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The viscous scalar Cauchy problem with smooth data has a global classical solution
Statement
Assume Countable Choice (CC) for the heat-kernel and interfaces below. Let , , let be with , and let . For every there is a mild solution of with . The solution is global in the sense that these solutions are compatible on finite time intervals; for every , In particular it is bounded and remains in the initial range. No uniqueness beyond the constructed mild solution is asserted.
Facts & Assumptions
Given: Countable Choice, , , with , , and .
The heat evolution is the convolution with the heat kernel : is defined for with , and has unit mass, is strictly positive, is with , and satisfies the Gaussian derivative bounds (The heat evolution of initial data, Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel).
For every multi-index and there is with for all and ; moreover the spatial and time derivatives pass through heat convolution for positive time, and Young's inequality bounds convolutions (Spatial derivative estimates for the heat flow, to smoothing estimate for the heat flow, Spatial and time derivatives pass through heat convolution for positive time, Young's convolution inequality under Countable Choice).
is bounded and uniformly continuous with , and with the supremum norm is complete: a uniformly Cauchy sequence of bounded functions converges pointwise in , its Cauchy bound then gives uniform convergence and boundedness of the limit; uniform limits preserve spatial continuity. Applying the same argument to continuous paths with values in this complete space gives a uniform limit continuous in time (the triangle inequality with one approximating path proves continuity). Thus this path space is complete, the uniform limit of continuous functions is continuous, and the Banach fixed point theorem applies to a contraction of a nonempty complete metric space (The heat Cauchy problem for bounded uniformly continuous data, The uniform limit of continuous real-valued functions on a metric space is continuous, Closed subspaces of complete metric spaces are complete; the converse under countable choice, A contraction of a nonempty complete metric space into itself has exactly one fixed point, the limit of the iterates from any starting point).
Differentiable calculus: the chain rule, the sum and product rules, and the Laplacian of a function; parabolic cylinders and their parabolic boundary are as defined for the maximum principle (The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with , Sums, scalar multiples, products and quotients: , , , and when , The Laplacian of a function and of a vector field, Parabolic cylinder and parabolic boundary).
Convergence tools: dominated convergence, Riesz--Fischer completeness of , and the class convention; the extreme value theorem on compact sets and Heine--Borel in (Dominated convergence, Riesz-Fischer completeness of for , The space as the quotient by null functions, Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value).
Write for the bounded uniformly continuous functions. The Gaussian kernels form an approximate identity, so in for by the approximate-identity theorem. For , define , which tends to zero with . Unit mass and the Gaussian tail give so uniformly as . The Gaussian convolution identity follows by completing the square in its integrand and using Gaussian unit mass. The contraction and this identity give strong continuity of in both and on (Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel, Every approximate identity converges to the identity in for ). The product-space rearrangements use Fubini's theorem for L^1 functions on a sigma-finite product, kernel time integrations use The second fundamental theorem: if is differentiable on with and is integrable, then , and the flux Lipschitz bound uses The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with .
Proof
Setup and kernel estimates. Put , and . Since and is , the mean value theorem gives for . By [F2] there are constants with for . The Gaussian first moment gives for with bounded. Also, and for every and . For the scaled kernel, , so for and ,
A local mild solution for bounded uniformly continuous data. Fix a starting datum with . Choose with and let with the supremum norm (Closed subspaces of complete metric spaces are complete; the converse under countable choice). For with define By [F6], is continuous in the supremum norm at ; by [F1] the Duhamel term is continuous in , since its integrand is norm continuous for and has the integrable majorant . The bounds and give Thus is a contraction of the closed radius- ball; the Banach fixed point theorem gives a unique fixed point satisfying . The original datum satisfies these assumptions.
Hölder regularity on strips. Fix and let . Since is bounded with , the mild identity and the kernel bounds of step 1.1 give, for every , For the spatial estimate, on the strip. The Duhamel term is bounded by , with ; splitting at gives at most for , where . Larger are covered by boundedness of . For the temporal estimate assume with . The initial heat term is Lipschitz in on by the positive-time estimate for . On the common Duhamel interval, with , the kernel difference is a time difference and satisfies Splitting its integral at gives . The remaining time slab has norm at most . Thus both estimates hold with depending only on , and is continuous in for .
continuity and identification of the limits. For the arbitrary starting datum of step 2.1, take Picard iterates , . By [F6], . If , the integral defining is defined by norm limits of Riemann sums on truncated intervals . Completeness supplies these limits, and the bound on the omitted interval is at most , which tends to zero. Its integrand has integrable majorant , so is -continuous and . Successive differences obey , so the iterates converge in the complete space (Riesz-Fischer completeness of for ) to some . They also converge uniformly on to the fixed point of step 2.1. On every bounded ball , this uniform convergence implies convergence to in , while the global convergence gives convergence to in the same local space. Uniqueness of the local limit yields a.e. on every , hence a.e. on ; thus and .
The equation in distributions. Testing the mild identity and using Fubini (the bound is integrable on each finite time triangle) gives Indeed the initial heat term pairs as against , and the divergence Duhamel term pairs as against the same expression, by integrating in . Thus distributionally, with datum .
