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Zero-data bounded classical parabolic errors are weak energy solutions

Statement

Assume Countable Choice and the Axiom of Choice. Let U⊂Rd be bounded and open with an exterior tangent ball at every boundary point, and let T>0. Consider the intended divergence operator Ltu=∑i,jDi(aijDju)+∑iDi(biu)+∑iciDiu+du. Assume a=aT≥λ0I, λ0>0, and a,b,c,d bounded; the spatial derivatives of a,b agree with distributional derivatives locally, and the expansion βj=∑iDiaij+bj+cj,q=∑iDibi+d is locally valid with bounded a,β,q, locally parabolic α-Hölder up to the final face, 0<α<1, and q≤0. Let r be bounded and locally parabolic α-Hölder up to that face. If e is locally classical, bounded, continuous on the closed cylinder, zero on the initial and lateral faces, and satisfies −et+Lte=r, then e∈L2(0,T;H01(U)),et∈L2(0,T;H−1(U)),e(0)=0 in L2(U). It is the unique zero-initial variational solution of that equation, and for a finite CE depending only on T,λ0 and the divergence coefficient bounds, sup⁡0≤t≤T∥e(t)∥22+∫0T∥De(t)∥22dt≤CE∥r∥L2(U×(0,T))2. Consequently a sequence of such errors with ∥em∥∞→0 and ∥rm∥∞→0 converges strongly to zero in L2(0,T;H1(U)). No closed-cylinder derivative regularity is assumed.

Facts & Assumptions

Given: The choice assumptions, domain, coefficients, distributionally compatible expansion, source and classical zero-data error in the Statement.

[A1]

Countable Choice and the Axiom of Choice are retained from the approximation, truncation and Sobolev suppliers (The Axiom of Countable Choice (ACω), The Axiom of Choice).

[F1]

The bounded-open-set Sobolev triple is separable; H01(U) is the H1-closure of compactly supported smooth functions (The zero-boundary Sobolev evolution triple on an arbitrary bounded open set, Zero-boundary Sobolev space as a norm closure).

[F2]

Smooth weak approximants on exhausting polyhedral domains have uniform compact-interior classical estimates and converge to the unique bounded classical solution with the prescribed continuous data; compatible divergence-coefficient convolutions are permitted (Classical parabolic solvability by weak approximation and exterior-ball barriers).

[F3]

Evolution-space solutions have continuous L2 traces and satisfy the time energy-pairing identity (The evolution-space energy identity and continuous H trace).

[F4]

A bounded sequence in a separable Hilbert space has a weakly convergent subsequence, and the corresponding Bochner spaces are separable Hilbert spaces (Bounded sequences in a separable Hilbert space have weakly convergent subsequences).

[F5]

Every L1 approximate identity converges strongly to the identity in finite Lp, in particular p=2; the kernel may be anisotropic provided its mass, uniformly bounded L1 norm and shrinking-tail conditions hold (Every L1 approximate identity converges to the identity in Lp for 1≤p<∞).

Proof

1.1A1F2givenconstruct

Use the domains Un and divergence-compatible smooth convolution approximants from [F2], with zero initial and lateral data and source rn. Their spatial mollifier support stays inside U at every point of Un; their temporal mollifier is supported at positive past lags, sampling t−s with s>0. Thus an retains ellipticity and its bound, bn,cn,dn retain their separate bounds, and the expanded βn,qn are the convolutions of the bounded original expanded coefficients, retaining their bounds and qn≤0. No endpoint limit of the original b,c,d at T is used. Each fixed smooth approximant may be extended locally past T for its construction; compactness is used only at times below T. The resulting weak solutions en are smooth in the interior, uniformly bounded, and have a locally classical subsequential limit with zero continuous initial/lateral data at every time below T by [F2]. Classical comparison on cylinders ending below T identifies the limit with e.

2.1F1F3step 1.1algebra

Test the weak equation en,t−Lnen=−rn with en. The divergence terms have no boundary contribution because en∈H01(Un) in time-integrated sense. In particular the lower-order spatial form is ∫UnanDen⋅Den+∫Un(bn−cn)⋅Den en−∫Undnen2. The cross term is bn−cn, since the b term is integrated by parts and the c term is not. Write B=∥b∥∞+∥c∥∞ and D=∥d∥∞. With yn=∥en∥22, [F3], ellipticity and Young's inequality give 12yn′+λ02∥Den∥22≤(B22λ0+D+12)yn+12∥rn∥22. The constants are uniform in n; derivatives of the smoothed coefficients do not occur.

3.1step 2.1algebra

Put C0=B2/λ0+2D+1. The previous inequality gives yn′+λ0∥Den∥22≤C0yn+∥rn∥22. Multiply by e−C0t and integrate, using yn(0)=0. Then sup⁡tyn≤eC0T∥rn∥L22. Integrating the same differential inequality without the factor bounds λ0∫∥Den∥22 by C0Tsup⁡yn+∥rn∥L22. The boundedness of r and the finite cylinder give a uniform right side.

