\documentclass[twoside]{article} \usepackage{amsfonts} % used for R in Real numbers \pagestyle{myheadings} \markboth{A mixed semilinear parabolic problem} { C. Lederman, J. L. Vazquez, \& N. Wolanski } \begin{document} \setcounter{page}{203} \title{\vspace{-1in}\parbox{\linewidth}{\footnotesize\noindent USA-Chile Workshop on Nonlinear Analysis, \newline Electron. J. Diff. Eqns., Conf. 06, 2001, pp. 203--214.\newline http://ejde.math.swt.edu or http://ejde.math.unt.edu \newline ftp ejde.math.swt.edu or ejde.math.unt.edu (login: ftp)} \vspace{\bigskipamount} \\ % A mixed semilinear parabolic problem from combustion theory % \thanks{ {\em Mathematics Subject Classifications:} 35K20, 35K60, 80A25. \hfil\break\indent {\em Key words:} mixed parabolic problem, semilinear parabolic problem, non-cylindrical \hfil\break\indent space-time domain, combustion. \hfil\break\indent \copyright 2001 Southwest Texas State University. \hfil\break\indent Published January 8, 2001. \hfil\break\indent C.L. and N.W. were supported by UBA grants TX47, by CONICET grant PIP0660/98, \hfil\break\indent and by grant BID802/OC-AR PICT03-00000-00137. \hfil\break\indent J.L.V. was supported by DGICYT Project PB94-0153, \hfil\break\indent and by HCM contract CHRX-CT94-0618. } } \date{} \author{ Claudia Lederman, Juan Luis Vazquez, \& Noemi Wolanski } \maketitle \begin{abstract} We prove existence, uniqueness, and regularity of the solution to a mixed initial boundary-value problem. The equation is semilinear uniformly parabolic with principal part in divergence form, in a non-cylindrical space-time domain. Here we extend our results in \cite{LVWmix} to a more general domain. As in \cite{LVWmix}, we assume only mild regularity on the coefficients, on the non-cylindrical part of the lateral boundary (where the Dirichlet data are given), and on the Dirichlet data. This problem is of interest in combustion theory, where the non-cylindrical part of the lateral boundary may be considered as an approximation of a flame front. In particular, the results in this paper are used in \cite{LVWdf} to prove the uniqueness of a ``limit'' solution to the combustion problem in a two-phase situation. \end{abstract} \newtheorem{thm}{Theorem}[section] \newtheorem{prop}[thm]{Proposition} \section{Introduction} In this paper we prove existence, uniqueness, and regularity of the solution to the mixed initial boundary-value problem $$\displaylines{ \sum_{\textstyle{i,j}}\frac\partial{\partial x_i}\Bigl(a_{ij}\frac{\partial u} {\partial x_j}\Bigr) + \sum_{\textstyle{i}} b_i\frac{\partial u} {\partial x_i} + c\,u-u_t=\beta(x,t,u)\quad\mbox{in }{\cal{R}}\cr \sum_{\textstyle {i,j}} a_{ij}\frac{\partial u}{\partial x_j} \eta_i=0\quad\mbox{on }\partial_N{\cal{R}}\cr u=\phi\quad\mbox{on }\partial_D{\cal{R}}, }$$ where ${\cal{R}}\subset{{\mathbb R}}^N\times(0,T)$ is a bounded non-cylindrical space-time domain, $\partial_N{\cal{R}}$ is an open subset of the parabolic boundary, $\partial_p{\cal{R}}$, and $\partial_D{\cal{R}}=\partial_p{\cal{R}}\setminus \partial_N{\cal{R}}$. This is a semilinear uniformly parabolic equation with principal part in divergence form, in a non-cylindrical space-time domain. We look for a weak solution $u\in C(\overline{\cal{R}})$, with $\nabla u\in C(\overline{\cal{R}})$. Here we extend our results in \cite{LVWmix} to a more general domain. The non-cylindrical part of $\partial_p{\cal{R}}$ is $\partial_D{\cal{R}}\cap \{t>0\}$. As in \cite{LVWmix}, we assume only mild regularity on the coefficients, and on $\partial_D{\cal{R}}\cap\{t>0\}$. We also assume a minimum smoothness on the Dirichlet datum $\phi$. This problem is of interest in combustion theory. In