In this paper, the cumulative hazard function is used to solve estimation and prediction problems for generalized ordered statistics (defined in a general setup) based on any continuous distribution. The suggested method makes use of Rényi representation. The method can be used with type Ⅱ right-censored data as well as complete data. Extensive simulation experiments are implemented to assess the efficiency of the proposed procedures. Some comparisons with the maximum likelihood (ML) and ordinary weighted least squares (WLS) methods are performed. The comparisons are based on both the root mean squared error (RMSE) and Pitman's measure of closeness (PMC). Finally, two real data sets are considered to investigate the applicability of the presented methods.
Citation: Amany E. Aly, Magdy E. El-Adll, Haroon M. Barakat, Ramy Abdelhamid Aldallal. A new least squares method for estimation and prediction based on the cumulative Hazard function[J]. AIMS Mathematics, 2023, 8(9): 21968-21992. doi: 10.3934/math.20231120
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In this paper, the cumulative hazard function is used to solve estimation and prediction problems for generalized ordered statistics (defined in a general setup) based on any continuous distribution. The suggested method makes use of Rényi representation. The method can be used with type Ⅱ right-censored data as well as complete data. Extensive simulation experiments are implemented to assess the efficiency of the proposed procedures. Some comparisons with the maximum likelihood (ML) and ordinary weighted least squares (WLS) methods are performed. The comparisons are based on both the root mean squared error (RMSE) and Pitman's measure of closeness (PMC). Finally, two real data sets are considered to investigate the applicability of the presented methods.
We consider the Cauchy problem for the nonlinear damped wave equation with linear damping
utt−Δu+ut=|u|p+|∇u|q+w(x),t>0,x∈RN, | (1.1) |
where N≥1, p,q>1, w∈L1loc(RN), w≥0 and w≢0. Namely, we are concerned with the existence and nonexistence of global weak solutions to (1.1). We mention below some motivations for studying problems of type (1.1).
Consider the semilinear damped wave equation
utt−Δu+ut=|u|p,t>0,x∈RN | (1.2) |
under the initial conditions
(u(0,x),ut(0,x))=(u0(x),u1(x)),x∈RN. | (1.3) |
In [12], a Fujita-type result was obtained for the problem (1.2) and (1.3). Namely, it was shown that,
(ⅰ) if 1<p<1+2N and ∫RNuj(x)dx>0, j=0,1, then the problem (1.2) and (1.3) admits no global solution;
(ⅱ) if 1+2N<p<N for N≥3, and 1+2N<p<∞ for N∈{1,2}, then the problem (1.2) and (1.3) admits a unique global solution for suitable initial values.
The proof of part (ⅰ) makes use of the fundamental solution of the operator (∂tt−Δ+∂t)k. In [15], it was shown that the exponent 1+2N belongs to the blow-up case (ⅰ). Notice that 1+2N is also the Fujita critical exponent for the semilinear heat equation ut−Δu=|u|p (see [3]). In [6], the authors considered the problem
utt+(−1)m|x|αΔmu+ut=f(t,x)|u|p+w(t,x),t>0,x∈RN | (1.4) |
under the initial conditions (1.3), where m is a positive natural number, α≥0, and f(t,x)≥0 is a given function satisfying a certain condition. Using the test function method (see e.g. [11]), sufficient conditions for the nonexistence of a global weak solution to the problem (1.4) and (1.3) are obtained. Notice that in [6], the influence of the inhomogeneous term w(t,x) on the critical behavior of the problem (1.4) and (1.3) was not investigated. Recently, in [5], the authors investigated the inhomogeneous problem
utt−Δu+ut=|u|p+w(x),t>0,x∈RN, | (1.5) |
where w∈L1loc(RN) and w≢0. It was shown that in the case N≥3, the critical exponent for the problem (1.5) jumps from 1+2N (the critical exponent for the problem (1.2)) to the bigger exponent 1+2N−2. Notice that a similar phenomenon was observed for the inhomogeneous semilnear heat equation ut−Δu=|u|p+w(x) (see [14]). For other results related to the blow-up of solutions to damped wave equations, see, for example [1,2,4,7,8,9,13] and the references therein.
In this paper, motivated by the above mentioned works, our aim is to study the effect of the gradient term |∇u|q on the critical behavior of problem (1.5). We first obtain the Fujita critical exponent for the problem (1.1). Next, we determine its second critical exponent in the sense of Lee and Ni [10].
Before stating the main results, let us provide the notion of solutions to problem (1.1). Let Q=(0,∞)×RN. We denote by C2c(Q) the space of C2 real valued functions compactly supported in Q.
Definition 1.1. We say that u=u(t,x) is a global weak solution to (1.1), if
(u,∇u)∈Lploc(Q)×Lqloc(Q) |
and
∫Q(|u|p+|∇u|q)φdxdt+∫Qw(x)φdxdt=∫Quφttdxdt−∫QuΔφdxdt−∫Quφtdxdt, | (1.6) |
for all φ∈C2c(Q).
