PME

Nonlinear Diffusion.
The Porous Medium Equation.

From Analysis to Physics and
Geometry
Juan Luis Vazquez
Departamento de Matematicas
Universidad Autonoma
de Madrid
http://www.uam.es/personal pdi/ciencias/jvazquez/
Juan L. Vazquez
- Nonlinear Diffusion. Porous Medium and Fast Diffusion Equations p. 1/77
Introduction
Main topic: Nonlinear Diffusion
Juan L. Vazquez
Introduction
Particular topics: Porous Medium and Fast Diffusion flows
Juan L. Vazquez
Introduction
Aim: to develop a complete mathematical theory with sound
physical basis
The resulting theory involves PDEs, Functional Analysis, Inf. Dim. Dyn.
Systems; Diff. Geometry and Probability
Juan L. Vazquez
Introduction
physical basis
H. Brezis, Ph. Bnilan

D. G. Aronson, L. A. Caffarelli
L. A. Peletier, S. Kamin, G. Barenblatt, V. A. Galaktionov
Juan L. Vazquez
Introduction
physical basis
H. Brezis, Ph. Bnilan

D. G. Aronson, L. A. Caffarelli
L. A. Peletier, S. Kamin, G. Barenblatt, V. A. Galaktionov
+ M. Crandall, L. Evans, A. Friedman, C. Kenig,...
Juan L. Vazquez
I. Diffusion
populations diffuse, substances (like particles in a solvent) diffuse, heat propagates,
electrons and ions diffuse, the momentum of a viscous (Newtonian) fluid diffuses (linearly),
there is diffusion in the markets, ...
what is diffusion anyway?

how to explain it with mathematics?
is it a linear process?
Juan L. Vazquez
The heat equation origins

We begin our presentation with the Heat Equation
ut = u and the analysis proposed by Fourier, 1807, 1822
(Fourier decomposition, spectrum). The mathematical models
of heat propagation and diffusion have made great progress
both in theory and application. They have had a strong
influence on the 5 areas of Mathematics already mentioned.
Juan L. Vazquez
The heat equation origins

We begin our presentation with the Heat Equation
ut = u and the analysis proposed by Fourier, 1807, 1822
(Fourier decomposition, spectrum). The mathematical models
of heat propagation and diffusion have made great progress
both in theory and application. They have had a strong
influence on the 5 areas of Mathematics already mentioned.
The heat flow analysis is based on two main techniques:
integral representation (convolution with a Gaussian kernel)
and mode separation:
X
u(x, t) =
Ti (t)Xi (x)
where the Xi (x) form the spectral sequence
Xi = i Xi .
This is the famous linear eigenvalue problem
Juan L. Vazquez
Linear heat flows

From 1822 until 1950 the heat equation has motivated
(i) Fourier analysis decomposition of functions (and set theory),
(ii) development of other linear equations
= Theory of Parabolic Equations
ut =
aij i j u +
bi i u + cu + f
Juan L. Vazquez
Linear heat flows

ut =
aij i j u +
bi i u + cu + f
Main inventions in Parabolic Theory:

(1) aij , bi , c, f regular Maximum Principles, Schauder
estimates, Harnack inequalities; C spaces (Hlder); potential
theory; generation of semigroups.
(2) coefficients only continuous or bounded W 2,p estimates,
Caldern-Zygmund theory, weak solutions; Sobolev spaces.
Juan L. Vazquez
Linear heat flows

ut =
aij i j u +
bi i u + cu + f
Main inventions in Parabolic Theory:

(1) aij , bi , c, f regular Maximum Principles, Schauder
estimates, Harnack inequalities; C spaces (Hlder); potential
theory; generation of semigroups.
(2) coefficients only continuous or bounded W 2,p estimates,
Caldern-Zygmund theory, weak solutions; Sobolev spaces.
The probabilistic approach: Diffusion as an stochastic

process: Bachelier, Einstein, Smoluchowski, Wiener, Levy, Ito,...
dX = bdt + dW
Juan L. Vazquez
Nonlinear heat flows

In the last 50 years emphasis has shifted towards the Nonlinear
World. Maths more difficult, more complex and more realistic.
My group works in the areas of Nonlinear Diffusion and
Reaction Diffusion.
I will present an overview and recent results in the theory
mathematically called Nonlinear Parabolic PDEs. General
formula
P
P
ut = i Ai (u, u) + B(x, u, u)
Juan L. Vazquez
Nonlinear heat flows

In the last 50 years emphasis has shifted towards the Nonlinear
World. Maths more difficult, more complex and more realistic.
My group works in the areas of Nonlinear Diffusion and
Reaction Diffusion.
I will present an overview and recent results in the theory
mathematically called Nonlinear Parabolic PDEs. General
formula
P
P
ut = i Ai (u, u) + B(x, u, u)
Typical nonlinear diffusion: ut = um
Typical reaction diffusion: ut = u + up
Juan L. Vazquez
The Nonlinear Diffusion Models

The Stefan Problem (Lam and Clapeyron, 1833; Stefan 1880)
u = 0,
u = k u
for u > 0,
t
1
TC :
SE :
v = L(k1 u1 k2 u2 ).
ut = k2 u
for u < 0.
Main feature: the free boundary or moving boundary where

u = 0. TC= Transmission conditions at u = 0.
Juan L. Vazquez

u = 0,
u = k u
for u > 0,
t
1
TC :
SE :
v = L(k1 u1 k2 u2 ).
ut = k2 u
for u < 0.

