國立臺灣大學理學院數學研究所 博士論文
Department of Mathematics College of Science
National Taiwan University Doctoral Dissertation
在 N 維空間中的費滋漢那古默系統之行波解
Travelling wave solutions of the diffusive FitzHugh-Nagumo system in RN
黃志強
Chih-Chiang Huang
指導教授:陳俊全 博士 Advisor: Chiun-Chuan Chen Ph.D.
中華民國 101 年 6 月 June 2012
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Acknowledgements
I wish to express sincere gratitude to the following people.
· My advisor: Professor Chiun-Chuan Chen;
· Members of dissertation committee: Professor I-Liang Chern, Professor Jann-Long Chern, Professor Jong-Shenq Guo, Professor Chun-Hsiung Hsia, Professor Tai-Chia Lin, Professor Chih-Wen Shih;
· my classmates and friends: Chuen-Hsin Chang, Der-Chiun Chen, Li-Chang Hung, Chiun-Chang Lee;
· My family: my parents, my wife, my sister and my brother;
Without them, much of my dissertation could not have been written.
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Abstract
In this thesis, we study the existences of travelling waves of the diffusive FitzHugh- Nagumo system (DFHN) in RN. This system has a skew-gradient structure as defined by Yanagida as well as a non-local gradient structure. In addition, by a suitable transfor- mation, it also has a monotone-system structure on some parameter ranges. For bounded domains, the variational approach is applied to construct steady states of (DFHN) with Dirichlet or/and Neumann condition. For unbounded cylindrical domains, we study the travelling wave solutions via all of the three structures mentioned above when the diffu- sion coefficients in the equations are equal. By using the nonlocal variational energy, we establish the existence of a travelling front solution for (DFHN). Our existence result also obtains a variational characterization for the wave speed. On the other hand, using the skew-gradient structure, we give a mini-max formulation of the travelling wave and its speed. For whole domains, we employ the method of super- and subsolutions to establish the existence of monostable-type traveling wave solutions in RN. Moreover, we construct infinitely many standing periodic solutions in R1 based on the reflection method.
keywords: FitzHugh-Nagumo system; travelling waves; skew-gradient structure; vari- ational method; the method of super- and subsolutions
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Contents
1 Introduction 1
2 Literature review 3
2.1 Steady states on bounded domains . . . 4
2.1.1 Bistable cases . . . 4
2.1.2 Monostable cases . . . 5
2.2 Travelling waves in R1 . . . 6
2.2.1 Bistable cases . . . 6
2.2.2 Monostable cases . . . 7
2.3 Standing waves in RN . . . 7
3 Steady states on bounded domains and periodic solutions in RN 9 3.1 Introduction . . . 9
3.2 Proof of the main theorem . . . 10
4 Monostable-type solutions in RN 13 4.1 Introduction . . . 13
4.2 Proof of the main theorem . . . 15
5 Travelling waves in a cylinder for bistable cases 21 5.1 Introduction . . . 21
5.2 Preliminaries . . . 26
5.2.1 Basic properties of the weighted Sobolev space . . . 26
5.2.2 Non-local operator . . . 27
5.3 Variational approach . . . 29
5.3.1 Boundedness and lower semicontinuity of the energy . . . 29
5.3.2 Continuity of minimal energy . . . 32
5.3.3 Estimates for the travelling speed . . . 33
5.4 Existences and properties of minimizers with negative energy . . . 34
5.5 Existence of travelling solution . . . 37
5.6 Skew-gradient structure . . . 40
5.7 Neumann problem . . . 42
5.8 Appendix . . . 43
Bibliography 45
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Chapter 1 Introduction
In this thesis, we are concerned with the diffusive FitzHugh-Nagumo system (DFHN) in RN.
ut= uξξ+ ∆yu + f (u) − v, (1.0.1) vt= d(vξξ+ ∆yv) + δ(u − γv), (1.0.2) where (ξ, y) ∈ Ω := R1× Ωy with Ωy being RN −1 or being a bounded C2,α0 domain in RN −1, d ≥ 0, δ, γ > 0, and f (u) = u(1 − u)(u − β) for 0 < β < 12. Moreover, if Ωy is a bounded domain, we impose the Dirichlet or Neumann boundary condition on it.
(DFHN), a typical model for excitable media, arises as a simplification of the Hodgkin- Huxley for nerve-impulse propagation ([8], [12] and [32]). Here u is the membrane po- tential of the nerve cells and v represents the effects of sodium ions and potassium ions.
In the past decades, (DFHN) has become one of the frequently-used reaction-diffusion systems to describe different phenomena in many fields, such as physics, chemistry and biology ([13], [27], [34], [35] and [37]).
Here we interest in the existence of steady states, standing waves and travelling waves in RN. By setting x = ξ − ct, (DFHN) is reduced to a elliptic system with a unknown variable c, called the ”wave speed”.
uxx+ ∆yu + cux+ f (u) − v = 0, (1.0.3) d(vxx+ ∆yv) + cvx+ δ(u − γv) = 0. (1.0.4) Among variant interesting structures related to (DFHN), we list three ones we used in this thesis as follows.
1. The skew-gradient structure
For variational approach, the functions u and v need to be in the same weighted space, i.e., d = 1. Moreover, setting v =√
δ˜v and dropping the tilde we obtain system (1.0.3)-(1.0.4) enjoying the skew-gradient structure defined by Yanagida [45]; namely, the system
uxx+ ∆yu + cux+ f (u) −√
δv = 0, (1.0.5)
vxx+ ∆yv + cvx+√
δu − δγv = 0 (1.0.6)
satisfying ∂v∂ (f (u) −√
δv) = −∂u∂ (√
δu − δγv).
