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REPOSITORIO INSTITUCIONAL DA UFOP: Existence of solutions and optimal control for a model of tissue invasion by solid tumours.

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Contents lists available atScienceDirect

Journal

of

Mathematical

Analysis

and

Applications

www.elsevier.com/locate/jmaa

Existence

of

solutions

and

optimal

control

for

a

model

of

tissue

invasion

by

solid

tumours

Anderson L.A. de Araujoa,∗, PauloM.D. de Magalhãesb

a DepartamentodeMatemática,UniversidadeFederaldeViçosa,MG,Brazil b DepartamentodeMatemática,UniversidadeFederaldeOuroPreto,MG,Brazil

a r t i c l e i n f o a b s t r a c t

Article history:

Received19August2013 Availableonline25July2014 Submittedby B.Kaltenbacher

Keywords:

Fixedpointtheorem Optimalcontrol

Tumourinvasionoftissue

In this paper we study the distributed optimal control problem for the two-dimensional mathematical modelof cancer invasion. Existence of optimal state-controlandstabilityisprovedandanoptimalitysystemisderived.

© 2014ElsevierInc.All rights reserved.

1. Introduction

Inthispaper wewillstudythefollowingsystemofequations

⎧ ⎪ ⎪ ⎨ ⎪ ⎪ ⎩

∂tnDnn=−χ∇(nf),

∂tf =−αmf,

∂tmDmm=μnλm+u,

∂tcDcc=βfγnσc.

(1.1)

This model,with u≡0, wasproposedby Anderson[2]. Here thesystem holdsinQ=Ω×(0,T), Ωa spatial domain in R2,uisthecontrolvariable,D

n,Dm,Dc, χ,α,μ, λ, β,γ andσare positiveconstants.

Thesystem(1.1)issupplementedwiththefollowingboundaryconditions

(Dnnχnfη= 0 on S=∂Ω×(0, T),

Dmm.η=Dcc.η= 0 on S, (1.2)

where η istheunitnormalvectoron∂Ω andinitial conditions

ThefirstauthorwassupportedinpartbyFAPESP,Brazil,grant2013/22328-8.

* Correspondingauthor.

E-mailaddresses:anderson.araujo@ufv.br(A.L.A. de Araujo),pmdm@iceb.ufop.br(P.M.D. de Magalhães). http://dx.doi.org/10.1016/j.jmaa.2014.07.038

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n(0) =n0, m(0) =m0, f(0) =f0, c(0) =c0 onΩ. (1.3)

This model belongs to the wide class of chemotaxis models. There exists avast literature concerning mathematical analysis of different reaction–diffusion–taxis models, with a generic mathematical models givenby

⎧ ⎨ ⎩

∂tnDnn=−∇ ·

χ(f)nf+F1(n, f, m),

∂tf =F2(f, m),

∂tmDmm=F3(n, f, m).

(1.4)

Thereaction–diffusion–taxismodelshavebeenappliedtodescribethecancerinvasion,angiogenesis,etc., seeforexample[2,4,6,7]andreferencestherein.

Thestudyofoptimalcontrolforchemotaxisequationsispresentintheliterature.Forexample,Ryuand Yagi [22] studiedthe optimal controlproblem for the Keller–Segel equations to describe the aggregation processofthecellularslimemolds bychemical attraction(seealsoRyu[21]):

MinimizeJ(u)

withthecostfunctionalJ(u) oftheform

J(u) :=

T

0

y(u)−yd

2

H1(Ω)dt+γ

T

0

u2Hǫ(Ω)dxdt, uL2

0, T;(Ω),

wherey=y(u) isgovernedbytheKeller–Segelequations

⎧ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎩

∂ty=ayb∇(yρ) inΩ×(0, T],

∂tρ=dρ+f y+u inΩ×(0, T],

∂y ∂η =

∂ρ

∂η = 0 on∂Ω×(0, T], y(x,0) =y0(x), ρ(x,0) =ρ0(x) inΩ.

(1.5)

Here, Ω is a bounded region in R2 of class C3, where a,b,d,f and g are assigned positivevalues, γ is a givennonnegative constant,u≥0 isacontrolfunctioninaboundedsubsetandǫisafixedexponentsuch that0< ǫ<1/2.

Aggregationofcellularslimemold isknownas amodelofself organizationbycellinteractionmediated bythechemicalsubstancecAMP.Theauthors areconcernedwiththequestionofwhetheronecancontrol the aggregation of cellsby cAMP. For simplicity they consider adistributed, optimal control problem in the region Ω with thecost functionalJ(u) above. Theexistence of anoptimal controland the necessary first-order condition satisfied by the optimal control was verified. The results obtained by these authors wherethemain motivationforourstudy.

InVilasetal.[26],onlynumericalmethodswereusedforthestudyofsystemsdescribedbycoupledsets ofpartial andordinarydifferentialequationsof theform:

∂tx=∇ ·(kx)− ∇ ·(vx) +f(x, y, u),

∂ty=g(x, y, u) (1.6)

where u(t) represent the control variables vector. The state variables are split into spatially distributed

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Mathematicalmodelsforcancerchemotherapytreatmentshavealonghistory(forasurveyofthestudies see,forexample[12]and[24]).InBahramiandKim[3]theauthorsapplyengineeringoptimalcontroltheory to investigate the drug regimen for reducing an experimentaltumor cell population. However,Swan and Vincent[25]werethefirsttoutilizeengineeringoptimalcontroltheoryforachemotherapyprobleminvolving ahumantumor.Whilebiomedicalresearchconcentratesonthedevelopmentofnewdrugsandexperimental (in vitro) and clinical(in vivo) proceduresto determine theirtreatmentschedules, theanalysis of models canassist intesting various treatmentstrategies searchingfor optimalones,seealso Swan[24].Inviewof thebiologicalmotivations andthestudiesdonein[2]and [24],wehaveoptedtoplace thecontroluinthe thirdequationgivein(1.1).

