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On Explosions of Solutions to a System of Partial Differential Equations Modelling Chemotaxis

Author(s): W. Jager and S. Luckhaus


Source: Transactions of the American Mathematical Society, Vol. 329, No. 2 (Feb., 1992), pp.
819-824
Published by: American Mathematical Society
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TRANSACTIONSOF THE
AMERICANMATHEMATICAL SOCIETY
Volume329, Number2, February1992

ON EXPLOSIONS OF SOLUTIONS TO A SYSTEM OF


PARTIALDIFFERENTIALEQUATIONS
MODELLING CHEMOTAXIS

W. JAGER AND S. LUCKHAUS

ABSTRACT. A system of partialdifferentialequationsmodellingchemotacticag-


gregationis analysed(Keller-Segelmodel). Conditionson the system of param-
eters are given implying global existence of smooth solutions. In two space
dimensions and radially symmetric situations, explosion of the bacteria con-
centrationin finite time is shown for a class of initial values.

1. INTRODUCTION

The aggregationof organismssensitive to a gradient of a chemical substance


has been of great interest to biologists and mathematicians, trying to model
and to simulate the observed pattern formation. The most familiar example
of a species showing chemotactic movement is dictyostelium discoideum [G]
Model equations were set up and analysed e.g. by Keller and Segel [K-S], W.
Alt [Al, A2], and R. Schaaf [S]. The following model was introduced by Keller
and Segel to describe the dynamics of a population (concentration u) moving
in a domain Q and following a gradient of a chemotactic agens (concentration
v) produced by the population itself,
atu = Au - xV(uVv) in 2,
(1) atv yAv -,uv + flu,
u(O,.)=uo, v(O,)=vo, uo,vo?O,
aOu(t, -) = avv(t, *) = 0 on aQ.
X, y, ,u, fi are positive constants. Due to the experimental facts the diffusion
coefficientof the substance v is assumed to be large, of order I , e small, and
fi = ya where a and ,u are of order 1. From equation (1) we obtain
1
ui(t)= Uo, - (at - j) = aiu = akuo,

where w denotes (1/I2I)f, w dx . Therefore,if we consider v := v - v we get


'(at - y)v = A0 - a(u - VO). Hence, for small e we may consider the system
(2) atu = Au - XV(uvV), O= Av - a(u - vo)).
Received by the editors December 7, 1989.
1980 MathematicsSubjectClassification(1985 Revision). Primary35B05, 35B30, 35B35, 35B65;
Secondary92A15, 92A17.
This work has been supported by the Deutsche Forschungsgemeinschaft(SFB: Stochastische
MathematischeModelle).
(? 1992 AmericanMathematicalSociety
0002-9947/92 $1.00 + $.25 per page

819

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820 W. JAGERAND S. LUCKHAUS

Rescaling
v* - u*=
atuo uO
leads to the system
(3) atu*= Au*- x*V(u*Vv*), O= Av*- (u*- 1), x* = auox.
In the following we will drop the * on u and v. By the maximum principle
we immediately obtain that for any solution (u, v) we have u > 0. v can be
directly computed if we know u.
We shall study the dynamic behavior of this approximatingsystem and show
that for small X* there exists a unique smooth global positive solution u if
the initial datas are smooth. For large X* and n > 2 there exist solutions
u which explode in finite time. Explosion in chemotaxis has been observed
by Childress [C]. In this behavior the model equations are showing an effect
similar to the formation of fruiting bodies observed in colonies of chemotactic
microorganisms[G].
2. MATHEMATICAL RESULTS

We assume that Q is a bounded open set in R2, aOQis a Cl-boundary, uo


is C1 and satisfies the boundary condition.
Theorem.(a) Thereexists a criticalnumberc(Q) such that a *uo *X < c(Q)
impliesthatthereexistsa unique,smoothpositivesolutionto (3) for all time.
(b) Let Q be a disk. Thereexists a positivenumberc* withthefollowing
property:If a *Pox > c* thenradiallysymmetricpositiveinitial valuescan be
constructedsuch that explosionof u happensin the centerof the disc in finite
time.
More exactly, the following statement, implying (a), holds.
Proposition.Let Q be a domainsatisfyingthesmoothnessassumptions.
Let u be a smoothpositivesolutionto (3) and t* the maximaltime of exis-
tence, 0 < t* < +oo. Thereexistsa positivenumbercl (Q) such that t* < oo
implies

