C. R. Acad. Sci. Paris, t. 327, Serle I, p.

353-358, 1998
Equations aux derivees partiellesl Partial Differential Equations

Critical nonlinearities at the boundary

Jose M. ARRIETAa, 2, Alexandre N. CARVALHO h,1,
Anihal RODRIGUEZ-BERNAL ft,2
U Departamento de Matemiitica Aplicada, Universidad Complutense de Madrid, 28040 Madrid, Spain
h Departamento de Matemiitica-ICMSC, Universidad de Sao Paulo, 13560-970 Sao Carlos, Brazil
(Reeu et accepte Ie 8 juillet 1998)

Abstract. We prove existence, uniqueness and regularity of solutions for heat equations with
nonlinear boundary conditions. We study these problems with initial data in L'I(n),
WI ,q (n), 1 < q < 00, or measures and with critically growing nonlinearities.
© Academic des ScienceslElsevier, Paris

N on-linearites critiques a la frontiere

Resume. On montre l'existence, l'unicite et la regularite des solutions de l'equation de la chaleur
avec des conditions aux limites non lineaires. On etudie ce probleme avec des donnees
initiales dans U(n), w1,q(n). 1 < q < 00, ou dans des espaces de mesures et avec
non-linea rites de croissance critique. © Academie des ScienceslElsevier, Paris

Version franraise abregee

Dans cette Note on considere l'existence, l'unicite et la regularite des solutions de problemes
paraboliques avec des conditions aux Iimites non lineaires. On prend n c R N un ouvert regulier,
N 2:: 1 et on considere Ie probleme :

Ut = .lu + f(u) dans n,

8u
8n = g(u) sur r:= 8n, (I)
{
u(O) = Uo,

avec f, g : R -> R fonctions localement Iipschitziennes.

On etudie (I) avec des donnees initiales dans U(n), w1,q(n), 1 < q < N, ou dans des espaces
de mesures. Dans ces espaces on a besoin de quelques conditions de croissance sur f et g et
on cherche a obtenir des resultats dans Ie cas OU la croissance est la plus rapide. Ce cas est dit
d'« exposant critique ».

Note presentee par Maim BREZIS.

0764-4442/98/03270353 © Academic des Sciences/Elsevier, Paris 353

,.M. Arrieta et al.

Notre methode est basee sur des resultats abstraits, qui sont une extension des resultats de [4] pour
les termes d'exposant critique sur Ie bard et on utilise quelques echelles d'espaces d'interpolation qui
sont construits pour l'operateur elliptique lineaire dans (1).
Pour construire ces espaces, on prend l'operateur elliptique L = ~ (ou plus generalement un
operateur de type L = div(a(x)\7)) avec des conditions aux limites de Neumann homogenes, comme
operateur non borne dans E~ ;= U(O) pour 1 < q < 00, et de domaine E: := Wlrq(O) :=
{u E W2,q(0), ~~ = 0 sur aO}. En utilisant la methode d'interpolation complexe, on construit
I' echelle d' espaces d' interpolation E~, qui sont des sous-espaces potentiels de Bessel pour a > 0 et
E;;a = (E~)'. De plus, on a les inclusions optimales

N
E: '--+ U(O) pour r ~ N Nq
- 2aq
, O~a< 2q' (2)

et en particuIier, E:;! = (W-I,q' (0))' =: WI,q(O).

Pour ao E R, en notant Lao E .c(E~o+l, E~o) Ia realisation de L sur l'echelle ci-dessus, on peut
ecrire (I) comme Ut = Lao U + h(u), u(O) = Uo E Eao+l, ou h est definie par h(u) = lo( u) + gr( u),
I 1r
dans Ie sens que (fn (u) + gr( u), ¢) = r I (u)¢ + g( u)1> pour toute fonction test appropriee ¢.
Nous cherchons des fonctions u E C([O,r], £;0+1) qui sont solutions de I'equation integrate

