Abstract
Let \(G=(V,E)\) be an infinite graph. The purpose of this paper is to investigate the nonexistence of global solutions for the following semilinear heat equation
where \(\Delta \) is an unbounded Laplacian on G, \(\alpha \) is a positive parameter and \(u_0\) is a nonnegative and nontrivial initial value. Using on-diagonal lower heat kernel bounds, we prove that the semilinear heat equation admits the blow-up solutions, which is viewed as a discrete analog of that of Fujita (J Fac Sci Univ Tokyo 13:109–124, 1966) and had been generalized to locally finite graphs with bounded Laplacians by Lin and Wu (Calc Var Partial Diff Equ 56(4):22, 2017). In this paper, new techniques have been developed to deal with unbounded graph Laplacians.
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1 Introduction and main results
Recently, there have been increasingly more studies on non-linear partial differential equations on graphs, especially the existence and nonexistence of solutions for such equations. For example, Grigor’yan, Lin and Yang [7, 8] used the variation method to get the existence results for Yamabe type equations and Kazdan-Warner equations on graphs. Using the Nehari method, Zhang and Zhao [20] proved that the nonlinear Schrödinger equation has a nontrivial ground state solution, and the ground state solution is convergent. Lin and Yang [13] proposed a heat flow for the mean field equation and obtained the existence of a unique solution on graphs.
On \({\mathbb {R}^{n}},\) Fujita [4] considered the following Cauchy problem of the semilinear heat equation
where \(\alpha >0\) and \(u_0\) is initial value. Fujita showed that if \(\alpha <\frac{n}{2}\), then for any nonnegative and nontrivial initial value, the solution of Eq. (1.1) blows up in finite time. The discretization of this problem has attracted lots of attentions. For example, Lin and Wu [15, 16] studied blow-up phenomenon of the semilinear heat equation on locally finite graphs. In [19], Wu established a new heat kernel lower estimate on graphs, and used it to improve the blow-up result that was done in [15]. Based on [16], Lenz, Schmidt and Zimmermann [12] presented a sufficient condition for blow-up of solutions to the abstract semilinear heat equation on measure spaces, including graphs. Chung and Choi [1] developed a new condition for blow-up solution to the semilinear heat equation on networks. Liu [11] considered the semilinear heat equation on a finite subgraph and investigated the conditions of blow-up phenomenon.
The common thing of the existing conclusions about blow-up phenomenon of the semilinear heat equation on graphs is for bounded Laplacians. However, in the case of manifolds, the geometry does not need to be assumed to be bounded, and it was able to work with for unbounded Laplacians. Furthermore, in the studies of the existence of solutions to partial differential equations on graphs, there are very few of them concerned with unbounded Laplacians. Recently, by assuming that the weights of the graph have a positive lower bound and the distance function of the graph belongs to \(L^p\), which allows an unbounded Laplcian, Lin and Yang [14] derived the existence of solutions to Schrördinger equation, Mean field equation and Yamabe equation on locally finite graphs.
In this paper, we focus on the existence and non-existence of solutions to the semilinear heat equation on locally finite graphs with unbounded Laplcians. To deal with unbounded Laplcians, we introduce mild solution to avoid exchanging \(P_t\) (semigroup) and \(\Delta \), and then prove the existence of mild solution with small time to the semilinear heat equation (Theorem 1.2). Furthermore, by introducing intrinsic metric to graphs, we obtain on-diagonal lower heat kernel bounds (Theorem 1.1) and then get the nonexistence of solutions to the semilinear heat equation for unbounded Laplcians (Theorem 1.3).
