0006009v1
0006009v1
Paolo DALL’AGLIO
Abstract
The behaviour of solutions to fourth order problems is studied through the decomposition
into a system of second order ones, which leads to relaxed formulations with the intro-
duction of measure terms. This allows to solve a shape optimization problem for a simply
supported thin plate.
1. Introduction
In this paper we study the asymptotic behaviour of solutions of fourth order elliptic
problems on varying domains.
This has been widely studied in the past, in the case of second order elliptic oper-
ators (see for instance [6], [9], [7]). We will use such results decomposing fourth order
differential equations into a system of second order ones.
Given a bounded open set U in IRn , n ≥ 2 and a function f ∈ H -1(Ω) , the fourth
order equation
∆2 u = f in H -1(Ω)
is linked to the model for the vertical displacement u of an thin plate, occupying a region
U , simply supported on ∂U , subjected to a load f . Simply supported means that the
boundary is fixed, but that the plate is free to rotate around the tangent to ∂U . For the
general treatment of plate theory we refer to [15], [11], [4], [14], [5].
In particular we want to study the asymptotic behaviour of solutions when the
domain varies. To this aim we will show (Proposition 3.1) that problem (1.1) is equivalent
to the system of second order equations
−∆u = v in H -1(U )
u ∈ H10 (U )
(1.2)
−∆v = f in H -1(U )
v ∈ H10 (U ).
This problem can be handled with the theorems valid in the second order case (Theorems
2.1 and 2.2), and it will be proved that if un are the solutions of problems like (1.2) on
a sequence of subdomains Un of a given bounded domain Ω , then a subsequence of un
converges weakly in H10 (Ω) to a function uµ solving
−∆uµ +
µuµ = v
1
uµ ∈ H0 (Ω) ∩ L2µ (Ω)
(1.3)
−∆v + µv = f
v ∈ H1 (Ω) ∩ L2 (Ω).
0 µ
where µ is a measure.
The study will be carried on for general fourth order elliptic operators with constant
coefficients and no lower order terms, that can be splitted into two second order ones.
2 P. DALL’AGLIO
where U(Ω) is the family of all open subset of Ω and uU is the solution of the problem
of type (1.1) in the set U .
In section 6 it will be shown that, in general, problem (1.4) does not have a solution.
Hence a relaxed optimization problem will be introduced, where the set over which we
minimize is the set of functions uµ , where µ is a measure and uµ solves the relaxed
problem (1.3). This set is the closure of {uU : U ∈ U(Ω)} in L2 (Ω) . This problem will
always have solution and its minimum will coincide with the infimum of integral in (1.4).
This shape optimization problem, in the second order case, was studied in [1], [2],
[3].
Given an open subset U of IRn , H10 (U ) is the usual Sobolev Space, H -1(U ) its dual,
and h·, ·i the duality pairing. If U ⊂ Ω and u ∈ H10 (U ) , then the function
u in U
ũ :=
0 in Ω \ U
is in H10 (Ω) . From now on we will always denote, with the same symbol u , a function
and its extension ũ .
In this paper we will deal with elliptic operators L : D ′ (Ω) → D ′ (Ω) of the form
X
Lu = cα ∂ α u,
|α|=m
where α and β are multiindeces, and m is the order of the operator that will be 2 or 4.
In any case they will be without lower order term and with constant coefficients.
The operators will be assumed to be elliptic in the sense that
X
cα ξ α ≥ γ|ξ|m , ∀ ξ ∈ IRn ,
|α|=m
Asymptotic behaviour of solutions of fourth order Dirichlet problems 3
−∆u = f in H -1(U )
Au + µu = f,
Theorem 2.1. Let A be a second order elliptic operator, as described above. For every
sequence {µn } in M0 (Ω) there exists a subsequence µnk such that, for every sequence
{g } in H -1(Ω) , strongly convergent to g ∈ H -1(Ω) , we have
n
respectively.
Theorem 2.2. For any measure µ ∈ M0 (Ω) there exists a sequence Un of open subsets
of Ω such that, for any sequence {gn } in H -1(Ω) , strongly convergent to g ∈ H -1(Ω) ,
the solutions zn of the problems
Azn = gn in H -1(Un )
zn ∈ H10 (Un )
Fourth order elliptic problems are studied mainly with two different kinds of bound-
ary conditions. In the model case of the bi-laplacian, they correspond to two different
physical problems regarding, as said above, the displacement of a thin plate. Problems
of the type
∆ u = f in H -1(Ω)
2
u ∈ H20 (Ω)
∂u
correspond to having u = = 0 on ∂Ω , that is to say that the plate is clamped along
∂n
its boundary. The asymptotic behaviour of the solutions of such problems has been
studied in [10].
