Electronic Journal of Differential Equations, Vol. 2004(2004), No. 113, pp. 1–9. ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu (login: ftp) THE CAUCHY PROBLEM AND STEADY STATE SOLUTIONS FOR A NONLOCAL CAHN-HILLIARD EQUATION JIANLONG HAN Abstract. We study the existence, uniqueness, and continuous dependence on initial data of the solution to the Cauchy problem and steady state solutions of a nonlocal Cahn-Hilliard equation on a bounded domain. 1. Introduction We are concerned with two different problems, the first being the Cauchy problem for a nonlocal Cahn-Hilliard equation ∂u = 4(ϕ(u) − J ∗ u) in Rn × (0, T ), ∂t (1.1) u(x, 0) = u0 (x), where ϕ(u) = u +Rf (u), f is bistable (e.g. f (u) = au(u2 − 1) for some a > 0), ∗ is convolution, and Rn J = 1. The second problem is for the steady state equation Z Z J(x − y)dyu(x) − J(x − y)u(y)dy + f (u) = C in Ω, Ω ZΩ (1.2) u(x)dx = 0, Ω where Ω is a bounded domain, C is a constant. The case when Ω = R or Rn has been treated in [3, 5, 10, 11] and references therein. To derive equations (1.1) and (1.2), we consider the free energy ZZ Z E(u) = C J(x − y)(u(x) − u(y))2 dxdy + F (u(x))dx, (1.3) where C is a constant, F is the primitive of f , and u represents the concentration of one of the species of a binary material. Following [16], we consider the gradient flow for (1.3) in H0−1 (Ω), where H0−1 is the space of distributions in the dual space of H 1 and with mean value zero. We do this since the total energy, E, decreases along the trajectories, and the average of u should be conserved. We have ut = − grad H −1 E(u). 0 2000 Mathematics Subject Classification. 35A05, 35M99. Key words and phrases. Phase transition; long range interaction; steady state solution. c 2004 Texas State University - San Marcos. Submitted July 18, 2004. Published September 29, 2004. 1 (1.4) 2 JIANLONG HAN EJDE-2004/113 Since the representative of grad E(u) in H0−1 is Z grad H −1 E(u) = −4(J(x − y)dyu(x) − 0 J(x − y)u(y)dy + f (u)), (1.4) gives Z Z ∂u = 4( J(x − y)dyu(x) − J(x − y)u(y)dy + f (u)). ∂t Ω Ω (1.5) In (1.3), making the approximation u(x) − u(y) ' ∇u(x) · (x − y), and assuming J to be isotropic, equation (1.4) leads to ∂u = −4(d4u − f (u)), (1.6) ∂t which is the classical Cahn-Hilliard equation. Equations (1.5) and (1.6) are important in the study of materials science for modelling certain phenomena such as spinodal decomposition, Ostwald ripening, and grain boundary motion. There is a lot of work on equation (1.6) (see for example [1, 2, 4, 9, 12, 13, 15, 14, 20] and references therein). For equation (1.5), there are very few results. In [6] and [7], we discussed the Neumann and Dirichlet boundaryR problems for (1.5). Here, we consider the Cauchy problem, where Ω = Rn and J = 1. Note that the steady state solutions for (1.5) in a bounded domain with no flux boundary condition satisfy the equation in (1.2) without the constraint. In