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Blow-up results and localization of blow-up points in an N-dimensional smooth domain D. F. Rial and J. D. Rossi * November 20, 2014 Abstract We prove that every positive solution of the heat equation with the boundary condition ∂u ∂η = f (u) blows-up in L norm provided that R +1 f < +and the blow-up time verifies T 1 | Ω | Z Ω ( Z +u 0 (x) 1 f (s) ds)dx Also we prove for f convex that the blow-up points are localized at the boundary of a ball or at the boundary of a smooth domain if u 0 verifies Δu 0 c> 0. 1 Introduction In this paper we study the behavior of positive solutions of the following problem; * Departamento de Matem´ atica, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires, (1428) Buenos Aires, Argentina Supported by Universidad de Buenos Aires under grant EX117 . J.D. Rossi is a fellow of CONICET. 1
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Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

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Page 1: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Blow-up results and localizationof blow-up points

in an N-dimensional smooth domain

D. F. Rial and J. D. Rossi ∗

November 20, 2014

Abstract

We prove that every positive solution of the heat equation with theboundary condition ∂u

∂η = f(u) blows-up in L∞ norm provided that∫ +∞ 1f < +∞ and the blow-up time verifies

T ≤ 1

| ∂Ω |

∫Ω

(

∫ +∞

u0(x)

1

f(s)ds)dx

Also we prove for f convex that the blow-up points are localizedat the boundary of a ball or at the boundary of a smooth domain ifu0 verifies ∆u0 ≥ c > 0.

1 Introduction

In this paper we study the behavior of positive solutions of the followingproblem;

∗Departamento de Matematica, Facultad de Ciencias Exactas y Naturales, Universidadde Buenos Aires, (1428) Buenos Aires, Argentina Supported by Universidad de BuenosAires under grant EX117 . J.D. Rossi is a fellow of CONICET.

1

Page 2: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

ut = ∆u in Ω× (0, T )∂u∂η

= f(u) in ∂Ω× (0, T )

u(x, 0) = u0(x) in Ω.

(1.1)

Where Ω is a bounded domain in Rn with smooth boundary ∂Ω, f is C2

increasing and positive in R+, u0 is C2+α(Ω), positive and verifies ∂u0∂η

=

f(u0).Under these hypothesis, existence and uniqueness of a classical solution

up to some time T was proved in [3].For problem (1.1) it is known that for each f the existence of global

solutions only depends in the behavior of f at infinity. This problem wasfirst studied by H. A. Levine and L. E. Payne in [2]. W. Walter ([4]) provedthat if f is convex a necessary and sufficient condition for global existence is∫ +∞ 1

ff ′= +∞ (for every positive initial data u0). In 1991, J. Lopez Gomez,

V. Marquez and N. Wolanski showed that if 1/f is locally in L1 at ∞ (i.e.,∫∞ 1f

converges) then blow-up of positive solutions necessarily occurs at a

finite time (at least for domains in R2, see [3]).

If the solutions are nonglobal (this means that the maximal interval ofexistence is finite, say (0, T ) ) we have

lim suptT

‖u(x, t)‖L∞(Ω) = +∞

and we say that the solution u(x, t) blows-up at time T.In Section II we give a blow-up result for every f such that∫ +∞ 1

f< +∞ (1.2)

without any convexity hypothesis. And we obtain for the blow-up time anexplicit bound in terms of the initial data

T ≤ 1

| ∂Ω |

∫Ω

(

∫ +∞

u0(x)

1

f(s)ds)dx

We prove :

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Page 3: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Theorem 1.1 (Theorem 1 ). Let u(x, t) be a classical solution of (1.1) if(1.2) holds then

T ≤ 1

| ∂Ω |

∫Ω

(

∫ +∞

u0(x)

1

f(s)ds)dx

In Section III and IV we localize the blow-up set. In our problem in whichthe nonlinear absortion term appears at the boundary it seems reasonable toexpect that blow-up occurs only at the boundary .

This was proved to be the case in a ball for a solution that is radiallysymmetric and in a smooth 2-dimensional domain ([3]); also in a generaldomain if ∆u0 ≥ c > 0 and f(s) = sp, p > 1 ([1]).