In this work we deal with the second kind of boundary conditions, as in (1.1), and
we do it decomposing the problem in a system of two second order equations.
The decomposability of the fourth order operator
X
Lu = cα ∂ α u
|α|=4
It is a simple algebraic fact that, if the polynomial can be splitted into two second
degree polynomials
P (ξ) = Q(ξ)R(ξ),
then other decompositions can be obtained only by exchanging the order or multiplying
and dividing by constants. Observe that, according to (2.1), if P is elliptic, then so are
R and Q .
We remark here that such a decomposition can always be done in the two dimensional
case. In higher dimensions this is not always possible.
So assume that
X Xn n
X
Lu = cα ∂ α = bij ∂j ∂i akl ∂k ∂l u = BAu.
|α|=4 i,j=1 k,l=1
6 P. DALL’AGLIO
n
X n
X
Proposition 3.1. Let U be a subset of Ω , and A = aij ∂j ∂i , B = bij ∂j ∂i be
i,j=1 i,j
second order elliptic operators with constant coefficients. Let f ∈ H -1(U ) . The following
three problems are equivalent:
Au = v in H -1(U )
1 2
u ∈ H (U ) : Au ∈ L (U )
-
1 0
BAu = f in H (U )
u ∈ H10 (U )
Z
(i) Au ∈ H10 (U ) (ii) AuBϕ dx = hf, ϕi (iii)
Bv = f in H -1(U )
u ∈ H10 (U ) U
1 2
∀ϕ ∈ H0 (U ) : Bϕ ∈ L (U ) v ∈ H10 (U )
(3.1)
Proof. (i) ⇒ (ii) . The equality hBAu, ϕi = hf, ϕi holds in particular for any ϕ in
H10 (U ) such that Bϕ ∈ L2 (U ) . Since B is symmetric and Au ∈ H10 (U ) we get
Z
AuBϕ dx = hBϕ, Aui = hBAu, ϕi = hf, ϕi
U
Then
hBϕ, vi = hf, ϕi
Taking z = Au − v , we get that kAu − vk2L2 (U) = 0 , hence Au = v , and u solves problem
(iii) .
(iii) ⇒ (ii) . If u is a solution of (iii) then
Remark 3.2. The equivalence af these problems gives for free existence and uniqueness,
since this is true for problem (iii) thanks to the observation made in section 2. This
is not obvious for problem (ii) because the spaces of solution and of test functions are
different.
Remark 3.3. Notice that if the boundary of U is regular, then by regularity theorems,
Au ∈ L2 (U ) implies that u belongs to H2 (U ) . The same is true for the test functions
ϕ. So the problem(3.1) (ii) becomes:
u ∈ H10 (U ) ∩ H2 (U )
Z
AuBϕ dx = hf, ϕi
U
∀ϕ ∈ H10 (U ) ∩ H2 (U ).
8 P. DALL’AGLIO
Remark 3.4. It is important to remark that the boundary conditions in the equivalent
problems (3.1) (i)(ii)(iii) depend on the choice of the decomposition L = BA .
If we have two decompositions, in the sense that
Lϕ = B1 A1 ϕ = B2 A2 ϕ, ∀ϕ ∈ D ′ (Ω),
then the boundary conditions in (3.1) (i) are different. Hence also the other problems
(ii) and (iii) differ. Had we chosen the Dirichlet boundary conditions, that is seeking
u ∈ H20 (U ) , all decompositions would have given the same solution. But in this case
what makes the difference is the boundary condition, as can be seen with the following
example.
Au = ∆u and Bu = ∆u + uyy .
But the integral in equation (3.1) (ii) will be different according to which operator we
will apply first:
Z Z
AuBv dx = (uxx vxx + 2uyy vyy + 2uxx vyy + uyy vxx ) dx ,
Z Z
BuAv dx = (uxx vxx + 2uyy vyy + uxx vyy + 2uyy vxx ) dx .
Computations show that these two integrals differ by a term on the boundary, which
would vanish if functions where in H20 (U ) .
