Asymptotic profiles of solutions to viscous Hamilton-Jacobi equations
Asymptotic profiles of solutions
to viscous Hamilton-Jacobi equations
Säıd Benachour
Institut Elie Cartan-Nancy, Université Henri Poincaré
BP 239, F-54506 Vandœuvre lès Nancy cedex, France
E-mail: benachou@iecn.u-nancy.fr
Grzegorz Karch
Instytut Matematyczny, Uniwersytet Wroc lawski
pl. Grunwaldzki 2/4, 50-384 Wroc law, Poland
Institute of Mathematics, Polish Academy
of Sciences, Warsaw (2002-2003)
E-mail: karch@math.uni.wroc.pl
Philippe Laurençot
Mathématiques pour l’Industrie et la Physique
CNRS UMR 5640, Université Paul Sabatier-Toulouse 3
118 route de Narbonne, F-31062 Toulouse cedex 4, France
E-mail: laurenco@mip.ups-tlse.fr
November 10, 2021
Abstract
The large time behavior of solutions to the Cauchy problem for the viscous
Hamilton-Jacobi equation ut − ∆u + |∇u|q = 0 is classified. If q > qc := (N +
2)/(N + 1), it is shown that non-negative solutions corresponding to integrable
initial data converge in W 1,p(RN ) as t → ∞ toward a multiple of the fundamental
solution for the heat equation for every p ∈ [1,∞] (diffusion-dominated case).
On the other hand, if 1 < q < qc, the large time asymptotics is given by the very
singular self-similar solutions of the viscous Hamilton-Jacobi equation.
2000 Mathematics Subject Classification: 35K15, 35B40.
http://arxiv.org/abs/0704.1207v1
2 S. Benachour, G. Karch, & Ph. Laurençot
For non-positive and integrable solutions, the large time behavior of solutions
is more complex. The case q ≥ 2 corresponds to the diffusion-dominated case.
The diffusion profiles in the large time asymptotics appear also for qc < q < 2
provided suitable smallness assumptions are imposed on the initial data. Here,
however, the most important result asserts that under some conditions on initial
conditions and for 1 < q < 2, the large time behavior of solutions is given by
the self-similar viscosity solutions to the non-viscous Hamilton-Jacobi equation
zt + |∇z|q = 0 supplemented with the initial datum z(x, 0) = 0 if x 6= 0 and
z(0, 0) < 0.
Résumé
Nous classifions le comportement asymptotique des solutions du problème de Cauchy pour
l’équation de Hamilton-Jacobi avec diffusion ut−∆u+|∇u|q = 0. Si q > qc := (N+2)/(N+1),
nous montrons que, lorsque t → ∞, les solutions intégrables et positives convergent dans
W 1,p(RN ) vers un multiple de la solution fondamentale de l’équation de la chaleur pour tout
p ∈ [1,∞] (diffusion dominante). Ensuite, si 1 < q < qc, le comportement asymptotique
est décrit par la solution très singulière auto-similaire de l’équation de Hamilton-Jacobi avec
diffusion.
En ce qui concerne les solutions intégrables et négatives, la situation est plus complexe.
Le terme de diffusion est de nouveau dominant si q ≥ 2, ainsi que lorsque qc < q < 2
pourvu que la donnée initiale soit suffisamment petite. Ensuite, pour 1 < q < 2, nous
identifions une classe de données initiales pour laquelle le comportement asymptotique des
solutions est donné par une solution de viscosité auto-similaire de l’équation de Hamilton-
Jacobi zt + |∇z|q = 0 avec la condition initiale (non continue) z(x, 0) = 0 si x 6= 0 et
z(0, 0) < 0.
Keywords: Diffusive Hamilton-Jacobi equation, self-similar large time behavior, Lapla-
cian unilateral estimates.
Mots-clés : Equation de Hamilton-Jacobi diffusive, comportement asymptotique auto-
similaire, estimations unilatérales du Laplacien.
1 Introduction
We investigate the large time behavior of integrable solutions to the Cauchy problem
for the viscous Hamilton-Jacobi equation
ut −∆u+ |∇u|q = 0 , x ∈ RN , t > 0 ,(1.1)
u(x, 0) = u0(x) , x ∈ RN ,(1.2)
where q > 1. The dynamics of the solutions to (1.1)-(1.2) is governed by two competing
effects, namely those resulting from the diffusive term −∆u and those corresponding
to the “hyperbolic” nonlinearity |∇u|q. Our aim here is to figure out whether one of
Viscous Hamilton-Jacobi equations 3
these two effects rules the large time behavior, according to the values of q and the
initial data u0. Since the nonlinear term |∇u|q is non-negative, it acts as an absorption
term for non-negative solutions and as a source term for non-positive solutions. We
thus consider separately non-negative and non-positive solutions. Let us outline our
main results now.
For non-negative initial data, it is already known that diffusion dominates the large
time behavior for q > qc := (N +2)/(N +1) and that the nonlinear term only becomes
effective for q < qc [1, 4, 6, 8]. We obtain more precise information in Theorems 2.1
and 2.2 below. In particular, if q ∈ (1, qc) and the initial datum decays sufficiently
rapidly at infinity, there is a balance between the diffusive and hyperbolic effects: the
solution u(t) behaves for large t like the very singular solution to (1.1), the existence
and uniqueness of which have been established in [5, 3, 23].
For non-positive initial data, there are two critical exponents q = qc and q = 2,
as already noticed in [21], and the picture is more complicated. More precisely, the
diffusion governs the large time dynamics for any initial data if q ≥ 2 and for sufficiently
small initial data if q ∈ (qc, 2), and we extend the result from [21, Proposition 2.2] in
that case (cf. Theorem 2.3, below). On the other hand, when q ∈ (1, 2), we prove that,
for sufficiently large initial data, the large time behavior is governed by the nonlinear
reaction term. This fact is also true for any initial datum u0 6≡ 0 if N ≤ 3 and q is
sufficiently close to 1. We actually conjecture that the nonlinear reaction term always
dominates in the large time for any non-zero initial datum as soon as q ∈ (1, qc).
Let us finally mention that, when q ∈ (qc, 2), there is at least one (self-similar)
solution for which there is a balance between the diffusive and hyperbolic effects for
large times [7].
Before stating more precisely our results, let us recall that for every initial datum
u0 ∈ W 1,∞(RN) the Cauchy problem (1.1)-(1.2) has a unique global-in-time solution
which is classical for positive times, that is
u ∈ C(RN × [0,∞)) ∩ C2,1(RN × (0,∞)) .
In addition, this solution satisfies the estimates
‖u(t)‖∞ ≤ ‖u0‖∞ and ‖∇u(t)‖∞ ≤ ‖∇u0‖∞ for all t > 0.(1.3)
Moreover, by the maximum principle, u0 ≥ 0 implies that u ≥ 0 and u0 ≤ 0 ensures
that u ≤ 0. We refer the reader to [1, 4, 17] for the proofs of all these preliminary
results. In addition, a detailed analysis of the well-posedness of (1.1)-(1.2) in the
Lebesgue spaces Lp(RN) may be found in the recent paper [7].
Notations. The notation to be used is mostly standard. For 1 ≤ p ≤ ∞, the
Lp-norm of a Lebesgue measurable real-valued function v defined on RN is denoted by
‖v‖p. We will always denote by ‖·‖X the norm of any other Banach space X used in this
paper. Also, W 1,∞(RN) denotes the Sobolev space consisting of functions in L∞(RN)
4 S. Benachour, G. Karch, & Ph. Laurençot
whose first order generalized derivatives belong to L∞(RN). The space of compactly
supported and C∞-smooth functions in RN is denoted by C∞c (RN), and C0(RN) is the
set of continuous functions u such that
|x|≥R
{|u(x)|} = 0 .
For a real number r, we denote by r+ := max {r, 0} its positive part and by r− :=
max {−r, 0} its negative part. The letter C will denote generic positive constants, which
do not depend on t and may vary from line to line during computations. Throughout
the paper, we use the critical exponent
qc :=
N + 2
N + 1
2 Results and comments
As already outlined, the large time behavior of solutions to (1.1)-(1.2) is determined
not only by the exponent q of the nonlinear term |∇u|q but also by the sign, size, and
shape of the initial conditions. In the present paper, we attempt to describe this variety
of different asymptotics of solutions, imposing particular assumptions on initial data.
In order to present our results in the most transparent form, we divide this section into
subsections.
