuza", Iai 6600, Romania
ABSTRACT: In this paper we analyze a stabilizability problem for the diffusion model. We provide results of stabilizability based on spatially localized control, i.e., we show that it is possible to diminish exponentially the density of a diffusive gas, by acting in a nonempty and large enough subset of the spatial domain.
1. INTRODUCTION AND SETTING OF THE PROBLEM

We consider a general mathematical model describing the diffusion of a gas in a bounded domain fi C Rn (n N*) with a smooth boundary dl. Let y(x,t) be the density of the gas in the position x 6 fi at the moment t > 0. The diffusion is
described by the following system:
yt Ay + a(x)y = m(x}u(x,t),
( x , t ) 6 QT = n x (0,T)
y ( x , t ) = Q,
y(x,Q)=y0(x},
(x,t) Sr = an x (0,T)
x <E n
(1.1)
(T E [0,+00]). Here m is the characteristic function of UJ, where a; is a nonempty open subset satisfying uj CC fi and u(x, i) is a control function. So, this is the case when the control acts only on a subset of fi. We assume that
a 6 L(n);
u x (0,T)) such that
y0 e L(fl),
yo(x) > 0 a.e. a: fi.
It is well known that for any T (0,+00), there exists u G ^ 2 (<2w,r) (Qu,T
yu(x,T) = 0 a.e. a; e ft,
where y" is the solution of (1.1)- This means that system (1.1) is exact null controllable. For this we refer to G. Lebeau and L. Robbiano [8]. On the other hand the exact controllability of (1.1) implies the stabilizability (in L 2 (fi)) and that there exists a stabilizing feedback control
u(x,t) =-m(x)(Py(t))(x),
(1.2)
where P is the solution to a certain algebraic Riccati equation (see J.L. Lions [9]
For the exact controllability of the semilinear heat equation we refer to [5] and [7]. The null controllability of a reaction-diffusion system has been investigated in [2]. The stabilization of a certain reaction-diffusion system was studied by L.I. Aniâ in [1]. Our goal is to find necessary and sufficient condtions for "nonnegative" stabilizability (stabilizability with preservation of the nonnegativity of the solution y to
and J. Zabczyk [10]). The problem is that the solution of (1.1) corresponding to the feedback control given by (1.2) is not necessary nonnegative (as should be the density 3/OM)).
(1.1)) and in the affirmative case to indicate a feedback control.

The plan of the paper is the following. In Section 2 we shall present the main result. Section 3 is devoted to some final remarks.
2. THE MAIN RESULT

Denote by X^ the first eigenvalue corresponding to the following problem:
+ a(x)(p(x) = \tp(x),
x 6 fi \ tJ
(2.1)
Theorem 2.1. System (1.1) is "nonnegative" stabilizable if and only z/A" > 0.
Proof. First we shall prove that A" < 0 implies that (1.1) is not "nonnegative" stabilizable. Indeed, if there exists a control acting in ID such that
and then it is obvious that
yu(x, t)>0
a.e. in Q = fi x (0, +00),
yu(x,t)>z(x,t)
a.e. (x, t) 6 (fi \ w) X (0, +00), where z is the solution to
zt - Az + a(a;)z = 0,
(x, t) 6 (fi \ w) x (0, +00)
(z,t) = o,
zx,Q = y0x,
(x, t) e (da u aw) x (o, +00)

x 6 fi.
(2.2)
The solution z to (2.2) is strictly positive a.e.. On the other hand, using the Fourier development for z(t) in L 2 (fi \ w ) we may infer that
>Mie-A',
Vi>0,
where M\ > 0 is a constant. The conclusion is now obvious.

If X^ > 0, then we shall prove first that there exists a positive T 6 (0, +00) and a control u E L?(QU,T) such that
yu(x,t) > 0 a.e. in QT

and
yu(x,T) = 0 a.e. x E u.
Indeed, if y0(x) = 0 on a subset of cu of positive measure, then we consider the
following system:
yt - Ay + a(x)y = -m(x)p
x fi, t > 0
y(x,t) =0,
x<Ed$l, t>Q
(2.3)
y(x,Q) =y0(x),
xeQ
where p > 0 will be precised later and
sgnLi(ul}y = \\y\\ll(a}y,
if \\y\\mv) = 0.
In what follows we shall use the next auxiliary result:
Lemma 2.2. For any p > 0 large enough, there exists T G (0, +00) such that (2.3) has a unique and nonnegative solution y on the time interval (0,T) and in
addition
y(x,T) 0 a.e. x ui.
Proof of Lemma 2.2. The operator defined by
D(A) = {yWt'\ty; Ay L1^)}

Ay = Ay - a(-)y, Vy e D(A),
is the generator of a compact Co-semigroup in L1(fi) (see [6]).
For each e > 0 we consider the approximating system
lit A.y + a(x]ii = m(x]p ,,HtfWIIil^+e' ,.?,,' r-, ' V '* V /f

a
x G fi,' t > 0
y(x, 0 = 0,
2/(a;,0) = yo(^),
Since the application
x e an, i > o
a; e fi,
(2-3)'
m-y
(form L 1 (fi) to L1(J7)) is locally Lipschitz we conclude that problem (2.3)' has a unique mild solution ye C(R+; L J (n)). Using the comparison result for parabolic operators we conclude that if 0 < e\ < 2, then
o<ysi(x,t)<
a.e. On the other hand, since
mp
for almost every t > 0 and using the Baras compactness theorem we get that
for any T > 0. It follows that
inC([0,T]),for any T > 0. Let
f = Sup{T e [0, +00]; |b()IU'(-> > 0, Vi e [0,T]}.

Passing to the limit (e 0 + ) in (2.3)' we conclude that y is the solution of (2.3) on
[0, T] for any 0 < T < T. Multiplying (2.3) by sgn y and integrating over fi we get
- tp.
Denote by w(t) = \\y\\L1 (fix (o,t)) follows that:

and so
an
d by a a constant satisfying a > ||a||L(n)- It
A*) = ll3/(*)IU'(n) < \\yo\\v(n) + az(t) - tp
(e-atz(W < \\y0\\L^)e-at ~ Pte~at,

In conclusion
Vt [0, T].
-(l - e~at) - p fse^ds

Cx
JU
) -(i a
- e~at) - 4z + Pe'at(~ +az HF)a a
Thus
So, for p > 0 large enough, there exists T 6 (0, +00) such that (2.3) has a unique and nonnegative solution on the time interval (0, T) and in addition
y(x,T) = 0 a.e. x u
and
Proof of Theorem 2.1 (continued). We conclude that using the feedback control
u(t) = -p-sgnLl(u}y(t),
we get that
yu(x,t) > 0
a.e. inQ T
and
y
(x, T) = 0 a.e. in u.
Multiplying (2.3) by y and integrating over QT we conclude that
y(T) e L 2 (fi).
For t > T we shall use the following feedback control:
u(t] =
where p,y is the measure defined by
Here
dy , . y(x = lim ^ dv~
y(x)
MX
where v~ is the outward normal versor to u). So, f a is a measure with support in du C UJ.
The following system
' yt-&y + a(x}y = fj,y(t), (ar, t) = 0, (x,T) = h(x)
(x, t) e fi X (T, +00) (x, t)edttx (T, +00) x<Ett
(h L 2 (fi)) has a unique weak solution y & C7([T,Ti];L 2 (n)) n J4Cr([T,T1];L2(fi \ aJ))nAC([T ; r 1 ];L 2 (a;))nL 2 (T,T 1 ;^(0))nL 2 oc (T,T 1 ;// 2 (n\cU))nLL(T,T VTj e (T,+oo) (see [3], [4]) and it satisfies
y(x, t) = 0 a.e. x E w, i > 0

and the restriction of y to (O \ a;) X [T, +00) is obviously the solution to ' yt - Ay + a(x)y = 0, y(x, t) = 0, (z, t) 6 (fi \ w) X (T, +00) (x, t) (flfi U <9w) x (T, +00)
y(x,T)=h(x)
xeO.
Now it is clear that
W,
Vi > 0
and we get the exponential stabilization of the solution y.
3. FINAL REMARKS
The main conclusion of the previous section is that the feedback control
-p-sgnLl(u})y(t), u(t] =
stabilizes the system (1-1) if and only if A" > 0.
te [0,TJ
If we denote by AI the first eigenvalue of the operator
D(A) = # 0 1 (O)n# 2 (n),

Ay = -Ay + a(-)y,
then we have
Vy D(A),
AI < A?.
If AI > 0, the system (1.1) can be stabilized by the trivial control u = 0. If A! < 0, then the control u = 0 does not stabilize (1.1) (for related results see [1]), but the system can be stabilized if A" > 0.
In the same manner as in Section 2 can be proved that (1.1) negative" controllable.
is not exact "non-
REFERENCES
[ 1 ] L.I. Aniâ, Asymptotic behaviour of the solutions of some reaction-diffusion processes, International ,]. Appl. Math., submitted. [ 2 ] S. Anilja and V. Barbu, Local exact controllability of a reaction-diffusion system, Diff. Integral Eqs., to appear. [ 3 ] V. Barbu, Analysis and Control of Nonlinear Infinite Dimensional Systems, Academic Press, Boston (1993).
[ 4 ] V. Barbu, Partial Differential Acad. Publ., Dordrecht (1998).
Equations and Boundary Value Problems. Kluwer
[ 5 ] V. Barbu, Exact controllability of the superlinear heat equation, Appl. Math. Op-
tim., to appear. [ 6 ] H. Brezis and A. Friedman, Nonlinear parabolic equations involving measures as initial conditions, J. Math. Pures Appl, 62 (1983), 73-97. [ 7 ] E. Fernandez-Cara, Null controllability of the semilinear heat equation, ESAIM: Control, Optim., Gale. Var., 2 (1997), 87-107.
[ 8 ] G. Lebeau and L. Robbiano, Controle exact de 1'equation de la chaleur, Comm.
Partial Diff.
Eqs., 30 (1995), 335-357.
[ 9 ] J.L. Lions, Controlabilite exacte, stabilisation et perturbation de systemes distribues, RMA 8, Masson, Paris (1988). [10 ] J. Zabczyk, Mathematical Control Theory: An Introsuction, Birkhauser, Boston (1992).
Flow-Invariant Sets with Respect to Navier-Stokes Equation

V. BARBU* AND N. H. PAVEL**
* University of lasi, Department of Mathematics, 6600 lasi, Romania
**Ohio University, Department of Mathematics, Athens , Ohio 45701, USA
1.
Introduction. A new result (Theorem 2.1) on the flow-invariance of a
closed subset with respect to a differential equation associated with a nonlinear
semigroup generator on Banach spaces is given(the proof will be given in [1]).
Applications to the flow-invariance of controlled flux sets ( the Enstrophy and

Helicity sets) with respect to Navier-Stokes equations are presented.
Recall that K is said to be a flow invariant set with respect to a differential
equation y' = Ay, if every solution y starting in K (i.e. y(0) = x 6 A') remains in K as long as it exists (i.e. y(t) 6 K. for all t in the domain of y ] . In our
cases here, we are using the strong solutions, so actually we deal with the flow invariance of A* D D(A). We think that the existing results on this topic are not
applicable to our cases treated here. Indeed, the general result of R.. H. Martin Jr. [8] requires the right hand side A of (2.9) to be continuous and dissipative
on K. None of these key conditions (on A) are required here.
Note also that the subsets considered here are closed, but not necessarily convex. A different approach to flow-invariance of such sets with respect to
Navier-Stokes equations was given by Barbu and Sritharan [2].
Our general framework is V < H <> V' algebraically and topologically with
V and H real Hilbert spaces, Vdensely and compactly embedded in .//, V
the dual of V.
Section 3 is devoted to the structure of the contingent cone Tjf(f)
to A' at
/ 6 K in the topology of H. Therefore, applications of Theorem 2.1 are given
to the semilinear equations of the form:
y' = Cy + Dy,
(1.1)
where C is a Co-semigroup generator So(t) in // and D is a nonlinear perturba-
tion of C such that C + D = A is a generator of a nonlinear semigroup S(i) as
indicated in (2.4).
Recall the general results of Pavel [7] for the flow-invariance of a closed subset K with respect to (1.1). "If D is continuous and dissipative from K C X into
X" , or UD is only continuous on K but So(t) is compact for t > 0", then K is
invariant with respect to (1.1) iff:
Td(SQ(h)x + hDx: K) - 0 as h | 0 a
for all a; 6 K, where d(z\ K) stands for the distance from z to K.
(1.2)
Again, even this result which is more general than Martin's result above, is
not applilcable to our cases here, simply because here D is neither continuous
on K nor dissipative.
2. Flow-invariance results in reflexive Banach spaces
Let X be a Banach space of norm || || and let X'. Recall that a. (possible
multivalued) operator A : D(A) C X 2 A is said to be w-dissipative (for some
u G E), if for every A > 0 with 1 Aw > 0, and for every Xj G D(A), there are
j/j G AXJ, j = 1,2 such that:
yi
- (,TJ - Aj/ 2 )||
(2.1)
or equivalently:
(j/i - y-2,J(x\ ~ ^2)} < ^ I k i - 2 [| 2 ,
(2.2)
where J : X > X' is the duality mapping of X. If J is multivalued, one replaces
J(x\ x 2 ) in (2-2), by some x* G J(.î Xi)-
Suppose in addition to the inequality (2.1) the following range condition holds
D(A)C R(I-XA),
for all sufficiently small A > 0 (precisely, for \ui < 1).
(2.3)
The fundamental result on the generation of nonlinear semigroups S'A(t) =
S(t) is the following one (known as the exponential formula of Crandall-Liggett
[6])Let A be w-dissipative (i.e. (2.1) holds) satisfying the range condition (2.3).
Then
lim (/ - -A)~nx = S(i) G D(A)
(2.4)
for all x 6 D(A) and t > 0. Moreover \\S(t)x - S(i)y\\ < etw\\x - y\\, Mt > 0,
x, y 6 D(A), S(t + s) = S(t)S(s), 5(0)
= /the identity on X, lim uo S(t)x = x,
Vx 6 D(A), \\S(t)x - S(s)x\\ < \t - s \Ax exp(2^-0(t + 5)), t,s > 0, for all x G D(A), where uj0 = max{0,w} and \Ax = inf{||t/||, y e Ax}. If s -^ S(s)x
is differentiable at s = t, then u(t) = S(t)x G D(A) and it is the only (strong)
solution to the Cauchy problem
u'(f) = Au(t),
u(0) = a;,
x 6 D(A),
t >0
(2.5)
In our example applications here, the following hypotheses are fulfilled.
(HI) For every x D(A), t * S(t}x is differentiable at every t > 0. So:
lim ^^^ ~ ^ = Aa;,Va; D(A)J
' (2.5
and u(i) = S(i)x is the only strong solution to the problem (2.5). Let K be a
closed subset of X. The basic hypothese on the relationship between A and K
are given below:

(H2) The projection Pjf(y}
on
K exists for all y 6 D(A). Moreover,
PK(D(X))cD(A)nK.
(2.6)
This means, that for every y -D(A), there is y0 Pi{(y} D(A) fl K such that the distance d(y; K) from y to K satisfies
d(y- K) = mi{\\y -z\\,z K} = \\y - y0\\ = d(y; K n D(A})
(2.7)
for some y0 Kr\D(A). Recall also the definition of the tangential (contingent)
cone TK(X) to K at x K in the sense of Bouligand [4, Ch.l]
TK(x) = {v X, lim \d(x + hv; A') = 0} HO n
(2.8)
= {v X; 3r(h) X with r(h) -* 0 as h j 0 and <c + /i(v + r(h}} K} Note that TK(X] is a closed cone, even if K is not closed [4. p. 2].
The main result of this section is
Theorem 2.1. Suppose that A and K satisfy Hypotheses (HI) and (H2). Then
a necessary and sufficient condition for K 0 D(A) to be a flow-invariant set with
respect to
(2.9)
s
lim-^/(.T + / i A ; r ; A ' n D ( A ) ) = 0, ft 4-0 h Va: 6 A' n (A). (2.10)
The proof will be given in [1]. Note that Necessity is immediate: Indeed, suppose that the strong solution y ( t } = S(t)x, of (2.9) with x K n D(A) remains in A', for all t > 0. As 5(t)D(A) C D(A), it follows that actually S(f)x
Kr\D(A)sod(x+hAx;KnD(A))
with respect to (2.9).
< ^\\x+hAx-S(h)x\\ = \\s(h)*~x -Ax\\ -* 0
as h I 0, so (2.10) is a necessary condition for the flow-invariance of K n D(A)
The following simple known lemma will be useful in the next section. Lemma 2.1. Let X be a real Hilbert space of inner product {, } and let (/> :
X -^ R be a Frechet differentiable
functional. Consider the closed set:
(2.12)
Then the tangent cone T/<-(/) to K at f K is given by:
TM f;) = < ( ~ I vX;<t>'f,v<Q
( X,
if<t>(f) < 0
= M, if </>/ = 0 .
(213) ' ' ;
Proof: The inclusion T/<-(/) C My is immediate. Viceversa. the interior M9 of
My is:
My0 = {v
X; {<'(/), V ) < 0} C T K ( f ) .
This is because y M9 implies / + tv M9 for all > 0 sufficiently small, which is easy to check. Taking into account that the closure My = My and that
!/<(/) is closed, we get My C T/<-(/), which completes the proof.

3. Flow-invariance of flux sets
We will present several consequences of Theorem 2.1 to the particular case
X = H a real Hilbert space of norm
| and inner product (-, }, and K C F,
with K closed in H . Precisely, we will assume that
V ^ H <-> V
(3.1)
algebraically and topologically, and the embedding of V in H is dense and compact (i.e. the bounded subsets in V are relatively compact in H]. V' is the dual
of V, and H' is identified with H . Denote by Pjf(y}
the projection of y on K in
(the norm of) H , and by T^(x) and Tji(x) the tangential cones of K at x K
in V and H, repectively. Denote by <C , > and || || the inner product and
the norm of V, respectively. Let also A : D(A) C H -* H satisfy (2.1)+(2.3). Denote by S(t) = etA the semigroup generated by A (see (2.4)). The basic
hypotheses of this section are: (C3.1) K is a subset of F, which is closed in H. Every subset of K which is
bounded in H is bounded in V, too.
(C3.2) Pg(D(A)} C D(A).

(C3.3) Ax G Tjf(x), V.T e K n D(A), i.e. /la; is tangent (in H) to K at a;, in
the sense of (2.8).
We first note that under (Cl), the projection of y on K exists, i.e. there is 2/o G K, such that d(y; K) \y y0 . This is because the minimizing sequence zn G K', lim^-Kx, \y zn\ = d(y; K) is bounded in // so by (Cl) is also bounded in V, so it is relatively compact in H, i.e. zn contains convergent subsequences znk in H. Say znh 2/0- Then Pjl(y) 2/0A direct consequence of Theorem 2.1 is Corollary 3.1. Under Hypotheses (C1)-(C3), K n D(A) is a Row invariant set with respect to y' = Ay (i.e., etAx 6 K n D(A), Vx G K n D(A)). Hypotheses (C3.1) and (C3.2) are satisfied in the case of subsets of the form
K = {f V- H / l l 2 < yjd/l 2 ) + /.} = {/ F; ^(/) < 0}

where -P,
and
(3.2)
P>
(3-3)
( / ?eC 1 (R+),
v'(O) = 0,
v?'(r) > 0,
Vr 6 R+.
(3.4)
Clearly, A' is not necessarily convex. In applications to heat propagation, we will use
V - H*({1)
H = r 2 (ft),
V' = H-l(tt]
(3.5)
Here fi C IK", is a bounded open subset with smooth boundary T = dl. In this case
H / l l = |V/| = |grad/| L2(ft)

so K represents a constraint on the flux q = V/, i.e., / q 2 ( x ) dx <(p(! e 2 (.T) da;) + p Jn Jv,
(3.6)
(3.7)
where e(x) = f ( x ) is regarded as the energy of the flow / = /(a;), in fi. In
order to verify the tangential condition (C3) we need to find the tangential cone
Tjf(f)
to K as in (3.2) at / 6 K, in the norm of H . Precisely, this is given by:
Lemma 3.1.
f //, f l W ) < o
rrH
TJl(f)
=
(
< "
' '
if(f>(f)
= QandfD(J).
Here J is the duality mapping ofV (the cannonical isomorphism from V into
V'}.
Finally
D ( J ) = {/ 6 V;./(/) e H}.
(3.9)
Clearly, in the case of V = //o(0) and // = i 2 (fi), Lemma 3.1 becomes:
Corollary 3.2. Let
V/| 2 < ^(|/| 2 ) + p}

with p as in (3.4) and </)(/) = |V/| 2 - </>(|/| 2 ) - p. Then
< 0 = 0 and
(3.10)
, i
(3.11)
Proof: Indeed, in this case J(/) = -A/ with .D(A) = ,ff 0 1 (fi)n// 2 (fi). Clearly, in this case, / 6 K and fH2(l) means f<=D(A). Remark 3.1. In the proof of Lemma 3.1 it is essential to observe that:
T%V(f)cTg(f),
V/6A-.
(3.12)
This is because (with the notations in (2.8)) r(h] > 0 in V implies r(h) > 0 in
H, as h I 0. Now, with K as in (3.2), it follows from Lemma 2.1 that:
{v 6 V-<
f , v > -^(|/| 2 ){/,w> < 0} = M]f if
= 0.
Indeed, <?!> is continuous from V into R and
(3.14)
so (3.13) follows from (2.17).

Proof of Lemma 3.1: If <(/) < 0, then by (3.12) and (3.13) we have
V = T%(f) C If (/) C H.
(3.15)
This, the density of V in H and the fact that Tjf(f)
is closed in //, yield
Tg (/) = H.
If <(/) = 0 and f D ( J ) , then
Mf = {vV-^f,V>
V(l/| 2 ){/,> = 0}
J-l(f},v
>= 0}
(3.16)
is dense in #. Indeed, if by contradiction, this were not the case, then the closure M j would be strictly included in H . This implies the existence of an
TJ G H, TI ^ 0 with 77 orthogonal on My, i.e. (r/,v) = 0, for all v M9, so

< J ~ l ( r ] ) , v >= 0, Vv M. This and (3.16) (the orthogonal space of M is
one dimensional) imply that
/ - v'(\f\*)J-\f]
= tJ-^rj),
for some t 6 E
so / D(J), which is absurd. On the other hand, in view of (3.13)
Mf C M] = T%(f) C TJKf)
which implies Tg(f) = H for <(/) = 0 and feD(J).
CH
Finally, if / 6 D(J), than
we can replace < /, u >= ( J ( f ) , v } in (3.13) so for </>(/) = 0 and / G D(J),
T%(f) = {veV- - J(f) + ^'(|/| 2 )/, V ) > 0} C If (/)
which yields Mf C T7f (/).

For proving the converse inclusion let v T j l ( f ) , i.e. there is r ( t ) > 0 in H
as / J, 0 such that / + t(v + r ( t ) ) = f + tvt A', with vt = v + r ( t ) > v in

H. We derive (for 0(/) = 0) < f,vt >< ^'(|/| 2 )(/, W f } + a(i) with a(i) ^ 0
as t I 0 and < f,vt >=
(J(f),vt)
which implies ( J ( / ) , ) < </>'(|/| 2 ){/,o) i.e.
Tjf(f~)
C M and the proof is complete.
4. Flow invariant sets for Navier-Stokes equations. We will discuss the invariance of Enstrophy and Helicity sets with respect to the Navier- Stokes system:
yt - v&y + (y V) y = Vp,
V y = divy(f, a:) = 0,
J/(O,.T) = 2/0 (z),
2 / ( t , z ) = 0,
in (0, T) x fi (4.1)
in(0,T)xQ
m 1)
on(0,T)x<91),
where fi, is a bounded domain of E", with smooth boundary dfl, yo 6 (L'2(Q))n. V = ( a f ^ - - - ; gf^)
is tne
gradient operator, and T/(X) = ( ? 7 i , . . . , ry n ) is the
outward normal to d$l at .r 9fi, r/ is positive and p = X ^ x ) ^ s ^ ne pressure
[2].
The basic functional spaces are V = {y 6 (tfoH^))"; div j/(a?) = 0, in fi} (4.2)
, div y(a;) = 0, in 0, ^.T) ij(x) = 0, on 5fi}.
(4.3)
For y e (Hl(tt))n, y=(yi,..., yn), by definition
(4.4)
Denote by (4.5)
the inner products and norms in V and //, respectively.

Finally, (y V)y is the following n-component function of
(4.6)
with
j=L
ox j
J
k=l,...,n.
(4.7)
Recall also the formula of "integration by parts:
/ V/ ydx =
7i7 Jdil
f y - r,da -
I /div ydx, f G HJ(O), y e (Hl(Q})n

Jfl
(4.8)
In view of (4.8), the gradient Vp(t,x)
(with respect to a;) is orthogonal on
H (Jn Vp('i, a;) j/ = 0 for all j/ G H, with p(i) G H1^), (p(t))(x)
= p(t,x)).
Therefore, multiplying formally (4.1) by w G V", in the sense of the inner product of H, we also have (Vp(f), w) = 0, so (4.1) can be represented in H as:
= 0, <G(0,T) (4.9)
where
, w) = b(y, y, w),
with
n
Vy,wV
(4.10)
b(y,z,w}= V / yiDiZjWjdx i, j = 1 ^n
and A e (F, F')> with
n
=V
iZjtiWjdx
(4.11)
Vtt t V^da;,
Vu,u F
(4.12)
In order to show that vA-\-B is a semigroup generator, one proceeds by (trunchiation) of B, i.e. the quatization
. .
I By,
X \\y\\ < t f , y t D ( A )
It follows that for a = a^ sufficiently large, vA + BN + aÎ is ?n-accretive in
H (see [2]). Therefore, for y0 6 -D(-4), the Cauchy problem
24 + //Ay 7V + BN(yN) = 0,
2/jv(0) = t/o
< 6 (0, T)
(4.14)
has a unique solution
yN W1'00([Q,T]-1H)nL(0,T;D(A)).
Moreover, by standard estimates([2],[10],[ll], there is an interval T* with T*
T*(||j/o||) < T if n = 3, and T* = T if n = 2, such that
\\yN(t)\\<N,
v<e[o,T*]
for N sufficiently large. This means that y = y^ satisfies B^(yN) = By, so y = yN is the strong solution to (4.9). In other words it suffices to check the
condition of Theorem 2.2, with vA Bj\ in place of A. In what follows we shal assume that n = 2,3.
Flow invariance of the Enstrophy sets
Let K be so called the Enstrophy set [2]. , p>0 (4.15)
where V X / = curl/(a;). It is true (although not immediat!) that the (

norm of curl/, satisfies
| V x / | = |V/| = ||/||.
The tangent cone TJi(f)
(5.16)
is given by (3.8) with /(/) = Af. Clearly, K is closed
in H . Therefore, the invariance of K n D(A) is equivalent to the tangency of v = vA BNf to K to K n D(A), i.e. to the inequality in (3.8), i.e.
E ( f ) = (Af - /(|/| 2 )/, vAf + BNf) > 0 with / 6 D(A) n K, I I / H 2 = |V/| 2 , H / l l 2 - ^(|/| 2 ) -p = Q. Indeed, E ( f )
estimated as follows:
(4.17) can be
E(f) = V\Af\2 + (Af, B N f ) - zV(l/| 2 )(^/, /}
(4.18)
as (SNfJ)
= 0 due to {/,/} = &(/,/,/) - 0 (as b ( f , g , w )
= -b(f,w,g)).
Similarly to inequalities in (4.6),
'M
where X is the first eigenvalue of A. Finally
(4.19)
(BNf,Af}
< \(Bf,Af}\
= \b(JJ,Af)\
< c\\f\\\Af\'2
(4.20)
for some c > 0. Therefore, with r = |/| 2 , we have
E(f) > (v - c f\\ - JV( r ))|A/| 2 > 0

if
// . ,
(4.21)
> 0
(4.22)
as
To conclude, we have proved the following result on the invariance of A' in

(4.15):
Theorem 4.1. Let p : R+ -> R + be of class C <1 (R + ), and
)T^< 1
where AI is the first eigenvalue of A, and c > 0 is the best constant in (4.20).
Then the subset K n D(A) is flow invariant with respect to the Navier-Stokes
equation (4.9).
Flow invariance of Helicity sets.
With the same technique as in the previous subsection, let us study the invari-
ance of the "Helicity Set" (see also [2],[9])
K = {/ e V- | / f ( x ) V x f(x)dx\'2 + A 2 f \ V f ( x ) \ 2 d x < p} Jn Jn
(4.24)
where V X / = curl/. The helicity set has an important role in fluid mechanics and in particular it is an invariant set of Euler's equation ([9]). With the previous
notations, A" can be written as: K = {/ V- </>(/) = </,curl/) 2 + A 2 ||/|| 2 -p2 < 0} (4.25)
where A and k are positive constants. Clearly, K is closed in H. Set y(/) = {/, curl/}. Taking into account that
(y, curb) = (curly, v),

./(/) = Af, and
y,vV,
(4.26)
{<'(/),!>} = <4cX/)curl/,u) + 2A 2 < f,v >

for u 6 V. we derive as in the case of (3.8) (as < /, v >= (A/, v) for /
H, if < / < 0
<; e F, <-A 2 A/ - 2^(/)curl/, } > 0} if 0(/) = 0, and / e D(/l). (4.28)
Therefore, the only fact we have to check for the invariance of A', is the last
inequality in (4.28) with v = vAf - BNf, i.e.
E ( f ) = (\2Af + 2^(/)curl/, vAf + BNf)

for </>(/) = 0 and / 6 D(A).
>0
(4.29)
First let's note that (4.25) (i.e. the definition of A') implies
We also have (see (4.20))
< A 2 cj|/|||A/| 2 < c\p\Af\2

(4.30)
.
< 2 H A / I H / H < 2Â- 1/2 |A/| 2 due to (4.19) and |curl/| = ||/|| < AJ / 2 Af\. Combining these inequalities, we clearly get
E(f) > (A 2 // - Xcp - -2Pv\-l/2)\Af\\

Thus, if
(4.31)
\2v > Ac/> + 2pz/A~ 1 / 2 , we have E(f) > 0, i.e. vAj B^f 6 T'jf(f). Therefore we have proved:
(4.32)
Theorem 4.2. Suppose that (4.32) holds.
Then the helicity set defined in
(4.24) is a flow mva.ria.nt set with respect to the abstract Navier-Stokes equation (4.9). More precisely, the solutions starting in K n D(A) remain in K n D(A) as long as they exist in the future.
The proof of formula &(/, /, curl/) = 0 in (4.30) is given in [1].
References
[1] V. Barbu and N. H. Pavel, Flow-Invariant Closed Sets with Respect to Nonlinear Semigroup Flows, to appear. [2] V. Barbu and S. Sritharan, FJow-in variance preserving feedback controllers
for the Navier-Stokes equation,]. Math. Anal. Appl.( to appear).

[3] N. H. Pavel, Invariant sets for a class of semilinear equations of evolutions,
Nonlinear Anal. TMA, 1(1977), pp. 187-196.

[4] H. Brezis, On a characterization of now-invariant
sets, Comm. Pure Appl. Math., 23(1970), pp. 261-263.

[5] D. Motreanu and N. H. Pavel, Tangency, flow invariance and optimization problems, Pure and Appl. Math., A series
of monographs and textbooks, Marcel, Vol. 219, Marcel Dekker. New York,
Basel, 1999.
[6] V. Barbu, Nonlinear Semigroups and Differential
Equations in Banach Spaces, Noordhoff,
Leyden 1975.
[7] N. H. Pavel, Semilinear equations with dissipative time-dependent domain perturbations, Isreal J. Math., 46(1983), pp.
103-122.
[8] R. H. Martin, Differential equations on closed
subsets of a Banach space, Trans. Amer. Math. Soc., 179(1973), pp.

399-414. [9] V. I. Arnold and B. A. Khesin, Topological Methods in Hydrodynamics,
Springer-Verlag, 1998.
[10] P.Constantin and C.Foias, Navier-Stokes Equations, The University of Chicago Press.Chicago,1988.
[11] R. Temam, Navier-Stokes Equations; Theory and

Numerical Analysis, North Holland, Amsterdam. 1984.
Numerical Approximation of the Riccati Equation via Fractional Steps Method
Tudor BARBU1 and Costica MOROANU 2

1
Institute of Mathematics of Romanian Academy,
6600 Iai, Romania

2
Department of Mathematics, University "Al.I.Cuza",
6600 Iai, Romania
Abstract. In this paper we prove the convergence of an iterative scheme

of fractional steps type for the nonlinear Ricatti equation. The use of this
method simplifies the numerical algorithms due to its decoupling feature. A numerical algorithm and numerical results ore presented.
I. INTRODUCTION
Consider the Ricatti equation
( P'(t) + A*P(t) + P(t)A + P(t}BN~iB*P(t) = Q,

lP(0) = P0,
t(= (0, T]
where A, Q e L(lRn,lRn), B E L(Mr\lRm), N e L(IRr\JRn}, N = N*
Q = * > 0.
For any integer M > 1, let us associate to the time-interval [0, T] the equidistant partition 0 < e < < Me = T of length e T/M and,
corresponding to this, the following approximating scheme (the Lie- Trotter

scheme)
( P'E(t] + P(t}BN-lB*Pe(t] = 0 \ Pe(ie) = Z((i + l}e] + ee-AfQe~A
t e [ie, (i + l)e]
Z'e(t) + A*Ze(t) + Ze(t}A = 0
te [ie, (i + l)e]
for i = 0, 1, , M - 1, where P~ (ie) = lim Pe(t).

t/*is
Taking into account Theorem 3 in [1], we may view Pe(t), a.e. t e [0, T],
as an approximate solution for the unknown P(t) in (1.1). So, in the sequel,
we will deal with the computation of the approximate solution for Pe in

(1.2)-(1.3). The advantage of this approach consists in simplify the numeric calculus of the approximation to P(i).
2. THE MAIN RESULT
In this section we will concern with the nonlinear algebraic equation (1.2). Firstly, we will introduce the discrete state equation. So, using a standard implicit method, (1.2) becomes
(2.1)
Pl+l +ePl+1BN-1B*pi+1 = Z*+1,
i = 0, 1, , M - 1,
where we have denoted Pe(ie] = Pj, Z*+1 = Ze((i + l)e) + ee~A*Qe-AE .

Because B and jV are self-adjoint then BN~l B* can be equivalently written
as BB*.
At any time level i + 1, i = 0,1, , M 1, we associate to equation (2.1) the following iterative linear process
(2.2)
PejkBB*PE,k+l
= Ztk.
The main result, Theorem 1 below, is concerned with the convergence
of the scheme (2.2) for k > oo. Theorem 1. // Z\ > 0, i = 1, 2, , M, and Pjk > 0, for all k G IN, then the sequence {P,k} is convergent to P+1 in L(Mn,JRn], i =
0 , 1 , - - - , M - 1.
Proof. From (2.2) we have
<||B<
Then
(2-3)
\\B*P,k+iX\\,
\B*P,k+1X\\2<C,
VX = 0.
We have also
(2.4)
So
\B*(P;k+1 - P,k}\\ < e \B\\

i.e..
(2.5)
From (2.5) we may conclude that
(2.6)
{5*(Pe,fe} > 0 ask oo,
for e > 0 small enough.
From (2.2) it follows
(2.7)
P,fc+1 + eP,kT = Zl+l + eRe,k,
where Re^ > 0 as k > oo and T lim BB* P,k- Then, we have the inequality
k K>o
-P e ,*||<e||P e ,*-P e ,*-l|| T\ +\\Retk\\
and taking into account (2.6), we can derive that Pjk is convergent as
claimed.
3. NUMERICAL APPROACH
This section is devoted to numerical approximation of the solution
corresponding to problem (1.2)-(1.3). As regards the equation (1.3), we know that the solution is given by
(3.1)
Zl+1 =e~A*p-(ie)erA+e-A*Qe~A,
i = 0,M-l.
Next, for convenience we re-write the iterative linear process (2.2) associated
to the nonlinear equation (1.2), namely
(3.2)
P,,kk+1
Algorithm FRACJc
1. Initialize parameters
e, M, kmax, A, B, Q, N, P0;
P-(0) = Po;
for i = 0 to M - 1 do
2. Compute Zl+1 from (3.1);

3. Compute Pi+1 solving (3.2);
for k 0 to kmax do
End-for
pi+l r e p , re,kmaxi
End-for; End. The MATLAB code listed below can be used in computing the approximate solution Pe(T).
A=[1.4 -.208 6.175 -5.676; -.581 -4.29 0 .675;
1.067 4.273 -6.654 5.893; -.048 4.273 1.343 -2.104];
Q=[l 0 1 -1; 0 1 0 0; 1 0 1 -1; -1 0 -1 1] ;
B=[0 0; 5.679 0; 1.136 -3.146; 1.136 0] ;

P0=100*eye(4) ; M=ll; e=0.5/M; N=700*eye(2); kmax=l ; PM=PO ;
The graph of Z is
1.95
The graph of PK is
2.25
for i=0:M Z=exp(-e*A')*PM*exp(-e*A)+e*exp(-e*A')*Q*exp(-e*A); PK=PM; for k=l:kmaLX

PK=(eye(4)+e*PK*B*inv(N)*B')'*Z;
end PM=PK;
end disp(Z); disp(PK); plot(Z); plot(PK);
We have obtained the following numerical results for Z and PK- They are
presented exactly as they appear in the MATLAB output screen The matrix Z
/1.6134 1.5870 1.6703 1.6979 \

Z = l.0e + 118*
1.4973 1.4728 1.5501 1.5758 1.8670 1.8365 1.9328 1.9648 \ 1.5041 1.4795 1.5571 1.5829 /
The matrix PK
/ 0.0 PK = l.Oe + 230 *
0.0
0.0
0.0
1.6972 1.6695 1.7570 1.7861 3.2879 3.2341 3.4038 3.4601 V 2.3082 2.2705 2.3895 2.4291)
REFERENCES
[1] V. Barbu, Approximation of the Hamilton-Jacobi equations via Lie- Trot-
ter product formula, Control- Theory and Advanced Technology, vol. 4

(1988), No. 2, pp. 189-208.
[2] V. Barbu and G. Da Prato, Hamilton-Jacobi equations in Hilbert spaces,
Research Notes in Mathematics, 86, Pitman, London.
Asymptotic Analysis of the Telegraph System with Nonlinear Boundary Conditions
L. Barbu*, E. Cosma*, Gh. Moroanu", and W.L. Wendland**

"Ovidius University. Math. Dept.. Bd. Mamaia 124. 8700 Constanta, Romania 'Stuttgart University. Math. Inst. A. Phaffenwaldring 57, 70569 Stuttgart. Germany
Abstract. The boundary layer function method of Vishik and Lyusternik is used to investigate the behavior of the solution of the problem (1.1). (1.2). (1.3) below as the small parameter s tends to zero.
1. Introduction
In the domain Dj-: = {(x. t); 0 < x < I. 0 < t < 7'} we consider the telegraph system
f -:ut + vx + ru = /,, [ v, + vx + gv = /2. with the following initial and boundary conditions: (1-1)
u(x,0) = 0 (;r).
v(x,0) = v(>(x),
0 < x < I.
(1.2)
. ( 0 ; f ) = -A(i'(0 ! f)) !
(l,t)=fa(v(l,l));
and is a positive parameter.
Q<t<T.
where g > 0. r > 0 are constants. f\. ji : DT R. 0\. ft-i : IR > IR are given functions,
'The third author's work has been supported by t h e German Research Foundation DKG (Deutsche
["orschungsgcmeinschaft). under the project DFG We 659/35-2.
This problem (which will be called P?) is a model for an electrical circuit with nonlinear
resistors at the ends x = 0 and x = 1. where u represents the current flowing in the line, and -i' is the voltage across the line. The parameter represents the specific inductance,
while the specific capacitance, which usually multiplies i>t in the telegraph system, is
assumed to be equal to 1. This does not restrict the generality of the problem. For more details concerning the physical model, we refer the reader, e.g.. to [Brl]. [Br2], [BrM].
[CK2], [Mo]. In the case of integrated circuits, we have a system of In equations instead of (1.1), but the treatement of the corresponding problem Pf: is essentially similar. We will assume that e > 0 is, a'small parameter. If we put 5 = 0, then our problem P, becomes a parabolic boundary value problem, say P0. (Notice that such a parabolic
model, extended to the case of n telegraph systems which are connected by means of some appropriate boundary conditions, is applicable to on-chip and interchip interconnections for many digital systems, where the distributed inductances of the conductive layers are
negligible [MaN]). However, from a physical point of view, the parameter e appearing in our problem Pc
is just small, not zero. So. we ask ourselves if. by putting s = 0. the resulting parabolic model PQ still describes the physical phenomenon properly. In other words, the question is whether the solution of the reduced model. PQ, is "sufficiently" close to the solution of the hyperbolic model Ps. Using the Vishik-Lyusternik method, an asymptotic expansion of the solution of P, will be constructed. The presence of some corrector in that asymptotic
expansion shows that the reduced parabolic model Pf> is not valid in DT- with respect to
the C'-norm (i.e., the norm of uniform convergence in DT}In Section 2 we will indeed derive a formal zeroth order asymptotic expansion for the solution (u,ve) of problem PE. The segment {(x,0); 0 < x < 1} is a boundary layer and the expansion of UE contains a corresponding corrector (boundary layer function), with respect to the C'-norm. In Section 3 we will state some sufficient conditions for the existence, uniqueness, and higher regularity of the solutions to problems P? and P0 (see Theorem 3.1). These conditions are independent of s. Finally, in Section 4. we obtain some estimates for the remainder terms of the expansion established in Section 2. with respect to the C-norm. This justifies our asymptotic expansion.
Notice that, if we consider the //-norm (1 <p< oo) instead of the C-norm. then our corrector (see (2.2). (2.4). and (2.9) below) is not necessary any more (actually, it can be
included in the remainder), and this means that our problem is a regularly perturbed one with respect, to the //-norm (cf., e.g.. [E, Chapter 1, 1.1]). On the other hand, taking
into account the form of the corrector, we can see that the solution of the reduced problem PO approximates uniformly the solution of Pt in any rectangle [0.1] x [8.T] with 6 > 0. A'lany similar, singularly perturbed boundary value problems can be studied by the same technique, in particular, the case of a nonlinear partial differential system instead of (1.1) as well as the case when the boundary conditions contain time derivatives of the unknowns (see [BaMl], [BaM2], [BaM3], and [MoP]). The theory of singular perturbations is a huge field, with many different subdivisions, and many considerable efforts have been done in this area. For general or more advanced information we refer the reader to the books: [CK1]: [D], [E], [I]. [JF]. [L], [MaNP], [VBK]. and the list may continue. In particular, a large amount of work has been dedicated to hyperbolic-parabolic singularly perturbed problems. See, for instance. [HW1], [HW2], [HW3], and the references therein. However, our problem Pt with the nonlinear boundary conditions (1.3) is considered here for the first time. One of the main difficulties we encounter here is to prove results of higher regularity for the solutions to problems Pf and PO- This is necessary for the existence of our asymptotic expansion as well as for proving uniform estimates for the remainder components.
2. A formal asymptotic expansion for the solution of Ps
Let f/j = (us.vs) be a smooth solution of problem Ps. The existence of such a solution will be discussed in the next section. Our problem P, is a singularly perturbed one. with respect to the C-norm. To this end. let, us remark that if the solution IL of Ps converges uniformly in D-j- to the solution of P0 then we necessarily have
4(x) + ruo(x) = /, (x, 0), 0 < x < 1.
(2.1)
If (2.1) is not satisfied then that uniform convergence cannot be true and Us has a singular behavior in the neighbourhood of the segment {(:r.0).0 < x < I } . This segment is our
boundary layer.
According to the Vishik-Lyusternik method (see, e.g.. [VBK]), wee seek a solution
V, = (u,,v,) of P, of the form
U s ( x , t) = U0(x, i) + V0(x, T) + R(x. t.;).

where T = t/s is the boundary layer variable (or rapid variable);
(2.2
UQ(X.I) = ( X ( x ^ t ) . Y ( x . t ) ' ) VQ(X,T) = (XI(X,T),YI(X,
is the first term of the regular series: T)) is the corresponding boundary layer function;
is the remainder (of order zero).
R(x,t,e) = (Ri(x.t.).Rz(x.t.c:))
In order to find VQ we will take into account the fact that VQ should be "small
enough" far from the boundary layer; more precisely VQ > Q as r > oo. for every x. Now. we will formally substitute (2.2) into (1.1) and then equate the coefficients of the
like powers of ek(k = 1,0), separating those depending on t from those depending on T.
First, we can see that Y\ satisfies the problem
oc and for every x. 0 < x < 1. Therefore.
Yi = 0.
Also. X\ satisfies the equation
(2.3)
Xlr+rXl = 0,
and. hence,
X1=a(x)e-r\
"small enough", we can see that X and Y satisfy the so-called unperturbed system
(2.4)
where the function Q will be found later. Furthermore, assuming that the remainder R is
Y,+rX=fl. Yt + Xx+gY = J 2 ,
Clearly. (2.5) can be written in the form
in I)T.
(2.5)
X = ( l / r ) ( J \ - Y.,.).
(2.6
Yt - ( l / r ) Y X I + gY = /2 - (1/r)/,.,..
Finally, the remainder R satisfies the system
(2.7)
f sRu + R,2x + rRl = -sXt,
[ Ru + Rix+gR* = -Xte.
Now,
(2.8)
let. us formally substitute (2.2) into (1.2). We remark that X\ has to compen-
sate for the initial condition for X which is not necessary any more because X satisfies an algebraic equation. So we get
a(x) = u0(x) + (l/r)(v'0(x)

and the following initial conditions
- f^x, 0)),0<x<l,
(2.9)
Y(x, 0) + Yi(x, 0) = v0(x) & Y(x, 0) = v0(x), 0 < x < I ,
(2.10)
Rl(x,0,e)=0,
R2(x,0:) = 0.
(2.11)
Analogously, by substituting (2.2) into (1.3), we obtain
A'(0, t) + ,/?i(y(0, f)) = 0,
X(l,t) - f a ( Y ( I : t)) = 0 ,
0 < t < T,
(2.12)
, t, s) + Y(Q, 0) - A (Y(Q, t)) = 0.

)) = 0,
From (2.6) and (2.12) we get
0 < t < T.
(2.13)
-(l/r)Yx(0,t) 0<t<T, XI(O,T) = X^l.r) =0 ^> a(0) = o(l) =0. (2.15)
Summarizing, the reduced problem. (Po), is defined by (2.7) (2.10) (2.14). while the problem satisfied by the remainder terms is given by (2.8) (2.11) (2.13).
3. Existence and higher regularity for the perturbed and for the
reduced problem
The aim of this section is to state some sufficient conditions for the existence and higher order regularity of the solutions to problems Ps and PQ. This requires higher regularity of
MO. f'o, fi-, fi-, /?i, fit
as
well as higher order compatibility conditions. We need higher
regularity not only for the existence of our asymptotic expansion (i.e., the existence of
all functions involved in this expansion), but also for proving estimates for the remainder
components.
The main difficulties in the study of these problems are due to the nonlinearity of
the boundary conditions (1.3) and (2.14).
Theorem 3.1. Assume thai

r>0, g > 0, A, /?2 6 Wf0f (K), ft > 0, ft > 0; (3.1)
h e W- 2 ' 1 (0,T;L 2 (0,l))nC' 1 ([0 ) r];C[0,l]),
(3.2)
/i(-,0) 6 # 3 ((U), / 2 (-,o) e If (0,1) /i (o,-), / 2 (i,0 e

UoeC 1 ^,!]), t'o e // 4 (0, 1);
(3.3)
that the following compatibility conditions are satisfied,

I o(0)+/?1(i'0(0))=0!
I wo(l) - A("o(l)) = 0,
(3.4)
/1(0!0)-ruo(0)-z/0(0)=0, = 0,
^ 0 (0) + /2x(0,0) - r l j
gVo(Q) + / 2 (0, 0) - r
lx(0^
0)) = / 1( (0, 0)
.(!. 0) + -$(
(3.6)
Tlien problem P, has a unique, solution IL = (u,, v] Cl(D-r)'i, and also problem l\t has a unique solution Y e W 2 (0,T: Hl(0,1)).
For the proof of Theorem 3.1 and for other related details the reader is refered to [AMH],
[BaM3], and [BaM4].
Remark.
from the conditions (3.4). (3.5), and (3.6) there follows (2.15).
4. Estimates for the remainder terms of the asymptotic expansion

The main result of this section is formulated in the following theorem.
Theorem 4.1. Assume that (3.1) (3.6) are satisfied. Then, for every s > 0. problem, PC has a unique solution, Us of the form, (2.2). where UQ is determ.ined from, (2.6) and (2.7) - (2.10) - (2.14), VO(X,T] = (a(x)e~rT ,Q), with a(x) given by (2.9). The remainder
R satisfies (2.8) - (2.11) - (2.13). Moreover, we have the following estimate
where M depends on r, g, l3\, /?2, WD, i'o- f i , fz, and T.

Proof. We can basically use the technique of [BaMl], [BaM3]. and [MoP]. How-
ever. for completeness, we will give here the full proof. By Theorem 3.1, the problem (2.8) (2.11) (2.13) has a unique, smooth solution,
R(x, t,) := (/?, (x, t, ),R2(x, t, s)) for (x, t) T)T.
Let //: = (L 2 (0. 1)) which is a Hilbert space, with the scalar product
(p,.q}:=
r\
Jo
pi(x)pi(x)dx
Jo
qi(x)q<2(x)dx
( :
for any p.qell.
P'-=(pi,Pi),
1 = (9i,92.).
Denote by || j| the corresponding Hilbert norm. We define the operator
Bs(t) : D(B.(L)) C II -^ II.
q) e (/-/'( l ) f . p(0) + ,fl
It is known that Bs(t) is a maximal monotone operator for Q<.t<T [Mo. Chapter III. 4]. and the problem (2.8) (2.11) (2.13) may be written as the following Gauchy problem in //. = F,(t), 0 < t < T,
=0,
where Rs(t):=R(-,s), Fs(t):=(-Xt(-,t),-Xla!(-,r)), 0<t< T.
Because BE(t) is a maximal monotone operator and (0.0) D(Bs(t)), we obtain that /? is the unique strong solution of problem (4.1). Let us multiply (4.1)i by Rs(t) and then integrate over [0, t] :
(S))ds,
(4.2)
where ( - . - ) denotes the scalar product of L 2 (0. 1). Because (Be(s)R.s(s), R*(s))>Q for 0<s <rr (notice that I3\. fa are both nondecreasing), we get
On the other hand.
\\Fs(s)\\*ds)
\ 1/2 /
^\Rs(s)fdSJ
rf
\ 1/2
(4.3)
and therefore
\\rs(,)fd,<M,.
(4.4)
Denote ks(f.):=fo\\R(s)\\2ds. From (4.3), we can deduce that h's(s)<2^/M^s ^/hs(s), and integrating with respect to s over [0. t], we get /?.,(/.) < ;W25 and /4(/.) < 2v/M^?v/^ = A/:j--.
From (4.5)2 : we can deduce that
(4.5)
= -=\\lil(-..Ls)\^+\\R^-,L.-=)\\z0<^3s..
(4.6
where [| |jo denotes the norm of />' 2 (0, 1).

As '3\, 3'2 are nondecreasing. we have
*(..s:e)\\'20ds + r \\R,(^s^) \\lds.

From (4.2), (4.4), (4.6), and (4.7) we can deduce that
(4.7)
- , S , e ) \ \ l ) d S < M.e,
Ae-// 2 ([0,7'];f; 2 (0,l)), so
Q(f) := f f s ( t ) =
0<t< T.
(4.8)
Because re# 2 (0,T; // J (0,1)) (cf. Theorem 3.1 above), we obtain from (2.6) that
is the unique solution of the Cauchy problem in H:
Q e (0) = F (0),
where Ss(t):D(E(t))cH^H,
(4.9)
D(E(t)) = {(p,q) e /^((U). p(0) +0'l(H2(0,t.) + Y ( 0 , t ) ) ( q ( 0 ) +
+ Y,.(0, 0) = ft (Y(0, t))Yt(0, t), p ( l ) - &(R*(l,l, ) + Y(l, t[q(I) + Y t ( l . t ) } =
es(t)((p,q))
= Bs(t)((p,q))
for 0 < t < T.
Now,
we multiply (4.9) i by Q(i) and then integrate over [0,i] :
+2
(ft (^(0, a, e) + Y(0, a)) - ft (Y(0, a))) K,(0, s)Rva(Q, s. -:
< ||Q5(0)||2 + 2 Obviously, ||Q,(0)||<,A/ 5 .
|/^(a)||||g (a)||da.
(4.10)
In order to continue the proof, we need the following auxiliary result:
Lemma 4.2.
If the assumptions of Theorem 4.1 hold, then \\v(-. ,S)\\C(J)T-I< C,
where C is independent of s.
Proof. We define the operator Bi:D(Bl)cH->H by
D(Ble) := {col(p,q) e Hl(Q, I). p(0) + A(g(0)) = 0, p(l) - /3 2 (g(l)) = 0}.

Bls(col(p, q)) = (-'9' + re'1?, p' + gq).
It is obvious that problem P, may be written as the following Cauchy problem in
H.
' U's(t) + BlE(UE(t)) = Gs(t),
0<t<T
UE(0) = (ua:v0).
where U(t):=(u(.,t,S),V(.,t,S)),
Now. it is easily seen that
(4.11)
GE(t): = (S-i />( ,t)J,(-,t)).
\\U'.(t)\\ < ||Ge(0) - Bl((^,i^)\\ ++ [' \\G',(s)\\dS < Ci-;-1'* for 0 < I < T. Jo
Therefore.
-=\\ut(.,t,^0+\\vt(^,-=)\^<^-\
From (4.6) we derive
(4.12)
I K , * , ) l l o < \\Y(-,f)\\0+\\^(-^)\\0<C^
(4.13)
\\u(...t,s)\\0<\\X(.,t)\\0 + \\Xl(.,T)\\0+
+ \ \ R l ( - , t , s ) \ \ Q < C3, 0 < /. < T, e > 0.

(4.12) and (4.14). we can see that
(4.14)
On the other hand, from (l.la), rx=flsutru. in />/-. and, further, according to
||-".T(-, t.. ;)||0 < C\ for 0 < t < T and -: > 0.
(4.15)
Using now (4.13) and (4.15) it follows that \ \ v ( - . . ;)|| c /7j v < 6Y, as asserted (notice
that //'(0. 1) '> C[0. 1]). which completes the proof of the lemma.
We now continue the proof of Theorem 4.1. By Lemma 4.2 it follows that
(i.(0,s,c)) - f ? l ( Y ( Q , s ) ) Y a ( Q , s ) ( v a ( Q , s , )
- Ya(Q,s))ds >
>
70
(,0'l(v(0,s,s))v,(0.s.s)}Ys(0.s)ds
'
- K'f>
- ft0'1(Y(0,s))Ya(0,s)va(0,s,)ds Jo
> A MO, s, ))Ya(0, a)?,, - fl(K(0, s ) ) Y a ( 0 , s)v(0, s, s)^-
- ft/31(v(0,3,))Yaa(0,s)ds+ Jo
+f
(ft (Y(, s))Y,(0, s))v(0, s, e)ds - A'f > - A"22 for 0 < t < T.
(4.16)
Analogously,
(4.17)
From (4.16), (4.17) and (4.10) we can deduce that
< A/6 + 2 /' \\F^s)\\\\Q4s)\\ds Jo

On the other hand,
for 0 < t < T.
(4.18)
2^\\F'E(s)\\\\QE(s)\\ds < 2S\
(4.19)
(because
'2(r/e}K
'--r
f(s)\ds<
where K- = | | a ' | | ( ) . j / ( , s ) l = !!/?,.,(..,s, 5) H 0 ). From (4.18) and (4.19) we obtain that
\\Qs(t)\\2 < A/8 + Al + r/e)e Jo

and so. bv Gronwall's lemma. j | Q ( ' ) l l MQTherefore.
rs/
\\Qs(.s)fds
for 0<t<T
||fl u (.,M)llo + p 2 f (-,M)llo < AAo,
(4.20)
(4.21) But
!
i = L2,
so. using (4.8) and (4.21), we get
llftM^HÂW/2, t = l,2.
From (2.8). (4.6) and (4.21) we can obtain
(4.22)
||/4,M.c)H 0 <A/ 1 4 , k = l,2.

<A/i ( ! c 1 / 2 . Because
(4.23)
Let i-e[0,T]. From (4.22) we obtain that there exists a4e[0, 1] such that /if(:cj,J,)
we have that ^?(.T; t. -)< Mus1/4, i = 1,2, so
g.
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Global Existence for a Class of Dispersive Equations
Radii C. Cascaval University of Missouri Columbia, MO 65211
Abstract
We study the existence of solutions for a class of dispersive equations which includes the generalized Korteweg-de Vries equation and the Benjamin-Ono equation. An explicit method for generating solutions is provided by a semilinear Hille-Yosida type semigroup theory, allowing to obtain - at the same time - estimates for different norms of the solution. The semilinear Hille-Yosida theory has been developed in a general setting by S. Oharu and T. Takahashi and extended by J. Goldstein to cover equations such as the generalized KdV equation, for the real line case [23] [25]. One of our purposes here is to show that this semigroup approach extends to a larger class of dispersive equations, including the generalized Benjamin-Ono equation, and applies to the real line as well as to the periodic case.
Introduction
In this paper we study the global existence of smooth solutions and the well-posedness of the following Cauchy problem (written in general form):
du -Mux + F(u}x = 0,
(NDE)
u(0) = u0,
with the linear dispersive term Mux, M being the linear operatorgiven by a multiplication operation in the Fourier space: Mv() = || 2 û(), /3 > | The nonlinearity is of the form Fî},,,; = F'(u)ux, with . F : R > R a (sufficiently) smooth function satisfying the following growth condition:
F'(r) lirn sup p- < oo for some p < 4/3.
|r|t-oo I'
(C)
In many situations it is instructive to consider the particular nonlinearity F(u}x upux, for some power p > 1, (with the convention
up = \u\p~lu for non-integer powers p). For p = 1, (NDE) generalizes the KdV equation (/3 = 1), the Benjamin-Ono (/3 = \ ) and the fifth-order KdV (/? = 2). For other integer powers p = k, one obtains the (KdVfc) equations (see below), which exhibit many interesting features. We address the question of global existence of solutions and well-posedness in the Sobolev spaces HS(T). Our results are also valid in the context of // S (R), but we shall not bother to focus on this case since it is similar to and slightly easier than the HS(T) case. We begin by mentioning some of the previous work done in the literature. Many authors have studied the initial-value problem for the generalized KdV equation:
uxxx + F(u)x = 0, u(0) = u0,

and, in particular,
(GKdV)
+ uxxx + ukux = 0, u(O) = UQ.

