ASYMPTOTIC EXPANSIONS FOR NONLOCAL DIFFUSION EQUATIONS IN Lq -NORMS FOR 1 ≤ q ≤ 2 LIVIU I. IGNAT AND JULIO D. ROSSI Abstract. We study the asymptotic behavior for solutions to nonlocal diffusion models of the form ut (x, t) = J∗u(x, t)−u(x, t) = R J(x − y)u(y, t)dy − u(x, t) in the whole Rd with an initial conRd dition u(x, 0) = u0 (x). Under suitable hypotheses on J (involving its Fourier transform) and u0 , it is proved an expansion of the form

 X (−1)|α|  Z

u0 (x)xα dx ∂ α Kt ≤ Ct−A ,

u(x, t) − α! Lq (Rd ) |α|≤k

where Kt is the regular part of the fundamental solution and the exponent A depends on J, q, k and the dimension d. Moreover, we can obtain bounds for the difference between the terms in this expansion and the corresponding ones for the expansion of s vt (x, t) = −(−∆) 2 v(x, t). Here we deal with the case 1 ≤ q ≤ 2. The case 2 ≤ q ≤ ∞ was treated previously, by other methods, in [11].

1. Introduction In this paper we study the asymptotic behavior as t → ∞ of solutions to the nonlocal evolution problem ( ut (x, t) = J ∗ u − u(x, t), t > 0, x ∈ Rd , (1.1) u(x, 0) = u0 (x), x ∈ Rd , where J ∗ u is the usual convolution in the space variable given by Z (J ∗ u)(x, t) = J(x − y)u(y, t) dy. Rd R Here the kernel J : Rd → R is nonnegative and verifies Rd J(x)dx = 1. For the heat equation, vt = ∆v, a precise asymptotic expansion in terms of the fundamental solution and its derivatives was found in [8]. In fact, if Gt denotes the fundamental solution of the heat equation, Key words and phrases. Nonlocal diffusion, asymptotic behavior, fractional Laplacian. 2000 Mathematics Subject Classification. 35B40, 45A05, 45M05. 1

2

L. I. IGNAT AND J.D. ROSSI 2

namely, Gt (x) = (4πt)−d/2 e−|x| /(4t) , under adequate assumptions on the initial condition, we have,

 X (−1)|α|  Z

α α (1.2) u0 (x)x ∂ Gt ≤ Ct−A

u(x, t) − q d α! L (R ) Rd |α|≤k

+ (1 − 1q )). As pointed out by the authors in [8], with A = ( d2 )( (k+1) d the same asymptotic expansion can be done in a more general setting, s dealing with the equation ut = −(−∆) 2 u, s > 0. Our main objective here is to study if an expansion analogous to (1.2) holds for the non-local problem (1.1). In this paper, that can be viewed as a natural extension of [11], we deal with the case 1 ≤ q ≤ 2. The cases 2 ≤ q ≤ ∞ are derived from Hausdorff-Young’s inequality and Plancherel’s identity, see [11]. The cases analyzed here, 1 ≤ q ≤ 2, are more tricky. They are reduced to L2 -estimates on the momenta of ∂ α Kt and therefore more restrictive assumptions on J have to be imposed. Now we need to introduce some notation. We will denote by f ∼ g as ξ ∼ 0 if |f (ξ) − g(ξ)| = o(g(ξ)) when ξ → 0 and f . g if there exists a constant c independent of the relevant quantities such that f ≤ cg. We also use the standard notation Jb for the Fourier transform of of a function J that is given by Z 1 b = J(ξ) e−ihx,ξi J(x) dx. d/2 (2π) Rd Concerning the first term in the expansion (1.2), in [4] it is proved b − 1 ∼ −|ξ|s as ξ ∼ 0, then the asymptotic that if J verifies J(ξ) behavior can be described as follows,

Z 

d 1 s

u0 G (y) lim t s u(yt s , t) −

∞ d = 0, t→+∞ d R

L (R )

−|ξ|s

cs (ξ) = e where Gs (y) satisfies G . Also, it is proved in [4] that the fundamental solution w(x, t) of problem (1.1) satisfies w(x, t) = e−t δ0 (x) + Kt (x), where the function Kt (the regular part of the funb ct (ξ) = e−t (etJ(ξ) damental solution) is given by K − 1). Here we find a complete expansion for u(x, t), a solution to (1.1), in terms of the derivatives of the regular part of the fundamental solution, Kt . Theorem 1.1. Assume that J satisfies b − 1 ∼ −|ξ|s , (1.3) J(ξ)

ξ∼0

ASYMPTOTICS FOR NONLOCAL DIFFUSION

3

with [s] > d/2 and that for any m ≥ 0 and α there exists c(m, α) such that c(m, α) b (1.4) |∂ α J(ξ)| ≤ , |ξ| → ∞. |ξ|m Then for any 1 ≤ q ≤ 2, we have the asymptotic expansion

 X (−1)|α|  Z

u0 (x)xα ∂ α Kt ≤ Ct−A , (1.5)

u(x, t) − q (Rd ) α! L d R |α|≤k

for all u0 ∈ L1 (Rd , 1 + |x|k+1 ). Here A =

(k+1) s

+ ds (1 − 1q ).