1
The corresponding energy of the above system (1.0.5)-(1.0.6) is E1[u, v] = 1
2 Z
Ω
ecx(u2x− v2x) + 1 2
Z
Ω
ecx(|∇yu|2− |∇yv|2) + Z
Ω
ecxH(u, v), where H(u, v) = F (u) +√
δuv −12γδv2 and F (u) = −Ru
0 f (s)ds = 14u4−β+13 u3+ β2u2. 2. The nonlocal-gradient structure
Observing that (1.0.6) is a linear equation, we can formally solve v, expressed in term of u. Denote v by Bc[u]. Consequently, system (1.0.5)-(1.0.6) is reduced to a single equation uxx+ ∆yu + cux+ f (u) − Bc[u] = 0. (1.0.7) Moreover, equation (1.0.7) is the Euler-Lagrange equation of the nonlocal gradient energy E2[u], defined by
E2[u] = 1 2
Z
Ω
ecx(u2x+ |∇yu|2) + Z
Ω
ecxF (u) +
√ δ 2
Z
Ω
ecxuBc[u].
3. The monotone-system structure
For technical restriction, we assume d = 1. By transforming w = −v + σu, σ > 0 determined later, system (1.0.3)-(1.0.4) is rewritten as
uxx+ ∆yu + cux+ f (u) − σu + w = 0, (1.0.8)
wxx+ ∆yw + cwx+ σ(f (u) + (δγ − σ − δ
σ)u) + (σ − δγ)w = 0. (1.0.9) Usually, we expect the solution u is bounded, for example 0 ≤ u ≤ 1. To ensure system (1.0.8)-(1.0.9) is monotone, we impose A = f0(u) + (δγ − σ − σδ) ≥ 0 on u ∈ [0, 1]. The condition that γ ≥ σ1 + σδ + 1−βδ is sufficient and necessary for A ≥ 0 on u ∈ [0, 1]. By choosing σ = √
δ, we obtain a optimal parameter range for γ such that system (1.0.8)- (1.0.9) is a monotone system on u ∈ [0, 1].
The above three structures will be discussed more in chapter 2-5. This thesis is organized as follows. In chapter 2, we survey the existence of waves from literature and focus on the statements of the main theorems and simple descriptions of proofs. Next, in Chapter 3, the steady states of (DFHN) in a bounded domain are established. We employ the direct method to obtain nontrivial minimizers and use the reflection method to construct periodic solutions in R1. By applying the method of sub- and supersolutions, Chapter 4 is devoted to the existence of monostable-type travelling waves for (DFHN). By using the nonlocal structure of (DFHN), the existence of travelling frons is established in Chapter 5. Moreover, we obtain a variational characterization for the wave speed. From the skew-gradient structure, we set a mini-max formulation of the travelling wave and its speed.
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Chapter 2
Literature review
Among variant interesting problems related to (DFHN), the existence of wave solutions is one of the main issues. There has been tremendous work on this problem.
Assume N = 1. When d = 0, Rinzel and Terman [40] completely analyzed critical values of γ based on the results of Carpenter [2], Casten et al. [4] and Keener [18]. If δ is small, they showed that travelling pules, fronts and back waves exist for γ ∈ (0, γ1), γ ∈ (γ0, ∞) and γ ∈ (γ0, γ2) respectively (See Fig. 2.1 for the definition of γi, i = 0, 1, 2.).
I2 I1
I0
(0,0)
Figure 2.1: There are three critical values γ0, γ1 and γ2 of γ, which are defined as follows:
v = γ1
iu is the line passing through the origin and Ii ∈ {v = f (u)} for i = 0, 1, 2, where I0 and I1 are the local maximum and the inflection point of the curve v = f (u) respectively and I2 satisfies the condition that the line I1I2 is parallel to the u axis.
By a direct calculation, γ1 = 2β2−5β+29 . As one will see, this γ1 is also a crucial critical value in our main theorem.
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2.1 Steady states on bounded domains
In this section, assume Ω is a bounded smooth domain and the steady states of (DFHN) satisfy the Dirichlet boundary condition. Let = δ/d. The system we study is as follows:
∆u + f (u) − v = 0, (2.1.1)
∆v + (u − γv) = 0, (2.1.2)
u|∂Ω= v|∂Ω = 0. (2.1.3)
The corresponding energy of system (2.1.1)-(2.1.3) is Φ[u] = 1
2 Z
Ω
|∇u|2+ Z
Ω
F (u) + 1 2
Z
Ω
uB[u], (2.1.4)
where B[u] = (−∆ + γ)−1[u].
2.1.1 Bistable cases
The existence results of the steady states for system (2.1.1)-(2.1.3) were constructed first by Klaasen and Mitidieri [20]. According to variational approaches, they obtained two pairs of solutions for (DFHN), where one is a minimizer of the energy and the other is a mountain pass solution. The main theorems in [20] are stated as follows.
T
HEOREM2.1.1.
([20]) Assume γ > 2β2−5β+29 =: γ1. There exists R0 > 0 such that if Ω contains a ball BR0 with the radius R0 then system (2.1.1)-(2.1.3) has a nontrivial C2-solution pair (u1, B[u1]) which satisfiesinf
H01(Ω)
Φ[u] = Φ[u1] < 0. (2.1.5)
Moreover, there exists another nontrivial C2-solution pair (u2, B[u2]) which satisfies
σ∈Σinf max
0≤s≤1Φ[σ(s)] = Φ[u2] > 0, (2.1.6)
where Σ = {σ ∈ C([0, 1]; H01(Ω))|σ(0) = 0, σ(1) = u1}.
On the other hand, nonexistence theorems were also established in [20].
T
HEOREM2.1.2.
([20]) If Ω is a ball BR(0) and one of the following assumption is supposed:(i) , γ > 0 are fixed and R > 0 is sufficiently small;
(ii) γ2 ≥ 1, γ < (1−β)4 2 and any R > 0;
(iii) γ2 < 1, 2√
− γ > (1−β)4 2 and any R > 0.
Then system (2.1.1)-(2.1.3) has no nontrivial weak solutions.
Alternatively, Reinecke and Sweers [39] obtained the existence of steady states of system (2.1.1)-(2.1.3) by considering the following eigenvalue problem.