2.1 Non-negative initial conditions
In Theorems 2.1 and 2.2 below, we always assume that
u0 is a non-negative function in L
1(RN ) ∩W 1,∞(RN ) , u0 6≡ 0 ,(2.1)
and we denote by u = u(x, t) the corresponding non-negative solution of the Cauchy
problem (1.1)-(1.2). In that case, we recall that t 7−→ ‖u(t)‖1 is a non-increasing
function and that |∇u| belongs to Lq(RN × (0,∞)). In addition,
I∞ := lim
u(x, t) dx =
u0(x) dx−
|∇u(x, s)|q dx ds(2.2)
satisfies I∞ > 0 if q > qc and I∞ = 0 if q ≤ qc (cf. [1, 4, 6], for details). Since we would
have I∞ = ‖u0‖1 > 0 for the linear heat equation, we thus say that diffusion dominates
the large time behavior when I∞ > 0, that is, when q > qc.
We first consider the diffusion-dominated case.
Theorem 2.1 Suppose (2.1) and that q > qc. For every p ∈ [1,∞],
t(N/2)(1−1/p)‖u(t)− I∞G(t)‖p = 0(2.3)
Viscous Hamilton-Jacobi equations 5
t(N/2)(1−1/p)+1/2‖∇u(t)− I∞∇G(t)‖p = 0.(2.4)
Here, G(x, t) = (4πt)−N/2 exp(−|x|2/(4t)) is the fundamental solution of the heat equa-
tion.
When p = 1, the relation (2.3) is proved in [8] and Theorem 2.1 extends the
convergence of u(t) towards a multiple of G(t) to W 1,p(RN), p ∈ [1,∞].
Remark 2.1 Theorem 2.1 holds true when I∞ = 0 (i.e. for q ≤ qc) as well, but in
that case, the relation (2.3) says only that ‖u(t)‖p tends to 0 as t → ∞ faster than
t−(N/2)(1−1/p).
Our next theorem is devoted to the balance case 1 < q < qc when a particular
self-similar solution of (1.1) appears in the large time asymptotics.
Theorem 2.2 Suppose (2.1). Assume that q ∈ (1, qc) and, moreover, that
ess lim
|x|→∞
|x|au0(x) = 0 with a =
q − 1
.(2.5)
For every p ∈ [1,∞],
t(N/2)(1−1/p)+(a−N)/2‖u(t)−W (t)‖p = 0(2.6)
t(N/2)(1−1/p)+(a−N)/2+1/2‖∇u(t)−∇W (t)‖p = 0,(2.7)
where W (x, t) = t−a/2W (xt−1/2, 1) is the very singular self-similar solution to (1.1).
For the existence and uniqueness of the very singular solution to (1.1), we refer the
reader to [5, 3, 23]. Notice also that the initial datum u0 is integrable by assumption
(2.5) since a > N for 1 < q < qc.
Remark 2.2 In the critical case q = qc, it is also expected that u(t) converges towards
a multiple of G(t) with a correction in the form of an extra logarithmic factor resulting
from the absorption term. This conjecture is supported by what is already known for
non-negative solutions to the Cauchy problem wt −∆w + w(N+2)/N = 0 (see, e.g., [25]
and the references therein).
2.2 Non-positive initial conditions
We now turn to non-positive solutions and assume that
u0 is a non-positive function in L
1(RN) ∩W 1,∞(RN) , u0 6≡ 0 .(2.8)
6 S. Benachour, G. Karch, & Ph. Laurençot
We denote by u = u(x, t) the corresponding non-positive solution of the Cauchy prob-
lem (1.1)-(1.2). In that case, we recall that t 7−→ ‖u(t)‖1 is a non-decreasing function
and put
I∞ := inf
u(x, t) dx = − sup
‖u(t)‖1 ∈ [−∞,−‖u0‖1] .(2.9)
Substituting u = −v in (1.1)-(1.2) we obtain that v = v(x, t) is a non-negative
solution to
vt −∆v − |∇v|q = 0, v(x, 0) = −u0(x),(2.10)
which has been studied in [7, 16, 17, 21].
We start again with the diffusion-dominated case.
Theorem 2.3 Suppose (2.8).
a) Assume that q ≥ 2. Then I∞ > −∞ and |∇u| belongs to Lq(RN × (0,∞)).
In addition, I∞ is given by (2.2) and the relations (2.3) and (2.4) hold true for every
p ∈ [1,∞].
b) Assume that q ∈ (qc, 2). There exists ε = ε(N, q) such that, if
‖u0‖1‖∇u0‖(N+1)q−(N+2)∞ < ε ,(2.11)
then the conclusions of part a) are still valid.
The fact that I∞ > −∞ under the assumptions of Theorem 2.3 is established in
[21], together with the relation (2.3) for p = 1. We extend here this convergence to
W 1,p(RN), p ∈ [1,∞].
The smallness assumption imposed in (2.11) is necessary to obtain the heat ker-
nel as the first term of the asymptotic expansion of solutions. This is an immediate
consequence of the following theorem and the subsequent discussion.
Theorem 2.4 Suppose (2.8) and that q ∈ (qc, 2).
a) There exists a non-positive self-similar solution
V = V (x, t) = t−(2−q)/(2(q−1))V (xt−1/2, 1)
to (1.1) such that
t(N/2)(1−1/p)‖V (t)‖p = ∞ and lim
t(N/2)(1−1/p)+1/2‖∇V (t)‖p = ∞
for all p ∈ [1,∞].
b) There is a constant K = K(q) ≥ 0 such that, if u0 ∈ W 2,∞(RN) satisfies
‖u0‖∞
∥(∆u0)
1−2/q
> K(2.12)
‖u(t)‖∞ > 0.(2.13)
Viscous Hamilton-Jacobi equations 7
The first part of Theorem 2.4 is proved in [7] while the second assertion is new. Let
us point out here that, for the Hamilton-Jacobi equation wt+ |∇w|q = 0, the L∞-norm
of solutions remains constant throughout time evolution, while it decays to zero for the
linear heat equation. We thus realize that, under the assumptions of Theorem 2.4 b),
the diffusive term is not strong enough to drive the solution to zero in L∞ as t → ∞
and the large time dynamics is therefore ruled by the Hamilton-Jacobi term |∇u|q.
Unfortunately, the conditions (2.11) and (2.12) do not involve the same quantities.
Still, we can prove that if u0 fulfils
‖u0‖∞ ‖D2u0‖1−2/q∞ > K
(which clearly implies (2.12) since q < 2), the quantity ‖u0‖1‖∇u0‖(N+1)q−(N+2)∞ cannot
be small. Indeed, there is a constant C depending only on q and N such that
‖u0‖∞ ‖D2u0‖1−2/q∞
)q(N+1)/2 ≤ C‖u0‖1‖∇u0‖q(N+1)−(N+2)∞ .(2.14)
For the proof of (2.14), put B = ‖u0‖∞‖D2u0‖1−2/q∞ and note that the Gagliardo-
Nirenberg inequalities
‖u0‖∞ ≤ C ‖∇u0‖N/(N+1)∞ ‖u0‖
1/(N+1)
‖∇u0‖∞ ≤ C ‖D2u0‖(N+1)/(N+2)∞ ‖u0‖
1/(N+2)
imply that
‖∇u0‖(2−q)(N+2)∞ ≤ C ‖D2u0‖(2−q)(N+1)∞ ‖u0‖
= C B−q(N+1) ‖u0‖q(N+1)∞ ‖u0‖
≤ C B−q(N+1) ‖∇u0‖qN∞ ‖u0‖21 ,
whence the above claim.
We next show that the second assertion of Theorem 2.4 is also true when q ∈ (1, qc).
Theorem 2.5 Suppose (2.8) and that q ∈ (1, qc]. There is a constant K = K(q) ≥ 0
such that, if u0 ∈ W 2,∞(RN ) fulfils (2.12), then (2.13) holds true.
Furthermore, if N ≤ 3 and 1 < q < 4/
1 + 2N
, then K(q) = 0.
We actually conjecture that K(q) = 0 for any q ∈ (1, qc), but we have yet been
unable to prove it.
The last result confirms the domination of the Hamilton-Jacobi term for large times
when (2.13) holds true and provides precise information on the large time behavior.
Theorem 2.6 Let q ∈ (1, 2). Assume that u0 ∈ C0(RN ) fulfils (2.8) and is such that
M∞ := lim
‖u(t)‖∞ > 0 .(2.15)
8 S. Benachour, G. Karch, & Ph. Laurençot
‖u(t)− ZM∞(t)‖∞ = 0 ,(2.16)
where ZM∞ is given by
ZM∞(x, t) := −
M∞ − (q − 1) q−q/(q−1)
)q/(q−1)
(2.17)
for (x, t) ∈ RN × (0,∞). In fact, ZM∞ is the unique viscosity solution in BUC(RN ×
(0,∞)) to
zt + |∇z|q = 0 in RN × (0,∞)(2.18)
with the bounded and lower semicontinuous initial datum z(x, 0) = 0 if x 6= 0 and
z(0, 0) = −M∞.