The Hele-Shaw cell (Hele-Shaw, 1898; Saffman-Taylor, 1958)

u > 0, u = 0 in
(t);
u = 0, v = Ln u
on
(t).
Juan L. Vazquez

u = 0,
u = k u
for u > 0,
t
1
TC :
SE :
v = L(k1 u1 k2 u2 ).
ut = k2 u
for u < 0.


u > 0, u = 0 in
(t);
u = 0, v = Ln u
on
(t).
The Porous Medium Equation (hidden free boundary)

ut = um ,
m > 1.
Juan L. Vazquez

u = 0,
u = k u
for u > 0,
t
1
TC :
SE :
v = L(k1 u1 k2 u2 ).
ut = k2 u
for u < 0.


u > 0, u = 0 in
(t);
u = 0, v = Ln u
on
(t).
The Porous Medium Equation (hidden free boundary)

ut = um ,
m > 1.
The p-Laplacian Equation, ut = div (|u|p2 u).
Juan L. Vazquez
The Reaction Diffusion Models

The Standard Blow-Up model (Kaplan, 1963; Fujita, 1966)
ut = u + up
Main feature: If p > 1 the norm ku(, t)k of the solutions goes
to infinity in finite time. Hint: Integrate ut = up .
Problem: what is the influence of diffusion / migration?
Juan L. Vazquez

ut = u + up
General scalar model
ut = A(u) + f (u)
Juan L. Vazquez

ut = u + up
ut = A(u) + f (u)
The system model:

u = (u1 , , um ) chemotaxis.
Juan L. Vazquez

ut = u + up
ut = A(u) + f (u)
The system model:

The fluid flow models: Navier-Stokes or Euler equation
systems for incompressible flow. Any singularities?
Juan L. Vazquez

ut = u + up
ut = A(u) + f (u)
The system model:

The fluid flow models: Navier-Stokes or Euler equation
systems for incompressible flow. Any singularities?
The geometrical models: the Ricci flow: t gij = Rij .
Juan L. Vazquez
An opinion of John Nash, 1958:
The open problems in the area of nonlinear p.d.e. are

very relevant to applied mathematics and science as a
whole, perhaps more so that the open problems in any
other area of mathematics, and the field seems poised for
rapid development. It seems clear, however, that fresh
methods must be employed...
Little is known about the existence, uniqueness and
smoothness of solutions of the general equations of flow for
a viscous, compressible, and heat conducting fluid...
Continuity of solutions of elliptic and parabolic equations,
paper published in Amer. J. Math, 80, no 4 (1958), 931-954
Juan L. Vazquez
II. Porous Medium Diffusion

ut = um = (c(u)u)
density-dependent diffusivity
c(u) = mum1 [= m|u|m1 ]

degenerates at u = 0 if m > 1
Juan L. Vazquez
Applied motivation for the PME

Flow of gas in a porous medium (Leibenzon, 1930; Muskat
1933) m = 1 + 2
t + div (v) = 0,
v = k p, p = p().
Second line left is the Darcy law for flows in porous media (Darcy,
1856). Porous media flows are potential flows due to averaging of Navier-Stokes
on the pore scales.
To the right, put p = po , with = 1 (isothermal), > 1 (adiabatic

flow).
k
k
t = div ( p) = div ( (po )) = c+1 .
Juan L. Vazquez
Applied motivation for the PME

Flow of gas in a porous medium (Leibenzon, 1930; Muskat
1933) m = 1 + 2
t + div (v) = 0,
v = k p, p = p().
Second line left is the Darcy law for flows in porous media (Darcy,
1856). Porous media flows are potential flows due to averaging of Navier-Stokes
on the pore scales.
To the right, put p = po , with = 1 (isothermal), > 1 (adiabatic

flow).
k
k
t = div ( p) = div ( (po )) = c+1 .
Underground water infiltration (Boussinesq, 1903) m = 2
Juan L. Vazquez
Applied motivation II
Plasma radiation m 4 (Zeldovich-Raizer, < 1950)
Experimental fact: diffusivity at high temperatures is not constant as
in Fouriers law, due to radiation.
d
dt
cT dx =
k(T )T ndS.
Put k(T ) = ko T n , apply Gauss law and you get
T
c
= div(k(T )T ) = c1 T n+1 .
t
When k is not a power we get Tt = (T ) with (T ) = k(T ).
Juan L. Vazquez
d
dt
cT dx =
k(T )T ndS.
T
c
= div(k(T )T ) = c1 T n+1 .
t
Spreading of populations (self-avoiding diffusion) m 2.
Juan L. Vazquez
d
dt
cT dx =
k(T )T ndS.
T
c
= div(k(T )T ) = c1 T n+1 .
t

Thin films under gravity (no surface tension) m = 4.
Juan L. Vazquez
d
dt
cT dx =
k(T )T ndS.
T
c
= div(k(T )T ) = c1 T n+1 .
t

Kinetic limits (Carleman models, McKean, PL Lions and Toscani et al.)
Juan L. Vazquez
d
dt
cT dx =
k(T )T ndS.
T
c
= div(k(T )T ) = c1 T n+1 .
t

Kinetic limits (Carleman models, McKean, PL Lions and Toscani et al.)
Many more (boundary layers, geometry).
Juan L. Vazquez
The basics
The equation is re-written for m = 2 as
1
2 ut
= uu + |u|2
Juan L. Vazquez
The basics
1
2 ut
= uu + |u|2
and you can see that for u 0 it looks like the eikonal equation
ut = |u|2
This is not parabolic, but hyperbolic (propagation along characteristics).
Mixed type, mixed properties.
Juan L. Vazquez
The basics
1
2 ut
= uu + |u|2
and you can see that for u 0 it looks like the eikonal equation
ut = |u|2
This is not parabolic, but hyperbolic (propagation along characteristics).
Mixed type, mixed properties.
No big problem when m > 1, m 6= 2. The pressure

transformation gives:
vt = (m 1)vv + |v|2
where v = cum1 is the pressure; normalization c = m/(m 1).
This separates m > 1 PME - from - m < 1 FDE
Juan L. Vazquez
Planning of the Theory

These are the main topics of mathematical analysis (1958-2006):
The precise meaning of solution.
Juan L. Vazquez