1
λ∆u + f (u) − v = 0, (2.1.7)
1
λ∆v + (u − γv) = 0, (2.1.8)
u|∂Ω = v|∂Ω = 0. (2.1.9)
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According to their existence results, the ”boundary layer solution” of system (2.1.7)- (2.1.9) was established by transforming (2.1.7)-(2.1.8) to a quasimonotone system. Con- sequently, the new system enjoys the maximum principle. By this structure, a pointwise estimate was obtained. Let
γ() =
( 1−β
+ √2 if 0 < < γ12;
1−β
+ γ1 + γ1
1 if ≥ γ12. (2.1.10)
When γ is greater than γ(), the existence theorem was established as follows.
T
HEOREM2.1.3.
([39]) Assume ∂Ω is C3. For all > 0 and γ > γ(), there exist λ∗ > 0 and a function Λ ∈ C1([λ∗, ∞), C2(Ω)×C2(Ω)) such that (uλ, vλ) := Λ(λ) is a pair of positive solution of system (2.1.7)-(2.1.9) for all λ ≥ λ∗. Moreover, p1 < maxΩuλ < p2,p1
γ < maxΩvλ < pγ2 and limλ→∞Λ(λ) = (p2,pγ2) uniformly on all compact subsets of Ω, where 0 < p1 < p2 and p1, p2 solve u2− (β + 1)u + (β +γ1) = 0.
Remark. By scaling for space variables, that λ is large in Theorem 2.1.3 is equivalent to that Ω contains a large ball in Theorem 2.1.1.
As γ 1, Reinecke et al. [39] and Klaasen et al. [20] obtained the solutions of system (2.1.1)-(2.1.3) by different approaches. It is natural to ask what relations are between those solutions. Consequently, Matsuzawa [26] proved that the global minimizer in [20]
identifies the boundary layer solution in [39] under the following conditions.
(C1) γ > max{β1,√2 +β}.
(C2) γ − 2√
> M := (1−β)2 2 +1+β2 q
(1 − β)2+ 4γ +3γ. (C3) 2β2−5β+29 > γ−M2 − 12p(γ − M)2− 4.
T
HEOREM2.1.4.
([26]) If the conditions (C1)-(C3) hold, then there exists λ[ > 0 such that uλ in Theorem 2.1.3 coincides with the global minimizer in Theorem 2.1.1 for all λ > λ[.2.1.2 Monostable cases
For monostable case (0 < γ < (1−β)4 2), by the nonexistence theorem (see Theorem 2.1.2), if Ω is sufficiently small or := δd ≥ γ12 then system (2.1.1)-(2.1.3) only has trivial solution.
Klaasen [19] obtained a sufficient condition to insure the existence of steady states of (2.1.1)-(2.1.3).
T
HEOREM2.1.5.
([19]) Let 0 < γ < (1−β)4 2 and δ > 0. If R and d are chosen such that( R
R − 1)N − 1
1 + δR4
d + δγR2 + β3
6 (2 − β)
< 1 − 2β
6 . (2.1.11)
Then for all smooth domain containing BR system (2.1.1)-(2.1.3) has two nontrivial clas- sical solutions.
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2.2 Travelling waves in R
1In this section, we consider the following travelling wave equation.
uxx+ cux+ f (u) − v = 0, (2.2.1) dvxx+ cvx+ δ(u − γv) = 0. (2.2.2)
2.2.1 Bistable cases
For the bistable case, there are also various types of solutions. By the shooting method, Klaasen and Troy [22] obtained the existences of standing pulses and infinitely many periodic solutions. The main theorem is stated as follows.
T
HEOREM2.2.1.
([22]) Let γ > max{γ1,√2δ+1−βδ }. Then system (2.2.1)-(2.2.2) with c = 0 has a nonconstant pair (u, v) satisfying (u, ux, v, vx)(±∞) = 0 and (ux, vx)(0) = 0.
Moreover, system (2.2.1)-(2.2.2) with c = 0 has an infinite number of periodic solution.
The global bifurcation structure of front and back waves were studied by Ikeda, Mimura and Nishiura [17] when γ > γ0.
T
HEOREM2.2.2.
([17]) Let d = στ, δ = τ σ and c = sτ , where τ, σ > 0 and s ∈ R are parameters. Assume τ = O(σ) or O(1σ), then there exists σ0 > 0 such that for all 0 < σ ≤ σ0 the ”following bifurcation phenomena”(see Fig. 2.2) holds.(A) (B) s s
(C) (D)
s s
Figure 2.2: (A)γ ≥ γ2 (B)γ1 < γ < γ2 (C)γ = γ1 (D)γ0 < γ < γ1
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2.2.2 Monostable cases
For the monostable case, Ermentrout, Hastings and Troy [7] proved the existence of two standing pulses by using the shooting method. Later Dockery [6] obtained a similar result by a different approach: a geometric singular perturbation.
T
HEOREM2.2.3.
([6] and [7]) Let 0 < γ < (1−β)4 2. If δ/d is sufficiently small, system (2.2.1)-(2.2.2) with c = 0 has least two nonconstant, bounded solutions satisfies the following:(i) lim|x|→∞(u, ux, v, vx) = (0, 0, 0, 0);
(ii) u(x) and v(x) have exactly one relative maximum in R which occurs at x = 0.
Moreover, system (2.2.1)-(2.2.2) with c = 0 has a continuum of periodic solutions.
2.3 Standing waves in R
NFor the higher dimension case Ω = RN and γ is large, symmetric standing waves were obtained by Reinecke et al. [38] and Wei et al. [44]. The system in RN is that
∆u + f (u) − v = 0, (2.3.1)
∆v + (u − γv) = 0, (2.3.2)
where = δ/d.
Reinecke and Sweers [38] constructed a entire solution of system (2.3.1)-(2.3.2) by using solutions to the system (2.3.1)-(2.3.2) with Dirichlet boundary condition on the ball BR and letting R → ∞. The main theorem is stated as follows.
T
HEOREM2.3.1.
([38])If γ > max{√2 + 1−β ,2β2−5β+29 + 2β2−14β+119 }, there exists a pair of positive solution (u, v) ∈ C∞(RN)×C∞(RN) for system (2.3.1)-(2.3.2). Moreover, u and v are radially symmetric, decreasing and satisfy p1 < maxx∈RNu(x) < p2 and maxx∈RNv(x) < pγ2.By a perturbation for δ, Wei and Winter [44] established the following existence.
