Necessary and sufficient conditions for the existence of an entropy structure for certain classes of cross-diffusion systems with diffusion matrix $A(u)$ are derived, based on results from matrix factorization. The entropy structure is important in the analysis for such equations since $A(u)$ is typically neither symmetric nor positive definite. In particular, the normal ellipticity of $A(u)$ for all $u$ and the symmetry of the Onsager matrix implies its positive definiteness and hence an entropy structure. If $A$ is constant or nearly constant in a certain sense, the existence of an entropy structure is equivalent to the normal ellipticity of $A$. Several applications and examples are presented, including the $n$-species population model of Shigesada, Kawasaki, and Teramoto, a volume-filling model, and a fluid mixture model with partial pressure gradients. Furthermore, the normal elipticity of these models is investigated and some extensions are discussed.
This paper is devoted to the use of the entropy and duality methods for the existence theory of reaction-cross diffusion systems consisting of two equations, in any dimension of space. Those systems appear in population dynamics when the diffusion rates of individuals of two species depend on the concentration of individuals of the same species (self-diffusion), or of the other species (cross diffusion).
Some results on cross-diffusion systems with entropy structure are reviewed. The focus is on local-in-time existence results for general systems with normally elliptic diffusion operators, due to Amann, and global-in-time existence theorems by Lepoutre, Moussa, and co-workers for cross-diffusion systems with an additional Laplace structure. The boundedness-by-entropy method allows for global bounded weak solutions to certain diffusion systems. Furthermore, a partial result on the uniqueness of weak solutions is recalled, and some open problems are presented.
We investigate the large-time asymptotics of nonlinear diffusion equations $u_t = Δu^p$ in dimension $n \ge 1$, in the exponent interval $p > n/(n+2)$, when the initial datum $u_0$ is of bounded second moment. Precise rates of convergence to the Barenblatt profile in terms of the relative Rényi entropy are demonstrated for finite-mass solutions defined in the whole space when they are re-normalized at each time $t> 0$ with respect to their own second moment. The analysis shows that the relative Rényi entropy exhibits a better decay, for intermediate times, with respect to the standard Ralston-…
We consider a nonlinear degenerate convection-diffusion equation with inhomogeneous convection and prove that its entropy solutions in the sense of Kružkov are obtained as the - a posteriori unique - limit points of the JKO variational approximation scheme for an associated gradient flow in the $L^2$-Wasserstein space. The equation lacks the necessary convexity properties which would allow to deduce well-posedness of the initial value problem by the abstract theory of metric gradient flows. Instead, we prove the entropy inequality directly by variational methods and conclude uniqueness by doub…
The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the solutions converge to the fractional heat kernel with algebraic rate. The proof is based on the entropy method and leads to a decay rate in the $L^1(\mathbb{R}^d)$ norm. The technique is applied to other semilinear equations with fractional dissipation.
A non self-similar change of coordinates provides improved matching asymptotics of the solutions of the fast diffusion equation for large times, compared to already known results, in the range for which Barenblatt solutions have a finite second moment. The method is based on relative entropy estimates and a time-dependent change of variables which is determined by second moments, and not by the scaling corresponding to the self-similar Barenblatt solutions, as it is usually done.
We establish a weak-strong uniqueness principle for solutions to entropy-dissipating reaction-diffusion equations: As long as a strong solution to the reaction-diffusion equation exists, any weak solution and even any renormalized solution must coincide with this strong solution. Our assumptions on the reaction rates are just the entropy condition and local Lipschitz continuity; in particular, we do not impose any growth restrictions on the reaction rates. Therefore, our result applies to any single reversible reaction with mass-action kinetics as well as to systems of reversible reactions wit…
For cross-diffusion systems possessing an entropy (i.e. a Lyapunov functional)we study nonlocal versions and exhibit sufficient conditions to ensure that thenonlocal version inherits the entropy structure. These nonlocal systems can beunderstood as population models per se or as approximation of the classical ones.With the preserved entropy, we can rigorously link the approximating nonlocalversion to the classical local system. From a modelling perspective this gives away to prove a derivation of the model and from a PDE perspective this providesa regularisation scheme to prove the existence o…
Cross-diffusion systems are systems of nonlinear parabolic partial differential equations that are used to describe dynamical processes in several application, including chemical concentrations and cell biology. We present a space-time approach to the proof of existence of bounded weak solutions of cross-diffusion systems, making use of the system entropy to examine long-term behavior and to show that the solution is nonnegative, even when a maximum principle is not available. This approach naturally gives rise to a novel space-time Galerkin method for the numerical approximation of cross-diff…
The rigorous asymptotics from reaction-cross-diffusion systems for three species with known entropy to cross-diffusion systems for two variables is investigated. The equations are studied in a bounded domain with no-flux boundary conditions. The global existence of very weak (integrable) solutions and the rigorous fast-reaction limit are proved. The limiting system inherits the entropy structure with an entropy that is not the sum of the entropies of the components. Uniform estimates are derived from the entropy inequality and the duality method.
