Propagation of Singularities

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1 Title: Name: Affil./Addr.: Propagation of Singularities Ya-Guang Wang Department of Mathematics, Shanghai Jiao Tong University Shanghai, , P. R. China; Propagation of Singularities Motivations The system of classical thermoelasticity is a hyperbolic-parabolic coupled system describing the elastic and the thermal behavior of an elastic medium ([4, 16, 25]). It is well known that with respect to the decay of solutions as time tends to infinity, and also with respect to the existence of global smooth solutions for small data in one space variable, or of the potential part of displacement and temperature in multidimensional thermoelasticity, the system behaves like a purely parabolic one, see for example [15, 16, 17, 25] and references cited there. As in nonlinear wave equations, the smooth solutions to the nonlinear thermoelasticity shall blowup in a finite time in general, cf. [11, 14, 22]. In [21], it was observed that solutions to the linear problem do not have a smoothing effect, like in a parabolic problem. Moreover, in [40], the author proved that for the linear equations of thermoelasticity, even when the initial displacement and velocity are smooth, the nonsmooth initial temperature shall produce singularities for the elastic wave when the time t > 0. In more detail, consider the following Cauchy problem for the homogeneous linear thermoelastic system in one space variable: u tt α 2 u xx + γθ x = 0 θ t β 2 θ xx + γu tx = 0, (1) u(0, x) = u t (0, x) = 0, θ(0, x) = θ 0 (x)

2 with α, β and γ being positive constants for simplicity. If θ 0 lies in H s (IR) but not in H s+1 (IR) (the classical Solobev spaces) for a fixed s IR, then for any fixed T > 0, we 2 have: u C([0, T ], H s+2 (IR)) C 1 ([0, T ], H s+1 (IR)). (2) u / L 2 (0, T ; H s+3 (IR)) H 1 (0, T ; H s+2 (IR)) Therefore, it is very interesting and important to describe how the hyperbolic and parabolic operators in thermoelasticity influence the regularities of states, and to study how singularities of solutions are propagated. This problem was first studied in [26, 33, 34] for the propagation of weak singularities by using the Fourier analysis. Later on, a microlocally decoupling argument was successfully found in [38, 39] for the hyperbolic-parabolic coupled equations, from which one can obtain a complete picture on the propagation of weak singularities in thermoelasticity. Propagation of Weak Singularities First, let us present the general argument developed in [38, 39] to decouple the thermoelastic equations of hyperbolic-parabolic coupled type microlocally. Consider the following semilinear system of thermoelasticity in one space variable x IR: u tt α 2 (t, x)u xx + γ 1 (t, x)θ x = f(u, θ) (3) θ t β 2 (t, x)θ xx + γ 2 (t, x)u tx = g(u, θ) in which u represents the displacement, and θ = T a T 0 the temperature difference, with T a and T 0 being the absolute temperature and reference temperature respectively, α α 0 > 0 and β β 0 > 0 for two positive constants α 0, β 0. Denote by Ψ1,0(IR) k the set of pseudodifferential operators of order k with symbols in S k 1,0(IR) ([13, 7, 37]) and t being a parameter. Denote by Λ = (1 2 x) 1/2 the classical positive, self-adjoint operator with the symbol < ξ >= (1 + ξ 2 ) 1 2. Setting u + = ( t + iαλ)u and u = ( t iαλ)u, from (3) we know that U = (u +, u, θ) t satisfies the following system:

