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The theoretical study of weakly coupled limit cycle oscillators is being actively developed in several research fields. For example, in statistical physics, various models are being developed, whereas in network science, synchronization on complex networks is attracting attention. As we state later, mathematical analysis of this field is being promoted, especially by those who are concerned with functional equations. Furthermore, this phenomenon is applied to various areas of engineering, including neural networks, bio-sciences, and network engineering[9].
Limit cycle oscillators, which are also called nonlinear oscillators, are different from harmonic oscillators, whose limit cycle is vulnerable to the perturbation forces from outside. The synchronization phenomenon is another feature of coupled limit cycle oscillators under specific conditions.
As is well known, such a phenomenon was first discovered by Huygens in the 17th century, who devised the pendulum clock for navigation officers. The physical formulation of this phenomenon was rigorously discussed later in the 1960's. In 1967, Winfree[37] proposed an attractive formulation, in which he successfully and rigorously defined the phase of the oscillator. He also revealed the region of synchronization in the sense of the phase space.
Based on Winfree's contribution, Kuramoto[19] proposed a simplified but more sophisticated model, which is called the Kuramoto model. The features of his approach are phase reduction and mean field approximation. His discussion begins with the usual dynamical system:
dXdt=F(X), |
where X is the
dϕdt=ω, |
where
dϕdt=∇ϕ⋅F(X), |
which is the start point of phase reduction. In an
dϕjdt=ωj+N∑k=1Kjksin(ϕj−ϕk)(j=1,2,…N), | (1.1) |
where
Kuramoto[17][19] further sophisticated (1.1) by applying the mean field approximation and the assumption
{dϕjdt=ωj+Krsin(η−ϕj)(j=1,2,…N),rexp(iη)=1NN∑j=1exp(iϕj), | (1.2) |
where
Since this model is sufficiently simple for rigorously analyzing and simulating on computers, numerous investigations have been conducted on it. For instance, Daido[8] derived a model that replaces the term
As for the stability analysis, the work by Strogatz and Mirollo[34] is the first one, which concerns the spectrum of the incoherent state as the number of oscillators tends to infinity. Later, Crawford[6][7] applied the center manifold reduction to verify the stability of incoherence in detail.
Due to the limitation of space, we refer the reader to the survey by Acebrón[3] of this research area.
From the perspective of network science, it is interesting to generalize the network topology and distribution of coupling strength. Ichinomiya[14] proposed a model on random networks, and Nakao[29] numerically analyzed a model on a complex network.
Although (1.2) is a system of ordinary differential equations, adding white noise to it makes it possible to apply partial differential equation-based analysis. We consider
{dϕjdt=ωj+Krsin(η−ϕj)+ξj(t) ≡V1(ϕj,t,ωj)+ξj(t)(j=1,2,…N),rexp(iη)=1NN∑j=1exp(iϕj), | (1.3) |
where
<ξj(t)>=0, <ξj(t)ξk(τ)>=2Dδ(t−τ)δjk, |
{∂ϱ∂t+∂∂θ[(ω+Krsin(η−θ))ϱ]−D∂2ϱ∂θ2=0,rexp(iη)=∫R∫2π0exp(iθ)ϱ(θ,t;ω′)g(ω′)dϕdω′, | (1.4) |
where
Remark 1. Let
Kj(x)=limτ→0⟨(X(τ)−X(0))j⟩/τ. |
Then, the probability distribution function
∂w(x,t)∂t=∞∑j=11j!(−∂∂x)j{Kj(x)w(x,t)}. | (1.5) |
A Markovian process satisfying
Kj(x)=0 (j=3,4,…) |
is called to be continuous. One example of this type of stochastic process is the one driven by the Brownian motion, like (1.3). In this case, (1.5) becomes
∂w(x,t)∂t=−∂∂x[K1(x)w(x,t)]+12∂2∂x2[K2(x)w(x,t)], |
which is the Fokker-Planck equation. Applying this argument to (1.3), where
∂ϱ∂t+∂∂θ(V1ϱ)−D∂2ϱ∂θ2=0, |
which corresponds to (1.4)
By substituting (1.4)
{∂ϱ∂t+ω∂ϱ∂θ+K∂∂θ[ϱ(θ,t;ω)∫R∫2π0sin(ϕ−θ)ϱ(ϕ,t;ω′)g(ω′)dϕdω′] −D∂2ϱ∂θ2=0θ∈(0,2π),t>0,ω∈R,∂iϱ∂θ|θ=0=∂iϱ∂θ|θ=2π(i=1,2),t>0,ω∈R,ϱ|t=0=ϱ0θ∈(0,2π),ω∈R, | (1.6) |
which is the so-called Kuramoto-Sakaguchi equation[24]. This approach enables macroscopic analysis when a system consists of numerous oscillators. As we state later, (1.6) with
Kuramoto also presented a direction to take the spatial validity of coupling strength into account in his original model, which he called the non-local coupling model. In it, the strength of the connection between oscillators depends on the distance between them[21]. Due to the varying strength of connections, it was shown that characteristic patterns, such as a chimera pattern, emerge[21][22]. Numerical studies of the chimera state have also been conducted, mainly by Abrams and Strogatz[1][2].
In spite of numerous contributions concerning numerical simulations, there have been few studies regarding the mathematical analysis of this model. In this paper, we discuss the existence and uniqueness of the global-in-time solution to this model. We also discuss the nonlinear stability of the trivial stationary solution and existence of the vanishing diffusion limit. We note that the vanishing diffusion limit is discussed in the function spaces of higher order derivative than that by Ha and Xiao's[11] by applying a different approach.
The remainder of this paper is organized as follows. In the next section, we formulate the problem of the phase reduction of non-local coupling oscillators, including both with and without diffusion. In Section 3, we introduce related work. In Sections 4 and 5, we are concerned with the local and global-in-time solvability of the problem and the stability of the stationary incoherent solution, respectively. We discuss the existence of the solution in the vanishing diffusion limit in Section 6, and provide a conclusion and discuss remaining issues in Section 7.
In this section, we formulate the problem to be considered.We begin the discussion with the temporal evolution of the phase with additive noise under non-local coupling [15][20][31]:
dϕdt(x,t)=ω+∫RG(x−y)Γ(ϕ(x,t)−ϕ(y,t))dy+ξ(x,t), | (2.1) |
where
<ξ(x,t)ξ(y,τ)>=2Dδ(x−y)δ(t−τ) |
with
It is also to be noted that
∫RG(x−y)dy∫Rg(ω′)dω′∫2π0Γ(ϕ−ϕ′)ϱ(ϕ′,t;y,ω′)dϕ′, |
where
dϕdt=ω+∫RG(x−y)dy∫Rg(ω′)dω′∫2π0Γ(ϕ−ϕ′)ϱ(ϕ′,t;y,ω)dϕ′+ξ(x,t) ≡V2(ϕ,t,x,ω)+ξ(x,t). | (2.2) |
If we consider the case that
K∫Rg(ω′)dω′∫2π0Γ(ϕ−ϕ′)ϱ(ϕ′,t;ω′)dϕ′, |
and (2.2) becomes
dϕdt=ω+K∫Rg(ω′)dω′∫2π0Γ(ϕ−ϕ′)ϱ(ϕ′,t;ω)dϕ′+ξ(x,t), |
which corresponds to (1.3) as a infinite population limit of it.
Note that (2.2) is the mean field approximation to (2.1), in the sense that we replace the second term of the right-hand side of (2.1) with its average. However, while (1.4)
By tracing the same argument as we derived (1.4), the Fokker-Planck equation corresponding to (2.2) is written as (hereafter we denote the phase by
∂ϱ∂t+∂∂θ(V2ϱ)−D∂2ϱ∂θ2=0. |
Together with suitable initial and boundary conditions, the problem corresponding to (2.2) is written as[15][31].
