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Proceedings. Mathematical, Physical, and Engineering Sciences logoLink to Proceedings. Mathematical, Physical, and Engineering Sciences
. 2015 Mar 8;471(2175):20140632. doi: 10.1098/rspa.2014.0632

Well-posedness and qualitative behaviour of a semi-linear parabolic Cauchy problem arising from a generic model for fractional-order autocatalysis

J C Meyer 1, D J Needham 1,
PMCID: PMC4353044  PMID: 25792950

Abstract

In this paper, we examine a semi-linear parabolic Cauchy problem with non-Lipschitz nonlinearity which arises as a generic form in a significant number of applications. Specifically, we obtain a well-posedness result and examine the qualitative structure of the solution in detail. The standard classical approach to establishing well-posedness is precluded owing to the lack of Lipschitz continuity for the nonlinearity. Here, existence and uniqueness of solutions is established via the recently developed generic approach to this class of problem (Meyer & Needham 2015 The Cauchy problem for non-Lipschitz semi-linear parabolic partial differential equations. London Mathematical Society Lecture Note Series, vol. 419) which examines the difference of the maximal and minimal solutions to the problem. From this uniqueness result, the approach of Meyer & Needham allows for development of a comparison result which is then used to exhibit global continuous dependence of solutions to the problem on a suitable initial dataset. The comparison and continuous dependence results obtained here are novel to this class of problem. This class of problem arises specifically in the study of a one-step autocatalytic reaction, which is schematically given by AB at rate apbq (where a and b are the concentrations of A and B, respectively, with 0<p,q<1) and well-posedness for this problem has been lacking up to the present.

Keywords: semi-linear parabolic partial differential equation, non-Lipschitz nonlinearity, well-posed

1. Introduction and motivation

In this paper, we consider an initial-boundary value problem arising as a generic model for a one-step autocatalytic reaction. The initial-boundary value problem is of semi-linear parabolic type, and in dimensionless form is given by

ut=uxx+f(u)(x,t)R×R+ 1.1
u(x,0)=u0(x)xR 1.2
andu(x,t) is uniformly bounded as |x|for t[0,T]. 1.3

The nonlinearity f:RR is given by

f(u)={up(1u)q;u[0,1]0;u(,0)(1,), 1.4

and the initial data u0:RR (which will be from a sufficiently smooth class of bounded functions) is such that

u0(x)0xR. 1.5

The indices p,q>0 represent the reaction order. The chemical background of the model is reviewed in detail in [1]. Particular reactions which have been established as autocatalytic include the iodate–arsenic reaction, the acidic nitrate–ferroin reaction and the hydroxylamine–nitrate reaction. Autocatalytic rate laws also arise in enzyme reactions (such as glycolysis) and in the calcium deposition in bone formation. Details on the occurrence of autocatalytic steps in biochemical reactions may be found in Murray [2, chs 5–7]. In a number of the above applications, it is possible that both 0<p,q<1. When p,q≥1, the nonlinearity f:RR is Lipschitz continuous on every closed bounded interval. In this case, the initial-boundary value problem (1.1)–(1.4) has been studied extensively. In particular, classical Hadamard well-posedness has been established, along with considerable qualitative information regarding the structure of the solution to (1.1)–(1.3). Specific attention has been focused on the convergence to the equilibrium state u=1 via the evolution of travelling wave structures in the solution to (1.1)–(1.5) when the initial data is non-trivial, as t, their propagation speed, shape and form [216]. The cases when 0<p<1 and/or 0<q<1 have received much less attention, primarily because the nonlinearity f:RR lacks Lipschitz continuity in these cases owing to the behaviour at u=0 and/or u=1 and the classical comparison theorems and continuous dependence theorems fail to apply. However, the case when 0<p<1 and q=1 has been considered in some detail in [1719] in the context of global existence and uniqueness, although full Hadamard well-posedness was not established. The qualitative features concerning the solution to (1.1)–(1.5) with non-trivial initial data, in this case, do not exhibit travelling wave structure, but uniform convergence over xR, to the equilibrium state u=1, as t. This represents a significant bifurcation in the structure of the solution to (1.1)–(1.5) for p≥1 and 0<p<1, respectively. It is the purpose of this paper to address the initial-boundary value problem (1.1)–(1.5) when 0<p<1 and 0<q<1. We establish, via novel comparison and continuous dependence theorems, global well-posedness and, under mild restrictions, uniform global well-posedness, together with detailed qualitative features relating to the solution to (1.1)–(1.5). The approach to achieving these results is based on the recent generic theory developed in [20,21] and relies heavily on these results. Qualitatively, we find that the global solution to (1.1)–(1.5) does not lead to the development of travelling wave structures. In the physical context in which the model (1.1)–(1.5) arises, this anomalous behaviour arises through the interaction of Fick’s law with a singular behaviour in the reaction rate (f(u) as u→0+). This has been discussed in detail in [2226] and references therein, where it has been proposed that a relaxation of this behaviour requires a suitable relaxation term to be included in a modified Fick’s law.

The paper is structured as follows. In §2, we introduce the notation used within the framework of the theoretical study of semi-linear parabolic partial differential equations, as found in [21,27], and establish some elementary results, which will be of use in later sections. In §3, we establish that, for any initial data in the set of interest, there exists a global minimal solution and a global maximal solution to the initial-boundary value problem, via results contained in [20,21]. In §4, we obtain a uniqueness result via adapting methods and results contained in [21,28]. In §5, we obtain a continuous dependence result on the initial data for solutions to the initial-boundary value problem. In §6, we bring together these results to establish a statement about well-posedness, and address qualitative features of the solution to (1.1)–(1.5).

