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. Author manuscript; available in PMC: 2017 Nov 3.
Published in final edited form as: Commun Math Sci. 2017;15(7):1913–1932. doi: 10.4310/CMS.2017.v15.n7.a6

Incompressible Limit of a Mechanical Model for Tissue Growth with Non-Overlapping Constraint

Sophie Hecht , Nicolas Vauchelet
PMCID: PMC5669502  EMSID: EMS73590  PMID: 29104514

Abstract

A mathematical model for tissue growth is considered. This model describes the dynamics of the density of cells due to pressure forces and proliferation. It is known that such cell population model converges at the incompressible limit towards a Hele-Shaw type free boundary problem. The novelty of this work is to impose a non-overlapping constraint. This constraint is important to be satisfied in many applications. One way to guarantee this non-overlapping constraint is to choose a singular pressure law. The aim of this paper is to prove that, although the pressure law has a singularity, the incompressible limit leads to the same Hele-Shaw free boundary problem.

Keywords: Nonlinear parabolic equation, Incompressible limit, Free boundary problem, Tissue growth modelling

AMS subject classifications: 35K55, 76D27, 92C50

1. Introduction

Mathematical models are now commonly used in the study of growth of cell tissue. For instance, a wide literature is now available on the study of the tumor growth through mathematical modeling and numerical simulations [2, 3, 14, 18]. In such models, we may distinguish two kinds of description: Either they describe the dynamics of cell population density (see e.g. [6, 8]), or they consider the geometric motion of the tissue through a free boundary problem of Hele-Shaw type (see e.g. [16, 15, 11, 18]). Recently the link between both descriptions has been investigated from a mathematical point of view thanks to an incompressible limit [22].

In this paper, we depart from the simplest cell population model as proposed in [7]. In this model the dynamics of the cell density is driven by pressure forces and cell multiplication. More precisely, let us denote by n(t,x) the cell density depending on time t ≥ 0 and position x ∈ ℝd, and by p the mechanical pressure. The mechanical pressure depends only on the cell density and is given by a state law p = Π(n). Cell proliferation is modelled by a pressure-limited growth function denoted G. Mechanical pressure generates cells displacement with a velocity whose field 𝜐 is computed thanks to the Darcy’s law. After normalizing all coefficients, the model reads

tn+(nv)=nG(p),on+×d,v=p,p=Π(n).

The choice Π(n)=γγ1nγ1 has been taken in [22, 23, 24]. This choice allows to recover the well-known porous medium equation for which a lot of nice mathematical properties are now well-established (see e.g. [26]). The incompressible limit is then obtained by letting γ going to +∞.

However, this state law does not prevent cells to overlap. In fact, it is not possible with this choice to avoid the cell density to take value above 1 (which corresponds here to the maximal packing density after normalization). A convenient way to avoid cells overlapping is to consider a pressure law which becomes singular when the cell density approaches 1. Such type of singularity is encountered, for instance, in the kinetic theory of dense gases where the interaction between molecules is strongly repulsive at very short distance [9]. Similar singular pressure laws have been also considered in [12, 13] to model collective motion, in [4, 5] to model the traffic flow, and in [21] to model crowd motion (see also the review article [19]). Then, in order to fit this non-overlapping constraint, we consider the following simple model of pressure law given by

P(n)=ϵn1n.

Finally, the model under study in this paper reads, for ϵ > 0,

tnϵ(nϵpϵ)=nϵG(pϵ), (1.1)
pϵ=P(nϵ)=ϵnϵ1nϵ. (1.2)

This system is complemented by an initial data denoted nϵini. The aim of this paper is to investigate the incompressible limit of this model, which consists in letting ϵ going to 0 in the latter system.

At this stage, it is of great importance to observe that from (1.1), we may deduce an equation for the pressure by simply multiplying (1.1) by P′(nϵ) and using the relation nϵ=pϵϵ+pϵ from (1.2),

tpϵ(pϵ2ϵ+pϵ)Δpϵ|pϵ|2=(pϵ2ϵ+pϵ)G(pϵ). (1.3)

Formally, we deduce from (1.3) that when ϵ → 0, we expect to have the relation

p02Δp0=p02G(p0). (1.4)

Moreover, passing formally to the limit into (1.2), it appears clearly that (1 − n0)p0 = 0. We deduce from this relation that if we introduce the set Ω0(t) = {p0 > 0}, then we obtain a free boundary problem of Hele-Shaw type: On Ω0(t), we have n0 = 1 and −Δp0 = G(p0), whereas p0 = 0 on ℝd \Ω0(t). Thus although the pressure law is different, we expect to recover the same free boundary Hele-Shaw model as in [22].

The incompressible limit of the above cell mechanical model for tumor growth with a pressure law given by Π(n)=γγ1nγ1 has been investigated in [22] and in [23] when taking into account active motion of cells. In [24], the case with viscosity, where the Darcy’s law is replaced by the Brinkman’s law, is studied. We mention also the recent works [17, 20] where the incompressible limit with more general assumptions on the initial data has been investigated. However, in all these mentionned works the pressure law do not prevent the non-overlapping of cells. Up to our knowledge, this work is the first attempt to extend the previous result with this constraint, i.e. with a singular pressure law as given by (1.2).