T
HEOREM2.3.2.
([44]) For all α ∈ (0, β), there exists a 0 = 0(α, β) such that for all 0 < < 0 and γ = α system (2.3.1)-(2.3.2) has a unique standing wave (u, v) in RN. Moreover, u and v are radially symmetric.7
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Chapter 3
Steady states on bounded domains and periodic solutions in R N
3.1 Introduction
In this chapter, we are interested in using a variational approach to study the steady states of (DFHN) on a bounded domain Ω in RN. Let = δ/d. The system we study is as follows:
∆u + f (u) − v = 0, (3.1.1)
∆v + (u − γv) = 0, (3.1.2)
u|∂Ω= v|∂Ω= 0 or ∂u
∂ν = ∂v
∂ν = 0, (3.1.3)
where ν is the outer normal of Ω.
In [20], the nonexistence theorem (see Theorem 2.1.2) suggests us that Ω is sufficiently large and is small if we would like to look for a nontrivial solution as γ ≤ γ1. Some arguments in proving the existences of a minimizer and a mountain pass solution will be omitted if the proofs have showed in [20] and [19]. Our main theorem is stated as follows.
T
HEOREM3.1.1.
Assume γ ≤ γ1. There exists R0 = R0(β, N ) > 0 such that if BR0 ⊂ Ω, then we have the following existence result.(i) There exists 0 = 0(β, N, γ, |Ω|) so that for all 0 < ≤ 0 system (3.1.1)-(3.1.2) with Dirichlet condition has two pair of classical solutions.
(ii) There exist k1 = k1(β, N, γ) and 1 = 1(β, N, γ, Ω) such that for all Ω satisfying
|Ω| ≥ k1 and for all 0 < ≤ 1, system (3.1.1)-(3.1.2) with Neumann condition has two pair of classical solutions.
In addition, we can construct the following existence theorems of periodic solutions in R1 by applying the above theorem to the domains Ω = [0, L1].
C
OROLLARY3.1.2.
Assume γ ≤ γ1 and Ω = R1. Then there exists 2 = 2(β, γ) > 0 such that for all 0 < < 2 system (3.1.1)-(3.1.2) has infinitely many periodic solutions.9
3.2 Proof of the main theorem
We first observe that from (3.1.2), v can be solved formally expressed in term of u. With v expressed in terms of u, system (3.1.1)-(3.1.2) is reduced to the single equation
∆u + f (u) − B[u] = 0, (3.2.1)
where v = B[u] is a solution of (3.1.2). In this section, we consider (3.2.1) under either the Dirichlet or Neumann condition. When the Dirichlet (resp., Neumann) problem of (3.2.1) is taken into account, we denote v = B0[u] (resp., v = B1[u]) by the solution of (3.1.2). With no cause for ambiguity, we continue to denote B[u] by replacing B0[u] or B1[u].
For Dirichlet (resp., Neumman) problem, we define the energy functional Φ0[u] : H01(Ω) → R((resp., Φ1[u] : H1(Ω) → R) by
Φi[u] = 1 2
Z
Ω
|∇u|2+ Z
Ω
F (u) + 1 2
Z
Ω
uBi[u], i = 0, 1 (3.2.2) where F (u) = −Ru
0 f (s)ds = 14u4−β+13 u3+β2u2. With no cause for ambiguity, we continue to denote Φ0[u] or Φ1[u] by Φ[u].
From the a priori estimate for a classical solution u, Klaasen and Mitidieri [20] modified F (u) such that the growth of F (u) is not greater than the quadratic function ku2for some k > 0 as u → ±∞, i.e. for large |u|, we have
|F (u)| ≤ ku2. (3.2.3)
We denote the modification of F (u) in [20] by ˜F (u). Let ˜Φ[u] be the energy, replacing the term F (u) by ˜F (u) in Φ[u]. Then ˜F (u) and ˜Φ[u] enjoy the properties that ˜Φ[u] is weakly lower semicontinuous and R
ΩF (u) =˜ β2 R
Ωu2 + o(kuk2) at u = 0. The second statement benefits the geometry of ˜Φ[u] in mountain pass theorem.
The following lemma asserts that B[u] is a bounded operator in L2 space and the operator norm of B[u] tends to 0 as → 0, which is curial in showing that the term R
ΩuB[u] in ˜Φ[u] is small as is small.
L
EMMA3.2.1.
Let λ1,0 (resp., λ1,1) be the first eigenvalue of −∆ with Dirichlet (resp., Neumman) condition on the ∂Ω. Then kB0[u]k2 ≤ λ1,0(Ω)+γkuk2 and kB1[u] −
R
Ωu γ|Ω|k2 ≤
λ1,1(Ω)+γkuk2.
Proof. Let λn,0 (resp., λn,1) be the positive eigenvalue sequence of −∆ with Dirichlet (resp., Neumman) boundary condition and wn,0 (resp., wn,1) be the corresponding eigen- function with kwn,ik2 = 1 for i = 0, 1. Then
B0[u] = Σ∞n=1 R
Ωuwn,0
λn,0+ γwn,0 and B1[u] = R
Ωu
γ|Ω|+ Σ∞n=1 R
Ωuwn,1 λn,1+ γwn,1. Therefore, for i = 1, 2
kB0[u]k22 or kB1[u] − R
Ωu γ|Ω|k22
= Σ∞n=1| R
Ωuwn,i
λn,i+ γ|2 ≤ 2
(λ1,i+ γ)2Σ∞n=1| Z
Ω
uwn,i|2 ≤ 2
(λ1,i+ γ)2kuk22.