that situation, the non-cylindrical part of the lateral boundary may be considered as an approximation of a flame front. The second order part of the equation is the Laplace operator. In particular, the results in this paper are used in \cite{LVWdf} to prove the uniqueness of a ``limit'' solution to the combustion problem in a two phase situation. We point out that in \cite{LVWuf} --where we proved the uniqueness of a ``limit'' solution to the combustion problem in a one phase situation-- both the results in \cite{LVWmix} and in the present paper can be applied. However, in \cite{LVWdf} --which is a two phase situation-- the results in \cite{LVWmix} do not apply and we need to use the more general results we are presenting here. In the combustion context of \cite{LVWuf} and \cite{LVWdf} the initial datum $\phi(x,0)$ is only globally H\"older continuous with H\"older continuous spatial gradient near the initial flame front $\overline{\partial_D{\cal{R}}\cap\{t>0\}}\cap\{t=0\}$. The solution $u$ must satisfy that $\nabla u\in C(\overline {\cal{R}}\cap\{t>0\})$ and $\nabla u$ must be continuous up to time $t=0$ near the flame front $\overline{\partial_D{\cal{R}}\cap\{t>0\}}$. With that regularity of the datum, standard Schauder or Sobolev type results cannot be applied, even if we had a cylindrical space-time domain or $\partial_N{\cal{R}}=\emptyset$. In order to get our results, both in \cite{LVWmix} and here, we reduce the problem posed in a non-cylindrical space-time domain to a similar problem in a domain which is a space-time cylinder. Once this is done, the main point is the proof of the regularity of $\nabla u$ up to the boundary with mild regularity assumptions on the data. We point out that we prove the existence of a weak solution $u\in C^{\gamma, \frac{\gamma}{2}}(\overline{\cal{R}})$ with $\nabla u\in C({\cal{R}}\cup \partial_N{\cal{R}})$ assuming that $\phi$ is only H\"older continuous. Further continuity of $\nabla u$ is obtained in every neighborhood of a point in $\partial_D {\cal{R}}$ where $\phi$ is smooth enough. We remark that there is a vast body of literature on mixed boundary-value problems for parabolic equations (see, for instance, \cite{BFO1,BFO2,BR,L,T}). However, the results we present here, and those in \cite{LVWmix}, cannot be derived from those papers. The paper is organized as follows: In Section 2 we introduce the notation and hypotheses to be used throughout the paper and, in particular, we define the non-cylindrical space-time domain we are going to work with. As a previous step to the study of the mixed semilinear parabolic problem, we prove in Section 3 results on existence, uniqueness and regularity, as well as a priori estimates, for the corresponding linear problem. Section 4 is devoted to the proof of the main result in this paper, i.e. Theorem \ref{theo1.1}, which is an existence, uniqueness and regularity result for the mixed semilinear problem. Finally, we show in Section 5 how the results in this paper are used to prove the uniqueness of a ``limit'' solution to the combustion problem. \section{Notation and hypotheses} Throughout this paper the spatial dimension is denoted by $N$, and the following notation is used: The symbol $\nabla$ will denote the corresponding operator in the space variables; the symbol ${\partial}_p$ applied to a domain will denote parabolic boundary. For an integer $m\ge 0$, $0<\alpha<1$, and a space-time cylinder $Q=\Omega\times (0,T)\subset{\mathbb R}^{N+1}$, $C^{m+\alpha,\frac{m+\alpha}2}(Q)$ will denote the parabolic H\"older space which is denoted by $H^{m+\alpha,\frac{m+\alpha}2}(Q)$ in \cite{LSU}. For ${{\cal D}}\subset{\mathbb R}^{N+1}$ a