Here we denoted by L1 (Rd , 1 + |x|k+1 ) the space of functions   Z 1 d k+1 d k+1 L (R , 1 + |x| ) = f : R 7→ R : |f |(x)(1 + |x| ) dx < ∞ Rd

endowed with the norm Z kf kL1 (Rd , |x|k+1 ) =

|f |(x)(1 + |x|k+1 ) dx.

Rd

b − 1 ∼ −|ξ|2 as Note that, when J has an expansion of the form J(ξ) ξ ∼ 0 (this happens for example if J is compactly supported), then the decay rate in L∞ (Rd ) of the solutions to the non-local problem (1.1) and d the heat equation coincide (in both cases they decay as t− 2 ). Moreover, the first order term also coincide (in both cases it is a Gaussian). Our next aim is to study if the higher order terms of the asymptotic expansion that we have found in Theorem 1.1 have some relation with the corresponding ones for the heat equation. Our next results say that the difference between them is of lower order. Theorem 1.2. Let J be as in Theorem 1.1 and assume in addition that there exists r > 0 such that b − (1 − |ξ|s ) ∼ |ξ|s+r , (1.6) J(ξ) ξ ∼ 0. We also assume that all the derivatives of Jb decay at infinity faster as any polinomial: c(m, α) b ≤ |∂ α J(ξ)| , ξ → ∞. |ξ|m Then for any 1 ≤ q ≤ 2 and any multi-index α = (α1 , . . . , αd ), there exists a positive constant C = C(q, d, s, r) such that the following holds (1.7)

d

1

k∂ α Kt − ∂ α Gst kLq (Rd ) ≤ Ct− s (1− q ) t−

|α|+r s

,

cst (ξ) = exp(−t|ξ|s ). where Gst is defined by its Fourier transform G

4

L. I. IGNAT AND J.D. ROSSI

Note that these results do not imply that the asymptotic expansion  P (−1)|α| R u0 (x)xα ∂ α Kt coincides with the expansion that holds |α|≤k α!  P s (−1)|α| R for the equation ut = −(−∆) 2 u: u0 (x)xα ∂ α Gst (see |α|≤k α! [8]). They only say that the corresponding terms agree up to a better order. When J is compactly supported or rapidly decaying at infinity, then s = 2 and we obtain an expansion analogous to the one that holds for the heat equation. To end this introduction let us comment briefly on some of the available literature. Equations like (1.1) and variations of it, have been recently widely used to model diffusion processes, for example, in biology, dislocations dynamics, etc. See, for example, [2], [3], [5], [6], [9], [10], [7], [13] and [14]. As stated in [9], if u(x, t) is thought of as the density of a single population at the point x at time t, and J(x − y) is thought of as the probability distribution of jumping from location y R to location x, then (J ∗ u)(x, t) = RN J(y − x)u(y, t) dy is the rate at which individuals are arriving to position x from all other places and R −u(x, t) = − RN J(y −x)u(x, t) dy is the rate at which they are leaving location x to travel to all other sites. This consideration, in the absence of external or internal sources, leads immediately to the fact that the density u satisfies equation (1.1). Equation (1.1), is called nonlocal diffusion equation since the diffusion of the density u at a point x and time t does not only depend on u(x, t), but on all the values of u in a neighborhood of x through the convolution term J ∗ u. 2. Proofs of the results 2.1. Preliminaries. First, let us obtain a representation of the solution using Fourier variables. A proof of existence and uniqueness of solutions using the Fourier transform (see [12]) is given in [4] (see also [11]). We repeat the main arguments here for the sake of completeness. Theorem 2.1. Let u0 ∈ L1 (Rd ) such that ub0 ∈ L1 (Rd ). There exists a unique solution u ∈ C 0 ([0, ∞); L1 (Rd )) of (1.1), and it is given by u b(ξ, t) = e(J(ξ)−1)t ub0 (ξ). b

Proof. We have Z ut (x, t) = J ∗ u − u(x, t) =

J(x − y)u(y, t) dy − u(x, t). Rd

ASYMPTOTICS FOR NONLOCAL DIFFUSION

5

b − 1). Applying the Fourier transform we obtain u bt (ξ, t) = u b(ξ, t)(J(ξ) b b (J(ξ)−1)t 1 d (J(ξ)−1)t Hence, u b(ξ, t) = e ub0 (ξ). Since ub0 ∈ L (R ) and e is continuous and bounded, the result follows by taking the inverse of the Fourier transform.  Now we prove a lemma concerning the fundamental solution of (1.1). Lemma 2.1. Let J ∈ S(Rd ), the space of rapidly decreasing functions. The fundamental solution of (1.1), that is the solution of (1.1) with initial condition u0 = δ0 , can be decomposed as (2.8)