In this paper we generalize the previous results and prove the localizationresult for the ball with the aditional restriction of f convex or for a generaldomain Ω with ∆u0 ≥ c > 0 and f convex.

We state our results :

Theorem 1.2 (Theorem 2). Let Ω = B(0, 1) and u(x, t) a solution of (1.1)with f as in theorem 1 with f(0) = 0 and convex. Then, given a subdomainΩ′ ⊂⊂ Ω there exists a finite constant K = K(u0,Ω

′) > 0 such that

sup0<t<T

‖u(x, t)‖L∞(Ω′) < K

Theorem 1.3 (Theorem 3). In a general smooth domain Ω with the aditionalhypothesis of ∆u0 ≥ c > 0 the same conclusion of theorem 2 remains valid .

2 II. Blow-up results

Proof of theorem 1. Let

m(t) =

∫Ω

(

∫ +∞

u(x,t)

1

f(s)ds)dx

We observe that m(t) is well defined for every t ∈ (0, T ) where T is themaximal time of existence for u(x, t) (T finite or not). Also m(t) is positive.

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Page 4: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

We claim that there exists a constant k > 0 such that

m′(t) ≤ −k < 0

In order to prove this claim we compute m′(t),

m′(t) = −∫

Ω

utf(u)

Using that u(x, t) is a solution of the heat equation we get,

m′(t) = −∫

Ω

∆u

f(u)

or equivalentely,

m′(t) = −∫

Ω

div(∇uf(u)

)−∫

Ω

f ′(u)‖∇u‖2

f(u)2

Since f is increasing the second integral is nonnegative and by Gauss Theoremwe get,

m′(t) ≤ −∫∂Ω

1

f(u)

∂u

∂η= − | ∂Ω |

and we have prove the claim.We finish the proof of theorem 1 by making the following remark. As

m(t) is nonnegative, t must be less than or equal to m(0)|∂Ω| and therefore,

T ≤ 1

| ∂Ω |

∫Ω

(

∫ +∞

u0(x)

1

f(s)ds)dx

Corollary 2.1 (Corollary 2.1). If f is only continuous, nondecreasing, pos-itive and such that (1.2) holds then every positive solution of (1.1) blows-upin finite time.

Proof. We can consider an auxiliary function f under the same hypothesisof theorem 1 and an initial data u0 compatible with this f and less than orequal to u0. With these functions f and u0 we obtain a solution u with finitetime blow-up T . Then using a comparison result (Prop. 1.2 of [3]) we obtainu(x, t) ≥ u(x, t) and hence u cannot be global.

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Page 5: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Remark 2.2 (Remark 2.1). There are valid analogous blow-up results for

ut = ∆(φ(u)) in Ω× (0, T )∂(φ(u))∂η

= f(u) in ∂Ω× (0, T )

u(x, 0) = u0(x) in Ω

(2.1)

(with φ′(u) > 0)

and forut = div(A · ∇u) in Ω× (0, T )< A · ∇u; η >= f(u) in ∂Ω× (0, T )u(x, 0) = u0(x) in Ω

(2.2)

(with A uniformly elliptic)

For problem (2.1) see [5] and [6].

3 III. Localization results for Ω = B(0, 1)

Remark 3.1. From now on we assume that f is convex.

First we state the following lemmas where u(x, t) is a solution of (1.1)with Ω = B(0, 1) (observe that u is not necessarily radial).

Lemma 3.2 (Lemma 3.1). Let

w(r, t) =1

| Sn−1 |

∫Sn−1

u(rξ, t) dσ(ξ)

Then w satisfieswt = wrr + n−1

rwr

wr ≥ f(w) at r = 1(3.1)

Proof. We compute wt using (1.1).

wt(r, t) =1

| Sn−1 |

∫Sn−1

∆u(rξ, t) dσ(ξ) (3.2)

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Page 6: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