The nonlinear approach: estimates; functional spaces.
Juan L. Vazquez

Existence, non-existence. Uniqueness, non-uniqueness.
Juan L. Vazquez

Regularity of solutions: is there a limit? C k for some k ?
Juan L. Vazquez

Regularity and movement of interfaces: C k for some k ?.
Juan L. Vazquez

Asymptotic behaviour: patterns and rates? universal?
Juan L. Vazquez

The probabilistic approach. Nonlinear process. Wasserstein estimates
Juan L. Vazquez

Generalization: fast models, inhomogeneous media,
anisotropic media, applications to geometry or image
processing; other effects.
Juan L. Vazquez

Generalization: fast models, inhomogeneous media,
anisotropic media, applications to geometry or image
processing; other effects.
Juan L. Vazquez
Barenblatt profiles (ZKB)

These profiles are the alternative to the Gaussian profiles.
Juan L. Vazquez

They are source solutions. Source means that u(x, t) M (x) as
t 0.
Juan L. Vazquez

t 0.
Explicit formulas (1950):
B(x, t; M ) = t
n
,
2+n(m1)
F(x/t ),
1
2+n(m1)
F() = C
< 1/2

2 1/(m1)
k +
Juan L. Vazquez

t 0.
B(x, t; M ) = t
n
,
2+n(m1)
F(x/t ),
1
2+n(m1)
F() = C
< 1/2

2 1/(m1)
k +
BS
Juan L. Vazquez

t 0.
B(x, t; M ) = t
n
,
2+n(m1)
F(x/t ),
1
2+n(m1)
F() = C
< 1/2

2 1/(m1)
k +
BS
Height u = Ct Free boundary at distance |x| = ct

Scaling law; anomalous diffusion versus Brownian motion
Juan L. Vazquez

t 0.
B(x, t; M ) = t
n
,
2+n(m1)
F(x/t ),
1
2+n(m1)
F() = C
< 1/2

2 1/(m1)
k +
BS

Juan L. Vazquez

t 0.
B(x, t; M ) = t
n
,
2+n(m1)
F(x/t ),
1
2+n(m1)
F() = C
< 1/2

2 1/(m1)
k +
BS

Juan L. Vazquez

t 0.
B(x, t; M ) = t
n
,
2+n(m1)
F(x/t ),
1
2+n(m1)
F() = C
< 1/2

2 1/(m1)
k +
BS

Juan L. Vazquez
FDE profiles
We again have explicit formulas for 1 > m > (n 2)/n:
B(x, t; M ) = t
u(,t)
F(x/t ),
1
F() =
(C + k 2 )1/(1m)
t=1.15
t=1.25
t=1.4
t=1.6
n
2n(1m)
1
2n(1m)
> 1/2
Solutions for m > 1 with fat tails (polynomial decay; anomalous distributions)
Juan L. Vazquez
FDE profiles
B(x, t; M ) = t
u(,t)
F(x/t ),
1
F() =
(C + k 2 )1/(1m)
t=1.15
t=1.25
t=1.4
t=1.6
n
2n(1m)
1
2n(1m)
> 1/2
Big problem: What happens for m < (n 2)/n?
Most active branch

of PME/FDE. New asymptotics, extinction, new functional properties, new geometry
and physics.
Many authors: J. King, geometers, ... my book Smoothing.
Juan L. Vazquez
FDE profiles
B(x, t; M ) = t
u(,t)
F(x/t ),
1
F() =
(C + k 2 )1/(1m)
t=1.15
t=1.25
t=1.4
t=1.6
n
2n(1m)
1
2n(1m)
> 1/2
Big problem: What happens for m < (n 2)/n?
Most active branch

of PME/FDE. New asymptotics, extinction, new functional properties, new geometry
and physics.
Many authors: J. King, geometers, ... my book Smoothing.
Juan L. Vazquez
Concept of solution
There are many concepts of generalized solution of the PME:
Classical solution: only in nondegenerate situations, u > 0.
Juan L. Vazquez
Concept of solution
Limit solution: physical, but depends on the approximation (?).
Juan L. Vazquez
Concept of solution
Limit solution: physical, but depends on the approximation (?).
Weak solution Test against smooth functions and eliminate
derivatives on the unknown function; it is the mainstream; (Oleinik,
1958)
Z Z
Z
(u t um ) dxdt + u0 (x) (x, 0) dx = 0.
Very weak
Z Z
(u t + um ) dxdt +
u0 (x) (x, 0) dx = 0.
Juan L. Vazquez
More on concepts of solution

Solutions are not always weak:
Strong solution. More regular than weak but not classical: weak
derivatives are Lp functions. Big benefit: usual calculus is possible.
Juan L. Vazquez

Semigroup solution / mild solution.
The typical product of functional
discretization schemes: u = {un }n , un = u(, tn ),

ut = (u),
un un1
(un ) = 0
h
Juan L. Vazquez


ut = (u),
un un1
(un ) = 0
h
Now put f := un1 , u := un , and v = (u), u = (v):

h(u) + u = f,
hv + (v) = f.
"Nonlinear elliptic equations"; Crandall-Liggett

Theorems Ambrosio, Savar, Nochetto
Juan L. Vazquez


ut = (u),
un un1
(un ) = 0
h

h(u) + u = f,
hv + (v) = f.
"Nonlinear elliptic equations"; Crandall-Liggett

Theorems Ambrosio, Savar, Nochetto
Juan L. Vazquez
More on concepts of solution II

Solutions of more complicated equations need new concepts:
Viscosity solution Two ideas: (1) add artificial viscosity and pass to
the limit; (2) viscosity concept of Crandall-Evans-Lions (1984);
adapted to PME by Caffarelli-Vazquez (1999).
Juan L. Vazquez

Entropy solution (Kruzhkov, 1968). Invented for conservation laws;

it identifies unique physical solution from spurious weak solutions. It
is useful for general models degenerate diffusion-convection models;
Juan L. Vazquez


Renormalized solution (Di Perna - Lions).
Juan L. Vazquez



BV solution (Volpert-Hudjaev).
Juan L. Vazquez



BV solution (Volpert-Hudjaev).
Kinetic solutions (Perthame,...).
Juan L. Vazquez
The main estimates

