JOURNAL
OF DIFFERENTIAL
EQUATIONS
34&354 (1992)
%,
The Periodic- Dirichlet Problem for Some
Semilinear Wave Equations
K.
BEN-NAOUM
DPpartement de Mathematique, Universitk d’Oran,
Oran, Alg&ie
AND
J.
MAWHIN
Institut MathPmatique, Universitc!de Louvain,
B-1348, Louvain-la-Neuve, Belgique
Received November
DEDICATED
TO THE
1.
6, 1990; revised February
MEMORY
OF LAMBERTO
12, 1991
CESARI
INTRODUCTION
The aim of this paper is to prove the existence and uniqueness of the
solution for equations of the form
Lu+Nu=f,
(1)
in a Hilbert space H, with L: dom L c H -+ H linear and self-adjoint,
N: H + H a possibly nonlinear operator. First, by a direct use of the
Banach contraction theorem, we are able to obtain simpler proofs and
improvements of recent results of Smiley [13]. Applications are then given
to the periodic-Dirichlet problem for multi-dimensional semilinear wave
equations of the form
u,, - Au +g(u) =A?, x),
on rectangles of R” with sides commensurable with the time period.
In the one-dimensional space case with space length incommensurable to
the time period, we then show the equivalence between some number
theoretical assumptions introduced by McKenna [9] with other ones used
earlier in [6] and we improve some existence results of [9]. In this case,
we use some results of the theory of numbers obtained by Naparstek in
340
0022-0396192 $3.00
Copyright
0 1992 by Academic Press, Inc.
All rights of reproduction
in any form reserved.
THE PERIODIC-DIRICHLET PROBLEM
341
[lo] which are proved in a much simpler way in the Appendix. All the
above mentioned authors are Ph.D. students of Lamberto Cesari whose
pioneering work in the functional analytic treatment of the periodic solutions of semilinear hyperbolic equations and systems is well described in
the survey papers [4, 51.
2. EXISTENCE AND UNIQUENESS RESULTS FOR LIPSCHITZIAN
PERTURBATIONS OF SELF-ADJOINT OPERATORS IN A HILBERT SPACE
Let H be a real Hilbert space with inner product (x, y) and corresponding norm 1XI = (x, x) ‘j2, L: dom L c H + H a linear self-adjoint
operator, N: H + H a (possibly) nonlinear operator and fe H. We denote
by o(L) the spectrum of L. For I$ o(L), we denote by dA the distance of
1 to o(L). As o(L) is closed, d, > 0.
The following simple existence result, modelled on [9, Theorem 43 will
be useful in the sequel.
LEMMA 1. Assume that there exists 2 # o(L), u E [0, dA[ and v 2 0 such
that the conditions
(i)
(ii)
]Nu+,Iu-NV-AU]
<d, Iu-II],
]Nu+luI 6~ 1241
+v,
hold for ail u, v E H.
Then equation
(1)
Lu+Nu=f;
admits at least one solution for each f E H.
Zf (i) and (ii) are replaced by
(iii)
I NU + 1~ - (NV + no)1< p I u - u 1,
then (1) has a unique solution which can be obtained, from any u0 E dom L,
by the iteration process defined by
Lu k+l-h+l=
Proof
f-(NuI,+hh
Equation (1) is clearly equivalent to the fixed point problem
in H
u=(L-AZ)-‘[f-(Nu+Au)]=T>,u
and, L being self-adjoint,
l(L-2Z))‘I
505/96/Z-IO
kEiV.
=d,‘.
342
BEN-NAOUM
AND
MAWHIN
Consequently, if condition (i) holds, T,: Ei --+H is a nonexpansive
operator. On the other hand, for 1u / < R, we have, if condition (ii) holds,
provided
in which case T,: B[R] + B{R], if B[ R] denotes the closed ball in N of
center 0 and radius R. It then follows from Browder-GGhde-Kirk fixed
point theorem [15] that Tl has a fixed point in B[R], i.e., that (1) has a
solution in dom L n B[R]. Jf condition (iii) holds instead, the same
reasoning shows that TA is a strict contraction on H and the result follows
from the Banach fixed point theorem. l
Remark 1. The first part of Lemma 1 is a slight generalization of [9,
Theorem 11, which corresponds to 1= 0 and hence covers situations where
0 E#e(t), i.e., L is invertible. A result similar to the case of assumption (iii)
was considered in [8].
