Alinhac S. Hyperbolic Partial Differential Equations

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2.5 Domains of Determination I (A priori Estimate) 19

2.5 Domains of Determination I (A priori Es-

timate)

Deﬁnition 2.17. For a hyperbolic operator P ,theﬁeld∂

+ λ

∂

is called

the i-characteristic ﬁeld, and its integral curves are called i-characteristics

of P . The same deﬁnition holds for ﬁrst order systems.

Note that we have shown that P is equal to the product of its character-

istic ﬁelds (up to lower order terms) and that a system can be reduced to

the diagonal system of its characteristic ﬁelds (modulo zero order coupling

terms).

Deﬁnition 2.18. A closed domain D ⊂ R

× [0, ∞[ with base

ω = D ∩{t =0}

is a domain of determination of ω for an operator P (or a system L)iffor

any m =(x

) ∈ D,andalli, the backward i-characteristic (that is,

for t ≤ t

)drawnfromm reaches ω while remaining in D.

Example 2.19. Consider the wave equation, and take ω =[a, b]onthe

x-axis. A triangle D bounded by a line through (a, 0) (with positive slope)

and a line through (b, 0) (with negative slope) is a domain of determina-

tion if the lines have slopes respectively less than c and greater than −c.

The biggest possible D is bounded by lines with slopes c and −c, respec-

tively. More generally, as a consequence of the usual comparison theorem for

solutions of ordinary diﬀerential equations (see Appendix, Theorem A.7),

we have the following theorem.

Theorem 2.20. For a strictly hyperbolic operator or system, the biggest

domain of determination D with base ω =[a, b] on the x-axis is the curved

triangle bounded by the x-axis, the fastest characteristic (corresponding

to λ

)from(a, 0), and the slowest characteristic (corresponding to λ

)

from (b, 0).

For a domain of determination D, we will denote by p

(m)thepoint

where the backward i-characteristic γ

(m)={(x

(t, m),t)} drawn from m

meets ω.Wecannowprovethefollowinga priori estimate.

Theorem 2.21. Let D be a compact domain of determination with

base ω on the x-axis for a ﬁrst order strictly hyperbolic system L.Set

= {x, (x, t) ∈ D}. Then there exists a constant C such that, for any

U ∈ C

(

D),

max

0≤s≤t

||U(·,s)||

∞

)

≤ C{||U

∞

(ω)



||(LU)(·,s)||

∞

)

ds}.

20 Chapter 2 Operators and Systems in the Plane

Proof: As explained in Section 1.6, we reduce the Cauchy problem

LU = F, U(x, 0) = U

(x) to the problem

∂

V +Λ∂

V + CV = G, V (x, 0) = V

(x).

Integrating the equation for V

along the i-characteristic between 0 and t,

we obtain

(m)=(V

)

(m)) +



− (CV )

](x

(s, m),s)ds.

We ﬁx t and take the sup norm in x to get, for some numerical

constant C

||V

(·,t)||

∞

)

≤||V

∞

(ω)



{||F (·,s)||

∞

)

+||V (·,s)||

∞

)

}ds.

We set now φ(t)=max

0≤s≤t

||V (·,s)||

∞

)

. Summing the above

inequalities over i, we obtain for 0 ≤ t



≤ t ≤ T (with another

constant C

)

||V (·,t



)||

∞



)

≤ C

||V

∞

(ω)

+ C



||F (·,s)||

∞

)

+ C



||V (·,s)||

∞

)

ds.

Taking the supremum in t



we get for t ≤ T

φ(t) ≤ A + C



φ(s)ds, A = C

||V

∞

(ω)

+ C



||F (·,s)||

∞

)

ds.

Using the Gronwall lemma, we ﬁnally get φ(t) ≤ C

A, which is the desired

result. 

In particular, the theorem implies the uniqueness of a possible solution to

the Cauchy problem in D. From the proof of the theorem, we see that it can

be extended to a noncompact domain (for instance, a strip {0 ≤ t ≤ T }),

provided the appropriate obvious assumptions on the coeﬃcients of L have

been made. Such a theorem is called an aprioriestimate, since it applies

to any U.

2.6 Domains of Determination II (Existence) 21

2.6 Domains of Determination II (Existence)

We prove now an existence theorem in a domain of determination D,chosen

as in Section 2.5.

Theorem 2.22. Let D be a compact domain of determination with base ω

on the x-axis for a ﬁrst order strictly hyperbolic system L.LetF ∈ C

(D)

and U

∈ C

(ω). Then there exists a unique solution U ∈ C

(D) of the

Cauchy problem

LU = F, U(x, 0) = U

(x).