Here x G E (real line case) or x G T (periodic case). The first result on global well-posedness for (GKdV) was proved by Bona and Smith [8] in 1978, for the classical KdV equation, i.e. F(u) = y. Later, Kato [29], in 1983, developed a theory for quasi-linear evolution equations, and applied it to equation (GKdV). This was the first place where it was realized that global existence of solutions depends in a precise way on the nonlinearity. In a series of papers, e.g. [1], [7], Bona et al have studied the more general forms of this equation, with generalized dispersion relations. See also Dix [16], Ginibre-Velo [20], [21], Saut [42].
It is worth noting that the signs of the dispersion term and of the nonlinearity play an important role in the global existence of the solution u(t). As it will be seen in Chapter 4, global existence in time is guaranteed by the uniform boundedness of the H@(T} norm of the solutions. If condition (C) is assumed, this uniform bound can be automatically derived from the conserved quantities. The condition p < 4/3 imposed in (C] is essential to guarantee the boundedness of the norm mentioned above. For /3 = 1 and p > 4, Bona et al, [5], obtained numerical evidence of blow-up of ux in finite time. It is widely believed that the Cauchy problem is not globally well posed for j3 = I and p > 4, but no complete proof is available. In general, for p > 4/3, one can still get uniform bounds for the H^-noim of the solution if the initial data are small enough (in a sense to be made precise later). One interesting problem that has been recently addressed in the literature is that of obtaining optimal results with respect to the smoothness of the solution. That is, one is interested in solving the Cauchy problem for "rough" data. This direction has been pursued in the literature through the leading work of Kenig, Ponce, Vega (see [32], [33], [34], [35]), Bourgain ([10]), Staffilani ([44]) and many others. Most of the methods used are applied also to other dispersive equations, such as the nonlinear Schrodinger equation and the Zakharov system. A related question is the growth of the Sobolev norms of solutions of such systems. Results have been obtained in this direction, for example, in
[44].
Despite the legitimate interest in these directions of research, in the present work we do not concentrate on (optimal) small values of s. Instead we plan to study the relationship between the dispersion effects and the strength of the nonlinearity in the usual functional setting of the Sobolev spaces. The main result in this paper is:
Theorem 1. The Cauchy problem (NDE) is globally well-posed in HS(T) with s = max{2/3, | + e} for some e > 0, provided that the growth condition (C) is satisfied and we are in any of the following cases:
/3 = 1 and s = 2;
j3 = \ and s <E ( f , 2] and F'(u) = u;
/3 > | and s = 2/3.
For | < 13 < \, 13 ^ I , (NDE) is locally vjell-posed m HS(T), with s = 2 / 3 f o r / 3 > | ands 6 (f, 2/3+1] for \ < /3 < f.
In particular, we obtain well-posedness results for (GKdV), when /?=!.
Theorem 2. The Cauchy problem for the periodic (GKdV)
is globally well-posed in H (T}.

Theorems 1 and 2 also hold in the real-line case, i.e. on the spaces .P(IR), where s = max { 2/3, | + } and chosen as in Theorem 1. In both cases, the growth condition (C) on the nonlinearity is assumed.
The plan of the paper is as follows. Section 2 describes the abstract
equation
semilinear Hille-Yosida theory used in the proof of Theorem 1. The proof of the abstract theorem is contained in Section 3. Finally, in section 4 we prove that the operators and functionals assiciated with (NDE), satisfy all the assumptions that make the abstract semilinear theory work. We conclude with a list of open problems.
Semilinear Hille-Yosida theory
The abstract semilinear Hille-Yosida theory has been developed in [39], [40], and adapted in [25] for some situations not covered by the standard Crandall-Liggett theory. Here is the setting of the abstract theorem. Let X be a real Hilbert space with norm ||-|| and inner product (-, ). In the applications we may consider a complex Hilbert space (H, {-,-}) to be a real one (H, (, )) by taking (x, y} = Re (x, y) . C is a subset of X, u0 G C. ip (y?i, . . . , <^v) are N lower semicontinuous functionals on X, with D((f^} = C, for k = 1, . . . , N. For a = (0:1,... , a;v) C R^, define Ca = {u G C\(f>k(u) ^ ak for k = Of concern is the abstract Cauchy problem in X
u(0) = UQ.
Throughout the rest of this chapter we make the following assumptions. (Al) A : D(A) C X > X is the linear generator of a Co-semigroup
{T(t)}t>0 with
\\T(t)\\ < ewot for some LOO 6 R.
(A2) In addition, assume that D(A) fl Ca C C, for all a. B : C > .X" is a nonlinear operator satisfying: (Bl) 5 is weakly locally sequentially continuous, i.e.
{un} C Ca for some a > 0 and un > u implies Bun > 5w.
(Here > [resp. > ] means norm [resp. weak] convergence in X .) (B2) B is locally quasi-dissipative in the sense that: For all a > 0, there exists u:a such that
(2)
(Bu Bv, u v) < u}a\u v\ , for all u, t> 6 (7a
(3)
Then the following theorem (due to Goldstein, Oharu, Takahashi [25]) holds. Theorem 3. Let a&, 6^ > 0 6e /jxec? numbers, k G 1, . . . N. Assume the following condition holds true: For v (E (7, > 0; i/iere exists 0 < A 0 = A o ( f , ) swc/i iftai for all 0 < A < AO, i/iere exists u = u\ G -0(^4) H (7 satisfying
\u- \Au- \B(u)-v\ < Ae,

W) < 1 _ a A , = 1, , N.
V?A;(^) + (^ + )A
(4)
(5)
Then there exists a nonlinear semigroup {S(t)}t>0 of continuous mappings from C to C with the following properties:
I,
/*
Jo
(6)
(7)
(8)
T(t - s)B(S(s)u0)ds,
bkt},t>0, k = Q...N-l,
and the mapping u0 i> () = 5"(-)wo is continuous from C into (7(R + , ^T) locally Lipschitzian for UQ 6 -D(-A), i.e.
|u(i) - v(t)\ < eM u0 - v0\ , for some fi = ft(T, a)
whenever w 0 , u0 G -D(A) n CQ,, i G [0, T] .
Note that the growth condition (8) has as special cases linear growth
(when a,k = 0) as well as exponential growth (when fej. = 0). The proof is given in a slightly more general setting in the next section. The
theorem actually holds if X is a general Banach space. In this case, (3) should be replaced by:
B uial is dissipative on Ca.
Condition (3) is correctly stated if ( , ) is interpreted as a semi-inner product (in the sense of Lumer) on X, i.e., for x,y G X :
x}, where <f> G X* is such that <j)(y) = y\\\ =
(9)
This fact is basically contained (but not proved) in [23], [25]. For a formulation of our result in general Banach spaces with N functionals, see Remark 2 at the end of Section 3. In the next section, we give the proof of our theorem, generalizing the estimates on the functional <$j.
Abstract theorem. tions

du
Existence of solu-
Of concern is the abstract Cauchy problem in X
B(u],
(10)
(0) = x0 6 X.
We assume all the hypothesis on A, B, C and (p from the preceding
section, i.e. (A1),(A2), (Bl) and (B2), hold throughout this chapter. Let g = g(r) > 0 be a Cl increasing function and m = m(t, a) the maximal solution of the initial value problem
m'(t)=g(m(t)),t>Q,
m(0) = a,
(11)
where a G K. For the sake of simplicity, we will assume that the maximal solution is defined for all t > 0. Otherwise, when we say "for t > 0" we mean "for all t G [0, Tma;E)". When necessary, we will write m(t, a) = mg(t, a). Here is the main abstract theorem, formulated for a single functional (/? (TV = 1). The general case is very similar and will be explained later.
Theorem 4. Assume that, for each XQ E C , the following hypothesis holds: For every e > 0, there exists 6 8(xQ,e) such that for all h (0,), there exists Xh G D(A) D C satisfying
-r[f(xh) n Then there exists a nonlinear semigroup {S(t) : C > C}t>0 of continuous operators on C with the following properties:
/**
Jo m(t,v(x0)),
T(t-s)BS(s)ds,
(12)
(13)
for all XQ G C and all t > 0.

Most of Theorem 3 is obtained from Theorem 4 when we use N functions gk(r~) = akr + &&, for k = I,... ,N. Extra arguments are needed for the conclusion involving local Lipschitz conditions. The idea of the proof follows the work of Kobayashi, [36], and consist of constructing, for each x0 e (7, the map t > S(t)xo as the limit of a sequence of approximations {un(t)}n , where un(t) are step functions constructed by means of an implicit difference scheme. The only addition here is the estimates using the functionals i>j. Let XQ 6 Cro (for some fixed r 0 ) and T > 0 be fixed. Choose also TI > 1 (close to 1) and R = R(r0, T) such that
R > m TO (r 0 , T) = mg(r)r0, r,T}.
Denote ui UJR the dissipativity constant for the operator A + BR on CR. Throughout this section, BR is the restriction of B to CR. Let / be
a lower bound for <p on CR. Let K = max{u;, sup g'(m)} and denote
l<m<R
Lemma 5. Assume the hypothesis (H] holds. Then, for x0 G Cro and 0 < < e", the family
Txo,s
:= {(xk,hk)nk=l
n\
(xk)nk=lcD(A)nCR,Q<hk<e,
k=\
k=l
xk-xk-i-hk(Axk + B(xk)}\<ehk,
(14)
hk
\(f>(xk} - v(xk-i}\ < g((p(xk}} + , for k = 1, . . . ,
is nonempty. Proof. The existence of a sequence (x^, ft^) satisfying the requirements above follows inductively, using the hypothesis (l~t), which can be conveniently written as a "tangential condition": For all > 0, x G CVsuch that there exists 8 > 0, such that
h G (0, o) implies dist(x, Range(I h(A + BR)) < eft,

or,
h->0
(16)
lira -dist(x,Range(I - h(A + BR))) = 0, for all x G Cr,

ft
(17)
where r < R must satisfy m w? (r, T) < R (see Proposition 6 below). Let < (?be fixed and denote 8 = 8(x, e) the supremum of 8,8 < s, satisfying (16). The induction argument is as follows. Assuming we have generated
%i Cn,i = !,...,& 1, ^2hi < T, we can find 8 = 8(xk-i,) ,

hk G (0,<5) and xk = Xhk as in (7i). We choose ft^, in each step, such that
-5(xJt_i,e)<Afe<e.
(18)
fc-i Our first claim is that x^ G CR for as long as J^ ft; < T. Indeed, we
can prove that
l
f(xi)
rige(tp(xi-'i}i
ft
i)>
Ôr
Z =
^ ") î
(19)
here </ :=</ + . This follows from the following
Proposition 6.
(/ hg)~lz < mrig(z^ ft), for any z < /?, ft < ". (20)
To prove the above inequality, it is enough to rewrite it as

z < mrtg(z: ft) hg(mrig(z, ft)) =: $(/i).
Recall that g is increasing function. Then $'(ft) = r/g(m) ^(m) hg'(m)rjg(m) > (TJ 1 hK-q}g(m} > 0, for ft < ", which implies $(ft) > $(0) = z, if 0 < h < ~. This proves the claim of Proposition 6.
Using (20) with ge = g + e instead of g and the fact that (f>(xt) (I /i t -(y' e )~ 1 (/?(x,_ 1 ) (by construction, see (15)) we get
<
(f>(xi)
< (I- ^ e )~V(^-i)

< mr,gc(V>(Zi-l),hi)
and therefore (19) holds. Iterating (19), we obtain
As mentioned above, this guarantees the induction can continue until
^hk > T for some n. We claim that this is indeed reached in a finite number of steps, which is the conclusion of Lemma 5. We argue by contradiction. Suppose that we can indefinitely generate (x;,/i;),
k=l
with "^hi < T, for every integer k > 1. Then s0 := ^hk < T < oo.
Without loss of generality, we can assume x0 G ^(A). One reaches a
contradiction by showing that the sequence (xk) C CR has a limit point x* 6 CR which fails to satisfy the hypothesis (H). In a first step, one proves by double induction (see [36]) that for all
oo
i>j> 0, Xi -Xj\< e^'+^Kti - t3] \Bx0\ + e(tt + t 3 ) ] .

or, more generally,
Xl
(21)
-Xj\<
e^'+^-^[(tt
- tj) \Bx0 + e(ti + tj- 2tp)}
(22)
for every i > j > p. As we take z , j > oo , ti,tj > s0 in (22) and we conclude
limsup \Xi -Xj\< 2 (s 0 - t p )e 27?w(s - i P )
for all p. Now take p > oo, tp > s 0 , which leads us to the conclusion
lim \Xi Xj = 0
I,] OO
i.e.,
CR.
the sequence {xk}k>i is Cauchy, therefore convergent to some x* G
By the tangential condition, there exists 8* = S(x*, |) such that for all 0 < A < <*)*, there exists 6 D(A) fl (7 such that
|A_X*_A(A6 + (6))I<A|.
oo _
(23)
Because hk 0 (as ^ hk < T < oo ), and |(xfc, e) < /ijt (by our choice fc=i _ of hk, see (18)), it follows that 6 ( x k , ) > 0 as A; > oo. Thus there exists A;* such that 6(o;fc,) < 4j-, for all A; > k* . This guarantees the existence of an infinite sequence (A/t)k G [y, <5*] and (,xk)k G P(A)n(7fi satisfying, for all A < 5*, |6 - xk - A,(A6 + 5(6))| > eA fc , for all A; > F. If A* G [y, <?*] is an accumulation point for (\k)k , then we have 6* -xk- A fe (A6* + 5(60) > eA^, for all A; > F,
and, in the limit A; > oo,
which contradicts (23).
The contradiction we reached shows that our assumption made earlier, that we can generate an infinite sequence (xk, hk)k, is false. Therefore the set TXQt is indeed nonempty. This concludes the proof of Lemma 5. D Lemma 5 allows us to construct an approximate solution to the initial value problem
More precisely, for a finite sequence (xk^hk)nk=l G T r 0 i E , we define the step function ue : [0, T] -> CR fl T>(A], such that
ue(t) = xkiit[tk--i,tk')
(25)
for k = 1, ...,n. What remains to be proved is that for = en > 0, the sequence {u (i)} converges uniformly to a continuous function t*(i), which turns out to be the desired S(t}xQ, satisfying
u(t) = T(t)x0+
Jo
T(t-s)B(u(s)}ds
for all t G [0, T], i.e. u is the mild solution for the initial value problem
(24).
The convergence of the approximate solutions constructed in the previous section follows from the following estimate (see [36]).
Lemma 7. Let 0 < 'e < e and { ( x k , h k ) } k G r x0iS and {(2^, /&j)}j G F r 0 j be finite sequences constructed as in the proof of Lemma 5. Then, for' all u G D(B),
x0-u\ + [(tk - 7j)2 + etk + etj}* \Bu\ + etk + etj]

(26)
for all k,j.

Based on this estimate and given e en > 0, the sequence of approximate solutions un(t] = uEn(t] constructed in (25) converges to a continuous function u : [0,T] > CR, which turns out to be a mild solution for the initial value problem (24).
Indeed, for each n, we choose (xjj , h )
G ^Xo,en
an
d denote
4n) = EA!n) Let u G V(B] arbitrary but fixed. Fix also t G [0,T]. 1=1 Let m , n G N. One can find k and j such that t G [4- i>4 n ) ) n [*$-!' ^ m) )' We then apply Lemma 7 with = , " = , :
un(t)-um(t)
<
"
*>{|
m) 2
X o
|+
n
(27)
[(4" - <5 ) + en4
B)
+ emt^ \Bu + eB4 ) + e m fH}.
Letting n,m > oo, we get

limsup un(t) um(t)\ < e2r?wt \x0 u , for all u G "D(B}.
n,m>oo
Because 'D(B) 'D(A) fl CR is dense in CR we obtain

n,m>-co
lim |it n (i) um(t)\ = 0 , uniformly for t G [0,T].
This implies that (w n ) n is convergent to a function u : [0,T] > CR :

n>oo
l i m w n ( t ) = w(i), uniformly for t G [0,T].
Reasoning in the same way, but for t ^ s, we get
\u(t) - u(s)\ < e2wT[\x0 -v\ + \t-s\ \Bv\], for all v G V(B).
(28)
Because X>(H) is dense in Cjj, it follows from the above inequality that u : [0, T] > CR is continuous.
Define S(t)xo '.= u(t). It is important to note at this point that, when XQ G T^(B} T>(A)r\CR, we have more than continuity. Choosing v = XQ in the inequality (28),
\u(i) - u(s}\ < (?wT \t-s \Ax0 ,
(29)
for t, s G [0, T1], i.e. u is Lipschitz continuous on [0, T], for XQ 6 T>(B}. What is left to prove is that, for any x0 G (7^, u(i) satisfies
u(t) = T(t)x0+
/*
Jo
T(t-s)B(u(s))ds,
, for < G [0, T].
(30)
(31)
Let un(t) be the approximate solution constructed above and let Tii j_ (") (1) (1) 7 (n) / A . j-w / G I?(A*J. If we denote f.\. ' := x\ ' - x\^ - h\ '(Ax$n)' + B(x\( n' ))$\,
r ^- T->/ ^ * N
then we know (see (/H)) that
nh
^. Then
which implies
(un(t)J) = <z 0 , /) +
Jo
[ MS), A*f) + (B(un(s)), /) + {(*), f)]ds
for i G [tk-ntk ] Letting n oo, we deduce
{(<), /} = <*o, /} +
Jo
"[((*), A*/> + {((*)), />]&.

(r>} (r>\ (T)\
(32)
In the formulas above, tn(t) = ek ' for t G [^_i, tk ] and
ntk ^- 0 as n ^- oo. The integrand in (32) is continuous in s, because u is continuous in X and, consequently, B(u) weakly continuous in X (see (2)). Therefore (w(t),/} is differentiable in t and
f). (33)
Let w(t) := T(i)xQ + J0 T(^ s}B(u(s)]ds. We want to prove that u(t] = u(i). We have, for / V(A*},
( u ( t ) , f) = (T(t)x0, /} + f (T(t - s}B(u(s}}, /) dsJo

thus
This shows that (u(t}-u(i)J} = (w(0) - u(0),/) = 0 for all / ), and consequently (30) holds, i.e.
</o
/ T(t-s)B(u(s))ds.
(34)
To prove inequality (31), let u n = u jj be given the approximate solutions. We know from the estimate (19) that
whenever en < !t=J- for some constant M, independent of n. Thus, for sequences 77 > 1 and n > oo, we infer that
<p(u(t)) < limmf(f>(un(t))

ns-oo
< mg(p(xo),t).
(35)
i.e. (13) holds. Here we used the lower semicontinuity of </?. Note that all the above results hold true for all XQ C = U Cr. To
complete the proof of Theorem 4, it remains to prove the uniqueness of the solution u(i] = S(t)x0, with x0 G C. This is the claim of the following
r>0
Proposition 8. The mild solution of the Cauchy problem
u\t]
(0)
= Au(t) + B(u(t}},t>Q,
=
(36)
XQ <G C,
that is, the strongly continuous function u satisfying (34) and (35), is unique.
Proof. Let Xo,yo G CT and T > 0. Denote R := m(r, T). Assuming there are two functions, u(t) and f(t), both satisfying (34), we have u(t),v(t) e Cfl, for all* e [0,T].
As 5 fi/ is dissipative operator on CR with some constant fi, we can apply the standard techniques to obtain that
\\u(t)-v(t)\\<efit\x0-y0l
for<6[0,T].
This clearly implies the uniqueness of the Cauchy problem (36). The proof of Theorem 4 is now complete. Remark 1. In Theorem 4, only the lower-semicontinuity of the functional^) (f was needed. The converse of Theorem 4 holds in the special case when the set C and the functional(s) 99 : X > R is (are) convex. This was proved in [39] for the case of a single functional. Remark 2. Theorem 4 can be generalized by considering X a general Banach space and A^ functionals (/? 1 ,(^ 2 , , VAT : -X" I&, instead of just one functional. In this case C = C\T> (<>,) . The proof follows the
same lines as in the Hilbert space case, with the inner product replaced by the semi-inner product (in the sense of Lumer) that was defined in (9). We omit the details, which are tedious but routine.
z
Remark 3. Our proof of the abstract theorem is related to the ideas of Kobayashi [36], who was inspired by the historic Crandall-Liggett paper [15]. L.C. Evans ([17], [18]) extended Kobayashi's construction from the context of du/dt = Au to the time-dependent operator context of du/dt = A(t)u. This enables us to generalize our abstract result to du/dt = A(t)u + B(t)u, and to, for instance,
ut - a(t}Mux + F(t,u)x = 0,
a nonstationary version of (NDE). We have no specific applications in mind for this equation so we do not give a precise formulation here.
Proof of the Main Theorem 1
We will fit our concrete nonlinear dispersive equation (NDE) in the general framework of the semilinear Hille-Yosida theory presented in the preceding section. The linear operator A = D2?dXJ with domain V(A) = # 2/3+1 (T), is skew-adjoint on any of the spaces HS(T], and it generates a group of isometries {T(t)\t G B} on each HS(T). This is easy to see since Au() = i\\2/3u(] for u G HS(T}. The same argument applies to the restriction of A to #2/3+1(T) = V3, and {T(t)\t R} is also a group of isometries on HS(T}. In particular,
k =
for v
C Vk,k = 0, 1, 2, 3.
Define a nonlinear operator B on Hl(T) by
Bu = -dF(u] = -F'(u}du.
Clearly, B : H1^) -> L2(T) and, more generally, B : Hk(T} -^ Hk~l(T). Note that the only thing needed so far is for F to be sufficiently smooth.
Then the following properties hold (for a proof, we refer to [12]:

Lemma 9. (i) If wn > w in L2(T) and supn\wn\H2/3 < M < +00, then (I - XA)-lB(wn) -> (/ - XA}-1B(w) m H2? , for all real A ^ 0. (ii) If wn > w in L2(T) and sup n wn\H2f>+i < M < +00, then
B(wn] -+B(w) in L2(T).
Lemma 10. (i) For each real A ^ 0; the operators A\ = (7 \A]~1B are locally quasi-dissipative on H2t3(T), i.e. for all r > 0, there exists u = u(r) G M. such that
- \A) B(v] (I \A) B(w), v w)
2/3
< \v w A
H2?
whenever . ^z'zj 5 are locally quasi-dissipative in L 2 (T) on bounded sets in ) , i.e. for all r > 0, there exists u = cu(r) G R \ ( B ( v ) B(w)Jv w)L2 1 < u\v w whenever \v\H2^+i , |w| #2/3+1 rLet us introduce the following functionals:
L
1
T
on
M)
JT
on V,
(37)
(38)
) = I t \DÛ\2 ~ f G(u),
^ JT
, on y2
(39)
\ on V3(40)
Here G(u) = ft F(r)dr and /() satisfies /"() = (F'(u))2, 7(0) = /'(O) = 0. In the integrable cases, Korteweg-de Vries (/3 = 1) and Benjamin-Ono (/? = |), with F'(u] = u, these are just three of an infinite list of invariant functionals. These functionals are lower semi-continuous on the corresponding spaces and, in particular, on H2@+1. They are also bounded on bounded sets in Vj, more precisely:
B is a bounded set in Vj, for 0 < j < k and k = 0, 1, 2, 3, implies
: / B} < oo for all 0 < j < k.

Let g = g ( r ) > 0 be a Cl increasing function and m = m(t,a) the maximal solution of the initial value problem m'(t) = g(m(t)),t>0, (41)
ra(0) = a,
where a G IR. When necessary, we will write m(t,a) = mg(t,a). Our main result concerning the existence of solutions for the nonlinear dispersive equation (NDE) is stated here:
Theorem 11. Let /3 > | Under assumption (C) on the growth of the . nonlinearity, the Cauchy problem (NDE) is well-posed in HS(T], with s = max{2/?, | + e}, (e > 0 is as in Theorem 1), for arbitrary initial data UQ. Moreover, there exists a Cl function g such that the following
estimates hold when u0 G HS(T):

(42)
(43)
< mg(t, > 2 (wo)), for t > 0, (44)
where mg is the solution of the initial value problem (41)- If , then there exists CUQ depending only on a bound for u HS on [0, T] so that
VsKO) < e^VsM, / o r * [ 0 , T ] ,
for any T > 0.

The choice of the function g mentioned in the theorem depends on f3 and on the nonlinearity F. Our well-posedness theorem is global in time, provided that the solution m of dm/dt = g(m) exists for all t > 0. We have shown this to be true whenever /3 > ^ and when j3 = 1. It also holds for /3 | and F any quadratic polynomial. For any other case of a pair (/?, F) for which one can show that m exists globally in time, then (NDE) is globally well-posed. Thus, local well-posedness assertions in our theorems are actually global in all such cases where m exists globally. Since (/?, F) determine many possible choices of g, it seems likely that our result are of a global nature in cases where we do not assert this. From now on it is sufficient to assume -F(O) = 0 and to restrict all our calculations to initial data belonging to Hs, i.e. with zero mean, instead of the whole Hs . This is possible (without loss of generality) due to the fact that the mean of the solution u(t) is constant in time, so F(u) in the equation can be replaced by F(u) = F(u + c) F(c),
c= fu. The proof of Theorem 11 will be a consequence of the abstract theorem. If p > 4/3 in the assumption (C) on the growth of F, global
existence of solutions is still guaranteed, provided that the H/3 norm of the solution is uniformly bounded. This can be accomplished, for example, by requiring the smallness of the initial data. We refer to [12] for details. The next lemma assters that, under assumption (C), boundedness of the functionals <y?j implies boundedness of solutions in the appropriate Sobolev norms.
Lemma 12. (i) For 0-0,0-1 > 0, there exists Oi $1(0-0,01) such that w G V\,(po(w} < ao,(f>i(w) < 01 implies jii^ < 9\.
(ii) For a 0 ,0i,o 2 > 0, there exists 9-2 = $2(0-0,0-1) such that
w 6 V<2,tpQ(w} < a0,Lpi(w) < ai,v? 2 (u>) < o2 implies \w\2 < 02(Hi) For OQ, ai, o 2 , 03 > 0, there exists $3 = #3(0:0,01) such that w e y3, <^j(iy) < Oj, ; = 0,1, 2, 3, implies \w3 < #3.
Proof. Recall the growth condition (C) imposed on F. We assumed that there exists p < 4/3 such that
lim sup
\T
< co.
(45)
Hence, there are constants (7, C' such that F ' r < C rp + C'.
that (with different constants K, A"')
(46)
Because F(0) = 0 and G(0) = 0, where G(w) = $ F ( ) d , it follows

G(r) < K \r p+2 + K' \r\2 for all r e R.
Thus,
JT
I G(w}dx
< K
P+2
rr,^ + K
rrl I
\W
< K ML
<
it;
I
2f}>
2/3
4/3-
tt;
Here we used the Gagliardo-Nirenberg inequatity and Young's inequality
ab< + , r s
(aY
bs
r = , 4/3 - p
4/3
s= p
4/3
( r , 5 > 1,- + - = 1). r s
The assumption p < 4/3 was essential in the previous calculation (to guarantee that r, s > 1). As a result of the previous estimates we get
2
<K w
__
2(p(2/3-
which implies (i). To prove (ii), note that
-(F(w),D2^w)
= (dxF
u) = f F'(w)d-lD2f3wdx
</
< C
w \d~ D wdxw +C' f JT w

w
2l3
and also
u |2p+2
Thus, from the definition of </? 2 ,
^ 4/?,
4/3 + 1
i.e. (ii) holds. The proof of (iii) is straightforward:
\D2/3+l w
C W 2/3-
We need one more result, which will be used in the proof of Theorem
14.
Lemma 13. Consider the following expression.
y , 3 ( z } = (D2f3 (F'(z)dz) - F'(z)D^dz - (2/3 + l ) d F ' ( z ) D 2 f 3 z , D2f3z) . (i) For f3 > \ we have that, for all z G H2f3+1 ,
^ft(z)<C\DzUD2^2. (47)
where C depends only on a bound for \Dl3z\. (ii) For (3 = | and (3 = 1, one can improve the estimate above, in the sense that î(z) < Cil^Dzj 4 when /3 = |, with C\ depending only on \D1/2z\, and ^2(z) < C\D2z\3/2 in the case (3 = 1, for some C2 depending only on \Dz .
Remark. This result can be reformulated as follows. One can construct a function g = g(r] (depending on /?), which, in general, has superquadratic growth as r > oo, such that
z)),
(48)
where C depends only on |.D^z|. For /3 > |, g can be chosen to be linear. For /3 = 1, g can be chosen to be sublinear and for /3 = |, g can be chosen to be quadratic. What is remarkable is that in the special case F'(u) = u and (3 = I or /? = | we get ^/3(z) = 0, for all z. The proof of (i) relies on estimates obatined from the product rule and chain rule for fractional order derivatives, for which we refer to [21], [28], [35]. The improved estimates mentioned in (ii) can be found in [12], so we will not reproduce them here. The last step in the proof of the main theorem is to solve the resolvent equation. Here is the result needed, which makes the hypothesis of the abstract theorem.
Theorem 14. Let v 6 Vs satisfy \\v\H2f>+i < r, e > 0. There exists ô = ô(^ ? s) such that, for all real \X\ < XQ, there exists an unique u = u\ (E Vs satisfying
') = v,
(49)
(50)
u})+e),
(52)
< r cu I A. i [ 0
(53)
Here g is the function satisfying (48), depending on f3 and the nonlinearity F, and LOQ can be chosen to depend only on a bound for \Dv L.
Proof. Fix r > 0 arid e > 0 arbitrarily. Let v G Vs, with v < r, and
choose 0:0,0:1 be positive numbers such that (f>0(v)-\- < a 0 ,î (') + < 0.1. By Lemma 12, there exists 9i = #1(0:0, Q i) such that for all z 6 H'8,
with 950(2) < 00,^1(2) < o"i implies |z
< #j.
For the function g defined by (48), let m s (i,a) be the maximal solution of the initial value problem (11). Choose
a 2 > m S (r, (y2 2 (u)).

right hand side of (54) is finite.
(54)
Here r is sufficiently small (depending only on ip^v)) such that the

From Lemma 12 we conclude that there exists #2 = #2(0:0,0:1,0:2) such that, for all z H2^, with y>o(z) < ao,î(^) < ai,^!^) ^ 0:2
implies z| 2 < # 2 . For later purposes, let
p = sup{\F"(w)dw\,w e V2,\w 2 < # 2 }

and
(55)
sup{\F'(w)dw , w
(73 =
where we choose 93
Sup{\D w
iw
(56) (57) (58)
F(w)\,wV3,\w3<93},
Because F is assumed to be smooth enough (at least in C2f3+1), there exists 8 = 6(\v 3, s) > 0 such that, for all w v w < 8 and u;|j < max{9j, v j -\- CTJ+I}, j = 0,1, 2, the following hold true:
\F(v)-F(w)\93<-, \D^F(v)-D2f3F(w)\93<l,
+ CT3) < 2 ,
(59) (60) (61)

(62)
where ., are chosen such that 3i+2 2 +3 < |. Let A" = 3up{|(7'(r)|,r < #3} and denote A 0 = min{r, -J-, -, -^}. Consider A G ( A 0 , A 0 ) , A ^ 0 be arbitrary but fixed.
Consider the set
K = {w e V3\ \w - v < \X\ #3, w . < 93 for all j = 0,1, 2, 3}.
(63)
Note that K is a compact convex set in L 2 (T). We seek fixed points for the operator F : K > X defined by
Tw :=
By linearity of A,
= (I- XA)~lv
- XA)~lB(w).
As we saw in Lemma 9, the operator A(J XA)~1B is L2 -continuous on bounded sets in /f 2/3 , thus F is a continuous operator on K . In order to apply the Schauder-Tichonov fixed point principle, we have to ensure that F leaves K invariant, i.e.
F (K) C K.
We now prove (64). With v G #2/3+1(T) fixed, let w arbitrary. Denote z = Tw. We will show that z G K. Since
(64)
K be
- XD^dz = v- XdF( w)
we obtain
v\
(65)
(XD2/3dz,z-v)-(XdF(w),z-v)
= \(Dwdv,z-v] - X(dF(w),z-v)
z-v\,
or
\z-v\<
From (65) we also obtain
z3 =
<
<
\v\3 + (7 1 + a i < 93.
I'M
\z - v + \dF(w)
In order to conclude that z G K we only need to show
or, in view of Lemma 12, it is enough to prove

) ) < < "o,
(66) (67)
(68)
a2.
From (65), we obtain
\z\2 < = < <

i.e.
z
(v,z)-(XdF(w),z) (v,z)-X(dF(w)-dF(z),z) \v\\z +\X\\dF(w)-dF(z) (\v\ + \ X \ e ) \ z \ ,
\ ^ \v\ + 1^1 We conclude that ifo(z) < <>o(v) + |A| e <
< a0.
Next, multiply (65) by D2/3z to obtain
A (D20dz, F(w))
Now we can estimate
<
,FH)- f (G(z}-G(v))dx\
JT
> F H) - T / ( I F(TZ A JT \Jo
(l~ T}v)di\ (z - v) /
~\ I ( ! F(TZ + (1 - T)v)dr - F ( v ) ] (z - v) dx A JT \Jo )

z-v\\F(w)-F(v)
\z-v\dx
Thus we conclude
The only remaining estimate is for ^2(2)- Consider an arbitrary number 7 G [0,1] and let
(we will obtain the value 7 |fr| to be the useful one, thus 99 Rewrite (65) in the form
= XD2f3dz-XdF(w).
Then,
= (D^z, D^v) + (D^z, D^ , D2f3v) -
(z-v + XdF(w), d-1D2^(z - v})

= (D2/3z, Dv) - (dF(w), d~lD2P(z - v)) = (D^z, Dv) + (D2(3F(w), (z - v))
= (D2/3z, D^v) + (D2/3F(w), XD^dz - XdF(w}} X (D2f3F(w}, D^dz]
\D2f3v
where e\ is as in (60). Hence
1
+ X (D2<3F(z), D2(}dz) + \X\
, D2(3dz} + \X\ l .
(69)
On the other hand,
= (F(z) - F ( v ) , D2(3z) + ( F ( v ) , D20z

= (I F'(rz + (1 - T)v)drD2pz, (z - v]\ + (D2(3F(v), z \Jo /
> (F'(z)D2f3z, z-v}- |A| 2 - \D2(3F(v} - D2f3F(w}\ \z - v + (D2(3F(w),z-v) > (F'(z)D2f3z, \D2(3dz - XdF(w)} + (D2?F(w), XD20dz) > A (F'(z}D20z, D2/3dz] - X (F'(z)'D2(3z, F'(z)dz) + ( X D 2 0 F ( z ) , D^dz] - |A| (2 l + 2 2 ),
where 2 is as in (61). Also,
2)
(/(z),!)-(7(t;),l) =
(I(z)-I(v}}dx
I'(TZ .+ (1 T)v)dr(z v)dx

TJO 1
\'(rz + (i _ T)v)dT, \Dwdz - XdF( w
-\( f I"(zT)(dzT)dT,D2?z-F(w)\
\Jo where ZT = rz + (I r)v,
-A (I"(z)dz, Dwz - F(w}} + |A| 3 -A (I"(z)dz, D20z) + X (I"(z)dz, F ( z ) ) + X\
where e3 is as in (62). Putting all the above estimates together, we obtain
< (D2pF(z), D2f)dz} - 7 (F'(z}D2f}z, D2(3dz) + 7 (F'(z)D^z, F ' ( z ) d z )

-7 (D2?F(z), D^dz) - 7 ( F ' ( z ) d z , F'(z)D^z)
(1-7) (D2^F(z), D2!3dz] - 7 (F'(z)D2/3z, - 7 (F'(
<
= - ( l - 7 ) (D2(3dF(z),D2f3z) Thus,
< (7-1) [(D2f3dF(z),
-(F'(z)D20z,dD2l3z)+e = ( 7 - l ) [ ( D 2 / 3 d F ( z ) , D2f3z) - (F'(z)D2?dz, D2f3z)}

- l ) [ ( D 2 l 3 d F ( z ) , D2(3z) - (F'(z)D2l3dz,
= (7-1) (D2f3 (F'(z)dz) - F'(z)D2f}dz - (2/3 + l)dF'(z)D2^z, D2() z] + e,

provided that
which is satisfied precisely for 7 = |f^|, when </? = Using Lemma 13 we get the estimate
e.
This implies (using (54) in conjunction with (20)
)) < a2.
(70)
This concludes the proof of (64). The Schauder-Tichonov theorem applied to F : K > K gives us the desired fixed point, u = Fu, so that
u - \Dwdu - \dF(u] = v.
(71)
The estimates for <fj(z) in terms of <fj(v) imply (50), (51), (52). What remains to be proven is the estimate (53) for t p 3 ( z ) . We will make use of the dissipativity of A + BR UR, for some LJR > 0. For v and u as above we know that <fj(u) < O j , j = 0, 1,2. Then
>
(Au + B(u) Av B(v), u v)
- 3F(u} - D^dv + dF(v),u - v}

) \u - v\ .
Thus
+ LOR U V
But u v\ = \\\ if>3(u), so we conclude
or, equivalently,
This completes the proof of Theorem 14.
Having all the hypothesis in place, we can apply the abstract Theorem 3 and conclude the proof of the well-posedness for the Cauchy Problem (NDE) in the space # S (T), where s = max{2/3, f + e}, for some e > 0 as in Theorem 1.
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Viable Domains for Differential Equations Governed by Caratheodory Perturbations of Nonlinear m-Accretive Operators
Ovidiu Carja loan I. Vrabie "ALL Cuza" University of lasi, lasi, Romania "ALL Cuza" University of lasi, Iai, Romania
ABSTRACT. Let X be a real Banach space, A : D(A) C and let S(t) ' D(A) > D(A), i > 0 be the semigroup of by A. Let D be a locally closed subset in D(A) and / function. We assume that either S(t) is compact for each is compact and we prove :
X > 1X an m-accretive operator nonexpansive mappings generated : [a, 6) x D > X a Caratheodory t > 0, or that the inclusion D C. X
THEOREM. Under the assumptions above, a necessary and sufficient condition in order that for each (T,) [ a , b ) x D there exists at least one local mild solution u : [T, T] + D of u'(t) + Au(t) 3 f(t,u(t)) satisfying U(T) = is the tangency condition
There is a negligible subset % o f [ a , b ) so that, for each (i,) ([a,b)\Z) x D,

Here u(t + h,t}, /(<,)) y(t + h) where y is the unique mild solution of the problem
!/(<)= An interesting application concerning the existence of monotone solutions and some extensions to the case / multivalued are also included.
1. INTRODUCTION
differential equation. Namely, let X be a Banach space, A : D(A) C X > 2X an m-accretive operator with A generating a semigroup of nonexpansive mappings S(t) : D(A) > D(A), for t > 0, D a nonempty subset in D(A) and / : [a, 6) x D > X a function. We consider the nonlinear perturbed differential equation
Our main goal in this paper is to prove a necessary and sufficient condition in order that a given subset of a Banach space X be a viable domain for a strongly nonlinear nonautonomous
and we are interested in finding necessary and sufficient conditions in order that D be a viable domain for (T>).
DEFINITION 1.1. We say that D is a viable domain for (D) if for each (T,) [a, b) x D there exists at least one mild solution u : [T, T} > D, T < b, of (CDS) satisfying the initial
condition
U(T) = e.
(36)
We recall that the function u : [ r , T ] > D is a mild solution of (!>) and (JC) if u satisfies (36), it renders the function </() = f ( - , u ( - ) ) integrable on [ r , T ] and it is a mild solution on [T, T } of the equation
u'(t) + Au(t) 3 g ( t )
in the sense of Definition 1.7.5, p. 25 in [31].

The viability problem has been studied by many authors by using various frameworks and techniques. We start by reviewing the state of the art in the "continuous" case, i.e. in the case in which / is continuous. First we discuss the semilinear case, i.e., the case in which A is the generator of a Co-semigroup. In this respect it should be noted the pioneering work
of Nagumo [22] who considered X finite dimensional and A 0. In this context he showed that a necessary and sufficient condition in order that D be a viable domain for (D) is the tangency condition below : liiinfid( + /i/(i,0,) = 0 (LI)
for each (,) G [,&) x -D. Here and thereafter d(x,C) denotes the distance from the point x G X to the subset C in X. As far as we know, Nagumo's result (or variants of it) has been independently rediscovered several times in the seventies by Brezis [9], Crandall [16], Hartman [19] and Martin [21]. In the infinite dimensional setting with A = 0 and f ( t , ) dissipative, we recall the results of Martin [21]. The semilinear "continuous" case, i.e. the case in which A is the infinitesimal generator of a Co-compact semigroup and / is continuous has been studied by Pavel [23]. We emphasize Pavel's main contribution who, to our knowledge, was the first who formulated the
corresponding tangency condition applying to the semilinear case by means of the generated
Co-semigroup, in such a way to work also for points that do not belong to the domain of A. More precisely, Pavel [23] shows that, whenever A generates a compact Co-semigroup and / is continuous on [a, 6) x D with D locally closed, a sufficient condition for viability is:
,),D)=0
(1.2)
for each ( t , ) G [a, 6) x D. We notice that, whenever G D D D(A), (1.2) is equivalent to
limd(t
which is nothing else than the classical Nagumo's tangency condition (1.1) with A-\- f instead of /. However, there exist situations in which D is not included in D(A), or even Dr\D(A) is empty and in these cases we can use only (1.2). For instance this happens it D is the trajectory of a nonwhere differentiable mild solution of (T>). For subsequent developements, allowing
/ to be multivalued, see Pavel- Vrabie [24] and [25], Shi Shuzhong [27], Carja- Vrabie [13] and
the references therein. The fully nonlinear case, i.e. the case in which both A and / are nonlinear, with A unbounded but / still continuous, has been considered for the first time by Vrabie [30]. We notice that Vrabie [30] introduced the suitable tangency condition to apply also for points of
D which do not belong to D(A). Namely, the tangency condition introduced in [30] is
Iin4<f(u(* + h,t,,f(t,t)),D)
h.10 h
= 0,
(1.3)
where u(t + - , i , , y ) v(-) is the unique mild solution of the Cauchy problem
v'(s) + Av(s) 3 y
More precisely, Vrabie [30] proved that if A is the generator af a compact semigroup of nonexpansive operators and (1.3) holds uniformly with respect to (i,) in [a, b) x D, then D is a viable domain for CDS). We emphasize that, whenever A is linear, (1.3) is equivalent to
ft+h \ / S(t-S)f(t,{)d3,D) =0 Jt )
which in its turn reduces to (1.2). Subsequent contributions in this context are due to Bothe [5] who allowed D to depend on t as well. In particular, in case D independent of t, Bothe [5] showed that (1.3) is necessary and sufficient for viability. We also mention Bothe [6], BressanStaicu [8] and Carja- Vrabie [14] who considered the case in which / is multivalued and satisfies a certain continuity-like condition. While Bothe [6] and Bressan-Staicu [8] consider a tangency condition which reduces to (1.3) whenever / is single valued and an e 6 upper semicontinuity condition and respectively a lower semicontinuity on /, Carja- Vrabie [14] allow / to be strongly-weakly upper semicontinuous but use a tangency condition expressed in the terms of the weak topology on X and which, in certain situations, is stronger than (1.3). Concerning the Caratheodory case, again when X is finite dimensional and A 0, we
have to mention the work of Ursescu [29] who was the first able to overcome the difficulties of defining a suitable a. e. -tangency condition in order to obtain a corresponding Nagumo-type
theorem applicable in this general frame. More precisely, Ursescu proved that a necessary and sufficient condition for viability under Caratheodory conditions on / is the Nagumo's tangency condition (1.1) but satisfied only for each (i,) (iaib) \ Z) x D, where Z is a negligible set.
The true semilinear Caratheodory case, i.e. A unbounded and / measurable in t and
continuous in has been considered for the first time in Carja-Monteiro Marques [11] by
using a "lim inf" variant of Pavel's tangency condition (1.2), again satisfied only for each (t, ) 6 ( [ a , b) \ Z) x D, where Z is as above. We note in passing that, whenever / is singlevalued, (1.2) and respectively (1.3) is equivalent with the corresponding condition obtained from (1.2) and respectively from (1.3) by substituting "lim" with "liminf".
In the present paper we consider the fully nonlinear Caratheodory case, i.e. the case in which A is nonlinear, possible unbounded and / is a Caratheodory function. We assume that D is locally closed in the sense that for each D there exists r > 0 such that D D -B(, r) is closed in X, where, as usual, B(,r) denotes the closed ball with center and radius r and we prove that under some extra-conditions either on the semigroup generated by A or on the subset D, a necessary and sufficient condition for the viability of D is (1.3) satisfied only for each (i,) G ([a, 6) \ Z) x D, where Z is a negligible subset in [a, b). See Theorems 3.1 and 3.2 below. As a matter of fact, it should be mentioned that our main result here is a nontrivial nonlinear extension of that in Carja-Monteiro Marques [11] and, inasmuch as the specific "linear arguments" used in [11] fail in this new context, our proofs herein are distinct
from their semilinear counterparts and are essentially new. We also characterize admissibility of a preorder with respect to the differential equation (D) through a tangency condition of type (1.3). We recall that a preorder ":<" on a subset M of D is admissible with respect to (T>) if for each (r, ) G [a, 6) x M there exists at least
one mild solution u : [T, T] > M satisfying U(T) = and ($) ^ u(i) for each T < 5 < i < T. We adopt the approach proposed for the first time in Carja-Ursescu [12], where, in the finite dimensional setting, the admissibility of a preorder "^" with respect to (CDS) is described in terms of viability of the sets P() = {r/ G M ; ^ T/} with respect to the same equation. That approach has been extended recently to the infinite dimensional case by Chi-ter [15] in the case of a continuous perturbation /. Usually, the authors get admissibility of preorders reconstructing, and thus increasing in amount, the proofs of viability of sets. See, e.g., [18], [20]. The interested reader in this area, as well as in viability problems, is refered to AubinCellina [3]. Finally, as direct applications of our main theorems, we include some results concerning the invariance of a given subset with respect to a differential inclusion governed by a Caratheodory multivalued perturbation of an m-accretive operator. We recall that a subset D is invariant with respect to (CDS) if /, as a function of its second argument, is defined on a subset in X which is larger than D, for instance if / : [a, 6) x D(A) > X, and for each (T, ) [a, 6) x D, either there is no solution of (CDS) and (3C), or each mild solution u : [T, T) > D(A) of the Cauchy problem above satisfies u(i) 6 D for each t G [ r , T ) . The paper is divided into seven sections, the second one being merely concerned with some necessary background material. In section three we state our main results, i.e. Theorems 3.1 and 3.2, while in section four we present several auxiliary results. Section five contains the complete proof of both Theorem 3.1 and 3.2 and section six is devoted to the statement and proof of a necessary and sufficient condition of admissibility of a preorder with respect to (CDS). Section seven includes a necessary condition in order that a given subset be invariant with respect to a differential inclusion governed by a measurable x lower semicontinuous perturbation of an m-accretive operator. We also show that the condition in question is also sufficient for viability, and, in certain specific, but important cases, we prove that it is sufficient even for invariance.
Acknowledgements. We express our warmests thanks to Professor C. Ursescu for the very careful reading of a previous version of this paper, for his helpful critical remarks and suggestions concerning the presentation and especially for calling to our attention a possibility to simplify our initial proof.
2. PRELIMINARIES
We assume that the reader is familiar with the basic concepts and results concerning maccretive operators and nonautonomous differential equations in abstract Banach spaces and we refer to Barbu [4] and Vrabie [31] for details. However, we recall for easy references some basic concepts and results we will use in the sequel. Let A : D(A) C X > 2X be an m-accretive operator, D(A) and / 6 Ll(a,b;X) and let us consider the differential equation
u'(t] + Au(t) 9 f ( t ) .
(2.1)
In all that follows we denote by w ( - , a , , / ) : [a, 6] > D(A) the unique mild solution of (2.1) satisfying u ( a , a , , / ) = and by S ( t ) : D(A) -> D(A), i > 0, the semigroup of nonexpansive mappings generated by A, i.e. S(i) u ( t , Q , , Q ) for each t > 0 and D(A). We recall that, for each f , g Ll(a,b;X) each ,77 <E D(A) and each a < t < 6,
we have
\\u(t,a,tJ)-u(t,a,T,,g)\\<\\t-T,\\+ f
Ja
||/(r) - g(r)\\ dr.
Moreover, we note that, for each a < f < t <. b, we have

,(,]). (2.3)
for each t > 0 S ( t ) is a compact operator. A subset G in L1(a, b; X) is uniformly integrable if, for each e > 0 there exists 6(e) > 0 such that, for each measurable subset E in [a, 6] whose Lebesgue measure X(E) < 6 ( e ) , we have
See Vrabie [31]. We also recall that the semigroup S(t) : D(A) D(A), t > 0 is compact if
[\\9(*)\\ds<e, JE
uniformly for g G G.
REMARK 2.1. It is easy to see that, whenever I XLâ, 6 ; R + ) , the set
Gl = {gtLi(a,b;X);
is uniformly integrable.
\ \ g ( t ) \ \ < t ( t ) , a.e. for f e [a,6]}
We include for easy reference the following two compactness results which are the main ingredients in the proof of Theorems 3.1 and 3.2.
THEOREM 2.1. (VRABIE) Let X be a real Banach space, A : D(A) C X -> 2X an maccretive operator, G D(A) and G an uniformly integrable subset in Ll(a,b;X). Then the following conditions are equivalent:
(i) the set {w(-, a, , < / ) ; g 6 G} is relatively compact in C ( [ a , b ] ; X ) ; (ii) there exists a dense subset E in [a,b] such that, for each t e E, { w ( i , a , , < / ) ; g G} is relatively compact in X.
See Theorem 2.3.1, p. 45, in Vrabie [31]. A very useful consequence of Theorem 2.1 is:
THEOREM 2.2. (BARAS) Let X be a real Banach space, A : D(A) C X -> 2X an m-accretive operator such that A generates a compact semigroup, let 6 D(A) and G an uniformly
integrable subset in Ll(a,b;X). Then the set {u(-,a,,g); g G G} is relatively compact in C([a,b];X).
See Theorem 2.3.3, p. 47, in Vrabie [31]. We are now able to introduce the tangency condition we are going to use in the sequel. We begin with the tangency concept.
DEFINITION 2.1. Let A : D(A) C X > 2X an m-accretive operator and D be a nonempty
subset in D(A). We say that y X is A-tangent to D at 6 D if for each 6 > 0 and each r > 0 there exist t e ( 0 , 6 ) and p 5(0, r) such that
u(t,Q^,y) + tp D.
The set of all /1-tangent elements to D at e D is denoted by T>().
REMARK 2.2. It should be noticed that whenever A = 0, T^(^) is nothing else than the tangent cone at D in the sense of Bouligand [7] and Severi [26]. Moreover, if A is linear and A ^ 0, T^ is the tangency concept used by Shi Shouzhong [27] who considered the case when the perturbation is a multifunction not depending on t. It is easy to see that
ftj.0 ft
, , ,
Moreover, this concept can be defined equivalently by means of sequences. Namely, y 6 X is A-tangent to D at G D if and only if there exist two sequences, (t n ) n gN- decreasing to 0 and (p n )ngN* convergent to 0, such that
u(tn,Q,{,y) + tnPnD
for each n G N.
(2.4)
We conclude this section by recalling that the inclusion D C X is compact if each bounded subset in D is relatively compact in X.
3. THE MAIN RESULTS

We begin by recalling :
DEFINITION 3.1. A function / : [a, 6) x D X is called a Caratheodory function if it

satisfies : (Ci) for every x G D, the function /(-,#) is measurable on [a, 6) ; (6*2) for almost every t G [a, 6), the function /(t, ) is continuous on D ; (6*3) for every r > 0 there exists a locally integrable function tr : [a, 6) > R such that [[/(, x)|| < 4(0 for almost every t [a, 6) and for every x D n 5(0, r). We are now ready to state the main results of this paper.
THEOREM 3.1. Let X be a real Banach space, A : D(A) C X > 2X an m-accretive operator
with A the infinitesimal generator of a compact semigroup S(t) : D(A) > D(A), t > Q, D a nonempty, locally closed subset in D(A), and f : [a, 6) x D X a Caratheodory function. Then a necessary and sufficient condition in order that the set D be viable with respect to (D) is the tangency condition:
(T) there exists a negligible subset Z in [a, 6) such that, for each ( t , ) G ( [ a , 6 ) \ ) x D, we THEOREM 3.2. Let X be a real Banach space, A : D(A) C X > 2X an m-accretive operator, D a nonempty locally closed subset in D(A) with the inclusion D C X compact and f :
[a, 6) x D > X a Caratheodory function. Then a necessary and sufficient condition in order
that the set D be viable with respect to (D) is the tangency condition (T).
Concerning the existence of saturated, i.e. noncontinuable mild solutions of (D) and (JC), using a standard argument based on the Brezis - Browder's countable version of Zorn's Lemma, see Theorem 4.2 below, we deduce: THEOREM 3.3. Under the hypotheses of either Theorem 3.1, or Theorem 3.2, a necessary and sufficient condition in order that for each (, & D there exists at least one saturated mild solution of (CDS) satisfying (3C) is the tangency condition (7). If D is closed, then each saturated solution is global, i.e. defined on [T, 6).
4. SOME AUXILIARY RESULTS

We begin with the following variant of some general "Lebesgue-type" theorem established in
[28] and [11].

THEOREM 4.1. Assume that X is a real Banach space, D is a nonempty and separable subset in D(A) and f : [a, 6) x D > X is a Caratheodory function. Then there exists a negligible subset Z o f [ a , b ) such that, for every t [a, 6) \ Z, we have
lim/Uo h Jt
\\f(s,y(s))-f(t,y(t))\\ds
=Q
(4.1)
for all continuous functions y : [a, 6) > D.
To prove Theorem 4.1 we have only to repeat the same routine as that in the proof of
Lemma 1 in [28] or that in the proof of Theorem 2.3 in [11], in the latter case by taking
S(t) /, the identity on X, for each t > 0.

The following (perhaps known) extension of a simple remark due to Vrabie will prove useful later. See [11] Proposition 2.1.
PROPOSITION 4.1. If X is a Banach space for which there exists a family { S ( t ) ; t > 0} of compact operators such that limS(t)tc = x
t[0
for each x G X, then X is separable.

Proof. Take a sequence (i n ) n 6 N which is decresing to 0. Since, for each n G N, S(tn)B(0,n) is precompact there exists a finite family of points Dn in B(0, n) such that for every x 5(0, n) there exists xn G Dn satisfying
\\S(tn)x - S(tn)xn\\ <tn.

Let x G X and e > 0 and choose n G N such that tn < e, \\x S(tn}x\\ < e and \\x\\ < n.
Taking xn E Dn as above, we have
||z - S(tn)xn \<\\x- S(tn)x\\ + \\S(tn)x - S(tn)xn\\ < 2e.