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Proof of theorem 3.1.1. By standard variational arguments, ˜Φ[u] is weakly lower semicontinuous, coercive and bounded below. Therefore, ˜Φ[u] attains a global minimum on H01(Ω) or H1(Ω). Next, we prove the minimizer is nontrivial if there exists a nontrivial test function uR0(x) such that ˜Φ[uR0] ≤ 0, where R0is determined later. For R ≥ 1, define uR= uR(x) by
uR(x) =
β0, if x ∈ BR−1 β0(R − |x|), if x ∈ CR 0, if x ∈ Ω − BR
(3.2.4)
where β0 = 2(1+β)3 , BR is a ball with radius R and CR = BR − BR−1. Then, by Lemma 3.2.1,
Φ˜0[uR] = 1 2
Z
Ω
|∇uR|2+ Z
Ω
F (uR) + 1 2
Z
Ω
uRB0[uR]
≤ β02
2 |CR| + F (β0)|BR−1| + F (β)|CR| + β02
2(λ1,0(Ω) + γ)|BR|
= k(β)|CR| + [F (β0) + β02
2(λ1,0(Ω) + γ)]|BR|,
where k(β) = β202 − F (β0) + F (β). To choose R0 which depends only on β and N , we assume 2(λ β02
1,0(Ω)+γ) ≤ −F (β20) or ≤ λ2γ1,0(Ω)
1−γ . Here, we already use the assumption γ ≤ γ1 =
9
2β2−5β+2 = −2F (ββ02
0). By the Rayleigh-Faber-Krahn inequality, that is, λ1,0(Ω) ≥ λ1,0(Bρ), it follows that λ1,0(Ω) ≥ λ1,0ρ(B2 1), where |Bρ| = |Ω|. Therefore, we choose
0 = λ1,0(B1)|B1|2/N
(2γ1− γ)|Ω|2/N. (3.2.5)
It folloews from the fact |CR| ≤ |B1|2N −1RN −1, for all 0 < ≤ 0 that Φ˜0[uR] ≤ |B1|RN −1{k(β)2N −1+F (β0)
2 R}
Taking
R0 = k(β)2N
−F (β0),
The proof of the existence of a minimizer of ˜Φ0 is completed.
For the Neumann condition, 1
2 Z
Ω
uRB1[uR] = 1 2
Z
Ω
uR(B1[uR] − R
ΩuR γ|Ω| ) + (R
ΩuR)2 2γ|Ω|
≤ β02
2(λ1,1(Ω) + γ)|BR| + β02|BR|2 2γ|Ω|
11
Similarly, ˜Φ1[uR0] ≤ 0 if we assume that β02
2(λ1,1(Ω) + γ) +β02|BR0|
2γ|Ω| ≤ −F (β0) 2 . A sufficient condition of the above inequality is
β02
2(λ1,1(Ω) + γ) ≤ −F (β0)
4 and β02|BR0|
2γ|Ω| ≤ −F (β0)
4 (3.2.6)
Therefore, we can choose
1 ≤ λ1,1(Ω)
4γ1− γ and k1 = |BR0| 4γ1γ.
We also need to exclude the probability of constant solutions for Neumann problem.
Let (u, v) = (p, q) solve u − γv = 0 and f (u) − v = 0. Then ˜Φ(p) = R
Ω[F (p) + 2γp2] = R
Ω p2
4 [(p−β0)2+γ2−γ2
0] ≥ 0, which shows that a minimizer of ˜Φ1is nonconstant. Employing the mountain pass theorem, the other solution can be obtained. Moreover, those solutions are C2-functions. The detail of the existence of the minimizer and the mountain pass solution can be found in [20].
Proof of corollary 3.1.2. Let the domain Ω1 = [0, L1]. Then λ1,1(Ω) = πL22
1. To chose
independent of Ω1, we estimate L1 by using (3.2.6). Then 4γ2R0
1γ ≤ L1 ≤ √ π
(4γ1−γ). On the other hand, if Ω1 contains a ball BR0, then L1 > 2R0. To ensure the existence of L1, we let √ π
(4γ1−γ) > max{2R0,4γ2R0
1γ} := M or < M2(4γπ21−γ) := 2. Then for all 0 < < 2, choose L1 such that M < L1 ≤ √ π
(4γ1−γ) Then the Neumann problem is solvable.
By even reflections with respect to the boundary of Ω, the domain of this solution can be extended to a larger one. Continuing in this manner, we obtain a solution in the whole domain R1. Since L1 can be arbitrarily chosen in a interval, the system (3.1.1)-(3.1.2) has infinitely many solutions.
12
Chapter 4
Monostable-type solutions in R N
This chapter is concerned with monostable-type travelling wave solutions of (DFHN) in RN for the two components u and v. By solving v in terms of u, this system can be reduced to a non-local single equation for u. When the diffusion coefficients in the system are equal, we construct travelling wave solutions for the non-local equation by the method of super- and subsolutions developed by Morita and Ninomiya [29]. Moreover, we propose a condition for γ, which is similar to the condition Reinecke and Sweers [38]
used to transform (DFHN) into a quasimonotone system.
4.1 Introduction
In the present work, we are concerned with (DFHN) in RN i.e.,
ut = uξξ+ ∆yu + f (y, u) − v, (4.1.1) vt = dvξξ+ ∆yv + δ(u − γv), (4.1.2) where (ξ, y) ∈ RN = R1× RN −1, N ≥ 2, δ, γ > 0 and d ≥ 0. A typical example of f (y, u) is f (y, u) = u(1 − u)(u − β) for 0 < β < 12. Throughout the chapter we assume that f is a C2-function in u and f , fu and fuu are bounded in {(y, u)|y ∈ Ωy, |u| ≤ K} for some large constant K > 0. In addition, f satisfies (H1)-(H5).
The solutions of interest here are traveling wave solutions. Let x = ξ − ct, then travelling wave solutions of (4.1.1)-(4.1.2) satisfy
uxx+ cux+ ∆yu + f (y, u) − v = 0, (4.1.3) dvxx+ cvx+ ∆yv + δ(u − γv) = 0. (4.1.4) Over the past decades, this system has been extensively studied. For instance, as N = 1, under different assumptions, system (4.1.3)-(4.1.4) admits standing pulses in [6], [7] and [22], infinitely many periodic solutions in [22], fronts, back waves in [17] and [21]
and travelling pulses in [21]. For the higher dimension case N ≥ 2, symmetric standing waves were established by Reinecke and Sweers [38] and Wei and Winter [44].
