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Unbounded-grid fixed-pivot dynamics are globally well posed and stable

Statement

Under the hypotheses of Unbounded-grid fixed-pivot coagulation-fragmentation dynamics, FΔ is a well-defined locally Lipschitz vector field on the weighted measure space supported on G, and every positive initial grid measure ν0∈Mw(E) has a unique global positive solution to ν˙=FΔ(ν). On every finite interval it satisfies M1(νt)=M1(ν0),M0(νt)≤M0(ν0)eβ∗Dt, M2(νt)≤M2(ν0)+K∗M1(ν0)2t+K∗Δ28∫0tM0(νs)2 ds+β∗DΔ24∫0tM0(νs) ds. If ν,η are two such solutions and sup⁡s≤T(M0(νs)+M0(ηs))≤NT, then dBL(νt,ηt)≤eCTtdBL(ν0,η0),0≤t≤T, where CT depends only on NT,K∗,LK,β∗,Lβ,D,LB. The proof also gives the vector-field estimate ∥FΔ(ν)−FΔ(η)∥BL≤CTdBL(ν,η) for positive grid measures with the same number bound; here ∥σ∥BL=dBL(σ,0).

Facts & Assumptions

Given: A semi-infinite positive pivot grid, bounded Lipschitz kernels, and the weighted measure space.

[F1]

Unbounded-grid fixed-pivot coagulation-fragmentation dynamics: FΔ has nonnegative gains for positive states, per-parent coagulation loss rate ∫K(x,y)ν(dy), and fragmentation loss rate β(x). Its adopted daughter hypotheses include support in [a,x], Bx(E)≤D, ∫zBx(dz)=x, and dBL(Bx,By)≤LB∣x−y∣.

[F2]

Weighted total-variation space for population measures: ∥σ∥w=∫(1+x2) d∣σ∣.

[F3]

Bounded-Lipschitz discrepancy for finite measures: dBL tests functions with supremum norm and Lipschitz constant at most 1.

[F4]

Fixed-pivot weights are nonnegative and reproduce number and mass: PΔ(z) is positive, has mass z, expected displacement at most Δ/2, and second-moment excess at most Δ2/4.

[F5]

The weighted total-variation measure space is complete: Mw(E) is complete in weighted total variation.

Proof

1.1givenF2F4F5algebra

The grid G has no finite accumulation point, so it is closed in E. A weighted-total-variation limit of measures supported on G assigns zero variation to E∖G, hence the grid-supported subspace is closed and complete by [F5]. For z≥a, [F4] gives ∫w(u)PΔ(z)(du)≤w(z)+Δ2/4≤(5/4)w(z). Thus projection maps weighted measures boundedly into this subspace. The positive cone is closed: if νn≥0 and νn→ν in weighted total variation, then ν−(E)≤∥ν−νn∥TV→0.

1.2givenF1F4algebra

Testing the equation with 1 gives M0′≤β∗DM0, since each aggregation event changes number by −1 and each fragmentation increment is at most D. Testing with x gives zero coagulation increment by [F4], and zero fragmentation increment because ∫zBx(dz)=x by [F1] and projection preserves each daughter's mass by [F4]. Thus M1′=0. Testing with x2, each coagulation event contributes at most 2xy+Δ2/4, and each fragmentation event contributes at most DΔ2/4 because daughter second moment before projection is at most x2. Integrating the resulting inequalities proves all three displayed moment bounds.

1.3givenF1F3

For an admissible test φ in [F3], let φˉ(z)=∫φ(u)PΔ(z)(du). On each cell this is the linear interpolant of the endpoint values; its slope has absolute value at most 1. Continuity at the pivots gives ∥φˉ∥∞≤1 and Lip⁡(φˉ)≤1 on all of E. The coagulation test integrand 12K(x,y)[φˉ(x+y)−φ(x)−φ(y)] is bounded and Lipschitz in each variable with constants depending only on K∗,LK.

2.1givenF1F2step 1.1algebra

Write FΔ(ν)=GΔ(ν)−qνν, where qν(x)=∫K(x,y)ν(dy)+β(x) and GΔ is the sum of the positive aggregation and fragmentation gains in [F1]. On a signed-measure ball ∥ν∥w≤R, ∥qν∥∞≤K∗R+β∗, and qν≥0 when ν≥0. The bound in step 1.1 and w(x+y)+w(x)+w(y)≤3w(x)w(y) bound the aggregation gain by a constant times K∗R2; for fragmentation, ∫z2Bx(dz)≤x2 and Bx(E)≤D bound the gain by a constant times β∗(D+1)R. Bilinearity makes the aggregation gain locally Lipschitz, and the fragmentation gain is bounded linear.