Boundedness estimates: for every p 1
Ip (t) =
up (x, t) dx Ip (0)
Rn
and goes down with time
Juan L. Vazquez
The main estimates

Ip (t) =
up (x, t) dx Ip (0)
Rn
Derivative estimates for compactness: The basic L2 space

estimate
1
m+1
ZZ
|um |2 dxdt +
QT
|u(x, t)|m+1 dx =
|u0 |m+1 dx
Idea: multiplier is um
Juan L. Vazquez
The main estimates

Ip (t) =
up (x, t) dx Ip (0)
Rn

estimate
1
m+1
ZZ
|um |2 dxdt +
QT
|u(x, t)|m+1 dx =
|u0 |m+1 dx
The time derivative estimate.
ZZ
(m+1)/2) 2
|(ut
| dxdt +
QT
|u(x, t)m |2 dx =
|u0 (x)m |2 dx
Idea: multiplier is (um )t
Juan L. Vazquez
The main estimates

Ip (t) =
up (x, t) dx Ip (0)
Rn

estimate
1
m+1
ZZ
|um |2 dxdt +
QT
|u(x, t)|m+1 dx =
|u0 |m+1 dx
ZZ
(m+1)/2) 2
|(ut
| dxdt +
QT
|u(x, t)m |2 dx =
|u0 (x)m |2 dx
Juan L. Vazquez
The main estimates

Ip (t) =
up (x, t) dx Ip (0)
Rn

estimate
1
m+1
ZZ
|um |2 dxdt +
QT
|u(x, t)|m+1 dx =
|u0 |m+1 dx
ZZ
(m+1)/2) 2
|(ut
| dxdt +
QT
|u(x, t)m |2 dx =
|u0 (x)m |2 dx
Juan L. Vazquez
The L estimate. Contraction. Existence

Problem: They are not stability estimates for differences.
Juan L. Vazquez

The main stability estimate (L1 contraction):
Z
d
|u1 (x, t) u2 (x, t)| dx 0
dt
Juan L. Vazquez

Z
d
|u1 (x, t) u2 (x, t)| dx 0
dt
Proof. Multiply the difference of the equations for u1 and u2 by = h (w), where h is
m
a smooth version of Heavisides step function, and w = um
1 u2 , u = u1 u2 . Then,
ut h(w) dx =
w h(w) dx =
h (w)|w|2 dx 0.
m
Now let h h = sign + . Observe that sign (u1 u2 ) = sign (um
1 u2 ). Then
d
dt
(u1 u2 )+ dx =
ut h(u) dx 0
Juan L. Vazquez

Z
d
|u1 (x, t) u2 (x, t)| dx 0
dt
Proof. Multiply the difference of the equations for u1 and u2 by = h (w), where h is
m
a smooth version of Heavisides step function, and w = um
1 u2 , u = u1 u2 . Then,
ut h(w) dx =
w h(w) dx =
h (w)|w|2 dx 0.
m
Now let h h = sign + . Observe that sign (u1 u2 ) = sign (um
1 u2 ). Then
d
dt
(u1 u2 )+ dx =
ut h(u) dx 0
Contraction is also true in H 1 and in the Wasserstein W2 space
Juan L. Vazquez
The standard solutions

Let = Rn or bounded set with zero Dirichlet boundary data,
n 1, 0 < T . Let us consider the PME with m > 1.
For every u0 L1 (), u0 0, there exists a weak solution such
that u, um L2x,t and um L2x,t .
Juan L. Vazquez

The weak solution is a strong solution in the following sense:
(i) um L2 (, : H01 ()) for every > 0;
(ii) ut and um L1loc (0, : L1 ()) and ut = um a.e. in Q;
(iii) u C([0, T ) : L1 ()) and u(0) = u0 .
Juan L. Vazquez

(i) um L2 (, : H01 ()) for every > 0;
(iii) u C([0, T ) : L1 ()) and u(0) = u0 .
We also have bounded solutions that decay in time
t
0 u(x, t) Cku0 k2
1
ultra-contractivity generalized to nonlinear cases
Juan L. Vazquez

(i) um L2 (, : H01 ()) for every > 0;
(iii) u C([0, T ) : L1 ()) and u(0) = u0 .
We also have bounded solutions that decay in time
t
0 u(x, t) Cku0 k2
1
ultra-contractivity generalized to nonlinear cases
Juan L. Vazquez
Regularity results
The universal estimate holds (Aronson-Bnilan, 79):
v C/t.
v um1 is the pressure.
Juan L. Vazquez
Regularity results
v C/t.
(Caffarelli-Friedman, 1982) C regularity: there is an (0, 1)
such that a bounded solution defined in a cube is C
continuous.
Juan L. Vazquez
Regularity results
v C/t.
continuous.
If there is an interface , it is also C continuous in space time.
Juan L. Vazquez
Regularity results
v C/t.
continuous.
How far can you go? Free boundaries are stationary (metastable) if
initial profile is quadratic near : u0 (x) = O(d2 ). This is called
waiting time. Characterized by V. in 1983. Visually interesting in thin films
spreading on a table. Existence of corner points possible when
metastable, no C 1 Aronson-Caffarelli-V. Regularity stops here in n = 1
Juan L. Vazquez
Regularity results
v C/t.
continuous.
How far can you go? Free boundaries are stationary (metastable) if
initial profile is quadratic near : u0 (x) = O(d2 ). This is called
waiting time. Characterized by V. in 1983. Visually interesting in thin films
spreading on a table. Existence of corner points possible when
metastable, no C 1 Aronson-Caffarelli-V. Regularity stops here in n = 1
Juan L. Vazquez
Free Boundaries in several dimensions

t
Region where u(x,t)>0
u=0
u=0
u=0
x
A complex free boundary in 1-D
A regular free boundary in n-D
(Caffarelli-Vazquez-Wolanski, 1987) If u0 has compact support,

then after some time T the interface and the solutions are C 1, .
Juan L. Vazquez
Free Boundaries in several dimensions

t
Region where u(x,t)>0
u=0
u=0
u=0
x
A complex free boundary in 1-D
A regular free boundary in n-D
(Caffarelli-Vazquez-Wolanski, 1987) If u0 has compact support,

then after some time T the interface and the solutions are C 1, .
(Koch, thesis, 1997) If u0 is transversal then FB is C after T .
Pressure is laterally" C . it is a broken profile always when it moves.
Juan L. Vazquez
Free Boundaries II. Holes