On the other hand we have,

wr(r, t) =1

| Sn−1 | rn−1

∫Sn−1

∇u(rξ, t)ξrn−1 dσ(ξ)

and by Gauss Theorem we get,

wr(r, t) =1

| Sr |

∫Br

∆u(x, t)dx

passing to spherical coordinates,

wr(r, t) =1

| Sn−1 | rn−1

∫ r

0

(

∫Sn−1

∆u(ρξ, t)ρn−1 dσ(ξ)) dρ. (3.3)

Now we compute wrr,

wrr(r, t) =1

| Sn−1 | rn−1

∫Sn−1

∆u(rξ, t)rn−1 dσ(ξ) (3.4)

+1− n

| Sn−1 | rn

∫ r

0

(

∫Sn−1

∆u(ρξ, t)ρn−1 dσ(ξ)) dρ

From (3.2), (3.3) and (3.4) we get the first statement of (3.1).And from (3.3) with r = 1

wr(1, t) =1

| Sn−1 |

∫Sn−1

∂u

∂η(ξ, t) dσ(ξ)

using (1.1),

wr(1, t) =1

| Sn−1 |

∫Sn−1

f(u(ξ, t)) dσ(ξ)

and now we can use the fact that f is convex and obtain (via Jensen’s in-equality),

wr(1, t) ≥ f(w(1, t)).

Lemma 3.3 (Lemma 3.2). Let x ∈ B(0, 1) and v(r, t) = 1|Br|

∫ r0

(∫Sn−1 u(x+

ρξ, t)ρn−1 dσ(ξ)) dρThen v satisfies

vt = vrr +(n+ 1)

rvr (0 < r < 1− ‖x‖) (3.5)

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Page 7: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Proof. First we compute vt

vt(r, t) =1

| B | rn

∫ r

0

(

∫Sn−1

∆u(x+ ρξ, t)ρn−1 dσ(ξ)) dρ

Now we compute vr

vr(r, t) =1

| B | r

∫Sn−1

u(x+ rξ, t) dσ(ξ)− (3.6)

− n

| B | rn+1

∫ r

0

(

∫Sn−1

u(x+ ρξ, t)ρn−1 dσ(ξ)) dρ

And vrr,

vrr(r, t) =1

| B | r

∫Sn−1

∇u(x+rξ, t)ξ dσ(ξ)− 1

| B | r2

∫Sn−1

u(x+rξ, t) dσ(ξ)−

− n

| B | r2

∫Sn−1

u(x+rξ, t) dσ(ξ)+n(n+ 1)

| B | rn+2

∫ r

0

(

∫Sn−1

u(x+ρξ, t)ρn−1 dσ(ξ)) dρ

using the divergence theorem for the first term we obtain,

vrr(r, t) =1

| B | rn

∫Br

∆u(x+ y, t)dy−

−(n+ 1)

r

1

| B | r

∫Sn−1

u(x+ rξ, t)dσ(ξ)− n

| B | rn+1

∫ r

0

(

∫Sn−1

u(x+ ρξ, t)ρn−1dσ(ξ))dρ

from this we obtain (3.5) taking spherical coordinates and using (3.6).

Lemma 3.4 (Lemma 3.3). If v is as in Lemma 3.2 then,

u(x, t) ≤ max

‖u0‖L∞(Ω), sup

tv(r, t)

for every r ∈ (0, 1− ‖x‖).

Proof. By lemma 3.2 we may consider v(r, t) as a radial solution of the heatequation in Rn+2 and then the maximun principle implies,

v(0, t) ≤ max

sup

0<ρ<rv(ρ, 0), sup

tv(r, t)

with 0 < r < 1− ‖x‖

Now, by the definition of v(r, t), v(0, t) = u(x, t) and sup0<ρ<r v(ρ, 0) ≤ ‖u0‖L∞(B)

and the conclusion follows.

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Page 8: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

With these lemmas we can prove theorem 2.