As apurelymathematical study,we couldhavechosento applyoneor morecontrols as in[26],butwe decided to apply asinglecontrolto measure thedifficultyof theproblem so thatinthefuturewe will be able to study controllability issues associated with system (1.1), that is, prove that in finite time T the solution n satisfies n(x,T)= 0. This is a delicate problem when considered from apurely mathematical standpoint aswellas averyinterestingproblem fromabiologicalperspective.

As measureofperformanceweusethefollowingcostfunctional

J[n, f, m, c;u] := α1 2

T

0

Ω

|nnd|2dxdt+

α2 2

T

0

Ω

|ffd|2dxdt

+α3 2

T

0

Ω

|mmd|2dxdt+

α4 2

T

0

Ω

|ccd|2dxdt+

α5 2

T

0

Ω

|u|4dxdt. (1.7)

Weconsidertheoptimalcontrolproblemformedbystatevariables(n,f,m,c) andcontrolvariableu,where we seek aquintuple(n,f,m,c;u) such thatthefunctional (1.7)isminimized subjectto (1.1)–(1.3)where

nd, fd, md and cd arethedesired statesand αi, i= 1,2,3,4,5 arethe positivepenaltyparameterswhich

canbeused tochangetherelative importanceofthetermsthatappearinthedefinitionofthefunctional. In the study ofthe existence of asolutionto system (1.1)in comparison to theA. Marciniak-Czochra and M. Ptashnyk[11], a new proof is presented in our paper, that provides more information about the solution n. Inour study nLq(Q) for every q 1 with fixed regularity of the initial data. Also, being

unable to apply theresultsof A. Marciniak-Czochraand M. Ptashnyk[11] inthesystem(1.1)due to the lack of logistic growth, i.e., μnn(1−nf), we were unable to apply the method of bounded invariant

rectangles to thereformulatedsystemandthus notabletoproveuniform boundednessof thesolution.In this paperweovercome thisdifficultybyprovinganestimateLq,forthevalueofqappropriate,underthe

assumptionthatinitialdataaresufficientlysmallandusingtheLeray–Schauderfixedpointtheoremasour main tool.

ThemodelstudiedbyMorales-Rodrigo[20]isverysimilartothemodelpresentedinourpaper,without the control term and oxygen equation, we do not apply the results obtained by the authors regarding existencebecausewewantresultsofexistencethatapplyforanyfixedfinitetime.WhereasMorales-Rodrigo proved only a local result in Hoelder’s spaces, in our study, we needed a more regularly result to the solutionstoprovethenecessaryfirst-orderconditionbytheoptimalcontrol.ThestudiesofCorrias,Perthame and Zaag [9,10] differ from ours in partbecause they only consider models parabolic-elliptic system and parabolic-degeneratesystemaswell astheKeller–Segelmodelsand almostallmodelswithΩ=Rd.

Other studies intheliteratureforthe Keller–Segelmodels withor withoutoptimal controlare Lebiedz and Brandt-Pollmann[17],K.R. Fisterand M.L. Mccarthy[14],Corrias,PerthameandZaag[9],Chiuand Yu [8]andthereferencescontainedtherein.

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with haptotaxisflowcharacterized bythe firstthree equationsof (1.1).It ishighlighted thatnot onlythe existence of an optimal control was proved but also the necessary first-order condition satisfied by the optimalcontrolwas verified.Thisdifferseven morefrom thestudiespreviously presentedand inthisway providesanewcontributionto theliterature.

Wenote thatobtainingthenecessary first-order conditionfor anoptimal controlproblemis important becauseitisusefulfordesigningfeedbackcontrols andalsointhedevelopmentofmoreefficientandfaster numericalsimulationsofoptimalcontrolalgorithms.

Forsimplicity,wefollowthesameassumptionsof[20]forthefirstthreeequationsof(1.1),observingthat these assumptionsagreeinpartwiththeKeller–SegelmodelinRyuandYagi [22]andRyu[21].However, the authors did not consider the second equation of (1.1) making it different from shape of the coupling equations. The reason to adoptsuch assumptions is that as we wanted to provethe necessary first-order condition satisfied by the optimal controls. To do this, we needed to prove that the solution operator associated with the system(1.1), besides being well defined, needsto be Fréchet differentiable, whichfor moregeneralassumptions onF1,F2,F3 in(1.4)makesitmuchmoredifficultproblemto bestudied.

The paper is organized as follows. In Section 2 we present the notations, and recall certain concepts and results that will use. We explicitly state our technical assumptions and our main results concerning existence, regularity and uniquenessof solutions.InSection 3weintroduce aregularizedproblem related to (1.1)–(1.3)andwe provearesultof existenceofsolutionsto regularizedproblemusing Leray–Schauder fixedpointtheorem.Toinvestigatetheexistenceofregularizedmodelsolutions,wechangethevariablesso that we obtainan equivalent systemwith the first equation expressed in divergentform with a diagonal diffusionmatrix, similar as foundin [9], and morerecently in[11]. Sections 4and 5are dedicatedto the proofofourmainresults.InSection6wewillstudyaproblemofoptimalcontrol,consideringitforthecost functional(1.7)associatedwithsystem(1.1)–(1.3).Weprovetheexistenceofoptimalcontrolthatminimizes thisfunctional.Wealsofindoptimalconditionsthatareneededto bemetforeachoptimalcontrol.

2. Preliminaryresultsandthe mainresult

LetΩ ⊂RN (N = 2)be anopen and boundeddomain with asufficientlysmooth boundary,∂Ω C3

andQ=Ω×(0,T) thespace–timecylinderwithlateralsurface=∂Ω×(0,T).Fort∈(0,T],wedenote

Qt=Ω×(0,t).