w(x, t) = e−t δ0 (x) + Kt (x),

b ct (ξ) = e−t (etJ(ξ) − 1). where the function Kt is smooth and given by K Moreover, if u is a solution of (1.1) it can be written as Z u(x, t) = (w ∗ u0 )(x, t) = w(x − z, t)u0 (z) dz. Rd

b − 1). Proof. By the previous result we have w bt (ξ, t) = w(ξ, b t)(J(ξ) Hence, as the initial datum verifies ub0 = δb0 = 1, w(ξ, b t) = e(J(ξ)−1)t = e−t + e−t (eJ(ξ)t − 1). b

b

The first part of the lemma follows applying the inverse Fourier transform in S(Rd ). To finish the proof we just observe that w ∗ u0 is a solution of (1.1) (just use Fubini’s theorem) with (w ∗ u0 )(x, 0) = u0 (x).  b →0 Remark 2.1. The above proof together with the fact that J(ξ) (since J ∈ L1 (Rd )) shows that if Jb ∈ L1 (Rd ) then the same decomposition (2.8) holds and the result also applies. To prove our result we need some estimates on the kernel Kt . 2.2. Estimates on Kt . In this subsection we obtain the long time behavior of the kernel Kt and its derivatives. As we have mentioned in the introduction, in [11] the authors study the behavior of Lq (Rd )-norms with 2 ≤ q ≤ ∞. They use HausdorffYoung’s inequality in the case q = ∞ and Plancherel’s identity for q = 2. However the case 1 ≤ q ≤ 2 is more tricky. In order to evaluate the L1 (Rd )-norm of the kernel Kt we use the following inequality (2.9)

1−

d

d

n 2n 2n kf kL1 (Rd ) . kf kL2 (R d ) k|x| f kL2 (Rd ) ,

6

L. I. IGNAT AND J.D. ROSSI

which holds for n > d/2 and which is frequently attributed to Carlson (see for instance [1]). The use of the above inequality with f = Kt imposes that |x|n ∂ α Kt belongs to L2 (Rd ). To guarantee that property and to obtain the decay rate for the L2 (Rd )-norm of |x|n ∂ α Kt we need to impose the hypotheses (1.3) and (1.4) in Theorem 1.1. Lemma 2.2. Assume that J verifies (1.4) and b − 1 ∼ −|ξ|s , J(ξ)

ξ∼0

with [s] > d/2. Then for any index α = (α1 , . . . , αd ) (2.10)

k∂ α Kt kL1 (Rd ) . t−

|α| s

.

Moreover, for 1 < q < 2 we have d

1

k∂ α Kt kLq (Rd ) . t− s (1− q )−

|α| s

for large t. Remark 2.2. There is no restriction on s if J is such that b |∂ α J(ξ)| . min{|ξ|s−|α| , 1},

|ξ| ≤ 1.

b = 1 − |ξ|s in a neighThis happens if s is a positive integer and J(ξ) borhood of the origin. Remark 2.3. The case α = (0, . . . , 0) can be easily treated when J is nonnegative. As a consequence of the mass conservation (just integrate R the equation and use Fubini’s theorem, see [4]), w(x, t) = 1, we Rd R obtain Rd |Kt | ≤ 1 and therefore (2.10) follows with α = (0, . . . , 0). Remark 2.4. The condition (1.4) imposed on J is satisfied, for example, for any smooth, compactly supported function J. Proof of Lemma 2.2. The estimates for 1 < q < 2 follow from the cases q = 1 and q = 2 by interpolation. The case q = 2 was analyzed in [11], we refer to that paper for details but include here the main argument for the reader’s convenience. By Plancherel’s identity we have Z α 2 −2t k∂ Kt kL2 (Rd ) ≤ e

|etJ(ξ) − 1|2 |ξ|2|α| dξ. b

Rd

Now, let us choose R > 0 such that (2.11)

b |J(ξ)| ≤1−

|ξ|s for all |ξ| ≤ R. 2

ASYMPTOTICS FOR NONLOCAL DIFFUSION

7

Putting out the exponentially small terms, it remains to estimate Z b |et(J(ξ)−1) |2 |ξ|2|α| dξ, |ξ|≤R

where R is given by (2.11). The behavior of Jb near zero gives Z Z 2|α| d s b t(J(ξ)−1) 2 2|α| |e | |ξ| dξ . e−t|ξ| |ξ|2|α| dξ . t− s − s . |ξ|≤R

|ξ|≤R

To deal with q = 1, we use inequality (2.9) with f = ∂ α Kt and n such that [s] ≥ n > d/2. We get 1−

d

d

n α 2n 2n k∂ α Kt kL1 (Rd ) . k∂ α Kt kL2 (R d ) k|x| ∂ Kt kL2 (Rd ) .

The condition n ≤ [s] guarantees that ∂ξnj Jb makes sense near ξ = 0 ct , j = 1, . . . , d, exist. Observe that the and thus the derivatives ∂ξnj K moment of order n of Kt imposes the existence of the partial derivatives ct , j = 1, . . . , d. ∂ξnj K We have, using the decay in L2 that we have proved previously, d

|α| d d k∂ α Kt kL1 (Rd ) . t−( 2s + s )(1− 2n ) k|x|n ∂ α Kt kL2n2 (Rd ) .

