Advances in Mathematical Fluid Mechanics

Herbert Amann
Yoshikazu Giga
Hideo Kozono
Hisashi Okamoto
Masao Yamazaki
Editors

Recent
Developments
of Mathematical
Fluid Mechanics
Advances in Mathematical Fluid Mechanics

Series editors

Giovanni P. Galdi, Pittsburgh, USA

John G. Heywood, Vancouver, Canada
Rolf Rannacher, Heidelberg, Germany

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Herbert Amann • Yoshikazu Giga • Hideo Kozono •
Hisashi Okamoto • Masao Yamazaki
Editors

Recent Developments
of Mathematical Fluid
Mechanics
Editors
Herbert Amann Yoshikazu Giga
Institut fRur Mathematik Graduate School of Mathematical Sciences
University of ZRurich University of Tokyo
ZRurich, Switzerland Tokyo, Japan

Hideo Kozono Hisashi Okamoto

Department of Mathematics Research Institute for Mathematical
Waseda University Sciences
Tokyo, Japan Kyoto University Kitashirakawa
Kyoto, Japan

Masao Yamazaki
Department of Mathematics
Waseda University
Tokyo, Japan

ISSN 2297-0320 ISSN 2297-0339 (electronic)

Advances in Mathematical Fluid Mechanics
ISBN 978-3-0348-0938-2 ISBN 978-3-0348-0939-9 (eBook)
DOI 10.1007/978-3-0348-0939-9

Library of Congress Control Number: 2015960758

Mathematics Subject Classification (2010): 35XX, 76XX

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Preface

This volume collects research papers and survey articles of participants in the

“International Conference on Mathematical Fluid Dynamics on the Occasion of

Yoshihiro Shibata’s 60th Birthday” ,

which was held from March 5 to 9, 2013, in Nara, the former capital of Japan.
We thank all the participants, in particular the invited speakers, who contributed
to this volume. Our thanks also go to the referees for their efficient work, and to the
secretaries, the staff, and the students who helped us during the meeting.
The conference was supported, in part, by the Grant in Aid for Scientific Re-
search of the Japan Society for the Promotion of Science (No. 24224003, 24224004,
24340025) and by the JSPS-DFG Japanese-German Graduate Externship.

Zürich, Switzerland Herbert Amann

Tokyo, Japan Yoshikazu Giga
Tokyo, Japan Hideo Kozono
Kyoto, Japan Hisashi Okamoto
Tokyo, Japan Masao Yamazaki

v
Contents

The Work of Yoshihiro Shibata .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1

Herbert Amann, Yoshikazu Giga, Hisashi Okamoto,
Hideo Kozono, and Masaso Yamazaki
Existence of Weak Solutions for a Diffuse Interface Model
of Power-Law Type Two-Phase Flows . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 13
Helmut Abels, Lars Diening, and Yutaka Terasawa
Stationary Solutions for a Navier-Stokes/Cahn-Hilliard
System with Singular Free Energies . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 25
Helmut Abels and Josef Weber
Parabolic Equations on Uniformly Regular Riemannian
Manifolds and Degenerate Initial Boundary Value Problems .. . . . . . . . . . . . . . 43
Herbert Amann
A Generalization of Some Regularity Criteria
to the Navier–Stokes Equations Involving One Velocity
Component ... . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 79
Šimon Axmann and Milan Pokorný
On the Singular p-Laplacian System Under Navier Slip Type
Boundary Conditions: The Gradient-Symmetric Case . .. . . . . . . . . . . . . . . . . . . . 99
H. Beirão da Veiga
Thermodynamically Consistent Modeling
for Dissolution/Growth of Bubbles in an Incompressible Solvent . . . . . . . . . . 111
Dieter Bothe and Kohei Soga
On Unsteady Internal Flows of Bingham Fluids Subject
to Threshold Slip on the Impermeable Boundary . . . . . . . .. . . . . . . . . . . . . . . . . . . . 135
Miroslav Bulíček and Josef Málek

vii
viii Contents

Inhomogeneous Boundary Value Problems in Spaces of Higher

Regularity .. .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 157
Robert Denk and Tim Seger
Blow-Up Criterion for 3D Navier-Stokes Equations
and Landau-Lifshitz System in a Bounded Domain . . . . .. . . . . . . . . . . . . . . . . . . . 175
Jishan Fan and Tohru Ozawa
Local Regularity Results for the Instationary Navier-Stokes
Equations Based on Besov Space Type Criteria . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 183
Reinhard Farwig
On Global Well/Ill-Posedness of the Euler-Poisson System . . . . . . . . . . . . . . . . . 215
Eduard Feireisl
On the Motion of a Liquid-Filled Rigid Body Subject
to a Time-Periodic Torque . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 233
Giovanni P. Galdi, Giusy Mazzone, and Mahdi Mohebbi
Seeking a Proof of Xie’s Inequality: On the Conjecture That m ! 1 . . . 257
John G. Heywood
Bounded Analyticity of the Stokes Semigroup on Spaces
of Bounded Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 275
Matthias Hieber and Paolo Maremonti
On the Weak Solution of the Fluid-Structure Interaction
Problem for Shear-Dependent Fluids . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 291
Anna Hundertmark, Mária Lukáčová-Medvid’ová,
and Šárka Nečasová
Stability of Time Periodic Solutions for the Rotating
Navier-Stokes Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 321
Tsukasa Iwabuchi, Alex Mahalov, and Ryo Takada
Weighted Lp  Lq Estimates of Stokes Semigroup in Half-Space
and Its Application to the Navier-Stokes Equations. . . . . .. . . . . . . . . . . . . . . . . . . . 337
Takayuki Kobayashi and Takayuki Kubo
On Vorticity Formulation for Viscous Incompressible Flows in R3C . . . . . . . . 351
Humiya Kosaka and Yasunori Maekawa
A Weak Solution to the Navier–Stokes System with Navier’s
Boundary Condition in a Time-Varying Domain . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 375
Jiří Neustupa and Patrick Penel
Effects of Fluid-Boundary Interaction on the Stability
of Boundary Layers in Plasma Physics . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 401
Masashi Ohnawa
Contents ix

On Incompressible Two-Phase Flows with Phase Transitions

and Variable Surface Tension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 411
Jan Prüss, Senjo Shimizu, Gieri Simonett, and Mathias Wilke
On the Nash-Moser Iteration Technique . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 443
Paolo Secchi
Rate of Convergence to the Stationary Solution
of the Navier-Stokes Exterior Problem . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 459
Masao Yamazaki
The Work of Yoshihiro Shibata

Herbert Amann, Yoshikazu Giga, Hisashi Okamoto, Hideo Kozono,

and Masaso Yamazaki

Abstract Introducing his research carrier, we address Prof. Yoshihiro Shibata’s

great contributions to the mathematical analysis. His out-standing influence to the
mathematical society is also clarified.

Keywords Lp  Lq -estimates • Elastodynamical system • Free boundary value

problems • Hyperbolic equations • Local and global well-posedness • Local
energy decay • Maximal Lp  Lq regularity • Navier-Stokes equations • Oseen
flow • R-boundedness

Yoshihiro Shibata was born in Tokyo on August 28, 1952. After graduating from
Azabu Gakuen High School in March 1971, he studied at Tokyo University of
Education from April 1971 through March 1977 and at Tsukuba University from
April 1977 through March 1978. Afterwards he got a position at the Mathematical
Department of Tsukuba University. There he obtained, in October 1981, the degree
of a Doctor of Sciences under the supervision of Matsumura Mutsuhide.
During that period he studied initial-boundary value problems for linear hyper-
bolic equations [68, 70, 71] and uniqueness criteria for general partial differential
equations with constant coefficients [58, 69, 72, 73].
Then his interest evolved toward initial-boundary value problems for non-
linear hyperbolic equations and systems. In [75] he succeeded to prove global

H. Amann
Institut für Mathematik, Universität Zürich, 8057 Zürich, Switzerland
e-mail: [email protected]
Y. Giga
Graduate School of Mathematical Sciences, University of Tokyo, 153-8914 Tokyo, Japan
e-mail: [email protected]
H. Okamoto
Research Institute for Mathematical Sciences, Kyoto University, Kyoto 606-8502, Japan
e-mail: [email protected]
H. Kozono () • M. Yamazaki
Department of Mathematics, Waseda University, Tokyo 169-8555, Japan
e-mail: [email protected]; [email protected]

© Springer Basel 2016 1

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_1
2 H. Amann et al.

well-posedness results for nonlinear wave equations with damping terms in N-

dimensional exterior domains (N  3). The main step was to establish decay
properties of solutions to the linearized equations in exterior domains. To achieve
this, he studied the local energy decay near the boundary. In combination with decay
estimates for the whole space, this furnishes the required estimates in the exterior
domain. To derive the local energy decay, he constructed the solution operator to
the corresponding resolvent problem near the origin. Since the latter belongs to the
continuous spectrum, he restricted the domain of the solution operator to compactly
supported data. In addition, he considered it in local L2 spaces. Thus he constructed
the solution operator in a topology which is weaker than the usual one.
He is the first mathematician who applied this method, which was originally used
in scattering theory by Vainberg [11, 12] and Lax and Phillips [8], for example,
to the study of nonlinear evolution equations. Moreover, in [110, 111, 113, 114],
together with Yoshio Tsutsumi, he proved global well-posedness results for non-
linear wave equations with Dirichlet as well as Neumann boundary conditions in
N-dimensional exterior domains (N  3). The main idea was again to establish
decay properties of solutions of wave equations in exterior domains. To treat the
high frequency part, they applied a device of B. Vainberg [12], based on the non-
trapping condition. For the low frequency part, they applied the technique developed
in [75].
In 1985 Yoshihiro Shibata spent 10 months at the University of Paris 6 as a
young researcher, supported by the Ministry of Education, Science, and Culture.
He participated in the Leray seminar which was then organized by J. Vaillant.
During that time, he proved local well-posedness theorems for fully nonlinear wave
equations of the form @t u D F.u/; t  0, with Neumann boundary conditions
[77]. To attack this problem he introduced a simple linearization procedure: By
differentiating the equation with respect to t he obtained the system @t v C A.u/v D
0; F.u/ D v, where A.u/ D DF.u/. The first equation is linear hyperbolic in v,
and the second one is a fully nonlinear elliptic equation in u. Then he solved this
system by the usual iteration method. Prior to his paper, fully nonlinear hyperbolic
equations were treated by employing Nash-Moser iteration. His contribution was
to show that this technique can be avoided. Later, Tosio Kato [5] formulated
Y. Shibata’s method in an abstract framework.
The ideas of [77] were further exploited by Gen Nakamura and Yoshihiro Shibata
in [63] to proved the local well-posedness for the elastodynamical system with
Neumann type boundary conditions. In the series of papers [42, 78, 79], Y. Shibata
provided the detailed proof of the local well-posedness for some fully nonlinear
hyperbolic systems.
During the period in which he studied nonlinear hyperbolic equations and
systems, he was invited to the Bulgarian Academy, in 1987, to work together with
Vladimir Georgiev, to Fudan University, in 1988, to collaborate with Song Mu
Zheng [109], and, in 1988 and 1989, to the University of Bonn as a member of
SFB 256, then chaired by Rolf Leis, to interact with Reinhard Racke.
In the late 80s he shifted his interest toward thermoelastic and viscoelastic
equations, motivated by the fact that these hyperbolic systems exhibit physically
The Work of Yoshihiro Shibata 3

reasonable dissipation mechanisms. By combining spectral analysis and multiplica-

tive techniques, he could establish several global well-posedness results for small
initial data [40, 41, 57, 65, 66].
In the middle of 1980, Hideo Kozono asked Yoshihiro Shibata to apply his idea,
obtained in [75], to the study of Navier-Stokes equations in exterior domains. This
question was passed on to Hirokazu Iwashita, who then, under the supervision of
Y. Shibata, proved the global well-posedness, for small initial data, of the Navier-
Stokes equations in exterior domains [7]. This result is an extension of one by Kato
[4], who considered the full space problem. The key idea consisted in proving Lp -
Lq decay estimates for the Stokes equations. For this, Iwashita first established the
local energy decay by combining the method of [75] with the Bogovski technique
to preserve the divergence free condition for the velocity field. Then he combined
these findings with Lp -Lq decay estimates for the whole space in order to get the
required estimates in exterior domains of RN with N  3.
Starting in the middle of 90s, Y. Shibata’s concentrated his interest on the study
of the Navier-Stokes equations. The first result he obtained, was the global well-
posedness, for small initial data, of the Oseen flow in a three-dimensional exterior
domain [45, 91]. Using these results, Galdi, Heywood and Shibata [34] solved a
problem, proposed by Finn [2], concerning the Navier-Stokes flow past a moving
obstacle that is started from rest. Although this model cannot be handled in the L2
framework, they succeeded to get a solution in L3 .
Together with Wakako Dan, Yoshihiro Shibata [20, 24] obtained the optimal
decay rate for the non-stationary Stokes equations in 2-dimensional exterior do-
mains. In this case, the fundamental solution of the Stokes resolvent problem has a
logarithmic singularity at the origin, whereas it is smooth there if N  3. Thus a
new idea, essentially different from the ones used in the case N  3, was needed.
They employed a contradiction argument to eliminate the logarithmic singularity by
reflection at the boundary.
In addition, Y. Shibata studied the Navier-Stokes equations describing the motion
of a compressible viscous barotropic fluid in 3-dimensional exterior domains. In
collaboration with Takayuki Kobayashi [9, 46], he established the optimal decay rate
of the Matsumura-Nishida solutions [57]. For this they used Lp -Lq decay estimates
(1 < p  2  q  1) for the linearized equations in exterior domains, thus
providing a new approach to the mathematical study of compressible viscous fluids
in exterior domains.
In 1996, Y. Shibata organized the international workshop “Some applications
of real analytic methods to the study of nonlinear partial differential equations in
mathematical physics ” at Tsukuba University. It was supported by the Mathemat-
ical Society of Japan as a Regional Workshop (RW) and co-organized by Hideo
Kozono (Kozono and Shibata [48]). Afterwards, he acted as co-organizer of many
further international conferences concerning Navier-Stokes equations.
In April 1997, Yoshihiro Shibata moved to Waseda University. From then on,
his main interest concerns the study of incompressible and compressible viscous
fluid flows. It is one of his achievements in the study of Navier-Stokes equations
that he “reintroduced” the pressure term. In fact, starting with the seminal papers
4 H. Amann et al.

