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From Analysis to Physics and

Geometry

Departamento de Matematicas

Universidad Autonoma

de Madrid

http://www.uam.es/personal pdi/ciencias/jvazquez/

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 1/77

Introduction

Main topic: Nonlinear Diffusion

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 2/77

Introduction

Main topic: Nonlinear Diffusion

Particular topics: Porous Medium and Fast Diffusion flows

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 2/77

Introduction

Main topic: Nonlinear Diffusion

Particular topics: Porous Medium and Fast Diffusion flows

Aim: to develop a complete mathematical theory with sound

physical basis

The resulting theory involves PDEs, Functional Analysis, Inf. Dim. Dyn.

Systems; Diff. Geometry and Probability

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 2/77

Introduction

Main topic: Nonlinear Diffusion

Particular topics: Porous Medium and Fast Diffusion flows

Aim: to develop a complete mathematical theory with sound

physical basis

The resulting theory involves PDEs, Functional Analysis, Inf. Dim. Dyn.

Systems; Diff. Geometry and Probability

D. G. Aronson, L. A. Caffarelli

L. A. Peletier, S. Kamin, G. Barenblatt, V. A. Galaktionov

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 2/77

Introduction

Main topic: Nonlinear Diffusion

Particular topics: Porous Medium and Fast Diffusion flows

Aim: to develop a complete mathematical theory with sound

physical basis

The resulting theory involves PDEs, Functional Analysis, Inf. Dim. Dyn.

Systems; Diff. Geometry and Probability

D. G. Aronson, L. A. Caffarelli

L. A. Peletier, S. Kamin, G. Barenblatt, V. A. Galaktionov

+ M. Crandall, L. Evans, A. Friedman, C. Kenig,...

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 2/77

I. Diffusion

populations diffuse, substances (like particles in a solvent) diffuse, heat propagates,

electrons and ions diffuse, the momentum of a viscous (Newtonian) fluid diffuses (linearly),

there is diffusion in the markets, ...

how to explain it with mathematics?

is it a linear process?

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 3/77

We begin our presentation with the Heat Equation

ut = u and the analysis proposed by Fourier, 1807, 1822

(Fourier decomposition, spectrum). The mathematical models

of heat propagation and diffusion have made great progress

both in theory and application. They have had a strong

influence on the 5 areas of Mathematics already mentioned.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 4/77

We begin our presentation with the Heat Equation

ut = u and the analysis proposed by Fourier, 1807, 1822

(Fourier decomposition, spectrum). The mathematical models

of heat propagation and diffusion have made great progress

both in theory and application. They have had a strong

influence on the 5 areas of Mathematics already mentioned.

The heat flow analysis is based on two main techniques:

integral representation (convolution with a Gaussian kernel)

and mode separation:

X

u(x, t) =

Ti (t)Xi (x)

where the Xi (x) form the spectral sequence

Xi = i Xi .

This is the famous linear eigenvalue problem

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 4/77

From 1822 until 1950 the heat equation has motivated

(i) Fourier analysis decomposition of functions (and set theory),

(ii) development of other linear equations

= Theory of Parabolic Equations

ut =

aij i j u +

bi i u + cu + f

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 5/77

From 1822 until 1950 the heat equation has motivated

(i) Fourier analysis decomposition of functions (and set theory),

(ii) development of other linear equations

= Theory of Parabolic Equations

ut =

aij i j u +

bi i u + cu + f

(1) aij , bi , c, f regular Maximum Principles, Schauder

estimates, Harnack inequalities; C spaces (Hlder); potential

theory; generation of semigroups.

(2) coefficients only continuous or bounded W 2,p estimates,

Caldern-Zygmund theory, weak solutions; Sobolev spaces.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 5/77

From 1822 until 1950 the heat equation has motivated

(i) Fourier analysis decomposition of functions (and set theory),

(ii) development of other linear equations

= Theory of Parabolic Equations

ut =

aij i j u +

bi i u + cu + f

(1) aij , bi , c, f regular Maximum Principles, Schauder

estimates, Harnack inequalities; C spaces (Hlder); potential

theory; generation of semigroups.

(2) coefficients only continuous or bounded W 2,p estimates,

Caldern-Zygmund theory, weak solutions; Sobolev spaces.

process: Bachelier, Einstein, Smoluchowski, Wiener, Levy, Ito,...

dX = bdt + dW

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 5/77

In the last 50 years emphasis has shifted towards the Nonlinear

World. Maths more difficult, more complex and more realistic.

My group works in the areas of Nonlinear Diffusion and

Reaction Diffusion.

I will present an overview and recent results in the theory

mathematically called Nonlinear Parabolic PDEs. General

formula

P

P

ut = i Ai (u, u) + B(x, u, u)

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 6/77

In the last 50 years emphasis has shifted towards the Nonlinear

World. Maths more difficult, more complex and more realistic.

My group works in the areas of Nonlinear Diffusion and

Reaction Diffusion.

I will present an overview and recent results in the theory

mathematically called Nonlinear Parabolic PDEs. General

formula

P

P

ut = i Ai (u, u) + B(x, u, u)

Typical nonlinear diffusion: ut = um

Typical reaction diffusion: ut = u + up

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 6/77

The Stefan Problem (Lam and Clapeyron, 1833; Stefan 1880)

u = 0,

u = k u

for u > 0,

t

1

TC :

SE :

v = L(k1 u1 k2 u2 ).

ut = k2 u

for u < 0.

u = 0. TC= Transmission conditions at u = 0.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 7/77

The Stefan Problem (Lam and Clapeyron, 1833; Stefan 1880)

u = 0,

u = k u

for u > 0,

t

1

TC :

SE :

v = L(k1 u1 k2 u2 ).

ut = k2 u

for u < 0.

u = 0. TC= Transmission conditions at u = 0.

u > 0, u = 0 in

(t);

u = 0, v = Ln u

on

(t).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 7/77

The Stefan Problem (Lam and Clapeyron, 1833; Stefan 1880)

u = 0,

u = k u

for u > 0,

t

1

TC :

SE :

v = L(k1 u1 k2 u2 ).

ut = k2 u

for u < 0.

u = 0. TC= Transmission conditions at u = 0.

u > 0, u = 0 in

(t);

u = 0, v = Ln u

on

(t).

ut = um ,

m > 1.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 7/77

The Stefan Problem (Lam and Clapeyron, 1833; Stefan 1880)

u = 0,

u = k u

for u > 0,

t

1

TC :

SE :

v = L(k1 u1 k2 u2 ).

ut = k2 u

for u < 0.

u = 0. TC= Transmission conditions at u = 0.

u > 0, u = 0 in

(t);

u = 0, v = Ln u

on

(t).

ut = um ,

m > 1.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 7/77

The Standard Blow-Up model (Kaplan, 1963; Fujita, 1966)

ut = u + up

Main feature: If p > 1 the norm ku(, t)k of the solutions goes

to infinity in finite time. Hint: Integrate ut = up .

Problem: what is the influence of diffusion / migration?

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 8/77

The Standard Blow-Up model (Kaplan, 1963; Fujita, 1966)

ut = u + up

Main feature: If p > 1 the norm ku(, t)k of the solutions goes

to infinity in finite time. Hint: Integrate ut = up .

