ProofComplete

Introduction to Nonlinear PDE - Key Proof

ProofLocal Existence via Contraction Mapping

For ut=Δu+f(u)u_t = \Delta u + f(u) with u(0)=u0C(Rn)u(0) = u_0 \in C(\mathbb{R}^n) bounded, ff Lipschitz.

Step 1: Reformulate as integral equation via Duhamel's principle: u(t)=etΔu0+0te(ts)Δf(u(s))dsu(t) = e^{t\Delta}u_0 + \int_0^t e^{(t-s)\Delta}f(u(s))\,ds where etΔe^{t\Delta} is the heat semigroup.

Step 2: Define solution space XT=C([0,T];L)X_T = C([0,T]; L^\infty) with norm uT=supt[0,T]u(t)L\|u\|_T = \sup_{t \in [0,T]}\|u(t)\|_{L^\infty}.

Define operator Φ:XTXT\Phi: X_T \to X_T by: Φ[u](t)=etΔu0+0te(ts)Δf(u(s))ds\Phi[u](t) = e^{t\Delta}u_0 + \int_0^t e^{(t-s)\Delta}f(u(s))\,ds

Step 3: Show Φ\Phi maps into XTX_T. Since etΔvLvL\|e^{t\Delta}v\|_{L^\infty} \leq \|v\|_{L^\infty} and f(u)C(1+u)|f(u)| \leq C(1 + |u|): Φ[u](t)Lu0L+CTsupsu(s)LM\|\Phi[u](t)\|_{L^\infty} \leq \|u_0\|_{L^\infty} + CT\sup_s\|u(s)\|_{L^\infty} \leq M for TT small enough.

Step 4: Show Φ\Phi is contraction. For u,vXTu, v \in X_T: Φ[u]Φ[v]=0te(ts)Δ(f(u(s))f(v(s)))ds\Phi[u] - \Phi[v] = \int_0^t e^{(t-s)\Delta}(f(u(s)) - f(v(s)))\,ds

Using Lipschitz property f(u)f(v)Luv|f(u) - f(v)| \leq L|u - v|: Φ[u]Φ[v]TLTuvT\|\Phi[u] - \Phi[v]\|_T \leq LT\|u - v\|_T

For T<1/LT < 1/L, Φ\Phi is a contraction.

Step 5: Banach fixed point theorem gives unique fixed point u=Φ[u]u = \Phi[u] in XTX_T, which is the desired solution.

Regularity: Parabolic smoothing ensures uC((0,T)×Rn)u \in C^\infty((0,T) \times \mathbb{R}^n) for t>0t > 0.

Remark

This proof strategy (reformulate as fixed point problem, prove contraction) extends widely in nonlinear PDE theory. Key challenges: choosing appropriate function space, controlling nonlinearity, dealing with loss of derivatives. For hyperbolic equations, energy methods replace heat semigroup smoothing.