3 t U + A 2 (t, x, D x )U + A 1 (t, x, D x )U + A 0 (t, x, D x )U = F (U) (4) 3 where A 2 (t, x, D x ) = diag[0, 0, β 2 Λ 2 ] Ψ 2 1,0(IR), iαλ 0 γ 1 x A 1 (t, x, D x ) = 0 iαλ γ 1 x Ψ1,0(IR) 1 γ 2 x 2 A 0 (t, x, D x ) Ψ 0 1,0(IR) and F (U) = (f, f, g) t. γ 2 x 2 0 As in [36, 38, 39], by using the diagonal form of the highest order operator A 2 (t, x, D x ) given in (4), for any m IN, we can construct K m (t, x, D x ) Ψ 1 1,0 (IR), smooth in t, with the principal symbol being K 1 (t, x, ξ) = iξ β 2 < ξ > γ γ 1 γ 2 γ S 1 1,0(IR) (5) such that V = (I + K m (t, x, D x ))(u +, u, θ) t satisfies the following decoupled system modulo Ψ m 1,0 : t V + A 2 V + A 1 (t, x, D x )V + A 0 (t, x, D x )V + R m (t, x, D x )V = F(V ) (6) where A 1 (t, x, D x ) = diag[ iαλ, iαλ, 0] Ψ 1 1,0(IR), A 0 (t, x, D x ) = diag[a (0) 11, A (0) 22 ] Ψ 0 1,0(IR) with A (0) 11 being a 2 2 matrix and A (0) 22 being a scalar, R m Ψ m 1,0 and F(V ) = (I + K m )F (P (1) 1 V 1, P (2) 1 V 2, P 0 V 3 ), with P (k) 1 (t, x, D x ) Ψ 1 1,0 (IR) (k = 1, 2) and P 0 (t, x, D x ) Ψ 0 1,0(IR) depending smoothly on t. From (5) and (6), it is easy to see that V 1 = ( t α x )u γ 1 β 2 Λ 2 x θ + Ψ1,0 0 u + Ψ1,0 2 θ, and V 2 = ( t + α x )u γ 1 β 2 Λ 2 x θ + Ψ 0 1,0 u + Ψ 2 1,0 θ V 3 = θ + γ 2 β 2 Λ 2 2 xtu + Ψ 1 1,0 u + Ψ 1 1,0 θ mainly satisfy the equations of hyperbolic part and parabolic part respectively in (3) with coupled terms being lower order.

4 By applying the classical theory of hyperbolic equations and parabolic equations in the weakly coupled equations (6), we can obtain (refer to [38, 39, 40] for the detail): 4 Theorem 1. Consider the thermoelastic equations (3) with initial data u t=0 = u 0 (x), u t t=0 = u 1 (x), θ t=0 = θ 0 (x), x IR. (7) (1) When f = g = 0 in (3), if for a fixed s IR and a closed subset ω IR, (u 0, θ 0 ) H s (IR) C (IR ω), u 1 H s 1 (IR) C (IR ω), with H s (IR) being the classical Sobolev space based on L 2 (IR), then, we have (u, θ) C (((0, + ) IR) S) (8) with S being the union of characteristic curves of the operator 2 t α 2 (t, x) 2 x issuing from (0, x 0 ) for any x 0 ω. (2) For the semilinear equations (3), if (u 0, θ 0 ) H s (IR) C (IR 0) and u 1 H s 1 (IR) C (IR 0) for a fixed s > 3/2, then the local solution (u, θ) of (3)-(7) satisfies, (u, θ) C ((0, T ] ({x < x 1 (t)} {x > x 2 (t)})) u C((0, T ], H 2s 1/2 loc ({x 1 (t) < x < x 2 (t)})) C 1 ((0, T ], H 2s 3/2 loc ({x 1 (t) < x < x 2 (t)})), (9) θ C((0, T ], H 2s 1/2 loc ({x 1 (t) < x < x 2 (t)})) where x = x 1 (t) and x = x 2 (t) are two characteristic curves of t 2 α 2 (t, x) x 2 with x 1 (0) = x 2 (0) = 0 and x 1 (t) < x 2 (t) for t > 0. Remark 1. (1) The restriction of the regularity order 2s 1 2 given in (9) mainly results from the hyperbolic theory (cf. [1, 2, 8, 30, 31]). (2) Consider the following semilinear problem of thermoelasticity in three space variables x = (x 1, x 2, x 3 ) IR 3 u tt (2μ + λ) divu + μrot(rotu) + γ 1 θ = f(u, u t, u, θ) θ t β 2 Δθ + γ 2 divu t = g(u, u t, u, θ), (10) u t=0 = u 0 (x), u t t=0 = u 1 (x), θ t=0 = θ 0 (x)