Thus it is sufficient to prove that n

d

k|x|n ∂ α Kt kL2 (Rd ) . t s − 2s −

|α| s

for all sufficiently large t. Observe that by Plancherel’s theorem Z Z 2n α 2 2n α 2 |x| |∂ Kt (x)| dx ≤ c(n) (x2n 1 + · · · + xd )|∂ Kt (x)| dx Rd

= c(n)

Rd d Z X j=1

Rd

ct )|2 dξ |∂ξnj (ξ α K

where ξ α = ξ1α1 . . . ξdαd . Therefore, it remains to prove that for any j = 1, . . . , d, it holds Z ct )|2 dξ . t 2ns − ds − 2|α| s , (2.12) |∂ξnj (ξ α K for t large. Rd

We analyze the case j = 1, the others follow by the same arguments. Leibnitz’s rule gives n   X n k α1 n−k c αd α2 n αc ∂ξ1 (ξ Kt )(ξ) = ξ2 . . . ξd ∂ξ1 (ξ1 )∂ξ1 (Kt )(ξ) k k=0

8

L. I. IGNAT AND J.D. ROSSI

and guarantees that ct )(ξ)|2 |∂ξn1 (ξ α K

ξ22α2

.

. . . ξd2αd

n X

ct (ξ)|2 |∂ξk1 (ξ1α1 )|2 |∂ξn−k K 1

k=0 min{n,α1 }

. ξ22α2 . . . ξd2αd

X

2(α1 −k)

ξ1

ct (ξ)|2 . |∂ξn−k K 1

k=0

The last inequality reduces (2.12) to the following one: Z 2(α −k) ct (ξ)|2 dξ . t 2ns − ds − 2|α| s ξ1 1 ξ22α2 . . . ξd2αd |∂ξn−k K 1 Rd

for all 0 ≤ k ≤ min{α1 , n}. Using the elementary inequality (it follows from the convexity of the log function) 2(α1 −k) 2α2 ξ2

ξ1

. . . ξd2αd . (ξ12 + · · · + ξd2 )α1 −k+α2 +···+αd = |ξ|2(|α|−k)

it remains to prove that for any r nonnegative and any m such that n − min{α1 , n} ≤ m ≤ n the following inequality is valid, Z ct |2 dξ . t− ds + 2s (m−r) . |ξ|2r |∂ξm1 K (2.13) I(r, m, t) = Rd

First we analyze the case m = 0. In this case Z Z b 2r t(J(ξ)−1) −t 2 −2t I(r, 0, t) = |ξ| |e − e | dξ = e Rd

|ξ|2r |etJ(ξ) − 1|2 dξ. b

Rd

Using that |ey − 1| ≤ 2|y| for |y| small, say |y| ≤ c0 , we obtain that 2t b b |etJ(ξ) − 1| ≤ 2t|J(ξ)| ≤ m |ξ| 1

for all |ξ| ≥ h(t) = (c0 t) m . Then Z Z b −2t 2r tJ(ξ) 2 2 −2t e |ξ| |e − 1| dξ . t e |ξ|≥h(t)

|ξ|≥h(t)

|ξ|2r dξ ≤ te−t c(m − 2r) |ξ|m

provided that 2r < m − d. It remains to estimate Z −2t e

|ξ|2r |etJ(ξ) − 1|2 dξ. b

|ξ|≤h(t)

R We observe that the term e−2t |ξ|≤h(t) |ξ|2r dξ is exponentially small, so we concentrate on Z b −2t I(t) = e |etJ(ξ) |2 |ξ|2r dξ. |ξ|≤h(t)

ASYMPTOTICS FOR NONLOCAL DIFFUSION

9

Now, let us choose R > 0 such that |ξ|s b (2.14) |J(ξ)| ≤1− for all |ξ| ≤ R. 2 Once R is fixed, there exists δ > 0 with b (2.15) |J(ξ)| ≤ 1 − δ for all |ξ| ≥ R. Then −2t

Z

b tJ(ξ) 2

2r

Z

−2t

|I(t)| ≤ e |e | |ξ| dξ + e |etJ(ξ) |2 |ξ|2r dξ |ξ|≤R R≤|ξ|≤h(t) Z Z b . e2t(|J(ξ)|−1) |ξ|2r dξ + e−2tδ |ξ|2r dξ |ξ|≤R R≤|ξ|≤h(t) Z s . e−t|ξ| |ξ|2r + e.s. |ξ|≤R Z d d 2r s − − 2r e−|η| |η|2r + e.s. . t− s − s . = t s s 1 b

|η|≤Rt s

Observe that under hypothesis (1.4) no restriction on r is needed. In what follows we analyze the case m ≥ 1. First, we recall the following elementary identity X ∂ξm1 (eg ) = eg ai1 ,...,im (∂ξ11 g)i1 (∂ξ21 g)i2 ...(∂ξm1 g)im i1 +2i2 +...+mim =m