Letsbeapositiveinteger,andlet1≤p<∞.TheSobolevspaceWs

p(Ω) isthesetoffunctionsdefined

onΩwithfinite norm

uWs p(Ω)=

Ω

|α|≤s

Dαu(x)pdx

1/p

, (2.1)

whereα= (α1,. . . ,αN),αj arenonnegativeintegers,|α|=α1+· · ·+αN,Dk =∂/∂xk,=1. . . Dαd

(thederivatives in(2.1)are understood in thesense of distributions).In thecase 0< s<1,the Sobolev spaceWs

p(Ω) consistsoffunctionsuLp(Ω) suchthat

uWs p(Ω)=

upLp(Ω)+

Ω

Ω

|u(x)−u(y)|p

|xy|d+ps dxdy

1/p

. (2.2)

Foranonintegers>1 wesets= [s]+σ,where[s] istheintegerpartofs.ThenWs

p(Ω) consistsofelements

uWp[s](Ω) suchthatDαuWpσ(Ω) for|α|= [s],withthenorm

uWs p(Ω)=

up

Wp[s](Ω)+

|α|=[s]

Dαu pWσ p(Ω)

1/p

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where thenorms·W[s]

p (Ω)and·Wpσ(Ω)aredefinedin(2.1)and(2.2)respectively.Whenp= 2 wedenote

Ws

2(Ω)=Hs(Ω).

Forfunctionsdependingonspatialandtemporalvariablesweusethefollowingfunctionalspaces,whose ratings anddefinitionscanbefoundinLadyzhenskaya[16].

Lq,r(Q) is the Banach space of (classes) functions u(x,t) from Q to R measurable (in the sense of

Lebesgue)whosenorm isgivenby

uq,r,Q=

T

0

Ω

u(x, t)qdx

r/q

dt

1/r

(q, r≥1).

Forq=rthenotationLq,q(Q)=Lq(Q) isused.

W2,1

q (Q) is the Banach space (q ≥ 1) of functions u,·) ∈ Lq(Q) with generalized derivatives

Dxu,Dx2u,DtuonLq(Q).WeConsiderinWq2,1(Q) thenorm definedby

uW2,1

q (Q)=uLq(Q)+DxuLq(Q)+ D 2

xu Lq(Q)+DtuLq(Q).

Given X,Y Banachspaces, wedenote byX ֒Y the continuous embeddingof X inY.Next, westate thefollowing embeddingresultforSobolevspaces oftypeWr,s

p (Q).It isaparticular caseofLemma 3.3in

Ladyzhenskaya etal.[16,p. 80],obtainedbytakingl= 1 andr=s= 0.

Lemma2.1. Let Ω bea domain of RN with boundary ∂Ω (atleast satisfying thecone property). Thenfor

any functionuW2,1

p (Q) wealso haveuLq(Q),andthefollowinginequalityisvalid

uLq(Q)CuW2,1

p (Q),

provided that:q=∞ ifp> N+2

2 ;q≥1if p= N+22 andq=

p(N+2)

N+2−2p ifp< N2+2.The constant C depends only on T,p,q,N and Ω.

Now,wewillformulateonethemaintheoremsofthispaperthatprovestheexistenceandtheuniqueness of solutionsfortheproblem(1.1)–(1.3):

Theorem 2.2. Let Ω ⊂ R2 be a limited domain, 0 < T < fixed, u L4(Q) a nonnegative function,

c0 ∈H1(Ω), m0 ∈W43/2(Ω), n0 ∈W34/3(Ω) and f0 ∈H2(Ω)∩W∞1(Ω),with n0,f0,m0 ≥0. Then, there existξ >0suchthat,if

n0L1(Ω)< ξ,

there existfunctions(f,n,m,c)satisfying:

(i) fL(0,T;W2

4/3(Ω)),ftL2(Q),f(0)=f0; (ii) nL(0,T;H1(Ω))Lq(Q) foreveryq1,n

tL2(Q),n(0)=n0; (iii) mW42,1(Q),m(0)=m0;

(iv) cW22,1(Q),c(0)=c0

such that

T

0

Ω

∂tnϕdxds+Dn T

0

Ω

nϕdxds=χ

T

0

Ω

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forallϕL2(0,T;H1(Ω)).

∂tf =−αmf q.t.p. inQ, (2.5)

∂tmDmm=μnλm+u q.t.p. inQ, (2.6)

∂tcDcc=βfγnσc q.t.p. inQ, (2.7)

(Dnnχnfη=∇m·η=∇c·η = 0 q.t.p. on∂Ω×(0, T). (2.8)

Furthermore,f ≥0,n≥0andm≥0.

Remark2.3.ξ=ξ(T) goestozerowhenT tendstoinfinity.

Remark2.4.Thissolutioniscalledaweaksolutiontheproblem(1.1)–(1.3)becauseofEq.(2.4).Throughout thispaperwe willrefertothesolutionof anysystemasthesolutiongivenby(2.4)–(2.8).

Remark 2.5. The conditions m0 ∈ W43/2(Ω) and uL4(Q) can be replaced by the conditions m0 ∈

Wq2−2/q(Ω) and uLq(Q), with q > 2. It is important that the embedding Wq2−2/q(Ω) ֒C1(Ω) is

compact(n= 2).

Remark2.6.TheresultofTheorem 2.2isstilltrueifonlyf0∈H2(Ω).Theconditionf0∈H2(Ω)∩W∞1(Ω) isasufficientconditionforthecontrolproblemto haveasolution.

Wealsohavethefollowing result:

Theorem2.7. Let(ni,fi,mi,ci)be thecorresponding solutionsof theproblem(1.1)–(1.3),foundedin

The-orem 2.2.Supposefurtherthat theotherconditionsof Theorem 2.2are satisfied. Then

n1−n2L2(0,T;H1(Ω))+m1m2W2,1

2 (Q)+c1−c2W22,1(Q)+f1−f2L2(0,T;W41(Ω))

Cu1−u2L4(Q),

whereC isapositiveconstant thatdependson theconstantsoftheproblemand theinitialdata.

Inthesequel,C denotesagenericpositiveconstantwhichmaychangefromline toline.

Corollary 2.8. If weconsider theassumptions of Theorem 2.2. Thenthe problem(1.1)–(1.3) has aunique solution.

3. Regularizedproblem

Inthissectionweintroducearegularizedproblemrelatedto(1.1)–(1.3)andwillprovearesultofexistence of solutions applying the Leray–Schauder fixed point theorem in a form stated in Friedman [15, p. 189, Theorem3].