2.2F1F3step 1.3algebra

Decompose ν⊗ν−η⊗η=(ν−η)⊗ν+η⊗(ν−η). Each section of the step 1.3 integrand, scaled by its bounded-Lipschitz norm, is an admissible test in [F3]. The resulting coagulation difference is bounded by CK(M0(ν)+M0(η))dBL(ν,η). For fragmentation the integrand β(x)[∫φˉ dBx−φ(x)] has supremum at most β∗(D+1) and Lipschitz constant at most Lβ(D+1)+β∗(LB+1), so its difference is bounded by a constant times dBL(ν,η).

3.1givenF1F5step 1.1step 2.1choose

On the closed positive path ball of radius R>2∥ν0∥w, let CR bound ∥GΔ(ξ)∥w and LR be its Lipschitz constant, as obtained in step 2.1. For positive paths in that ball, set Φ(ξ)t=e−∫0tqξs(⋅)dsν0+∫0te−∫stqξr(⋅)drGΔ(ξs) ds. Since ∥qξt−qξs∥∞≤K∗∥ξt−ξs∥w, qξ is continuous in time in L∞(E); the gain path is continuous in Mw(E) by step 2.1. For bounded b, multiplication Mbσ=bσ has ∥Mb∥≤∥b∥∞, so the survival multipliers are continuous in operator norm and the formula defines a continuous path. They lie in [0,1], so Φ preserves positivity. Its norm is at most ∥ν0∥w+TCR, hence it maps the ball into itself when TCR≤R−∥ν0∥w. Since ∣qξ−qζ∣∞≤K∗∥ξ−ζ∥w, the inequalities ∣e−u−e−v∣≤∣u−v∣ for u,v≥0 and the triangle inequality give ∥Φ(ξ)−Φ(ζ)∥CMw≤(TLR+TK∗∥ν0∥w+12T2K∗CR)∥ξ−ζ∥CMw. Choose T so this coefficient is q<1. The positive path ball is nonempty because it contains ξt0=ν0. Iteration ξj+1=Φ(ξj) from ξ0 satisfies ∥ξj+1−ξj∥≤qj∥ξ1−ξ0∥; for m>n, ∥ξm−ξn∥≤qn∥ξ1−ξ0∥/(1−q)→0. Completeness from step 1.1 gives a limit, and the contraction bound makes Φ continuous, so the limit is fixed. Any two fixed points have distance at most q times itself, so they coincide. For a fixed point, Sξ(t,s):=Me−∫stqξr(⋅)dr has operator-norm derivative ∂tSξ(t,s)=−MqξtSξ(t,s), since the scalar exponential difference quotients converge uniformly in size. Splitting the difference quotient of the source integral at s=t gives endpoint term GΔ(ξt) and integral term −Mqξt∫0tSξ(t,s)GΔ(ξs)ds; hence the fixed point solves the equation in [F1]. Conversely, for any positive solution ζ, the inverse multiplier Aζ(t):=Me∫0tqζs(⋅)ds is operator-norm differentiable with Aζ′=MqζtAζ. The product difference quotient gives (Aζζ)′=AζGΔ(ζ); integrating this continuous derivative by telescoping partitions and multiplying by Aζ(t)−1 recovers the same mild formula. Continuity at 0 puts any competing solution in this ball on a sufficiently short interval, where the fixed-point uniqueness just proved applies.

3.2F2F5step 2.1step 1.2algebra

On [0,T] the number and second-moment estimates bound ∥νt∥w=M0(νt)+M2(νt). The local Lipschitz estimates in step 2.1 bound ∥FΔ(νt)∥w there, so νt is Cauchy in weighted total variation at any finite endpoint. Completeness gives a positive limit; the local construction restarts there and uniqueness glues the extension. Therefore no finite maximal endpoint exists.

4.1F1F3step 1.2step 2.2algebra∎

Integrating the two weak equations and using the number bound in the Statement gives d(t)≤d(0)+CT∫0td(s)ds, where d(t)=dBL(νt,ηt). With g(t)=d(0)+CT∫0td(s)ds, one has d≤g and g′≤CTg almost everywhere. Thus (e−CTtg(t))′≤0 and d(t)≤eCTtd(0).

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