Problem: what is the influence of diffusion / migration?

General scalar model

ut = A(u) + f (u)

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 8/77

The Standard Blow-Up model (Kaplan, 1963; Fujita, 1966)

ut = u + up

Main feature: If p > 1 the norm ku(, t)k of the solutions goes

to infinity in finite time. Hint: Integrate ut = up .

Problem: what is the influence of diffusion / migration?

General scalar model

ut = A(u) + f (u)

u = (u1 , , um ) chemotaxis.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 8/77

The Standard Blow-Up model (Kaplan, 1963; Fujita, 1966)

ut = u + up

Main feature: If p > 1 the norm ku(, t)k of the solutions goes

to infinity in finite time. Hint: Integrate ut = up .

Problem: what is the influence of diffusion / migration?

General scalar model

ut = A(u) + f (u)

u = (u1 , , um ) chemotaxis.

The fluid flow models: Navier-Stokes or Euler equation

systems for incompressible flow. Any singularities?

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 8/77

The Standard Blow-Up model (Kaplan, 1963; Fujita, 1966)

ut = u + up

Main feature: If p > 1 the norm ku(, t)k of the solutions goes

to infinity in finite time. Hint: Integrate ut = up .

Problem: what is the influence of diffusion / migration?

General scalar model

ut = A(u) + f (u)

u = (u1 , , um ) chemotaxis.

The fluid flow models: Navier-Stokes or Euler equation

systems for incompressible flow. Any singularities?

The geometrical models: the Ricci flow: t gij = Rij .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 8/77

very relevant to applied mathematics and science as a

whole, perhaps more so that the open problems in any

other area of mathematics, and the field seems poised for

rapid development. It seems clear, however, that fresh

methods must be employed...

Little is known about the existence, uniqueness and

smoothness of solutions of the general equations of flow for

a viscous, compressible, and heat conducting fluid...

Continuity of solutions of elliptic and parabolic equations,

paper published in Amer. J. Math, 80, no 4 (1958), 931-954

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 9/77

ut = um = (c(u)u)

density-dependent diffusivity

degenerates at u = 0 if m > 1

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 10/77

Flow of gas in a porous medium (Leibenzon, 1930; Muskat

1933) m = 1 + 2

t + div (v) = 0,

v = k p, p = p().

Second line left is the Darcy law for flows in porous media (Darcy,

1856). Porous media flows are potential flows due to averaging of Navier-Stokes

on the pore scales.

flow).

k

k

t = div ( p) = div ( (po )) = c+1 .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 11/77

Flow of gas in a porous medium (Leibenzon, 1930; Muskat

1933) m = 1 + 2

t + div (v) = 0,

v = k p, p = p().

Second line left is the Darcy law for flows in porous media (Darcy,

1856). Porous media flows are potential flows due to averaging of Navier-Stokes

on the pore scales.

flow).

k

k

t = div ( p) = div ( (po )) = c+1 .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 11/77

Applied motivation II

Plasma radiation m 4 (Zeldovich-Raizer, < 1950)

Experimental fact: diffusivity at high temperatures is not constant as

in Fouriers law, due to radiation.

d

dt

cT dx =

k(T )T ndS.

T

c

= div(k(T )T ) = c1 T n+1 .

t

When k is not a power we get Tt = (T ) with (T ) = k(T ).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 12/77

Applied motivation II

Plasma radiation m 4 (Zeldovich-Raizer, < 1950)

Experimental fact: diffusivity at high temperatures is not constant as

in Fouriers law, due to radiation.

d

dt

cT dx =

k(T )T ndS.

T

c

= div(k(T )T ) = c1 T n+1 .

t

When k is not a power we get Tt = (T ) with (T ) = k(T ).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 12/77

Applied motivation II

Plasma radiation m 4 (Zeldovich-Raizer, < 1950)

Experimental fact: diffusivity at high temperatures is not constant as

in Fouriers law, due to radiation.

d

dt

cT dx =

k(T )T ndS.

T

c

= div(k(T )T ) = c1 T n+1 .

t

When k is not a power we get Tt = (T ) with (T ) = k(T ).

Thin films under gravity (no surface tension) m = 4.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 12/77

Plasma radiation m 4 (Zeldovich-Raizer, < 1950)

Experimental fact: diffusivity at high temperatures is not constant as

in Fouriers law, due to radiation.

d

dt

cT dx =

k(T )T ndS.

T

c

= div(k(T )T ) = c1 T n+1 .

t

When k is not a power we get Tt = (T ) with (T ) = k(T ).

Thin films under gravity (no surface tension) m = 4.

Kinetic limits (Carleman models, McKean, PL Lions and Toscani et al.)

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 12/77

Plasma radiation m 4 (Zeldovich-Raizer, < 1950)

Experimental fact: diffusivity at high temperatures is not constant as

in Fouriers law, due to radiation.

d

dt

cT dx =

k(T )T ndS.

T

c

= div(k(T )T ) = c1 T n+1 .

t

When k is not a power we get Tt = (T ) with (T ) = k(T ).

Thin films under gravity (no surface tension) m = 4.

Kinetic limits (Carleman models, McKean, PL Lions and Toscani et al.)

Many more (boundary layers, geometry).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 12/77

The basics

The equation is re-written for m = 2 as

1

2 ut

= uu + |u|2

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 13/77

The basics

The equation is re-written for m = 2 as

1

2 ut

= uu + |u|2

and you can see that for u 0 it looks like the eikonal equation

ut = |u|2

This is not parabolic, but hyperbolic (propagation along characteristics).

Mixed type, mixed properties.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 13/77

The basics

The equation is re-written for m = 2 as

1

2 ut

= uu + |u|2

and you can see that for u 0 it looks like the eikonal equation

ut = |u|2

This is not parabolic, but hyperbolic (propagation along characteristics).

Mixed type, mixed properties.

transformation gives:

vt = (m 1)vv + |v|2

where v = cum1 is the pressure; normalization c = m/(m 1).

This separates m > 1 PME - from - m < 1 FDE

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 13/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

The nonlinear approach: estimates; functional spaces.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

The nonlinear approach: estimates; functional spaces.

Existence, non-existence. Uniqueness, non-uniqueness.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

The nonlinear approach: estimates; functional spaces.

Existence, non-existence. Uniqueness, non-uniqueness.

Regularity of solutions: is there a limit? C k for some k ?

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

The nonlinear approach: estimates; functional spaces.

Existence, non-existence. Uniqueness, non-uniqueness.

Regularity of solutions: is there a limit? C k for some k ?

Regularity and movement of interfaces: C k for some k ?.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

The nonlinear approach: estimates; functional spaces.

Existence, non-existence. Uniqueness, non-uniqueness.

Regularity of solutions: is there a limit? C k for some k ?

Regularity and movement of interfaces: C k for some k ?.

Asymptotic behaviour: patterns and rates? universal?

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

The nonlinear approach: estimates; functional spaces.

Existence, non-existence. Uniqueness, non-uniqueness.

Regularity of solutions: is there a limit? C k for some k ?

Regularity and movement of interfaces: C k for some k ?.