2. Problem statement and preliminaries

Here, we formally introduce the problem which this paper addresses together with notation and definitions which will be used throughout the paper. To begin, it is convenient to introduce the following sets:

DT=(,)×(0,T],D¯T=(,)×[0,T],D=(,)×{0},

with T>0. We also introduce the set of initial data U0 as the set of all functions u0:RR such that u0 is bounded, continuous with bounded and continuous derivative and bounded and piecewise continuous second derivative. Additionally, we introduce the subset U0+U0 as

U0+={u0U0:u0(x)0xR and xR s.t. u0(x)>0}.

Throughout the paper, we consider classical solutions u:D¯TR to the following semi-linear parabolic Cauchy problem:

ut=uxx+f(u)(x,t)DT,u(x,0)=u0(x)xR,u(x,t) is uniformly bounded as |x|for t[0,T],

where u0U0+, uC(D¯T)C2,1(DT) and f:RR is given by

f(u)={up(1u)q;u[0,1]0;u(,0)(1,) 2.1

with p,q∈(0,1). For the initial data u0U0+, we define

supxR{u0(x)}=M0>0,infxR{u0(x)}=m00. 2.2

We refer to this initial-boundary value problem as (S) throughout the rest of the paper. For convenience, we introduce γ=p/(p+q) and observe that

supuRf(u)=f(γ)=(γ)p(1γ)q, 2.3

and that f:(,γ]R is non-decreasing and f:[γ,)R is non-increasing.

In what follows, we denote by Hα the set of functions g:RR which are Hölder continuous of degree α∈(0,1] on every closed bounded interval. In addition, a function g:RR is said to be upper Lipschitz continuous when g is continuous, and for any closed bounded interval ER, there exists a constant kE>0 such that for all x,yE, with yx,

g(y)g(x)kE(yx).

This set of functions is denoted by Lu. It is straightforward to establish that f:RR as given by (2.1) satisfies fHα with α=min{p,q} and Hölder constant kH=1 on every closed bounded interval ER. In addition, we have

f(y)f(x)(yx)pyx, 2.4

while it follows from the mean value theorem that

f(y)f(x)pθp1(yx)y>x0 2.5

with θ∈(x,y).

We are now in a position to address well-posedness of the problem (S) on U0+. Here, we adopt the definition of Hadamard, given by

  • (P1) (Existence) For each u0U0+, there exists a solution u:D¯TR to (S) on D¯T for each T>0.

  • (P1) (Uniqueness) Whenever u:D¯TR and v:D¯TR are solutions to (S) on D¯T for the same u0U0+, then u=v on D¯T for each T>0.

  • (P1) (Continuous dependence) Given that (P1) and (P2) are satisfied for (S), then given any u0U0+ and ϵ>0, there exists a δ>0 (which may depend on u0,T and ϵ) such that, for all v0U0+, then
    supxR|v0(x)u0(x)|<δsup(x,t)D¯T|v(x,t)u(x,t)|<ϵ,
    where v:D¯TR and u:D¯TR are the unique solutions to (S) corresponding, respectively, to v0,u0U0+. This must hold for each T>0.

When the above three properties (P1)–(P3) are satisfied, then (S) is said to be globally well-posed on U0+. Moreover, when (P1)–(P3) are satisfied by (S) and the constant δ in (P3) depends only on u0 and ϵ (i.e. being independent of T), then (S) is said to be uniformly globally well-posed on U0+. In what follows, it is also convenient to label as (Ŝ) that semi-linear parabolic Cauchy problem obtained from (S) by exchanging f:RR as given by (2.1), with f^:RR. A regular subsolution and a regular supersolution to (S) or (Ŝ) will be as defined in [20, definition 4.1]. We first address the question of existence for the problem (S).

3. Existence

We now establish an existence result for (S). We first introduce the function fη:RR, for any η∈(0,γ], such that

fη(u)={f(η);u<ηf(u);uη, 3.1

where f:RR is given by (2.1). It follows from (2.5) that fηLu, and

fη(u)f(u)uR. 3.2

We next establish that (S), with any u0U0+, is a priori bounded on D¯T for any T>0. We have the following.

Proposition 3.1 —

Let u:D¯TR be any solution to (S) with initial data u0U0+. Then,

m0u(x,t)max{M0,1}(x,t)D¯T.

Proof. —

Introduce v:D¯TR such that

v(x,t)=m0u(x,t)(x,t)D¯T.

Then,

vtvxx=f(m0v)0(x,t)DTv(x,0)0xR,

after which an application of the extended maximum principle in [20, theorem 3.4] establishes that v≤0 on D¯T, and so

u(x,t)m0(x,t)D¯T.

Next, introduce u¯,u_:D¯TR as

u¯(x,t)=max{M0,1},u_(x,t)=u(x,t)(x,t)D¯T. 3.3

It follows from (3.1) and (3.2) that

u¯tu¯xxfη(u¯)0u_tu_xxfη(u_)=f(u_)fη(u_)0}(x,t)DT 3.4

and

u_(x,0)u0(x)u¯(x,0)xR. 3.5

Because fηLu, a direct application of the comparison theorem in [20, theorem 4.4] establishes that u_u¯ on D¯T, and so

u(x,t)max{M0,1}(x,t)D¯T,

as required. ▪

Before stating the main existence result, we refer to [21, remark 8.4] for the definitions of a constructed maximal solution and a constructed minimal solution to (S) on D¯T. We now have the following.