The outline of the paper is the following. In the next section we give the statement of the main result in Theorem 2.1, which is the convergence when ϵ goes to 0 of the mechanical model (1.1)–(1.2) towards the Hele-Shaw free boundary system. The rest of the paper is devoted to the proof of this result. First, in section 3 we establish some a priori estimate allowing to obtain space compactness. Then, section 4 is devoted to the study of the time compactness. Thanks to compactness results, we can pass to the limit ϵ → 0 in system (1.1)–(1.2) in section 5, up to the extraction of a subsequence. Finally the proof of the complementary relation (1.4) is performed in section 6.

2. Main result

The aim of this paper is to establish the incompressible limit ϵ → 0 of the cell mechanical model with non-overlapping constraint (1.1)–(1.2). Before stating our main result, we list the set of assumptions that we use on the growth fonction and on the initial data. For the growth function, we assume

{Gm>0,GGm,G<0,andγ>0,min[0,PM]|G|=γ,PM>0,G(PM)=0. (2.1)

The quantity PM, for which the growth stops, is commonly called the homeostatic pressure [25]. This set of assumptions on the growth function is quite similar to the one in [22], except for the bound on the growth term which is needed here due to the singularity in the pressure law.

For the initial data, we assume that there exists ϵ0 > 0 such that for all ϵ ∈ (0,ϵ0),

{0nϵini,pϵiniϵnϵiniϵ+nϵiniPM,xinϵiniL1(d)C,i=1,,d,n0iniL+1(d),nϵinin0iniL1(d)0asϵ0,Kd,Kcompact,ϵ(0,ϵ0),suppnϵiniK. (2.2)

Notice that this set of assumptions imply that nϵini is uniformly bounded in W1,1 (ℝd).

We are now in position to state our main result.

Theorem 2.1. Let T > 0, QT = (0,T) × ℝd. Let G and (nϵini) satisfy assumptions (2.1) and (2.2) respectively. After extraction of subsequences, both the density nϵ and the pressure pϵ converge strongly in L1(QT) as ϵ → 0 to the limit n0C([0,T ];L1(ℝd))∩BV (QT) and p0BV (QT)∩L2([0,T];H1(ℝd)), which satisfy

0n01,0p0PM, (2.3)
tn0Δp0=n0G(p0),in𝒟(QT), (2.4)

and

tn0(n0p0)=n0G(p0),in𝒟(QT). (2.5)

Moreover, we have the relation

(1n0)p0=0, (2.6)

and the complementary relation

p02(Δp0+G(p0))=0,in𝒟(QT). (2.7)

This result extends the one in [22] to singular pressure laws with non-overlapping constraint. We notice that we recover the same limit model whose uniqueness has already been stated in [22, Theorem 2.4].

Although our proof follows the idea in [22], several technical difficulties must be overcome due to the singularity of the pressure law. Indeed, we first recall that with the choice (n)=γγ1nγ1, equation (1.1) may be rewritten as the porous medium equation ∂tn + Δnγ = nG(Π(n)). A lot of estimates are known and well established for this equation (see [26]), in particular a semiconvexity estimate is used in [22] which allows to obtain estimate on the time derivative and thus compactness. With our choice of pressure law, (1.1) should be consider as a fast diffusion equation. Thus we have first to state a comparison principle to obtain a priori estimates (see Lemma 3.2). Unlike in [22], we may not use a semiconvexity estimate to obtain estimate on the time derivative. To do so, we use regularizing effects (see section 4). Then the convergence proof has to be adapted for these new estimates.

Finally, we illustrate the comparison between the two pressure laws P and Π by a numerical simulation. We display in Figure 2.1 the density computed thanks to a discretization with an upwind scheme of (1.1). In Figure 2.1-left, the pressure law is p=P(n)=ϵn1n as in (1.2) with ϵ = 0.5. In Figure 2.1-right, the pressure law is p=(n)=γγ1nγ with γ = 20. We take G(p) = 10(10 − p)+ as growth function (which satisfies obviously assumption (2.1) with PM = 10). The dashed lines in these plots correspond to the constant value 1. As expected, we observe that the density n is bounded by 1 in the case of the pressure law P whereas it takes values greater than 1 for the pressure law Π. This observation illustrates the fact that the choice of the pressure law Π does not prevent from overlapping.

Figure 2.1.

Figure 2.1

Comparison between numerical solutions computed with two different pressure laws. The red line correspond to the cell density n solving (1.1), the dashed line correspond to the constant value 1. On the left, the pressure law is p=P(n)=0.5n1n. On the right, the pressure law is p=(n)=γγ1nγ with γ = 20.

3. A priori estimates

3.1. Nonnegativity principle

The following Lemma establishes the nonnegativity of the density.

Lemma 3.1. Let (nϵ,pϵ) be a solution to (1.1) such that nϵini0 and ‖G‖Gm < ∞. Then, for all t ≥ 0, nϵ(t) ≥ 0.

Proof. We have the equation

tnϵ(nϵpϵ)=nϵG(pϵ).

We use the Stampaccchia method. We multiply by 1nϵ<0, then using the notation |n| = max(0,−n) for the negative part, we get

ddt|nϵ|(|nϵ|pϵ)=|nϵ|G(pϵ).