Proof of theorem 2. By lemma 3.3 it is enough to control suptv(r, t).It holds,

v(r, t) ≤ | Sn−1 |

| B | rn

∫ r+‖x‖

0

w(ρ, t)ρn−1 dρ

which leads us to control w(ρ, t) with 0 ≤ ρ ≤ r + ‖x‖ < 1.Since w satisfies (3.1), we may use Proposition 2.2 of [3] which states,

Proposition 3.5 (Proposition 2.2 ([3). )] Let f ∈ C2 convex and positive inR+ with f(0) = 0. Let w be a classical solution of (3.1), r + ‖x‖ < 1 and

G(s) =

∫ +∞

s

1

f, H = G−1

Then there exists a smooth function g : [0, 1] 7→ R+ and a constant λ ≥ 0such that g(1) > 0 and

w(ρ, t) ≤ H(

∫ 1

ρ

g(s)ds) + λ(1− ρ) ≤ H(

∫ 1

r+‖x‖g(s)ds) + λ

And we finally obtain,

suptv(r, t) ≤ c

H(

∫ 1

r+‖x‖g(s)ds) + λ

| Sn−1 || B |

(r + ‖x‖

r)n

4 IV. Localization results for smooth Ω

We want to follow the same ideas as in Section III but we have to sort sometechnical facts.

First we introduce some notation and a well known fact.

Remark 4.1. Let Ω be a bounded domain with smooth boundary ∂Ω. Wedenote Ωr = x ∈ Ω; dist(x, ∂Ω) > r and ∂Ωr = x ∈ Ω; dist(x, ∂Ω) = rand we use the following contruction. We define

Φ(ξ, r) = ξ − rη(ξ)

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Page 9: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Where η(ξ) is the exterior normal vector at ξ ∈ ∂Ω.

Φ : ∂Ω× (0, R) 7→ Ω r ΩR

We recall that Φ is a diffeomorphism if R is small enough.We also use the fact that there exists a function µ(r, ξ) such that,∫

∂Ωr

u dσ =

∫∂Ω

u(Φ(r, ξ))µ(r, ξ) dσ(ξ)

and ∫ΩrΩr

u(x)dx =

∫ r

0

∫∂Ω

u(Φ(ρ, ξ)µ(ρ, ξ) dσ(ξ) dρ

(if Ω is a ball µ(r, ξ) = rn−1 as in Section III).

Remark 4.2. Note 2 If u is a solution of (1.1) with ∆u0 ≥ c > 0 then∆u ≥ c > 0 (Prop 1.3 of [3]) and also ∆f(u) ≥ 0.

Lemma 4.3 (Lemma 4.1). There exists a constant C = C(Ω) such that, forevery u(x) positive with ∆u ≥ 0,∫

Ω

u dx ≤ C

∫∂Ω

u dσ

in particular∫

Ωrf(u) dx ≤ C

∫∂Ωr

f(u) dσ.

Proof. In this proof C denotes a constant that depends only on Ω. For0 ≤ r ≤ r0 < R we define

v(r) =

∫∂Ωr

u dσ =

∫∂Ω

u(Φ(r, ξ))µ(r, ξ) dσ(ξ)

We compute v′(r)

v′(r) = −∫∂Ωr

∂u

∂ηdσ +

∫∂Ω

uµr dσ = −∫

Ωr

∆u dx+

∫∂Ω

uµr dσ

≤∫∂Ω

uµrµµ dσ ≤ Av(r)

Where A = max[0,r0]×∂Ω|µr(r,ξ)|µ(r,ξ)

. By Gronwall’s Lemma,

v(r) ≤ Cv(0)

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Page 10: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

And then ∫ΩrΩr0

u dx =

∫ r0

0

∫∂Ωρ

u dσ dρ ≤ Cv(0)

Now we observe that, if x ∈ ∂Ωr0/2 then B = B(x, r0/4) ⊂ ΩrΩr0 and then

u(x) ≤ 1

| B |

∫B

u ≤ C

∫ΩrΩr0

u ≤ Cv(0)

We obtainmax∂Ωr0/2

u(x) ≤ Cv(0)

and then∫Ω

u dx ≤∫

ΩrΩr0

u dx+

∫Ωr0/2

u dx ≤ Cv(0)+ | Ω | max∂Ωr0/2

u(x) ≤ Cv(0) = C

∫∂Ω

u dσ

The last statement is a consequence of ∆f(u) ≥ 0 and the fact that we mayreplace Ω by Ωr for 0 ≤ r ≤ r0/2 by changing a little bit the constant C.