(3)

ou A est la realisation de Lao' et nous semmes principalement interesses par les cas ao :::: - 4
et ao = 1. Pour ao fixe, on note xa = £;+0 0 et on remarque que A : Xl -> Xo.
Dans Ie cas ou Ie terme h est sous-critique, c'est-a-dire, h : Xl ---+ X" pour v > 0 quelconque et
est lipschitzienne sur des ensembles bornes, les techniques standards avec un argument de point fixe
et la formule de variation des constantes (3) donnent que (1) est bien pose pour des donnees initiales
dans Xl ([10], [3]). Les cas critiques sont ceux pour lesquels les termes non lineaires sont definis
sur Xl, a valeurs dans XO, au bien ne sont pas definis sur Xl, cas pour lesqueIs la resolution de (I)
est plus difficile, Pour traiter cette situation on utilise la technique de [4] pour rnontrer que si il existe
Cb C2 > 0, Pt, Pg > 1, avec Ptclo PgC2 < 1 et Z = max{cI,c2} < min{PI CllPgc2}, en verifiant
In : XI+C\ -+ XPjC t , gr : X I +c 2 ---+ Xp,c 2 et
Ilfn(u) - In(v)llx~(') ~ cllu - vllxJ+'\ (Jlull~;:~, + Ilvll~\~~l + 1) v u,» E Xl+~l,
(4)
Ilgr(u) - gr(v)llx~(£) ~ cjlu - vllx (1Iull~;:~2 + Ilvll~\~~2 + 1) Vu, v E Xl+e:
1+ ' 2 2
,

alors pour chaque Uo E Xl on a une et une seule solution u(·) de (3) dans l'espace
C((O,/],X I ) n C([O,r],Xl+e) verifiant u(O) = Uo. On appelle ce type de solutions e-regulieres.
Avec cette technique on peut montrer les resultats suivants :
Exposants critiques avec donnees initiales dans Lq(O). - Pour 1 < q < 00 et N ~ 2 (resp. N = 1),
si I et 9 ont une croissance a I'infini comme uP! et comme ur» respectivement, et si Pi ~ 1 + ~,
Pg ~ 1 + tt (resp. Pg < 1 + q), alors Ie probleme (I) pour Uo E Lq(n) a une unique solution
s-reguliere, pour un certain e > O. De plus, cette solution est classique,
Exposants critiques avec donnees initiales dans WI,q(fl). - Si 1 < q < Net I et 9 ont une croissance
comrne u/'! et u/» respectivement et si PI ~ Z~:' Pg ~ N~q' alors Ie probleme (I), pour
a I'infini
Uo E w1,q(O), a une unique solution s-reguliere, pour un certain e > O. Pour q = N la croissance

354
 Critical nonlinearities at the boundary

de f et 9 peut etre exponentielle et pour q > N on n' a pas besoin de restriction sur la croissance a
cause de I'inclusion w1,q '--+ C(O). De plus, la solution est classique.
Exposants critiques avec mesures comme donnees initiales. - Si f et 9 ont une croissance a l'infini
comme uP! et up. respectivement, et si PI < 1 + -k,
Pg < 1 + k
alors Ie probleme (1), pour
Uo E (CO(O))', a une unique solution classique u(',uo), verifiant :

(u(t,uo),ifJ) r
= in u(t,x),ifJ(x)dx -----+
t--+O
(uo,ifJ), VifJ E C(O). (5)