where ai1 ,...,im are universal constants independent of g. Tacking into b ct (ξ) = et(J(ξ)−1) account that K − e−t we obtain for any m ≥ 1 that m X Y b mc t(J(ξ)−1) i1 +···+im b ij ∂ξ1 Kt (ξ) = e ai1 ,...,im t [∂ξj1 J(ξ)] i1 +2i2 +...+mim =m

j=1

and hence ct (ξ)|2 |∂ξm1 K

b 2t|J(ξ)−1|

. e

X

2(i1 +···+im )

t

i1 +2i2 +...+mim =m

m Y b 2ij . [∂ξj1 J(ξ)] j=1

Using that all the partial derivatives of Jb decay, as |ξ| → ∞, faster than any polinomial in |ξ|, we obtain that Z ct (ξ)|2 dξ . e−δt t2m |ξ|2r |∂ξm1 K |ξ|>R

where R and δ are chosen as in (2.14) and (2.15). Tacking into account b − 1 + |ξ|s | ≤ o(|ξ|s ) as |ξ| → 0 we obtain that n ≤ [s] and that |J(ξ) b |∂ξj1 J(ξ)| ≤ |ξ|s−j , j = 1, . . . , n

10

L. I. IGNAT AND J.D. ROSSI

for all |ξ| ≤ R. Then for any m ≤ n and for all |ξ| ≤ R the following holds m Y X mc 2(i1 +···+im ) 2 −t|ξ|s |ξ|2(s−j)ij |∂ξ1 Kt (ξ)| . e t j=1 Pm

i1 +2i2 +...+mim =m

. e

−t|ξ|s

X

t2(i1 +···+im ) |ξ|

j=1

2(s−j)ij

.

i1 +2i2 +...+mim =m

Using that for any l ≥ 0 Z

d

s

l

e−t|ξ| |ξ|l dξ . t− s − s ,

Rd

we obtain Z |ξ|≤R

d

2r

X

|ξ|2r |∂ξm1 Kt (ξ)|2 dξ . t− s

t2p(i1 ,...,id )− s

i1 +2i2 +···+mim =m

where m

p(i1 , . . . , im ) = (i1 + · · · + im ) −

1X (s − j)ij s j=1

m

1X m = j ij = . s j=1 s This completes the proof.



Now we are ready to prove Theorem 1.1. Proof of Theorem 1.1. Following [8] we obtain that the initial condition u0 ∈ L1 (Rd , 1 + |x|k+1 ) has the following decomposition  X (−1)|α| Z X α u0 x dx Dα δ0 + D α Fα u0 = α! |α|≤k

|α|=k+1

where kFα kL1 (Rd ) ≤ ku0 kL1 (Rd , |x|k+1 ) for all multi-indexes α with |α| = k + 1. In view of (2.8) the solution u of (1.1) satisfies u(x, t) = e−t u0 (x) + (Kt ∗ u0 )(x). The first term being exponentially small it suffices to analyze the long time behavior of Kt ∗ u0 . Using the above decomposition and

ASYMPTOTICS FOR NONLOCAL DIFFUSION

11

Lemma 2.2 we get

 X (−1)|α|  Z

u0 (x)xα dx ∂ α Kt ≤

Kt ∗ u0 − α! Lq (Rd ) |α|≤k X ≤ k∂ α Kt ∗ Fα kLq (Rd ) |α|=k+1

X



k∂ α Kt kLq (Rd ) kFα kL1 (Rd )

|α|=k+1 d

1

. t− s (1− q ) t−

(k+1) s

ku0 kL1 (Rd , |x|k+1 ) .

This ends the proof.



2.3. Asymptotics for the higher order terms. In this subsection we prove Theorem 1.2 (recall that 1 ≤ q ≤ 2). Proof of Theorem 1.2. Using the same ideas as in the proof of Lemma 2.2 it remains to prove that for some d/2 < n ≤ [s] the following holds d

k|x|n (∂ α Kt − ∂ α Gst )kL2 (Rd ) . t− 2s +

n−(|α|+r) s

.

Applying Plancherel’s identity the proof of the last inequality is reduced to the proof of the following one Z ct − G cst )]|2 dξ . t− 2sd + n−(|α|+r) s , j = 1, . . . d, |∂ξnj [ξ α (K Rd

provided that all the above terms make sense. This means that all the cs ct and ∂ k G partial derivatives ∂ξkj K ξj t , j = 1, . . . , d, k = 0, . . . , n have to be defined. Thus, we need n ≤ [s]. We consider the case j = 1 the other cases being similar. Applying again Leibnitz’s rule we get min{n,α1 }

ct |∂ξn1 [ξ α (K

cst )]|2 . ξ22α2 . . . ξ 2αd −G d

X

2(α1 −k)

ξ1

ct − G cst )|2 |∂ξn−k (K 1

k=0 min{n,α1 }

.