As in Section III we need to prove some previous lemmas before gettingto the proof of Theorem 3.

Lemma 4.4 (Lemma 4.2). Let u(x, t) be a positive solution of ut = ∆u.Then v(r, t) =

∫Ωru(x, t)dx satisfies,

vt(r, t) ≥ vrr(r, t) + Avr(r, t) (4.1)

where A = max[0,r0]×∂Ω

| µr(r, ξ) |µ(r, ξ)

Proof. We compute vt,

vt(r, t) =

∫Ωr

ut(x, t)dx =

∫Ωr

∆u(x, t)dx. (4.2)

Now we observe that,

v(r, t) =

∫Ωr

u(x, t)dx =

∫Ω

u(x, t)dx−∫

ΩrΩr

u(x, t)dx

10

Page 11: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

=

∫Ω

u(x, t)dx−∫ r

0

∫∂Ω

u(Φ(ρ, ξ), t)µ(ρ, ξ) dσ(ξ) dρ

We compute vr,

vr(r, t) = −∫∂Ω

u(Φ(r, ξ), t)µ(r, ξ) dσ(ξ) (4.3)

and vrr,

vrr(r, t) =

∫∂Ω

< ∇u(Φ(r, ξ), t); η(ξ) > µ(r, ξ) dσ(ξ)−∫∂Ω

u(Φ(r, ξ), t)µr(r, ξ) dσ(ξ)

=

∫∂Ω

∂u

∂η(Φ(r, ξ), t)µ(r, ξ) dσ(ξ)−

∫∂Ω

u(Φ(r, ξ), t)µ(r, ξ)µrµ dσ(ξ)

=

∫Ωr

∆u(x, t)dx−∫∂Ω

u(Φ(r, ξ), t)µ(r, ξ)µrµ dσ(ξ)

using (4.2),

= vt(r, t)−∫∂Ω

u(Φ(r, ξ), t)µ(r, ξ)µrµ dσ(ξ)

which implies by using (4.3) and the expression for A,

vt(r, t) = vrr(r, t) +

∫∂Ω

u(Φ(r, ξ), t)µ(r, ξ)µrµ dσ(ξ)

≥ vrr(r, t) + Avr(r, t)

Corollary 4.5 (Corolary 4.1). Let u as in Lemma 4.2, a = A2

and b =a2 − Aa. Then

z(r, t) = exp (ar − bt)∫∂Ωr

∂u

∂ηdσ

satisfies,zt ≥ zrr

Proof. We observe that v(r, t) =∫∂Ωr

∂u∂ηdσ =

∫Ωr

∆u(x, t)dx. And now weapply Lemma 4.2 to ∆u which is a solution of the heat equation. We obtain,

vt ≥ vrr + Avr

11

Page 12: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Now we compute,zt = exp (ar − bt)[vt − bv]

zr = exp (ar − bt)[vr + av]

zrr = exp (ar − bt)[vrr + 2avr + a2v]

Then we obtain,

zt ≥ zrr + (A− 2a)zr + (−b+ a2 − Aa)z

Using our choice of a and b,zt ≥ zrr

Lemma 4.6.

∂r(e−Ar

∫∂Ωr

u dσ) ≤ −e−Ar∫∂Ωr

∂u

∂ηdσ

Proof.

∂r(e−Ar

∫∂Ωr

u dσ) = −Ae−Ar∫∂Ωr

u dσ + e−Ar∂

∂r(

∫∂Ωr

u dσ)

= −Ae−Ar(∫∂Ωr

u dσ) + e−Ar∂

∂r(

∫∂Ω

u(Φ(r, ξ))µ(r, ξ) dσ(ξ)

= e−Ar−A

∫∂Ωr

udσ +

∫∂Ω

u(Φ(r, ξ))µrµµdσ(ξ)−

∫∂Ω

< ∇u(Φ(r, ξ)); η(ξ) > µ(r, ξ)dσ(ξ)

