Energy estimate

An energy estimate tests a differential equation against the solution or one of its derivatives to control a norm by initial data and forcing. Coercive terms represent dissipation, while Young inequality and the Gronwall inequality control lower-order terms.

For the difference $w$ of two smooth heat equation solutions with $D>0$, identical PDE source term, initial conditions, and either periodic boundary conditions or Dirichlet boundary data, integration by parts givesThe initially zero nonnegative integral stays zero, proving uniqueness. The same computation bounds changes in the L2 norm when the initial conditions differ. Specifying data and a solution class makes this argument meaningful.^[ref]

A bootstrap argument assumes an a priori bound on an initial time interval and derives a strict improvement using an energy estimate or another inequality. Continuity extends the improved bound to the entire interval under consideration. For example $A(t)\le C\epsilon +C{\int }_0^t(1+s{)}^{-1}A(s{)}^{2}ds$ closes $A\le 2C\epsilon$ when $\epsilon \log (1+t)$ is sufficiently small. The strict improvement is what prevents a first failure time.

If $\square u=F$ with d'Alembert operator $\square =-{\partial }_t^2+\Delta$, then $\Vert \partial u(t){\Vert }_2\le \Vert \partial u(0){\Vert }_2+{\int }_0^t\Vert F(s){\Vert }_{2}ds$, where $\partial u=(u_t,\nabla u)$. Test the wave equation against $u_t$, use integration by parts, and apply the Cauchy-Schwarz inequality. The same energy estimate applies to a finite system of wave equations.

For the unit-speed wave equation, the integral of $(u_t^2+|\nabla u{|}^2)/2$ over $B_r(x_0)$ at time $T\ge 0$ is at most its initial integral over $B_{r+T}(x_0)$. On a shrinking ball the outward energy flux minus the loss from its moving boundary is $-((u_t-{\partial }_{n}u{)}^2+|{\nabla }_{\tan }u{|}^2)/2$, hence nonpositive. This estimate establishes the domain of dependence and finite propagation speed without any assumptions at spatial infinity.

An estimate $E(R)\le C(E(2R)-E(R))$ bounds the energy in a ball by the energy in the surrounding annulus. Moving the smaller-ball energy to the left gives the strict contraction $E(R)\le \theta E(2R)$ with $\theta =C/(1+C)<1$. Iteration turns this contraction into decay at small scales.

If $E(R/2)\le \theta E(R)$ and $E$ is nondecreasing, then $E(2^{-k}R)\le {\theta }^{k}E(R)$. Between dyadic radii, monotonicity gives $E(r)\le 2^{\mu }(r/R{)}^{\mu }E(R)$ for any $0<\mu \le -{\log }_2\theta$. This transfers a discrete contraction into a uniform power bound.

For a smooth Dirichlet Laplacian eigenfunction, testing $-\Delta u=\lambda u$ with $|u{|}^{\gamma -2}u$ for $\gamma \ge 2$ gives the displayed energy estimate. The Sobolev chain rule for $v=|u{|}^{\gamma /2}$ then yields $\int |Dv{|}^2=\lambda {\gamma }^2/[4(\gamma -1)]\int |u{|}^{\gamma }$. The absolute value and the sign in the test function permit nodal changes. At $\gamma =2$, use the Lipschitz absolute-value chain rule and the fact that a gradient of a Sobolev function vanishes on a level set.

A Caccioppoli inequality is a local energy estimate obtained by testing an elliptic equation with a cutoff times the solution. It controls the gradient on a smaller ball by the function and forcing on a larger ball.

For $\mathrm{div}(ADu)+b\cdot Du+cu=f$ with bounded measurable coefficients and uniformly elliptic $A$, testing with ${\eta }^{2}u$ and using Young inequality gives $\int {\eta }^2|Du{|}^2\le C\int (1+|D\eta {|}^2)u^2+C\int {\eta }^2{f}^2$. No sign condition on $c$ is needed for this interior estimate. A cutoff equal to one on $U$ and supported in $V$ yields the displayed bound; the constant depends only on dimension, ellipticity, coefficient bounds and the separation of $U$ from the boundary of $V$.

Solutions of one fixed bounded-coefficient uniformly elliptic equation $Lu=f$ that are bounded in global $L^2$ have a subsequence converging strongly in $H^1$ on every relatively compact subdomain. Local energy bounds and the Rellich-Kondrachov compactness theorem first give local strong $L^2$ and weak $H^1$ convergence on a smooth exhaustion. Pass to the weak equation to identify the limit. Differences solve $L(u_k-u)=0$, so the interior Caccioppoli inequality upgrades the local strong $L^2$ convergence to strong gradient convergence. Global weak $L^2$ convergence preserves the original global bound.

For a weak solution of a uniformly elliptic homogeneous divergence-form elliptic operator, testing with ${\eta }^2(u-c)$ and choosing the gradient of the cutoff function in $B_{2R}\setminus B_R$ gives ${\int }_{B_R}|\nabla u{|}^2\le C{R}^{-2}{\int }_{B_{2R}\setminus B_R}|u-c{|}^2$. The arbitrary constant $c$ can be chosen as an annular average, which makes the estimate suitable for a hole-filling argument.

For a nonnegative bounded weak subsolution and $\beta >1$, test with ${\eta }^2(u+\epsilon {)}^{\beta -1}$. Uniform ellipticity and Cauchy-Schwarz inequality give $\int |Du{|}^2{u}^{\beta -2}{\eta }^2\le 4{\Lambda }_{\ast }^2/[{\lambda }^2(\beta -1{)}^2]\int u^{\beta }|D\eta {|}^2$, with ${\Lambda }_{\ast }$ an operator norm bound for the coefficient matrix. The Sobolev chain rule and $\epsilon \downarrow 0$ justify fractional powers and zero values. An entrywise bound $\Lambda$ yields ${\Lambda }_{\ast }\le n\Lambda$.

For a nonnegative $H^1$ weak solution of a homogeneous divergence-form elliptic equation on $B_1\subset {\mathbb{R}}^{\ell }$, $\ell \ge 2$, with symmetric measurable $\lambda I\le A\le \Lambda I$, set $R=\Lambda /\lambda$ and $\alpha =1+1/\ell$. There is $D_{\ell }\ge 1$ independent of $q\ge 2$ such thatTest the equation with a cutoff times $u^{q-1}$, first regularized or truncated, to get $\int {\zeta }^2|\nabla u^{q/2}{|}^2\le [q/(q-1){]}^2{R}^2\int u^q|\nabla \zeta {|}^2$. Apply a fixed-domain Sobolev embedding theorem to $\zeta u^{q/2}$ and take the $2/q$ power. Keeping the constant inside that power is crucial for Moser iteration.

For a positive weak supersolution $u$ of a uniformly elliptic divergence-form equation, testing with ${\eta }^2/u$ givesThe constant depends only on the ellipticity bounds.