1. Introduction
This Note is devoted to the study of existence, uniqueness and regularity of solutions of parabolic
problems with nonlinear boundary conditions and critical nonlinearities. Let n c IR N be a bounded
smooth domain, N ~ 1 and consider the problem:
Ut = ~u + f(u) in n,
au
an = g(u) on I' := an, (1.1)
{
u(O) = un,
where i. 9 : R - R are locally Lipschitz functions.
We study (1.1) with initial data in Lq(n), w1,q(n), 1 < q < N, or even in spaces of measures. In
these spaces some growth conditions on f and 9 must be imposed and we are mostly interested on
obtaining results for the fastest possible growth, called critical growth.
For the case of homogeneous linear boundary conditions and critically growing nonlinearity f, this
problem has been considered in the Lq-setting in [13], [6], [4], in the W1,q-setting in [4] and in
the space of measures in [7].
For the case of nonlinear boundary conditions of the type au/an = g(u) there are results in the
W1,q-setting, for q > N (see [2]). These results are obtained with no restrictions in the growth
of f and 9 thanks to the fact that w1,q(0) c C(O). The Hl-setting with subcritical nonlinearities is
treated in [8]. There are also results when the nonlinearity 9 is monotone in [5], [9]. In [I] it was
considered the case of globally Lipschitz nonlinearities f and 9 with an appropriate sign condition.
With no monotonicity assumptions we obtain existence, uniqueness and regularity results when f
and 9 grow critically.
Our approach is based on an abstract results that extends the technique in [4] to include critically
growing boundary nonlinearities and make use of some scales constructed from the linear elliptic
part of (1.1).
Now, we briefly describe the scales of spaces considered. We consider the operator L = ~
(or in general an elliptic operator of the type L = div( a(x) V')) with homogeneous Neumann
boundary condition as an unbounded operator in E~ := U(O) for 1 < q < 00 with domain
E~ := W;l(O) := {u E w2,q(n), ~~ = 0 on aO}. Using the complex interpolation method, we
construct an scale of interpolation spaces E~>, which are subspaces of the Bessel potential spaces
for Q > 0 and E;;OI = (E;')'. Moreover, they satisfy the sharp embeddings
Nq N
E~ '--+ U(O) for r :::; N _ 2a.q' 0:::; a. < 2q' (1.2)

and in particular, E:;! = (Wl,q' (0))' =: Wl,q(O).

355
J.M. Arrieta et al.

For ao E R. we denote by Lao E £(E~o+l, E~o) the realizations of L on the scale above. Notice
that L_~ E £(EJ, E;;~) = £(W 1,q(0), (W 1,q' (0))') is given by:

(L- 1/2U,4» = -l 'Vu'V4>, V 4> E w 1,q ' (0), (1.3)

and that the operator L_ 1 E £(E2,E;;1) = L(U(O),(w:;'l(O))') is given by

(L_ 1u,4» = l uti.4>, V 4> E W;/ (0). (1.4)

with all these. (1.1) can now be written as Ut = Laou + h(u), u(O) = Uo E E;o+1. where h is
defined as h(u) = fn(u) + gdu). in the sense that (fll(U) + gdu), 4» Ir
l(u)4> + g(u)4> for all Ir
suitable choosen test function 4>.
Now. we look for functions u E C([O, T], E;o+1) which are solutions of the integral equation

u(t) = eAtuo + i t eA(t-S)[jn(u(s)) + gdu(s))] ds, (1.5)

where A denotes the realization Ln:o' and we are mostly interested in the cases ao = ~ and ao = -l.
For a fixed ao. we denote by Xn: = E;+"'o. and notice that A : Xl ---+ XO.
When the nonlinear term h is subcritical, that is. h : Xl ---+ X" for some v > 0 and it is
Lipschitz on bounded sets. then standard techniques using a fixed point argument for the variation
of constants formula (1.5) lead to the well posedness of (1.1) for initial data in Xl (see [10], [3]).
The critical cases arise when the nonlinear terms either map Xl into XO or they are not even
defined on Xl which adds new difficulties in solving (1.1). To handle this situations, we apply the
technique from [4] and show that if there exists 101. 102 > 0, Pj. Pg > 1, with PjClo PgC2 < 1
and "E = max{cl,c2} < min{pjC1,PgC2}. such that In : Xl+El ---+ XPf E1, sr : Xl+E2 ---+ XP gE2
satisfying:
Il/n(u) - In(v)llx~(e) ~ cllu - vllxI+<J (1Iull~I~~1 + IIvll~I~~1 + 1) Vu, v E Xl+El,
(1.6)
Ilgdu) - gdv)IIX1(e) ~ cllu - vIIXl+e2(llull~I~~2 + Ilvlli?I~~2 + 1) Vu,v E Xl+E2,
then. for all Uo E xl, there exists a unique solution u(·) of (1.5) in the space C([0,T],X 1 ) n
C([O, T], Xl+<') satisfying u(O) = uo. We denote this type of solution as "E-regular solution.