Proof: Step 1. We resume the notation of the proof of Theorem 2.21.

We ﬁrst prove that the system on V ,writteninintegralform

(m)=(V

)

(m)) +



− (CV )

](x

(s, m),s)ds,

has a C

solution in D. To this aim, we deﬁne a sequence V

∈ C

(D)by

n+1

(m)=(V

)

(m)) +



− (CV

)

](x

(s, m),s)ds, V

=0.

Introducing δ

(t)=||V

n+1

(·,t) −V

(·,t)||

∞

)

, we obtain by subtract-

ing the equations for n +1 andn and taking the supremum for ﬁxed t as

before,

(t) ≤ C



n−1

(s)ds.

We claim now that for some constants c

and c

,wehaveforalln,

(t) ≤ c

/n!. For n = 0, this is certainly true for c

big enough,

which we now ﬁx accordingly. Assume that this is true for n:thenweget

from the above inequality and the induction hypothesis

n+1

(t) ≤ C



ds = C

n+1

(n +1)!

This shows that the claim is true if c

≥ C

.Ift ≤ T in D,weobtain

then

||V

n+1

− V

∞

(D)

≤ c

T )

which is the general term of a convergent series. Hence, V

converges

uniformly in D to some V ∈ C

(D), which is a solution of the system on

V written in integral form.

Step 2. However, this does not imply that V is C

and satisﬁes the

diﬀerential system! To handle this diﬃculty, we set W

= ∂

,whichis

22 Chapter 2 Operators and Systems in the Plane

allowed since in fact V

belongs to C

(D)ifF and U

do. Diﬀerentiating

with respect to x the integral expression of V

n+1

,weobtain

n+1

(m)= ∂

[(V

)

(m)) +



(s, m),s)ds] −



[(∂

C)V

+ CW

]

(s, m),s)(∂

(s, m))ds.

Just as before, we prove that V

and W

converge uniformly in D to

continuous functions V and W . ThisimpliesthatV admits a continuous

partial derivative ∂

V = W .Since

∂

n+1

+Λ∂

n+1

+ CV

= G,

∂

also converges uniformly to a continuous function. Hence V admits

continuous partial derivatives and is in C

. We can then diﬀerentiate the

system in integral form satisﬁed by V to recover the original system, and

this ﬁnishes the proof. 

2.7 Exercises

1.(a) Consider in the plane R

x,t

the wave operator P = ∂

− ∂

.Prove

that any C

function u of the form u(x, t)=φ(x + t)oru(x, t)=ψ(x − t)

satisﬁes Pu = 0. Deduce from this an explicit formula for the solution u of

the homogeneous Cauchy problem in a domain

D = {(x, t),t≥ 0,t+ |x|≤a}.

(b) Find explicitly the solution of the Cauchy problem Pu = f in D with

zero Cauchy data on {t =0}.

2. Let D be the unit closed disc in the plane with coordinates (x, y), and

∂D the unit circle. What are all the C

solutions of the equation ∂

u =0

in R

?inD? Show that the boundary value problem in D

∂

u = f, u|∂D = u

does not have a unique solution. If we impose the stronger boundary con-

ditions u = ∇u =0on∂D, show that the corresponding boundary value

problem in D has at most one solution. Write down necessary conditions

on f for such a solution to exist.

3. Prove the Gronwall lemma (Section 2.4)

(Hint: Set ψ(t)=C +



A(s)φ(s)ds, and solve the diﬀerential inequality

on ψ).

2.7 Exercises 23

4. We consider a C

real solution u of the wave equation

Pu =(∂

− ∂

)u =0

in the cylinder C = {(x, t),t ≥ 0,a ≤ x ≤ b}⊂R

x,t

. Assume that u

satisﬁes the boundary conditions

u(a, t)=0, (∂

u + ∂

u)(b, t)=0.

(a) Deﬁne the energy of u at time t by

E(t)=



[(∂

+(∂

](x, t)dx.

By computing



C∩{0≤t≤T }

(Pu)(∂

u)dxdt,show

E(T ) − E(0) = −



(∂

(b, t)dt.

The energy is said to “dissipate” along the boundary {x = b}.

(b) Show that for t ≥ 2(b − a), u ≡ 0 (so much energy dissipated that

there is nothing left!).

5. Prove an a priori estimate analogous to that of Theorem 2.21 for a

second order strictly hyperbolic operator P .

6. Prove an existence theorem analogous to that of Theorem 2.22 for a

second order strictly hyperbolic operator P .