this paper, we prove the global existence and uniqueness of solutions for equation (1.1). Also we prove the existence of nonconstant solutions for equation (1.2). The techniques used in the proof of the latter result can also be applied to the nonlocal phase field system discussed in [8]. We organize this paper as follows. In section 2, we establish the existence, uniqueness and continuous dependence on initial values for classical solutions of equation (1.1). In section 3, we prove that under certain conditions, there exists a discontinuous steady state solution for equation (1.2). 2. The Cauchy problem for the nonlocal Cahn-Hilliard equation For T > 0, let QT = Rn × (0, T ). We make the following assumptions: 0 (D1) f ∈ C 2+β (R) and ϕ (u) ≥ c for some positive Rconstants c and β, (D2) J ∈ C 2+β (Rn ), 4J ∈ L1 (Rn ) ∩ L∞ (Rn ), and Rn J = 1. First, we prove the uniqueness and continuous dependence of solutions on initial data. We have Proposition 2.1. Let ui (i = 1, 2) be two solutions of (1.1) with initial data ui0 (i = 1, 2). If conditions (D1)–(D2) are satisfied, if ui ∈ C([0, T ], L1 (Rn ))∩L∞ (QT ), and if ui0 ∈ L1 (Rn ) ∩ L∞ (Rn ) (i = 1, 2), then Z Z sup |u1 − u2 |dx ≤ C(T ) |u10 − u20 |dx (2.1) 0≤t≤T for some constant C(T ). Rn Rn EJDE-2004/113 THE CAUCHY PROBLEM 3 Proof. For any τ ∈ (0, T ), and ψ ∈ C 2,1 (Qτ ), with ψ = 0 for |x| large enough, after multiplying (1.1) by ψ, integrating over [0, τ ] × Rn , we have Z ui (x, τ )ψ(x, τ )dx Rn Z Z τZ Z τZ = ui (x, 0)ψ(x, 0)dx + (ui ψt + ϕ(ui )4ψ)dx dt − ψ4J ∗ ui dx dt. Rn Rn 0 0 Rn Set z = u1 − u2 , z0 = u10 − u20 , then the above equality gives Z Z Z τZ z(x, τ )ψ(x, τ )dx = z0 (x)ψ(x, 0)dx + z(x, t)(ψt + b(x, t)4ψ)dx dt Rn Rn 0 Rn Z τZ − ψ4J ∗ z(x, t)dx dt, Rn 0 (2.2) where ( ϕ(u1 )−ϕ(u2 ) u1 −u2 ϕ0 (u1 ) b(x, t) = for u1 6= u2 , for u1 = u2 . (2.3) Let g(x) ∈ C0∞ (Rn ) have compact support, 0 ≤ g(x) ≤ 1, and take λ > 0. We will choose ψ, above, to satisfy certain conditions. First, consider the following final value problem on a large ball BR (0) ∂ψ = −b(x, t)4ψ + λψ for |x| < R, 0 < t < τ ∂t ψ = 0 on |x| = R, 0 < t < τ (2.4) ψ(x, τ ) = g(x) |x| ≤ R. There exists a unique solution ψ ∈ C 2,1 (BR (0) × (0, τ )) of of (2.4) which satisfies the following properties: 0 ≤ ψ ≤ eλ(t−τ ) , Z 0 τ Z b(x, t)|4ψ|2 dx dt ≤ C, (2.5) (2.6) BR (0) Z |∇ψ|2 dx ≤ C, sup 0≤t≤τ (2.7) BR (0) where the constant C depends only on g. To extend ψ to be zero outside of BR (0), we define ξR ∈ C0∞ (Rn ) such that 0 ≤ ξR ≤ 1, if |x| < R − 1, 1 ξR = 0 if |x| > R − , 2 |∇ξR (x)|, |4ξR (x)| ≤ C ξR = 1 for some constant C which does not depend on R. (2.8) 4 JIANLONG HAN EJDE-2004/113 Let γ = ξR ψ, where ψ satisfies (2.4) in BR (0) and is zero outside. Using γ instead of ψ in (2.2), we have Z Z Z Z z(x, τ )gξR dx − ξR (x)z0 (x)ψ(x, 0)dx + (4J ∗ z − λz)ξR ψdx dt Rn Rn Qτ Z Z = b(x, t)z(x, t)(2∇ξR · ∇ψ + ψ4ξR )dx dt ≡ G(z, R). Qτ Since u1 