by Fujita and Kato [3, 6], the Japanese school, including K. Masuda, T. Miyakawa,
H. Okamoto, Y. Giga, H. Kozono, M. Yamazaki. . . , contributed a lot to the study of
the Navier-Stokes equations by means of the analytic semigroup approach. Thereby,
the pressure term is eliminated with the help of the Helmholtz-Leray projection. In
contrast, Y. Shibata, and H. Iwashita included the pressure in their studies, using
the Bogovski technique to preserve the solenoidal condition for the velocity field.
This approach is more in the spirit of PDEs than of functional analysis. It was
successfully applied by H. Iwashita [7] to obtain the Lp -Lq decay rate for the Stokes
equation in exterior domains, by Kobayashi and Shibata [45] to the Oseen equation
in exterior domains, and to the exterior problem for rotating obstacles by T. Hishida
and Y. Shibata [37].
Following a suggestion of H. Amann in 2000, Y. Shibata turned to the investiga-
tion of free boundary value problems for Navier-Stokes equations by means of max-
imal regularity theory. This set of problems—in particular the drop and the ocean
problem—had already attracted many researchers, predominantly V. A. Solonnikov
and his students, T. Beale, T. Nishida, A. Tani, and their Japanese followers, who
employed either an L2 framework or Hölder theory.
In their paper [133], Yoshihiro Shibata and Senjo Shimizu proved maximal Lp -
Lq regularity for the Stokes equations with a free boundary condition in a bounded
domain. This was based on the R-boundedness of the solution operators in the half-
space model problem, which was then used to obtain the desired result with the help
of the Weis operator-valued Fourier multiplier theorem [13]. Y. Shibata got the idea
to use R-boundedness during his stay at the University of Konstanz in September
2004, on an invitation of Reinhard Racke, by reading the booklet by Denk, Hieber
and Prüss [1].
More recently, he extended this approach to obtain maximal Lp -Lq regularity
for the non-stationary Stokes equations with free boundary conditions in very
general unbounded domains [103]. Here, he applies the Fourier multiplier theorem
of L. Weis to the inverse Laplace transform of the R-bounded solution operator of
the generalized Stokes resolvent problem, which acts simultaneously on the right
hand side and on the non-homogeneous boundary data. This idea goes back to the
work of Reiko Sakamoto [10], who is an academic mother of Yoshihiro Shibata. She
used the Plancherel theorem to prove the L2 well-posedness of the initial-boundary
value problem for hyperbolic equations satisfying a uniform Shapiro-Lopatinski
condition. The method of [103] was further extended to obtain maximal Lp -Lq
regularity for the linearized Navier-Stokes equations describing the barotropic
motion of compressible viscous fluid flows [32, 33], and also for compressible-
incompressible two phase flows [53, 107]. Maximal Lp -Lq regularity with different
values of p and q is needed to prove global well-posedness in unbounded domains.
In fact, since, unlike in the bounded domain case, only polynomial decay is
expected, one has to be able to choose p large to guarantee global integrability in
time (cf. Saito and Shibata [67]). At present, he is interested to get global well-
posedness results in unbounded domains by combining maximal Lp -Lq regularity
with Lp -Lq decay estimates.
The Work of Yoshihiro Shibata 5

Yoshihiro Shibata has been a steady source of new ideas, and he has influenced
many researchers. He supervised more than 10 students who obtained a Doctor
Degree (Doctor of Natural Science) either from Tsukuba University or Waseda
University.
Between 2009 and 2014 Y. Shibata coordinated, together with Matthias Hieber,
the Japanese-German Graduate Externship Program for doctor course students be-
tween Waseda University and TU Darmstadt. It concerns the theory of mathematical
fluid dynamics and is supported by JSPS and DFG. (Since 2014 this program is
coordinated by Hideo Kozono and Matthias Hieber.) Also since 2009, he is the team
leader of a project in the JST Mathematics Project organized by Yasumasa Nishiura.
In 2014 he became the project leader of the Mathematics and Physics Unit of the
Top Global University Project of Waseda University, supported by the Ministry of
Education, Culture, Sports, Science, and Technology. Together with Hideo Kozono,
Tohru Ozawa, Hiroaki Yoshimura, Shinichi Oishi and four professors from the
physics department he recently started a new study group and a new education
system in the doctor course of the Department of Sciences and Engineering of
Waseda University. Its main subject is multi scale analysis, modeling and simulation
with interdisciplinary and international background.

References

1. R. Denk, M. Hieber, J. Pruss, R-boundedness, Fourier multipliers and problems of elliptic and
parabolic type. Mem. Am. Math. Soc. 166(788) (2003)
2. R. Finn, Stationary solutions of the Navier-Stokes equations. Am. Math. Soc. Proc. Symp.
Appl. Math. 19, 121–153 (1965)
3. H. Fujita, T. Kato, On the Navier-Stokes initial value problem I. Arch. Ration. Mech. Anal. 16,
269–315 (1964)
4. T. Kato, Strong Lp solutions of the Navier-Stokes equation in Rm with applications to weak
solutions. Math. Z. 187, 471–480 (1984)
5. T. Kato, Abstract Differential Equations and Nonlinear Mixed Problems. Accademia Nazionale
Dei Lincei Scuola Normale Superiore, Lezionei Fermiane, Pisa, 1985
6. T. Kato, H. Fujita, On the non-stationary Navier-Stokes system. Rend. Sem. Math. Univ.
Padova 32, 243–260 (1962)
7. H. Iwashita, Lq -Lr estimates for solutions of the non-stationary Stokes equations in an exterior
domain and the Navier-Stokes initial value problems in Lq spaces. Math. Ann. 285, 265–288
(1989)
8. P.D. Lax, R.S. Phillips, Scattering theory, in Pure and Applied Mathematics, vol. 26
(Academic, New York/London, 1967)
9. A. Matsumura, T. Nishida, Initial-boundary value problems for the equations of motion of
compressible viscous and heat-conductive fluids. Commun. Math. Phys. 89(4), 445–464 (1983)
10. R. Sakamoto, Mixed problems for hyperbolic equations I, II. J. Math Kyoto Univ. 10, 349–
373/403–417 (1970)
11. B. Vainberg, On the analytic properties of the resolvent for a certain class of operator pencils,
Mat. Sb. (N.S.) 77 (1968); Math. USSR Sb. 6, 241–273 (1968) [English translation]
6 H. Amann et al.

12. B. Vainberg, On the short wave asymptotic behaviour of solutions of stationary problems and
asymptotic behaviour as t ! 1 of solutions of non-stationary problem. Ushpekhi Mat. Nauk.
30, 3–55 (1975); Russ. Math. Surveys 30, 1–58 (1975)
13. L. Weis, Operator-valued Fourier multiplier theorems and maximal Lp -regularity. Math. Ann.
319, 735–758 (2001)

List of Publications of Yoshihiro Shibata

14. T. Abe, Y. Shibata, On the Stokes and Navier-Stokes flows between parallel planes,
in Harmonic Analysis and Nonlinear Partial Differential Equations (Japanese) (1235)
(Sūrikaisekikenkyūsho Kōkyūroku, Kyoto, 2001), pp. 160–191
15. T. Abe, Y. Shibata, On a generalized resolvent estimate of the Stokes equation on an infinite
layer, Part 2  D 0 case. J. Math. Fluid Mech. 5(3), 245–274 (2003)
16. T. Abe, Y. Shibata, On a generalized resolvent estimate of the Stokes equation on an infinite
layer, Part 1 jj > 0 case. J. Math. Soc. Jpn. 55(2), 469–497 (2003)
17. T. Akiyama, H. Kasai, Y. Shibata, M. Tsutsumi, On a resolvent estimate of a system of
Laplace operators with perfect wall condition. Funkcial. Ekvaj. 47(3), 361–394 (2004)
18. T. Akiyama, Y. Shibata, On an Lp approach to the stationary and non-stationary problems to
the Ginzburg-Landau-Maxwell equations. J. Differ. Equ. 243(1), 1–23 (2007)
19. P. D’Ancona, Y. Shibata, On global solvability of nonlinear viscoelastic equations in the
analytic category. Math. Meth. Appl. Sci. 17(6), 477–486 (1994)
20. W. Dan, Y. Shibata, On the Lq –Lr estimate of the Stokes semigroup in a two dimensional
exterior domain. J. Math. Soc. Jpn. 51(1), 181–207 (1999)
21. W. Dan, T. Kobayashi, Y. Shibata, On the local energy decay approach to some fluid flow
in an exterior domain, in Recent Topics on Mathematical Theory of Viscous Incompressible
Fluid (Tsukuba, 1996), Lecture Notes Numerical Application Analysis, vol. 16 (Kinokuniya,
Tokyo, 1998), pp. 1–51
22. W. Dan, Y Shibata, On a local energy decay of solutions of a dissipative wave equation.
Funkcial. Ekvaj. 38(3), 545–568 (1995)
23. W. Dan, Y. Shibata, On the Lp -Lq estimates of the Stokes semigroup in a two-dimensional
exterior domain, in Nonlinear Evolution Equations and Their Applications (Japanese) (Kyoto,
1996) (1009) (Sūrikaisekikenkyūsho Kōkyūroku, 1997), pp. 79–99
24. W. Dan, Y. Shibata, Remark on the Lq –L1 estimate of the Stokes semigroup in a two
dimensional exterior domain. Pacific J. Math. 189(2), 223–239 (1999)
25. R. Denk, R. Racke, Y. Shibata, Lp theory for the linear thermoelastic plate equations in
bounded and exterior domains. Adv. Differ. Equ. 14(7–8), 685–715 (2009)
26. R. Denk, R. Racke, Y. Shibata, Local energy decay estimate of solutions to the thermoelastic
plate equations in two- and three- dimensional exterior domains. Z. Anal. Anwend. 29(1),
21–62 (2010)
27. Y. Enomoto, Y. Shibata, Local energy decay of solutions to the Oseen equation in the exterior
domains. Indiana Univ. Math. J. 53(5), 1291–1330 (2004)
28. Y. Enomoto, Y. Shibata, On the rate of decay of the Oseen semigroup in exterior domains and
its application to Navier-Stokes equations. J. Math. Fluid Mech. 7(3), 339–367 (2005)
29. Y. Enomoto, Y. Shibata, On a Stability theorem of the navier-stokes equation in an exterior
domain. in Hyperbolic Problems, Theory, Numerics and Applications I (Yokohama Publisher,
Yokohama, 2006), pp. 383–389
30. Y. Enomoto, Y. Shibata, On some decay properties of Stokes semigroup of compressible
viscous fluid flow in a 2-dimensional exterior domain. J. Differ. Equ. 252(12), 6214–6249
(2012)
The Work of Yoshihiro Shibata 7

31. Y. Enomoto, Y. Shibata, About compressible viscous fluid flow in a 2-Dimensional exterior
domain, in Spectral Theory, Mathematical System Theory, Evolution Equations, Differ-
ential and Difference Equations, Operator Theory: Advances and Applications, vol. 221
(Birkhäuser/Springer Basel AG, Basel, 2012), pp. 305–321
32. Y. Enomoto, Y. Shibata, On the R-sectoriality and the initial boundary value problem for the
viscous compressible fluid flow. Funkcial. Ekvac. 56(3), 441–505 (2013)
33. Y. Enomoto, L. von Below, Y. Shibata, On some free boundary problem for a compressible
barotropic viscous fluid flow. Ann. Univ. Ferrara Sez. VII Sci. Mat., 60(1), 55–89 (2014)
34. G.P. Galdi, J.G. Heywood, Y. Shibata, On the global existence and convergence to steady state
of Navier–Stokes flow past an obstacle that is started from rest. Arch. Ration. Mech. Anal.
138(4), 307–318 (1997)
35. D. Gotz, Y. Shibata, On the R-boundedness of the solution operators in the study of the
compressible viscous fluid flow with free boundary conditions. Asymptot. Anal. 90(3–4),
207–236 (2014)
36. T. Hishida, Y. Shibata, Globally in time existence theorem for the Navier-Stokes flow in the
exterior of a rotating obstacle. WSWAS Trans. Math. 5(3), 303–307 (2006)
37. T. Hishida, Y. Shibata, Lp -Lq estimate of the Stokes operator and Navier-Stokes flows in the
exterior of a rotating obstacle. Arch. Ration. Mech. Anal. 193(2), 339–421 (2009)
38. M. Hieber, Y. Shibata, The Fujita-Kato approach to the Navier-Stokes equations in the
rotational framework. Math. Z. 265(2), 481–491 (2010)
39. H. Iwashita, Y. Shibata, On the analyticity of spectral functions for some exterior boundary
value problems. Glasnik Math. Ser. III 23(43, 2), 291–313 (1988)
40. S. Kawashima, Y. Shibata, Global existence and exponential stability of small solutions to
nonlinear viscoelasticity. Commun. Math. Phys. 148(1), 189–208 (1992)
41. S. Kawashima, Y. Shibata, On the Neumann problem of one–dimensional nonlinear ther-
moelasticity with time–independent external force. Czechoslovak Math. J. 45(120, 1), 39–67
(1995)
42. M. Kikuchi, Y. Shibata, On the mixed problem for some quasi–linear hyperbolic system with
fully nonlinear boundary condition. J. Differ. Equ. 80(1), 154–197 (1989)
43. T. Kobayashi, H. Pecher, Y. Shibata, On a global in time existence theorem of smooth
solutions to nonlinear wave equation with viscosity. Math. Ann. 296(2), 215–234 (1993)
44. T. Kobayashi, Y. Shibata, Exterior problems for the Navier-Stokes equations, in Non-
linear Evolution Equations and their Applications(Japanese) (913) (Sūrikaisekikenkyūsho
Kōkyūroku, Kyoto, 1994/1995) pp. 185–190
45. T. Kobayashi, Y. Shibata, On the Oseen equation in exterior domains. Math. Ann. 310(1),
1–45 (1998)
46. T. Kobayashi, Y. Shibata, Decay estimates of solutions for the equations of motion of
compressible viscous and heat-conductive gases in an exterior domain in R3 . Commun. Math.
Phys. 200(3), 621–659 (1999)
47. T. Kobayashi, Y. Shibata, Remark on the rate of decay of solutions to linearized compressible
Navier-Stokes equations. Pacific J. Math. 207(1), 199–234 (2002)
48. H. Kozono, Y. Shibata, Recent topics on mathematical theory of viscous incompressible fluid,
in Lecture Notes in Numerical and Applied Analysis, vol. 16 (Kinokuniya, Tokyo, 1998)
49. T. Kubo, Y. Shibata, On some properties of solutions to the Stokes equation in the half-space
and perturbed half-space, in Dispersive Nonlinear Problems in Mathematical Physics, Quad.
Mat., Dept. Math., vol. 15 (Seconda Univ. Napoli, Caserta, 2004), pp. 149–220
50. T. Kubo, Y. Shibata, On the Stokes and Navier-Stokes equation in a perturbed half-space.
Adv. Differ. Equ. 10(6), 695–720 (2005)
51. T. Kubo, Y. Shibata, On the Stokes and Navier-Stokes flows in a perturbed half space, in
Regularity and Other Aspects of the Navier-Stokes Equations. Banach Center Publications
vol. 70 (Polish Acad. Sci., Warsaw, 2005), pp. 157–167
52. T. Kubo, Y. Shibata, Lp -Lq estimate of the stokes semigroup and its application to navier-
stokes equation in a perturbed half-space, in Hyperbolic Problems, Theory, Numerics and
Applications II (Yokohama Publisher, Yokohama, 2006), pp. 125–132
8 H. Amann et al.

