\documentclass[twoside]{article} \usepackage{amssymb} % font used for R in Real numbers \pagestyle{myheadings} \markboth{\hfil Quantitative uniqueness and vortex degree \hfil EJDE--2000/61} {EJDE--2000/61\hfil Igor Kukavica \hfil} \begin{document} \title{\vspace{-1in}\parbox{\linewidth}{\footnotesize\noindent {\sc Electronic Journal of Differential Equations}, Vol.~{\bf 2000}(2000), No.~61, pp.~1--15. \newline ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu \newline ftp ejde.math.swt.edu \quad ftp ejde.math.unt.edu (login: ftp)} \vspace{\bigskipamount} \\ % Quantitative, uniqueness, and vortex degree estimates for solutions of the \\ Ginzburg-Landau equation % \thanks{ {\em Mathematics Subject Classifications:} 35B05, 35J25, 35J60, 35J65, 35Q35. \hfil\break\indent {\em Key words:} Unique continuation, vortices, Ginzburg-Landau equation. \hfil\break\indent \copyright 2000 Southwest Texas State University. \hfil\break\indent Submitted June 23, 2000. Published Ocotber 2, 2000.} } \date{} % \author{ Igor Kukavica } \maketitle \begin{abstract} In this paper, we provide a sharp upper bound for the maximal order of vanishing for non-minimizing solutions of the Ginzburg-Landau equation $$ \Delta u=-{1\over\epsilon^2}(1-|u|^2)u $$ which improves our previous result \cite{Ku2}. An application of this result is a sharp upper bound for the degree of any vortex. We treat Dirichlet (homogeneous and non-homogeneous) as well as Neumann boundary conditions. \end{abstract} \def\theequation{\thesection.\arabic{equation}} \newtheorem{Theorem}{Theorem}[section] \newtheorem{Lemma}[Theorem]{Lemma} \newtheorem{Remark}[Theorem]{Remark} \def\diam{\mathop{\rm diam}\nolimits} %diameter \def\dist{\mathop{\rm dist}\nolimits} %distance \section{Introduction} \setcounter{equation}{0} \label{sec1} In this paper, we provide vortex degree estimates for solutions of the Ginzburg-Landau equation \[ \Delta u= -{1\over\epsilon^2} \bigl( 1-|u|^2\bigr)u\,. \] The vortices of solutions of this equation were studied by Bethuel, Brezis, and H\'elein in \cite{BBH}. (We recall that $x_0$ is a vortex if it is an isolated zero of $u$, and if the degree of $u$ at $x_0$ is nonzero.) They prescribed nonhomogeneous boundary conditions $u|_{\partial\Omega}=g$ with $g\colon \partial \Omega\to S^{1}$ such that $\deg g=d>0$. If $\Omega$ is convex, and if $\epsilon$ is sufficiently small, they proved that a minimizing solution $u$ has precisely $d$ distinct vortices of degree $1$. This result has been extended to include all bounded smooth domains by Struwe \cite{S}. It was further shown in \cite{BBH} that there exist non-minimizing solutions of the Ginzburg-Landau equation whose vortex at the origin is an arbitrarily prescribed nonzero integer. In this paper, we find a sharp upper bound in terms of $1/\epsilon$ for the degree of vortices for solutions which are not necessarily minimizing. Chanillo and Kiessling proved in \cite[Lemma~6]{CK} that if $x_0$ is a vortex of degree $d\in{\mathbb N}$, then the vanishing order of $u$ is at