As γ → ∞, if the solutions are assumed to be bounded, the equations (4.1.3)-(4.1.4) tend to the single equation
uxx+ cux+ ∆yu + f (y, u) = 0. (4.1.5) 13
Let f (y, u) be a C2 function g(u) which has the property that for some θ ∈ (0, 1) g(0) = g(θ) = g(1) = 0, gu(0) < 0, gu(θ) > 0, gu(1) < 0, g < 0 on (0, θ) and g > 0 on (θ, 1). In addition to the planar waves, (4.1.5) admits other types of solutions, including travelling curved fronts (N = 2), conical shapes and pyramidal shapes (N ≥ 3) in [14], [23], [33]
and [41]. Moreover, Hamel and Roquejoffre [15] established travelling wave solutions of (4.1.5) in R2 which connect one unstable periodic solution at x → ∞ (−∞) and one stable constant solution at x → −∞ (∞). On the other hand, travelling wave solutions of (4.1.5) in RN connecting a unstable one-peak solution at x → ∞ (−∞) and a stable constant solution x → −∞ (∞) were obtained by Morita and Ninomiya [29].
In this paper, we use the method of super- and subsolutions developed in [29]. Due to technical restriction, we assume d = 1. Since equation (4.1.4) is linear, v can be solved formally in terms of u. With v expressed in terms of u, system (4.1.3)-(4.1.4) is reduced to the non-local equation
F [u] := uxx+ cux+ ∆yu + f (y, u) − Bc[u] = 0, (4.1.6) where we denote v by Bc[u] := δ(−∂x∂22 − c∂x∂ − ∆y+ δγ)−1u. It is readily seen that if u is independent of x, then by the uniqueness theorem Bc[u] = δ(−∆y+δγ)−1u. As x → ±∞, the asymptotic behaviors of travelling wave solutions of (4.1.6) formally satisfy
∆yu + f (y, u) − Bc[u] = 0, (4.1.7) where Bc[u] = δ(−∆y + δγ)−1u. Our main purpose is to look for monostable-type trav- elling wave solutions u(x, y) which connect a stable solution of (4.1.7) as x → −∞ (∞) and a unstable one as x → ∞ (−∞). Without loss of generality, we may assume that u(+∞, y) is an unsatble solution. Throughout this paper, the following hypotheses are assumed.
(H1) There are two solutions u±(y) of (4.1.7) satisfying u−(y) ≥ u+(y). Moreover, there exist an eigenvalue µ > 0 and its corresponding eigenfunction φ(y) > 0 with max{y∈RN −1}φ(y) = 1 and lim|y|→∞φ(y) = 0 such that
∆yφ + fu(y, u+)φ − Bc[φ] = µφ. (4.1.8) (H2) u−(y) ≥ u+(y) + φ(y) for some > 0.
(H3) There exists no other solution u(y) of (4.1.7) with the property u−(y) ≥ u(y) ≥ u+(y).
(H4) For all small η > 0, there exist solutions uη+(y) satisfying limη→0uη+(y) = u+(y),
∆yuη++ f (y, uη+) − Bc[uη+] + η = 0 (4.1.9) and
uη+(y) ≥ u+(y) + η
M (4.1.10)
for some constant M > 0.
(H5)
∆yψi− (K1+√
δ)ψi ≤ 0, i = 1, 2, 3, (4.1.11) 14
where
K1 = − min
{u−(y)≥u≥u+(y),y∈RN −1}fu(y, u) > 0, (4.1.12) ψ1 = φ, ψ2 = u−− u+ and ψ3 = uη+− u+.
To simplify the proof of the main theorem in this paper, we modify the nonlinear term f (y, u) such that the minimum and maximum of fu(y, u) in {u(y) ∈ R, y ∈ RN −1} are the same as those in {u−(y) ≥ u ≥ u+(y), y ∈ RN −1}. For convenience, we still denote f (y, u) for the new modification of f . Set
K∗ := max
{u−(y)≥u≥u+(y),y∈RN −1}fu(y, u) > 0 (4.1.13) and let K2 > 0 satisfy K2+δγ+Kδ
2 = K∗. We state the main theorem as follows.
T
HEOREM4.1.1.
Assume γ ≥ √2δ + K1δ+µ and (H1)-(H5) hold. Then there exists c∗ = max{2√
µ, 2√
K2} > 0 such that for all c ≥ c∗, system (4.1.3)-(4.1.4) admits a pair of smooth solutions (u∗, v∗) which satisfies u∗x ≤ 0, vx∗ ≤ 0 and the boundary conditions (u∗, v∗)(±∞, y) = (u±(y), v±(y)), where v±(y) = Bc[u±(y)].
Remark 1. In (H1), when the inequality u−(y) ≥ u+(y) is reversed,i.e., u−(y) ≤ u+(y), a result similar to Theorem 4.1.1 can be proved except that the inequalities u∗x ≤ 0 and vx∗ ≤ 0 in Theorem 4.1.1 need to be replaced by u∗x ≥ 0 and v∗x≥ 0 respectively.
Remark 2. In fact, (H5) can be weakened to the following assumption.
∆yψi− Miψi ≤ 0, for some constants Mi > 0. (4.1.14) This condition holds if ∆yψi does not decay faster than ψi as |y| → ∞. In this case, if we choose γ ≥ √1
δ+K3δ+µ, where K3 = max{M1, M2, M3, K1+√
δ}, then a similar result can be proved.
It is not easy to find an example which satisfies assumptions (H1)-(H5) even for the case f (y, u) = u(1 − u)(u − β) since the stability of the radially symmetric solutions obtained in [38] and [44] has not yet been studied. However, we believe that for γ 1 the structure of system (4.1.3)-(4.1.4) is similar to that of equation (4.1.6). Accordingly, we extend the result of theorem 2.1 in [29] to the one in Theorem 4.1.1.
4.2 Proof of the main theorem
To prove the Theorem 4.1.1, we use the super- and subsolutions constructed in [29]. By considering the following equation, we construct subsolutions of F [u]. Let w(x) satisfy
wxx+ cwx+ µw − w2 = 0, (4.2.1)
w(−∞) = µ, w(∞) = 0. (4.2.2)
For all c ≥ 2√
µ, the above boundary value problem admits an unique solution w(x) (up to a translation) which is strictly increasing in x. Subsolutions of F [u] are established as follows.