general domain, $C^{m+\alpha,\frac{m+\alpha}2}({{\cal D}})$ will denote the space of functions in $C^{m+\alpha,\frac{m+\alpha}2}(Q)$ for every space-time cylinder $Q\subset{{\cal D}}$. For ${{\cal D}}$ bounded, we will say that $u\in C^{m+\alpha,\frac{m+\alpha}2}(\overline{{\cal D}})$ if there exists a domain ${{\cal D}} '$ with $\overline{{\cal D}}\subset{{\cal D}} '$ and a function $u'\in C^{m+\alpha,\frac{m+\alpha}2}({{\cal D}}')$ such that $u=u'$ in $\overline{{\cal D}}$. And we will denote by $C^{{\rm dini}}(\overline{{{\cal D}}})$ the set of functions which are continuous in $\overline{{{\cal D}}}$ and such that their modulus of continuity $\omega(r)$ with respect to the parabolic norm $\|(x,t)\|=|x|+|t|^{\frac12}$ satisfy the Dini condition $$ \int_0^1\frac{\omega(r)}r\,dr<\infty. $$ Throughout the paper we will let $\Omega={\mathbb R}\times\Sigma$ and $\Sigma\subset {\mathbb R}^{N-1}$ be a bounded Lipschitz domain with interior unit normal $\eta'$. We will denote by $\eta=(0,\eta')$ the interior unit normal to $\partial\Omega$. We will denote points in $\overline\Omega$ by $x=(x_1,x')$ with $x_1\in{\mathbb R}$ and $x'\in\overline\Sigma$. On the other hand $p , q$ will be Lipschitz continuous functions in $\overline\Sigma\times[0,T]$, and we will denote $$ {{\cal D}}:=\{(x,t)\in\Omega\times(0,T)\,/\,p(x',t)0$ such that $q(x',t)-p(x',t)\ge\mu_0$ in $\overline{\Sigma}\times[0,T]$. We define, as usual, $\partial_p{{\cal D}}:= \overline{\partial{{\cal D}}\setminus\{t=T\}}$ and let \begin{eqnarray*} &\partial_N{{\cal D}}:=\{(x,t)\in\partial_p{{\cal D}}\,/\, x'\in\partial\Sigma, \,00$ and every $\xi\in {\mathbb R}^N$, $(x,t)\in{{\cal D}}$. Let $\phi\in C^{\alpha,\frac\alpha2}(\overline{{\cal D}})$. Then there exists a unique function $u\in C(\overline{{\cal D}})$, with $\nabla u\in L^2_{{\rm loc}}(\overline{{\cal D}}\setminus\partial_S{{{\cal D}}})$, such that $u$ is a weak solution to the following mixed initial boundary-value problem \begin{eqnarray} &\sum_{{i,j}}\frac\partial{\partial x_i}\Bigl(a_{ij}\frac{\partial u} {\partial x_j}\Bigr) + \sum_{{i}} b_i\frac{\partial u} {\partial x_i} + c\,u-u_t=g\quad\mbox{in }{{\cal D}} &\label{1.1a} \\ &\sum_{ {i,j}} a_{ij}\frac{\partial u}{\partial x_j} \eta_i=0\quad\mbox{on }\partial_N{{\cal D}} &\label{1.1b}\\ &u=\phi\quad\mbox{on }\partial_D{{\cal D}}. &\label{1.1c} \end{eqnarray} Moreover, there exist $0<\gamma\le\alpha$ and $C>0$, depending only on $\alpha$, $T$, $\lambda$, $\|a_{ij}\|_{L^\infty({{\cal D}})}$, $\|b_i\|_{L^\infty({{\cal D}})}$, $\|c\|_{L^\infty({{\cal D}})}$, $\|\phi\|_{C^{\alpha,\frac\alpha2}(\partial_D{{\cal D}})}$, $\|g\|_{L^\infty({{\cal D}})}$, the domain $\Sigma$ and the functions $p$ and $q$, such that $u\in C^{\gamma,\frac{\gamma}2}(\overline{{\cal D}})$ and \begin{eqnarray} \|u\|_{C^{\gamma,\frac{\gamma}2}(\overline{{\cal D}})}\le C. \label{1.2} \end{eqnarray} Now let $\psi_1(x',t)=\phi(p(x',t),x',t)$,\, $\psi_2(x',t)=\phi(q(x',t),x',t)$ and assume, in addition, that ${\psi_i}_t\in L^2(\Sigma\times(0,T))$, $\nabla_{x'}\psi_i\in L^2(\Sigma\times(0,T))$ for $i=1,2$. Then $\nabla u\in L^2({{\cal D}})$. \end{prop} \noindent{\bf Proof:} Let $\psi_1,\, \psi_2$ be as in the statement. We will first prove the proposition with the extra assumption that ${\psi_i}_t\in L^2(\Sigma\times(0,T))$, $\nabla_{x'}\psi_i\in L^2(\Sigma\times(0,T))$ for $i=1,2$. We straighten up both lateral boundaries by taking a new coordinate system. In fact, we let $y=H(x,t)$ be defined by \begin{eqnarray} &y_1={\displaystyle \frac{x_1-p(x',t)}{q(x',t)-p(x',t)}}\,,& \label{7.3a}\\ &y_i=x_i\quad\mbox{for }i>1. &\label{7.3b} \end{eqnarray} Then, for $(y,t)\in Q:=(0,1)\times\Sigma\times(0,T)$, we