So D = UnS(tn)Dn (which obviously is countable) is dense in X and this completes the proof. D
One of the main tools in the proof of both Theorem 3.1 and 3.2 is the following characterization of the tangency condition (T).
PROPOSITION 4.2. Let X be a real Banach space, D a nonempty and separable subset in D(A), A : D(A) C X > 2X an m-accretive operator and f : [a, b) x D > X a Cartheodory function. Then, the tangency condition (T) is equivalent to the condition (7) below:
(T) There is a negligible subset Z of [ a , b) such that for every (i,) G ([a, 6) \ Z) x D there
exist two sequences, (hn)n&K* decreasing to 0 and (pn)neN* convergent to 0, such that
u(t + hn,t,tJ(-,t)) + hnPneD

for each n N*.
(4.2)
Proof. From (2.2) we have

t +h
\\f(s^)-f(t^)\\ds
for each (i,) G [a,6) x D and h > 0 with t + h < b. The conclusion follows directly from (2.4) and Theorem 4.1. D We end this section by recalling a general principle on ordered sets due to H. Brezis and
F. Browder [10, p. 356]. It will be used in the next sections in order to obtain some "maximal" elements in an ordered set. The existence of maximal elements is usually derived by using the well-known Zorn's Lemma, an ordering principle which is equivalent to the Axiom of Choice. The Brezis-Browder's Ordering Principle is based on an axiom which is weaker than
the Axiom of Choice, i.e. the Axiom of Dependent Choices [17]. See also [12, p. 16] for other applications. THEOREM 4.2. Let X be a nonempty set, < a preorder on X and W : X > M. U {+00} an increasing function. Suppose that each increasing sequence in X is majorated in X. Then, for
each XQ X there exists He G X with XQ < x such that IS < x implies $(x) = 4 r (x).
Note that, in the paper by Brezis and Browder, the function S is supposed to be finite
and bounded from above, but, as remarked in [12], this restriction can be easily removed by replacing the function $ by the function x H-s- arctan(^(x)).
5. POOF OF THEOREMS 3.1 AND 3.2

The necessity of both Theorems 3.1 and 3.2 is an immediate consequence of the next result
which is interesting by itself.
THEOREM 5.1. Let X be a real Banach space, A : D(A) C X > 2A an m-accretive operator, D a locally closed and separable subset in X and f : [a, b) x D > X a Caratheodory function.
Then, a necessary condition in order that D be a viable domain for (D) is the tangency condition (7). Proof. Let Z be given by Theorem 4.1, let r e [ a , b ) \ Z, let G D, choose a solution u to (23) and (3C), which is defined on a subinterval [ T , T ] of [a, b) and take a continuous function z : [a, 6) > D which coincides with u on [r, T]. We have
u(T
+ h,r,tJ(.,z(-))eD
for each h G [0,T T}. On the other hand, by (2.2), we get

Hr + f t , r , , / ( - , z ( - ) ) - ( r + A , r , f , / ( for each h 6 [0, T - T }. By (4.1) we know that
and therefore
Hence /(r, ) e 70() fr
ea
h ( T ;) ([a, 6] x D) \ Z and this completes the proof of
Theorem 5.1.
We are now in the position to prove the necessity of both Theorems 3.1 and 3.2. To do
this we have only to observe that in both cases, i.e. S(t) is compact for each t > 0, or the inclusion D C X is compact, D is separable and therefore the hypotheses of Theorem 5.1 are satisfied. See Proposition 4.1. REMARK 5.1. The proof of Theorem 5.1 shows that, even in a more general frame than that
assumed either in Theorem 3.1, or in Theorem 3.2, a necessary condition for the viability of D with respect to (D) is a tangency condition which, in general is stronger that (T). More precisely, we proved that such a necessary condition is: (S) there exists a negligible subset Z in [a, 6) such that, for each (i,) ([a, 6) \ Z) x D,
we have/(U) (0-
Here S(0 - {y e X; limid(u(M,,y),Z?) = 0} nJO ft which is included in T^(). Indeed, #() C TD() simply because the former is defined by means of "lim", while the latter is defined in a very similar way but by means of "liminf". See Remark 2.2.
The proof of the sufficiency consists in showing that the tangency condition (T) along with Brezis-Browder Ordering Principle, i.e. Theorem 4.2 above, imply that for each (T, )
in [a, b) x D there exists at least one sequence of "approximate solutions" of (!)), defined on the same interval, vn : [T,T] > X, satisfying (JC) for each n N* and such that (vn) converges in some sense to a mild solution of (D) satisfying (JC). The next lemma represents an existence result concerning "approximate solutions" of (D) satisfying (JC) and it is a nonlinear version of Lemma 3.1 in [11]. Its proof relies on an interplay between some techniques developed in [5] and [11].
LEMMA 5.1. Let X be a real Banach space, A : D(A) C X > X an m-dissipative operator, D a nonempty, locally closed subset in D(A) and f : [a, 6) x D > X a Caratheodory function satisfying the tangency condition (7). Then for each (r, ) G [a, b) x D there exist r > Q,
to [a,b)\Z and T (T, b) such that D n B(, r) is closed and for each n 6 N* and for each open set o/R with Z C and A(,C) < - (A is the Lebesgue measure), there exist a family of nonempty and pairwise disjoint intervals: 7 = {[tm,sm); m 3} and two measurable functions g 6 Ll(r,T;X) and v : [T,T] > X satisfying
(i) [J [tm,sm) = [r,T) and sm - tm < - for each m e 3;

m3
(ii) i f t m < E L then [tm,sm) C L ; (iii) v(tm) <E D n 5(,r) for each m 6 3, v(T) 6 D n B(,r) and v ( [ r , T ] ) is precompact;
(iv) g ( s ) - f(s,v(tm))
tm;
a.e. on [tm,sm) if tm < &, and g ( s ) = f(tQ,v(tm)) a.e. on [tm,sm) if < -^^ for each m 3 and each t [ t m , T ] . n
(v) \\v(t)-u(t,tm,v(tm),g)\\
Proof. Let (T, {) 6 [ a , 6 ) x Z) be arbitrary and choose r > 0 so that D n B(,r) is closed and there exists a locally integrable function l ( - ) such that ||/(i,x)|| < t(t) for almost every
t 6 [a, 6) and for every x D C\ B(,r). This is always possible because D is locally closed and / satisfies (Cs) in Definition 3.1. Fix t0 ^ Z and T1 (T, 6) such that
sup \\S(t - T) - || + K + T - T < r,

T<t<T
(5.1)
where K = max {(T - T)l(t0} , l(s)ds\ .
We prove first that the conclusion of Lemma 5.1 remains true if we replace T as above with a possible smaller number fj, 6 (T, T] which, at this stage, is allowed to depend on
n G N* and then, by using the Brezis-Browder Ordering Principle Theorem 4.2, we will prove that we can take fj, = T independent of n G N*. For n G N* take an open set of K with Z C and whose Lebesgue measure A() < ^.
Case 1. In case r G , since /(to,) is A-tangent to D at it is easy to see that there
exist <5 6 (0, ^-) and p 6 X with ||p|| < ^ such that [T, r + <5) C /C and such that
u(T + , T , f , / ( * 0 , 0 ) + * P e I > .
Now, let us define g : [T, T + <*> ] > X and u : [T, r + <5] > X by </(t) = /(to, ) and respectively
by
v ( t ) = u(t,T,t,g) + (t-T)p
an(
(5.2)
for each t G [ T, T + (5 ] . Let us observe that the family 7T+s {[ T i T + <5)} and p e X with ||p|| < i such that
i the functions g and v satisfy (i)-(v) with T substituted by T + Case 1. In case T ^ , we have T Z and in view of Proposition 4.2 there exist 5 G (0, ^)
Setting g ( s ) /(s,^) and defining v by (5.2), we can easily see that, again, the family yr+f {[T, T + <5)} and the functions 5 and v satisfy (i)-(v) with T substituted by T + 6. Next, we show that there exists at least one triplet (CP, g, v) satisfying (i)-(v) with T given
by (5.1). To this aim we shall use the Brezis-Browder Ordering Principle (see Theorem 4.2) as follows. Let U be the set of all triplets (CP^,^, v^) with fj, < T and satisfying (i)-(v) with fj, instead of T. This set is clearly nonempty as we already proved. On U we introduce a partial order as follows. We say that
where 3>w = {(tkm,skj;m e 8k}, k = 1,2, if (0i ) Mi < ^2 and if /^ < //2 there exists i e ^2 such that /! = t,2 ;
(O 2 ) for each mi 6 #1 there exists m 2 6 #2 such that t^ = t^ 2 and sjni = s^2 ;
(Os) S'MiC 5 ) = 5w(- s ) and W M I ( S ) = V M2( 5 ) fr eacn 5 ^ [ T > ^ i ] Let us define the function ty : U > K by It is clear that $ is increasing on U. Let us take now an increasing sequence
in U and let us show that it is majorated in U. We define a majorant as follows. First, set
; j <E N}.
If (i* = fij for some j G N, (!PMj , gtlj , u M j ) is clearly a majorant. If /j,j < /.t* for each j G N, let us observe first that the intervals in the family 3V {[t3m, s3m); j ' G N, m G 3j} are pairwise disjoint and so this family is at most countable. For our latter purposes, it is important to emphasize that in fact 3V is countable. Indeed, by (Oi), we have that for each j G N there exists m G 3j such that /ij = f^. On the other hand, the set {fj,j ; j G N} is clearly countable because //* = sup{/Uj ; j G N} and /j,j < /.i* for each j G N. Hence 3V can be written in the form 3V = {[tm,sm);m G N}. We define
for j G N and every t G [T, fij]. Now let us observe that (3Vi SVi'i^v); where 3V j p^. and
U M are defined as above, satisfies (i), (ii), (iv) with T replaced with T + fj,*. Notice that
(v) is also satisfied but only on [r, //*). Obviously we have u M *(i m ) G D n B(,r) for each m G N. To see that (3Vi <7 M *, U M -) satisfies also (iii) we have to check first that W M .([T, /^*)) is precompact in X and next to show how to define v^ (fi*). By (ii) and ((7s) we know that <7 G <C I (T, /i* ;Jf) and so, for each j G N, the function u(-, fj,j, vfl(/j,j), 17) : [ / Z j , / ^ * ] > /?(^4) is
continuous. Therefore C3 = u([//j,/i* ],//j,i) M .(/^j),^) is precompact. On the other hand, by (iii), for each j G N, we know that Kj *V([T, ji3 ] ) is precompact too. By (v) and (0]) we
deduce that, for each j G N,
iv([r,/O) C Q U A', +
Let e > 0 be arbitrary and fix j G N such that
^(0, 1)-
Since Cj U A'j is precompact, there exists a finite family {x1; x 2 , . . . , n ( )} such that, for each
x G Cj U A'J, there exists fc G { 1 , 2 , . . . , n(e)} such that
,i,From the last two inequalities and the inclusion above, we get ^.([r, //*)) C U^lj B(xk,) and accordingly v^.([r, û*)) is precompact. Now, take any limit point v* of v ^ ( / j , j ) as _/ tends to +00 and set U M .(^*) = u*. Clearly v^>(/j.*) & D C\ ?(,r). So, with UM. : [T,/J,*] > AT, defined as above, we obviously have that (3V, <7j,*,iv) satisfies (i), (ii), (iii) and (iv). It is
also easy to see that (v) holds for each m G N and each t G [t m ,^*). To check (v) for t = /j,*, we have to fix any m G N, to take t = Hj with /j,j > i m in (v) and to pass to the limit
for j tending to +00 both sides in (v) on that subsequence on which (VJ(/J,J))JN tends to
v* ?v (//*). So (3V>3ViSV'j v) i
g a
majorant for ((3"^, 3V,>#J' J))JN and consequently
the set II endowed with the partial order < and the function \& satisfy the hypotheses of
Theorem 4.2. Accordingly there exists at least one element (!?, <?,,, u,,) in U such that, if (yv,gv,vv) < (Ty,ga,va) then v = a. We show next that v = T, where T satisfies (5.1). To this aim let us assume by contradiction that v < T and let : vv(v) which belongs to D n B(,r). In view of (2.2) and (i)-(v) we have
lie, - en < \MV) - KT,^)H + H^T,^^) - .?(" - ^11 + 115^ - ^ - 1\\ <
< ^^ + sup \\S(t - T)^ - || + max <^ (v - r)l(t0), /
r^
l(s) ds
Recalling that v < T", from (5.1) we get

\\t*- t\\<r. (5.3)
There are two possibilities: either v , or f ^ -C. If z; we act as in Case 1 above with ;/ instead of T and with instead of . So from the tangency condition (7) combined with (5.3) we infer that there exist S (0, -] with
v + 5 < T, [ i/, v + S) C and p A" satisfying ||p|| < i, such that u(/ + 6, v, &,, /(*o, 6)) + Sp D n B({, r). If f ^ L we act as in (7ase 2 above with ^ instead of T and with instead of {. So from Proposition 4.2 combined with (5.3) we infer that there exist S (0, ^] with i/ + 5 < T and
p 6 X satisfying ||p|| < ^, such that
(/ + 6, ^ {, /(-, 6)) + 6PDr} B(, r).

We define 7v+s fu U {[ v, f + <5)}, ^+4 : [T, // + ^ ] > X and u^+j : [T, v + ^ ] AA by
(f(Jj6)
if
in case v 6 and
in case v and respectively by

(i,t/,^, gv+s) + (t-v)p iff ( ! / , / + ].
Since w v + (z/ + <5) D and by (2.2) and (5.1)

\\vv+S(t) - f \ \ < \\vv+s(t) - u(t, r, t,gv+s)\\ + \\u(t, r, , gu+s) - S(t - r)\\ + \\S(t )-+ [t\\g n JT
+s(s)\\d3+
sup \\S(t-T)\\<
< sup
T<t<T
for each t G [v,v + 6], (yv+s,gv+St^v+s) satisfies (i), (ii), (iii) and (iv). with T replaced by v + S. Clearly (v) holds for each tm and t satisfying tm < t < v, or tm v < t. The only case we have to check is that in which tm<v<t<v + 6To this aim, let us observe that, by virtue of (2.3) and (2.2) and (v), we have
(t - L > ) p - u ( t , L > , u ( i / , t m ,
,tm,vv+5(tm},gv+6)\\ + (t- v n n n So (v) holds for each m N and each t [ < m , j / + 6].
<.
t - tm
Thus, (yv+s,gv+s,vv+6) G U, (7v,gv,vv] < (yvJrS,gv+s,vv+s} and v < v + 8. This contradiction can be eliminated only if v = T and this completes the proof of Lemma 5.1. D
DEFINITION 5.1. Let (r,) G [a, 6) x D, n G N* and the set as in Lemma 5.1. A triplet (IP, g,v) satisfying (i)-(v) is called an n-L,- approximate solution of (D) and (JC) on [T, T].
We are now prepared to complete the proof of the sufficiency of Theorems 3.1 and 3.2. Proof. Let () be a decreasing sequence of open subsets in E such that Z C <Cn and X ( L n ) < ^ for every n G N*. Take L := H n >i n and a sequence of n- n -approximate solutions ((yn,gn,vn))neN' f (33) and (3C) on [ r , T ] . From (iii) and condition (Cs) we know that {gn; n G N*} is a uniformly integrable subset in Ll(r, T;X). See Remark 2.1. Under the hypotheses of Theorem 3.1, since the semigroup S(t) : X > X, t > 0, is compact, by Theorem 2.2 it follows that there exists v G C*([T, T]; X) such that, on a subsequence at least, we have ,,gn) = v ( t ) (5.4)
uniformly for t G [T, T]. We shall prove now that, under the hypotheses of Theorem 3.2, (5.4) still holds true. First, let us remark that D n B(,r) is compact. Next, by (v) we have
for each k G N* and m 3k- For n G N* let us denote Cn = {u(t, r,,<7,)5 fc = l^, t G [r,T]} and tf = {*(); fc e FT, m 0 fc }
and let us observe that, in view of the inequality above, we have
rr~i
{"(C^flfc); f c N % r o f l t } C C n U t f H - - 5 ( 0 , 1 )
(5.5)
for each n G N*. But, for each n G N*, Cn and K are precompact, the former because each function u(-,r,,gk) is continuous on [r,T] for k l , n , and the latter as a subset of D H B(, r) which in its turn is compact as already mentioned. This remark along with (5.5) shows that {w(^, T, ,g k )', k G N*, m G 3k} is precompact too. Now let us observe that, by (i), for each t G [r,T) and each A; G N* there exists m G 3k such that t G [ ^ m > s m ) an(^ s m ~~ ^m ^ As a consequence {<^; A; G N*, m G 3/t} is dense in [r,T]. Thus we are in the hypotheses of Theorem 2.1 and accordingly there exists v G C ( [ T , T}\ X) such that, on a subsequence at least, we have (5.4). So, in both cases, i.e. under the hypotheses of either Theorem 3.1, or Theorem 3.2, (5.4) holds. By (v) and (5.4), on the same subsequence, we also have \imvn(t) = v ( t ) (5.6)
n
uniformly for t G [ r , T ] . Next, recalling once again that the set {t^', k G N*, m G 3k} is dense in [r,T] and vk(tkm) belongs to D n B(,r) for each A; G N* and m G 3k, from (5.4) and (5.6) we conclude that v(t] G D 0 B(,r) for each t G [T, T } . Indeed, this is clearly the case \it-r. So take t G (T, T ] , k G N*, m G 3k and let us denote (for the sake of simplicity) s = tkm. Assume that s < t and let us observe that, by virtue of (v) and (2.2), we have
IKO - v k ( s ) \ \ < \\v(t) - u(t,s,vk(s),gk)\\ + | u(t,s,vk(s),gk) - S(t - s ) v k ( s ) \ \ +
+ \\S(t - S ) v k ( s ) - vk(s)\\ <~+ [ \\gk(0)\ dO + sup \\S(t - s)r, - r,\\ <
where 1(9) = ma,x{e(t0),C(6)} a.e. for 0 e [ r , T ] and
C = { v k ( t ) ; A: e N * , te(
Since, due to (5.6), C is precompact in X, we have
limsup \S(S)r] n\\ = 0. s l 7,ec

Recalling that t e L 1 (r, T ; K + ) , that s denote a generic element tkm with tkm < t, and using the relation above, we easily deduce that
where the latter is included in D fl B(,r). So, we necessarily have u(i) ) n J3(,r) for
each f [r,T]. Now, let us observe that if s L there exists n(s) 6 N* such that, for each n > n(s), s ( Ln. Hence, by (i) and (iii) we have gn(s) = f(s,vn(t^n)) for each n > n(s) and for some m 3n with |s <^| < ~. Therefore by condition (C^) we get
\imgn(s) = f ( s , v ( s ) )
n
for almost every s 6 [ r , T ] . /.From (6*3) and Lebesgue Dominated Convergence Theorem we
deduce that
limgn = / ( - , ( ) )
n
in L I (T, T; A"). In view of (2.2) we then have v ( t ) = w(i,r, ^,5) for each t [T,r], where (/ satisfies 5(5) = /(S,M(S,T, ,<?)) for almost every s G [r, T]. But this means that v is a mild solution of (T>) and (JC) and this completes the proof. D REMARK 5.2. We notice that the above proof may be easily adapted to handle a slightly
more general result obtained from Theorem 3.2, by replacing the hypothesis "i/ie inclusion D C X is compact" with KD is locally compact and separable".
6. ADMISSIBLE PREORDERS
Let M be a nonempty subset of D.
DEFINITION 6.1. The set M is admissible with respect to (D) if for each (T,) 6 [a, 6) x M there exists at least one mild solution u : [ T , T ] M, T < b, of (1)) and (JC).
Applying either Theorem 3.1, or Theorem 3.2 to the differential equation
u'(t) + Au(t) 3 f M ( t , u ( t ) ) ,
where JM stands for the restriction of / t o [a, b) x M, we get
THEOREM 6.1. Under the hypotheses of either Theorem 3.1, or Theorem 3.2, assume that M is a closed subset of D. Then M is admissible with respect to (D) if and only if there
exists a negligible subset Z in [a, 6] such that, for each ( t , ) ([a, 6) \ Z) x M, we
/(*,0eo(0
We also have
COROLLARY 6.1. Under the hypotheses of Theorem 6.1, a necessary and sufficient condition in order that for each G M there exists at least one saturated mild solution u : [T, T) ~> M , T < b, o/(I>) satisfying (JC) is the tangency condition (7) with D replaced with M.
Now, let ^ be a preorder on M, i.e. a reflexive and transitive binary relation on M. It is convenient to identity the preorder ^ on M with the multifunction P : M > 2 defined by for all 6 M.
DEFINITION 6.2. The preorder P : M > 2M is admissible with respect to (D) if for every (T, ) [a, 6) x M there exists a mild solution u : [T, T] -> M to (D) and (JC) such that
for every s [i",T] and for every t [ s , T ] , u(t) P(u(s)). Our main goal in the sequel is to characterize the admissibility of a given preorder P with respect to the differential inclusion (T>).
THEOREM 6.2. Under the hypotheses either of Theorem 3.1, or of Theorem 3.2, assume that M is closed in D and the graph of P is closed in D x D. ,Then a necessary and sufficient condition in order that P be admissible with respect to (D) is the tangency condition below. (S) There is a negligible subset Z o f [ a , b ) such that for each (i,) ([a,b) \Z) x M we
Proof. The proof of the necessity follows the same lines as that of the necessity of either
Theorem 3.1, or of Theorem 3.2 and so we are not going to give details. We only note that we have to use the simple fact that the admissibility of P implies the admissibility of P() for each M. The main point is that, the converse is also true, as Proposition 6.1 below shows, and this is the essential clue to conclude the proof of the sufficiency. Indeed, since P(r)} C P(0 for all e M and for all r) e P(), it follows that 7^(ri)(rj) C 7^(rj) for all f 6 M and for all 77 G P(f,)- Thus, assuming condition (S) we get that, for every 6 M,
P() satisfies the tangency condition in Theorem 6.1. Therefore, for each G M, P() is admissible with respect to (2)) and Proposition 6.1 below comes into play to deduce that P is admissible with respect to (33). D
PROPOSITION 6.1. Under the hypotheses of Theorem 6.2 the preorder P is admissible with respect to the differential equation (2)) if and only if, for every M, the set P() is admissible with respect to the differential equation (D).
Proof. Clearly, if P is admissible with respect to (D), then, for all x M, P() is admissible with respect to (!>). To show the converse, assume that, for each M, P() is admissible with respect to (D). Let e M and r [a, b). We shall show that there exists at least one solution u : [ r , T ] -> M to (D), with u(r) = and such that u ( [ s , T } ) C -P(w(s)) for each
s G [T, r]. To this aim we proceed in several steps. In the first step we note that, reasoning as in Lemma 3.1 [13], one can show that there exists a 6 (T, b) such that for every noncontinuable solution u : [T, T) > M to (X>) with
U(T) = we have & <T. According to Corollary 6.1, there exists a solution u : [T, T) > M to (D) with u(r) = and W ( [ T , < T ] ) C P((,).
In the second step we observe that, for every solution v : [T, a] > M to (2)), with V ( T ) = and U ( [ T , < T ] ) C P(), and for every t> 6 [r, cr), there exists a solution u> : [ r, a ] > M to (2)) such that w equals v on [ r, ^ ] and iw([ ;/, cr ]) C -P(u;(c)).
In the third step we observe that, according to the first two steps, for every nonempty and finite subset S of [r, a], with T 51, there exists a solution u : [T, a] > M to (D) and
(JC) with u ( [ s , a - } ) C P(u(s)) for all s G S.

In the fourth step we consider a sequence (5 n ) n gi\i of nonempty finite subsets of [T, a} such that: T G Sn and 5n C Sn+i for each n G N; the set 5 = U n6N 5 n is dense in [T, <r]. For
example we can take
Further we apply the third step to get a sequence of solutions (un : [T, a] > M) n6 7v to (T>) and (JC) such that u n ( [ s , c r ] ) C P(u n (s)) and for each n G N and each 5 G 5n. Now, applying either Theorem 2.2, or Theorem 2.1, we can assume, taking a subsequence if necessary, that the sequence (un}n^ converges uniformly on [r, a] to a solution u G C ( [ r , a ] ; X ) of (X>). Clearly U(T) = .
In the fifth step we show that u([s,cr]) C P(u(s)) for all s G S D [ T , < J ] . Indeed, given 5
as above, there exists n G N such that 5 G Sn- Then s G Sm and w m ( [ s , c r ] ) C P(um(s)) for all m G N with n < m. At this point, the closedness of the graph of P in D x D implies that u((s,ff})cP(u(s)). In the sixth and final step, taking into account that S Pi [r, a] is dense in [T, a], u is continuous on [r,cr] and the graph of P is closed in D x .D, we conclude that the preceding
relation holds for every s G [ T, cr ] and this completes the proof . D
7. SOME PROBLEMS OF INVARIANCE

Let us consider the differential inclusion
u' G Au + F(t,u),
where A : D(A) C X * 2 is an m-accretive operator, D C D(A) is locally closed, while F : [ a , b ) x D(A) > 2 is a given multifunction. By a mild solution of (DJ) on [T,T] we
mean a continuous function M : [T, T] > D(A) for which there exists g G Ll(r,T',X) such that g(t) G -F(, w(i)) a.e. for t G [T, T] and M is a mild solution on [ r , T ] of u' G Au + g in the sense of Definition 1.7.5, p. 25 in Vrabie [31] .
We say that D is invariant with respect to (DJ) if for each (r, ) G [a, 6) x D each mild solution M : [ r , T ] -> D(A) of (DJ) satisfying (3C), i.e. U(T) = f, satisfies also u(t) G > for
each t G [r,T].
Let Y be a nonempty and closed subset in X. We recall that a multivalued mapping Q from y into 2* is called lower semicontinuous on Y if for each open subset U m X the inverse Q~(C/) = {t 6 [a, 6); F(<) H C/ ^ 0} is open in r. Let (fi,M) be a measure space. A multivalued mapping F from ft into 2X is called measurable is for each open subset U m X the inverse F~(U) = {w G f t ; F(UJ) D f/ 7^ 0} is measurable, i.e. F~(U] G M.
DEFINITION 7.1. A multivalued mapping _F from [a, 6) x V into 2X is called a Michaelmapping (M-mapping for short) if for each closed subset K in [a,b)xY for which F\K is lower semicontinuous, each closed subset C in K and each continuous selection fc : C -^ X of F\c, there exists at least one continuous selection /K : K > Y of F|^- such that f c ( t , y ) = /W(,y)
for every ( < , y ) G A'.
We note that whenever X is separable and Q is nonempty, closed, convex valued then Q is an M-mapping. This is consequence of the well-known Michael' Selection Theorem. See
Theorem 9.1.2, p. 355 in Aubin-Frankowska [2].

DEFINITION 7.2. A multivalued mapping F : [a, 6) x Y 2X is called a Caratheodory mapping if it has nonempty values and satisfies :
the mapping F is jointly measurable on [a, b) x Y endowed with the LebesguexBorel measure space structure ;
(CM?) for almost every i G [a, 6), the mapping F(t, ) is lower semicontinuous on Y ; (C MS) for every r > 0 there exists a locally integrable function lr : [ a , b ) R such that sup{||j/|| ; y F(t,x)} < tr(t) for almost every t G [a, 6) and for every x G F n 5(0, r). In our setting, the next result is a slight extension of Theorem 3.2 in Artstein-Prikry [1].
Its proof, which is not evident, is inspired from that of Theorem 2.3 in Carja-Monteiro
Marques [11]. THEOREM 7.1. Let X be a separable real Banach space, Y in X and F : [a, b) x Y > 2X a Caratheodory M-mapping. subset Z in [a, 6) such that, for each (T, ) G ([a, b) \ Z) x exists at least one Caratheodory function f : [ a , b ) x Y > X = ri and
+
a nonempty and dosed subset Then, there exists a negligible Y and each rj G F(T, ), there with f ( t , x ) G F(t,x) for each
||/M*))->7ll<fe = 0
(7-1)
for each continuous function u : [r, T) > Y satisfying U(T) = .
Proof. First let us observe that we may assume without loss of generality that b < +00. By Theorem 2.1 in Artstein-Prikry [1] we have that, there exists a sequence (Kn)n^- of compact subsets in [a, 6) such that, for each n G N* we have: (i) A ( [ , 6 ) \ A ' n ) n ; n G N*}, where, for each n 6 N*, ^n(t) n(t)x\[a,b)\Kn(t) for t 6 [a, 6) and in is given by (CM^). Since almost all points of a measurable set are density points, it is easy to see that X(Ln) = X ( K n ) and, by the definition of Ln, we have
h ' ' for each t G Ln. Since, for each n G N*, Ln contains only Lebesgue points of i(>n and if>n\Kn = 0, from (7.2) we deduce
MO
(t,t+h]\Kn
Next, let Ln be the set of all density points of Kn which, at the same time, are Lebesgue
=1
(7 _ 2)
il>n(s)ds = 0
(7.3)
for every t G Ln. Set Z=[a,b)\ U Ln
and let us observe that Z is negligible. Let (T, ) G ([ a, b)\Z) x Y. By (iii) and the definition of Ln it follows that Ln C Ln+\ for each n G N*. Therefore, there exists nT G N* such that
T G Ln C A'n and |||| < n 1 for each n > nT^. Since F is an Af-mapping, for each G X and
each 77 G ^(T, ), there exists a sequence of continuous functions ( f n ) n > n r ^ , fn ' Kn x Y > X
such that f n ( t , x ) G F(t,x) for each (i,z) G A'n x y, f n ( r , ) ~ r/, f n ( t , x ) - fn+i(t,x)
for
each n > nT^ and ( i , z ) G A'n x Y. Indeed, for n = nT, in Definition 7.1 we consider the set K = Kn x y and C = {(T, )} and /C(T, 0 = ?? We then obtain a continuous selection /# of
F\KnxY, denoted for simplicity by / : Kn x Y > X, such that / n (r, ) = r/. From this point we proceed inductively. Namely, given the continuous selection /m of F^m^Y, m > ^T,^, we extend it to a continuous selection fm+i of F^m+lXy- By induction this clearly proves the existence of the sequence (/ 7l ) n >n r? with all the properties mentioned above. Let us define / : [a, 6) x Y > X, by
ifteZ.
Obviously / is a Caratheodory function, f ( t , x ) G F(t,x) for each ( t , x ) G ([a, 6) \ Z) x Y and /(T, ) = r/. To prove (7.1), let u : [r, T) > y be a continuous function. We may assume with no loss of generality that T is small enough so that ||u(t)|| < n for each t G [ r , T ) . Recall that
|||| = | U(T)|| < n 1. Let > 0 be arbitrary and let us observe that inasmuch as T G i n ,
by (7.2) and (7.3), there exists [J,(e,n) > 0 such that

A([r,r + f e ] \ / ^ ( . ^ if
W,)da< (? . 4)
" <5(e,n) > 0 such that
z 7[ T , T+ A]\7f n
for each /z G [ 0 , / z ( e , n ) ) . Since the restriction of / to [a,6) x Kn is continuous there exists
for each s G [T.T + 6 ( e , n ) } n Kn. Then, by (7.3), (7.4) and (7.5) we have
" J[r,T+h]\Kn
\ I
n
J[T,r+h]nKnn ,r+h]nK
ft
\\fn(S,u(sD-r,\\ds<
[T,T+h]\Kn
\\f(S,u(S))\\dS+l-
J[T,T+h]\Kn
n
J[r,T+h]nKn
- r,\\ ds <
J[r,T+h]nK
(r,T+h}\Kn
for each n G N* and each h G (0,S(e,n)) n (0, /z(e,n)) and this completes the proof.
DEFINITION 7.3. An element (r,) G [a, 6) x D(A) is called an existence point for (TO) if, for each 77 G F(T,] and each Caratheodory selection / : [T, T) x .D(/4) > A" of F satisfying /( T i) = ^ there exists at least one mild solution u : [T, T) > D(A) of u' G Au + f ( t , u )
satisfying U(T) .
REMARK 7.1. If A generates a compact semigroup each element ( r , ) G [a, 6) x -D(/4) is
an existence point. See Theorem 3.8.1 of Vrabie in [31], p. 131. Therefore, whenever X is finite dimensional, [a, 6) x jD(/4) contains only existence points.
The first result concerning the invariance of D with respect to (CD3) is :
THEOREM 7.2. Let X be a separable real Banach space, A : D(A) C X 2* an m-accretive operator, D a locally closed subset in D(A) and F : [a, b) x D(A) -^ 2X a Caratheodory Mmapping. Then, a necessary condition in order that D be invariant for (D) is the tangency condition :
(T3) there exists a negligible subset Z in [ah) such that, for each (r, ) G ([a, 6) \ Z) x D
which is an existence point o/(D3), we have
Proof. Let D be invariant with respect to (T>3). Since _F is a Caratheodory M-mapping,

by Theorem 7.1, there exists a negligible subset Z in [a, 6) such that, for each (T, ) G
([a, 6) \ Z) x .P(;4) and for each rj G F ( T , ) there exists at least one Caratheodory function / : [a, 6) x D(A) -> X such that f ( t , x ) G f ( t , x ) for each ( f , z ) G ([a, 6) \ Z) x / r > = ' and
for each continuous function u : [r, T) > -P(A) satisfying U(T) = {. Let (r, ) G [a,6) \ Z an existence point of (DJ) and let u : [T,T) > D(A) be a mild solution of the problem
where / : [a, b) x D(A) > X is a Caratheodory function satisfying all the conditions mentioned above. Obviously u is a mild solution of (2)J), and since D is invariant with respect to (KJ), we necessarily have u(t) G D for each t G [T, 71). From this point the proof follows exactly the same lines as those in the proof of Theorem 5.1. D
REMARK 7.2. We do not know whether or not the condition (77) is sufficient for invariance in this general setting. More than this, we do not know whether or not the stronger tangency condition below
(S3) there exists a negligible subset Z in [a, b) such that, for each (T, ) G ([a, b) \ Z) x D, we have
is sufficient for invariance even under the extra-hypothesis that, either A generates a compact semigroup, or D is compactly embedded in X. The only thing we are able to prove in
this specific setting is that, whenever F belongs to a quite narrow but important class of multivalued mappings, the tangency condition (S3) is necessary and sufficient for invariance.
We will present later on such a particular case. See Theorem 7.4. We emphasize however, that the condition (S3) is sufficient for the viability of the set D even if F is a Caratheodory M-mapping as Theorem 7.3 below shows.
THEOREM 7.3. Let X be a real Banach space, A : D(A) C X > 2X an m-accretive operator, D a closed subset in D(A) and F : [ a , b ) x D > 2X a Caratheodory M-mapping. Assume that either the semigroup generated by A is compact, or that X is separable and D is locally compact. Then, a sufficient condition in order that D be viable with respect to (D) is the tangency condition (3).
Proof. The necessity follows from Theorem 7.2 combined with Proposition 4.1. To prove the
sufficiency, take (r,) 6 ([a, 6) \ Z) x >, 77 <E F(t,) and let / : [a, b) x D -> X be the Caratheodory selection given by Theorem 7.1. Clearly / satisfies the tangency condition in both Theorems 3.1 and 3.2. The conclusion follows from Theorem 3.1 and Remark 5.2. D
We finally consider a special class of multivalued mappings F, for which, under some extra general hypotheses, (S3) is even a sufficient condition for invariance of D with respect to (IXJ). More precisely, we introduce:
tinuous mapping G : [a,6) 2V with nonempty, convex and closed values and a function / : [ a, 6) x V xY -> X such that: for each (v,u) V x Y the function f ( - , v , u ) is measurable; for almost each t G [a, 6), the function f ( t , -, ) is continuous; (SP3) for each ( t , w ) [a, 6) x Y, we have
DEFINITION 7.4. Let Y a nonempty subset in X. We say that F : [a, b) x Y > 2X is a superposition mapping if there exist a complete, separable metric space V, a lower semicon-
F(t,u)=
\J /(*,,).
G(<)
DEFINITION 7.5. We say that the function / : [a, b) x V x Y > X has the uniqueness
property if there exists a continuous function w : R_|. > R+ such that
(it! - u2,f(t,v,ui) - f(t,v,u2))+ < u(\\ui - u 2 ||)||wi - w 2 ||

a.e. for t G [a, 6), for each v G V and each MI, w 2 V and such that the differential inequality x' < ui(x), x(0) = 0 has only the solution x ~ 0.
THEOREM 7.4. Let X be a real Banach space, A : D(A) C X > 2* an m-accretive operator with A generating a compact semigroup, D a closed subset in D(A) and F : [a, 6) x D(A) >
2^ a superposition mapping satisfying condition (CM^) in Definition 7.2. Assume that the function f in Definition 7.4 has the uniqueness property. Then a necessary and sufficient
condition in order that D be viable and invariant for (1)8.) is the tangency condition (SJ).
Proof. Necessity. Let (T,) [a, 6) x D, rj G .F(r,) and let us observe that, by (SPz) in Definition 7.4 there exists v^ G G(r) such that /(T, v,,,) = 77. Since G is lower semicontinuous
with nonempty, convex and closed values, by Michael' Selection Theorem 9.1.2, p. 355 in
Aubin-Frankowska [2] it follows that there exists a continuous function v : [ T, 6) V such

that V(T) = Vr, and v ( t ) G(t) for each t [T, b). Clearly, g : [ r , b ) x D(A) -> A", defined
by g(t,u) f ( t , v ( t ) , u ) is a Caratheodory function. Since the semigroup generated by A is compact, we are in the hypotheses of Theorem 3.8.1 of Vrabie, [31], p. 131. Accordingly, the
Cauchy problem
has at least one mild local solution u : [ r, T) > D(A). Obviously u is a mild solution of and, inasmuch as D is invariant with respect to (DO), we necessarily have u ( t ) G D for each t G [ r , T ) . From this point the proof follows exactly the same lines as that of Theorem 5.1 and therefore we do not enter into details. Sufficiency. We begin by showing that D is viable. To this aim let v : [a, 6) > V be a
continuous selection of G. We define g : [r, 6) x D(A) > X by
9(t,u) = f(t, v(t), u)
for each ( t , u ) G [a, 6) x D(A). Clearly g is a Caratheodory function. Let now Z be the negligible subset in [a, b) which corresponds to go = g\[a,b)xD by means of Theorem 4.1. Since F satisfies (S3), we easily conclude that go satisfies (7). So, by Theorem 3.1, for each (T, ) G [a, b) x D, the Cauchy problem (CO3) with g replaced by go has at least one saturated solution u : [T, T) > D which obviously is a mild solution of (TO). To complete the proof, i.e. to prove thejn variance of D, we have merely to show that each saturated mild solution u : [T, T) > D(A) of (DO) satisfies u ( t ) G D for each t G [T, T). Thus, let u be such a solution and let <? G LI(T, T; A") be such that w is a mild solution of
u' G AM + #
and <7 u (t) G F(t, u ( t ) ) a.e. for G [ T, T). At this point, let us remark that, since G is obviously measurable, by virtue of Fillipov's Theorem 8.2.10, p. 316 in Aubin-Frankowska [2], there exists a measurable function v : [a,6) > V such that gu(t) = f ( t , v ( t ) , u ( t ) ) for almost every t G [a, b). Next, with v as above, let us consider the function g : [a, 6) x D > X, defined by g ( t , x ] = f(t,v(t),x). By the sufficiency part of Theorem 3.1 we know that the Cauchy problem (CO3) has at least one saturated solution w : [T, 7\) > D. Inasmuch as / has the uniqueness property and D is closed, it follows that T\=T and w coincides with u on [T, T). This completes the proof. D
REFERENCES
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FACULTY OF MATHEMATICS, "AL. I. CUZA" UNIVERSITY OF IASJ, IAS.I 6600, ROMANIA

E-mail address: ocarjaSuaic.ro
FACULTY OF MATHEMATICS, "AL. I. CUZA" UNIVERSITY OF IAS.I, IAS.I 6600, ROMANIA

Current address: P. O. Box 180, Ro, Is. 1, laî 6600, Romania E-mail address: ivrabieQuaic.ro
Almost Periodic Solutions to Neutral Functional Equations

C. Corduneanu University of Texas at Arlington, Arlington, Texas
One problem oftenly encountered in the applications of functional equations is the existence of periodic or almost periodic (in time) solutions. For basic definitions and properties concerning almost periodic functions we shall refer the reader to our book [1]. We shall consider the functional equation
(Vx)(t) = (Wx)(t),
tR,
(I)
where V and W stand for operators (not causal, in general) on the
space AP(R,Rn), consisting of Bohr almost periodic functions on R, with values in Rn. Let us first assume that V in (1) is a linear operator on AP(R, Rn), and rewrite the equation (1) in the form
(Lx)(t) = (Nx)(t), ten,

AP(R,Rn).
The special case of (2)
(2)
with N standing, in general, for a nonliner operator on the space
(Vx)(t)=f(t),
teR,
(3)
with / 6 AP(R, Rn), is solvable in case, and only in case,
sup | ( L a ; ) ( t ) \ > m B u p \ x ( t ) \ ,
te R,
(4)
for some positive m, and any x G AP(R^Rn). Condition (1) is the well known condition for the invertibility (with bounded inverse) of the linear continuous operator L, taking into account that supremum is the norm in AP(R,Rn). Based on the solvability of the equation (3), under condition (4), we can proceed to the discussion of the equation (2). It turns out that (2) is also uniquely solvable in AP(R, Rn], if N is Lipschitz continuous, with a sufficiently small Lipschitz constant K:
\Nx - Ny\Ap < K\x - y\Ap.
(5)
Indeed, from (2) we obtain
m sup x(t) -y(t)\
 1,
(6)
with x(t) arbitrary in AP(R, Rn) is convergent in this space when K < m. We can obviously write
sup x
m+l
(t) - xm(t) < Km~l sup xm(t) - xm-\t] ,
(7)
and since Km"1 < 1, the assertion is proved. The uniqueness of the solution of (2) is obtained from 777,sup \x(i) y(t)\ < K sup \x(t) y(t}\,
which has been established above. The discussion conducted so far, leads to the following result:
Proposition 1. Consider the equation (2) in the space AP(R, Rn], and assume that the operators L and N satisfy (4), resp. (5). If K < m, then the iteration process defined by (6) is convergent in AP(R, E"1} to the unique solution of (2).
Remark. The existence of the solution to equations (1) and (2), can be interpreted as existence of coincidence points to the couple of operators
(V, W), resp. (L,N).

Example. As an illustration to Proposition 1, we shall consider the equation
x(t)+ I k(t- s)x(s)ds = f(t,x(t),x(t + h ) ) , JR
(8)
in which k = (fcjj) nxm is integrable on R, while / is almost periodic in the first argument and Lipschitz continuous with aspect to last two arguments. One chooses h G R arbitrarily. The condition equivalent to (4) can be written as
det[J + k(iw}}\ >p,>Q,weR,

where
(9)
k(uj) = [ k(t)e-iultdt, u e R, JR
(10)
is the Fourier transform of k. According to Proposition 1, equation (8) has a unique solution in AP(R, Rn) if (9) is verified and the Lipschitz constant for / is sufficiently small. We shall consider again equation (2), and notice that under condition (4) it can be rewritten in the form
x(t) = L-l((Nx)(t)),
t E R.
(11)
In this form, the application of fixed point method appears to be appropriate. We shall make such assumptions that will allow us to obtain existence of a solution by means of Schauder fixed point theorem for compact operators. In order to secure the compactness of the operator L~1N it suffices to assume that N is a compact operator on AP(R,Rn). Since (4) implies that L~l\ < m"1, one can write
< m^KNx^t)],
Denote
t E R.
(12)
a(r) = sup|(Mc)(t)|, \x(t)\<r,
(13)
assuming, of course, that the supremum in (13) is finite for each r > 0. From (12) and (13) we derive
L~l(Nx)(f)
<m-la(r) for x(t}\ < r.
(14)
Therefore, the operator L~1N will take the ball of radius r, centered at the zero element of AP(R, Rn), into itself, if for this r one has
m~la(r] < r.
(15)
Let us point out the fact that we need only one value of r > 0, such that (15) be valid. Such values for r do exist, for instance, if we assume
limsup ^- < m.
r-oo r
Qi(T*)
(16)
In particular, when a(r) grows slower than r at infinity, condition (16) is verified. Summarizing the discussion carried out above, the following existence (only!) result can be stated:
Proposition 2. Consider equation (2), with L and N continuous operators on AP(R, Rn). Moreover, assume that L is linear and invertible, while N is compact from AP(R, R71) into itself, and such that (15) or (16) is valid. Then equation (2) has a solution in AP(R,Rn).
Remark. The compactness of a set S C AP(R, Rn) is equivalent to the following conditions: a) S is bounded, i.e., there exists M > 0 such that x(t)\ < M, t (E R, for each x G S\ b) S is equi-continuous, i.e., for each e > 0, there exists 8(e) > 0, such that t, s E R, \t s\ < 6 implies \x(t) x(s)\ < for any x G S', c) 5" is equi-almost periodic, i.e., for each e > 0, there exists (e) > 0, such that \x(t + r) x(t]\ < s, t 6 R, for al least one T in any interval (a, a + ) C -R, and any x E S. Let us return now to the equation (1), and consider the case similar to (3), namely
(Vx)(t) = f ( t ) , t<=R,
(17)
in which V is acting on AP(R, Rn) and / e AP(R, Rn). Since V is, in general, a nonlinear operator, we do not have a condition of the form (4), to guarantee the existence of the inverse operator V~l. Following E. Zeidler [2], we shall impose on the operator V in (17) a condition of monotonicity:
m\x(t) - y(t}f < < (Vx}(t) - ( V y ) ( t ) , x ( t ) - y(t] > .
(18)
In (18), m > 0 is fixed, while x, y E AP are arbitrary. As we shall see, condition (18) assures the existence of the inverse operator, which means that equation (17) is solvable in AP(R,Rn).
Actually, an iteration process can be applied in order to obtain the existence of the solution for (17). Let us consider the auxiliary operator
(Txx(t) = x(t) - X[(Vx)(t) - /(*)], t e R,
(19)
where A is a positive number. It is obvious that any fixed point of T\ in AP(R, Rn] is a solution to the equation (17). It will be shown now that we can find A > 0, such that T\ is a contraction on AP(R,Rn). One more condition will be required for V, namely
\Vx-Vy\AP<M\x-y\Ap,
(20)
where M > 0 is fixed and x, y E AP(R, Rn) are arbitrary. The following equality follows easily from the properties of the scalar product (in Rnl):
\Txx-Txy2AP = \x-y\\p-2A < Vx-Vy,x-y > +X2\Vx-Vy

which leads to the inequality
AP->
\Txx ~ Txy\lP < (1 - 2mA + M 2 A 2 )|^ - y\2AP,
(21)
if we take into account (18) and (20). ^From (21) we derive that T\ is a contraction, if we can achieve 1 2mA+M 2 A 2 < 1 for some positive A. This is obvious if we choose 0 < A < 2mM~ 2 . Therefore, with such A, the operator T\ is a contraction. Summarizing the above discussion on equation (17), we can state the following result.
Proposition 3. Consider equation (17), with V acting on AP(R^Rn) and f G AP(R,Rn) arbitrary. IfV satisfies the monotonicity condition (18), then (17) has a unique solution in AP(R,Rn). This solution can be obtained by the iteration process xm+1(t) = (T A x m )(t), m > 0, 0 < A < 2MM~ 2 , starting with an arbitrary x(t) AP(R,Rn}.
We shall consider now the general equation (1), under the basic assumption that a solution of this equation does exist. Since this solution is automatically almost periodic, it is interesting to establish some
connection between the almost periods of the solution and those of the data. Assume that the operator V satisfies the monotonicity condition (18). If x(t) is a solution of (1), then the following inequality holds:
m\x(t + T) - x(t)\2 << (Wx)(t+T)-(Wx)(t),x(t+T)-x(t)

Equation (22) leads to
> . (22)
m x(t + r)- x(t)\2 < \(Wx)(t + r) - (Wx}(t}\ \x(t + r) - x(t)\,

from which we derive, based on the inequality 2ab < ea2 + ~lb2, with
s = m,
\x(t + r) - x(t)\ < m-l\(Wx)(t + T) - (Wx)(t)\,
(23)
for t 6 .R and T a fixed real number. The inequality (23) can be easily dealt with to find out the connection between the almost periods of x(t) and those of the equi-almost periodic set {Wy}, where y AP(R, R) is such that \y(t}\ < sup \x(t)\, while W is assumed compact on AP(R,Rn). Namely, one reads from (23) that any me-almost periodic for the functions in {Wy}, \y(t)\ < sup |ic(i)|, t -R, is an e-almost period for x(t). Let us point out the fact that the almost periods of the functions in {Wy}, \y(f)\ < sup|x(i)|, t G R, depend only of the properties of the operator W. These remarks are useful if we look for solutions of equation (1), in the form
Finally, in concluding this Appendix, let us consider an alternate approach in regard to the almost periodicity of solutions of functional equations, such that the case of functional differential equations can be covered. Let us assume that in equation (2), the operator L is a differential operator of the form
(Cx)(t) = x(t) - (Lx)(t), t e R.
(24)
Of course, it is necessary to choose another underlying space than AP(R,Rn). It appears natural to consider the space AP^(R,Rn), consisting of all functions such that x(i),x(t) 6 AP(R,Rn), the natural norm being sup(|or(i)| + |rc(i)|), t R. Endowed with this norm, AP^(R, Rn) becomes a Banach space. The invertibility of , given by (24), in the space AP^(R,Rn] can be discussed by means of the equation (Cx)(t) = f ( t ) . The general case, to the best of our knowledge, has not been investigated in the literature. The case (Lx)(t) = A(i)x(t] is throroughly investigated in
[3].
The case when L is a causal operator may be dealt with on the same lines as the case mentioned above. This idea can be motivated by the fact that the equation (x)(t) = f ( t ) , with L causal, possesses an integral representation of the solutions (see Ch.3).
REFERENCES
[1] C. Corduneanu (Almost Periodic Functions) (Second English edition, Chelsea Publ. Co., New York, 1989; currently distributed by American Math. Society). [2] E. Zeidler (Nonlinear Functional Analysis and Its Applications), II. Springer, Berlin, 1983. [3] M.A. Krasnoselskii et al. (Nonlinear Almost Periodic Oscillations, John Wiley, New York, 1973).
The One Dimensional Wave Equation with Wentzell Boundary Conditions

ANGELO FAVINI, GISELE Ruiz GOLDSTEIN, JEROME A. GOLDSTEIN, AND SILVIA ROMANELLI
DlPARTIMENTO DI MATEMATICA, UNIVEKSITA* DI BOLOGNA, PIAZZA DI PORTA S.DONATO 5,
40127 BOLOGNA, ITALY
E-mail address: favini@diTi.unibo.it
CERI, UNIVERSITY OF MEMPHIS, MEMPHIS, TENNESSEE 38152

E-mail address: giseleOceri.rnoiTiphis.edu
DEPARTMENT OF MATHEMATICAL SCIENCES, UNIVERSITY OF MEMPHIS, MEMPHIS, TENNESSEE 38152

E-mail address: golclstej@insci.meinphis.edu
DlPARTIMENTO INTERUNIVEKSITARIO DI MATEMATICA, UNIVERSITA' DI BARI, VIA E.ORABONA

4, 70125 BARI, ITALY
E-mail address: rornans@pascal.dm.uniba.it
ABSTRACT. We prove that in C[0,1] the mixed problem for the wave equation d2u/dt2 - c2d2u/fix2, u(x,0) = f ( x ) , du/9t(x,0) = g ( x ) , d2u/dx2(j,t) = 0, for
x G [0,1], .7 = 0.1 and t G R is governed by a cosine function whose generator is the operator Au d2/dx2 with domain including Wentzell boundary conditions (Au(j) = 0, for j = 0, 1). Relations with squares of first order operators are also considered.
1. INTRODUCTION AND MOTIVATION

Consider the parabolic problem
r-\
~ = Au + h(x, t)
(x ft CC R, t > 0)
u(i,0) = /(x)
u(x,t) = o
du
(xeQ)
(x 6 dft, t > o).
A standard approach to this problem is to write it as
h(t)
where u : [0,oo) > X, X being a Banach space of functions on 1 and AQ is the realization on X of the Dirichlet Laplacian. Focussing on the maximum principle leads to the supremum norm, and demanding that the problem is governed by a strongly continuous (or (C' 0 )) semigroup [13] requires that AQ is densely defined. Thus we are led to take X := C'o(fi), the space of all continuous func*Work supported by G.N.A.F.A. ( I . N . D . A . M . ) and by University of Bari Research Funds.
tions on ft that vanish on the boundary 9ft. But then h(t) e A" requires that h(x,t) = 0 for all x 6 9ft, which is too restrictive. We prefer to assume h e C(ft x [0,oo)), or that h e C'([0, oo); C(ft)). Thus we want to extend the semigroup TO := (To(<) : t > 0} generated b}r the Dirichlet Laplacian AQ to T, a (C' 0 ) contraction semigroup on C(ft). Its generator A will be an extension of AO; which one is it? Now take A" := C'(ft). Let A be the Laplacian defined on D(A) := {u e C(ft) : the distributional Laplacian AM is in Co (ft)}. The Wentzell boundary condition [18] implicit in this definition is Ati = 0 on 9ft. For the problem -^ = AM x ft, t > 0
M(x,0)=/(x)
xeft
Aw = 0
x e 9ft, t > 0,
the boundary condition AM = 0 on 9ft, coupled with ut = AM implies ut 0 on 9ft; hence w ( x , t ) f ( x ) for x e 9ft and t > 0 (assuming / e C(ft)). This is the homogeneous Dirichlet boundary condition when / e Co(ft), but it is more general and ties an inhomogeneous Dirichlet boundary condition to the initial condition
in a linear way. This leads to the definition of a linear operator A which is mdissipative and densely defined on C(ft); the semigroup T that A generates is the
desired extension of TO . We have recently made a systematic study of parabolic problems involving Wentzell boundary conditions and generalized Wentzell boundary conditions [1][12]. The case of Wentzell boundary conditions for the wave equation is much trickier. There are a few simple results and enticing calculations but lots of open questions. These results and problems will be the focus of this paper.
We shall work in one dimensional space for the following reason. W.Littman
[15] showed that the wave equation utt = AM is wellposed in an L p (R n ) context for an n > 2 if and only if p = 2, whereas when n = 1, d'Alembert's formula gives the solution in terms of translation operators and translation is continuous in many norms, including the norms of L P (R), 1 < p < oo and BUC(R) (= the space of all real-valued bounded uniformly continuous functions defined on R). So we shall work in the context of ft := (0,1) and X := C(ft) = C[0,1].
2. THE WAVE EQUATION
Of concern is the mixed problem for the wave equation
(2.1)
| (1C)
M(x,0)=/(x),
ff(x,0)=ff(x)
a:e[0,l]
We study the problem in the space C[0,1]. The function v := |^f satisfies
9\ _ C2 oi| ^
v(j,t) = 0 for .? =0,1.
The mixed (Dirichlet) problem is well known to have a a unique solution given by d'Alembert's formula, namely
(2.3)
v(x, t)=- \J'(x + ct) + J'(x - ct)} +

'
1 r~
1 rx+ct
x-ct
(-.
where ft is the odd, 1-periodic extension of ft C[0,1]. For our original problem, we assume /, g 6 C* 2 [0,1], so that f",g" C[0,1]. In order that /",<?" be continuous on R, we must further assume that f"(j) = g"(j) = 0 for j' = 0,1, so that
f",g" G C 0 (0,1) := {w G C[0,1] : u>(0) = u>(l) - 0}.
When the initial value problem for u" = Au,u(0) = /, w'(0) = 0 is well posed for A a densely defined linear operator on a Banach space X, then the unique solution is given by
(*) = <?(*)/,
where C := [C(i) : t G R} is the cosine function generated by A, (Cf. e.g. [13].)
If w" = Aw,iu(Q) = 0,w'(Q) = g, then z = w' satisfies z" = Az, z(0) = g, z'(0) = w"(Q) = Aw(0) - 0, whence
z (t) = C(t)g
(2.4)
w(t) = S(t)g :=
Jo
C(s)g ds.
Thus the unique solution of
u" = Au,
is given by
u(Q) = f ,
u'(0) = g
where S is given by (2.4). Hence the solution (2.3) of (2.2) can be rewritten as
where Co is the cosine function generated by -^ on Co(0, 1) and So is the corresponding sine function, denned as in (2.4) with the subscript zero added.
Now, let P be the canonical projection from C[0, 1] onto C'o(0, 1). Thus for
is the unique function in Co(0, 1) satisfying
(Pf)"
= f",
mease
/eC2[0,l];
equivalently Pf differs from / by a linear function and P/(0) = P/(l) = 0.
Theorem 2.1. The mixed problem (2.1) is well posed in C[0, 1]. It is governed by a cosme function C and a corresponding sine function S given by (2.4); the unique
solution of (2.1) is
= C0(t)Pf + S0(t)Pg + (/(I) - /(0))x + /(O)

+ t[(g(l)-g(Q))x
The proof is now merely a straightforward computation; we omit the details.
Corollary 2.1. Let A be the identity function \(x) := x. The cosine and sine functions associated with (2.1) are given by (see (2.4))
C(t)f = C0(t)Pf + (/(I) - /(0))A + /(O),

S(t)g = S0(t)Pg + t [ ( g ( l ) - g(0))\
Corollary 2.2. The operator A = -r-j with Wentzell boundary conditions on C[0, 1] (with D(A) ~ {u 6 C2[0, 1] : u"(0) = u"(l) = 0})
generates a strongly continuous uniformly bounded cosine function on C*[0,l]. Also, A generates a semigroup analytic in the right half plane.
Proof. The first sentence is an immediate consequence of Theorem 2.1. Since 1> we S6*- ê estimate
sup||C(i)||<3,
which gives the uniform boundedness. The last assertion follows from Romanov's formula [17], [13, Theorem 8.7, p. 120], and the semigroup generated by A is given
by
o
for t > 0, / 6 X. Clearly this is a well defined analytic function for Re t > 0.
3. THE FIRST ORDER SYSTEM
Let us write (2.1) as a system
(3.1)
where
U' = AU,
U(0) = F,
The Wentzell boundary condition for this system is
(3.2) This becomes
AU(t) = 0
on
dtt = {0,1}.
t 6 R and x = 0, 1.
u t ( j , t ) = Uxx(jit) = 0 for all
This introduces an extra boundary condition, namely
This requires g Co(0,1), which is an inessential requirement, according to the results of the previous Section. Thus problem (2.1) is not equivalent to problem
(3.1), (3.2). This observation complements a classical result of B. Nagy [16] and J.
Kisynski [14] concerning cosine functions on C[0,1]. In many cases, the generator A of a cosine function is of the form A = G2 + H where G generates a (Co) group and D(H] D D(G) (or perhaps H is bounded or even a multiple of the identity). We show this to be the case for an example related to problem (2.1), working at a
heuristic level.
4. SQUARES OF FIRST ORDER OPERATORS

Define B by
(4.1) /(*):= c|-/(l - z) = c/'(l-*)
(where c R\{0}) with boundary condition
(4.2) Thus
a/(0) + /?/'(0) = 0.
D(B) := {/ C'lO, 1] : a/(0) + /3/'(0) = 0}. Clearly, for / smooth enough,
B 2 f ( x ) = c 2 /"(*),
B2nf(x) = c2nf(2n\x),
thus for all polynomials (and functions analytic on \z < 1), g, we can calculate g(B). In particular,
t B f f ^ _ _ ^ jn < t B J _ ^ c r r>n f
00
2k(r)2kf\( u
^">
n=0
nl
k=0
(V2 fc)!
'
\ n(x)+^c
' ^
fc=0
(2fc + l)! V y
= [cosfe(cZ>)/](x) + [sm/i(cD)/](l - x);

thus
etB = cosh(cD) + Rsinh(cD)
where D := and ^(x) := g(l - x). Recall that e ( c D /(x) = /(x c<), and
these calculations make sense when we determine how to extend functions / in G[0,1] to all of R (say to F 6 BUC(R)) in a consistent manner with the boundary conditions. In particular we should have H-FHoo = ||/||oo-
CASE I. a = 0,/3 = 1. Then A = B2 = c2L>2 has boundary conditions /'(O) = 0, /"(I) = 0 for /(<E G 2 [0,l]) in D(A). Thus we have a Neumann condition at 0 and a Wentzell condition at 1. According to the Neumann condition, / in D(A)
should be an even function. Thus we are led to the space X : Ce[ 1, 1] of even continuous functions on 1, 1]. On this space, A c2D2 with Wentzell boundary conditions. Except for inessential changes, this is the case treated in Section 1. CASE II. a = 1, 0 = 0. The boundary conditions for A = B2 = c2D2 are
Thus functions in C[0, 1] should be extended to be odd about 0, even about 1. and
periodic of period 2. This is a well understood case which has nothing to do with
the Wentzell boundary condition.

5. OPEN PROBLEMS
The main case of a ^ 0, /? ^ 0 leads us to (for A = B2)
a/(0) + /3/'(0) = 0,
/'(!) + /?/"(!) = 0.
This is very difficult to analyze and represents an open problem.
If we again define B by (4.1)
but replace (4.2) by a/(0) + /?/(!) = 0,
then the second boundary condition for B2 becomes
Taking a = /? leads to 1 periodic boundary conditions. The most general game to play in this context is to replace (4.2) by a/(0) + 0/'(0) + 7 /(l) +*/'(!) = 0,
where ( a , / 3 , ~ f , ) is a nonzero vector in R.4. Another open problem is as follows. Consider the wave equation with generalized
Wentzell boundary conditions on [0, 1], namely

2 d2u 2 d u = c2 , 2 1
at *~l2
ox
0<x<l,
r\
teR,
0 < x < 1,
u(x, 0) = f ( x ) ,
*~i
-j(x, 0) = g ( x ) ,
} + /3j 7 0 ' ) + 7j(J) = 0,
at
j = 0, 1
where 70,71 > 0, /?i > 0 > /9o- Is this problem well posed in C[0, 1]? The corresponding heat problem is known to be well posed [7].
REFERENCES
1. V.Barbu arid A.Favini, The analytic semigroup generated by a second order degenerate differential operator in C[0, 1], Suppl. Rend. Circolo Matem. Palermo 52 (1998), 23-42. 2. A.Favini, G.R.Goldstein, J.A.Goldstein and S.Romanelh, Co-semigroups generated by second order differential operators with general Wentzell boundary conditions, Proc. Am. Math. Soc. 128 (2000), 1981-1989. 3. ____, Nonlinear boujidary conditions for nonlinear second order operators on C[G, 1], Arch, der Mathern. (to appear). 4. ____, On some classes of differential operators generating analytic semigroups, Evolution Equations and their Applications in Physical arid Life Sciences (G.Lumer and L.Weis eds.), M.Dekker, 2000, pp. 99-114. 5. ____, Generalized Wcnlzcll boundary conditions and analytic semigroups in C*[0,1], Proceedings of the 1st International Conference on Semigroups of Operators: Theory and Applications, Newport Beach, California, December 14-18, 1998, Birkhauser (to appear).
6. ____, Degenerate second order differential and W^'P, (submitted).
operators generating analytic semigroups in Lp
7. ____, The heat equation with generalized Wentzell boundary conditions, (in preparation). 8. A.Favini, J.A.Goldstein and S.RomanelH, An analytic semigroup associated to a degenerate evolution equation, Stochastic Processes arid Functional Analysis (J.A. Goldstein, N.A.Gretsky
and J.Uhl, eds.) M.Dekker, New York, 1997, pp. 85-100.