5 where all coefficients (μ, λ, γ 1, γ 2, β) are smooth functions of (t, x) with μ, λ + μ and β being positive. By taking the decomposition u = u p + u s, with u p being the potential part, rot u p = 0, and u s the solenoidal part, div u s = 0, it is easy to know that u s satisfies a wave equation with speed μ, and (u p, θ) satisfy a hyperbolic-parabolic coupled system similar to the thermoelastic equations (3) in one space variable case, with the wave speed 2μ + λ. Let {t = g 1 (x)} and {t = g 2 (x)} be the forward characteristic cones issuing from the origin for the operators 2 t (2μ+λ)Δ and 2 t μδ respectively, and denote by C + = {t > g 1 (x)} {t = g 2 (x)}. If (u 0, θ 0 ) H s (IR 3 ) C (IR 3 {0}) and u 1 H s 1 (IR 3 ) C (IR 3 {0}) for s > 5, then the local solution (u, θ) to the 2 problem (10) satisfies (u, θ) C ((0, T ] {x : t < g 1 (x)}) u C((0, T ], H 2s 5 2 ε loc (C + )) C 1 ((0, T ], H 2s 7 2 ε loc (C + )) θ C([0, T ], H 2s 5 2 ε loc (C + )) for any ε > 0. These results can be obtained by using the same decoupling idea for the system of (u p, θ) as that given from (3) to (6). One can refer to [38, 39] for the detail. (3) By using the para-differential operators ([3, 37]) and the above decoupling argument, one can obtain a similar result on the propagation of weak singularities of solutions to quasilinear thermoelastic equations ([42]). The problem of weak singularities in viscous compressible flow had been studied in [9]. 5 The results in this section show that weak singularities in thermoelasticity are propagated mainly by the elastic fields, while the parabolic impact of heat conduction still exists. The above decoupling idea was also used to study other related problems in [10, 35, 41] etc..

6 Propagation of Discontinuities in Thermoelasticity 6 In previous section, by introducing a microlocally decoupling argument, we have studied the propagation of singularities in hyperbolic-parabolic coupled systems of thermoelasticity. However, all these results did not deal with the problem of strong singularities, such as discontinuities, because we have used the theory of pseudo-differential operators and para-differential operators in these works. Obviously, it is very interesting and important to study the strong singularity problems. It is not difficulty to see that the heat signal is propagated in the infinite speed in hyperbolic-parabolic coupled systems of thermoelasticity. To overcome this paradox in some cases, one approach is to use the Cattaneo law instead of the Fourier law for heat conduction, the equations of thermoelasticity become purely hyperbolic, in which the thermal disturbance is transmitted as a wave-like pulse with a finite speed ([5, 6]). This kind equations are so-called the thermoelastic system with second sound. The well-posedness and asymptotics of solutions to the thermoelastic equations with second sound had been studied in [29, 23, 24]. For the related mathematical results, see the review paper [25]. With respect to the Cauchy problem (3)-(7), we consider the following problem for the semilinear thermoelastic system with second sound in {t > 0, x IR}: u tt α 2 u xx + γ 1 θ x = f(u, θ) θ t + δq x + γ 2 u tx = g(u, θ) τq t + q + κθ x = 0 (11) u t=0 = u 0 (x), u t t=0 = u 1 (x), θ t=0 = θ 0 (x), q t=0 = q 0 (x) where u, θ and q denote the displacement, temperature and heat flux respectively, all coefficients in (11) are supposed to be constants for simplicity, with α, κδ, τ, γ 1 γ 2 being positive. Formally, the equations given in (11) can be regarded as a relaxation approx-