{∂ϱ∂t+∂∂θ(ωϱ)+∂∂θ(F[ϱ,ϱ])−D∂2ϱ∂θ2=0 θ∈(0,2π),t>0,(x,ω)∈R2,∂iϱ∂θi|θ=0=∂iϱ∂θi|θ=2π(i=0,1),t>0,(x,ω)∈R2,ϱ|t=0=ϱ0 θ∈(0,2π),(x,ω)∈R2, | (2.3) |
where
F[ϱ1,ϱ2]≡ϱ1(θ,t;x,ω)∫RG(x−y)dy∫Rg(ω′)dω′∫2π0Γ(θ−ϕ)ϱ2(ϕ,t;y,ω′)dϕ. | (2.4) |
It is to be noted that, in[15], [21] and[31], they deal with problem (2.3) with
˜F[ϱ1,ϱ2]≡ϱ1(θ,t;x)∫RG(x−y)dy∫2π0Γ(θ−ϕ)ϱ2(ϕ,t;y)dϕ, |
which corresponds to the case
In (2.3), the unknown function is
F(k)[ϱ1,ϱ2]≡ ϱ1(θ,t;x,ω)∫RG(x−y)dy∫Rg(ω′)dω′∫2π0Γ(k)(θ−ϕ)ϱ2(ϕ,t;y,ω′)dϕ (k=1,2,…). |
Note that we denote the
As in the original Kuramoto model, the vanishing diffusion case is worth considering:
{∂ϱ∂t+∂∂θ(ωϱ)+∂∂θ(F[ϱ,ϱ])=0θ∈(0,2π),t>0,(x,ω)∈R2,∂iϱ∂θi|θ=0=∂iϱ∂θi|θ=2π (i=0,1),t>0,(x,ω)∈R2,ϱ|t=0=ϱ0 θ∈(0,2π),(x,ω)∈R2. | (2.5) |
It is obvious that
ϱ(θ,t;x,ω)≥0 ∀θ∈(0,2π),t∈(0,T),(x,ω)∈R2,∫2π0ϱ(θ,t;x,ω)dθ=1 ∀t∈(0,T),(x,ω)∈R2 |
for arbitrary
Mathematical arguments concerning the solvability of the Kuramoto-Sakaguchi equation (1.6), which corresponds to the original Kuramoto model (1.3), was first presented by Lavrentiev et al.[24][25]. In their former work[24], they constructed the classical global-in-time solution when the support of
Later, they removed this restriction[25] by applying the a-priori estimates derived from the energy method. They also studied the regularity of the unknown function with respect to
For the case of vanishing diffusion
Concerning the non-local coupling model, however, there are no mathematical arguments as far as we know.
In this section, we discuss the global-in-time solvability of (2.3). We first prepare the definitions of function spaces.
In this subsection, we define the function spaces used throughout this paper. Let
‖u‖≡∫G|u(x)|2dx. |
The inner product is defined by
(u1,u2)≡∫Gu1(x)¯u2(x)dx, |
where
For simplicity, we denote the
Hereafter, let us use the notation
By
For a Banach space
‖u‖Lp(a,b;E)≡{(∫ba‖u(t)‖pEdt)1/p (1≤p<∞),esssupa≤t≤b‖u(t)‖E p=∞. |
Likewise, we denote by
Subject to the definition by Temam[35], we say, for a fixed parameter
u(θ;ω)=∞∑n=−∞an(ω)einθ, |
which is expanded in the Fourier series, belongs to the Sobolev space
‖u(⋅;ω)‖2m≡∞∑n=−∞(1+|n|2)m|an(ω)|2<∞. |
Due to the definition of the Fourier series, the Fourier coefficients
an(ω)=12π∫Ωu(θ;ω)einθdθ. |
Note that in case
‖u(⋅;ω)‖2Wm2(Ω)=∑k≤m‖∂ku∂θk(⋅;ω)‖2L2(Ω). |
We also introduce the notation
¯Hm≡{u(θ;x,ω)∈C∞x,ω(R2;Hm)}, L(1)1≡{u(⋅;x,ω)∈L1(Ω)|u≥0,∫Ωu(θ;x,ω)dθ=1(x,ω)∈R2 },L(1)1(T)≡{u(⋅,t;x,ω)∈L1(Ω) |u≥0,∫Ωu(θ,t;x,ω)dθ=1t∈(0,T),(x,ω)∈R2 }, |
where
First, we state the existence and uniqueness of the local-in-time solution to problem (2.3).
Theorem 4.1. Let us assume
(ⅰ)
(ⅱ)
(ⅲ)
(ⅳ)
(ⅴ)
(ⅵ)
Then, there exists a certain
ϱ∈V2m(T∗), |
where
V2m(T)≡{ϱ∈L∞(0,T;¯H2m)⋂C1(0,T;¯H2m−2)…⋂Cm(0,T;¯H0)⋂L(1)1(T)|ϱ(1,0)∈L2(0,T;¯H2m)}. |
Before proceeding to the proof of Theorem 4.1, we prepare the following lemmas.
Lemma 4.2. Let
(ⅰ) If
supx,ω|∫RG(x−y)dy∫Rg(ω)dω∫ΩΓ(k)(θ−ϕ)f(ϕ,t;y,ω)dϕ|≤CkM0(k=0,1,2,…,2m), |
(ⅱ)
supx,ω|∫RG(x−y)dy∫Rg(ω)dω∫ΩΓ(k)(θ−ϕ)f(ϕ,t;y,ω)dϕ|≤˜CkM0|||f(t)|||(k=0,1,2,…,2m), |
(ⅲ)
supx,ω‖∫RG(x−y)dy∫Rg(ω)dω∫ΩΓ(k)(θ−ϕ)f(ϕ,t;y,ω)dϕ‖≤2π˜CkM0|||f(t)||| (k=0,1,2,…,2m). |
Proof. Here we only show the proof of (ⅱ). By virtue of the Schwarz inequality, we have
supx,ω|∫RG(x−y)dy∫Rg(ω)dω∫ΩΓ(k)(θ−ϕ)f(ϕ,t;y,ω)dϕ|≤supx,ω‖f(⋅,t;x,ω)‖‖Γ(k)(θ−⋅)‖|∫RG(x−y)dy||∫g(ω)dω|≤|||f(t)|||‖Γ(k)‖supx|∫RG(x−y)dy|≤˜CkM0|||f(t)|||. |
The estimate (ⅲ) is obtained in a similar manner, and statement (ⅰ) is obtained easily.
Hereafter, for arbitrary
V2m(∗)(T)≡{ϱ∈L∞(0,T;¯H2m)⋂C1(0,T;¯H2m−2)…⋂Cm(0,T;¯H0)|ϱ(1,0)∈L2(0,T;¯H2m)}. |
Lemma 4.3. For an arbitrary
(ⅰ)
(ⅱ)
Remark 2. If
Proof. We verify the statement by using the Stampacchia's truncation method. Let us define
ϱ+≡(|ϱ|+ϱ)/2≥0, ϱ−≡(|ϱ|−ϱ)/2≥0. |
It is obvious that
12ddt‖ϱ−(⋅,t;x,ω)‖2+D‖∂ϱ−∂θ(⋅,t;x,ω)‖2≤c41‖ϱ−(⋅,t;x,ω)‖2. |
Here we used the estimate:
∫Ωϱ−(θ,t;x,ω)∂∂θ(F[ϱ,ϱ])dθ =−12∫Ω|ϱ−(θ,t;x,ω)|2 ×(∫RG(x−y)dy∫Rg(ω′)dω′∫ΩΓ′(θ−ϕ)ϱ(ϕ,t;y,ω)dϕ)dθ ≤C1M02‖ϱ−(⋅,t;x,ω)‖2, |
which is derived by integration by parts and Lemma 4.2. Taking into account
We carry out the proof of Theorem 4.1 in three steps below.
