Existence and uniqueness of solutions for a class of nonlinear diffusion equations (Q1105119)

Let \(d\geq 1\), and set \[ K_ d=\{x=(x_ 1,...,x_ d): x_ 1\geq 0,...,x_ d\geq 0,\quad 1-\sum^{d}_{i=1}x_ i\geq 0\}. \] \({\mathcal M}^*(K_ d)\) denotes the totality of bounded Borel measures excluding the zero measure, which is equipped with the topology of weak convergence, \(C(K_ d)\) \((C^ 2(K_ d))\) is the totality of continuous functions \((C^ 2\)-functions) defined on \(K_ d\), and \(<u,f>\) stands for the integration of \(f\in C(K_ d)\) by \(u\in {\mathcal M}^*(K_ d).\) We now give three functions \(\alpha =(\alpha_{ij}(x,y))_{1\leq i\leq d,1\leq j\leq r}: K_ d\times K_ d\to R^ d\times R^ r\), \(b=(b_ i(x,y))_{1\leq i\leq d}: K_ d\times K_ d\to R^ d\) and \(c=c(x,y): K_ d\times K_ d\to R\). for each \(u\in {\mathcal M}^*(K_ d)\), \(\alpha [x,u]=(\alpha_{ij}[x,u])\) is defined by \(\alpha_{ij}[x,u]=<u,\alpha_{ij}(x,.)>/<u,1>\) (1\(\leq i\leq d\), \(1\leq j\leq r)\). \(b[x,u]=(b_ i[x,u])\) and c[x,u] are defined in the same fashion. For \(u\in {\mathcal M}^*(K_ d)\), let us consider the following differential operator \(L_ u\), \[ (1.1)\quad L_ u=(1/2)\sum^{d}_{i=1}\sum^{d}_{j=1}a[x,u]_{ij}\partial^ 2/\partial x_ i\partial x_ j+\sum^{d}_{i=1}b_ i[x,u]\partial /\partial x_ i+c[x,u], \] where \(a[x,u]_{ij}=\sum^{r}_{k=1}\alpha_{ik}[x,u]\alpha_{jk}[x,u]\) (1\(\leq i,j\leq d)\). The problem is to find an \({\mathcal M}^*(K_ d)\)- valued function u(t) satisfying the following nonlinear equation: \[ (1.2)_ a\quad (d/dt)<u(t),f>=<u(t),L_{u(t)}f>\text{ for every } f\in C^ 2(K_ d), \] with the initial condition \((1.2)_ b\) \(u(0)=u\in {\mathcal M}^*(K_ d).\) For the existence of solutions for the equation (1.2) we need a boundary condition for the coefficients; for \(1\leq i\leq d\) and \(1\leq j\leq r\) \[ (1.3)\quad \alpha_{ij}(x,y)=0\;if\;x\in K_ d,\;y\in K_ d\;and\;x_ i=0, \] and \[ \sum^{d}_{i=1}\sum^{d}_{j=1}\sum^{d}_{k=1}\alpha_{ik}(x,y)\alpha_{jk}(x,y') =0\;if\;x\in K_ d,\;y\in K_ d,\quad y'\in K_ d\;and\;\sum^{d}_{i=1} x_ i=1, \] \[ (1.4)\quad b_ i(x,y)\geq 0\;if\;x\in K_ d,\;y\in K_ d\;and\;x_ i=0, \] and \[ \sum^{d}_{i=1} b_ i(x,y)\leq 0\;if\;x\in K_ d,\;y\in K_ d\;and\;\sum^{d}_{i=1}x_ i=1. \] Under these conditions (1.3) and (1.4), assuming that all \(\alpha =(\alpha_{ij}(x,y))\), \(b=(b_ i(x,y))\) and \(c=c(x,y)\) are Lipschitz continuous on \(K_ d\times K_ d\), the author establishes the existence and uniqueness of \({\mathcal M}^*(K_ d)\)-valued solutions for the equation (1.5).