7. Let P be a strictly hyperbolic operator of order two in R

x,t

,andu ∈

× R

) be a solution of Pu = 0. Assume that the Cauchy data of

u vanish outside [a, b]. Let x = x

(t) be the 1-characteristic of P through

(a, 0), and x = x

(t) the 2-characteristic through (b, 0). Prove that the

support of u iscontainedintheset

{(x, t),t≥ 0,x

(t) ≤ x ≤ x

(t)}.

8. Consider a strictly hyperbolic homogeneous operator P with constant

coeﬃcients. Show that if D is not a domain of determination of its base

[a, b]forP , no uniqueness can hold for the Cauchy problem in D.

9. Prove that when an operator P is reduced to a ﬁrst order system L as

in Section 2.3 the characteristic speeds are the same for P and L.

10. Let A be a real square matrix. Show that if there exists a hermitian

positive deﬁnite S such that SA is hermitian, then the eigenvalues of A are

24 Chapter 2 Operators and Systems in the Plane

real. Conversely, if all eigenvalues of A are real and distinct, there exists

such an S. Explain why this is relevant for hyperbolic systems.

11.(a) Let P be the wave operator with real coeﬃcient c ∈ C

)

P = ∂

− c

(x, t)∂

, 1/2 ≤ c ≤ 2.

Prove for all u ∈ C

)theidentity

(Pu)(∂

u)=

∂

(∂

+(∂

] − ∂

(∂

u)(∂

u)]

+2c(∂

c)(∂

u)(∂

u) − c(∂

c)(∂

(b) Assume that in the strip S

= {0 ≤ t ≤ T } for some constant C,

|∂

c| + |∂

c|≤C.

Assume for simplicity that u is real and that u(·,t) has compact support

for all t. Using the formula of (a) to compute



(Pu)(∂

u)dxds,provefor

t ≤ T the inequality

E(t) ≤ E(0) + C



E(s)ds + C



||f(·,s)||

1/2

(s)ds,

where Pu = f and E(t)=(1/2)



(∂

+(∂

]dx. Proceed then as

in Exercise 17 of Chapter 1, using the Gronwall lemma, to establish the a

priori L

inequality

max

0≤s≤t

1/2

(s) ≤ C

1/2

(0) + C



||f(·,s)||

ds, t ≤ T.

Such an a priori inequality in L

norm is called an “energy inequality.”

12. We keep the notation of Exercise 11. Let D be a compact domain

of determination for P ,andsetD

= {(x, t) ∈ D, 0 ≤ t ≤ T }.Onthe

nonhorizontal part Λ of the boundary of D

, we denote the components

of the unit outgoing normal by (n

> 0). Proceeding as in Exercise 11,

prove the a priori inequality

E(T )+



− c

)

(∂

dσ ≤ E(0) + C



E(t)dt

+ C



||f(·,t)||

1/2

(t)dt,

2.7 Exercises 25

where dσ is the length element on Λ and E is now deﬁned by an integration

on D ∩{t = T }.If|n

|≤n

/c on Λ, this yields exactly the same energy

inequality as in Exercise 11. Show that this condition on ∂D is always

satisﬁed for a domain of determination (this is a remarkable fact, since it

shows that the method of proof does not require more assumptions than

what is known to be necessary anyway).

13.(a) Let L = S∂

+ A∂

+ B be a symmetric hyperbolic system, where

we take for simplicity S and A to be real. Prove, for all real U ∈ C

the identity

ULU = ∂

(

USU)+∂

(

UAU) −

U(∂

S + ∂

A − 2B)U.

Give appropriate conditions on the coeﬃcients of L in a strip S

{0 ≤ t ≤ T } to obtain, as in Exercise 11, the energy inequality

max

0≤s≤t

||U(·,s)||

≤ C

||U

+ C



||f(·,s)||

ds.

(b) We keep the notation of Exercise 12 and set E(t)=



(x,t)∈D

|U(x, t)|

dx.

Prove the inequality

||U(·,T)||



U(n

S + n

A)Udσ ≤ C

||U

+ C



E(t)dt

+ C



||f(·,t)||

1/2

(t)dt.

Show that the conditions

> 0 ⇒ n

+ λ

≥ 0,n

< 0 ⇒ n

+ λ

≥ 0

imply that the matrix n

S + n

A is nonnegative. Prove then an energy

inequality analogous to that of (a). Are these conditions always satisﬁed

for a domain of determination?