(ⅰ) Existence of a solution
(ⅱ) proof of
(ⅲ) uniqueness of the solution in
We apply the semi-discrete approximation used by Sjöberg[32] and Tsutsumi[36] for the study of the KdV equation. Let us take
h∂+f(θj)=f(θj+1)−f(θj), h∂−f(θj)=f(θj)−f(θj−1). |
Now, instead of problem (2.3), we consider the following differential-difference equation:
{∂ϱN∂t+ω∂−ϱN+∂−(FNϱN)−D∂+∂−ϱN=0,ϱN(θj,t)=ϱN(θj+N,t) j=1,2,…,N,t>0,ϱN(θj,0;x,ω)=ϱ0(θj;x,ω) j=1,2,…,N, | (4.1) |
where
FN(θ)=N∑j′=1∫RhG(x−y)dy∫Rg(ω′)Γ(θ−ϕj′)ϱN(ϕj′,t;y,ω′)dω′(j=1,2,…,N). |
Note that this function is defined on the continuous interval with respect to
By virtue of the estimate (4.9) we will verify later, it is clear that problem (4.1) above has a unique solution
(f1,f2)h≡N∑j=1f1(θj)¯f2(θj)h, ‖f‖2h≡(f,f)h, |
respectively. As Sjöberg[32] and Tsutsumi[36] did, we assume
{1√2πeikθ}nk=−n |
forms an orthonormal basis with respect to the scalar products
The following lemmas are due to the work by Sjöberg[32] and Tsutsumi[36]; thus, we omit the proof here.
Lemma 4.4. If
(f1,∂+f2)h=−(∂−f1,f2)h, (f1,∂−f2)h=−(∂+f1,f2)h, | (4.2) |
(∂+f1,f1)h=−h2‖∂+f1‖2h. | (4.3) |
Lemma 4.5. Let
ψ(θ)=1√2πn∑k=−nakeikθ. |
Then,
c42‖∂τψ∂xτ‖2≤‖∂τ1+∂τ2−ψ‖2=‖∂τ1+∂τ2−ψ‖2h≤c43‖∂τψ∂xτ‖2. |
holds with some constants
For the proof of Lemma 4.5, see Lemma 2.2 in the work by Sjöberg[32]. In addition, the following lemma is useful.
Lemma 4.6. Let
ψ(θ)=1√2πn∑k=−nbkeikθ |
with
‖∂τ1+∂τ2−ψ‖2h=‖∂τ1+∂τ2−f‖2h |
holds for non-negative integers
Proof. We first verify the statement when
|ψ(θ)|2=12π(n∑k=−nbkeikθ)(n∑k′=−n¯bk′e−ik′θ), |
noting that
N∑r=1ei(k−k′)θr=Nδkk′, | (4.4) |
where
‖ψ‖2h=2πNN∑r=1|ψ(θr)|2=1Nn∑k,k′=−nbk¯bk′N∑r=1ei(k−k′)θr=n∑k=−n|bk|2. |
On the other hand, since
bk=√2πNN∑r=1eikθr¯f(θr), |
we have
|bk|2=(√2πNN∑r=1eikθr¯f(θr))(√2πNN∑r′=1e−ikθr′f(θr′))=2πN2N∑r,r′=1¯f(θr)f(θr′)eik(θr−θr′). |
Accordingly, by noting (4.4) again, we have
n∑k=−n|bk|2=2πN2N∑r,r′=1¯f(θr)f(θr′)n∑k=−neik(θr−θr′)=2πNN∑r=1|f(θr)|2=‖f‖2h. |
Finally, the statement holds in case
∂+ψ(θr)=ψ(θr+1)−ψ(θr)h=1√2πn∑k=−n(eikθ,f)h(eikθr+1−eikθrh)=1√2πn∑k=−n(N∑r′=1e−ikθr′f(θr′)h)(eikθr+1−eikθrh). | (4.5) |
On the other hand,
1√2πn∑k=−n(∂+f,eikθ)heikθr=1√2πn∑k=−n(N∑r′=1he−ikθr′∂+f(θr′))eikθr=1√2πn∑k=−n(N∑r′=1e−ikθr′{f(θr′+1)−f(θr′)})eikθr. |
However, it is easy to see that this equals the rightmost-hand side of (4.5); therefore,
On the basis of Lemma 4.6, we derive some estimates of
Lemma 4.7. The following estimates hold:
‖ϱN(⋅,t;x,ω)‖h≤c4(1) ∀t>0,(x,ω)∈R2, ‖∂−ϱN(⋅,t;x,ω)‖h≤c4(2) ∀t>0,(x,ω)∈R2, ‖∂j+∂j−ϱN(⋅,t;x,ω)‖h≤˜c4(j)j=1,2,…,m,∀t>0,(x,ω)∈R2, |
where
Proof. Let us multiply (4.1)
12ddt‖ϱN(⋅,t;x,ω)‖2h+ωh2‖∂+ϱN(⋅,t;x,ω)‖2h+D‖∂−ϱN(⋅,t;x,ω)‖2h≤|(∂−(FNϱN),ϱN)h|. | (4.6) |
Making use of
∂−(f1f2)=f2(∂−f1)+(f1)−∂−f2 |
for two real
(∂−(FNϱN),ϱN)h=(ϱN∂−FN,ϱN)h+(FN∂−ϱN,ϱN)h ≤˜C1M0supx‖ϱN(⋅,t;x,ω)‖h‖ϱN(⋅,t;x,ω)‖2h +˜C0M0‖ϱN(⋅,t;x,ω)‖h|(∂−ϱN,ϱN)h| ≤˜C1M0supx‖ϱN(⋅,t;x,ω)‖3h+ε‖∂−ϱN(⋅,t;x,ω)‖2h+Cε‖ϱN(⋅,t;x,ω)‖2h, |
where
N∑j′h|Γ′(θ−ϕj)|2≤‖Γ′‖2≤˜C21,|FN|≤N∑j′=1|∫RhG(x−y)dyΓ(θj−ϕj′)∫Rg(ω′)ϱN(ϕj′,t;y,ω′)dω′| ≤˜C0M0‖ϱN(⋅,t;x,ω)‖h, |
and by means of the mean value theorem and Schwarz's inequality,
∂−FN=FN(θj)−FN(θj−1)h =1hN∑j′=1∫RhG(x−y)dy ×∫Rg(ω′){Γ(θj−ϕj′)−Γ(θj−1−ϕj′)}ϱN(ϕj′,t;y,ω′)dω′ =N∑j′=1∫RhG(x−y)dy∫Rg(ω′)Γ′(θ0−ϕj′)ϱN(ϕj′,t;y,ω′)dω′ ≤supθN∑j′=1∫RhG(x−y)dy∫Rg(ω′)Γ′(θ−ϕj′)ϱN(ϕj′,t;y,ω′)dω′ ≤˜C1M0supy‖ϱN(⋅,t;y,ω)‖h, | (4.7) |