The first main result is the following Fujita-type theorem.
Theorem 1.1. Let N≥1, p,q>1, w∈L1loc(RN), w≥0 and w≢0.
(i) If N∈{1,2}, for all p,q>1, problem (1.1) admits no global weak solution.
(ii) Let N≥3. If
1<p<1+2N−2or1<q<1+1N−1, |
then problem (1.1) admits no global weak solution.
(iii) Let N≥3. If
p>1+2N−2andq>1+1N−1, |
then problem (1.1) admits global solutions for some w>0.
We mention below some remarks related to Theorem 1.1. For N≥3, let
pc(N,q)={1+2N−2ifq>1+1N−1,∞ifq<1+1N−1. |
From Theorem 1.1, if 1<p<pc(N,q), then problem (1.1) admits no global weak solution, while if p>pc(N,q), global weak solutions exist for some w>0. This shows that pc(N,q) is the Fujita critical exponent for the problem (1.1). Notice that in the case N≥3 and q>1+1N−1, pc(N,q) is also the critical exponent for utt−Δu=|u|p+w(x) (see [5]). This shows that in the range q>1+1N−1, the gradient term |∇u|q has no influence on the critical behavior of utt−Δu=|u|p+w(x).
It is interesting to note that the gradient term |∇u|q induces an interesting phenomenon of discontinuity of the Fujita critical exponent pc(N,q) jumping from 1+2N−2 to ∞ as q reaches the value 1+1N−1 from above.
Next, for N≥3 and σ<N, we introduce the sets
I+σ={w∈C(RN):w≥0,|x|−σ=O(w(x)) as |x|→∞} |
and
I−σ={w∈C(RN):w>0,w(x)=O(|x|−σ) as |x|→∞}. |
The next result provides the second critical exponent for the problem (1.1) in the sense of Lee and Ni [10].
Theorem 1.2. Let N≥3, p>1+2N−2 and q>1+1N−1.
(i) If
σ<max{2pp−1,qq−1} |
and w∈I+σ, then problem (1.1) admits no global weak solution.
(ii) If
σ≥max{2pp−1,qq−1}, |
then problem (1.1) admits global solutions for some w∈I−σ.
From Theorem 1.2, if N≥3, p>1+2N−2 and q>1+1N−1, then problem (1.1) admits a second critical exponent, namely
σ∗=max{2pp−1,qq−1}. |
The rest of the paper is organized as follows. In Section 2, some preliminary estimates are provided. Section 3 is devoted to the study of the Fujita critical exponent for the problem (1.1). Namely, Theorem 1.1 is proved. In Section 4, we study the second critical exponent for the problem (1.1) in the sense of Lee and Ni. Namely, we prove Theorem 1.2.
Consider two cut-off functions f,g∈C∞([0,∞)) satisfying
f≥0,f≢0,supp(f)⊂(0,1) |
and
0≤g≤1,g(s)={1if0≤s≤1,0ifs≥2. |
For T>0, we introduce the function
ξT(t,x)=f(tT)ℓg(|x|2T2ρ)ℓ=F(t)G(x),(t,x)∈Q, | (2.1) |
where ℓ≥2 and ρ>0 are constants to be chosen. It can be easily seen that
ξT≥0andξT∈C2c(Q). |
Throughout this paper, the letter C denotes various positive constants depending only on known quantities.