(4) lim limX* f(u - k)+ dx > cl (Q).


k--+oo tTt*

Remarks. (i)(a) contains information on the rate of explosion if it happens in


finite time.
(ii) It would be interesting to know more about the set of explosion points
at t* . The solution may globally exist as weak solutions. The development of
singularitiesafter a finite time t* is another important topic to be studied.
(iii) Global existence of smooth solutions to systems similarto (1) was studied
recently by Pozio and Tesei [P-T].
3. A PRIORI ESTIMATES

We are going to prove the proposition (a) concerning smooth solutions for
small time. Consider the test function o = (u - k)m-1 where k > 0, m > 1,
and multiply the system
(5) atu - Au + X*V(uVv) = 0, -Av - (u - 1) = 0

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PARTIALDIFFERENTIALEQUATIONS 821

by fo and integrate over Q. Partial integration leads to

O= d ij(u-k)+dx +4m 2 1 IV(u - k) m/212dx


m
-X 7|Vv *V (-u k)+m+ k(u -k)+m-l dx.

We use the second equation of (5) in order to compute the last integral I.
Collecting the proper terms we get
f m f
I= m (u - k)m dx + k f(u - k)m-dx - (u - k) m+1dx

2ml j(U - k)m-rldx


k))m dx -k2J(u

Altogether,we obtain

dtm J(u - dx + 4m
k)+m 1 IV(u- k)m'212dx

(6) _Z* 1 j(u - k)+m+l


dx
m +m
*(m-k _m- ) j(u - k)+m
dx

+ X*k(k- 1) |(u-k)m-1 dx.

The integral with power m + 1 has to be estimated. To this purpose we may


choose k large enough such that measure{xl(u - k)+(x) = O} > We 121I.
apply the Sobolev inequality in the case n = 2,

J2dx < Cl((Q) (Jvfdx)

and obtain

?<cQ
(u - k)+M1 (J IV(u- k)(m+1)/21 dx)

? ci ( m) +1)2 (u - k)+ dx IV(u-k)+'I dx.

