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)=u0∈C(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(t−s)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 ∥u∥T=sup⁡t∈[0,T]∥u(t)∥L∞\|u\|_T = \sup_{t \in [0,T]}\|u(t)\|_{L^\infty}.

Define operator Φ:XT→XT\Phi: X_T \to X_T by: Φ[u](t)=etΔu0+∫0te(t−s)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 ∥etΔv∥L∞≤∥v∥L∞\|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)∥L∞≤∥u0∥L∞+CTsup⁡s∥u(s)∥L∞≤M\|\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,v∈XTu, v \in X_T: Φ[u]−Φ[v]=∫0te(t−s)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)∣≤L∣u−v∣|f(u) - f(v)| \leq L|u - v|: ∥Φ[u]−Φ[v]∥T≤LT∥u−v∥T\|\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 u∈C∞((0,T)×Rn)u \in C^\infty((0,T) \times \mathbb{R}^n) for t>0t > 0.

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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.