2. Critical exponents for initial data in U(O)

In this case, we assume that I and 9 belong to the class of locally Lipschitz functions I : IR ---+ IR
verifying
II(u) -l(v)/ ~ cdu - v!(luI P1- l + Iv1 P1- l + 1), (2.1)
for some CI > 0 and PI > 1. Then, we denote by X; := E;-l, a E R. and by A q : X~ C X2 ---+ X2
the realization of ti. in E;; 1 given by (1.4). Then we have:
THEOREM 2.1. - For 1 < q < 00 and N ~ 2 (resp. N = 1) and I, 9 satisfying (2.1) with
exponents PI and P2 respectively, such that
q
and Pg ~ 1+ N (resp. Pg < 1 + q),

problem (1.1) with Uo E U(O) has a unique "E-regular solution, for some "E > O. Furthermore, this
solution is a classical solution.

356
 Critical nonlinearities at the boundary

The main argument relies in the fact that if 1 grow s like in (2.1), then In is a well defined
mapping between VI r(n ) and L"(n), for any r 2: I , which is moreover Lipschitz on bounded sets.
Therefore, we use the sharp embeddings for X~ + £ '--+ V I"(£)(n) and then the sharp embeddings for
L" (e)(n) X ; (e). In fact, it is not difficult to check that "'Y(e) = 1 + ~ (1 - pd + EP I . Notice that
'--+

PI E $ , (E) if and only if PI $ N t

2q
and the critical case corresponds to the equal sign.
For the nonlinearity gr we have the following analysis. If 9 grow s like in (2.1 ), with exponent P2 ,
then gr is a well defined mapp ing between VI"(r) and L'{I'), for any r ~ I, which is moreover
Lipschitz on bounded sets . Therefore, we use first the sharp embeddings for x~+e C H~e (n ) together
with the properties for the trace operator, T , H~e(n) -!:..... V l,.(e)(r). Then, in a similar way, we
use sharp embeddings of the form u (e) (I') '--+ x,j'e). Indeed, in this case, it is easy to check that
"'Y(e) = ~ + ~ (1 - P2 ) + ep». Notice that now P2e $ "'Y(e) iff P2 $ .~:q and the critical case
corresponds to the equal sign .

3. Critical exponents for initial data in wI,q(n)

Now , besides (2.1), 1 and 9 are allowed in some cases to belong to the class of locally Lipschitz
functions I : IR ---> IR such that for every TJ > 0, there exists e,/ > 0 such that:

(3 .1)

This growth will be allowed for the case q = N , in (n ), because of Trudinger's inequality, [12].
WI ,N
1
In this case, we denote by X ; := E;- 2, 0' E R, and by A q : X~ C X~ ---> X~ the realization
1
of 6. in E;; z, given by (1.3) . Then we have:
THEOREM 3.1. - If N ~ 1, Uo E wI,q(n) and 1, 9 are locally Lipschitz functions. then:
- if q > N, or
- if q = Nand 1, 9 satisfy (3.1), or
- ifl < q < N, and 1,.9 satisfy (2.1), with PI Z ~:~ and Pg:s .: '-q respectively, :s
the problem (1.1) has a unique "l-regular solution for some "l > O. This solution is a classical solution.
The proof runs as before. For example, when (2.1) is assumed with exponent PI and 1 < q < N,
we have In : x;+e ---> X;J'f:), for ,(e) = N2~q - N2~qPI + PIC . Also, when (2.1) is assumed with
exponent P2 and 1 < q < N, we have er : x;+e ---> X ; (e), for "'Y(e) = ~ - N2~qP9 + P2e .