Asymptotic behaviour: patterns and rates? universal?

The probabilistic approach. Nonlinear process. Wasserstein estimates

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

The nonlinear approach: estimates; functional spaces.

Existence, non-existence. Uniqueness, non-uniqueness.

Regularity of solutions: is there a limit? C k for some k ?

Regularity and movement of interfaces: C k for some k ?.

Asymptotic behaviour: patterns and rates? universal?

The probabilistic approach. Nonlinear process. Wasserstein estimates

Generalization: fast models, inhomogeneous media,

anisotropic media, applications to geometry or image

processing; other effects.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These are the main topics of mathematical analysis (1958-2006):

The precise meaning of solution.

The nonlinear approach: estimates; functional spaces.

Existence, non-existence. Uniqueness, non-uniqueness.

Regularity of solutions: is there a limit? C k for some k ?

Regularity and movement of interfaces: C k for some k ?.

Asymptotic behaviour: patterns and rates? universal?

The probabilistic approach. Nonlinear process. Wasserstein estimates

Generalization: fast models, inhomogeneous media,

anisotropic media, applications to geometry or image

processing; other effects.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 14/77

These profiles are the alternative to the Gaussian profiles.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 15/77

These profiles are the alternative to the Gaussian profiles.

They are source solutions. Source means that u(x, t) M (x) as

t 0.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 15/77

These profiles are the alternative to the Gaussian profiles.

They are source solutions. Source means that u(x, t) M (x) as

t 0.

Explicit formulas (1950):

B(x, t; M ) = t

n

,

2+n(m1)

F(x/t ),

1

2+n(m1)

F() = C

< 1/2

2 1/(m1)

k +

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 15/77

These profiles are the alternative to the Gaussian profiles.

They are source solutions. Source means that u(x, t) M (x) as

t 0.

Explicit formulas (1950):

B(x, t; M ) = t

n

,

2+n(m1)

F(x/t ),

1

2+n(m1)

F() = C

< 1/2

2 1/(m1)

k +

BS

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 15/77

These profiles are the alternative to the Gaussian profiles.

They are source solutions. Source means that u(x, t) M (x) as

t 0.

Explicit formulas (1950):

B(x, t; M ) = t

n

,

2+n(m1)

F(x/t ),

1

2+n(m1)

F() = C

< 1/2

2 1/(m1)

k +

BS

Scaling law; anomalous diffusion versus Brownian motion

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 15/77

These profiles are the alternative to the Gaussian profiles.

They are source solutions. Source means that u(x, t) M (x) as

t 0.

Explicit formulas (1950):

B(x, t; M ) = t

n

,

2+n(m1)

F(x/t ),

1

2+n(m1)

F() = C

< 1/2

2 1/(m1)

k +

BS

Scaling law; anomalous diffusion versus Brownian motion

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 15/77

These profiles are the alternative to the Gaussian profiles.

They are source solutions. Source means that u(x, t) M (x) as

t 0.

Explicit formulas (1950):

B(x, t; M ) = t

n

,

2+n(m1)

F(x/t ),

1

2+n(m1)

F() = C

< 1/2

2 1/(m1)

k +

BS

Scaling law; anomalous diffusion versus Brownian motion

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 15/77

These profiles are the alternative to the Gaussian profiles.

They are source solutions. Source means that u(x, t) M (x) as

t 0.

Explicit formulas (1950):

B(x, t; M ) = t

n

,

2+n(m1)

F(x/t ),

1

2+n(m1)

F() = C

< 1/2

2 1/(m1)

k +

BS

Scaling law; anomalous diffusion versus Brownian motion

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 15/77

FDE profiles

We again have explicit formulas for 1 > m > (n 2)/n:

B(x, t; M ) = t

u(,t)

F(x/t ),

1

F() =

(C + k 2 )1/(1m)

t=1.15

t=1.25

t=1.4

t=1.6

n

2n(1m)

1

2n(1m)

> 1/2

Solutions for m > 1 with fat tails (polynomial decay; anomalous distributions)

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 16/77

FDE profiles

We again have explicit formulas for 1 > m > (n 2)/n:

B(x, t; M ) = t

u(,t)

F(x/t ),

1

F() =

(C + k 2 )1/(1m)

t=1.15

t=1.25

t=1.4

t=1.6

n

2n(1m)

1

2n(1m)

> 1/2

Solutions for m > 1 with fat tails (polynomial decay; anomalous distributions)

of PME/FDE. New asymptotics, extinction, new functional properties, new geometry

and physics.

Many authors: J. King, geometers, ... my book Smoothing.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 16/77

FDE profiles

We again have explicit formulas for 1 > m > (n 2)/n:

B(x, t; M ) = t

u(,t)

F(x/t ),

1

F() =

(C + k 2 )1/(1m)

t=1.15

t=1.25

t=1.4

t=1.6

n

2n(1m)

1

2n(1m)

> 1/2

Solutions for m > 1 with fat tails (polynomial decay; anomalous distributions)

of PME/FDE. New asymptotics, extinction, new functional properties, new geometry

and physics.

Many authors: J. King, geometers, ... my book Smoothing.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 16/77

Concept of solution

There are many concepts of generalized solution of the PME:

Classical solution: only in nondegenerate situations, u > 0.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 17/77

Concept of solution

There are many concepts of generalized solution of the PME:

Classical solution: only in nondegenerate situations, u > 0.

Limit solution: physical, but depends on the approximation (?).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 17/77

Concept of solution

There are many concepts of generalized solution of the PME:

Classical solution: only in nondegenerate situations, u > 0.

Limit solution: physical, but depends on the approximation (?).

Weak solution Test against smooth functions and eliminate

derivatives on the unknown function; it is the mainstream; (Oleinik,

1958)

Z Z

Z

(u t um ) dxdt + u0 (x) (x, 0) dx = 0.

Very weak

Z Z

(u t + um ) dxdt +

u0 (x) (x, 0) dx = 0.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 17/77

Solutions are not always weak:

Strong solution. More regular than weak but not classical: weak

derivatives are Lp functions. Big benefit: usual calculus is possible.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 18/77

Solutions are not always weak:

Strong solution. More regular than weak but not classical: weak

derivatives are Lp functions. Big benefit: usual calculus is possible.

ut = (u),

un un1

(un ) = 0

h

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 18/77

Solutions are not always weak:

Strong solution. More regular than weak but not classical: weak

derivatives are Lp functions. Big benefit: usual calculus is possible.

ut = (u),

un un1

(un ) = 0

h

h(u) + u = f,

hv + (v) = f.

Theorems Ambrosio, Savar, Nochetto

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 18/77

Solutions are not always weak:

Strong solution. More regular than weak but not classical: weak

derivatives are Lp functions. Big benefit: usual calculus is possible.

ut = (u),

un un1

(un ) = 0

h

h(u) + u = f,

hv + (v) = f.