53. T. Kubo, Y. Shibata, K. Soga, On the R-boundedness for the two phase problem:
compressible-incompressible model problem. Bound. Value Probl. 141, 33 pp. (2014)
54. J. Prüss, Y. Shibata, S. Shimizu, G. Simonett, On well-posedness of incompressible two-phase
flows with phase transitions: the case of equal densities. Evol. Equ. Control Theory 1(1), 171–
194 (2012)
55. A. Milani, Y. Shibata, On compatible regularizing data for second order hyperbolic initial–
boundary value problems. Osaka J. Math 32(2), 347–362 (1995)
56. A. Milani, Y. Shibata, On the strong well–posedness of quasilinear hyperbolic initial–
boundary value problems. Funkcial. Ekvaj. 38(3), 491–503 (1995)
57. J. Muñoz Rivera, Y. Shibata, A linear thermoelastic plate equation with Dirichlet boundary
condition. Math. Methods Appl. Sci. 20(11), 915–932 (1997)
58. M. Murata, Y. Shibata, Lower bounds at infinity of solutions of partial differential equations
in the exterior of a proper cone. Israel J. Math. 31(2), 193–203 (1978)
59. Y. Naito, Y. Shibata, On the Lp analytic semigroup associated with the linear thermoelastic
plate equations in the half-space. J. Math. Soc. Jpn. 61(4), 971–1011 (2009)
60. Y. Naito, R. Racke, Y. Shibata, Low frequency expansion in thermoelasticity with second
sound in three dimensions. J. Math. Soc. Jpn. 62(4), 1289–1316 (2010)
61. G. Nakamura, Y. Shibata, On a local existence theorem for quasi–linear hyperbolic mixed
problems with Neumann type boundary conditions, Proc. Japan Acad. Ser. A Math. Sci. 62(4),
117–120 (1986)
62. G. Nakamura, Y. Shibata, K. Tanuma, Whispering gallery waves in a neighborhood of a higher
order zero of the curvature of the boundary. Publ. RIMS Kyoto Univ. 25(4), 605–629 (1989)
63. G. Nakamura, Y. Shibata, On a local existence theorem of Neumann problem for some quasi–
linear hyperbolic systems of 2nd order. Math. Z. 202(1), 1–64 (1989)
64. M. Okamura, Y. Shibata, N. Yamaguchi, A Stokes approximation of two dimensional exterior
Oseen flow near the boundary, in Asymptotic Analysis and Singularities–Hyperbolic and
Dispersive PDEs and Fluid Mechanics. Advanced Studies in Pure Mathematics, vol. 47
(Mathematical Society, Tokyo, 2007), pp. 273–289
65. R. Racke, Y. Shibata, Global smooth solution and asymptotic stability in one-dimensional
nonlinear thermoelasticity. Arch. Ration. Mech. Anal. 116(1), 1–34 (1991)
66. R. Racke, Y. Shibata, S. Mu Zheng, Global solvability and exponential stability in one–
dimensional nonlinear thermoelasticity. Quart. Appl. Math. 51(4), 751–763 (1993)
67. H. Saito, Y. Shibata, On the Stokes equations with surface tension and gravity in RNC . J. Math.
Soc. Jpn. (to appear)
68. Y. Shibata, A characterization of the hyperbolic mixed problems in a quarter space for
differential operators with constant coefficients. Publ. RIMS Kyoto Univ. 15, 357–399 (1979)
69. Y. Shibata, Liouville type theorem for a system fP.D/; Bj .D/; j D 1; : : : ; pg of differential
operators with constant coefficients in a half–space. Publ. RIMS Kyoto Univ. 16, 61–104
(1980)
70. Y. Shibata, E –well posedness of mixed initial–boundary value problems with constant
coefficients in a quarter space. J. D’Analyse Math. 37, 32–45 (1980)
71. Y. Shibata, E –well posedness of mixed initial–boundary value problem with constant
coefficients in a quarter– space II. Proc. Jpn. Acad. Ser. A. 56(7), 318–320 (1980)
72. Y. Shibata, Lower bounds at infinity of solutions of differential equations with constant
coefficients in unbounded domains, in Singularities in Boundary Value Problems, ed. by
H.G. Garnir. Proceedings of NATO Advanced Institute, Maratea, 1980. NATO Advanced
Study Institute Series. Series C: Mathematical and Physical Sciences, vol. 65 (Reidel,
Dordrecht, 1981), pp. 213–234
73. Y. Shibata, Lower bounds of solutions of general boundary value problems for differential
operators with constant coefficients in a half–space, Japan. J. Math. (N.S.) 8(2), 343–382
(1982)
The Work of Yoshihiro Shibata 9

74. Y. Shibata, On the global existence of classical solutions of mixed problem for some second
order non–linear hyperbolic operators with dissipative term in the interior domain. Funkcial.
Ekvac. 25(3), 303–345 (1982)
75. Y. Shibata, On the global existence of classical solutions of second order fully nonlinear
hyperbolic equations with first order dissipation in the exterior domain. Tsukuba J. Math.
7(1), 1–68 (1983)
76. Y. Shibata, On a local existence theorem for quasilinear hyperbolic mixed problems with
Neumann type boundary conditions, in Hyperbolic Equations (Padua, 1985) Pitman Research
Notes in Mathematics Series, vol. 158 (Longman Scientific & Technical, Harlow, 1987), pp.
282–286
77. Y. Shibata, On a local existence theorem of Neumann problem for some quasi–linear
hyperbolic equations, in Calcul d’operateurs et fronts d’ondes, ed. by J. Vaillant, Travaux
en Cours, vol. 29 (Hermann, Paris, 1988), pp. 133–167
78. Y. Shibata, On the Neumann problem for some linear hyperbolic systems of second order.
Tsukuba J. Math. 12(1), 149–209 (1988)
79. Y. Shibata, On the Neumann problem for some linear hyperbolic systems of 2nd order with
coefficients in Sobolev spaces. Tsukuba J. Math. 13(2), 283–352 (1989)
80. Y. Shibata, On one-dimensional nonlinear thermoelasticity, in Nonlinear Hyperbolic Equa-
tions and Field Theory (Lake Como, 1990), Pitmann Res. Notes Math. Ser., vol. 253
(Longman Scientific & Technical, Harlow, 1992), pp. 178–184
81. Y. Shibata, Neumann problem for one-dimensional nonlinear thermoelasticity, in Partial
Differential Equations, Warsaw, 1990, Parts 1, 2, vol. 27 (Banach Center Publications/Polish
Academy of Sciences, Warsaw, 1992), pp. 457–480
82. Y. Shibata, Global in time solvability of the initial boundary value problem for some nonlinear
dissipative evolution equations. Comment. Math. Univ. Carol. 34(2), 295–312 (1993)
83. Y. Shibata, Neumann problem of one-dimensional nonlinear thermoelastic equations, in
Mathematical Analysis of Phenomena in Fluid and Plasma Dynamics Kyoto, 1992.
Surikaisekikenkyusho Kokyuroku (Japanese), vol. 824 (1993), pp. 283–296
84. Y. Shibata, On the exponential decay of the energy of a linear thermoelastic plate. Math. Appl.
Comput. 13(2), 81–102 (1994)
85. Y. Shibata, Global in time existence of small solutions of nonlinear thermoviscoelastic
equations. Math. Methods Appl. Sci. 18(11), 871–895 (1995)
86. Y. Shibata, On a linear thermoelastic plate equation, in Nonlinear Evolution Equations and
Their Applications (898) (Japanese) (Sūrikaisekikenkyūsho Kōkyūroku, Kyoto ,1993/1995),
pp. 149–154
87. Y. Shibata, An initial-boundary value problem for some hyperbolic-parabolic coupled system,
in Nonlinear Waves (Sapporo. 1995), GAKUTO International Series Mathematical Sciences
Application, vol. 10 (Gakkōtosho, Tokyo, 1997), pp. 447–450
88. Y. Shibata, An exterior initial-boundary value problem for the Navier-Stokes equation, in
Nonlinear waves (Sapporo, 1995), GAKUTO International Series Mathematical Sciences
Application, vol. 10 (Gakkōtosho, Tokyo, 1997), pp. 431–446
89. Y. Shibata, On the decay estimate of the Stokes semigroup in a two dimensional exterior
domain. Navier-Stokes Equations and Related Nonlinear Problems(Palanga, 1997) (VSP,
Utrecht, 1998), pp. 315–330
90. Y. Shibata, On a Decay Rate of Solutions to One-Dimensional Thermoelastic Equations on a
Half Line; Linear Part, ed. by S. Kawashima, T. Yanagisawa. Advances in Nonlinear Partial
Differential Equations and Stochastics (World Scientific, Singapore, 1998), pp. 198–291
91. Y. Shibata, On an exterior initial-boundary value problem for Navier-Stokes equations. Quart.
Appl. Math. 57(1), 117–155 (1999)
92. Y. Shibata, Global solutions of nonlinear evolution equations and their stability. Sūgaku,
51(1), 1–17 (1999) (in Japanese).
93. Y. Shibata, On the rate of decay of solutions to linear viscoelastic equation. Math. Methods
Appl. Sci. 23(3), 203–226 (2000)
10 H. Amann et al.

94. Y. Shibata, On a stability theorem of the Navier-Stokes equation in a three dimensional exte-
rior domain, in Tosio Kato’s Method and Principle for Evolution Equations in Mathematical
Physics, Sapporo, 2001 (1234) (Sūrikaisekikenkyūsho Kōkyūroku, 2001) pp. 146–172
95. Y. Shibata, On some stability theorems about viscous fluid flow, Quaderni del Seminario
Matematico di Brescia (2003)
96. Y. Shibata, Time-global solutions of nonlinear evolution equations and their stability [trans-
lation of Sūgaku 51(1), 1–17 (1999)], in Selected Papers on Analysis and Differential
Equations. American Mathematical Society Translations: Series 2, vol. 211 (American
Mathematical Society, Providence, RI, 2003), pp. 87–105
97. Y. Shibata, On some stability theorem of the steady flow of compressible viscous fluid with
respect to the initial disturbance, in Hyperbolic Problems and Related Topics, Graduate
Series Analysis (International Press, Somerville, MA, 2003), pp. 341–357
98. Y. Shibata, On the Oseen semigroup with rotating effect. in Functional Analysis and Evolution
Equations (Birkhäuser, Basel, 2008), pp. 595–611
99. Y. Shibata, A stability theorem of the Navier-Stokes flow past a rotating body. in Parabolic
and Navier-Stokes Equations. Part 2, vol. 81 (Banach Center Publication, Polish Academy of
Science Institute of Mathematics, Warsaw, 2008), pp. 441–455
100. Y. Shibata, On a C0 semigroup associated with a modified Oseen equation with rotating effect,
in Advances in Mathematical Fluid Mechanics, (Springer, Berlin, 2010), pp. 513–551
101. Y. Shibata, Generalized resolvent estimates of the Stokes equations with first order boundary
condition in a general domain. J. Math. Fluid Mech. 15(1), 1–40 (2013)
102. Y. Shibata, On the R-boundedness of solution operators for the weak Dirichlet-Neumann
problem, in RIMS Kōkyūroku 1875, Mathematical Analysis of Incompressible Flow (4–6 Feb
2013), ed. by T. Hishida (RIMS, Kyoto University, Kyoto), pp. 1–18
103. Y. Shibata, On the R-boundedness of solution operators for the Stokes equations with free
boundary condition. Differ. Integr. Equ. 27(3–4), 313–368 (2014)
104. Y. Shibata, On some free boundary problem of the Navier-Stokes equations in the maximal
Lp -Lq regularity class. J. Differ. Equ. 258, 4127–4155 (2015)
105. Y. Shibata, On the global well-posedness of some free boundary problem for a compressible
barotropic viscous fluid flow, in The Contemporary Mathematics Series of the American
Mathematical Society: Recent Advances in PDEs and Applications, Levico Terme, 17–21
February 2014 [to celebrate the 70th Birthday of Professor Hugo Beirao da Veiga]
106. Y. Shibata, Local well-posedness of compressible-incompressible two-phase flows with phase
transitions, To appear in the Proceedings of Levico Conf. on fluid Dyn and Electromagnetism.
arXiv:submit/1156284 [math. AP] 10 Jan 2015
107. Y. Shibata, On the R-boundedness for the two phase problem with phase transition:
compressible-incompressible model problem. Funk. Ekvaj. (to appear)
108. Y. Shibata, W. Dan, On a local energy decay of solutions of a dissipative wave equation,
in Mathematical Analysis of Phenomena in Fluid and Plasma Dynamics (Japanese) (862)
(Sūrikaisekikenkyūsho Kōkyūroku, Kyoto, 1993/1994) pp. 181–190
109. Y. Shibata, S. Mu Zheng, On some nonlinear hyperbolic system with damping boundary
condition. Nonlinear Anal. TMA 17(3), 233–266 (1991)
110. Y. Shibata, Y. Tsutsumi, Global existence theorem for nonlinear wave equations in exterior
domain, in Recent Topics in Nonlinear PDE (Hiroshima, 1983), North-Holland Mathematics
Studies vol. 98 (North-Holland, Amsterdam, 1984) pp. 155–196
111. Y. Shibata, Y. Tsutsumi, Global existence theorem for nonlinear wave equation in exterior
domain. Proc. Japan Acad. A Mat. Sci. 60(1), 14–17 (1984)
112. Y. Shibata, Y. Tsutsumi, Local existence of C1 –solution for the initial–boundary value
problem of fully nonlinear wave equation. Proc. Japan Acad. Ser. A Math. Sci. 60(5), 149–152
(1984)
113. Y. Shibata, Y. Tsutsumi, On a global existence theorem of Neumann problem for some
quasilinear hyperbolic equations, in Recent Topics in Nonlinear PDE, II (Sendai, 1984),
North-Holland Mathematics Studies, vol. 128 (North-Holland, Amsterdam, 1985), pp. 175–
228
The Work of Yoshihiro Shibata 11

114. Y. Shibata, Y. Tsutsumi, On a global existence theorem of small amplitude solutions for
nonlinear wave equations in an exterior domain. Math. Z. 191(2), 165–199 (1986)
115. Y. Shibata, Y. Tsutsumi, Local existence of solutions for the initial boundary value problem
of fully nonlinear wave equation. Nonlinear Anal. TMA 11(3), 335–365 (1987)
116. Y. Shibata, S.Shimizu, A decay property of the Fourier transform and its application to the
Stokes problem. J. Math. Fluid Mech. 3(3), 213–230 (2001)
117. Y. Shibata, S. Shimizu, On a resolvent estimate of the interface problem for the Stokes system
in a bounded domain, Harmonic Analysis and Nonlinear Partial Differential Equations
(Japanese) (1235) (Sūrikaisekikenkyūsho Kōkyūroku, Kyoto, 2001), pp. 132–159
118. Y. Shibata, S. Shimizu, On the Lp and Schauder estimates of solutions to elastostatic interface
problems, in Proceedings of the Fourth International Conference on Functional Analysis and
Approximation Theory, Potenza, 2000, vol. II; Rend. Circ. Mat. Palermo (2) Suppl. 68(Part II),
821–835 (2002)
119. Y. Shibata, S. Shimizu, On a resolvent estimate of the interface problem for the Stokes system
in a bounded domain. J. Differ. Equ. 191(2), 408–444 (2003)
120. P. Secchi, Y. Shibata, On the decay of solutions to the 2D Neumann exterior problem for the
wave equation. J. Differ. Equ. 194(1), 221–236 (2003)
121. Y. Shibata, S. Shimizu, On a resolvent estimate for the Stokes system with Neumann boundary
condition. Differ. Integr. Equ. 16(4), 385–426 (2003)
122. Y. Shibata, S. Shimizu, Applications of the Fourier transform to some resolvent estimates for
the Stokes system, in Progress in Analysis, vols. I, II (Berlin, 2001) (World Science Publisher,
River Edge, 2003), pp. 125–134
123. Y. Shibata, S. Shimizu, Lp –Lq maximal regularity and viscous incompressible flows with free
surface. Proc. Japan Acad. Ser A, Math. Sci. 81(9), 151–155 (2005)
124. Y. Shibata, S. Shimizu, On the stokes equation with neumann boundary condition, in
Regularity and other Aspects of the Navier-Stokes Equations. Banach Center Publication,
vol. 70 (Polish Academy of Sciences, Warsaw, 2005), pp. 239–250
125. Y. Shibata, S. Shimizu, On a Free Boundary Problem for the Navier-Stokes Equations. Differ.
Integr. Equ. 20(3), 241–276 (2007)
126. Y Shibata, S. Shimizu, Lp -Lq maximal regularity of the Neumann problem for the Stokes
equations in a bounded domain, in Asymptotic Analysis and Singularities–Hyperbolic and
Dispersive PDEs and Fluid Mechanics. Advanced Studies in Pure Mathematics, vol. 47
(Mathematical Society of Japan, Tokyo, 2007), pp. 349–362.
127. Y. Shibata, S. Shimizu, Decay properties of the Stokes semigroup in exterior domains with
Neumann boundary condition. J. Math. Soc. Jpn. 59(1), 1–34 (2007)
128. Y. Shibata, S. Shimizu, Report on a local in time solvability of free surface problems for the
Navier-Stokes equations with surface tension. Appl. Anal. 90(1), 201–214 (2011)
129. Y. Shibata, S. Shimizu, Lp -Lq regularity for the two-phase Stokes equations; model problems.
J. Differ. Equ. 251(2), 373–419 (2011)
130. Y. Shibata, S. Shimizu, On the maximal Lp -Lq regularity of the Stokes problem with first order
boundary condition; model problems, J. Math. Soc. Jpn. 64(2), 561–626 (2012)
131. Y. Shibata, H. Soga, Scattering theory for the elastic wave equation. Publ. Res. Inst. Math.
Sci. 25(6), 861–887 (1989)
132. Y. Shibata, K. Tanaka, On a resolvent problem for the linearized system from the dynamical
system describing the compressible viscous fluid motion. Math. Methods Appl. Sci. 27(13),
1579–1606 (2004)
133. Y. Shibata, S. Shimizu, On the Lp -Lq maximal regularity of the Neumann problem for the
Stokes equations in a bounded domain. J. Reine Angew. Math. 615, 157–209 (2008)
134. Y. Shibata, M. Yamazaki, On some stability theorem of the Navier-Stokes equation in the
three dimensional exterior domain, in Mathematical Analysis of Liquids and Gases (Japanese)
(Kyoto, 1999) (1146) (Sūrikaisekikenkyūsho Kōkyūroku, 2000), pp. 73–91
135. Y. Shibata, N. Yamaguchi, Global existence of strong solutions to the micropolar fluid
system, in Hyperbolic Problems, Theory, Numerics and Applications II (Yokohama Publisher,
Yokohama, 2006), pp. 305–312
12 H. Amann et al.