Theorem 3.1 (Leray–Schauder). Given the mapping T from X ×[a,b] to X, where a,b ∈ R and X is a

Banachspace. Assumethat:

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(b) For x in bounded sets of X,T(x,k) is uniformly continuous in k, i.e., for any bounded set X0 ⊂X and for any ǫ > 0 there exists a δ > 0 such that if xX0, |k1−k2| < δ, ak1,k2 ≤ b, then T(x,k1)−T(x,k2)< ǫ.

(c) There exists a (finite) constant R such that every possible solution x of xT(x,k) = 0 (xX,

k∈[a,b]) satisfies:xR.

(d) The equation xT(x,a)= 0 has auniquesolution inX.

Then thereexistsasolution of theequation xT(x,b)= 0.

Now, werecallcertainresultsthatwillbe helpfulintheintroductionofsucharegularizedproblem. Recall thatthere isanextension operatorExt(·) takingany functionw inthespace

W22,1(Q) =wL2(Q)/Dxw, Dx2wL2(Q), wtL2(Q)

and extendingitto afunctionExt(w)∈W22,1(RN+1) withcompactsupportsatisfying:

Ext(w) W2,1

2 (RN+1)≤CextwW 2,1 2 (Q)

with Cext independentofw(see, Mikhailov[19,p. 157]).

For δ ∈(0,1), letρδC0∞(RN+1) be a familyof symmetric positivemollifier functions with compact supportconvergingto theDiracdeltafunction,and denote by∗theconvolution operation.Then, givena functionmW22,1(Q),wedefinearegularizationρδ(m)∈C0∞(RN+1) ofmby

ρδ(m) =ρδ∗Ext(m). (3.1)

Now,weareinapositiontodefinethefollowingfamilyofregularizedproblems.Forδ∈(0,1),weconsider thesystem

⎧ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎩

∂tnδDn=−χ∇() inQ,

∂tfδ =−αρδ() inQ,

∂tmδDm =μnδλmδ+u inQ,

∂tcδDc=βfδγnδσcδ inQ,

(0) =0, (0) =f0δ, inΩ,

(0) =0, (0) =0 inΩ, (Dnχnδ)η =Dmmδ.η=Dccδ.η= 0 onS.

(3.2)

Remark3.2.Thecentralideaofthestudyistosolvetheregularizedproblem(3.2),toprovetheexistenceof solutions,obtainestimatesuniforminrelationtoparameterδ,useargumentsofreflexivityandcompactness to passthelimitintheregularizedproblem andobtainasolutionoftheproblem(1.1)–(1.3).

Considerthefollowingresultfortheregularizedproblem:

Proposition 3.3. LetΩ⊂R2 bealimited domain,0< T <fixed, uL4(Q)anonnegative function,for

each δ∈ (0,1),

0 ∈ W34/3(Ω);0 ∈W43/2(Ω),0 ∈C1(Ω) andf0δC2(Ω), with 0,f0δ,mδ0 ≥0. Then, there arefunctions (,nδ,mδ,cδ)satisfying (3.2)and

(i) L∞(0,T;W42(Ω)),ftδL2(Q),(0)=f0δ,fδ ≥0; (ii) L3(0,T;W2

3(Ω)),nδtL3(Q),(0)=0,nδ ≥0; (iii) W2,1

4 (Q),(0)=0,mδ ≥0; (iv) W2,1

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3.1. Preparatoryresults

Tosimplifythenotation,inthissectionswewillomitthesuperscriptδofthevariables,, and.

ToproveProposition 3.3wewillapplytheLeray–SchauderFixedpointtheorem.Forthis,wetakeq≥4 andconsiderthefamilyofoperatorsL: [0,1]×Lq(Q)Lq(Q) definedby,L(l,φ)=n,where nistheonly

solutionthefirstequationofthedecoupledsystem

⎧ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎩

∂tnDnn=−∇(nf) inQ,

∂tf =−αρδ(m)f inQ,

∂tmDmm=lμφλm+u inQ,

∂tcDcc=βfγnσc inQ,

n(0) =n0, f(0) =f0, m(0) =m0, c(0) =c0 inΩ, (Dnnlχnf)η=Dmm.η=Dcc.η= 0 onS.

(3.3)

AsφLq(Q),particularlyφL4(Q),bylineartheoryofparabolicPDE’sthereisauniquemW2,1 4 (Q) solvingtheequation

⎧ ⎨ ⎩

∂tmDmm=lμφλm+u inQ,

m(0) =m0 inΩ,

Dmm.η= 0 onS

(3.4)

and

mW2,1

4 (Q)≤C

m0W3/2

4 (Ω)+φL

4(Q)+uL4(Q)

, (3.5)

in particular mW22,1(Q), for more details see Ladyzenskaja [16, Theorem 9.1, p. 341] which applies to Dirichlet conditions, modified properly by observing the end of Section 9 on Chapter 4 to Neumann condition.

Itfollowsfrom secondequation of(3.3)that

f(t, x) =f0(x) exp

α

t

0

ρδ(m)(s, x)ds

. (3.6)

By (3.1), it follows that |∇ρδ(m)| ∈ L∞(Q) and ∆ρδ(m) ∈ L∞(Q) and therefore, |∇f| ∈ L∞(Q) and

fL(Q).

Now,consider thelinearequation:

⎧ ⎨ ⎩

∂tnDnn=−nflχnf inQ,

n(0) =n0 inΩ,

(Dnnlχnf)η= 0 onS.

(3.7)

Asn0∈W34/3(Ω),itfollows from[16] thatthereisonlyone

nW32,1(Q) (3.8)

solutionof(3.7).ByLemma 2.1weconcludethat

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From thelastresultsweconcludethat,n,t)∈H1(Ω),f(·,t)L(Ω) and

n, t)∇f, t)=∇n, t)∇f, t) +n, t)∆f, t),

see Brezis[5,Proposition 9.4].Therefore,∇(n,t)∇f,t))∈L2(Ω),thatis, n(·,t)f(·,t)H1(Ω). From theabovearguments,we concludethatnW32,1(Q) istheonlysolutionoftheequation

⎧ ⎨ ⎩

∂tnDnn=−∇(nf) inQ,

n(0) =n0 inΩ,

(Dnnlχnf)η= 0 onS.