The last assertion of Theorem 2.6 follows from [24]. Moreover, ZM∞ is actually given
by the Hopf-Lax formula
ZM∞(x, t) = inf
−M∞ 1{0}(y) + (q − 1) q−q/(q−1)|x− y|q/(q−1) t−1/(q−1)
for (x, t) ∈ RN × (0,∞), where 1{0} denotes the characteristic function of the set {0}.
Observe that ZM∞ is a self-similar solution to (2.18) since ZM∞(x, t) = ZM∞(xt
−1/q, 1).
If N = 1, the convergence stated in Theorem 2.6 extends to the gradient of u.
Proposition 2.1 Assume that N = 1 and consider a non-positive function u0 in
W 1,1(R) ∩ W 1,∞(R). Under the assumptions and notations of Theorem 2.6, we have
t(1−1/p)/q ‖ux(t)− ZM∞,x(t)‖p = 0
for p ∈ [1,∞).
In fact, if N = 1 and u0 ∈ W 1,1(R) ∩W 1,∞(R), the function U := ux is a solution
to the convection-diffusion equation
Ut − Uxx + (|U |q)x = 0 , x ∈ R , t > 0 ,(2.19)
with initial datum U(0) = u0x and satisfies
U(x, t) dx =
u0x(x) dx = 0 , t ≥ 0 .(2.20)
The large time behavior of non-negative or non-positive integrable solutions to (2.19)
is now well-identified [12, 13] but this is far from being the case for solutions satisfying
(2.20). In this situation, some sufficient conditions on U(0) are given in [19] for the
Viscous Hamilton-Jacobi equations 9
solution to (2.19) to exhibit a diffusion-dominated large time behavior. Also, conver-
gence to N -waves is studied in [20] but, for solutions satisfying (2.20), no condition is
given in that paper which guarantees that U(t) really behaves as an N -wave for large
times. As a consequence of our analysis, we specify such a condition and also provide
several new information on the large time behavior of solutions to (2.19) satisfying
(2.20). Results on the large time behavior of solutions to equation (2.19) satisfying the
condition (2.20) are reviewed in the companion paper [2].
We finally outline the contents of the paper: the next section is devoted to some
preliminary estimates. Theorems 2.1 and 2.3 (diffusion-dominated case) are proved
in Section 4 and Theorem 2.2 in Section 5. The remaining sections are devoted to
the “hyperbolic”-dominated case: Theorems 2.4 and 2.5 are proved in Section 5 and
Theorem 2.6 and Proposition 2.1 in Section 6.
3 Preliminary estimates
Let us first state a gradient estimate for solutions to (1.1) which is a consequence of
[4, Theorem 1] (see also [17, Theorem 2]). Note that, in this section, we do not impose
a sign condition on the solution u to (1.1).
Proposition 3.1 Assume that u = u(x, t) is the solution to (1.1)-(1.2) corresponding
to the initial datum u0 ∈ W 1,∞(RN). For every q > 1, there is a constant C1 > 0
depending only on q such that
‖∇u(t)‖∞ ≤ C1 ‖u0‖1/q∞ t−1/q , for all t > 0 .(3.1)
Proof. Setting v = u+‖u0‖∞, it readily follows from (1.1) and the maximum principle
that v is a non-negative solution to (1.1). By [4, Theorem 1], there is a constant C
depending only on q such that
∥∇v(q−1)/q(t)
≤ C t−1/q , t > 0 .
Since ∇v = (q/(q − 1)) v1/q ∇v(q−1)/q and |u(x, t)| ≤ ‖u0‖∞, we further deduce that
‖∇u(t)‖∞ = ‖∇v(t)‖∞ ≤ C ‖v(t)‖1/q∞
∥∇v(q−1)/q(t)
≤ C ‖u0‖1/q∞ t−1/q ,
whence (3.1). �
Next, we derive estimates for the second derivatives of solutions to (1.1)-(1.2) when
q ∈ (1, 2].
10 S. Benachour, G. Karch, & Ph. Laurençot
Proposition 3.2 Under the assumptions of Proposition 3.1, if q ∈ (1, 2], the Hessian
matrix D2u =
uxixj
1≤i,j≤N
of u satisfies
D2u(x, t) ≤ ‖∇u0‖
q (q − 1) t
Id ,(3.2)
D2u(x, t) ≤
C2 ‖u0‖(2−q)/q∞
Id ,(3.3)
for (x, t) ∈ RN × (0,∞), where C2 is a positive constant depending only on q.
Furthermore, if u0 ∈ W 2,∞(RN),
D2u(x, t) ≤ ‖D2u0‖∞ Id .(3.4)
In Proposition 3.2, Id denotes the identity matrix of MN(R). Given two matrices
A and B in MN(R), we write A ≤ B if Aξ · ξ ≤ Bξ · ξ for every vector ξ ∈ RN .
For q = 2, the estimates (3.2) and (3.3) follow from the analysis of Hamilton [18]
(since, if f is a non-negative solution to the linear heat equation ft = ∆f , the function
− ln f solves (1.1) with q = 2). In Proposition 3.2 above, we extend that result to any
q ∈ (1, 2].
Remark 3.1 The estimates (3.2) and (3.3) may also be seen as an extension to a
multidimensional setting of a weak form of the Oleinik type gradient estimate for
scalar conservation laws. Indeed, if N = 1 and U = ux, then U is a solution to
Ut − Uxx + (|U |q)x = 0 in R× (0,∞). The estimates (3.2) and (3.3) then read
Ux ≤ C ‖U(0)‖2−q∞ t−1 and Ux ≤ C ‖u0‖(2−q)/q∞ t−2/q
for t > 0, respectively, and we thus recover the results of [15, 20] in that case.
Proof of Proposition 3.2. For 1 ≤ i, j ≤ N , we put wij = uxixj . It follows from
equation (1.1) that
wij,t −∆wij = −q
|∇u|q−2
uxk wjk
= −q |∇u|q−2
wik wjk − q |∇u|q−2
uxk wjk,xi(3.5)
− q (q − 2) |∇u|q−4
uxk wik
uxk wjk
Consider now ξ ∈ RN \ {0} and set
wij ξi ξj .
Viscous Hamilton-Jacobi equations 11
Multiplying (3.5) by ξi ξj and summing up the resulting identities yield
ht −∆h = −q |∇u|q−2
wik ξi
− q |∇u|q−2 ∇u · ∇h
− q (q − 2) |∇u|q−4
uxj wij ξi
.(3.6)
Thanks to the following inequalities
|∇u|q−4
uxj wij ξi
≤ |∇u|q−4
|uxj |2
wij ξi
≤ |∇u|q−2
wik ξi
h2 ≤ |ξ|2
wik ξi
and since q ≤ 2, the right-hand side of identity (3.6) can be bounded from above. We
thus obtain
ht −∆h ≤ −q (q − 1) |∇u|q−2
wik ξi
− q |∇u|q−2 ∇u · ∇h
≤ −q |∇u|q−2 ∇u · ∇h−
q (q − 1) |∇u|q−2
Consequently,
Lh ≤ 0 in RN × (0,∞) ,(3.7)
where the parabolic differential operator L is given by
Lz := zt −∆z + q |∇u|q−2 ∇u · ∇z +
q (q − 1) |∇u|q−2
On the one hand, since q ∈ (1, 2] and |∇u(x, t)| ≤ ‖∇u0‖∞, it is straightforward to
check that
H1(t) :=
‖h(0)‖∞
q (q − 1) t
|ξ|2 ‖∇u0‖2−q∞
, t > 0 ,
satisfies LH1 ≥ 0 with H1(0) ≥ h(x, 0) for all x ∈ RN . The comparison principle then
entails that h(x, t) ≤ H1(t) for (x, t) ∈ RN × (0,∞), from which we conclude that
h(x, t) ≤ ‖h(0)‖∞ ≤ ‖D2u0‖∞ |ξ|2 ,
12 S. Benachour, G. Karch, & Ph. Laurençot
h(x, t) ≤ |ξ|
2 ‖∇u0‖2−q∞
q (q − 1) t
In other words, (3.2) and (3.4) hold true.
On the other hand, we infer from (3.1) that
H2(t) :=
1 |ξ|2
q2 (q − 1)
‖u0‖(2−q)/q∞
, t > 0 ,
satisfies LH2 ≥ 0 with H2(0) = +∞ ≥ h(x, 0) for all x ∈ RN . We then use again the
comparison principle as above and obtain (3.3). �
Remark 3.2 Since q ∈ (1, 2] and ∇u may vanish, the proof of Proposition 3.2 is
somehow formal because of the negative powers of |∇u| in (3.6). It can be made
rigorous by first considering the regularised equation
uεt −∆uε +
|∇uε|2 + ε2
for ε ∈ (0, 1), and then letting ε → 0 as in [4].
