Stability of solutions of nonlinear diffusion problems
The authors consider stability theorems for solutions of the boundary-value problem \[ (\text{I})\qquad u_t = F(x, u, u_x, u_{xx}),\quad x\in [a, b],\ t > 0, \] \[ (\text{II})\quad u_x(a, t) = f_1(u(a, t))\text{ and }u_x(b, t) = f _2(u(b, t)),\quad\text{for all }t > 0. \tag{D} \] \[ (\text{III})\qquad u(x, 0) = \varphi (x). \] The differentiability assumptions on \(F, f_1, f_2, \varphi\), and \(u\) are, \(F\in C^1\) and \(F\) is non-decreasing in \(u_{xx}\), \(\vert f_i\vert + \vert f'_i\vert \le M\), \(i = 1,2\), \(\varphi\in C^2([a, b])\), \(u, u_x, u_{xx}, u_t\in C((a, b)\times (0,\infty))\), and \(u, u_x \in C^1([a, b] \times (0, \infty))\). The notation \(u(\varphi; x, t)\) is used to denote a solution to problem (D). Definition 1. Suppose for every \(\varepsilon > 0\) there is a \(\delta > 0\) such that if \(\psi(x)\) satisfies \(\max_{x\in (a,b)} \vert\psi(x) - \varphi(x)\vert < \delta\) then it is true that \(\max_{x\in (a,b)} \vert u(\varphi; x, t) - u(\psi; x, t)\vert < \varepsilon\). Then \(u(\varphi; x, t)\) is called a stable solution to problem (D). Theorem. Consider problem (D) and assume there is a one-parameter family \(v(x, \lambda)\), \(\lambda\in [\lambda_1, \lambda_2]\), of solutions of \(F(x, v, v_x, v_{xx}) = 0\) satisfying the following four conditions: (i) There is a number \(\lambda'\in (\lambda_1, \lambda_2)\) such that \(v_x(a, \lambda') = f_1(v(a, \lambda'))\) and \(v_x(b, \lambda') = f_2(v (b, \lambda'))\). (ii) \(v_\lambda(x, \lambda) > 0\) for all \(x\in [a, b]\) and \(\lambda\in [\lambda_1, \lambda_2]\). (iii) \(v_x(a, \lambda) > f_1(v(a, \lambda))\) and \(v_x(b, \lambda) < f_2(v(b, \lambda))\) for \(\lambda\in [\lambda_1, \lambda']\). (iv) \(v_x(a, \lambda) < f_1(v(a, \lambda))\) and \(v_x(b, \lambda) > f_2(v(b, \lambda))\) for \(\lambda\in [\lambda', \lambda_2]\). Then, if \(\varphi(x) = v(x, \lambda')\), \(u(\varphi; x, t)\equiv \varphi(x)\) is a solution of problem (D), i. e., there is a steady-state solution to problem (D). Corollary. Suppose there exists a solution, \(v(x)\), of \(F(x, v, v_x, v_{xx}) = 0\) satisfying \(v_x(a) < f_1(v(a))\) and \(v_x(b) > f_2(v(b))\). Then if \(u(\psi; x, t)\) is a solution to (D) where \(\psi(x)<v(x)\) for all \(x\in [a, b]\), we have \(u(x,t) < v(x)\) for all \(x\in [a, b]\) and \(t > 0\). The authors also state a theorem giving sufficient conditions for the existence of an unstable, steady-state solution to (D). The conditions amount to reversing some of the inequalities in the previous theorem.
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