We integrate in space, using assumption (2.1), we deduce

ddtd|nϵ|dxd|nϵ|G(pϵ)dxGmd|nϵ|dx.

So, after a time integration

d|nϵ|dxeGmtd|nϵini|dx.

With the initial condition nϵini0 we deduce nϵ≥0.

3.2. A priori estimates

In order to use compactness results, we need first to find a priori estimates on the pressure and the density. We first observe that we may rewrite system (1.1) as, by using (1.2),

tnϵΔH(nϵ)=nϵG(P(nϵ)), (3.1)

with H(n)=0nuP(u)du=P(n)ϵln(P(n)+ϵ)+ϵlnϵ.

Lemma 3.2. Let us assume that (2.1) and (2.2) hold. Let (nϵ,pϵ) be a solution to (3.1)(1.2). Then, for all T > 0, we have the uniform bounds in ϵ ∈ (0,ϵ0),

0nϵL([0,T]);L1L(d));0pϵPM,0nϵPMPM+ϵ1.

More generally, we have the comparison principle: If nϵ, mϵ are respectively sub-solution and supersolution to (3.1), with initial data nϵini,mϵini. as in (2.2) and satisfying nϵinimϵini. Then for all t > 0, nϵ(t) ≤ mϵ(t).

Finally, we have that (nϵ)ϵ is uniformly bounded in L([0,T],W1,1 (ℝd)) and (pϵ)ϵ is uniformly bounded in L1([0,T ],W1,1 (ℝd)).

Proof. Comparison principle.

Let nϵ be a subsolution and mϵ a supersolution of (3.1), we have

t(nϵmϵ)Δ(H(nϵ)H(mϵ))nϵG(P(nϵ))mϵG(P(mϵ)).

Notice that, since the function H is nondecreasing, the sign of nϵ − mϵ is the same as the sign of H(nϵ) − H(mϵ). Moreover,

Δf(y)=f(y)|y|2+f(y)Δy,

so for y = H(nϵ) − H(mϵ) and f (y) = y+ is the positive part, the so-called Kato inequality reads Δf (y) ≥ f′(yy. Thus multiplying the latter equation by 1nϵ −mϵ>0, we obtain

t|nϵmϵ|+Δ|H(nϵ)H(mϵ)|+|nϵmϵ|+G(P(nϵ))+mϵ(G(P(nϵ))(G(P(mϵ)))1nϵmϵ>0.

From assumption (2.1), we have that G is nonincreasing. Thus, since nP (n) is increasing, we deduce that the last term of the right hand side is nonpositive. Since G is uniformly bounded we obtain

t|nϵmϵ|+Δ|H(nϵ)H(mϵ)|+Gm|nϵmϵ|+.

After an integration over ℝd,

ddtd|nϵmϵ|+dxGmd|nϵmϵ|+dx.

Then, integrating in time, we deduce

d|nϵmϵ|+dxeGmtd|nϵinimϵini|+dx.

Since we have nϵinimϵini, we deduce that for all t > 0, |nϵ − mϵ|+(t) = 0.

L bounds.

We define nM=PMϵ+PM, such that pM = P (nM), then applying the comparison principle with mϵ = nM, we deduce, using also the assumption on the initial data (2.2) that for all 0 < ϵϵ0, nϵnM. Moreover, since 0 is clearly a subsolution to (3.1), we also have by the comparison priniciple nϵ ≥ 0. Since nM ≤ 1, we have 0 ≤ nϵ ≤ nM ≤ 1 which implies

0pϵPM.

L1 bound of n,p.

By nonnegativity, after a simple integration in space of equation (1.1), we deduce

ddtnϵL1(d)GmnϵL1(d), (3.2)

where we use (2.1). Integrating in time give the L1 bound,

nϵL1(d)eGmtnϵiniL1(d).

Then, using pϵ = nϵ(ϵ + pϵ) by (1.2), we get from the bound pϵ ≤ PM, which has been proved above,

pϵL1(Rd)(ϵ+PM)d|nϵ|dxCeGmtnϵiniL1(d).

Estimates on the x derivative.

We derive equation (3.1) with respect to xi for i = 1,…,d,

txinϵΔ(H(nϵ)xinϵ)=xinϵG(pϵ)+nϵG(pϵ)xipϵ.

Multiplying by sign(∂xi nϵ), we get

t|xinϵ|Δ(xiH(nϵ))sign(xinϵ)=|xinϵ|G(pϵ)+nϵG(pϵ)xipϵsign(xinϵ).

We can remark that sign(∂xi nϵ) = sign(∂xi H(nϵ)), so, by the same token as above, we have

Δ(xiH(nϵ))sign(xinϵ)Δ(|xiH(nϵ)|).

Moreover, sign(∂xi nϵ) = sign(∂xi pϵ), thus ∂xi pϵsign(∂xi nϵ) = |∂xi pϵ|. By assumption (2.1), we know that

G(pϵ)γ<0,

we deduce

t|xinϵ|Δ(|xiH(nϵ)|)|xinϵ|Gmγnϵ|xipϵ|.

After an integration in time and space,

xinϵL1(d)+γ0tdnϵ|xipϵ|dxdseGmtxinϵiniL1(d). (3.3)

This latter inequality provides us with a uniform bound on the space derivative of nϵ in L1. Then

xipϵL1(d)=d|xipϵ|dx=dϵ(1nϵ)2|xinϵ|dx.

