Parabolic power concavity and parabolic boundary value problems (Q2448339)

The paper deals with the space-time concavity of solutions of parabolic equations in a convex cylinder \(D = \Omega \times (0, +\infty)\), where \(\Omega\) is a bounded convex domain in \(\mathbb R^n\), \(n \geq 1\). Several degrees of concavity are considered. To be more precise, the mean \(M_p(a,b;\lambda)\) of two positive numbers \(a,b\) with exponent \(p \neq 0\) and parameter \(\lambda \in (0,1)\) is defined as \[ M_p(a,b;\lambda) = \big((1 - \lambda) \, a^p + \lambda \, b^p\big)^{1/p} \] and then extended by continuity to the cases \(p = 0\) and \(p = \pm \infty\). A non-negative function \(f(x)\) of the space variable \(x \in \Omega\) is called \(q\)-concave if \[ f \big( (1 - \lambda) \, x_1 + \lambda \, x_2 \big) \geq M_q \big( f(x_1), f(x_2); \lambda \big) \] for all \(x_1,x_2 \in \Omega\) and all \(\lambda \in (0,1)\). Furthermore, a non-negative function \(u(x,t)\) of the space-time variable \((x,t) \in \overline D\) is said \(\alpha\)-parabolically \(p\)-concave if \[ u \big( (1 - \lambda) \, x_1 + \lambda \, x_2, \, M_\alpha(t_1,t_2;\lambda) \big) \geq M_p \big( u(x_1,t_1),u(x_2,t_2);\lambda \big) \] for all \((x_1,t_1),(x_2,t_2) \in \overline D\) and all \(\lambda \in (0,1)\). In particular, the authors prove the following result. Let \(u \in C^{2,1}(D) \cap C^0(\overline D)\) be a solution of \[ \begin{cases} u_t = \Delta u + f(x) &\text{in }D, \\ u = 0 &\text{on }\partial D,\end{cases} \] where \(f(x)\) is a non-negative function. (i) If \(f\) is \(q\)-concave in \(\Omega\) for some \(q \geq 1\), then \(u\) is \(\alpha\)-parabolically \(p\)-concave in \(\overline D\) with \(p = q / (1 + 2q)\) and for all \(\alpha \geq 1/2\). ii) If \(f\) is a positive constant then \(\sqrt{u(x, t^{1/\alpha})}\) is concave in \(\overline D\) for all \(\alpha \geq 1/2\). More general equations are also considered. Proofs are based on the \(\alpha\)-parabolically \(p\)-concave envelope \(u_{\alpha,p}\) of the solution \(u\), which is the smallest \(\alpha\)-parabolically \(p\)-concave function larger than or equal to \(u\). The equality \(u_{\alpha,p} = u\) is proved by means of the comparison principle for viscosity solutions of parabolic equations. Moreover, the heat energy \(H(t)\) given by \[ H(t) = \int_\Omega u(x,t) \, dx \] is also investigated. In the case (i) indicated above, the heat energy \(H(t)\) turns out to be \(\beta\)-concave in the variable \(t \in (0,+\infty)\) for \(\beta = q/[(n + 2) \, q + 1]\). In the case (ii), instead, \(H(t)\) is \(\beta\)-concave with \(\beta = 1/(n + 2)\). The paper is related to the classical contributions of \textit{C. Borell} [Ann. Inst. Henri Poincaré, Probab. Stat. 32, No. 3, 387--393 (1996; Zbl 0854.60058)], \textit{N. J. Korevaar} [Indiana Univ. Math. J. 32, 603--614 (1983; Zbl 0481.35024)], \textit{A. U. Kennington} [ibid. 34, 687--704 (1985; Zbl 0549.35025)] and \textit{B. Kawohl} [Math. Methods Appl. Sci. 8, 93--101 (1986; Zbl 0616.35006)]. The present contribution is part of a series on parabolic equations by the same authors. See, for instance, [\textit{K. Ishige} and \textit{P. Salani}, Math. Nachr. 283, No. 11, 1526--1548 (2010; Zbl 1206.35020)] as well as [Discrete Contin. Dyn. Syst., Ser. S 4, No. 4, 851--864 (2011; Zbl 1223.35188)].