Lemma 2.1. Let κ>1 and ℓ>2κκ−1. Then
∫Q|ξT|−1κ−1|ΔξT|κκ−1dxdt≤CT−2ρκκ−1+Nρ+1. | (2.2) |
Proof. By (2.1), one has
∫Q|ξT|−1κ−1|ΔξT|κκ−1dxdt=(∫∞0F(t)dt)(∫RN|G|−1κ−1|ΔG|κκ−1dx). | (2.3) |
Using the properties of the cut-off function f, one obtains
∫∞0F(t)dt=∫∞0f(tT)ℓdt=∫T0f(tT)ℓdt=T∫10f(s)ℓds, |
which shows that
∫∞0F(t)dt=CT. | (2.4) |
Next, using the properties of the cut-off function g, one obtains
∫RN|G|−1κ−1|ΔG|κκ−1dx=∫Tρ<|x|<√2Tρ|G|−1κ−1|ΔG|κκ−1dx | (2.5) |
On the other hand, for Tρ<|x|<√2Tρ, an elementary calculation yields
ΔG(x)=Δ[g(r2T2ρ)ℓ],r=|x|=(d2dr2+N−1rddr)g(r2T2ρ)ℓ=2ℓT−2ρg(r2T2ρ)ℓ−2θ(x), |
where
θ(x)=Ng(r2T2ρ)g′(r2T2ρ)+2(ℓ−1)T−2ρr2g(r2T2ρ)g′(r2T2ρ)2+2T−2ρr2g(r2T2ρ)g″(r2T2ρ). |
Notice that since Tρ<r<√2Tρ, one deduces that
|θ(x)|≤C. |
Hence, it holds that
|ΔG(x)|≤CT−2ρg(|x|2T2ρ)ℓ−2,Tρ<|x|<√2Tρ |
and
|G(x)|−1κ−1|ΔG(x)|κκ−1≤CT−2ρκκ−1g(|x|2T2ρ)ℓ−2κκ−1,Tρ<|x|<√2Tρ. |
Therefore, by (2.5) and using the change of variable x=Tρy, one obtains
∫RN|G|−1κ−1|ΔG|κκ−1dx≤CT−2ρκκ−1∫Tρ<|x|<√2Tρg(|x|2T2ρ)ℓ−2κκ−1dx=CT−2ρκκ−1+Nρ∫1<|y|<√2g(|y|2)ℓ−2κκ−1dy, |
which yields (notice that ℓ>2κκ−1)
∫RN|G|−1κ−1|ΔG|κκ−1dx≤CT−2ρκκ−1+Nρ. | (2.6) |
Finally, using (2.3), (2.4) and (2.6), (2.2) follows.
Lemma 2.2. Let κ>1 and ℓ>κκ−1. Then
∫Q|ξT|−1κ−1|∇ξT|κκ−1dxdt≤CT−ρκκ−1+Nρ+1. | (2.7) |
Proof. By (2.1) and the properties of the cut-off function g, one has
∫Q|ξT|−1κ−1|∇ξT|κκ−1dxdt=(∫∞0F(t)dt)(∫Tρ<|x|<√2Tρ|G|−1κ−1|∇G|κκ−1dx). | (2.8) |
On the other hand, for Tρ<|x|<√2Tρ, an elementary calculation shows that
|∇G(x)|=2ℓT−2ρ|x||g′(|x|2T2ρ)|g(|x|2T2ρ)ℓ−1≤2√2ℓT−ρ|g′(|x|2T2ρ)|g(|x|2T2ρ)ℓ−1≤CT−ρg(|x|2T2ρ)ℓ−1, |
which yields
|G|−1κ−1|∇G|κκ−1≤CT−ρκκ−1g(|x|2T2ρ)ℓ−κκ−1,Tρ<|x|<√2Tρ. |
Therefore, using the change of variable x=Tρy and the fact that ℓ>κκ−1, one obtains
∫Tρ<|x|<√2Tρ|G|−1κ−1|∇G|κκ−1dx≤CT−ρκκ−1∫Tρ<|x|<√2Tρg(|x|2T2ρ)ℓ−κκ−1dx=CT−ρκκ−1+Nρ∫1<|y|<√2g(|y|2)ℓ−κκ−1dy, |
i.e.
∫Tρ<|x|<√2Tρ|G|−1κ−1|∇G|κκ−1dx≤CT−ρκκ−1+Nρ. | (2.9) |
Using (2.4), (2.8) and (2.9), (2.7) follows.
Lemma 2.3. Let κ>1 and ℓ>2κκ−1. Then
∫Q|ξT|−1κ−1|ξTtt|κκ−1dxdt≤CT−2κκ−1+1+Nρ. | (2.10) |
Proof. By (2.1) and the properties of the cut-off functions f and g, one has
∫Q|ξT|−1κ−1|ξTtt|κκ−1dxdt=(∫T0F(t)−1κ−1|F″(t)|κκ−1dt)(∫0<|x|<√2TρG(x)dx). | (2.11) |
An elementary calculation shows that
F(t)−1κ−1|F″(t)|κκ−1≤CT−2κκ−1f(tT)ℓ−2κκ−1,0<t<T, |
which yields (since ℓ>2κκ−1)
∫T0F(t)−1κ−1|F″(t)|κκ−1dt≤CT−2κκ−1+1. | (2.12) |
On the other hand, using the change of variable x=Tρy, one obtains
∫0<|x|<√2TρG(x)dx=∫0<|x|<√2Tρg(|x|2T2ρ)ℓdx=TNρ∫0<|y|<√2g(|y|2)ℓdy, |
which yields
∫0<|x|<√2TρG(x)dx≤CTNρ. | (2.13) |
Therefore, using (2.11), (2.12) and (2.13), (2.10) follows.