where
|(∂−ϱN,ϱN)h|≤ε‖∂−ϱN(⋅,t;x,ω)‖2h+Cε‖ϱN(⋅,t;x,ω)‖2h, |
where we take
12ddt(supx‖ϱN(⋅,t;x,ω)‖2h) +ωh2supx‖∂+ϱN(⋅,t;x,ω)‖2h+(D−ε)supx‖∂−ϱN(⋅,t;x,ω)‖2h ≤˜C1M0supx‖ϱN(⋅,t;x,ω)‖3h+Cεsupx‖ϱN(⋅,t;x,ω)‖2h. |
By virtue of the comparison theorem,
{12y′=˜C1M0y32+Cεy,y|t=0=y0≡supx‖ϱ0(⋅;x,ω)‖2h, |
which has a solution on
supx‖ϱN(⋅,t;x,ω)‖h≤c44 t∈(0,T∗) | (4.8) |
with a constant
(dϱNdt,∂+∂−ϱN)h=−12ddt‖∂−ϱN‖2h, (ω∂−ϱN,∂+∂−ϱN)h=−ωh2‖∂+∂−ϱN‖2h, (D∂+∂−ϱN,∂+∂−ϱN)h=D‖∂+∂−ϱN‖2h,(∂−(FNϱN),∂+∂−ϱN)h=(FN−∂−ϱN,∂+∂−ϱN)h+(ϱN∂−FN,∂+∂−ϱN)h ≤˜C0M0h2supx‖∂+∂−ϱN(⋅,t;x,ω)‖2h +˜C1M0supx‖∂−ϱN(⋅,t;x,ω)‖2h. |
Combining these, we have
12ddt(supx‖∂−ϱN(⋅,t;x,ω)‖2h)+supxωh2‖∂+∂−ϱN(⋅,t;x,ω)‖2h +Dsupx‖∂+∂−ϱN(⋅,t;x,ω)‖2h ≤˜C0M0h2supx‖∂+∂−ϱN(⋅,t;x,ω)‖2h+˜C1M0supx‖∂−ϱN(⋅,t;x,ω)‖2h. |
By taking
12ddt(supx‖∂−ϱN(⋅,t;x,ω)‖2h)≤c45supx‖∂−ϱN(⋅,t;x,ω)‖2h, |
which yields
supx‖∂−ϱN(⋅,t;x,ω)‖2h≤c46 |
for
Similarly, multiplying (4.1)
ddt‖∂+∂−ϱN(⋅,t;x,ω)‖2h−ωh2‖∂+∂2−ϱN(⋅,t;x,ω)‖2h+‖∂2+∂−ϱN(⋅,t;x,ω)‖2h+(∂−(FNϱN),∂2+∂2−ϱN)h=0. |
We expand the last term in the left-hand side as
(∂−(FNϱN),∂2+∂2−ϱN)h=−((∂−ϱN)(∂−FN)−,∂+∂2−ϱN)h−(ϱN(∂2−FN),∂+∂2−ϱN)h−(FN∂−ϱN,∂2+∂2−ϱN)h≡3∑j=1Ij. |
Each term is estimated as follows.
|I1|≤˜C1M0‖ϱN(⋅,t;x,ω)‖h|(∂−ϱN,∂+∂2−ϱN)h| ≤˜C1M0‖ϱN(⋅,t;x,ω)‖h‖∂+∂−ϱN(⋅,t;x,ω)‖2h, |I2|≤˜C1M0‖ϱN(⋅,t;x,ω)‖h|(ϱN,∂+∂2−ϱN)h| ≤˜C1M0h2‖ϱN(⋅,t;x,ω)‖h‖∂+∂−ϱN(⋅,t;x,ω)‖2h,|I3|≤˜C0M0‖ϱN(⋅,t;x,ω)‖h|(∂−ϱN,∂2+∂2−ϱN)h| ≤˜C0M0‖ϱN(⋅,t;x,ω)‖h(ε‖∂+∂−ϱN(⋅,t;x,ω)‖2h+Cε‖∂2+∂−ϱN(⋅,t;x,ω)‖2h). |
Here we applied a similar estimate as (4.7). Thus, by using (4.8) we have the estimate of the form
12ddt(supx‖∂+∂−ϱN(⋅,t;x,ω)‖2h)−ωh2‖∂+∂−ϱN(⋅,t;x,ω)‖2h +(D−ε)‖∂2+∂−ϱN(⋅,t;x,ω)‖2h ≤c47‖∂+∂−ϱN(⋅,t;x,ω)‖2h, |
which yields the boundedness of
When
supx‖dϱNdt(⋅,t;x,ω)‖h≤c48,supx‖∂m+∂m−dϱNdt(⋅,t;x,ω)‖h≤c49 | (4.9) |
under the assumptions of Theorem 4.1. Then, as Sjöberg[32] and Tsutsumi[36] did, we consider the discrete Fourier series of
ϕN(θ,t;x,ω)=1√2πn∑k=−nak(t;x,ω)eikθ, ak(t;x,ω)=1√2π(eikθ,ϱN)h. |
Estimate (4.9) and Lemmas 4.5-4.7 yield that the sequence of functions
(∂∂θ)mϕN→(∂∂θ)mϱ(N→+∞) |
in
Finally, we discuss the regularity of
v≡ϱ(θ,t;x+△x,ω)−ϱ(θ,t;x,ω)△x,∂G≡G(x+△x)−G(x)△x, |
which clearly satisfy
∂v∂t=−∂∂θ[ωv+ϱ(∫R∂G(x−y)dy∫Rg(ω′)dω′∫ΩΓ(θ−ϕ)ϱ(ϕ,t;y,ω′)dϕ)]+F[v,ϱ]−D∂2ϱ∂θ2=0. |
Thus, under the assumptions of Theorem 4.1, we can show that
ϱ(θ,t;⋅,ω)∈C∞(R) |
with respect to
Before proceeding to the uniqueness part, we mention that the solution that was guaranteed to exist in the previous process also belongs to
Finally, we discuss the uniqueness part of the statement. Assume that there exist two solutions
Then, it satisfies:
{∂˜˜ϱ∂t+ω∂˜˜ϱ∂θ−D∂2˜˜ϱ∂θ2+∂∂θ(F[˜˜ϱ,ϱ1])+∂∂θ(F[ϱ2,˜˜ϱ])=0 θ∈Ω,t∈(0,T∗),(x,ω)∈R2,∂i˜˜ϱ∂θi|θ=0=∂i˜˜ϱ∂θi|θ=2π (i=0,1),t∈(0,T∗),(x,ω)∈R,˜˜ϱ|t=0=0 θ∈Ω,(x,ω)∈R2. | (4.10) |
We multiply (4.10)
∫Ω˜˜ϱ(θ,t;x,ω)∂∂θ(F[˜˜ϱ,ϱ1])dθ=12∫ΩF(1)[(˜˜ϱ)2,ϱ]dθ ≤C1M02|||˜˜ϱ(t)|||2,∫Ω˜˜ϱ(θ,t;x,ω)∂∂θ(F[ϱ2,˜˜ϱ])dθ =∫Ω˜˜ϱ(θ,t;x,ω)F[∂ϱ2∂θ,˜˜ϱ]dθ+∫Ω˜˜ϱ(θ,t;x,ω)F(1)[ϱ2,˜˜ϱ]dθ ≤2πM0{˜C0|||ϱ(1,0)2(t)|||∞+˜C1|||ϱ2(t)|||∞}|||˜˜ϱ(t)|||2. |
These yield
12ddt|||˜˜ϱ(t)|||2+D|||˜˜ϱ(1,0)(t)|||2≤C1M0|||˜˜ϱ(t)|||2 ∀t∈(0,T∗). |
By virtue of the Gronwall's inequality and the initial condition (4.10)
|||˜˜ϱ(t)|||=0 ∀t∈(0,T∗), |
which indicates the uniqueness of the solution in the desired function space.