15
L
EMMA4.2.1.
Let U (x, y) = u+(y) + σφ(y)w(x). Then there exists σ1 > 0 such that F [U ] ≥ 0 for all 0 < σ ≤ σ1 and c ≥ 2√µ.
Proof. Let V := wBc[φ]−Bc[φw] ≥ 0, then V ≥ 0. Indeed, it is easy to see that Bc[φ] ≥ 0 by the maximum principle and φ > 0. A straightforward calculation gives
Vxx+ cVx+ ∆yV − δγV = −w(µ − w)Bc[φ] ≤ 0. (4.2.3) Using the maximum principle, we obtain V ≥ 0. Therefore by (H1)
F [U ]
= σφ(wxx+ cwx) + (∆yu+− Bc[u+]) + σw∆yφ + f (y, u++ σφw) − σBc[φw]
= σφ(wxx+ cwx+ µw) + f (y, u++ σφw) − f (y, u+) − fu(y, u+)σφw + σV
≥ σφw2+ G,
where G = f (y, u++ σφw) − f (y, u+) − fu(y, u+)σφw.
Let M1 = min{u−(y)≥u≥u+(y),y∈RN −1}fuu(y, u). By choosing σ ≤ µ and using (H2), we obtain u+≤ u++ σφw ≤ u++ φ ≤ u−. According to the mean value theorem, we have G ≥ 0 if M1 ≥ 0 and G ≥ M1σ2φ2w2 if M1 < 0. Therefore F [U ] ≥ 0 if σ ≤ σ1, where σ1 = µ as M1 ≥ 0 and σ1 = min{µ,M−1
1} as M1 < 0. The proof is completed.
In what follows we construct supersolutions of F [u].
L
EMMA4.2.2.
Let Q(x) = e−c−
√
c2−4K2
2 x and U+(x, y) = uη+(y) + Q(x), where K2 > 0 satisfies K2+δγ+Kδ
2 = K∗ and c ≥ 2√
K2. Then F [U+] < 0.
Proof. Note that Qxx+ cQx+ K2Q = 0 and 0 < Bc[Q] < ∞. Indeed, by the uniqueness theorem we have Bc[Q(x)] = δ(−∂x∂22 − c∂x∂ + δγ)−1Q and
Bc[Q] = δ pc2+ 4γδ
Z +∞
−∞
e−
√
c2+4γδ
2 |x−ξ|+c2(ξ−x)Q(ξ)dξ = δ
δγ + K2Q(x).
It follows from (H4) that
F [U+] = (Qxx+ cQx) + (∆yuη+− Bc[uη+]) + f (y, uη++ Q) − Bc[Q]
= −K2Q + f (y, uη++ Q) − f (y, uη+) − η − Bc[Q]
= {−K2+ fu(y, uη++ θQ) − δ δγ + K2
}Q − η ≤ −η < 0, where 0 ≤ θ ≤ 1. The last second inequality is due to
K2+ δ
δγ + K2 = max
{u−(y)≥u≥u+(y),y∈RN −1}fu(y, u).
We complete the proof of the lemma.
16
Let
L[u] = uxx+ cux+ ∆yu − (K1+ µ +√
δ)u, (4.2.4)
where K1 = − min{u−(y)≥u≥u+(y),y∈RN −1}fu(y, u) > 0.
To show the existences of travelling wave solutions of (4.1.7), we use the following iteration process:
un(x, y) = L−1(−f (un−1) + Bc[un−1] − (K1+ µ +√
δ)un−1), n = 1, 2, · · · ,
u0(x, y) = U . (4.2.5)
In the following lemma, we assert that the supersolutions of F are greater than or equal to the subsolutions of F . Moreover, we show that both U+ − U and u− − U are supersolutions of L, which is useful in the proof of iteration process.
L
EMMA4.2.3.
Assume γ ≥ √2δ+K1δ+µ and let U := min{U+(x, y), u−(y)}. Then for all η > 0 there exists σ2 > 0 depending on η such that for all 0 < σ ≤ σ2 we have
U ≥ U , L[U+− U ] ≤ 0 and L[u−− U ] ≤ 0. (4.2.6) Proof. For the case U = u−(y) we take σ ≤ µ, then
U − U = u−(y) − u+(y) − σφ(y)w(x) ≥ u−(y) − u+(y) − φ(y) ≥ 0. (4.2.7) The last inequality holds by (H2). On the other hand,
L[u−− U ] = ∆y(u−− u+) − (K1+ µ +√
δ)(u−− u+) + A, (4.2.8) where A = −σφ(wxx+cwx)+(K1+µ+√
δ)σφw −σw∆yφ. According to (H5), |A| ≤ σCφ for some positive constant C = C(µ, δ, K1). By choosing σ ≤ µC, we obtain
L[u−− U ] ≤ ∆y(u−− u+) − (K1+
√
δ)(u−− u+) − µ(u−− u+) + σCφ (4.2.9)
≤ −µφ + σCφ ≤ 0, (4.2.10)
which holds due to assumptions (H2) and (H5).
For the case U = uη+(y) + Q(x), given η > 0 we choose σ ≤ µMη and use assumption (H4), then
U − U = uη+(y) + Q(x) − u+(y) − σφ(y)w(x) ≥ η
M − σµ ≥ 0. (4.2.11) Moreover,
L[U+− U ] = ∆y(uη+− u+) − (K1+ µ +√
δ)(uη+− u+) + A + Qxx+ Qx
− (K1+ µ +√ δ)Q.
It is readily seen that Qxx+ Qx− (K1+ µ +√
δ)Q ≤ 0. By (H4) and (H5), L[U+− U ] ≤ −ηµ
M + σC ≤ 0 if σ ≤ ηµ M C. Setting σ2 = min{µ,µC,µMη ,M Cηµ }, the lemma holds.
17
To generalize the result of Theorem 2.1 in [29], the nonlocal term of (4.1.6) needs to be better estimated. More precisely, we pointwisely control Bc[u] by the local term u such that the iterative sequence un is comparable with un−1.