Lemma 2.4. Let κ>1 and ℓ>κκ−1. Then
∫Q|ξT|−1κ−1|ξTt|κκ−1dxdt≤CT−κκ−1+1+Nρ. | (2.14) |
Proof. By (2.1) and the properties of the cut-off functions f and g, one has
∫Q|ξT|−1κ−1|ξTt|κκ−1dxdt=(∫T0F(t)−1κ−1|F′(t)|κκ−1dt)(∫0<|x|<√2TρG(x)dx). | (2.15) |
An elementary calculation shows that
F(t)−1κ−1|F′(t)|κκ−1≤CT−κκ−1f(tT)ℓ−κκ−1,0<t<T, |
which yields (since ℓ>κκ−1)
∫T0F(t)−1κ−1|F′(t)|κκ−1dt≤CT1−κκ−1. | (2.16) |
Therefore, using (2.13), (2.15) and (2.16), (2.14) follows.
Proposition 3.1. Suppose that problem (1.1) admits a global weak solution u with (u,∇u)∈Lploc(Q)×Lqloc(Q). Then there exists a constant C>0 such that
∫Qw(x)φdxdt≤Cmin{A(φ),B(φ)}, | (3.1) |
for all φ∈C2c(Q), φ≥0, where
A(φ)=∫Qφ−1p−1|φtt|pp−1dxdt+∫Qφ−1p−1|φt|pp−1dxdt+∫Qφ−1p−1|Δφ|pp−1dxdt |
and
B(φ)=∫Qφ−1p−1|φtt|pp−1dxdt+∫Qφ−1p−1|φt|pp−1dxdt+∫Qφ−1q−1|∇φ|qq−1dxdt. |
Proof. Let u be a global weak solution to problem (1.1) with
(u,∇u)∈Lploc(Q)×Lqloc(Q). |
Let φ∈C2c(Q), φ≥0. Using (1.6), one obtains
∫Q|u|pφdxdt+∫Qw(x)φdxdt≤∫Q|u||φtt|dxdt+∫Q|u||Δφ|dxdt+∫Q|u||φt|dxdt. | (3.2) |
On the other hand, by ε-Young inequality, 0<ε<13, one has
∫Q|u||φtt|dxdt=∫Q(|u|φ1p)(φ−1p|φtt|)dxdt≤ε∫Q|u|pφdxdt+C∫Qφ−1p−1|φtt|pp−1dxdt. | (3.3) |
Here and below, C denotes a positive generic constant, whose value may change from line to line. Similarly, one has
∫Q|u||Δφ|dxdt≤ε∫Q|u|pφdxdt+C∫Qφ−1p−1|Δφ|pp−1dxdt | (3.4) |
and
∫Q|u||φt|dxdt≤ε∫Q|u|pφdxdt+C∫Qφ−1p−1|φt|pp−1dxdt | (3.5) |
Therefore, using (3.2), (3.3), (3.4) and (3.5), it holds that
(1−3ε)∫Q|u|pφdxdt+∫Qw(x)φdxdt≤CA(φ). |
Since 1−3ε>0, one deduces that
∫Qw(x)φdxdt≤CA(φ). | (3.6) |
Again, by (1.6), one has
∫Q(|u|p+|∇u|q)φdxdt+∫Qw(x)φdxdt=∫Quφttdxdt−∫QuΔφdxdt−∫Quφtdxdt=∫Quφttdxdt+∫Q∇u⋅∇φdxdt−∫Quφtdxdt, |
where ⋅ denotes the inner product in RN. Hence, it holds that
∫Q(|u|p+|∇u|q)φdxdt+∫Qw(x)φdxdt≤∫Q|u||φtt|dxdt+∫Q|∇u||∇φ|dxdt+∫Q|u||φt|dxdt. | (3.7) |
By ε-Young inequality (ε=12), one obtains
∫Q|u||φtt|dxdt≤12∫Q|u|pφdxdt+C∫Qφ−1p−1|φtt|pp−1dxdt, | (3.8) |
∫Q|u||φt|dxdt≤12∫Q|u|pφdxdt+C∫Qφ−1p−1|φt|pp−1dxdt, | (3.9) |
∫Q|∇u||∇φ|dxdt≤12∫Q|∇u|qφdxdt+C∫Qφ−1q−1|∇φ|qq−1dxdt. | (3.10) |
Next, using (3.7), (3.8), (3.9) and (3.10), one deduces that
12∫Q|∇u|qφdxdt+∫Qw(x)φdxdt≤CB(φ), |
which yields
∫Qw(x)φdxdt≤CB(φ). | (3.11) |
Finally, combining (3.6) with (3.11), (3.1) follows.
Proposition 3.2. Suppose that problem (1.1) admits a global weak solution u with (u,∇u)∈Lploc(Q)×Lqloc(Q). Then
∫Qw(x)ξTdxdt≤Cmin{A(ξT),B(ξT)}, | (3.12) |
for all T>0, where ξT is defined by (2.1).
Proof. Since for all T>0, ξT∈C2c(Q), ξT≥0, taking φ=ξT in (3.1), (3.12) follows.