Now we discuss the global-in-time solvability of (2.3). Let
Lemma 4.8. Let
|||ϱ(k,0)(t)|||≤c′4(k) (k=1,2,…,2m) | (4.11) |
hold with certain constants
Proof. For the sake of simplicity, we introduce the notation
{∂˜ϱ∂t+ω∂˜ϱ∂θ+∂∂θ(F[˜ϱ+ˉϱ,˜ϱ+ˉϱ])−D∂2˜ϱ∂θ2=0 θ∈Ω,t∈(0,T),(x,ω)∈R2,∂i˜ϱ∂θi|θ=0=∂i˜ϱ∂θi|θ=2π (i=0,1),t∈(0,T),(x,ω)∈R2,˜ϱ|t=0=˜ϱ0≡ϱ0−ˉϱ θ∈Ω,(x,ω)∈R2. | (4.12) |
Multiply (4.12)
∫Ω˜ϱ(θ,t;x,ω)∂∂θ(F[˜ϱ+ˉϱ,˜ϱ+ˉϱ])dθ=∫Ωϱ(θ,t;x,ω)∂∂θ(F[˜ϱ+ˉϱ,˜ϱ+ˉϱ])dθ=−12∫ΩF(1)[ϱ2,ϱ]dθ≤C1M02‖ϱ(⋅,t;x,ω)‖2. |
On the other hand, in the same line as the arguments by Lavrentiev[24], we have
‖ϱ(⋅,t;x,ω)‖2≤∫Ωϱ(θ,t;x,ω)(12π+√2π‖∂ϱ∂θ(⋅,t;x,ω)‖)dθ=12π+√2π‖∂ϱ∂θ(⋅,t;x,ω)‖≤12π+Cε′+ε′‖∂˜ϱ∂θ(⋅,t;x,ω)‖2, |
where we have applied the Young's inequality in the last inequality.
Thus, after taking the supremum with respect to
12ddt|||˜ϱ(t)|||2+D|||˜ϱ(1,0)(t)|||2≤c410+ε′|||˜ϱ(1,0)(t)|||2. | (4.13) |
Therefore, if we take
|||˜ϱ(t)|||2≤|||˜ϱ0|||2exp(−2(D−ε′)t)+c411D−ε′(1−exp(−2(D−ε′)t))≤c412 ∀t∈(0,T). | (4.14) |
Next, we show the estimate of
∂˜ϱ(1,0)∂t+ω∂˜ϱ(1,0)∂θ−D∂2˜ϱ(1,0)∂θ2+∂∂θ(F(1)[˜ϱ+ˉϱ,˜ϱ]+F[˜ϱ(1,0),˜ϱ])=0. |
Then, due to the estimates
∫Ω˜ϱ(1,0)(θ,t;x,ω)∂∂θ(F(1)[˜ϱ+ˉϱ,˜ϱ])dθ =∫ΩF(1)[(˜ϱ(1,0)(θ,t;x,ω))2,˜ϱ]dθ+12∫ΩF(2)[∂∂θ(˜ϱ(θ,t;x,ω))2,˜ϱ]dθ +12π∫ΩF(2)[˜ϱ(1,0),˜ϱ]dθ ≤C1M0‖˜ϱ(1,0)(⋅,t;x,ω)‖2+C3M02‖˜ϱ(⋅,t;x,ω)‖2 +˜C2M0‖˜ϱ(1,0)(⋅,t;x,ω)‖|||˜ϱ(t)|||,∫Ω˜ϱ(1,0)(θ,t;x,ω)∂∂θ(F[˜ϱ(1,0),˜ϱ])dθ=−12∫ΩF[∂∂θ(˜ϱ(1,0)(θ,t;x,ω))2,˜ϱ]dθ ≤C1M02‖˜ϱ(1,0)(⋅,t;x,ω)‖2, |
and the Young's inequality, and taking the supremum with respect to
12ddt|||˜ϱ(1,0)(t)|||2+D|||˜ϱ(2,0)(t)|||2≤χ(0,0)1|||˜ϱ(t)|||2+χ(1,0)1|||˜ϱ(1,0)(t)|||2. | (4.15) |
with constants
‖˜ϱ(⋅,t;x,ω)‖≤2π‖˜ϱ(1,0)(⋅,t;x,ω)‖ |
to the first term:
(D−ε)|||˜ϱ(1,0)(t)|||2+ε|||˜ϱ(1,0)(t)|||2≥D−ε4π2|||˜ϱ(t)|||2+ε|||˜ϱ(1,0)(t)|||2. |
Then, we obtain
12ddt|||˜ϱ(t)|||2+D−ε4π2|||˜ϱ(t)|||2+ε|||˜ϱ(1,0)(t)|||2≤c410+ε′|||˜ϱ(1,0)(t)|||2. |
Summing up this and (4.15) multiplied by a positive constant
12ddt(|||˜ϱ(t)|||2+m(1,0)|||˜ϱ(1,0)(t)|||2)+{(D−ε)4π2−m(1,0)χ(0,0)1}|||˜ϱ(t)|||2 +{ε−ε′−m(1,0)χ(1,0)1}|||˜ϱ(1,0)(t)|||2+m(1,0)D|||˜ϱ(2,0)(t)|||2 ≤c413. |
Therefore, we take
(ⅰ) Take
(ⅱ) Then, take
{D−ε4π2−χ(0,0)1m(1,0)>0,ε−ε′−χ(1,0)1m(1,0)>0 |
hold.
