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W O R K I N G P A P E R

INERTIAL MANIFOLD FOR A

REACTION DIFFUSION EQUATION MODEL OF COMPETITION IN A CHEMOSTAT

J . Wai Hung So

September 1989 WP-84070

l n t e r n a t ~ o n a l l n s t ~ t u t e for Appl~ed Systems Analys~s

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INERTIAL MANIFOLD FOR A

REACTION DIFFUSION EQUATION MODEL OF COMPETITION IN A CHEMOSTAT

J . Wai Hung So

September 1989 WP-84070

Working Papers are interim reports on work of the International Institute for Applied Systems Analysis and have received only limited review. Views or opinions expressed herein do not necessarily represent those of the Institute or of its National Member Organizations.

INTERNATIONAL INSTITUTE FOR APPLIED SYSTEMS ANALYSIS A-2361 Laxenburg, Austria

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Foreword

In this paper a reaction is studied which describes competition of two species for a common resource in the limit where the number of linearly coupled vessels goes to infinity. Using the theory of Foias, Sell and Teman the author proves the existence of an inertial manifold, this is, a finite dimensional manifold which exponentially attracts all solutions.

Alexander B. Kurzhanski Chairman System and Decision Sciences Program.

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Inertial Manifold for a Reaction Diffusion Equation Model of Competition in a Chemostat

Joseph Wai Hung So

t

International Institute for Applied System Analysis Laxenburg, Austria

and

Department of Mathematics $ University of Alberta Edmonton, Alberta, Canada

ABSTRACT

The existence of inertial manifold for a reaction-diffusion equation model of the chemostat is established.

1. Introduction

The purpose of this paper is to show that inertial manifolds exist for a system of reaction diffusion equations which was used t o model competition in a chemostat (c.f. [So and Waltman]). The equations are:

where S(t,z) (resp. u(t,z), v(t,z)) denotes the concentration of the limiting substrate (resp. the competing micro-organisms) a t time t>O and position O l z l L . Here

for S 2 0, where m, a , n and b

>

0. The boundary conditions are:

t Research rupported in part by grantr from Natural Sciencer and Engineering Rerearch Council of Canada, Central Rerearch Fund of the Univemity of Alberta and Fonds sur Fiirderung fiir wirrenschaftliche Fomchung of Austria.

$ Permanent address.

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S,(t,L)

+

y S ( t , L ) = u,(t,L)

+

y u ( t , L ) = vz(t,L)

+

y v ( t , L ) = 0 where and y > 0.

Let z = S

+

u

+

v. Then z satisfies zt = 2,

with boundary conditions:

z,(t,O) =

-do) ,

z,(t,L)

+

y z ( t , L ) = 0

.

We will need the following form of the Poincard inequality.

Proposition 1.1 (c.f. Theorem 11.11 of [Smoller]) Let w c W ' I ~ [ O , L ] . Then IIwtlIg

+

r w ( L I 2

>

clIwlIg

where c > 0 is the smallest eigenvalue of the boundary-value problem

Proof. Let 0 < X I L X 2 5 -

.

be the eigenvalues of (1.6) and let p l , p2, be the corresponding orthonormal eigenfunctions. Let w =

C

%pi. Integrating by parts, we get

Proposition 1.2. Let z ( t , z ) be a solution of (1.4) and (1.5). Then z ( t , z ) converges t o the steady state solution i ( z ) := s(')(L

+

- 1 - z ) of (1.4), (1.5) in the L~ norm.

7

Proof. Let w = 2-2. Then w satisfies q = w= and w,(t,O) = wz(t, L )

+

y w ( t , L ) = 0.

Now

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By Proposition (1. I ) , 1 d

--I

2 dt Iw(t,.)l

1 ;

I - c ( l w ( t , . ) l

1 ;

which in turn implies

I l

w(t7.1

I

12

s

e - d

l

Iw(O,.)

I

12

.