In fact, we need a particular case of Proposition 3.2.
Corollary 3.1 Under the assumptions of Proposition 3.2
∆u(x, t) ≤ C3 ‖∇u0‖
,(3.8)
∆u(x, t) ≤
C4 ‖u0‖(2−q)/q∞
,(3.9)
for (x, t) ∈ RN × (0,+∞), where C3 and C4 are positive constants depending only on
q and N .
Furthermore, if u0 ∈ W 2,∞(RN),
∆u(x, t) ≤ sup
∆u0(x) , t ≥ 0 .(3.10)
Proof. Consider i ∈ {1, . . . , N} and define ξi = (ξij) ∈ RN by ξii = 1 and ξij = 0 if
j 6= i. We take ξ = ξi in (3.7) and obtain that Luxixi ≤ 0, that is,
(uxixi)t −∆uxixi + q |∇u|
q−2 ∇u.∇uxixi + q (q − 1) |∇u|q−2 u2xixi ≤ 0
in RN × (0,∞). Summing the above inequality over i ∈ {1, . . . , N} and recalling that
|∆u|2 ≤ N
u2xixi ,
we end up with
−∆(∆u) + q |∇u|q−2 ∇u.∇ (∆u) + q (q − 1) |∇u|
|∆u|2 ≤ 0
in RN × (0,∞). We next proceed as in the proof of Proposition 3.2 to complete the
proof of Corollary 3.1. �
Viscous Hamilton-Jacobi equations 13
4 Diffusion-dominated case
The proofs of Theorems 2.1 and 2.3 rely on some properties of the non-homogeneous
heat equation which we state now. Similar results have already been used in [8, 21].
Theorem 4.1 Assume that u = u(x, t) is the solution of the Cauchy problem to the
linear non-homogeneous heat equation
ut = ∆u+ f(x, t), x ∈ RN , t > 0,(4.1)
u(x, 0) = u0(x), x ∈ RN ,(4.2)
with u0 ∈ L1(RN) and f ∈ L1(RN × (0,∞)). Then
‖u(t)− I∞G(t)‖1 = 0 ,(4.3)
where
I∞ := lim
u(x, t) dx =
u0(x) dx+
f(x, t) dx dt .
Assume further that there is p ∈ [1,∞] such that f(t) ∈ Lp(RN) for every t > 0
t1+(N/2)(1−1/p) ‖f(t)‖p = 0 .(4.4)
t(N/2)(1−1/p)‖u(t)− I∞G(t)‖p = 0 ,(4.5)
t(N/2)(1−1/p)+1/2‖∇u(t)− I∞∇G(t)‖p = 0 .(4.6)
Proof. We first observe that the assumptions on u0 and f warrant that I∞ is finite,
and we refer to [8] for the proof of (4.3). We next assume (4.4) and prove (4.6). Let
T > 0 and t ∈ (T,∞). By the Duhamel formula,
∇u(t) = ∇G(t− T ) ∗ u(T ) +
∇G(t− τ) ∗ f(τ) dτ.
It follows from the Young inequality that
t(N/2)(1−1/p)+1/2 ‖∇u(t)−∇G(t− T ) ∗ u(T )‖p
≤ C t(N/2)(1−1/p)+1/2
∫ (T+t)/2
(t− τ)−(N/2)(1−1/p)−1/2 ‖f(τ)‖1 dτ
+ C t(N/2)(1−1/p)+1/2
(T+t)/2
(t− τ)−1/2 ‖f(τ)‖p dτ
)(N/2)(1−1/p)+1/2 ∫ ∞
‖f(τ)‖1 dτ
14 S. Benachour, G. Karch, & Ph. Laurençot
+ C sup
τ (N/2)(1−1/p)+1 ‖f(τ)‖p
(T+t)/2
(t− τ)−1/2 τ−1/2 dτ
)(N/2)(1−1/p)+1/2 ∫ ∞
‖f(τ)‖1 dτ
+ C sup
τ (N/2)(1−1/p)+1 ‖f(τ)‖p
Also, classical properties of the heat semigroup (see, e.g., [11]) ensure that
t(N/2)(1−1/p)+1/2
∇G(t− T ) ∗ u(T )−
u(x, T ) dx
∇G(t− T )
= 0 ,
t(N/2)(1−1/p)+1/2 ‖∇G(t− T )−∇G(t)‖p = 0
for every p ∈ [1,∞]. Since, by elementary calculations, we have
‖∇u(t)− I∞ ∇G(t)‖p
≤ ‖∇u(t)−∇G(t− T ) ∗ u(T )‖p
∇G(t− T ) ∗ u(T )−
u(x, T ) dx
∇G(t− T )
u(x, T ) dx− I∞
‖∇G(t− T )‖p + |I∞| ‖∇G(t− T )−∇G(t)‖p ,
the previous relations imply that
lim sup
t(N/2)(1−1/p)+1/2 ‖∇u(t)− I∞ ∇G(t)‖p
‖f(τ)‖1 dτ + sup
τ (N/2)(1−1/p)+1 ‖f(τ)‖p
u(x, T ) dx− I∞
The above inequality being valid for any T > 0, we may let T → ∞ and conclude
that (4.6) holds true. The assertion (4.5) then follows from (4.3) and (4.6) by the
Gagliardo-Nirenberg inequality. �
Proof of Theorem 2.1. Since u is non-negative, we infer from [4, Eq. (17)] that
there is a constant C = C(q) such that
‖∇u(q−1)/q(t)‖∞ ≤ C ‖u(t/2)‖(q−1)/q∞ t−1/2 , t > 0 .
Also, u is a subsolution to the linear heat equation and therefore satisfies
‖u(t)‖p ≤ ‖G(t) ∗ u0‖p ≤ C t−(N/2)(1−1/p) ‖u0‖1 , t > 0 ,
Viscous Hamilton-Jacobi equations 15
for every p ∈ [1,∞] by the comparison principle. Since ∇u = (q/(q−1)) u1/q ∇u(q−1)/q,
we obtain that
t(N/2)(1−1/p)+1 ‖|∇u(t)|q‖p ≤ C t(N+2−q(N+1))/2 −→
for p ∈ [1,∞], because q > (N + 2)/(N + 1). Theorem 2.1 then readily follows by
Theorem 4.1 with f(x, t) = −|∇u(x, t)|q. �
Proof of Theorem 2.3, part a). Since q ≥ 2, we infer from [21] that I∞ is finite
and negative and that
∇u ∈ Lq(RN × (0,∞)) .(4.7)
Setting b := ‖∇u0‖q−2∞ , it follows from (1.3) that ut −∆u ≥ −b |∇u|2 in RN × (0,∞).
The comparison principle then entails that u ≥ w, where w is the solution to
wt −∆w = −b |∇w|2 , w(0) = u0 .
The Hopf-Cole transformation h := e−bw − 1 then implies that h solves
ht −∆h = 0 , h(0) = e−bu0 − 1 .
Therefore, for t > 0,
0 ≤ −bw(x, t) ≤ h(x, t) ≤ ‖h(t)‖∞ ≤ C t−N/2 ‖h(0)‖1 ≤ C t−N/2 ,
since u0 ∈ L1(RN) ∩ L∞(RN). Recalling that 0 ≥ u ≥ w, we end up with
‖u(t)‖∞ ≤ C t−N/2 , t > 0 .(4.8)
It next follows from [17, Theorem 2] that
‖∇u(t)‖∞ ≤ C ‖u(t/2)‖∞ t−1/2 , t > 0 ,
which, together with (4.8), yields
‖∇u(t)‖∞ ≤ C t−(N+1)/2 , t > 0 .(4.9)
Recalling (1.3), we also have
‖∇u(t)‖∞ ≤ C (1 + t)−(N+1)/2 , t ≥ 0 .(4.10)
We next put
A1(t) := sup
τ∈(0,t)
τ 1/2 ‖∇u(τ)‖1
16 S. Benachour, G. Karch, & Ph. Laurençot
which is finite by [7]. Since q ≥ 2 and N ≥ 1, we infer from the Duhamel formula and
(4.10) that, for α ∈ (0, 1/2),
t1/2 ‖∇u(t)‖1 ≤ C ‖u0‖1 + C t1/2
(t− τ)−1/2 ‖∇u(τ)‖qq dτ
≤ C + C t1/2
(t− τ)−1/2 (1 + τ)−(q−1)(N+1)/2 ‖∇u(τ)‖1 dτ
≤ C + C t1/2
(t− τ)−1/2 (1 + τ)−1 τ−1/2 A1(τ) dτ
≤ C + C α−1/2
∫ (1−α)t
(1 + τ)−1 τ−1/2A1(τ) dτ
+ C t1/2 A1(t)
(1−α)t
(t− τ)−1/2
2 + t
τ−1/2 dτ
≤ C + C α−1/2
(1 + τ)−1 τ−1/2A1(τ) dτ
+ C A1(t)
(1− τ)−1/2 τ−1/2 dτ ,
whence
1− C α1/2
A1(t) ≤ C(α)
(1 + τ)−1 τ−1/2A1(τ) dτ
Consequently, there is α0 ∈ (0, 1/2) sufficiently small such that
A1(t) ≤ B1(t) := C(α0)
(1 + τ)−1 τ−1/2A1(τ) dτ
for t ≥ 0. Now, for t ≥ 0,
(t) = C(α0) (1 + t)
−1 t−1/2A1(t) ≤ C(α0) (1 + t)−1 t−1/2B1(t) ,
from which we deduce that
A1(t) ≤ B1(t) ≤ B1(0) exp
C(α0)
(1 + τ)−1 τ−1/2 dτ
≤ C(α0) .