We consider two volume-surface reaction-diffusion systems arising from cell biology. The first system describes the localisation of the protein Lgl in the asymmetric division of Drosophila SOP stem cells, while the second system models the JAK2/STAT5 signalling pathway. Both model systems have in common that i) different species are located in different spatial compartments, ii) the involved chemical reaction kinetics between the species satisfies a complex balance condition and iii) that the associated complex balance equilibrium is spatially inhomogeneous. By using recent advances on the ent…
In this paper, the applicability of the entropy method for the trend towards equilibrium for reaction-diffusion systems arising from first order chemical reaction networks is studied. In particular, we present a suitable entropy structure for weakly reversible reaction networks without detail balance condition. We show by deriving an entropy-entropy dissipation estimate that for any weakly reversible network each solution trajectory converges exponentially fast to the unique positive equilibrium with computable rates. This convergence is shown to be true even in cases when the diffusion coeffi…
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that the diffusion matrix may be generally neither symmetric nor positive semi-definite. The key idea of the principle is to employ a transformation of variables, determined by the entropy density, which is defined by the gradient-flow formulation. The transformation yields at the same time a positive semi-definite diffusion matrix, suitable gradient estimates a…
In this article we show a $C^{0,α}$-partial regularity result for solutions of a certain class of cross-diffusion systems with entropy structure. Under slightly more stringent conditions on the system, we are able to obtain a $C^{1,α}$-partial regularity result. Amongst others, our results yield the partial $C^{1,α}$-regularity of weak solutions of the Maxwell-Stefan system, as well as the partial $C^{1,α}$-regularity of bounded weak solutions of the Shigesada-Kawasaki-Teramoto model. The classical partial regularity theory for nonlinear parabolic systems as developed by Giaquinta and Struwe i…
We consider a family of Gagliardo-Nirenberg-Sobolev interpolation inequalities which interpolate between Sobolev's inequality and the logarithmic Sobolev inequality, with optimal constants. The difference of the two terms in the interpolation inequalities (written with optimal constant) measures a distance to the manifold of the optimal functions. We give an explicit estimate of the remainder term and establish an improved inequality, with explicit norms and fully detailed constants. Our approach is based on nonlinear evolution equations and improved entropy - entropy production estimates alon…
In this contribution we obtain partial $C^{0,α}$-regularity for bounded solutions of a certain class of cross-diffusion systems, which are strongly coupled, degenerate quasilinear parabolic systems. Under slightly more restrictive assumptions, we obtain partial $C^{1,α}$-regularity. The cross-diffusion systems that we consider have a formal gradient flow structure, in the sense that they are formally identical to the gradient flow of a convex entropy functional. Furthermore, we assume that the cross-diffusion systems are not volume-filling. The main novel tool that we introduce in this contrib…
We derive thermodynamically consistent models of reaction-diffusion equations coupled to a heat equation. While the total energy is conserved, the total entropy serves as a driving functional such that the full coupled system is a gradient flow. The novelty of the approach is the Onsager structure, which is the dual form of a gradient system, and the formulation in terms of the densities and the internal energy. In these variables it is possible to assume that the entropy density is strictly concave such that there is a unique maximizer (thermodynamical equilibrium) given linear constraints on…
We consider a family of drift-diffusion-recombination systems, where the recombination of electrons and holes is facilitated by an intermediate energy-level for electrons in so-called trapped states. In particular, it has been proven in [GMS07] that the associated quasi-stationary state limit of an instantaneously fast trapped dynamics yields the famous Shockley--Read-Hall model for electron and hole recombination in semiconductor devices. The main result of this paper proves exponential convergence to equilibrium uniformly in the fast reaction limit for the drift-diffusion-recombination syste…
In this paper we consider a subcritical model that involves nonlocal diffusion and a classical convective term. In spite of the nonlocal diffusion, we obtain an Oleinik type estimate similar to the case when the diffusion is local. First we prove that the entropy solution can be obtained by adding a small viscous term $μu_{xx}$ and letting $μ\to 0$. Then, by using uniform Oleinik estimates for the viscous approximation we are able to prove the well-posedness of the entropy solutions with $L^1$-initial data. Using a scaling argument and hyperbolic estimates given by Oleinik's inequality, we obt…