We now use i ( z ) t o reduce ( 1 . 1 ) ~ (1.3) t o u1 = %

+

f ( i ( z ) - l u l - l v l ) u

vt = v,

+

g ( i ( z ) - l u l - l v l ) ~ with boundary conditions:

,',(t,O) = v,(t,O) = u,(t,L)

+

7 u ( t , L ) = vz(t,L)

+

7 v ( t , L ) = O 7 (1.9) where

mS for

s

2 - 1

for S < - 1

nS f o r s t - 1 for S < -1

Note that this definition of f ( S ) and g(S) for S<O will not affect solutions ( S ( t , z ) , u ( t ,z),v(t ,z)) of ( 1 1 ) (1.3) satisfying S ( t ,z), u ( t ,z), v ( t ,z)

2

0 and S ( t , z )

+

u ( t , z )

+

v ( t , z ) = i ( z ) . It is t o (1.8), (1.9) for which we will show that inertial manifolds exist.

We will need the following simple estimates on f and g.

Proposition 1.3. For all S, S1 and S2, I f ( S ) I s m , lo(S)I 5 n 7

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2. Inert ial Manifolds. G e n e r a l T h e o r y .

There are a number of existence theories for inertial manifolds (c.f. [Kamaev], [Moral, [Foias, Sell and Teman], [Mallet-Paret and Sell], [Chow and Lu] and [Teman]).

In this section we will recall one that is immediately applicable t o (1.8) and (1.9).

Consider an abstract evolution equation of the form

on a Hilbert space H. A is a linear, unbounded, self-adjoint operator on H with dense domain, D(A), in H. Moreover, A is assumed t o be positive and that A - I is compact.

Under these assumptions on A, there exists an orthonormal basis {w,} of H consisting of eigenvectors of A , AW, = Xjwj, where the eigenvalues satisfy 0

<

X1

5

X2

5 -,

Xj+m as j+m. The nonlinear term R : H + H is assumed t o be locally Lipschitz continuous.

Definition 2.1. A subset

M

of H is said t o be an inertial manifold for (2.1) if it satisfies the following properties:

(i)

M

is a finite dimensional Lipschitz manifold, (ii)

M

is positively invariant, and

(iii)

M

attracts exponentially all solutions of (2.1).

Assume that (2.1) is dissipative, i.e., there is a po > 0 such that

for all solution u(t) of (2.1). In this case, one can modify (2.1) t o the secalled prepared equation

Here, 8 : [0,m) + [0,1] is a fixed smooth function with B(s) = 1 for 0

5

o

1

1, 8(o) = 0 for s 2 2 and JBt(s)

I 5

2 for s

>

0. And 8,(o) = ~ ( 2 ) for o 2 0, where p = 2po.

P

Theorem 2.2. (Theorem 2.2 of [Foias, Sell and Teman]) Under the above assumptions, there exist No, K12, Kls

>

0 such that if one has

then (2.3) possesses an inertial manifold of dimension N.

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3. Inertial Manifolds. Our Model.

In order t o show that (1.8), (1.9) possess an inertial manifold, we will first cast them in the form (2.1) and verify the hypotheses of Theorem 2.2. Let H be the Hilbert d d2 ) defined on the s u b space L ~ [ o , L ] x L2[0,L]. Let A be the linear operator (-- --

dz2

'

dz2

space of H consisting of all pairs (u,v), where u, v c c2[0,L] satisfy the boundary condi-

du dv du dv

tions (1.9), i.e., -(O) = -(O) = 0 and -(L)+yu(L) = -(L)+yv(L) = 0. By

dz dz dz dz

Friedrichs extension theorem, we can extend A t o a closed operator, again denoted by A.

Then A is an unbounded, self-adjoint, positive operator from its domain D(A) t o H with A-' compact. Moreover, if we denote the eigenvalues of A by: 0 < A1

5

A2

5 . -,

then

A2n-l = A f n = p i , where p, is the n-th positive root of the equation tan(pL) =

2.

Cr Since ( n - l ) x ~ - ' < p, < (n--)xL-', 1 (2.4) can be satisfied with a large enough N.

2

Let R : H -, H denote the Nemitski operator corresponding t o the reaction term, 1.e.

We will first show that R is globally Lipschitz continuous on H. Consider the integral

Then

I = $

M t

n M 2

+ $Mi nM2 + $Mt nMT + $Mi "Mr

where

for i = 1,2. Denote these integrals by 11, 12, Is and 14, reap.

For z c M i n M 1 , t h e absolute value (i.e. without the square) in the integrand of I is (with the z suppressed):

Therefore, I4

5

c4

I 1

ul-u2

I I I ,

for some c4 > 0.