(3.10)

ThecontinuityofembeddingW32,1(Q) in Lq(Q),followsfrom theoperatorLbeing welldefined.

As χfL(Q),itfollows fromEq.(3.7)andthemaximumprinciplethat

n≥0. (3.11)

Lemma 3.4.The mapping L: [0,1]×Lq(Q)Lq(Q)has thefollowingproperties:

(i) L(l,·):Lq(Q)Lq(Q)iscompactforeveryl[0,1],i.e., itiscontinuousandmapsboundedsetsinto

relativelycompactssets.

(ii) Foreveryǫ>0andevery boundedset ALq(Q) thereexistsδ >0suchthat

L(l1, w)−L(l2, w) Lq(Q)< ǫ,

wheneverwA and|l1−l2|< δ.

Proof. Proof of (i): Let φ12 ∈ Lq(Q), consider L(l,φ1)= n1 and L(l,φ2) = n2 and furthermore, φ =

φ1−φ2,n=n1−n2,f =f1−f2,m=m1−m2 andc=c1−c2.

Wehaven1 andn2as solutionsof(3.10),where evenn=n1−n2satisfies theequation

⎧ ⎨ ⎩

∂tnDnn=−∇(n1∇f1)− ∇(n2∇f2) inQ,

n(0) = 0 inΩ,

Dnnχ(n1∇f1−n2∇f2)

η= 0 onS.

(3.12)

Testing the firstequation (3.12) by|n|q−2n and integrating inΩ, using theHoelder inequalityand (3.6), we concludethat

1

q d dt

Ω

n(t)qdx+Dn(q−1)

Ω

n(t)q−2∇n(t)2dx

= (q−1)

Ω

f1∇n|n|q−1dx−(q−1)

Ω

n2∇fn|n|q−2dx

Dn(q−1) 2

Ω

|n|q−2|∇n|2dx+Cf12L(Q)

Ω

|n|qdx

+Cn2qL

(Q)∇f

q L

(Q)+

q−2

q

Ω

|n|qdx

=Dn(q−1) 2

Ω

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+Cn2qL

(Q)∇f

q L

(Q)+

Cf12L∞ (Q)+

q−2

q

Ω

|n|qdx. (3.13)

UsingGronwall’s inequalityweobtain

Ω

n(t)qdxT Cn2qL(Q)f

q

L(Q)exp

t

Cf12L(Q)+

q−2

q

. (3.14)

From(3.6),we have

f(x, t)≤α2f 0(x)

t

0

ρδ(m1)

ds

t

0

ρδ(m1)−ρδ(m2)

ds

+α

t

0

ρδ(m1)− ∇ρδ(m2)

ds+αf0(x)

t

0

ρδ(m1)−ρδ(m2)

ds. (3.15)

Bytheassumptions aboutρδ,Ext(·) andusingthefactthatm=m1−m2satisfies theequation

⎧ ⎨ ⎩

∂tmDmm=lμφλm inQ,

m(0) = 0 inΩ,

Dmm.η= 0 onS,

(3.16)

weconcludeby(3.15)that

fqL(Q)C

f0L,f

0L, T, δ,φ

1Lq(Q)φLq(Q). (3.17)

By(3.14) and(3.17)wehavethat

Ω

n(t)qdxCφqLq(Q), (3.18)

foreach0≤tT.Therefore,

L(l, φ1)−L(l, φ2) Lq(Q)1−φ2Lq(Q),

whichprovesthecontinuityofL(l,·).

ToprovethecompactnessofL(l,·),wenotethatL(l,·) canbewrittenasthecompositionofthesolution operator from Lq(Q) W2,1

q (Q) with the inclusion operator Wq2,1(Q) ֒Lq(Q), that is compact by

Simon[23].This provesitem(i).

Proofofitem(ii) isanalogouslyto(3.13)withφA,φ1=l1φ,φ2=l2φ,L(l1)=n1andL(l2)=n2. Using(3.15) and(3.17)weconcludethat

L(l1, φ)−L(l2, φ) Lq(Q)C

φLq(Q)|l1l2| ≤C(R)|l1l2|,

whereφLq(Q)R forallφA.Forǫ>0,wetakeδ=C(ǫR)>0,then

|l1−l2|< δ

(11)

L(l1, φ)−L(l2, φ) Lq(Q)< ǫ,

foreachφA. ✷

Lemma 3.5. Suppose that the assumptions from Proposition 3.3 are satisfied. Then there exists a number

ρ>0,such that any fixed pointnLq(Q) ofL(l,·) forany l [0,1], i.e., L(l,n)=n forsome l[0,1],

that satisfies

nLq(Q)< ρ. (3.19)

Proof. LetnasolutionofL(l,n)=n.AgainbythemaximumprinciplewehavefromEq.(3.4),withφ=n, and hypothesesaboutu,that

m≥0. (3.20)

Replacing s= ψn(f),where ψ(f) isafunctionsuchthat,forany f ≥0,wehave

Dnψ′(f) =lχψ(f)

and

ψ(0) = 1.

Wecanconsider

ψ(f) = exp

Dn

f

.

Wenote thatψ(f)≥1,forallf ≥0.Wecanwritethesystem(3.3)as

⎧ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎩

ψ(f)∂tsDn∇ ·ψ(f)∇s=lαχ

Dn

sf ρδ(m)ψ(f) inQ,

∂tf =−αρδ(m)f inQ,

∂tmDmm=lμsψ(f)−λm+u inQ,

∂tcDcc=βvγsψ(f)−σc inQ,

s(0) =s0=

n0

ψ(f0)

, f(0) =f0, inΩ,

m(0) =m0, c(0) =c0 inΩ,

Dnψ(f)∇s.η=Dmm.η=Dcc.η= 0 onS.

(3.21)

Wehaveshownthatthesolutionss,vandmarenonnegative.Integratingthefirstequationof(3.21)onΩ, we concludethat

∂t

Ω

ψf(t)s(t)dx= 0.