We have thus proved that
‖∇u(t)‖1 ≤ C t−1/2 , t > 0 .(4.11)
We finally infer from (4.9), (4.11) and the Hölder inequality that
t(N/2)(1−1/p)+1 ‖|∇u(t)|q‖p ≤ C t(N+2−q(N+1))/2 −→
Viscous Hamilton-Jacobi equations 17
for p ∈ [1,∞], and we conclude as in the proof of Theorem 2.1. �
Proof of Theorem 2.3, part b). Since q ∈ (qc, 2), we obtain from [21] that there
is ε > 0 such that, if u0 fulfils (2.11), then I∞ is finite and negative and there are C > 0
and δ > 0 such that
‖∇u(t)‖qq ≤ C t−1 (1 + t)−δ , t > 0 .(4.12)
In particular,
|∇u|q ∈ L1(RN × (0,∞)) and lim
t ‖|∇u(t)|q‖1 = 0 .(4.13)
We next claim that
‖∇u(t)‖∞ ≤ C t−(N+1)/2 , t > 0 .(4.14)
Indeed, we fix r ∈ (qc, q) such that r < N/(N − 1) and define s = r/(r − 1) and a
sequence (ri)i≥0 by
and ri+1 =
(N + 1) r − (N + 2)
ri , i ≥ 0 .
We now proceed by induction to show that, for each i ≥ 0, there is Ki ≥ 0 such that
‖∇u(t)‖∞ ≤ Ki
t−(N+1)/2 + t−ri
, t > 0 .(4.15)
Thanks to (3.1), the assertion (4.15) is true for i = 0. Assume next that (4.15) holds
true for some i ≥ 0. We infer from (4.12), (4.15) and the Duhamel formula that
‖∇u(t)‖∞ ≤ C ‖u0‖1 t−(N+1)/2 + C
∫ t/2
(t− τ)−(N+1)/2 ‖∇u(τ)‖qq dτ
(t− τ)−(N/2)(1−1/r)−1/2 ‖∇u(τ)‖qsq dτ
≤ C t−(N+1)/2
‖u0‖1 +
∫ t/2
‖∇u(τ)‖qq dτ
(t− τ)−(N/2)(1−1/r)−1/2 ‖∇u(τ)‖q/r∞ ‖∇u(τ)‖q/sq dτ
≤ C t−(N+1)/2 + C I(t) ,
where
I(t) :=
(t− τ)−(N/2)(1−1/r)−1/2
τ−(N+1)/2 + τ−ri
τ−1/s dτ .
18 S. Benachour, G. Karch, & Ph. Laurençot
Since r < N/(N − 1) and q > qc, we have
I(t) ≤ C
(t− τ)−(N/2)(1−1/r)−1/2
τ−(q(N+1))/2r + τ−(qri)/r
τ−1/s dτ
≤ C t−((N+1)r−(N+2))/2r
t−(q(N+1))/2r + t−(qri)/r
t−(N+1)/2 t−((N+1)q−(N+2))/2r + t−ri+1
t−(N+1)/2 + t−ri+1
for t ≥ 1. Consequently, for t ≥ 1,
‖∇u(t)‖∞ ≤ Ki+1
t−(N+1)/2 + t−ri+1
while (1.3) implies that the same inequality is valid for t ∈ [0, 1] for a possibly larger
constant Ki+1. Thus (4.15) is true for i + 1, which completes the proof of (4.15). To
obtain (4.14), it suffices to note that ri → ∞ since q > r.
Now, owing to (4.13) and (4.14), we are in a position to apply Theorem 4.1 and
conclude that (2.3) and (2.4) holds true for p = 1 and p = ∞. The general case
p ∈ (1,∞) then follows by the Hölder inequality. �
5 Convergence towards very singular solutions
The goal of this section is to prove Theorem 2.2. Recall that we assume that 1 < q < qc
and that u0 is a non-negative and integrable function satisfying in addition
ess lim
|x|→∞
|x|a u0(x) = 0 ,(5.1)
with a = (2− q)/(q − 1) ∈ (N,∞). We define
R(u0) := inf {R > 0 , |x|a u0(x) ≤ γq a.e. in {|x| ≥ R}} ,
where γq := (q − 1)(q−2)/(q−1) (2− q)−1 and observe that R(u0) is finite by (5.1).
Denoting by u the corresponding solution to (1.1) and introducing
τ(u0) :=
(N + 2)− q(N + 1)
(N + 1)q −N
R(u0)
we infer from [5, Lemma 2.2 & Proposition 2.4] that there is a constant C1 depending
only on N and q such that
t(a−N)/2 ‖u(t)‖1 + ta/2 ‖u(t)‖∞ + t(a+1)/2 ‖∇u(t)‖∞ ≤ C1(5.2)
for each t > τ(u0) and
u(x, t) ≤ Γq(|x| − R(u0)) , t > 0 , |x| > R(u0) .(5.3)
Viscous Hamilton-Jacobi equations 19
Here, Γq is given by Γq(r) = γq r
−a, r ∈ (0,∞).
Let us observe at this point that decay estimates for ∇u(t) in Lp can be deduced
from (5.2) and the Duhamel formula.
Lemma 5.1 For p ∈ [1,∞], there is a constant C(p) depending only on N , q and p
such that
t((a+1)p−N)/2p ‖∇u(t)‖Lp ≤ C(p) for t > τ(u0) .(5.4)
Proof. Indeed, since u is non-negative, it follows from [4, Theorem 1] that
‖∇u(q−1)/q(t)‖∞ ≤ C(q) t−1/q
for t > 0, which, together with (5.2) and the Duhamel formula entails that, for t >
τ(u0),
‖∇u(t)‖1 ≤ ‖∇G(t/2) ∗ u(t/2)‖1 +
‖∇G(t− s) ∗ |∇u|q‖
≤ C t−1/2 ‖u(t/2)‖1 + C
(t− s)−1/2
∥∇u(q−1)/q(s)
‖u(s)‖1 ds
≤ C t−(a+1−N)/2 + C
(t− s)−1/2 s−(a+2−N)/2 ds
≤ C t−(a+1−N)/2 .
Interpolating between (5.2) and the above estimate yields (5.4). �
In order to investigate the large time behavior of u, we use a rescaling method and
introduce the sequence of rescaled solutions (uk)k≥1 defined by
uk(x, t) = k
a u(kx, k2t) , (x, t) ∈ RN × [0,∞) , k ≥ 1 .
Lemma 5.2 For k ≥ 1, we have
t(a−N)/2 ‖uk(t)‖1 + ta/2 ‖uk(t)‖∞ + t(a+1)/2 ‖∇uk(t)‖∞ ≤ C1(5.5)
for t > τk := τ(u0) k
−2 and
uk(x, t) ≤ Γq
|x| −
R(u0)
for |x| >
R(u0)
and t > 0 .(5.6)
Proof. It is straightforward to check that, for each k ≥ 1, uk is the solution to (1.1)
with initial datum uk(0) and satisfies estimates (5.5) and (5.6) as a consequence of
(5.2) and (5.3). �
We next use (1.1) and the non-negativity of uk to control the behavior of uk(x, t)
for large x uniformly with respect to k. For k ≥ 1, t > 0 and R ≥ 0, we put
Ik(R, t) :=
{|x|≥R}
uk(x, t) dx+
{|x|≥R}
|∇uk(x, t)|q dxdt .(5.7)
20 S. Benachour, G. Karch, & Ph. Laurençot
Lemma 5.3 For every T > 0, we have
t∈[0,T ]
Ik(R, t) = 0 .(5.8)
Proof. Let ̺ be a non-negative function in C∞(RN) such that 0 ≤ ̺ ≤ 1 and
̺(x) = 0 if |x| ≤
and ̺(x) = 1 if |x| ≥ 1 .