4. Critical exponents for measures as initial data

In this section we want to solve problem (1.1) with an initial condition Uo E (COen))', that is,
a bounded measure.
Notice first that if s > N/q' , then H~,(n) ~ eD en) and therefore, (CO (n))' ~ (H;,(n ))' =
H';-S(n). Therefore, we will try to obtain solutions of (1 .1) with initial data in the latter space.
We can have an heuristical indication of which will be the growth allowed in the nonlinear terms.
If we let q ---> 1 and s ---> 0, in the region s > Njq', we will have H;;"(n) '" LI(n) . Hence, if
PI < N;t2, Pg < Nif, (which should be the critical growth for q = I), we may expect that In and .Qr
=
are C l - and c2-regular with respect to ( X~ ' X~) where X .; H;;"(n), for some C I > 0, t2 > O.

357
J.M. Arrieta et al.

THEOREM4.1. -If f and g satisfy (2.1) with PI < and Pg ~ Nt 2 Nt 1,

and if X; = H;8(O)
with q and s as above, then problem (I. I) with Uo EX; has a unique e-regular solution. u( ', uo),for
some e > O. Furthermore, ifuo E (C(O))''---tX; then the e-regular solution satisfies:

=
inr u(t ,x),¢(x)dx V¢ E c(O).
(u(t,uo) ,¢) -+ (uo,¢), (4.1 )
t--+O

Moreover, this solution is classical, and it is unique in the class of classical solutions that satisfy (4.1).

I Partially supported by CNPq _ Ministry of Science and Technology - Brazil, grant #300.389/92-5 and a Sabatical Position
from Universidad Complutense de Madrid.
2 Partially supported by DGES, PB96-0648, Spain.

References

(I) Alikakos N.D., Regularity and Asymptotic Behavior for the Second Order Parabolic Equation with Nonlinear Boundary
Conditions in LP, J. Differ. Eq. 39 (1981) 311-344.
[2) Amann H., Nonhomogeneous Linear and Quasilinear Elliptic and Parabolic Boundary Value Problems, in: Function Spaces,
Differential Operators and Nonlinear Analysis, Schmeisser, Triebel (Eds.) , Teubner Texte zur Mathematik 133, 1993.
pp. 9-126.
[3) Amann H., Linear and Quasilinear Parabolic Problems, Abstract Linear Theory, Birkliuser Verlag, 1995.
[4) Arrieta J., Carvalho A.N., Abstract Parabolic Problems with Critical Nonlinearities and Appplications to Navier-Stokes
and Heat Equations, Trans . Amer. Math . Soc . (1998) (to appear) .
[5] Brezis H., Problernes unilateraux, J. Math . Pure Appl. 51 (1972) 1-68.
[6) Brezis H., Cazenave T., A nonlinear heat equation with singular initial data, 1. Anal. Math. 68 (\996) 277-304.
[7] Brezis H., Friedman A., Nonlinear Parabolic Equations Involving Measures as Initial Conditions, J. Math . Pures et Appl.
62 (1983) 73-97.
[8] Carvalho A.N., Oliva S.M., Pereira A.L.. Rodriguez-Bernal A., Attractors for Parabolic Problems with Nonlinear Boundary
Conditions, J. Math. Anal. Appl. 207 (\997) 409-461.
(9] Evans L., Regularity Properties of the Heat Equation subject to Nonlinear Boundary Constraints, Nonlin. Anal. Th. Meth.
Appl. I (1997) 593-602.
[10] Henry D., Geometric theory of semilinear parabolic equations, Lect. Notes in Math. 840, Springer-Verlag. Berlin. 1981.
[II] Tribel H., Interpolation Theory, Function Spaces. Differential Operators, North-Holland, 1978.
[12] Trudinger N.S., On Imbeddings into Orlicz spaces and some applications. J. Math. Mech. 17 (\967) 473-483.
[13] Weisler F.B., Local existence and nonexistence for semilinear parabolic equat ions in V', Indiana U. Math. J. 29 (1980)
79-102.

358