We come now to examine problem (3.1) (i) when we have a sequence of domains Un
all contained in Ω . Let f be in H -1(Ω) (this implies it is also in H -1(Un ) for any Un )
and consider always functions of H10 (Un ) trivially extended to the whole of Ω . As proved
in Proposition 3.1, we can study directly
Au = v in H -1(Un )
n 1n
un ∈ H0 (Un )
(4.1)
Bv = f in H -1(Un )
n 1
vn ∈ H0 (Un ).
Asymptotic behaviour of solutions of fourth order Dirichlet problems 9
Bvn = f in H -1(Un )
vn ∈ H10 (Un ).
From Theorem 2.1 we know that there exist a subsequence, which we still call Un , and
a measure µB , depending on the sequence Un , on the operator B , but not on f , such
that
vn ⇀ v weakly in H10 (Ω)
and v solves
Bv + µB v = f
(4.2)
v ∈ H10 (Ω) ∩ L2µB (Ω),
Aun = vn in H -1(Un )
un ∈ H10 (Un ),
taking as Un only those in the subsequence obtained for B . Again there exists a subse-
quence, which we still call Un , and a measure µA , depending on the sequence Un , on
the operator A , but not on the sequence vn , such that
and u solves
Au + µA u = v
(4.3)
u ∈ H10 (Ω) ∩ L2µA (Ω).
This allows us to conclude that, if un are the solutions of system (4.1) then, up to a
subsequence,
un ⇀ u weakly in H10 (Ω)
The goal of this section is to write problem (4.4) as a single equation of the form
Z
(Au + µA u)(Bϕ + µB ϕ) dx = hf, ϕi.
Ω
w ∈ H10 (Ω) : Bw ∈ L2 (Ω) and operators ΛµA and ΛµB which give meaning to the
integral Z
ΛµA u ΛµB ϕ dx.
Ω
The construction of such operators will be done only relatively to operator A , being the
one relative to B perfectly analogous.
Consider the operator
VA (Ω) := w ∈ H10 (Ω) ∩ L2µA (Ω) : ∃z ∈ H10 (Ω) ∩ L2µA (Ω) s.t. w = RA z .
and on its image RA is one-to-one. So, on the space VA (Ω) , the inverse operator can be
defined:
ΛµC : VA (Ω) −→ H10 (Ω) ∩ L2µA (Ω).
w 7−→ z s.t. w = RA z
Observe now that the operator RA is symmetric, that is:
Last equality holds because both ΛµB ϕ and ΛµA u are in L2 (Ω) .
Hence we can conclude that the function u , solution of (4.4), also solves
u ∈ VA (Ω)
Z
ΛµB ϕ ΛµA u dx = hf, ϕi
Ω
∀ϕ ∈ VB (Ω).
then, by the definition, v = RB f . Hence, taken any z ∈ H10 (Ω) ∩ L2µB (Ω) , we set
ϕ := RB z , and we have:
kv − ΛµA uk2L2 = 0,
so
ΛµA u = v,
u ∈ VA (Ω)
Z
ΛµB ϕ ΛµA u dx = hf, ϕi
Ω
∀ϕ ∈ VB (Ω),
It is importat to remark that the road back to the equivalence with a fourth order
problem stops here. This is because, in general, the image of ΛµA is not contained in
the domain of ΛµB , even if A = B and the two measures coincide.
2n
with b ∈ L1 (Ω) , β ∈ IR and 1 ≤ p < 2∗ , where 2∗ = is the Sobolev exponent.
n−2
Asymptotic behaviour of solutions of fourth order Dirichlet problems 13
We want to study Z
min j(x, uU (x)) dx, (6.2)
U∈U(Ω)
Ω
where U(Ω) is the family of all open subsets of Ω and uU is the solution, trivially
extended in Ω \ U , of the problem
∆2 u = f in H -1(U )
∆u ∈ H10 (U )
u ∈ H10 (U ).
In general problem (6.2) does not have solution, in the sense that the infimum is not
attained on the set {uU : U ∈ U(Ω)}. This can be seen with the following example.
Example 6.1. Consider the case of Ω ⊂ IRn with smooth boundary. Consider a function
and set
z := −∆w + w, f := −∆z + z. (6.3)
Consider now
2
j(x, s) = (s − w(x)) ,
takes the value zero if and only if u = w a.e. It will turn out from the theory (see
equation (6.7)) that zero is in fact the infimum of the functional over all solutionds of
Dirichlet problems on subsets of Ω .