let $\overline u(y,t)=u(x,t)$. Then, $u\in C(\overline{{\cal D}})$, with $\nabla u\in L^2({{\cal D}})$, is a weak solution to (\ref{1.1a})--(\ref{1.1c}) if and only if $\overline u\in C(\overline Q)$, with $\nabla \overline u\in L^2(Q)$, is a weak solution to \begin{eqnarray} &\overline{\cal L}\overline u:=\sum_{{i,j}}\frac{\partial}{\partial y_i} \Bigl(\bar a_{ij} \frac{\partial\overline u}{\partial y_j}\Bigr)+\sum_{{i}}\bar b_i \frac{\partial \overline u}{\partial y_i} +\bar c\,\overline u -\overline u_t=\bar g \quad\mbox{in }Q, &\label{7.4a}\\ &\sum_{{i,j}}\bar a_{ij}\frac{\partial\overline u}{\partial y_j}\eta_i=0\quad\mbox{on } \partial_N Q:=(0,1)\times\partial\Sigma\times(0,T],&\label{7.4b}\\ &\bar u=\bar \phi\quad\mbox{on }\partial_D Q:=\partial_p Q\setminus\partial _N Q, &\label{7.4c} \end{eqnarray} where $\overline g(y,t)=g(x,t)$, $\overline\phi(y,t)=\phi(x,t)$, $\bar c(y,t)=c(x,t)$, \begin{eqnarray*} {\bar a}_{ij}(y,t)&=&\sum_{\textstyle{k,l}} a_{kl}(x,t)\frac {\partial H_i} {\partial x_k}(x)\frac{\partial H_j}{\partial x_l}(x),\\ \bar b_i(y,t)&=&\sum_{\textstyle{j}} b_j(x,t)\frac{\partial H_i}{\partial x_j}(x,t)- \frac{\partial H_1}{\partial t}(x,t)\delta_{1i}+\sum_{\textstyle{j}} \bar a_{ji}(y,t)\frac {q_{x_j}-p_{x_j}}{q-p}(x',t). \end{eqnarray*} Note that the equation for $\overline u$ has bounded coefficients and right hand side. On the other hand, it is uniformly parabolic (with parabolicity constant depending only on $\lambda$ and the functions $p$ and $q$). The existence and uniqueness of a function $\overline u\in C\left([0,T];L^2((0,1)\times\Sigma)\right)$ with $\nabla \overline u\in L^2(Q)$, which is a weak solution to (\ref{7.4a})--(\ref{7.4c}), can be obtained, for instance, from Theorem X.9 in \cite{B}, by proceeding as in Proposition 1.1 in \cite{LVWmix}. Let us prove that there exist $0<\gamma'\le\alpha$ and $C>0$ depending only on the $L^\infty$ norm of the coefficients of the equation in (\ref{7.4a})--(\ref{7.4c}), the constants $\alpha$, $\lambda$, $T$, the domain $\Sigma$, $\|\overline\phi\|_{C^{\alpha,\frac\alpha2} (\partial_D Q)}$, $\|\overline g\|_{L^\infty(Q)}$, $\|\overline u\|_{L^\infty(Q)}$ and the functions $p$ and $q$, such that \begin{equation} \|\overline u\|_{C^{\gamma',\frac{\gamma'}2}(\overline Q)}\le C.\label{holderQ} \end{equation} To prove (\ref{holderQ}) we first take the set $Q_{\delta}:=(0,1)\times\Sigma_\delta\times(0,T)$ where $\Sigma_\delta:=\{y'\in \Sigma\,/ \mathop{\rm dist}(y',\partial\Sigma)>\delta\}$ and $\delta>0$ is small to be fixed later. Then we can get estimate $(\ref{holderQ})$ in $\overline {Q_\delta}$ by applying Theorem 10.1, Chap. III in \cite{LSU}. Next, let $(y_0,t_0)\in[0,1]\times\partial\Sigma\times[0,T]$. We will straighten up $\partial_N Q$. For that purpose we denote $y_0=(y_{0_1}, y_0')$, with $y_{0_1} \in[0,1]$ and $y_0'\in\partial\Sigma$ and we take ${\cal O}\subset{\mathbb R}^{N-1}$ a neighborhood of $y_0'$ such that $[0,1]\times(\partial\Sigma\cap{\cal O})$ is parameterized in the variables $(z_1,\cdots,z_{N-1})$ by \begin{eqnarray} &y_1=z_1, \quad 0\le z_1\le 1,& \label{param1}\\ &y'=\sigma'(z_2,\cdots,z_{N-1}), \quad (z_2,\cdots,z_{N-1}) \in{\cal N}\subset{\mathbb R}^{N-2}. &\label{param2} \end{eqnarray} Here ${\cal N}$ is the ball in ${\mathbb R}^{N-2}$ with center in the origin and radius $r=1$. Since $\Sigma$ is a Lipschitz domain we may assume that, in the neighborhood ${\cal O}$, $\sigma'$ is the graph of a Lipschitz function $G$ in the direction $y_N$ and that every point $y\in[0,1]\times{\cal O}$ can be written in a unique way as $y=h^{-1}(z)$, where \begin{eqnarray} &y_1=z_1 & \nonumber\\ &y_i=z_i ,\quad 2\le i \le N-1,& \label{h^-1(z)}\\ &y_N=z_N + G(z_2,\dots, z_{N-1}), &\nonumber \end{eqnarray} with $z\in [0,1]\times{\cal N}\times\{|z_N|<2\delta\}$, for some $\delta>0$, and $h$ a Lipschitz invertible function with non-vanishing Jacobian in $[0,1]\times\overline{\cal O}$ and $h([0,1]\times{\cal O})=[0,1]\times{\cal N}\times\{|z_N|<2\delta\}$ and $h([0,1]\times({\cal O}\cap\Sigma))= [0,1] \times{\cal N}\times\{00\}$, where $$ \tilde Q:=(0,1)\times{\cal N}\times\{|z_N|<2\delta\}\times(0,T). $$ Then $\overline{\overline u}\in C\left([0,T];L^2((0,1)\times{\cal N}\times\{00$ such that $$ \|\overline{\overline u}\|_{C^{\gamma',\frac{\gamma'}2}(\overline{\tilde Q}_{\frac12})}\le C. $$ Here $\tilde Q_{\frac12}= (0,1)\times{\cal N}_{\frac12}\times\{|z_N|<\delta\}\times(0,T)$, where ${\cal N}_{\frac12}$ is the ball in ${\mathbb R}^{N-2}$ with center in the origin and radius $r=1/2$. The constants $\gamma'$ and $C$ depend only on $\alpha$, $\lambda$, $T$, $\Sigma$, the functions $p$ and $q$, the $L^\infty$ norm of the coefficients of the equation in (\ref{1.7}), and free term in $\tilde Q$, $\|\bar{\bar u}\|_{L^\infty(\tilde Q)}$, $\|\overline{\overline\phi}\|_{C^{\alpha,\frac\alpha2}(\overline {\tilde Q}_+\cap(\{t=0\}\cup \{z_1=0\}\cup \{z_1=1\}))}$. Here $\overline{\overline\phi}(z,t):=\overline\phi(y,t)$ for $(y,t)\in\partial_D Q$. Therefore (\ref{holderQ}) holds. Since $\|u\|_{L^\infty({{\cal D}})}$ is bounded by a constant depending only on $T$, $\|\phi\|_{L^\infty(\partial_D{{\cal D}})}$, $\|c\|_{L^\infty({{\cal D}})}$ and $\|g\|_{L^\infty({{\cal D}})}$, we conclude that (\ref{1.2}) holds. Finally, the proof of the results in the statement without the extra assumption that ${\psi_i}_t\in L^2(\Sigma\times(0,T))$, $\nabla_{x'}\psi_i\in L^2(\Sigma\times(0,T))$ for $i=1,2$, as well as the proof of the uniqueness of solution follow as in Proposition 1.1 in \cite{LVWmix}. We next prove a regularity result for the linear problem. \begin{prop}\label{prop1.2} Let ${{\cal D}},\, \partial_N{{\cal D}},\, \partial_D{{\cal D}},\, a_{ij},\, b_i,\, c,\, g,\, \phi,\, \psi_i$ as in Proposition \ref{prop1.1}. Let $u\in C^{\gamma,\frac\gamma 2}(\overline{{\cal D}})$, with $\nabla u\in L^2({{\cal D}})$, be the unique weak solution to (\ref{1.1a})--(\ref{1.1c}). Now assume that $\Sigma\in C^3$, $p, q\in C^1(\overline\Sigma\times[0,T])$, $\nabla_{x'}p,\nabla_{x'}q\in C^{{\rm dini}}(\overline\Sigma\times[0,T])$, and that $\nabla_{x'} p(x',t)\cdot\eta'=0$ and $\nabla_{x'} q(x',t)\cdot\eta'=0$ on $\partial\Sigma\times(0,T)$. Assume also that $a_{ij}\in C^{{\rm dini}}(\overline{{{\cal D}}})$ and $a_{ij}=\delta_{ij}$ on $\partial_N{{\cal D}}$. Then, $\nabla u\in C({{\cal D}}\cup\partial_N{{\cal D}})$. If, in addition, $\psi_1(x',t)\in C^1(\overline\Sigma\times (0,T])$, with $\nabla_{x'} \psi_1\in C^{{\rm dini}}(\overline\Sigma\times(0,T])$ and $\frac{\partial\psi_1}{\partial\eta'}=0$ on $\partial\Sigma \times(0,T)$, there holds that $\nabla u$ is continuous in $\overline{{\cal D}}\cap\{ x_10\}$. If, moreover, $\psi_1(x',t)\in C^1(\overline\Sigma\times [0,T])$, with $\nabla_{x'} \psi_1\in C^{{\rm dini}}(\overline\Sigma\times[0,T])$, and $\nabla\phi\in C^{{\rm dini}}(\overline{{\cal D}}_{R_0}\cap\{t=0\})$, with $\frac{\partial \phi} {\partial\eta}=0$ on $\overline{\partial_N{{\cal D}}_{R_0}}\cap\{t=0\}$, there holds that $\nabla u\in C(\overline{{\cal D}}_{R_0/2})$ and there exist a constant $C>0$ and an increasing function $\omega(r)$, with $\omega(0^+)=0$, such that \begin{eqnarray} &\|\nabla u\|_{L^\infty({{\cal D}}_{R_0/2})}\le C,& \label{1.5a}\\ &|\nabla u(x,t)-\nabla u(y,s)|\le \omega(|x-y|+|t-s|^{1/2}),\ (x,t),\,(y,s)\in\overline{{\cal D}}_{R_0/2}.