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For z c

Mf n M $ ,

by Proposition 1.3, the absolute value is:

2

Therefore, I1

5

e l

[I

lul-u2l 12

+ I

Ivl-v2ll2]

,

for some el > 0.

There are similar estimates on I2 and Is as well as on the second component of R.

Hence, R is globally Lipschitz continuous.

Next we show that the dissipative condition (2.2) is satisfied. Lutegrating

we get

by Proposition 1.1. Fix any t and consider the integral L

I :=

lo

f ( i - l u l - ( v l ) u 2 =

lM+

f ( i - l u l - l v l ) u 2

+ lM-

f ( i - l u l - l v l ) u 2 where

M +

:= {z c [O,L] : i ( z ) -

I

u ( t , z )

I

-

1

v(t,z)

1

> -1 )

M -

:= {z c [O,L] : i ( z ) - l u ( t , z ) I - ( v ( t , z ) l

5

-1 )

.

Denote these integrals by Il and I2 resp. The first integral II is bounded above by

Let

i

> 0 be such that

3

= max{

[o+l)x (b+l)K) +

( i ( ~ ) + l ) ' L . and pick any

m

'

n

po >

i.

Suppose

I

l u ( 6 . )

1

12

1

po for some C Then for t =

6

we have J{rlo,Ll:Iu(td ~<#(z)+l) u2 +

l{YPCI:

Iu(t,z) lz#(z)+l} u2

2

POZ which implies

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Therefore, at t =

Hence, I < O and consequently - I l ~ ( t , . ) ( 1 ~ < - 2 c l l u ( t , . ) J I ~ , d whenever dt

I

lu(t,.) 112 2 Po. Similarly, d

I

v(t,.)

I l 2 <

-2cl Iv(t,.)

1 12,

whenever

I I

v(t,.)

I

12 2 Po-

Thus, by Theorem 2.2, we have proved that the prepared equation for (1.8), (1.9) possesses an inertial manifold Mpo.

Actually the above argument shows a little more. If we let

where pl

>

then B is is positively invariant and absorbing, i.e., if we denote the solu- tion operator for (1.8), (1.9) by T(t) then T(t)B C_ B and for each bounded set B1, there exists tl such that T(t) Bl G B for all t 2 tl. Moreover, T(t) maps bounded sets t o bounded sets. Hence, by Theorem 4.2.4 of [Hale], (1.8), (1.9) possess a global attractor which lies in B. If we now pick po

>

p l so large that the ball in H with radius po and cen- tered a t the origin contains the B, then Br)Mpo is an inertial manifold for (1.8), (1.9).

Thus, we have proved that

Theorem 3.1. Under the above assumptions, (1.8), (1.9) possess an inertial manifold.

4. Acknowledgement

The author would like t o thank Karl Sigmund and Josef Hofbauer for their invita- tion t o visit Austria where this research was carried out. He would also like t o thank Josef Hofbauer and Paul Waltman for many useful comments on this paper.

5. Bibliography

[I] S.-N. Chow and K. Lu, Invariant manifolds for flows in Banach spaces J. Di8. Equ.

74 (1988) 285-317.

[2] C. Foias, G. R. Sell and R. Teman, Inertial manifolds for nonlinear evolutionary equations, J. Di8. Equ. 73 (1988) 309-352.

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[3] J. K. Hale, Asymptotic Behatior of Dissipative Systems, Mathematical Survey and Monographs 25, Amer. Math. Soc., Providence, 1988.

[4] D. A. Kamaev, Hopfs conjecture for a class of chemical kinetics equations, J. Soviet Math 25 (1984) 836849.

[5] J. Mallet-Paret and G. R. Sell, Inertial manifolds for reaction diffusion equations in higher space dimensions, J. Amer. Math. Soc. 1 (1988) 805-866.

[6] X. Mora, Finite dimensional attracting manifolds in reaction-diffusion equations, Contemporary Math. 17 (1983) 353-360.

[7] J. Smoller, Shock Waves and Reaction-Difusion Equations, Springer-Verlag, New York, 1983.

[8] J. W.-H. So and P. Waltman, A nonlinear boundary value problem arising from competition in the chemostat, Appl. Math. Comp. (1989) (To appear).

[9] R. Teman, Infinite Dimensional Dynamical System8 in Mechanics and Physics, Springer-Verlag, New York, 1988.

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