We split the integral in two: Either nϵ ≤ 1/2 and then ϵ(1nϵ)2C; or nϵ > 1/2.

xipϵL1(d)Cnϵ1/2|xinϵ|dx+nϵ>1/2|xipϵ|dxCnϵ1/2|xinϵ|dx+2nϵ>1/212|xipϵ|dxCeGmtnϵ1/2|xinϵini|dx+2nϵ>1/2nϵ|xipϵ|dx,

where we have used the estimate (3.3) for the last inequality. Then, integrating in time, we deduce, using again the estimate (3.3)

xipϵL1(QT)CeGmtxinϵiniL1(d).

It concludes the proof.

3.3. Compact support

The following Lemma proves that assuming that the initial data is compactly supported, then the pressure is compactly supported for any time with a control of the growth of the support.

Lemma 3.3 (Finite speed of propagation). Under the same assumptions as in Theorem 2.1, we have that supp pϵB(0,R(t)) with R(t)2C(T+t), where B(0,R(t)) is the ball of center 0 and radius R(t).

Proof. Using the equation on pϵ (1.3),

tpϵ(pϵ2ϵ+pϵ)Δpϵ|pϵ|2=(pϵ2ϵ+pϵ)G(pϵ)Gm(pϵ2ϵ+pϵ).

Let us introduce for C > 0,

p˜(t,x)=(C+|x|24(θ+t))+,

with θ=d4Gm. Then is compactly supported in B(0,Rθ (t)) with Rθ(t)=2C(θ+t). We have

tp˜=|x|24(θ+t)21|x|Rθ(t),|p˜|2=|x|24(θ+t)21|x|Rθ(t),

and

Δp˜=d(θ+t),for|x|<Rθ(t).

Then, for all t ∈ [0,θ],

tp˜(p˜2ϵ+p˜)Δp˜|p˜|2Gm(p˜2ϵ+p˜)=(p˜2ϵ+p˜)(d(θ+t)Gm)0. (3.4)

In other words, is a supersolution for the equation for the pressure. Let us show that it implies that p. We define n˜=p˜ϵ+p˜=N(p˜). We know that

N(p˜)=ϵ(ϵ+p˜)2>0.

Then, on the one hand, multiplying (3.4) with by N′() we get

tn˜.(n˜p˜)Gmn˜0.

On the other hand, from (1.1),

tnϵ.(nϵpϵ)Gmnϵ.

By the comparison principle (see Lemma 3.2), we have

nϵinin˜ininϵn˜.

Thus, for all t ∈ [0],

pϵinip˜(t=0)pϵp˜.

and pϵ(t) is compactly supported in B(0,Rθ(t)) provided we choose C large enough such that pϵini(x)p˜(t=0,x), which can be done thanks to our assumption on the initial data (2.2).

Since pϵ is uniformly bounded in L, we may iterate the process on [θ,2θ]. After several iterations, we reach the time T and prove the result on [0,T ].

3.4. L2 estimate for ∇p

In the following Lemma, we state a uniform L2 estimate on the gradient of the pressure.

Lemma 3.4 (L2 estimate for ∇p). Under the same assumptions as in Theorem 2.1, we have a uniform bound on ∇pϵ in L2(QT).

Proof. For a given function ψ we have, multiplying (1.1) by ψ(nϵ),

tnϵψ(nϵ)(nϵpϵ)ψ(nϵ)=nϵG(pϵ)ψ(nϵ).

Let Ψ be an antiderivative of ψ, we have thanks to an integration by parts

ddtdΨ(nϵ)dx+dnϵnϵpϵψ(nϵ)dx=dnϵG(pϵ)ψ(nϵ)dx.

We choose ψ such as nϵnϵ · ∇pϵψ′(nϵ) = |∇pϵ|2, i.e. nϵψ′(nϵ) = p′(nϵ). After straight-forward computations, we find ψ(n)=ϵ(ln(n)ln(1n)+11n) and Ψ(n) = ϵn(ln(n) − ln(1 − n)). It gives

ddtdϵnϵln(nϵ1nϵ)dx+d|pϵ|2dxGmdϵnϵ|ln(nϵ)ln(1nϵ)+11nϵ|dx.

We integrate in time, using also the expression of pϵ in (1.2),

dϵnϵln(pϵϵ)dxdϵnϵiniln(nϵini1nϵini)dx+0Td|pϵ|2dxdtGm0Td(ϵnϵ|ln(pϵϵ)|+pϵ)dx.

Then, to have a bound on the L2-norm of ∇pϵ, it suffices to prove a uniform control on dϵnϵ|ln(pϵϵ)|dx. We have

dϵnϵ|ln(pϵϵ)|dxdϵnϵ|lnpϵ|dx+ϵln(ϵ)dnϵdx.

The second term of the right hand side is small when ϵ is small thanks to the L1 bound on nϵ, thus it is uniformly bounded. Using the expression of pϵ in (1.2), we get

dϵnϵ|ln(pϵϵ)|dxd(1nϵ)pϵ|lnpϵ|dx+C.

Then, since 0 ≤ pϵPM and since xx| ln x | is uniformly bounded on [0,PM], we get

d(1nϵ)pϵ|ln(pϵ)|dxCd1pϵ>0dx.