Theorems Ambrosio, Savar, Nochetto

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 18/77

Solutions of more complicated equations need new concepts:

Viscosity solution Two ideas: (1) add artificial viscosity and pass to

the limit; (2) viscosity concept of Crandall-Evans-Lions (1984);

adapted to PME by Caffarelli-Vazquez (1999).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 19/77

Solutions of more complicated equations need new concepts:

Viscosity solution Two ideas: (1) add artificial viscosity and pass to

the limit; (2) viscosity concept of Crandall-Evans-Lions (1984);

adapted to PME by Caffarelli-Vazquez (1999).

it identifies unique physical solution from spurious weak solutions. It

is useful for general models degenerate diffusion-convection models;

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 19/77

Solutions of more complicated equations need new concepts:

Viscosity solution Two ideas: (1) add artificial viscosity and pass to

the limit; (2) viscosity concept of Crandall-Evans-Lions (1984);

adapted to PME by Caffarelli-Vazquez (1999).

it identifies unique physical solution from spurious weak solutions. It

is useful for general models degenerate diffusion-convection models;

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 19/77

Solutions of more complicated equations need new concepts:

Viscosity solution Two ideas: (1) add artificial viscosity and pass to

the limit; (2) viscosity concept of Crandall-Evans-Lions (1984);

adapted to PME by Caffarelli-Vazquez (1999).

it identifies unique physical solution from spurious weak solutions. It

is useful for general models degenerate diffusion-convection models;

BV solution (Volpert-Hudjaev).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 19/77

Solutions of more complicated equations need new concepts:

Viscosity solution Two ideas: (1) add artificial viscosity and pass to

the limit; (2) viscosity concept of Crandall-Evans-Lions (1984);

adapted to PME by Caffarelli-Vazquez (1999).

it identifies unique physical solution from spurious weak solutions. It

is useful for general models degenerate diffusion-convection models;

BV solution (Volpert-Hudjaev).

Kinetic solutions (Perthame,...).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 19/77

Boundedness estimates: for every p 1

Ip (t) =

up (x, t) dx Ip (0)

Rn

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 20/77

Boundedness estimates: for every p 1

Ip (t) =

up (x, t) dx Ip (0)

Rn

estimate

1

m+1

ZZ

|um |2 dxdt +

QT

|u(x, t)|m+1 dx =

|u0 |m+1 dx

Idea: multiplier is um

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 20/77

Boundedness estimates: for every p 1

Ip (t) =

up (x, t) dx Ip (0)

Rn

estimate

1

m+1

ZZ

|um |2 dxdt +

QT

|u(x, t)|m+1 dx =

|u0 |m+1 dx

Idea: multiplier is um

ZZ

(m+1)/2) 2

|(ut

| dxdt +

QT

|u(x, t)m |2 dx =

|u0 (x)m |2 dx

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 20/77

Boundedness estimates: for every p 1

Ip (t) =

up (x, t) dx Ip (0)

Rn

estimate

1

m+1

ZZ

|um |2 dxdt +

QT

|u(x, t)|m+1 dx =

|u0 |m+1 dx

Idea: multiplier is um

ZZ

(m+1)/2) 2

|(ut

| dxdt +

QT

|u(x, t)m |2 dx =

|u0 (x)m |2 dx

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 20/77

Boundedness estimates: for every p 1

Ip (t) =

up (x, t) dx Ip (0)

Rn

estimate

1

m+1

ZZ

|um |2 dxdt +

QT

|u(x, t)|m+1 dx =

|u0 |m+1 dx

Idea: multiplier is um

ZZ

(m+1)/2) 2

|(ut

| dxdt +

QT

|u(x, t)m |2 dx =

|u0 (x)m |2 dx

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 20/77

Problem: They are not stability estimates for differences.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 21/77

Problem: They are not stability estimates for differences.

The main stability estimate (L1 contraction):

Z

d

|u1 (x, t) u2 (x, t)| dx 0

dt

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 21/77

Problem: They are not stability estimates for differences.

The main stability estimate (L1 contraction):

Z

d

|u1 (x, t) u2 (x, t)| dx 0

dt

Proof. Multiply the difference of the equations for u1 and u2 by = h (w), where h is

m

a smooth version of Heavisides step function, and w = um

1 u2 , u = u1 u2 . Then,

ut h(w) dx =

w h(w) dx =

h (w)|w|2 dx 0.

m

Now let h h = sign + . Observe that sign (u1 u2 ) = sign (um

1 u2 ). Then

d

dt

(u1 u2 )+ dx =

ut h(u) dx 0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 21/77

Problem: They are not stability estimates for differences.

The main stability estimate (L1 contraction):

Z

d

|u1 (x, t) u2 (x, t)| dx 0

dt

Proof. Multiply the difference of the equations for u1 and u2 by = h (w), where h is

m

a smooth version of Heavisides step function, and w = um

1 u2 , u = u1 u2 . Then,

ut h(w) dx =

w h(w) dx =

h (w)|w|2 dx 0.

m

Now let h h = sign + . Observe that sign (u1 u2 ) = sign (um

1 u2 ). Then

d

dt

(u1 u2 )+ dx =

ut h(u) dx 0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 21/77

Let = Rn or bounded set with zero Dirichlet boundary data,

n 1, 0 < T . Let us consider the PME with m > 1.

For every u0 L1 (), u0 0, there exists a weak solution such

that u, um L2x,t and um L2x,t .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 22/77

Let = Rn or bounded set with zero Dirichlet boundary data,

n 1, 0 < T . Let us consider the PME with m > 1.

For every u0 L1 (), u0 0, there exists a weak solution such

that u, um L2x,t and um L2x,t .

The weak solution is a strong solution in the following sense:

(i) um L2 (, : H01 ()) for every > 0;

(ii) ut and um L1loc (0, : L1 ()) and ut = um a.e. in Q;

(iii) u C([0, T ) : L1 ()) and u(0) = u0 .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 22/77

Let = Rn or bounded set with zero Dirichlet boundary data,

n 1, 0 < T . Let us consider the PME with m > 1.

For every u0 L1 (), u0 0, there exists a weak solution such

that u, um L2x,t and um L2x,t .

The weak solution is a strong solution in the following sense:

(i) um L2 (, : H01 ()) for every > 0;

(ii) ut and um L1loc (0, : L1 ()) and ut = um a.e. in Q;

(iii) u C([0, T ) : L1 ()) and u(0) = u0 .

We also have bounded solutions that decay in time

t

0 u(x, t) Cku0 k2

1

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 22/77

Let = Rn or bounded set with zero Dirichlet boundary data,

n 1, 0 < T . Let us consider the PME with m > 1.

For every u0 L1 (), u0 0, there exists a weak solution such

that u, um L2x,t and um L2x,t .

The weak solution is a strong solution in the following sense:

(i) um L2 (, : H01 ()) for every > 0;

(ii) ut and um L1loc (0, : L1 ()) and ut = um a.e. in Q;

(iii) u C([0, T ) : L1 ()) and u(0) = u0 .

We also have bounded solutions that decay in time

t

0 u(x, t) Cku0 k2

1

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 22/77

Regularity results

The universal estimate holds (Aronson-Bnilan, 79):

v C/t.

v um1 is the pressure.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 23/77

Regularity results

The universal estimate holds (Aronson-Bnilan, 79):

v C/t.

v um1 is the pressure.