Theorem 3.2 (Existence) —

The problem (S) with u0U0+ has a global constructed maximal solution u¯c:D¯R and a global constructed minimal solution u_c:D¯R. Moreover, any solution u:D¯R to (S), with u0U0+, satisfies

m0u_c(x,t)u(x,t)u¯c(x,t)max{M0,1}(x,t)D¯.

Proof. —

It follows from proposition 3.1 that (S), with any u0U0+, is a priori bounded on D¯T uniformly for T>0, and hence is a priori bounded on D¯. Existence of the global constructed maximal/minimal solution then follows directly from [21, theorem 8.25], because fHα. The bounds follow from proposition 3.1. ▪

It follows from theorem 3.2 that (P1) is satisfied. We now turn to the question of uniqueness for the problem (S).

4. Uniqueness

It is first instructive to consider the problem (S) when u0:RR is given by u0(x)=0 for all xR (and so u0U0+). It is then straightforward to observe that u1:D¯R, given by

u1(x,t)=0(x,t)D¯,

is a global solution to (S) in this case. However, now consider u2:D¯R, given by

u2(x,t)={ϕ(t);(x,t)D¯t1;(x,t)D¯D¯t,

where ϕ:[0,t]R is given implicitly by

0ϕ(t)dssp(1s)q=tt[0,t]

and

t=01dssp(1s)q.

It is readily verified that u2:D¯R is also a global solution to (S) in this case. It follows that, in this case, (S) exhibits non-uniqueness. However, in what follows, with u0U0+, we establish uniqueness for (S).

It is convenient at this stage to introduce the following sup norms for the continuous and bounded functions v:D¯TR and w:RR as follows:

vA=sup(x,t)D¯T{|v(x,t)|},wB=supxR{|w(x)|}.

Before we can establish a uniqueness argument, we first require an improved lower bound for solutions to (S). We have the following.

Theorem 4.1 —

For k∈(0,1), the constructed minimal solution u_c:D¯R to (S) with u0U0+ satisfies

u_c(x,t)((1p)kt)1/(1p)(x,t)D¯Tk,

where

Tk=(1(1/2)(1p))(1k1/q)(1p)(1p). 4.1

Proof. —

To begin, fix k∈(0,1) and let u¯c,u_c:D¯R be the constructed maximal solution and constructed minimal solution to (S) with initial data u0U0+, respectively, as in theorem 3.2. Now, consider the problem (Ŝ) with f^:RR given by

f^(u)={kup;u[0,uk]f(u);u[0,uk]f(u)uR, 4.2

where f:RR is given by (2.1), uk=(1−k1/q)∈(0,1), and initial data u^0U0+ is given by

u^0(x)=uku0(x)2max{1,M0}min{12uk,u0(x)}xR. 4.3

It follows from (4.2) that f^Hα. Now, let u:D¯TR be any solution to (Ŝ) above, then because f^:RR is non-negative and u^0U0+, it follows from an application of the extended maximum principle in [20, theorem 3.4] that

u(x,t)0(x,t)D¯T. 4.4

Moreover, because u:D¯TR is a solution to (Ŝ) above, it follows that

utuxxf(u)=f^(u)f(u)0(x,t)DT. 4.5

It then follows from (4.3) and (4.5) that u:D¯TR is a regular subsolution to (S) with initial data u0U0+. Therefore, an application of the comparison result in [21, proposition 8.26] gives

u(x,t)u¯c(x,t)(x,t)D¯T. 4.6

Thus, via (4.6) and theorem 3.2, we have

u(x,t)max{1,M0}(x,t)D¯T, 4.7

and so, from (4.4) and (4.7), we conclude that (Ŝ) above is a priori bounded on D¯T uniformly in T>0. Thus, it follows from [21, theorem 8.25] that because f^Hα there exists a constructed minimal solution u_^:D¯R to (Ŝ) above. Now, because f^Hα, while u_^:D¯R is the constructed minimal solution to (Ŝ) above and u_c:D¯R is a regular supersolution to (Ŝ) above, then an application of the comparison result in [21, proposition 8.26] together with (4.4) gives

0u_^(x,t)u_c(x,t)(x,t)D¯. 4.8

Next, because u_^:D¯TR is a solution to (Ŝ) above on D¯T, then, via (4.2), we have

u_^tu_^xxu_^p=f^(u_^)u_^p0(x,t)DT. 4.9

It follows from (4.9) and (4.3) that u_^:D¯TR is a regular subsolution to (Ŝ) with now f^:RR given by

f^(u)={up;u00;u<0 4.10

and with initial data u^0U0+. Now, we define u~:D¯TR to be

u~(x,t)=((1p)t+(uk2)(1p))1/(1p)(x,t)D¯T. 4.11

It follows from (4.11) and (4.3) that, for f^:RR given by (4.10),

u~tu~xxf^(u~)=00(x,t)DT 4.12

and

u~(x,0)=12uku^0(x)xR. 4.13

It follows that u~:D¯TR is a regular supersolution to (Ŝ) with f^ given by (4.10) and initial data u^0U0+. Thus, an application of the comparison result given in [28, remark 2.17], with (4.8), gives

0u_^(x,t)u~(x,t)(x,t)D¯T.