least $d$. Therefore, we may use unique continuation methods to address this problem. Using the result of Chanillo and Kiessling, the paper \cite{Ku2} implies that in the homogeneous Dirichlet and periodic cases the degree of $u$ at any vortex $x_0$ is less than $C\epsilon^{-2}$ where $C$ depends only on $\Omega$. In Theorem~\ref{t3.1} below we improve this bound to $C\epsilon^{-1}$ and then show that this bound is best possible. The main tool in the proof is a new logarithmically convex quantity for the Laplacian operator. More precisely, for any $\alpha>-1$ and any harmonic function $u$, the quantity \[ H(r)=\int_{B_r(0)}u(x)^2 \bigl( r^2-|x|^2 \bigr)^{\alpha}\,dx \] is logarithmically convex, i.e., $\log H(r)$ is a convex function of $\log r$. Due to cancellations of terms involving $\alpha$ in (\ref{f24})--(\ref{f14}) below, and due to a gradient structure of the Ginzburg-Landau equation, we can choose an appropriate optimal $\alpha$ which gives our result. Inspired by an example in \cite{BBH}, we construct in Remark~\ref{r3.3} a solution which shows that our bound $C\epsilon^{-1}$ can not be improved upon. Theorem~\ref{t3.2} contains an estimate concerning the boundary condition $u|_{\partial \Omega}=g$ where $|g|=1$, while Theorem~\ref{t3.1neu} covers the Neumann case. For properties of stationary Ginzburg-Landau equation, cf.~\cite{BBH,DF,L,LR,S} and to \cite{AEK,A,Al,B,GL,K,Ku2,Ku3} for various results on logarithmic convexity and unique continuation. \section{Quantitative uniqueness for systems} \setcounter{equation}{0} \label{sec2} In this section, we consider nontrivial solutions $u$ of the system \begin{eqnarray} & \Delta u = F'\bigl(|u|^2\bigr)u &\nonumber\\ & u|_{\partial \Omega}=0 &\label{f16} \end{eqnarray} where $u\in C^2(\Omega,{\mathbb R}^{D})\cap C(\overline\Omega, {\mathbb R}^{D})$ with $D\in{\mathbb N}$. We assume that $\Omega\subseteq{\mathbb R}^{d}$, where $d\ge2$, and one of the following: \begin{itemize} \item[(a)] $\Omega$ is a convex bounded domain; \item[(b)] $\Omega$ is a Dini domain; Dini domains are bounded domains with the following property: Around any point there is a neighborhood $N$, such that after a rotation of coordinates $\Omega\cap N$ lies below a graph of a function whose normal is Dini continuous (see \cite{KN} for details); \item[(c)] $\Omega$ is a periodic cube $[0,L]^{d}$; in this case, $\partial\Omega=\emptyset$. \end{itemize} As in \cite{Ku2}, we are mainly interested in periodic boundary conditions; the papers \cite{AEK} and \cite{KN} enable us to consider homogeneous Dirichlet conditions without much change. As far as the Ginzburg-Landau equation is concerned, the nonhomogeneous boundary conditions $u|_{\partial\Omega}=g$ (with $|g|=1$) and homogeneous Neumann conditions $(du/ d\nu)|_{\partial\Omega}=0$ are more physically relevant and more widely studied. Theorem~\ref{t3.1} addresses the homogeneous Dirichlet boundary conditions; the non-homogeneous boundary conditions are considered in Theorem~\ref{t3.2}, while Theorem~\ref{t3.1neu} covers