Proposition 3.3. Let w∈L1loc(RN), w≥0 and w≢0. Then, for sufficiently large T,
∫Qw(x)ξTdxdt≥CT, | (3.13) |
where ξT is defined by (2.1).
Proof. By (2.1) and the properties of the cut-off functions f and g, one has
∫Qw(x)ξTdxdt=(∫T0f(tT)ℓdt)(∫0<|x|<√2Tρw(x)g(|x|2T2ρ)ℓdx). | (3.14) |
On the other hand,
∫T0f(tT)ℓdt=T∫10f(s)ℓds. | (3.15) |
Moreover, for sufficiently large T (since w,g≥0),
∫0<|x|<√2Tρw(x)g(|x|2T2ρ)ℓdx≥∫0<|x|<1w(x)g(|x|2T2ρ)ℓdx. | (3.16) |
Notice that since w∈L1loc(RN), w≥0, w≢0, and using the properties of the cut-off function g, by the domianted convergence theorem, one has
limT→∞∫0<|x|<1w(x)g(|x|2T2ρ)ℓdx=∫0<|x|<1w(x)dx>0. |
Hence, for sufficiently large T,
∫0<|x|<1w(x)g(|x|2T2ρ)ℓdx≥C. | (3.17) |
Using (3.14), (3.15), (3.16) and (3.17), (3.13) follows.
Now, we are ready to prove the Fujita-type result given by Theorem 1.1. The proof is by contradiction and makes use of the nonlinear capacity method, which was developed by Mitidieri and Pohozaev (see e.g. [11]).
Proof of Theorem 1.1. (ⅰ) Suppose that problem (1.1) admits a global weak solution u with (u,∇u)∈Lploc(Q)×Lqloc(Q). By Propositions 3.2 and 3.3, for sufficiently large T, one has
CT≤min{A(ξT),B(ξT)}, | (3.18) |
where ξT is defined by (2.1),
A(ξT)=∫Qξ−1p−1T|ξTtt|pp−1dxdt+∫Qξ−1p−1T|ξTt|pp−1dxdt+∫Qξ−1p−1T|ΔξT|pp−1dxdt | (3.19) |
and
B(ξT)=∫Qφ−1p−1|ξTtt|pp−1dxdt+∫Qξ−1p−1T|ξTt|pp−1dxdt+∫Qξ−1q−1T|∇ξT|qq−1dxdt. | (3.20) |
Taking ℓ>max{2pp−1,qq−1}, using Lemmas 2.1, 2.3, 2.4 with κ=p, and Lemma 2.2 with κ=q, one obtains the following estimates
∫Qξ−1p−1T|ξTtt|pp−1dxdt≤CT−2pp−1+1+Nρ, | (3.21) |
∫Qξ−1p−1T|ξTt|pp−1dxdt≤CT−pp−1+1+Nρ, | (3.22) |
\begin{eqnarray} \int_Q \xi_T^{\frac{-1}{p-1}}|\Delta \xi_T|^{\frac{p}{p-1}}\,dx\,dt &\leq & C T^{\frac{-2\rho p}{p-1}+N\rho+1}, \end{eqnarray} | (3.23) |
\begin{eqnarray} \int_Q \xi_T^{\frac{-1}{q-1}}|\nabla \xi_T|^{\frac{q}{q-1}}\,dx\,dt &\leq & C T^{\frac{-\rho q}{q-1}+N\rho+1}. \end{eqnarray} | (3.24) |
Hence, by (3.19), (3.21), (3.22) and (3.23), one deduces that
A(\xi_T)\leq C\left(T^{\frac{-2p}{p-1}+1+N\rho}+ T^{\frac{-p}{p-1}+1+N\rho}+T^{\frac{-2\rho p}{p-1}+N\rho+1}\right). |
Observe that
\begin{equation} \frac{-2p}{p-1}+1+N\rho \lt \frac{-p}{p-1}+1+N\rho. \end{equation} | (3.25) |
So, for sufficiently large T , one deduces that
A(\xi_T)\leq C\left(T^{\frac{-p}{p-1}+1+N\rho}+T^{\frac{-2\rho p}{p-1}+N\rho+1}\right). |
Notice that the above estimate holds for all \rho > 0 . In particular, when \rho = \frac{1}{2} , it holds that
\begin{equation} A(\xi_T)\leq C T^{\frac{-p}{p-1}+1+\frac{N}{2}} \end{equation} | (3.26) |
Next, by (3.20), (3.21), (3.22), (3.24) and (3.25), one deduces that
B(\xi_T)\leq C\left(T^{\frac{-p}{p-1}+1+N\rho}+T^{\frac{-\rho q}{q-1}+N\rho+1}\right). |
Similarly, the above inequality holds for all \rho > 0 . In particular, when \rho = \frac{p(q-1)}{q(p-1)} , it holds that
\begin{equation} B(\xi_T)\leq C T^{\frac{-p}{p-1}+1+\frac{Np(q-1)}{q(p-1)}}. \end{equation} | (3.27) |
Therefore, it follows from (3.18), (3.26) and (3.27) that
