Nonlinear Differential Problems with Smooth and Nonsmooth Constraints

2017

Introduction

This book is built on two main ideas regarding the topics under consideration: to exploit the presence of the available differentiability properties (even in a weak sense) of the data in the problem and to figure out the natural (smooth or nonsmooth) constraints that the solutions should satisfy. The interplay between these two essential features is systematically taken into account in every studied subject.

In order to give a hint about the meaning of this mutual relationship, let us focus on a simplified but relevant situation. Consider an inclusion problem

satisfying a (global) growth condition

subject to the pointwise constraints on the pattern of subsolution–supersolution and obstacle bound

. Then the needed growth for the nonlinear operator A driving the problem is actually local and pointwise, namely

.

The book consists of nine chapters upon which we give a brief overview. Chapter 1 provides a concise presentation of selected facts related to Sobolev spaces, differentiability and generalized monotonicity. Chapter 2 discusses regularity properties of solutions and a general strong maximum principle. Chapter 3 treats eigenvalue problems for important nonlinear operators as p-Laplacian, nonhomogeneous differential operators by admitting various boundary conditions. Chapter 4 focuses on the nonlinear elliptic problems exhibiting full dependence on the gradient of the solution, which prevents the application of variational methods. Chapter 5 presents results ensuring the existence of solutions with precise sign information, namely positive, negative, and nodal (i.e., sign-changing) solutions for quasilinear elliptic problems, possibly with multivalued terms. Chapter 6 reports on systems of quasilinear elliptic equations paying special attention to the general method of subsolution–supersolution giving rise to the prominent concept of a trapping region. Chapter 7 sets forth existence of positive solutions for systems of quasilinear elliptic equations allowing singularities with respect to the solutions and the gradients of the solutions. Chapter 8 contains various theorems on the solvability of variational and quasilinear inequalities incorporating in a unifying way the elliptic and evolutionary cases. Chapter 9 aims to handle general evolutionary inclusion problems involving control parameters and constraints for the solutions subject to variational inequalities. We close every chapter with a section where one finds notes on related developments, open problems with partial answers, and historic comments.

Chapter 1

Elements of Functional Analysis and Operator Theory

Abstract

This chapter contains selected elements of three fundamental fields of modern mathematics: functional analysis of Sobolev spaces, differential calculus, and operator theory. One can find brief reports on essential topics such as vector-valued integration theory, properties of vector-valued and multivariate Sobolev functions, implicit function theorem, Lagrange multiplier rule, linear accretive operators, nonlinear pseudomonotone operators, p-Laplacian.

Keywords

Integrable vector-valued function; Sobolev space; Dirichlet problem; Differentiable function; Lagrange multiplier rule; Generalized gradient; Accretive operator; Pseudomonotone operator; p-Laplacian

1.1 Sobolev Spaces

We start by presenting some basic elements of integration theory in a Banach space. Let I and let X between X the Banach space of continuous functions from I to X with compact support.

Definition 1.1

in X such that

(1.1)

Proposition 1.2

If the function is integrable, then there exists a unique point in X denoted (called the integral of f over I) such that for every sequence satisfying (1.1) one has

(1.2)

Proof

It is straightforward to show from is a Cauchy sequence in Xchosen in (1.1). □

A powerful criterion of integrability is provided in the following result.

Theorem 1.3

Bochner's theorem

A measurable function is integrable if and only if is integrable.

Moreover, in the case of integrability, it holds

(1.3)

Proof

fulfills .

in X . Setting

by Lebesgue's dominated convergence theorem we infer that

is integrable.

Inequality (1.3) follows because

. □

We recall the Hahn–Banach separation theorem. For its proof we refer to [31, Theorems 1.6, 1.7].

Theorem 1.4

Let A and B be two nonempty, disjoint, and convex subsets of a normed space X.

(i)  Assume that one of them is open. Then there exist and such that

(ii)  Assume that the set A is closed and the set B is compact. Then there exist and real numbers such that the strict separation holds

Two important consequences of Theorem 1.4 (ii) are needed in the sequel.

Corollary 1.5

A linear subspace S of a normed space X is dense in X if and only if the following holds: with for all implies .

Proof

The necessity part follows from the continuity of f. Then with the property

Replacing x by λx, enables us to deduce that f vanishes on S). The reached contradiction achieves the proof. □

Corollary 1.6

Let be an integrable function on an open interval I and let K be a closed convex subset of a real Banach space X such that for all . Then it holds

(1.4)

Proof

Arguing by contradiction, assume that satisfying

, we get

Integrating over I leads to a contradiction, which completes the proof. □

At this point we focus on certain spaces of integrable functions.

Definition 1.7

Given an open interval I , a real Banach space Xif f .

When endowed with the norm

for every open subinterval J of I compact and contained in I.

from I to X .

Lemma 1.8

Let satisfy

Then for every there corresponds (actually, f is continuous on I and ) such that

Proof

, the integration by parts yields

Through the hypothesis, we find

is arbitrary, the conclusion ensues. □

We are ready to discuss the Sobolev spaces of functions from I to X.

Definition 1.9

Given an open interval I , a real Banach space X (necessarily unique, see Lemma 1.8) such that

. Endowed with the norm

is a Hilbert space.

.

Theorem 1.10

For any , the following properties are equivalent:

;

for a.a. ,

with some (actually, , see Definition 1.9).