the Neumann case. Let $M=\max_{\overline{\Omega}}|u|^2$. On $F\colon[0,M]\to{\mathbb R}$, we make the following assumptions: \begin{itemize} \item[(i)] $F\in C^{1}\bigl([0,M]\bigr)$ and \begin{equation} \bigl| F'(x) \bigr|\le \lambda \,,\quad x\in[0,M] \label{f01} \end{equation} for some $\lambda>0$; \item[(ii)] $F(0)=0$; \item[(iii)] $F$ is convex on $[0,M]$. \end{itemize} Conditions (ii) and (iii) imply \begin{equation} F(x)\le xF'(x) \,,\quad x\in[0,M] \label{f18} \end{equation} and \begin{equation} \bigl| F(x) \bigr|\le \lambda x \,,\quad x\in [0,M]\,. \label{f02} \end{equation} The following is the main result of this section. We recall that the order of vanishing at $x_0\in\overline{\Omega}$ is defined as the largest integer $n\in{\mathbb N}_0=\{0,1,\ldots\}$ such that \[ { 1 \over |B_r(x_0) \cap \Omega| }\int_{B_r(x_0) \cap \Omega} |u|^2={\mathcal O}(r^{2n}) \,,\quad {\rm as } r\to0\,. \] (Here and in each subsequent occurrence, one needs to replace $B_r(x_0) \cap \Omega$ with $B_r(x_0)$ in the case of periodic boundary conditions (c).) In particular, if $u$ does not vanish at $x_0$, then the order of vanishing is $0$. We also add that $u$ may not have any zeros in $\Omega$. \begin{Theorem} \label{t2.1} Let $x_0\in\overline{\Omega}$. The order of vanishing of $u$ at $x_0$ is less than $C(\sqrt{\lambda}+1)$ where $C$ is a constant depending only on $\Omega$. \end{Theorem} If $\lambda$ is sufficiently small, and if $\Omega$ satisfies (a) or (b), then there are no nontrivial solutions of (\ref{f16}). In these cases, the bound $C(\sqrt{\lambda}+1)$ may be replaced by $C\sqrt{\lambda}$. Let $x_0\in\overline{\Omega}$ and $R>0$ be such that $B_R(x_0)\cap \Omega$ is starshaped with respect to $x_0$. For an arbitrary $\alpha>-1$ and $r>0$, denote \[ H_{x_0}(r)= \int_{B_{r}(x_0)\cap \Omega} \bigl|u(x)\bigr|^2 \bigl( r^2-|x-x_{0}|^2 \bigr)^{\alpha}\,dx \] where $|u|^2=u_ju_j$. We will omit the dependency on $x_0$ when it is clear from the context. \begin{Lemma} \label{l2.2} Let $q\ge1$, and let $00$ be such that $B_{R}(x_0)\cap\Omega$ is starshaped with respect to $x_0\in\overline\Omega$. \begin{Lemma} \label{l2.3} Let $\alpha\ge0$, $00$ are such that $B_{20r}(x_1)\cap\Omega$ is starshaped with respect to $x_2\in\overline\Omega$. If $B_r(x_1)$ and $B_r(x_2)$ intersect, and if \[ \int_{\Omega} |u(x)|^2\,dx\le K H_{x_1}(r) \] for some $K\ge0$, then \[ \int_{\Omega} |u(x)|^2\,dx\le K^{3} \exp\left( C\left( \alpha+{ \lambda \over \alpha+1 } \right) \right)H_{x_2}(r) \] where $C$ is a constant which depends only on $d$ and $ \diam(\Omega)$. \end{Lemma} \paragraph{Proof of Lemma~\ref{l2.4}} It is easy to check that $ H_{x_1}(r)\le H_{x_2}(4r)\,. $ Therefore, \begin{equation} \int_{\Omega}|u|^2 \le K H_{x_1}(r) \le K H_{x_2}(4r) \label{f09} \end{equation} which, by (\ref{f06}), implies \[ H_{x_2}(8r) \le (8r)^{2\alpha}h(8r) \le (8r)^{2\alpha} \int_{\Omega}|u|^2 \le C^{\alpha} K H_{x_2}(4r) \] where $C$ denotes a generic constant which depends only on $d$ and $\diam \Omega$. Lemma~\ref{l2.2} then