9. ____, Analytic semigroups on L^(0, 1) and on Lp(0, 1) generated by some classes of second order differential operators, Taiwanese J. Math. 3, No.2 (1999), 181-210. 10. A.Favini and S.Romanelli, Analytic semigroups on C'[0, 1] generated by some classes of second
order differential
operators, Semigroup Forum 56 (1998), 367-372.
11. ____, Degenerate second order operators as generators of analytic semigroups on C[Q, -j-oo] or on Lp , (0,-f-oo), Approximation and Optimization, Proceedings of the International Conferenceon Approximation and Optimization, Cluj-Napoca, July 29-August 1, 1996 (D.Stancu,
a~ 2
G.Cornan, W.W.Brecknor and P.Blaga eds.), Volume II, Transilvania Press, 1997, pp. 93-100.
12. A.Favini and A.Yagi, Degenerate Differential Equations in Banach Spaces, Pure and Applied Mathematics : A Series of Monographs and Textbooks 215, M.Dekker, New York, 1998.
13. J.A.Goldstein, Semigroups of Linear Operators and Applications, Oxford University Press, Oxford, New York, 1985.
14. J.Kisynski, On cosine operator functions and one-parameter groups of operators, Studia Math. 44 (1972), 93-105. 15. W.Littman, The wave operator and Lp-norms, J. Math. Mech. 12 (1963), 55-68. 16. B.Nagy, Cosine operator functions and the abstract Cauchy problem, Periodica Math. Hung. 7 (1976). 17. N.P. Romanoff, On one parameter operator groups of linear transformations I, Ann. Math. 48 (1947), 216-233. 18. A.D. Wentzell, On, boundary conditions for multi-dimensional diffusion processes, Theory Prob. Appl. 4 (1959), 164-177.
On the Longterm Behaviour of a Parabolic Phase-Field Model with Memory

M A U R I Z I O GRASSBLU AND VITTORINO FATA
D l P A R T I M E N T O DI MATEMATICA "F. B R I O S C I l f ' P O L I T E C N I C O DI M l L A N O VIA E. B O N A R D I , 9 - M l L A N O - ITALY
maugraOmate.polimi.it, pataOmate.polimi.it
Abstract. We consider a non-conserved phase-field model with memory effects in the internal energy and in the heat flux according to the Coleman-Gurtin law. Thus, the temperature and the order parameter evolve according to a nonlinear parabolic integrodiff'erential coupled system. In particular, the equation derived form the energy balance contains two time-dependent convolution terms which are characterized by two relaxation kernels ft and k, respectively. In a previous paper, the phase-field system was analyzed by the present authors jointly with C. Giorgi. We first proved that the system was indeed a dynamical system in a suitable phase space depending on the temperature history. Then we showed the existence of a uniform absorbing set and the existence of a uniform attractor of finite fractal dimension. All these results were obtained by assuming that the energy relaxation kernel (I was smooth, bounded, and concave. This assumption is thermodynamically compatible, but in the literature a more common assumption is that Q. must be smooth, summable, and convex. In this case,
the dissipativity of the system, i.e., the existence of an absorbing set, is more delicate to prove, since the memory term in the internal energy is somehow antidissipative. Here we provide conditions which ensure the existence of a uniform absorbing set when ft is smooth, summable, and convex. Existence of an attractor of finite fractal dimension is also discussed.
1. INTRODUCTION
In [12] (cf. also [3, 4]), we proposed and analyzed a nonlinear integrodiffereiitial coupled system describing, in absence of mechanical stresses, phase transitions in a material with memory effects, like, e.g., certain high-viscosity liquids (see. e.g.. [17] and references therein). More precisely, we considered a material occupying a bounded domain fl C IR3 with smooth boundary 3ft, whose state at a point x G Q. at time t El, was characterized by three variables; namely, the temperature variation field -O(x.t), its past history i ) l ( x , s ) ~ i>(x,t. s ) , s > 0, and the order parameter \(x,t). Then, referring to
[12] for the details, we derived the following evolution system
(1.1) (1.2)
in fl, for any f 1R. Here a and A: are (smooth) relaxation kernels which fulfill suitable thermodynamic restrictions (see below), / basically represents the heat supply, and A and -y are smooth given functions. The instantaneous diffusion coefficient e is supposed to be positive (see [8]); for the case e = 0 the reader is referred to [11, 13, 14] and references therein. In [12] we investigated the longterm dynamics described by system (1. !)-(!. 2) by assuming that A: and A/ were summable on (0, +00) and A: was convex; while was required to be bounded and concave with a(0) > 0 and <z% a" summable on (0, +00). These assumptions are thermodynamically compatible (see [11]); however, a more common assumption on a (see, e.g., [10] and its references) is that a must be convex and summable along with a' and a" on (0, +00). In this case, as we noted in [11], the dissipativity of the system, i.e., according to [19], the existence of a uniform absorbing set, is harder to prove. This is basically due to the fact that the integral term characterized by a' behaves in an antidissipative way. Here we prove that the existence of an absorbing set can be obtained even in this case, provided that is suitably dominated by A; and the Poincare inequality for )) can be used; in other words, ?) must, for instance, vanish on a portion of 90 with positive Lebcsgue measure (compare with [11]). This result, combined with the techniques developed in [12], allows us to prove the existence of a uniform compact attractor of finite fractal dimension in the present case as well. We
shall assume a(0) > 0 even though the results still holds when = 0. as it can be easily realized. It is worth pointing out that a similar analysis can also be performed in the conserved case, where equation (1.2) is replaced by a fourth-order equation (see [15]). To introduce the dynamical system, we first specify the initial conditions at a given time r G ]R for all the state variables. Thus, due to the presence of memory dependent terms, besides the values of %? and % at r, the whole past history of t) up to r must be given, namely,
^(a) = T)o(a)
in 0, V j > 0
where ??o(a) is the ;7i:!:aJ âj^ Azjfory of i). Concerning boundary conditions, we assume
c?n% = 0 i) = 0
on c*0 x (-r, +00) on <90 x 1R
3n being the usual outward normal derivative. Here we assume homogeneous Dirichlet boundary condition for J just for the sake of simplicity. Indeed, it is not difficult to
check that mixed Neumarm-Dirichlet boundary conditions for 0 ca.n be trea.ted provided that the Dirichlet's hold on a, portion of 9ft of positive Lebesgue measure so that the Poincare inequality can be applied. In order to operate in a history space setting, along the lines of [11. 12]. we introduce the additional variable ;/' (cf. [9]), which is defined by
7/'(.t,5) = I i)'(x.T)dr Jo
This variable ?/ is easily seen to satisfy the equation
s >0.
dtr)'(s) + dsifis) = d(f)
in ft, (t, s) 6 (-, +00) x (0, +00)
along with the initial and boundary conditions
if = ?/o
in ft x (0, +00)
,?(0) = 0
where
in ft x (T, +00)
T)O(X,S) = I & 0 ( x , y ) d y Jo
is the initial summed past history of $. Assuming a suitable and physically reasonable asymptotic behavior of kernels k and a'(see below), making a formal integration by parts, and setting
/ i ( s ) = k (s)
and
"(s) = a (?)
for any s > 0, the above choice of variables leads to the following initial and boundary value problem, where we have set a(0) = e = 1.
Problem P. Find (-i9,X',?/) solution to the system

/"OC
v(a)r,\a) da - /
^(a)A?/'(a) da = f ( t )
dtx(f) - Ax(i) + x3(t) = 7(

in fi, {or any t > r and any s > 0, which satisfies the initial and boundary conditions
d = 0 on <9fi x (T,+OO)
dn\ = 0
ryfO) = 0
on 30 x (r,+oo)
on Q x (T, +oc)
t9(-) = ?9o X ( r ) = X0
7/ r = 7/0
in ft in ft
in ft x (0, +00).
In the next section we shall give a rigorous formulation of problem P and we shall state the result winch ensures P to be a dynamical system on a, suitable phase space. The main result, i.e., the existence of a uniform absorbing set, is proved in Section 3. The existence of a compact uniform attractor of finite fractal dimension is discussed in the final section.
2. THE SOLUTION PROCESS

Before introducing the variational formulation of P and the related well-posedncss result. some notation and assumptions are needed. We recall that fi C IR3 is a bounded domain with smooth boundary dl. We set
H = L 2 (Q), V = Hl(ty, V0 = H(Sl), W = ff 2 (fi), and V0 = H2 n H^Sl), with the
identification H = H* (dual space). We denote the norm and the product oil a space X by (, -}.\' and | | y, respectively. In particular, due to the Poincare inequality
H
(2.1)
we can take |t'||y0 = llVul^-a. The symbol {-, } will stand for the duality pairing between V0* Given a positive function a defined on 1R+ (0,+oo), and a real Hilbert space A , let L^(IR , X ) be the Hilbert space of A"- valued functions whose norms belong to I 2 (IR + ) with respect to the measure a(s)ds. The assumptions on the memory kernels are the following (see [11-13])
i/,//eC1(IR+)nL1(]R+)
(Kl)
+
v ( s ) > 0, fj.(s) > 0
V s e IR
2
(K2)
+
v ' ( s ) < 0, /-i'(s) < 0 V s e I R .

+ 2 +
(K3)
In view of (K1)-(K2), we introduce the space M = I (IR , H) n ,(IR , V0). Furthermore, we assume
7 e C f l (IR)
and 7' e I(IR)
(HI)
A e C' 2 (IR) and f(=L}oc(TR,H) i90 e H X0 V

7/0 6 M.
A" 6 L(IR)
(H2) (H3) (H4) (H5)

(H6)
Definition 2.1. Let (K1)-(K2) and (H1)-(H6) hold. Pick r, T e IR such that T > r and set / = [r,T]. A triplet ( t f , A ' , > ? ) which fulfills
d e C'(/,ff)ni 2 (/,Vo)
is a solution to problem P in the time interval I provided that

,
(dfd,v)
+ / Jo
+ (X'(\)d,X,v)H
fj,(<r)(t](a),
+ (Vtf,Vi')//3 + ( d , v ) H -
Jo
Vt'}tf3 du - ( f . v ) n
V u G I-o- a.e. in /
(2.2)
dfX - A,\ + A 3 = -/(A') + X'(X)i)

(<9,7/ + d.7/, i>>}M = (d, i/')M
a.e. in Q x I
V-0 e y\/f, a.e. in /
dnX = 0
i9(r) = $0 A'(r)
T
a.e. on dfl x /
a.e. in $7 a.e. in S7 a.e. in Q x IR+.
= XQ
rf = 770
Here we point out that d3 is the infinitesimal generator of the right-translation semigroup on M.
Assuming (K1)-(K3) and (H1)-(H6), along the lines of [11, 12], it is possible to show that problem P admits a unique solution in every time interval /. In particular, P generates a strongly continuous process of continuous operators on the product Hilbert
space "H = H x Y0 x j\4. Indeed, denoting by U/(t, T)ZQ the solution (i>, X, ??) to problem
P at time / with source term / and initial data ~o ($o, A'o,'/o) G T~i given at time r, the two-parameter family of operators U f ( t , r ) , with t > r, r IR. satisfies the usual properties of a process (see, e.g., [16], Chapter 6). In particular, the crucial continuityproperty follows from
Theorem 2.2. Assuming (K1)-(K3) and (Hl)-(HG), there holds

rT
\\Ufl(t,-)z0i
- Uh(t:T)z02ln + I
\ X i ( y ) - X2(y)\\2vdy
01 -02!^ for some A > 0 depending only on I and on the size of zgt and /,, where \i(t) denotes
the second component of the vector Uft (t, r)zoiRemark 2.3. Here, for sake of simplicity, we assumed / L*OC(TR,H). Nonetheless, the same results hold for the more general situation / LÔC(]R., H) + L^ OC (IR, V*).
3. UNIFORM ABSORBING SETS

In this section we consider a family of processes { U f ( t , r), / G J7}, where T is a certain functional space, and we prove the existence of a bounded, connected, invariant uniform absorbing set (as / G T} for U/(t. r) in "H. That is, we show that there exists a bounded connected set BO C T~i such that U/(t,r)Bo C BO, for every / G J~ and every t > r; moreover, given any bounded set B C Ti. there is t* t * ( B ] > 0 such that
\JUf(t,r)BcB0,
To this aim, we introduce the Banach space T of L\oc-translation bomided functions with values in H, namely,
T = / e Lloc(JR, H) \\f\\T = sup /

(.
r+1 lf(y)l
/"DO
dy <oo\.
J
rTR J r
We also need to make some additional hypotheses on the memory kernels. We set
/CO
O.Q = / Jo
v(a) da > 0
and
kg I ,/o
i.i(a)da > 0
and we assume
n'(s) + 8fj,(s) < 0 9
for some 8 > 0, V s IR+'

for some 50 6 ( 0 , ^ ) , V 5 6 1R+.
(K4)
(K5)
aoi'(.s) < ^^-80^(3)
Notice that (K4) entails the exponential decay of the kernel /.t. This should be compared with the results in the literature concerning the decay of linear homogeneous systems with memory (cf. [18] and references therein). We also remark that condition (K5) can be rewritten in terms of the original kernels o. and k as follows
a'(0)a"(s) > ^T-Sok^s) 1 ~t~ Cp
for some <S0 ( 0 , 8 ) , V s IR + .
In light of (K5), it is immediate to check that the spaces L^(1R + , H) Cl L^(IR + , Vb) and L?(IR , V Q ) coincide, and have equivalent norms. Thus in the sequel we agree to denote W'e have the following uniform energy estimates.
Theorem 3.1. Let (K1)-(K5) and (H1)-(H6) hold, and let f 6 T.
Then there exist
s > 0 and two continuous increasing functions Cj : IR+ > IR + . j = 1,2, such thai
for every t > r, T E IR..
Proof. We perform some a priori estimates, which clearly hold in a proper approximation scheme (see [12]). Take v i9 in equation (2.1); multiply equation (2.3) by Xt and then integrate over fL Adding the resulting equations, we have
n
(3.1)
Then, multiply equation (2.3) by K/\', for AC G (0, 1) to be fixed later, and integrate over Q. so obtaining
where - y ( r ) = r + "/(>'). Finally, take ;/' = ;/ in equation ( 2 . 4 ) to get
Using (K4) and performing an integration by parts, we have that

_ 1
2 J0
Set now
* 2 (<) = \m\\lt +
Addition of (3.1)-(3.3), on account of (3.4), leads to
3
+ 2||<C + 2\\dtX\\l! + 2K\\X\\2H + 2|V,Y|2Ha + 2 |X'|4L,(
o
Denoting
),^)H^-
(3-5)
00
with <5o given by (K5), using the Young inequality and (2.1), we have the estimate
< Pri~
" ll^ll// + T^-M2M
2 Op
Therefore, exploiting once again (2.1),
(3.6)
Hence, setting
(recall that K,C < 1) substituting (3.6)

v
into (3.5)
we arc led to
dt
'
C}H +2{/,%/.
(3.7;
Moreover, from (H1)-(H2), (2.1), and Young inequality, it is fairly easy to conclude that
< c + c(l + ||/||H)$ + c|Wj|^3 + |<9Al/-/ + ~-^-
(3.8)
for some c > 0 depending only on fi, /z, 7, and A. At this point, we choose K if c, and we put e(/c)/2. Then (3.7)-(3.8) yield the differential inequality
~$2 + $2 + |j W||2H3 + IcV\fH < c + c(l + ||/|H)$.

Making use of a Gronwall-type lemma (see, with
(3.9)
for instance, Lemma 2.5 in [12]), we end up

C 2 e 2s
$ 2 (<) <2$ 2 (-)e- s ( ( - r ) + y +

which implies the thesis at once. D
>c
(1_g_
. 2 ( l + ||/|r)-,
V t 6 [r,+oo)
Exploiting Theorem 3.1, it is now fairly easy to find the required set BQ family of processes (i7/(t,r), / 6 J-}, when J- is a bounded subset of T. denoting M? = sup^g^- \ f \ - j - , let -B be the ball of ~H of radius ICi(Mf). It immediate to check that the set BQ = U/g^ U / > r U r giR5 will do. Integrating (3.9) over [t, t + 1], for t > T, we get another estimate, which is importance for further asymptotic analysis (cf. [12]).
for the Indeed, is then of some
Lemma 3.2. Let (K1)-(K6) and (H1)-(H6) hold, and let f e T. Then there exists a continuous function C% : IR x IR > IR , increasing in both variables, such that
rt+\
sup su p y
I I1V7<]/.Ml i HvC...Ml ,7,, ^ n (\\~ (||Vt?(y)||2v3 + \\X(y)\\lv) \ dy < C3(\\z0\.. , .. \\-HI \\J \\T>
2 2
where fl(y) and X(y) are the first and the second component, respectively, o f U f ( y , r ) z o .
Remark 3.3. The above results hold as well if we consider the same model without memory in the internal energy (that is, a = 0). In this case, observe that the first equation of P reads (compare with [3])
4. EXISTENCE OF A U N I F O R M ATTRACTOR
In this section, we assume (K1)-(K5) and (H1)-(H6), and we study the longterm behavior of the family of processes U/(t, r) as / 6 H ( < y ) . for a given translation compact function g in LÔC(TR.,H). Recall that g G i^ÎR, H) is said to be translation compact (cf. [7] and references therein) in L^ÎR, H) if the hull of g, denned as
is compact in i11oc(]R, H), where </''() = </( + r) is the translate of g by ?-. Repeating with no substantial changes the argument developed in [12], we have
Theorem 4.1. There exists a compact set AC C l~i such that, for every ZQ G BQ and every f G H(</), the solution U f ( t , r ) z o to P; for every T G IR. and every t > T, admits a decomposition
Vf(t,r}z0
such that
= z D ( t - T ) + zc(tT)
for some M > 1 and Q > 0, independent of ZQ and f , and
z c t ; r ) e 1C.
In particular, Theorem 4.1 says that AC is a uniformly attracting compact set for the family {//(<, r), f G H(</)}; that is, for any r G IR and any bounded set B C 7i,
lim
, 1 sup 6 - f i ( U f ( t , T ) B , f C ) \ =0
where ^(^1,62) = sup, ieS[ iiif 22 ge 2 |si 22 l-^ denotes the Hausdorff semidistance of two sets Si and ^2 in 7i. Referring to [2, 16, 19] for a detailed presentation of the theory of attractors of dynamical systems, we recall the following
Definition 4.2. A closed set A C Ti. is said to be a uniform attractor for the family { U f ( t . r ) . f G H(<7)} if it is at the same time uniformly attracting and contained in every closed uniformly attracting set.
Due to well-known results from [5, 6] (see also the monograph [20]). the existence
of a uniformly attracting compact set AC, together with the continuity of U , ( t , T ) as

a map from T~i x H(</) to T~i. for every r G IR and t > T (which is a consequence of Theorem 2.2), entail
Theorem 4.3. The. family { U f ( t . r ) , f G H ( < y ) } is uniformly asymptotically compact possesses a compact and connected uniform attractor given by
r(0) such that z ( t ) is any bounded complete. 1
trajectory of U/(t, r) for some f G H(</)
If we replace conditions (H1)-(H3) with
7 e C' 2 (IR) A(r) = X0r
and
7' G L(IR)
(HI') (H2')
(H3')
A 0 G El
g is quasiperiodic in If then there holds (cf. [12])
Theorem 4.4. The attractor A of the family { U f ( t , r ) , f G H(fir)} /KM /imie fractal and Hausdorff dimensions.
Recall that a function g : fi x IR > IR is quasiperiodic (see. e.g., [1]) if
where G ( - , a / ) C'^T", ff) is a 27r-periodic function of w on the n-climensional torus T" and K = ( ! , . . . , ; ) are rationally independent numbers. Such g is translation compact in L11OC(IR, H), and / G H(</) if and only if f ( x , t ) = G(x.K.t + ro 0 ), for some OTQ G T".
ACKNOWLEDGMENTS
This work has been partially supported by the Italian MURST Research Project "Simmetrie, Strutture Geometriche, Evoluzione e Memoria in Equazioni a Derivate Parziali".
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On the Kato Classes of Distributions and the #M0-Classes

A. GULISASHVILI Department of Mathematics, Ohio University, Athens, Ohio 45701, USA
Introduction
The Kato class Kn on n-dimensional Euclidean space Rn was introduced and studied by Aizenman and Simon (see [1, 20]). The definition of Kn is based on a condition considered by Kato in [11]. Similar function classes were defined by Schechter [18] and Stummel [23]. We refer the reader to [4, 10, 20] for more information concerning the Kato class and its applications. The Kato classes of order s were studied by Davies and Hinz [3]. For the generalizations of the Kato class to the case of time-dependent functions see [7, 13, 14, 15, 19]. It is known that the following conditions are equivalent for a function V G L}oc: Condition A:
V G Kn.
Condition B: J~2\V\ G L and
o Hma 2
||J- 2 (|V|) a || 0 0 = 0.
(1)
Condition C:
j-2|y| G BUC
(2)
(see [8, 9], see also [6]). In (1) and (2), the symbol J~ 2 stands for the Bessel potential of order 2, BUC denotes the space of bounded uniformly continuous functions on Rn, and (\V ) a ( x ) = \V(ax]\. Since
condition B is equivalent to the following condition from [19]: Condition D: (/ - A)" 1 ^] L and
E>oo
lim ||( J B-A)- 1 |y||U = 0.
It was shown in [19] that Condition D characterizes the Kato class. In the present paper we introduce and study two scales of classes of tempered distributions on Rn (see definitions 2 and 3). We will call the scales in these definitions the scale of Kato classes of distributions and the scale of .BMO-classes, respectively. Our main goal in this paper is to study whether conditions similar to conditions B and C above characterize the Kato classes of distributions and the 5M0-classes. Our main results are contained in sections 2 and 3. In the proofs of these results we use the theory of Fourier multipliers and some ideas of Stein (see [21]), concerning the connections between the Bessel and the Riesz potentials.
The Kato classes of order s and the classes of distributions
We define the scale of the Kato classes of order s > 0 on Rn as follows:
Definition 1 Let V G L}oc and s > 0. Then we say that V G Ks,n iff
a-"0+
lim sup /
x
Jx-y<a y\<
\V(y}\gs(x- y)dy = 0
where
f
9s(X)
~\\x\ -
\X\s
1/5-71^0,2,4,.
We also put K0in = BUG.

Remark 1 There exists a positive constant rs such that the function hs rsgs coincides with the fundamental function for the fractional power ( A)s of the Laplace operator. In other words,
in the sense of distributions (see [16]). The class K^<n coincides with the classical Kato class on Rn. The classes Ks^n with 0 < s < n were studied by Davies and Hinz in [3] where the notation Ka was used. For the explanation why we put Koin = BUG see Remark 2 below.
Let S' denote the space of tempered distributions on Rn. For every V G S' and a > 0 we define the dilation (V% of the distribution V as follows:
If V is a function, then (V)a(x) = V(ax) for almost all x G Rn. For any r > 0 and x G Rn we will denote by B(x, r) the closed ball of radius r in Rn centered at x. Throughout the paper we will denote by A the class of functions A G C^ such that 0 < A < 1, supp(X) C B(0, 1), and A is equal to 1 in a neighborhood of 0. For s n 0, 2,4, and 0 < a < 1, we define a function gs<a by
n y s , a (~\ \x\ ~ ( x ) _ \T,\ s n
m __ In ] xr-
\\
The next definition introduces the Kato classes of tempered distributions on Rn.
Definition 2 Let V G S' and let s > 0 be a number such that s n ^ 0,2,4, Then we say that V G Ks,n iff for every a with 0 < a < 1 and every A 6 A the distribution V*((A)i.</ s ) coincides with a function from L , and moreover,
afO+
Urn ||V*((A)^.)lloo = 0. a
If s n = 0,2,4, , then we say that V G Ks,n iff for every a with 0 < a < 1 and every A G A the distribution V * ((A) Lgs,a) coincides with a function from L00 , and moreover,
a>-0+
lim ||y*((A) l fal f., a )|| 0 0 = 0.
It is not difficult to show that if V G L}oc, then \V\ G Ks,n & V G
K,,n.
Let oo < s < oo. The Bessel potential Js of order 5 is defined by
e e R\ 7 s1.
Here F : S' > S' denotes the Fourier transform on S'. For / G L1 we have If s > 0, then the Bessel potential J
Ft J S j(x)\ I (
is a convolution type operator,

(
= JR" j(y)^s(x~ \
\ X^f
where the Bessel potential kernel Gs is defined by

/ sSr-J-T^/sx
( 2 7 T J 2 2 z l (|) JO
c '
V /
In (3), F denotes the gamma function. Formula (3) can be found in [16, 21]. For more information concerning the Bessel potentials see [12, 16, 21]. Note that the definition of the Fourier transform in the present paper differs from that in [21]. Theorem 1 Let V G L\oc and s > 0. Then the following are equivalent:
(i)V&Ka,n. (H) J~S\V\ G and

or>0+
lim ct'\\J-3(\V\)a\\00 = 0.
(Hi) J~S\V\
Remark 2 In the case where 5 = 2, Theorem 1 gives the equivalence of conditions A D for the classical Kato class. Theorem 1 also clarifies why we put KQJH = BUC. Indeed, for 3 = 0 condition (Hi) in Theorem 1 is \V\ G BUC which is equivalent to V G BUC. Our next result generalizes the equivalence of parts (ii) and (Hi) in Theorem 1 to the case of tempered distributions.
Theorem 2 Let V G S' and s > 0. Then the following are equivalent:
(i) V G L'-s and
a>-0+
lim a'\\J-(V)a\\00 = Q.
(ii) J~SV G BUC.

We will prove Theorem 2 first. Proof of Theorem 2. It is not immediately clear why the condition J~SV G L in part (i) of Theorem 2 implies that J~s(V)a G L. The next lemma shows that this implication is valid. Lemma 1 Let V G S', s > 0, and J~SV G L. Then for every a with 0 < a < 1 we have J~s(V)a G L and moreover, sup a s ||J"
Proof of Lemma 1. It is easy to see that
a s ||J- 5 (V)|U = as-n\\V*(Gs)i_\\oo. a

We have
(4)
(G,)L = Ga*Ya a
where
(5)
(6)
n^)(0 = n ( I ^ F )'Consider the expansion
where \t\ < 1. The explicit formula for the coefficients Am>s is as follows:
ms
'
ml
for all TO > 1. It follows that for all m > 1

14 < r tll 1 2 |^ls,m|I 2^ Csm ~ ( + * ) .
C7\ ^(J
Inequality (7) can be obtained, using the Gauss formula for the gamma function (this formula can be found in, e.g., [2]). Since
1 + iei 2
1 i 91^!?
_2f1
V 1
1-a 2
i 9 I ^ 19 / '
we get from (6) that

oo
Am<s(-l)
m=l
Therefore,
Ya = an~s8 + a~s
) Am,s(-l}m(l - a 2 ) m (G 2 m ) i
m=l
(8)
where 8 denotes the delta-measure at 0. Next, using (7), (8), and the equality |(j2m||i = 1, we get that
a s n
~ Ya = 8 + Xa
(9)
where Xa G L1 for all 0 < a < 1 and sup H^Hôo.

0<a<l
(10)
Now (4), (5), (9), and (10) show that Lemma 1 holds. Let us continue the proof of Theorem 2.
Let V G S' and suppose that part (i) in Theorem 1 holds. The following equality can be easily checked:
1 1 l
+ a
(0 => (')
22'/2_
-'
.
It is known that there exists a function $s G L1 such that
for all ^ e ^R" (see [21], p. 134). It follows from (11) and (12) that
J~SV -J-sV*a-n$sa-1-
= asV*a-nGsa-1-
Since $s G i1, the I/^-norm of the expression on the right-hand side

of (13) can be majorized by a constant multiple of the expression
aa\\V*(a-nG,(a-1-moo = a'\\J-'(V)a\
00.
Therefore, the left-hand side of (13) tends to 0 in L as a > 0. Hence, the function J~SV belongs to the space BUC, since it can be approximated in the L-norm by an approximation of the identity. Let V G S' and J~SV G BUC. It is easy to check that
() => (0-
2||2W2_ " 'SI J
S|t| ll
S +
________________________].(14)
There exists a function \PS G L1 such that
for all Rn (see [21], p. 134). Now we get from (14) and (15) that
a'V*(a-nGs(cT1-) = tf * (J~SV - J~SV * (cT^cr1-)]
+ {a'[J-'Vir(a-nG,(a-1-)]}.
(16)
Since J~SV e L03, Gs G Ll, and vps I1, the last two terms on the right-hand side of (16) tend to 0 in Z/ as a > 0+. The first two terms also tend to 0, since J~SV G BUG , and any function from the space BUG can be approximated in L by the approximations of the identity. It follows from (16) that condition (i) in Theorem 2 holds. This completes the proof of Theorem 2. Proof of Theorem 1. The equivalence of parts (n) and (in) in Theorem 1 follows from Theorem 2. Our next goal is to prove the equivalence of parts (i) and (n). It is known that the local behavior of the Bessel potential kernel and
the corresponding Riesz potential kernel is the same for 0 < a < n. It
is also known that the Bessel potential kernels decay exponentially at infinity. More exactly, the following estimates hold: If 0 < s < n, then there exist cs > 0 and cs > 0 such that c,x\'~n <Gs(x)<cs\x\s-\ (17)
for all x with 0 < \x\ < 1. Moreover, there exist cn > 0 and cn > 0 such that
cn In < Gs(x) < cn In

X X
(18)
for all 0 < \x < 1/2. If s > n, then there exist ds > 0 and ds > 0 such that d, < Gs(x) < ds (19) for all 0 < x < 1. On the other hand, for every s > 0 we have Ga(x) < bse'c^ (20)
for all x 6 Rn with \x\ > 1. In (20), bs > 0 is a constant, depending only on s, and c > 0 is an absolute constant (see [21], p. 132-133).
Remark 3 It is not difficult to prove, using (19), that for s > n we get Ks>n = L]oc<u. Here L}oû stands for the space of functions / L}oc such that sup / \f(y) dy < oo.
x JB(x,l)
Using (17)-(19), we get the following estimate:
XB(o,a)9, < asas-n(Gs), 0 < a < 1,

for 5 n 7^ 0, 2, 4, . Moreover, for s n = 0, 2, 4, we have
(21)
*)flr, < a s (G s )i, 0 < a < l/\/2.
(22)
Now the implication (n) => (z) in Theorem 1 follows from (21) and
(22).
Let 0 < s < n and V G A'S)n. In the remaining part of the proof of Theorem 1 we will denote by cs positive constants, depending only on 5, which may vary from line to line. We have from (17), (18), and (20) that
G, < cs(gsXB(o,i) + r)
x
(23)
where r(x) = e~' '. If 0 < s < n, then for every 0 < a < 1 we have
s ( V\)a *GS< cs(as(\V\)a * (xB(o,i)9,) + ^s(\V\)a * r).

It follows from the definition of gs that
a s
\$\V$a*Gs\\^<cs(\\\V\*(gsXB(0,a)}\\
Let C denote the cube in Rn given by
+ ^11(^1)**^. (24)
C = {x = ( x i j - . - j X n ) e Rn : 0 < xt < 1, 1 < i < n}, and let Ck = C + k for all k Zn. Then
a ' l K I ^ D a ^ r H o o < a s sup{

x
< csas-nsup !
x
\ V ( y } \ d y ^ sup r ( y ) ( 2 5 }
keZ"yeCk
J\x-y\<a
Since V G Ks,rn the last expression in (25) tends to 0 as a. > 0+. Now (25) implies the validity of condition ( i i ) in Theorem 1 for 0 < s < n. If s = n, then (23) gives
(26)
Reasoning as in the proof of (25), we see that the last term in (26) can be estimated by
Msup /
x
J\x y\<ct
\V(y)\dy.
(27)
Since V 6 Kn,n, the expression in (27) tends to 0 as a > 0+. Now (26) implies condition ( i i ) in Theorem 1 in the case s = n. If s > n, then KS:H = L]ocu, and we have
Now reasoning as in (25), we get condition ( i i ) in Theorem 1 for s > n. This completes the proof of Theorem 1 . The next theorem is one of the main results in the present paper. It gives a complete description of the classes K3>n in terms of the Bessel potentials in the case s = 2m where ra is a natural number.
Theorem 3 Let V G S' and let s = 2m where m is a natural number. Then condition V KZm,n is equivalent to conditions (i) and ( i i ) in Theorem 2 for s = 2m.
Remark 4 Theorem 3 is a generalization of Theorem 1 for the Kato classes of distributions. However, we do not know whether Theorem 3 holds for s ^ 2m.
Proof of Theorem 3. We will show that condition V G K^m^ implies

condition (ii) in Theorem 2, and that condition (i) in Theorem 2 implies condition V e K2m,n.
Let V G K-im,n- Then for every A (E A we have
V*(Xg2m)L.
(28)
Recall that we denoted by r 2m the constant for which ( A) m (r 2m (? 2 m) = 8. We have
V* (Xgim) = V* G2m * (/ - A)m(Xg2m)

m-\
= E bjV*((-&yG2n)*(Xg2m)
j=o
+ V*G2m*(-&r(\g2m)
(29)
where bj are the binomial coefficients. Equality (29) holds in the sense of distributions. Using (12), it is not difficult to prove that for every 0 < j < m I the function ( A)- J G < 2m is in Ll. Hence, we have
h= XX-AX'GêL 1 .
3=0
m1
(30)
Since the function A is equal to 1 in a neighborhood of 0, we have

) = r^6 + r
(31)
where r G C is a function which is equal to zero near 0. It follows
from (29), (30), and (31) that
rj~*mV = V*(\g2m} - V*(Xg2m)*h- V*G2m*r.
(32)
For any function r as above there exist functions AI and A 2 such that
|A2|UGA
and
r = A1-A2.
(33)
Indeed, we may put AI = r + p + a and A 2 = p + a, where p G C is a nonnegative function which is equal to zero in a neighborhood of 0 and for which T + p > 0. The function a G C*^ is nonnegative and
supported in a neighborhood of 0 where the functions p and r are equal
to 0. It follows from (33) and from the definition of the class K2m^n that for every function T G C^ which is equal to zero in a neighborhood of 0, we have V * r G L00. Hence,
V*G2m*r~
TS
f Vi a t
(34)
and we get from (30), (32), (34), and from the definition of the class
_X2771 fl UIlCll
j-2my
oo_
Let a be such that 0 < a < 1 and let 2m n ^ 0, 2,4, . Then (32) implies that for every A G A there exists a function ra G C, depending on A, equal to zero near 0, and such that
r^J-2mV + (J-2mV)*Ta
= V*((X)Lg2m)-V*((X)Lg2m)*h.
Q a
(36)
Since h G Ll, it follows from the definition of the class K2m,n that the expression on the right-hand side of (36) tends to 0 in L as a > 0+. Now we get from (35) that J~2mV * ra G BUC for every 0 < a < I. Since the space BUC is a closed subspace of L, we get from (36) that
This proves that for 2m n ^ 0, 2, 4, condition V G Kim,n implies condition (zz) in Theorem 2. Let 2m n = 0, 2, 4, . Then
m,a} -V*
where /i G L1 is given by (30), and pa G C is a function, depending on A and satisfying pa(x) = 0 for all x in a neighborhood of 0. Next, reasoning as in the previous part of the proof, we see that condition V Kim,n implies condition (zz) in Theorem 2 for 2m n = 0, 2, 4, Now suppose that condition (i) in Theorem 2 holds. Let 2m n ^ 0, 2, 4, Then we have
(37)
where Y = (I - A)m(\g2m)- It follows that
m-l
Y = r^8 + Y: b,(-&y(\g,m} + r
3=0
(38)
where T G C. Since
m-l
j=0
Y: 6,-(-A) J '(A^ m ) G L\
we have from (37), (38), and from condition (z) in Theorem 2 that
Therefore, we have V G K-2m,nIf 2m - n = 0,2,4, - , then
and the proof proceeds exactly as in the case 2m n ^ 0 , 2 , 4 , This completes the proof of Theorem 3.
The BMO-classes
In this section we introduce the BMO-scale of distributions on Rn. First we give well-known definitions of the spaces BMO and VMO.
Let V G L}oc. Then it is said that V belongs to the space BMO iff for all balls B(x,r) in Rn
, m(B(x,r)) JB(X,T)
\f(y) - fB(*,r)\dy < M,
(39)
where the constant M > 0 does not depend on x Rn and r > 0 and where
,T) = , p ,77 / f(u)du ' m(B(x,r)) JB(x,r)

denotes the mean value of the function V over the ball B(x,r}. The functions in BMO are defined up to an additive constant. The norm of a function V G BMO is given by
where the infimum is taken with respect to all constants M satisfying (39). It is clear that L C BMO. The opposite inclusion does not hold. Various examples of unbounded functions in BMO can be found in [22], p. 141. It is also true that BMO C S'. A function V G BMO belongs to the space VMO iff
r lim
sup r- / \f(y) - fB(x,r)\dy = 0. ^+xeRn m(B(x,r)) JB(x,r)
The space VMO is a closed subspace of the space BMO. It is known that
V eVMO<=>lim\\V-V(--h)\\BMO h>0
=0
(40)
(see [17], Theorem 1). It is also known that BUC C VMO. We refer the reader to [22] for more information concerning the spaces BMO and VMO. In the next definition we introduce the BMO-analogues of the
classes Ks<n.
Definition 3 Let Let s > 0 be such that s n / 0,2,4, . Let V G S'. Then we will say that V G BStH iff for every a with 0 < a < 1 and A G A the distribution y*((A)i_<7s) coincides with a function from BMO, and we have lim ||y * (^S(^)J-)||BMO = 0.
a>0+ a
In the case s n = 0, 2,4, , we say that V G Bs,n iff for every a with 0 < a < 1 and every A G A the distribution V * ((A)i_g S j a ) coincides with a function from BMO, and moreover,
a-+0+
lim
The next theorem is a _E?M(9-version of Theorem 2.
Theorem 4 Let V 6 S' and s > 0. Then the following are equivalent: (i) J~SV e BMO and
a>0+
lim
(ii)
J~SV e VMO.
Proof of Theorem 4- The next lemma is similar to Lemma 2. The only difference in the proof is that we should use the jBMO-norm instead of the L-norm.
Lemma 2 Let V S', s > 0, and J~SV BMO. Then for every a with 0 < a < 1 we have J~s(V)a BMO. Moreover,
a:Q<ct<l
sup as\\J-s(V}a\\BMo<cs\\J-sV
BMO.
Let us continue the proof of Theorem 4. Suppose / (E BMO and g G Ll. In general, the convolution f -kg is not defined as an absolutely convergent integral. However, the operator / > f*g is defined on the space BMO as the adjoint to the corresponding convolution operator on Hl. Moreover, we have
\\f*9\\BMO< \\f\\BMO\\9\\l. (41)
Let V G 5" be such that J~3V G 5M0 and condition (i) in Theorem 4 holds. Using the previous remark, concerning the convolution of BMO and Ll functions, we see that equality (13) can be considered as an equality for the bounded linear functionals on Hl. Next, using (13) and reasoning as in the proof of the implication (') => (ii) in Theorem 2 with BMO instead of L, we get
a>0+
lim ||J-y-J- 4 y*(a- n $,(a- 1 -)||BMO = 0
(42)
where $s is defined by (12). By (40), the function ha = J~SV * (a~ n $ s (a^ 1 -)) belongs to the space VMO for every 0 < a < 1. Since the space VMO is a closed subspace of the space BMO, (42) implies J~SV VMO. This proves the implication (i) =$> (ii) in Theorem 4. Let V e 5" and J~ S V e VMO. Using (41), we see that the last two terms on the right-hand side of (16) tend to zero in BMO as a > 0+. Next we will prove that the first two terms also tend to zero. The proof of this fact is more complicated than the proof of the corresponding
fact in Theorem 2. Here we need to show that the convolution of the
function J~SV with the function a~ n $ s (a~ 1 -) is defined as an absolutely convergent integral. We have \J-V(x)\ dx < oo. (43) n+8
X
Inequality (43) with 8 = I follows from (2) on p. 141 in [22]. The case 8 > 0 can be obtained similarly. Now we get from (43) that the function J~SV * g exists as an absolutely convergent integral for any function g i-1, satisfying the estimate
<
for all \x\ > 1 and some 8 > 0. Next we will show that the function $s satisfies condition (44). The following formula holds (see [21]):
CO
$^ \ / = __J AmaO 6111, \ / (x) 5^ G2m(x). //tj m=l
(45) /
Using formula (3) for the Bessel potential kernel G^mi for \x\ > I and 0 < 8 < 1,
we
obtain that
t
t>o
>j i
2 e 2
Now using Stirling's formula (see [5]) for the gamma function, we get
V 2 / ^ T^ < cm 2 ( m - 1)! ~ p/2m+5\
(4 v ;
/^T\
7)
for all m > m0. In (47), the constant c does not depend on 8 and m, and the constant mo does not depend on 8. It follows from (46) and (47) that there exists a constant cn>s such that
"
C |-
(n+5
'
(48)
for all m > 1 and x > 1. Next (7), (45), and (48) show that the function $s satisfies condition (44). Hence, the function given by
Rn
is locally integrable. Therefore,
BMO<
Since
JRn
we have
J-sV(x) - J-sV*(a-n$s(a-l-))(x)
= I n [J-sV(x) - J~sV(x - y}]a-n<$>s(y-}dy. JR a
Using the definition of the space BMO and (49), we get
(49)
\\J-V -J-'V*(a-n<S>3(a-l-))\\BMo
V(-) - J-SV(- - y)\\BMody.

Since J~SV . VMO and
a^0+
(50)
lima"/
J\y\>e
|*,(
for every e > 0, we get from (40) and (50) that

a>0+
lim \\J-'V-J-V*(a-n$a(a-1-))
BMO = 0.
It follows that the first two terms on the right-hand side of (16) tend to zero in BMO as a s- 0+. This shows that the left-hand side of (16) tends to zero in BMO as a > 0+. This proves the implication (ii) =/> (i) in Theorem 4. The proof of Theorem 4 is thus completed. The next theorem is the 5MO-version of Theorem 3. We do not know if Theorem 5 holds in the case s ^ 1m.
Theorem 5 Let V S' and let m be a natural number. Then condition
V e B2m,n
is equivalent to conditions (i) and (ii) in Theorem 3 for s = 2m.
Proof of Theorem 5. We will show that condition V G B-2m,n implies condition (n) in Theorem 3, and that condition (i) in Theorem 3 implies
condition V G -f^m.n- The proof will be similar to that of Theorem 3.
Let V G B2m,n- Then for every A G A we have
Using (32) and the definition of the class -B2m,jra, we get that for every function T G C^ which is equal to zero near 0, we have V *T G BMO. Hence, V*G2m*T G BMO, and (32) gives
Next we will prove that the expression on the right-hand side of (36) tends to 0 in BMO as a -> 0+. Since (51) implies that J"m-kra G VMO, and we know that V MO is a closed subspace of BMO, we obtain from (36) that J~2mV G VMO. Now suppose that condition (i) in Theorem 3 holds. Let 2m n 7^
0, 2, 4, . Then we have
||V*((A)i02m)||BMO = an|(V)a*((02m)
= a2m
3, we get that
\(V)a*Y\\BMO
where Y = (IA)m(Ag2m)- Then, reasoning as in the proof of Theorem
For 2m n = 0, 2, 4, the proof is similar.
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Princeton, 1993. [23] F. Stummel, Singulare elliptische differentialoperatoren Hilbertschen Raumen, Math. Ann. 132 (1956), 150-176. in
The Global Solution Set for a Class of Semilinear Problems

Philip Korman Institute for Dynamics and Department of Mathematical Sciences University of Cincinnati Cincinnati Ohio 45221-0025
Abstract
For a class of semilinear Dirichlet problems we present an exact multiplicity result. Our proof simplifies the previous one in T. Ouyang and J. Shi [11]. By an indirect argument we sidestep the necessity of proving positivity for linearized equation, which was the most difficult
step in [11], as well as in the earlier paper of P. Korman, Y. Li and T. Ouyang [6].
1
(1.1)
Introduction
Au + A/O) = 0 for |z < .R, u = Q for \x = R,
We consider a class of semilinear Dirichlet problems
on a ball of radius R in Rn. Here A is a positive parameter, and the nonlinearity f ( u ) is assumed to generalize a model case f ( u ) == u(u b)(c u), with positive constants b and c, and c > 26 (in case c < 26 the problem (1.1) has no nontrivial solutions, see e.g., [6]). We now list our assumptions on the nonlinearity /(). We assume that f ( u ) e C2(R+), and it has the following properties
(1.2)
/(O) = f(b) = f ( c ) = 0 for some constants 0 0 for u e (-oo,0) U (6,c),
(1.4)
(1.5)
There exists an a (0. c), such that
f"(u) > 0 for u (0, a) and f"(u) < 0 for u (a, c).
We define 0 to be the smallest positive number, such that J0 /(s) ds = 0. Clearly, 9 (b, c). After T. Ouyang and J. Shi [11], we set p = a - j^ (i.e. p is the first Newton iterate when solving f ( u ) = 0 with the initial guess a). We define K(u) =
we assume that uf'(u}
f(u)
Our final assumption is the following. If 9 K(0) on (M) K(u) is noriincreasing on (8, p) K(u) < K(p) on ( p , a ) .
(If 0 > p this assumption is empty.)

We are now ready to state the main result. Theorem 1.1 Assume that f ( u ) satisfies the conditions listed above. For the problem (1.1) there is a critical XQ > 0 such that the problem (1.1) has exactly 0, 1 or 2 nontrivial solutions, depending on whether A < XQ, A = AQ or A > AQ. Moreover, all solutions lie on a single smooth solution curve,
which for A > AQ has two branches denoted by 0 < u~(r,X) < u+(r,X), with u+ (r, A) strictly monotone increasing in A and limA*oo u+ ( r > A) = c
for r [0, 1). For the lower branch lirn\-oo w~ (r, A) 0 for r ^ 0, while u~ (0, A) > b for all A > A 0 .
In present generality this theorem was proved first by T. Ouyang and J. Shi [11]. In two dimensions (with some extra assumptions on /(n)) this theorem was proved in P. Korman, Y. Li and T. Ouyang [6], where the general scheme for proving such results was developed. One of the crucial things in that approach was proving positivity of any non-trivial solution of the linearized problem (1.7) &w + \f'(u)w = 0 for x < R, w = 0 for x\ = R.
This turned out to be a difficult task, and it was the only reason the paper [6] was restricted to two dimensions. Later, T. Ouyang and J. Shi [11] were able to prove that w(r) > 0 by using Pohozhaev type identity. Their proof is
rather involved. We also mention that one-dimensional version of this result was proved in P. Korrnan, Y. Li and T. Ouyang [7], where more general nonlinearities of the type f ( u ) = (u a)(u b)(c u) were considered, and where references to earlier work in case n = 1 by J. Smoller and A. Wasserman, and S.-H. Wang can be found.
In this work by using an indirect argument, we are able to avoid having to prove that w(r) > 0, which considerably simplifies the proof, and makes it more transparent. We show that it suffices to prove that w(r) cannot vanish exactly once. We show that our assumptions on f ( u ) make the function t(yt behave almost the same way as in the important paper of M.K. Kwong and L. Zhang [8], and then our proof that w(r] cannot vanish exactly once is similar to Lemma 8 of [8].
We outline our arguments next. It is known that for large A our problem (1.1) has a positive solution. When continued for increasing A this solution, after possibly some turns, has to tend to c as A > oo. When continued for decreasing A this solution has to turn, since no positive solutions exist for A > 0 small. The lower end of our solution curve, after possibly some turns, has to tend to 0 as A > oo. If one assumes that w(r) > 0 at any one of the turns, we show that the result follows. It is important on this step that w(r~) cannot vanish exactly once. It then remains to consider the case when condition w(r) > 0 is violated at all turning points. Assume for simplicity there is only one turning point on the solution curve. Since condition w(r) > 0 is violated, it follows by the Crandall-Rabinowitz bifurcation theorem (which is recalled below) that the lower and upper solution branches intersect near the turning point. By uniqueness for initial-value problem these branches would have to intersect for all A. But the upper branch tends to c, while the lower one tends to zero, and hence they have to separate eventually, a contradiction. In case of more than one turning point, the argument is more involved, although the idea is similar. Next we state a bifurcation theorem of Crandall-Rabinowitz [1].
Theorem 1.2 [1] Let X andY be Banach spaces. Let(\,~x) e R x X and let F be a continuously differentiate mapping of an open neighborhood of (A, x) into Y. Let the null-space N ( F x ( X , x ) ) span {XQ} be one-dimensional and codim R(Fx(\,x)) = 1. Let F\(X,x) R(Fx(\,x)). If Z is a complement of
span {.TO} in X, then the solutions of F(\,x) = F ( X , x ) near (A, x) form a curve (A(s),x(s)) (\ + T(S),~X + SXQ + Z(S)), where s > (T(S),Z(S}) 6 Rx Z is a continuously differentiate function near s = 0 and r(0) r'(0) 0, z (0) = z'(0) = 0. Throughout the paper we consider only the classical solutions of (1.1). Without loss of generality we set R = 1. Also notice that by the maximum principle all non-trivial solutions of (1.1) are positive.
Preliminary results
We list some consequences of our conditions on f(u). We define /3 > 0 to
be the unique number where /'(/?) = . Clearly, f3 (0,7), where 7 is the larger root of f'(u) 0. The following lemma was proved in [6]. Lemma 2.1 We have
(2.D
v
n)-/()( ' r j/]

J v ;
> f ue
^ M < 0 for u (/?,c).
Lemma 2.2 #(0) = 1, K(u] < 1 on (0,6).
Proof: The first statement follows by L'Hospital rule. Notice next that for u f ( u ) . It follows that K(u) < 1. Lemma 2.3 K'(u) < 0 on ( a , / 3 ) . Proof: Compute
K\U) = H /2
The first term in the numerator is negative for u > a, and the second one is negative by Lemma 2.1 (notice that f'(u) > 0 on (a, f3}}. Lemma 2.4 K(u) 0, and f'(u}u < f ( u ) by Lemma 2.1, and the proof follows.
Lemma 2.5 If 0 1.

Proof: By the definition of p
Using this and our last condition in (1.6),
proving the lemma.

The lemmas above imply the following result.
Theorem 2.1 Assume 0 < p. For any UQ ( 0 , p ) we define 7 = K(UQ). Then 7 > 1, and
(2.2) v ' v/ / ( IJ ; ) - n v ^ ' | <0
for u
o , .
Proof: The above lemmas imply that the horizontal line y = 7 intersects the graph of y = K(u) exactly once, and the graph of K(u) lies above the line y = 7 in the region where /() > 0. This proves the first inequality in (2.2), arid second one follows similarly.
We study multiplicity of positive solutions of the Dirichlet problem, depending on a positive parameter A
(2.3)
An + \f(u) = 0 for \x\ < 1, u = 0 on \x\ = 1,
with nonlinearity f(u) satisfying all of our assumptions. By the classical
theorem of B. Gidas, W.-M. Ni and L. Nirenberg [3] positive solutions of (2.3) are radially symmetric, which reduces (2.3) to (2.4)
u" + ^-u' + \f(u) = 0 for 0 < r < 1, u'(0) = u(l) = 0. r
We shall also need the corresponding linearized equation
(2.5) w" + -w' + Xf'(u)w = 0 for 0 < r < I , w'(0) = w(l) - 0.

The following lemma was proved in [4].
Lemma 2.6 Assume that the function f(u) 6 C2(R+), and the problem (2.5) has a nontrivial solution w at some A. Then
(2.6)
We recall that solution of (2.4) is called singular provided the corresponding linearized problem (2.5) has a nontrivial solution. The following lemma follows immediately from the equations (2.4) and (2.5).
Lemma 2.7 Let (\,u) be a singular solution of (2.4)- Then
(2.7)
Jo
/-i / (/() - /) wrn-1 dr = 0.
The following lemma is a consequence of the previous two.

Lemma 2.8 Let (A, u) be a singular solution of (2.4)- Then for any real 7
(2.8)
/ (7/() - /'()) wrn~l dr = î/(l)w/(l). Jo 2A
Proof. Multiplying (2.6) by 7 - 1, and adding (2.7), we obtain (2.8).

The following lemma is known, see e.g. E.N. Dancer [2]. We present its proof for completeness.
Lemma 2.9 Positive solutions of the problem (2-4) are globally parameterized by their maximum values n(0, A). I.e., for every p > 0 there is at most
one A > 0, for which u(Q, A) = p.

Proof. If u(r, A) is a solution of (2.4) with u(0, A) = p, then v = u(-k-r) vA solves (2.9) v" + -v' + f ( v ) = 0, u(0) = p, t/(0) = 0. r If u(0,fj.) = p for some fj, ^ A, then w,(-4=r) is another solution of the same problem. This is a contradiction, in view of the uniqueness of solutions for initial value problems of the type (2.21), see [12].
The following lemma restricts the region where w(r), solution of the linearized problem (2.5), may vanish. Its first part is due to T. Ouyang and J. Shi [11], see also J. Wei [13], and its second part is due to M.K. Kwong and L. Zhang [8].
Lemma 2.10 Any nontrivial solution of (2.5) cannot vanish in either interval where 0 p it follows that any nontrivial solution of (2.5) is positive, and the main result of the present paper then follows similarly to [6]. The following lemma follows the idea of Lemma 8 of M.K. Kwong and L. Zhang [8].
Lemma 2.11 Under our conditions on f ( u ) any non-trivial solution of (2.5) w(r] cannot have exactly one zero on (0,1).
Proof. Since w(0) ^ 0, see [12] for the appropriate uniqueness result (if w(0) = u/(0) = 0 then w = 0), we may assume that u>(0) > 0. Assume that on the contrary w(r) has exactly one root at some r = ro, i.e.
(2.10)
w(r] > 0 on (0,r 0 ), w(r] < 0 on (r 0 ,l).
By Lemma 2.10 U(TQ) 6 ( 8 , p ) . Setting 7 = K(u(ro}}, we see by Theorem 2.1 that /on\ ff \ t'i \ / < for all u<u(ro) (2.11) 'jf(u; uf(Ju){; 1 > 0 n for all u u > u(r )). \ c v u v )v ' 0
Since 7 > 1, we obtain by Lemma 2.8 (notice that w/(l) > 0 by (2.10))
(2.12)
r1
J7/(u) - /'()] w(r}rn~l dr < 0.
In view of (2.10) and (2.11) the quantity on the left is positive, and we have a contradiction in (2.12).
Lemma 2.12 Let u(r, A) and v(r, A) be two solution curves of (2.4), which are continuous in A, when the parameter A varies in some interval I. Assume that for some AQ / solutions u(r, AQ) and v(r,\o) intersect. Then u(r, A) and v(r, A) intersect for all A I.
Proof: In order for the solution curves to separate, there must exist AI (the last A at which they intersect) and a point r\ [0,1] at which u(r\, AI) = v(ri, AI) and ur(ri, AI) = vr(ri, AI). But this contradicts uniqueness for initial value problems.
Next we study the linearized eigenvalue problem corresponding to any solution of (2.4):
(2.13V + -V + */'()> + W> = 0 on (0, 1), <p'(0) = <p(l) = 0.