(Caffarelli-Friedman, 1982) C regularity: there is an (0, 1)

such that a bounded solution defined in a cube is C

continuous.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 23/77

Regularity results

The universal estimate holds (Aronson-Bnilan, 79):

v C/t.

v um1 is the pressure.

(Caffarelli-Friedman, 1982) C regularity: there is an (0, 1)

such that a bounded solution defined in a cube is C

continuous.

If there is an interface , it is also C continuous in space time.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 23/77

Regularity results

The universal estimate holds (Aronson-Bnilan, 79):

v C/t.

v um1 is the pressure.

(Caffarelli-Friedman, 1982) C regularity: there is an (0, 1)

such that a bounded solution defined in a cube is C

continuous.

If there is an interface , it is also C continuous in space time.

How far can you go? Free boundaries are stationary (metastable) if

initial profile is quadratic near : u0 (x) = O(d2 ). This is called

waiting time. Characterized by V. in 1983. Visually interesting in thin films

spreading on a table. Existence of corner points possible when

metastable, no C 1 Aronson-Caffarelli-V. Regularity stops here in n = 1

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 23/77

Regularity results

The universal estimate holds (Aronson-Bnilan, 79):

v C/t.

v um1 is the pressure.

(Caffarelli-Friedman, 1982) C regularity: there is an (0, 1)

such that a bounded solution defined in a cube is C

continuous.

If there is an interface , it is also C continuous in space time.

How far can you go? Free boundaries are stationary (metastable) if

initial profile is quadratic near : u0 (x) = O(d2 ). This is called

waiting time. Characterized by V. in 1983. Visually interesting in thin films

spreading on a table. Existence of corner points possible when

metastable, no C 1 Aronson-Caffarelli-V. Regularity stops here in n = 1

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 23/77

t

u=0

u=0

u=0

x

then after some time T the interface and the solutions are C 1, .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 24/77

t

u=0

u=0

u=0

x

then after some time T the interface and the solutions are C 1, .

(Koch, thesis, 1997) If u0 is transversal then FB is C after T .

Pressure is laterally" C . it is a broken profile always when it moves.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 24/77

A free boundary with a hole in 2D, 3D is the way of showing

that focusing accelerates the viscous fluid so that the speed

becomes infinite. This is blow-up for v um1 .

The setup is a viscous fluid on a table occupying an annulus of

radii r1 and r2 . As time passes r2 (t) grows and r1 (t) goes to

the origin. As t T , the time the hole disappears, the speed

r1 (t) .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 25/77

A free boundary with a hole in 2D, 3D is the way of showing

that focusing accelerates the viscous fluid so that the speed

becomes infinite. This is blow-up for v um1 .

The setup is a viscous fluid on a table occupying an annulus of

radii r1 and r2 . As time passes r2 (t) grows and r1 (t) goes to

the origin. As t T , the time the hole disappears, the speed

r1 (t) .

There is a semi-explicit solution displaying that behaviour

u(x, t) = (T t) F (x(T t) ).

The interface is then r1 (t) = a(T t) . It is proved that < 1.

Aronson and Graveleau, 1993. later Angenent, Aronson,...,

Vazquez,

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 25/77

III. Asymptotics

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 26/77

Asymptotic behaviour

Nonlinear Central Limit Theorem

Choice of domain: IRn . Choice of data: u0 (x) L1 (IRn ). We can write

ut = (|u|m1 u) + f

R

RR

Let us put f L1x,t . Let M = u0 (x) dx +

f dxdt.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 27/77

Asymptotic behaviour

Nonlinear Central Limit Theorem

Choice of domain: IRn . Choice of data: u0 (x) L1 (IRn ). We can write

ut = (|u|m1 u) + f

R

RR

Let us put f L1x,t . Let M = u0 (x) dx +

f dxdt.

B(x, t; M ) be the Barenblatt with the asymptotic mass M ; u

converges to B after renormalization

For every p 1 we have

ku(t) B(t)kp =

/p

),

o(t

p = p/(p 1).

exponents as in B(x, t).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 27/77

Asymptotic behaviour

Nonlinear Central Limit Theorem

Choice of domain: IRn . Choice of data: u0 (x) L1 (IRn ). We can write

ut = (|u|m1 u) + f

R

RR

Let us put f L1x,t . Let M = u0 (x) dx +

f dxdt.

B(x, t; M ) be the Barenblatt with the asymptotic mass M ; u

converges to B after renormalization

For every p 1 we have

ku(t) B(t)kp =

/p

),

o(t

p = p/(p 1).

exponents as in B(x, t).

Starting result by FK takes u0 0, compact support and f = 0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 27/77

+ The rate cannot be improved without more information on u0

+ m also less than 1 but supercritical ( with even better convergence called relative error

convergence)

m < (n 2)/n has big surprises;

m = 0 ut = log u Ricci flow with strange properties;

Proof works for p-Laplacian flow

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 28/77

Asymptotic behaviour. II

The rates. Carrillo-Toscani 2000. Using entropy functional

with entropy

dissipation control you can prove decay rates

R

when u0 (x)|x|2 dx < (finite variance):

We would like to have = 1. This problem is still open for m > 2. New results by JA

Carrillo, McCann, Del Pino, Dolbeault, Vazquez et al. include m < 1.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 29/77

Asymptotic behaviour. II

The rates. Carrillo-Toscani 2000. Using entropy functional

with entropy

dissipation control you can prove decay rates

R

when u0 (x)|x|2 dx < (finite variance):

We would like to have = 1. This problem is still open for m > 2. New results by JA

Carrillo, McCann, Del Pino, Dolbeault, Vazquez et al. include m < 1.

Lee and Vazquez (2003):

time after which the pressure is concave, the domain convex, the level sets convex and

uniformly in the support. The solution has only one maximum. Inner Convergence in

C.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 29/77

Asymptotic behaviour. II

The rates. Carrillo-Toscani 2000. Using entropy functional

with entropy

dissipation control you can prove decay rates

R

when u0 (x)|x|2 dx < (finite variance):

We would like to have = 1. This problem is still open for m > 2. New results by JA

Carrillo, McCann, Del Pino, Dolbeault, Vazquez et al. include m < 1.

Lee and Vazquez (2003):

time after which the pressure is concave, the domain convex, the level sets convex and

uniformly in the support. The solution has only one maximum. Inner Convergence in

C.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 29/77

The rates. Carrillo-Toscani 2000. Using entropy functional

with entropy

dissipation control you can prove decay rates

R

when u0 (x)|x|2 dx < (finite variance):

We would like to have = 1. This problem is still open for m > 2. New results by JA

Carrillo, McCann, Del Pino, Dolbeault, Vazquez et al. include m < 1.

Lee and Vazquez (2003):

time after which the pressure is concave, the domain convex, the level sets convex and

uniformly in the support. The solution has only one maximum. Inner Convergence in

C.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 29/77

We rescale the function as u(x, t) = r(t)n (y r(t), s)

where r(t) is the Barenblatt radius at t + 1, and new time" is

s = log(1 + t). Equation becomes

c

s = div ((m1 + y 2 )).

2

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 30/77

We rescale the function as u(x, t) = r(t)n (y r(t), s)

where r(t) is the Barenblatt radius at t + 1, and new time" is

s = log(1 + t). Equation becomes

c

s = div ((m1 + y 2 )).