As an application of this Lemma 1 with i = 0, we can consider, like in
[9] the existence of weak solutions of the following ~~odi~-Diri~hlet
problem for a one-dimensional semilinear wave equation
on IO,f&/B x IO,74
on CO,dJ;il
(2)
u,, - ux.r+ g(u) =ff4 xl
u(t, 0) = u(2,71)= 0
u(0, x) - u(?&/!i, x) = 24,(0, x) - u, (7&b, x) = 0
on EO,~1,
where g: R + Iw is continuous and f~ L2(]0, ~/fi[ x 10, rt[ ).
A weak ~olu~~o~of (2) is some u~L’(]0, n/+%[ x IO, x[) such that
n/ar - 4,)+(g(u)
-f) #Ikcdt=0
s s Cu(h,
0
0
for all #E C’(CO, ~/fiJ
x [0, z]) such that
4(t, 0) = &t, n) = 0
MA x) - cswfi,
xl = 4,(0, xl - $w/Jz,
on K4 dfil,
xl = 0
on CO,n].
Denoting by L the abstract realization in H= L*(]O, n/fi[
x IO, n[) of
conditions on
the wave operator with the periodic-Di~~hlet
30, rc,/&[ x 10, R[, it is standard to show that L is self-adjoint and
c(L)=
(j2-2k2:jdY,,kdU).
THE PERIODIC-~IRI~HLET PROBLEM
343
Thus 0 ff atI,) and, by the theory of Pell’s equation in number theory, each
eigenvalue of L has an infinite multiplicity [ 111. As do = 1, we shall have,
by Lemma 1, existence of a weak solution of (2} for eachSo L* if
for some p f CO,l[, v 3 0 and all u E R. For example, the assumptions are
satisfied by
g(u) = SinMu)),
where, for some R > 0 and 0 dp < 1, h is defined by h(u) = u if
Iuj~R,~“u+(l-~)flifu>Rand~~-fl-C1)Rifuc-R.
ff we now write cr(L f = { 1, : n E Z) with I.,, c A, + $, a direct application of
Lemma I with I = (A,, 1+ n,)/2, so that d, = (I.,, 1- &,)/2, implies the
existence of a weak solution of (2) for eachf E L2 whenever
and
for some O<fl< (;tn+i -&},C?, v>O and u, veU%
Similar results hold for the case where ]O, =:,:“i[ is replaced by
1% kJ&E
for some square free positive integers m and n.
RESUKBFOR STRONGLY
3. EXSTIBCEAND ~~~~~E~
MONOTONE ~TURB~~ONS
OF SELF-ADJO~T OPERATORS
m A HILBERT SPACE
The following consequence of Lemma 1 will cover caseswhere 0 E V(L),
If rW; (resp. rW,t) denotes the set of negative (resp. positive) real numbers,
we shall set
d; = distf0, o(L) n iR1,f,
with the convention d; = + co if g(L)\(O) c: 0;s:. The following result
generalizes in several ways L:13, Theorem 3.1J.
344
BEN-NAoU~ AND MAWHIN
THEOREM 1. Assume that 0 < d; < co and that there exist positive
constants PO,p,, y,,, yl, 6,, S, such that the assumptions
(1)
(Nu-N~,u-~)),~o~u-uJ~,
(2)
/Ah--NV/
(3)
(4)
(JQ4 U)ZY, b12-&,
INUldYl IUI +d,,
6p1/u-vl,
are satisfied for all u, v, E H.
If the following conditions hoid:
(if
(ii)
8:6d;13y
y:<d;y,,
then Eq. (1) has at least one solution for eachf E H.