and u2 belong to L∞ (QT ), and since b is positive, from estimates (2.5)-(2.7) and (2.8), we have Z τZ |G(z, R)| ≤ (b|u1 − u2 |((2|∇ξR k∇ψ| + |ψk4ξR |)) BR \BR−1 τ Z 0 Z ≤C b(|u1 | + |u2 |)(|∇ψ| + 1)dx dt (2.9) BR \BR−1 0 τ Z Z ≤C (|u1 | + |u2 |)dx dt. BR \BR−1 0 Since u1 and u2 belong to L1 (QT ), letting R → ∞ we have G(z, R) → 0. This implies Z Z Z τZ z(x, τ )g(x)dx ≤ |z0 (x)|e−λτ dx + (|4J ∗ z − λz|eλ(t−τ ) dx dt. Rn Rn Rn 0 + Letting λ → 0 and g(x) → sign z (x, τ ), we obtain Z + Z Z (u1 − u2 ) dx ≤ Rn τ Z |u10 − u20 |dx + C Rn |u1 − u2 |dx dt. Interchanging u1 and u2 yields Z Z Z |u1 − u2 |dx ≤ |u10 − u20 |dx + C Rn Rn (2.10) Rn 0 τ 0 Z |u1 − u2 |dx dt. Rn Inequality (2.1) follows from the above inequality and Gronwall’s inequality. Next we prove the existence of a solution to (1.1). Theorem 2.2. For any T > 0, if u0 (x) ∈ C02+β (Rn ), and if ϕ and J satisfy assumptions (D1 ) − (D2 ), then there exists a unique solution of (1.1) which belongs 2+β to C 2+β, 2 (QT ) ∩ L1 (QT ) ∩ L∞ (QT ). Proof. Since u0 (x) = 0 for |x| large enough, we consider ∂u = 4(ϕ(u) − J ∗ u) in BR (0) × (0, T ), ∂t u(x, t) = 0 on ∂BR (0) × (0, T ), (2.11) u(x, 0) = u0 (x). From [7, Theorem 2.4], there exists a unique solution u(x, t) ∈ C 2+β, (0, T )) of (2.11). Let u(x, t) = vet in (2.11), we have et vt + vet = ϕ0 (u)et 4v + ϕ00 (u)|∇v|2 e2t − et 4J ∗ v. 2+β 2 (BR (0) × (2.12) EJDE-2004/113 THE CAUCHY PROBLEM 5 Multiplying (2.12) by v and using v4v = 12 4v 2 − |∇v|2 , we obtain 1 2 1 1 (v )t + v 2 = ϕ0 (u)4v 2 + ϕ00 (u)∇v · ∇v 2 et − ϕ0 (u)|∇v|2 − v4(J ∗ v). (2.13) 2 2 2 If there exists (P0 , t0 ) ∈ BR (0) × (0, T ] such that v 2 (P0 , t0 ) = max v 2 , then we have 4v 2 (P0 , t0 ) ≤ 0, ∇v 2 (P0 , t0 ) = 0, ∇v(P0 , t0 ) = 0, vt2 (P0 , t0 ) ≥ 0, and (2.13) yields Z 2 v (P0 , t0 ) ≤ − 4J(P0 − y)v(y, t0 )dyv(P0 , t0 ). (2.14) BR This yields Z max |v| ≤ M |v(y, t0 )|dy (2.15) BR for some constant M which does not depend on R. Since u = 0 is also a solution of (2.11) with initial data u0 = 0, by [7, Theorem 2.5], we have Z Z |u(x, t) − 0|dx ≤ C(T ) BR |u0 − 0|dx (2.16) BR for some constant C(T ) which does not depend on R. Inequalities (2.15) and (2.16) imply Z max |v| ≤ C(T ) |u0 |dx. (2.17) BR 1 n Since u0 ∈ L (R ), we have max |v| ≤ B(T ) (2.18) for some constant B(T ) which does not depend on R. This yields max |u| ≤ B(T )eT (2.19) for some constant B(T ) which does not depend on R. We have proved the solution of (2.11) is uniformly bounded, i.e., max |u(x, t)| ≤ C BR ×[0,T ] for any R > 0, where C does not depend on R. A similar argument to that in the proof in [7, Theorem 2.2] yields kuR k2+β ≤ C(K, T ) (2.20) for any R > K ≡ constant, where uR is a solution of (2.11) in BR × (0, T ) and C(K, T ) is a constant which does not depend on R (k · k2+β is a H ölder norm defined in [19]). By employing the usual diagonal process, we can choose a sequence {Ri } such that uRi , DuRi , and D2 uRi converge to u, Du, and D2 u pointwise, and u satisfies equation (1.1). From (2.16) and (2.19), we also have u ∈ L1 (QT ) ∩ L∞ (QT ). Uniqueness follows from Proposition 2.1. 