136. K. Tanaka, Y. Shibata, On the steady flow of compressible viscous fluid and its stability with
respect to initial disturbance. J. Math. Soc. Jpn. 55(3), 797–826 (2003)
137. Y. Shibata, R. Shimada, On a generalized resolvent estimate for the Stokes system with Robin
boundary condition. J. Math. Soc. Jpn. 59(2), 469–519 (2007)
138. Y. Shibata, R. Shimada, On the Stokes equation with Robin boundary condition, in Asymptotic
Analysis and Singularities–Hyperbolic and Dispersive PDEs and Fluid Mechanics. Advanced
Studies in Pure Mathematics, vol. 47 (Mathematical Society of Japan, Tokyo, 2007) pp. 341–
348
139. M. Yamazaki, Y. Shibata, Uniform estimates in the velocity at infinity for stationary solutions
to the Navier-Stokes exterior problem. Japanese J. Math. (N.S.) 31(2), 225–279 (2005)
140. T. Hishida, Y. Shibata, Decay estimates of the Stokes flow around a rotating obstacle, in
Kyoto Conference on the Navier-Stokes Equations and Their Applications. RIMS Kokyūroku
Bessatsu, vol. B1 pp. 167–186 (Res. Inst. Math. Sci. (RIMS), Kyoto, 2007)
141. Y. Shibata, S. Shimizu, Free boundary problems for a viscous incompressible fluid, in
Kyoto Conference on the Navier-Stokes Equations and Their Applications. RIMS Kokyūroku
Bessatsu, vol. B1 (Res. Inst. Math. Sci. (RIMS), Kyoto, 2007), pp. 343–358
142. Y. Shibata, S. Shimizu, On a resolvent estimate of the Stokes system in a half space arising
from a free boundary problem for the Navier-Stokes equations. Mathematische Nachrichten
282(3), 482–499 (2009)
143. Y. Shibata, K. Tanaka, Rate of convergence of non-stationary flow to the steady flow of
compressible viscous fluid. Comput. Math. Appl. 53(3–4), 605–623 (2007)
Existence of Weak Solutions for a Diffuse
Interface Model of Power-Law Type Two-Phase
Flows

Helmut Abels, Lars Diening, and Yutaka Terasawa

Dedicated to Professor Yoshihiro Shibata’s 60th birthday

Abstract We first review results about existence of generalized or weak solutions

for Newtonian and power-law type two-phase flows. Then we state a recent result by
the authors about existence of weak solutions for diffuse interface model of power-
law type two-phase flows and give a sketch of its proof. The latter part is a summary
of Abels et al. (Nonlinear Anal Real World Appl 15:149–157, 2014).

Keywords Cahn-Hilliard equation • Diffuse interface model • Free boundary

value problems • Lipschitz truncation • Power-law type fluids • Sharp interface
model • Two-phase flow

1 Introduction

This is a review paper focusing on existence of generalized or weak solutions for

Newtonian and power-law type two-phase flows. We also state a recent result by the
authors in [5] and give a sketch of its proof.
We consider the flow of two macroscopically immiscible, incompressible Newto-
nian and power-law type fluids. There are models of two types concerning two-phase
flows of Newtonian and power-law type fluids. One type are sharp interface models
and the other are diffuse interface models. For sharp interface models, a partial
mixing of the fluids is not taken into account. One classical sharp interface model is
“Two-phase flows with surface tension (without phase transition)”. For two-phase

H. Abels
Fakultät für Mathematik, Universität Regensburg, 93040 Regensburg, Germany
e-mail: [email protected]
L. Diening
Mathematisches Institut, LMU München, 80333 München, Germany
e-mail: [email protected]
Y. Terasawa ()
Graduate School of Mathematics, Nagoya University, Nagoya 464-8602, Japan
e-mail: [email protected]

© Springer Basel 2016 13

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_2
14 H. Abels et al.

flows of Newtonian fluid with surface tension, there are several studies concerning
the existence of classical solution of the equations, see, e.g. [14–16, 32]. They
treat local in time existence of solutions for arbitrary initial data. Especially in
[32], space-time analyticity of solutions and interfaces are shown, together with
a complete maximal regularity result of its linearized problem. For global in time
behavior of the solutions, see [25]. For two-phase flows of power-law type fluid with
surface tension, the global in time existence of a generalized solution, or a measure-
valued solution for arbitrary initial data was proven by Abels [1] and Plotnikov
[31]. Concerning results about “Two-phase flow of Newtonian fluids with phase
transition”, see, e.g. [33, 34].
In diffuse interface models, a partial mixing of the fluids is taken into account
in contrast to sharp interface models. This has the advantage that flows beyond the
occurrence of topological singularities e.g. due to droplet collision or pinch-off can
be described. One well-known model in the case that both densities are the same is
the so-called “model H”. It leads to the following system of Navier-Stokes/Cahn-
Hilliard type:

@t v C v  rv  div S.c; Dv/ C rp D  div.rc ˝ rc/; (1)

div v D 0; (2)
@t c C v  rc D m; (3)
 D  1 .c/  c (4)

in QT D   .0; T/, where   Rd , d  2, is a bounded domain and T 2 .0; 1/.

Here v is the mean velocity, Dv D 12 .rv C rvT /, p is the pressure, c is an order
parameter related to the concentration of the fluids e.g. the concentration difference
or the concentration of one component, and  is the density of the fluids, which is
assumed to be constant. Moreover, S.c; Dv/ is the viscous part of the stress tensor
of the mixture to be specified below,  > 0 is a (small) parameter, which is related
to the “thickness” of the interfacial region, ˆW R ! R is a homogeneous free energy
density and  D ˆ0 and  is the chemical potential. Capillary forces due to surface
tension are modeled by an extra contribution rc ˝ rc WD rc.rc/T in the stress
tensor leading to the term on the right-hand side of (1). Moreover, we note that in the
modeling, diffusion of the fluid components is taken into account. Therefore m
is appearing in (3), where m > 0 is a constant mobility coefficient.
We close the system by imposing the following boundary and initial conditions

vj@ D 0 on @  .0; T/; (5)

n  rcj@ D n  rj@ D 0 on @  .0; 1/; (6)
.v; c/jtD0 D .v0 ; c0 / in : (7)

Here n denotes the exterior normal at @. The boundary conditions are the most
common in the mathematics literature.
Existence of Weak Solutions for a Diffuse Interface Model of Power-Law Type. . . 15

In the case of Newtonian fluids, i.e., S.c; Dv/ D .c/Dv for some positive
viscosity coefficient .c/, the model was first discussed by Hohenberg and Halpe-
rin [22]. Later it was derived in the framework of rational continuum mechanics
by Gurtin et al. [21]. The latter derivation can be easily modified to include a
suitable non-Newtonian behavior of the fluids. If e.g. S.c; Dv/ is chosen such that
S.c; Dv/ W Dv  0, the local dissipation inequality, which yields thermodynamical
consistency, remains valid. For results on existence of weak and strong solutions in
the case of Newtonian fluids we refer to Starovoitov [36], Boyer [7], and Abels [2].
First analytic results for the system (1)–(4) for Non-Newtonian fluids of power-
law type were obtained by Kim et al. [23]. The authors proved existence of weak
solutions if q  3dC2
dC2
, d D 2; 3, where q is the power describing the growth of the
stress tensor with respect to Dv. For this range of q monotone operator techniques
can be applied. Moreover, in the case d D 3 and 2  q < 11 5
the authors prove
existence of measure-valued solutions. Grasselli and Pražák [20] discussed the
longtime behavior of solutions of (1)–(4) in the case q  3dC2dC2
, d D 2; 3 assuming
periodic boundary conditions and a regular free energy density. For the same range
of q results on existence of weak solutions with a singular free energy density ˆ and
the longtime behavior were obtained by Bosia [6] in the case of a bounded domain
in R3 .
Let us review results on the Cahn–Hilliard equation. The Cahn-Hilliard equation
is the following equation:

@t c D m; (8)
 D  1 .c/  c (9)

in QT with the boundary condition

n  rcj@ D n  rj@ D 0 on @  .0; 1/;

where m;  > 0 and  D ˆ0 . For ˆ.s/ D .s2  1/2 , Elliott and Zheng [19] proved
the existence of global solutions to (8)–(9) in an L2 -setting. Nicolaenko et al. [30]
proved the existence of an attractor of (8)–(9) in an L2 - setting with the same ˆ.
Results on convergence of solutions to steady states using the Łojasiewicz-Simon
inequality with the same ˆ can be found in Rybka and Hoffmann [35].
For the singular potential satisfying Assumption 2.1 stated in Sect. 2, Elliot and
Luckhaus [18] first proved the existence and uniqueness of solutions in the case
of multi-component mixture. Debussche and Dettori [13] gave another proof in
the case of two-component mixture and proved the existence of an attractor and
estimated its dimension. Abels and Wilke [4] proved the existence and uniqueness
of a solution by solving an abstract Cauchy problem for a suitable Lipschitz
perturbation of a suitable monotone operator.
Concerning the relation between sharp interface models and diffuse interface
models, see, e.g. [3, 12].
16 H. Abels et al.

Next we review existence results of weak solutions for single power-law type
fluid equations. Ladyzhenskaya [26] is the first to have investigated the Non-
Newtonian fluid equations mathematically. She proved the existence of weak
solutions for power-law type fluid equations for p  11 5 when d D 3: She also
proved the uniqueness of weak solutions for p  52 when d D 3: Lions [27] treated
the p-Laplacian case and proved the existence of weak solutions when p > 3dC2 dC2
and the uniqueness of weak solutions when p  dC2 2
where d  2: Later Malék
3d
et al. [29] proved the existence of weak solutions when p  dC2 ; where d  2;
in periodic case. Wolf [37] proved the existence of weak solutions when p > 2dC2 dC2
in an arbitrary domain using L1 truncation method and a careful decomposition of
the pressure which is needed since the L1 truncation used does not preserve the
divergence freeness of a velocity field. Then Diening et al. [17] proved existence
2d
of weak solutions when q > dC2 , d  2 using parabolic Lipschitz truncation
method and a decomposition of the pressure as similar to [37]. Recently a solenoidal
parabolic Lipschitz truncation method, which keeps divergence free velocity fields
divergence free, was developed by Breit et al. [9] and using that, a shorter proof of
the existence result of weak solutions in [17] was given. For Serrin type uniqueness
theorem and the existence of the global attractor with autonomous external force
in the 3D case, see [10]. Recently, Buliček et al. [11] proved existence of weak
solutions for Implicitly constituted Incompressible fluids, which relate symmetric
gradient of fluids to stress tensor of fluids in an implicit way. For a survey of results
before 2006 concerning power-law fluids, see [28].
A recent contribution by the authors [5] employed a solenoidal parabolic
Lipschitz truncation method developed in [9] to prove existence of weak solutions
2d
to (1)–(7) if S.c; Dv/ is of power law type with an exponent q > dC2 . In Sect. 2,
we review that existence result concerning weak solutions of (1)–(7). In Sect. 3, we
give a sketch of its proof. For more details on its proof, we refer to [5].

2 Existence of Weak Solutions for the Diffuse Interface

Model

We use standard notations. The usual Lebesgue spaces with respect to the Lebesgue
measure are denoted by Lp .M/, 1  p  1, for some measurable M  RN .
Moreover, Lp .MI X/ denotes its Banach space-valued variant and Lp .0; TI X/ D
Lp ..0; T/I X/. The standard Lp -Sobolev space is denoted by Wpm ./. Wp;0 m
./ is the
1
closure of C0 ./ in Wp ./ and H ./ D W2 ./; H0 ./ D W2;0 ./. Finally
m m m m m

L2
./ is the closure of divergence free C01 ./-vector fields in L2 ./d .
For simplicity we assume that  D  D 1 in (1)–(7) , but all results are true for
general (fixed) ;  > 0. Moreover, we assume:
Existence of Weak Solutions for a Diffuse Interface Model of Power-Law Type. . . 17

Assumption 2.1 Let   Rd , d D 2; 3, be a bounded domain with C3 -boundary

and let ˆ 2 C.Œa; b/ \ C2 ..a; b// be such that  D ˆ0 satisfies

lim .s/ D 1; lim .s/ D 1;  0 .s/  ˛

s!a s!b

for some ˛  0. Let m > 0 and let SW Œa; b  Rdd ! Rdd be such that

jS.c; M/j  C.j sym.M/jq1 C 1/ (10)

jS.c1 ; M/  S.c2 ; M/j  Cjc1  c2 j.j sym.M/jq1 C 1/ (11)
S.c; M/ W M  !j sym.M/j  C1 q
(12)
2d
for all M 2 Rdd , c; c1 ; c2 2 Œa; b, and some C; C1 ; ! > 0, q 2 . dC2 ; 1/. Here
1
sym.M/ D 2 .M C M /. Moreover, we assume that S.c; /W Rsym ! Rsym is strictly
T dd dd

monotone for every c 2 Œa; b.