For R > 0 and x ∈ RN , we set ̺R(x) = ̺(x/R). As uk is a non-negative solution to
(1.1), we have
Ik(R, t) ≤
uk(x, t) ̺R(x) dx+
|∇uk(x, s)|q ̺R(x) dxds
uk(x, 0) ̺R(x) dx+
uk(x, s) |∆̺R(x)| dxds
≤ ka−N
{|x|≥kR/2}
u0(x) dx+
|∆̺|∞
{R/2≤|x|≤R}
uk(x, s) dxds .(5.9)
Owing to (5.1) and (5.6), we further obtain that, for R ≥ 1 + 4 R(u0),
Ik(R, t) ≤ ka−N
{|x|≥kR/2}
|∆̺|∞
{R/2≤|x|≤R}
|x| −
R(u0)
≤ C R−(a−N) +
T |∆̺|∞
{R/2≤|x|≤R}
≤ C(T, ̺) R−(a−N) .
Lemma 5.3 then readily follows since a > N . �
We finally study the behavior of uk for small times.
Lemma 5.4 Let r > 0. There is a positive constant C(r) depending only on q, N and
r such that
{|x|≥r}
uk(x, t) dx ≤ C(r)
|x|≥kr/2
{|x|a u0(x)}+ t
(5.10)
for t > τk and k ≥ 4 R(u0)/r.
Proof. We fix r > 0 and use the same notations as in the proof of Lemma 5.3.
Thanks to the properties of ̺, we infer from (5.9) with R = r that, for t > τk and
Viscous Hamilton-Jacobi equations 21
k ≥ 4 R(u0)/r,
{|x|≥r}
uk(x, t) dx ≤
uk(x, t) ̺r(x) dx
≤ ka−N
{|x|≥kr/2}
u0(x) dx
|∆̺|∞
{r/2≤|x|≤r}
uk(x, s) dxds
≤ C(̺, r)
|x|≥kr/2
{|x|a u0(x)}+ t
where we have used (5.6) to obtain the last inequality. �
Proof of Theorem 2.2. Owing to Lemma 5.2 and Lemma 5.3 we may proceed as
in [4, Theorem 3] to prove that there are a subsequence of (uk) (not relabeled) and a
non-negative function
u∞ ∈ C((0,∞);L1(RN)) ∩ Lq((s,∞)× RN)) ∩ L∞(s,∞;W 1,∞(RN))
satisfying
u∞(t) = G(t− s) ∗ u∞(s)−
G(t− τ) ∗ |∇u∞(τ)|q dτ
τ∈[s,t]
‖uk(τ)− u∞(τ)‖1 = 0(5.11)
for every s > 0 and t > s.
It remains to identify the behavior of u∞ as t → 0. On the one hand, consider
r > 0 and t > 0. Since τk → 0 as k → ∞, we have t > τk for k large enough and it
follows from Lemma 5.4, (5.1) and (5.11) that
{|x|≥r}
u∞(x, t) dx ≤ C(r) t .
Consequently,
{|x|≥r}
u∞(x, t) dx = 0 .(5.12)
On the other hand, considerM > 0 and set kM := M
1/(a−N). For k ≥ kM , we denote
by vk the solution to (1.1) with initial datum vk(0) given by vk(x, 0) := M k
N u0(kx),
x ∈ RN . Since a > N , we have vk(0) ≤ uk(0) for k ≥ kM and the comparison principle
warrants that
vk(x, t) ≤ uk(x, t) , (x, t) ∈ RN × [0,∞) , k ≥ kM .(5.13)
22 S. Benachour, G. Karch, & Ph. Laurençot
We next observe that (vk(0)) converges narrowly towards (M ‖u0‖1) δ as k → ∞ (δ
denoting the Dirac mass at x = 0). We then proceed as in [4] to conclude that
τ∈[s,t]
‖vk(τ)− SM(τ)‖1 = 0
for every s > 0 and t > s, where SM denotes the unique non-negative solution to (1.1)
with initial datum (M ‖u0‖1) δ [4]. Recalling (5.11) and (5.13), we realize that
SM(x, t) ≤ u∞(x, t) , (x, t) ∈ RN × (0,∞) .
The above inequality being valid for any M > 0, it is then straightforward to deduce
{|x|≤r}
u∞(x, t) dx = ∞ .(5.14)
In other words, u∞ is a very singular solution to (1.1) and the uniqueness of the
very singular solution to (1.1) (cf. [3, 23]) implies that u∞ = W , where W is the very
singular solution to (1.1), see Theorem 2.2. The uniqueness of the limit actually entails
that the whole sequence (uk)k≥1 converges towards W in C([s, t];L1(RN)) for s > 0 and
t > s. Expressed in terms of u, we have thus shown that
t(a−N)/2 ‖u(t)−W (t)‖1 = 0 .(5.15)
Finally, it follows from (5.2), (5.15) and the Gagliardo-Nirenberg inequality that (2.6)
holds true.
The last step of the proof is to obtain the convergence (2.7) for the gradients.
Consider p ∈ [1,∞], t > 0 and α ∈ (0, 1). By the Duhamel formula, we have
Ap(t) := t
((a+1)p−N)/2p ‖∇(u−W )(t)‖Lp
≤ t((a+1)p−N)/2p ‖∇G((1− α)t) ∗ (u−W )(αt)‖Lp
+ t((a+1)p−N)/2p
‖∇G(t− s) ∗ (|∇u(s)|q − |∇W (s)|q)‖Lp ds
≤ C(α) t(a−N)/2 ‖(u−W )(αt)‖1
+ C t((a+1)p−N)/2p
(t− s)−1/2 s−1/2 ‖∇(u−W )(s)‖Lp ds ,
where we have used the fact that
max {‖∇u(s)‖∞, ‖∇W (s)‖∞} ≤ C s−(a+1)/2
by (5.2) and the properties of W in order to obtain the last inequality. Consequently,
by the definition of Ap(t) and the change of variables s 7→ ts, we obtain
Ap(t) ≤ C(α) t(a−N)/2 ‖(u−W )(αt)‖1
Viscous Hamilton-Jacobi equations 23
+ C t((a+1)p−N)/2p
(t− s)−1/2 s−1/2 s−((a+1)p−N)/2p Ap(s) ds
≤ C(α) t(a−N)/2 ‖(u−W )(αt)‖1
(1− s)−1/2 s−1/2 s−((a+1)p−N)/2p Ap(st) ds .
Now, introducing
Ap(∞) := lim sup
Ap(t) ≥ 0 ,
which is finite by (5.4), we may let t → +∞ in the above inequality and use (5.15) to
conclude that
Ap(∞) ≤ C
(1− s)−1/2 s−1/2 s−((a+1)p−N)/2p ds Ap(∞) .
Finally, the choice of α < 1 sufficiently close to 1 readily yields that Ap(∞) = 0, from
which (2.7) follows. �
6 Proofs of Theorems 2.4 and 2.5
Proof of Theorem 2.4, part a). The required non-positive self-similar solution
V = V (x, t) = t−(2−q)/(2(q−1))V
x t−1/2, 1
is constructed and studied in [7, Theorem 3.5]. In particular, it is shown that the self-
similar profile V(x) := V (x, 1) is a radially symmetric bounded C2 function. Moreover,
the profile V and its first derivative V ′ both decay exponentially as |x| → ∞ (see [7,
Proposition 3.14]) �
Proof of Theorem 2.4, part b). Recall that by assumption (2.8), u = u(x, t) is
a non-positive solution to (1.1). For t ≥ 0, we put m(t) = inf {u(x, t) , x ∈ RN} ≤ 0.
The comparison principle ensures that t 7→ m(t) is a non-decreasing function of time
m∞ := sup
m(t) ∈ (−∞, 0] .