X

ct − G cst )|2 . (K |ξ|2(|α|−k) |∂ξn−k 1

k=0

In the following we prove that Z 2(m−m1 −r) ct − G cst )|2 dξ . t− ds + s |ξ|2m1 |∂ξm1 (K Rd

for all |α| − min{n, α1 } ≤ m1 ≤ |α| and n − min{n, α1 } ≤ m ≤ n.

12

L. I. IGNAT AND J.D. ROSSI

Using that the integral outside of a ball of radius R decay exponentially, it remains to analyze the decay of the following integral Z ct − G cst )|2 dξ |ξ|2m1 |∂ξm1 (K |ξ|≤R

ct and Gst we obtain that where R is as before. Using the definition of K X

ct (ξ) = et(J(ξ)−1) ∂ξm1 K b

ai1 ,...,im ti1 +···+im

m Y b ij [∂ξj1 J(ξ)] j=1

i1 +2i2 +...+mim =m

and X

cst (ξ) = etps (ξ) ∂ξm1 G

ai1 ,...,im ti1 +···+im

i1 +2i2 +...+mim =m

m Y [∂ξj1 ps (ξ)]ij j=1

where ps (ξ) = −|ξ|s . Then 2 ct (ξ) − ∂ m G cs |∂ξm1 K . I1 (ξ, t) + I2 (ξ, t) ξ1 t (ξ)|

where I1 (ξ, t) = |e

b t(J(ξ)−1)

−e

X

tps (ξ) 2

|

t

2(i1 +···+im )

i1 +2i2 +...+mim =m

m Y

|∂ξj1 ps (ξ)|2ij

j=1

and I2 (ξ, t) = e2tps (ξ)

X

t2(i1 +···+im ) ×

i1 +2i2 +...+mim =m m Y b ij × [∂ξj1 J(ξ)] j=1

2 m Y j ij − [∂ξ1 ps (ξ)] . j=1

First, let us analyze I1 (ξ, t). Tacking into account that |∂ξj1 ps (ξ)| ≤ |ξ|s−j for all j ≤ m ≤ [s], |ξ| ≤ R, and that 2 s s b b |et(J(ξ)−1) − etps (ξ) |2 = e−2t|ξ| et(J(ξ)−1+|ξ| ) − 1 2 s b − 1 + |ξ|s ) . e−2t|ξ| t(J(ξ) s

. t2 e−2t|ξ| |ξ|2(r+s) the same arguments as in the proof of Lemma 2.2 give us the right decay.

ASYMPTOTICS FOR NONLOCAL DIFFUSION

13

It remains to analyze I2 (ξ, t). We make use of the following elementary inequality m m m X Y Y bj ≤ |b1 . . . bj−1 ||aj − bj ||aj+1 . . . am |. aj − j=1

j=1

j=1

Then by Cauchy’s inequality we also have 2 m m m Y Y X bj . b21 . . . b2j−1 (aj − bj )2 a2j+1 . . . a2m . aj − j=1

j=1

j=1

b Applying the last inequality with aj = ∂ξj1 J(ξ) and bj = ∂ξj1 ps (ξ) we obtain X I2 (ξ, t) . e2tps (ξ) t2(i1 +···+im ) g(i1 , . . . , im , ξ) i1 +2i2 +...+mim =m

where g(i, ξ) =

j−1 m Y X

b ik |∂ξk1 ps (ξ)|2ik ([∂ξk1 J(ξ)]



n Y

[∂ξk1 ps (ξ)]ik )2

j=1 k=1

b 2ik [∂ξk1 J(ξ)]

k=j+1

and i = (i1 , . . . , im ). Choosing eventually a smaller R we can guarantee that for |ξ| ≤ R and k ≤ [s] the following inequalities hold: b − ∂ξk ps (ξ)| . |ξ|s+r−k , |∂ξk J(ξ)| b |∂ξk1 J(ξ) . |ξ|s−k , |∂ξk1 ps (ξ)| . |ξ|s−k . 1 1 Hence, we get b ik − [∂ξk ps (ξ)]ik | ≤ |∂ξk J(ξ) b − ∂ξk ps (ξ)|× |[∂ξk1 J(ξ)] 1 1 1 ×

iX k −1

b l [∂ k ps (ξ)]ik −l−1 [∂ξk1 J(ξ)] ξ1

l=0 s+r−k

. |ξ|

|ξ|(ik −1)(s−k) = |ξ|r |ξ|ik (s−k) .

This yields the following estimate on the function g(i1 , . . . , im , ξ): g(i1 , . . . , im , ξ) ≤ |ξ|2r |ξ|2 and consequently Z Z I2 (t, ξ)dξ . Rd

Pm

j=1 ik (s−k)

,

s

e−2t|ξ| × Rd X × i1 +2i2 +...+mim =m

t2(i1 +···+im ) |ξ|2r+2

Pm

j=1 ik (s−k)

dξ.

