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The Cauchy problem for the CH and DP equations Alex Himonas University of Notre Dame, USA June 26, 2012 Alex Himonas (Notre Dame) CH and DP equations June 26, 2012 1 / 41

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Page 1: The Cauchy problem for the CH and DP equations · PDF fileThe Cauchy problem for the CH and DP equations ... Sharp well-posedness results for the BBM equation. Discrete Contin

The Cauchy problem for the CH and DP equations

Alex Himonas

University of Notre Dame, USA

June 26, 2012

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Nonlinear waves and interface problems

Centre for Mathematical Sciences, Lund University

June 26 – 28, 2012

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Abstract

We shall consider the initial value problem for the Camassa-Holm (CH)and Degasperis-Procesi (DP) equations and discuss their well-posednessproperties in Sobolev spaces Hs . For s > 3/2 these equations arewell-posed and their data-to-solution map is continuous but not uniformlycontinuous. When s < 3/2, both CH and DP are ill-posed in Sobolevspaces Hs , and this will be the main focus of our presentation. The talk isbased on work with Carlos Kenig, Gerard Misio lek, Curtis Holliman andKatelyn Grayshan.

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References

J. L. Bona and N. Tzvetkov, Sharp well-posedness results for the BBMequation. Discrete Contin. Dyn. Syst. 23 (2009), no. 4, 1241–1252.A. Bressan and A. Constantin, Global conservative solutions of theCamassa-Holm equation, Arch. Rat. Mech. Anal. 183 (2007), 215–239.A. Bressan and A. Constantin, Global dissipative solutions of theCamassa-Holm equation, Anal. Appl. 5 (2007), no. 1, 1–27.R. Camassa and D. Holm, An integrable shallow water equation withpeaked solitons. Phys. Rev. Lett. 71 (1993), 1661–1664.M. Christ, J. Colliander and T. Tao, Asymptotics, frequency modulation,and low regularity ill-posedness for canonical defocusing equations. Amer.J. Math. 125 (2003), no. 6, 1235–1293.O. Christov and S. Hakkaev, On the Cauchy problem for the periodic

b-family of equations and of the non-uniform continuity of theDegasperis-Procesi equation. J. Math. Anal. Appl. 360 (2009), no.1,47-56.

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References (cont.)

A. Constantin and J. Escher, Well-posedness, global existence and blowupphenomena for a periodic quasi-linear hyperbolic equation, Comm. PureAppl. Math. 51 (1998), 475–504.A. Constantin and D. Lannes, The hydrodynamical relevance of theCamassa-Holm and Degasperis-Procesi equations, Arch. Ration. Mech.Anal. 192 (2009), no. 1, 165–186.A. Constantin, On the Cauchy problem for the periodic Camassa-Holmequation, J. Differential Equations 141 (1997).A. Constantin and J. Escher, Well-posedness, global existence and blowupphenomena for a periodic quasi-linear hyperbolic equation, Comm. PureAppl. Math. 51 (1998).A. Constantin and J. Escher, Global weak solutions for a shallow waterequation, Indiana Univ. Math. J. 47 (1998).A. Constantin and H. McKean, A shallow water equation on the circle,Comm. Pure Appl. Math. 52 (1999).R. Danchin, A few remarks on the Camassa-Holm equation, DifferentialIntegral Equations 14 (2001), no. 8, 953–988.

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References (cont.)

A. Degasperis, D. D. Holm and A. N. W. Hone, A new integral equationwith peakon solutions. Theoret. Math. Phys. 133 (2002), 1463-1474.A. Degasperis, D. Holm and A. Hone, A new integrable equation withpeakon solutions. Theoret. and Math. Phys. 133 (2002), no. 2, 14631474.A. Degasperis and M. Procesi, Asymptotic integrability symmetry andperturbation theory. (Rome, 1998), World Sci. Publ., (1999), 23–37.D. Ebin and J. Marsden, Groups of diffeomorphisms and the motion of anincompressible fluid. Ann. Math. 92 (1970), pp. 102–163.J. Escher, Y. Liu and Z. Yin, Shock waves and blow-up phenomena for theperiodic Degasperis-Procesi equation. Indiana Univ. Math. J. 56 (2007),no. 1, 87–117.J. Escher, Y. Liu and Z. Yin, Global weak solutions and blow-up structurefor the Degasperis-Procesi equation. J. Funct. Anal. 241 (2006), no. 2,257–485.A. Fokas, On a class of physically important integrable equations. Thenonlinear Schrdinger equation (Chernogolovka, 1994). Phys. D 87 (1995),no. 1-4, 145150.