Let us recall some basic notations and definitions for weighted graphs. Let V be a countable discrete space as the set of vertices of a graph, \(\omega : V \times V\rightarrow [0,\infty )\) be an edge weight function that satisfies \(\omega _{xy}=\omega _{yx}\) for all \(x,y \in V\) and \(\omega _{xy}>0\) if and only if xy is an edge (which is denoted by \(x\sim y\)), and \(m: V\rightarrow (0,\infty )\) be a positive measure on V. These induce a weighted graph \(G=(V,\omega ,m)\). We assume that the measure is non-degenerate,
The graph is called locally finite if the sets \(\{y\in V: w_{xy}>0\}\) are finite for all \(x\in V.\) In this paper, we are interested in connected and locally finite graphs.
The space of real valued functions on V is denoted by C(V) and the space of finitely supported functions is denoted by \(C_0(V)\). \(C_0(V)\) is dense in \(\ell ^p(V,m), p\in [1,\infty ]\), the \(\ell ^p\) spaces of functions on V with respect to the measure m.
On C(V), we define the Laplacian as
As well known, the Laplacian \(\Delta \) is bounded in \(\ell ^2(V,m)\) if and only if
In this paper, we consider unbounded Laplacians. We denote by \(P_t=e^{t\Delta }\) the semigroup associated to \(\Delta \). The heat kernel p(t, x, y) with \(t>0, x,y\in V\) is the smallest non-negative fundamental solution for the discrete heat equation \(\partial _tu=\Delta u.\) Moreover, for any \(f\in \ell ^p(V,m)\) with \(p\in [1,\infty ]\) and \(x\in V\),
In order to adapt to unbounded Laplacians, we use the intrinsic metric on graphs. For manifolds, the intrinsic metric naturally arises from the energy form as well as from the geometry, which was introduced on graphs by Keller and Lenz [10] and improved by Frank et al. [5].
Definition 1.1
[Intrinsic metric] An intrinsic metric \(\rho : V\times V\rightarrow [0,\infty )\) is a distance function satisfying for any \(x\in V\)
We say \(\rho \) has finite jump, if there exists a positive constant j such that the jump size
Fixed a point \(x\in V\), the ball on graphs with the intrinsic metric \(\rho \) is defined by
where \(r\ge 0\). We say \(B_\rho (x,r)\) is finite, if it is of finite cardinality, namely \(\sharp B_\rho (x,r)<\infty \). The volume of balls \(B_\rho (x,r)\) is
Definition 1.2
[Polynomial volume growth] G has polynomial volume growth of degree \(n\in \mathbb {N}_+\), if there exist constants \(C>0\) and \(r_0>0\), such that for all \(x\in V\), \(r\ge r_0\),
In this paper, we investigate the non-existence of global solutions for the following semilinear heat equation
on locally finite connected weighted graphs, where \(\Delta \) is an unbounded graph Laplacian, \(\alpha \) is a positive parameter and \(u_0\) is an initial value. We will study non-negative mild solution of Eq. (1.3), which is motivated by the following observation. Let \(u:[0,T)\times V\rightarrow \mathbb {R}\) be continuously differentiable with respect to t and satisfying \(\partial _t u=\Delta u + u^{1+\alpha }\). If we further assume that \(\Delta \) is a bounded Laplacian, then u satisfies the following integral equation
for any \(t\in [0,T)\), which depends on the exchangeability of integral and limit, as well as \(\Delta P_t= P_t \Delta \). In the case of unbounded Laplacians, they are not always true.
Definition 1.3
[Mild solution and Global solution] A function \(u:[0,T)\times V\rightarrow \mathbb {R}\) is a mild solution of Eq. (1.3) on [0, T) if u is continuously differentiable on (0, T), uniformly bounded and Eq. (1.4) is satisfied on \([0,T)\times V\). If \(T=\infty \), then we call u a global solution of Eq. (1.3).
Now, we are ready to introduce our main results.
Theorem 1.1
Let \(G=(V,\omega ,m)\) be a weighted graph with an intrinsic metric \(\rho \) with finite jump size and finite balls. Suppose that the graph has polynomial volume growth property with power n. Then, for all sufficiently large t and all \(x\in V\),
where \(c>\sqrt{\frac{n}{2}}\).