7 7 imation of the classical thermoelastic equations (3). As the thermoelastic equations (11) with second sound are purely hyperbolic, one can study the behavior of strong singularities in (11) as in [20, 32], our main idea is to derive the behavior of strong singularities (e.g. discontinuities) in the hyperbolic-parabolic coupled equations (3) of thermoelasticity by investigating the asymptotic behavior of strong singularities in the thermoelastic equations (11) as the relaxation parameter τ goes to zero. In the following discussion, we shall always assume that the initial data given in (11) satisfy u 0(x), u 1 (x), θ 0 (x), q 0 (x) piecewise smooth with a possible jump at {x = 0}. (H) Additionally, f and g are assumed to be smooth and globally Lipschitz in their arguments for simplicity (These assumptions are not optimal in general.). Denoting by u ± = ( t ± α x )u, and U = (U 1, U 2, U 3, U 4, U 5 ) (u, u +, u, θ, q) obviously, from (11) we obtain the following first order system for U: t U + B 1 x U + B 0 U = F (U) U0 (x), x < 0 U(0, x) = U 0 (x) U 0 + (x), x > 0 with U 0 (x) = (u 0, u 1 + αu 0, u 1 αu 0, θ 0, q 0 ), obvious matrices B 1 and B 0, and (12) F (U) := ( 0, f(u 1, U 4 ), f(u 1, U 4 ), g(u 1, U 4 ), 0 ). It is easy to see that the eigenvalues of B 1 are λ 1 = 0, λ 2,3 = α(1 δβ 2κγ τ) + O(τ 2 ), κγ λ 4,5 = τ + O( τ). (13) Denote by r k and l k the right and left eigenvectors of B 1 with respect to λ k for 1 k 5, i.e. (λ k Id B 1 )r k = l k (λ k Id B 1 ) = 0, with the normalization l j r k = δ jk.

8 8 Letting L and R be the matrices composed by left eigenvectors {l j } 5 j=1 and right eigenvectors {r j } 5 j=1 respectively, then V = LU satisfies the following problem with the principle part of the equations being diagonal: t V + Λ x V + B 0 V = F (V ) (14) V (0, x) = V 0 (x) where Λ = diag (λ 1, λ 2, λ 3, λ 4, λ 5 ), B0 = LB 0 R + L ( t R + B 1 x R), and F (V ) = L F (RV ). By Σ k = {(t, x) x λ k t = 0} we denote the characteristic lines for (14) issuing from the origin for 1 k 5, and by [V i ] Σk the jump of V i on Σ k, i.e. at (t, x ) with x = λ k t : [V i ] Σk (t, x ) := lim (t,x) (t,x ) x>λ k t If the solution V of (14) has a jump on Σ k V i (t, x) lim (t,x) (t,x ) x<λ k t V i (t, x). for some fixed 1 k 5, then for 1 i 5, from the differential equations (14), we know that ( t + λ i x )V i should be locally bounded everywhere. However, for any i = k, X i = t + λ i x is transversal to Σ k, we obtain ( t + λ i x ) V i Σk = const [V i ] Σk δ Σk where δ Σk is the Dirac measure supported on Σ k. The above contradiction implies that V i has no jump on Σ k if i = k. For a fixed 1 j 5, by noting that the vector field X j = t + λ j (t, x) x is tangential to Σ j, from (14) we know that the jump of V j on Σ j satisfies the following transport equation: ( t + λ j x )[V j ] Σj + b jj [V j ] Σj = [ F j (V )] Σj, (15) with b jj denoting the j th diagonal element of B 0. By the asymptotic properties of b jj in τ 0, and the inverse transform from V to U = (u, u t + αu x, u t αu x, θ, q), from (15) we can conclude

9 Theorem 2. Let (u, θ, q) be the solution to (11) with f, g being smooth and globally 9 Lipschitz in u and θ, and the initial data u 0, u 1, θ 0, q 0 be piecewise smooth with a possible jump at {x = 0}. Then, u(t, x) is continuous for all t > 0, and [θ] Σk 0 as τ 0 exponentially on Σ 4,5, of order O(τ) on Σ 2,3, [ (t,x) u] Σ4,5 0 exponentially, as τ 0 [u t + αu x ] Σ3 0 of order O(τ) [u t αu x ] Σ2 0 of order O(τ) and lim [u t + αu x ] Σ2 = [u 1 + αu τ 0 0] {0} e γ1γ2 2κδ t lim [u t αu x ] Σ3 = [u 1 αu τ 0 0] {0} e γ1γ2 2κδ t [q] Σ4,5 0 exponentially, as τ 0, is kept is kept. lim [q] Σ τ 0 2 = γ 2 [u 2δ 1 + αu 0] {0} e γ1γ 2 2κδ t lim [q] Σ τ 0 3 = γ 2 [u 2δ 1 αu 0] {0} e γ1γ 2 2κδ t is kept is kept. Remark 2. (1) From the above results, we see that the propagation of discontinuities in thermoelasticity is mainly dominated by the hyperbolic operators while the parabolic effect still exists as well. Especially, the temperature θ is smoothed out immediately as t > 0, and the heat flux q has the discontinuities on Σ 2,3 mainly arising from the discontinuities of the elastic waves, this gives information of θ x in the hyperbolicparabolic coupled equations of thermoelasticity (3). Furthermore, we see that the jumps on Σ 2,3 of t,x u and q decay more rapidly for small heat conduction coefficient κδ when t +, which is similar to a phenomenon observed by David Hoff [12] for the discontinuous solutions of the compressible Navier-Stokes equations. (2) The results in Theorem 2 was established in [27], in which the case that the nonlinear functions f, g depending on u t, u x had also been studied. This study was extended to the variable coefficient case in [19], in which we observed that the decay