It then follows that

0u_^(x,t)uk(x,t)D¯Tk, 4.14

where Tk is given by (4.1). Consequently, from (4.2), (4.3) and (4.14), we have that u_^:D¯TkR is a solution to (Ŝ) with f^:RR given by

f^(u)={kup;u>00;u0uR, 4.15

and initial data u^0U0+. Next, define the function z:D¯kTkR to be

z(x~,t~)=u_^(x,t)(x~,t~)D¯kTk, 4.16

where x~=k1/2x and t~=kt. We observe from (4.15) and (4.16) that

zt~zx~x~zp=00(x~,t~)DkTk, 4.17

with initial data z(,0)U0+. Now, define z_:D¯kTkR to be

z_(x~,t~)=((1p)t~)1/(1p)(x~,t~)D¯kTk. 4.18

It follows that

z_tz_xxz_p=00(x~,t~)DkTk,z_(x~,0)=0z(x~,0)x~R.

Therefore, z:D¯kTkR and z_:D¯kTkR are a non-negative regular supersolution and a regular subsolution to the problem (Ŝ), with f^:RR given by (4.10) and initial data z(,0)U0+, respectively, and, hence, an application of the comparison result given in [28, remark 2.17] gives

z(x~,t~)((1p)t~)1/(1p)(x~,t~)D¯kTk,

from which, via (4.16), it follows that

u_^(x,t)((1p)kt)1/(1p)(x,t)D¯Tk. 4.19

The result follows from (4.19) and (4.8), as required. ▪

We can now establish a uniqueness result for (S). The proof follows a similar approach to that of Aguirre & Escobedo [28], with theorem 4.1 and the existence of the constructed minimal solution in theorem 3.2 playing a crucial role.

Theorem 4.2 (Uniqueness) —

The constructed minimal solution u_c:D¯R to (S) with u0U0+ is the unique solution to (S).

Proof. —

We must establish that u_c=u¯c on D¯. For u0U0+ with m0>0 in (2.2), via theorem 3.2 u_c,u¯c:D¯R are both solutions to (Ŝ) with f^=fη:RR given by (3.1), where η=min{m0,γ} and u0U0+. Because fηLu, an application of the uniqueness result in [20, theorem 4.5] gives u_c=u¯c on D¯, as required.

Now, consider u0U0+ with m0=0 in (2.2). Then, via (2.4) and the Hölder equivalence lemma in [21, lemma 5.10], we have

(u¯cu_c)(x,t)=1π0t(f(u¯c)f(u_c))(x+2tτλ,τ)eλ2dλdτ 4.20
1π0t(u¯cu_c)p(x+2tτλ,τ)eλ2dλdτ1π0t(u¯cu_c)(,τ)Bpeλ2dλdτ0t(u¯cu_c)(,τ)Bpdτ 4.21

for all (x,t)D¯T and any T>0, on noting, via [21, corollary 5.16], that u_c,u¯c:D¯R are uniformly continuous on D¯T, and so (u¯cu_c)(,t)B is continuous for t∈[0,T]. Moreover, the right-hand side of (4.21) is independent of x, from which we obtain

(u¯cu_c)(,t)B0t(u¯cu_c)(,τ)Bpdτt[0,T],

which gives, after an integration,

(u¯cu_c)(,t)B((1p)t)1/(1p)t[0,T]. 4.22

Now, via (2.5) and theorem 4.1, for any (s,τ)∈DTk, there exists θ[u_c(s,τ),u¯c(s,τ)] such that

f(u¯c(s,τ))f(u_c(s,τ))pθp1(u¯c(s,τ)u_c(s,τ)) 4.23
p((1p)kτ)1(u¯c(s,τ)u_c(s,τ))p(1p)kτ(u¯cu_c)(,τ)B, 4.24

where Tk is defined in theorem 4.1 for k∈(0,1), with k chosen so that

0<p<k<1. 4.25

On substituting (4.24) into (4.20), we have

(u¯cu_c)(x,t)1π0tp(1p)kτ(u¯cu_c)(,τ)Beλ2dλdτ(x,t)DTk,

and so

(u¯cu_c)(,t)Bp(1p)k0tτ1(u¯cu_c)(,τ)Bdτt[0,Tk], 4.26

on noting that the right-hand side of (4.26) is integrable via (4.22) and [21, corollary 5.16] with the limit of the right-hand side implied at t=0. Next, we define the function w:[0,Tk]R to be

w(t)={0tτ1(u¯cu_c)(,τ)Bdτ;t(0,Tk]0;t=0. 4.27

We note that w is non-negative, continuous and continuously differentiable (via [21, corollary 5.16]). The inequality (4.26) can be rewritten as

w(s)pk(1p)sw(s)0s(0,Tk]. 4.28

This may be rewritten as

(w(s)sp/k(1p))0s(0,Tk]. 4.29

We now integrate (4.29) from s=ϵ to s=t (with 0<ϵ<tTk) to obtain

w(t)w(ϵ)(tϵ)p/k(1p)0<ϵ<tTk. 4.30

Next, we substitute the bound in (4.22) into (4.27), which gives

w(ϵ)=0ϵτ1(u¯cu_c)(,τ)Bdτ0ϵ(1p)1/(1p)τ1/(1p)1dτ=(1p)(2p)/(1p)ϵ1/(1p) 4.31

for 0<ϵ<tTk. Finally, upon substituting (4.31) into (4.30), we obtain

w(t)(1p)(2p)/(1p)Tkp/k(1p)ϵ1/(1p)(1p/k)0<ϵ<tTk. 4.32

Now, via (4.25), upon letting ϵ→0 in (4.32), we obtain

w(t)=0t[0,Tk]. 4.33

Therefore, via (4.33), (4.27) and (4.26), we have

(u¯cu_c)(,t)B=0t[0,Tk]

and, hence,

u¯c(x,t)=u_c(x,t)(x,t)D¯Tk. 4.34

Now, let T>Tk. Consider the functions u_Tkc,u¯Tkc:D¯TTkR defined as

u_Tkc(x,t)=u_c(x,t+Tk)u¯Tkc(x,t)=u¯c(x,t+Tk)}(x,t)D¯TTk. 4.35

Following from the definition of u¯Tkc and u_Tkc, theorem 4.1 and (4.34), we have, for k∈(0,1) as in (4.25),