2

Then define the entropy

E(u)(t) =

1 m c 2

( + y ) dy

m

2

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 30/77

We rescale the function as u(x, t) = r(t)n (y r(t), s)

where r(t) is the Barenblatt radius at t + 1, and new time" is

s = log(1 + t). Equation becomes

c

s = div ((m1 + y 2 )).

2

Then define the entropy

E(u)(t) =

1 m c 2

( + y ) dy

m

2

Calculate

dE

=

ds

|m1 + cy|2 dy = D

Moreover,

dD

= R, R D.

ds

We conclude exponential decay of D and E in new time s, which is potential in real

time t.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 30/77

We rescale the function as u(x, t) = r(t)n (y r(t), s)

where r(t) is the Barenblatt radius at t + 1, and new time" is

s = log(1 + t). Equation becomes

c

s = div ((m1 + y 2 )).

2

Then define the entropy

E(u)(t) =

1 m c 2

( + y ) dy

m

2

Calculate

dE

=

ds

|m1 + cy|2 dy = D

Moreover,

dD

= R, R D.

ds

We conclude exponential decay of D and E in new time s, which is potential in real

time t.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 30/77

The eventual concavity results of Lee and Vazquez

1.4

1.4

1.2

1.2

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0.2

60

0.2

100

50

80

60

40

50

30

60

50

60

40

40

30

20

40

30

20

10

0

20

20

10

10

0

1.4

1.4

1.2

1.2

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0

40

0

40

60

30

60

30

50

20

40

50

20

40

30

10

20

30

10

20

10

0

10

0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 31/77

The eventual concavity results of Lee and Vazquez

1.4

1.4

1.2

1.2

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0.2

60

0.2

100

50

80

60

40

50

30

60

50

60

40

40

30

20

40

30

20

10

0

20

20

10

10

0

1.4

1.4

1.2

1.2

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0

40

0

40

60

30

60

30

50

20

40

50

20

40

30

10

20

30

10

20

10

0

10

0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 31/77

The eventual concavity results of Lee and Vazquez

1.4

1.4

1.2

1.2

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0.2

60

0.2

100

50

80

60

40

50

30

60

50

60

40

40

30

20

40

30

20

10

0

20

20

10

10

0

1.4

1.4

1.2

1.2

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0

40

0

40

60

30

60

30

50

20

40

50

20

40

30

10

20

30

10

20

10

0

10

0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 31/77

References

About PME

J. L. Vzquez, "The Porous Medium Equation. Mathematical

Theory", Oxford Univ. Press, 2006 in press. approx. 600 pages

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 32/77

References

About PME

J. L. Vzquez, "The Porous Medium Equation. Mathematical

Theory", Oxford Univ. Press, 2006 in press. approx. 600 pages

J. L. Vzquez, Smoothing and Decay Estimates for Nonlinear

Parabolic Equations of Porous Medium Type, Oxford Univ. Press,

2006, 234 pages.

Boltzmann)

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 32/77

References

About PME

J. L. Vzquez, "The Porous Medium Equation. Mathematical

Theory", Oxford Univ. Press, 2006 in press. approx. 600 pages

J. L. Vzquez, Smoothing and Decay Estimates for Nonlinear

Parabolic Equations of Porous Medium Type, Oxford Univ. Press,

2006, 234 pages.

Boltzmann)

J. L. Vzquez. Asymptotic behaviour for the Porous Medium

Equation posed in the whole space. Journal of Evolution Equations

3 (2003), 67118.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 32/77

About PME

J. L. Vzquez, "The Porous Medium Equation. Mathematical

Theory", Oxford Univ. Press, 2006 in press. approx. 600 pages

J. L. Vzquez, Smoothing and Decay Estimates for Nonlinear

Parabolic Equations of Porous Medium Type, Oxford Univ. Press,

2006, 234 pages.

Boltzmann)

J. L. Vzquez. Asymptotic behaviour for the Porous Medium

Equation posed in the whole space. Journal of Evolution Equations

3 (2003), 67118.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 32/77

Probabilities. Wasserstein

Definition of Wasserstein distance.

Let P(IRn ) be the set of probability measures. Let p > 0. 1 , 2

probability measures.

Z

(dp (1 , 2 ))p = inf

IRn IRn

measure 1 into 2 . This is a distance.

Technically, this means that is a probability measure on the

product space IRn IRn that has marginals 1 and 2 . It can

be proved that we may use transport functions y = T (x)

instead of transport plans (this is Monges version of the

transportation problem).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 33/77

Probabilities. Wasserstein

Definition of Wasserstein distance.

Let P(IRn ) be the set of probability measures. Let p > 0. 1 , 2

probability measures.

Z

(dp (1 , 2 ))p = inf

IRn IRn

measure 1 into 2 . This is a distance.

Technically, this means that is a probability measure on the

product space IRn IRn that has marginals 1 and 2 . It can

be proved that we may use transport functions y = T (x)

instead of transport plans (this is Monges version of the

transportation problem).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 33/77

Wasserstein II

In principle, for any two probability measures, the infimum may

be infinite. But when 1 p < , dp defines a metric on the set

Pp of probability measures with finite p-moments,

R p

|x| d < . A convenient reference for this topic is Villanis

book, Topics in Optimal Transportation, 2003.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 34/77

Wasserstein II

In principle, for any two probability measures, the infimum may

be infinite. But when 1 p < , dp defines a metric on the set

Pp of probability measures with finite p-moments,

R p

|x| d < . A convenient reference for this topic is Villanis

book, Topics in Optimal Transportation, 2003.

The metric d plays an important role in controlling the location

of free boundaries. Definition d (1 , 2 ) = inf d, (1 , 2 ),

with

d, (1 , 2 ) = sup{|x y| : (x, y) support()}.

In other words, d, (1 , 2 ) is the maximal distance incurred

by the transport plan , i.e., the supremum of the distances

|x y| such that (A) > 0 on all small neighbourhoods A of

(x, y). We call this metric the maximal transport distance.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 34/77

Wasserstein III

The contraction properties in n = 1

Theorem (Vazquez, 1983, 2004) Let 1 and 2 be finite nonnegative

Radon measures on the line and assume that 1 (R) = 2 (R) and

d (1 , 2 ) is finite. Let ui (x, t) the continuous weak solution of the PME

with initial data i . Then, for every t2 > t1 > 0

d (u1 (, t2 ), u2 (, t2 )) d (u1 (, t1 ), u2 (, t1 )) d (1 , 2 ).

Theorem (Carrillo, 2004) Contraction holds in dp for all p [1, ).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 35/77

Wasserstein III

The contraction properties in n = 1

Theorem (Vazquez, 1983, 2004) Let 1 and 2 be finite nonnegative

Radon measures on the line and assume that 1 (R) = 2 (R) and

d (1 , 2 ) is finite. Let ui (x, t) the continuous weak solution of the PME

with initial data i . Then, for every t2 > t1 > 0

d (u1 (, t2 ), u2 (, t2 )) d (u1 (, t1 ), u2 (, t1 )) d (1 , 2 ).