Since u is a classical solution to (1.1), it follows from (1.1) that
u(x, t) ≤ u0(x) +
∆u(x, τ) dτ ≤ u0(x) +
∆u(y, τ) dτ
for every x ∈ RN and t ≥ 0. Therefore,
m(t) ≤ −‖u0‖∞ +
∆u(y, τ) dτ ,
24 S. Benachour, G. Karch, & Ph. Laurençot
and we infer from (3.9) and (3.10) that
m(t) ≤ −‖u0‖∞ + T
∥(∆u0)
+ C ‖u0‖(2−q)/q∞
τ−2/q dτ
for T > 0 and t > T . Since q < 2, we may let t → ∞ in the above inequality and obtain
with the choice T = ‖u0‖(2−q)/2∞ ‖(∆u0)+‖−q/2∞ that there is a constant K depending
only on q such that
m∞ ≤ −‖u0‖∞ +Kq/2
∥(∆u0)
(2−q)/2
‖u0‖(2−q)/2∞ .(6.1)
Therefore, if ‖u0‖∞ > K ‖(∆u0)+‖(2−q)/q∞ , we readily conclude from (6.1) that m∞ < 0,
whence (2.13). �
Proof of Theorem 2.5. The proof of the first assertion of Theorem 2.5 is the same
as that of Theorem 2.4, part b), hence we skip it. We next assume that N ≤ 3 and
that 1 < q < 4/(1 +
1 + 2N). For t > 0, we put
ℓ(t) := ‖u(t)‖∞
∥(∆u(t))+
1−2/q
Since u is a non-positive subsolution to the linear heat equation, we infer from classical
properties of the heat semigroup that
‖u(t)‖∞ ≥ ‖G(t) ∗ u0‖∞ ≥ C t−N/2
for t large enough. As q < 2, this estimate and (3.9) entail that, for t large enough,
ℓ(t) ≥ C t(4(2−q)−Nq2)/2q2 −→
since q < 4/(1 +
1 + 2N). Consequently, there exists t0 large enough such that
ℓ(t0) > K(q) and we may apply the first assertion of Theorem 2.5 to t 7−→ u(t0 + t) to
complete the proof. �
Under the assumptions of Theorem 2.4, part b) or Theorem 2.5, we may actually
bound the L1-norm of u(t) from below and improve significantly [21, Proposition 2.1].
Proposition 6.1 Assume that u0 satisfies (2.8) and that
M∞ := lim
‖u(t)‖∞ > 0 .
Then there is a constant C = C(N, q, u0) such that
‖u(t)‖1 ≥ C tN/q , t ≥ 0 .(6.2)
Viscous Hamilton-Jacobi equations 25
Proof. We fix t > 0. For k ≥ 1, let xk ∈ RN be such that ‖u(t)‖∞−1/k ≤ −u(xk, t).
For R > 0, it follows from (3.1) and the time monotonicity of ‖u(t)‖∞ that
‖u(t)‖1 ≥ −
{|x−xk|≤R}
u(x, t) dx
{|x−xk|≤R}
(−u(xk, t)− |x− xk| ‖∇u(t)‖∞) dx
‖u(t)‖∞ −
N + 1
‖u0‖1/q∞ t−1/q
≥ C RN
− C ′ R t−1/q
Letting k → ∞ and choosing R =
/(2 C ′) yields the claim (6.2). �
7 Proof of Theorem 2.6 and Proposition 2.1
Proof of Theorem 2.6.
STEP 1. Recall that, by (2.8), u0 is a non-positive function. We assume further that
u0 is compactly supported in a ball B(0, R0) of R
N for some R0 > 0.
For λ ≥ 1, we introduce
uλ(x, t) := u(λx, λ
qt) , (x, t) ∈ RN × (0,∞) ,
which solves
uλ,t + |∇uλ|q = λq−2 ∆uλ in RN × (0,∞)(7.1)
with initial datum uλ(0).
Lemma 7.1 There is a constant C = C(N, q, ‖u0‖∞) such that, for t ≥ 0 and λ ≥ 1,
‖uλ(t)‖∞ + t1/q ‖∇uλ(t)‖∞ + t ‖uλ,t(t)‖∞ ≤ C .(7.2)
Proof. It first follows from (1.3) that
‖uλ(t)‖∞ = ‖u(λqt)‖∞ ≤ ‖u0‖∞ ,
while Proposition 3.1 yields
‖∇uλ(t)‖∞ = λ ‖∇u(λqt)‖∞ ≤ C1 ‖u0‖1/q∞ t−1/q .
We next infer from [16, Theorem 5] that
‖uλ,t(t)‖∞ = λq ‖ut(λqt)‖∞ ≤ λq C(N, q) ‖u0‖∞ (λqt)−1 = C(N, q) ‖u0‖∞ t−1 ,
26 S. Benachour, G. Karch, & Ph. Laurençot
which completes the proof. �
Owing to Lemma 7.1, we may apply the Arzelà-Ascoli theorem and deduce that
there are a subsequence of (uλ) (not relabeled) and a non-positive function u∞ ∈
C(RN × (0,∞)) such that
uλ −→ u∞ in C(B(0, R)× (t1, t2))(7.3)
for any R > 0 and 0 < t1 < t2. It also follows from (7.3) and Lemma 7.1 that
u∞(t) ∈ BUC(RN) and satisfies
‖u∞(t)‖∞ + t1/q ‖∇u∞(t)‖∞ + t ‖u∞,t(t)‖∞ ≤ C(7.4)
for each t > 0. We next introduce the function Hλ : R× RN × SN(R) → R defined by
Hλ(ξ0, ξ, S) := ξ0 + |ξ|q − λq−2 tr(S) ,
where SN(R) denotes the subset of symmetric matrices of MN(R) and tr(S) denotes
the trace of the matrix S. On the one hand, we notice that (7.1) reads
Hλ(uλ,t,∇uλ, D2uλ) = 0 in RN × (0,∞)
and that Hλ is elliptic. On the other hand, Hλ converges uniformly on every compact
subset of R×RN ×SN (R) towards H∞ : R×RN → R given by H∞(ξ0, ξ) := ξ0 + |ξ|q.
Therefore, for every τ > 0, u∞(.+τ) is the unique viscosity solution to (2.18) with initial
datum u∞(τ) ( see, e.g., [10, Proposition IV.1] and [9, Theorem 4.1]). In addition, since
u∞(τ) is bounded and Lipschitz continuous by (7.4), we infer from [14, Section 10.3,
Theorem 3] that u∞(.+ τ) is given by the Hopf-Lax formula
u∞(x, t+ τ) = inf
u∞(y, τ) + (q − 1) q−q/(q−1) |x− y|q/(q−1) t−1/(q−1)
(7.5)
for (x, t) ∈ RN × [0,∞).
It remains to identify the behavior of u∞(t) as t → 0. Consider first x ∈ RN ,
t ∈ (0,∞) and s ∈ (0, t). We infer from (3.9) and (7.1) that
uλ(x, t) ≤ uλ(x, s) + λq−2
∆uλ(x, σ) dσ
≤ uλ(x, s) + λq−2
λ2 C (λqσ)
≤ uλ(x, s)− C λq−2
t(q−2)/q − s(q−2)/q
Since q ∈ (1, 2), we may pass to the limit as λ → ∞ in the previous inequality and
use (7.3) to deduce that t 7→ u∞(x, t) is non-increasing for every x ∈ RN . Since u∞ is
bounded by (7.4), we may thus define u∞(0) by
u∞(x, 0) := sup
{u∞(x, t)} ∈ (−∞, 0] for x ∈ RN .(7.6)
Viscous Hamilton-Jacobi equations 27
In particular, u∞(0) is a lower semicontinuous function as the supremum of continuous
functions.
More information on u∞(0) are consequences of the next result.
Lemma 7.2 For each t > 0, there is ̺(t) > 0 such that u∞(x, t) = 0 if |x| > ̺(t) and
‖uλ(t)− u∞(t)‖∞ = 0 .(7.7)
Moreover, ̺(t) → 0 as t → 0.
Taking Lemma 7.2 for granted, we see that (7.6) and Lemma 7.2 imply that
u∞(x, 0) = 0 for x 6= 0 since ̺(t) → 0 as t → 0. We set ℓ := −u∞(0, 0), so that
u∞(x, 0) = −ℓ 1{0}(x) , x ∈ RN ,
and fix (x, t) ∈ RN × (0,∞). We will now proceed along the lines of [24] to show
that u∞(x, t) = Zℓ(x, t) (recall that Zℓ is defined in (2.17)). Introducing the notation
µ := (q−1) q−q/(q−1) t−1/(q−1), it follows from (7.6) and Lemma 7.2 that, for 0 < σ < τ
and |y| ≤ ̺(σ),
u∞(y, σ) + µ |x− y|q/(q−1) ≥ u∞(y, τ) + µ |x− y|q/(q−1)
≥ u∞(0, τ) + µ |x|q/(q−1) − ω(σ) ,
ω(σ) := sup
|y|≤̺(σ)
|u∞(y, τ)− u∞(0, τ)|+ µ sup
|y|≤̺(σ)
∣|x− y|q/(q−1) − |x|q/(q−1)
while, for 0 < σ < τ and |y| ≥ ̺(σ),
u∞(y, σ) + µ |x− y|q/(q−1) ≥ 0 .
The previous bounds from below and (7.5) entail that
u∞(x, t+ σ) ≥ min
0, u∞(0, τ) + µ |x|q/(q−1) − ω(σ)
for 0 < σ < τ . Since ̺(σ) → 0 as σ → 0 and u∞ ∈ C(RN × (0,∞)), we may pass to
the limit as σ → 0 in the above inequality and obtain
u∞(x, t) ≥ min
0, u∞(0, τ) + µ |x|q/(q−1)
for τ > 0. Letting τ → 0 yields
u∞(x, t) ≥ min
0,−ℓ+ µ |x|q/(q−1)
= Zℓ(x, t) .