6 JIANLONG HAN EJDE-2004/113 3. Steady state solutions for the nonlocal Cahn-Hilliard equation In this part, we study equation (1.2). Proposition 3.1. Suppose Ω ⊂ Rn is a closed and bounded set, J(x) ≥ 0 and is continuous on Rn , suppJ ⊃ Bδ (0) for some positive constant δ, and f is nondecreasing. Then the only continuous solution of equation (1.2) is zero. Proof. Without loss of generality, we assume that f (0) = 0. If f (0) 6= 0, we may use f (u) − f (0) instead of f (u) in (1.2). R Case 1: C ≤ 0 in equation (1.2). If the conclusion is not true, since udx = 0, and u is continuous on Ω, there exists P0 ∈ Ω such that u(P0 ) = max u(x) > 0. Let A = {y ∈ Ω : u(y) = max u(x)}. We claim: There exist P0 ∈ ∂A and r > 0 such that K := (Ω \ A) ∩ Br (P0 ) has positive measure. If this is not R R true, we have meas(ΩR\ A) = 0. This and u(x) = max u on A imply Ω u = A u > 0. This contradicts Ω u = 0. Since supp J ⊃ Bδ (0) implies supp J(P0 − ·) ⊃ Bδ (P0 ), choosing r1 = min{δ, r} gives meas(K ∩ Br1 (P0 )) > 0, J(P0 − y) > 0 u(P0 ) − u(y) > 0 on K ∩ Br1 (P0 ), on K ∩ Br1 (P0 ). Inequalities (3.1)-(3.3) imply Z Z J(P0 − y)(u(P0 ) − u(y))dy ≥ Ω (3.1) (3.2) (3.3) J(P0 − y)(u(P0 ) − u(y))dy > 0. K∩Br1 (P0 ) This and f (u(P0 )) ≥ 0 imply Z Z J(P0 − y)u(P0 )dy − J(P0 − y)u(y)dy + f (u(P0 )) > 0, Ω (3.4) Ω contradicting (1.2). Case 2: C > 0 in (1.2). In this case, taking P0 such that u(P0 ) = min u < 0 leads to a contradiction in a similar way. If f 0 (u) changes sign, we make the following assumptions: (E1) Ω = (−1, 1) if dim Ω = 1, Ω = (−1, 1) × Ω0 if dim Ω > 1. (E2) J(x) = J(|x|), J(x) ≥ 0, and Z Z M ≥ sup J(x − y)dy ≥ inf J(x − y)dy ≥ m > 0 x∈Ω Ω x∈Ω Ω for positive constants M and m. (E3) f ∈ C 1 (R) is odd, f (1) = 0, there exist δ > 0 and a ∈ (0, 1) such that f 0 (u) ≥ δ on [a, ∞), and f (−a) ≥ (1 + a)M . (E4) C = 0 in (1.2). Remark 3.2. Condition (E3) implies that f (−1) = 0, f 0 (u) ≥ δ on (−∞, −a], and −f (a) ≥ (1 + a)M . R Let j(x) = Ω J(x − y)dy. From (E2 ), we have m ≤ j(x) ≤ M. (3.5) EJDE-2004/113 THE CAUCHY PROBLEM Dividing (1.2) by j(x), we consider Z 1 f (u(x)) J(x − y)u(y)dy + = 0, u(x) − j(x) Ω j(x) Z u(x)dx = 0. 7 (3.6) Ω Theorem 3.3. If assumptions (E1 )−(E4 ) are satisfied, then there exists a solution of equation (3.6) such that ( ≥a for x ∈ M1 ≡ (0, 1) × Ω0 , u(x) (3.7) ≤ −a for x ∈ M2 ≡ (−1, 0) × Ω0 . Moreover, we have −1 ≤ u(x) ≤ 1. (3.8) Proof. Following [3], we let B = {u ∈ L∞ (Ω) : u(−x1 , x0 ) = −u(x1 , x0 ), u(x) ∈ [a, 1] for x ∈ M1 }. The definition of B implies that u(x) ∈ [−1, −a] for x ∈ M2 . Define Z 1 1 T u(x) = u(x) + h[ J(x − y)u(y)dy − u(x) − f (u(x))]. j(x) Ω j(x) We want to show T : B → B is a contraction map if h is small enough. In fact, R since j(x) = Ω J(x − y)dy, with assumption (E2), we have j(−x1 , x0 ) = j(x1 , x0 ). And if u(x) ∈ B, we have T (u(−x1 , x0 )) Z 1Z h J(−x1 − y1 , x0 − y 0 )u(y1 , y 0 )dy1 dy 0 = u(−x1 , x ) + j(−x1 , x0 ) −1 Ω0 h − hu(−x1 , x0 ) + f (u(−x1 , x0 )) j(−x1 , x0 ) Z 1Z h 0 = −u(x1 , x ) − J(−x1 + z1 , x0 − y 0 )u(z1 , y 0 )dz1 dy 0 j(x1 , x0 ) −1 Ω0 h f (u(x1 , x0 )) + hu(x1 , x0 ) − j(x1 , x0 ) Z 1Z h 0 = −u(x1 , x ) − J(x1 − z1 , x0 − y 0 )u(z1 , y 0 )dz1 dy 0 j(x1 , x0 ) −1 Ω0 h f (u(x1 , x0 )) + hu(x1 , x0 ) − j(x1 , x0 ) Z 1Z h = −(u(x1 , x0 ) + J(x1 − z1 , x0 − y 0 )u(z1 , y 0 )dz1 dy 0 j(x1 , x0 ) −1 Ω0 h − hu(x1 , x0 ) + f (u(x1 , x0 ))) j(x1 , x0 ) = −T (u(x1 , x0 )). 0 (3.9) Choose h small enough such that h 1 0 f (u) < 1 − h j(x) (3.10) 8 JIANLONG HAN EJDE-2004/113 for u ∈ [−1, −a] ∪ [a, 1] and x ∈ Ω. 1 This implies that u − h[u + j(x) f (u)] is increasing in u on [a, 1]. Since u(y) ≥ a for y ∈ M1 , and u(y) ≥ −1 for y ∈ M2 , we have for x ∈ M1 T u(x) Z 1 1 =h J(x − y)u(y)dy + u − h[u + f (u)] j(x) Ω j(x) Z 1 1 ≥h J(x − y)u(y)dy + a − ha − h f (a) j(x) Ω j(x) Z Z 1 1 1 =h J(x − y)u(y)dy + h J(x − y)u(y)dy + a − ha − h f (a) j(x) M1 j(x) M2 j(x) Z Z 1 1 1 ≥ ha J(x − y)dy − h J(x − y)dy + a − ha − h f (a) j(x) M1 j(x) M2 j(x) Z Z 1 1 h = a − ha J(x − y)dy − h J(x − y)dy − f (a) j(x) M2 j(x) M2 j(x) Z h ≥a− [(1 + a) J(x − y)dy + f (a)] ≥ a j(x) M2 by (E3). Also, Z 1 1 f (u)] J(x − y)u(y)dy + u − h[u + j(x) Ω j(x) Z 1 1 ≤h J(x − y)u(y)dy + 1 − h − h f (1) ≤ 1 j(x) Ω j(x) T u(x) = h (3.11) for x ∈ M1 . Estimates (3.9)-(3.11) imply that T maps B to B. 1 ) < 1, we have For u, v ∈ B, choosing h small enough so that 0 < 1 − h(1 + δ M kT u − T vk∞ = k(u − v) + h j(x) Z J(x − y)(u(y) − v(y))dy Ω h (f (u) − f (v))k∞ j(x) Z hf 0 (θu + (1 − θ)v) h = k(1 − h − )(u − v) + J(x − y)(u(y) − v(y))dyk∞ j(x) j(x) Ω 1 ≤ (1 − h(1 + δ ))ku − vk∞ + hk(u − v)k∞ M 1 ≤ (1 − hδ )ku − vk∞ , M − h(u(x) − v(x)) − where θ(x) ∈ (0, 1) for all x ∈ Ω. Here we used (E3) and the fact that for any x ∈ Ω either u(x), v(x) ≥ a or u(x), v(x) ≤ −a. Therefore, T is a contraction map from B to B. There exists a unique fixed point u(x) such that T u = u. Estimates (3.8) follows from the definition of B. Remark 3.4. If we just consider the solution to Z Z J(x − y)u(x)dy − J(x − y)u(y)dy + f (u) = 0 Ω Ω in Ω (3.12) EJDE-2004/113 THE CAUCHY PROBLEM 9 R without the condition Ω udx = 0, then the conditions that f is odd and J(x) = J(|x|) are not necessary. 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Uralceva; Linear and quasilinear equations of parabolic type, Volume 23, Translations of Mathematical Monographs, AMS, Providence, 1968. [20] B. Nicolaenko, B. Scheurer and R. Temam; Some global dynamical properties of a class of pattern formation equations, Comm. P. D. E. 14 (1989), 245-297. Jianlong Han Department of Mathematics, Michigan State University, East Lansing, MI 48824, USA E-mail address: hanjianl@math.msu.edu