Then, in the same line with the deduction of (4.14), we have
|||˜ϱ(1,0)|||2≤c414 ∀t>0. | (4.16) |
Similarly, for
12ddt|||˜ϱ(i,0)(t)|||2+D|||˜ϱ(i+1,0)(t)|||2≤i∑j=0χ(j,0)i|||˜ϱ(j,0)(t)|||2(i=2,3,…,(2m−2)). | (4.17) |
For estimates of
Φδ≡δ−1Φ(θδ−1) |
with a constant
f1∗f2≡∫Rf1(θ−θ′)f2(θ′)dθ′ |
for functions
Now, by operating
∂˜ϱ(δ)∂t+ω∂˜ϱ(δ)∂θ−D∂2˜ϱ(δ)∂θ2+∂∂θ(F[(˜ϱ(δ)+ˉϱ),˜ϱ])=˜H(δ), | (4.18) |
where
˜ϱ(δ)=Φδ∗˜ϱ,˜H(δ)≡∂∂θ(F[(˜ϱ(δ)+ˉϱ),˜ϱ])−Φδ∗∂∂θ(F[(˜ϱ+ˉϱ),˜ϱ]). |
Operating
∂˜ϱ(l,0)(δ)∂t+ω∂˜ϱ(l,0)(δ)∂θ−D∂2˜ϱ(l,0)(δ)∂θ2+l∑i=0lCi∂∂θ(F(l−i)[˜ϱ(i,0)(δ),˜ϱ])=˜H(l,0)(δ). | (4.19) |
Hereafter we use the notation
Then, we multiply (4.19) by
12∂∂t|||˜ϱ(l,0)(δ)(t)|||2+D|||˜ϱ(l+1,0)(δ)(t)|||2≤l∑j=0χ(j,0)l|||˜ϱ(j,0)(δ)(t)|||2+|||˜H(l,0)(δ)(t)||||||˜ϱ(i,0)(δ)(t)||| | (4.20) |
with constants
12ddt|||˜ϱ(l,0)(t)|||2+D|||˜ϱ(l+1,0)(t)|||2≤l∑j=0χ(j,0)l|||˜ϱ(j,0)(t)|||2(l=2m−1,2m). | (4.21) |
We now multiply each estimate for
12ddt(2m∑j=0m(j,0)|||˜ϱ(j,0)(t)|||2)+D2m∑i=0m(i,0)|||˜ϱ(i+1,0)(t)|||2≤c410+ε′|||˜ϱ(1,0)(t)|||2+2m∑i=1m(i,0)(i∑j=0χ(j,0)i|||˜ϱ(j,0)(t)|||2). |
It should be noted that a straightforward estimate, like that by Ha and Xiao[11] will require
12ddt(2m∑j=0m(j,0)|||˜ϱ(j,0)(t)|||2)+D−ε4π22m−1∑i=0m(i,0)|||˜ϱ(i,0)(t)|||2+ε2m−1∑i=0m(i,0)|||˜ϱ(i+1,0)(t)|||2+Dm(2m,0)|||˜ϱ(2m+1,0)(t)|||2 ≤c410+ε′|||˜ϱ(1,0)(t)|||2+2m∑i=1m(i,0)(i∑j=0χ(j,0)i|||˜ϱ(j,0)(t)|||2) | (4.22) |
We take
(ⅰ) Take
(ⅱ) Take
{D−ε4π2−χ(0,0)1m(1,0)>0,(D−ε4π2−χ(1,0)1)m(1,0)<ε−ε′ |
hold;
(ⅲ) Take
{D−ε4π2−2∑i=1χ(0,0)im(i,0)>0,(D−ε4π2−χ(1,0)1)m(1,0)+(ε−ε′)−χ(1,0)2m(2,0)>0,(D−ε4π2−χ(2,0)2)m(2,0)+εm(1,0)>0 |
hold;
(ⅳ) As for
{D−ε4π2−i∑p=1χ(0,0)pm(p,0)>0,(D−ε4π2−χ(1,0)1)m(1,0)+(ε−ε′)−i∑p=1χ(1,0)pm(p,0)>0,(D−ε)m(q,0)4π2+εm(q−1,0)−i∑s=qχ(q,0)sm(s,0)>0 (q=2,3,…,i) |
hold;
(ⅴ) Finally, take
{D−ε4π2−2m∑p=1χ(0,0)pm(p,0)>0,(D−ε4π2−χ(1,0)1)m(1,0)+(ε−ε′)−2m∑p=1χ(1,0)pm(p,0)>0,(D−ε)m(q,0)4π2+εm(q−1,0)−2m∑s=qχ(q,0)sm(s,0)>0 (q=2,3,…,2m−1),εm(2m−1,0)−χ(2m,0)2mm(2m,0)>0 |
hold.
Thus, (4.22) becomes
12ddt(2m∑i=0m(i,0)|||˜ϱ(i,0)(t)|||2)+{D−ε4π2−2m∑p=1χ(0,0)pm(p,0)}|||˜ϱ(t)|||2+{D−ε4π2m(1,0)+(ε−ε′)−2m∑p=1χ(1,0)pm(p,0)}|||˜ϱ(1,0)(t)|||2+2m−1∑q=2{D−ε4π2m(q,0)+εm(q−1,0)−2m∑s=qχ(q,0)sm(s,0)}|||˜ϱ(q,0)(t)|||2+(εm(2m−1,0)−χ(2m,0)2mm(2m,0))|||˜ϱ(2m,0)(t)|||2+Dm(2m,0)|||˜ϱ(2m+1,0)(t)|||2≤c410, |
where the coefficients of each term in the left-hand side are all positive. Thus, as we have obtained (4.14) and (4.16), the Gronwall's inequality again yields
(2m∑i=0m(i,0)|||˜ϱ(i,0)(t)|||2)≤c415. |
Now, by virtue of Lemma 4.8,
Theorem 4.9. Let
Remark 3. From these considerations, it is obvious that Theorem 4.9 holds when
Corollary 4.10. Under the assumptions in Theorem 4.1 with (ⅳ) replaced by
In this section, we discuss the nonlinear stability of the trivial stationary solution
The asymptotic stability of
Theorem 5.1. In addition to the assumptions in Theorem 4.1, we assume
D>2π2M0(C1+˜C1). |
Then,
‖˜ϱ(t)‖¯H2m≤c51‖˜ϱ0‖¯H2me−c52t |
with certain positive constants
Proof. The line of the argument is similar to that of Lemma 4.8, but this time we have to confirm the non-positiveness of the left-hand side of the energy type inequalities. First, let us multiply (4.12)
∫Ω˜ϱ(θ,t;x,ω)∂∂θ(F[(˜ϱ+ˉϱ,˜ϱ+ˉϱ])dθ=−12∫ΩF[∂∂θ(˜ϱ(θ,t;x,ω))2,(˜ϱ+ˉϱ)]dθ+12π∫ΩF(1)[˜ϱ,(˜ϱ+ˉϱ)]dθ≤M02(C1+˜C1)‖˜ϱ(t)‖2. |
Thus, we have the energy estimate
12ddt|||˜ϱ(t)|||2+D|||˜ϱ(1,0)(t)|||2≤M02(C1+˜C1)|||˜ϱ(t)|||2. | (5.1) |
For the estimate of
12ddt|||˜ϱ(t)|||2+{D4π2−M02(C1+˜C1)}|||˜ϱ(t)|||2≤0, |
which leads to the estimate of the form
|||˜ϱ(t)|||≤c53exp(−c54t) | (5.2) |
by virtue of the Gronwall's inequality. Estimate (5.2) implies the asymptotic stability of
Next, we show the estimate up to the first-order spatial derivative. First, by applying the Poincaré's inequality to the second term of the left-hand side in (5.1) partially, as in the previous section, we have
12ddt|||˜ϱ(t)|||2+D−ε4π2|||˜ϱ(t)|||2+ε|||˜ϱ(1,0)(t)|||2≤M02(C1+˜C1)|||˜ϱ(t)|||2. | (5.3) |
Then, let us sum up (5.3) and (4.15), and we have
12ddt(|||˜ϱ(t)|||2+m(1,0)|||˜ϱ(1,0)(t)|||2)+{D−ε4π2−M02(C1+˜C1)−χ(0,0)1m(1,0)}|||˜ϱ(t)|||2+(ε−χ(1,0)1m(1,0))|||˜ϱ(1,0)(t)|||2+m(1,0)D|||˜ϱ(2,0)(t)|||2≤0. | (5.4) |
As in the previous section, we take
(ⅰ) Take
(ⅱ) Then, take
{D−ε4π2−M02(C1+˜C1)−χ(0,0)1m(1,0)>0,ε−χ(1,0)1m(1,0)>0 |
hold.