We prove now that, with this choice of f , w can not be the solution of the problem
∆2 uU = f in H -1(U )
∆uU ∈ H10 (U )
uU ∈ H10 (U ),
−∆uU = v in H -1(U )
uU ∈ H10 (U )
−∆v = f in H -1(U )
v ∈ H10 (U ).
14 P. DALL’AGLIO
First consider the case when cap(Ω \ U ) = 0 . Then the spaces H10 (Ω) and H10 (U )
coincide (see for instance Theorem 4.5 in [13]), and the problem in U is the same as the
problem in Ω . We show that w 6= uΩ . From (6.3) we have
∆2 w − ∆w = −∆z
=f −z
= f + ∆w − w.
w
So ∆2 w = f + 2∆w − w , and hence w can be such that ∆2 w = f only if −∆w = −
2
but this is impossible because, by the maximum principle, w should be negative, while
we have choosen it strictly positive.
The second case is when cap(Ω \ U ) > 0 . If this happens uU has to be zero in Ω \ U ,
so that uU 6= w on a set of non-zero capacity. But for functions in H10 (Ω) to be equal
Lebesgue-a.e. is the same as cap-a.e., hence uU can not be a minimizer for (6.4).
The example shows then, that to be able to solve always our optimization problem,
it is convenient to seek our minima in the larger set M := {uµ : µ ∈ M0 (Ω)} , which is
the closure of N := {uU : U ∈ U(Ω)} in the weak topology of H10 (Ω) . In other words
we introduce the relaxed optimization problem
Z
min j(x, uµ (x)) dx, (6.5)
µ∈M0 (Ω)
Ω
As for the first thing, we need to show that the set M is closed in the weak topology
of H10 (Ω) . So consider minimizing sequence µn and let uµn be the solutions of the
Asymptotic behaviour of solutions of fourth order Dirichlet problems 15
systems
−∆uµn + uµn µn = vµn
u ∈ H1 (Ω) ∩ L2 (Ω)
µn 0 µn
−∆vµn + vµn µn = f
v ∈ H1 (Ω) ∩ L2 (Ω).
µn 0 µn
Applying Theorem 2.1 to the second equation we have that there exist a subsequence,
called for simplicity µn , and a measure µ ∈ M0 (Ω) such that vµn ⇀ vµ weakly in H10 (Ω) ,
−∆vµ + vµ µ = f
vµ ∈ H10 (Ω) ∩ L2µ (Ω).
Applying again Theorem 2.1 to the first equation (only those corresponding to the
subsequence), we obtain that
−∆z = w
z ∈ H10 (U )
−∆w =
1
g
w ∈ H0 (U )
since this holds for second order problems as can be seen, for instance, in [2].
This ensures us that problem (6.5) is indeed an extension of (6.2), in the sense that
N ⊆ M , so that
Z Z
min j(x, uµ (x)) dx ≤ inf j(x, uU (x)) dx.
µ∈M0 (Ω) U∈U(Ω)
Ω Ω
Lemma 6.2. Let µ ∈ M0 (Ω) . Then there exists a sequence Un of subsets of Ω such
that
uUn ⇀ uµ weakly in H10 (Ω)
−∆uUn = vn in H -1(Un )
−∆uµ + uµ µ = vµ
u ∈ H1 (Ω) ∩ L2 (Ω)
uUn ∈ H10 (Un )
µ 0 µ
and
−∆vn = f in H -1(Un ) −∆vµ + vµ µ = f
v ∈ H1 (Ω) ∩ L2 (Ω).
vn ∈ H10 (Un )
µ 0 µ
Proof. We know, from Theorem 2.2, that given µ, we have a sequence of sets Un such
that, for every g ∈ H -1(Ω) , if
−∆zn = g in H -1(Un )
zn ∈ H10 (Un ).
Since the sequence Un depends only on the operator and not on the right hand side the
same sequence of sets suits for the problem in u . Hence uUn converge to uµ solution of
the second system. Z
Since, by the hypothesis (6.1), the operator u 7→ j(x, u) dx is continuous in the
strong topology of L2 (Ω) (see [2] Theorem 4.1), the density result enables us to conclude
that Z Z
min j(x, uµ (x)) dx = inf j(x, uA (x)) dx.
µ∈M0 (Ω) U∈U(Ω)
Ω Ω
This ensures us also that every solution of a relaxed system can be approximated by
solutions of fourth order problems.
Remark 6.3. We remark here that the model case of the bi-laplacian can be extended
without changes in the proofs to the case of a fourth order elliptic operator with constat
coefficients L such that
Lu = C 2 u,
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