0 \lt C\leq \min \left\{T^{\frac{-p}{p-1}+\frac{N}{2}}, T^{\frac{-p}{p-1}+\frac{Np(q-1)}{q(p-1)}}\right\}, |
which yields
\begin{equation} 0 \lt C\leq T^{\frac{-p}{p-1}+\frac{N}{2}}: = T^{\alpha(N)} \end{equation} | (3.28) |
and
\begin{equation} 0 \lt C\leq T^{\frac{-p}{p-1}+\frac{Np(q-1)}{q(p-1)}}: = T^{\beta(N)}. \end{equation} | (3.29) |
Notice that for N\in\{1, 2\} , one has
\alpha(N) = \left\{\begin{array}{lll} \frac{-p-1}{2(p-1)} &\mbox{if}& N = 1,\\ \frac{-1}{p-1} &\mbox{if}& N = 2, \end{array} \right. |
which shows that
\alpha(N) \lt 0,\quad N\in \{1,2\}. |
Hence, for N\in\{1, 2\} , passing to the limit as T\to \infty in (3.28), a contradiction follows ( 0 < C\leq 0 ). This proves part (ⅰ) of Theorem 1.1.
(ⅱ) Let N\geq 3 . In this case, one has
\alpha(N) \lt 0 \Longleftrightarrow p \lt 1+\frac{2}{N-2}. |
Hence, if p < 1+\frac{2}{N-2} , passing to the limit as T\to \infty in (3.28), a contradiction follows. Furthermore, one has
\beta(N) \lt 0 \Longleftrightarrow q \lt 1+\frac{1}{N-1}. |
Hence, if q < 1+\frac{1}{N-1} , passing to the limit as T\to \infty in (3.29), a contradiction follows. Therefore, we proved part (ⅱ) of Theorem 1.1.
(ⅲ) Let
\begin{equation} p \gt 1+\frac{2}{N-2}\quad\mbox{and}\quad q \gt 1+\frac{1}{N-1}. \end{equation} | (3.30) |
Let
\begin{equation} u(x) = \varepsilon (1+r^2)^{-\delta},\quad r = |x|,\quad x\in \mathbb{R}^N, \end{equation} | (3.31) |
where
\begin{equation} \max\left\{\frac{1}{p-1},\frac{2-q}{2(q-1)}\right\} \lt \delta \lt \frac{N-2}{2} \end{equation} | (3.32) |
and
\begin{equation} 0 \lt \varepsilon \lt \min\left\{1,\left(\frac{2\delta(N-2\delta-2)}{1+2^q\delta^q}\right)^{\frac{1}{\min\{p,q\}-1}}\right\}. \end{equation} | (3.33) |
Note that due to (3.30), the set of \delta satisfying (3.32) is nonempty. Let
w(x) = -\Delta u-|u|^p-|\nabla u|^q,\quad x\in \mathbb{R}^N. |
Elementary calculations yield
\begin{eqnarray} w(x)& = &2\delta \varepsilon \left[(1+r^2)^{-\delta-1}-2r^2(\delta+1)(1+r^2)^{-\delta-2}+(N-1)(1+r^2)^{-\delta-1}\right]\\ && -\varepsilon^p(1+r^2)^{-\delta p}-2^q\delta^q\varepsilon^qr^q(1+r^2)^{-(\delta+1)q}. \end{eqnarray} | (3.34) |
Hence, one obtains
\begin{eqnarray*} w(x) &\geq & 2\delta \varepsilon \left[(1+r^2)^{-\delta-1}-2(\delta+1)(1+r^2)^{-\delta-1}+(N-1)(1+r^2)^{-\delta-1}\right]\\ &&-\varepsilon^p(1+r^2)^{-\delta p}-2^q\delta^q\varepsilon^q(1+r^2)^{-(\delta+1)q+\frac{q}{2}}\\ & = & 2\delta \varepsilon (N-2\delta-2)(1+r^2)^{-\delta-1}-\varepsilon^p(1+r^2)^{-\delta p}-2^q\varepsilon^q\delta^q(1+r^2)^{-\left(\delta+\frac{1}{2}\right)q}. \end{eqnarray*} |
Next, using (3.32) and (3.33), one deduces that
w(x)\geq \varepsilon \left[2\delta (N-2\delta-2)-\varepsilon^{p-1}-2^q\varepsilon^{q-1}\delta^q\right](1+r^2)^{-\delta-1} \gt 0. |
Therefore, for any \delta and \varepsilon satisfying respectively (3.32) and (3.33), the function u defined by (3.31) is a stationary solution (then global solution) to (1.1) for some w > 0 . This proves part (ⅲ) of Theorem 1.1.