0<((1p)kTk)1/(1p)u_Tkc(x,0)=u¯Tkc(x,0)xR, 4.36

where u_Tkc(,0),u¯Tkc(,0)U0+ via theorem 3.2 and [21, lemmas 5.12 and 5.15], because fHα. Moreover, from theorem 3.2 and (4.35), it follows that

u_Tkc(x,t)u¯Tkc(x,t)(x,t)D¯TTk. 4.37

Additionally, both u_Tkc and u¯Tkc are bounded, twice continuously differentiable with respect to x and once with respect to t on D¯TTk. Now, because u_Tkc satisfies

u_Tkctu_Tkcxx=f(u_Tkc)0(x,t)DTTk, 4.38

it follows from (4.36) and the extended maximum principle in [20, theorem 3.4] that

0<((1p)kTk)1/(1p)u_Tkc(x,t)u¯Tkc(x,t)(x,t)D¯TTk. 4.39

Now, observe that because u¯Tkc and u_Tkc solve (S) with initial data u0=u_c(,Tk)U0+, then, via (4.39),

u_Tkctu_Tkcxxfη(u_Tkc)0u¯Tkctu¯Tkcxxfη(u¯Tkc)0}(x,t)DTTk, 4.40

where fη:RR is defined as in (3.1), with η chosen as

η=min{((1p)kTk)1/(1p),γ}.

Recall that fηLu, and also, via (4.40) and (4.36), u_Tkc:D¯TTkR and u¯Tkc:D¯TTkR are a regular supersolution and a regular subsolution to (Ŝ) with f^=fη:RR and initial data u0=u¯c(,Tk)=u_c(,Tk)U0+. It follows from a direct application of the comparison theorem in [20, theorem 4.4] that

u_Tkc(x,t)u¯Tkc(x,t)(x,t)D¯TTk. 4.41

It then follows from (4.37) and (4.41) that

u_Tkc(x,t)=u¯Tkc(x,t)(x,t)D¯TTk. 4.42

Finally, equations (4.42), (4.35) and (4.34) give

u¯c(x,t)=u_c(x,t)(x,t)D¯T.

This holds for any T>0, and so u_c=u¯c on D¯, as required. ▪

It has now been established that problem (S), with u0U0+, has a unique global solution, and, therefore, that (P2) is satisfied. We next consider continuous dependence on initial data u0U0+.

5. Continuous dependence

Here, we obtain a continuous dependence result for (S) on the set of initial data U0+. Before we can proceed with an argument, we require a comparison theorem, which arises as a consequence of the uniqueness theorem established in §4.

Theorem 5.1 —

Let u¯,u_:D¯TR be a regular supersolution and a regular subsolution to (S) with u0U0+. Then, u_(x,t)u¯(x,t) for all (x,t)D¯T.

Proof. —

Because fHα, this follows directly from [21, proposition 8.26] together with theorem 4.2. ▪

We can now consider continuous dependence of solutions to (S) with respect to the initial data u0U0+. We have the following.

Theorem 5.2 (Continuous dependence) —

Given ϵ>0, T(0,) and u10U0+, there exists δ>0, such that, for any u20U0+ which satisfies ∥u20−u10B<δ, the corresponding unique solutions u1,u2:D¯TR to (S) are such that

u2u1A<ϵ.

Proof. —

Consider u30U0+, given by

u30(x)=u10(x)+12δxR, 5.1

with δ>0. It follows from theorems 3.2 and 4.2 that there exists u3:D¯TR that uniquely solves (S) with initial data u30U0+. Now, for any u20U0+ such that u20u10B<12δ, then

0<u30(x)ui0(x)<δxR, 5.2

with i=1,2. It then follows from taking u3:D¯TR as a regular supersolution and ui:D¯TR (i=1,2) as a regular subsolution to (S) with initial data u30U0+ in theorem 5.1 that

max{u1(x,t),u2(x,t)}u3(x,t)(x,t)D¯T. 5.3

Now, via the Hölder equivalence lemma in [21, lemma 5.10], (5.2), (5.3) and (2.4), for i=1,2, we have

0(u3ui)(x,t)δ+1π0t(f(u3)f(ui))(x+2tτλ,τ)eλ2dλdτδ+1π0t(u3ui)p(x+2tτλ,τ)eλ2dλdτδ+1π0t(u3ui)(,τ)Bpeλ2dλdτδ+0t(u3ui)(,τ)Bpdτ 5.4

for all (x,t)D¯T. Therefore, because the right-hand side of (5.4) is independent of x, we have

(u3ui)(,t)Bδ+0t(u3ui)(,τ)Bpdτt[0,T], 5.5

from which we obtain (noting that ∥(u3ui)(⋅,t)∥B is continuous for t∈[0,T] via [21, corollary 5.16])

(u3ui)(,t)B(δ(1p)+(1p)t)1/(1p),(i=1,2)t[0,T]. 5.6

Now, take δ sufficiently small so that Tδ=δ(1−p)/(1−p)<T and it follows from (5.6) that