Integratingwithrespect tovariablet,andusingthat

f ≤sup

xΩ

f0(x), 1≤ψ(f)≤C0, (3.22)

(12)

Ω

s(t)dx

Ω

ψ(f)s(t)dx=

Ω

ψ(f0)s0dx,t∈[0, T]. (3.23)

Testingthefirstequationof(3.21)byqsq−1, toq≥4,weget

Ω

(f)∂tssq−1dx=Dnq

Ω

∇ ·ψ(f)∇ssq−1dx+lαχ

Dn

q

Ω

f ρδ(m)sqψ(f)dx.

Therefore,

∂t

Ω

ψ(f)sqdx+lαχ Dn

Ω

f ρδ(m)sqψ(f)dx=−Dnq

Ω

(q−1)ψ(f)|∇s|2sq−2dx+lαχ Dn

q

Ω

f ρδ(m)sqψ(f)dx.

Usingtheidentity

sq22=q

2

4s

q−2|∇s|2,

weobtainthat

∂t

Ω

ψ(f)sqdx+4(q−1)Dn

q

Ω

ψ(f)∇sq22dx+lαχ

Dn

Ω

f ρδ(m)sqψ(f)dx=l

αχ Dn

q

Ω

f ρδ(m)sqψ(f)dx.

Thus,

∂t

Ω

ψ(f)sqdx+4(q−1)Dn

q

Ω

ψ(f)∇sq22dx

=lαχ Dn

Ω

f ρδ(m)ψ(f)sq(q−1)dx

αχ Dn

(q−1) sup

xΩ

f0(x)C0

Ω

ρδ(m)sqdx

αχ

Dn

(q−1) sup

xΩ

f0(x)C0

qq

q+ 1

Ω

ρδ(m)

q+1

dx+ 1

q+ 1

Ω

|s|q+1dx

. (3.24)

Bytheinterpolation inequality,seeBrezis[5,p. 93,Remark 2],withprz,wehave

uLruLαpu1−Lzα, 1

r = α p +

1−α

z , 0≤α≤1.

Choosingp= 1, rq+ 1 andα= q+11 we obtain

sLq+1(Ω)C(Ω)s 1

q+1

L1(Ω)s

q q+1

Lz =C(Ω)s

1

q+1

L1(Ω) s

q

2 2

q+1

L2qz. Consequently,

Ω

sq+1dxC(Ω, q)sL1(Ω) s

q

2 2

L2qzC(Ω, q)sL1(Ω) s q

2 2

H1(Ω)

=C(Ω, q)sL1(Ω) s

q

2 2

L2(Ω)+ ∇s

q

2 2

L2(Ω)

=C(Ω, q)sL1(Ω)

sqLq(Ω)+ ∇s q

2 2

L2(Ω)

(13)

From thislast inequalityand(3.23),itfollowsthat

Ω

sq+1dxC(Ω, q) ψ(f0)s0 L1(Ω)

sqLq(Ω)+ ∇s q

2 2

L2(Ω)

.

Thus, weconclude

sqLq(Ω)+ ∇s q

2 2

L2(Ω)

1

C(Ω, q)ψ(f0)s0L1(Ω)

Ω

sq+1dx. (3.25)

From (3.24),(3.25) andusingthatψ(f)≥1,weobtain

∂t

Ω

ψ(f)sqdx+4(q−1)Dn

q

1

C(Ω, q)ψ(f0)s0L1(Ω)

Ω

sq+1dx

αχ

Dn

(q−1) sup

xΩ

f0(x)C0

qq

q+ 1

Ω

ρδ(m)

q+1

dx+ 1

q+ 1

Ω

|s|q+1dx

+4(q−1)Dn

q

Ω

sqdx. (3.26)

Integratingin(0,t),withtT, usingthats0∈W34/3(Ω)֒Lq(Ω) and thelatterinequalityweobtain

Ω

ψf(t)s(t)qdx+4(q−1)Dn

q

1

C(Ω, q)ψ(f0)s0L1(Ω)

t

0

Ω

sq+1dxds

αχ

Dn

(q−1) sup

xΩ

f0(x)C0

qq

q+ 1

t 0 Ω ρδ(m)

q+1

dxds+ 1

q+ 1

t

0

Ω

|s|q+1dxds

+4(q−1)Dn

q t 0 Ω

sqdxds+

Ω

ψ(f0)sq0dx

αχ

Dn

(q−1) sup

xΩ

f0(x)C0

qq

q+ 1

t 0 Ω ρδ(m)

q+1

dxds

+ αχ

Dn

(q−1) sup

xΩ

f0(x)C0 1

q+ 1

t

0

Ω

|s|q+1dxds+4(q−1)Dn

q

q q+ 1

t

0

Ω

sq+1dxds

+4(q−1)Dn

q

1

q+ 1T|Ω|+

Ω

ψ(f0)sq0dx. (3.27)

From whereweconcludethat

Ω

ψf(t)s(t)qdx+q−1

q+ 1

4Dn

C(Ω, q)ψ(f0)s0L1(Ω)

αχ

Dn

sup

xΩ

f0(x)C0−4Dn

t

0

Ω

sq+1dxds

αχ

Dn

(q−1) sup

xΩ

f0(x)C0 q

q

q+ 1

t 0 Ω ρδ(m)

q+1

dxds+4(q−1)Dn

q

1

(14)

+

Ω

ψ(f0)sq0dx. (3.28)

From properties of the convolution, from the properties of the operator extension and from the second equationof(3.21),wehave

t

0

Ω

ρδ∗Ext(m)(s)

q+1

dxds= ρδ∗Ext(m) qL+1q+1(Qt)

ρδqL+11(R3) Ext(m)

q+1

Lq+1(R3)

= Ext(m) qL+1q+1(R3)C Ext(m)

q+1

W22,1(R3)

CextmqW+12,1 2 (Q)

CextsqL+12(Q)+C. (3.29)

ByYoung’sinequality,weobtain

sqL+12(Q)

T|Ω|q1

2 sq+1

Lq+1(Q)=

T|Ω|q1

2

T

0

Ω

sq+1dxds. (3.30)

From(3.28),(3.29)and(3.30) weobtain

Ω

ψf(t)s(t)qdx+q−1

q+ 1

4Dn

C(Ω, q)n0L1(Ω)

αχ

Dn

sup

xΩ

f0(x)C0−4Dn

t

0

Ω

sq+1dxds

q−1

q+ 1

αχ Dn

sup

xΩ

f0(x)C0qqCext

T|Ω|q1 2

T

0

Ω

sq+1dxds+Cαχ Dn

(q−1) sup

xΩ

f0(x)C0

qq

q+ 1

+4(q−1)Dn

q

1

q+ 1T|Ω|+

Ω

ψ(f0)sq0dx, (3.31)

forallt∈[0,T].