&\label{1.5b} \end{eqnarray} With the same regularity of $\psi_1$ and no regularity assumptions on $\phi(x,0)$, for every $\tau>0$, (\ref{1.5a})--(\ref{1.5b}) holds in ${{\cal D}}_{R_0/2}\cap\{t\ge\tau\}$ with $C$ and $\omega$ independent of $\phi(x,0)$ but depending on $\tau$. Analogously, if $\psi_2(x',t)\in C^1(\overline\Sigma\times (0,T])$, with $\nabla_{x'} \psi_2\in C^{{\rm dini}}(\overline\Sigma\times(0,T])$ and $\frac{\partial\psi_2}{\partial\eta'}=0$ on $\partial\Sigma \times(0,T)$, and with no regularity assumptions on $\psi_1$ and on $\phi(x,0)$, there holds that $\nabla u$ is continuous in $\overline{{\cal D}}\cap\{ x_1>p(x',t)\}\cap\{t>0\}$. Also, if $\psi_i\in C^1(\overline\Sigma\times [0,T])$, with $\nabla_{x'} \psi_i\in C^{{\rm dini}}(\overline\Sigma\times[0,T])$, and $\frac{\partial\psi_i}{\partial\eta'}=0$ on $\partial\Sigma \times(0,T)$ for $i=1,2$ and $\nabla\phi\in C^{{\rm dini}}(\overline{{{\cal D}}}\cap\{t=0\})$ with $\frac{\partial\phi}{\partial \eta}=0$ on $\overline{\partial_N{{\cal D}}}\cap\{t=0\}$, there holds that $\nabla u\in C(\overline{{\cal D}})$. If $a_{ij}\in C^{1+\mu,\frac{1+\mu}2}({{\cal D}})$, $b_i,\, c,\,g\in C^{\mu,\frac\mu2}({{\cal D}})$, $u$ is a classical solution in the sense that $u\in C^{2+\mu,1+\frac{\mu}2}({{\cal D}})$. \end{prop} \noindent{\bf Proof:} In this proof we use the same notation as in the proof of Proposition \ref{prop1.1}. Since we have assumed that $\Sigma$ is a $C^3$ domain, we may take as $\sigma'$ in (\ref{param1})-(\ref{param2}) a $C^{3}$ regular parameterization. Also $\eta'$, the interior unit normal to $\Sigma$, is a $C^{2}$ function of the point $y'\in\partial\Sigma$. Then, instead of taking $y=h^{-1}(z)$ as in (\ref{h^-1(z)}), we take $y=h^{-1}(z)$ in the following way: \begin{eqnarray} &y_1=z_1 & \label{h^-1(z)b1} \\ &y'=\sigma'(z_2,\cdots,z_{N-1})+\eta'(\sigma'(z_2,\cdots,z_{N-1}))\,z_N, & \label{h^-1(z)b2} \end{eqnarray} so now $h$ is, in addition, a $C^2$ function. Let us now assume that $a_{ij}\in C^{{\rm dini}}(\overline{{{\cal D}}})$ and $a_{ij}=\delta_{ij}$ on $\partial_N{{\cal D}}$. In order to prove that $\nabla u\in C({{\cal D}}\cup\partial_N{{\cal D}})$ we consider a point $(y_0,t_0)\in (0,1)\times\partial\Sigma\times[0,T]$ and the corresponding function $\overline{\overline u} (z,t)$ which is defined and continuous in $\overline{\tilde Q}$ with $\nabla\overline{\overline u}\in L^2(\tilde Q)$. Also, $\overline{\overline u}$ is a weak solution to (\ref{1.7}) in $\tilde Q$. Let us see that the principal coefficients in (\ref{1.7}), $\bar{\bar a}_{ij}$, belong to $C^{{\rm dini}}(\overline{\tilde Q})$. In fact, using that $\nabla_{x'}p,\nabla_{x'}q\in C^{{\rm dini}}(\overline\Sigma\times[0,T])$, we get that $\bar{\bar a}_{ij}$ are Dini continuous in $\{z_N\ge 0\}\cup\{z_N\le 0\}$. Then, we only need to verify that $\bar{\bar a}_{iN}(z_1,\cdots,z_{N-1},0,t)=0$ for $i1,\cr {\bar a}_{1j}(y,t)=\frac{p_{y_j}(y_1-1)-q_{y_j}y_1}{q-p} (y',t) \quad j>1. }$$ Therefore, \begin{eqnarray*} \bar{\bar a}_{iN}(z_1,\cdots,z_{N-1},0,t) &=&\nabla h_i\cdot\nabla h_N + \frac{\partial h_N}{\partial y_1}\left(- \frac{\partial h_i}{\partial y_1} + \sum_{\textstyle{k\ge 1}} {\bar a}_{k1}\frac{\partial h_i} {\partial y_k}\right)\\ &&+\frac{\partial h_i}{\partial y_1}\left(\sum_ {\textstyle{k>1}}\left(\frac{p_{y_k}(y_1-1)-q_{y_k}y_1}{q-p} \right)\frac{\partial h_N}{\partial y_k}\right). \end{eqnarray*} From the fact that $h\bigl(z_1,\sigma'(z_2,\cdots,z_{N-1})+\eta'(\sigma' (z_2,\cdots,z_{N-1}))z_N\bigr)=z$ we deduce that, on $(0,1)\times\partial\Sigma$, $\nabla h_i$ is tangent to $(0,1)\times\partial\Sigma$ for $i0$ be such that $\|\cdot\|_{C^{\nu,\frac\nu2}(\overline{{\cal