Proposition 4.1. Let N\geq 3 , \sigma < N and w\in I_\sigma^+ . Then, for sufficiently large T ,
\begin{equation} \int_Q w(x)\xi_T\,dx\,dt \geq C T^{\rho(N-\sigma)+1}. \end{equation} | (4.1) |
where \xi_T is defined by (2.1).
Proof. By (3.14) and (3.15), one has
\begin{equation} \int_Q w(x)\xi_T\,dx\,dt = CT\int_{0 \lt |x| \lt \sqrt{2}T^\rho} w(x) g\left(\frac{|x|^2}{T^{2\rho}}\right)^\ell\,dx. \end{equation} | (4.2) |
On the other hand, by definition of I_\sigma^+ , and using that g(s) = 1 , 0\leq s\leq 1 , for sufficiently large T , one obtains (since w, g\geq 0 )
\begin{eqnarray*} \int_{0 \lt |x| \lt \sqrt{2}T^\rho} w(x) g\left(\frac{|x|^2}{T^{2\rho}}\right)^\ell\,dx &\geq & \int_{0 \lt |x| \lt T^\rho} w(x) g\left(\frac{|x|^2}{T^{2\rho}}\right)^\ell\,dx\\ & = & \int_{0 \lt |x| \lt T^\rho} w(x)\,dx\\ &\geq & \int_{\frac{T^\rho}{2} \lt |x| \lt T^\rho} w(x)\,dx\\ &\geq & C \int_{\frac{T^\rho}{2} \lt |x| \lt T^\rho} |x|^{-\sigma}\,dx \\ & = & C T^{\rho(N-\sigma)}. \end{eqnarray*} |
Hence, using (4.2), (4.1) follows.
Now, we are ready to prove the new critical behavior for the problem (1.1) stated by Theorem 1.2.
Proof of Theorem 1.2. (ⅰ) Suppose that problem (1.1) admits a global weak solution u with (u, \nabla u)\in L^p_{loc}(Q)\times L^q_{loc}(Q) . By Propositions 3.2 and 4.1, for sufficiently large T , one obtains
\begin{equation} CT^{\rho(N-\sigma)+1}\leq \min\{A(\xi_T),B(\xi_T)\}, \end{equation} | (4.3) |
where \xi_T , A(\xi_T) and B(\xi_T) are defined respectively by (2.1), (3.19) and (3.20). Next, using (3.26) and (4.3) with \rho = \frac{1}{2} , one deduces that
\begin{equation} 0 \lt C\leq T^{\frac{-p}{p-1}+\frac{\sigma}{2}}. \end{equation} | (4.4) |
Observe that
\frac{-p}{p-1}+\frac{\sigma}{2} \lt 0 \Longleftrightarrow \sigma \lt \frac{2p}{p-1}. |
Hence, if \sigma < \frac{2p}{p-1} , passing to the limit as T\to \infty in (4.4), a contradiction follows. Furthermore, using (3.27) and (4.3) with \rho = \frac{p(q-1)}{q(p-1)} , one deduces that
\begin{equation} 0 \lt C\leq T^{\frac{p}{p-1}\left(\frac{\sigma(q-1)}{q}-1\right)}. \end{equation} | (4.5) |
Observe that
\frac{p}{p-1}\left(\frac{\sigma(q-1)}{q}-1\right) \lt 0\Longleftrightarrow \sigma \lt \frac{q}{q-1}. |
Hence, if \sigma < \frac{q}{q-1} , passing to the limit as T\to \infty in (4.5), a contradiction follows. Therefore, part (ⅰ) of Theorem 1.2 is proved.
(ⅱ) Let
\begin{equation} \sigma \geq \max\left\{\frac{2p}{p-1},\frac{q}{q-1}\right\}. \end{equation} | (4.6) |
Let u be the function defined by (3.31), where
\begin{equation} \frac{\sigma-2}{2} \lt \delta \lt \frac{N-2}{2} \end{equation} | (4.7) |
and \varepsilon satisfies (3.33). Notice that since \sigma < N , the set of \delta satisfying (4.7) is nonempty. Moreover, due to (4.6) and (4.7), \delta satisfies also (3.32). Hence, from the proof of part (iii) of Theorem 1.2, one deduces that
w(x) = -\Delta u-|u|^p-|\nabla u|^q \gt 0,\quad x\in \mathbb{R}^N. |
On the other hand, using (3.34) and (4.7), for |x| large enough, one obtains
w(x)\leq C (1+|x|^2)^{-\delta-1} \leq C |x|^{-2\delta-2}\leq C|x|^{-\delta}, |
which proves that w\in I_\sigma^- . This proves part (ⅱ) of Theorem 1.2.