Chapter 3

Nonlinear First Order

Equations

3.1 Quasilinear Scalar Equations

We consider in R

the Cauchy problem with data u

given on the initial

surface Σ

= {x

=0} for the quasilinear scalar equation

Σa

(x, u)∂

u(x)=b(x, u),u(x



, 0) = u



),x



=(x

,...,x

n−1

The coeﬃcients a =(a

,...,a

)andb are given real C

∞

functions on

× R

,andu

: R

n−1

→ R is a given C

function. We look for a C

real solution

u : R

⊃ Ω → R.

First we tranform this Cauchy problem into a purely geometric problem.

Toarealfunctionu ∈ C

(Ω) we associate its graph in Ω × R

S = {(x, z),x∈ Ω,z= u(x)}.

The method of characteristics is based upon the following observation:

Observation 3.1. The function u is a solution of the equation in Ω if

and only if the ﬁeld

V (x, z)=(a

(x, z),...,a

(x, z),b(x, z)) ∈ R

n+1

is tangent to S.

S. Alinhac, Hyperbolic Partial Differential Equations, Universitext,

28 Chapter 3 Nonlinear First Order Equations

Note that the ﬁeld V is given with the coeﬃcients a and b and does not

depend on u.SinceanormaltoS is

N = ∇(u(x) − z)=(∂

u,...,∂

u, −1),

and, at a point of S,

(N · V )(x, u(x)) = Σ∂

u(x)a

(x, u(x)) − b(x, u(x)),

the observation is proved. 

Thus the Cauchy problem for u is equivalent to the following geometric

problem: ﬁnd an n-submanifold S in R

n+1

such that

i) S is the graph of some function;

ii) S contains the (n − 1)-submanifold Σ = {(x, z),x∈ Σ

,z = u

(x)};

iii) V is tangent to S.

Since V is tangent to S, the integral curves of V starting from points of

ΣbelongtoS (see Exercise 1.12). Hence we take for S the union of the

integral curves of V starting from Σ. We call this construction “weaving”

(see Appendix, Theorem A.15).

We have however to be careful about the following questions:

1. Is S a submanifold?

2. Is S the graph of a C

function?

The answers to these questions can be only local in general.

1. Given a point m

=(x

)) ∈ Σ, S is an n-submanifold in a

neighborhood of m

if V is not tangent to Σ at m

(see “weaving,”

Appendix, Theorem A.15).

2. For S to be the graph of a smooth function near m

, it is enough

to have a

) =0. Infact,T

S is spanned by T

ΣandV (m

)

and cannot contain a vertical vector W unless W is already in T

Σ,

which is impossible. Now, if f = 0 is an equation of S (with ∇f =0),

the condition about T

S implies ∂

f = 0. Then, using the implicit

function theorem, we can solve in C

the equation f =0inz,that

is, S is the graph of a C

function (see Appendix, Theorem A.14 for

a more general statement).

3.1 Quasilinear Scalar Equations 29

To summarize, we have proved the following theorem.

Theorem 3.2. Let x

∈ Σ

and assume a

)) =0. Then there

exists a unique solution u ∈ C

of the Cauchy problem in a neighborhood of

, and its graph is the union of the integral curves of V starting from Σ.

Observe also that the projections on R

of the integral curves of V are

just integral curves of the ﬁeld x → a(x, u(x)).

Though the statement of the above theorem is only local, the method

sometimes yields global results, as shown in examples.

Example 3.3. Suppose we deal with a linear equation, i.e., a and b do not

depend on u. The integral curves of V are now deﬁned by



(s)=a(x(s)),z



(s)=b(x(s)).

The x-part corresponds to integral curves of a;thez-part corresponds

to integrating b along the characteristic curves. Thus we are back to the

(linear) method of characteristics explained in Chapter 1.

Example 3.4. In the plane with coordinates (x, t), consider the Cauchy

problem for Burgers equation

∂

u + u∂

u =0,u(x, 0) = u

(x).

In this case, V (x, t, z)=(z, 1, 0), and the integral curve of V starting

from (x

, 0,z

)satisﬁes



(s)=z(s),t



(s)=1,z



(s)=0,

x(s)=x

+ sz

,t(s)=s, z(s)=z

Thus S is the image of

F :(y, s) → F (y,s)=(y + su

(y),s,u

(y)).

Though S is a union of horizontal lines, it is not necessarily everywhere

the graph of a smooth function! To see this, observe that at a point

m =(y + su

(y),s,u

(y)) ∈ S, T

S is spanned by

∂

F =(1+su



(y), 0,u



(y)),∂

F =(u

(y), 1, 0).

There exists a nontrivial vertical linear combination of these two vectors

if and only if

1+su



(y)=0.

If u



is not everywhere nonnegative, such points always exist (see

Exercises 1–7 for a more precise discussion).