Comparing this to (2.5), we see that at any singular solution of (2.4) fj, = 0
is an eigenvalue, corresponding to an eigenfunction ip = w.
We shall need the following generalization of Lemma 2.6.
Lemma 2.13 Let if > 0 be a solution of (2.13) with /j, < 0. (I.e. tp is a principal eigenfunction of (2.13).) Then
(2.14)
/V^V"-1^ > iu'(iy (i). Jo 2A

for x
Proof. The function v = rur ur(l) satisfies
(2.15) Au + A/ + p.v = f j . v - 2A/(u) - X f ' ( u ) u ' ( l )

u = 0 on a; = 1.
Comparing (2.15) with (2.13) we conclude by the Fredholm alternative

(2.16) fj, JQ v(prn~ldr - 2A J,,1 f(v)<prn-ldr -
Integrating (2.13)
-A / f'(u)(prn-ldr = </(!) + fj, / yrn~ldr. JQ Jo

Using this in (2.16), we have
2A / f(u}(prn-ldr
/I
rl
rl
Jo
=n
/-I
Jo
and the proof follows. We now define Morse index of any solution of (2.4) to be the number of negative eigenvalues of (2.13). The following lemma is based on K. Nagasaki
and T. Suzuki [10].
Lemma 2.14 Assume that (A,?/) is a singular solution of (2.4) such that K/(!) < 0 and
/ f"(u)w\n-ldr < 0. Jo Then at (X,u) a turn to "the right" in (X,u) "plane" occurs, and as we follow the solution curve in the direction of decreasing u(Q,X), the Morse index is increased by one. (2.17) Proof. To see that the turn is to the right, we observe that the function r(s), denned in Crandall-Rabinowitz theorem, satisfies r(0) = r'(0) = 0 and
(2.18) ^ '
r"(0) = -V ftf(u)wrn~ldr
X f1 f
see [6] for more details. By our assumption the numerator in (2.18) is negative, while by Lemma 2.2 the denominator is positive. It follows that r"(0) > 0, and hence r(s) is positive for s close to 0, which means that the turn is to the right. At a turning point one of the eigenvalues of (2.13) is zero. Assume it is the f.-th one, and denote /j, = /ie. Here /i = fj,(s), and /z(0) = 0. We now write (2.13) in the corresponding PDE form and differentiate this equation in s (2.19)
for x < 1, (ps = 0 on x\ = 1.
At (A, u) the Crandall-Rabinowitz theorem applies, and hence we have: |i(0) = 0, </?(0) = w, A'(0) = 0, and us(Q) w (considering the chosen parameterization). Here w is a solution of the linearized equation (2.5). The equation (2.19) becomes
(2.20)
A</?s - A/'2 + \f'(u)(ps + fjf(Q)w = 0.
Multiplying (2.5) by </?s, (2.20) by w, subtracting and integrating, we have
,
V
AJin^V -
It follows that across the turning point one of the positive eigenvalues crosses into the negative region, increasing the Morse index by one.
Lemma 2.15 Assume that (\Q,UQ) is a singular solution of (2.4), i.e. the problem (2.5) has a nontrivial solution w(r). Then
(2.21)
w(r] > 0
for all r [0,1)
if and only if for A close to AQ any two solutions on the solution curve passing through (Ao,?io) d nt intersect. Proof: In view of Lemma 2.6 the Crandall-Rabinowitz theorem applies at (XQ,UQ) (see [6] for more details). According to that theorem near the point (Ac, o) solutions differ asymptotically by a factor of w(r), which implies the lemma. The following lemma was proved in [6], see also [11] and [13].
Lemma 2.16 Assume that (Ao, UQ] is a singular solution of (2.4), such that (2.21) holds. Then the inequality (2.17) holds, and the conclusions of the Lemma 2.14 apply.
Next we study eigenvalues and eigenfunctions of radial solutions of Laplace

equation on a ball. Since singularity at r = 0 is introduced by the polar
coordinates, and is not present in the original equation, it is natural to expect spectral properties similar to that of regular Sturm-Liouville problems.
Surprisingly, we were not able to find any references.
Lemma 2.17 Consider an eigenvalue problem (2.22) / + V + b(r)y + \y = 0, for 0 < r 1, and b(r} C 2 [0,1]. Assume that A = 0 is an eigenvalue of (2.22), and let yo(r) be the corresponding eigenfunction. Then the problem (2.22) has an infinite sequence of eigenvalues \\ < A 2 < . . . , with \n > oo as n > oo, and the n-th eigenfunction has precisely n 1 roots on (0,1) for all n > I . (One of \k 's is equal to zero.)
Proof: We convert the problem (2.22) into an integral equation, using the modified Green's function. We claim that any solution of the equation (2.23) y" + V + b(r}y = 0,
that is bounded at r = 0 must be a multiple of the first eigenfunction yo(r). Indeed, writing the first two terms of the Taylor's series of the solution with a remainder term, we easily conclude that y'(0) = 0 for any bounded solution. If we now fix a constant a so that y(0) = c/o(0), then we shall have
y(r] ayo(r) for all r > 0, in view of uniqueness for initial value problems of the type (2.23), see [12]. Let y 2 (r) be a solution of (2.23) with y 2 (l) = 1. formal use of Frobenius method at r 0 shows that y2 ~ /3r~a+l as r 0, with some constant j3. Setting y(r) = r~a+iz(r), we see that the resulting equation for z(r} has all solutions bounded near r = 0, which justifies the asymptotic formula for y2(r} near r 0.
Notice that the problem (2.23) can be put into an equivalent self-adjoint form (2.24) (ray'}' + rab(r}y = 0. The modified Green's function for (2.24) subject to the boundary conditions y'(0) = y(l) = 0 has the form
Since y^ is not a multiple of yoi it follows that yz(r) > oo as r > +0. A
for for
r < r > ,
where K is a constant. By the above remarks we have, with some constant c> 0,
(2.26)
|G(r,OI <<l~a f o r r < <crl~a f o r r > f.
We now multiply the equation (2.22) by ra, and convert it into an integral
equation for the function z ( r ) = r^y(r]

(2.27)
with the kernel G(r, ) = G(r,)rz*. Using (2.26) it is a standard exercise /! /! to show that / / G2 drd^ < oo, see pages 178 and 421 in [14]. This means
that (2.27) is an integral equation with a compact and symmetric kernel. It follows that its spectrum is discrete, and eigenvalues tend to infinity. Moreover, we conclude that the minimum characterization of eigenvalues applies, from which it follows that the fc-th eigenfunction cannot have more
Jo Jo
than k 1 interior roots, see p. 173 in [14]. On the other hand, the same minimum characterization implies that y\ is of one sign, and 7/2 must vanish
at least once. Also, by Sturm's comparison theorem yk+i must have at least one more interior root than y^. We then conclude that y^, then 2/3, and so on have the desired number of interior roots.
Proof of the main result
We are now ready to prove the Theorem 1.1. We begin by noticing that existence of positive solutions under our conditions follows by the Theorem 1.5 in P.L. Lions [9], see also [11]. Indeed the result in [9] implies existence of a critical A, so that for A > A there exists a maximal positive solution of (2.3), while for A > A there exists at least two positive solutions. Since positive solutions of our problem (2.3) are radial, we consider its ODE version (2.4). We now continue the curve of maximal solutions for decreasing A. It was
shown in [6] that this curve cannot be continued for all A > 0, and hence a
critical point (Ao,o) must be reached, at which the curve will turn. By the definition of a critical point, the linearized equation (2.5) has a nontrivial solution w(r). We claim that the theorem follows provided that (3.1) w(r)>0 for all re [0,1).
By the Crandall-Rabinowitz Theorem near the turning point (Ag, UQ) the solution set has two branches n~(r, A) < u+(r, A), for r 6 [0, 1), A > AQ. By the Crandall-Rabinowitz Theorem we also conclude
(3.2)
7i|(r> A ) >
for A close to A
O ( for a11 r e [. !))
Arguing like in P. Korman, Y. Li and T. Ouyang [6], we show that the same inequality holds for all A > AQ (until a possible turn), see also T. Ouyang and J. Shi [11] and J. Wei [13]. We claim next that solutions u+(r, A) are stable, i.e. all eigenvalues of (2.13) are positive. Indeed, let on the contrary H < 0 be the principal eigenvalue of (2.13), and </? > 0 the corresponding eigenvector. The equation for u\ is
(3.3)
u'( + û'x + A/A + /() = 0 for r 6 (0, 1],

/A(0)=7,,A(l)=0.
From the equations (2.13) and (3.3) we obtain

(3.4)
o o
The right hand side in (3.4) is positive by our assumptions, inequality (3.2), and Lemma 2.13, while the quantity on the left is zero, a contradiction.
We show next that for A > AQ both branches u+(r, A) and ii~(r, A) have no critical points. Indeed, if we had a critical point on the upper branch u+(r, A) at some A > AQ, then by the Crandall-Rabinowitz Theorem solution of the linearized equation would be positive at A = A (since u\ > 0 as we
enter the critical point). But then by Lemma 2.14 we know precisely the
structure of solution set near (A, u+(r, A)), namely it is a parabola-like curve with a turn to the right. This is impossible, since the solution curve has arrived at this point from the left. Turning to the lower branch u~(r, A), we know by Lemma 2.14 that each solution on this branch has Morse index of one, until a possible critical point. At the next possible turning point one of the eigenvalues becomes zero, which means that the Morse index of the turning point is either zero or one. If Morse index is zero, it means that zero is a principal eigenvalue, and so solutions of the corresponding linearized
equation are of one sign, and then we obtain a contradiction the same way
as on the upper branch. If Morse index = 1, it means that zero is a second eigenvalue, i.e. by Lemma 2.17 w(r] changes sign exactly once, but that
is impossible by Lemma 2.11. It follows that if condition (3.1) is satisfied
at the first turning point, then our Theorem 1.1. follows. But exactly the
same arguments show that having w(r) > 0 at any turning point will imply Theorem 1.1.
It remains to rule out the possibility that condition (3.1) fails at all
turning points. By Lemma 2.15 this means that the branches u~(r,X) arid
u + (r, A) intersect near any turning point (\Q,UQ). When we continue the
upper branch u+(r, A) for increasing A, then, after possibly some more turns,
u+(r, A) > c as A > oo for all r 6 [0,1), see [6] for more details. Similarly,
for the lower branch we have u~(r,X) 0 as A oo for all r (0,1), after possibly some additional turns, see [6]. (Notice that u~(Q, A) > 9.) It
follows that for A sufficiently large
(3.5)
u~(r, A) < u+(r, A)
for all r [0,1).
We now pick the leftmost turning point on our curve (i.e. the turningpoint with smallest A; if there is more than one such point, take any one of them). In Figure 1 this is the point A. By above, condition (3.1) is violated
at this point, and hence solution branches contain intersecting solutions near
A. As we increase A solutions on both branches continue to intersect by

Lemma 2.12, until a possible turning point. If both branches have no more
uCO)
c
A
Figure. 1. Solution, curve with several turning points.
turning points, solutions will intersect for all A, contradicting (3.5). Assume that as we continue both branches u~ (r, A) and u~ (r, A) for increasing A the first turning point happens, say, at the upper branch at a point B. By B' we denote the point on the lower branch, which has the same A coordinate as B. By Lemma 2.12 solutions at B and B' intersect. We now continue the upper branch for decreasing A until the next turning point, which we call C. By C' we denote the point on the lower branch, which has the same A coordinate as C. Moving leftwards on both branches, we conclude by Lemma 2.12 that solutions at C and C' intersect. We denote by E the next turning point on the upper branch (if it exists), and by E1 the corresponding point under it on the lower branch. By moving to the right on both branches and using Lemma 2.12 , we conclude that solutions at E and E1 intersect. We continue the process until the upper branch passes over B for the last time at a point B. We conclude that solutions at B' and B intersect. We now resume moving forward in A on both lower and upper branches. If another turning point is encountered, we repeat the above procedure. We conclude that solutions on upper and lower branches corresponding to the same A intersect for all A. This contradicts (3.5). We conclude that w(r] > 0 at any turning point, and the theorem follows. Remark. After completing the proof, we conclude that the solution curve has exactly one turn, and w(r) > 0 there. This is simpler than the previous strategy (of [6], [11] and [13]) of directly proving that w(r) > 0. Acknowledgement. It is a pleasure to thank S. Aizicovici and N. Pavel for a very well organized and stimulating workshop, and Y. Li and T. Ouyang for useful comments.
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[13] J. Wei, Exact multiplicity for some nonlinear elliptic equations in balls, Proc. Amer. Math. Soc. 125, 3235-3242 (1997). [14] H.F. Weinberger, A First Course in Partial Differential Equations, John Wiley & Sons (1965).
Optimal Control and Algebraic Riccati Equations under Singular Estimates for eAtB in the Absence of Analyticity. Parti: The Stable Case
Irena Lasiecka and Roberto Triggiani* Department of Mathematics Kerchof Hall University of Virginia Chai-lottesville, VA 22904
Abstract
We study the quadratic optimal control problem over an infinite time horizon in the case where the free dynamics operator A and the control operator B yield a singular estimate for eAiB. Here, eAt is the corresponding s.c. semigroup which, by assumption, is not analytic. In this Part I, eAt is assumed (exponentially) stable. The resulting abstract model covers systems of coupled Partial Differential Equations, which possess an analytic component, but which are not themselves analytic. Two applications are given to hyperbolic/parabolic structural acoustic problems. Here a hyperbolic PDE (a wave equation within an acoustic chamber) is coupled with a parabolic PDE (the flexible wall which is either modeled by an elastic equation with structural damping [A-L.l] or else by a thermoelastic equation with no rotational inertia [L-T.4-6]).
Mathematical Setting and Formulation of the Control Problem
Dynamical Model. Let U (control), Y (state) be separable Hilbert spaces. In this paper, we consider the following abstract state equation
y ( t ) = A y ( t ) + Bu(t) + w(t) on, say, [D(A')]';
j/(0) = y0 V,
(1.1)
subject to the following assumptions, to be maintained throughout the paper:

"Research partially supported by the N a t i o n a l Science Foundation under Grant DMS-9804056.
(H.I) A : Y D U(A) > 1'' is the infinitesimal generator of a strongly continuous (s.c.)
semigroup e''" on Y. Moreover, e.Ai is (exponentially) uniformly stable: that is, there exist constants M > 1, u} > 0, such that
lk' U |ko-) < Me""',

(H.2) B is a linear operator U = V(B)
t>0.
(1.2)
-> [D(A*)\', the dual space of the domain !>(/!"), with respect to the pivot space Y. Here A* is the adjoint of A in Y. Thus, eAt can be extended as a s.c. semigroup on [V(A*}\' as well.
holds true:
(H.3) There exist constants 0 < 7 < 1 and T > 0, such that the following singular estimate
where (Bu,v)Y = (u,B*v)u, u(J,v& V(B*) D V(A").

(H.4) The function w is a deterministic disturbance, satisfying
wL2(0,co;r)
to be kept fixed throughout.
Optimal Control Problem. With the dynamics (1.1), we associate the following quadratic cost functional over an infinite time horizon:
(1.4)
o
where y ( t ) = y ( t ; y o ) is the solution of (1.1) due to u(t), for fixed w, and, moreover,
(1.5)
(H.5)
),
For fixed lu as in (1.4), minimize Jw(u,y] over all u G L 2 (0, oo; f/), where y is the solution of (1.1) due to u (and w).
(1.6)
where Z is another Hilbert space. The corresponding Optimal Control Problem is: (1-")
Remark 1.1. What makes the above optimal control problem different from those stud-
ied in the literature [B-D-D-M], [L-T.l], [L-T.2], is, of course, the new set of assumptions
imposed on model (1.1); in particular, the presence of the singular estimate of hypothesis (H.3) = (1.3), while, however, the semigroup eAt is only assumed to be strongly continuous.
Explicitly, eAt is not assumed to be analytic. In [L-T.l, Chapters 1, 2. 6], the singular estimate (H.3) = (1-3) was also available in the treatment of those chapters; however, it was
so a-posteriori, as a consequence of the original assumption that the s.c. semigroup eAt be,
moreover, analytic. Thus, writing eAtB ( A)'1eAt( /l)~ 7 ? would at once yield estimate (1.3) under the two assumptions in those aforementioned chapters: (i) analyticity of the
semigroup of eAt on Y, and (ii) the property ( A}~~*'B 6 L(U;Y). In the present paper, by contrast, the s.c. semigroup eAt is not assumed to be analytic. The above set of assump-
tions on (1.1) are motivated by the structural acoustic problem, with hyperbolic/parabolic coupling, where these assumptions are, in fact, properties of the coupled dynamics: see the examples in Section 4 below, with both 7 < | (the easier case: see (3.1.16) below) and | < 7 < 1 (the more challenging case). Similarly, in line with the structural acoustic problem, we are taken a pure distributed L 2 -disturbance w (that is G = Identity in the notation of [L-T.2, Eqn. (6.1.1.1) of Chapter 6]. D
Lemma 1.1. Assume (H.I), (H.2), (H.3). Then, for any 0 < WQ < w, there exists a constant k > 0 (depending on M, cj, w, w 0 , T, 7, and computed below), such that
y/
< A:
, V t > 0; 0 < w0 < w.
(1.8)
Proof. Let t > T, the latter being the constant defined in (1.3). By using (1.3) and (1.2), we obtain the following estimate in the operator norm:
v, n
, V t > T,
(1.9)
since f i t ) = (^) e -(w-ô)' jlas {^s maximum at t = t = f/(w WQ) given by ujoê"1 over [0,oo]. For all t > T, we then have: f ( t ) < f ( t ) if i> T, and /(*) < /(T) if
f < T. This identifies the constant k.
Preliminaries. The solution to problem (1.1) is given by
y ( t ) = eAty0 + (Lu)(t) + ( W w ) ( t ) ;
(1.10)
(l.lla)
t
/
eA(i~T} Bu(r)dT
: continuous L 2 (0,oo;[7) -^ L2(0,oo;Y)

: continuous C([0, oo]; (/) -> C'([0, oo]; F); (
(l.llb)
(l.llc)
/. : continuous L2(0,oo;Y) -> L 2 ( 0 , o o ; y ) n C([0, cxs' ; V).
e- 4( '- T) w;(r)/r
(L12a)
(l-12b)
The regula.rity properties noted in ( l . i l b - c ) , (1.12b). due to the Young's inequality [S.I] and (H.3), will be formalized in Proposition 3.1.2 below. The L 2 -adjoints of L and W, are, respectively,
(L*f)(t)
B*eA'(T-t]f(T)dT
(L13a)
(1.13b)
: continuous L2(0,oo;Y) -> L2(0,oc;U)
: continuous (7([0, oo]; Y) -> C([0, oo]; U);

(W'v)(i] = j eA'(T-l)v(T)dT Jt : continuous L 2 (0,oo ; y) -* L2(Q,oo:Y)
: continuous C([0,oo};Y) -> C([0, oo]; K).
(1.13c)
(l.lia.)
(1.14b)
(1.14c)
Statement of Main Results

Theorem 2.1. Assume (H.I), (H.2), (H.3) = (1.3), (H.4) = (1.4), (H.5) = (1.6). Then:
The main result of this paper is the following theorem.
(al) For each y0 g Y and w g 2(0, oo; K) fixed, there exists a unique optimal pair { M (*; yo),y^(t', y o ) } of the optimal control problem (1.5), (1.7) for the dynamics (1.1), or (1.10), which satisfies the following properties:
( - ; y o ) 6 2(0,00; 7) n <?([(), oo];tO;
(2.1)
yw( ; yo) e 2 (o, oo; r) n C([o, oo]; F).

(a2) The operator $(i) e (V) defined by
(2.2
yo
= yw=0(t; y0) e C*([0, oo]; V) n 2 (0, oo; F),
e K,
(2.3)
describes a s.c. semigroup on K, which, moreover, is (exponentially) uniformly stable on Y. (a3) The bounded operator P (V) defined on Y by
, ,T e Y
is non-negative, self-adjoint on Y : P = P* > 0,
(2.4)
o (a4) The gain operator B'P is bounded Y * U:
^xû^^xû}^.
(2.5)
U}.
(2.6)
(a,5) The infinitesimal generator of the s.c. semigroup $ ( / ) in (a'2) is the operator Ap = ,4 BB'P, with maximal domain T>(Ap) on Y,
AP = A - BB'P,
-D(Ap) = {x Y : [I - A" 1 B(B~ P)}x e T>(A)},
(2.7a)
so that the s.c. uniformly stable semigroup $(/) may be also denoted as
$(*) = eApt = e(A-BB'p)t, t > 0;
\eApt
c(y)
< MPe^"\ t > 0
(2.7b)
for some constants Mp > 1, wp > 0. (a6) The following singular estimate holds true: for any 0 < Wi < up (where LOP is defined in (2.7b)), there exists a constant kp (depending on Mp, wp, 7, T, u>\) such that
C(U,Y)
t/;r)
< kP -
, V f > 0.
(a?) The operator P possesses the following additional regularity properties:
P e C(V(AP); T>(A')), or A'P C(D(AP); Y);

P 6 (V(A);T>(A"P)), or XpP (P(/l); K).
(2.9)
(2.10)
(a8) The operator P in (2.4) satisfies the following Algebraic Riccati Equation,
(A'Px, z)Y + (PAx, z)Y + (Rx, Rz)z = (B'Px, B-PZ)V

either V x , ? y e P(/l); or V;c,j/ I>(/lp). (2.11)
(a9) Moreover, the operator P in (2.4) is the unique operator satisfying the ARE (2.11) within the class of non-negative, self-adjoint operators P = P" E C(Y) such that B'P G (}'"; U) [a property enjoyed by P by (a4)]. (alO) The optimal pair {u^(<; j/o),?/2/(i; yo)} satisfies the following feedback relation: t;y0) + rw(t)] (2.12)
-B*Py%,(t;y0)-B'rw(t)L,(0,o0;U)nC([Q,oo];U).
(2.13)
(2.14)
B"Pyw( :,y0) and ^-^(O & 7, 2 (0, oo; f/) n G'([0, oo]; f / ) .
Here, r w ( f ) is defined by r w (0 = Pw(t- 2/o = 0 ) - Pj/ (f; y0 = 0) e L 2 (0, oo; Y) n C'([0, oo]; Y),
with
(2.15)
/^(<;l/0)= /
e - 4 ' ( T - " / r J R y ( r ; ? ; / 0 ) ^ - 6 L 2 ( 0 . o o : V ) n 6 < ( [ 0 , o o ] ; K ) , j,0 K
(2.16)
( a l l ) Moreover, r w ( t ) is likewise given by

/CO /-XJ
rw(t) = I Jt
eA'r(T-t]Pw(r)dT,
so that B'r^t) = I Jt
B'eA'r(T~t]PW(T)(IT.
(2.17)
Thus pw(t'. fjo) is the unique solution of the problem
P w ( t ; y o ) = -A'pw(t-y0) - R*Ry^(t;y0), t> 0, y0 G Y;

Too
(2.1Sa)
v
lim pw(T;y0) = 0,
(2.1Sb) y
while /"(<) is the unique solution of the problem
rw(t) = -A'Prw(t) - Pw(t), t > 0, in [D(A)}';

T 1
( 2 .19a)
j r ^( T ) = : 0 '
(2.19b)
(a!2) Finally, the optimal dynamics may be rewritten as
>Jw(t;yo) =
o Jo
eL2(Q,oo;Y)nC([Q,oo];Y).
Additional results are given in the sections below.
3
3.1
Proof of Theorem 2.1

Existence of a Unique Optimal Pair, Characterization, and Regularity Properties: Proof of (al)
Proof of (al). First, as already noted in ( l . l l b ) and (1.12b), assumptions (H.I), (H.2), (H.3) guarantee the regularity properties Lu 3(0,00;}') and Ww 2(0, oo; Y), thus fulfilling the notion of well-posedness of the dynamics (1.1), needed in the cost functional (1.5). Next, the stability assumption (1.2) implies that both the Finite Cost Condition
and the Detectability Condition (see Equations (2.1.12) and (2.1.13) of [L-T.2, Chapter 2])
are automatically satisfied. Then, the usual argument of, say, [L-T.2, Theorem 1.2.1.1 of Chapter 1, p. 14; Theorem 6.2.1.1 of Chapter 6, p. 563, etc.] yields that: there exists a unique optimal pair {M (t; y 0 ), y^(t; y0)} in L 2 (0,oo;t/) x I 2 (0, oo; Y) of the optimal control problem, satisfying the optimality condition. We obtain
Proposition 3.1.1. Assume ( H . I ) through (H.5). Then:
(i) for any w G L 2 (0,oo:l'') fixed, the optimal control problem (1.5), (1.7) for the dynamics (1.1), or (1.10), admits a unique optimal pair {,( :?/o),?/( ;2/o)} satisfying the optimality condition
( ;j/ 0 ) = -L'R-RyK ; y 0 ) G L2(0,oo;U).

(ii) the optimal pair is given explicitly by the following formulas:
(3.1.1)
uw( . ;j/ 0 ) =
=
-[/ + L- R' RL}-1 L' R- R (eA ' ya + Ww] G L 2 ( Q , o o ; U )

= o ( - l ! t o ) + ( - ; ! / o = 0);
(3.1.2a)
(3.1.2b)
Vl ( ' i yo}
= (1 + LL*R*R}~1 [eA ' y0 + Ww] G L 2 (0, co; F)
(3.1.3a)
= {/ - L[I + L*R*RL}-1L' R'R] [eA ' y0 + Ww]
(3.1.3b)
= y = 0 ( - ; j / o ) + y ( - ; y o = o),
*]- R[e - y0 + Ww] e L 2 ( 0 , o o ; Z )
l A
(3.i.3c)
(3.1.4a)
= ^ = o ( - ; y o ) + ^ ( - ; y o = 0),
(3.1.4b)
where the inverse operators in the above formulas are well-defined as bounded operators on all of L 2 (0,oo; ) by (l.llb), (1.12b), (1.13b), (1.14b) (for the inverse occurring in (3.1.3a), see [L-T.2, Chapter 2, Appendix 2A]). Moreover, with J/Q G Y, the corresponding optimal dynamics is
yw(t;y0) = eMy0 + {Luw( ; y 0 } } ( t ) + (Ww}(t) L 2 (0,oo ; y).

(iii) For yo G V, the optimal cost satisfies the following relations
(3.1.5)
J(y0) = JM( ;yo),yw( ;yo}) = J=0(yo) + J(y0 = o) + xw(y0); (3.1.6)

J=0(y0) - (RcA-y0,[I + RLL*RrlReA-y0}L2(0^z);
(w^WRÎ+RLL'R'^RWw)^^^;
(3.1.7)
(3.1.8)
^(2/o = 0) = Xw(y0)
= 2 (RcA ' j/o, [/ + /ML-flT 1 ^)^^

= linear in w. n (3.1.9)
We next prove the additional regularity C'([0,oo]; ) for uw and ?y. To this end, and generally to build further a theory, as described by Theorem 2.1, we make the preliminary observation that the abstract model of the present chapter differs critically from the two main
settings of the literature [B-D-D-M], [L-T.l], [L-T.2]. Indeed, neither is the s.c. semigroup eAt analytic as in [L-T.2, Chapters 1, 2, and 6] nor does the pair {A. B] satisfy the 'abstract trace condition' as in [L-T.2, Chapters 7, 9]. The key feature of the present new setting is assumption (H.3) = (1.3) on 0 < < < T hence, its consequence (1.8) for all < > 0 under the stability hypothesis (1.2). As noted in Remark 1.1, this makes the present setting a shadowy resemblance akin to the 'analytic case' of [L-T.2, Chapters 1, 2, or 6]. This observation provides the key guide to the treatment that follows. First, all the critical smoothing properties, in the analytic or parabolic case, of the operators Z,, Z/* beginning with the preliminary regularity Z,2 * Z/% in (l.llb), (1.13b)
confif&ue (o /:oM (rue under assumptions (H.I), (H.2), (H.3). This is so, since it is the singular
estimate (1.8) on the kernels of these operators, which plays the key role in these results in the parabolic or analytic chapters of [L-T.2]. Thus, we still have available, under the present
setting (H.I), (H.2), (H.3), the following properties: (i) The regularizing properties of the operators Z/ and A* on Z,p-spaces ([L-T.2, Theorem
1.4.4.3 of Chapter 1, p. 38 for T finite; Theorem 2.3.5.1 of Chapter 2, p. 143 for T = oo, as
well as Theorem 6.9.1 and Theorem 6.23.1 of Chapter 6, p. 590 and p. 620, the latter for T = oo]). This is recorded as Proposition 3.1.2 below.
(ii) The regularizing properties of the operators Z/ and Z,* on the space -,(?([ , ]'; ) with singularity on the left ([L-T.2, Proposition 1.4.5.4 of Chapter 1, p. 49]). This is recorded in Proposition 3.3.1 below. We collect the conclusions reached in (i) above in the next statement.
Proposition 3.1.2. Assume (H.I), (H.2), (H.3), (H.5). Then, with reference to the operators L and Z/" in (1.11 a), (1.13a). we have:
0)
Z, : continuous Z,2(0,oo;[/)-Z,2(0,oc;y) continuous C([0,oo];C/) -* C([0,oo];}'); (3.1.10) (3.1.11)
Z,"
: continuous Z/2(0,oo;y)->Z.2(0,oo;[/) continuous C([0,oo];y) -> C([0,oo];[/);
(3.1.12) (3.1.13)
(iii)
[/+ L'R'RL}-1 ( I 2 ( 0 , o o ; f / ) ) n / : ( C ( [ 0 , o c ] ; C / ) ) ;
(iv)
(3.1.14)
(3.1.15)
(3.1.16)
[/ + LL'R'R}-1 e (C([0, oo]; y)) n (L 2 (0, oo; V)):

(v) Z, : continuous L 2 (0,oo;C/) -> C([0, oo]; V). if 7 < r ;
î
L : continuous L p ( 0 , o o ; / ) -> C([0, oo ; F), if p > 1/(1 -7);
(8.1.17)
L : continuous Lrt(Q,oo;U) -> LT2(0, oo; Y),
(3.1.18)
where r\ is any positive number satisfying r j < 2/(2j ~ 1), where 2/(2~{ 1) > 2, for I < 7 < 1; for 0 < 7 < | we may take r\ = oo; and r^ is any positive number satisfying
?-2 < 2/(47 - 3), where 2/(47 - 3) > 7^ for | < 7 < 1; for 0 < 7 < |, we may take r 2 = oo. (viii) there exists a positive integer 710(7) depending on 7, such that for all positive
integers n > "0(7), we have
(L'R'RL}n : L 2 (0,oo;[7) -> C*([0, oo]; F).
(3.1.19)
Regarding properties (3.1.14) and (3.1.15) in the space C that is, [/ + L*R*RL}~1 G C([0, oo]: U) and [I + LL*R*R]~l G C'([0, oo]; F) these are achieved by the usual boot-strap
argument as in, say, [L-T.2, Corollary 2.3.5.2 in Chapter 2, p. 145, and Corollary 6.23.2 of
Chapter 6, p. 621]. This plays alternatively between the optimality condition (3.1.1) and
the optimal dynamics (3.1.5), starting with the 2(0,00; )- regularity for w^ and y^ as in
(3.1.2a), (3.1.3b), and using the smoothing properties of L and L*, while Ww e C([0, oo]; Y) by (1.12b).
Proposition 3.1.3. Assume ( H . I ) through (H.5). Then, for any y0 G F and any to G (0, oo: F) (fixed), the optimal pair established in Proposition 3.1.1 satisfies the additional jularity properties
<( ; y 0 ) G C([0,oo];/); yw( ; y 0 ) G C([0,co];F).
(3.1.20)
Proof. Apply (3.1.14) and (3.1.15) in the space C to the explicit formulas (3.1.2a) for uw and (3.1.3a) for yw, where (eA ' y0 + Wiu] G C*([0, oo]; V) by (1.2) and (1.12b). Of course, (1.13c) for L* is also used. This way, the regularity properties in (3.1.20) are achieved. D
The proof of property (al) of Theorem 2.1 is complete.
3.2
The Operator $(t); The Functions pw, the Operator P: Proof of (a2), (a3), (a4), (a5)
= !/ = 0 (<;yo) - {[/ + LI' R' R}"1 [eA ' y 0 } } (t) L2(0,oo;V)nC'([0,oo];y). (3.2.1)
The Operator $(<). This was defined in (2.3) by (recall (3.1.3a)):
The regularity noted in (3.2.1) follows from (3.1.2a) and (3.1.3a) for L 2 , as well as (3.1.20)
for C.
Proposition 3.2.1. (property (a'2)) Assume ( H . I ) through (H.o). Then the operator <J?(i) defined in (3.2.1) is a s.c. semigroup on V, t > 0, which, moreover, is (exponentially) uniformly stable. Proof. Because of the regularity $(i)j/ 0 C([0, oo]; }'") in (3.2.1) already established, it is the semigroup property that needs to be proved next. But this can be done precisely as in past chapters, several times, as a consequence of the optimality condition: see [LT.2, Proposition 1.4.3.1(ii), Eqn. (1.4.3.3), p. 32 (evolution property in the case T < oo)
of Chapter 1; Lemma 2.3.2.1, p. 132, or Theorem 2.3.6.1, p. 146, of Chapter 2; Theorem 6.10.1, p. 593, and Theorem 6.12.1, p. 596 of Chapter 6; Lemma 6.24.2, p. 622 for T = oo in the stable case, Chapter 6]. See also [L-T.2, Theorem 6.25.1 of Chapter 6]. Uniform
(exponential) stability follows, as usual, by Datko's Theorem, since $ ( t ) t j o -2(0, oo; Y) for
all y0 6 Y.
The Functions pw(t;y0), r w ( t ) , and the Operator P 6 (Y). For y0 e Y, we define (as in [L-T.2, (6.2.2.1) of Section 6.2.2, p. 564, of Chapter 6]) the function
Jt
which is the unique solution of the problem
Pw(t; yo) = -A'pw(t; 3/0) - R'Ryw(t\ y0);

lim pw(T; y0) = 0,
(3.2.3a)
(3.2.3b)
with zero initial condition at T = oo. Moreover, we introduce the operator P C,(Y) (see
[L-T.l], [L-T.2]),
CO
eA'tR*R$(t)y0 =
/-CO
Jt
e.A'(T~i]R*R$(T - t)y0dr.
(3.2.4)
Lemma 3.2.2. (property (a4)) Assume (H.I) through (H.o). Then, with reference to (3.2.2) and (3.2.4), we have for ya e Y: (i)
0e
L 2 (0,oo;y)nG'([0,oo];K).
(3.2.7)
OO
/
=
B'eA^
(3.2.8)
B'pw(t-y0] G L 2 ( 0 , o o ; [ / ) n C ( [ 0 , o o ] ; f y ) .
(3.2.9)
(iii) P (Y) and moreover B*P: continuous Y > f/:
v (iv)
Jo
= 5*1^=0(0; ,r), ,r F.
(3.2.11)
-S,=o( f ;yo) = B'Pw=0(t;y0) = B'P$(t)y0 L 2 (0, oo; (7) n C([0, oo]; /).
(3.2.12)
Proof, (i) The decomposition of pw in (3.2.5) is a consequence of using the decomposition
of t/, in (3.1.3c) in the definition of (3.2.2). Moreover, the regularity of pw noted in (3.2.5)
follows from using the stability assumption (1.2) and the regularity (3.1.3a) [no need of (3.1.20)] for y in the denning integral (3.2.2). (ii) The steps in (3.2.8), (3.2.9) are self-explanatory, once one recalls the optimality condition (3.1.1), and then (1.13a) for L* and (3.2.2) for pw. The regularity noted in (3.2.9) is the one established in (3.1.1) and (3.1.20) for u^. (iii) The operator P defined in (3.2.4) is plainly in (Y), by the stability hypothesis (1.2) and the regularity (3.1.3a) of j/JJ,. It is, however, at the level of establishing B"P G (Y; U) from its definition (3.2.11) that we critically use the assumed singular estimate (1.3) on 0 < t < T, as propagated to all / > 0 in (1.8): since 0 < 7 < 1 by hypothesis, then (3.2.11) yields via (1.8) and (3.2.1) in the C'-space:
\\B"Px\\Y (t)x\\dt
/OO -LJQt \
Jo
(3.2.13)
Jo
-^~dt
'
||$( ^llc([o,oc];n
(3.2.14)
(3.2.15)
and (3.2.15) proves (3.2.10), as desired. ( i v ) We return to pw=o(t',yo) = P3>(t)yo in (3.2.7). apply B~ on both sides and obtain (3.2.12), where the noted regularity follows from (3.2.10) on B'P and (3.2.1) on 3>(t)yQ.
Property (a3). The non-negative, self-adjoint property of P is contained in identity (2.5): this is then proved in the same way as, say, [L-T.2, Proposition 1.4.4.8 of Chapter 1,
p. 44; Corollary 6.26.1.2, Eqn. (6.26.1.7) of Chapter 6, p. 628].

Property (a5). One only needs to show that the infinitesimal generator of the s.c. (exponential) uniformly stable semigroup $(i) is, in fact, Ap = A BB"P. But this follows, as usual (see the proof of [L-T.2, Theorem 2.3.8.1, p. 150 of Chapter 2]), as a consequence
of the optimal dynamics (3.1.5) for w = 0, via (3.2.1) and (3.2.12) for u =0 .
3.3
Singular Estimate for eApiB: Proof of (a6)
Orientation. As in the proof of, say, [L-T.2, Theorem 6.26.3.1], in order to derive that the operator P defined in (3.2.4) satisfies the Algebraic Riccati Equation (2.17) on T>(A), we need to differentiate strongly eApt on T>(A). This, in turn, is accomplished if we can
establish the same singular estimate for eAptB that holds true under (H.3) for eAiB. The resulting Theorem 3.3.2 below is a delicate new point of the present development, which was not explicitly needed in our treatment of the abstract analytic or parabolic case of [L-T.2,
Chapters 1, 2, and 6].

We begin by collecting the conclusions reached in point ( l i i ) of Section 3.1.
Proposition 3.3.1. Assume (H.I) through (H.5). With reference to the operators L
and L* in (1.11) and (1.13), and recalling that 0 < 7 < 1 as postulated in assumption (H.3), we have: (i) Let 0 < r < 1. Then for any 0 < T < oo,
L : continuous ,.(7([0, T}; U) -^ ( r +^_i) C([0,T];Y).

(ii) Let ? > 0, and e > 0 arbitrary,
(3.3.1)
L' : continuous r C([0, T]; Y) -^ (r+7 _ 1+) C([0, T}: U).

(iii) Let 0 < r < 1. Then, there exists a positive integer m = m(r) such that
(3.3.2)
(L*R*RL)m : continuous TC([Q, T}: U) -> C ( [ 0 , T } ; U ) .

(iv) (v)
(3.3.3)
[i + L'R'RL]-1 e ( 7 C([o,r] ; r)).

[/ + LL'R'R}-1 = I - L[I + IS R-RL]-1 L'R'R 6 ( 7 C'([0,T] ; V)),
(3.3.4)
(3.3.5)
where we recall that, if X is a Banach space, then
o<(<?
see [L-T.2, p. 3, p. 46 of Chapter 1].
(3.3.6)
Proof, (i), (ii). (iii). Properties (3.3.1), (3.3.2), (3.3.3) are precisely the properties established in [L-T.2, Proposition 1.4.5.4, p. 49, of Chapter 1], in the analytic case. As argued in point (Iii) of Section 3.1, the proofs given there continue to hold true on any [0,T], 0 < T < oo, under assumption (H.3): this is so since the key role in these proofs in precisely the singular estimate (1.3) for the kernels of the operators Z/ and .L*. Moreover, in view of the stability assumption (1.2), we may also take the case T = oo in these three results (i), (ii), (iii). (iv) The proof of property (3.3.4) on the space ^C"([0,T]; ) with singularity on the left is nothing but the exact counterpart of the property
[/ -I- L'R'RL}-1 <E (C 7 ([0, T]; U),
(3.3.7)
which is [L-T.2, Theorem 1.4.4.4, p. 40, of Chapter 1] on the space C' 7 ([0,T]; U) with singularity on the right. Indeed, property (3.3.7) was proved there as a consequence of two main
ingredients: that given 0 < 7 < 1, there is a corresponding positive integer n (depending on 7) such that
(L'R'RL)n
: continuous C 7 ([0,T]; U) -> C([Q,T];U);

: continuous L2(0,T;U) -> C([0,T];U)
(3.3.8)
(3.3.9)
(see [L-T.2, Corollary 1.4.4.2, p. 38, and Theorem 1.4.4.3(v), Eqn. (1.4.4.19), p. 39]). Then, (3.3.8), (3.3.9) => (3.3.7) in the proof of [L-T.2, Theorem 1.4.4.4].
But the counterpart of property (3.3.8) this time on -yC([0, T}; U) with singularity on the left continues to hold true in the present setting under assumption (H.3), by (3.3.3). The same holds true for property (3.3.9), which was noted in (3.1.19). Then, the same argument given in the proof of [L-T.2, Theorem 1.4.4.4] yields (3.3.4).
(v) This follows from property (iv).
Theorem 3.3.2. Assume (H.I) through (H.5). Then, with reference to the semigroup = eApt (feedback semigroup when w = 0), we have:
(ii) for any 0 < MI < cjp, there exists a constant A:t > 0 (depending on Mp. u>p, wi, T,
such that
Y.U}
< h ~, Vt>0,Q<^<ujP.
(3.3.11)
Proof, (i) We return to the explicit formula (3.2.1) for iu = 0, which we apply with Bx, x Y, in place of y0, thus obtaining
(t)Bx = eAptBx = [I + LL-R'R}-l[eA'Bx], x Y.
(3.3.12)
By assumption (H.3) = (1-3), we have CA ' Bx 7 C ( [ 0 , T } ; Y ) continuously on x <E Y. We then invoke Proposition 3.3.1(v), Eqn. (3.3.5) on (3.3.12), and then conclude that
continuously on x Y. But this, in view of (3.3.6), means precisely estimate (3.3.10). (ii) Part (i), Eqn. (3.3.10), implies Part (ii), Eqn. (3.3.11) as in the proof of Lemma 1.1.
D
As a consequence of Theorem 3.3.2, we obtain
Proposition 3.3.3. Assume (H.I) through (H.5). Then, the s.c. semigroup $(<) = eApt in (3.2.1) is strongly differentiable on T>(A): that is, more precisely, if x T>(A), then for t > 0:
jeAptx
= cAptAPx = eApt(A - BB'P)x

= eAptAx - eAptB(B'Px) Y, x V(A). t > 0,
(3.3.13)
(3.3.14)
and in fact,
7te'
, .
Y
< MPe-"'||Ax\\ + k, \\B*P\\c(Y.,u)\\x\\Y, t > 0.
(3.3.15)
Proof. The steps in (3.3.13), (3.3.14) are self-explanatory. Of course. (3.3.13) makes sense, at least, in [D(Ap)]'. The point is that, under present assumptions, (3.3.14) makes sense actually in Y. Estimate (3.3.15) follows from (3.3.14) by invoking (2.7b) (already proved in Section 3.2) and (3.3.11) of Theorem 3.3.2 on eApt and eApiB. respectively, as well as (3.2.10) of Lemma 3.2.2(iii) on B'P. D
3.4
Additional Regularity Properties of P: Proof of (a7)
We shall recall [from [F-L-T.l], [L-T.3], [L-T.2, Chapter 11, vol. 3] more precise versions of the regularity properties (2.9) and (2.10) of Theorem 2.1. (a,7). For these, assumption (H.3) is not really needed.
Proposition 3.4.1. Assume ( H . I ) . ( I I . 2 ) , (H.5). Then the following identities hold true:
(i)
and so
A'Px = -R'Rx - PApx G Y, V.r G V(AP],

A"P : continuous 'D(Ap) > V.
()
and so
A'PPx = -R'Rx - PAx G F, V.T 6 >(/!),

ApP : continuous 'D(A) > 1'.
Proof. This result was established already in [F-L-T.l] without assuming the stability hypothesis (H.3). Here we provide the counterpart proof under (H.3). (i) Let x G T>(Ap). Then, recalling (3.2.4), we integrate by parts arid obtain
A'eA>tR*ReAptxdt
A>t
(3.4.3)
R~Re^ APx dt
(3.4.4)
(by (3.2.4))
= -R'Rx - PAPx G Y,
recalling the exponential stability in (H.3) = (1.2) and in (2.7) in (a4) (already proved in Section 3.2) at t = oo. Then (3.4.5) establishes (3.4.la) from which (3.4.1b) follows by the closed graph theorem: indeed, the bounded operator P is acted upon by the closed operator A' which is boundedly invertible. so that A"P is closed [K.I, p. 167]. (ii) From (3.2.4) we obtain for x.y Y:
/ fix
\ / /-OO \
(Px,y)y=(
\Jo
eA"tR'ReAptxdt,y}
/ Y
=(x,
\ JO
e'^ R'ReAty dt } ,
) Y
(3.4.6)
and so
/oo
P'y=l Jo
eA'r'R~ReAty dt, y Y.
(3.4.7)
But P = P' by part (a3) (already proved in Section 3.2). Hence
Px = / Jo
eArtR'ReAtxdt, x Y,
(3.4,8)
which provides an alternative expression for P over (3.2.4). Next, we apply to (3.4.8) the
counterpart argument to that employed in ( i ) . For x G T>(A), we integrate by parts and
obtain
A'PPx
/ Jo
A*PeA'rlR~ReAtxdt
e^r'R'ReÂxdt
(3.4.9)
(3.4.10)
(by (3.4.8))
-R-Rx-PAxeY.
(3.4.11)
Thus, (3.4.11) establishes (3.4.2a) from which (3.4.2B) follows by the closed graph theorem.
3.5
The Operator P Satisfies the ARE on T>(A): Proof of (a8)
We proceed as, say, in the proof of [L-T.2, Theorem 2.3.9.1 of Chapter 2, Theorem 6.15.1 and Theorem 6.26.3.1 of Chapter 6] in the present circumstances, by critically using Proposition
3.3.3.
Theorem 3.4.1. Assume (H.I) through (H.5). Then, the operator P (Y) defined in
(3.2.4)which was noted in property (a3) to be non-negative, self-adjoint: P P* > 0 satisfies the following Algebraic Riccati Equation on ~D(A}: or on T>(Ap): that is
(A'Px,z)Y + (PAx,z)Y + (Rx,Rz)z = (B*Px,B*Pz)v

); or else V . T , Z e V(AP}. (3.5.1)
Proof. Let, at first. x,z e Y. From the definition (3.2.4) with $(*) = eApt, we have
(Px,z)y=
/o
f" (ReAptxJReAtz)zdt
= f
Jt
(ReA^T~^x, ReA^z)z dr, x,y(=Y.
(3.5.2)
We next specialize to x,z 6 T>(A) and differentiate (3.5.2) in i. We obtain, recalling Proposition 3.3.3,
Az)zdt-(Rx,Rz}z, x,z&V(A).
(3.5.3)
At first, we may consider the first integral in (3.5.3) as an improper integral, since (3.3.14)
applies for r > t. However, invoking (3.5.2) and Ap A BB"P ', we rewrite (3.5.3) first as
(PApx, z)Y + (Px. Az}Y + (Rx, Rz)z = 0,
,r, z e V(A).
(3.5.4)
which is well-defined, by recalling (3.4.2a) of Proposition 3.4.1, so that A'PPz V. and then.
since AP = A - BB'P, as
( P ( A - BB'P}x, z)Y + (P.r, Az)Y + (Rx, Rz}z = 0,
x, z 6 V(A).
(3.5.5)
Finally, recalling that B' P 6 C(Y:U] by (3.2.10), we obtain from (3.5.4),
(PAx, z)Y + (A'Px, z)Y + (Rx, Rz}z = (B'Px, B~Pz}v,
(3.5.6)
where each term is well-defined and Theorem 3.4.1 is proved for x,z 6 Let now x,z G T>(Ap). Then, the steps through (3.5.4) hold plainly true: finally (3.5.4) again yields (3.5.5), this time by virtue of the property A* P 6 C(T>(Ap)\ Y] claimed in
(3.4.1) of Proposition 3.4.1.
3.6
The Function rw. Feedback Synthesis of Optimal Control: Proof of (alO), (all)
Proposition 3.6.1. (property (alO)) Assume (H.I) through (H.5). Then, with reference to the function pw(t',yo) defined in (3.2.2), we have:
(0
pu,(t;yo = Q) = Pyv,=0(t;y0) + pw(t;y0 = Q)
- P7/(f;yo) + r u , ( f ) L 2 ( 0 , o o ; y ) n C ( [ 0 , o o ] ; K ) ,
where the function rw(t) is defined by
(3.6.1)
(3.6.2)
rw(t) = Pw(t- y0 = 0) - Pyl(t- y0 = 0) L 2 (0, oo; Y) n C([0, oo]; Y);

(ii) for 3/0 G ^ i the optimal control is written in feedback synthesis as
(3.6.3)
-uw(t;y0)
= B*pw(t-y0) = B'{Pyl(i-y0) + r w ( t ) }
(3.6.4)
=
where
B*Pyw(t;y0) + B * r w ( t ) e L 2 ( Q , o o ; U ) r > C ( [ Q , o o } - U ) ,
(3.6.5)
(3.6.6)
B'Pyw( ;yo) and 5-^(0 L 2 ( 0 , o o ; ( / ) n C ( [ 0 , o o ] ; f / ) ;

(iii) the optimal dynamics may thus be rewritten as
yw (t; yo) = APyw(t; y0) - BB'rw(t) + w in [D(A*]}' ,

i.e., in the sense that
(3.6.7)
(3.6.8)
^^ BB'rlu(r}dr
G Z, 2 (0, oo; Y) n C([0, oo]; Y). (3.6.9)
Proof, (i) Eqn. (3.6.1) results from substituting (3.2.7) into the right side of (3.2.5), and recalling the definition (3.2.1) of <(i)?/o- The passage from (3.6.1) to (3.6.2) uses identity (3.1.3c) on ?/ via the definition ot rw in (3.6.3). (ii) The first identity in (3.6.4) was proved in (3.2.9) of Lemma 3.2.2(ii). Then, the second identity in (3.6.4) follows by substituting (3.6.2). The final breaking up as in (3.6.5) is legal, once we establish the regularity properties in (3.6.6). The regularity (3.6.6) for B*Pyw follows at once from B*P e C(Y;U) in (3.2.10), and from the regularity of y in (3.1.3c) (in L2) and in (3.1.20) (in C). Similarly, from (3.6.3),
B*rw(t)
= B'p,L,(t-y0 = 0)~B'Pyw(t-y0 = 0)
(3.6.10)
= - (i; j/o = 0 ) - B'Pyw(t; y0 = 0) e L 2 (0, oo; [/) n C([0, oo]; /)(3.6.11)

we establish the regularity of B*rw in (3.6.6), since uu( ; y0 = 0) and y^( ;y0 = 0) have the required regularity, see (3.1.2a), (3.1.3a) (in L2) and (3.1.20) (in C), and B*P is bounded as in (3.2.10). (iii) Eqn. (3.6.7) is obtained by substituting (3.6.5) into the optimal dynamics, and recalling the definition of Ap. Then, (3.6.9) is the unique solution of (3.6.7). We note explicitly, that the first integral term in (3.6.9) is well-defined in 2(0,00;}'") n C([0. oo]; Y'}, by virtue of the singular estimate (3.3.11) on eAptB, and the regularity in (3.6.6) for B*rw(t). D Property (all). Equation satisfied by pw. It remains to prove property (all). That pw defined by (3.2.2) satisfies the backward initial value problem (2.18) follows by direct differentiation using the regularity (3.1.20) for y^. The latter, plus the stability (1.2), justify that pw(oo;yo) = 0, as stated in (2.18b), again by (3.2.2). Equation satisfied by rw. We finally establish that the function rw(t) satisfies the backward initial value problem (2.19). Proposition 3.6.2. Assume ( H . I ) through (H.5). Then, the function rw defined by (3.6.3) satisfies (rw(t),x)Y = -(A*Prw(t),x)Y - (Pw(t),x)Y, V x 6 >(/!). (3.6.12)
Proof. Let x *D(A). We start from the defining formula (3.6.3) for rw and differentiate in t. thus obtaining
( r w ( t ) , x)Y = (pw(t- ijo = 0) - Pyw(t; y0 = 0),x)Y,
x e T>(A).
(3.6.13)
Next, we substitute Eqn. (2.18) for pw [already proved above and Eqn. (3.6.7) for ya. We obtain from (3.6.13):
(i'w(t),x)y
= -(A'Pw(t;y0 = 0 ) , x ) y - (R'Ry^(t;y0 = 0),.r)y
- ( P [ A p y t ( t ; y o = 0)- BB'rw(t] + w ] , x ) Y
(3.6.14)
= - (Pw(t; 2/o = 0), Ax}Y - (yu(t; y0 = 0), [R'Rx + A'PPx\}Y

+ (B*rw(t},B'Px)u - (Pw, x ) Y , x 6 V(A). (3.6.15)
Notice that each term in (3.6.15) is well-defined (by the regularity of pw and B*rw in (3.6.2) and (3.6.6), respectively: by B* P e jC(Y- U) in (2.6) or (3.2.10)) and, moreover, that R'Rx + A'pPx = -PAx, x V(A) by (3.4.2a). Using this identity in (3.6.14), we rewrite
it as
(rw(t),x)Y
= -(Pv(t; y0 = 0), Ax)Y + (y (*; 2/0 = 0),PAx)Y

+ (rw(t),B(B'P)x}Y
=
- (Pw,x)Y
(3.6.16)
- (\Pw(t\ yo - 0) - Pyl (t- y0 = 0)],Ax)Y
+ (rv,(t),B(B'P)x)Y-(Pw,x)Y,
xeV(A),
(3.6.17)
where each term in (3.6.17) is well-defined. Recalling the definition of rw(t) given by (3.6.3) in the first term of the right side of (3.6.17), we rewrite it as
(rw(t),x)Y = -(rw(t),Ax)y + (rw(t),B(B'P)x)y-(Pw..x)y (3.6.18)
= -(rw(t), [A - BB'P}x)Y - (Pw,x)Y,

= -(rw(t),APx)Y-(Pw,x)Y,
x V(A)
(3.6.19)
(3.6.20)
xV(A).
Finally, from (3.6.20) we obtain
( f w ( t ) , x ) y = -(A'Prw(t),x)Y-(Pw,x),
which is precisely (3.6.12). D
,rel>(,4),
(3.6.21)
Illustrations. Structural acoustic problems satisfying (H.I), (H.2), (H.3) with 7 = | + e or 7 = f + e
In this section we provide two structural acoustic models which, once written abstractly as in (1.1). satisfy all the required assumptions ( H . I ) , (H.2), ( I I . 3) = (1.3). the latter one w i t h either 0 < 7 < \, typically 7 = | + e (Example 4.1), or else 7 = | + e > \ (Example 4.2).
Example 4.1: A class of structural acoustic problems with constant 0 < 7 < |
The model. We consider the following class of structural acoustic problems, where ft is an acoustic chamber with flexible (elastic) wall F0, assumed flat and rigid wall IV Thus, let $1 C K", n = 2,3, be an open bounded domain with boundary F FQ U FI, where FQ and FI are open, connected, and disjoint parts, F0 D FI 4>, in R." 1 , and FQ is flat. We allow either F to be sufficiently smooth (say, C 2 ), or else 0 to be convex: this assumption will then guarantee that solutions to classical elliptic equations with L2(fi)-non-homogeneous terms be in H2(Q) [Gr.2]. Let z denote the velocity potential of the acoustic medium within the chamber. For simplicity of notation, we tcike equal to 1 both the density of the fluid and the speed of sound in the fluid. Then zt is the acoustic pressure. Let v denote the displacement of the flat flexible wall F 0 , modeled by an elastic beam or plate equation (n = 2, or n = 3). The structural acoustic model here considered is as follows:
in (0,Tj x f ] ,
acoustic chamber:
(4. la)
dv dz
,2
in(0,T]xF0,
elastic wall
Mkvtt + Avt + Av zt = Bu in (0,T] x [D(A^)]'
(4'ld)
(4.1e)
I z(0, ) = ~o, ^(0, ) = -!. "(0. ' ) = o, vt(Q, -)=v0 in 0.
Assumptions. In (4.1a-c), / -^2(0, T; ^(H)) denotes the deterministic external noise within the chamber; and the non-negative constant (/,-, when positive, introduce interior/boundary damping in the model. Equation (4. Id) is an abstract version encompassing several 'concrete' elastic models, as documented below. At the abstract level, we make the following assumptions: (al)
Mk : I 2 (F 0 ) D
are two positive, self-adjoint operators
D T>(A)
(the stiffness operator, and the elastic operator, respectively, the first depending on a nonnegative parameter k > 0; in concrete situations, if k > 0. the elastic model on F0 accounts for rotational forces); (a2)
' ' CT>(Ml);
(4.3)
(a3) there is a positive constant p < | such that A~"t3 C(U; I 2 (Fo)), equivalently B : continuous U -> [D(A")}\ (4,4)
where [ ]' denotes duality with respect to /^(Fo) as a pivot space, and U is the control Hilbert space. (a4) Moreover, the parameter p in (4.4) satisfies either one of the following additional assumptions: (a4i) either
p <
, if ft is a smooth domain,
l
(4.5a)
p < , if ft is a parallelepiped, (a4ii) or else
Remark 4.1.1 (on the control operator B). In concrete PDE examples of the structural acoustic problems, such as they arise in smart material technology, all of the above assumptions are satisfied. First, in this case, the control operator B is given by
J
Bu = T aiUiS',
u = [ U l , . . . , uj] e E J = U,
(4.6)
where: (i) if dim F0 = 1 (dim ft = 2), then , are points on FQ, a} are constants, and 6'^ are derivatives of the Dirac distribution supported at y; ( i i ) if dim FQ = 2 (dim ft = 3), then i denote closed regular curves on F 0 , a3 are smooth functions and 6'^ denotes the normal derivative supported at <,: -('(,), dim r0 = 1
3
,. . (4.7a)
- / V<? //(/,, dim F0 = 2
(4.7b)
where i/ is the unit outer normal vector to the closed curve ,-. and e > 0 is arbitrary. Thus, from (4.7) we have that, a-fortiori, (8'^ , A~l-i + ^~ltl1)L2(r0) is well defined V -0 6 L 2 (Fo), since A~^ + *ty G I)(>t8 + 4 ) c //2 + c (F 0 ). Hence the operator B defined by (4-6) satisfies assumption (a3) = (4.4) with / 9 = | + e, V e > 0 small [Las.3], [L-T.2, vol.2, p. 907]. Then, such / > = ! + satisfies both conditions (<i-{i) = (4-5a) as well. Remark 4.1.2 (on the stiffness operator M.k}. In concrete PDE examples where the parameter k > 0 (and so the elastic beam/plate-model on F0 accounts for rotational forces).
,-Vfji is the translation by the identity of the realization oi ( A ) on TO subject to appropriate

boundary conditions. Thus, P(y\/f|) C //'(To) C / / s ( F o ) and assumption (a.4ii) = (4.5b) is satisfied as well. O
The above structural acoustic model ( 4 - 1 ) , subject to assumptions (al) through (0,4), satisfies assumption (H.3) (1.3) with ~) = p < |. The following claims are shown in [Las.3], [A-L.l]. The structural acoustic problem (4.1) can be rewritten in the abstract form (1.1), with operators A and B explicitly identified, and w [O,/, 0,0]. Moreover, the operator A is the generator of a s.c. contraction semigroup eAi on an appropriate finite energy space Yk given by
L~
i
Yk = H l ( t t ] x L 2 (ft) x V(A*) x V(M\),
(4.8)
for the variables [ z ( t ) , Z t ( i } , v ( i } , v t ( t } } = eAt[z0, r1: t?0, Ui]. Finally, such operators A and B do satisfy assumption (H.3) = (1-3) for 7 = p < |, the constant in assumptions (a3) and (a4). In particular, if the control operator B is defined by (4.6), then we have -y = ^ = | + e, V > 0. Remark 4.1.3 (on the uniform stability of problem (4.1)). There are several configurationsthat is choices of the damping constants c/,- in (4.1a-c) and corresponding geometrical conditionswhich ultimately yield uniform stability on Yk of the associated s.c. semigroup cAt [L.2], as required by assumption ( H . I ) = (1.2). They include the following cases: (1) </2 = c/s = 0, c/i > 0 (viscous damping); (2) d\ = d^ = 0, d? > 0 (boundary damping on rigid wall FI), with no geometrical conditions; (3) f/i = d? = 0, d3 > 0 (boundary clamping on flexible wall FQ) under the geometrical condition that fi is convex and there exists a point. ,r0 K.71 such that (x XQ) v ( x ) < 0, V x G FI [L-T-Z.l, Appendices]. Additional cases are also possible [L.3]. Remark 4.1.4. At the price introducing heavy notation, it would be possible to include into problem (4.1), also the case where the elastic wall FQ is curved and. accordingly, modeled by a shell equation to be written abstractly as in (4.Id), see [Las.3]. n Concrete illustrations of the abstract elastic equation (4.Id). As canonical illustrations of the abstract elastic equation (4.Id)say with no coupling term zt and with no control: u = 0we may take the classical Euler-Bernoulli equation on FQ (k = 0) or the corresponding Kirchhoff equation on F0 (A- > 0):
vtt - k/\vtt + A 2 i> + A 2 u, = 0
on (0, T] x F 0 ,
(4.9)
under a variety of B.C. on (0,T] x <9F0: hinged, clamped, free B.C.. etc. [A-L.l], [Las.3], [L-T.3]. Then, A is the realization of A 2 on ^(Fo) subject to the appropriate B.C. Finally, Mk = I + kA\ where A\ is the realization of ( A) on L 2 (ro) under suitable B.C. Conclusion. Under the above assumptions, including those of Remark 4.1.3, model (4.1) is covered by the abstract theory of Sections 1-3, with 7 < |.
Example 4.2: A class of structural acoustic problems with constant ~ < 7 < 1
The model. We use, when possible, the same notation as in Example 4.1. We consider again an acoustic chamber fJ endowed with a rigid wall Tl and a flexible wall F 0 , where, now, however, we introduce two main changes over Example 4.1: (i) the wave equation in z displays a 'strong' damping on the wall F0 (much stronger than damping on zt in (4.1c) of Example 4.1: see operator D in (4.10c) below); ( i i ) the flexible wall F0 accounts now also for thermal effects, and is therefore modeled by a thermoelastic beam or plate, where w and 9 denote displacement and temperature. Accordingly, the new model is now given by
zu-Az-diZ + J
acoustic chamber:
in(0,r]xft,
(4.10a)
a~ + z = Q
in^TlxTt,
(4.10b)
a = 0 : Dirichlet B.C.; a > 0: Robin B.C. ^ + Dzt = vt
dv
in (0,7'] x F 0 ,
in (0, T] x F 0 ,
(4.10c)
thermoelastic wall
vtt - kAvtt + A2v + M + zt = Bu
(4.10d) (4.10e)
9t-M- Af ( = 0
plus Boundary Conditions
ZtIQ
in (0, T] x F 0 ,
) = =, v ( Q . ) =
Un, V l ( Q , - )
= vi
in ft.
(4.10f)
where
// ( I n ) u A ' > 0
where, for k > 0, Hl(ro;k) is topologized by
L 2 (r 0 ) if k = o . '
In (4.10b-c), // is the unit outward vector to the boundary F = d^l. By contrast, here below, when dim fi = 3 and so dim FQ = 2, we shall let v be the unit outward normal to 6T0 as the boundary of F0; and, f be the unit tangent vector to 9Fo, oriented counterclockwise. System (4.10) is supplemented with Boundary Conditions (B.C.). We shall consider explicitly three sets of B.C. for the thermoelastic component:
Hinged B.C.:
v
= A-i> = 0 = 0 on (0, T] x #r 0 ;
(4.12)
(4.13)
Clamped B.C.:
v = ' = 0 = 0 on (0,T] x 9r0.
ov
Free B.C.
when dim f2 = 3, dim FQ = 2:
A + ^ + # = 0
&v + B2v - "i -^- vtt + = 0 on (0, T] x <9F0
(4.14a)
v(4.14b)
'
\9 = 0, A > 0,
where, with constant 0 < /.i < 1, we have
(4.14d) C > 0 (4.14e)
Remark 4.2.1. The parameter A; > 0 in (4.10d) is critical in describing the character of the dynamics of the uncoupled free thermoelastic system (4.10d-e) [that is with no coupling term zt and with u = 0]: for k = 0, such thermoelastic problem generates a s.c. analytic
semigroup ('parabolic' case) [L-T.2, Chapter 3, Appendices 3E-3I], [L-T.4-6], [L-L.l], while
for k > 0 the corresponding s.c. semigroup is 'hyperbolic-dominated' in a technical sense
[L-T.3].
n
A = realization in L ^ ( T o ) of A 2 subject to hinged, or clamped, or free homogeneous B.C.
Throughout this example, we let
(4-15)
Regarding the control operator B in (4.10d), we shall assume the same hypothesis (A3) = (4.4), here restated as ( h i ) there exists a positive constant p < |, such that
A~"B e C(U\ i 2 (r)), equivalently B : continuous U -x [D(A"}}'
(4.16)
[an assumption satisfied with p = | + c, if B is the operator defined in (4.6)]. In addition, we make the following assumption on the tangential positive self-adjoint operator D occurring in (4.10c):
(h2) With p as in (4.16), there exist positive constants f>i, <5 2 , such that V(Di) = V(AP)
and
V z e V(D^}
(4.17)
where
if - < p < -, then: p - - < p0 < -; 4 2 4 4
(l.lSa)
i f / ? < -,
then: p0 = 0.
(4.1Sb)
A typical example of such tangential operator D is a realization of the Laplace-Beltrami operator on 2(To). Remark 4.2.2 (on assumption (h2)). (a) If the constant p in (4.16) satisfies p < \. then the damping operator D may be taken to be the identity operator on L2(Fo). (b) If, however, \ < p < | [as in the case of the control operator B in (4.6)], then a stronger, unbounded damping operator D is needed. More precisely:
(bl) Let j (A*) is topologically equivalent to ^f ^(To) subject to appropriate B.C. [e.g., in , i the case of hinged or clamped B.C., then V(A) = //020(r0)].
(b'2) Let | < p < | so that | = | | < P \ < \, and we can take po satisfying | < Po < \- Then, (*): 0 < 4/?0 - f < |- Then, the following two subcases need to be considered.
(b2i) Assume either hinged or clamped B.C. for the operator A in (4.15), see (4.12) or (4.13). Then (*) above implies [Gr.l]
V(A"} = H'^(Y0) C H 1 ( T 0 ) .
(4.19)
Thus, in this case, Dzt well-defined requires, by assumptions (4.17) and (4.19), that z gr 0 = 0. To ensure this, we then take a = 0 in (4.10b), so that the z-problem is endowed with Dirichlet,
rather than Robin, B.C. (b2ii) Assume now free B.C. for the operator A in (4.15), see (4.15). Then, (*) above implies V(Apa) = H4pa(T0) c //'(Fo), (4.20) and then we can allow a > 0 in (4.10b): that is either Robin or Dirichlet B.C.
The above structural acoustic mode/ (4-10), subject to assumptions (hi), (h2), and k = 0 (no rotational forces accounted for) satisfies assumption (H.3) = (1.3) with 7 = 2/7 [Las.3].
Thus, if B is the control operator denned by (4.6), then i < 7 = 2(| + e) = | + 2 e < l . When k = 0 in (4.10d) [Euler-Bernoulli rather than Kirchhoff equation] and assumptions (hi), (h2) above are in force, then the structural acoustic model (4.10) can be rewritten in the abstract form (1.1), with operators A and B explicitly identified. Moreover, the operator A is the generator of a s.c. contraction semigroup eAt on an appropriate finite energy space Y given by Y = //^(ft) x L 2 (.Q) x V(A^) x L 2 (r 0 ) x L 2 ( Y 0 ) (4.21) for the variables { z ( t ) , z t ( t ) , v ( t ) . v t ( t ) , 6 ( t } } . The abstract deterministic disturbance > in Eqn. (1.1) is now to = [O,/, 0,0,0], with / the disturbance in (4.10a). Finally, the s.c. semigroup eAt is uniformly stable on Y [L-T.2, Chapter 3, Sections 3.11-3.13]. (In the case of free B.C., this is due to the term (1 - p,)tv in (4.14e) with coefficient (1 ^}t < 0).
Conclusion. Under the above assumptions, model (4.LO) is covered by the abstract theory of Sections 1-3.
References
[A-L.l] G. Avalos and I. Lasiecka, Differential Riccati equations for the active control of a problem in structural acoustics, J0714 91 (1996), 695-T28.
[B-D-D-M] A. Bensoussan, G. Da Prato, M. Delfour, and S. Mitter.

o/ /7%^fi%Ye Z)zmens;oa/ ^yaêma, vols. 1 and 2, Birkhauser, 1993. [Gr.l] P. Grisvard, Characterisation del quelques espaces d 'interpolation, /lrc/t.
(%/ Mec/i. Xnaf. 25 (1967), 40-63.
[Gr.2]
[L.2]
P. Grisvard,
I. Lasiecka, Optimization problems for structural acoustic models with thermoelasticity and smart materials, Z)igcss2oes Wa(/temf/cae
a, Con^roJ antf Op(nMz'r(i(!OM, vol. 20 (2000), 113-140.