10 10 rate of jumps of elastic waves and heat flux depends also on the change rates of speeds of elastic waves. The propagation and reflection of discontinuities in one dimensional thermoelasticity were studied in [18], and the asymptotic behavior of discontinuous solutions to the three dimensional thermoelastic equations was studied in [28], where we obtained that as the relaxation parameter goes to zero, the jumps of the heat flux and the gradient of the potential part of the elastic wave are propagated along the characteristic curves of the elastic field, and when time goes to infinity, the behavior will also depend on the mean curvature of the initial surface of discontinuity. Acknowledgements : This research was supported in part by the National Science Foundation of China under Grants and References 1. Beals, M.: Propagation and Interaction of Singularities in Nonlinear Hyperbolic Problems, BirkhRauser, Boston, Beals, M. & Reed, M.: Propagation of singularities for hyperbolic pseudodifferential operators with non-smooth coefcients, Comm. Pure Appl. Math., 35(1982), Bony, J.M.: Calcul symbolique et propagation des singularities pour les equations aux derivees partielles nonlineaires, Ann. Sci. Ecole Norm. Sup., 14(1981), Carlson, D. E.: Linear thermoelasticity, in Handbuch der Physik, VIa/2(1972), Cattaneo, C.: Sulla conduzione del calore, Atti Sem. Mat. Fis. Univ. Modena, 3(1948), Chandrasekharaiah, D.S.: Hyperbolic thermoelasticity: A review of recent literature, Appl. Mech. Rev., 51(1998), Chazarain, J. & Piriou, A.: Introduction to The Theory of Linear Partial Differential Equations, North-Holland Publishing Company, Amsterdam, Chen, S. X.: Analysis of Singularities for Partial Differential Equations, World Scientific Publishing, 2010.

11 11 9. Chen, S. X. & Wang, Y. G.: Propagation of singularities in compressible viscous fluids. In Geometry and Nonlinear Partial Differential Analysis (S. Chen & S. T. Yau eds.), AMS/IP Studies in Advanced Math., 29(2002), Chen, S. X. & Wang, Y. G.: Propagation of singularities of solutions to hyperbolic-parabolic coupled system. Math. Nachr., 242(2002), Dafermos, C.M. & Hsiao, L.: Development of singularities in solutions of the equations of nonlinear thermoelasticity, Quart. Appl. Math., 44(1986), Hoff, D.: Dynamics of singularity surfaces for compressible, viscous flows in two space dimensions. Commun. Pure Appl. Math., 55(2002), Hörmander, L.: The Analysis of Linear Partial Differential Operators (Vol. I-IV), Springer Verlag Hrusa, W.J. & Messaoudi, S.A.: On formation of singularities in one-dimensional nonlinear thermoelasticity, Arch. Rational Mech. Anal., 111(1990), Hsiao, L. & Jiang, S.: Nonlinear hyperbolic-parabolic coupled systems, in Handbook of Differential Equations, Evolutionary Equations (Dafermos, C.M. & Feireisl, E. (Eds.)), vol. 1, Elsevier 2004, Jiang, S. & Racke, R.: Evolution Equations in Thermoelasticity, Monographs Surveys Pure Appl. Math., vol. 112, Chapman & Hall/CRC Leis, R.: Initial Boundary Value Problems in Mathematical Physics, B.G Teubner-Verlag, John Wiley & Sons, Stuttgart Li, Z. & Wang, Y. G.: Asymptotic behavior of reflection of discontinuities in thermoelasticity with second sound in one space variable, Z. Angew. Math. Phys., 61(2010), Li, Z. & Wang, Y. G.: Behavior of discontinuities in thermoelasticity with second sound. In Some Problems on Nonlinear Hyperbolic Equations and Applications (T. T. Li, Y. Peng, B. Rao eds.), , Ser. Contemp. Appl. Math. CAM, 15, Higher Ed. Press, Beijing Metivier, G.: Propagation, interaction and reflection of discontinuous progressing waves for semilinear hyperbolic systems. Amer. J. Math., 111(1989), Muñoz Rivera, J.E. & Racke, R.: Smoothing properties, decay and global existence of solutions to nonlinear coupled systems of thermoelastic type, SIAM J. Math. Anal., 26(1995), Racke, R.: Blow-up in nonlinear three-dimensional thermoelasticity, Math. Methods Appl. Sci., 12(1990),