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References (cont.)

A. Fokas and B. Fuchssteiner, Symplectic structures, their Baklundtransformations and hereditary symmetries. Phys. D 4 (1981/82), no. 1,47–66.A. Himonas and C. Kenig, Non-uniform dependence on initial data for theCH equation on the line. Differential and Integral Equations, 22, No. 3-4,(2009), 201– 224.A. Himonas, C. Kenig and G. Misio lek, Non-uniform dependence for theperiodic CH equation. Comm. Partial Differential Equations, to appear.A. Himonas and G. Misio lek, High-frequency smooth solutions andwell-posedness of the Camassa-Holm equation. Int. Math. Res. Not. 51(2005), 3135-3151.A. Himonas and G. Misio lek, Non-uniform dependence on initial data ofsolutions to the Euler equations of hydrodynamics. Comm. Math. Phys.,(2010).A. Himonas and C. Holliman, On well-posedness of the Degasperis-Procesiequation. Preprint (2010).

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References (cont.)

D. Holm and A. Hone, A class of equations with peakon and pulsonsolutions. (With an appendix by H. Braden and J. Byatt-Smith) J.Nonlinear Math. Phys. 12 (2005), suppl. 1, 380394A. Hone, H. Lundmark and J. Szmigielski, Explicit multipeakon solutionsof Novikov’s cubically nonlinear integrable Cammasa-Holm type equation.Dynamics of PDE 6 (2009), no. 3, 253–289.A. Hone and J. P. Wang, Integrable peakon equations with cubicnonlinearity. Preprint (2009).D. Karapetyan Non-uniform dependence and well-posedness for thehyperelastic rod equation, J. Differential Equations 249 (2010) 796–826.T. Kato and G. Ponce, Commutator estimates and the Euler andNavier-Stokes equations. Comm. Pure Appl. Math. 41 (1988), no. 7, pp.891-907.C. Kenig, G. Ponce and L. Vega, On the ill-posedness of some canonicaldispersive equations. Duke Math. J. 106, no. 3, (2001), 617–633.

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References (cont.)

H. Koch and N. Tzvetkov, Nonlinear wave interactions for theBenjamin-Ono equation. Int. Math. Res. Not. 30 (2005), 1833-1847.J. Lenells, Traveling wave solutions of the Degasperis-Procesi equation. J.Math. Anal. Appl. 306 (2005), no. 1, 72-82.Y. Li and P. Olver, Well-posedness and blow-up solutions for an integrablenonlinearly dispersive model wave equation. J. Differential Equations 162(2000), pp. 27-63.A. Mikhailov and V. Novikov, Perturbative symmetry approach. J. Phys.A 35 (2002), no. 22, 47754790.Z. Qiao, New integrable hierarchy, its parametric solutions, cuspons,one-peak solitons, and M/W-shape peak solitons. J. Math. Phys. 48(2007), no. 8, 08270, 20 pp.F. Tiglay, The Periodic Cauchy Problem for Novikov’s Equation.arxiv:1009.1820 (2010).M. Taylor, Commutator estimates. Proc. Amer. Math. Soc. 131 (2003),no. 5, 1501–1507.

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Solitary wave in Hawaii (Photo by Odom)

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Braking wave (Wikipedia)

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Water wave equations

Can the motions of such awave be modeled by asolution to an evolutionequation like the Korteweg-deVries (KdV) equation

∂tu + u∂xu + ∂3xu = 0,

or the Camassa-Holm (CH)equation

ut − uxxt + 3uux − 2uxuxx − uuxxx = 0 ?