implies \begin{equation} \log{ H_{x_2}(4r) \over H_{x_2}(2r) } \le \log K + C\left( \alpha+{ \lambda \over \alpha+1 } \right) \label{f10} \end{equation} and similarly \begin{equation} \log{ H_{x_2}(2r) \over H_{x_2}(r) } \le 2\log K + C\left( \alpha+{ \lambda \over \alpha+1 } \right)\,. \label{f11} \end{equation} The inequalities (\ref{f09}), (\ref{f10}), and (\ref{f11}) then give \[ \log { \int_{\Omega}|u|^2 \over H_{x_2}(4r) } \le 3\log K + C\left( \alpha+{ \lambda \over \alpha+1 } \right) \] which gives our assertion. \hfill$\Box$ \paragraph{Proof of Theorem~\ref{t2.1}} In the cases (a) and (c), we can take $R$ to be arbitrarily large. Note that, in the case (a), \begin{equation} \log{ h_{x_0}(4r) \over h_{x_0}(r) }=0 \,,\quad x_0\in \overline\Omega \label{f08} \end{equation} provided $r\ge\diam\Omega$. Therefore, by Lemma~\ref{l2.3}, there is a numerical constant $C$ such that \[ \log{ h_{x_0}(2r_1) \over h_{x_0}(r_1) } \le C \left( \alpha + { d \diam(\Omega)^2 \lambda \over \alpha+1 } \right) \,,\quad x_0\in \overline\Omega \] for every $\alpha\ge0$ and $r_1\in(0,\diam \Omega)$. Choosing $\alpha=\sqrt{d\lambda}\diam \Omega$, we get \[ \log{ h_{x_0}(2r) \over h_{x_0}(r) } \le C \sqrt{\lambda d}\,\diam \Omega \,,\quad x_0\in \overline\Omega \] for $r\in(0,\diam \Omega)$, and Theorem~\ref{t2.1} follows. In the case (c), the argument is the same. The only difference is that (\ref{f08}) is replaced by \[ \log{ h_{x_0}(4r) \over h_{x_0}(r) }\le C \,,\quad x_0\in \overline\Omega \] provided $r\ge\diam \Omega$, where $C$ is a constant depending only on $d$. In this case we therefore obtain \[ \log{ h_{x_0}(2r) \over h_{x_0}(r) } \le C (1+\sqrt{\lambda}\,\diam \Omega) \,,\quad x_0\in \overline\Omega \] for $r\in(0,\diam \Omega)$, where $C$ is a constant which depends only on dimension $d$. The proof in the case (b) involves a standard argument employing overlapping chain of balls (cf.\ \cite{Ku1, Ku3}). Below, the symbol $C$ denotes a generic constant depending only on $\Omega$. First, we choose $r>0$ and $x_1,\ldots,x_m\in\overline\Omega$ such that \begin{itemize} \item[(1)] $B(x_1,r/2),\ldots,B(x_m,r/2)$ cover $\overline\Omega$; \item[(2)] for every $j\in\{1,\ldots,m\}$, the region $\Omega\cap B(x_j,10r)$ is starshaped with respect to $x_j$; \item[(3)] if $B(x_j,10r)$ intersects $\partial \Omega$, it is assumed that the variation of the normal $\nu$ is sufficiently small (cf.~\cite[p.~444]{KN}). \end{itemize} We fix $\alpha=\sqrt \lambda + 1$. There exists $j_0\in\{1,\ldots,m_0\}$ such that \[ \int_{B_{r/2}(x_{j_{0}})} |u|^2 \ge {1\over m}\int_{\Omega}|u|^2 \] whence \[ \int_{\Omega}|u|^2 \le C^{\alpha}H_{x_{j_{0}}}(r)\,. \] For every $j\in\{1,\ldots,m\}$, there exists an overlapping chain of (distinct) balls from (1) connecting $B_{r}(x_j)$ and $B_r(x_{j_{0}})$. Repeated use of Lemma 2.4 then gives \[ \int_{\Omega}|u|^2 \le C^{\sqrt\lambda+1} H_{x_{j}}(r) \,,\quad j=1,\ldots,m\,. \] Therefore, \[ H_{x_j}(2r) \le C^{\sqrt \lambda+1} H_{x_j}(r) \,,\quad j=1,\ldots,m\,. \] An argument parallel to \cite[p.