We conclude thanks to Lemma 3.3, which provides a uniform control on the support of pϵ.

4. Regularizing effect and time compactness

As already noticed in [23], regularizing effects, similar to the ones observed for the heat equation [1, 10], allow to deduce estimates on the time derivatives.

Lemma 4.1. Under the assumptions (2.1) and (2.2), the weak solution (ρk,pk) satisfies the estimates

tpϵκpϵt,tnϵκnϵt,

for a large enough (independent of ϵ) constant κ.

Proof. Let us denote wϵ = Δpϵ + G(pϵ), the equation on the pressure (1.3) reads

tpϵ=(pϵ2ϵ+pϵ)wϵ+|pϵ|2. (4.1)

The proof is divided into several steps. We first find a lower bound for wϵ by using the comparison principle. Then we deduce estimates on the density and on the pressure.

1st step. Thanks to (4.1), we deduce an equation satisfied by wϵ. On the one hand, by multiplying (4.1) by G′(pϵ), we deduce, since G is decreasing from (2.1)

tG(pϵ)G(pϵ)(pϵ2ϵ+pϵ)wϵ+2G(pϵ)pϵ. (4.2)

On the other hand, we have

tΔpϵ=Δwϵ(pϵ2ϵ+pϵ)+2(pϵ2ϵ+pϵ)wϵ+wϵΔ(pϵ2ϵ+pϵ)+2pϵ(Δpϵ)+2i,j=1d(xixjpϵ)2Δwϵ(pϵ2ϵ+pϵ)+2(pϵ2ϵ+pϵ)wϵ+wϵΔ(pϵ2ϵ+pϵ)+2pϵ(Δpϵ)+2d(Δpϵ)2.

Thus, with (4.2), we deduce that wϵ = Δpϵ + G(pϵ) satisfies

twϵΔwϵ(pϵ2ϵ+pϵ)+2(pϵ2ϵ+pϵ)wϵ+wϵ(Δpϵ(2pϵϵ+1)+2ϵ|pϵ|2+(pϵ2ϵ+pϵ)G(pϵ))+2pϵwϵ+2d(Δpϵ)2.

By definition of wϵ, we have (Δpϵ)2wϵ22G(pϵ)wϵ. Thus we deduce that

twϵ(wϵ), (4.3)

where we have used the notation

(w):=Δw(pϵ2ϵ+pϵ)+2(pϵ2ϵ+2pϵ)w+2ϵ|pϵ|2w+w2(2pϵϵ+1+2d)w(G(pϵ)(2pϵϵ+1+4d)(pϵ2ϵ+pϵ)G(pϵ)). (4.4)

Following an idea of [10] which has been generalized in [23], we introduce the function

W(t,x)=h(pϵ(t,x))t, (4.5)

where the function h will be defined later such that W is a subsolution for (4.3). We compute

tW=W2h(pϵ)h(pϵ)ttpϵ,W=h(pϵ)tpϵ,ΔW=h(pϵ)tΔpϵh(pϵ)t|pϵ|2.

Using again equation (4.1), we have

tW=W2h(pϵ)h(pϵ)t(pϵ2ϵ+pϵ)Δpϵh(pϵ)t(pϵ2ϵ+pϵ)G(pϵ)h(pϵ)t|pϵ|2=W2h(pϵ)+(pϵ2ϵ+pϵ)ΔW+h(pϵ)t|pϵ|2(pϵ2ϵ+pϵ)h(pϵ)t|pϵ|2h(pϵ)t(pϵ2ϵ+pϵ)G(pϵ). (4.6)

By definition of (W) in (4.4), we deduce with (4.6),

tW=(W)+4(pϵϵ+1)|pϵ|2h(pϵ)t+2ϵh(pϵ)t|pϵ|2+W2(1h(pϵ)2pϵϵ12d)+h(pϵ)t|pϵ|2(pϵ2ϵ+pϵ)h(pϵ)t|pϵ|2h(pϵ)t(pϵ2ϵ+pϵ)G(pϵ)+W(G(pϵ)(2pϵϵ+1+4d)(pϵ2ϵ+pϵ)G(pϵ)).

We may rearrange it into

tW=(W)+W2(1h(pϵ)2pϵϵ12d)+|pϵ|2t((h(pϵ)(pϵ2ϵ+pϵ))+h(pϵ))h(pϵ)t(pϵ2ϵ+pϵ)G(pϵ)+W(G(pϵ)(2pϵϵ+1+4d)(pϵ2ϵ+pϵ)G(pϵ)). (4.7)

Let us choose

h(p)=κϵp+ϵ, (4.8)

where κ > 0 is chosen large enough (independent of ϵ) such that

1h(pϵ)=pϵ+ϵκϵ2pϵϵ+1+2d.

Thanks to this choice, we have

(h(pϵ)(pϵ2ϵ+pϵ))+h(pϵ)=κϵ(pϵ+ϵ)20,

and

h(pϵ)t(pϵ2ϵ+pϵ)=Wpϵϵ.

Finally, we obtain from (4.7)

tW(W)+W(G(pϵ)(pϵϵ+1+4d)(pϵ2ϵ+pϵ)G(pϵ))(W),

where we use the fact that by definition (4.5) we have W ≤ 0 (recalling also that G is decreasing by assumption (2.1)).