Inparticular,weconcludethat

q−1

q+ 1

4Dn

C(Ω, q)n0L1(Ω)

αχ

Dn

sup

xΩ

f0(x)C0

1 +qqCext

T|Ω|q1 2 4D

n

T

0

Ω

sq+1dxds

Cαχ Dn

(q−1) sup

xΩ

f0(x)C0

qq

q+ 1 +

4(q−1)Dn

q

1

q+ 1T|Ω|+

Ω

ψ(f0)sq0dx. (3.32)

Assumingthat

4Dn

C(Ω, q)n0L1(Ω)

αχ

Dn

sup

xΩ

f0(x)C0

1 +qqCext

T|Ω|q1

2 4D

n>0, (3.33)

orequivalently,

n0L1(Ω)< ξ= 4Dn

C(Ω, q){Dαχ

nsupxΩf0(x)C0{1 +q

qC

ext(T|Ω|) q1

2 }+ 4Dn}

(15)

then from(3.32)and (3.34),there isapositiveconstantC independentofδ >0 andl,suchthat

sLq+1(Q)C. (3.35)

From (3.32)and(3.35) thereisapositiveconstantCindependentof δandl,suchthat

Ω

s(t)qdxC. (3.36)

Therefore,

Ω

n(t)qdxC, (3.37)

where C isaconstantindependentofδ >0 andofl,thusproving(3.19). ✷

3.2. Proofof Proposition3.3

From Lemma 3.5,weknowtheexistenceofanumberρ>0 whichsatisfiestheproperty statedin(3.19). Forl= 0,theproblemL(0,n)=nhasauniquesolution,because,(n,f,m,c) isasolutionof thesystem

⎧ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎩

∂tnDnn= 0 inQ,

∂tf =−αρδ(m)f inQ,

∂tmDmm=−λm+u inQ,

∂tcDcc=βfγnσc inQ,

n(0) =n0, f(0) =f0, m(0) =m0, c(0) =c0 inΩ,

Dn =Dmm.η=Dcc.η= 0 onS.

(3.38)

ByLeray–Schauder’s fixedpoint theorem,theequation L(1,n)=n hasauniquesolution.Inother words, problem (3.2)hasat leastonesolution.

ByLeray–Schauder’sfixedpoint theoremand(3.38),thereexist s,m,f andc thataresolutionsof

⎧ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎨ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎪ ⎩

ψ(f)∂tsDn∇ ·

ψ(f)∇s= αχ

Dn

sf ρδ(m)ψ(f) inQ,

∂tf =−αρδ(m)f inQ,

∂tmDmm=μsψ(f)−λm+u inQ,

∂tcDcc=βfγsψ(f)−σc inQ,

s(0) =s0=

n0

ψ(f0), f(0) =f0, m(0) =m0, c(0) =c0 inΩ,

Dnψ(f)∇s.η=Dmm.η=Dcc.η= 0 onS.

(3.39)

As f,nL2(Q),bylinearparabolicPDE’stheory(see Ladyzenskaja[16,Theorem 9.1,p. 341])thereisa uniquecW22,1(Q) that solvestheequation

⎧ ⎨ ⎩

∂tcDcc=βfγsψ(f)−σc inQ,

c(0) =c0 inΩ,

Dcc.η= 0 onS.

(3.40)

Particularly,

cW2,1

2 (Q)≤C

(16)

By(3.6), (3.8), (3.40), (3.6), (3.11), (3.20) and making the replacement (f)= n in(3.39), Proposi-tion 3.3isproved.

4. ProofofTheorem2.2

InProposition 3.3let

0=n0, 0 =m0, 0∈ C1(Ω) andf0δC2(Ω) such that0 converges to c0 in

H1(Ω) andfδ

0 convergesto f0 inH2(Ω).

Testingthefirstequation(3.39)by∂tsand integratingonΩ,weobtain

Ω

ψ(f)(∂ts)2dx+Dn

Ω

ψ(f)∇s∂tsdx=

αχ Dn

Ω

f ρδ(m)s∂tsψ(f)dx.

Consequently

Ω

ψ(f)(∂ts)2dx+Dn

Ω

ψ(f)1 2

d dt|∇s|

2dx= αχ

Dn

Ω

f ρδ(m)s∂tsψ(f)dx.

Therefore,

Ω

ψ(f)(∂ts)2dx+Dn

1 2

d dt

Ω

ψ(f)|∇s|2dx

= αχ

Dn

Ω

f ρδ(m)s∂tsψ(f)dx

αχ Dn

q

Ω

f ρδ(m)|∇s|2ψ(f)dx

αχ

Dn

sup

xΩ

f0(x)C0

Ω

ρδ(m)

|∂ts||s|dx. (4.1)

Using 1

4+12+14 = 1,wehavefrom Gagliardo–Nirenberg’sinequality(seeBrezis[5,p. 314])andYoung’s inequalitythat

Ω

ρδ(m)

|∂ts||s|dxs(t) L4(Ω) st(t) L2(Ω) ρδ(m)(t) L4(Ω)

C s(t) L4(Ω) st(t) L2(Ω) ρδ(m)(t) 1 2

H1(Ω) ρδ(m)(t) 1 2

L2(Ω)

ǫ st(t) 2L2(Ω)+C(ǫ) s(t)

2

L4(Ω) ρδ(m)(t)

2

H1(Ω)

ǫ st(t)

2

L2(Ω)+C(ǫ)C ρδ(m)(t)

2

H1(Ω). (4.2)

Notethat

ρδ(m)(t) 2H1(Ω)=

Ω

ρδ(m)(t)

2

dx+

Ω

ρδ(m)(t)

2

dx

=

Ω

ρδ∗Ext(m)(t)

