Singular perturbation

OpenYear of origin: 2020

Posted online: 2019-12-26 21:41:25Z by Henrik Shahgholian

Cite as: P-191226.4

  • Analysis of PDEs

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General Description View the group

We introduce notations for vector-functions and vector-domains as $\mathbf{u}= (u^1,u^2,\cdots ,u^m)$, and $\mathbf{D} = (D_1, D_2, \cdots , D_m)$, with (bounded) $D_j \subset \mathbb R^n$. For simplicity of presentation we shall denote by $\Omega = \{|\mathbf{u}| > 0\}$, and $\mathbf{k} = (k_1, \cdots , k_m)$, with $k_i > 0$.

Consider equations of the type \begin{equation} \tag{1} \begin{cases} \Delta \mathbf{u} = \mathbf{f} (x,\mathbf{u}) &\qquad \hbox{in } \Omega \setminus \mathbf{D} ,\\ \mathbf{u} =\mathbf{ k} &\qquad \hbox{on } \mathbf{D} ,\\ G(\nabla \mathbf{u}) = g(x) &\qquad \hbox{on } \partial \Omega \\ \mathbf{u} \geq \mathbf{0} &\qquad \hbox{in } \mathbb{R}^n . \end{cases} \end{equation} In case $ |\nabla \mathbf{u}| = 0$ on $\partial \Omega$, the last equation is taken out and the first equation is replaced by $\Delta \mathbf{u} = \mathbf{f} (x,\mathbf{u}) $ in $ \mathbf{D}^c$, i.e. \begin{equation}\tag{2} \begin{cases} \Delta \mathbf{u} = \mathbf{f} (x,\mathbf{u}) &\qquad \hbox{in } \mathbf{D}^c ,\\ \mathbf{u} =\mathbf{ k} &\qquad \hbox{on } \mathbf{D} .\\ \end{cases} \end{equation} When $\mathbf{f} = \nabla_{\mathbf{u}} F$ with $F$ "reasonably" smooth, one may find solutions to (2) using minimizers of the functional \begin{equation} J(v) = \int_{\mathbb{R}^n}|\nabla \mathbf{v}|^2+F(x,\mathbf{v}), \end{equation} over $ \{\mathbf{v} \in W_{0}^{1,2}(\mathbb R^n): \mathbf{v} = \mathbf{k} \,\, \text{on} \,\, \mathbf{D} \}$. When $F (x, \nabla \mathbf{u} ) = g^2 (x)\chi_{\{|\mathbf{u}| > 0\}}$ one obtains (1) with $G(\nabla \mathbf{u}) = |\nabla \mathbf{u}|$, which is a Bernoulli type free boundary problem for systems that has been studied in [CSY] \begin{equation}\begin{cases} \Delta \mathbf{u} = 0 & \text{in } \Omega \setminus \mathbf{D}, \\ |\nabla \mathbf{u}| = g(x) & \text{on } \partial\Omega . \\ \end{cases} \end{equation} The particular case of $F(\mathbf{u}) = |\mathbf{u}|$, recently studied in [ASUW], gives rise to the obstacle type problems for systems \begin{equation} \Delta \mathbf{u} = \frac{\mathbf{u}}{|\mathbf{u}|} \chi_{\left\{|\mathbf{u}|>0\right\}}. \end{equation}

Next is to see what kind of domains $\mathbf{D}$ can be of interest to consider. This has several possible scenarios; here are a few:

(i) $D_i =D_j , \forall i,j=1,2,..m $,

(ii) $ D_1\subset D_2\subset...\subset D_m$,

(iii) $ D_1\subset D_2\subset...\subset D_m$, and they are homethetic,

(iv) $\bigcap D_i \neq \emptyset$.

We should also remark that for minimizers $\mathbf{u}$ of the functional $J$ we always have $\{u^i > 0\} = \{u^j>0\}, \,\, \forall i,j,$ provided $D_i \bigcap D_j \neq \emptyset$. This follows from the fact that in such cases we can make variations in both directions (upward and downward), $u^i \mp\epsilon \phi^i$ and $u^j \mp\epsilon \phi^j$. Hence we have the Euler Lagrange equation for both $u^i$ and $u^j$ whenever one of them is non-zero.

Question: The question we want to raise is under what conditions on $ \mathbf{D}$, and equations above we may expect geometric inheritance for solutions. E.g. will starshapness of $ \mathbf{D}$ w.r.t. a point $z \in \mathbf{D}$ imply the same for $\Omega$? Will convexity of all components of $ \mathbf{D}$ imply convexity of $\Omega$? What about spherical symmetry? And many other geometric qualitative properties that can be inherited by the solutions.

Problem's Description

In scalar case, the Bernoulli problem discussed earlier can also be obtained as a limit problem of the singular perturbation; literature are vast for this problem, so none mentioned none forgotten. A similar theory, yet to be developed, seems plausible for the system case, which seems to have much more possibilities and variations than its scalar counterpart.

Here we shall give a few examples of such models that might be interesting for the readers. The simplest equation is of the form \begin{equation} \Delta u^i = \frac{1}{\epsilon}\chi_{\left\{0< |\mathbf{u}|< \epsilon\right\}} \end{equation} in $D^c$, for a given (convex/starshaped) $D$, and with $\mathbf{u} = \mathbf{k}$ on $D$. This equation can be reduced to scalar case when $\mathbf{k} = (k, \cdots , k)$, but stays a system with no possibility of reduction when $\mathbf{k} = (k_1, \cdots , k_m)$, with $k_1 < k_2 < \cdots < k_m$. The more complicated version would be to replace $D$ with $\mathbf{D} = (D_1, \cdots , D_m)$ as earlier. This problem does not seem to have a variational formulation, but one may study this through super-solution technique.

The following model equation \begin{equation} \Delta \mathbf{u} = \frac{1}{\epsilon} \frac{\mathbf{u}}{|\mathbf{u}|}\chi_{\left\{0< |\mathbf{u}|< \epsilon\right\}} \end{equation} has a variational formulation and is a direct generalization of the singular perturbation problem to the system. This also connects to the obstacle problem for the systems as we mentioned above.


For the scalar case, one can find a proof of convexity for the singular perturbation problem [elhajj], with a slightly different argument. See also [El-Sh-system]. However, none of these methods seem to work for the system case for singular perturbation problem. It would be nice to see some new ideas for how system case can work.

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