Thus, by the sub- and super-solution technique, we deduce, using also (4.3) that

wϵW=κϵt(pϵ+ϵ). (4.9)

2nd step. Using again equation (4.1), we get from (4.9)

tpϵ(pϵ2ϵ+pϵ)W=κpϵt,

which is the first inequality of Lemma 4.1. Finally, by definition (1.2), we have also nϵ=pϵpϵ+ϵ. Thus

tnϵ=ϵ(pϵ+ϵ)2tpϵκϵpϵt(pϵ+ϵ)2=κnϵ(1nϵ)t,

where we use the definition (1.2) for the last identity. We conclude easily the proof.

Thanks to this latter Lemma, we may deduce uniform estimates on the time derivative of nϵ and pϵ.

Lemma 4.2. For any τ > 0, we have that ∂tnϵ is uniformly bounded in L([τ,T];L1(ℝd)) and ∂tpϵ is uniformly bounded in L1([τ,T] × ℝd).

Proof. We use the equality |tnϵ| = tnϵ + 2|tnϵ|, where we recall that |·| denotes the negative part. Thus

tnϵL1(d)=ddtdnϵdx+2d|tnϵ|dx(Gm+2κt)nϵL1(d),

where we have used equation (3.2) to bound the first term and Lemma 4.1 for the second term. By the same token, we have

tpϵL1([τ,T]×d)=τTddtdpϵdx+2τTd|tpϵ|dxpϵ(T)L1(d)+pϵL([τ,T];L1(d))2κln(T/τ).

We conclude the proof thanks to the estimates on nϵ and pϵ in L1L obtained in Lemma 3.2.

5. Convergence

This section is devoted to the proof of Theorem 2.1 apart from the complementary relation (2.7) which is postponed to the next section.

Since the sequences (nϵ)ϵ and (pϵ)ϵ are bounded in Wloc1,1(QT), due to Lemma 3.2 and 4.2, we may apply the Helly theorem and recover strong convergence in Lloc1(QT), up to an extraction. If we want to extend this local convergence to a global convergence in L1(QT) we need to prove that we can control the mass in an initial strip and in the tail. Indeed, let ϵ,ϵ′ > 0, R > 0, τ > 0

nϵnϵL1(QT)=0Td|nϵ(t,x)nϵ(t,x)|dxdtτTB(0,R)|nϵ(t,x)nϵ(t,x)|dxdt+τTd\B(0,R)|nϵ(t,x)nϵ(t,x)|dxdt+0τd|nϵ(t,x)nϵ(t,x)|dxdt.

Since we have strong convergence of nϵ in Lloc1(QT),

τTB(0,R)|nϵ(t,x)nϵ(t,x)|dxdtϵ00.

Then we have to control the two other terms in the right hand side.

The control of the initial strip comes from the L1 estimate of n,

0τd|nϵ(t,x)nϵ(t,x)|dxdt0τ(nϵ(t,x)L1(d)+nϵ(t,x)L1(d))dt0τ0

For the control of the tail we consider ϕ ∈ C(ℝ) such that 0 ≤ ϕ ≤ 1, ϕ(x) = 0 for |x| < R − 1 and ϕ(x) = 1 for |x| > R. We define ϕR(x) = ϕ(x/R). Then

τTd\B(0,R)|nϵ(t,x)nϵ(t,x)|dxdtτTd\B(0,R)|nϵ(t,x)nϵ(t,x)|ϕRdxdtτTd\B(0,R)(nϵ(t,x)+nϵ(t,x))ϕRdxdt,

where the notation C stand for a generic nonnegative constant. Moreover, using equation (3.1), we deduce

ddtdnϵϕRdx=dH(nϵ)ΔϕRdx+dnϵG(pϵ)ϕRdxCR2ΔϕL+GmdnϵϕRdx.

Then, integrating on [0,T], we get

0dnϵϕRdxeGmT(dnϵiniϕR+CR2T)eGmT(nϵinininiL1(d)+dniniϕRdx+CR2T).

By assumption (2.2), since the initial data is uniformly compactly supported, we deduce that the right hand side tends to 0 as R goes to +∞ and ϵ goes to 0. Then (nϵ)ϵ is a Cauchy sequence in L1(QT). It implies its convergence in L1(QT). The convergence of the pressure follows from the same kind of computation. The only difference is for the control of the tail and which is directly given by the estimate

0dpϵϕRdx(ϵ+PM)dnϵϕRdx.

Therefore, we can extract subsequences and pass to the limit in the equation

(1nϵ)pϵ=ϵnϵ,

which implies

(1n0)p0=0.

This is the relation (2.6). We can also pass to the limit in the uniform estimate of Lemma 3.2 which provides (2.3) and n0,p0BV (QT).

Limit model. We first recall that from (3.1), we have

tnϵΔ(pϵϵln(pϵ+ϵ))=nϵG(pϵ).

We get,

ϵlnϵϵln(pϵ+ϵ)ϵln(PM+ϵ).

Thus, the term in the Laplacien converges strongly to p0 as ϵ goes to 0. Then, thanks to the strong convergence of nϵ and pϵ, we deduce that in the sense of distribution (n0,p0) satisfies (2.4). Moreover, due to the uniform estimate on ∇p in L2(QT) of Lemma 3.4, we can show, by passing into the limit in a product of a weak-strong convergence, that in the sense of distribution (n0,p0) satisfies (2.5).