The existence of global weak solutions to the cross-diffusion model of Shigesada, Kawasaki, and Teramoto for an arbitrary number of species is proved. The model consists of strongly coupled parabolic equations for the population densities in a bounded domain with no-flux boundary conditions, and it describes the dynamics of the segregation of the population species. The diffusion matrix is neither symmetric nor positive semidefinite. A new logarithmic entropy allows for an improved condition on the coefficients of heavily nonsymmetric diffusion matrices, without imposing the detailed-balance c…
We establish weak-strong uniqueness and stability properties of renormalised solutions to a class of energy-reaction-diffusion systems. The systems considered are motivated by thermodynamically consistent models, and their formal entropy structure allows us to use as a key tool a suitably adjusted relative entropy method. The weak-strong uniqueness principle holds for dissipative renormalised solutions, which in addition to the renormalised formulation obey suitable dissipation inequalities consistent with previous existence results. We treat general entropy-dissipating reactions without growt…
We consider non-negative solutions of the fast diffusion equation $u_t=Δu^m$ with $m \in (0,1)$, in the Euclidean space R^d, d?3, and study the asymptotic behavior of a natural class of solutions, in the limit corresponding to $t\to\infty$ for $m\ge m_c=(d-2)/d$, or as t approaches the extinction time when m < mc. For a class of initial data we prove that the solution converges with a polynomial rate to a self-similar solution, for t large enough if $m\ge m_c$, or close enough to the extinction time if m < mc. Such results are new in the range $m\le m_c$ where previous approaches fail. In the …
We show how to obtain general nonlinear aggregation-diffusion models, including Keller-Segel type models with nonlinear diffusions, as relaxations from nonlocal compressible Euler-type hydrodynamic systems via the relative entropy method. We discuss the assumptions on the confinement and interaction potentials depending on the relative energy of the free energy functional allowing for this relaxation limit to hold. We deal with weak solutions for the nonlocal compressible Euler-type systems and strong solutions for the limiting aggregation-diffusion equations. Finally, we show the existence of…
We analyze monotone difference schemes for strongly degenerate convection-diffusion equations in one spatial dimension. These nonlinear equations are well-posed within a class of (discontinuous) entropy solutions. We prove that the L1 difference between the approximate solutions and the unique entropy solution is bounded above by a constant times the cube root of the spatial discretization parameter.
This paper is the second part of the study. In Part~I, self-similar solutions of a weighted fast diffusion equation (WFD) were related to optimal functions in a family of subcritical Caffarelli-Kohn-Nirenberg inequalities (CKN) applied to radially symmetric functions. For these inequalities, the linear instability (symmetry breaking) of the optimal radial solutions relies on the spectral properties of the linearized evolution operator. Symmetry breaking in (CKN) was also related to large-time asymptotics of (WFD), at formal level. A first purpose of Part~II is to give a rigorous justification …
In this paper we consider a family of Caffarelli-Kohn-Nirenberg interpolation inequalities (CKN), with two radial power law weights and exponents in a subcritical range. We address the question of symmetry breaking: are the optimal functions radially symmetric, or not ? Our intuition comes from a weighted fast diffusion (WFD) flow: if symmetry holds, then an explicit entropy - entropy production inequality which governs the intermediate asymptotics is indeed equivalent to (CKN), and the self-similar profiles are optimal for (CKN). We establish an explicit symmetry breaking condition by proving…
The convergence to equilibrium of mass action reaction-diffusion systems arising from networks of chemical reactions is studied. The considered reaction networks are assumed to satisfy the detailed balance condition and have no boundary equilibria. We propose a general approach based on the so-called entropy method, which is able to quantify with explicitly computable rates the decay of an entropy functional in terms of an entropy entropy-dissipation inequality based on the totality of the conservation laws of the system. As a consequence follows convergence to the unique detailed balance equi…
We study a two-point flux approximation finite volume scheme for a cross-diffusion system. The scheme is shown to preserve the key properties of the continuous systems, among which the decay of the entropy. The convergence of the scheme is established thanks to compactness properties based on the discrete entropy - entropy dissipation estimate. Numerical results illustrate the behavior of our scheme.