≤ −e−Ar

∫∂Ωr

∂u

∂ηdσ

Lemma 4.7 (Lemma 4.3). Let w(r, t) =∫∂Ωr

f(u) dσ. Then w satisfies,

wt ≤ wrr +Bwr + Cw and (4.4)

0 ≤∫∂Ωr

∆(f(u))dx ≤ Aw − wr (4.5)

12

Page 13: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Proof. We begin with (4.5).

wr(r, t) =∂

∂r

∫∂Ω

f(u(Φ(r, ξ), t))µ(r, ξ) dσ(ξ)

= −

∫∂Ω

< ∇(f(u)); η(ξ) > (Φ(r, ξ), t)µ(r, ξ) dσ(ξ)

+∫

∂Ω

f(u(Φ(r, ξ), t))µrµ

(r, ξ)µ(r, ξ) dσ(ξ)

It follows that,

wr(r, t) ≤ −∫∂Ωr

∂(f(u))

∂ηdσ + A

∫∂Ωr

f(u) dσ

and using the divergence theorem we obtain the second inequality (the firstone is trivial because f is convex and ∆u ≥ 0).

wr(r, t) ≤ −∫

Ωr

∆(f(u))dx+ Aw

In order to prove (4.4) we rewrite wr as,

wr(r, t) = −∫

Ω

∆(f(u))dx+

∫ r

0

∫∂Ω

∆(f(u))(Φ(ρ, ξ), t)µ(ρ, ξ) dσ(ξ) dρ+

+

∫∂Ω

f(u(Φ(r, ξ), t))µr(r, ξ) dσ(ξ)

And we compute wrr,

wrr =

∫∂Ω

∆(f(u))(Φ(r, ξ), t)µ(r, ξ) dσ(ξ)−∫∂Ω

< ∇(f(u)); η(ξ) > (Φ(r, ξ), t)µrµµ(r, ξ) dσ(ξ)+

+

∫∂Ω

f(u(Φ(r, ξ), t))µrrµµ(r, ξ) dσ(ξ)

Now let µ be a C2(Ω) function that verifies µ(Φ(r, ξ)) = µrµ

(r, ξ) for (r, ξ) ∈[0, r0] × ∂Ω . With this µ we can compute, using the conclusion of Lemma4.1 (∆f(u) ≥ 0),∫

∂Ωr

∂f(u)

∂ηµ dσ =

∫Ωr

∆(f(u))µdx−∫

Ωr

f(u)∆µdx+

∫∂Ωr

f(u)∂µ

∂ηdσ

13

Page 14: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

∣∣∣ ∫∂Ωr

∂f(u)

∂ηµ dσ

∣∣∣≤ C1

∫Ωr

∆(f(u)) + C2

∫∂Ωr

f(u) dσ

∣∣∣ ∫∂Ωr

∂f(u)

∂ηµ dσ

∣∣∣≤ C1(Aw − wr) + C2w

It follows that,

wrr(r, t) ≥∫∂Ωr

∆(f(u)) dσ −Bwr − Cw ≥∫∂Ωr

f ′(u)∆u dσ −Bwr − Cw

wt(r, t) =

∫∂Ωr

f ′(u)∆u dσ

And we finally obtain,

wt ≤ wrr +Bwr + Cw

Corollary 4.8 (Corolary 4.2). Let β < −maxA, |B|2 and γ = C+β2−Bβ

Then z(r, t) = exp (βr − γt)w(r, t) satisfies

zr < 0 (4.6)

zt ≤ zrr (4.7)

Proof.

zr = exp (βr − γt)[βw + wr] = exp (βr − γt)[(A+ β)w + (wr − Aw)]

And each term is negative so we have (4.6). Next we compute

zt = exp (βr − γt)[wt − γw]

zr = exp (βr − γt)[wr + βw]

zrr = exp (βr − γt)[wrr + 2βwr + β2w]

Then, by Lemma 4.3, we have,

zt ≤ zrr + (B − 2β)zr + (−γ + C + β2 −Bβ)z

And then, by our choice of β and γ, we obtain (4.7).