Time continuity. Let us define 0 < t1 < t2T, η > 0. For a given R > 0, we consider a smooth function ζR on ℝd such that 0 ≤ ζR ≤ 1, ζR(x) = 1 for |x| < R − 1 and ζR(x) = 0 for |x| > R. We have

d|n0(t2)n0(t1)|dx=d|n0(t2)n0(t1)|ζRdx+d|n0(t2)n0(t1)|(1ζR)dx.

We have

d|n0(t2)n0(t1)|(1ζR)dxdn0(t2)(1ζR)dx+dn0(t1)(1ζR)dx

with 1 − ζR a function which is zero on B(0, R−1). Thus, as for the control of the tail, for R large enough, we have, uniformly for 0 < t1 < t2T,

d|n0(t2)n0(t1)|(1ζR)dxη.

In addition, we know from Lemma 4.1 (and the L bound on n0) that tn0Ct, so t(n0 + Cln(t)) ≥ 0. Then, since t1 < t2,

d|n0(t2)n0(t1)|ζR)dxd(n0(t2)+Cln(t2)(n0(t1)+Cln(t1))ζRdx+dC(ln(t2)ln(t1))ζRdxt1t2dt(n0+Cln(t))ζR)dxdt+dCln(t2)ln(t1))ζRdx.

Then, using equation (2.4) and an integration by parts, we obtain

d|n0(t2)n0(t1)|ζR)dxt1t2d(p0ΔζR+n0G(p0)ζR)dxdt+2dC(ln(t2)ln(t1))ζRdxC(t2t1)(||ΔζR||+1)+2C(ln(t2)ln(t1))dζRdx.

Then we can choose (t1,t2) close enough such that

d|n0(t2)n0(t1)|ζR)dxη.

We conclude that n0C((0,T),L1(ℝd)).

Initial trace For any test function 0 ≤ ζ(x) ≤ 1, we have from (3.1),

dnϵ(t)ζdxdnϵiniζdx=0td(ΔH(nϵ)+nϵG(pϵ))ζdxds=0td(H(nϵ)Δζ+nϵG(pϵ)ζ)dxds.

Letting ϵ going to 0, we obtain with (2.2),

dn0(t)ζdxdn0iniζdx=0td(p0Δζ+n0G(p0)ζ)dxds.

Letting t → 0 we can conclude that n0(0)=n0ini.

6. Complementary relation

In this section we prove the complementary relation

p02(Δp0+G(p0))=0.

In the weak sense, this identity reads, for any test function ϕ,

QT(2ϕp0|p0|2p02p0ϕ+ϕp02G(p0))dxdt=0. (6.1)

The proof is divided into two steps.

1st step. In this first step we prove the inequality ≥ 0 in (6.1). We start with the pressure equation (1.3) that we multiply by ϵ

ϵtpϵpϵ(ϵ+pϵ)Δpϵϵ|pϵ|2=pϵ(ϵ+pϵ)G(pϵ).

We multiply by a test function ϕ𝒟((0,T)×d) and integrate,

QTpϵ2ϕ(Δpϵ+G(pϵ))dxdt=ϵQTϕ(tpϵ|Pϵ|2Pϵ(Δpϵ+G(pϵ))dxdt=ϵQT(ϕtpϵ+pϵPϵϕϕpϵG(pϵ))dxdt,

where we use an integration by parts for the last identity. From the estimates in Lemma 3.2, we have

|ϵQT(ϕtpϵ+pϵPϵϕϕpϵG(pϵ))dxdt|ϵ(ϕLtpϵL1(QT)+ϕLPMpϵL1(QT)+ϕLGmpϵL1(QT))ϵ00.

We deduce that for any test function ϕ𝒟((0,T)×d),

QT(2ϕpϵ|pϵ|2pϵ2pϵϕ+ϕpϵ2G(pϵ))dxdtϵ00. (6.2)

Since we have strong convergence of (pϵ)ϵ and weak convergence of (∇pϵ)ϵ, we can pass into the limit in the last two term in (6.2),

QT(pϵ2pϵϕ+ϕpϵ2G(pϵ))dxdtϵ0QT(p02p0ϕ+ϕp02G(p0))dxdt.

Now we are looking for the limit of the first term in (6.2). We have pϵ|pϵ|2=49|pϵ3/2|2. By weak convergence of pϵ3/2=pϵ1/2pϵ and with Jensen inequality (since xx2 is convex),

liminfϵ0QTϕpϵ|pϵ|2dxdtQTϕ|p03/2|2dxdt.

Thus, we conclude from (6.2) that

0QT(2ϕp0|p0|2p02p0ϕ+ϕp02G(p0))dxdt,

which is a first inequality for (6.1).

2nd step. Now we want to show the reverse inequality, i.e.

0QT(2ϕp0|p0|2p02p0ϕ+ϕp02G(p0))dxdt.