1
Let v 2 Lq .0; TI Wq;0 ./d / \ L1 .0; TI L2
.//, c 2 L1 .0; TI H 1 .// \
L2 .0; TI H 2 .// with ˆ.c/ 2 L2 .  .0; T//, and  2 L2 .0; TI H 1 .//, where
0 < T < 1. Then .v; c; / is a weak solution of the system (1)–(7) if for any
' 2 C1 .QT /d with div ' D 0 and supp.'/    Œ0; T/ the following equations
hold true:
Z Z Z
 v  @t ' d.x; t/  v ˝ v W D' d.x; t/ C S.c; Dv/ W D' d.x; t/
QT QT QT
Z Z
D rc ˝ rc W D' d.x; t/ C v0  '.0/ dx (13)
QT 

and for every 2 C1 .QT / with supp. /    Œ0; T/

Z Z Z
 c@t d.x; t/  c0 .0/ dx C .v  rc/ d.x; t/
QT  QT
Z
D m r  r d.x; t/; (14)
QT

 D .c/  c in   .0; T/; (15)

n  rcj@ D 0 on @  .0; T/: (16)

Theorem 2.2 Let Assumption 2.1 hold true and let 0 < T < 1. Then for any
v0 2 L2
./ and c0 2 H 1 ./ with c0 .x/ 2 Œa; b almost everywhere there exists a
1
weak solution v 2 Lq .0; TI Wq;0 .// \ L1 .0; TI L2
.//, c 2 L1 .0; TI H 1 .// \
L .0; TI H .// with ˆ.c/ 2 L .  .0; T//, and  2 L2 .0; TI H 1 .// in the sense
2 2 2

above.
18 H. Abels et al.

The following theorem, which is a summary of Theorem 2.16 and Corollary 2.17
of [9], is important for the proof of our theorem.
Theorem 2.3 Let I0 be an open time interval, let B0 be a ball in Rd , and let Q0 WD
I0  B0 . Let q;
2 .1; 1/ with q; q0 >
> 1, where q0 D q1 q
. Let  2 C01 . 61 Q0 /
with 1 Q0    1 Q0 . Let um and Gm satisfy @t um D  div Gm in the sense of
8 6
0
distributions Ddiv .Q0 /, where Ddiv D f' 2 C01 .Q0 /d W div ' D 0g. Assume that
um is a weak null sequence in Lq .I0 I Wq1 .B0 //, a strong null sequence in L
.Q0 /
and bounded in L1 .I0 ; L
.B0 //. Further assume that Gm D G1;m C G2;m such
0
that G1;m is a weak null sequence in Lq .Q0 / and G2;m converges strongly to zero

in L .Q0 /. Then there exists a double sequence of open sets Om;k , k; m 2 N, with
0
lim supm!1 jOm;k j  C 2k 2q 2 for all k 2 N such that for every K 2 Lq . 16 Q0 /
k

ˇZ ˇ
ˇ   ˇ
lim sup ˇˇ c d.x; t/ˇ  C 2
G1;m C K/ W rum  Om;k ˇ
k=q
:
m!1

The proof of Theorem 2.3 is based on a solenoidal parabolic Lipschitz truncation.

In particular, the sets Om;k are level sets of suitable maximal operators defined by
um and Gm . It is a modification of the parabolic Lipschitz truncation of [17, 24]. The
advantage of Theorem 2.3 is that the pressure can be completely avoided by using a
solenoidal Lipschitz truncation. See [8] for a solenoidal Lipschitz truncation in the
stationary case.

3 Sketch of Proof of Theorem 2.2

In order to approximate (1)–(7) we consider

@t v C div." .v/v ˝ v/  div S.c; Dv/ C rp

D ‰" .div.rc ˝ rc// in   .0; T/; (17)
div v D 0; in   .0; T/; (18)
@t c C .‰" v/  rc D m; in   .0; T/; (19)
 D .c/  c: in   .0; T/ (20)

together with (5)–(7), where ‰" w D P

. " w/j , " .x/ D "d .x="/, " > 0, is
a usual smoothing kernel such that .x/ D .x/ for all x 2 Rd , w is extended by
0 outside of , and P
is the Helmholtz projection. Moreover, " .s/ D ."jsj2 / for
all s 2 Rd , " > 0 with some  2 C01 .R/ with .0/ D 1.
Existence of Weak Solutions for a Diffuse Interface Model of Power-Law Type. . . 19

We can construct weak solutions of the approximate system (17)–(20) together

with (5)–(7) in an appropriate function space with the aid of the Leray-Schauder
theorem. The solutions satisfy the energy identity
Z tZ
1
kv.t/k2L2 ./ C Emix .c.t// C S.c; Dv/ W Dv dx d
2 0 
Z tZ
1
C mjrj2 dx d D kv0 k2L2 ./ C Emix .c0 / (21)
0  2

for almost every t 2 .0; T/, where

Z Z
jrcj2
Emix .c/ D dx C ˆ.c/ dx:
 2 

We use those solutions to construct a weak solution of the original system (1)–(7).
In the following the solutions of the approximate system are denoted by
.v" ; c" ; " / for " > 0. Using a priori estimates for solutions of the approximate
system based on (21), we can conclude for a suitable subsequence "i !i!1 0 that

Dv"i ! Dv weakly in Lq .QT /dd ;

dC2
v"i ! v weakly in Lq d .QT /d ;
0
S .c"i ; Dv"i / ! SQ weakly in Lq .QT /dd ;
Q weakly in Lq
dC2
v"i ˝ v"i "i .v"i / ! H 2d .QT /: (22)

Moreover, from suitable a priori estimates of a solution of Cahn-Hilliard equations

with convection term, we have for a suitable subsequence

c"i !i!1 c in L4 .0; TI W41 .// \ L2 .0; TI Wr2 .//;

"i !i!1  in L2 .0; TI H 1 .//; (23)

where .c; / solve (14)–(16). Hence it only remains to prove (13). To this end let
K" 2 L2 .QT /dd be such that
Z Z
K" W D' d.x; t/ D rc" ˝ rc" W D‰" .'/ d.x; t/
QT QT
Z
 rc ˝ rc W D' d.x; t/ (24)
QT
20 H. Abels et al.

for all ' 2 L2 .0; TI H01 ./d / and

kK" kL2 .QT /  Ck div.rc ˝ rc/  ‰" div.rc" ˝ rc" /kL2 .0;TIH 1 /
0

for some C > 0. We can assume that K" is pointwise a symmetric matrix. Then

K"i ! 0 strongly in L2 .QT /dd ;

due to (23).
2d
Since q > dC2 , there exists some
0 > 1 such that q dC2
2d >
0 > 1. Hence, due
to (22) we have for some "i !i!1 0,

v"i ! v strongly in L2
0 .QT /d (25)
and v"i ˝ v"i "i .jv" j/ ! v ˝ v strongly in L
0 .QT /dd : (26)

Q D v ˝ v.
Therefore H
Then taking the limit of the weak form of the approximate system along the
subsequence "i ; we obtain the following limit equation:
Z Z
 v  @t ' d.x; t/ C .SQ  v ˝ v/ W D' d.x; t/ (27)
QT QT
Z Z
D rc ˝ rc W D' d.x; t/ C v0  '.0/ dx:
QT 

for all ' 2 C1 .QT /d with div ' D 0 and supp.'/    Œ0; T/:
By subtracting the above equation from the weak form of the approximate
equations, we have the following equation:
Z Z  
 .v"  v/  @t ' d.x; t/ C S.c" ; Dv" /  SQ W D' d.x; t/
QT QT
Z Z
D .v" ˝ v" " .v" /  v ˝ v/ W D' d.x; t/ C K" W D' d.x; t/:
QT QT

Defining u" WD v"  v we can write this as

Z Z
u"i  @t ' d.x; t/ D H"i W r' d.x; t/ (28)
QT QT
Existence of Weak Solutions for a Diffuse Interface Model of Power-Law Type. . . 21

for any ' 2 C1 .QT /d with div ' D 0 and supp.'/    Œ0; T/, where Hi WD
H1;i C H2;i with

Q
H1;i WD S.c"i ; Dv"i /  S;
H2;i WD v"i ˝ v"i "i .v"i /  v ˝ v  K"i

Then we have the following convergences for suitable "i !i!1 0

u"i ! 0 weakly in Lq .0; tI Vq .//; (29)

2
0
u"i ! 0 strongly in L .QT /; (30)
u"i ! 0 -weakly in L1 .0; TI L2 .//; (31)
0
H1;i ! 0 weakly in Lq .QT /; (32)
H2;i ! 0 strongly in L
0 .QT / (33)

for some 1 <

0 < min.q; q0 /. Let I0  .0; T/ be a time interval, B0  Rd be a ball
such that Q0 WD I0  B0  QT . Let  2 C01 . 16 Q0 / with 1 Q0    1 Q0 . Here
8 6
for c > 0 cQ0 is defined as cI0  cB0 ; where cI0 and cB0 have the same center as
I0 and B0 respectively and have c times length and c times radius respectively. Then
we can apply Theorem 2.3 with K D SQ  S.c; Dv/ to obtain
ˇZ ˇ
ˇ   ˇ
ˇ
lim sup ˇ .H1;i C S  S.c; Dv// W r.v"i  v/  Oi;k d.x; t/ˇˇ  c 2k=q :
Q c
i!1

In other words
ˇZ   ˇ
ˇ   ˇ
ˇ
lim sup ˇ c d.x; t/ˇ  c 2
S.c"i ; Dv"i /  S.c; Dv/ W D.v"i  v/  Oi;k k=q
:
ˇ
i!1

Using this estimate, Hölder’s inequality, (23) and Assumption 2.1, we have
ˇZ   12 ˇ
ˇ   ˇ
ˇ S.c; Dv"i /  S.c; Dv/ W D.v"i  v/  d.x; t/ˇˇ  c 2 2q :
k
lim sup ˇ
i!1

For k ! 1 the right hand side converges to zero. Now the monotonicity of S can
be used to prove SQ D S.c; Dv/. Hence we have (13). This ends the proof.

Acknowledgements This work was supported by the SPP 1506 “Transport Processes at Fluidic
Interfaces” of the German Science Foundation (DFG) through the grant AB 285/4-1. Moreover,
T. was supported by JSPS Research Fellowships for Young Scientists and by FMSP, a JSPS
Program for Leading Graduate Schools in the University of Tokyo. The supports are gratefully
acknowledged.
22 H. Abels et al.

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Stationary Solutions
for a Navier-Stokes/Cahn-Hilliard
System with Singular Free Energies

Helmut Abels and Josef Weber

Dedicated to Yoshihiro Shibata on the occasion of his 60th

birthday

Abstract We consider a stationary Navier-Stokes/Cahn-Hilliard type system. The

system describes a so-called diffuse interface model for the two-phase flow of two
macroscopically immiscible incompressible viscous fluids in the case of matched
densities, also known as Model H. We prove existence of weak solutions for the
stationary system for general exterior forces and singular free energies, which
ensure that the order parameter stays in the physical reasonable interval. To this
end we reduce the system to an abstract differential inclusion and apply the theory
of multi-valued pseudo-monotone operators.

Keywords Cahn-Hilliard equation • Diffuse interface model • Navier-Stokes

equation • Two-phase flow

1 Introduction and Main Result

We consider the following stationary system of Navier-Stokes/Cahn-Hilliard type

v  rv  div.2 .c/Dv/ C rp D rc C fQ in ; (1)

div v D 0 in ; (2)
v  rc D div.m.c/r/ in ; (3)
 D "c C "1 f 0 .c/ in ; (4)
vj@ D 0 on @; (5)
n  rcj@ D n  rj@ D 0 on @: (6)

H. Abels () • J. Weber

Fakultät für Mathematik, Universität Regensburg, Universitätstr. 31, 93053 Regensburg, Germany
e-mail: [email protected];
[email protected]

© Springer Basel 2016 25

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_3
26 H. Abels and J. Weber

Moreover we prescribe
Z
1
c.x/dx D m
N 2 .1; 1/: (7)
jj


Here v is the mean velocity, Dv D 12 .rv C rvT /, p is the pressure, c is an

order parameter related to the concentration of the fluids (e.g. the concentration
difference or the concentration of one component), fQ is an exterior force density,
 is a bounded domain with sufficiently smooth boundary, and n is the outer unit
normal to @. Moreover, .c/ > 0 is the viscosity of the mixture, " > 0 is a (small)
parameter, which will be related to the “thickness” of the interfacial region, and f is
a homogeneous free energy density specified below.
This system arises as a stationary version of the so-called “model H”, cf.
Hohenberg and Halperin [7] and Gurtin et al. [6]:

@t v C v  rv  div. .c/Dv/ C rp D rc C fQ in   .0; 1/;

div v D 0 in   .0; 1/;
@t c C v  rc D div.m.c/r/ in   .0; 1/;
 D "1 f 0 .c/  "c in   .0; 1/

together with the same boundary conditions as above. The system describes the
motion of two macroscopically immiscible, viscous, incompressible Newtonian
fluids. The model takes a partial mixing on a small length scale measured by a
parameter " > 0 into account. Therefore the classical sharp interface between both
fluids is replaced by an interfacial region and an order parameter related to the
concentration difference of both fluids is introduced. Here it is assumed that the
densities of both components as well as the density of the mixture are constant and
for simplicity equal to one. In the following we set " D 1 for simplicity. But all
results hold true for general " > 0. For the instationary system existence of weak
solutions and well-posedness were obtained by Starovoitov [10], Boyer [4], Liu and
Shen [8], and Abels [1]. Moreover, we refer to Abels, Depner and Garcke [3] for
further references and results on similar models in the case of different densities.
In the following we will consider a class of singular free energies, which is
motivated by the homogeneous free energy of the so-called regular solution models
used by Cahn and Hilliard [5]:

 c
‰.c/ D ..1 C c/ ln.1 C c/ C .1  c/ ln.1  c//  c2 ; c 2 Œ1; 1;
2 2

where 0 <  < c . Mathematically, these singular free energies ensure that the
order parameter stays in the physically reasonable interval, which is Œ1; 1 if c is
the difference of volume fractions of both fluids. But this leads to singular terms in
Stationary Solutions for a Navier-Stokes/Cahn-Hilliard System with Singular. . . 27

the equation for the chemical potential. In order to deal with these terms we apply
techniques, which were developed in Abels and Wilke [2].
More precisely we work with the following assumption:
Assumption 1.1 Let   Rd , d D 2; 3, be a bounded domain with C3 -boundary,
W Œa; b ! .0; 1/ be continuously differentiable, mW Œa; b ! .0; 1/ be continuous,
and f 2 C0 .Œa; b/ \ C2 ..a; b// such that

lim f 0 .s/ D 1; lim f 0 .s/ D C1; (8)

s!a s!b

f 00 .s/   (9)

hold for all s 2 .a; b/ and some constant   0.

Let f be as in the previous assumption. Then we can conclude

s2
f .s/ D f0 .s/   (10)
2
with f0 convex and  2 R as in Assumption 1.1. Moreover we can deduce
lim f00 .s/ D 1 and lim f00 .s/ D C1.
s!a s!b
Weak solutions of the stationary Navier-Stokes/Cahn-Hilliard equations are
defined as follows:
Definition 1.2 (Weak Solution) A triple .v; ; c/ with v 2 H01 ./d \ L2
./;  2
H 1 ./ and c 2 H 1 ./ \ L2.m/
N ./ is called weak solution for the Eqs. (1)–(6) under
the constraint (7) if
Z Z Z Z
.v  rv/  'dx C 2 .c/Dv W D'dx D  rc  'dx C fQ  'dx (11)
   

1
holds for all ' 2 C0;
./ and if
Z Z
.v  rc/  dx D  m.c/r  r dx (12)
 
Z Z Z
 dx D rc  r dx C f 0 .c/ dx (13)
  

holds for all 2 C1 ./ and if f 0 .c/ 2 L2 ./.