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Page 15: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Proposition 4.9 (Proposition 4.1). There exists g ∈ C2([0, r0]), nonnega-

tive, decreasing and convex with g(r0) = 0 and g(0) < L = sup0≤t≤Te−bt

e−γt

such that, ∫∂Ωr

∂u

∂ηdσ ≥ Cg(r)

∫∂Ωr

f(u) dσ (4.8)

Proof. We use a comparison argument here.First we choose a C2, nonnegative, decreasing and convex function g such

that z(r, 0) ≥ g(r)z(r, 0) with g(r0) = 0 and g(0) < L. Next we observe thatg(r)z(r, t) is a subsolution of the heat equation (we use Corolary 4.2 andthe properties of g) and, by Corolary 4.1, z is a supersolution. To finish thecomparison argument we observe that at r = 0 we have z(0, t) ≥ g(0)z(0, t)since g(0) < L, and at r = r0,

∫∂Ωr0

∂u∂ηdσ ≥ 0 . We conclude that z ≥ g(r)z.

We finish the proof of the Proposition by recalling the definitions of zand z.

exp (ar − bt)∫∂Ωr

∂u

∂ηdσ = z ≥ g(r)z = g(r) exp (βr − γt)

∫∂Ωr

f(u) dσ

We choose

C = inf[0,R]×[0,T ]

exp (βr − γt)exp (ar − bt)

Proof of theorem 3. From Remark 4.1 we have

∂r(e−Ar

∫∂Ωr

u dσ) ≤ −e−Ar∫∂Ωr

∂u

∂ηdσ

And then using Proposition 4.1, Jensen’s inequality and the fact that f isincreasing

∂r(e−Ar

∫∂Ωr

u dσ) ≤ −Cg(r)(e−Ar)f(

∫∂Ωr

u dσ) ≤ −Cg(r)f(e−Ar∫∂Ωr

u dσ)

Thus we obtain, with G as in the proof of Theorem 2

G(e−Ar∫∂Ωr

u dσ) ≥ C

∫ r

0

g(s)ds

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Page 16: Blow-up results and localization of blow-up points in an $N$ -dimensional smooth domain

Therefore, ∫∂Ωr

u dσ ≤ eArH(C

∫ r

0

g(s)ds)

Now we observe that since u verifies ∆u > 0, (with x ∈ Ωr0 r Ωr1 andr0/4 < δ < r0/2)

u(x, t) ≤ 1

| B(x, δ) |

∫B(x,δ)

u ≤ 1

| B(x, δ) |

∫ r1+r0/2

r0/2

∫∂Ωr

u dσ

And the last term is bounded by an expresion that only depends on r0 and r1,so we can control u in Ωr0rΩr1 and then in Ωr0 using again that ∆u ≥ 0.

REFERENCES

[1] Bei Hu and Hong-Ming Yin, The Profile Near Blow-up Time for theSolution of the Heat Equation with a Nonlinear Boundary Condition. Trans.Amer. Math. Soc, 346 (1),1994,117–135.

[2] H. A. Levine and L. E. Payne, Nonexistence Theorems for the heatequation with nonlinear boundary conditions and for the porous medium equa-tion backward in time. Jour. Diff. Eq.,16, 1974, 319–334.

[3] J. Lopez Gomez , V. Marquez and N. Wolanski. Blow-up Resultsand Localization of Blow-up Points for the Heat Equation with a NonlinearBoundary Condition. Jour. Diff. Eq., 92(2), 1991, 384–401.

[4] W. Walter. On Existence and Nonexistence in the Large of Solutionsof Parabolic Differential Equations with a Nonlinear Boundary Condition.SIAM J. Math. Anal., 6(1), 1975, 85–90.

[5] Mingxin Wang and Yonghui Wu. Global existence and blow-up prob-lems for quasilinear parabolic equations with nonlinear boundary conditions.SIAM J. Math. Anal., 24(6),1993, 1515–1521

[6] N. Wolanski. Global behavior of positive solutions to nonlinear dif-fusion problems with nonlinear absorption through the boundary. SIAM J.Math. Anal., 24(2), 1993, 317–326.

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