Theorem 1.2
Suppose that \(G=(V,\omega ,m)\) be a weighted graph. Then there exists a unique mild solution of Eq. (1.3) for any bounded initial value on [0, T) with some \(T>0\).
Theorem 1.3
Let \(G=(V,\omega ,m)\) be a weighted graph with an intrinsic metric \(\rho \) with finite jump size and finite balls. Suppose that the graph has polynomial volume growth property with power n. If \(0<n\alpha <2\), then there is no non-negative global solution of Eq. (1.3) for any bounded, non-negative and non-trivial given initial value.
2 Upper bounds of heat kernel
In this section, we introduce the on-diagonal upper bounds of heat kernel. First, we recall some important properties about the heat kernel from spectral theory [17, 18].
Lemma 2.1
For \(t,s>0\) and any \(x,y\in V\), we have
-
(1)
p(t, x, y) is continuous with respect to t;
-
(2)
\(p(t,x,y)=p(t,y,x);\)
-
(3)
\(p(t,x,y)\ge 0\);
-
(4)
\(\sum _{y\in V}m(y)p(t,x,y)\le 1\);
-
(5)
\(\partial _t p(t,x,y)=\Delta _x p(t,x,y)=\Delta _y p(t,x,y)\);
-
(6)
\(\sum _{z\in V}m(z)p(t,x,z)p(s,z,y)=p(t+s,x,y)\);
-
(7)
p(t, x, x) is non-increasing with respect to t.
The weighted graph \(G=(V,\omega ,m)\) is called stochastically complete if
for all \(t>0\) and \(x\in V\). Using the intrinsic metric, Huang et.al established the volume growth criterion of stochastically complete for graphs, which is the exact discrete analogue to the works of Grigor’yan [6] on manifolds and can be found in [9, Theorem 1.1], as follows.
Lemma 2.2
Let \(\log ^\sharp =\max \{\log ,1\}\). Let \(G=(V,\omega ,m)\) be a weighted graph with an intrinsic metric \(\rho \) with finite distance balls \(B_\rho (r)\). If
then the graph is stochastically complete.
Remark 1
The use of \(\log ^\sharp \) instead of \(\log \) is to deal with the case when the measure m is small. And the actual value of the constant 1 can be replaced by any positive number.
Remark 2
Under the same assumptions as Lemma 2.2, if G satisfies the polynomial volume growth of degree n for large r, then G is stochastically complete. Indeed, when the measure of the graph is finite, the conclusion is obvious from the definition of \(\log ^\sharp \). If \(m(V)=\infty ,\) we have
for large r, which implies that
These two cases yield the conclusion.
The following upper bounds of the heat kernel comes from Davies [2].
Lemma 2.3
Let \(\mathbb {H}\) be the set of all positive functions \(\phi \) on V such that \(\phi ^{\pm 1}\in \ell ^\infty (V)\). Then, for any \(x,y\in V\) and all \(t\ge 0\), we have
where \(c(\phi ):=\sup _{x\in V}b(\phi ,x)-\lambda \),
and \(\lambda \ge 0\) is the bottom of the \(\ell ^2\) spectrum of \(-\Delta \).
For given \(x,y\in V\), we choose \(\phi =e^{-s\psi }\), where \(s> 0\) and
to yield the following upper bounds of the heat kernel.
Proposition 2.1
Let \(G=(V,\omega ,m)\) be a weighted graph with an intrinsic metric \(\rho \) with finite jump size \(j>0\). For any \(s> 0\), the inequality
holds for all \(t> 0\) and \(x,y \in V\).
Proof
It is easy to see that
From the mean value theorem, we obtain there exists \(\xi \in (0,\rho ^2(x,y))\subset (0,j^2]\) such that
Similarly,
Together with the definition of \(\rho ,\) it yields
Thus, applying Lemma 2.3 to complete the proof. \(\square \)
Remark 3
For the graph with bounded Laplacians, Davies deduced the upper bounds of the heat kernel using the combinatorial distance [2, Theorem 10]. Moreover, Folz obtained another non-Gaussian upper bound of the heat kernel for the intrinsic metrics with finite jump size [3, Theorem 2.1].