[L.3] [L-T.l] I. Lasiecka, Mathematical control theory of coupled PDEs systems, I. Lasiecka and R. Triggiani, Z);jêreM^z<i/ <m(f /l/<ye
/;caôMs *o Eon(fa?'!//Fo2?i( Con^ro/ Fro6/ems; TAeory, LNICS, Springer Verlag, 1991, 160 pp.
[L-T.2] I. Lasiecka and R. Triggiani, CoM^ro/ TAeon/ /or vol. I, Cambridge University Press, Encyclopedia of Mathematics and its Appli-
cations, January 2000, 668 pp.

[L-T.3] I. Lasiecka and R. Triggiani, Structural decomposition of thermo-elastic semigroups with rotational forces, êmz^roup Forum 60 (2000). 16-66. I. Lasiecka and R. Triggiani, Two direct proofs on the analyticity of the s.c. semigroup arising in abstract thermo-elastic equations, /lâocea Z);^. Eiyns. 3(3)
[L-T.4]
(May 1998), 387-416.

[L-T.5] I. Lasiecka and R. Triggiani, Analyticity of thermo-elastic semigroups with cou-
pled hinged/Neumann B.C., v46a*mc( AppA /4aA 3(1-2) (1998), 153-169.

[L-T.6] 1. Lasiecka and R. Triggiani, Analyticity of thermo-elastic semigroups with free
B.C., /Inna/z' ^cuo/a /Vorma/e ûpen'ore, Pisa, Cl. Sci. (4), XXXVII (1998), 457482.
[L-T-Z.l]
I. Lasiecka, R. Triggiani, and X. Zhang, Nonconservative wave equations with unobserved Neumann B.C.: Global uniqueness and observability in one shot, Contemporary Mathematics, vol. 267, to appear. K. Liu and M. Renardy, A note on equations of a thermoelastic plates, Appl. Math. Letter.? 8 (1995), 1-6.
[L-R.l]
Solving Identification Problems for the Wave Equation by Optimal Control Methods
Suzanne Lenhart Mathematics Department

University of Tennessee
Knoxville, TN 37996-1300
Vladimir Protopopescu
Oak Ridge National Laboratory

Computer Science and Mathematics Division
Oak Ridge, TN 37831-6355
Abstract: Inverse problems of identification type for the wave equation are approximated via
optimal control methods. The sought "unknown" coefficients are treated as controls and the goal
is to drive the model solution close to the observation data by adjusting these controls. Tikhonov
regularization is coupled with optimal control techniques and illustrated for three examples.
Research supported in part by the U.S. Department of Energy, Office of Basic Energy Sciences, under
contract No. AC05-OOOR22725 with U. T.- Battelle, LLC.

" This submitted manuscript has been authored by a contractor of the U.S. Government under Contract No. DE-AC05-OOOR22725. Accordingly, the U.S. Government retains a nonexclusive, royalty-free license to publish or reproduce the published form of this contribution, or allow others to do so, for U.S. Government purpose".
0. INTRODUCTION
We survey our recent results on the approximation of inverse problem of identification
type for wave equations by optimal control methods and we illustrate this approach with
three examples. The wave propagation problem (state system) has the following form:
utt = &u + hu + f
on
Q = fix(0,T)
u(x,Q) = u0(x),
^ + cm = g
ut(x,0) =u1(x),
on
on
O x {t = 0}
<9ftx(0,T)
(0.1)
where fi C Rn is a bounded spatial domain with C1 boundary. The boundary conditions
are of nonhomogeneous Robin type which includes Dirichlet and Neumann as particular cases. To streamline the presentation, we consider an isotropic homogeneous medium and normalize the speed of propagation to one, but anisotropic, inhomogeneous media can be
treated without significant difficulty [5, 6, 7].
We denote by <j) the coefficient/function to be identified. For instance, (f> can be the source /, the dispersion coefficient h, the surface reflection coefficient a, or other function occurring in the problem. Starting from actual observations z of the solution of the wave problem,
u = w(0), one seeks to minimize the objective functional
((fy -z\2dxdt
over a class of functions <p in a control set t/, where W\ is a subset of Q or <9fi x (0,T),depending on the type of observations. The inverse problem is solved by finding 0 G U, for which u(<p) is as close as possible to the observations z in the L2 sense. To approximate this identification problem, we introduce the following optimal control problem for j3 > 0: mm ,/,(<
with
w2
This type of
where W-2 is a subset of Q, fi, or <9fi, depending on the type of control.
approximation is called Tikhonov regularization [12]. For each j3 > 0, the coefficient to be identified, (/>, is viewed as a control and is adjusted to get the corresponding solution,
(</>), close to the observations z. For a fixed /? > 0, the optimal control, hp, that minimizes
Jf}(4>)^ will be explicitly characterized in terms of solutions of the optimality system, which
consists of the state problem coupled with an adjoint problem. Taking a sequence of j3n that
converges to zero, the corresponding sequence of optimal controls, <j)pn, is shown to converge
to a "solution", (/>*, of our identification problem. The interpretation of this "solution" is
as follows: If the identification problem is known to have a solution, then our method will
find a solution to that identification problem. If the observations are imprecise and thus the identification problem may not have a solution, then our method finds a projection onto an appropriate range space. This interpretation holds for the case of one observation (one input yielding one output), but in the third example, we discuss its extension to multiple observations coming form multiple inputs.
The majority of traditional approaches to inverse identification problems [1, 2, 3] couple Tikhonov's regularization with an optimization algorithm. Fuel and Yamamoto [10, 11, 13] have obtained uniqueness and stability results for reconstruction algorithms using exact controllability for various wave equation problems. Our approach has the advantage of an explicit characterization of the approximate coefficients; moreover, this characterization leads to a natural numerical algorithm in solving the resulting optimality system.
1. FIRST EXAMPLE
This example identifies the dispersive coefficient, h(x, t ) , from observations of the solution
of a wave equation on a set Q' C Q = 1 x (0,T). Consider the wave equation:
uu = AM + hu + f u = MO, M = MI
in on
Q
fi x {t = 0} (1-1)
M = 0,
on
<9ftx(0,T),
where / e L 2 (Q), MO G /^(Q), MI e L 2 (O) and Q C M" has a C2 boundary. The identification problem is to find bounded h such that the corresponding solution u = u(h) of system (1.1)
is close to the observations z on Q'. We consider the control set,
U = {h e L(Q)| -M < h(x,t) < M},

and the approximate functional is:
Jp(h) = - ( j (u(h) - z)2 dxdt + (3 [ ti2 dx dt] . 2
\JQ'
JQ
We seek hp U such that
See Liang [8] for some further results on this type of control problem. The joint work with Liang [9] gives more details on this particular example. The solution space is
ueL*(Q,T;Hb($l)),
From differentiating the maps
uteL2(Q),
utt e L 2 (0,T; H^
h > u(h)
and
h -+ J0(h),
with respect to h and a priori estimates, we obtain
Theorem 1.1. There exists a control hp U and corresponding state up = u(hp), that
minimizes the functional Jp(h]

2
over U.
Furthermore, there exists a weak solution p in
L (0,T;H^(n)) to the adjoint problem: ptt = Ap + hp + (up Z)XQ' in Q
p =Pt=0,
on
ttx{t = T}
(1.2)
p= 0
on
<9fix(0,T),
where XQ' is the characteristic function of the set Q' , and, hp satisfies
(1-3) This sequence hp of optimal controls approximates h, the desired coefficient as /3 * 0.
If the measurements are inaccurate or affected by noise, then the observations z may either
come from a solution of (1.1) that does not represent the actual scenario or from a function
that is not a solution of (1.1) for any h 6 U. Thus we do not assume that z is the range of
the map (1.4)
In this case we can prove:
Theorem 1.2. There exists:
(i) a sequence (3n > 0 (ii) corresponding optimal controls, hpn, for the functionals Jpn(h),
(iii) h* e U and
(iv) u* = u(h*) such that

hpn -^ h*
and
u(h0n) * u"
weakly in
weakly in
L2(Q),
L (0,T;//g(fi))
I x-,<
I (u - z)2dxdt = inf / (u(h) - zfdxdt.

hf JI I ^,
Note the limit u* can be interpreted as a (not necessarily unique) projection of z onto the range of the map (1.4).
2. SECOND EXAMPLE
In this example, we seek to identify the reflection coefficient a of part of the spatial boundary, dfl. For bounded domain D C R 2 with Cl boundary, define the spatial domain
n = { ( x , y , z ) \ ( x , y ) D,w(x,y) < z < 0}

where w : D > ( oo,0) is a C2 function. Assume the region fi contains a certain medium (like water in a section of the ocean) and denote, as before, Q = fi x (0,T). We seek to identify the reflection coefficient from that set
< t7(x,y) < K}.

Consider the solution, u = u(a), of the acoustic wave equation:
utt = Ait + /
u = 0,
fs = 0 |^j + au 0 u = UQ,
in
Q
E x (0,T), sides of spatial domain
13 x {z = 0} x (0, T), top of spatial domain F x (0, T), bottom of spatial domain f7 x {0}. (2.1)
on
on on on
ut = HI,
Where
r={(x,y,w(x,y))\(x,y)eD}
E = { ( x , y , z ) \ ( x , y ) e dD,w(x,y) < z < 0},

and 7 = Vw 77 denotes the outward co-normal derivative. To approximate the identificaov tion problem, we consider the objective functional
( 1 ? i
(u-zfdxdydzdt
+ /3
(a(x,h))2
where G C fi is a set with positive measure. We seek to identify a from observations z on the set G x (0,T), resulting from a single source /. To define our solution space, let
V = {v <= Hl(ty\v<0
on E}
with norm -1/2
|Vi>|2 dxdydz
The solution space for the state system (2.1) is defined by
e L\Q)
where V denotes the dual space of V.

Assume:
G C fi
with positive Lebesgue measure

w e C 2 (D), 10(1, j/) < 0.
z e L 2 (G x (0, T)),
From [6, 7], we state the combined existence and characterization result for the approxi-
mate functional Jp(a).
Theorem 2.1. There exists a unique control o~0 in U and corresponding state up = u(crg),
that minimizes the functional Jp(cr) over U. Furthermore, there exists an adjoint solution
m L2(0,T;V) such that Pa = Ap + (up - h}xo

p=0 |^ = 0 f* + <W = 0
*n
on
Q
Ex(0,T)
on
on
D x {z = 0} x (0, T)
rx(0,T)
(2.2)
p = pt = 0,
and
on
n x {T},
<rp(x,y) = mint - / upp(x,y,u(x,y),t) [ \P Vo
r / i /-^
dt \ ,K\. / J
\+ i
(2.3)
VKe now /ef /? > 0 and i/ie sequence of optimal controls <jp converge to the desired coefficient [7].
Theorem 2.2. Suppose the inverse problem has a solution, i.e., there exists a* G U such
that u* = u(a*) satisfies u* = z a.e. on G x (0,T). Then there exists O~Q . U such that on a
subsequence j3n > 0, we have

o~/3n * O-Q and
WQ = z a. e. on G x (0,T).
in
L2(T)
wpn = w((3n) -+ WQ in
L 2 (0,T; V)
We also solved a more complicated problem along this line, namely we identified at the
same time the shape of part of the boundary, w(x,y), and the reflection coefficient, o~(x,y)
[5].
3. THIRD EXAMPLE
We apply the optimal control techniques to reconstruct the dispersive coefficient in a wave
equation from a single input of Neumann data and possibly noisy observation (output) of
Dirichlet data. For Q C K n and Q = fi x (0, T), consider the wave equation:
utt = Au + hu + f u = MQ, ut = MI,
in on
Q
(7 x {i = 0} (3-1)
Given Neumann data, 5 e Hl/2(dl x (0,T)), we seek to identify the dispersive coefficient
h, from observations z on <9fJ x (ij, i 2 ). This reconstruction is done from a single Neumann-
to-Dirichlet type measurement.

The approximate control problem treats ft, as a control in
- M < H(x) < M}

and seeks to minimize for J3 > 0,
Jp(h) = \( I (u(h) - z)2 ds dt + /? f h2 dx] . 2 \Jdnx(ti,t2) Jn J

We make the following assumptions:
<9QeC 2
z e L 2 (9fi x (*i,t 2 )) withO < ^ <2 < T
The solution space for the state problem is
uHl(Q)
with
utteLÔ.T;^1
We gave a complete characterization of the optimal control hp in [4] .
Theorem 3.1. There exists an optimal control hp and corresponding state, up = u(hp),
minimizing Jp(h) over U. Furthermore, there exists a solution p m Hl/2(Q) solving the
adjoint problem:
pu = Ap + hpp p = Q, pt = 0, in on Q
n x {T} (3.2)
where X(ti,t2) ^ the characteristic function of the time interval (ti,^),
ana
hp = min ( max ( - / upp(x, t) dt, - M ) , M ] . V V P Jo ) )

space due to the less regular Neumann data.
(3.3)
Note that the solution space for the adjoint problem is weaker than the state solution
Under additional regularity assumptions of /, z, and g, we can prove the uniqueness of the
optimal control hp.

Now as /3 > 0, we do not assume the identification problem has a solution, which allows
for noisy or inaccurate observations.
Theorem 3.2. There exists
(i) a sequence /3n > 0 (ii) a sequence of corresponding optimal controls, hpn, for the functionals Jpn(h), (iii) h* e U and u* = u(h*), such that
hn ^ h* weakly in
u(hpn) -^ u"
and I
Jdnx(ti,t2)
weakly in
Hl(Q)
u((3n)tt-^ u*tt weak* m
L2 (0,T; Hl(Q)*)
(u(h)-zfdsdt.
(u' - z) 2 ds dt = inf /
h&U
Jdflx(ti,t2)
We do not assume z is in the range of the maps NDh:
NDh : Hl NDh(g) =
Thus the limit u* can be interpreted as a projection of z onto the range of these maps. Numerical illustrations related to Example 3 can be found in Ref. [4]. To consider multiple inputs g and corresponding observations z(g), define the input set
G = {g 6
and the set of observations
{Z 6
where K2 depends on K\ . We assume the map
9 G -* z(g)
is compact, i.e.
gn^g*
in
implies z(gn) > 2(5*) in L?(dl x (0,T)). We note that the solution u of the wave equation depends on h,g; i.e.,
Then we can prove:
Theorem 3.3. There exists u* e L 2 (0,T; H l ( f y )
with utt 6 L 2 (0,T; f/^Q)*), /i* e C/ and
g* e /f 1/2 (<9O x (0,T)), swc/i f/iat u* = u(h*,g*) and
f I
J8nx(ti,t 2 )
f (u* z(<7*)) 2 dsdt = minmin /

9eG
hU
\u(h, g) z(g)\'2 dsdt.
JdClx(ti,t2)
REFERENCES
[1] Banks, H.T. and K.K. Kunish, Estimation Techniques for Distributed Parameter Systems, Birkhauser,
Boston, 1989.
[2] Borggard, J. and J. Burns, PDE Sensitivity Equation Methods for Optimal Aerodynamic Design, ICASE
Report 96-44, NASA Langley Research Center.
[3] Isakov, V., Inverse Problems for Partial Differential
Equations, Springer Veiiag, Berlin, 1998.
[4] Feng, X., S. Lenhart, V. Protopopescu, L. Rachele, and B. Sutton, Identification Problem for the Wave
Equation with Neumann Data Input and Dirichlet Data Observations, submitted to IMA Journal on
Applied Math.
[5] Lenhart, S., V. Protopopescu, and J. Yong, Identification of Boundary Shape and Reflexivity in a Wave
Equation by Optimal Control Techniques, Diff. and Int. Eqs., 13(2000), 941-972.
[6] Lenhart, S., V. Protopopescu, and J. Yong, Identification of of a Reflection Boundary Coefficient in an
Acoustic Wave Equation, ISAACS Conference Proceedings, Direct and Inverse Problems of Mathematical Physics, Kluwer Publishers, 2000, 251-266.
[7] Lenhart, S., V. Protopopescu, and J. Yong, Optimal Control of a Reflection Boundary Coefficient in an
Acoustic Wave Equation, Applicable Analysis 69(1998), 179-194.
[8] Liang, M., Bilinear Optimal Control for a Wave Equation, Math. Models and Methods in Applied
Sciences, 9(1999), 45-68.
[9] Liang, M., S. Lenhart, and V. Protopopescu, Identification Problem for a Wave Equation via Optimal
Control, Control of Distributed Parameter and Stochastic Systems, Kluwer Academic Press, Boston,
1999, 79-84.
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[11] Fuel, J. P., and M. Yamamoto, On a Global Estimate in a Linear Inverse Hyperbolic Problems, Inverse
Problems 12(1996), 995-1002.

[12] Tikhonov, A. N., and V.Y. Arsenin, Solutions of Ill-posed Problems, John Wiley, New York, 1977.
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Problem by a Control Method, Inverse Problems 11(1995), 481-496.
Singular Perturbations and Approximations for Integrodifferential Equations

.]. Liu, J. Sochacki, P. Dostert Department of Mathematics, James Madison University, Harrisonburg, VA 22807.
Abstract
Let e > 0 and consider
and
w ' ( t ) = Aw(t)+fb(t-s)Aw(s)ds
Jo
+ f(t),
t > 0, tu(0) = wa,
in a Banach space X. Here the unbounded operator A is the generator of a strongly continuous cosine
family and a strongly continuous semigroup, and b(-) is a continuous scalar function. We will look at the singular perturbations when > 0, and approximate the above two integrodifferential equations with
two corresponding systems of ordinary differential equations for which the numerical solutions can be carried out easily. An application to partial differential equations with numerical solutions is given.
INTRODUCTION.
e2u"(t;e) + u'(t;e) = Au(t;e) + f^ b(t - s)Au(s;e)ds + f ( t ; e ) , u(0;e) = w 0 (e), u'(6;e) = u { ( e ) ,
We study the integrodifferential equations
t>Q,
, ' '
and
' w'(t) w(0)
= Aw(t) +^b(t-s)Aw(s)ds + f ( t ) , = WD,
t > 0,
^^
in a Banach space X, where the unbounded operator A is the generator of a strongly continuous cosine family and a strongly continuous semigroup, and &() is a continuous scalar function. We regard Eq.(1.2) as the limiting equation of Eq.(l.l) as e ~> 0. Now, Eq.(1.2) is of lower order in derivative of t, in this sense we say that we are dealing with the singular perturbation problems. In an early study in Liu [9], it was shown that under some convergence conditions on the initial data and /(i;e), one has u(-;e) w(-) as e > 0. In this paper, we will apply the techniques we developed in [10] to approximate the two integrodiffernetial equations (1.1) and (1.2) with two corresponding systems of ordinary differential equations for which the numerical solutions can be derived easily. This way, we can provide a very useful procedure to numerically approximate the integrodifferential equation (1.1) arising from engineering with some simpler system of ordinary differential equations. Also, we will be able to see how the singular perturbations are carried out as e > 0. An application with numerical solutions will be given to a partial differential equation.
APPROXIMATION METHODS.
In this paper we make the following hypotheses ([6]) : (HI). The operator A generates a strongly continuous cosine family and a strongly continuous semigroup.
(H2).
&() e C2(R+,R), R+ = [0,oo).
(H3). f(--e) and f&Cl(R+,X),
> 0.
as e -> 0.
(H4). u 0 (e),w 0 D(A),u0(e) - w0, 2ui(e) - 0, as e -> 0.

(H5). For any T > 0 , / ( ; ) - > / ( ) in L l ( { 0 , T } , X )
We say that u : R+ -> X is a solution of Eq.(l.l) if u C" 2 (fi + , X), w(t) 6 -D(A) (domain of A) for > 0 and Eq.(l.l) is satisfied on R+ . Solutions of Eq.(1.2) are defined in a similar way. Note that the existence and uniqueness of solutions of Eqs.(l.l) and (1.2) are obtained in [3, 5, 7, 14, 15], and we are only interested in singular perturbations and approximations in this paper, thus we assume that Eqs.(l.l) and (1.2) have unique solutions u(t;e) and w(t)
respectively for every e > 0, when the initial data satisfy certain conditions.
From the singular perturbations results in [9], we have
Theorem 2.1. [9] Assume that hypotheses (HI) - (H5) are satisfied and let T > 0 be fixed. Then as e > 0, one has u(t;s) - w(t) in X uniformly for t [0, T].
Next, we modify the techniques we developed in [10] so as to approximate Eq.(l.l) with a simpler system of ordinary differential equations. First, as in [10], we invert Au(-) so that Eq.(l.l) can be transformed into a form with continuous kernel, that is, the unbounded operator A will not appear in the integral.
Theorem 2.2. Equation (1.1) is equivalent to
u(0;e)
) + f<b(t-S)u(S;?)dS = uo(e), u'(0;e) = u,(e),
+ f(t;?),
t > 0,
, n
'
where b(-) is a continuous scalar function determined by &().
fl and 6*H = H. Jo Then we can find a C2 solution FofF + b + F*b = 0 (see, e.g., [2, 4, 8, 11, 12]) such that
Proof. Define
R*H(t)= / R(t-s)H(s)ds
(6 + F ) * ( 6 + b)=6.
Now. write Eq.(l.l) as
(2.2)
2u"() + u'(e) = (6 + b)* Au(e) + f ( e ) .

Then we have
(6 + F ) * \e2u"(e) + u'( )] = Au(e) + (S + F) * f ( e ) .
Hence
2u"(e) + u'(e) = Au(e] + (6 + F) * /(e) - F * [<?V(e) + w'(c)J .
Integration by parts yields /"' F*u'(t;s)= / Jo
F * u"(t- e) = / F"(t - s)u(s; s)ds + F(0)u'(t; e) - F(/:) Wl (e) + F'(0)u(t; e) - F ' ( t ) u 0 ( e ) . Jo

Therefore Eq.(l.l) can be replaced by
ft
2u"(t;e) + [l + 2F(Q)]u'(t;)
= [A - F (0) - e2 F' (0)}u(t; e)

[~F'(t - s) - 2F"(t - s)}u(s; )ds
+ [(6 + F) * f ( t ; ) + F ( t ) u 0 ( e ) + e*F'(t)uQ(e) +e2F(t)Ul()}, (2.3) hence we complete the proof by dividing [1 + 2F(0)}. Pn(-) of degree n, and then use v'n(t;e) = Avn(t;e) + /' Pn(t - s ) v n ( s ; e ) d s + f ( t ; e ) , = ) , v'n(Q;e) = t>0,
(
Next, for Eq.(2.1), we approximate the continuous scalar function &() by a polynomial
, , '
to approximate Eq.(2.1). To do that, we need the following inequality.

Lemma 2.1.[1] Let u ( t ) be a nonnegative continuous function for t > a, and suppose that
u(t)<Cl+
J Of
k(t, s)u(s)ds + I (
J Ct *J Q
h(t,s,r)u(r)dr}ds,
t > a,
where C\ > 0 is a constant and k(t, s) and h(t, s, r) are nonnegative continuous functions for a < r < s < t. If the functions k(t, s) and h(t, s, r) are nondecreasing in t for fixed s, r, then
u(t) < d exp | / k(t,s)ds+

Ja Ja
(
Ja
h(t, s, r)dr\ds\,
t > a.
Now, we can prove the following

Theorem 2.3. Let TO > 0 be fixed. For any 6 > 0, there is a polynomial Pn(-) of degree n such that for the solution vn(-\'e) of Eq.(2.4) and the solution u ( - ; e ) of Eq.(2.1) (or Eq.(l.l)),
one has, uniformly for 0 < e < K where K is any given constant,
max \u(t-e)-vn(t;e)\\<6. te[o,T 0 ]
(2.5)
Proof. Note that A also generates a strongly continuous cosine family, which we denote by
C(-). Then we can use the results in [6] to get, for t > 0, u(t;e) =
Ct
+ { G(t - s; e) Jo
b(s - r ) u ( r ; ^)dr + /(s; e) \ ds,
(2.6)
vn(t;e)
+ / G(t S',s)\l I L n\s T)vn(r\)dr -f j(s;e) J us, Jo Jo
\ fs .
(^-7)
where /?(;?), G(-;e) are linear operators denned in [6] using the Bessel functions; and they have the following properties: For some independent constants M > 1 and a > 0,
(PI). \\G(t-m<Meat, t>0, e > 0 .

(P2). ||e-'/2
, t>0, e > 0 .
Using (P2) and Lemma 2.1, we can verify that there is a constant C independent of n and i'such that ||w n (i;f)|| < C for 0 < e < K, n = 1,2,..., and t & [0,To]. (See the treatment of u(t;e) v n ( t ; ) below for details.) Therefore, G(t-s;e)\L
o
(b(s-r)u(r;e)-Pn(s-r)vn(r;))dr]ds\\ 7o ^ ' i
G(t - s; E) L T ( \ {b(s - r)[(r; e) - vn(r; e)] Jo + \b(s - r) - Pn(s - r)]vn(r\e)\dr\ds\\ / Me a( '~ s) |&(s - r) - Pn(s - r)|||n n (r;e)||rfr-ds o Vo ' /"s ~ / Me \b(s ^)l!iw(r'^) v (T'Ef]\\drds
o ,/o
t rs
_
(2.8)
(2 9)
< MeoTT02C max |6(/) - Pn(l)\I nW i(o;r0] ^ '
r r a<t- ~
\
Jo Jo
Now, we can apply Lemma 2.1 with k(t, s) = 0 and h(t, s , r ) = Me a ( s " s ) |6(s~r)j to obtain \\u(t;e) - v n ( t ; e } \ \ <
max \b(l) - P n (/)|)Me aTo T n 2 C exp-^ / / Me a(t " s) |W.s - r)|drds }. 'elo.Tol 1 "/ I ./ ./n J 0 ^0
( f1 r
(2.11)
Therefore we can find Pn to approximate b to complete the proof.
Now, for this polynomial Pn(-) of degree n, the (n + l)th derivative is zero. So we are able to rewrite (2.4) as a system of ordinary differential equations.
Theorem 2.4. Eq.(2.4) is equivalent to an ordinary differential equation
Y'(t) Y(0)
on Xn+3, where
= GY(t) + H ( t ) , t > 0, = Y0,
(2.12)
G=
7 0 0 . . -Jj7 ^7 0 . . . 0 0 7 ... 0 0 0 ... . . . . . . . . . . . . 1) Pri"~ (0)7 0 0 0 ... P^'(0)7 0 0 0 ...
0 =i-4 P n (0)7 7^(0)7
. 0 0 0 . . . 0 0
0 0' 0 0 0 0 0 , 0 0 7 0 7 0.
0
4r /(<)
o'
0
H(t) =
0 0
, Vo =
" uQ(e) ' ui(e] 0 0
with / the identity operator. And G generates a strongly continuous semigroup on Xn+z. That is, Eq.(2.12) is wellposed on Xn+3.
Proof. In equation (2.4), define
= v'n(t;e).
(2.13) (2.14)
Then
= ^'(;e)
1 /'
4 /
(2.15)
P
n(t -
(2.16)
Now define
= \ Pn(t - s)yi(s;)ds. Jo
Then
^ \ P'n(t~
(2.17)
Pn(Q)yi(t;e)
Jo
- e)ds.
(2.18)
Next, define
= / P'n(t - S)yi(s;e)ds, Jo
to get
t- e) (2.20)
(2.19)
Continuing in this way we obtain i~t

o
(2.21) (2.22)
y'kfr?) = P(n
and finally, we have
yn+3(t;) =
(2.23) (2.24)
y'n+3(t;) =
Therefore, Eq.(2.4) is equivalent to Eq.(2.12). Next, G generates a strongly continuous semigroup on Xn+3 by using the perturbation results from the semigroup theory. This completes the proof. D
Now we see that by applying Theorems 2.2 - 2.4, the solution of the integrodifTerential equation (1.1) can be approximated by y i ( - ; e ) = v n ( - ; e ] , the first component of the solution
of the system of ordinary differential equations (2.12) when 0 < 1 < K, where K is any given constant. Next, the results concerning the singular perturbations in [9] implies that the solution u of Eq.(l.l) and w of Eq.(1.2) are almost the same when e ~ 0. Now, from [10], Eq.(1.2) can
be replaces by
w'(t)
= (A + b(0)I }w(t) - I F'(t-s)w(s)ds
t > o, w(0) = w0,
(2.25)
where F is from (2.2) and J ( t ) is determined by f ( t ) . Also from [10], w(-) of (2.25) can be approximated by z i ( - ) , the first component of the solution of
Z'(t) Z(0)
on X n + 2 , iwith
= G,Z(i ) + F l ( t ) , t = Z0,
> o,
(2.26)
" A + 6(0)7 Pn(0)I 73n'(0)7

Gi =
7 0 0 . . . 7 3 n (n " 1) (0)7 0 75n(")(0)7 0
0 7 0 . . . 0 0
. . ... ... . . . . . . ... ...
. 0 0 . . . 0 0
0 0 0 0 0 0 0 0 . Fi(t) = 7 0 7 0.
r ~
-I
0 0 , 0 0
0 0
Z0 =
0 0
(2.27)
where Pn is a polynomial of degree n approximating F'. Therefore, these results imply that for e small, z\ from Eq.(2.26) can be used to approximate u of Eq.(l.l). Summarizing the above results, we have the following methods to approximate the solution u of Eq.(l.l): If e is small, that is, if the singular perturbation is considered, then the first
component of the solution Z of Eq.(2.26) can be used. Otherwise, if e is not small, then the first component of the solution 1' of Eq.(2.12) can be used. In either case, we are able to approximate the integrodifferential equation (1.1) (which is hard to solve) by using a simpler system of ordinary differential equations.
AN APPLICATION.
Let us consider the following partial differential equation from engineering,
putt(t, x; p) + aut(t, x; p) = uxx(t, x; p) + JQ b(t s)uxx(s, x; p)ds + f ( t . x; p), u(t,0;p) = u(t,l;p)=0, u(0,x;p) = u0(x;p), ut(0,x;p)=ul(x;p), t > 0, z e [ 0 , l ] ,
(3.1)
in L 2 [0,1], where u is the displacement of an object, p is the density per unit area, and a may assume that a = 1. Therefore Eq.(3.1) is given by Eq.(l.l) with c 2 = p and A = ^ with (domain) D(A) = Wg'2[0, l]fW 2 ' 2 [0,1]. Thus, the results in [9] implies that, with some convergence conditions on the initial data and /(i,:r;e), when the density p > 0, solutions of (3.1) will converge to solutions of the "limiting" heat equation
is the coefficient of viscosity of the medium. Divide a and change variables if necessary, we
awt(t,x) w(t,0)
= wxx(t,x)+f*b(t-s)wxx(s,x)ds + f ( t , x ) , = w(t,l) = Q. w ( Q , x ) = w o ( x ) , t > 0, x e [0,1].
Next, let's look at how to approximate equations (3.1) and (3.2) with systems of ordinary
differential equations. First, from Theorem 2.2 and a corresponding result from [10], we
see that the integrals in Eq.(3.1) and Eq.(3.2) can be replaced by integrals with continuous
kernels. Thus, without loss of generality, and also for computational reasons, we may consider the following equations with a continuous scalar kernel E ( - ) ,
) + ut(t,x;) u(t,0;e) u(0,x;e)

and
= uxx(t,x-e) + J* E(t - s)u(s, x;e)ds + f ( t , x;e), = u(t,l;e) = 0, = u o ( x ; e ) , ut(0,x;s) = u\(x\ e ) , t > 0, x e [0,1],
(3.3)
wt(t,x)
w(t,0)
= w(t,l)=Q, w(0,x)=w0(x),
= wxx(t, x) + fQ E(t s ) w ( s , x ) d s + f ( t , x),
t > 0, x [0,1].
Now, applying Theorems 2.3 - 2.4 to Eq.(3.3), that is, let P n ( - ) be the approximation of (), we see that, for Y(e) = (yi(;-,e),y2(;-,),...,yn+3(;-]e)) in Xn+\ Eq.(2.12) for Eq.(3.3) becomes
j-ty4(t, x- }
= P^yi (t, x; e) + y5(t, x; e),

(3.5)
with the corresponding initial and boundary conditions. Now the first component y i ( t , x ; ) of the solution can be used to approximate the solution u of Eq.(3.3).
For Eq.(3.4), the kernel E ( - ) is the same as in Eq.(3.3), thus the Pn for Eq.(3.3) can be used as Pn for Eq.(3.4). Therefore, for Z = (zv(-, ), z 2 ( - , ) , . . . , zn+2(-, )) in -X"+ 2 , Eq.(2.26)
for Eq.(3.4) becomes
(3.6)
1 <L7 gtzn+l\it T\ ',-1)
(0)2! (t, X) + Zn+2(t, X),
with the corresponding initial and boundary conditions. From [10], the first component Z i ( t , x ) of the solution can be used to approximate the solution w of Eq.(3.4). The discussion at the end of the previous section indicates that when is small, z\ from Eq.(3.6) can be used to approximate u of Eq.(3.3); otherwise, y\(e] from Eq.(3.5) can be used. To check these results out, we look at the following example. But note that the solution u of Eq.(3.3) is difficult to obtain, thus we will demonstrate that for e small, z\ from
Eq.(3.6) and y\(e) from Eq.(3.5) are close, which, according to Theorem 2.3, implies that z\
from Eq.(3.6) and u of Eq.(3.3) are close.
Example. Let E(t) = sin t in Eq.(3.3) and in Eq.(3.4) and let f(t,x\e) = 0 in Eq.(3.3) and let f ( t , x) = 0 in Eq.(3.4). Next, let u0(x; e) = w0(x) = x(l - x), and let Ui(x; e) = 0. Then
(H4) and (H5) are satisfied. We use Pn(t) = Y^Lo1^2(~~^Yt2i+i)>. ( wnen n ig dd) as the
approximation of sin t. Now Eq.(3.5) becomes
:\e] y2(t,x;),
j,y2(t,x;e)
= 4? = yi(t,x;e)
(3.7)
j-tyn+2(t,x-e)
with the initial conditions
=yn^
yi(Q,x;e)=x(l-x),
yj(Q,x;e) = 0, j = 2,3, ...,n + 3, x e [0,1],
(3.8)
and the boundary conditions y j ( t , Q ; e ) = y^t.l'.e) = 0, j = l,...,n + 3, t > 0. Similarly.
Eq.(3.6) becomes
,x) ,x) =z3(t,x), = zi(t,x) + z 4 (i,x)
(3.9)
with the initial conditions

~ (() n.\ ~.("1 ~.\ Zi Û, X J X[i X J ,
r, ^ Z ^ (0U , \ U, Xj n 9 O jn Z , 3 , . . . , nt " T ^ , / -4- 9
T [ ffl J , X tC u , I 1 1
f^ 1 fTl Ô.-LUJ
and the boundary conditions Zj(t, 0) = Zj(t, 1) = 0, j = I , . . . , n + 2, t > 0.

In the following, we solve Eq.(3.7) and Eq.(3.9) numerically. We use Forward Euler in t and Centered Differences in x, and apply the modified Picard method presented in [13]. Therefore Eq.(3.7) becomes
yi,k(tj+i,Xi;c)
y2,k(tj + ltxi'>~)
= yi,k(tj,Xi-s) + /^J+1 y 2 , k - i ( s , X i ; c ) d s ,
=
y2,k(tj, Xi',s) + ;
(Ax)
-y2,k-i(s,Xi,E) + y3,k~i(s,x,;e) ds,
Vn+3,k-ls,
and Eq.(3.9) becomes
Z2,k(tj+l, Xi)
= Z2je
= Zn+1,k(t.j, Xi) +
j+l
2:n+2;Jt-i(s, Xi)ds,
1
^Xi) +ff>+ (-l)(-WZltk_1
(s,Xi)ds.
In the figures below we present solutions to Eq.(3.7) and Eq.(3.9) using the above Picard iterations with n = 5, xt = iAx, i 1, ...,20, Ax = 0.05, tj+i - tj At = 0.00125, and let
Fig. 1 e = 0
0.251
Fig. 2 e = 0.015625
Fig. 3 e = 0.0625
References
[1] D. Bainov and P. Simeonov, Integral inequalities and applications, Kluwer Academic Publishers, Boston, 1992.
[2] W. Desch, R. Grimmer, Propagation of singularities for integrodifferential equations, J.
Diff. Eq., 65(1986), 411-426. [3] W. Desch, R. Grimmer and W. Schappacher, Some considerations for linear integrodifferentid equations, J. Math. Anal. & Appl., 104(1984), 219-234. [4] W. Desch, R. Grimmer and W. Schappacher, Propagation of singularities by solutions of second order integrodifferential equations, Volterra Integrodifferential Equations in Banach Spaces and Applications, G. Da Prato and M. lannelli (eds.), Pitman Research Notes in Mathematics, Series 190, 101- 110. [5] W. Desch and W. Schappacher, A semigroup approach to integrodifferential in Banach space, J. Integ. Eq., 10(1985), 99-110. [6] H. Fattorini, Second order linear differential land, 1985, 165-237. equations
equations in Banach spaces, North - Hol-
[7] R. Grimmer and J. Liu, Integrodifferential equations with nondensely defined operators, Differential Equations with Applications in Biology, Physics, and Engineering, J. Goldstein, F. Kapple, and W. Schappacher (eds.), Marcel Dekker, Inc., New York, 1991, 185-199.
[8] G. Gripenberg, S-O. Louden and O. Staffans, Volterra integral and functional equations, Cambridge University Press, Cambridge, 1990.
[9] J. Liu, Singular perturbations of integrodifferential equations in Banach space. Proceedings of the American Mathematical Society, 122(1994), 791-799.
[10] J. Liu, E. Parker, J. Sochacki, A. Knutsen, Approximation methods for integrodifferential equations, Proceedings of Dynamic Systems and Applications, Vol. Ill, to appear.
[11] R. MacCamy, An integro - differential Math., 35(1977), 1-19.
equation with application in heat flow, Q. Appl.
[12] R. MacCamy, A model for one - dimensional nonlinear viscoelasticity, Q. Appl. Math., 35(1977), 21-33.
[13] E. Parker and J. Sochacki, Implementing the Picard iteration, Neural, Parallel & Scientific Computations, 4(1996), 97-112.
[14] K. Tsuruta, Bounded linear operators satisfying second order integrodifferential tions in Banach space, J. Integ. Eq., 6(1984), 231-268.
equa-
[15] C. Travis and G. Webb, An abstract second order semi - linear Volterra integrodifferential equation, SIAM J. Math. Anal., 10(1979), 412-424.
Remarks on Impulse Control Problems for the Stochastic Navier-Stokes Equations

J.L. MENALDI
Department of Mathematics Detroit, Michigan 48202, USA
(e-mailjlm@math.wayne.edu)
S.S. SRITHARAN
SPAWAR SSD - Code D73H San Diego, CA 92152-5001, USA
(e-mail srith@spawar.navy.mil)
Wayne State University
US Navy
Abstract
In this paper we will review certain recent developments in impulse control
problems for the stochastic Navier-Stokes equation. The dynamic programming

equations for the optimal impulse control problem arises as a quasi-variational inequality in infinite dimensions which is resolved in a weak sense using the
semigroup approach.
Introduction
During the past decade several fundamental advances have been made in optimal control of fluid mechanics by a number of researchers [6]. In this paper we study impulse control theory for turbulence. In optimal weather prediction the task of updating the initial data optimally at strategic times can be reformulated precisely as an impulse control problem for the primitive cloud equations. Variational technique to treat impulse control problems has been adapted to Gauss-
Sobolev spaces (e.g., Chow and Menaldi [2]) with partial results. However, because of
the technical difficulties associated with the domain of the generator we prefer to follow
the semigroup approach.

The dynamic programming approach is used to discuss a simple optimal stopping
time problem for the Navier-Stokes equation. We are forced to use sufficiently weak
conditions on the data because our final objective is the optimal impulse control problems. In order to facilitate the use of the semigroup technique we first consider the 2-D
Navier-Stokes equation with random (Gaussian) forcing field. Several approaches have been proposed in the literature (see Sritharan [7] for a complete reference list). We
then proceed to treat the infinite dimensional quasi-variational inequality to deal with the optimal impulse control problem in a weak sense. Complete proofs of the results stated in this paper can be found elsewhere (cf. [4] and [5]), here only the main ideas are given.
Stochastic 2-D Navier-Stokes Equation
Let O C R 2 be a bounded domain with smooth boundary and u the velocity field. The Navier-Stokes problem can be written in the abstract form as follows
dtu + Au + B(u) = f
with the initial condition
in L 2 (0,T;V),
(2.1)
u(0) = u0
in H,
(2.2)
where UQ belong to H and the force field f is in L 2 (0, T; H). Let us begin by defining some standard function spaces,
V = {v ej(0, R 2 ); V v = 0 a.e. in O},

with the norm
(2.3)
v =
and H is the closure of V in the L 2 -norm \ 1/2 |v 2dx j = v . o
(2.5)
We will also define the following linear operators Pm : L 2 (C>,R 2 ) > H

2 2
is the Helmhotz-Hodge orthogonal projection and Au = -//PÂu, v > 0, is the Stokes operator, ^ ' '
The inertia term is represented by
A : H (O,R ) n V > H,
where v is the coefficient of kinematics viscosity. the nonlinear operator
^ r D s C H x V > H ,
5(u,v) = Pm(u Vv),
(2.7)
with the notation B(u) = B(u, u). The domain of B requires that (u Vv) belongs to the Lebesgue space L2(O, R 2 ).
Let us consider the Navier-Stokes equation subject to a random (Gaussian) term
i.e., the forcing field f has a mean value still denoted by f and a noise denoted by G. We can write (to simplify notation we use time-invariant forces) f (t ) = f (x, t) and the noise and w = (u>i, 102, ) are regarded as ^ 2 -valued functions. The stochastic noise process represented by g ( t ) d w ( t ] = ^kgk(x,t)dwk(t,u>) is normal distributed in H with a
process G(t) = G(x,i) as a series dGk - Y ^ k S k ( x } t ) d w k ( t ) , where g = (gi,g2, )

trace-class co- variance operator denoted by g 2 = g 2 (t) and given by '(g2(t)u,v)= Tr(g 2 (*))=
We interpret the stochastic Navier-Stokes equation as an Ito stochastic equation in variational form
d ( u ( t ) , v) + (Au(t) + B ( u ( t ) ) , v) dt = (f , v) dt + (g fc , v) d w k ( t ) ,
k
(2.9)
in (0, T), with the initial condition
(u(0),v) = (u0)v), for any v in the space V.
(2.10)
A finite-dimensional (Galerkin) approximation of the stochastic Navier-Stokes equation can be defined as follows. Let {ei,C2, } be a complete orthonormal system (i.e., a basis) in the Hilbert space H belonging to the space V (and L 4 ). Denote by H^ the n-dimensional subspace of HI and V of all linear combinations of the first n elements {ei, 62, . . . , en}. Consider the following stochastic ODE in R."
(u"(f), v) + (Aun(t) + B(un(t)), v) dt =

k
in (0,T), with the initial condition
(u(0),v) = (u 0 ,v), (2.12)
for any v in the space Mn. The coefficients involved are locally Lipschitz and we need some a priori estimate to show global existence of a solution un(t) as an adapted process in the space C(0,T,Hn).
Proposition 2.1 (energy estimate). Under the above mathematical setting let
Let un(t) be an adapted process in C(Q,T,Mn) which solves the stochastic ODE (2.11).
Then we have the energy equality
'd\un(t)\'2 + ^V |Vu"(Of <& - [2 (f(0,u"W) + Tr(g 2 (t))] dt +

k
which yields the following estimate for any e > 0

rT
E{\Vun(t)\*}e~etdt <
2
,T
(2-15)
<|u(0)!
for any 0 < t < T. Moreover, if we suppose
then we also have
E{ sup \un(t}\pe-st+pv I
0<t<T
fT
\Vun(t)\2\un(t)\p~2e~etdt}
<
/n -| y \
JO
/O
for some constant Cef,T depending only on e > 0, 1 0.
Proposition 2.2 (uniqueness). Let u be a solution of the stochastic Navier-Stokes equation (SPDE) with the regularity
ueL2(n;C'0(0,T;e)nL2(0,r;V)), u e L4(O x (0,T)) (2.18)
and let the data f, g and UQ satisfy the condition
f 6 L 2 (0,T; V),
J/v zn L ( f t ; C ( Q , T , H )
2
g G L 2 (0, T;^(H)),
2
u 0 M.
(2.19)
n L (0,T,V)) zs another solution then

(2.20)
u ( t ) - v(t)\2 exp f - v ^ / ||u(5)|| 4 4 ds] < |u(0) - v(0)| 2 , L Jo i- () J

u)zi/z probability 1 /or any 0 < i < T.
Proof. Indeed if u and v are two solutions then w = v u solves the deterministic equation
dtw + Aw = B(u) - B(v)

and setting r(t)/ = ^f JO ||u(s)| L L It ^ ' ' 4 O \ ^
4
in L 2 (0,T;V),
(O)
ds we have
and integrating in i, we conclude.
Each solution u in the space L 2 (H; L(0, T; M) n I 2 (0,T;V)) of the stochastic Navier-Stokes equation actually belongs to L 2 (ft; C(0, T; M) n L 4 (O x (O,! 1 ))) in 2D, O C E2. Thus in 2-D, the uniqueness holds in the space L 2 (ft; L 2 (0, T; V)). If a given adapted process u in L 2 (fi; L(0, T; H) n L 2 (0, T1; V)) satisfies for any function v in V and some f in L 2 (0,T;V) and g in Z, 2 (0,T; 2 (H)), then we
can find a version of u (still denoted by u) in L 2 (ft; C(0, T; H)) satisfying the energy equality
d|u(0| 2 = [2{f(0, u(0) + Tr(g 2 (i)] dt + 2(g(<), u ( f ) ) dw(t)

e.g. Gyorigy and Krylov [3].
(2.22)
Proposition 2.3 (2-D existence). Let f, g and UQ be such that
f eLp(0,T;V'),
gGLp(0,T;2(H)),
u 0 H,
(2.23)
/or some p > 4. TVien i/ie?'e is are adapted process u(t,x,u>) with the regularity
u e L P (Q; C(0, T; H)) n L 2 (0; 2 (0, T; V))
(2.24)
which solves the stochastic Navier-Stokes equation and the following a priori bound holds
r E{ sup u(t)\p+ I o<i<T Jo
Vu(t)\2 u(t)\p~2dt} <
/or some constant Cp C(T,v,p) depending only on the numbers T > 0, v > 0
P>
2.
The proof of this result can be found in our previous work [4, 7]. Our proof is based
on the L 4 -monotonicity of the nonlinear Navier-Stokes operator (and it generalizes to other cases, including multiplicative noise). If we denote by Br the (closed) L 4 -ball in
r},
(2.26)
then the nonlinear operator u i> Au + B(u) is monotone in the convex ball Br i.e.,
(Aw, w) + (B(u) - 5(v),w) + |w|2 > - H w l l 2 ,
Vu 6 V, v e Br and w = u - v.
QO r 4
(2.27)
Markov-Feller Process
In what follows for the sake of simplicity we assume that the processes f ( x , i , w ) and
g(x,i,w) are independent o f t , i.e., f V and g 6 4j(H) (3.1)
and we denote by u(f; UQ) the semiflow, i.e., the solution of Navier-Stokes equation.
Also usually we substitute UQ with v.
Proposition 3.1 (continuity). Under the previous conditions the stochastic semiflow u(t; v) is locally uniformly continuous in v, locally uniformly for t in [0,oo). Moreover,
for any p > 0 and a > 0 there is a positive constant A sufficiently following estimate
large such that the
E{e-at(X + \u(t; v)| 2 ) p / 2 } < (A + v 2 ) p / 2 ,

Vi > 0, v G H holds, also for any stopping time t = T. Furthermore, iff
(3.2)
and g belong
to H and ^(V) respectively, then the semiflow is also locally uniformly continuous in i, locally uniformly for v in V. D
The Navier-Stokes semigroup ($(*), t > 0) defined by $(t)h(v) = E{h(u(t;v))}, is indeed a Markov-Feller semigroup on the space Cb(W) (of continuous and bounded real function on El endowed with the sup-norm). Since the base space H is not locally compact, the Navier-Stokes semigroup is not strongly continuous.
In our approach, it is convenient to work with unbounded functions. Let CP(W) be
the space of real uniformly continuous functions on any ball and with a growth bounded by the norm to the p > 0 power, in another words, the space of real functions h on H
such that v i> h(v)(l + |v| 2 )~ p/ ' 2 is bounded and locally uniformly continuous, with the weighted sup-norm
where A is a positive constant sufficiently large to so that
a > a 0 (p),
p > 0.
(3.4)
It is clear that Cb(M) = C0(W) and Cq(W) C C P (H) for any 0 < q < p. Then for any a > 0, (linear) Navier-Stokes semigroup ($(<), t > 0) with an a-
exponential factor is defined as follows
$(*) : CP(H) CP(W),
M<)A(v) - E{e-ath[u(t; v)]}.
(3.5)
Proposition 3.2 (semigroup). Under the above assumptions the Navier-Stokes semigroup ($(), t > 0) is a weakly continuous Markov-Feller semigroup in the space
<7P(H).
Since the Navier-Stokes semigroup is not strongly continuous, we cannot consider
the strong infinitesimal generator as acting on a dense domain in CP(M). However,

this Markov-Feller semigroup ($ 0 (t), t > 0) may be considered as acting on real Borel functions with p-polynomial growth, which is Banach space with the sup-weighted norm and denoted by BP(W). It is convenient to define the family of semi-norms on Bp(W)
s>0
(s-v))\e^s},
VveH,
(3.6)
where A is sufficiently large. Now, if a sequence {hn} of equi-bounded functions in BP(M) satisfies po(hn /i,v) > 0 for any v in H, we say that hn > h boundedly pointwise convergence relative to the above family of semi-norms. It is clear that Po($a(t)h h, v) > 0 as t > 0, for any function h in C'P(H) and any v in EL
Definition 3.3. Let C'P(H) be the subspace of functions h in BP
such that the
mapping given by t H-> h[u(t\ v)] is almost surely continuous on [0, +00) for any v in and satisfies
\\mpo(<ba(t}h- h,v) = 0,
where p o ( - , ) is given above.
Vve
D
This is the space of function (uniformly) continuous over the flow u ( - , v ) , relative
to the family of semi-norms and it is independent of a. Hence, we may consider the

Navier-Stokes semigroup on the Banach space C'p(H), endowed with the sup-weighted norm. The weak infinitesimal generator Aa with domain T>p(Aa) (as a subspace of C'p(H)) is defined by boundedly pointwise limit [h $a(t)h]/t > Aah as t > 0, relative
to the family of semi-norms. Notice that p0($a(t)Ji, v) < p0(h,v) for any t > 0, Ji in CP(W) and v in M.
Proposition 3.4 (density). // the above assumptions hold, then CP(K) C CP(S), the Navier-Stokes semigroup leaves invariant the space CP(S) and for any function h
in Cp(Irl), there is _a equi-bounded sequence {hn} of functions in the domain T>p(Aa)
satisfying po(hn /z, v) 0 for any v in EL
^From above results it is clear that given a > 0, p > 0, A sufficiently large and a function h in CP(W) there is another function u in T>p(Aa) such that Aau = Ji, where
$a(t)hdt.
(3.8)
The right-hand side is called the weak resolvent operator and denoted by either Tia = A~l or *R,a (Aa + Q/) 1 . Moreover, if a0 = o(A) then for any p > 0 we have a 0 (A) > 0 as A > oo, and for any stopping time r,
|Vu(f; v)| 2 (A
ur;
Vv G H, and then for any a > a0 we obtain
2p 2
||<MO/|| < -(-)' P||,

for any t > 0, and
po(<f>a(t)h, v) <
(3.10)
\\Ka~h\\ <
for an v in
a QO
and where the
a a0
|| and the semi-norms p o ( - , v).
(3.11)
Impulse Control Problem
Let us now consider the problem of sequentially controlling the evolution of the stochastic process u(t; v) by changing the initial condition v. For this purpose we consider a controlled Markov chain qi(i) in H with transition operator Q(k) and a control parameter k which belongs to a compact metric space K. For a sequence ((",-, i = 1 , 2 , . . . ) of independent identically distributed H-valued random variables we have
),
' '"' ' Vv e H,
(4.1)
for any initial value q(l), any bounded and measurable real-valued function h on HI and any k in K. For the sake of simplicity, this Markov chain (i.e., each random variable (",) is assumed to be independent of the Wiener process w (wi,Wz,. ) used to model the disturbances in dynamic equation. A sequence {T;, fc,-; i = 1 , 2 , . . . } of stopping times T,- and decisions fc; such that r,
approaches infinity is called an impulse control. At time t = T; the system has an impulse described by the (controlled) Markov chain qjt(z') with k A:;. Between two consecutive times T, < t < r,-+i, the evolution follows the Navier-Stokes equation: <
f u ( i ) = uft.Ti-uM), if Ti < Ti+1,
[and
u(r;) =q(u(r t ),C; A:;),
(4.2)
where u(t, s; v) is the solution of Navier-Stokes eqaution with initial value v at time s. Since T,- > oo, we can construct the process u(i) by iteration, for any impulse control {r,-, fcj-; z = 1 , 2 , . . . } and initial condition v in H. It is clear that r,- is an stopping
time with respect to the Wiener process enlarged by the cr-algebras generated by the random variables Ci, ( 2 , . . . , Ci-i- Also, the decision random variables A;,- are measurable with respect to the cr-algebra generated by T,-. To each impulse we associate a strictly positive cost known as cost-per-impulse and given by the functional L(v,k). The total cost for an impulse control {T,-,^,-; i = 1 , 2 , . . . } and initial condition v is given by
oo
/
and the optimal cost
F(u(t))e-aidt + Y] L(u(Tt-), k,)e-aT'} ~^
(4.3)
t / ( v ) = inf J(v,{r,-,fc,-}),
{r,,kt}
(4.4)
where the infimum is taken over all impulse controls, and u(t) is the evolution constructed as above, with initial condition v.
Let us follow a hybrid control setting as in Bensoussan and Menaldi [1]. The dynamic programming principle yields to the following problem. Find U in CP(M) such
that
U < MU,
AaU < F,
and
AQU = F
in
[U < MU],
(4.5)
where Aa is interpreted in the martingale (semigroup or weak) sense and M is the following nonlinear operator on C(1HI) given by
Mh(v) = m f { L ( v , k ) + Q ( k ) h ( v ) } ,
Vv e H,
(4.6)
where Q(k)h(v) = E{h(q(~v,(î | k ) ) } is the transition operator. This problem is called a quasi-variational inequality (QVI). To solve the QVI we define by induction the sequence of variational inequalities
(VI)
(Un+l C'p(M) such that Un+l < MUn , AaUn+l < F and
n+1 n+1 n
(AaU
=F
[U
< MU ],
where U U solves the equation AaU F. This VI can be formulated as a maximum

sub-solution problem
Un+l e CP(H)
such that
Un+l < MUn,
AaUn+l < F,
(4.8)
for any n > 0. In view of the Theorem for the VI in [5], we need only to assume that M operates on the space Cp(lrl) to define the above sequence U" of functions. This means that first, we impose the condition
(\\L(-,k)\\<C,
VkeK,
V v H, and next
I lim s u p { p 0 ( $ a ( t ) Q ( k ) h - Q ( k ) h , v ) } = 0,
t4'1^
y k e K, v H, V h e C"p(H), for any m > 0, some positive constant Cm and where the norm || || and the semi-norms po(-, v). One of the main differences between impulse and continuous type control is the positive cost-per-impulse, i.e., the requirement
L(v, k) > t0 > 0,
Vv e H , k e A',
(4.11)
which forbids the accumulation of impulses. We also need
F e C'p(H),
F(v) > o, Vv e e,
(4.12)
to set up the above sequence. An important role is played by the function U U which solves AaU = F, and by the function UQ = UQ. which is defined as the solution of the following variational inequality
' U0 Cp(lHI)
such that
UQ<miL(-,k),
k
AaU0 < F
and
(4.13)
[aU0 = F
in
[U0<mtL(;k)],
or as the maximum sub-solution of the problem
t/o 6 C P (H)
such that
U0 < inf L ( - , k),
AaU0 < F.
(4.14)
Consider the quasi-variational inequality (QVI) f t / Cp(Irl) such that U < MU, Ajj < F and
[AaU = F
in
[U<MU],
or the maximum sub-solution of the problem
U e Cp(H)
such that
[/ < Mf/,
A,t/ < F.
(4.16)
Theorem 4.1 (QVI). Let the above assumptions hold. Then the VI defines a (pointwise) decreasing sequence of functions Un(v) which converges to the optimal cost U(v), for any v in H. Moreover, if the condition
there exists
r (0,1}
such that
r U(v) < U0(v),
Vv H
(4.17)
is satisfied then we have the estimate
0 < (jn - Un+l < (1 - r)n L>,
Vn = 0 , l , . . . ,
(4.18)
i/ie automaton impulse control {f,-, fc;}, generated by the the continuation region [U < MU} and defined by f0 = 0,
Ti = M{t> f,-.! f/lu^ju^!))] - Mf/[u(;u(r,-_ 1 ))] },

fcE A
zs optimal, i.e., U(v) = J(v, {f,-, &,}), arac? ^/te optimal cost U is the unique solution of the QVI or the maximum sub-solution of the problem. D
If we impose
L(v, k) > I0(l + v| 2 ) p/2 > 0,
Vv e H, jfc e K,
(4.20)
then assumption (4.17) holds for any 0 < r < 1 such that r \\F\\ < I0(a a 0 )-
References
[1] A. Bensoussan and J.L. Menaldi, Hybrid Control and Dynamic Programming, Dynamics of Continuous Discrete and Impulsive Systems, 3 (1997), 395-442. [2] P.L. Chow and J.L. Menaldi. Variational Inequalities for the Control of Stochastic
Partial Differential Equations, in Proceedings of the Stochastic Partial Differential Equations and Application II, Trento, Italy, 1988. Lecture Notes in Math., 1390
(1989), 42-51.
[3] I. Gyongy and N. V. Krylov, On stochastic equations with respect to semimartin-
gales Ito formula in Bariach spaces, Stochastics, 6 (1982), 153-173.