A free boundary with a hole in 2D, 3D is the way of showing
that focusing accelerates the viscous fluid so that the speed
becomes infinite. This is blow-up for v um1 .
The setup is a viscous fluid on a table occupying an annulus of
radii r1 and r2 . As time passes r2 (t) grows and r1 (t) goes to
the origin. As t T , the time the hole disappears, the speed
r1 (t) .
Juan L. Vazquez
Free Boundaries II. Holes

A free boundary with a hole in 2D, 3D is the way of showing
that focusing accelerates the viscous fluid so that the speed
becomes infinite. This is blow-up for v um1 .
The setup is a viscous fluid on a table occupying an annulus of
radii r1 and r2 . As time passes r2 (t) grows and r1 (t) goes to
the origin. As t T , the time the hole disappears, the speed
r1 (t) .
There is a semi-explicit solution displaying that behaviour
u(x, t) = (T t) F (x(T t) ).
The interface is then r1 (t) = a(T t) . It is proved that < 1.
Aronson and Graveleau, 1993. later Angenent, Aronson,...,
Vazquez,
Juan L. Vazquez
III. Asymptotics
Juan L. Vazquez
Asymptotic behaviour
Nonlinear Central Limit Theorem
Choice of domain: IRn . Choice of data: u0 (x) L1 (IRn ). We can write
ut = (|u|m1 u) + f
R
RR
Let us put f L1x,t . Let M = u0 (x) dx +
f dxdt.
Juan L. Vazquez
ut = (|u|m1 u) + f
R
RR
f dxdt.
Asymptotic Theorem [Kamin and Friedman, 1980; V. 2001] Let

B(x, t; M ) be the Barenblatt with the asymptotic mass M ; u
converges to B after renormalization
t |u(x, t) B(x, t)| 0

For every p 1 we have
ku(t) B(t)kp =
/p
),
o(t
p = p/(p 1).
Note: and = /n = 1/(2 + n(m 1)) are the zooming

exponents as in B(x, t).
Juan L. Vazquez
ut = (|u|m1 u) + f
R
RR
f dxdt.
Asymptotic Theorem [Kamin and Friedman, 1980; V. 2001] Let

B(x, t; M ) be the Barenblatt with the asymptotic mass M ; u
converges to B after renormalization
t |u(x, t) B(x, t)| 0

For every p 1 we have
ku(t) B(t)kp =
/p
),
o(t
p = p/(p 1).
Note: and = /n = 1/(2 + n(m 1)) are the zooming

exponents as in B(x, t).
Starting result by FK takes u0 0, compact support and f = 0
Juan L. Vazquez
Asymptotic behaviour. Picture

+ The rate cannot be improved without more information on u0
+ m also less than 1 but supercritical ( with even better convergence called relative error
convergence)
m < (n 2)/n has big surprises;
m = 0 ut = log u Ricci flow with strange properties;
Proof works for p-Laplacian flow
Juan L. Vazquez
Asymptotic behaviour. II
The rates. Carrillo-Toscani 2000. Using entropy functional
with entropy
dissipation control you can prove decay rates
R
when u0 (x)|x|2 dx < (finite variance):
ku(t) B(t)k1 = O(t ),

We would like to have = 1. This problem is still open for m > 2. New results by JA
Carrillo, McCann, Del Pino, Dolbeault, Vazquez et al. include m < 1.
Juan L. Vazquez
with entropy
R
ku(t) B(t)k1 = O(t ),

Eventual geometry, concavity and convexity Result by

Lee and Vazquez (2003):
Here we assume compact support.There exists a
time after which the pressure is concave, the domain convex, the level sets convex and
t k(D2 v(, t) kI)k 0

uniformly in the support. The solution has only one maximum. Inner Convergence in
C.
Juan L. Vazquez
with entropy
R
ku(t) B(t)k1 = O(t ),



C.
Juan L. Vazquez
with entropy
R
ku(t) B(t)k1 = O(t ),



C.
Juan L. Vazquez
Calculations of the entropy rates

We rescale the function as u(x, t) = r(t)n (y r(t), s)
where r(t) is the Barenblatt radius at t + 1, and new time" is
s = log(1 + t). Equation becomes
c
s = div ((m1 + y 2 )).
2
Juan L. Vazquez

c
s = div ((m1 + y 2 )).
2
Then define the entropy
E(u)(t) =
1 m c 2
( + y ) dy
m
2
The minimum of entropy is identified as the Barenblatt profile.
Juan L. Vazquez

c
s = div ((m1 + y 2 )).
2
E(u)(t) =
1 m c 2
( + y ) dy
m
2
Calculate
dE
=
ds
|m1 + cy|2 dy = D
Moreover,
dD
= R, R D.
ds
We conclude exponential decay of D and E in new time s, which is potential in real
time t.
Juan L. Vazquez

c
s = div ((m1 + y 2 )).
2
E(u)(t) =
1 m c 2
( + y ) dy
m
2
Calculate
dE
=
ds
|m1 + cy|2 dy = D
Moreover,
dD
= R, R D.
ds
We conclude exponential decay of D and E in new time s, which is potential in real
time t.
Juan L. Vazquez
Asymptotics IV. Concavity