12 Racke, R.: Thermoelasticity with second sound - Exponential stability in linear and nonlinear 1-d, Math. Methods Appl. Sci. 25(2002), Racke, R.: Asymptotic behavior of solutions in linear 2- or 3-d thermoelasticity with second sound, Quart. Appl. Math. 61(2003), Racke, R.: Thermoelasticity, in Handbook of Differential Equations (Dafermos, C. M. & Pokorny, M. eds.), Vol. 5, Elsevier 2009, Racke, R. & Wang, Y. G.: Propagation of singularities in one-dimensional thermoelasticity. J. Math. Anal. Appl., 223(1998), Racke, R. & Wang, Y. G.: Asymptotic behavior of discontinuous solutions to thermoelastic systems with second sound. Z. Anal. Anwendungen, 24(2005), Racke, R. & Wang, Y. G.: Asymptotic behavior of discontinuous solutions in 3-d thermoelasticity with second sound. Quart. Appl. Math., 66(2008), Racke, R. & Wang, Y. G.: Nonlinear well-posedness and rates of decay in thermoelasticity with second sound, J. Hyper. Diff. Equ., 5(2008), Rauch, J.: Singularities of solutions to semilinear wave equations, J. Math. Pures Appl., 58(1979), Rauch, J. & Reed M.: Propagation of singularities for semilinear hyperbolic equations in one space variable, Ann. Math., 111(1980), Rauch, J. and Reed, M.: Discontinuous progressing waves for semilinear systems. Commun. PDE, 10(1985), Reissig, M. & Wang, Y.G.: Analysis of weak singularities of solutions to 1-d thermoelasticity. In Partial Differential Equations and Their Application (Chen Hua & L. Rodino eds.), World Sci. Publishing, River Edge, NJ, 1999, Reissig, M. & Wang, Y.G.: Propagation of mild singularities in higher dimensional thermoelasticity. J. Math. Anal. Appl., 240(1999), Reissig, M. & Wang, Y.G.: Cauchy problems for linear thermoelastic systems of type III in one space variable. Math. Methods Appl. Sci., 28(2005), Taylor, M.: Refection of singularities of solutions to systems of differential equations, Comm. Pure Appl. Math., 28(1975), Taylor, M.: Pseudodifferential Operators and Nonlinear PDE, in: Progress in Math., Vol. 100, BirkhRauser, Boston, 1991.

13 Wang, Y.G.: A new approach to study hyperbolic-parabolic coupled systems. In Evolution Equations (R. Picard, M. Reissig & W. Zajaczkowski eds.), Banach Center Publications, 60(2003), Wang, Y.G.: Microlocal analysis in semilinear thermoelasticity. Nonlinear Analysis, 54(2003), Wang, Y.G.: Remarks on propagation of singularities in thermoelasticity. J. Math. Anal. Appl., 266(2002), Yang, L. & Wang, Y.G.: Well-posedness and decay estimates for Cauchy problems of linear thermoelastic systems of type III in 3-D, Indiana Univ. Math. J., 55(2006), Yang, L. & Wang, Y.G.: Propagation of singularities in Cauchy problems for quasilinear thermoelastic systems in three space variables. J. Math. Anal. Appl., 291(2004),

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