14

L. I. IGNAT AND J.D. ROSSI

Making a change of variable and using similar arguments as in the proof of Lemma 2.2 we obtain the desired result.  Acknowledgements. L. I. Ignat partially supported by the reintegration grant RP-3, contract 4-01/10/2007 of CNCSIS Romania, by the grants MTM2008-03541 of the Spanish MEC and the DOMINO Project CIT-370200-2005-10 in the PROFIT program (Spain) and “Sisteme diferentiale in analiza neliniara si aplicatii” of CNCSIS Romania. J. D. Rossi partially supported by Fundaci´on Antorchas, CONICET and ANPCyT PICT 05009 (Argentina).

References [1] S. Barza, V. Burenkov, J. Peˇcari´c and L.-E. Persson. Sharp multidimensional multiplicative inequalities for weighted Lp spaces with homogeneous weights. Math. Inequal. Appl., 1(1), 53–67, (1998). [2] P. Bates, P. Fife, X. Ren and X. Wang. Travelling waves in a convolution model for phase transitions. Arch. Rat. Mech. Anal., 138, 105–136, (1997). [3] C. Carrillo and P. Fife. Spatial effects in discrete generation population models. J. Math. Biol., 50(2), 161–188, (2005). [4] E. Chasseigne, M. Chaves and J. D. Rossi. Asymptotic behavior for nonlocal diffusion equations. J. Math. Pures Appl., 86, 271–291, (2006). [5] X Chen. Existence, uniqueness and asymptotic stability of travelling waves in nonlocal evolution equations. Adv. Differential Equations, 2, 125–160, (1997). [6] C. Cortazar, M. Elgueta and J. D. Rossi. A non-local diffusion equation whose solutions develop a free boundary. Annales Henri Poincar´e, 6(2), 269–281, (2005). [7] F. Da Lio, N. Forcadel and R. Monneau. Convergence of a non-local eikonal equation to anisotropic mean curvature motion. Application to dislocations dynamics. Preprint. [8] J. Duoandikoetxea and E. Zuazua. Moments, masses de Dirac et decomposition de fonctions. (Moments, Dirac deltas and expansion of functions). C. R. Acad. Sci. Paris Ser. I Math., 315(6), 693-698, (1992). [9] P. Fife. Some nonclassical trends in parabolic and parabolic-like evolutions. Trends in nonlinear analysis, 153–191, Springer, Berlin, 2003. [10] P. Fife and X. Wang. A convolution model for interfacial motion: the generation and propagation of internal layers in higher space dimensions. Adv. Differential Equations, 3(1), 85–110, (1998). [11] L. I. Ignat and J. D. Rossi. Refined asymptotic expansions for nonlocal diffusion equations. J. Evol. Equations, 8, 617–629, (2008). [12] T. W. K¨ orner. Fourier analysis. Cambridge University Press, Cambridge, 1988. [13] X. Wang. Metaestability and stability of patterns in a convolution model for phase transitions. J. Differential Equations, 183, 434–461, (2002).

ASYMPTOTICS FOR NONLOCAL DIFFUSION

15

[14] L. Zhang. Existence, uniqueness and exponential stability of traveling wave solutions of some integral differential equations arising from neuronal networks. J. Differential Equations, 197(1), 162–196, (2004). L. I. Ignat Institute of Mathematics of the Romanian Academy, P.O.Box 1-764, RO-014700 Bucharest, Romania. E-mail address: [email protected] J. D. Rossi IMDEA Matematicas, C-IX, Campus UAM Madrid, Spain, ´ tica, FCEyN UBA (1428) on leave from Depto. Matema Buenos Aires, Argentina. E-mail address: [email protected] Web page: http://mate.dm.uba.ar/∼jrossi

ASYMPTOTIC EXPANSIONS FOR NONLOCAL ...

where Kt is the regular part of the fundamental solution and the exponent A depends on J, q, k and the dimension d. Moreover, we can obtain bounds for the difference between the terms in this expansion and the corresponding ones for the expansion of vt(x, t) = −(−∆) s. 2 v(x, t). Here we deal with the case 1 ≤ q ≤ 2.

242KB Sizes 1 Downloads 298 Views

Recommend Documents

REFINED ASYMPTOTIC EXPANSIONS FOR ...
LIVIU I. IGNAT AND JULIO D. ROSSI. Abstract. We study the asymptotic behavior for solutions to nonlocal diffusion models of the form ut = J ∗ u − u in the whole.

ASYMPTOTIC BEHAVIOUR FOR A NONLOCAL ...
In this paper we study the asymptotic behaviour as t → ∞ of solutions to a .... r(t)≤|ξ|≤R. (e−Atpα(ξ) + e−t|ξ|α/2)dξ. ≤ td/α ϕL1(Zd). ∫ r(t)≤|ξ|≤R e−Bt|ξ|α dξ. =.

Asymptotic expansions at any time for scalar fractional SDEs ... - arXiv
Introduction. We study the .... As an illustration, let us consider the trivial ... We first briefly recall some basic facts about stochastic calculus with respect to a frac-.

Asymptotic expansions at any time for scalar fractional SDEs ... - arXiv
As an illustration, let us consider the trivial ... We first briefly recall some basic facts about stochastic calculus with respect to a frac- tional Brownian motion.