~445]{KN} then leads to \[ H_{x}(2\rho) \le C^{\sqrt \lambda+1} H_{x}(\rho) \] for every $x\in \overline \Omega$ and arbitrary $\rho\in(0,r/2)$. Using (\ref{f06}) and (\ref{f07}), we get the theorem. \hfill$\Box$ \section{The degree of Ginzburg-Landau vortices} \setcounter{equation}{0}\label{sec3} Now, we apply Theorem~\ref{t2.1} to the Ginzburg-Landau equation \begin{eqnarray} &\Delta u = -{ 1 \over \epsilon^2 } \bigl( 1-|u|^2 \bigr)u \nonumber\\ &u|_{\partial \Omega}=0 \,,& \label{f17} \end{eqnarray} where $u\colon \overline \Omega\to{\mathcal C}$ is assumed to be nontrivial. The domain $\Omega\subseteq {\mathbb R}^2$ is as in the beginning of Section~\ref{sec2} and $\epsilon>0$. \begin{Theorem} \label{t3.1} The order of vanishing of $u$ at $x_0\in\overline\Omega$ is less than \begin{equation} C\left( { 1 \over \epsilon } +1 \right) \label{f12} \end{equation} where $C$ is a constant which depends only on $\Omega$. \end{Theorem} As it was pointed out in the remark following Theorem~\ref{t2.1}, the above bound (\ref{f12}) can be replaced by $C/\epsilon$ if $\Omega$ satisfies (a) or (b). By \cite{CK}, (\ref{f12}) then provides an estimate for the the degree of $u$ at any vortex $x_0\in\Omega$. (Recall that $x_0$ is a vortex if $u(x_0)=0$ and the degree of $u$ at $x_0$ is nonzero.) Namely, by \cite[Lemma~6]{CK} and our Theorem~\ref{t3.1}, the degree at every vortex is less than (\ref{f12}). \paragraph{Proof} By the maximum principle, we conclude $\bigl|u(x)\bigr|\le1$ for $x\in\overline\Omega$, i.e., $M=1$. Taking \[ F(x)=-{1\over\epsilon^2}x+{1\over2\epsilon^2}x^2 \] we easily verify that (i)--(iii) are satisfied with $\lambda=\epsilon^{-2}$. Theorem~\ref{t3.1} then follows from Theorem~\ref{t2.1}. \hfill$\Box$ Next, we present a result concerning the nonhomogeneous boundary conditions $u|_{\partial \Omega}=g$ where $g\colon\partial\Omega\to S^{1}$ is sufficiently regular, e.g.\ continuous. We assume that $\Omega$ is starshaped. In this case, Bethuel, ~Br\'ezis, and H\'elein proved in \cite[Lemma~X.1]{BBH} that \begin{equation} \int_{\Omega} \bigl( 1-|u|^2 \bigr)^2 \le C_0 \epsilon^2 \label{f15} \end{equation} where $C_0$ depends only on $g$ and $\Omega$. \begin{Theorem} \label{t3.2} The order of vanishing of $u$ at $x_0\in\Omega$ is less than $C/\epsilon$ where $C$ depends on $\Omega$, the boundary function $g$, and the distance from $x_0$ to $\partial \Omega$. \end{Theorem} \paragraph{Proof} It is easy to check that if $\epsilon$ is sufficiently large, then $u$ does not vanish. (For instance, we may use the inequality $\bigl|\nabla u(x)\bigr|\le C/\epsilon$ from \cite{BBH} where $C$ depends on $g$ and $\Omega$.) Let $x_0\in\Omega$, denote $R=\dist(x_0, \partial \Omega)$ and $r_0=R/4$. We distinguish two cases. Case 1: $\epsilon\ge R^2/(C\cdot C_0)$ where $C$ is a large enough numerical constant and $C_0$ is as in (\ref{f15}). In this case, we can use analyticity arguments to show that the order of vanishing is bounded by a constant depending only on $\Omega$, $g$, and $R$ (cf.