Setting (u - k) m/2 =: w, we have, using the Cauchy-Schwarzinequality,


IV(u k)m1)'21 = Ivwl+l/mI= m + 1 i/mI. IVwI.
-

+ ~~~m
The inequality implies
1
4m 2 IV(u-k) m/212 dx _X*m (u -k)m+1dx

?{m-1 - r- (m 1) ci(Q)X*(u- k)+dx}

x jIV(u-k)m/212 dx.

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822 W. JAGERAND S. LUCKHAUS

If the inequality (4) does not hold, we could estimate the bracket { } by a
positive numberfor t close to t* and k large, t > to, k > ko. Thus we would
get from (6),

(7) dt (u-k)+ dx < c2(2, k) + c3(k) (u-k)+ dx for t > t1

and therefore finally obtain a bound for the Lm-normsof the solution.
Using the equations (5) and standard arguments for elliptic and parabolic
equation, one can control all Sobolev-normsneeded to show smoothness for all
time.
4. BLOW UP OF RADIALLY SYMMETRIC SOLUTIONS

We now prove part (b) of the theorem. The main tool is the construction
of the lower solutions, but not to the system directly. We restrict ourselves to
radiallysymmetriccase and remarkthat radiallysymmetricsmooth initial datas
imply the local existence of smooth symmetric solutions.

U(t, p) := (u(t, r)- 1)rdr, r= lxl, 0<p<R.

Integratingthe first equation of (5) over Blrp= {lxl <.p-}, we obtain for each
term,

j atudx = 27ratU(t, p),

- J Audx = 2c7ri/jOpu(t, Vp)

1
= 27/@i ( aVp- U(t, p) = 87rpO2U(t, p),

j V(uVv) dx = 27rV/jua,1ipv

=(2pU + 1) Av dx = -2r(apU2 + U),

and therefore
(8) atU - 4pa2OU _X*apU2 _ X*U = 0.

U satisfies the following initial-boundaryconditions

U(0, P) = J (uo - 1)rdr, U(t, 0) = U(t, R) = 0.

We may assume that the initial values uo are such that U(O, *) > 0 in ]O, R[.
This can be obtained by a positive function monotonely decreasingwith respect
to r and sufficientlylarge at the origin. See the Figure.
We now construct a subsolution W satisfying
(9) atW-4pa2OW_X*apW2_X*W<0,
W(0, p) < U(O, p), W(t, 0) = W(t, R) = 0

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PARTIALDIFFERENTIALEQUATIONS 823

P2 1 p
p,
FIGURE

1, 3 Graphs of subsolution W at time to and time t1 < t.


2 Graph of solution U at time to.

and therefore W(t, p) < U(t, p) for all t, p considered. We shall produce a
weak subsolution up to time t, such that
(10) limsup W(t, p) > co > O
t-t p<e

for each e > 0. This will mean blow up must have occurred at a time t* < t
in the center of the disk.
Choose parameters 0 < P1 < P2 < 1, and define
( ap
ap forp<pl,

W(t , (P2 P)) for pi < p,


where
P2__p__2 ap1
T= po - btx Y= '-P P2 ) PI + T3
a, po, b are parametersto be chosen such that (9) holds. Obviously (10) is
satisfied by this W. For p < Pi we obtain
3bz2 z3a
T 2T3
W
W=
T3 *p
W,
Tp
= 3)2 pW =(p + T3)2 W

atW - 4p,2 W - 2,X*WapW - X*W


53bz2 T3__

= 3 + (8 -2aX*) +3)2 -X }W < O

for 0 < p < 1, if

ax*-4>0 and b< 31 (2-aX*-8)X*


T

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824 W. JAGERAND S. LUCKHAUS

For p > Pi we compute

y'W 2bT3 2(P2- P)+

8pOW= {f -22(t) for P < P2,


0 for p> P25

atW - 4pa2W - 2X*WapW - X*W

<?{2~+ pXO - P2) <


-{Pi P2 X( 1-P2)
if a < 2(1 P2), X* > 8/P2(1 - P2 - 2a) and bp2 sufficientlysmall.
In p = P1, the first derivative with respect to p has a positive jump and
therefore the correct sign. Assume that U(O, *) is strictly positive in ]O, 1[.
Since
apU(O,O)= (uo(0)- 1) > O, U - 1) < O
apU(O, 1) = (u(0)
by assumption and
ap W(O, 0 ) = a/pO05 apW(OS 1) =-y(O) 5

we can po choose large enough in order to obtain W(O, *) < U(O, .). Thus,
the comparison is possible. The explosion time is bounded by po/b.

REFERENCES

[Al] W. Alt, Orientation of cells migrating in a chemotactic gradient, Lecture Notes in Biomath.,
vol. 38, Springer-Verlag, 1980, pp. 353-366.
[A2] -, Biased random walk modelsfor chemotaxisand relateddiffusionapproximations,J.
Math. Biol. 9 (1980), 147-177.
[C] S. Childress, Chemotactic collapse in two dimensions, Lecture Notes in Biomath., vol. 55,
Springer, 1984, pp. 61-68.
[G] G. Gerisch et al., Philos. Trans. Roy. Soc. London Ser. B 272 (1975), 181-192.
[K-S] E. F. Keller and L. A. Segel, J. Theoret. Biol. 26 (1970),
[K] E. F. Keller, Assessing the Keller-Segel model: How has it fared, Lecture Notes in Biomath.,
vol. 38, Springer-Verlag, 1980, pp. 379-387.
[P-T] M. A. Pozio and A. Tesei, Global existence of solutionsfor a stronglycoupledparabolic
system, Preprint, Istituto per le Applicatione del Calcolo "Mauro Picone", Roma, 1988.
[S] R. Schaaf, Global branchesof one dimensional stationarysolutions to chemotaxis systems
and stability, Lecture Notes in Biomath., vol. 55, Springer, 1984, pp. 341-349.

SONDERFORSCHUNGSBEREICH 123, UNIVERSITAT HEIDELBERG, IM NEUENHEIMER FELD 294, W-


6900 HEIDELBERG, GERMANY

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