D}})}\le K \|\cdot\|_{C^{\gamma,\frac\gamma2}(\overline{{\cal D}})}$. Let us consider the set $$ {\cal B}=\{v\in C^{\nu,\frac\nu2}(\overline{{\cal D}})\,/\,\|v\|_{C^{\nu,\frac\nu2}(\overline{{\cal D}})} \le K\,C\}. $$ Let ${\cal T}$ be defined on ${\cal B}$ by ${\cal T}v:=u$ where $u$ is the unique solution given by Proposition \ref{prop1.1} when $g(x,t)=\beta(x,t,v(x,t))$. Then $$ \|{\cal T}v\|_{C^{\nu,\frac \nu2}(\overline{{\cal D}})}\le K\|{\cal T}v\|_{C^{\gamma,\frac \gamma2}(\overline{{\cal D}})} \le K\,C. $$ Therefore, ${\cal T}$ maps ${\cal B}$ continuously into a compact subset of ${\cal B}$. So that ${\cal T}$ has a fixed point $u$ which clearly is a solution to (\ref{1.8a})--(\ref{1.8c}). To prove uniqueness, we let $u_1$ and $u_2$ be solutions to (\ref{1.8a})--(\ref{1.8c}). Then $w=u_1-u_2$ is a solution to (\ref{1.1a})--(\ref{1.1c}) with a different coefficient $c$ (which depends on $u_1$ and $u_2$), and with $g=\phi=0$. By Proposition \ref{prop1.1}, $w=0$. If, in addition, $\beta(\cdot,\cdot,u)\in C^{\mu,\frac\mu2}({{\cal D}})$ uniformly for $u$ in compact subsets of ${\mathbb R}$, there holds that $u$ is a solution of (\ref{1.1a})--(\ref{1.1c}) with $g\in C^{\gamma',\frac{\gamma'}2}({{\cal D}})$, with $\gamma'=\min\{\mu,\gamma\}$. Then, if $a_{ij}\in C^{1+\mu,\frac{1+\mu}2}({{\cal D}})$, $b_i,\ c\in C^{\mu,\frac\mu2}({{\cal D}})$, there holds that $u\in C^{2+\gamma',1+\frac{\gamma'}2}({{\cal D}})$, so that $g\in C^{\mu,\frac{\mu}2}({{\cal D}})$ and we deduce that $u\in C^{2+\mu,1+\frac{\mu}2}({{\cal D}})$. \section{The combustion problem} The purpose of this section is to show how the results in this paper apply in \cite{LVWdf} to a problem in combustion theory. In \cite{LVWdf} the following two phase free boundary problem is considered: find a function $u(x,t)$, defined in ${\cal D}\subset {{\mathbb R}}^N\times(0,T)$, satisfying that \begin{eqnarray} &\Delta u+\sum a_i(x,t)\,u_{x_i}-u_t=0 \quad\mbox{in } \{u>0\}\cup\{u\le 0\}^\circ,&\\ &u=0\,,\quad\ |\nabla u^+|^2-|\nabla u^-|^2= 2M \quad\mbox{on }\partial\{u>0\},& \end{eqnarray} where $u^+=\max(u,0)$, $u^-=\max(-u,0)$, $M$ is a positive constant and $a_i$ are bounded. We will refer to this free boundary problem as Problem ${\cal P}$. This free boundary problem arises in several contexts (cf. \cite{V}). The most important motivation to date has come from combustion theory, where it appears as a limit situation in the description of the propagation of premixed equi-diffusional deflagration flames. In this case, $u$ is the limit, as $\varepsilon\to 0$, of solutions $u^\varepsilon$ to \begin{equation} \Delta u^\varepsilon +\sum a_i(x,t)\,u^\varepsilon_{x_i}- u^\varepsilon_t={\beta}_{\varepsilon}(u^\varepsilon), \end{equation} with $\varepsilon>0$, $\beta_\varepsilon\ge 0$, $\beta_\varepsilon(s)=\frac1\varepsilon\beta(\frac s\varepsilon)$, support\,$\beta$=[0,1] and $\int\beta(s)\,ds=M$. We call this equation ${\cal P}_{\varepsilon}$. Problem ${\cal P}$ admits {\it classical} solutions only for good data and for small times. Different generalized concepts of solution have been proposed, among them the concepts of {\it limit} solution (that is, $u=\lim u^\varepsilon$) and {\it viscosity} solution, cf. \cite{CV}, \cite{CLW}, resp. The purpose of \cite{LVWdf} is to investigate conditions under which the three concepts agree and produce a unique solution. The results in \cite{LVWdf} can be summarized as saying that --under appropriate conditions-- {\it if a classical solution of problem ${\cal P}$ exists, then it is at the same time the unique classical solution, the unique limit solution and also the unique viscosity solution.