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CH type equations [Novikov, 2009]

• In [J. Phys. A, 2009] Novikov investigated the question of integrabilityfor equations of the form

(1− ∂2x )ut = F (u, ux , uxx , uxxx , · · · ), (1)

where F is a polynomial of u and its x-derivatives.• Definition of integrability: Existence of an infinite hierarchy of (quasi-)local higher symmetries.

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CH type equations [Novikov, 2009] (cont.)

He produced about 20 CH equations with quadratic nonlinearities thatinclude the following two:1• Camassa-Holm (CH): (1− ∂2x )ut = −3uux + 2uxuxx + uuxxx

2• Degasperis-Procesi (DP): (1− ∂2x )ut = −4uux + 3uxuxx + uuxxx

. . .and about 10 CH equations with cubic nonlinearities including thefollowing one:3• Novikov equation (NE): (1− ∂2x )ut = −4u2ux + 3uuxuxx + u2uxxx

. . .

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Fokas-Fuchssteiner derivation

If for every n the operator θ1 + nθ2 is Hamiltonian, then

qt = −(θ2θ−11 )qx , (2)

is an integrable equation. Letting θ1 = ∂.

= ∂x , and

θ2 = ∂ + γ∂3 +α

3(q∂ + ∂q), α, γ constants,

gives the celebrated KdV equation

qt + ux + γqxxx + αqqx = 0. (3)

Similarly, letting θ1 = ∂ + ν∂3 and θ2 as above with q = u + νuxx givesthe CH equation

ut + ux + νuxxt + γuxxx + αuux +αν

3(uuxxx + 2uxuxx) = 0. (4)

• This equation was derived physically as a water wave equation byCamassa and Holm (1993) who also studied its “peakon” solutions.

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Degasperis-Procesi derivation

This equation was introduced in the 1999 paper of Degasperis andProcesi, Asymptotic integrability symmetry and perturbation theory, asone of three equations to satisfy asymptotic integrability conditions for thefollowing familty of third order dispersive PDE conservation laws

ut + c0ux + γuxxx − α2utxx = (c1u2 + c2u2x + c3uuxx)x , (5)

where α, c0, c1, c2, c3 ∈ R are fixed constants. The other two equationsarriving out of this machinery are the Camassa-Holm and KdV equations.

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Common phenomenon of CH, DP and NE

• They all have peakon solutions:

u(x , t) = ce−|x−ct|

• The discovery of the CH equation by Camassa-Holm [1993](Fokas-Fuchssteiner 1981) was partly driven by the desire to find a waterwave equation which has traveling wave solutions that break. TheKorteweg-de Vries equation (KdV),

∂tu + 6u∂xu + ∂3xu = 0, (6)

which was derived in 1895 as a model of long water waves propagating ina channel has only smooth solitons.• Also, CH, DP and NE have multipeakon solutions:

u(x , t) =n∑

j=1

pj(t)e−|x−qj (t)|

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KdV Soliton: u(x , t) = f (x − ct)

f (x) =c

2sech2

(√c

2x

)

0 10 20 30 40 50 60

0.2

0.4

0.6

0.8

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Peakon: u(x , t) = f (x − ct)

CH & DP: f (x) = ce−|x | NE: f (x) =√

ce−|x |

0

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Definition of Well-Posedness in H s

(i) For any initial data u(0) ∈ Hs there exists T = Tu(0) > 0 and asolution u ∈ C ([0,T ]; Hs) to the DP (CH or NE) Cauchy problem.

(ii) This solution u is unique in the space u ∈ C ([0,T ]; Hs).