In this work we derive local gradient and Laplacian estimates of the Aronson-Bénilan and Li-Yau type for positive solutions of porous medium equations posed on Riemannian manifolds with a lower Ricci curvature bound. We also prove similar results for some fast diffusion equations. Inspired by Perelman's work we discover some new entropy formulae for these equations.
We consider some cross diffusion systems which is inspired by models in mathematical biology/ecology, in particular the Shigesada-Kawasaki-Teramoto (SKT) model in population biology. We establish the global existence of strong solutions to systems for multiple species having equal either diffusion or reaction rates. The systems are given on bounded domains of arbitrary dimension.
In this study we apply the maximum entropy principle to derive the properly scaled velocity distribution function of Boltzmann equations for mixtures, which leads to a non-isothermal Maxwell-Stefan diffusion model. We also analyze the entropy balance law and derive the kinetic entropy production from the scaled distribution function.
Two-scale homogenization limits of parabolic cross-diffusion systems in a heterogeneous medium with no-flux boundary conditions are proved. The heterogeneity of the medium is reflected in the diffusion coefficients or by the perforated domain. The diffusion matrix is of degenerate type and may be neither symmetric nor positive semi-definite, but the diffusion system is assumed to satisfy an entropy structure. Uniform estimates are derived from the entropy production inequality. New estimates on the equicontinuity with respect to the time variable ensure the strong convergence of a sequence of …
The convergence to equilibrium of renormalized solutions to reaction-cross-diffusion systems in a bounded domain under no-flux boundary conditions is studied. The reactions model complex balanced chemical reaction networks coming from mass-action kinetics and thus do not obey any growth condition, while the diffusion matrix is of cross-diffusion type and hence nondiagonal and neither symmetric nor positive semi-definite, but the system admits a formal gradient-flow or entropy structure. The diffusion term generalizes the population model of Shigesada, Kawasaki and Teramoto to an arbitrary numb…
We prove the concavity of $p$-Rényi entropy power for positive solutions to the doubly nonlinear diffusion equations on $\mathbb{R}^n$ or compact Riemannian manifolds with nonnegative Ricci curvature. As applications, we give new proofs of the sharp $L^p$-Sobolev inequality and $L^p$-Gagliardo-Nirenberg inequalities on $\mathbb{R}^n$. Moreover, two improvement of $L^p$-Gagliardo-Nirenberg inequalities are derived.
This paper deals with the existence of global weak solutions for a wide class of (multiple species) cross-diffusions systems. The existence is based on two different ingredients: an entropy estimate giving some gradient control and a duality estimate that gives naturally L^2 control. The proof relies on a semi-implicit scheme tailored for cross-diffusion systems firstly defined by the two authors and collaborators. These results are applied to models having an entropy relying on the detailed balance condition recently exhibited by Chen et. al.
The existence of a global martingale solution to a cross-diffusion system with multiplicative Wiener noise in a bounded domain with no-flux boundary conditions is shown. The model describes the dynamics of population densities of different species due to segregation cross-diffusion effects. The diffusion matrix is generally neither symmetric nor positive semidefinite. This difficulty is overcome by exploiting the Rao entropy structure. The existence proof uses a stochastic Galerkin method, uniform estimates from the Rao entropy inequality, and the Skorokhod--Jakubowski theorem. Furthermore, an…
We consider degenerate diffusion equations of the form $\partial_tp_t = Δf(p_t)$ on a bounded domain and subject to no-flux boundary conditions, for a class of nonlinearities $f$ that includes the porous medium equation. We derive for them a trajectorial analogue of the entropy dissipation identity, which describes the rate of entropy dissipation along every path of the diffusion. Our approach is based on applying stochastic calculus to the underlying probabilistic representations, which in our context are stochastic differential equations with normal reflection on the boundary. This trajector…
A cross-diffusion system modeling the information herding of individuals is analyzed in a bounded domain with no-flux boundary conditions. The variables are the species' density and an influence function which modifies the information state of the individuals. The cross-diffusion term may stabilize or destabilize the system. Furthermore, it allows for a formal gradient-flow or entropy structure. Exploiting this structure, the global-in-time existence of weak solutions and the exponential decay to the constant steady state is proved in certain parameter regimes. This approach does not extend to…