Now our main result is the following:
Theorem 1.3 (Existence of Weak Solutions) Let , , and f W Œa; b ! R be as
in Assumption 1.1. Then for all fQ 2 L2 ./d and m
N 2 .1; 1/ there exists a weak
solution in the sense of Definition 1.2.
28 H. Abels and J. Weber

2 Preliminaries and Notation

Throughout the paper the usual Lebesgue spaces with respect to the Lebesgue
measure are denoted by Lq .M/, 1  q  1, for some measurable M  RN . The
standard Lq -Sobolev space is denoted by Wqm ./. Wq;0m
./ is the closure of C01 ./
in Wq ./ and H ./ D W2 ./; H0 ./ D W2;0 ./. Furthermore we use the
m m m m m

notation
n Z o
2 2 1
L.m/N ./ D f 2 L ./ W f .x/dx D N
m ;
jj


1
H.0/ ./ D H 1 ./ \ L2.0/ ./ and H.0/
1
./ WD H.0/1
./0 . Finally L2
./ is the closure
of divergence free C01 ./-vector fields in L2 ./d . For a Banach space X, X 0
denotes its duality space and h:; :iX 0 ;X its duality product. If H is a Hilbert space,
.:; :/H denotes its inner product.
The projection P0 W L1 ./ ! L1.0/ ./ on the L1 -space with mean value 0 is
defined by
Z
1
P0 f WD f  f .x/dx
jj


for every f 2 L1 ./.

3 Subdifferential of F and FQ

Let f be as in Assumption 1.1. In this section, we study the functionals

Z Z
1
F.c/ WD jrc.x/j2 dx C f0 .c.x//dx (14)
2
 
Z Z
Q 1 2
F.c/ WD jrc.x/j dx C f0 .c.x//dx (15)
4
 

where we assume c 2 L2.0/ ./, use the decomposition (10) of f and extend f0 to R
by f0 .x/ D C1 for all x … Œa; b. Then

Q D fc 2 H 1 ./ \ L2.0/ ./ W f0 .c/ 2 L1 ./g:

dom.F/ D dom.F/

Q
For c … dom.F/, we set F.c/ D C1 and F.c/ D C1.
Stationary Solutions for a Navier-Stokes/Cahn-Hilliard System with Singular. . . 29

In the following, we will collect some statements on the subgradients and

Q Therefore we define:
subdifferentials of these two functionals F and F.
Definition 3.1 (Subgradient, Subdifferential) Let X be a real Banach space and
f W X ! .1; 1 a functional on X. A linear functional u0 2 X 0 is called
subgradient of f at u if f .u/ ¤ C1 and

f .v/  f .u/ C hu0 ; v  uiX 0;X (16)

holds for all v 2 X.

The set of all subgradients of f at u is called subdifferential @f .u/ of f at u.
Notation For a functional F W L2.0/ ./ ! .1; C1, its subgradient maps from
L2.0/ ./ to P.L2.0/ ./0 /. Since we can also consider F as a functional from H.0/
1
./
to .1; C1, we have to distinguish between its different subgradients. Therefore
we write @X f for the subgradient of a functional f W X ! .1; C1, where X is a
real Banach space.
In our specific case, @L2 F respectively @L2 F is the subgradient of the
.0/ ./ .0/
functional F W L2.0/ ./ ! .1; C1 and @H 1 F respectively @H 1 F is the
.0/ ./ .0/
1
subgradient of the functional F W ./
! .1; C1.
H.0/
Q
First of all, we collect some statements on the subdifferentials of F and F:
Lemma 3.2 The functionals F; FQ W L2.0/ ./ ! R [ fC1g defined as in (14)
Q ¤ ;.
and (15) are lower semi-continuous and convex with dom.F/; dom.F/
The proof of this Lemma can be found in [2].
Proposition 3.3 The subgradients @L2 F and @L2 FQ are maximal monotone opera-
.0/ .0/
tors.
Proof Because of Lemma 3.2, F; FQ W L2.0/ ./ ! R [ fC1g are lower semi-
continuous functionals with F, FQ 6
C1.
The Theorem of Rockafeller, cf. Proposition 32.17 in [11], yields that the
operators @L2 F, @L2 FQ W L2.0/ ! P..L2.0/ .//0 / are maximal monotone. t
u
.0/ .0/

Proposition 3.4 The subgradients @H 1 F and @H 1 FQ are maximal monotone opera-

.0/ .0/
tors.
1 1
Proof Let .ck /k2N  H.0/ ./ with ck ! c in H.0/ ./. Then it holds ck !
2
c in L ./ and therefore lim infF.ck /  F.c/ and lim infF.c Q
Q k /  F.c/ by
k!1 k!1
Lemma 3.2. Thus the Theorem of Rockafeller, cf. Proposition 32.17 in [11], yields
the statement. t
u
30 H. Abels and J. Weber

Theorem 3.5 Let   Rd , d D 2; 3 be a bounded domain with C3 -boundary and

F defined as in (14). Moreover let f00 .x/ D C1 for all x … .a; b/. Then
˚
D.@L2 F/ D c 2 H 2 ./ \ L2.0/ ./j f00 .c/ 2 L2 ./;
.0/

f000 .c/jrcj2 2 L1 ./; @n cj@ D 0 (17)

and

@L2 F.c/ D c C P0 f00 .c/: (18)

.0/

Furthermore it holds
Z
kck2H 2 ./ C k f00 .c/k2L2 ./ C f000 .c.x//jrc.x/j2 dx

 
 C k@L2 F.c/k2L2 ./ C kck2L2 ./ C 1
.0/

for some constant C > 0 independent of c 2 D.@L2 F/.

.0/

The proof can be found in [2], cf. Theorem 4.3.

Remark 3.6 Here we identify L2.0/ ./0 with L2.0/ ./ in the standard way. But we
1 1
will not identify H.0/ ./ with H.0/ ./ via the Riesz isomorphism.
Equation (18) provides a characterization of @L2 F. Later, we will need relations
.0/
between @H 1 F and @L2 F. The two following lemmata provide such relations:
.0/ .0/

Lemma 3.7 Let F be as in (14). Then for all c 2 D.@L2 F/ we have @L2 F.c/ 
.0/ .0/
@H 1 F.c/.
.0/

Proof Let c 2 D.@L2 F/ and fwg D @L2 F.c/. By definition it holds

.0/ .0/

hw; c0  ciL2 ./0 ;L2 ./ D .w; c0  c/L2 ./  F.c0 /  F.c/ 8 c0 2 L2.0/ ./:

Thus we can conclude

hw; c0  ciH 1 ./;H 1  F.c0 /  F.c/ 8 c0 2 H.0/

1
./:
.0/ .0/ ./

This yields fwg  @H 1 F.c/. t

u
.0/

Lemma 3.8 Let w 2 @H 1 F.c/ and c 2 D.@H 1 F/. Suppose w 2 L2.0/ ./. Then
.0/ .0/
c 2 D.@L2 F/ and
.0/

w D @L2 F.c/ D c C P0 f00 .c/:

.0/
Stationary Solutions for a Navier-Stokes/Cahn-Hilliard System with Singular. . . 31

Proof Let w 2 @H 1 F.c/. Then

.0/

hw; c0  ciH 1 ./;H 1  F.c0 /  F.c/ 8 c0 2 H.0/

1
./:
.0/ .0/ ./

Since w 2 L2.0/ ./, we can conclude

.w; c0  c/L2 ./  F.c0 /  F.c/ 8 c0 2 L2.0/ ./:

1
The last conclusion holds since D.F/  H.0/ ./ and F.c0 / D C1 for c0 … D.F/.
This yields w 2 @L2 F.c/. Due to (18), we can identify fwg and w, where fwg D
.0/
@L2 F.c/. Hence
.0/

w D @L2 F.c/ D c C P0 f00 .c/

.0/

t
u
Finally we state the main result about maximal monotone operators on which the
proof of Theorem 1.3 is based:
Theorem 3.9 (Browder)
1. Let C be a nonempty, closed and convex subset of a real and reflexive Banach
space X.
2. Let A W C ! P.X 0 / be a maximal monotone operator.
3. Let B W C ! X 0 be a pseudo-monotone, bounded and demi-continuous mapping.
4. If the set C is unbounded, then the operator B is A-coercive with respect to
b 2 X 0 , i.e., there exists an element u0 2 C \ D.A/ and r > 0 such that

hBu; u  u0 iX 0;X > hb; u  u0 iX 0;X

for all u 2 C with jjujjX > r.

Then the problem

b 2 Au C Bu (19)

has a solution u 2 D.A/ \ C.

The proof of this theorem can be found in [9], cf. Theorem 3.42, or [11], cf.
Theorem 32.A.
32 H. Abels and J. Weber

4 Existence of Weak Solutions

4.1 Reformulation of the Problem

When working with Definition 1.2, some difficulties arise in the analysis of our
problem. The most obvious one is that L2.m/ N ./ is no vector space for mN ¤ 0. But
w.l.o.g. we can assume m N D 0 in Eq. (7). Otherwise replace c by c0 WD c  mN and f
by fmN with fmN .x/ WD f .x C m/
N for all x 2 R. Note that this implies 0 D mN 2 .a; b/.
Moreover we will need that  has mean value 0 in the following. Otherwise there
will be some difficulties with the coercivity of the operator. But as we will see, we
can reduce to this case. To this end we consider the following equations:
Z Z Z Z
.v  rv/  'dx C 2 .c/Dv W D'dx D 0 rc  'dx C fQ  'dx (20)
   

1
for all ' 2 C0;
./ and
Z Z
.v  rc/  dx D  m.c/r0  r dx (21)
 
Z Z Z
0 dx D rc  r dx C P0 f 0 .c/ dx (22)
  

for all 2 C1 ./, where v 2 H01 ./d \ L2

./, 0 2 H.0/
1 1
./, c 2 H.0/ ./ and f
as in Assumption 1.1.
Lemma 4.1 Let .v; 0 ; c/ 2 .H01 ./d \ L2
.//  H.0/
1 1
./  H.0/ ./ be a solution
of the Eqs. (20)–(22). Then .v; ; c/ is a weak solution of the stationary Navier-
Stokes/Cahn-Hilliard
R 0 equations in the sense of Definition 1.2, where  D 0 C
1
jj f .c/dx.


Proof Let .v; 0 ; c/ 2 .H01 ./d \ L2

.//  H.0/
1 1
./  H.0/ ./ be a solution of the
Eqs. (20)–(22). Since Eq. (20) is fulfilled, we conclude
Z Z
.v  rv/  'dx C 2 .c/Dv W D'dx
 
Z Z Z
D 0 rc  'dx C  rc  'dx C fQ  'dx
  

1 1
R
for all ' 2 C0;
./, where  WD jj f 0 .c/dy.

Stationary Solutions for a Navier-Stokes/Cahn-Hilliard System with Singular. . . 33

But this already yields Eq. (11). Equation (12) holds due to Eq. (21). It remains
to show that Eq. (13) is fulfilled. Because of Eq. (22) holds, we can deduce
Z Z Z
 dx D rc  r dx C .P0 f 0 .c/ C / dx:
  

Using the definitions of  and P0 yields Eq. (13) and therefore the lemma is
proved. u
t
In Sect. 4.3 we will prove the existence of a solution for the Eqs. (20)–(22)
and thus deduce the existence of a solution for the stationary Navier-Stokes/Cahn-
Hilliard equations with the help of the previous lemma.

4.2 Abstract Reformulation

First of all, we define the following spaces:

X WD .H01 ./d \ L2
.//  H.0/
1 1
./  H.0/ ./
X1  X2  X3 (23)
C WD X1  X2  fc 2 X3 W c.x/ 2 Œa; b a.e.g
X1  X2  C3 (24)

Moreover we define a multivalued mapping A W C ! P.X 0 / by

880 19
ˆ
ˆ ˆ
ˆ 0 >
>
ˆ < C=
< B
ˆ B 0 C
A.v; 0 ; c/ WD ˆ @ A> if .v; 0 ; c/ 2 D.A/;
:̂ > (25)
ˆ
ˆ
ˆ @H 1 F.c/ ;
Q
.0/
:̂
; else

Q and FQ is defined as in (15), and another operator

where D.A/ WD X1 X2 D.@H 1 F/
.0/
0
B W C ! X by

hB.v; 0 ; c/; .'; ; /iX 0 ;X

Z Z Z
WD .v  rv/  'dx C 2 .c/Dv W D'dx  0 rc  'dx
  
Z Z Z
C m.c/r0  r dx C .v  rc/ dx  0 dx
  
Z Z
1
 P0 . c/ dx C rc  rdx (26)
2
 

for all .v; 0 ; c/ 2 C and .'; ; / 2 X.

34 H. Abels and J. Weber

In addition, b 2 X 0 is given by
Z
hb; .'; ; /iX 0 ;X WD fQ  'dx


for all .'; ; / 2 X.

Because of the Eqs. (25) and (26), the problem b 2 A.v; 0 ; c/CB.v; 0 ; c/ with
.v; 0 ; c/ 2 C \ D.A/ can be written as
0 1 0 1 0 1
0 v  rv  div.2 .c/Dv/  0 rc fQ
B C @ A
@ 0 AC  divN .m.c/r0 / C v  rc @
D 0A (27)
Q
@H 1 F.c/ 1
0  P0 . c/  2 N c 0
.0/

in X 0 Š X10  X20  X30 , where N W H.0/

1 1
./ ! H.0/ ./ is defined as
Z
hN u; iH 1 ./;H 1 WD ru  r dx
.0/ .0/ ./


1
for all 2 H.0/ ./ and
Z
h divN .m.c/r0 /; iH 1 ./;H 1 WD m.c/r0  r dx
.0/ .0/ ./


1
for all 2 H.0/ ./.
First of all, we suppose that the problem b 2 A.v; 0 ; c/ C B.v; 0 ; c/ has
a solution. Then we show that this solution is a weak solution to the Navier-
Stokes/Cahn-Hilliard equations. The existence of such a solution will be proved
in the next section.
Lemma 4.2 Let .v; 0 ; c/ 2 C \ D.A/ be such that b 2 A.v; 0 ; c/ C B.v; 0 ; c/
holds. Then .v; 0 ; c/ is a weak solution of the stationary Navier-Stokes/Cahn-
Hilliard equations in the sense of Definition 1.2.
Proof Let .v; 0 ; c/ 2 C \ D.A/ be a triple such that b 2 A.v; 0 ; c/ C B.v; 0 ; c/
Q exists, i.e.
holds. Because of Eq. (27) we see that w 2 @H 1 F.c/
.0/

hw; c0  ciH 1 ./;H 1 Q 0 /  F.c/

 F.c Q for all c0 2 H.0/
1
./:
.0/ .0/ ./

Thus we can conclude

1
hw;c0  ciH 1 ./;H 1 C .rc; rc0  rc/L2 ./
.0/ .0/ ./ 2
Stationary Solutions for a Navier-Stokes/Cahn-Hilliard System with Singular. . . 35

Q C 1 .rc; rc0  rc/L2 ./

Q 0 /  F.c/
 F.c
2
Q C 1 krc0 k2 2  1 krck2 2  1 kr.c  c0 /k2 2
Q 0 /  F.c/
 F.c L ./ L ./ L ./
4 4 4

for all c0 2 H.0/

1
./. Altogether we obtain

1
hw; c0  ciH 1 ./;H 1 C .rc; rc0  rc/L2 ./  F.c0 /  F.c/
.0/ .0/ ./ 2

for all c0 2 H.0/

1 1
./. Thus wQ 2 @H 1 F.c/, where wQ 2 H.0/ ./ is defined by
.0/

1
hw;
Q iH 1 ./;H 1 WD hw; iH 1 ./;H 1 C .rc; r /L2 ./ (28)
.0/ .0/ ./ .0/ .0/ ./ 2
1
for all 2 H.0/ ./. Since .v; 0 ; c/ 2 C \ D.A/ fulfills Eq. (27) by assumption, it
holds
1 1
0 C P0 . c/ C N c D w D wQ C N c in X30 :
2 2