(iii) The data-to-solution map u(0) 7→ u(t) is continuous. More precisely,if un(0) is a sequence of initial data converging to u∞(0) in Hs and ifun(t) ∈ C ([0,Tn]; Hs) is the solution to the Cauchy problem withinitial data un(0), then there is T ∈ (0,T∞) such that the solutionsun(t) can be extended to the interval [0,T ] for all sufficiently large nand

limn→∞

sup0≤t≤T

‖un(t)− u∞(t)‖Hs = 0. (7)

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Sharp Well-Posedness for CH and DP

Theorem (Well-Posedness)

1• If s > 3/2 and u0 ∈ Hs then there exists T > 0 and a unique solutionu ∈ C ([0,T ]; Hs) of the initial value problem for CH or DP which dependscontinuously on the initial data u0. Furthermore, we have the estimate

‖u(t)‖Hs ≤ 2‖u0‖Hs , for 0 ≤ t ≤ T ≤ 1/(2cs‖u0‖Hs ) (8)

where cs > 0 is a constant depending on s.2• Also, the data-to-solution map is not uniformly continuous from anybounded subset in Hs into C ([0,T ]; Hs).

- CH equation (H., Kenig, Misiolek,)

- DP equation (H., Holliman)

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The Proof of well-posedness

• The proof of (1) (well-posedness) begins by solving the mollified i.v.p.

∂tu + Jε[(Jεu)∂x(Jεu)

]+ F (u) = 0, u(x , 0) = u0(x), (9)

with

F (u) = −∂x(1− ∂2x )−1[b

2u2 +

3− b

2(∂xu)2

]where for CH b = 2 and DP b = 3.. . .

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The Proof of nonuniform continuity

We prove that there exist two sequences of CH or DP solutions un(t) andvn(t) in C ([0,T ]; Hs(R)) such that:

1• supn‖un(t)‖Hs + sup

n‖vn(t)‖Hs . 1,

2• limn→∞

‖un(0)− vn(0)‖Hs = 0,

3• lim infn‖un(t)− vn(t)‖Hs & sin t, 0 ≤ t < T ≤ 1,

For this we use approximate solutions.

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Approximate solutions for CH and DP

• The approximate solutions

uω,n(x , t) = ωn−1 + n−s cos(nx − ωt), for ω = −1, 1, (10)

where n ∈ Z+, satisfy conditions (1)-(3) for non-uniform dependence ofthe periodic CH and DP equations but they are not solutions.• However, the error

E = CH(uω,n) or E = DP(uω,n)

is small.• Then solving the Cauchy problem with initial data

uω,n(x , 0)

gives actual solutions, which satisfy the three condition of the non-uniformcontinuity.

Remark. For the Benjamin-Ono equation this method was used by H.Koch and N. Tzvetkov in IMRN (2005).

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Well-Posedness for the Novikov equation

Theorem (H.–Holliman)

1• If s > 3/2 and u0 ∈ Hs then there exists T > 0 and a unique solutionu ∈ C

([0,T ]; Hs

)of the initial value problem for NE, which depends

continuously on the initial data u0. Furthermore, we have the estimate

‖u(t)‖Hs ≤ 2‖u0‖Hs , for 0 ≤ t ≤ T ≤ 1

4cs‖u0‖2Hs

, (11)

where cs > 0 is a constant depending on s.2• Also, the data-to-solution map is not uniformly continuous from anybounded subset in Hs into C ([0,T ]; Hs).

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The Proof for NE

• The proof of (1) (well-posedness) begins by solving the mollified i.v.p.

∂tu + Jε[(Jεu)2∂x(Jεu)

]+ F (u) = 0, u(x , 0) = u0(x), (12)

with

F (u) = −(1− ∂2x )−1∂x[u3 − 3

2

(u(∂xu)2

)]− (1− ∂2x )−1

[1

2(∂xu)3

].

• The NE approximate solutions used for the proof of (2) on the circle are:

uω,n = ωn−1/2 + n−s cos(nx − ωt), for ω = 0, 1. (13)

Note. Unlike in the case of CH and DP one of them (ω = 0) has no lowfrequency.