We know that

tnϵΔqϵ=nϵG(pϵ),

with qϵ = pϵ − ϵln(pϵ + ϵ). Thanks to the inequality ϵln(ϵ) ≤ ϵln(pϵ + ϵ) ≤ ϵln(pM + ϵ), and the strong convergence pϵ → p0, we know that qϵ → p0 as ϵ → 0. Because

Δqϵ=tnϵnϵG(pϵ),

we deduce from Lemma 3.2 that ∇qϵ ∈ L([0,T];L1(ℝd)). It gives us compactness in space but not in time. Thus, following the idea of [22], we use a regularization process ’à la Steklov’.

Let introduce a time regularizing kernel ωη ≥ 0 such that supp(ωη) ⊂ ℝ. Then with the notations nϵ,η = ωη*t nϵ, qϵ,η = ωη*t qϵ, where the convolution holds only in the time variable,

tnϵ,ηΔqϵ,η=(nϵG(pϵ))ωη (6.3)

We denote Uϵ = Δqϵ,η, then

Uϵ=tnϵ,η(nϵG(pϵ))ωη=nϵtωη(nϵG(pϵ))ωη

Since nϵ and nϵG(pϵ) are uniformly bounded in W1,1(QT) from Lemma 3.2, (Uϵ)ϵ is bounded in W1,1(QT) and we can extract a converging subsequence, still denoted (Uϵ)ϵ, converging towards U0 in Lloc1(d) for η fixed. Moreover

U0=Δp0ωη.

We multiply (6.3) by P(nϵ)=ϵ(1nϵ)2=1ϵ(pϵ+ϵ)2,

ϵ(1nϵ)2tnϵ,η1ϵ(pϵ+ϵ)2Δqϵ,η=1ϵ(pϵ+ϵ)2(nϵG(pϵ))*ωη.

Then, passing to the limit ϵ→0, we obtain, thanks to the above remark

ϵ2(1nϵ)2tnϵ,ηϵ0p02Δp0*ωη+p02(n0G(p0))*ωη.

So we are left to prove that for any η > 0, we have

limϵ0ϵ2(1nϵ)2tnϵ,η0.

We compute for a fixed η > 0,

ϵ2(1nϵ)2tnϵ,η(t,x)=ϵ2(1nϵ(t,x))2tnϵ(s,x)ωη(ts,x)ds=ϵ2(1nϵ(s,x))2tnϵ(s,x)ωη(ts,x)ds+(ϵ2(1nϵ(t,x))2ϵ2(1nϵ(s,x))2)(tnϵ(s,x+Cs)ωη(ts,x)dsC(ϵ2(1nϵ(t,x))2ϵ2(1nϵ(s,x))2)ωη(ts,x)sds=Iϵ+IIϵ+IIIϵ,

where C is a constant such that tnϵ(s,x)+Ct0.

For the first term we have

d|Iϵ|dxdsϵQT|tpϵ(s,x)|ωη(ts,x)dxdsϵωηLtpϵL1(QT)ϵCηϵ00.

For the second term, we have

ϵ2(1nϵ(t,x))2=(pϵ+ϵ)2

and t(pϵ+ϵ)2=2(pϵ+ϵ)tpϵCt. Let 0ξ𝒞c(Q) and τ > 0 the smallest time in its support, we then have for t ≥ τ

t(pϵ+ϵ)2(t,x)Cτ.

So integrating on (t,s) ⊂ (τ,+)

ϵ2(1nϵ(t,x))2ϵ2(1nϵ(s,x))2Cτ(st).

Then

QξIIϵCτηQ(tnϵ(s,x)+Cτ)ωη(ts,x)dsdxdtCτη,

where we use the bound on ∂tn in Lemma 4.2.

For the third term, since s ≥ t > 0, for any test function ξ as above,

QξIIIϵ=CQξ((pϵ(t)+ϵ)2(pϵ(s)+ϵ)2)ωη(ts,x)sdsϵ0CQξ(p0(t)2p0(s)2)ωη(ts,x)sdsdxdtϵ0CQξ[p02(t)ωη(ts,x)sdsp0(s)2sωη(ts,x)ds]dxdt=oη0(1).

So for all test function ξ as above, and all η > 0,

QTξ(p02Δp0ωη+p02(n0G(p0))ωη)dxdtoη0(1).

Now it remain to pass to the limit η → 0 in the regularization process. Thanks to an integration by parts,

0QT(2ξp0p0p0ωηp02ξp0ωη+ξp02(n0G(p0))ωη)dxdt.

From the L2 estimate on ∇p0 (Lemma 3.4) and the L1L estimate on p0 (Lemma 3.2), we deduce that we can pass to the limit η → 0 and get

0QT(2ξp0|p0|2p02ξp0+ξp02n0G(p0))dxdt.

Finally, from (2.6), we have p0n0 = p0. It concludes the proof.

Acknowledgements

* S.H. would like to thanks Pierre Degond and Jean-Paul Vincent for stimulating discussion and acknowledges support from the Francis Crick Institute which receives its core funding from Cancer Research UK (FC001204), the UK Medical Research Council (FC001204), and the Wellcome Trust (FC001204). N.V. acknowledges partial support from the ANR blanche project Kibord No ANR-13-BS01-0004 funded by the French Ministry of Research. Part of this work has been done while N.V. was a CNRS fellow at Imperial College, he is really grateful to the CNRS and to Imperial College for the opportunity of this visit. The authors would like to express their sincere gratitude to Pierre Degond for his help and its suggestions during this work.

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