3 Proof of main theorems
Proof of Theorem1.1
Notice that \(m_0:=\inf _{x\in V}m(x)>0\). For any \(x\in V\), summing the inequality (2.1) in Proposition 2.1 with respect to y on \(B_\rho (x,r)^c\) with \(r>0\), we obtain for all \(s>0\), \(t >0\),
Since \(B_\rho (x,r)^c\) can be decomposed into the union of \(B_\rho (x,2^{k+1}r)\backslash B_\rho (x,2^k r)\) from \(k=0\) to \(\infty \), we obtain
Together with the polynomial volume growth (1.2), we get for \(r\ge r_0\) and \(s>0\),
Let
It is easy to see that
Here, we choose
where \(t>1,\,\, c>\sqrt{\frac{n}{2}}.\) Notice that there exists a \(T_1\ge e\) such that, for any \(t\ge T_1\),
Thus,
which implies
Applying (3.2) to (3.1), we obtain for \(r\ge r_0\) and \(t\ge T_1\),
where \(\beta =\frac{2^n C}{m_0\left( 1-\left( \frac{2}{e}\right) ^n\right) }\), \(r=c\sqrt{t}\log t\) and \(s=\frac{1}{t}\). By combining the above conditions \(r\ge r_0\) and \(t\ge T_1\), there exists a \(T_2\ge T_1\) such that the inequality (3.3) holds for any \(t\ge T_2\). More precisely, for any \(t\ge T_2\),
where \(c^2>\frac{n}{2}\).
We claim that the right-hand side of (3.4) approaches to 0 as \(t\rightarrow +\infty \). Indeed, observe that \(e^{-\lambda t}\le 1\) for any \(t\ge T_2\) since \(\lambda \ge 0,\) and
Moreover, since \(c^2>\frac{n}{2}\), one has
The proof of the claim is complete. Thus, there exists a real number \(T\ge T_2\) such that for any \(t\ge T\),
where \(r=c\sqrt{t}\log t\) with \(c>\sqrt{\frac{n}{2}}\).
Using the properties of the heat kernel described in Lemma 2.1, stochastic completeness in Remark 2 along with Cauchy-Schwarz inequality, we obtain for any \(t>0\) and all \(x\in V\),
Set \(r=c\sqrt{t}\log t\) with \(c>\sqrt{\frac{n}{2}}\) and \(t\ge T\) in (3.6). Combining (3.5) to complete the proof of Theorem 1.1. \(\square \)
Proof of Theorem 1.2
Set
The norm in \(\mathcal {F}_T\) is defined by
Obviously, \(\mathcal {F}_T\) is a Banach space.
For any \(u\in \mathcal {F}_T\), we consider
where \(\phi (u)(t,x)=\int _0^t\sum _{y\in V}m(y)p(t-s,x,y)u(s,y)^{1+\alpha }ds\). The integral is well-defined, since \(u\in {\mathcal {F}_T}.\) Next, we show that \(\psi (u)\) is a contraction on the small closed ball
into itself, where \(A\ge \frac{1}{\alpha }+1\). Indeed, for any \(t_1,t_2\in [0,T]\) and any \(x\in V,\) from the fact that \(\sum _{y\in V}m(y)p(t,x,y)\le 1\) for any \(t>0\), we have
Combining the continuousness of \(\sum _{x\in V}m(y)p(t,x,y)u(0,y)\) with respect to t, it follows that \(\psi (u)(t,x)\) is continuous with respect to t. Moreover, let
for any \((t,x)\in [0,T]\times V\),
which means that \(\psi (u)\in B(u_0, A\Vert u_0\Vert _{\mathcal {F}_T})\). Furthermore, for any \(u,v\in B(u_0, A\Vert u_0\Vert _{\mathcal {F}_T})\) with \(u(0,\cdot )\equiv v(0,\cdot )\), from the mean value theorem, we have
Then, for any \((t,x)\in [0,T]\times V\),
Therefore, from the contraction mapping principle, there exists a unique solution \(u\in B(u_0, A\Vert u_0\Vert _{\mathcal {F}_T})\) of the following integral equation
when \(A^{\alpha }(1+\alpha )\Vert u_0\Vert _{\mathcal {F}_T}^\alpha T<1\), namely T satisfies the condition (3.8). \(\square \)
Given a mild solution u of Eq. (1.3) and \(t\in (0,T)\), denote
and
for any \(0<s<t\) and \(x\in V.\) The following lemma is the crucial ingredient of proving Theorem 1.3, which is the discrete version of [4, Lemma 2.1], and it can be founded in [16, Lemma 4.1] for bounded Laplacians.