(u3ui)(,t)B(δ(1p)+δ(1p))1/(1p)21/(1p)δ,(i=1,2)t[0,Tδ]. 5.7

Next, fix k∈(0,1) such that p<k<1, and it follows, via theorem 4.1, that there exists Tk>0 which is independent of δ, such that

ui(x,t)((1p)kt)1/(1p),(i=1,2,3)(x,t)D¯Tk. 5.8

Now, take δ sufficiently small so that Tδ<Tk, and set T>Tk. From (2.5), then (5.8) and (5.3) establish that, for i=1,2,

(f(u3)f(ui))(s,τ)pθip1(u3ui)(s,τ) 5.9

for all (s,τ)∈DTk, where θi(s,τ)∈(ui(s,τ),u3(s,τ)). Combining (5.9) with (5.8) we have, for i=1,2,

(f(u3)f(ui))(s,τ)p((1p)kτ)(p1)/(1p)(u3ui)(s,τ)=pk(1p)τ(u3ui)(s,τ) 5.10

for all (s,τ)∈DTk. Now, the Hölder equivalence lemma in [21, lemma 5.10] gives (for i=1,2)

0(u3ui)(x,t)δ+1π0Tδ(f(u3)f(ui))(x+2tτλ,τ)eλ2dλdτ+1πTδt(f(u3)f(ui))(x+2tτλ,τ)eλ2dλdτδ+1π0Tδ(u3ui)p(x+2tτλ,τ)eλ2dλdτ+1πTδtpk(1p)τ(u3ui)(x+2tτλ,τ)eλ2dλdτδ+1π0Tδ2p/(1p)δpeλ2dλdτ+1πTδtpk(1p)τ(u3ui)(,τ)Beλ2dλdτδ(1+2p/(1p)(1p))+Tδtpk(1p)τ(u3ui)(,τ)Bdτ 5.11

for all (x,t)R×[Tδ,Tk], via (2.4), (5.10) and (5.7), respectively. It follows from (5.11) that (for i=1,2)

(u3ui)(,t)Bδ(1+2p/(1p)(1p))+Tδtpk(1p)τ(u3ui)(,τ)Bdτ 5.12

for all t∈[Tδ,Tk]. Now, define G:[Tδ,Tk]R+ to be

G(t)=δ(1+2p/(1p)(1p))+Tδtpk(1p)τ(u3ui)(,τ)Bdτ 5.13

for all t∈[Tδ,Tk]. It follows from (5.12), (5.13), [21, corollary 5.16] and the fundamental theorem of calculus that G is differentiable on [Tδ,Tk] and satisfies

1G(τ)dG(τ)dτpk(1p)ττ[Tδ,Tk]. 5.14

Upon integrating both sides of (5.14) with respect to τ from Tδ to t∈[Tδ,Tk], we obtain

ln(G(t)δ(1+2p/(1p)/(1p)))pk(1p)ln(t(1p)δ(1p))ln((Tk(1p))p/k(1p)δp/k) 5.15

for all t∈[Tδ,Tk]. Taking exponentials of both sides of (5.15) and rearranging gives

G(t)δ(1p/k)(1+2p/(1p)(1p))((1p)Tk)p/k(1p)=l(p,k)δ(1p/k) 5.16

for all t∈[Tδ,Tk], with

l(p,k)=(1+2p/(1p)(1p))((1p)Tk)p/k(1p),

which is independent of δ. It follows from (5.16), (5.13) and (5.12) that

(u3ui)(,t)Bl(p,k)δ(1p/k)t[Tδ,Tk]. 5.17

It remains to consider t∈[Tk,T]. Now, inequality (5.17) gives

(u3ui)(,Tk)Bl(p,k)δ(1p/k)(i=1,2). 5.18

In addition, via (5.8), we have

ui(x,Tk)((1p)kTk)1/(1p)xR,(i=1,2,3). 5.19

Now, consider u~i:D¯TTkR (i=1,2,3) given by

u~i(x,t)=ui(x,t+Tk)(x,t)D¯TTk. 5.20

It follows that u~i:D¯TTkR are solutions to (S) with initial data ui(,Tk)U0+, respectively (via [21, lemmas 5.12 and 5.15]), and hence, via (5.19) and the extended maximum principle in [20, theorem 3.4], we have

u~i(x,t)((1p)kTk)1/(1p)=l(p,k)(x,t)D¯TTk(i=1,2,3), 5.21

with l′(p,k) being independent of δ. Additionally, via (5.18),

(u~3u~i)(,0)Bl(p,k)δ(1p/k)(i=1,2). 5.22

It now follows from the Hölder equivalence lemma in [21, lemma 5.10], (5.22), (5.21), (5.3) and use of the mean value theorem (for f on [0,1] and (1,)), with η=min{l(p,k),12γ}, which is independent of δ, that

0(u~3u~i)(x,t)l(p,k)δ(1p/k)+1π0t(f(u~3)f(u~i))(x+2tτλ,τ)eλ2dλdτl(p,k)δ(1p/k)+1π0tf(η)(u~3u~i)(x+2tτλ,τ)eλ2dλdτl(p,k)δ(1p/k)+0tf(η)(u~3u~i)(,τ)Bdτ 5.23

for all (x,t)D¯TTk. Hence, via (5.23), [21, corollary 5.16] and the Gronwall inequality [21, proposition 5.6], we have (i=1,2)