The eventual concavity results of Lee and Vazquez
1.4
1.4
1.2
1.2
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0.2
60
0.2
100
50
80
60
40
50
30
60
50
60
40
40
30
20
40
30
20
10
0
20
20
10
10
0
Eventual concavity for PME in 3D and in 1D
1.4
1.4
1.2
1.2
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0
40
0
40
60
30
60
30
50
20
40
50
20
40
30
10
20
30
10
20
10
0
Eventual concavity for HE
10
0
Eventual concavity for FDE
Juan L. Vazquez

1.4
1.4
1.2
1.2
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0.2
60
0.2
100
50
80
60
40
50
30
60
50
60
40
40
30
20
40
30
20
10
0
20
20
10
10
0
1.4
1.4
1.2
1.2
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0
40
0
40
60
30
60
30
50
20
40
50
20
40
30
10
20
30
10
20
10
0
10
0
Juan L. Vazquez

1.4
1.4
1.2
1.2
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0.2
60
0.2
100
50
80
60
40
50
30
60
50
60
40
40
30
20
40
30
20
10
0
20
20
10
10
0
1.4
1.4
1.2
1.2
0.8
0.8
0.6
0.6
0.4
0.4
0.2
0.2
0
40
0
40
60
30
60
30
50
20
40
50
20
40
30
10
20
30
10
20
10
0
10
0
Juan L. Vazquez
References
About PME
J. L. Vzquez, "The Porous Medium Equation. Mathematical
Theory", Oxford Univ. Press, 2006 in press. approx. 600 pages
About estimates and scaling
Juan L. Vazquez
References
About PME

J. L. Vzquez, Smoothing and Decay Estimates for Nonlinear
Parabolic Equations of Porous Medium Type, Oxford Univ. Press,
2006, 234 pages.
About asymptotic behaviour. (Following Lyapunov and

Boltzmann)
Juan L. Vazquez
References
About PME

2006, 234 pages.

Boltzmann)
J. L. Vzquez. Asymptotic behaviour for the Porous Medium
Equation posed in the whole space. Journal of Evolution Equations
3 (2003), 67118.
Juan L. Vazquez
References
About PME

2006, 234 pages.

Boltzmann)
J. L. Vzquez. Asymptotic behaviour for the Porous Medium
Equation posed in the whole space. Journal of Evolution Equations
3 (2003), 67118.
Juan L. Vazquez
Probabilities. Wasserstein
Definition of Wasserstein distance.
Let P(IRn ) be the set of probability measures. Let p > 0. 1 , 2
probability measures.
Z
(dp (1 , 2 ))p = inf
IRn IRn
|x y|p d(x, y),
= (1 , 2 ) is the set of all transport plans that move the

measure 1 into 2 . This is a distance.
Technically, this means that is a probability measure on the
product space IRn IRn that has marginals 1 and 2 . It can
be proved that we may use transport functions y = T (x)
instead of transport plans (this is Monges version of the
transportation problem).
Juan L. Vazquez
Probabilities. Wasserstein
Definition of Wasserstein distance.
Let P(IRn ) be the set of probability measures. Let p > 0. 1 , 2
probability measures.
Z
(dp (1 , 2 ))p = inf
IRn IRn
|x y|p d(x, y),
= (1 , 2 ) is the set of all transport plans that move the

measure 1 into 2 . This is a distance.
Technically, this means that is a probability measure on the
product space IRn IRn that has marginals 1 and 2 . It can
be proved that we may use transport functions y = T (x)
instead of transport plans (this is Monges version of the
transportation problem).
Juan L. Vazquez
Wasserstein II
In principle, for any two probability measures, the infimum may
be infinite. But when 1 p < , dp defines a metric on the set
Pp of probability measures with finite p-moments,
R p
|x| d < . A convenient reference for this topic is Villanis
book, Topics in Optimal Transportation, 2003.
Juan L. Vazquez
Wasserstein II
In principle, for any two probability measures, the infimum may
be infinite. But when 1 p < , dp defines a metric on the set
Pp of probability measures with finite p-moments,
R p
|x| d < . A convenient reference for this topic is Villanis
book, Topics in Optimal Transportation, 2003.
The metric d plays an important role in controlling the location
of free boundaries. Definition d (1 , 2 ) = inf d, (1 , 2 ),
with
d, (1 , 2 ) = sup{|x y| : (x, y) support()}.
In other words, d, (1 , 2 ) is the maximal distance incurred
by the transport plan , i.e., the supremum of the distances
|x y| such that (A) > 0 on all small neighbourhoods A of
(x, y). We call this metric the maximal transport distance.
Juan L. Vazquez
Wasserstein III
The contraction properties in n = 1
Theorem (Vazquez, 1983, 2004) Let 1 and 2 be finite nonnegative
Radon measures on the line and assume that 1 (R) = 2 (R) and
d (1 , 2 ) is finite. Let ui (x, t) the continuous weak solution of the PME
with initial data i . Then, for every t2 > t1 > 0
d (u1 (, t2 ), u2 (, t2 )) d (u1 (, t1 ), u2 (, t1 )) d (1 , 2 ).
Theorem (Carrillo, 2004) Contraction holds in dp for all p [1, ).
Juan L. Vazquez
Wasserstein III
d (u1 (, t2 ), u2 (, t2 )) d (u1 (, t1 ), u2 (, t1 )) d (1 , 2 ).
Contraction properties in n > 1
Theorem (McCann, 2003) For the heat equation contraction holds for
all p and n 1. (Carrillo, McCann, Villani 2004) For the PME
Contraction holds in d2 for all n 1.
Juan L. Vazquez
Wasserstein III
d (u1 (, t2 ), u2 (, t2 )) d (u1 (, t1 ), u2 (, t1 )) d (1 , 2 ).
Contraction properties in n > 1
Theorem (McCann, 2003) For the heat equation contraction holds for
all p and n 1. (Carrillo, McCann, Villani 2004) For the PME
Contraction holds in d2 for all n 1.
Theorem (Vazquez, 2004) For the PME, contraction does not hold in
d for any n > 1. It does not in dp for p p(n) > 2.
Juan L. Vazquez
New fields
Fast diffusion (m < 1)
ut = (um1 u) = (
u
)
p
u
Geometrical applications: Yamabe flow, m = (n 2)/n. Extinction.