28 S. Benachour, G. Karch, & Ph. Laurençot
On the other hand, (7.5) and (7.6) ensure that
u∞(x, t + τ) ≤ inf
u∞(y, 0) + µ |x− y|q/(q−1)
= Zℓ(x, t) ,
whence u∞(x, t) ≤ Zℓ(x, t) by the continuity of u∞ in RN × (0,∞). We have thus
shown that u∞ = Zℓ. In particular, ‖u∞(t)‖∞ = ℓ for t ≥ 0. But (2.15) and (7.7)
imply
‖u∞(t)‖∞ = lim
‖uλ(t)‖∞ = lim
‖u(λqt)‖∞ = M∞ ,
whence ℓ = M∞ and u∞ = ZM∞ . For t > 0, the sequence (uλ(t)) has thus only one
possible cluster point in L∞(RN ) as λ → ∞, from which we conclude that the whole
family (uλ(t)) converges to ZM∞(t) in L
∞(RN) as λ → ∞. In particular, for t = 1,
‖uλ(1)− ZM∞(1)‖∞ = 0 .
Setting λ = t1/q and using the self-similarity of ZM∞ , we are finally led to (2.16).
STEP 2. We now consider an arbitrary function u0 ∈ C0(RN ) fulfilling (2.8) and such
that (2.15) holds true. There is a sequence (un0 ) of non-positive functions in C∞c (RN)
such that
un0 −→ u0 in L∞(RN) .
For n ≥ 1, we denote by un the solution to (1.1) with initial datum un0 and put
Mn∞ := lim
‖un(t)‖∞ .
By [17, Corollary 4.3], we have
‖un(t)− u(t)‖∞ ≤ ‖un0 − u0‖∞ for t ≥ 0 ,
from which we readily deduce that
|Mn∞ −M∞| ≤ ‖un0 − u0‖∞ .
Consequently, Mn∞ −→ M∞ as n → ∞ and (2.15) guarantees that Mn∞ > 0 for n large
enough. The analysis performed in the previous step then implies that
‖un(t)− ZMn
(t)‖∞ = 0
for n large enough. Therefore,
‖u(t)− ZM∞(t)‖∞ ≤ ‖u(t)− un(t)‖∞ + ‖un(t)− ZMn∞(t)‖∞
+ ‖ZMn
(t)− ZM∞(t)‖∞
≤ ‖un0 − u0‖∞ + ‖un(t)− ZMn∞(t)‖∞ + |M
∞ −M∞|
≤ 2 ‖un0 − u0‖∞ + ‖un(t)− ZMn∞(t)‖∞ ,
Viscous Hamilton-Jacobi equations 29
whence
lim sup
‖u(t)− ZM∞(t)‖∞ ≤ 2 ‖un0 − u0‖∞
for n large enough. Letting n → ∞ then completes the proof of Theorem 2.6. �
Proof of Lemma 7.2. Let h0 be a non-positive function in C∞c (R) such that h0(y) =
−‖u0‖∞ if y ∈ (−R0, R0) (recall that u0 is compactly supported in B(0, R0)). We
denote by h the solution to the one-dimensional viscous Hamilton-Jacobi equation
ht − hyy + |hy|q = 0 in R× (0,∞) ,
h(0) = h0 in R .
For i ∈ {1, . . . , N} and (x, t) ∈ RN × (0,∞), we put hi(x, t) := h(xi, t) and notice that
hi is the solution to (1.1) with initial datum hi(0) ≤ u0. The comparison principle then
entails that
h(xi, t) = h
i(x, t) ≤ u(x, t) ≤ 0 , (x, t) ∈ RN × (0,∞) .(7.8)
We next introduce w := hy and notice that w is the solution to the one-dimensional
convection-diffusion equation
wt − wyy + (|w|q)y = 0 in R× (0,∞) ,(7.9)
w(0) = w0 := h0,y in R .
The comparison principle then entails that
b(y, t) ≤ w(y, t) ≤ a(y, t) , (y, t) ∈ R× (0,∞) ,(7.10)
where b ≤ 0 and a ≥ 0 denote the solutions to (7.9) with initial data b(0) = −w−0 ≤ 0
and a(0) = w+0 ≥ 0. Since w0 ∈ L1(R), it follows from [13] that
‖b(t)− Σ−B(t)‖1 = lim
‖a(t)− ΣA(t)‖1 = 0 ,(7.11)
where B := ‖b(0)‖1, A := ‖a(0)‖1, and, for M ∈ R, ΣM is the source solution to the
one-dimensional conservation law
ΣM,t + (|ΣM |q)y = 0 in R× (0,∞) ,
Σ(0) = M δ0 in R .
Here, δ0 denotes the Dirac mass in R centered at y = 0. The source solution ΣM is
actually given by
ΣM(y, t) := y
1/(q−1) (qt)−1/(q−1) 1[0,ξM (t)](y) , ξM(t) := q
q − 1
)(q−1)/q
t1/q ,
30 S. Benachour, G. Karch, & Ph. Laurençot
if M ≥ 0, and
ΣM(y, t) := −|y|1/(q−1) (qt)−1/(q−1) 1[−ηM (t),0](y) , ηM(t) := q
q − 1
)(q−1)/q
t1/q ,
if M ≤ 0 (see, e.g., [22]). In particular, ΣM satisfies
λ ΣM(λy, λ
qt) = ΣM (y, t) for (λ, y, t) ∈ (0,∞)× R× (0,∞) .(7.12)
Now, let t > 0 and set
̺(t) := N1/2 max {ξA(t), η−B(t)} ≤ C t1/q .
If x ∈ RN is such that |x| > ̺(t), there is i ∈ {1, . . . , N} such that |xi| > max {ξA(t), η−B(t)},
whence either xi > ξA(t) or xi < −η−B(t). In the latter case, we infer from (7.8), (7.10)
and (7.12) that
0 ≥ uλ(x, t) ≥ h(λxi, λqt) =
∫ λxi
w(y′, λqt) dy′
b(λy′, λqt) dy′
(b(λy′, λqt)− Σ−B(λy′, λqt)) dy′
≥ −‖(b− Σ−B)(λqt)‖1 .
Similarly, if xi > ξA(t), (7.8), (7.10) and (7.12) yield
0 ≥ uλ(x, t) ≥ −‖(a− ΣA)(λqt)‖1 .
Therefore, if x ∈ RN is such that |x| > ̺(t), then
|uλ(x, t)| ≤ max {‖(a− ΣA)(λqt)‖1, ‖(b− Σ−B)(λqt)‖1} .(7.13)
Passing to the limit as λ → ∞ in (7.13) and using (7.3) and (7.11) provide the first
assertion of Lemma 7.2. We next use once more (7.3) and (7.13) to conclude that (7.7)
holds true. �
Proof of Proposition 2.1. We keep the notations of the proof of Theorem 2.6 and
introduce
Uλ(x, t) := uλ,x(x, t) = λ ux(λx, λ
qt) , (x, t) ∈ R× (0,∞) .
It follows from (7.1) and Lemma 7.1 that
Uλ,t + (|Uλ|q)x = λ
q−2 Uλ,xx , (x, t) ∈ R× (0,∞) ,
Viscous Hamilton-Jacobi equations 31
‖Uλ(t)‖1 ≤ ‖u0,x‖1 and t1/q ‖Uλ(t)‖∞ ≤ C(7.14)
for t > 0. We recall that, by Theorem 2.6, the family (uλ) converges towards ZM∞ in
C(RN × [t1, t2]) for any t2 > t1 > 0. Owing to (7.14), we readily conclude that (Uλ)
converges weakly-⋆ towards ZM∞,x in L
∞(RN × (t1, t2)) for any t2 > t1 > 0. We may
then proceed along the lines of [13, Section 3] to show that (Uλ) converges towards
ZM∞,x in L
1(R) as λ → ∞. Expressing this convergence result in terms of U = ux and
using (3.1) yield Proposition 2.1 by interpolation. �
Acknowledgements. We thank Professor Herbert Koch for pointing out to us
Ref. [18] and Professor Brian Gilding for useful comments on Proposition 3.2. The
preparation of this paper was partially supported by the KBN grant 2 P03A 002 24,
the POLONIUM project ÉGIDE–KBN No. 05643SE, and the EU contract HYKE
No. HPRN-CT-2002-00282.
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	Introduction
	Results and comments
	Non-negative initial conditions
	Non-positive initial conditions
	Preliminary estimates
	Diffusion-dominated case
	Convergence towards very singular solutions
	Proofs of Theorems ?? and ??
	Proof of Theorem ?? and Proposition ??