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Approximate solutions motivation (from Euler eqns)

• For any ω ∈ R and n ∈ Z+ the divergence free vector field

uω,n(t, x) =(ωn−1 + n−s cos(nx2 − ωt), ωn−1 + n−s cos(nx1 − ωt)

)is a solution! to the Euler equations on T2.• The corresponding to ω ± 1 sequences

u+1,n(t, x) and u−1,n(t, x)Satisfy conditions (1)-(3) for non-uniform dependence of the periodicEuler equations in 2-D.Remark. Non-uniform dependence for the Euler equations in n-D wasproved in [H.–Misio lek, CMP 2010].

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Non-uniform dependence for the Euler equations

Theorem (H.–Misio lek, CMP 2010)

Let s ∈ R. The solution map u0 7→ u of the Cauchy problem for the Eulerequations

∂tu +∇uu +∇p = 0 (14)

div u = 0

u(0, x) = u0(x), x ∈ Tn, t ∈ R (15)

is not uniformly continuous from any bounded subset in Hs(Tn,Rn) intoC([0,T ],Hs(Tn,Rn)

).

(Here n = 2 or 3 and T is the lifespan.)The same is true Rn if s > 0

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I``-posedness for CH and DP

Theorem (H., Holliman, Grayshan, Byers)

For s < 3/2 the Cauchy problem for CH and DP is not well-posed in Hs inthe sense of Hadamard.

The Proof is based on:

• Conserved quantities (H1 for CH and twisted L2 for DP).

• The interaction of peakon-antipeakon traveling wave solutions.

Next, we describe the proof for the case of DP on the line.

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Nonlocal form of DP

The Cauchy problem for the Degasperis-Procesi (DP) equation, written inits nonlocal form, is given by

ut + uux +3

2∂xD−2

[u2]

= 0, D−2.

= (1− ∂2x )−1, (16)

u(x , 0) = u0(x). (17)

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A Conserved Quantity for DP

The first tool used in our proof of Theorem 4 is the conservation of thefollowing quantity:

‖f ‖2L2

.=

∫R

(1− ∂2x )f · (4− ∂2x )−1f (x)dx (18)

=1

∫R

1 + ξ2

4 + ξ2|f (ξ)|2dξ

' ‖f ‖2L2 .

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Peakon-antipeakon solutions

The peakon-antipeakon traveling wave

u(x , t) = p(t)e−|x+q(t)| − p(t)e−|x−q(t)| (19)

is a weak solution to the DP equation if the amplitude p = p(t) and the“speed” q = q(t) are solutions to the following system of ordinarydifferential equations

q′ = p(e−2q − 1) and p′ = 2p2e−2q. (20)

Furthermore, if for given ε > 0 we choose p0 and q0 so that

p0 ≥1

εand q0 <

ln 2

8, (21)

there exist 0 < T < ε such that the system of ODEs has a uniquesmooth solution (q(t), p(t)) in the interval [0,T ) with p(t) increasing,q(t) decreasing, and

limt→T−

p(t) =∞ and limt→T−

q(t) = 0. (22)

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DP Peakon-antipeakon collision

xBefore collision

xAfter collision

Figure 5: Degasperis–Pro cesi peakon-antipeakon collision in the symmetric caseλ1 + λ2 = 0, computed from the exact solution formulas (3.8) and (3.9). Solidcurves show u(x, t) at evenly sampled times, with some additional samples closeto the collision shown by dashed curves. As the arrows indicate, the peaksapproach each other with constant speed and height, and form a stationaryshockpeakon whose shock strength decays like 1/t as t � +∞ .

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The Fundamental Estimate

Lemma

Let u(t) be the the peakon-antipeakon solution, then for all t ∈ [0,T ) wehave the estimates

‖u(t)‖Hs ≈

p(t)q(t)3/2−s , 1/2 < s < 3/2,

p(t)q(t)√

ln(1/q(t)), s = 1/2,

p(t)q(t), s < 1/2.

(23)

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Norm Inflation for DP

Using the last estimate and the conservation of the L2-norm gives thefollowing result.