Zf conditions (1) and (2) hold together with the inequality
(iii) j3: cd; #lo,
then Eq. (1) has, for eachfe H, a unique solution which can be obtained by
the iterative process defined by u0E dom L and
kEN.
Lu k+,+(d~/2)uk+,=f-(Nuk-(d~/2)Uk),
ProojI
For each 1~ 0, we have, using conditions (1) and (2),
/Nu+~u-(Nu+h)~*
= INu-Nv[2+2R(Nu--NO,
u-u)+12~#-v~2
<((8:+up,+n2)lu-v12.
Now, taking R= -d;/2,
(3)
we have d, = d;/2 and, by (i),
/3:-d,-j?,+(d,-/2)*%(d&‘2f2=d;,
and condition (i) of Lemma 1 holds. Similarly,
l~u-(d~/2)u12=l~ul~-d~(~~,u)+(d~/2)2~u~2
< Cy:-d;yo+(d,-,‘2)*f
/~1~+21!,6~ /uJ +S:+d;&,
and hence, by (ii), there exists 0 < p < d; /2 and v > 0 such that
INu-(d,-/2)ul~~~u~+t
for all u&II, so that condition (ii) of Lemma 1 holds and the first conclusion follows. In the second case, it fohows from (iii) with the same choice
of A and from conditions (1) and (2) that
INu+;lu--(Nv+h)l
<p Ju-UJ,
THE PERIODIC-DIRICHLET
PROBLEM
34.5
for some 0 < p -Cd&/2 and all U, U,E H, so that condition (iii) of Lemma 1
holds and the proof is complete for d; finite. 1
Remark 2. It follows immediately from assumptions (1) to (4) of
Theorem 1 and Schwarz inequality that necessarily
Remark 3. The proof of Theorem 1 is motivated by that of Zarantone110[ 141 in his pioneering work on monotone Lipschitzian operators.
Remark 4. If d; = + co, then (Lu, u) 30 for all UE dom L and L is
maximal monotone (see, e.g., [2]). Then it follows from a result of
Browder [3] that (1) has a solution for each f~ H if N: H+ H is
monotone, hemi-continuous, takes bounded sets into bounded sets and is
such that
When N: H--t H is a continuous gradient operator, Theorem 1 can be
replaced by the following sharper result.
THEOREM 2. Assume that N: H + H is a contjn~o~s gradient operator,
that 0 < d; < co and that there exist positive constants PO,j?, , y, ,6, such
that the assumptions
(i)
(ii)
~o~u-u~2~(Nu-Nv,u-o)~~pl
INu-(d;/2)uI<y,
lul+6,
l~-uI*
are satisfied for all u, v E EI.
Zf d; is finite and the foZIowing conditions hold
(iii)
fll <d;
(iv)
y1 < 412
then Eq. (1) has at least one solution for eachf E H.
Zf condition (i) holds together with the ineq~aZity
then Eq. (1) has, for eachf E H, a unique solution which can be obtained by
the iterative process defined in Theorem 1.
ProojI
AE 52,
It follows from assumption (i) and [7, Lemma 1J that, for each
INu+h--NV-Au1
<max(l/Z+p,l,
lA+~ll)lu-vl
(4)
346
BEN-NAOUM AND MAWHIN
for all u, v, E H. Taking A = -d;/2,
(iii), we have
we have d, = d; 12 and, by condition
so that the result follows from Lemma 1. 1
We apply this result to a periodic-Dirichlet problem in an interval for a
semilinear wave equation in R”. Let cli (1 < i < n) be positive rational numbers, Sz= nr= r] 0, CliX[, A the Laplacian in R”, g: R + R, J= ] 0,2z[,
f~ L2(J x Q). We consider the existence of weak solutions for the problem
inJxQ
u,, - Au +g(u) =f(t, xl
inJxdQ
u(t, x)=0
u(2n, x) - u(0, x) = z&(271,x) - u,(O, x) = 0
(5)
in .G,
i.e., the existence of u E L2( J x Q) such that
IJxR Cu(~,,-A~)+(g(u)-f)~l
dtdx=O
for all 4 E C2(J x a) such that
inJxfX2
#(&x)=0
&%
THEOREM 3.