(u~3u~i)(,t)Bl(p,k)δ(1p/k)+0tf(η)(u~3u~i)(,τ)Bdτl(p,k)δ(1p/k)ef(η)(TTk) 5.24

for all t∈[0,TTk]. Therefore, via (5.7), (5.17), (5.20) and (5.24), we have (i=1,2)

(u3ui)(,t)B{21/(1p)δ;t[0,Tδ]l(p,k)δ(1p/k);t[Tδ,Tk]l(p,k)δ(1p/k)ef(η)(TTk);t[Tk,T], 5.25

where l(p,k)>0, Tk>0 and η>0 are all independent of δ. Now, given ϵ>0, we may choose δ sufficiently small in (5.25) to guarantee that (u3ui)(,t)B<12ϵ for all t∈[0,T], and hence that u3uiA<12ϵ for i=1,2. Thus, ∥u2u1A<ϵ, as required. ▪

Here, we have established that the (unique) global solution to (S) when u0U0+ depends continuously on u0U0+. We are now in a position to establish that the problem (S) is globally well-posed on U0+.

6. Well-posedness and qualitative structure

We are now in a position to consider well-posedness of the problem (S) on U0+. First, we have the following.

Theorem 6.1 —

The problem (S) is globally well-posed on U0+.

Proof. —

It follows from theorem 3.2 that there exists a global solution to (S) for any initial data u0U0+, and, thus, (P1) is satisfied. Moreover, via theorem 4.2, this solution is unique, and, hence, (P2) is satisfied. Finally, theorem 4.2 exhibits that for any ϵ>0, T>0 and u0U0+, there exists δ>0 (depending upon ϵ, u0 and T) such that, for all u0U0+ that satisfy ∥u0u0′∥B<δ, the corresponding solutions u:D¯R and u:D¯R to (S) satisfy ∥uu′∥A<ϵ on D¯T, and, therefore, (P3) is satisfied. We conclude that the problem (S) is globally well-posed on U0+. ▪

To establish a uniform global well-posedness result for (S) on U0+, additional qualitative information is required. We have the following.

Proposition 6.2 —

For any u0U0+, the corresponding unique solution u:D¯R to (S) satisfies

u(x,t)1(x,t)R×[I1,),

where

I1=011rp(1r)qdr.

Proof. —

Consider the function I:[0,1]R given by

I(s)=0s1rp(1r)qdrs[0,1], 6.1

where the improper integral is implied. It is readily established that I is continuous and bounded on [0,1] and differentiable on (0,1), with derivative given by

I(s)=1sp(1s)qs(0,1). 6.2

It follows from (6.2) that I is strictly increasing for all s∈[0,1], and, hence,

I:[0,1][0,I1] is a bijection. 6.3

We conclude from (6.2), (6.3) and the inverse function theorem [29, pp. 221–222] that there exists a function J:[0,I1]→[0,1] such that

J(I(s))=ss[0,1],I(J(t))=tt[0,I1],J(0)=0,J(I1)=1. 6.4

Moreover, J is continuous and increasing on [0,I1] and differentiable on [0,I1] with derivative given by

J(t)=(J(t))p(1J(t))qt[0,I1]. 6.5

It follows from (6.5) and (6.4) that J′ is continuous and therefore bounded on [0,I1] with

J(0)=J(I1)=0. 6.6

Now, consider u_:D¯R given by

u_(x,t)={J(t);(x,t)D¯I11;(x,t)D¯D¯I1. 6.7

It follows from (6.4)–(6.7) that u_ is continuous and bounded on D¯, whereas u_t, u_x and u_xx exist and are continuous on D. Additionally, u_ satisfies

u_tu_xxf(u_)=00(x,t)D 6.8

and

u_(x,0)=0xR, 6.9

via (6.5) and (6.4). It follows from (6.7)–(6.9) that u_ is a regular subsolution to (S), with any initial data u0U0+, on D¯T for any T>0. Also with u:D¯R being the unique solution to (S) with initial data u0U0+, we may take u as a regular supersolution to (S) with initial data u0U0+. An application of theorem 5.1 gives

u_(x,t)u(x,t)(x,t)D¯. 6.10

The result follows from (6.7) and (6.10). ▪

We can now establish a uniform global well-posedness result for (S) on U0+. Namely the following.

Theorem 6.3 —

The problem (S) is uniformly globally well-posed on U0+.

Proof. —

It follows from theorem 3.2 that there exists a global solution to (S) for any initial data u0U0+, and, thus, (P1) is satisfied. Moreover, via theorem 4.2, this solution is unique, and, hence, (P2) is satisfied. In addition, via theorem 4.2, for any u10U0+ and any ϵ>0, there exists δ>0 such that, for all u20U0+ that satisfy ∥(u10u20)∥B<δ, the corresponding solutions u1,u2:D¯R to (S) satisfy

(u1u2)(,t)B<ϵt[0,I1], 6.11

with I1 as in proposition 6.2. Now, consider the functions u~1,u~2:D¯R given by

u~i(x,t)=ui(x,t+I1)(i=1,2)(x,t)D¯. 6.12

It follows from (6.11), (6.12), proposition 6.2 and (2.1) that

(u~1u~2)t(u~1u~2)xx=0(x,t)D 6.13

and

(u~1u~2)(,0)B<ϵ. 6.14

A straightforward application of the extended maximum principle in [20, theorem 3.4] then gives