By applying the Gronwall's inequality to (5.4), these lead to the estimate of the form
(|||˜ϱ(t)|||2+m(1,0)|||˜ϱ(1,0)(t)|||2)≤c55exp(−c56t), |
that is, the asymptotic stability of
Similarly, we make use of (4.17) and (4.21) to deduce
12ddt|||˜ϱ(i,0)(t)|||2+D−ε4π2|||˜ϱ(i,0)(t)|||2+ε|||˜ϱ(i+1,0)(t)|||2≤i∑j=0χ(j,0)i|||˜ϱ(j,0)(t)|||2(i=1,2,…,(2m−1)), | (5.5) |
12ddt|||˜ϱ(2m,0)(t)|||2+D|||˜ϱ(2m+1,0)(t)|||2≤2m∑j=0χ(j,0)2m|||˜ϱ(j,0)(t)|||2. | (5.6) |
Summing up (5.3), (5.5) and (5.6) multiplied by constants
12ddt(2m∑i=0m(i,0)|||˜ϱ(i,0)(t)|||2)+{D−ε4π2−M02(C1+˜C1)−(2m∑p=1χ(0,0)pm(p,0))}|||˜ϱ(t)|||2+2m−1∑i=1{(D−ε)m(i,0)4π2+εm(i−1,0)−(2m∑s=iχ(i,0)sm(s,0))}|||˜ϱ(i,0)(t)|||2+(εm(2m−1,0)−m(2m,0)χ(2m,0)2m|||˜ϱ(2m,0)(t)|||2)+m(2m,0)D|||˜ϱ(2m+1,0)(t)|||2≤0. |
Now, we determine
(ⅰ) Take
(ⅱ) Take
{(D−ε)m(i,0)4π2−M02(C1+˜C1)−χ(0,0)1m(1,0)>0,(D−ε)m(1,0)4π2+ε−χ(1,0)1m(1,0)>0 |
hold;
(ⅲ) Take
{(D−ε)m(i,0)4π2−M02(C1+˜C1)−2∑i=1χ(0,0)im(i,0)>0,(D−ε)m(1,0)4π2+ε−χ(1,0)1m1,0−χ(1,0)2m(2,0)>0,(D−ε)m(2,0)4π2+εm(1,0)−χ(2,0)2m(2,0)>0 |
hold;
(ⅵ) As for
{D−ε4π2−M02(C1+˜C1)−q∑p=1χ(0,0)pm(p,0)>0,(D−ε)m(i,0)4π2+εm(i−1,0)−q∑s=iχ(i,0)sm(s,0)>0 (i=1,2,…,q) |
hold;
(ⅴ) Finally, take
{D−ε4π2−M02(C1+˜C1)−2m∑i=1χ(0,0)im(i,0)>0,D−ε4π2m(i,0)+εm(i−1,0)−2m∑s=iχ(i,0)sm(s,0)>0 (i=1,2,…,2m),εm(2m−1,0)−χ(2m,0)2mm(2m,0)>0 |
hold.
These yield the estimate of the form
(2m∑i=0m(i,0)|||˜ϱ(i,0)(t)|||2)≤c57exp(−c58t), |
which directly leads to the desired statement.
Remark 4. For the original Kuramoto-Sakaguchi equation (1.6), Ha[11] deduced a similar result concerning the asymptotic stability of
Finally, we discuss the vanishing limit of the diffusion coefficient. In order to show the dependency of the solution on the diffusion coefficient clearly, we denote the solution of (2.3) as
Lemma 6.1. Let
Proof. What we have to verify are
supt∈(0,T)|||ϱ(l,k)(D)(t)|||≤cl,k(T) (2k+l≤2m), | (6.1) |
∫T0|||ϱ(l+1,k)(D)(t)|||2dt≤c′l,k(T) (2k+l≤2m) | (6.2) |
with some constants
Now we provide the estimates of the temporal derivative of
∂ϱ(0,k)(D)∂t+ω∂ϱ(0,k)(D)∂θ−D∂2ϱ(0,k)(D)∂θ2+k∑j=0kCj∂∂θ(F[ϱ(0,j)(D),ϱ(0,k−j)(D)])=0 |
and Lemma 4.2, we have the estimate of the form
12ddt|||ϱ(0,k)(D)(t)|||2+D|||ϱ(1,k)(D)(t)|||2 ≤k−1∑j=1c′′k,j|||ϱ(0,k−j)(D)(t)|||2|||ϱ(0,j)(D)(t)|||2+ε|||ϱ(1,k)(D)(t)|||2 +(C0|||ϱ(1,0)(D)(t)|||2+˜C1|||ϱ(D)(t)|||2+C12)M0|||ϱ(0,k)(D)(t)|||2, | (6.3) |
where
|||ϱ(0,k)(D)(t)|||2≤c61(t)exp(∫t0c62(τ)dτ)(k=1,2,…,m−1). | (6.4) |
As for
∂ϱ(D)(δ)∂t+ω∂ϱ(D)(δ)∂θ−D∂2ϱ(D)(δ)∂θ2+∂∂θ(F[ϱ(D)(δ),ϱ(D)])=H(D)(δ), | (6.5) |
where
H(D)(δ)=∂∂θ(F[(ϱ(D)(δ)),ϱ(D)])−Φδ∗∂∂θ(F[ϱ(D),ϱ(D)]). |
We operate the temporal derivative
∂ϱ(0,m)(D)(δ)∂t+ω∂ϱ(0,m)(D)(δ)∂θ−D∂2ϱ(0,m)(D)(δ)∂θ2 +m∑j=0mCj∂∂θ(F[ϱ(0,j)(D)(δ),ϱ(0,m−j)(D)])=H(0,m)(D)(δ). | (6.6) |
Then, after the energy type estimate, we make
limδ→0|||H(0,m)(D)(δ)|||=0, |
we obtain (6.4) with
Next, we estimate the term including both temporal and spatial derivatives. We only show the case
∂ϱ(l,k)(D)(δ)∂t+ω∂ϱ(l,k)(D)(δ)∂θ−D∂2ϱ(l,k)(D)(δ)∂θ2+l∑i=0k∑j=0lCi⋅kCj∂∂θ(F(l−i)[ϱ(i,j)(D)(δ),ϱ(0,k−j)(D)])=H(l,k)(D)(δ). | (6.7) |
Now we show some examples of the energy type estimates. In case
∫Ωϱ(l,k)(D)(δ)(θ,t;x,ω)∂∂θ(F[ϱ(l,k)(D)(δ),ϱ(D)])dθ≤C1M02‖ϱ(l,k)(D)(δ)(⋅,t;x,ω)‖2. |
For
∫Ωϱ(l,k)(D)(δ)(θ,t;x,ω)∂∂θ(F(1)[ϱ(l−1,k)(D)(δ),ϱ(D)])dθ=∫ΩF(1)[(ϱ(l,k)(D)(δ))2,ϱ(D)]dθ+∫ΩF(2)[ϱ(l,k)(D)(δ)ϱ(l−1,k)(D)(δ),ϱ(D)]dθ≤C1M0‖ϱ(l,k)(D)(δ)(⋅,t;x,ω)‖2+C3M02‖ϱ(l−1,k)(D)(δ)(⋅,t;x,ω)‖2. |
Otherwise, we have
∫Ωϱ(l,k)(D)(δ)(θ,t;x,ω)∂∂θ(F(l−i)[ϱ(i,j)(D)(δ),ϱ(0,k−j)(D)])dθ≤˜Cl−iM0|||ϱ(l+1,k)(D)(δ)(t)||||||ϱ(i,j)(D)(δ)(t)||||||ϱ(0,k−j)(D)(δ)(t)|||. |
By combining these and (6.7), and applying the Young's and Schwarz's inequalities, we derive the energy estimate of the form
12ddt|||ϱ(l,k)(D)(δ)(t)|||2+D2|||ϱ(l+1,k)(D)(δ)(t)|||2≤c63|||ϱ(l,k)(D)(δ)(t)|||2+ε|||ϱ(l+1,k)(D)(δ)(t)|||2 +Cε∑(i,j)≠(l,k)|||ϱ(i,j)(D)(δ)(t)|||2|||ϱ(0,k−j)(D)(t)|||2+C3M02|||ϱ(l−1,k)(D)(δ)(t)|||2 +|||ϱ(l,k)(D)(δ)(t)||||||H(l,k)(D)(δ)(t)|||. | (6.8) |
After making
|||ϱ(l,k)(D)(t)|||2≤c64(t)exp(∫t0c65(τ)dτ). |
Thus, we have shown the first part of the statement. Estimate (6.2) is derived from (6.3), (6.8), and the estimates we have already obtained. These complete the proof.