[4] J.L. Menaldi and S.S. Sritharan, Stochastic 2-D Navier-Stokes Equation, Appl. Math. Optim., submitted. [5] J.L. Menaldi and S.S. Sritharan, Impulse Control of Stochastic Navier-Stokes Equations, Nonlinear Analysis, Methods, Theory and Application, submitted.
[6] S.S. Sritharan, (Editor) Optimal Control of Viscous Flow, SIAM, Philadelphia, 1998.
[7] S.S. Sritharan, Deterministic and Stochastic Control of Navier-Stokes Equation with
Linear, Monotone and Hyper Viscosities, Appl. Math. Optim., 41 (2000), 255-308.
Recent Progress on the Lavrentiev Phenomenon with Applications

Victor J. Mizel Carnegie-Mellon University, Philadelphia, Pennsylvania
The Lavrentiev phenomenon is associated with the sensitivity of the infimum of a variational problem to the smoothness of the class of admissible functions. Since the determination by Tonelli that the class of absolutely continuous functions is an appropriate class of admissible functions with which to obtain existence of minimizers to variational problems on a real interval by direct methods, it was shown that many of the classical problems yield to this approach. Moreover, in many of the classical problems the minimizers were actually Lipschitz or better, so that the problems were insensitive to the particular subclass of absolutely continuous admissible functions chosen for applying the direct method for existence. Therefore it was quite surprising when in 1926 M. Lavrentiev published, in response to a challenge issued by Tonelli during a lecture in Moscow, an example [L] of a functional of the form
[y] = JIa f(x,y(x),y'(x))dx
,6
with
y- K b\
subject to certain constraints and smoothness conditions, in which the infimum of J over the class of all absolutely continuous functions subject to certain boundary conditions at a and b is strictly smaller than its infimum over the class of all Cl functions
meeting the same boundary conditions. Thereafter in 1934 B. Mania published an

example [Ma] involving a much simpler (polynomial) integrand. The presentation of an example involving a functional ,7 possessing a strictly elliptic integrand occurred only in 1985 [B&M] during the course of an investigation stimulated by the possible relevance of such questions to the theory of (multidimensional) hyperelastic materials. The present article reports on recent progress in the study of this phenomenon. We adopt the following notations for clarity. For each p [1, oo] Wl'p[a,b] = {y : [a,b] -> R\y G AC[a,b], ij G L p (a, &)}, so that for example with [a, b] = [0,1] and y(x) = x0, ft G (0,1), y G WÔ,!] <^> p G [1,1/(1 - /?)). For J as above we put i(p] = mf{J[y]\y G Wl'p[a,b\ + EC's], p G [l,oo], so that Pi < "Pi =* i(p\) < i(pi)- Then if / is such that i(p\) < i-(pi) for some pi < p? we
have the Lavrentiev Phenomenon A. (Cf [Bu&M],[Bu&B] for a relaxation view.)

I. The first topic we study is a description of the possible boundary conditions which can lead to A, as well as the issue of whether this can occur when the integrand f in J is strictly elliptic and coercive. To facilitate this discussion we introduce for a,b,A,BE.M., p [1, oo] the following notation: (i) Both ends pinned [Lagrange problem] A-2(p) =
{yeW^[a,b]\y(a)=A,
(ii) One end pinned Aj(p) = {y G Wlf[a,b}\y(a) = A}
y(b) = B}
(iii) No ends pinned Ao(p) = Wl*[a, b], and we denote the respective infima by i - i ( p ) , i \ ( p } , and ?'o(p). The matter will be clarified by consideration of the following:
'Research partially supported by the US National Science Foundation.
A. We take as our integrand f(x,y,z) = (if x3)'2(l + z"20) so that

J[y] = /oV-^ 3 ) 2 (l + (2/)20KT. and we take y e A:(p) = {y 6 W^[Q, l ] \ y ( 0 ) = 0}. Clearly, J[y] > 0, while for yo(x) = x3/5 J[y0] = 0. Hence by the computation on the preceding page, i\(p] = 0, if p E [I, 5/2). We now show that i](5/2) > 0 whence A
occurs. The argument consists in treating two cases (cf[Ml],[DHM]):
Case 1: For some x* & ( Q , l ] , y ( x ) < [i(z)3/2]1/5, x <= (0,x*),y(x*) = [f (z*)3/2]1/s. Then by use of Holder's and Jensen's inequalities and the chain rule J[y] > k > 0, for k = (2/3) 20 (l/2) 6 ; Case 2: y(x) < [^(x) 3 / 2 ] 1 / 5 for all x (0, 1}. In this case a direct computation yields, with k as above, J[y] > k > 0. Although the integrand / is convex in z ["elliptic"] it is neither strictly elliptic nor coercive in z, but use of a device from [B&M] leads to the construction of a perturbed integrand f*(x,y,z) = f(x,y,z) + 22 which satisfies both requirements and retains the Lavrentiev phenomenon A i*(p) < z*(5/2), for all p e [1, 5/2).
B. With / as above we take J~(y] = j'^(rj5 - z 3 ) 2 (l + (?/)20)cte, y e Ao(p). By considering separately Case 1 y(0) > 0, Case 2 y(0) < 0, one deduces that A z~(p) = 0, if p 6 [1, 5/2), % (5/2) > k > 0 (with k as in A). Once again one can construct a modified strictly elliptic coercive integrand /* with the Lavrentiev phenomenon A i*0(p) < [(5/2), p e [I, 5/2) (cf. [DHM]).
II. The second topic concerns the role of A for autonomous integrands /, for integrands f which have no y-dependence, and for integrands which are jointly convex in (y,z). For first order problems it has been shown under various regularity assumptions that A cannot occur in any of these cases (cf. [C&V],[A&C], [Da], [S&M]).
Therefore we begin by considering an autonomous / which involves second order as well as lower order derivatives. We take as our integrand f(x,y,z,w) = f(y,z,w)
[(2/)2 ~ (z + 4)2(|(-2 ~ 6))3]2-u;16, so that with obvious notation for the derivative of
the functions y'&AC[0, 1} J[y] = /^[(fy) 2 - (y' + 4) 2 (|(y' - 6)) 3 ] 2 (y") 16 dx, ,42>2(p) - {y 6 W^[0,l}\y(0) = 0,^(0) = 6,y(l) = 7,^(1) = f }. Clearly J[y] > 0, while J[yo] = 0, for yo(x) = 6x + x5/3. A direct computation shows that
2/o W^fO, 1], p [1,3). However it can be shown by the use of Holder's and Jensen's inequalities and the chain rule (cf. [M1],[H]) that i^(3) > 0. Thus we do have A ii(p) = 0,p E [1,3), ^2(3) > 0 in this autonomous second order context. Here, too, one can construct a modified strictly elliptic coercive autonomous integrand /* which retains the Lavrentiev phenomenon A (cf [H]). On the other hand, one can raise the question of whether in higher dimensions and first order variational problems any one of the three restrictions on the integrand mentioned above retains its role of excluding A. To the contrary it can be shown that there is an integrand / = f(F) for which all three restrictions mentioned above hold, such that the corresponding variational functional exhibits A with an elementary set of boundary conditions. This example is very closely related to that discussed in IV below (cf. [FHM2] for a detailed description). III. The next topic concerns the possible structure of infimum functions i(-) : [l,oo] > [0,oo) exhibiting the Lavrentiev phenomenon. Although the simplest examples discussed above possessed right continuous jump discontinuities, it is not
evident that this is the only possibility. We consider first the following
f ( x , y, z) = (y2 - I6x)2{cz6 + [exp(-^;-1/2)2/2 - 16 exp(-x-1/2).T/(log.'r)2]2 exp(13z8)} foixe [0,l/e]

J[y]= /01/e(2/2 for y e A-i(p) = {y E W*<p[Q,l/e]\y(Q) = 0, y(l) = 4e^ 1 / 2 }. It can be proved that
Thus we have
this satisfies A z 2 (j>) = 0,p G [1,2), i 2 (2) 6 (0,1), i 2 (p) = l,p e (2,oo), so that z 2
is neither right nor left continuous at the jump point p = 1. Again it is possible to produce a modified strictly elliptic coercive integrand /* for which the lack of one sided continuity of i% at p = 2 is retained (cf.[S] for details and related results). Next we consider a two-dimensional example. Given po,pi G (1,) with Po < pi and a function a W1>1[1, oo) satisfying
a(p) = Q,p [l,p()],a'(p) > Q,P 6 \po,P\},a(p) = a(pi) > 0,p e bi:); consider the
f(x,y,u, z) = c(y)o'(y)|u|(m-3")/(-1)(||''/(''-1) - x)2 z m withm e [3Pl,oo),c(y) =(m-3)(m-2)/2 [((m-l)/m)(j//(y-l))] m , a; 6 [0,1], y e [p0,Pi]

and take
integrand
J[M] = /E
c(y)a'(y)\u (m-^/(y-^(\u\yl(y-^
- x) 2 |w, x \mdxdy, with
EPO,P1 = [0,lfx[po,Pi] and 6 A(p) = {u 6 ^^(Epo^JKO, ) = 0,(!,-) = 1}. The infimum for this problem satisfies A i(p) a(p),p [1, oo), so that the infimum function can be absolutely continuous. The argument makes use of a 1988 result (cf. [H&M]) involving Noether's theorem for invariant one- dimensional variational problems (cf. [F] for details and related results). An effort to present a one-dimensional variational problem possessing properties of both types encountered above is currently under way ([M2]). IV. Our final discussion has to do with the topic which originally motivated the work by Ball and Mizel on the Lavrentiev phenomenon (cf. [B&M]), namely the relevance of this issue to the behavior of multidimensional nonlinearly elastic materials. Here we consider a homogeneous material in two dimensions with stored energy integrand W = W : Lin+(K 2 ) -> [0, oo) of the form
W(F)
f
= (||F||2 - 2detF)4 + c[(det^)-1 + (1 + ||F||2)"/2], for q > 2,e > 0, where
Lin (M 2 ) C Lin(R 2 ) denotes the set of linear operators on 2-dimensional space with positive determinant. It is easy to verify that W has the following properties: (a) W is smooth, (b) W is objective and isotropic, i.e. W(QF) = W(F) = W(FQ) for each orthogonal operator Q E Lin + (M 2 ), (c) W is polyconvex, i.e. there is a convex mapping g : Lin(K 2 ) x (0, oo) > R
such that W(F) = g(F, detF), for F e Lin+(M 2 ), (d) W(F) -^ +00 as detF - 0 + , (e) W ( F ) > c , | | ^ | | ' - c 2 , c i > 0 ,
(f) W(F) = V(i,w 2 ) = h-'>2 8 + [ l / ( u i V 2 ) + (l + (wi) 2 + (u2) 2 ) / 2 ], where the v's are the singular values of /'' [principal stretches of a deformation]. Thus the function A defined by A(6) = i/>(\/S, \/fi) is convex throughout (0, oo).
The variational problem to be considered involves the total stored energy
E[u] = jn W(Vu)dx for fi = {x e K 2 |zi 2 + z 2 2 < 1, xz > 0}, with u e .A(p) =

{u e W^^R^Vu G Lin+ a.e. wÔ) e [0,1] x {0},Xi 6 [0,1]; w(a:i,0) 6
{0} x [0,1], .T! e [-l,0];M(x) = (cos(9/2),sm(6/2)),x
= (cos0,sm0),0 e [0,7r]},
p > 2, so that w maps the unit upper half disk fi into the unit quarter disk fi'. We have the following result Theorem There is an o(<?) > 0 such that if e < o(g) and 2 < pi < 4 < p2 then
A i(pi) = inf{[w]|w e -A(pi)} < i(pi) = \nl{E[u]\u e A(pi}}

Notice that by the Sobolev imbedding theorem the displacements in both A(p\) and A(pi) are continuous on fi, so that no cracks are created. Indeed, the convexity of A in (f) ensures that the stored energy of continuous deformations from fi into fi' cannot be lowered even by enlarging class A to include discontinuous deformations of bounded variation with the same average density (cf. [M3]). That is, this material has the property that opening "cracks" in a deformation cannot result in a lowering of the energy. The proof depends critically on the following properties of the integrand W0 [i.e.,
W with e = 0]: (i) Wo > 0 is convex on Lin(M 2 )

(ii) solutions of the Euler-Lagrange system associated with WQ are known explicitly via complex analysis. In fact, u*(x) = [(a?]) 2 + (x 2 ) 2 ] 1 / 4 (cos(6/2), sin(0/2)), where 0 is the polar angle to x, yields Wo(Vw*) = 0 and u* e A(p), for p e (2,4), while
u**(x) = ((x^ + (a; 2 ) 2 ] u / 28 (cos(<V2),sm(6>/2)) satisfies ** e A(p), for p 6 (2, f )
and _/o[M**] > 0, with u* and u** both satisfying the Euler-Lagrange system for E = EQ (cf. [FHM1] for further details and related results).
Bibliography
[A&C] G. Alberti and F. Serra Cassano, Nonoccurence of gap for one-dimensional autonomous functionals, Istituto di Matematiche Applicated, Universita di Pisa (1994)
[A&M] G. Alberti and P. Majer, Gap phenomenon for some autonomous functionals,
J. Conv. Anal. 1 (1994), 31-45.

[B&M] J. M. Ball and V. J. Mizel, One-dimensional variational problems whose mini-
mizers do not satisfy the Euler-Lagrange equation, Arch. Rational Mech. Anal. 90 (1985) 325-388.
[Bu&M] G. Buttazzo and V. J. Mizel, Interpretation of the Lavrentiev phenomenon by relaxation, J. Funct. Anal. 110 (1992) 434-460.
[Bu&B] G. Buttazzo and M. Belloni, A survey on old and recent results about the gap phenomenon in the calculus of variations, in Recent Developments in Well-Posed Variational Problems, R. Lucchetti and J. Revalski eds.. Kluwer 1995. [Ce] L. Cesari, Optimization-theory and Applications, Springer-Verlag, New York
1983.
[C&V] F. H. Clarke and R. B. Vinter, Regularity properties of solutions to the basic problem in the calculus of variations, Trans. Amer. Math. Soc. 289 (1985)
73-98.
[Da] A. M. Davie, Singular minimizers in the calculus of variations in one dimension, Arch. Rational Mech. Anal. 101 (1988) 161-177. [DHM] K. Dani, W.J. Hrusa and V. J. Mizel, On the Lavrentiev phenomenon for totally unconstrained variational problems in one dimension, Nonlinear Diff. Equations
and Appls. (in press). [F] M. Foss, Examples of the Lavrentiev phenomenon with continuous Sobolev exponent dependence, Center for Nonlin. Anal. Dept. Math. Sciences CMU Res. Report OO-CNA-013 (10/2000). [FHM1] M. Foss, W.J. Hrusa and V.J. Mizel, Occurrence of the Lavrentiev phenomenon in two dimensional nonlinear elasticity (in preparation).
[FHM2] __________________, On types of integrands exhibiting the Lavrentiev phenomenon in dimensions greater than one, (in preparation).
[H] W.J. Hrusa, Lavrentiev's phenomenon for second-order autonomous variational problems in one dimension (preprint). [H&M] A.C. Heinricher and V.J. Mizel, The Lavrentiev phenomenon for invariant variational problems, Arch. Rational Mech. Anal. 102 (1988) 57-93.
[L] M. Lavrentiev, Sur quelques problemes du calcul des variations, Ann. Mat. Pura Appl. 41 (1926) 107-124.
[Ma] M. Mania, Sopra un esempio di Lavrentieff, Boll. Un. Mat. Ital 13 (1934)
147-153 .
[Ml] V.J. Mizel, New developments concerning the Lavrentiev phenomenon, Technion 1998, in Calculus of Variations and Diff. Equations Chapman and Hall/CRC
Research Notes in Math. #410,2000, A. loffe, S. Reich, I. Shafrir, eds.

[M2] __________________, The Lavrentiev phenomenon in one dimension with general monotone exponent dependence (in preparation).
[M3] __________________, On the ubiquity of fracture in nonlinear elasticity,
J. of Elasticity 52 (1999) 257-266.

[S] A. Siegel, Two examples of Lavrentiev's phenomenon, Master's Thesis, Dept.
of Math. Sciences, Carnegie Mellon U. 1999.

[S&M] M. Sychev and V.J. Mizel, A condition on the value function both necessary and sufficient for full regularity of minimizers of one-dimensional variational
problems, Trans. Amer. Math. Soc. 350 (1998) 119-133.
Abstract Eigenvalue Problem for Monotone Operators and Applications to Differential Operators
Silviu Sburlan Department of Mathematics, Ovidius University, Bd. Mamaia 124, 8700-Constantza, Romania E-mail: <ssburlan@univ-ovidius.ro>
Abstract
In this work we extend the multiple orthogonal sequence method, developed in [3], to the energetic space of an abstract linear monotone operator. This method leads to an abstract eingenvalue problem that it produces orthonormal bases in some nested Hilbert spaces, that they are suitable to develop abstract Fourier or projection
methods. Some examples to diceerential operators are also given. One also considers the abstract semilinear eingenvalue problem and some results,
known for compact operators, are extended for monotone type operators with application to diceerential operators. Let X be a real Hilbert space with inner product (-, ) and the induced norm 11-11Consider a linear operator B : D(B) C X X, with D(B) in0nite dimensional, which is symmetric, i.e., (Bu,v) = (u,Bv), Vu,v e>(.B) and strongly monotone, that is, there exists c > 0 such that (1)
(Bu,u)>c\\u\\2, VuD(B)
We induce on D(B) the energetic inner product
(2)
(u,v)E := (Bu,v), Vw,v <E D(B)

and the energetic norm
\U\\E := (u,u)lj>\
Denote by E the completion in X of the linear subspace D(B) with respect to the energetic norm an call it the energetic space of the operator B. It contains all u G X that are the limit points of Cauchy sequences {un} C D(B) with respect to the energetic norm || ||.E. Extending by continuity the energetic inner product, i.e.,
(u,v)E :=lim(un,vn)E , Vu,v e E,
the energetic space E becomes a real Hilbert space containing D(B] as a dense
subset and the embedding E <+ X is continuous, namely
The duality map J : E + E* , de0ned through
< Ju,v >:= (U,V)E, Vt/,v e E,

is a linear homeomorphism with
\\Ju\\E. = \\U\\E, VueE,

(see D. Pascali and S. Sburlan [7, p. 112]) and it is an extension of B, i.e.,
Ju = Bu, Vw D(B).
The Friederichs extension A : D(A) C X * X of the operator B is de0ned through Au := Ju, Vw D(A), (3)
where D(A) := {u 6 E\ Ju X}. Observe that u 6 D(A) if and only if there exists an / G X such that
<Ju,v>=(f,v)E,
Vv&E
and D(B) C E C X C E* , (see E. Zeidler [11, p. 280]).

Remark that the Friederichs extension is in fact the maximal monotone
extension of B in X since D(A) is dense in X and A is closed, self-adjoint, bijective and strongly monotone, i.e.,
(Au,u)>c\\u\\2, VuGD(A),
(see A. Haraux [2, p. 48]). Also, the inverse operator A~l : X > X is linear continuous self-adjoint and compact, whenever the embedding E <^ X is compact. Therefore applying the Fredholm theory we can state following variant of the multiple orthogonal sequence theorem (G. Morosanu and S. Sburlan [3]):
Theorem 1: If the embedding E t> X is compact, then there exists the sequences {en} C E and {A n } C (0,+oo) that are eingensolutions of A, i.e.,
(Aen,v) = Xn(en,v),\/vX,
and such that:
n&N
(4)
(i) (ii) (in) (i)
{en} {\/A n e n} {A n e n } {A n }
is an orthonormal basis in is an orthonormal basis in is an orthonormal basis in is increasingly divergent to
E; X; E*; +00.
Proof, (i) Suppose that the embedding E <^-> X is compact and let {un} 6 E be a bounded sequence, ||w n ||,E < c. Then, passing eventually to a subsequence, we can suppose that un > M in X,and u E, because {un} is strongly and also weakly convergent in E. Then by the compacity of the embedding p-1^ - A-lu\\E = sup{< A~l(un - u},v>;\\v\\E < 1} = = sup{(u n - M,u)|H| B <l}- c\\un - u\\ -> 0 and, thus, A~l maps bounded sets into relative compact sets. By Hilbert Schmidt theorem A~l has a countable set of eingenvalues {kn} C (0, +00), kn > > kn+i 0, and the corresponding eingenvectors, say {en},
A~len - knen, Vrz e N,

form a Hilbertean basis in E (see e.g. S. Sburlan & co [9, p. 186]). Hence
Aen - \nen, Vn <E N

where the characteristic values, \n = -, are such that \n < Xn+i * +00, as stated in (iv), and therefore (4) holds. iii) To show that {V%Ten} is a Hilbertean basis in X it suffices to prove that it is complete in X because &mn = (e m ,e n )fi = A n ( e m , e n ) as it results from (4). For this let h G X be such that (5)
(h, vên) = 0, Vn e N
by the Lax-Milgram theorem, with
(6)
a(u, v) := (u, V}E, Vu, v G E,

it exists only one u E such that
(u,v)E = (h,v), \fveE

Therefore, from (6) and (7), it results
(7)
and, since {en} is complete in E, we have the implication u = 0 => h 0, that is, the completeness in X of the system {\fXên}. (iii) To show that {A n e n } is a Hilbertean basis in E* we must prove that it is an orthogonal system complete in E*. Note that E* is a Hilbert space with the norm
and the inner product de0ned by
For orthogonality we use the equation (4), namely
\^nen)\Sn) '< ^n6n,en >= (A n e,j,e n J = (Aen,en) =

and
= (e n ,e n ) B = \\en\\E = 1
/ii nKn i \ e ),, (j-i(\ cn)^ *> \Am^m))E A \ \ r-i(\ P \\^ \A {J \^nf
m m
= (en,em)E 0, Mm ^ n.
For completeness let v* 6 E* be such that (v*, A n e n ) , = 0 for all n N. It then results (v*,h)E' = 0 , Mh &X
because {\/\ên} is a complete system in X. Since X is dense in E* , for all > 0 there exists an h 6 X such that
> |K - Ml, = IKIII- - 2(*,MB. + IIMI- = IHII* + ll^lll..

|K|||. < , V e > 0 = ^ * = 0
Hence, we have the implication
as required.
Direct consequence: Denote by En := 5p{ei,e2, ....,e n } C ", Xn = = 5p{v / Aie 1 ,v / A262, -, V^ n e n } C X and "* := 5p{Aifii, A 2 e 2 , ...,Xnen} C C E* , the 0nite dimensional subspaces generated by the 0nite sequence {e\, 62, ..., en}. Then En,Xn and E*n are projectionally complete in E,X and E* , respectively, that is Trnu > u in each space, where
n
irnu := ' a k < f > k , Vn > 1,

with {<fl,<f2, ...,<pn] one of the above mentioned basis and ak, 1 < k < n, the corresponding Fourier coefficients.
These coordinate systems can be used either for abstract Galerkin projection method or for abstract Fourier series method (see S. Sburlan and G. Moroanu
[10]).
Remark: Since D(Bk) C D(Bk~l) C ... C D(B) and Bk is also symmetric we can apply the above method to produce orthogonal basis in the energetic
spaces associated to Bk, k G N, and the corresponding dual spaces. De0ne the spaces Ek '= D(Ak/2), A; G N, where A is the Friederichs extension of B. It is easily seen that Ek are Hilbert spaces with the inner products: Vu,uefc. Of course, El = E and (u, u)i = (u, v)E, Vw, v G E (see E. Zeidler [11, p. 296]). As above we can easily show that {A^~~ + " en} is an orthonormal basis in Ek and
(8)
Since {\n} is an increasing sequence of positive numbers it results, by (8), that the embedding Ek+i ^ Ek is continuous. Also, identifying X by its dual
space we get the inclusions
...- C Ek+l CEkC...CE1=ECXCE*=E^C
... C E\ C E*k+1 C ...
As the embedding E <^- X is compact, it then follows that the embeddings Ek+i > Ek, X <> E* and E^ c> E^+1 are also compact. The duality mapping Jk : Ek > "| is de0ned by
< JkU, v > (u, v ) k , Vu,vEk
and, obviously, J\ = J. It is easily seen that
,, Vn k t IN. v u, K, P M
(>} \y)
and then {A^ + 1 - ) / e n } is an orthonormal basis in E^.
Example 1. Let fi be a bounded domain in W1 with its boundary dl enough smooth to apply the Green's formula. Take X := L 2 (f2), that is a Hilbert space with the inner product
( u , v ) := I u ( x ) v ( x ) d x , \/u,v G
n and let B := A be a de0ned on
D(B) :- {u e C 2 (fi) n Cl(ti)\u = 0 on F C dtt, //(F) > 0}.

Then B is symmetric and strongly monotone having
E:= {v eH1(fy\v
= Qon F}
as energetic space. Note that E is a Hilbert space with the inner product
(u, V)E ' I Vw(x) Vv(x)dx, Vw, v 6 E
n
and the embedding E ^-> X is compact when N > 2 (see J. Neas [6,p.117]). Therefore we can apply the Theorem 1 and write (4) in the form
Ve n (ar) Vv(x)dx - \n I en(x)v(x)dx, Vv E (9')
Then by Green's formula we deduce that en are the weak solutions of the following eingenvalue problem
-Aen(x) = Xnen(x),x 6 fi, en(x) = 0 ,xT,
(10)
Remark the limit case F = (ft when E = Hl(l) is a Hilbert space with another inner product
f (u, V)E ' I [u(x)v(x) + Vw(ar) V v ( x ) ] d x , Vw, v e E

that it modi0es (9') as follows
/ Ve n (ar) - Vv(x)dx = (A n - 1) / e n (x)w(a;)d a; (11)
</
and, thus, e n are the weak solutions of the problem
-Ae n (ar) = (A n _i)e n (z), xett, ^(x) = 0 , x G 9J2.
(Uj
Application: The deformation of a body B, that occupies a bounded region

f2 C ]$>N (N = 2 or 3), is characterized by the displacement vector u ifiÎR^ and
the corresponding strain tensor s = e(u). In the case of the small deformations, e(u) reduces to the symmetric part of the displacement gradient, i.e.,
l<M-<^}. (13)
The constitutive relation that characterizes the elasticity is a generally nonlinear dependence of the stress tensor
a := {o-y |ffy = ff,-,-, 1 < i, j < N} on the strain, namely (14)
a = a(s) = A + o(s2),
(15)
where A : {a^j/ 6 K|a,jfc/ = a,jik\ = akuj , I < i,j,k,l < N} are the elastic
coefficients. relations (16) In the linear case, adopting the Einstein's summing convention
(i.e., the repeated index means summing over that index), we have the following
known as the Hook's law. The coefficients A must depend continuously on the point in 17 or they are constants (the hyperelastic case) and they satisfy the ellipticity condition
aijk,ijkl > c\e 2 , Ve e RN*N,e = T ,

where |-| means the Euclidean norm.
(17)
Let X := [L2(Q)]N be the Hilbert space of square integrable vectorial functions endowed with the inner product
[ (u,v) = / UiVi
n
and de0ne on
D(B) :={ve[c 2 (
the operator B of the linear elasticity
B\ = divcr((v)),
where the components of <r are given by (16). By Green's formula we have
(5u, v) := / divff((u)) n vdx =7, aijkiki(u)ij(v)dx =
o / akiijij(v)ki(u)dx = -
diva((v))udx =: (u,Bv), Vu,v D(B).
n
Moreover, we have
(5u,u) = - / aijkiij(u)ki(u)dx > - I ij(u)ij(u)dx = c I |Vu| 2 cfe.
The energetic space E is the completion on D(B) with respect to the norm
I f
*
and it contains all vector functions from [//^(fi)]^ that vanishes on T.
Moreover, the norm (18) is equivalent with the following one
(18)
and thus, by Sobolev-Kondrashov theorem, the embedding E <^-> X is compact. Hence the duality mapping J : E * E* is de0ned by
1 r < Ju,v>=- I aijkieij(vi)ki(v)dx fi

and, by the Theorem 1: I f - I aijk,ij(en)k,(v)dx
= \n I (en)iVidx.
(19)
</
By Green's formula we deduce that en are the weak solutions of the eingenvalue problem: divu((en)) = A n e n in fi,
en = 0 on T, <rij(e(en)}vj = 0 on <9Q\r.
(20)
Consider now the semilinear eingenvalue problem in X

Lit + yuTV(w) = /, (21)
where L G L(X) is compact and positive, TV is a nonlinear perturbation of Leray-
Schauder type (i.e., TV : I T with T a compact operator), and / G X a given element. Since L is, in particular, hemicontinuous and monotone it is maximal monotone and, thus, / + AL is invertible for each A > 0 and ||(7 + AL)" 1 1| < 1 (see e.g. D. Pascal! and S. Sburlan [7, p.106]). Consequently we can write (21) equivalently as
(I-M(X))u
=g
(22)
where M(A) := (/ + AL)~ : (7 TV) is a compact operator, A = G ffi+ and
g = (7 + \L)~lf. This it allows to introduce the coincidence degree for the pair (L, TV), simply, as follows: If D C X is an open bounded set such that
N(u) + XLu ^ f V u G 3D, A G M +
(23)
then the coincidence degree of the pair (L, TV) in D relatively to / is de0ned by
dx ((L, TV), D, /) := dLS (I - M(A), D, g } ,
(24)
where d^s denotes the Leray-Schauder degree. Of course, this degree has all the properties of Leray-Schauder degree, because of the above mentioned equivalence, and we can apply all classical results to (21). We point out here some in the linear case (see Mortici [4]): Suppose that TV G L(X). We say that A G M+ is a characteristic value for the pair (L, TV) provided that ker(TV + AL) 7^ {0} and we say that A is a regular covalue of (L,N) if the resolvent 7?(A) := (TV + AL)" 1 exists on X and it is
continuous.
Since, from the above equivalence, we have
ker(TV + XL) = ker(/ - M(X))
(25)
it results that each A > 0 is a characteristic value or a regular covalue for
(L,N). Denote by C(L, TV) the set of characteristic values of (L, TV) and by La the spectral operator for (L, TV) La := (N + aL)~lL = R(a)L, (26)
and observe that La is compact whenever L is compact. From the identity
(X-a)La]
(27)
we see that TV + XA is invertible if and only if a A is not a characteristic value of La. Hence from Fredholm theory it results that C(L, TV) is at most a countable set with only one possible acumulation point at in0nity, as we have seen in the theorem 1.
Suppose now that a is a 0xed covalue of (L, TV) and de0ne the multiplicity
m(A) of the characteristic value A 6 C(L, TV) to be the algebraic multiplicity of the eingenvalue (a A)" 1 of the compact operator La. Let a G D be an isolated solution of the equations (21) and choose an open ball B(a, r) such that R(X)f fl B(a, r) = {a}. By the excision property of the coincidence degree we can de0ne the coincidence index of (L,N) in a with
respect to / to be
ix((L, TV), a, /) := d x ( ( L , N),B(a, r), /)
(28)
and, by the above equivalence, it is true the following tranversality property:

Proposition 1 (Leray-Shauder) // [Ai, A 2 ] f~l C(L, TV) = {A}, then
iXl ( ( L , TV), a, /) = (-l)">Wi Aa ((i, TV), a, /). In the semilinear case it apperas naturally the following question: Are the well known results of Krosnoselskii and Rabinowitz, concerning bifurcation theory for compact operators, true for monotone type operators? The answer is Yes! and was given in [5] in the following way: Let X be a re/Eexive uniformly convex Banach space and X* be its dual Banach space. As usually we denote by || || the norm in both spaces, by < , > the duality pairing and by J : X > X* , the duality map. Consider the eingenvalue problem
Jx + fj,Ax + R(n,x) = 0,
(29)
where A : X > X* is a linear continuous operator and R(/J,, ) : X -* X* is a nonlinear perturbation such that R(n,Q) = 0, V/u G K. Note that only J is monotone. In this case (//, 0) are solution of (29) for all n G M-named trivial solutions and the set of all trivial solutions are denoted by C.
A point (/J.0,0) 6 C is said to be a bifurcation point for (29) provided that there exists solutions (/J,a^), x^ ^ 0 in each neinghbourhood of (n0_,0). Let
us denote by So the set all of these nontrivial solutions and let 5 := So be its aderence in M x X.
The key step in our extension is the Browder-Ton theorem concerning the
compact imbedding property for separable Banach spaces (e.g. D. Pascali and
S. Sburlan [7,p.302]):
Theorem (Browder-Ton). Let X be a separable rejEexive Banach space and let S be a countable subset of X. Then there exists a separable Hilbert space H and a compact one-to-one linear operator ^ : H X such that S C tl>(H) and ijj(H) is dense in X. De0ne now the adjoint operator <f> : X* H by using the inner product of H denoted by (, ) :
<<{>u,v>=(u,il>v),Vu<EH, v&X*.
(30)
Then the operator L := il><f>A : X > X is linear and compact as the composition of a continuous map with a compact one. Since the spectrum cr(L')
is discrete we can choose 6 > 0 such that
tr(L) n (/i U 72) = </>, where I\ := (en0 6,e/J0) and 72 := (ep0,fi0 + 6) and /j,0 G <r(L). Let /j,l 6 7i and //2 G h be arbitrary 0xed. Then the mappings
, i=l,2
are regular and thus there exists M > 0 such that
i a ; > M \\x\\, \/x<=X, i= 1,2.

Suppose that A is bounded from below in the sense
(31)
<Ax,x>>- --||*||2, MX 6 x
and the complementary part is asimptotical zero, i.e.,
(i)
uniformly in [i on bounded sets. Using the following Leray-Schauder homotopy
h t ( x ) := x + -ipipJx + -uibipAx, t G fO, 11, x e X.

e s
(32)
we easily obtain
__ . I I 7* I p <* ^ A T> \<^ _ _ . l l - r l l ^ C ^ /T-ti* . iL s* ^
which is a contradiction, (C. Mortici and S. Sburlan [5]). By homotopy invariance of the Leray-Schauder degree we can conclude that
/ I \ ( \ \ dis 7 + -/uV"M, 5 , 0 = dis 7 + -^$(3 + p.A), 5 , 0 .
Let now use the Berkovitz de0nition of degree for (5+) mappings (e.g. S. Sburlan and G. Moroanu [10]) ds(J + nA, B, 0) = dLS(I + -^M, B, 0) and consider the mapping TL de0ned by (33)
Since L is a compact map and, by (33)
where m(/u) is the sum of algebraic multiplicity of all eingenvalues A > - of L. It then follows that f(n^) = <^(// 2 ) whenever the eingenvalue AO = -^- has odd algebraic multiplicity because it appears only in the expresion of Therefore in this case
ds(J + KA, B, 0) ^ ds(J + n2A, B, 0).

Take now the Leray-Schauder homotopies H\ : [0, 1] x X -> X, i 1, 2 Hi(x) = (I-^L)x + -^(Jx + R(^,x)), t [ 0 , l ] , xX,
C
(34)
and therefore,
dLS(I - ^L, B, 0) = dLS(I + i( J + Â + R(^, )), B, 0), = 1,2.

Combine this equalitty with (34) to produce
ds(J + Â + R ( V I , - ) , B, 0) ^ ds(J + n2A + R(2, ), B, 0).

Join linearly fj,l with /K 2 by nt := (I t)^l + t// 2
homotopy
an
d consider the (5+)
X t x ) := J x
Hence it could exist T G [0, 1] and xr G dB such that JxT + nTAxT + R(nT , XT) = 0, that is the equation (29) has nontrivial solutions in any neighbourhood of (e//o> 0) G M x J5^, and thus (efiQ, 0) is a bifurcation point for (29). Thus we have proved an analogous of Krasnoselskii theorem for monotone type operators (e.g. S. Sburlan [8]). Theorem 2. (Krasnoselskii). Let /j,0 be a characteristic value with odd algebraic multiplicity of the linear compact operator L G L(X). If there exist , 6 > 0 such that (i)-(ii) hold, then (/i 0 ,0) G R G X is a
bifurcation point for (29).
Example 2. If consider R ( f i , x ) := / j , \ \ x \ \ 2 J x , then

,x),x >= H\\x\\2 < Jx,x >= H\\x\\4.
The above results can be applied in Sobolev space X : H1^). The corre-
sponding operator is Aw + /i||u||Aw or p-laplacian operator in the general case X := Wl>p(tt). m Let us denote
i- :=ds(J +LiA,B,Q) = dLS(I + -^(j)A, B,0), fi G h,
i+ :=ds(J + nA,B,Q) = dLS(I+-^(t>A,B,Q), n 6 72,

and observe that these degrees are constant in /i1 G /i and // 2 hFor any 0xed r > 0 de0ne the mapping Hr : M+ x X M+ x X* as follows
# r (//, x) := (\\x\\2 - r2, Jx + nAx + R(n, x ) ) , V(//, x ) < E R x X

and we have a formula similar to Ize's formula:
d.(Hr,B,Q) = i--i+,
where B = {(v, x) R x .\>2 + ||a;||2 < <52 + r2}.
(35)
Indeed, by de0nition of (S+) degree (e.g., S. Sburlan and G. Moroanu [10])

we have
where
Ur(fi, x) := (\\x\\2 - r2, (I - pL)x - N(n, x)), V(//, x) e M x X,

and
, x ) ) = o(\\x\
We can now prove a global result concerning the bifurcation under monoto-
nocity condition similar to those under compactness condition proved by Rabinowitz. Theorem 3 (Rabinowitz). If S is a connected component containing the bifurcation point (e// 0 , 0) G S, then we have one of the following two posibilities: (j) is unbounded in M x X . (jj) contains a 0nite number of bifurcation points (e/^-,0) where ?t e "WMoreover, the number of these points, including (/^ 0 ,0), is even.
Proof. Suppose that is bounded in M x X and let G be a, bounded domain that contain and a 0nite number of points (e^ 0 ,0). Moreover, suppose that there is no solution of (29) on 3D. In this case d(Hr,G,0) is well de0ned and independent of r > 0. For r enough small
where Gj are disjoint and each Gj contains only one point (s/j,j,0).
It then
follows from (35) that
where the sum has only an even nonvanishing terms because i*- (j) J+ G {0, 2}. If mj is the algebraic multiplicity of eîj , then
i + C/) = (-l) m ''-(j),
that is i-(j) ^ i + ( j ) , which is possible if and only if ep,j has an odd algebraic multiplicity. We conclude our work with the following
Example 3. Let g : I x M 2 M be a bounded continuous function
\g(t,t,ri)\<M, w e / , (,??) e M 2
and consider the eingenvalue problem
u"(t) + \u(t) + g(t, u(t), '(<)) = f ( t ) , i /
()(*) = 0, i e <9/.
where J := [0, 1] C M, B denotes either Dirichlet boundary conditions

u(0) = w(l) = 0
or Neumann boundary conditions
u'(0) = '(l) = 0,
or periodic boundary conditions
w(0) = (1), u'(Q) = u'(l).

Such Take < G $/} (N(u)(t) problems was extensively studied in the last time (see e.g. Drbek [1]). X := L2(I), L : D(L) -> X with D(L) := {u e C 2 (I); (5w)(i) = 0, de0ned by LM := u", N(u) : X > X the superposition operator := g(t,u(t),u'(t)) and / C(/). With these notations we arrive to the
following equation in X.
Lu + \u + N(u) = f
with L G L ( X ) symmetric and positive. Since L is invertible with i
(Au)(t) = L~lu(t) := f G(t, s)u(s)ds, o

where G : [0, 1]2 M is the continuous function
u X, t [0, 1]
it results that A is compact and the above equation can be written as
u + XAu + N(u) = Af.

Now we can apply the above results.
REFERENCES
[1] P. Drbek, Solvability and Bifurcations of Nonlinear Equations, Pitman Res. Not. Math., 264, Longman, London, 1992.
[2] A. Haraux, Nonlinear Evolution Equations. Global Behaviour of Solutions,
Lect. Notes Math., Vol. 841, Springer - Verlag, Berlin, 1981. [3] G. Morosanu and S. Sburlan, Multiple Orthogonal Sequence Method and
Applications, An. St. Univ. jOvidiusj Constanta, 2 (1994), 188-200.

[4] C. Mortici, Bifurcations for Semilinear Equations with Compact Nonlinearities, Bull. Appl. Com. Math., BAM-1714/'99XC-B, pp.265-272.
[5] C. Mortici and S. Sburlan, Bifurcations for Semilinear Equations of Monotone Type, An. Univ. Ovidius Constanta, vol. 7, (1998) fasc.2, pp. [6] J. Neas, Les Mthods Discretes en Thorie des quations Elliptiques, Ed. Academia, Praque, 1967.
[7] D. Pascal! and S. Sburlan, Nonlinear Mappings of Monotone Type, Sijhoce
& Noordhoce Int. Publ., 1978. [8] S. Sburlan, Gradul Topologic. Academiei, Bucureti, 1983. Lecii asupra Ecuaiilor Neliniare, Ed.
[9] S. Sburlan, Luminita Barbu and C. Mortici, Ecuaii Difereniale, Integrate

i Sisteme Dinamice, Ex Ponto, Constanta, 1999.
[10] S. Sburlan and G. Morosanu, Monotonocity Methods for Partial Dioeerential Equations, MB-11/PAMM, Budapest, 1999.
[11] E. Zeidler, Applied Functional Analysis, Appl. Math. Sci., 108, Springer-
Verlag, Berlin, 1995.
Implied Volatility for American Options via Optimal Control and Fast Numerical Solutions of Obstacle Problems
Srdjan Stojanovic
Department of Mathematical Sciences University of Cincinnati Cincinnati, OH 45221-0025 U.S.A.
srdjan@math.uc.edu http://math.uc.edu/~srdjan http://CFMLab.com December 2000
1. Statement of the Problem

Let S(t) denote the price S of a particular stock at the time /. We suppose that the price evolves on the stock market
according to the stochastic differential equation
dS(t) = 5(0 (a(t, 5(0) dt + cr(t, 5(0) dB(t)}
where a(t, S) is the appreciation rate, <r(t, S) is the volatility, and B(t) is the standard Brownian motion. An American call option is a contract that entitles the holder to buy the stock at the prescribed strike price, denoted k, up until the prescribed expiration time, denoted T. An American put option is a contract that entitles the holder to sell the stock at the prescribed strike price k, up until the prescribed expiration time T. Although an option does not have to be exercised, if it is, the time of the actual exercise is a stopping time r < T. We shall assume for simplicity that the underlying stock does not pay the dividend. It turns out that under such an assumption the optimal exercise time for the American call option is T = T (or alternatively, option is let to expire). Therefore we concentrate our
attention to American put options. Suppose the holder of the put option does not own the stock, and wishes to exercise at some time T. That means he/she buys the underlying stock on the open market at the price S(T) and then
sells the same stock at the strike price k. The payoff for the holder is equal to k - S(r). Moreover, since option does not have to be exercised, the payoff is never negative - i.e., the payoff is equal to 0(S(r)) = Max(0, k - S(T)). According to the celebrated Black-Scholes theory [2] (treating European options), the fair price of an American put option with fixed strike price k, and fixed expiration time T, as a function of the current running time t and the current price of the underlying stock S, is the unique solution of the (degenerate) backward parabolic obstacle problem:
8i/i(t, S) + 1 s2 d <),(t S) ^ ^2 +/ . 5 d<K<' fl _,^ ( < > S) = Q i n # = ((/, 5); W, 5) > Max(0,*-5)}
Ot 2
(7O OO
tf/(t, S) > Max(0, k-S)

<fi(t, S) = Max(0, k-S) on T = dN f~\ {(I, S);t<T,S>0]
together with the terminal condition

i/i(T, S) = Max(0, k-S)
where r is the interest rate, Max(0, k - S) is the obstacle as well as the terminal condition, N is the non-coincidence set, T = dN n {(t, S);t<T,S> 0} is the free boundary. Notice that no boundary condition is imposed, due to the
degeneracy of the governing partial differential equation. The option trading significance of the free boundary is
that if the price of the underlying stock drops below certain threshold (the free boundary T), then it does not make
further sense to hold (or trade) the particular put option, and instead, such an option should be exercised.
On the other hand, according to the Dupire theory (see e.g. [3] for the case of European options), the fair price of an American put option with fixed underlying stock price S, at fixed time t, as a function of the expiration time T and the option strike price k, is the unique solution of the (degenerate) forward parabolic obstacle problem (written in the free boundary problem form):
V(T,k)>Max(0,k-S)
V(T,k)= Max(0, k-S) onF = dNf] {(T, k); t0 < T, k > 0)
dV(T,k) , - ^ = 10nr 1
together with the initial condition

V(tt>, k) = Max(0, k-S)
The trading significance of the free boundary now is that for the given current price of the underlying stock S, only options with strikes below the free boundary should be considered for trading. It is remarkable that the same volatility function or, with different arguments, appears in both problems (as well as in the underlying stock price
evolution SDE above). Also notice that in either one of the problems the underlying stock price appreciation rate a(t, S) does not appear (but instead the known interest rate r does), while volatility cr is of the deciding importance (options with different underlying volatilities have significantly different prices). It is then of paramount importance to have a precise estimate of the volatility cr.
Volatility of the underlying stock price cr can be estimated from the historical statistical data accurately. Nevertheless, the volatility changes, and in the above equations it is the future volatility that appears and not the current or past. Moreover, knowing or having a good estimate of the future volatility may be useful in trading for other
reasons, as well. Therefore it is of great importance in trading options or even stocks, to have a reliable and efficient technology for estimating future volatility cr based on the current prices of the whole variety of the corresponding call and put options. For example, for the underlying QQQ (Nasdaq-100 Index Tracking Stock), AS OF DEC
26, 2000 10:46:20 AM (E.T.), the collection of sufficiently liquid put options with expiration in January and
February of 2001 (T = 1.05593, 1.13259; time is measured in units of years, and we start at the year 2000), with different strike prices (the second column), had the following market prices (the third column):
.05593 .05593 .05593 .05593 .05593 .05593 .05593 1.05593 1.05593 48 0.781251 50 1.03125 51 1.1875 52 1.375 1.625 53 54 1.875 55 2.1875 56 2.375 c 1.13259 48 57 2.75 1.13259 50 1.05593 58 3.125 1.13259 52
1.6251
1.05593 1.05593 1.05593 1.05593 1.05593 1.05593 1.05593 1.05593 1.05593 1.05593 1.05593 1.05593 1.05593 ,1.05593
59 60 61 62 63 64 65 66 69
70 71 75
83
86
3.6875 1.13259 4.3125 1.13259 4.6875 1.13259 5.1875 1.13259 5.8125 1.13259 6.375 1.13259 6.875 .1.13259 7.625 9.875 10.75 11.5 14.875 22.75 25.75.
55 56 59 60 65 75 80
2.125 2.625 3.6875 4.0625 5.3125 5.8125 8.8125 15.8125 20.1875,
(Notice, by the way, how much more trading activity is performed for options that expire sooner rather then later.) The question is what can be said about the (market consensus about the) future volatility cr of the underlying stock price based on these recorded prices. The present paper describes a methodology for answering that question based
on the optimal control theory for obstacle problems, as well as on a fast numerical solution of the Dupire obstacle problems. Some alternative methods can be found in [3].
2. Some Remarks on Obstacle Problems

We recall some known facts about obstacle problems, introduce some new (see also [6,8]), as well as a method for solving obstacle problems, employed in our fast numerical solution of the Dupire obstacle problem.
2.1. Various Formulations of Obstacle Problems

Consider, for the sake of simplicity, an obstacle problem for the Laplace's operator and with zero obstacle. Everything that follows can be generalized to the case of arbitrary, sufficiently regular obstacle, as well as to the case of an arbitrary elliptic (or parabolic) operator with smooth coefficients. Obstacle problem can be formulated in many different ways. Arguably, the most popular way is the variational inequality formulation. Let fl c R" be a bounded domain with regular boundary, let (-/) e 2(fT) be the right hand side, and let g e //'(H), g > 0 be the boundary value. Denote also //g(H) = g + //o(fi), and K = (v e //g(H), v > 0}. The variational inequality formulation of such an obstacle problem is:
Find v e K, such that
for any ip e K. It is worthwhile emphasizing that the obstacle appears explicitly as a constrain! imposed on all
functions considered as possible solutions.

As it is very well known, such a problem has an unique solution. The variational inequality formulation is useful because it allows an easy variational proof of existence of the weak solution, as well as its uniqueness. Furthermore, the higher regularity of the weak solution can be established posteriori via additional arguments. Indeed, under above assumptions v e 7/c(fl) (see e.g. [5]). Increasing the regularity of the right hand side yields higher
regularity of the solution, but not beyond Ô'"(fl) (unless obstacle does not affect the solution). The solution v,
being non-negative, determines two distinctive regions in ft: the coincidence set A = (v = 0) D Q and me non"
coincidence set N = {v > 0) f| ft. The boundary separating the two T = d{u > 0( f| H is called free boundary. In
general, free boundary is not a smooth surface no matter how smooth is the right hand side (see [4] for fundamental results ensuring smoothness of the free boundary under additional assumptions; see also [5]).
2.1.2. Semi-Linear PDE Formulations of Obstacle Problems

Here are couple, not so well known, formulations of the same problem, introduced and utilized by the author in [6,8].
Let IA(X) be a characteristic function of the set A, i.e., let IA(x) = 1 {
1, x e A
0, x $ A
. Also let
h+ = Max(/z, 0), h~ = -Min(h, 0) be the positive and negative parts of h, so that h = h* - h~. The above obstacle problem can be formulated as:
Find v e H*(l) f| H^(fl) such that
-Av + // (v>0 ) = 0
/" /(v=0| = 0
All the equalities are to be understood as equalities almost everywhere.