(u~1u~2)(,t)B<ϵt[0,). 6.15

It follows from (6.11), (6.12) and (6.15) that, for any u0U0+, there exists δ>0 (dependent on ϵ and u0 only), such that, for all u0U0+ that satisfy ∥(u0u0′)∥B<δ, the corresponding solutions u,u:D¯R to (S) satisfy ∥(uu′)(⋅,t)∥B<ϵ for all t[0,). Therefore, the problem (S) satisfies (P3) with a constant δ dependent on ϵ and u0 only, and so problem (S) is uniformly globally well-posed on U0+. ▪

We conclude this section by developing some qualitative properties of solutions to (S). First, we introduce the functions w+,w:[0,)R such that, with M0≤1,

w(t)={ϕ(t);0tt1;t>t,w+(t)={ϕ+(t);0tt+1;t>t+,

where t+ and t are given by

t=m011sp(1s)qds,t+=M011sp(1s)qds, 6.16

and ϕ+(t), ϕ(t) are defined implicitly by

m0ϕ(t)1sp(1s)qds=tt[0,t]andM0ϕ+(t)1sp(1s)qds=tt[0,t+].} 6.17

It follows from (6.16) and (6.17) that w+,wC1([0,)), w+(t) and w(t) are non-decreasing with respect to t[0,), w+(0)=M0 and w(0)=m0 with w+(t)≥w(t) for all t[0,). We now have the following (in what follows D¯0=R×0).

Theorem 6.4 —

Let u:D¯R be the unique solution to (S) with u0U0+ such that M0≤1, then

w(t)u(x,t)w+(t)(x,t)D¯.

Proof. —

This follows immediately from theorem 5.1, upon taking u_,u¯:D¯R and u_+,u¯+:D¯R such that

u_(x,t)=w(t),u¯(x,t)=u(x,t),u_+(x,t)=u(x,t),u¯+(x,t)=w+(t)

for all (x,t)D¯. ▪

Corollary 6.5 —

Let u:D¯R be the unique solution to (S) with u0U0+ when M0≤1, then u(x,t)=1 for all (x,t)D¯D¯t.

Proof. —

Follows directly from theorem 6.4. ▪

We next consider (S) when u0U0+ is such that M0>1 and m0≤1, with S+={xR:u0(x)>1} being bounded. We introduce U+:D¯R, such that

U+(x,t)=1πu0+(x+2tλ)eλ2dλ(x,t)D¯, 6.18

with u0+:RR given by

u0+(x)={u0(x);xS+1;xRS+. 6.19

It follows from (6.18) and (6.19) that U+ is continuous on D¯, and Ut+, Ux+ and Uxx+ exist and are continuous on D, with

Ut+=Uxx+on D,U+(x,t)1as |x| uniformly for t[0,),1<U+(x,t)<1+L(M01)πt for all (x,t)D,where L=supλS+|λ|.

We now have the following.

Theorem 6.6 —

Let u:D¯R be the unique solution to (S) with u0U0+ when M0>1, m0≤1 and S+ is bounded. Then,

w(t)u(x,t)U+(x,t)(x,t)D¯

and

1u(x,t)<1+L(M01)πt(x,t)D¯D¯t.

Proof. —

Follows from theorem 5.1 with the properties of U+ established above. ▪

As a consequence of this we have the following.

Corollary 6.7 —

Let u:D¯R be the unique solution to (S) with u0U0+ and S+ is empty or bounded. Then,

u(x,t)=1+O(t1/2)as t

uniformly for xR.

Proof. —

Follows directly from theorems 6.4 and 6.6. ▪

The above result establishes that there is a bifurcation in (S) across the boundary between 0<p,q<1 and p,q≥1. In both cases, (S) is uniformly globally well-posed on U0+. However, for p,q≥1, u(x,t)→1 as t through the propagation of finite speed travelling wave structures [216], whereas, for 0<p,q<1, u(x,t)→1 uniformly for xR (through uniform terms of O(t−1/2) as t), as demonstrated in this paper. In fact, we can now immediately infer stability properties for the equilibrium solutions u=0 and u=1 to (S) with u0U0+ when 0<p,q<1. In particular, u=0 is an unstable equilibrium solution to (S) with u0U0+, whereas u=1 is a Liapunov stable equilibrium solution to (S) with u0U0+, and an asymptotically stable equilibrium solution to (S) with u0U0+ when S+ is bounded.

7. Conclusion

In this paper, we have initially established, via results in [21], that for the semi-linear parabolic Cauchy problem (S) (detailed in §2) there exists a bounded global classical minimal solution for each initial data u0U0+ (see §3). Via the minimal property of these solutions to (S), and the approach in [28], we subsequently determined that, in fact, these solutions are the unique global bounded classical solutions to (S) for each initial data u0U0+ (see §4). Consequently, because the solution to (S) for each initial data u0U0+ is unique, then, via [21], there exists a comparison theorem for (S), which is then used, in conjunction with the approach in [28], to establish local continuous dependence of solutions to (S) on u0U0+ (see §5). After qualitative results for solutions to (S) for large t have been exhibited, we establish global continuous dependence of solutions to (S) on u0U0+. When combined, these results state that the problem (S) is uniformly globally well-posed on U0+. To conclude the paper, we have established additional qualitative results concerning the stability of the equilibrium solutions u=0 and u=1 to the problem (S) for certain classes of initial data in U0+ (see §6).

Authors contributions

D.J.N. was involved in the conception of the mathematical model, and both J.C.M. and D.J.N. were responsible for establishing the theory within the paper. Both authors gave final approval for publication.

Funding statement

J.C.M. was financially supported by an EPSRC PhD Studentship.

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