By virtue of Lemma 6.1, we see that the sequence
ϱ(D)→∃ˆϱinL∞(0,T;¯H2m) weaklystar; | (6.9) |
∂ϱ(D)∂t→∃ˆϱ′inL∞(0,T;¯H2m−2) weaklystar. | (6.10) |
Then, in the relationship
ϱ(D)=ϱ0+∫t0∂ϱ(D)∂t(τ)dτinL∞(0,T;¯H2m−2), |
if we make
ˆϱ=ϱ0+∫t0ˆϱ′(τ)dτinL∞(0,T;¯H2m−2), |
which means
The next lemma clarifies the space to which this sequence converges.
Lemma 6.2. Let
Proof. Let us define
∂˘ϱ∂t+ω∂˘ϱ∂θ−D∂2˘ϱ∂θ2−(D−D′)∂2ϱ(D′)∂θ2+∂∂θ(F[˘ϱ,ϱ(D)])+∂∂θ(F[ϱ(D′),˘ϱ])=0. |
Then, with the aid of the estimates
∫Ω˘ϱ(θ,t;x,ω)∂∂θ(F[˘ϱ,ϱ(D)])dθ=−∫Ω∂˘ϱ∂θ(θ,t;x,ω)F[˘ϱ,ϱ(D)]dθ≤C1M02‖˘ϱ(⋅,t;x,ω)‖2, |
∫Ω˘ϱ(θ,t;x,ω)∂∂θ(F[ϱ(D′),˘ϱ])dθ≤(˜C0|||∂ϱ(D′)∂θ(t)|||+˜C1|||ϱ(D′)(t)|||)M0|||˘ϱ(t)|||2,∫Ω(D−D′)˘ϱ(θ,t;x,ω)∂2ϱ(D′)∂θ2(θ,t;x,ω)dθ ≤|D−D′|22+12‖˘ϱ(⋅,t;x,ω)‖2‖∂2ϱ(D′)∂θ2(⋅,t;x,ω)‖2, |
we have
12ddt|||˘ϱ(t)|||2+D|||˘ϱ(1,0)(t)|||2≤c66|||˘ϱ(t)|||2+|D−D′|22. |
Thus, by virtue of the Gronwall's inequality and the fact that
|||˘ϱ(t)|||2≤c67|D−D′|2exp(c68t). |
This implies that the sequence
∂˘ϱ(l,k)(δ)∂t+ω∂˘ϱ(l,k)(δ)∂θ−D∂2˘ϱ(l,k)(δ)∂θ2−(D−D′)∂2˘ϱ(l,k)(δ)∂θ2+l∑i=0k∑j=0lCi⋅kCj∂∂θ(F(l−i)[˘ϱ(i,j)(δ),ϱ(0,k−j)(D)])+l∑i=0k∑j=0lCi⋅kCj∂∂θ(F(l−i)[ϱ(i,j)(D′)(δ),˘ϱ(0,k−j)])=˘H(l,k)(δ), |
where
We show inductively that
∫Ω˘ϱ(l,k)(δ)(θ,t;x,ω)∂∂θ(F(l−i)[˘ϱ(l,k)(δ),ϱ(D)])dθ≤C1M02‖˘ϱ(l,k)(δ)(⋅,t;x,ω)‖2. |
In case
∫Ω˘ϱ(l,k)(δ)(θ,t;x,ω)∂∂θ(F(1)[˘ϱ(l−1,k)(δ),ϱ(D)])dθ=∫ΩF(1)[(˘ϱ(l,k)(δ))2,ϱ(D)]dθ+12∫ΩF(2)[(˘ϱ(l−1,k)(δ))2,ϱ(D)]dθ≤C1M0‖˘ϱ(l,k)(δ)(⋅,t;x,ω)‖2+C3M02‖˘ϱ(l−1,k)(δ)(⋅,t;x,ω)‖2. |
Otherwise, we have
∫Ω˘ϱ(l,k)(δ)(θ,t;x,ω)∂∂θ(F(l−i)[˘ϱ(i,j)(δ),ϱ(0,k−j)(D)])dθ=−∫ΩF(l−i)[˘ϱ(l+1,k)(δ)˘ϱ(i,j)(δ),ϱ(k−j)(D)]dθ≤˜Cl−iM0|||˘ϱ(l+1,k)(δ)(t)||||||˘ϱ(i,j)(δ)(t)||||||ϱ(0,k−j)(D)(t)|||. |
After applying the Schwarz's inequality, we make
12ddt|||˘ϱ(l,k)(t)|||2+D2|||˘ϱ(l+1,k)(t)|||2≤c69|||˘ϱ(l,k)(t)|||2+C(D,D′), |
where
From these considerations, the sequence
By Lemma 6.2, we see that
∫T0dt∫Ω{∂ϱ(D)∂t+ω∂ϱ(D)∂θ−D∂2ϱ(D)∂θ2+∂∂θ(F[ϱ(D),ϱ(D)])}h(θ,t)dθ=0∀(x,ω)∈R2, | (6.11) |
In virtue of (6.9)-(6.10), if we make
∫T0dt∫Ω{∂ϱ(D)∂t+ω∂ϱ(D)∂θ−D∂2ϱ(D)∂θ2}h(θ,t)dθ→∫T0dt∫Ω{∂ˆϱ∂t+ω∂ˆϱ∂θ}h(θ,t)dθ ∀(x,ω)∈R2. |
On the other hand, thanks to the Rellich's theorem[27], we have
ϱ(D)→ˆϱ inL2(0,T;¯H0) |
strongly as
∫T0dt∫Ω∂∂θ(F[ϱ(D),ϱ(D)])h(θ,t)dθ→∫T0dt∫Ω∂∂θ(F[ˆϱ,ˆϱ])h(θ,t)dθ |
holds. Thus, we arrive at
∫T0dt∫Ω{∂ˆϱ∂t+ω∂ˆϱ∂θ+∂∂θ(F[ˆϱ,ˆϱ])}h(θ,t)dθ=0, | (6.12) |
which means that
−ϱ0(θ;x,ω)h(θ,0)−∫T0dt∫Ωϱ(D)(θ,t;x,ω)∂h∂t(θ,t)dθ +∫T0dt∫Ω{ω∂ϱ(D)∂θ−D∂2ϱ(D)∂θ2+∂∂θ(F[ϱ(D),ϱ(D)])}h(θ,t)dθ=0, | (6.13) |
−ˆϱ(θ,0;x,ω)h(θ,0)−∫T0dt∫Ωˆϱ(θ,t;x,ω)∂h∂t(θ,t)dθ+∫T0dt∫Ω{ω∂ˆϱ∂θ+∂∂θ(F[ˆϱ,ˆϱ])}h(θ,t)dθ=0, | (6.14) |
respectively. Comparing (6.13) and (6.14) with the aid of (6.9)-(6.10) implies
Theorem 6.3. Let
In this paper, we discussed the mathematical analysis of the nonlinear Fokker-Planck equation of Kuramoto's non-local coupling model of oscillators. We first showed the local and global-in-time solvability, and then the nonlinear asymptotic stability of the incoherent state. Finally, we verified the existence of the vanishing diffusion limit solution as the diffusion coefficient tends to zero.
Our future work will be concerned with the mathematical stability analysis of the chimera state of this model and the coupled oscillator model on the complex graph. We will also tackle the bifurcation problem.
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1. | Hirotada Honda, On Kuramoto-Sakaguchi-type Fokker-Planck equation with delay, 2023, 19, 1556-1801, 1, 10.3934/nhm.2024001 |