} The results of \cite{LVWdf} extend those in \cite{LVWuf}, where similar conclusions are obtained for the one phase version of this problem (i.e., under the assumption that $u \ge 0$). One of the main results in \cite{LVWdf} is Theorem 6.1, which gives simultaneously the uniqueness of {\it classical} and {\it limit} solution. The main tool in the proof of this theorem is the following basic result of \cite{LVWdf}: \begin{thm} \label{teo5.1} (Theorem 5.1 in \cite{LVWdf}) Let $\Sigma\subset {\mathbb R}^{N-1}$ a bounded $C^3$ domain, $\Omega=(0,d)\times\Sigma$, $Q=\Omega\times (0,T)$, $\partial_NQ=(0,d)\times\partial\Sigma\times(0,T]$. Let $w$ be a classical subsolution to ${\cal P}$ in $Q$, with $\frac{\partial w}{\partial \eta}=0$ on $\partial_NQ$. Assume, in addition, that there exists $\delta_0>0$ such that $$|\nabla w^+|^2-|\nabla w^-|^2=2M+\delta_0\quad\mbox{ on } Q\cap\partial\{w>0\}.$$ Then, there exists a family $v^\varepsilon\in C(\overline Q)$, with $\nabla v^\varepsilon\in L^2_{{loc}}(\overline Q)$, of weak subsolutions to ${\cal P}_\varepsilon$ in $Q$, with $\frac{\partial v^\varepsilon}{\partial \eta}=0$ on $\partial_N Q$, such that, as $\varepsilon\to 0$, $v^\varepsilon\to w$ uniformly in $\overline Q$. \end{thm} For the precise hypotheses and definitions, and detailed proofs of these results, we refer the reader to \cite{LVWdf}. The results of the present paper are needed in Theorem \ref{teo5.1} for the construction of the family $v^\varepsilon$ which is constructed as follows: Let $A$ be the constant in Lemma 4.1 of \cite{LVWdf} and let $\varepsilon>0$ be small. Let $p_\varepsilon, q_\varepsilon\in C^1(\overline\Sigma\times[0,T])$ with $\nabla_{x'}p_\varepsilon,\nabla_{x'}q_\varepsilon\in C^{\alpha,\frac\alpha2}(\overline\Sigma\times[0,T])$ be such that $\{w>A\varepsilon\}$ is given by $ x_1q_\varepsilon(x',t)$. Let the domain be $$ {{\cal D}}^{\,\varepsilon}=\{(x,t)\in Q\,/\,p_\varepsilon(x',t)0\}) \cap L^2({\cal D}^{\,\varepsilon})$. Moreover, since $w^\varepsilon_0\in C^{1+\alpha}$ in a subset of $\overline{\cal D}^{\varepsilon}\cap\{t=0\}$, further continuity of $\nabla w^\varepsilon$ can be derived from Proposition \ref{prop1.2}. \begin{thebibliography}{00} \bibitem{B} H. Brezis, {\it Analyse Fonctionnelle}, Masson, Paris, 1983. \bibitem{BFO1} A. Bove, B. Franchi, E. Obrecht, {\it Parabolic problems with mixed time dependent lateral conditions}, Comm. PDEs, {\bf 7}, (1982), 1253--1288. \bibitem{BFO2} A. Bove, B. Franchi, E. Obrecht, {\it Boundary value problems with mixed lateral conditions for parabolic operators}, Ann. Mat. 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Tedeev, {\it Stability of the solution of the third mixed problem for second order quasilinear parabolic equations in a noncylindrical domain}, Izv. Vyssh. Uchebn. Zaved. Mat., {\bf (1)}, (1991), 63--73. \bibitem{V} J. L. Vazquez, {\it The free boundary problem for the heat equation with fixed gradient condition}, Free Boundary Problems, Theory and Applications, M. Niezgodka, P. Strzelecki eds., Pitman Research Series in Mathematics, {\bf 363}, Longman, 1996, 277--302 \end{thebibliography} \noindent{\sc Claudia Lederman}\\ Departamento de Matem\'atica, Facultad de Ciencias Exactas \\ Universidad de Buenos Aires \\ (1428) Buenos Aires - Argentina\\ e-mail: clederma@dm.uba.ar \smallskip \noindent{\sc Juan Luis Vazquez}\\ Departamento de Matem\'aticas, Universidad Aut\'onoma de Madrid\\ 28049 Madrid - Spain\\ e-mail: juanluis.vazquez@uam.es \smallskip \noindent{\sc Noemi Wolanski}\\ Departamento de Matem\'atica, Facultad de Ciencias Exactas\\ Universidad de Buenos Aires\\ (1428) Buenos Aires - Argentina\\ e-mail: wolanski@dm.uba.ar \end{document}