2

dx+

Ω

ρδ∗Ext(m)(t)

2

dx. (4.3)

(17)

t

0

Ω

ψ(f)(∂ts)2dx+Dn1

2

Ω

ψ(f)|∇s|2dx

Dn1

2

Ω

ψ(f0)|∇s0|2dx+ǫ

t

0

st(s) 2L2(Ω)ds+C

t

0

Ω

ρδ∗Ext(m)(s)

2

dxds

+C

t

0

Ω

ρδ∗Ext(m)(s)

2

dxds. (4.4)

Now,

t

0

Ω

ρδ∗Ext(m)(s)

2

dxds= ρδ∗Ext(m)

2

L2(Qt)

ρδ2L1(R3) Ext(m)

2

L2(R3)

= Ext(m) 2L2(R3)≤ Ext(m)

2

W22,1(R3)

C Ext(m) 2W2,1

2 (Q)≤Cn

2

Lq(Q)+CC. (4.5)

Analogously,

t

0

Ω

ρδ∗ ∇Ext(m)(s)

2

dxdsC Ext(m) 2W2,1

2 (Q)≤Cn

2

Lq(Q)+CC. (4.6)

As ψ(f)≥1,itfollowsfrom (4.4),(4.5)and(4.6)that

t

0

Ω

(∂ts)2dx+

Ω

|∇s|2dxC, (4.7)

where C isauniform constantinδ >0. Wewill nowanalyzetheequation

ft=−αρδ(m)f, f(x,0) =f0(x),

whose solutionis

f(x, t) =f0(x) exp

α

t

0

ρδ(m)ds

. (4.8)

Computing thei-thpartialderivativeof(4.8)weobtain

fxi=−αf0

t

0

ρδ∗Ext(m)xidsexp

α

t

0

ρδ(m)ds

+∂xif0exp

α

t

0

ρδ(m)ds

. (4.9)

(18)

f(x, t) =−αf0

t

0

ρδ∗ ∇Ext(m)dsexp

α

t

0

ρδ(m)ds

+∇f0exp

α

t

0

ρδ(m)ds

. (4.10)

Similarly,

fxixj =−αf0

t

0

ρδ∗Ext(m)xixjdsf(x, t)

+ −α t 0

ρδ∗Ext(m)xids

α

t

0

ρδ∗Ext(m)xjds

+ 2∂xif0

α

t

0

ρδ∗Ext(m)xjds

exp −α t 0

ρδ(m)ds

+∂xixjf0exp

α

t

0

ρδ(m)ds

. (4.11)

From(4.10) and(4.11)weconcludethat

f(x, t)≤αsup

xΩ

f0

t

0

ρδ∗ ∇Ext(m)

ds+|∇f0| (4.12)

and

|fxixj| ≤α

sup

xΩ

f0

t

0

ρδ∗Ext(m)xixj

ds+ α t 0

ρδ∗Ext(m)xi

ds α t 0

ρδ∗Ext(m)xj

ds

+ 2|∂xif0|

α t 0

ρδ∗Ext(m)xj

ds

+|∂xixjf0|. (4.13)

ByJensen’sinequality(seeEvans[13]),weconcludefrom(4.12) that

f(x, t)2≤4α2Tsup

xΩ

f0

2t

0

ρδ∗ ∇Ext(m)

2

ds+ 4|∇f0|2. (4.14)

Integrating(4.14)onΩ,weconcludethat

Ω

f(x, t)2dx≤4α2Tsup

xΩ

f0

2t

0

Ω

ρδ∗ ∇Ext(m)

2

dxds+ 4

Ω

|∇f0|2dx

≤4α2Tsup

xΩ

f0

2

m2L2(Q)+ 4

Ω

|∇f0|2dx

≤4α2Tsup

xΩ

f0

2

n2Lq(Q)+ 4

Ω

(19)

≤4α2Tsup

xΩ

f0

2

C+ 4

Ω

|∇f0|2dx, (4.15)

where C doesnotdependonδ >0.

Again,byJensen’sinequalitywe concludefrom (4.13)that

|fxixj|

4/3C3α4sup

xΩf0

4

T2+2 3

t

0

ρδ∗Ext(m)xixj

2

ds

+8/3T2/3

t

0

ρδ∗ ∇Ext(m)

8/3

ds

+C 324α4

3 |∂xif0| 4+2

3T

t

0

ρδ∗Ext(m)xj

2

ds+2

3|∂xixjf0|

2+C. (4.16)

Integrating(4.16)onΩ,weobtain

Ω

|fxixj|

4/3dxC3α4sup

xΩ

f0

4

T2|Ω|+2 3

t

0

Ω

ρδ∗Ext(m)xixj

2

dxds

+8/3T2/3

t

0

Ω

ρδ∗ ∇Ext(m)

8/3

dxds

+C 324α4

3

Ω

|∂xif0|

4dx+2 3T

t

0

Ω

ρδ∗Ext(m)xj

2

dxds

+2 3

Ω

|∂xixjf0|

2dx+C|Ω|. (4.17)

Wewillanalyzetheterm0tΩ|ρδ∗ ∇Ext(m)|8/3dxds.Asρδ∗ ∇Ext(m)(t)∈L4(Ω)∩W22(Ω),itfollows from Gagliardo–Nirenberginequality(seeBrezis[5,p. 314])that

ρδ∗Ext(m)

(t) L8/3(Ω)C ρδ∗Ext(m)(t)

1/2

H2(Ω) ρδ∗Ext(m)(t)

1/2

L4(Ω).

Therefore,

t

0

ρδ∗Ext(m)

(s) 8L/83/3(Ω)ds

C

t

0

ρδ∗Ext(m)(t)

4/3

H2(Ω) ρδ∗Ext(m)(t)

4/3

L4(Ω)ds

t

0 2

3C ρδ∗Ext(m)(t) 2

H2(Ω)+

1

3 ρδ∗Ext(m)(t) 4

L4(Ω)ds

C Ext(m) 2W2,1 2 (R3)+

1

3 Ext(m) 4

L4(Q)Cm2W2,1 2 (Q)+

1

3C Ext(m) 4

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