Hölder continuity and boundedness of the spatial gradient. Fix and use the mild identity restarted at : By step 2.2, is spatially and temporally on each positive strip (the bound implies the weaker bound). Componentwise, differentiation of the divergence heat potential gives where the frozen value is subtracted using . Gaussian scaling gives , , and . With the parabolic modulus of , a spatial increment is bounded after splitting at by and a time increment is bounded after splitting at by If either split point exceeds the finite integration horizon, the same bounds follow by increasing . The heat initial term is smooth with bounded derivatives on . Thus for each , These are seminorm bounds; in particular they establish continuity of before any absolute bound is used. The absolute gradient bound follows from boundedness of . If , put . Along the unit segment , , the fundamental theorem of calculus and the spatial seminorm give Thus is bounded on the positive-time strip. Since is bounded on , has the same parabolic Hölder regularity as there; hence is bounded and belongs to .
Heat-potential cancellation and . Fix , use the bounds of step 3.3 on a slightly larger positive strip, and restart the heat equation at . Then For , , so cancellation gives The parabolic Hölder bound from step 3.3 yields . Gaussian scaling therefore gives which is integrable at . Truncating the heat-potential integral at , differentiating, and letting with this integrable dominator shows that exists and is continuous; the heat-kernel identity also gives in distributions. Since and are continuous, this identity gives a continuous classical time derivative. The first term is smooth for , so and satisfies , hence pointwise. Since is arbitrary, .
The range bound by a barrier. Let in and put . Write , which is bounded on by . For and set ; then, using steps 4.1 and [F4], for large enough, because and . The function is negative at and, by step 2.1, while , so is negative on the lateral boundary of every sufficiently large ball intersected with ; if had a positive maximum in the closed cylinder, then at that point , , (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value, Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), contradicting there. Letting gives on ; applying the same argument to , whose flux is and whose range bound is the same, gives . In particular, with , and on , the range of is contained in .
Global continuation and conclusion. For every , the positive-strip spatial modulus of step 2.2 makes bounded and uniformly continuous, step 3.1 gives , and step 5.1 places its values in . Thus is an admissible starting datum for the local fixed-point and Picard iteration of steps 2.1 and 3.1. The strong heat continuity required for this restart is [F6]: Gaussian approximate-identity convergence gives in the supremum norm for BUC data and in for data. With the same global constants , the local solution on agrees with at ; local uniqueness in step 2.1 makes the pieces agree on overlaps, and throughout. Iterating finitely many times covers , and the same local uniqueness shows that two solutions obtained with different terminal times agree on their common interval. The range bounds of step 5.1 hold on all of ; continuity holds by step 3.1 and regularity on by step 4.1. This is the asserted global mild solution.
Depends on
- The heat evolution $H_t$ of initial data
- Normalisation, parabolic scaling, heat equation and derivative bounds for the heat kernel
- The heat Cauchy problem for bounded uniformly continuous data
- $L^p$ to $L^q$ smoothing estimate for the heat flow
- Spatial derivative estimates for the heat flow
- Spatial and time derivatives pass through heat convolution for positive time
- Young's convolution inequality under Countable Choice
- A contraction of a nonempty complete metric space into itself has exactly one fixed point, the limit of the iterates from any starting point
- The uniform limit of continuous real-valued functions on a metric space is continuous
- Closed subspaces of complete metric spaces are complete; the converse under countable choice
- Dominated convergence
- Parabolic cylinder and parabolic boundary
- The Laplacian of a $C^2$ function and of a $C^2$ vector field
- The chain rule, in one line from Carathéodory: if $g$ is differentiable at $c$ and $f$ is differentiable at $g(c)$, then $f \circ g$ is differentiable at $c$ with $(f \circ g)'(c) = f'(g(c))\,g'(c)$
- Sums, scalar multiples, products and quotients: $(f+g)'(c) = f'(c) + g'(c)$, $(\alpha f)'(c) = \alpha f'(c)$, $(fg)'(c) = f'(c)g(c) + f(c)g'(c)$, and $(f/g)'(c) = \bigl(f'(c)g(c) - f(c)g'(c)\bigr)/g(c)^{2}$ when $g(c) \ne 0$
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- The space $L^p(\mu)$ as the quotient by null functions
- Heine-Borel in $\mathbb{R}^n$: with the Euclidean metric a subset of $\mathbb{R}^n$ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
- Riesz-Fischer completeness of $L^p$ for $1 \le p \le \infty$
- Every $L^1$ approximate identity converges to the identity in $L^p$ for $1 \le p < \infty$
- Fubini's theorem for L^1 functions on a sigma-finite product
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The mean value theorem, as the case $g(x) = x$ of Cauchy's: for $f$ continuous on $[a,b]$ with $a < b$ and differentiable on $(a,b)$ there is $c \in (a,b)$ with $f(b) - f(a) = f'(c)(b-a)$
Used by
- Uniform L-infinity, mass and energy bounds for the viscous approximations Lemma
- Vanishing-viscosity families are locally precompact in L¹ Lemma
- Viscous solutions contract spatial translates in L-one Lemma
- Existence of bounded Kruzhkov entropy solutions Theorem
- Oleinik's one-sided estimate characterizes bounded entropy solutions Theorem
- The Hamilton--Jacobi correspondence in one dimension Theorem
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Sources
- S. N. Kruzhkov, “First order quasilinear equations in several independent variables,” Mat. USSR-Sbornik 10 (1970), 217–243, complete English translation (standard reference, not scraped)
- G. A. Chechkin and A. Yu. Goritsky (translated by B. Andreianov), “S. N. Kruzhkov’s lectures on first-order quasilinear PDEs,” in Analytical and Numerical Aspects of PDEs, de Gruyter 2009, complete lecture-notes text (standard reference, not scraped)
- Sébastien Picard, “Notes on Hölder Estimates for Parabolic PDE,” 2019 lecture notes (complete text) (standard reference, not scraped)