~\cite{Ku2}). Case 2: $\epsilon\le R^2/(C\cdot C_0)$ where $C$ is large enough. Then (\ref{f15}) implies \[ \int_{B_{R/4}(x_0)}|u|^2 \ge { R^2 \over C } \] as can be readily checked. Since also $\max_{\overline\Omega}|u|=1$, we get \[ \int_{B_{R}(x_0)}|u|^2 \le C \int_{B_{R/4}(x_0)}|u|^2 \] where $C$ depends on $\Omega$, $g$, and $R$. Since $R=\dist(x_0,\partial \Omega)$, we have $B_R(x_0)\cap\partial\Omega=\emptyset$. Therefore, by Lemma~\ref{l2.3int}, we get \[ \log{ \int_{B_{2r}(x_0)}|u|^2 \over \int_{B_{r}(x_0)}|u|^2 } \le C+C\left( \alpha+{2R^2\epsilon^{-2}\over \alpha+1} \right) \] for all $\alpha\ge0$ provided $r0$ with the following property: For every $\epsilon\in(0,\epsilon_0)$, there exists a solution $u$ of (\ref{f17}) such that the degree of $u$ at $0$ is at least $1/C\epsilon$. We seek this solution in the form $u(x)=f(r)e^{id\theta}$, where $x=re^{i\theta}$, with a suitable fixed integer $d$. We find $f$ as a global minimizer of the functional \[ \Phi(f)= \int_{0}^{1} \left( rf'^2 + {d^2\over r}f^2 + {r\over2\epsilon^2}(f^2-1)^2 \right) \,dr \] in the space \[ V= \left\{ f\in H_{\rm loc}^{1}(0,1): \sqrt{r}f', { f \over \sqrt{r} } \in L^2(0,1), f(1)=0 \right\}\,. \] What remains to be shown is that if $d$ is suitably chosen, then the minimizer $f$ is not identically zero. Choose an arbitrary $g\in V$ such that $00 \bigr\} $ and $\partial'\Omega= \bigl\{ (x_1,\ldots,x_d)\in B_{R_0}: x_d=0 \bigr\} $. As in Section~\ref{sec2}, we denote $M=\max_{\overline \Omega}|u|^2$ and we make same assumptions on $F\colon[0,M]\to{\mathbb R}$ as before. We assume that $v$ is a nonnegative function such that $\max_{x\in\Omega} v(x)\le M_0$ and $\max_{x\in\Omega} \bigl|\nabla v(x)\bigr|\le M_1$. \begin{Lemma} \label{l2.3neu} Let $\alpha>0$, $00$ and $r_0>0$ and a conformal map \[ f\colon B_{r_0}(x_0)\cap\Omega\to B_{R_0}^{+}(0) \] such that $f(x_0)=0$. The equation (\ref{f22}) then transfers to \[ \Delta u=-{1\over\epsilon^2}v \bigl(1-|u|^2\bigr)u \] with $v=1/|f'|^2$. The boundary of $\Omega$ being $C^3$ guarantees that $v$ and $\nabla v$ are bounded up to the lower boundary $\partial' B_{R_0}^{+}$ \cite{BK}. The rest is then established as in the proof of Theorem~\ref{t3.1}, except that we use Lemmas~\ref{l2.3neu} and~\ref{l2.3int} instead of Lemma~\ref{l2.3}. \hfill$\Box$ \paragraph{Acknowledgement:} The author thanks Manuel Del~Pino for numerous valuable discussions. 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R\u adulescu, {\em Minimization problems and renormalized energies related to the Ginzburg-Landau equation}, {An. Univ. Craiova Ser. Mat. Inform.}~{\bf 22} (1995), 1--13 (1997). \bibitem{S} M.~Struwe, {\em On the asymptotic behavior of minimizers of the Ginzburg-Landau model in $2$ dimensions}, {Differential Integral Equations}~{\bf 7} (1994), 1613--1624. \end{thebibliography} \medskip \noindent {\sc Igor Kukavica}\\ Department of Mathematics\\ University of Southern California\\ Los Angeles, CA 90089\\ e-mail: kukavica@math.usc.edu \end{document}