L
EMMA4.2.4.
Let u ∈ C2(RN) be nonnegative and solve uxx+ cux+ ∆yu − au ≤ 0 for some constant a. Assume γ ≥ aδ + 1b for some b. Then bu − Bc[u] ≥ 0.Proof. Let v = Bc[u] and U = bu − v.Then v ≥ 0 because of u ≥ 0 and the maximum principle. Our main purpose is to claim U ≥ 0. By the assumption of u and the definition of v, we have
Uxx+ cUx+ ∆yU − ab + δ
b U ≤ −(δγ − a −δ
b)v ≤ 0. (4.2.12) The last inequality follows from the hypothesis of γ and the nonnegativity of v. By the maximum principle, U ≥ 0.
As γ becomes large, we claim that the iterative sequence un is increasing.
L
EMMA4.2.5.
Assume γ ≥ √2δ+ K1δ+µ and c ≥ c∗ = max{2√ µ, 2√
K2}, then for all η > 0 and 0 < σ ≤ min{σ1, σ2} we have un,x ≤ 0 and
u0 ≤ u1 ≤ . . . ≤ un≤ . . . ≤ U . (4.2.13) Proof. We first claim that un ≤ U for all n. Indeed, by Lemma 4.2.3 and Lemma 4.2.4 (take a = K1+ µ +√
δ and b =√
δ) we obtain
√
δ(U+− u0) − Bc[U+− u0] ≥ 0. (4.2.14) Therefore Lemma 4.2.2 and Lemma 4.2.3 yield
L[U+− u1] ≤ −f (U+) + Bc[U+] + f (u0) − Bc[u0] − (K1+ µ +√
δ)(U+− u0)
≤ {−fu(θU+(1 − θ)u0) − K1}(U+− u0) ≤ 0,
where 0 ≤ θ ≤ 1. According to the maximum principle, U+− u1 ≥ 0. It follows form the proof of U+− u1 ≥ 0 that u−− u1 ≥ 0. Therefore u1 ≤ U . Continuing this process, we have un ≤ U for all n by induction.
Next obvert that L[u1 − u0] = −F [U ] ≤ 0 due to Lemma 4.2.1. By the maximum principle, u1− u0 ≥ 0. Applying Lemma 4.2.4 to u1− u0, we have
√
δ(u1− u0) − Bc[u1− u0] ≥ 0. (4.2.15) Therefore
L[u2− u1] = −(f (u1) − f (u0)) + Bc[u1− u0] − (K1+ µ +√
δ)(u1− u0)
≤ {−fu(θu1+ (1 − θ)u0− K1}(u1− u0) −√
δ(u1− u0) + Bc[u1− u0]
≤ 0,
18
where 0 ≤ θ ≤ 1. Thus u2 ≥ u1. By induction, the sequence of functions {un} is nondecreasing. On the other hand, obvert that u0,x = σφwx < 0. Therefore by (H5), we obtain
L[−u0,x] = σφ(µwx− 2wwx) − σwx∆yφ + (K1+ µ +√
δ)σφwx (4.2.16)
= −σwx{∆yφ − (K1+√
δ)φ + (−2µ + 2w)φ} ≤ 0. (4.2.17) Using Lemma 4.2.4 again, we have
√
δ(−u0,x) − Bc[−u0,x] ≥ 0 (4.2.18) and
L[u1,x] = −fu(u0)u0,x+ Bc[u0,x] − (K1+ µ +√
δ)u0,x ≥ 0. (4.2.19) Then u1,x ≤ 0 by the maximum principle. Inducting in n, we obtain un,x ≤ 0.
Proof of Theorem 4.1.1. By Lemma 4.2.5, we define u∗(x, y) = limn→∞un(x, y).
Following the proof of theorem 2.1 in [29] , (H2) and (H3), for all c ≥ c∗ we obtain that u∗(x, y) is a smooth solution of (4.1.6), u∗x ≤ 0 and u∗(±∞, y) = u±(y). Let v∗ = Bc[u∗], then vx∗ = Bc[u∗x] ≤ 0 by the maximum principle. We complete the proof of the theorem.
19
20
Chapter 5
Travelling waves in a cylinder for bistable cases
5.1 Introduction
In this chapter, we are concerned with (DFHN) with Dirichlet boundary condition in a cylinder Ω
ut= uξξ+ ∆yu + f (u) − v, (5.1.1) vt= d(vξξ+ ∆yv) + δ(u − γv), (5.1.2)
u|∂Ω= v|∂Ω= 0, (5.1.3)
where (ξ, y) ∈ Ω := R1 × Ωy with Ωy being a bounded C2,α0 domain in RN −1, d ≥ 0, δ, γ > 0, and f (u) = u(1 − u)(u − β) for 0 < β < 12. We also consider this system with Neumann boundary condition in Section 5.7.
As γ → ∞, if the solutions are assumed to be bounded, the equations (5.1.1)-(5.1.3) tend to the single equation
ut = uξξ+ ∆yu + f (u), (5.1.4)
u|∂Ω= 0, (5.1.5)
which is a gradient system. For N = 2, the existence of travelling waves of (5.1.4) with boundary condition (5.1.5) were obtained by Gardner [9] when Ωy = [0, L] and L is large.
His result indicates that large Ωy seems to be necessary for the existence of a travelling wave with the Dirichlet boundary condition. For higher dimension cases, existence results of travelling waves of (5.1.4)-(5.1.5) were obtained by Volpert, A. and Volpert, V [43], Heinze [11], and Lucia, Muratov and Novaga [25].
In this chapter, we are interested in using a variational approach to study the travelling front solution of (DFHN) and also interested in the higher dimension case N > 1. Let’s first consider the case of a gradient system. For a gradient system, when the wave speed is zero, it is natural to consider the solution as a critical point of the corresponding energy of the system. However when the speed is not zero, how to use the variational method becomes a very subtle problem. Let c denote the wave speed. Assume c > 0. Heinze [11]
made the change of variable x = c(ξ − ct) and considered a minimization problem of a 21