4.1A1F1F4step 1.1step 3.1construct

Extend each en by zero from Un to U. For almost every time this lies in H01(U): extend its compactly supported smooth H1(Un) approximants by zero, which preserves their norms, and use the closure definition in [F1]. The bounds in step 3.1 therefore give a bounded sequence in L2(0,T;H01(U)). Apply [F4] and pass to a weakly convergent subsequence. The local uniform convergence from step 1.1 identifies this weak limit with e almost everywhere, by testing on compact interior cylinders. Such cylinders exhaust U×(0,T); a locally zero L2 function is zero almost everywhere on their union. Hence e∈L2(0,T;H01(U)).

5.1F1F5step 1.1step 3.1step 4.1algebra

Fix a compact positive-time cylinder K⋐U×(0,T) and a smooth spacetime cutoff χ equal to one near K. Extend each of χb,χc,χd by zero to Rd+1; these bounded compactly supported functions belong to L2. The nonnegative product convolution kernels used in step 1.1 have mass one, L1 norm one, and support shrinking to zero in both space and time (with positive past time lag). Thus they satisfy the approximate-identity conditions, although the spatial and temporal scales differ. Apply [F5] with p=2 to these extensions. For large n their convolutions agree on K with bn,cn,dn, respectively, so bn→b, cn→c and dn→d strongly in L2(K), with their common uniform supremum bounds. Only an,βn,qn,rn are asserted to converge uniformly on such compact cylinders, by their local Hölder regularity. For a smooth test ϕ supported in K, the anDen⋅Dϕ term passes by uniform coefficient convergence and weak L2 gradient convergence. In the term cn⋅Den ϕ, the test vector cnϕ converges strongly in L2(K), so its pairing with the bounded weakly convergent gradients tends to ∫c⋅De ϕ. In the bnen⋅Dϕ and dnenϕ terms, strong local coefficient convergence and local uniform convergence of en imply strong L2 convergence of the products. The source and time-test terms pass by local uniform convergence. These arguments prove the limiting weak identity on every compact positive-time cylinder without extra spatial C1 assumptions on b,c,d.

6.1F1step 3.1step 4.1step 5.1algebra

For a smooth spacetime test with compact spatial support in U but not necessarily vanishing at initial time, first perform the passage above on [δ,T], taking its support strictly below T when necessary. The common bounded coefficient and source norms, supremum bounds and energy bounds control the omitted interval (0,δ) uniformly: terms linear in gradients are at most a fixed constant times δ∥Den∥L2 by Cauchy–Schwarz, and the zeroth-order, source and time-test terms are at most a constant times δ. The same bounds hold for the limit by step 4.1. Letting δ↓0 therefore gives the identity with zero initial boundary term, inherited from the approximants. Density of spatial compact-smooth functions in H01(U) extends the positive-time identity to all variational tests, since the divergence coefficients are bounded and the limit has the membership established in step 4.1. It follows that et=Lte−r∈L2(0,T;H−1(U)).

7.1F1F3step 2.1step 3.1step 6.1algebra

By [F3], this evolution-space function has a continuous L2 trace. Its integration-by-parts identity compared with the weak identity in step 6.1, for tests η(t)ϕ(x) with η(0)≠0 and ϕ∈Cc∞(U), gives (e(0),ϕ)L2=0. Density in L2(U) gives e(0)=0. Thus e is a zero-initial variational solution as claimed. If two such weak solutions exist, their difference has zero source and zero initial value. The same test and integrating-factor argument as steps 2.1–3.1 on U gives zero L2 norm at every time, proving weak uniqueness.

8.1F3step 2.1step 3.1step 7.1algebra

Apply [F3] to the now identified weak solution e, repeating step 2.1 on U with its actual source r. The integrating-factor and integrated gradient arguments in step 3.1 yield the stated estimate with, for example, CE=eC0T+λ0−1(C0TeC0T+1). The exact value is immaterial, but its dependence is only on the declared quantities, not on boundary derivatives of e.

9.1step 8.1algebra∎

For the final convergence assertion, ∥rm∥L22≤T∣U∣∥rm∥∞2→0. The estimate in step 8.1 gives ∫∥Dem∥22→0, and either that estimate or ∫∥em∥22≤T∣U∣∥em∥∞2 gives the zeroth-order term. Their sum is the squared L2(0,T;H1(U)) norm. This proves strong convergence and completes the result.

Remarks

The expansion assumption is deliberately distributional as well as pointwise. Local C1 spatial coefficients imply it. The source's word “differentiable” should not be used to conceal an unproved weak integration-by-parts identity for pathological pointwise derivatives. This helper imposes no extra boundary smoothness and no C2,1 regularity on the closed cylinder.

The intended operator has a separately indexed ∑iDi(biu) term. The source's printed ∑i,jDi(aijDju+biu) repeats that term d times and is incompatible with its own expanded drift and potential; it is not the operator used in this helper.

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