Theorem (Carrillo, 2004) Contraction holds in dp for all p [1, ).

Contraction properties in n > 1

Theorem (McCann, 2003) For the heat equation contraction holds for

all p and n 1. (Carrillo, McCann, Villani 2004) For the PME

Contraction holds in d2 for all n 1.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 35/77

Wasserstein III

The contraction properties in n = 1

Theorem (Vazquez, 1983, 2004) Let 1 and 2 be finite nonnegative

Radon measures on the line and assume that 1 (R) = 2 (R) and

d (1 , 2 ) is finite. Let ui (x, t) the continuous weak solution of the PME

with initial data i . Then, for every t2 > t1 > 0

d (u1 (, t2 ), u2 (, t2 )) d (u1 (, t1 ), u2 (, t1 )) d (1 , 2 ).

Theorem (Carrillo, 2004) Contraction holds in dp for all p [1, ).

Contraction properties in n > 1

Theorem (McCann, 2003) For the heat equation contraction holds for

all p and n 1. (Carrillo, McCann, Villani 2004) For the PME

Contraction holds in d2 for all n 1.

Theorem (Vazquez, 2004) For the PME, contraction does not hold in

d for any n > 1. It does not in dp for p p(n) > 2.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 35/77

New fields

Fast diffusion (m < 1)

ut = (um1 u) = (

u

)

p

u

see our book Smoothing

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 36/77

New fields

Fast diffusion (m < 1)

ut = (um1 u) = (

u

)

p

u

see our book Smoothing

singularities in finite time through aggregation/concentration

Work by Herrero and Velazquez; Dolbeault and Perthame

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 36/77

New fields

Fast diffusion (m < 1)

ut = (um1 u) = (

u

)

p

u

see our book Smoothing

singularities in finite time through aggregation/concentration

Work by Herrero and Velazquez; Dolbeault and Perthame

solutions, renormelized solutions, shocks; limited diffusion

Wittbold, ...

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 36/77

New fields

Fast diffusion (m < 1)

ut = (um1 u) = (

u

)

p

u

see our book Smoothing

singularities in finite time through aggregation/concentration

Work by Herrero and Velazquez; Dolbeault and Perthame

solutions, renormelized solutions, shocks; limited diffusion

Wittbold, ...

diffusion. Work on total variation models.

...

Andreu, Caselles, Mazon,

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 36/77

Logarithmic Diffusion I

Special case: the limit case m = 0 of the PME/FDE in two space

dimensions

t u = div (u1 u) = log(u).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 37/77

Logarithmic Diffusion I

Special case: the limit case m = 0 of the PME/FDE in two space

dimensions

t u = div (u1 u) = log(u).

Application to Differential Geometry:

conformally flat metric g given by ds2 = u dr 2 by means of its Ricci curvature:

t

where Ric is the Ricci tensor and R the scalar curvature.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 37/77

Logarithmic Diffusion I

Special case: the limit case m = 0 of the PME/FDE in two space

dimensions

t u = div (u1 u) = log(u).

Application to Differential Geometry:

conformally flat metric g given by ds2 = u dr 2 by means of its Ricci curvature:

t

where Ric is the Ricci tensor and R the scalar curvature.

This flow, proposed by R. Hamilton 1988, is the equivalent of the Yamabe flow in two

dimensions. Remark: what we usually call the mass of the solution (thinking in

RR

diffusion terms) becomes here the total area of the surface, A =

u dx1 dx2 .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 37/77

Logarithmic Diffusion I

Special case: the limit case m = 0 of the PME/FDE in two space

dimensions

t u = div (u1 u) = log(u).

Application to Differential Geometry:

conformally flat metric g given by ds2 = u dr 2 by means of its Ricci curvature:

t

where Ric is the Ricci tensor and R the scalar curvature.

This flow, proposed by R. Hamilton 1988, is the equivalent of the Yamabe flow in two

dimensions. Remark: what we usually call the mass of the solution (thinking in

RR

diffusion terms) becomes here the total area of the surface, A =

u dx1 dx2 .

Main feature: the 4 mass loss law. The maximal solution of the

Cauchy problem with L1 data satisfies

Z

Z

u(x, t)dx = u0 (x)dx 4 t.

R

and lives for the time 0 < t < T = IR2 u0 (x) dx/4.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 37/77

Special case: the limit case m = 0 of the PME/FDE in two space

dimensions

t u = div (u1 u) = log(u).

Application to Differential Geometry:

conformally flat metric g given by ds2 = u dr 2 by means of its Ricci curvature:

t

where Ric is the Ricci tensor and R the scalar curvature.

This flow, proposed by R. Hamilton 1988, is the equivalent of the Yamabe flow in two

dimensions. Remark: what we usually call the mass of the solution (thinking in

RR

diffusion terms) becomes here the total area of the surface, A =

u dx1 dx2 .

Main feature: the 4 mass loss law. The maximal solution of the

Cauchy problem with L1 data satisfies

Z

Z

u(x, t)dx = u0 (x)dx 4 t.

R

and lives for the time 0 < t < T = IR2 u0 (x) dx/4.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 37/77

We consider in d = 2 the log-diffusion equation

ut = logu

We assume an initial mass distribution of the form

X

d0 (x) = f (x)dx +

Mi (x xi ).

where f 0 is an integrable function in IR2 , the xi , i = 1, , n, are a finite collection

of (different) points on the plane, and we are given masses

0 < Mn M2 M1 . The total mass is

Z

X

M = M0 +

Mi , with M0 =

f dx.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 38/77

We consider in d = 2 the log-diffusion equation

ut = logu

We assume an initial mass distribution of the form

X

d0 (x) = f (x)dx +

Mi (x xi ).

where f 0 is an integrable function in IR2 , the xi , i = 1, , n, are a finite collection

of (different) points on the plane, and we are given masses

0 < Mn M2 M1 . The total mass is

Z

X

M = M0 +

Mi , with M0 =

f dx.

approximate problems with smooth data. The measure shrinks but

only gradually:

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 38/77

We consider in d = 2 the log-diffusion equation

ut = logu

We assume an initial mass distribution of the form

X

d0 (x) = f (x)dx +

Mi (x xi ).

where f 0 is an integrable function in IR2 , the xi , i = 1, , n, are a finite collection

of (different) points on the plane, and we are given masses

0 < Mn M2 M1 . The total mass is

Z

X

M = M0 +

Mi , with M0 =

f dx.

approximate problems with smooth data. The measure shrinks but

only gradually:

J. L. Vzquez, Evolution of point masses by planar logarithmic

diffusion. Finite-time blow-down, Preprint, 2006.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 38/77

Pictures

About fast diffusion in the limit

1.4

1.2

m=0.05

m=0.5

6

5

0.8

4

0.6

3

0.4

0.2

0

1

0.5

0.5

0

1

0.5

0.5

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 39/77

Pictures

About fast diffusion in the limit

1.4

1.2

m=0.05

m=0.5

6

5

0.8

4

0.6

3

0.4

0.2

0

1

0.5

0.5

0

1

0.5

0.5

Left: intermediate fast diffusion exponent. Right: exponent near m = 0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 39/77