Higher-order asymptotic expansions of the least ...
Dec 9, 2009 - existence of particular data moments and the differentiability of the non'linear function of .... The starting point for our analysis is the following:.

Automatic Polynomial Expansions - GitHub
−0.2. 0.0. 0.2. 0.4. 0.6. 0.8. 1.0 relative error. Relative error vs time tradeoff linear quadratic cubic apple(0.125) apple(0.25) apple(0.5) apple(0.75) apple(1.0) ...

Decay estimates for nonlocal problems via energy ...
Mar 10, 2009 - The assumption on the initial data, u0 ∈ L1(Rd)∩L∞(Rd), ..... as Corollary 2.1, but it is obtained using Fourier analysis tools and has the.

Asymptotic Variance Approximations for Invariant ...
Given the complexity of the economic and financial systems, it seems natural to view all economic models only as ...... To summarize, accounting for model misspecification often makes a qualitative difference in determining whether ... All these size

Series expansions for the solution of the Dirichlet ...
power series expansions of the solutions of such systems of integral equations. .... We introduce here the operator M ≡ (Mo,Mi,Mc) which is related to a specific ...

an algorithm for finding effective query expansions ... - CiteSeerX
analysis on word statistical information retrieval, and uses this data to discover high value query expansions. This process uses a medical thesaurus (UMLS) ...

Asymptotic Notation - CS50 CDN
break – tell the program to 'pause' at a certain point (either a function or a line number) step – 'step' to the next executed statement next – moves to the next ...

an algorithm for finding effective query expansions ... - CiteSeerX
UMLS is the Metathesaurus, a medical domain specific ontology. A key constituent of the Metathesaurus is a concept, which serves as nexus of terms across the.

an algorithm for finding effective query expansions ...
the set of UMLS relationships that connect the concepts in the queries with the .... database table MRXNS_ENG (This table contains the. English language ...

Validity of Edgeworth expansions for realized volatility ...
4 Oct 2015 - sizes: n = 23400, 11700, 7800, 4680, 1560, 780, 390 and 195, corresponding to “1-second”, “2-second”,. “3-second” ..... m,iBm,i]∣∣ ≤. C m and. E[|Zm,i|2(3+δ)] + E[|. √. mBm,i|3+δ] ≤ C. (iii) For all r > 0, there e

A NONLOCAL CONVECTION-DIFFUSION EQUATION ...
R. S(t, x − y)u0(y)dy. Proof. Applying the Fourier transform to (2.1) we obtain that. ̂wt(ξ,t) = ̂w(ξ,t)( ̂J(ξ) − 1). Hence, as the initial datum verifies ̂u0 = ̂δ0 = 1,.

Hybrid cluster expansions for local structural relaxations
Jan 4, 2006 - 094203 2004. 17 R. Sahara, K. Ohno, H. Kubo, and Y. Kawazoe, J. Chem. Phys. 120, 9297 2004. 18 H. Y. Geng, N. X. Chen, and M. H. F. Sluiter, Phys. Rev. B 71,. 012105 2005. 19 T. Hoshino, M. Asato, R. Zeller, and P. H. Dederichs, Phys. R

Asymptotic Notation - CS50 CDN
Like searching through the phone book. • Identify ... as you go. If array[i + 1] < array[i], swap them! ... Grab the smallest and swap it with whatever is at the front of ...

Wilson, Zimmermann, Operator Product Expansions and Composite ...
Wilson, Zimmermann, Operator Product Expansions an ... the General Framework of Quantum Field Theory.pdf. Wilson, Zimmermann, Operator Product ...

Experimental test of nonlocal realism using a fiber ...
Mar 25, 2008 - 1Optical Technology Division, National Institute of Standards and ... Maryland 20899-8441, USA and Joint Quantum Institute, University of Maryland, College Park, ... the polarization of photon 1, the polarization information of.

Asymptotic distribution theory for break point estimators in models ...
Feb 10, 2010 - illustrated via an application to the New Keynesian Phillips curve. ... in the development of statistical methods for detecting structural instability.1.

Asymptotic Tracking for Systems With Structured and ...
high-frequency feedback) and yield reduced performance (e.g., uniformly ultimately ..... tains an adaptive feedforward term to account for linear pa- rameterizable ...

Asymptotic Inference for Dynamic Panel Estimators of ...
T. As an empirical illustration, we estimate the SAR of the law of one price (LOP) deviations .... plicity of the parametric finite order AR model while making the effect of the model ...... provides p = 8, 10 and 12 for T = 25, 50 and 100, respectiv

Asymptotic Disturbance Rejection for the TORA System ...
Jul 13, 2009 - Department of Computer and Systems Science Antonio Ruberti. Sapienza University of Rome. Italy. IASTED Conference on Control and ...

Asymptotic Theory of Maximum Likelihood Estimator for ... - PSU ECON
... 2010 International. Symposium on Financial Engineering and Risk Management, 2011 ISI World Statistics Congress, Yale,. Michigan State, Rochester, Michigan and Queens for helpful discussions and suggestions. Park gratefully acknowledges the financ