Thus we obtain 0 C P0 . c/ D wQ in X30 . From 0 C P0 . c/ 2 L2.0/ ./ and

c 2 D.@H 1 F/ we can deduce with Lemma 3.8 that it holds wQ D N c C P0 f00 .c/ in
.0/
X30 . In particular this yields f00 .c/ 2 L2 ./. Altogether

0 C P0 . c/ D N c C P0 f00 .c/ in X30 :

Thus it holds in X30 :

0 C P0 . c/ D N c C P0 f00 .c/

which implies

0 D N c C P0 . f00 .c/   c/ D N c C P0 .f 0 .c//:

This means that Eq. (22) holds for all 2 C1 ./\L2.0/ ./. That Eq. (20) holds for
1
all ' 2 C0;
./ and (21) holds for all 2 C1 ./\L2.0/ ./ is a direct consequence
of (26) and (27). Finally, Lemma 4.1 implies the statement. t
u
36 H. Abels and J. Weber

4.3 Proof of Existence of Weak Solutions

In Lemma 4.2 we considered the existence of a triple .v; 0 ; c/ 2 C \ D.A/ which

fulfills b 2 A.v; 0 ; c/ C B.v; 0 ; c/. Then we showed that such a triple is a weak
solution to the stationary Navier-Stokes/Cahn-Hilliard equations in the sense of
Definition 1.2. Now it remains to show that there really exists such a triple.
Proof of Theorem 1.3 According to Lemma 4.2 it is sufficient to show the existence
of a solution u 2 C \ D.A/ to the differential inclusion b 2 Au C Bu. To prove
the existence of such a solution u, we will apply Theorem 3.9 and show that the
conditions (1) – (4) are satisfied.
To (1): Obviously C is non-empty and closed. Moreover it is easy to show that C is
convex. Since X is a real, reflexive Banach space, C and X fulfill condition (1).
To (2): First we show that D.@H 1 F/ Q  C3 . To this end let c 2 D.@H 1 F/. Q Then
.0/ .0/
Q
F.c/ ¤ C1 since D.@H 1 F/ Q  dom.F/. Q This yields c.x/ 2 Œa; b a.e. since f0 .x/ D
.0/
C1 for x … Œa; b. Thus we obtain c 2 C3 .
Because of Proposition 3.4, the operator @H 1 FQ W H.0/
1 1
./ ! P.H.0/ .// is
.0/
maximal monotone. Since A does not depend on v and 0 , the operator A W
X ! P.X 0 / is maximal monotone. Due to D.A/ D .X1  X2  D.@H 1 F// Q 
.0/
.X1  X2  C3 / D C  X, the operator A W C ! P.X 0 / is maximal monotone as
well.
To (3): We split B into several operators .Bi /i2f1;:::;8g with B D B1 C : : : C B8 and
will show that all operators Bi W C ! X 0 ; i 2 f1; : : : ; 8g, are pseudo-monotone.
Moreover we will show that each operator is locally bounded and demi-continuous
as well. Because of (26) we define
Z
hB1 .v; 0 ; c/; .'; ; /iX 0 ;X WD .v  rv/  'dx;

Z
hB2 .v; 0 ; c/; .'; ; /iX 0 ;X WD 2 .c/Dv W r'dx;

Z
hB3 .v; 0 ; c/; .'; ; /i X 0 ;X WD  0 rc  'dx;

Z
hB4 .v; 0 ; c/; .'; ; /iX 0 ;X WD m.c/r0  r dx;

Z
hB5 .v; 0 ; c/; .'; ; /iX 0 ;X WD .v  rc/ dx;

Stationary Solutions for a Navier-Stokes/Cahn-Hilliard System with Singular. . . 37

Z
hB6 .v; 0 ; c/; .'; ; /iX 0 ;X WD   dx;

Z
hB7 .v; 0 ; c/; .'; ; /iX 0 ;X WD  P0 . c/dx;

Z
1
hB8 .v; 0 ; c/; .'; ; /iX 0 ;X WD rc  rdx:
2


for all .'; ; / 2 X.

Pseudo-Monotonicity Using the compact embeddings H 1 ./ ,! L4 ./ and
4
L 3 ./ ,! H 1 ./, it is easy to show that the operators B1 ; B3 ; B5 ; B6 ; B7 and
B8 are completely continuous and therefore pseudo-monotone. Thus it remains to
show the pseudo-monotonicity of the operators B2 and B4 . In the following, we only
prove the pseudo-monotonicity of the operator B2 since the proof for the operator
B4 is almost the same.
To prove the pseudo-monotonicity of B2 , we define another operator BQ 2 W X 
X ! X 0 by
Z
hBQ 2 .u1 ; u2 /; .'; ; /iX 0 ;X WD 2 .c1 /Dv2 W D'dx;


where ui D .vi ; 0i ; ci / 2 X, i D 1; 2, respectively u D .v; 0 ; c/ 2 X. Then BQ 2 .u; /

is hemi-continuous for every fixed u 2 X. Moreover BQ 2 .u; / is monotone since
Z
hBQ 2 .u; u1  u2 /; u1  u2 iX 0 ;X D 2 .c1 /D.v1  v2 / W D.v1  v2 /dx  0:


Furthermore BQ 2 .; u/ is completely continuous for all u 2 X. To this end we

consider a sequence .uk /k2N  X such that uk * u in X and uQ D .v; Q Q0 ; c/
Q 2 X.
Then it holds
Z  
Q
hB2 .uk ; u/ Q Q .'; ; /iX 0 ;X D 2 .ck /DvQ  .c/DvQ W D'dx
Q  B2 .u; u/;


 2jj .ck /DvQ  .c/Dvjj

Q L2 ./ jj'jjH 1 ./ :

To verify jj .ck /DvQ  .c/Dvjj

Q L2 ./ ! 0, we define

Q
.Fc/.x/ WD f .x; c.x// WD .c.x//  Dv.x/:
38 H. Abels and J. Weber

Then Lemma 1.19 in [9] yields that F W L2 ./ ! L2 ./ is continuous and bounded.
Since ck ! c in L2 ./, this yields that BQ 2 .; u/ is completely continuous for all
u 2 X.
Due to Lemma 5.1 below we can conclude that B2 is pseudo-monotone.
Boundedness Since the local boundedness is obvious for every operator Bi , i D
1; : : : ; 8, the operator B is locally bounded as well.
Demi-Continuity Since the operators B1 ; : : : ; B8 are pseudo-monotone and locally
bounded, they are also demi-continuous, cf. Chap. 3, Lemma 2.6 in [9], or
Proposition 27.7 in [11]. Thus B is also demi-continuous.
To (4): Obviously, the set C is unbounded. We choose u0
.0; 0; 0/ 2 C \ D.A/.
Then we have to show that there is some r > 0 such that

< B.u/  b; u >X 0;X > 0 for all u 2 C such that jjujjX > r (29)

For the operator B we can write

Z Z
hB.u/; uiX 0;X hb; uiX 0;X D 2 .c/Dv W Dvdx C m.c/r  rdx (30)
 
Z Z Z Z
1
 c dx  P0 . c/cdx C rc  rcdx  fQ  vdx:
2
   

Using jc.x/j  max.jaj; jbj/ a.e. and the fact that the mean value of 0 is 0, we can
derive the following inequalities:
Z
2 .c/Dv W Dvdx  CQ 1 jjvjj2H 1./

Z
m.c/r  rdx  CQ 2 jjjj2H 1 ./

Z
c dx  CQ 3 jjjjH 1./

Z
P0 . c/c dx D  jjcjj2L2 ./  CQ 4

Z
1
rc  rcdx  CQ 5 jjcjj2H 1./
2

Z
1 1
fQ  vdx  . jjfQjj2L2 ./ C CQ 1 jjvjj2H 1./ /
2 CQ 1

Stationary Solutions for a Navier-Stokes/Cahn-Hilliard System with Singular. . . 39

for some constants CQ 1 ; CQ 2 ; CQ 3 ; CQ 4 ; CQ 5 > 0. With the help of these inequalities, (30)
can be estimated as

hB.u/; uiX 0;X  hb; uiX 0;X  CQ 1 jjvjj2H 1./ C CQ 2 jjjj2H 1 ./  CQ 3 jjjjH 1 ./  CQ 4

1 Q 2 CQ 1
C CQ 5 jjcjj2H 1./  jjf jjL2 ./  jjvjj2H 1./
2CQ 1 2
CQ 1
D jjvjj2H 1./ C jjjjH 1 ./ .CQ 2 jjjjH 1 ./  CQ 3 /
2 „ ƒ‚ …
DWh.jjjjH 1 ./ /

1 Q 2
C CQ 5 jjcjj2H 1./  CQ 4  jjf jjL2 ./ :
2CQ 1

Since fQ 2 L2 ./d is fixed, CQ 4 C 1

2CQ 1
jjfQjj2L2 ./  M1 for a constant M1 > 0 large
enough. Moreover we deduce

lim h.x/ D C1:

x!C1

Thus we can see that the condition (29) is fulfilled for all .v; 0 ; c/ 2 C with
jj.v; 0 ; c/jjX large enough. This yields the theorem. t
u

Appendix

Lemma 5.1 Let X be a real, reflexive Banach space and AQ W X  X ! X 0 such that
for all u 2 X:
1. Q :/ W X ! X 0 is monotone and hemi-continuous.
A.u;
2. Q
A.:; u/ W X ! X 0 is completely continuous.
Q u/ is pseudo-monotone.
Then the operator A W X ! X 0 defined by A.u/ D A.u;
Proof Let .uk /k2N  X be such that uk * u in X and

lim suphA.uk /; uk  uiX 0;X  0:

k!1

We have to show that

lim infhA.uk /; uk  wiX 0 ;X  hA.u/; u  wiX 0 ;X

k!1
40 H. Abels and J. Weber

Q :/ is monotone,
for all w 2 X. Since A.u;

Q k ; uk /  A.u
hA.u Q k ; wt /; uk  wt iX 0 ;X  0;

where we choose wt WD .1  t/u C tv for 0 < t < 1 and v 2 X arbitrary.

Now we use that uk  wt D .uk  u/ C t.u  v/ and thus we get two terms. For
the first one we use

Q k ; uk /  A.u
lim infhA.u Q k ; wt /; uk  uiX 0;X D lim infhA.uk /; uk  uiX 0;X ;
k!1 k!1

Q wt / is completely continuous for every 0 < t < 1.

where we used that A.;
This means that for the remaining terms it holds
 
Q k ; uk /  A.u
lim inf hA.u Q k ; wt /; t.u  v/iX 0 ;X C hA.uk /; uk  uiX 0 ;X  0:
k!1

Since lim suphA.uk /; uk  uiX 0;X  0 and 0 < t < 1, we can conclude
k!1

 
Q k ; uk /  A.u
lim inf hA.u Q k ; wt /; u  viX 0 ;X C hA.uk /; uk  uiX 0 ;X  0:
k!1

This yields
 
Q k ; wt /; u  viX 0 ;X  0
lim inf hA.uk /; uk  viX 0 ;X  hA.u
k!1

Q k ; / is hemi-continuous for every k 2 N and A.;

Using that A.u Q u/ is completely
continuous for every u 2 X yields the lemma. t
u

References

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logarithmic free energy. Nonlinear Anal. 67(11), 3176–3193 (2007)
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435–479 (1977)
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Parabolic Equations on Uniformly Regular
Riemannian Manifolds and Degenerate Initial
Boundary Value Problems

Herbert Amann

Dedicated to Professor Yoshihiro Shibata on the occasion of his

sixtieth birthday

Abstract In this work there is established an optimal existence and regularity

theory for second order linear parabolic differential equations on a large class of
noncompact Riemannian manifolds. Then it is shown that it provides a general
unifying approach to problems with strong degeneracies in the interior or at the
boundary.

Keywords Degenerate equations • Linear parabolic boundary value problems •

Noncompact Riemannian manifolds • Weighted Sobolev spaces

1 Introduction

This paper is devoted to second order initial boundary value problems for linear
parabolic equations on a wide class of noncompact Riemannian manifolds, termed
‘uniformly regular’. Important examples are complete Riemannian manifolds with
no boundary and bounded geometry.1 In this setting there is already a rich theory
for linear parabolic equations—predominantly heat equations—based on kernel
estimates. Our main interest concerns, however, noncompact Riemannian manifolds
with boundary for which very little is known so far (see the following sections for
references). Prototypes of such cases are m-dimensional Riemannian submanifolds
of Rn with compact boundary or funnel-like ends (cf. Examples 3.5).

1
Precise definitions of and notations for all terms used in this introduction without further
explanation are found in the following sections and the Appendix.
H. Amann ()
Math. Institut, Universität Zürich, Winterthurerstr. 190, CH 8057 Zürich, Switzerland
e-mail: [email protected]

© Springer Basel 2016 43

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_4
44 H. Amann

In order to give the flavor of our main results we consider in this introduction
a simplified version of the general problem. Namely, we restrict ourselves to
autonomous equations with homogeneous boundary conditions.
Let M D .M; g/ be a Riemannian manifold. We set

Au WD  div.a q grad u/; (1)

with a being a symmetric positive definite .1; 1/-tensor field on M which is bounded
and has bounded and continuous first order (covariant) derivatives. This is expressed
by saying that A is a regular uniformly strongly elliptic differential operator.
We assume that @0 M is open and closed in @M and @1 M WD @M n@0 M. Then we
put

B0 u WD u on @0 M; B1 u WD . ja q grad u/ on @1 M;

where these operators are understood in the sense of traces and is the inward
pointing unit normal vector field on @1 M. Thus B WD .B0 ; B1 / is the Dirichlet
boundary operator on @0 M and the Neumann operator on @1 M.
Throughout this paper, 0 < T < 1 and J WD Œ0; T. We write MT for the space
time cylinder M  J. Moreover, @ D @t is the ‘time derivative’, @MT WD @M  J the
lateral boundary, and M0 D M  f0g the ‘initial surface’ of MT . Then we consider
the problem

@u C Au D f on MT ; Bu D 0 on @MT ; u D u0 on M0 : (2)

The last equation is to be understood as 0 u D u0 with the ‘initial’ trace operator 0 .