Pictures

About fast diffusion in the limit

1.4

1.2

m=0.05

m=0.5

6

5

0.8

4

0.6

3

0.4

0.2

0

1

0.5

0.5

0

1

0.5

0.5

Left: intermediate fast diffusion exponent. Right: exponent near m = 0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 39/77

Pictures

About fast diffusion in the limit

1.4

1.2

m=0.05

m=0.5

6

5

0.8

4

0.6

3

0.4

0.2

0

1

0.5

0.5

0

1

0.5

0.5

Left: intermediate fast diffusion exponent. Right: exponent near m = 0

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 39/77

Theorem Under the stated conditions, there exists a limit solution of the log-diffusion

Cauchy problem posed in the whole plane with initial data 0 . It exists in the time

interval 0

infinity ( uniqueness). The solution is continuous into the space of Radon

2

measures, u C([0, T ] : M(IR )), and it has two components, singular and

regular.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 40/77

Theorem Under the stated conditions, there exists a limit solution of the log-diffusion

Cauchy problem posed in the whole plane with initial data 0 . It exists in the time

interval 0

infinity ( uniqueness). The solution is continuous into the space of Radon

2

measures, u C([0, T ] : M(IR )), and it has two components, singular and

regular.

The singular part amounts to a collection of (shrinking in time) point masses

concentrated at x

= xi :

using =

(Mi 4t)+ (x xi ).

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 40/77

Theorem Under the stated conditions, there exists a limit solution of the log-diffusion

Cauchy problem posed in the whole plane with initial data 0 . It exists in the time

interval 0

infinity ( uniqueness). The solution is continuous into the space of Radon

2

measures, u C([0, T ] : M(IR )), and it has two components, singular and

regular.

The singular part amounts to a collection of (shrinking in time) point masses

concentrated at x

= xi :

using =

(Mi 4t)+ (x xi ).

(i) When restricted to the perforated domain Q

a smooth solution of the equation, it takes the initial data f (x) for a.e. x 6= xi , and

vanishes at t = T .

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 40/77

Theorem Under the stated conditions, there exists a limit solution of the log-diffusion

Cauchy problem posed in the whole plane with initial data 0 . It exists in the time

interval 0

infinity ( uniqueness). The solution is continuous into the space of Radon

2

measures, u C([0, T ] : M(IR )), and it has two components, singular and

regular.

The singular part amounts to a collection of (shrinking in time) point masses

concentrated at x

= xi :

using =

(Mi 4t)+ (x xi ).

(i) When restricted to the perforated domain Q

a smooth solution of the equation, it takes the initial data f (x) for a.e. x 6= xi , and

vanishes at t = T .

(ii) At every time t

(0, T ) the total mass of the regular part is the result of adding

to M0 the inflow coming from the point masses and subtracting the outflow at infinity.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 40/77

Theorem Under the stated conditions, there exists a limit solution of the log-diffusion

Cauchy problem posed in the whole plane with initial data 0 . It exists in the time

interval 0

infinity ( uniqueness). The solution is continuous into the space of Radon

2

measures, u C([0, T ] : M(IR )), and it has two components, singular and

regular.

The singular part amounts to a collection of (shrinking in time) point masses

concentrated at x

= xi :

using =

(Mi 4t)+ (x xi ).

(i) When restricted to the perforated domain Q

a smooth solution of the equation, it takes the initial data f (x) for a.e. x 6= xi , and

vanishes at t = T .

(ii) At every time t

(0, T ) the total mass of the regular part is the result of adding

to M0 the inflow coming from the point masses and subtracting the outflow at infinity.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 40/77

Log Diffusion IV

(iii)

singular behaviour near the mass location as in the radial case, while later on the

solution is regular around that point.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 41/77

Log Diffusion IV

(iii)

singular behaviour near the mass location as in the radial case, while later on the

solution is regular around that point.

in its beginning.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 41/77

Log Diffusion IV

(iii)

singular behaviour near the mass location as in the radial case, while later on the

solution is regular around that point.

in its beginning.

A large number of open problems are posed for subcritical fast

diffusion.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 41/77

Log Diffusion IV

(iii)

solution is regular around that point.

in its beginning.

A large number of open problems are posed for subcritical fast

diffusion.

Related to singularities in elliptic theory by Brezis, Marcus, Ponce

and the author.

un un1

ut = (u),

(un ) = 0

h

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 41/77

Log Diffusion IV

(iii)

solution is regular around that point.

in its beginning.

A large number of open problems are posed for subcritical fast

diffusion.

Related to singularities in elliptic theory by Brezis, Marcus, Ponce

and the author.

un un1

ut = (u),

(un ) = 0

h

Now put f := un1 , u := un , and v = (u), u = (v):

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 41/77

Log Diffusion IV

(iii)

solution is regular around that point.

in its beginning.

A large number of open problems are posed for subcritical fast

diffusion.

Related to singularities in elliptic theory by Brezis, Marcus, Ponce

and the author.

un un1

ut = (u),

(un ) = 0

h

Now put f := un1 , u := un , and v = (u), u = (v):

h(u) + u = f,

hv + (v) = f.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 41/77

Open problems

Extend theory to anisotropic equations of the general form

X

B(u)t =

i Ai (x, t, u, Du)

i

entropy and kinetic solutions are used: Evans, Perthame, Karlsen,...

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 42/77

Open problems

Extend theory to anisotropic equations of the general form

X

B(u)t =

i Ai (x, t, u, Du)

i

entropy and kinetic solutions are used: Evans, Perthame, Karlsen,...

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 42/77

Open problems

Extend theory to anisotropic equations of the general form

X

B(u)t =

i Ai (x, t, u, Du)

i

entropy and kinetic solutions are used: Evans, Perthame, Karlsen,...

Do the theory on Riemannian manifolds (ongoing project with

Bonforte and Grillo)

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 42/77

Extend theory to anisotropic equations of the general form

X

B(u)t =

i Ai (x, t, u, Du)

i

entropy and kinetic solutions are used: Evans, Perthame, Karlsen,...

Do the theory on Riemannian manifolds (ongoing project with

Bonforte and Grillo)

convergence to Barenblatt profiles or anomalous profiles.

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 42/77

Extend theory to anisotropic equations of the general form

X

B(u)t =

i Ai (x, t, u, Du)

i

entropy and kinetic solutions are used: Evans, Perthame, Karlsen,...

Do the theory on Riemannian manifolds (ongoing project with

Bonforte and Grillo)

convergence to Barenblatt profiles or anomalous profiles.

Get whole series of asymptotic decomposition

u(x, t) B(x, t; M ) + t1 1 (x) + t2 2 (x) +

It is done in d

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 42/77

Extend theory to anisotropic equations of the general form

X

B(u)t =

i Ai (x, t, u, Du)

i

entropy and kinetic solutions are used: Evans, Perthame, Karlsen,...

Do the theory on Riemannian manifolds (ongoing project with

Bonforte and Grillo)

convergence to Barenblatt profiles or anomalous profiles.

Get whole series of asymptotic decomposition

u(x, t) B(x, t; M ) + t1 1 (x) + t2 2 (x) +

It is done in d

Juan L. Vazquez

- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 42/77

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