see our book Smoothing
Juan L. Vazquez
New fields
ut = (um1 u) = (
u
)
p
u

Systems. The chemotaxis system leads to the formation of

singularities in finite time through aggregation/concentration
Work by Herrero and Velazquez; Dolbeault and Perthame
Juan L. Vazquez
New fields
ut = (um1 u) = (
u
)
p
u


General parabolic-hyperbolic equations and systems. Entropy

solutions, renormelized solutions, shocks; limited diffusion
Work by J. Carrillo, Benilan,

Wittbold, ...
Juan L. Vazquez
New fields
ut = (um1 u) = (
u
)
p
u


General parabolic-hyperbolic equations and systems. Entropy

solutions, renormelized solutions, shocks; limited diffusion
Work by J. Carrillo, Benilan,

Wittbold, ...
Nonlinear diffusion in image processing. Gradient dependent

diffusion. Work on total variation models.
...
Andreu, Caselles, Mazon,
Juan L. Vazquez
Logarithmic Diffusion I
Special case: the limit case m = 0 of the PME/FDE in two space
dimensions
t u = div (u1 u) = log(u).
Juan L. Vazquez
dimensions
Application to Differential Geometry:
it describes the evolution of a

conformally flat metric g given by ds2 = u dr 2 by means of its Ricci curvature:
gij = 2 Ricij = R gij ,

t
where Ric is the Ricci tensor and R the scalar curvature.
Juan L. Vazquez
dimensions


t
This flow, proposed by R. Hamilton 1988, is the equivalent of the Yamabe flow in two
dimensions. Remark: what we usually call the mass of the solution (thinking in
RR
diffusion terms) becomes here the total area of the surface, A =
u dx1 dx2 .
Juan L. Vazquez
dimensions


t
RR
u dx1 dx2 .
Main feature: the 4 mass loss law. The maximal solution of the
Cauchy problem with L1 data satisfies
Z
Z
u(x, t)dx = u0 (x)dx 4 t.
R
and lives for the time 0 < t < T = IR2 u0 (x) dx/4.
Juan L. Vazquez
dimensions


t
RR
u dx1 dx2 .
Main feature: the 4 mass loss law. The maximal solution of the
Cauchy problem with L1 data satisfies
Z
Z
u(x, t)dx = u0 (x)dx 4 t.
R
and lives for the time 0 < t < T = IR2 u0 (x) dx/4.
Juan L. Vazquez
Log Diffusion II. Measures

We consider in d = 2 the log-diffusion equation
ut = logu
We assume an initial mass distribution of the form
X
d0 (x) = f (x)dx +
Mi (x xi ).
where f 0 is an integrable function in IR2 , the xi , i = 1, , n, are a finite collection
of (different) points on the plane, and we are given masses
0 < Mn M2 M1 . The total mass is
Z
X
M = M0 +
Mi , with M0 =
f dx.
Juan L. Vazquez

ut = logu
X
d0 (x) = f (x)dx +
Mi (x xi ).
Z
X
M = M0 +
Mi , with M0 =
f dx.
We construct a solution for this problem as the limit of natural

approximate problems with smooth data. The measure shrinks but
only gradually:
Juan L. Vazquez

ut = logu
X
d0 (x) = f (x)dx +
Mi (x xi ).
Z
X
M = M0 +
Mi , with M0 =
f dx.
We construct a solution for this problem as the limit of natural

approximate problems with smooth data. The measure shrinks but
only gradually:
J. L. Vzquez, Evolution of point masses by planar logarithmic
diffusion. Finite-time blow-down, Preprint, 2006.
Juan L. Vazquez
Pictures
About fast diffusion in the limit
1.4
1.2
m=0.05
m=0.5
6
5
0.8
4
0.6
3
0.4
0.2
0
1
0.5
0.5
0
1
0.5
0.5
Juan L. Vazquez
Pictures
1.4
1.2
m=0.05
m=0.5
6
5
0.8
4
0.6
3
0.4
0.2
0
1
0.5
0.5
0
1
0.5
0.5
Evolution of the ZKB solutions; dimension n = 2.

Left: intermediate fast diffusion exponent. Right: exponent near m = 0
Juan L. Vazquez
Pictures
1.4
1.2
m=0.05
m=0.5
6
5
0.8
4
0.6
3
0.4
0.2
0
1
0.5
0.5
0
1
0.5
0.5

Juan L. Vazquez
Pictures
1.4
1.2
m=0.05
m=0.5
6
5
0.8
4
0.6
3
0.4
0.2
0
1
0.5
0.5
0
1
0.5
0.5

Juan L. Vazquez
Log Diffusion III

Theorem Under the stated conditions, there exists a limit solution of the log-diffusion
Cauchy problem posed in the whole plane with initial data 0 . It exists in the time
interval 0
< t < T with T = M/2 . It satisfies the conditions of maximality at

infinity ( uniqueness). The solution is continuous into the space of Radon
2
measures, u C([0, T ] : M(IR )), and it has two components, singular and
regular.
Juan L. Vazquez
Log Diffusion III

interval 0

2
regular.
The singular part amounts to a collection of (shrinking in time) point masses
concentrated at x
= xi :
using =
(Mi 4t)+ (x xi ).
The regular part can be describedi as follows:
Juan L. Vazquez
Log Diffusion III

interval 0

2
regular.
concentrated at x
= xi :
using =
(Mi 4t)+ (x xi ).

(i) When restricted to the perforated domain Q
= (IR i {xi }) (0, T ), u is

a smooth solution of the equation, it takes the initial data f (x) for a.e. x 6= xi , and
vanishes at t = T .
Juan L. Vazquez
Log Diffusion III

interval 0

2
regular.
concentrated at x
= xi :
using =
(Mi 4t)+ (x xi ).