Theorem

(Norm Inflation) Let s ∈ [12 ,32). Then for any ε > 0 there exists T > 0

such that the DP Cauchy problem has a solution u ∈ C ([0,T ); Hs)satisfying the following three properties:

(1) Lifespan T < ε,

(2) ‖u0‖Hs < ε,

(3) limt→T− ‖u(t)‖Hs =∞, (norm inflation).

Note. For CH norm inflation occurs when s ∈ (1, 32)

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Proof of DP Ill-Posedness Theorem: 1/2 ≤ s < 3/2

• Let un(t) be the peakon-antipeakon DP solution corresponding to thechoice of ε = 1/n and let u∞(t) = 0. Then, by property (2) in NormInflation result we have ‖un(0)‖Hs < 1/n. Therefore, un(0) converges tou∞(0) = 0 in Hs .• Furthermore, by property (1) the lifespan Tn of each solution un(t)satisfies the inequality Tn < 1/n, whereas the lifespan T∞ of u∞(t) isequal to ∞.• Since, by property (3) in Norm Inflation result there is no T > 0 suchthat the solutions un(t) can be extended to the interval [0,T ] for allsufficiently large n we see that continuity condition (iii) of well-posednessfails. �

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Proof of Ill-Posedness Theorem: s < 1/2

Now, the Hs limit of u(t) as t ↗ T exists and is given by

u(x ,T ) = −σ(x)p0(1− e−2q0)e−|x |, (24)

where σ(x) is the sign function. Also, the shock peakon

v(x , t) =σ(x)

(T − t)− [p0(1− e−2q0)]−1e−|x | (25)

is a solution to the DP equation for t 6= T − [p0(1− e−2q0)]−1, andv(t) ∈ Hs if s < 1/2. Furthermore, we have

T = q0[p0(1− e−2q0)]−1, (26)

which implies that T − [p0(1− e−2q0)]−1 = (q0− 1)[p0(1− e−2q0)]−1 < 0.Therefore, the shock peakon solution v(t) is well-defined for all t ≥ 0 andan element of C ([0,T ]; Hs). This together with the fact thatu(T ) = v(T ) shows that uniqueness of solutions for DP fails.

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DP Peakon-antipeakon collision [Lundmark, 2006]

xBefore collision

xAfter collision

Figure 5: Degasperis–Pro cesi peakon-antipeakon collision in the symmetric caseλ1 + λ2 = 0, computed from the exact solution formulas (3.8) and (3.9). Solidcurves show u(x, t) at evenly sampled times, with some additional samples closeto the collision shown by dashed curves. As the arrows indicate, the peaksapproach each other with constant speed and height, and form a stationaryshockpeakon whose shock strength decays like 1/t as t � +∞ .

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Norm Inflation: Proof for 1/2 < s < 3/2

We use the fact that u conserves the L2-norm, that is to say for some Cwe have C = ‖u(t)‖L2 . Therefore, using the fundamental estimate and the

conserved quantity L2

C

‖u(t)‖Hs=‖u(t)‖L2‖u(t)‖Hs

≤ ‖u(t)‖H0

‖u(t)‖Hs≤ c0pq

c−1s pq3/2−s= c0csqs−1/2. (27)

Since s > 1/2 and q → 0 we obtain

0 ≤ limt→T

C

‖u(t)‖Hs≤ c0cs lim

t→Tqs−1/2 = 0, (28)

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Norm Inflation: Proof for s = 1/2

The case for s = 1/2 follows in the same way

C

‖u(t)‖H1/2

≤ ‖u(t)‖H0

‖u(t)‖H1/2

≤ c0pq

c−11/2pq√

ln(1/q)=

c0c1/2√ln(1/q)

, (29)

which yields

0 ≤ limt→T

C

‖u(t)‖H1/2

≤ limt→T

c0c1/2√ln(1/q)

= 0, (30)

or limt→T ‖u(t)‖H1/2 =∞.

Remark. Norm inflation for CH holds when 1 < s < 3/2 (Byers).

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Thank you!

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