We investigated the large-time behavior of solutions to the nonlinear damped wave equation (1.1). In the case when N\in\{1, 2\} , we proved that for all p > 1 , problem (1.1) admits no global weak solution (in the sense of Definition 1). Notice that from [5], the same result holds for the problem without gradient term, namely problem (1.5). This shows that in the case N\in\{1, 2\} , the nonlinearity |\nabla u|^q has no influence on the critical behavior of problem (1.5). In the case when N\geq 3 , we proved that, if 1 < p < 1+\frac{2}{N-2} or 1 < q < 1+\frac{1}{N-1} , then problem (1.1) admits no global weak solution, while if p > 1+\frac{2}{N-2} and q > 1+\frac{1}{N-1} , global solutions exist for some w > 0 . This shows that in this case, the Fujita critical exponent for the problem (1.1) is given by
p_c(N,q) = \left\{\begin{array}{lll} 1+\frac{2}{N-2} &\mbox{if}& q \gt 1+\frac{1}{N-1},\\ \infty &\mbox{if}& q \lt 1+\frac{1}{N-1}. \end{array} \right. |
From this result, one observes two facts. First, in the range q > 1+\frac{1}{N-1} , from [5], the critical exponent p_c(N, q) is also equal to the critical exponent for the problem without gradient term, which means that in this range of q , the nonlinearity |\nabla u|^q has no influence on the critical behavior of problem (1.5). Secondly, one observes that the gradient term induces an interesting phenomenon of discontinuity of the Fujita critical exponent p_c(N, q) jumping from 1+\frac{2}{N-2} to \infty as q reaches the value 1+\frac {1}{N-1} from above. In the same case N\geq 3 , we determined also the second critical exponent for the problem (1.1) in the sense of Lee and Ni [10], when p > 1+\frac{2}{N-2} and q > 1+\frac{1}{N-1} . Namely, we proved that in this case, if \sigma < \max\left\{\frac{2p}{p-1}, \frac{q}{q-1}\right\} and w\in I_\sigma^+ , then there is no global weak solution, while if \max\left\{\frac{2p}{p-1}, \frac{q}{q-1}\right\}\leq \sigma < N , global solutions exist for some w\in I_\sigma^- . This shows that the second critical exponent for the problem (1.1) in the sense of Lee and Ni is given by
\sigma^* = \max\left\{\frac{2p}{p-1},\frac{q}{q-1}\right\}. |
We end this section with the following open questions:
(Q1). Find the first and second critical exponents for the system of damped wave equations with mixed nonlinearities
\begin{eqnarray*} \left\{\begin{array}{lllll} u_{tt}-\Delta u +u_t & = & |v|^{p_1}+|\nabla v|^{q_1} +w_1(x) &\mbox{in}& (0,\infty)\times \mathbb{R}^N,\\ v_{tt}-\Delta v +v_t& = & |u|^{p_2}+|\nabla u|^{q_2} +w_2(x) &\mbox{in}& (0,\infty)\times \mathbb{R}^N, \end{array} \right. \end{eqnarray*} |
where p_i, q_i > 1 , w_i\in L^1_{loc}(\mathbb{R}^N) , w_i\geq 0 and w_i\not\equiv 0 , i = 1, 2 .
(Q2). Find the Fujita critical exponent for the problem (1.1) with w\equiv 0 .
(Q3) Find the Fujita critical exponent for the problem
u_{tt}-\Delta u +u_t = \frac{1}{\Gamma(1-\alpha)}\int_0^t (t-s)^{-\alpha}|u(s,x)|^{p}\,ds +|\nabla u|^{q} +w(x),\quad t \gt 0,\,x\in \mathbb{R}^N, |
where N\geq 1 , p, q > 1 , 0 < \alpha < 1 and w\in L^1_{loc}(\mathbb{R}^N) , w\geq 0 . Notice that in the limit case \alpha \to 1^- , the above equation reduces to (1.1).
(Q4) Same question as above for the problems
u_{tt}-\Delta u +u_t = |u|^p+\frac{1}{\Gamma(1-\alpha)}\int_0^t (t-s)^{-\alpha}|\nabla u(s,x)|^{q}\,ds+w(x) |
and
u_{tt}-\Delta u +u_t = \frac{1}{\Gamma(1-\alpha)}\int_0^t (t-s)^{-\alpha}|u(s,x)|^{p}\,ds +\frac{1}{\Gamma(1-\beta)}\int_0^t(t-s)^{-\beta}|\nabla u(s,x)|^{q} +w(x), |
where 0 < \alpha, \beta < 1 .
The author is supported by Researchers Supporting Project RSP-2020/4, King Saud University, Saudi Arabia, Riyadh.
The author declares no conflict of interest.
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