The above obstacle problem can also be formulated as:
Find maximal v e //j(ft) f| //,2c(ft) such that

-Av + //,v>0) = 0
Alternatively, let
-W.* = fw e tf](n) 0 tfi2oc()> -A v + / /,,,>0) = 0) then

v(x) = MaxÂ-,AU w(x).
X\fljg is typically a small set. All the elements of X\ fljg are non-negative functions due to the maximum principle, and if/ > 0 then X\fijg is a singleton consisting of the solution of the obstacle problem. Notice also that the non-negativity follows although no constraint is imposed explicitly in either of the above two formulations.
For example, let ft = (0, 1), g= 1, f(x) = -87T2 cos(47rx). Then î,n,/,g has two elements: wiM = 7 (cos(4 n x) + 1) and w2 (x) = j (cos(4 nx) + 1) ^<)U(jt>i)> me fifst one being larger, and therefore being
the solution of the obstacle problem. Notice also /" /(W2=o) = -8^ 2 cos(4wx)/ ( | < . t< ||W * 0.
2.1.3. Classical Free Boundary Problem Formulation

Assume / is sufficiently regular. The free boundary problem can be formulated as: Find an open set N c ft and v e C2(AO f| C\N), such that v>0
and
-Av+/=0
in N, such that
v =g
on a N 0 3ft, and such that
and
Vv = 0
on dN fl ft- The last two conditions are called free boundary conditions.
Notice that if / is sufficiently regular, any element of î,n,/,g is a solution of the free boundary problem. This implies in particular that the free boundary problem formulation does not yield necessarily an unique solution. In the above example, both w\ and W2 are solutions of the free boundary problem.
2.2. Maximum Boundary Value Formulation of the Obstacle Problem

For each open N c R", let Aw = R" - A'. Now let
g,w | AV = 0}
Notice that w e H^N(fl) has more then one extension, i.e., representation in //^(R"). Further, let WN be the unique function in //(jgA,(i"l) such that
-AWJV +/ = 0
Notice that if N f~) fi = 0 then vf// = 0. On the other hand, in order to see non-trivial examples of WN, let n = (-l, 1), g = 1 ,/(*) = -10+ 20/(,>( and let ty = (-co, }), jV2 = (-l, oo). Then
t.~ . , . ,
141x 28
21\ . 28^
which looks like
while wÔO = (10 /(r>0) x2 - 5 ^ - -^|i - )
, which looks like
It turns out that the pointwise maximum of functions such as these, yields the solution of the obstacle problem,
which by the way in this example is equal to

V(JC) =
]+
rrn + (5*2 + 2 (-5 + ^
't'-vr)
and looks like
-0.5
0.5
So, formalizing, let

XHJJS = (WN, N c R")
Compared to X\fijf, Xfij^ is much larger. Also, one should notice that, like in the examples above, depending on N, as opposed to X\fijg the elements of X&jf take negative values, i.e., values below the obstacle, as well.
As announced, the obstacle problem can be formulated, and/or solved, simply as

v(x) = Max.reA^ w(x).
Before proving this claim, it is instructive to visualize this maximization (on the same example), together with the solution, and its free boundary:
The following simple facts may have practical implications for numerical searching of the free boundary
(v>0) = l I
\JweXnsj
(w>0)
or alternatively, (v = 0} =I n (w<0) \wsXn.

u
and consequently, for any Y c Xn
{v > 0) D (J
(w > 0)
and
In particular, for any Y c Xnj-g, the set fXe)' {w s 0} contains the free boundary d{v > 0} (~) ^- In order to prove the above claim, since v e Xnjg, we need to show only jv > 0} D Uwe^n, f w > "' êt *e (w > 0} for some w e Xftj. This implies v(x) > w(x) > 0, and therefore x e {v > 0}.
This formulation-solution of the obstacle problem can be compared - judged against the classical free boundary
problem formulation. The free boundary problem can be viewed as the first order necessary condition for the above
maximization problem. The computational efficiency of the present method lies in the fact that for each N, computing the corresponding WH is a linear problem. Still, in general, especially in higher dimension, choosing proper A"s, i.e., choosing sufficiently representative finite family Y c ^n,/,g mav indeed be difficult, or at least additional
issues will need to be addressed there. Nevertheless, in special cases such as the Dupire obstacle problem, when the
geometry of the solution and of the free boundary is well understood a priori (in spite of being unknown), the above maximization can be done very efficiently.
2.3. A Proof of the Equivalence

We shall prove that if v(x) = MaxweXn.fg w(x). and if z e H^(Cl) f) H?x(n) satisfies
/(z>o) = 0
then v = z. Indeed, since z e An_/,, all what is needed to prove is that if WN e A'n./.g, then z > w^. To that end recall
I
Jnrw
for any ip e //0' (H f| AO, and

f( Jn
for any y e H^(Cl). Consider (WN - z)+ e H^(fi). Notice also (ww - z)+ lnnAA. = 0. Therefore
f (Vw w -V(w w -z) + +//A, (WAf -z) + )dx = 0 Jn
and
Jn
f (Vz- V(w w -z) + +// (z>0 ) (wN -zDdx = 0
Subtracting 0= f(|V(w^-z) + |2 +(/ + -/-)(/ w -/ (r> o))(w A ,-z) + )^ =

Jn Jn
f ( I V(WN - z)+ |2 +/+ (1 - ;,z>0)) (WAT - z)+ - /" (/ - 1) (WN - z)+) d^ > f ( | V(wN - z)+ |2) dx
Jn
since /" /(_->o) = /" /(:>oi = /" , yielding V(wN - z)+ = 0, and therefore (WN - z)+ = 0, and finally z > WN.
m 3. Fast Numerical Solution of the Dupire Obstacle Problem

Back to the Dupire obstacle problem (free boundary problem formulation):
Y(T, k) > Max(0, k-S)
V(T, k) = Max(0, k-S) on T = <9 W fl ((T, k); ta<T,k>0}
d V(T, k) = 1 on F dk
together with the initial condition

V(t0, k) = Max(0, k-S)
Under some theoretical assumptions, that we shall not be going into here, the Dupire obstacle problem admits an
unique solution.
This problem is approximated by the time finite difference variant:
V(T, k)-V(T-dT,k)\ 1 2 d2 V(T, k) u , ' ' \* -\+-k ~ , ~ rr(T > V dT I 2 ok26P 0 inN = {(t, S); V(T, k) > Max(0, k-S)}
v
]f\ >*)
I ~ tr K. ~
d V(T, k) ok
V(T, k) > Max(0, k-S)

V(T,k)= Max(0, k-S) onT =
, k); ta < T, k > 0)
dV(T,k) = 1 onT dk
i.e., by the family of 1-dimensional elliptic obstacle problems, that are solved (numerically) in succession. For example, if <r(T, k) = o-stat = 0.531349 (QQQ statistical historical volatility based on daily closse between March 10, 1999 and December 22, 2000), then it rums out that the corresponding solution looks like
150 100
50
while, more precisely, its free boundary looks like
Free Boundary
80
1.02 1 . 0 4 1 . 0 6 1.
The geometry of the solution is very simple: the free boundary is a graph of a function, i.e.,
T = {{T, g(T)}, {T, to, t\}}; moreover function g is strictly increasing (initiating at the price of QQQ AS OF DEC
26, 2000 10:46:20 AM (E.T.)) . Those two facts can be exploited in the search for the maximal boundary value
solution of each 1-dimensional elliptic problem, like in 2.2.
4. Optimal Control Problem

The above Dupire obstacle problem can be written more precisely, for example in its complementarity form
d V(T, k} 1 2 d2 V(T, k) + k dT~ 2 dV
y(T,k)>Max(0,k-S)
<T(T k)
'
~'
together with the same initial condition above. Also, for the purpose of numerical solutions, we need to restrict the consideration on a finite domain, say {(T, k);t$<T < t \ , k f , < k < k \ } , for some 0 < &o < k\, with some appropriate truncation boundary values at k = k$ and k = k\.
Let the class of considered volatilities be:
AT = (cr e i2((r0,
0, f ' f [(
dT dk
For each <r e K let V(cr) denote the unique solution of the Dupire obstacle problem (this is formal, and motivated by the numerical scheme; for the sake of theoretical results it might be necessary to impose more restrictions on the set of admissible volatilities, which in turn would make the numerical scheme less natural). So, from the discrete
option price observations, we construct the target functions vt(k), i = 1, .., n, that the solution of the Dupire obstacle problem is supposed to match. So n is the number of different expiration times considered. We adopt the cost functional
JW = T-
,(-^) + , 2 r(r,
/do-(T, k)\2
where e\, 3, qi(k) > 0 are given and crslat is the statistical estimate of the constant volatility.
The optimal control problem is to find

a-aft e K
such that
/(ôpt) = Mm(J(cr), creK)
m 5. Derivation of the Minimization Algorithm

The state equation being what it is, the functional J(<r) is not differentiable, but rather only Lipschitz continuous (in an appropriate sense). This is a very well known phenomenon in the theory of optimal control of variational
inequalities (see e.g. [1,7],). Nevertheless from the practical point of view, from the point of view of designing a working numerical optimization algorithm, this is not a problem at all. Indeed, for a fixed <T<=K, such that J is
differentiable at cr (see [7]) and a such that a- + So" e K, compute the directional derivative of J in the direction a":
J' (a-; ZT) = lira s_>0
w
/ s
' =/ , i >
+
(K(r/, k) - v,(sj) w(T,, k)q,(k)dk + /i/i. v
/o
h, \
dk
dk
where
,T M iw(T, k) = Mm
<5->0 S
is the unique solution of the forward equation
dT~ 2 M-
dw(T,k)
62w(T,k)
a(T k)
> ~
rk
ST- = ~* dit ^ k)<T(T> k}
dw(T,k)
l2d
V(o-)(T,k)
,_,
in the non-coincidence set # = {(T, k); V(cr) (T,k)> Max(0, k - S)} [~] {(T, k); I0 < T < t\ , kg < k < k\ }, and
w(T, k) = 0
in the coincidence set A = {(T, k); V(cr) (T, k) = Max(0, k - S)}. Let for any ! < ( ' < , p,(T, k) be the unique
solution of the backward equations (not obstacle problems) in the non-coincidence region:
(a-(T, kf +k(4 o-(OJ)(7", k) + k o-(0'2)(7", k)) cr(T, k) + k2 o-(0'[\T, k)2 + r) p,(T, k) = 0
for N 0 {(T, k); t0 < T < T,}, with the terminal condition
Pi(Ti, k) = -(V(<r)(T,, k) - v,(k))q,(k)
and (non-cylindrical) boundary condition
on the lateral boundary of N f| {(T, k); t0 <T < 71,}. Each p, is furthermore extended as zero outside of the noncoincidence region. By means of integration by parts, this terminal-boundary value problem is equivalent to its weak formulation:
Nr\{(T,k);l,<T<T,\
JJ
_____). + l
r<f>(T:,k)Pl(T,k)dk=
f'(
Ti, k) - Vi(k))qi(k) <t>(T,, k)dk
Jka Jka
Jka
for any smooth test function (/> such that 0 = 0 on the backward parabolic boundary of the non-coincidence set. In particular, if 0 = w,
Z JJ
JJ
ff
Jl0
e
Jka
e, -^ + to (a-(T, k) - o-5tat) v(T, k)dkdT +
aV(r, k)
I r" da-(T, k,)
U,0
HTcr(T,ki)dT-
dk
j,0
r"
dk
f fPrrtT k\
', k) - o-stat)
On the other hand, there exists z such that
W7.
Since /'(cr;a) = VJe(cr)-o for any admissible a, we conclude that, for any T, z(T, ) is the solution of, and consequently can be computed as a unique solution of the boundary value problem for an ordinary differential equation (regularization equation):
d2z(T, k) dk2
eo z(T, k) = -k2
-o-(T,k)}_i(Pi(T,k)X(,{,,n. /=i
ff-<r(T, k)
' H to (<r(T., k) - crslat) I
with boundary conditions

dz(T, kg)
=
da-(T, kg)
dk
dz(T,k,)
dk
~
=
dk
da-(T,k,)
dk
We summarize the steepest descent minimization algorithm. The single iterate is done in 4 steps:
1) for given cr(T, k), V(cr)(T, k) is computed as the unique solution of the Dupire obstacle problem;
2) pi(T, k), i = l , ..., n are computed using V(cf)(T, k) as solutions of the adjoint equations in the noncoincidence region;
3) V(<r)(T, k) and all of the p,(T, k)'s are used in the regularization ODE's computing the gradient z(T, k);
4) a-nextC?1, k) = a-(T, k) -pz(T, k), for some p > 0.
6. Example: Put Implied Volatility for QQQ (Nasdaq-100 Index Tracking Stock)
We proceed with the data shown in Section 1. The first step is to construct the target functions v,(A), i = I, 2, that the solution of the Dupire pde is supposed to match. They look like
v
il k l (Expiration) T = 1.05593 25
55
60
65
70
75
80
85
k (Strike)
2 [ k ] (Expiration) T = 1.13259 20
15
17.5 12.5 10 7.5

60 65 70 75
k ( S t r i k e )
The steepest descent method is initialized by selecting the volatility function to be a statistical volatility cr(T, k) = o-stat; see above. After a number of iterations, on two different grids, the optimal volatility function, as a function of strike and expiration time looks like
150 100
50
The corresponding solution of the Dupire obstacle problem, together with the free boundary, and together with the observed prices, looks like
1.1
One can notice two features above. One is the reduced smoothness of the free boundary, as compared to the one presented before in the case of the constant volatility. The second feature is that the observed option market prices are all below the computed free boundary, as theory postulates: options with strikes above the free boundary need to be executed, and not be held or traded. Proceeding, the corresponding gradient (the smallness of the gradient is the measure of the success of the minimization procedure; more iterations on the same grid, as well as going down on the finer grid and performing a number
of iterations there, would reduce the gradient, and the precision of <r) was
150
100
50
while the solution of the Dupire obstacle problem was matching the targets quite well:
25 20 15
55.
20
65
70
75
80
85
15
75
80
Finally, in order to concentrate our attention on time dependence of the implied volatility, we average the computed implied volatility for each time. The average, superimposed with points representing times of expiry (January and February 2001), looks like
It is interesting to compare the term structure of the put implied volatility, with the one computed for calls (instead of the Dupire obstacle problem, Dupire partial differential equation and it's optimal control was used) on the same underlying (the constant statistical volatility is plotted, as well). The comparison, i.e. the mutual relationship between the two may suggest some insight about the option traders short term outlook of the (Nasdaq) market:
AS OF DEC 26, 2000 1 0 : 4 6 : 2 0 AM ( E . T . ) $60.25
(Indeed, if an option trader expects QQQ price to increase, he/she would like to buy a call option (sell a put option). If many option traders share that opinion, the price of the call will go up, and price of the put (on the same underlying) will go down, and consequently its implied volatilities, as well. So, the difference in implied volatilities for calls and puts on the same underlying can be attributed to such a scenario, and consequently, can be exploited.) Although the market outlook sometimes changes suddenly, later that same day, the outlook did not look much different,
AS OF DEC 26,
2000
4 : 1 5 : 2 2 PM ( E . T . )
$60.88
Many more details, including the complete implementation of the above algorithm, can be found in [9].
References
1. V. Barbu, Optimal Control of Variations! Inequalities, Pitman, 1984.
2. F. Black and M. Scholes, The pricing of options and corporate liabilities, J. Pol. Econ. 81 (1973), 637-659.
3.1. Bouchouev and V. Isakov, Uniqueness, Stability, and Numerical Methods for the Inverse Problem that Arises
in Financial Markets, Inverse Problems, 15 (1999), R1-R22
4. L. A. Caffarelli, Regularity of free boundaries in higher dimensions, Acta Math. 139(1977), 155-184.
5. A. Friedman, Variational Principles and Free Boundary problems, Wiley, 1982.
6. S. Stojanovic, Remarks on W^-solutions of bilateral obstacle problems, IMA preprint #1318, University of
Minnesota (1995).
7. S. Stojanovic, Perturbation formula for regular free boundaries in elliptic and parabolic obstacle problems, SIAM J. Control AOptimiz., 35 (1997), 2086-2100.
8. S. Stojanovic, Modeling and minimization of extinction in Volterra-Lotka type equations with free boundaries, J. Differential Equations 134 (1997), 320-342.
9. S. Stojanovic, Computational Financial Mathematics, (book and CD-ROM in preparation).
First Order Necessary Conditions of Optimality for Semilinear Optimal Control Problems
M.D. Voisei
Dept. of Math., Ohio University, Athens, OH, 45701, USA
Abstract
This paper is concerned with the providing of necessary condition of optimality for optimal pairs (y*,u*) with respect to the cost functional g(y) + h(u) subject to Ay + Ly = Bu + /, where A, B are linear and L is Lipschitz continuous. One example of applicatios of our necessary condition to a semilinear elliptic equation is presented in terms of Clarke's generalized gradient.
1. Preliminaries
In this article we investigate first order necessary conditions of optimality for optimal pairs of problem (P) Minimize
g(y)
+ h(u)
on all (y,u) G V x U subject to state equation f.

Here (U, (, ){/), (H, (, )# are Hilbert spaces, V is a Hilbert space which is not identified with its dual V* such that V C H C V* algebraically and topologically with dense inclusions, V is compactly imbedded in H,
g : H > IR and h : U > 1R U {00} are given functions, L : H H is Lipschitz continuous, A 6 L(V, V*), B 6 L(C7, #) and f H. We denote by || the norm in V, with {, } the pairing between V and V*, with | * the norm in V*, with | H the norm in H and with | \u the norm in U. Assume (P) has an optimal pair (y*,u*) V x U. The main idea is to linearize the state equation by introducing a new control variable and by penalizing the cost functional with an appropriate function we construct a sequence of approximative problems depending on (y*,u*) and a parameter e > 0, given by
(Pe) Minimize
g(y] + h(u) + \v-Ly2H + \u-u*2u + \y- y*

on all (y, u, v) e V x U x H subject to state equation
f.
2 Hi
Under some suitable assumptions on g, h, B, A and L problem (Pe) has at least one solution. We will derive the approximative necessary conditions of optimality and prove that these conditions converge in some sense, for e > 0, to the necessary optimality condition of (y*,u*). Previous treatments of this problem for L = d<f> the subdifferential of a proper convex lower semicontinuous function tp, are due to Barbu [2] and use the penalization function (p(y) + <f>*(v) (y,v) and the same state equation for the approximative problem (Ps). Here we study the case of Lipschitz continuous L followed by an example governed by a semilinear elliptic equation. Related results can be found in Aizicovici, Motreanu & Pavel [1] and Tiba [7]In what follows, for a locally Lipschitz continuous function F denned in a Banach space X, we define its directional derivative by (see Clarke
F(x-v) =limsup (l/t)(F(x + tv)-F(x)}, x,v e X.

The Clarke generalized gradient dF : X > 2X* of F is defined by
(I)
y dF(x) iff (y,w)x*xx < F(x;w), Vw e X,
(2)
where X* is the dual of X and (-.-}x*xx denotes the dual product between X and X*. When (X, (-, -)x) is a separable Hilbert space, we can construct the regularizations of F given by
)= /
J TRn
F(Pnx - \Anr)pn(T)dr, x 6 X,
(3)
where A > 0, n = [A"1], {em}m=i ig an orthonormal basis in X, Xn is the finite dimensional space generated by (em}^=1, Pn is the projection of X
into Xre, that is, Pnx = (x, em)xem, An : Kra > Xn is denned by A n (r) =
m=l m=l
Pn
r m e m , r = (n, ..,</-) and pn e C0(IRre), ^(0) = 0 for
> 0, />^ = 1, Pn(9) = Pn(-6), W e M ". We recall that FA is Frechet differentiable and if we denote its Frechet derivative with VF\, then the sequence (V-F\) is uniformly bounded on bounded subsets of X, lim F\(x) = F(x), Vx 6 X, and if x\ > x strongly in X and VF A (x A ) -> ^ weakly in X*, then ^ e 5F(x) (see Barbu [2]). For a proper, convex, and lower semicontinuous function h : U > IR U {00} the directional derivative of h is given by
h'(u;u) =lim (l/t)(/i(w + tu) - h(u)), u,ueU (4)
and the subdifferential dh : D(dh) C U > 2U is denned by 77 e 9/i(w) iff (77, u; - u)v + h(u) < h(w), Vw e U. (5)
We refer to Motreanu & Pavel [6] for results of convex analysis used in this paper. We have considered the function SL : H x H > IR, defined by
SL(y,v) = \\v - Ly\\ y,v H.
(6)
In the following Lemma we characterize its generalized gradient. Lemma 1.1 Assume L : H H is Lipschitz continuous. For z H we define /z : tf - IR by
,xH.
(7)
ii) SLO(y,v;y,v) = (v - Ly,v)H + fQ(v_Ly)(y;y}, Vy,v,y,v e H, iii) (w, z) 6 dSL(y, v) iff z = u Ly and u> e dfz(y), iv) H H ^ t f k / f . V K ^ e a S ^ y , * ; ) , where K > 0 is the Lipschitz constant of L. v) If (wn,zn) 6 dSL(yn,vn), n>l and
wn * w weakly in .fiT, zn > 2: weakly in /f, un > v weakly in H, and yn -> y strongly in H,
Then the following statements are true i) SL is locally Lipschitz continuous in H x H and fz is Lipschitz in H for every z G H,
(8)
then (w,z) E dSL(y,v). Proof. Easy calculations show that

SL (y, v; y, v) = _hmsup
y-*y,tlo
(y,v)->(y,v),tlO
(\v + tv - L(y + ty)\2H - \v - Ly\2H) =
=hmsup (v -Ly,v- \(L(y + ty) - Ly))H = (v - Ly,v)H + ffv_Ly)(y,y),

for every y, v,y, v G H, so, ii) is true and it implies iii). iv) For each (w, z) dSL(y, v) we have z = v Ly and w 6 dfz(y]
that is
(w,y)H <limsup -(z,L(y + ty) - Ly))H < K\z H\y\H, Vy e H,

or \w
< K\Z\H, where K > 0 is the Lipschitz constant of L.
v) We have zn vn Lyn and wn dfZn(yn}. potheses imply
Therefore the given hy-
zn > z = v Ly weakly in H. From
(wn,v)H <limsup -(zn,L(y + tv) - Ly)H, Vv e H,
we infer that for arbitrary fixed v <G H there exist (y n ), (tn) such that
\yn-yn < n>
<tn<
nand
(w n , v)H < -(*, L(yn + tnv) - Lyn)H + , Vn > 1.

We can assume, by Mazur Theorem, that
(9)
wn = V] Oilnwni > w strongly in H and zn = Y^ a^zTli > z strongly in H
(Here /n is a finite set of positive integers, a\ > 0 and^ o^ = 1). Then (9) can be written as
ie/n
(n,v)H < -(zn,L(yn + tnv) - Lyn)H + i, Vn > 1.

If we let n > oo in (10) then we get
(10)
<limsup -(zn,L(yn + tnv) - Lyn)H =

re>oo
=limsup -f (2, L(yn + * n u) - Lyjn <

nxx
<limsup -}(z,L(y + tv) - Ly)H,
because yn > y strongly in .ff. Since f is arbitrarily chosen we conclude that w fz(y)
55 L (y,t;).B
and (w,z) G
Remark 1.1 Let us notice that in the previous Lemma we have proved the following
w
wn > w weakly in H, zn s- z weakly in H, 2/n - y strongly in H, ,
n G Jzn (yn)
2. The Main Result
Let us consider the assumptions (Ai) V,U,H are Hilbert spaces, H is separable, V is dense in H and the inclusion of V into H is compact, (A2) g is locally Lipschitz continuous in H and g(y) > C\y\n + D, Vy e H, where C > 0, D 6 H, (A3) /i : U > IR U {00} is proper convex and lower semi continuous, (A5) L : H ^ H is Lipschitz continuous, that is
\Lyi - Ly2\ < K\yi - y2\H, VVl,y2 e H (K > 0),

(A6) A L(V, V*) satisfies
(12)
(Av,v)>u\\v\\2,VveV
(Ay) A dominates L, i.e.,
(u>0),
(13)
uj\i > K,
\\v\\2 where A! = infi11-^-; z; e V. v = 0).
-71 M v
In the following we suppose that (Ai A 7 ) are fulfilled. Theorem 2.1 Let (j/*,u*) V x C/ be a solution of (P). Then there exist p G V, G # such that
l/f
-A> - e ^(y*), B*p e dh(u*}, e 0/_p(y*).

Proof. Let us prove first that (Pe) has at least one optimal solution (ye, ue, ve}. We define
AH : D(AH) = {yV;AyH}cH->HbyAHy
= Ay,y D(AH)
and, since A is a linear homeomorphism between V and V*, we can consider D(AH) as a Hilbert space endowed with the inner product
,Vu,v G D(AH}.
The above assumption imply inf(P ) > oo and if (ynûnivn} is a minimizing sequence, that is Ayn + vn = Bun + f and
Then ( D ( A H ) , (-, }D(AH)} is compactly embedded in V and A G L(D(AH),H).
inf(P e ) < g(yn) + h(un] + vn - Lyn 2H + \\un - u*fv + \\yn- y*\2H <
< mf(P e ) + I (14)
then (yn,un,Vn) is bounded in H x U x H. The state equation Ayn+vn = Bun+f shows, in fact, that (yn) is bounded in D(AH) so, we can suppose that on a subsequence (denoted in the same way for simplicity) we have yn - y strongly in V, v n ~^ v weakly in H, un > u weakly in U,
and Ay + v = Bu + f . If we let n > oo in (14) we infer that (y, u, v) G D(AH) x U x H =: V is a solution of (P). We denote this solution by (y, u, ve). Next, we show that
(y, ue, v) -> (y*, u*, Ly*) strongly in V (15)
Since (y,u,v) is optimal for (Pe) we have g(ye) + h(u) + \v -Ly2H + \\ue - u*\2v + \\y - y*\2H <
(16)
Hence, (ys,u,v] is bounded in V and on a subsequence it satisfies (y,u,v) - (y,u,v) weakly in V, y^y strongly in V, h(u) liminf h(ue) > h(u),
and Ay + v = Bu + /. By passing to limit in (16) we get
h(u) <liminf h(ue) < inf(P) - g(y) < oo,

ej.0
(17)
limsup j-\v - Ly\< inf(P) - g(y) - h(u) < oo,
(18)
lim v - Ly\H = Q,v = Ly,
ej.0
g(y) + h(u] + \ limsup [\u - u*\l + \\y - y* ZH} < inf(P) <
ej.0
(19)
<eg(y) + h(u),
because Ay + Ly = Eu + /. This final inequality proves that
us > u* strongly in U, y > y* strongly in LT.
(20)
But (19) implies w > Ly* strongly in H, since Lys > Ly* strongly in Lf. Therefore
+ f- Ly -^ Bu* + f - Ly* = Ay* strongly in H, i.e. y -> y* strongly in D(A H ),
so (15) is proved. For A > 0, we define
Ix(y, u, v) = gx(y] + h(u] + \SL(y, v) + \\u - u*\l + \\y - y*2H+
where g\ is the regularization of g in the separable Hilbert space H , given by (3). Using a similar argument as above, for every A > 0 problem
(R\) Minimize
on all (y, u, v) e V x U x H subject to

Ay + v = Bu + /,
admits a solution (y\, u\,v\) 6 V and we prove that (on a subsequence) (?/A, U A , vx) - (ye,ue, v) strongly in V x U x V* (21) Indeed, since Aye + v = Bu + f and (yx,u\,v\) is optimal for (Â), we have
M(RX) = I$y\,ui,vx) < Ix(y,u,vs) < C < oo

and this provides us with the boundedness of (yx,u\, v$ in V. Hence, on a subsequence we can assume that
(22)
(yx, ux, vx) -+(y, u, v) weakly in V y\ > y strongly in V, v\ > v strongly in V* , Ay + v = Bu + f , h(ux) -^liminf h(ux) > h(u)
AJ,U
^) > SL(y,v}.
Then, by passing to limsup in (22) we get
+| limsup {\ux - u*\l; + \yx - y*\*H + \ux - u\2H + \yx - y\2H} <
AJ.O
<limsup/ A (yx,ux,vx) <lim Ix(y,ue,ve) = inf(.R.\) < A
< g(y) + A(S) + ^S (y,v) + lu-u*l + \y-y*\2H,

and so
A|0
l i m s u p { u A - M ^ + \y\-ye2H} < 0.
A|0
(23)
This implies UA > u = u strongly in U, y = y, v = v and Ayx Ay = Ay weakly in H since v\ > we weakly in ff. Hence yx > ye weakly in _D(A# ) and eventually on a subsequence yA > y strongly in V, thereby (21) is proved. The necessary condition of optimality for (y\,u\,vx) can be easily deducted according to the principle that if F : X > IR is a given function denned on a Banach space X and F ( z ) =inf F(x) then F(z,v] > 0 for every v e X. In our case, for problem (R\) we find
(Vgx(yx),y)H + hf(ux,u) + l(S^ + (2ux -u*- u,u)u + (2yx - y* - ye,y)H > 0

for every (y, u, v) G V x U x H such that Ay + v = Bu, where
(24)
dSL(yx,vx] C H x H . (yx,vx} e df(vx-Lyx)(yx)

According to Lemma 1.1, we have S^(yx, v\) = vx Lyx, Relation (24) can be equivalently written as
and S$(yx,vx)\H <
vx) + 2yx - y* - ye,y}H - \(vx - Lyx,Ay)H > 0,

for every y D(An), and
(25)
h'(ux,u] + (B*(vx - Lyx) + 2ux - u* - u,u)u > 0, Vu e U,

or,
dh(ux) 3 B*px - 2ux + u* + u,

where p\ = -^(vx- Lyx) e H.
We have
(26)
P\ -> PE = -~(v ~ Ly) weakly in H, Sy(yx, vx) -> w weakly in H, and since Sy(yx,vx) e df(Vx_Lyx)(yx) then by Remark 1.1 we know that
If we let A -> 0 in (25), (26) then we get
(T + \w + y- y*,y)H - \(v - Ly, Ay)H > 0, Vy G D(AH),

where r e dg(ye), and
(27)
dh(ue) 3 B*p + u* -u.

Let ?] 6 D(AH} = {y <EV\ A*y e H} be such that
(28)
A*r]e = r + ^w + ys-y*
Then relation (27) can be stated as
(A^,y}H = -(p,Ay)H, \/y 6 D(AH)
(29)
But
(A*ri,y)H = (A*rj,y} = (r],Ay) = (r],Ay)H.
Therefore (29) is equivalent to rj = p. In this way we proved that p G D(A*H) and
-A*pe - \ws + y*-y dg(y).
(30)
If we multiply the last relation with pe then we get, according to (12), that
U\\Pe\
2
Pe||(d
+ 1^1*) < 0, (Ci < 00),
since {Udg(ye}} is bounded in H. Hence
wv^Tbe H < u\\Pe\\ < \we\* + Cl<^

We have uj\i > K, therefore, (pe) and (~w) are bounded in H so, eventually on a subsequence we infer that
p > p weakly in H, -w > I weakly in H. We can pass to limit in (29) and (30) because A* is weakly-strongly closed in H and B* e L(H, U) to get
-A*P-eedg(y*),B*Pdh(u*). w edf(Ve-LyE)(y), i.e.,
(31)
In order to determine a relation between p and I we start recalling that
y->2/e,*io and so for arbitrary but fixed h E H we have
(we,h)H <limsup -\(vs - Ly,L(y + th) - Ly)H,Mh e ^,
(w,h)H <limsup j ( p , L ( y + th) - Ly)H.

Therefore for every e > 0, there exist y'e e H, t e (0, e) such that \y'e ~ y H < and
(~w, h)H < (p e , L(y'e + tsh] - Ly') + e.

Because ^w =: l > i weakly in H and p > p weakly in H we may assume by the Mazur theorem that on a convex combination we have
n = E c>44; - strongly in H and pn = E apei > p strongly in #

Je/n J6/71
(Here Ira is a finite set of positive integers, a n > 0 and E
n = !)
This allows us to find (n, h}n < j~(pn, L(y+th) Ly)H+, and passing to limit with e > 0 (n > oo) we obtain
(, /i) H <limsup (p,
<limsup ^ ( p , L ( y + th) - Ly)H,Vh

because t [ 0, y^ > y* strongly in H. This final inequality shows that i e df-p(y*}. The proof is complete. 3. An Example to Optimal Control of a Semilinear Elliptic Equation
We investigate the following particular case of (P) (Pi) Minimize
h(u),
on all (y,u) 6 HQ(&.) x [/, subject to
(SE}
\y = 0
{ -Ay + P(y) = Bu + f
in ft,
in ft,
where ft is a bounded open domain of class C2 in IRn, V = -ffo(ft), f/ is a given Hilbert space, H = I/ 2 (ft), g,h,B,f satisfy hypotheses (A2), (A 3 ), (A4) and (3 : IR -^ 1R is a Lipschitz continuous function, i.e.,
P(r2-)\ < K\ri~r2 , Vr a ,r 2 e 1R (K > 0).
(32)
We may see (SE) as Ay+Ly = Bu+f, where A = -A : H%(ty and L : I/ 2 (f2) > L2(J1) is given by
Theorem 3.1 Suppose, in addition to the above hypotheses, that (y*, M*) is a solution of (Pi) and
\i>K
(33)
where A = inf{|Vi>|i,2())/|i>| L 2(Q); v = 0} is the first eigenvalue of A in Q. Then there exist p e H^ft), I e L 2 (O) such that
(ii) B*p e (iii) (x) e p(x)d0(y*(x))
a.e. x e fi.
Proof. Since all the hypotheses are fulfilled, we may apply Theorem 2.1 to find p e #(n), ^ G L 2 (ft) such that
+ 1 3 -^*P, 5*p dh(u*),

The final relation is equivalent to
(t, h}H <limsup (1/t) / (0(y + th) - {3(y}}pdx, Vv e

y->y*,tlQ J
and it can be described as I G dG(y*) where G : L 2 (fi) > IR is defined by
Thus i(x) e p(x)d(3(y*(x)) a.e. x G O (see Clarke [4] or loffe and Levin [5]). Since A* = A, the proof is complete.
References
1. Aizicovici, S., Motreanu D. & Pavel N.H., Nonlinear Programming Problems Associated with Closed Range Operators, Appl. Math. Optim., Vol. 40, pp. 211-228, 1999,
2. BARBU, V., Analysis and Control of Nonlinear Infinite Dimensional Systems, Academic Press, Boston, 1993,
3. BARBU, V., Partial Differential Equations and Boundary Value Problems, Kluwer Academic Publishers, Dordrecht, Boston, 1998,
4. CLARKE, F. H., Optimization and Nonsmooth Analysis, John Wiley and Sons, New-York, 1983,
5. IOFFE, A. D. and LEVIN, V. I., Subdifferential of Convex Functions, Trudy Moskov. Mat. Obshch. (translated in Transaction of the Moscow Mathematical Society), Vol. 26, pp. 3-13, 1972,
6. Motreanu D., Pavel N.H., Tangency, Flow Invariance for Differential Equations and Optimization Problems, Monographs and Textbooks in Pure and Applied Mathematics, Vol. 219, Marcel Dekker, New-York Basel, 1999,
7. TIBA, D., Lectures on the Optimal Control of Elliptic Equations, The 5th International Summer School Jyvaskyla, Lecture Notes 32, Finland, 1995.
Lyapunov Equation and the Stability of Nonautonomous Evolution Equations in Hilbert Spaces
Quoc-Phong Vu Department of Mathematics Ohio University
Athens, OH 45701, U.S.A.

and Siu Pang Yung Department of Mathematics University of Hong Kong Hong Kong
Abstract. We apply the method of Lyapunov equations A*P + PA = I to the question of exponential stability of the differential equation u'(t] = A(t)u(t),t > 0, in a Hilbert space E. Under some suitable conditions, we show that the solutions are exponentially stable provided that A(t) generate exponentially stable semigroups with exponential types < a < 0, and are slowly varying in some sense. Estimates are also given for the rates of convergence of the solutions to zero.
1. Introduction
Let A(t) be closed linear operators on a Banach space E such that the differential equation
u'(t) = A(t)u(t),t>0,
(1)
is well-posed, i.e., for each XQ from a dense subset T> C E, Eq.(l) has a unique solution
with u(0) = x 0 , which depends continuously on the initial value x0. In this paper, we are concerned with conditions which imply that solutions to Eq.(l) are exponentially stable, i.e. \\u(t)\\ < Ne-fft\\u(Q)\\ for every solution u ( t ) of Eq.(l), where N and a are positive constants.
Note that if dim E < oo and Eq.(l) is autonomous, i.e. A(t) = A are independent of t, then its solutions are exponentially stable if and only if all eigenvalues of A have
negative real parts, i.e., there exists a positive number a such that
tr(A) C {A C : Re A < -<r},

where u(A) is the set of eigenvalues (the spectrum) of A. However, it is well known that a similar statement does not holds for nonautonomous equations. Indeed, assume that A(t) = V'~l(t)AÛ(t), where
A
. / 1 5 \ ,,,.,. / cost s'mt =( 0 - l j ' ^ = ( - s i n t cost
Then
a(A(t}} = {-!}, for all t > 0,

but the solution matrix is
m (
_ ( e*(cos ^ + | sin t) e~3t(cos t - \ sin t) ' ~ { e'fsin t - | cos t) e-3t(sm t + f cos t)
and therefore is unstable (see [2]). Various conditions have been obtained for equations (1) in a finite dimensional space , that, together with the condition of uniform exponential stability of the
matrices A(i),i.e.
||e sA(( >|| < Ne'", ((7 >0, N > I are independent of <),
(2)
imply the exponential stability of solutions of Eq.(l) (see [1,3,5,7,10]). All these conditions express the property that A(i] are slowly varying matrices in a suitable sense. To our knowledge, analogous results have not been obtained for Eq.(l) in an infinite dimensional space.
In this paper, we consider the problem of exponential stability of Eq.(l) in infinite dimensional Hilbert space, and we extend some results of the above mentioned papers to this case. Namely, we prove that if A(i) are uniformly bounded (i.e.
sup t>0 ||A(i)|| < oo) and slowly varying in an appropriate sense, and if (2) holds, then solutions to Eq.(l) are exponentially stable. We also obtain estimates of the rate of convergence of the solutions u(i) to zero (Theorems 7 and 8). The method we use to obtain these results is based on the Lyapunov's equation A*(i)P + PA(i] = I with the variable operators A(t). This method also allows us to extend the results to some cases involving unbounded operator coefficients. For other recent applications of Lyapunov equations in the stability theory of evolution equations in infinite dimensional spaces see [13-15]. Throughout the paper T>(A) denotes the domain of an operator A, and a (A] denotes the spectrum of A.
2. Main Results.
Assume that A(i] are closed linear operators on a Hilbert space E which satisfy the following conditions:
HI. A(t) = iA0 + Ai(t), where A0 : E E is a self-adjoint, generally unbounded, operator, A\(t] are bounded, and A0 commutes with Ai(t) for all i, i.e. from x 6
V(Ao) we have Ai(t}x e T>(A0] and AQAi(t}x = Ai(t)A0x, for all t.

H2. supô ||Ai(i)|| < oo, and
||eî(0|| < jVe~ CTS , (a > 0,7V > 1 are independent of t). H3. For every x G T) := "D(Ao), the function t H-> Aj(i)a; is differentiable and A\(t]x is a bounded operator from T> to E1, so that it can be extended by continuity to a bounded operator on E. Note that conditions H1-H3 include the case of Eq.(l) with bounded operators A(t), in an infinite dimensional Hilbert space (set A0 = 0). It also follows from the theory of evolution equations (see e.g. [8], Chapter 5, Theorem 2.3 and 3.1) that under these conditions there exists an evolution system U(t, s)(0 < s < t < oo) associated with Eq.(l), such that solution of Eq.(l) with the initial value u(0) = x is given by u(t) - U(t,Q)x,t > 0. Our method of investigation of the asymptotic behavior of Eq.(l) is based on the operator equation of the following form
PA + BP = C,
(3)
where A and B are closed linear operators on E and C : E > E is a bounded
linear operator. A bounded linear operator P : E > E is called solution of Eq.(3) if PV(A) C V(B] and P Ax + BPx = Cx for all x T>(A). The following proposition is well known (see, e.g. [9], [12]).
Proposition 1. Let A and B be generators of exponentially stable Co-semigroups {esA}s>o and {e5B}s>0, respectively. Then the integral
P =- I
fOO
Jo
esBCesAds
(4)
converges in the uniform operator topology and is the unique solution of Eq.(2). Now let A(i] satisfy conditions H1-H3. We will need the following lemma.
Lemma 2. An operator P(t) is a solution to equation
P(t)A(t) + A*(t)P(t) = -I
if and only if it is a solution of
(5)
-I.
(6)
Proof. Assume that P(t) is a solution to (5). By Proposition 1, and since AQ and commutes with Ai(t) as well as with Ai(t)*, we have
fOO fOO
~Jo
'
~~Jo
'
hence P(t) is a solution to (6). The converse is proved analogously, d
Thus, for each t > 0,
fp(i\ . ( t ) .
is a bounded solution of Eqs(5)-(6).
/oo
Jo
fsA"i(ty
j esAi(t) as
fj\
(I)
Proposition 3. There exist a, (3 > 0, independent of t, such that
/?IN| 2 < (P(t)x,x) < a\\x\\\ for all x e E.

Moreover, one can choose a = -7= and fl = -^.
(8)
Proof. From (7) and condition H2 it follows that

I I P1rt//*' I I 2_^~ I W < /
j -f
/oo
Jo
IV
/ V 2C ~ 2 < 7 UO 1l1 lkO l1 1l 2 Ct- 2 l l"^ l l 2 i p Vs r n r
where a = -j=. Hence {P(i)x,x} < a||x||2. On the other hand

/oo yoo
'
jf
/oo
~~ J o
e2sM 2
^||x|| = ^||a:|| = /?||x|| . d
~
2 2
Proposition 4. The operator function P(t] is differentiate and satisfies
||P'(i)|| < K\\A((t)l

where K =
Proof. That P(t)x is differentiate for every x G E follows from (7). Since
P(t)Ai(t)x + Ai(t)P(t)x = -x,

it follows that
x + AWP'Wx = -[P(t)A((t)x + A'1(tyP(t)x].

Since by H2 A((t) is bounded, and generates an exponentially stable semigroup, we have by Proposition 1
P'(t)x= \
Jo
/*OO
esA^[-P(t}A((t}-A\(tYP(t)}esA^xds.
Therefore, from (8) we have
\\P'(t)\\ < JQ
where K
/oo
JV 2 e- 2 <"[2a||Ai(i)||]<fe < K\\A((t)\\,
= * = _|L .
Box
Consider the Cauchy problem
u'(t}=
A(t)u(t)
( 0 ) = x0
(y>
where the operators A(i) satisfy conditions H1-H3. We need the following simple lemma.
Lemma 5. Let (p(t) and f ( t ) be real functions on [0, oo) such that ip(t) > 0 for all t > 0, is differentiate, satisfies y'(t) < f ( t ) for all t > 0. Then
Proof. The required inequality follows from
Jo ds
~ Jo
Proposition 6. Let u(t) be a solution of Eq.(9) and P(i) be solutions of Eqs.(5)-(6). Then the following estimate holds.
(P(t)u(t),u(t))<exp{-\--2MK I La
f K(s)||dsl } (P(Q)x0,x0}, for all t > 0. Jo J) (10)
Proof.
Since Eq.(l) is well posed, if u(io)
0 for some to then u ( t ) = 0 for all
t > 0. Hence, we can assume that u(i] ^ 0 for all t > 0. By Proposition 3, (P(t)u(t},u(t}} > 0 for all t > 0. We have
= (P'(t)u(t),u(t))
On the other hand,
+ (P(t)u'(t},u(t))
+ (P(t)u(t),u'(t)).
(P(t)A(t)u(t),u(t)) + (P(t)u(t),A(t)u(t)) (P(t}A(t)u(t),u(t}} + (A*(t)P(t)u(t),u(t))

-(u(t),u(t))<-(P(t)u(t),u(t}).
Moreover, from Propositions 3-4 it follows
= =
= 2MK\\A'1(t)\\(P(t)u(t),u(t)).
Therefore
d f 11 ( P ( t ) u ( t ) , u ( t } ) < \2MK\\ A'^H - - ( P ( t ) u ( t ) , u ( t ) ) ,

and (10) follows from Lemma 5. d We remark that Proposition 6 gives better estimates than those in [4]. From Propositions 3 and 6 we obtain the following result.
Theorem 7. Let u(i) be a solution of Eq.(9). Then
IKOH 2 < 2aMexp f- f- - 2MK f \\A!,(s]\\ds\ } \\x0\\\ I La Jo JJ

where a and K are constants defined in Propositions 3-4. From Theorem 7 we obtain the following stability result which are extensions of results in [1-5], [7-10].
Theorem 8. Assume that A(t) satisfy conditions H1-H3. In addition, assume that Ai(t) satisfy one of the following conditions:
7 : = - s u p | | A i ( S ) | | < | , or ZaMK s >o
(11)
Then Eq.(l) is exponentially stable, i.e. ||u(t)|| < Le~ u/ '||ti(0)|| for every solution u ( t ) and some positive constants L,u. Proof. If (11) holds, then HOI! 2 < 2aMe-ia \\XQ\\\ where a = - - 2MKf
a
> 0.
Assume now that (12) holds. Choose > 0 such that
1aM
By (12), there exists to such that, for every t > to, we have
ff HA'Ûds <et. Jo
Therefore,
\\u(t}\\2 < 2aMe-ta, for all t > t0. D
We remark that the conclusions in Theorems 7 and 8 remain valid for mild solutions, i.e., for functions u(i] = t/(i,0)x, thanks to the well-posedness of Eq.(l) in the considered situation. In other words, there exist positive constants L, a such that \\U(t,s)\\ <Le-"(t-s}\\, for all* > s. We also remark that the following condition (considered by Cesari for ordinary differential equations)
< oo
(13)
implies that (12) holds. On the other hand, if (13) holds, then, for every x G >, the limit limôo Ai(i]x exists. In fact,
t-^ca
\\mAi(t)x= lim / A((s)xds + A^x = /

t-Kx JQ
ft
yoo
JQ
A',(s)xds + Ai(0)x, for all x <5 V.
Hence A(i)x converges as t > oo, for all x T>. However, even in this case Theorem 8.1 of [8, p. 173] is not applicable since A(t) do not generate, in general, analytic semigroups.
Examples.
1. Let E := L 2 (IR) and b(t) be a bounded differentiable scalar valued function such that b(t) < a for some a > 0, and assume that one of the following conditions
is fulfilled:
(a) sup t > 0 \b'(t)\ is sufficiently small;

(b)f~\V(t)\dtX>;
Define operators A(t) on E by
d2u A(t}u(x) := i + b ( t ) u ( x ) , u ( t ) E.
Then, as is easily seen, A(t) satisfy conditions H1-H3 with AO := J^j b(t)u. Consequently, solutions of the equation
an
d Ai(t}u : =
d2 ut(t,x) = iu(t,x) + b(t)u(t,x),t > 0,x IR,

(J JL
converge to zero exponentially (in L 2 (IR)-norm). 2. We generalize the above example by putting A0 := A, where A is a Laplace operator on E := L2(1R3), or E := L2(Q) where fi is a bounded domain in IR3 with smooth boundary, and A is defined with an appropriate boundary condition. It is well known that AO is a self-adjoint operator (see e.g. [6, Chapter 5]). Furthermore, let Ai(t) be a uniformly bounded family of operators on E such that
|| e î(<)|| < Ne-"s, (a>Q,N >1 are independent of t ) ,

and assume that A\(i) satisfies (11) or (12). Then solutions to the equation
ut(t, x) = iAu(<, x ) + A^(t}u(t, x), t > 0,

are exponentially stable.
References
1. L. Cesari, Un nouvo criteria di stabilita per soluzioni delle equazioni differenziali lineari, Ann. Scoula Norm. Sup. Pisa (2)9 (1940), 163-186.
2. W.A. Copell, Dichotomies in Stability Theory, Lecture Notes in Mathematics, vol. 629, Springer, Berlin, 1978.
3. J.K. Hale and A.P. Stokes, Conditions for the stability of nonautonomous differential equations, J. Math. Anal. Appl. 3 (1961), 50-69.
4. D. Henry, Geometric Theory of Semilinear Parabolic Equations, Lecture Notes
in Mathematics, vol. 840, Springer, Berlin, 1981. 5. C.S. Kahane, On the stability of solutions of linear differential systems with slowly varying coefficients, Czechoslovak Math. J. 42 (117) (1992), 715-726. 6. T. Kato, Perturbation Theory for Linear Operators, Springer, Berlin, 1966. 7. L. Markus and H. Yamabe, Global stability criteria for differential Osaka Math. J. 12 (1960), 305-317. systems,
8. A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential Equations, Springer, New York, 1983. 9. C.R. Putnam, Commutation Properties of Hilbert Space Operators and Related Topics, Springer, Berlin, 1967. 10. G. Sansone and R. Conti, Nonlinear Differential York, 1964. Equations, McMillan, New
11. H. Tanabe, Evolution Equations, Pitman, London, 1979. 12. Vu Quoc Phong, The operator equation AXXB = C with unbounded operators A and B and related abstract Cauchy problems, Math. Z. 208 (1991), 567-588.
13. Vu Quoc Phong, On the exponential stability and dichotomy of Co-semigroups, Studia Math. 132 (1999), 141-149.
14. Vu Quoc Phong and E. Schiller, the operator equation AX XB = C, admissibility, and asymptotic behavior of differential equations, J. Differential Equations 145 (1998), 394-419. 15. E. Schiiler and Vu Quoc Phong, The operator equation AX XV2 = <50 and second order differential equations in Banach spaces, Semigroups of operators: theory and applications (Newport Beach, CA, 1998), 352-363, Progr. Nonlinear Differential Equations Appl., 42, Birkhauser, Basel, 2000.
Least Action for N-Body Problems with Quasihomogeneous Potentials

Shih-liang Wen Department of Mathematics, Ohio University,Ohio 45701,USA
Shiqing Zhang Mathematical Department, Chongqing University, Chongqing 400044, China

Abstract Using variational minimization methods, we study the existence of a
noncollision or a generalized periodic solution for N-body problems with quasihomogeneous potentials, specially for N-body and N+l-body problems in R2k(k
^ 1), we study the geometric characterization for variational minimization solutions.
1. Introduction and Main Results

N-body problems with quasihomogeneous potentials ([6], [12]-[14], [22]) are related with the motion of N point masses mi, , WN in RK (KS=1) under the action of the
potential -W(q) given by

fo,-?) (1.1)
Where U(q) = - jT ' li4*jN q.-q.

b v-i
2 2
(1.2)
tn,mt î
Where a,b>Q,a +b *0,a,/3>Q,a2 + p2 ^0,q = (ql,---,qN),qi e RK.

The equations of the motion for the N-body problems with a potential -W(g) are
given by
m
,<li =
dW(q) . *,i = l,---,N 8q,
(1.4)
Note that -W(q) is the classical Newtonian potential when a =0, P =1, or
b =0, a=1 or a = P =1 ,and is a homogeneous potential when a =0 or 6 =0 or a = p. References [1H5], [8], [10H12], [15], [19]-[23] used variational methods to study the periodic solutions of N-body problems. The true motions of the celestial bodies should obey the Least Action Principle of Fermat-Maupertuis in some sense. Hence, we use variational minimizing methods to study the periodic solutions of N-body problems.
Serra-Terracini ([15]) used variational minimizing methods to study the existence of a noncollision periodic solution for 3-body problems with the classical Newtonian potential and a radial perturbation potential in R3. Long and Zhang ([10-12]) and Zhang-Zhou ([22]) and Chenciner and Desolneux ([3]) studied the shape of the solution minimizing the Lagrangian action integral on the T/2-antiperiodic or zero mean loop of class W1'2 (RJTZ, K ) for some N-body problems. Zhang and Zhou ([23]) studied the variational characterization of Lagrangian elliptical solutions with equilaterial triangle configurations for planar Newtonian 3-body problems, they proved that the regular minimizers of the Lagrangian action integral restricted on the periodic orbit space with three nonzero relative winding numbers are exactly the Lagrangian elliptical solutions.
In this paper, we study the existence of a noncollision or a generalized periodic
solution for the systems (1 . 1 )-(! .4).

For (1.1)-(1.4) in R2k (k^l), we also study the shape of the orbit minimizing its
Lagrangian action integral defined on the periodic orbit space with the same integral
mean for each body during one period. Definition 1.1 ([2], [4]) Given T>0, Let q,, eWl-2([0,T],RK') ,we say q - (<?!,, ? #) is a generalized periodic solution (or a noncollision periodic solution)
of (1.1)(1.4),if there hold: ( i ) S(q) = f e [0, T] J31 <i*j<N, si., qt (t) = qs (t)} has zero Lebesgue measure
(or is an empty set)
(ii)Forall te[0,T]\S(q) (or t& [0,r]), q(t) satisfies (1.4). (iii)For all / e [0,T]\S(q) (or / e [0,r]), there holds
Theorem 1.1 For any given T>0,
I f ( i ) a > 2 , /?>2
or(ii) a>2, 0<y(?<2 or(iii) /?>2, 0 < a < 2

holds, then the system (1.1)-(1.4) has a noncollision periodic solution. If (iv) 0 < a < 2 , 0 < / 7 < 2 , a2 +/32 # 0 Then the system (1.1) (1.4) has a generalized T-periodic solution.
Theoreml.2 Given energy heR, we consider N-body problems (1 .!)-(! .4) and
If one of the following three conditions holds:

( i ) a>2, p>2, (a, P) * (2, 2) ( i i ) a>2, 0 < p<2, (a, f t ) ^(2, 2)
(iii)
p>2, 0<a<2, (a, P) # (2, 2)
Then there is a T>0 such that (1.1)-(1.4) has a noncollision T-periodic solution with energy ho
If the following condition holds
( i v ) 0 < < 2 , Q<p<2, &*+/?*()
Then there is a T>0 such that (1.1)-(1.4) has a generalized T-periodic solution with energy h . Theorem 1.3 For N-body problem (1.4) with a quasihomogeneous potential (1.1) in ), we define
=f If i|9,|2* + {>(?)*. e A
(1-6)
Then the global minimum point q(f)={q\(f), qi(t\ , <?#(0) ofj(q) exists and must be the non-collision relative equilibrium T-periodic solution with minimal period Tof the N-body problem (1 .4) in B?k (>1) whose configuration is the central configuration minimizing all configurations with potential f/and Fat any moment t and whose mass points rotate along circular orbits around the center ( the common integral mean) with the same constant angular velocity on a fixed plane.
Theorem 1.4 Let ml =m2 =--- = mN >0, mN+l >0,
miqt
(t) = 0, qt (t) * qj (t), \<i*j<n+\
(1.7)
mtm.
^<w*qi-qj
Then the minimizer q=(qi(t),---,qN(t),qN+l(t))

T-periodic solution of
of I (q) on S is a classical
Where
W(q) = U(q) + V(q)
(1.10)
m m<
-Kitjt.N^q.-t
'
(1.12)
and satisfies that qt(i = l,---,N) moves on the circle centered at qN+l = 0 with a fixed angular velocity and a fixed motion plane and the configuration of ml,---,mN is the central configuration minimizing all configurations with potential U and V at any moment.
2. The Proof of Theorem 1.1

Given T>0, Let A = j? = (ql,-,qN)\ql,e Wl'\RITZ,RK) ; <?, *<?,( ,
(2.1)
i=l
Lemma 2.1 The functional fiq) in (2.2) attains its global minimum value on the closure A ofA, and the minimizer q(t) = (ql(t\---,qN(t}) is a generalized T-periodic
solution for the system (!.!)-( 1.4)
Proof Since flq) is coercive and weakly lower-semi-continuous on A, so f(q) attauis the global minimum value on A, furthermore, similar to the proof of [1], [2], [4], [8], we know that the minimum point q(t) is a generalized solution for the system (1.1H1.4). Lemma 2.2 In the systems (1.1)-(1.4),
Then there holds the Gordon's strong force condition ([8]): there exists a function Ge C\RK - (0},R) and a neighborhood N of 0 in R* such that
Lemma 23
([8] [2])Let {q"} be a sequence in A and q"*qed\ ,then
Now we can prove Theorem 1.1:
Under the assumption ( i ) or ( ii ) or (iii) of Theorem 1 . 1 , by Lemma 2.2, Wy ( )

satisfies the Gordon's strong force condition, then Lemma 2.3 implies the generalized
solution q(t) obtained by Lemma 2.1 is a noncollision periodic solution, otherwise, then
there is a minimizing sequence q" such that f(q") -> f(q) = -H , this is contradiction
with inf \f(q\q e A} < +00 .
3. The Proof of Theoreml.2

We define
, VxeM
Where (3.1)
= \x = (je lf -, xN)e T, ^[-W(x)--W'(x)-x\dt

e
=f
(3.2)
'
1], (Rk)N\ xt(t) *X](t

[0, 1],
= 0} (3.3)
j<. N,
Similar to the proof in [1] , we have
Lemma 3.1 If x is a non-constant critical point for g(x) on M, then we can define TX):
T=
- \W\x)xdt
(3.4)
and q(t)=x(t/T) is a T-periodic solution of (1.1)-(1.5)0
Lemma 3.2 ([12])Fora>0

critical point then we have
/3>0;a2 +fi2 * 0,he R, if g has a non-constant
(i) if (a, 13) [2, + oo)2 \ {(2, 2)} then h>0,

(ii) if (,/?) = (2, 2) thenh = 0 ,
(iii) if (a,/3) e [0, 2]2 \ {(2, 2), (0, 0)} then h<0.
Lemma 33 For any integer k>0, N>2 and positive masses m\, WN, power index o>0
and q = (g,, -, qN) g (Rk)N the following homogeneous function with degree 0: / (3.5)
attains global minimum on (Rfc)N, we denote this minimum by Da(N, m,C)a
Lemma 3.4 (Wirtinger's inequality) For any mj>0 and jc, e Wl-2([0,l],Rk) , (i=l,
N)if (3.6)
then
/=! J=l
(3.7)
In the following , we'll prove Theorem 1 .2:

(i)o>2, P>2, but a, p can't be 2 simultaneously By Lemma 3. 2, wehaveh>0 Hence 2 dt
By Lemma 3.4, We know that g(x) is coercive on M. (ii)0<a<2, P>0or0<p<2, a>0

byLemma3.2,h<0, but
=2, 0<P<2orp=2, 0<a<2,
Hence by Lemma 3.3, We have
By Wirtinger's inequality (Lemma 3.4) we have
i-
Hence g(x) is coercive on M. Under the above two cases (i) and (ii), It's easy to know
that g(x)>0 and g(x) is weakly lower semi-continuous on M, and M is a weakly closed
subset. Hence g(x) attains the global minimum on M . The minimum value point is the
required periodic solution.
4. The Proof of Theorem 1.3 In order to prove Theorem 1 .4, we also note that/^) is invariant under translations. Assume q = (ql,q2,-,qli)e A, Let
l(t)
= ql(t)-[qlli = lA-,N
(4.1)
Then [x,]=0 and x=(x\, X2,'" ,XN) satisfies that Xi(t)ttj(t) (l<i*j<N) if and only if
By Wirtinger's inequality and Coti Zelati's type inequality (Lemma 3.3) and Jensen's inequality we have
M
i
\x, |
(4 2)
/i f V m \v -r(^r) J,2,*/l*/
2;r 2
(4.3)
Let
Then
(4.4)
Where
<p(s) = ^(~)2 -s2 +Da(N,m,a)Tl+a/2 -s^ +Df(N,m,b)T1+^2 -s^
(4.6)
We note that <p(s) is a strictly convex smooth fiinction on s>0 and

<p(s) -* +00, as s -> 0+ or s -> +ao , so it has a unique global minimizing point s=So>0,
hence fix) attaining its infimum if and only if the inequalities of Wirtinger and Coti Zelati's type and Jensen take equalities simultaneously. Hence we have
(i) xt(t) = alcos~t + b,&Jat,ai,bteRu,
a/2
(ii) U(x) \2mi \xi v/=i simultaneously,
8 2
and
'
attains
their
minimum
Similar to the proof of [10, 11, 22], we deduce that the orbits Xi (t) (i=l, 2, , N) locate the same fixed plane and must be circles whose centers are at the origin by (i) and (ii) and (iii). Hence qi(f)(i=\, 2,, N) have the properties of Theorem 1.1 by (4.1).
5. The Proof of Theorem 1.4

N
Lemma 5.1 Let ^1=0, then % ' + ' >\ JTm, i=i |qt,|v U=i
mm
(N
2 2
+,
(5.1)
and inequality (5.1) takes equality if and only if

(5.2)
Now we prove Theorem 1.4: By the inequalities of Wirtinger and Lemma 3.3 and Lemma 5.1 we have
+ I
-a/2
By Jensen's inequality we have

Da(N,m,a)
Where note that ^(5) is strictly convex smooth function on S>0 and ^(5) -> +00 as
S -> +00, hence ip(S) has a unique global minimizing Point S=So>0 and I(q) attains its
infimum if and only if all inequalities which we have used take equalities
simultaneously, hence we have
(0 <?,(
(ii) U(q)\J\mt\qin
N
î=l
and
^'2
attains their minimum simultaneously,
References
1. Ambrosetti A. and Coti Zelati V., Periodic solutions of singular Lagrangian systems,
Birkhauser, Basel, 1993.

2. Bahri A. and Rabinowitz P., Periodic solutions of Hamiltonian systems of three-body
type, Ann. fflP. Anal non lineaire 8(1991), 561-649.

3. Chenciner A. and Desolneux N., Minima de 1'integrale d'action et equilibres relatifs
de n corps, C. R. Acad. Sci. Paris, Sr. I. Math. 326(1998), 1209-1212.

4. Coti Zelati V, The periodic solutions of N-body type problems, Ann. DEEP Anal, non
lineaire 7(1990), 477-492.
5. Degiovanni M. and Giannoni F., Dynamical systems with Newtonian type potentials,
Ann. ScuolaNorm. Super. Pisa 15(1989), 467-494.
6. Diacu, F., Near-collision dynamics for particles systems with quasihomogeneous potentials, J. Diff. Equ. 128(1996), 58-77.
7. Euler, L., De motu rectilineo trium corporum se mutuo attrahentium, Novi. Comm. Acad. Sci. Imp. Petropll(1767), 145-151.
8. Gordon W, A minimizing property of Keplerian orbits, Amer J.Math. 99(1977),

961-971.
9. Lagrange J., Essai sur le probleme des trois corps, Ouvres 3(1783), 229-331. 10. Long Y. and Zhang S. Q., Geometric characterization for variational minimization
solutions of the 3-body problem, Abstract, Chinese Science Bulletin 44(1999),

1653-1654. Acta Math Sinica, to appear.
11. Long Y. and Zhang S. Q., Geometric characterizations for variational minimization
solutions of the 3-body problem with fixed energy, J. DiffEqu, to appear.
12. Long Y. and Zhang S. Q., Variational minimization solutions of 3-body problem
with quasi-homogeneous potential and fixed energy, preprint.

13. Manev, G., La gravitation et 1'energie au ze~ro, Comptes Rendus 178(1924), 2159-2161.
14. Perez-Chavela E. and Vela-Arevalo, L.V. , Triple collision in the quasi-homogeneous collinear three-body problem, J. Diff. Equ. 148(1998),
186-211. 15. Serra E. and Terracini S. , Collisionless periodic solutions to some three-body problems, Arch. Rational Mech. Anal. 120(1992), 305-325. 16. Siegel C. and Moser J., Lectures on celestial mechanics, Springer, Berlin, 1971.
17. K. F. Sundman, Memoire sur le problem des trois corps, Acta Math. 36(1913),
105-179. 18. Wintner A., Analytical foundations of celestial mechanics, Princeton University
Press, Princeton, 1941. 19. Zhang S. Q., Variational minimizing properties for N-body problems, in Proceedings in memory of Professor Liao Santao, World Scientific, to appear.
20. Zhang S. Q., Periodic solutions for N-body problems. Proceedings in honor of the 60th birthday of Professor Rabinowftz, World Scientific, to appear. 21. Zhang S. Q. and Zhou Qing, Symmetric periodic noncollision solutions for N-body-type problems, Acta Math Sinica, New Series 11(1995), 3 7-43.
22. Zhang S. Q.and Zhou Qing, Geometric characterization for the least Lagrangian
action of N-body problems, Chinese Science, to appear. 23. Zhang S.Q. and Zhou Qing, A minimizing property of Lagrangian solutions, Acta Math.Sinica, to appear.

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Differential - Equations.and - Control.theory - Ebook EEn

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differential equations and control theory

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.