On the optimal Sobolev threshold for evolution equations with rough nonlinearities

Abstract

In this article we are concerned with evolution equations of the form \begin{equation*} \partial_tu-A(D)u=F(u,\overline{u},\nabla u, \nabla \overline{u}) \end{equation*} where $A(D)$ is a Fourier multiplier of either dispersive or parabolic type and the nonlinear term $F$ is of limited regularity. Our objective is to develop a robust set of principles which can be used in many cases to predict the \emph{highest} Sobolev exponent $s=s(q,d)$ for which the above evolution is well-posed in $W_x^{s,q}(\mathbb{R}^d)$ (necessarily restricting to $q=2$ for dispersive problems). We will confirm the validity of these principles for two of the most important model problems; namely, the nonlinear Schr\"odinger and heat equations. More precisely, we will prove that the nonlinear heat equation \begin{equation*} \partial_tu-\Delta u=\pm |u|^{p-1}u, \hspace{5mm} p>1, \end{equation*} is well-posed in $W_x^{s,q}(\mathbb{R}^d)$ when $\max\{0,s_c\}<s<2+p+\frac{1}{q}$ and is \emph{strongly ill-posed} when $s\geq \max\{s_c,2+p+\frac{1}{q}\}$ and $p-1\not\in 2\mathbb{N}$ in the sense of non-existence of solutions even for smooth, small and compactly supported data. When $q=2$, we establish the same ill-posedness result for the nonlinear Schr\"odinger equation and the corresponding well-posedness result when $p\geq \frac{3}{2}$. Identifying the optimal Sobolev threshold for even a single non-algebraic $p>1$ was a rather longstanding open problem in the literature. As an immediate corollary of the fact that our ill-posedness threshold is dimension independent, we may conclude by taking $d\gg p$ that there are nonlinear Schr\"odinger equations which are ill-posed in \emph{every} Sobolev space $H_x^s(\mathbb{R}^d)$.