Proof

The equivalence can be easily established on the basis of Lemma 1.8. □

Corollary 1.11

The continuous embedding holds, where the notation means the Banach space of bounded and uniformly continuous functions from to X. In particular, one has . If , the Hölder regularity can be achieved .

Proof

Using it turns out that

(1.5)

The second inequality in (1.5) shows the uniform continuity of f , so f , (1.5) in conjunction with Hölder's inequality implies

whence the conclusion. □

Remark 1.12

(cf. [32, Proposition A.2.46]).

For higher order Sobolev spaces of functions from I to X we proceed inductively. Given an open interval I , a real Banach space X, we set

(1.6)

Corollary 1.13

For every integer and number , is a Banach space and one has the continuous embedding , and provided .

Proof

The result follows inductively from (1.6) and Corollary 1.11. □

is the distribution defined by

.

Definition 1.14

, a nonnegative integer mfor every multiindex α .

With respect to the norm

are Hilbert spaces.

. For more details we refer to [78,146].

Theorem 1.15

Marcus–Mizel

If is Lipschitz continuous with and , then for the composition there hold and for a.e. . Moreover, if , the Nemytskii operator given by is continuous.

Corollary 1.16

For every , there hold , , and

Proof

. we set

Then Theorem 1.15 yields

provides the result. □

is set forth.

Theorem 1.17

Poincaré's inequality

If the open set is bounded in at least one direction, then there exists a constant such that

Proof

, it is seen that

The integration over Ω, combined with Hölder's inequality and Fubini's theorem, enables us to find

which entails the result. □

Remark 1.18

The conclusion of .

In order to clarify the relationship of the Sobolev spaces with other function spaces we need regularity conditions on Ω.

Definition 1.19

there exist a neighborhood U of x -diffeomorphism Φ of U such that

Theorem 1.20

Sobolev's and Rellich–Kondrachov embedding theorems

Assume that the open set is bounded and of class , with an integer , and let .

(i)  If , one has the continuous embedding for each , which is compact provided .

(ii)  If , one has the compact embedding for each .

(iii)  If , one has the continuous embedding , with k the biggest integer such that and , which is compact provided .

The above assertions remain valid without assuming that Ω is of class when is replaced by .

Remark 1.21

One can relax the regularity condition on Ω required in Theorem 1.20 (see Adams [1]).

(see, e.g., .

Theorem 1.22

Let Ω be an open subset of and . Then if and only if there exist such that

In addition, it holds

In the case where Ω is bounded, one can choose .

1.2 Optimization, Subdifferentials and Generalized Gradients

This section deals with functionals on a Banach space X, i.e., real-valued functions on Xwhen X is a Hilbert space, which is known as Riesz representation theorem.

Theorem 1.23

Let H be a real Hilbert space endowed with the scalar product and associated Euclidean norm . For every there corresponds a unique such that

(1.7)

Moreover, it holds

(1.8)

Proof

, to have the orthogonal direct sum decomposition

(1.9)

Precisely, there is

, we note that

. Then .

, the orthogonality of w in (1.9) results in

, so (1.7) holds true.

Using (1.7) and Cauchy–Schwarz inequality allows obtaining the estimate

renders

Altogether, (1.8) ensues.

follows readily from (1.7), which completes the proof. □

Corollary 1.24

If H is a Hilbert space, then the dual is a Hilbert space.

Proof

Applying . Moreover, from (1.8) it turns out that

, which completes the proof. □

We indicate how Theorem 1.23 can be directly used to study linear boundary value problems whose prototype is discussed below.

Corollary 1.25

Let Ω be an open subset of and let . Then the Dirichlet problem

(1.10)

has a unique weak solution , that is,

(1.11)

Proof

Since equality (1.11) reads as

the conclusion regarding the unique solvability of problem (1.10) is readily obtained from Theorem 1.23. □

Remark 1.26

A careful examination of the proof of Theorem 1.23 reveals that the unique solution of problem (1.10) is of the form

for

.

We review a few basic facts regarding differentiability. For a comprehensive theory and applications, we refer to [13].

Definition 1.27

defined on an open subset U of a normed space X if there exists the limit

Example 1.28

Let U .

Definition 1.29

defined on an open subset U of a normed space X such that

(called the (Gâteaux) differential or derivative of F at u).

Definition 1.30

defined on an open subset U of a normed space X such that

(called the (Fréchet) differential or derivative of F at u), which is justified by the next statement.

Proposition 1.31

If the function is Fréchet differentiable at u, then it is Gâteaux differentiable at u and the differentials coincide.

Proof

in , to get the desired conclusion. □

A partial converse of Proposition 1.31 is available.

Proposition 1.32

If the function is Gâteaux differentiable on a neighborhood V of u and the differential is continuous at u, then F is Fréchet differentiable at u.

Proof

, based on Definition 1.29 we may write

Now it is straightforward to derive that F is Fréchet differentiable at u. □

In the case of a Hilbert space, the differential is expressed through the gradient.

Proposition 1.33

Let U be an open subset of a Hilbert space X endowed with the scalar product . If the function is Gâteaux differentiable at , then there exists a unique vector (called the gradient of F at u) such that

Proof

One applies Theorem 1.23 on the Hilbert space X . □

Example 1.34

(i)  If U , then

on the Hilbert space X, the gradient of F .

Remark 1.35

The differentiability notions in Definitions 1.27, 1.29, and 1.30 can similarly be introduced for mappings with values in a Banach space in place of scalar values. Propositions 1.31 and 1.32 are valid for vector-valued mappings (see, e.g.,