x) - i(O, x) = 4, (271,x) - $, (0, x) = 0
Let C.Q
=pi/qi
in a.
with pi and qi positive relatively prime integers
(1 < i < n), and let 11p 11= nr= 1pi. Assume that there exist
such that the assumption
(9 B. G CM4 -&Mu
- 41 G PI
is satisfied for all u # v in R.
if, moreover, one has
(ii) lim suPlul+ m CsWul < IIP II-2T
then problem (5) has at least one weak solution.
If condition (i) holds with
(iii) B,<IIPII~*~
then problem (5) has a unique weak solution.
ProoJ
Let H = L2(Jx a) with the usual inner product and norm, and
THE PERioDlC-DIRICHLETPROBLEM
347
let L be the abstract realization in H of the wave operator with the
periodic-Dirichlet boundary conditions in (5). Then L is self-adjoint and
Consequently, OE(T(L) and d; 3 11p[j -‘.
If we define N by (A%)(?,X) =g(u(t, x)), then N: H -+ H is a continuous
gradient operator and
p,~u-v~z~(Nu-Nv,u-~)~‘p,
/u--u/2.
(6)
Without loss of generality (modifying J) we can assume that g(0) =O.
Hence, by condition (ii), there exists y0 < I(p II-* and R > 0 such that
for 1u 12 R, and, using also condition (ii)
-(d,/2)<Bo-(d,/2)~Cg(u)-(d,/2)ullu
~Y0-~~,-/~~~II~/1-*-~~~/~~~:do/~,
so that
for some 0 < y, < d; /2 and all ( u 12 R, which easily implies assumptions
(ii) and (iv) of Theorem 2. The case of a unique solution follows directly
from conditions (i), (iii), and Theorem 2. 1
Repark 5. Theorem 3 improves Theorem 5.1 of Smiley in [ 133 which
requires condition (i) with condition (iii) replaced by the stronger assumption
4. THE PERIODIC-DIRICHLET PROBLEM FOR SEMILINEAR WAVE EQUATIONS
FOR SOMEIRRATIONAL RATIOS BETWEENTHE PERIODAND INTERVAL LENGTH
Let us consider now the existence of weak solutions for the following
periodic-Dirichlet problem for a one-dimensional semilinear wave equation
u,r - u.xx-g(u) =f(h xf
u(t,O)=u(t, n)=O
u(0, x) - u(27c/a,x) = ~~(0, x) - u,(2n/a, x) = 0
on IO, &W x IO, XT,
on EO,Wal,
on LO,~1,
(7)
348
BEN-NAOU~
AND MAWHIN
where a is a positive irrational number which is not the square root of an
integer, g: R --) Iw is continuous and f~ L2(]0, 27c/u[ x 10, R[ ). A weak
solution of (7) is defined as for Eq. (2) with 2$ replaced by ~1,and we
shall denote by L the abstract realization in H= L’(]O, 27$x(: x ]O, n[)
of the wave operator with the periodic-Di~chlet conditions on
]O, 2n/n[ x JO, n[. Thus, L is self-adjoint and its spectrum o(L) is the
closure of the set of the eigenvalues (j’- a*k’:j~ N,, k E N >. We refer to
the Appendix for the concepts and results of number theory used in this
section. We first recall a special case of [6, Theorem 11, already observed
in [lo], which insures that 0 does not belong to the spectrum of L.
LEMMA 2. The linear periodic-Dirichlet problem
u,, - 4, =f(t, xl
u(t, 0) = u(t, n) =o
u(0, x) - u(Zn/ff, x) = U$(O,x) - u,(27$%,x) = 0
on IO, 27daCx IO, 71[,
on CO,27+1,
on CO,xl,
has a weak solution for eachf~ L2( ]0,2n/a [ x 10,~ [) if and only if
c, =
inf
](~rm)~--n~~>O,
(m,nfcZx&
in which case one has dist(O, o(L)) = c, and IL-’ I= c;‘.