Lemma 3.1
Let \(G=(V,\omega ,m)\) be a weighted graph with an intrinsic metric \(\rho \) with finite balls. Suppose that the initial value function \(u_0\) is positive at a given vertex \(x_0\). Let \(T>0\), if \(u=u(t,x)\) is a non-negative bounded mild solution of Eq. (1.3) in \([0,T)\times V\), then we have
Proof
First, we claim that for any \(h\in \mathbb {R}\), we have
To end the claim, let \(\eta _k=1_{B_\rho (x_0,k)}\) be the characteristic function with 1 on \(B_\rho (x_0,k)\) and 0 otherwise. Note that \(\eta _k\in C_0(V)\), we have
By virtual of
and \(P_{t-s}(P_{s-\tau }(u(\tau ,\cdot )^{1+\alpha })\cdot \eta _k)\le P_{t-\tau }(u(\tau ,\cdot )^{1+\alpha })\le \Vert u^{1+\alpha }\Vert _{\mathcal {F}_T}.\) Monotone convergence theorem yields that
Similarly,
From Dominated convergence theorem,
as \(k\rightarrow \infty \). These imply
Therefore,
which complete the claim. From the claim, we have for any \(0<s<t\) and \(x\in V,\)
Since u is a mild solution, we have \(u(s,x)>0\) on \((0,t)\times V\) since \(p(s,x_0,x_0)>0\) with \(s>0\) and \(u_0(x_0)>0\). It follows that \(J_t(s,x)>0\) for all \((s,x)\in [0,t]\times V\). From (3.12), Jensen’s inequality and stochastically completeness of G, we obtain
which yields
That ends the proof. \(\square \)
Proof of Theorem 1.3
Suppose that there exists a non-negative global solution \(u=u(t,x)\) of Eq.(1.3). From Theorem 1.1 and the polynomial volume growth property, we have that there exists a \(T'>1\) such that for any \(t>T'\) and \(c^2>\frac{n}{2}\),
Hence, for any \(t>T'\), we have
where \(C'=\frac{m(x_0)u_0(x_0)}{4Cc^{n}}\).
On the other hand, it follows from Lemma 3.1 that for any \(t>0\),
Combining (3.13) and (3.14) yields for any \(t>T'\),
where \(C''=(\alpha (C')^\alpha )^{\frac{1}{n\alpha }}\). When \(0<n\alpha <2\), we have
which gets a contradiction with (3.15) and ends the proof of the theorem. \(\square \)
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Acknowledgements
Y. Lin is supported by the National Nature Science Foundation of China (Grant No.12071245), S. Liu is supported by the National Nature Science Foundation of China (Grant No.12001536, 12371102).
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Lin, Y., Liu, S. & Wu, Y. Blow-up phenomenon to the semilinear heat equation for unbounded Laplacians on graphs. Rev Mat Complut (2024). https://doi.org/10.1007/s13163-024-00497-2
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DOI: https://doi.org/10.1007/s13163-024-00497-2
Keywords
- Unbounded graph Laplacians
- On-diagonal lower heat kernel estimate
- Semilinear heat equation
- Global solution