= (IR i {xi }) (0, T ), u is

vanishes at t = T .
(ii) At every time t
(0, T ) the total mass of the regular part is the result of adding
to M0 the inflow coming from the point masses and subtracting the outflow at infinity.
Juan L. Vazquez
Log Diffusion III

interval 0

2
regular.
concentrated at x
= xi :
using =
(Mi 4t)+ (x xi ).

= (IR i {xi }) (0, T ), u is

vanishes at t = T .
(ii) At every time t
(0, T ) the total mass of the regular part is the result of adding
to M0 the inflow coming from the point masses and subtracting the outflow at infinity.
Juan L. Vazquez
Log Diffusion IV
(iii)
[end of Theorem] Before each point mass disappears, we get a
singular behaviour near the mass location as in the radial case, while later on the
solution is regular around that point.
Juan L. Vazquez
Log Diffusion IV
(iii)
The theory of measure-valued solutions of diffusion equations is still

in its beginning.
Juan L. Vazquez
Log Diffusion IV
(iii)

in its beginning.
A large number of open problems are posed for subcritical fast
diffusion.
Juan L. Vazquez
Log Diffusion IV
(iii)

in its beginning.
diffusion.
Related to singularities in elliptic theory by Brezis, Marcus, Ponce
and the author.
un un1
ut = (u),
(un ) = 0
h
Juan L. Vazquez
Log Diffusion IV
(iii)

in its beginning.
diffusion.
and the author.
un un1
ut = (u),
(un ) = 0
h
Juan L. Vazquez
Log Diffusion IV
(iii)

in its beginning.
diffusion.
and the author.
un un1
ut = (u),
(un ) = 0
h
h(u) + u = f,
hv + (v) = f.
Juan L. Vazquez
Open problems
Extend theory to anisotropic equations of the general form
X
B(u)t =
i Ai (x, t, u, Du)
i
entropy and kinetic solutions are used: Evans, Perthame, Karlsen,...
Juan L. Vazquez
Open problems
X
B(u)t =
i Ai (x, t, u, Du)
i
Do complete theory for fast diffusion equations, m < 1.
Juan L. Vazquez
Open problems
X
B(u)t =
i Ai (x, t, u, Du)
i

Do the theory on Riemannian manifolds (ongoing project with
Bonforte and Grillo)
Juan L. Vazquez
Open problems
X
B(u)t =
i Ai (x, t, u, Du)
i

Get complete set of decay estimates for asymptotic

convergence to Barenblatt profiles or anomalous profiles.
Juan L. Vazquez
Open problems
X
B(u)t =
i Ai (x, t, u, Du)
i


Get whole series of asymptotic decomposition
u(x, t) B(x, t; M ) + t1 1 (x) + t2 2 (x) +
It is done in d
= 1 (Barenblatt and Zeldovich, Angenent)
Juan L. Vazquez
Open problems
X
B(u)t =
i Ai (x, t, u, Du)
i


Get whole series of asymptotic decomposition
u(x, t) B(x, t; M ) + t1 1 (x) + t2 2 (x) +
It is done in d
= 1 (Barenblatt and Zeldovich, Angenent)
Get local universal estimate: v C(t).
Juan L. Vazquez

PME

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Nonlinear Diffusion.

The Porous Medium Equation.

Juan Luis Vazquez

H. Brezis, Ph. Bnilan

H. Brezis, Ph. Bnilan

what is diffusion anyway?

The heat equation origins

The heat equation origins

Linear heat flows

Linear heat flows

Main inventions in Parabolic Theory:

Linear heat flows

Main inventions in Parabolic Theory:

The probabilistic approach: Diffusion as an stochastic

Nonlinear heat flows

Nonlinear heat flows

The Nonlinear Diffusion Models

Main feature: the free boundary or moving boundary where

The Nonlinear Diffusion Models

Main feature: the free boundary or moving boundary where

The Hele-Shaw cell (Hele-Shaw, 1898; Saffman-Taylor, 1958)

The Nonlinear Diffusion Models

Main feature: the free boundary or moving boundary where

The Hele-Shaw cell (Hele-Shaw, 1898; Saffman-Taylor, 1958)

The Porous Medium Equation (hidden free boundary)

The Nonlinear Diffusion Models

Main feature: the free boundary or moving boundary where

The Hele-Shaw cell (Hele-Shaw, 1898; Saffman-Taylor, 1958)

The Porous Medium Equation (hidden free boundary)

The p-Laplacian Equation, ut = div (|u|p2 u).

The Reaction Diffusion Models

The Reaction Diffusion Models

The Reaction Diffusion Models

The system model:

The Reaction Diffusion Models

The system model:

The Reaction Diffusion Models

The system model:

An opinion of John Nash, 1958:

The open problems in the area of nonlinear p.d.e. are

II. Porous Medium Diffusion

c(u) = mum1 [= m|u|m1 ]

Applied motivation for the PME

To the right, put p = po , with = 1 (isothermal), > 1 (adiabatic

Applied motivation for the PME

To the right, put p = po , with = 1 (isothermal), > 1 (adiabatic

Underground water infiltration (Boussinesq, 1903) m = 2

Put k(T ) = ko T n , apply Gauss law and you get

Put k(T ) = ko T n , apply Gauss law and you get

Spreading of populations (self-avoiding diffusion) m 2.

Put k(T ) = ko T n , apply Gauss law and you get

Spreading of populations (self-avoiding diffusion) m 2.

Put k(T ) = ko T n , apply Gauss law and you get

Spreading of populations (self-avoiding diffusion) m 2.

Put k(T ) = ko T n , apply Gauss law and you get

Spreading of populations (self-avoiding diffusion) m 2.

No big problem when m > 1, m 6= 2. The pressure

Planning of the Theory

Planning of the Theory

Planning of the Theory

Planning of the Theory

Planning of the Theory

Planning of the Theory

Planning of the Theory