THEOREM4. Assume that c1has a bounded sequenceof partial quotients.
Then there exists E> 0 such that the problem (7) has a unique weak solution
for eachf E H when the condition
holds for all u, v E 88,u # u.
Proof. It follows from our assumptions, Corollary of the Appendix and
Lemma 2 that there exists s1= c, > 0 such that o(L) n ] -el, .sl [ = $3, and
if we choose any 0 < E< ei, then E< d, = c,, so that the result follows from
Lemma 1. g
This result was already given in [9] under the slightly more restrictive
condition that g is of class C’ and 1g’(u)! < E for all UE R.
We can now use a result of Amann [ 11, for which a simpler proof based
upon Cesari’s alternative method is given in [7, Corollary 11, to improve
[9, Theorem 41. We shall denote by c,~,(Z,) the essential spectrum of L.
349
THE PERIODIC-DIRICHLET PROBLEM
THEOREM 5. Assume again that 01 has a bounded sequence of partial
quotients. Assume moreover that there exist real numbers a and b with a < b
such that the following conditions hold.
6) Ca,bl~fl,,,(~)=k5;
(ii)
a<(g(u)-g(v)&-udbforallu,
(iii)
tlim influ, j a: Mu)/u),
~~82, u#v;
lim wlul
-t m Mu)lu)l
i-74L) = 53.
Then problem (7) has at least one weak solution for each f E H.
Proof: We shall show that the conditions of [7, Corollary l] are
satisfied. Assumption B in this corollary follows from conditions (i) and
(ii). Letting
g_. = lim inf gO
l=l-m u
and
g, = lim sup gfi,
/~/--lix. u
it follows from condition (iii) that we can find 1, PE a(L) such that
11, p[ c=p(L), with p(L) the resolvant of L, and
A<g- Gg, <p.
Let /I > 0 be such that
fi-=zmin(p--g+,g-
--A).
Then there exists R>O such that
for all I u 12 R, and hence
IF--yi<min(g+
+/3-+,T-g-+8)
=y<q=dist(y,o(L)).
The conclusion follows then from [7, Corollary 1] as clearly one has
(2 + PIP E Ca,bl\G).
I
5. APPENDIX:A
PROBLEM IN NUMBER THEORY
The existence theorems of Section 4 require some results of number
theory. Those results can essentially be found in [lo] but we reproduce
350
BEN-NAOUM
AND
MAWHIN
them here for the reader’s convenience, because of the lack of availability
of [lo] and because our presentation is simpler.
Let c(E [w\CI and let Q, be the quadratic form defined on Z x 22, by
Q, (m, n) = (am)’ - n*.
Following the discussion of [6] (which is easily adapted from the
periodic-periodic case to the periodic-Dirichlet one), we want to determine
a class of a such that
IQ,(m,n)l2 c,> 0,
for some c, > 0 and all
such that QM(nr,n) # 0. Now, 1QE(O,n)j = n2 2 1 for all n E Z,, and hence
we can restrict ourself to the (m, n) E Z, x Z, such that Q, (m, n) # 0, i.e.,
to all (m, n)~i&xZ,,
because, a being irrational, Q,(m, n) # 0 for
(m,n)~Z,xZ,.
As
we can further assume, without loss of generality, that w.> 0 and
(m, n) l No x N,.
Define r, and r;, respectively, by
Clearly, rl 6 r; and r; > 0 if and only if r, > 0. Indeed, if r; > 0, there
exists R > 0 such that
and, CIbeing irrational,
IQll(m,n)l=Iam+nIIam-nI#O,
for all (m, n) # (0, 0), and hence has a positive lower bound on the finite
set {(m,n)#(O,O):Iml+lnl<R}.
Let
a = [a,, al, ....I
THE
PERIODIC-DIRICH~ET
PROBLEM
351
be the continuous fraction decomposition of cc Recall that it is obtained as
follows; put a,= [a], where [. J denotes the integer part. Then
a=a,+
l/a, with a,> 1, and we set a,= [a,]. If ao,u,, .... a,_1 and
al, a2, ..-, ~1,~1 are known, then a,_, = a,t. , + i/a,, with a, > 1 and we set
a, = [a,]. It can be shown [ 111 that this process does not terminate if and
only if a is irrational. The integers ao, a,, ,.., are the partial quotients of a;
the numbers aI, a2, .... are the complete quotients of a and the rationals
+,,,a,
n
,...)uJ=uo+-&afi...~,
1 2
with p,,, q,, relatively prime integers, are the convergents of a and are such
that pnlqn -+aasn+co.
It is well known that the pn, qn are recursively defined by the relations
The following lemma is useful for finding r;.
To each irrational number a corresponds a unique (extended)
LEMMA.
number M(a) E [$,
CC] hauing the ~ollowjng properties
(i) For each positive number jt< M(E) there exist infinitely many
pairs (p,, qi) with qi # 0, such that
I
a-&<1
9; ! ‘ii7
(ii) Zf M(a) is finite, then, for each ,u > M(a), there are on/y finitely
many pairs (p,, qi) satisfying the inequality
Proof
Let
It then follows from the elementary properties of the upper limit that M(a)
satisfies the conditions of the lemma, with the exception of the estimate
352
BUN-NAOUM
AND klAWHIN
M(E) 3 $. But a weIl-known theorem of Hurwitz [ 111 asserts that for
infinitely many pairs (pi, qi) one has
so that the proof is complete. #
If we set
infinifel~~lnany (pi, qi) satisfy
then the above lemma clearly states that M(a) = sup A’(a).
PROPOSITION
1. M(CY) is finite if and only if the sequence (ai)ifN of
partial quut~entsuf a is ~aunded.
Proof: We have
-I
=4zr2
=
lC4+1,
ai+
I(-l)igi(cxi+lq;+qi-l)l
-.I + CO,ai,ajwl, .... allI
= lCai+,l+~i+?il,
with 0 < oi, qi < 1 for all positive integers i.
Thus, if (LZ,)~
EN is unbounded, one has
limsup~i~limsup([ai+,]-2)=+c0,
*-cc
i-00
and M(cw)= co. If (ai)ieN is bounded, say, by A#, then
M(a) = lim sup pi < lim sup ( [ai+, ] + 2) < co. a
i-a,
PROPOSITION
i*m
2. Zf a E R + \Q, then
r; = Za/M( a).
Proof
We have
THE PERIODIC-DIRIC~L~T PROBLEM
353
and hence
lim inf 1Q,(pi, qi)l =r 2a/M(s).
i-4)
Now let
Jlr(a)={hMR,+:
infinitely many pairs of integers (p, q)
withq#OsatisfyIcr-(p/q)l<l/Mq*)=A’(a).
It is known [l l] (see also the interesting paper [12]) that if M> 2 and
A&EM(~), then ME&(~),
and that, for each aE R\Q &~Jt(a).
Thus,
M(a) = sup M(a) = sup N(a),
and hence, for p > M(a), only finitely many pairs of integers (p, q) with
q # 0 satisfy the inequalities
lQ.(~~4)/d1r-‘(a+(~/q))~~~‘(2a+(~/~lq~))~
which implies that
Fe= lim inf I Q, (p, q)l - --&I > 2dl.l.
lPl+lYl-+C=
i
Consequently, I‘: > 2a/M(rx), so that the equality holds. 4
Now, as I”: > 0 if and only if rz > 0, we also have the following
COROLLARY.
r, > 0 IY and only if M(x) < co, i.e., if and only if the
sequence (txi),, N is hounded above.
This corollary shows the equivalence between the number theoretical
conditions upon a introduced in [6] and in [9].
The authors thank the referee for his careful reading of the manuscript.
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354
BEN-NAOUM AND MAWHIN
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