Of course, @0 M or @1 M or both may be empty. In such a situation obvious
interpretations and modifications are to be applied.
We are interested in a strong Lp -theory for (2). To describe it we have to introduce
(fractional order) Sobolev spaces. We always assume that 1 < p < 1. The Sobolev
space Wpk .M/ is defined for k 2 N to be the completion of D.M/, the space of
smooth functions with compact support, in L1;loc .M/ with respect to the norm

X
k
 j  1=p
u 7!  jr uj 0 p : (3)
gj Lp .M/
jD0

Here r D rg is the Levi-Civita covariant derivative and jjg0j the .0; j/-tensor norm
naturally induced by g. Thus Wp0 .M/ D Lp .M/. Moreover,

2
˚ 
Wp;B .M/ WD u 2 Wp2 .M/ I Bu D 0 :
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 45

22=p
We also need the space Wp .M/ which is defined for p ¤ 2 by real
interpolation:
 
Wp22=p .M/ WD Lp .M/; Wp2 .M/ 11=p;p :

Then
8˚ 
ˆ
ˆ u 2 Wp22=p .M/ I Bu D 0 ; 3 < p < 1;
ˆ
<˚
22=p 
Wp;B .M/ WD u 2 Wp22=p .M/ I B0 u D 0 ; 3=2 < p < 3; (4)
ˆ
ˆ
:̂ W 22=p .M/; 1 < p < 3=2:
p

We set

2
A WD AjWp;B .M/; (5)

2
considered as an unbounded linear operator in Lp .M/ with domain Wp;B .M/.
Then (2) can be expressed as an initial value problem for the evolution equation
q
u C Au D f on J; u.0/ D u0 (6)

in Lp .M/.
Now we are ready to formulate our main result in the present model setting. It is
a special case of Theorem 3.4
Theorem 1.1 Let M be a uniformly regular Riemannian manifold and let p …
f3=2; 3g. Suppose that A is regular and uniformly strongly elliptic. Then (2) has
for each
  22=p
. f ; u0 / 2 Lp J; Lp .M/  Wp;B .M/

a unique solution
 2
  
u 2 Lp J; Wp;B .M/ \ Wp1 J; Lp .M/ :

The map .f ; u0 / 7! u is linear and continuous.

Equivalently: A generates an analytic semigroup on Lp .M/ and has the
property of maximal regularity.
The finite time interval J can be replaced by RC , provided we impose the additional
assumption that the spectrum of A is contained in ŒRe z    for some  > 0. This
can always be achieved by replacing A by A C ! for a sufficiently large ! > 0.
On the surface, this theorem looks exactly the same as the very classical existence
and uniqueness theorem for second order parabolic equations on open subsets of Rm
with smooth compact boundary (e.g., Ladyzhenskaya et al. [27, Chap. IV] and Denk
46 H. Amann

et al. [17]). However, it is in fact a rather deep-rooted vast generalization thereof

since it applies to any uniformly regular Riemannian manifold.
Closely related to uniformly regular Riemannian manifolds are ‘singular Rie-
mannian
 manifolds’
 which are characterized by a ‘singularity function’  2
C1 M; .0; 1/ . More precisely, let M D .M; g/ be a Riemannian manifold and
consider the conformal metric gO WD g=2 on M. Then the basic requirement for M
to be a singular Riemannian manifold is that MO WD .M; g/ O be a uniformly regular
Riemannian manifold. In Examples 4.1 we present some important instances of sin-
gular Riemannian manifolds, most notably the class of m-dimensional Riemannian
submanifolds of Rn with finitely many cuspidal singularities.
By considering parabolic equations on singular Riemannian manifolds we are
naturally led to study degenerate parabolic equations in weighted Sobolev spaces.
To be more precise, we now assume  that M D .M; g/ is a singular Riemannian
manifold and  2 C1 M; .0; 1/ is a singularity function for it. Then A is said
to be a -regular uniformly -elliptic differential operator if 2 a is symmetric,
uniformly positive definite, and 2 a and 1 ra are bounded and continuous. Note
that this means that A is no longer uniformly strongly elliptic but that the ellipticity
condition degenerates if  tends to zero (or to infinity).
For  2 R and k 2 N we define the weighted Sobolev space Wpk; .MI / to be the
completion of D.M/ in L1;loc .M/ with respect to the norm

X
k
 Cj j  1=p
u 7!  jr uj 0 p :
gj Lp .M/
jD0

Then
˚ 
Wp0; .MI / D Lp .MI / WD u 2 Lp;loc .M/ I  u 2 Lp .M/ :

If p ¤ 2, then
 
Wp22=p; .MI / WD Lp .MI /; Wp2; .MI / 11=p;p :

2; 22=p; 2
Furthermore, Wp;B .MI / and Wp;B .MI / are defined analogously to Wp;B .M/
22=p
and Wp;B .M/, resp. Lastly, Wp2 .MI / WD Wp2;0 .MI /, etc. Note that L0p .MI / D
Lp .M/.
Using this we can now formulate our main result for degenerate parabolic
equations in the present setting.
Theorem 1.2 Let M be a singular Riemannian manifold,  a singularity function
for it, and p … f3=2; 3g. Suppose A is -regular and -uniformly strongly elliptic.
Then (2) has for each
 
.f ; u0 / 2 Lp J; Lp .M/  Wp22=p;2=p .MI /
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 47

a unique solution
 2
  
u 2 Lp J; Wp;B .MI / \ Wp1 J; Lp .M/ :

The map .f ; u0 / 7! u is linear and continuous.

2
Equivalently: Set A WD AjWp;B .MI /. Then A generates a strongly continuous
analytic semigroup on Lp .M/ and has the property of maximal regularity.
This is a particular instance of Theorem 5.2 and its corollary, both of which apply
to general weighted spaces, that is, to  ¤ 0 as well.
We should like to point out that we impose minimal regularity requirements on a
(within the framework of continuous coefficients). This allows to use Theorems 1.1
and 1.2 (and the more general results below) as a basis for the study of quasilinear
equations along well-established lines (e.g., [1, 3]). For the sake of brevity we do
not give details in this paper.
It should also be noted that only the behavior of  near zero and infinity is of
importance. In other words, if Q 2 C1 M; .0; 1/ satisfies Q  , that is, =c 
Q  c for some c  1, then Theorem 1.2 remains valid with  replaced by . Q In
2 2
particular, Wp;B .MI /
Q equals Wp;B .MI / except for equivalent norms.
Now we illustrate the strength of our results by means of relatively simple
examples. For this we assume that  is a smooth open subset of Rm with a compact
smooth boundary, that is,  N is a smooth m-dimensional submanifold of Rm . We also
assume that

 is a finite family of compact connected smooth submanifolds  of Rm without

boundary and dimension `  m  1 such that the following applies:

.i/ if ` D m  1 and  \ @ ¤ ;, then   @:

.ii/ if 1  `  m  2, then   :
S
Then M WD  N n f  I  2  g, endowed with the Euclidean metric, is
an m-dimensional
S Riemannian submanifold of Rm whose boundary @M equals
@ n f  I  2  g.
For each  2  and x 2 M we denote by ı .x/ the (Euclidean) distance from x
to . Then ı is, sufficiently close to , a well-defined strictly positive smooth
function. If M contains a neighborhood of infinity in Rm , that is, if  is an exterior
domain, then we put ı1 .x/ WD jxj with the Euclidean norm jj in Rm . We also fix
˛  1 and ˛1 2 .1; 0/. Then we choose a function  2 C1 M; .0; 1/
satisfying   ı˛ near  2 ,   ı1 ˛1
near infinitySif  is an exterior
domain, and   1 away from the ‘singularity set’ S.M/ WD f  I  2  g and
infinity. Then M is a singular Riemannian manifold characterized by the singularity
function . Indeed, see Examples 4.1, each  2  is an .˛ ; ` /-wedge and
f x 2 M I jxj > R g is for sufficiently large R > 1 diffeomorphic to an infinite
˛1 -cusp (over Sm1 in RmC1 ) if  is an exterior domain. Thus Theorem 1.2 applies
to this situation.
48 H. Amann

Next we consider some particularly simple subcases which have been treated
before in the literature.
(a) Suppose  is bounded and S.M/ D @. Thus   ı ˛ for some ˛  1,
where ı is the distance to @. In this situation it is shown by Vespri [34]
that A generates an analytic semigroup on Lp ./ D Lp .M/. Recently, Fornaro
et al. [19] have given a new proof for this generation theorem.
(b) Let  be bounded and ` D 0 for each  2 . Then S.M/ consists of finitely
many one-point sets fx0 g; : : : ; fxk g lying either in  or on @. We set ıj .x/ WD
 Sk
jxxj j for 0  j  k and x 2 M D  N
jD0 fxj g. Assume

˛j  1 for 0  j  k.

Then Theorem 1.2 implies that, given any  2 C1 M; .0; 1/ satisfying  
˛ 2
ıj j near xj and   1 otherwise, A D AjWp;B .MI / generates a strongly
continuous analytic semigroup on Lp .M/ D Lp ./ and has the property of
maximal regularity.
The only paper known to the author treating the problem of semigroup generation
by parabolic equations with strong degeneracies at isolated points is the recent
publication of Fragnelli et al. [20]. These authors consider the case where  D
.0; 1/ and S.M/ D fx0 g   and show that A generates an analytic semigroup
on L2 ./.
In none of the above papers it is shown that the maximal regularity property
prevails. Furthermore, the proofs given there depend significantly on the fact that
second order equations are being considered. In contrast, our approach does not
depend on the particular structure of the problem but applies equally well to systems
and higher order equations (cf. Amann [7]).
Observe that the preceding examples show that a given Riemannian manifold can
possess uncountably many non-equivalent singular structures. This is related to and
sheds new light on the non-uniqueness results observed by Pozio et al. [30]. Thus,
besides being rather general and widely applicable, our approach to highly degener-
ate parabolic problems via Riemannian manifolds leads to a deeper understanding
of such problems as well.
In the next section we give the precise definition of a uniformly regular Rie-
mannian manifold. Then we formulate our main result, Theorem 3.1, in the setting
of second order equations and trace it back to the much more general propositions
in [7]. Note that, besides allowing lower order terms, we prove an optimal regularity
theorem in the presence of nonhomogeneous boundary conditions. In addition,
we show that we get classical solutions if we impose slightly stronger regularity
assumptions on the data.
Singular Riemannian manifolds are precisely defined in Sect. 4 and basic exam-
ples are presented. Furthermore, weighted function spaces are introduced and their
interrelation with non-weighted Sobolev-Slobodeckii spaces on uniformly regular
manifolds is established.
Section 5 contains our main theorem for second order degenerate parabolic
problems involving lower order terms and nonhomogeneous boundary conditions.
We attract the reader’s attention to Theorem 5.2 where it is shown that problems with
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 49

homogeneous boundary conditions give rise to generators of analytic semigroups

possessing the property of maximal regularity in general weighted spaces Lp .MI /
for any  2 R. This generalizes results by Barbu et al. [15], for example, where
the case M D , with  a bounded domain on Rm , S.M/ D @, and  D 1 is
considered (see also [20]).
For the reader’s convenience there is included an Appendix in which some basic
facts on tensor bundles over Riemannian manifolds are listed.

2 Function Spaces and Uniformly Regular Manifolds

By a manifold we always mean a smooth, that is, C1 manifold with (possibly

empty) boundary such that its underlying topological space is separable and
metrizable. Thus, in the context of manifolds, we work in the smooth category.
A manifold does not need to be connected, but all connected components are of the
same dimension.
Let M D .M; g/ be a Riemannian manifold with boundary @M and volume
measure dv. The metric g on TM gives rise to a vector bundle metric on the tensor
bundle V
WD T
M for
;  2 N, which we denote by g
(see the Appendix for more
details). In particular, g01 D g and g10 D g , the adjoint (or contravariant) metric on
the cotangent bundle T  M.
For k 2 N the vector space of all .
; /-tensor fields of class Ck , that is, of all
C sections of V
, is denoted by Ck .V
/. The Levi-Civita covariant derivative, r,
k

satisfies r k a 2 C.VCk / for a 2 Ck .V

/, where r 0 a WD a. We write D.V
/ for
the space of all smooth sections with compact support in M (which may meet the
boundary). As usual, Ck .M/ stands for Ck .V00 /, etc.
We fix
and  and set V WD V
. Then, given k 2 N, we denote by Wpk .V/
the Sobolev space of order k, defined to be the completion of D.V/ in L1;loc .V/ D
L1;loc .V; dv/ with respect to the norm
X
k
 j p 1=p
u 7!  jr uj  Cj
 :
g
Lp .V/
jD0

Thus Wp0 .V/ D Lp .V/.

We also need fractional order Sobolev spaces, namely the Slobodeckii
spaces Wps .V/, for s 2 RC n N. If k < s < k C 1 with k 2 N, then
 
Wps .V/ WD Wpk .V/; WpkC1 .V/ sk;p ; (7)

which is the interpolation space between Wpk .V/ and WpkC1 .V/ obtained by means
of the real interpolation method with exponent s  k and integrability parameter p.
We denote by B.V/ the space ofall  bounded sections of V. It is a Banach
space with the norm u 7! kuk1 WD  juj 1 , where kk1 is the maximum norm.
50 H. Amann

Moreover, BC.V/ WD B.V/ \ C.V/ is a closed linear subspace thereof. For k 2 N

we write BCk .V/ for the linear subspace of Ck .V/ consisting of all u satisfying

r j u 2 B.VCj / for 0  j  k. It is a Banach space with the obvious norm. Moreover,

T
BC .V/ WD k BCk .V/ and bck .V/ is the closure of BC1 .V/ in BCk .V/. Now we
1

define Besov-Hölder spaces Bs1 .V/ for s > 0 by

8 
< bck .V/; bckC1 .V/ sk;1 ; k < s < k C 1;
Bs1 .V/ WD 
: bck .V/; bckC2 .V/
(8)
1=2;1
; s D k C 1;

where k 2 N.
Besides these isotropic spaces we also need anisotropic versions adapted to
parabolic problems. Anisotropic Sobolev-Slobodeckii spaces are introduced for
s 2 RC D Œ0; 1/ by
   
Wp.s;s=2/ .V  J/ WD Lp J; Wps .V/ \ Wps=2 J; Lp .V/ :

The second space on the right is a standard Sobolev-Slobodeckii space of Banach

.0;0/
space valued distributions
 onJ̊. Of course, Wp .V  J/ is naturally identified with
Lp .V  J/ D Lp V  J; dvdt .
Analogously, we define anisotropic Besov-Hölder spaces for s > 0 by
   
B.s;s=2/
1 1 J; B.V/ :
.V  J/ WD B J; Bs1 .V/ \ Bs=2
 
Here the second space on the right is a standard Hölder space Cs=2 J; B.V/ if s …
2N, and a Zygmund space for s 2 2N, of Banach space valued functions on J (see
Lunardi [28], for example). For k 2 N WD N n f0g we put
   
BC.k;k=2/ .V  J/ WD C J; BCk .V/ \ Ck=2 J; B.V/ ;

recalling that J is compact.

Although Sobolev-Slobodeckii spaces, respectively Besov-Hölder spaces, are
well-defined for each s 2 RC , respectively s > 0, they are not too useful on
general Riemannian manifolds since, for example, the fundamental Sobolev type
embedding theorems may not hold in general. Even more importantly, there may
be no characterization by local coordinates. For this reason we restrict ourselves
to the class of uniformly regular Riemannian manifolds. Loosely speaking, M is a
uniformly regular Riemannian manifold if its differentiable structure is induced by
an atlas K of finite multiplicity whose coordinate patches are all of comparable
size, such that K can be uniformly shrunk to an atlas for M, and the family of
all charts in K which intersect @M induces an atlas of the same type for @M. In
q q
particular, @M D .@M; g/, where g is the Riemannian metric induced by g on @M,
is a uniformly regular .m  1/-dimensional Riemannian manifold if M is uniformly
regular (see Example 4.1(b)).
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 51

For the precise definition of a uniformly regular Riemannian manifold we intro-

duce some notation and conventions. By c we denote constants  1 whose numerical
value may vary from occurrence to occurrence; but c is always independent of the
free variables in a given formula, unless a dependence is explicitly indicated.
We denote by Hm the closed right half-space RC  Rm1 in Rm , where R0 D f0g.
The Euclidean metric on Rm , .dx1 /2 C    C .dxm /2 , is denoted by gm . The same
symbol is used for its restriction to an open subset U of Rm or Hm , that is, for  gm ,
where  W U ,! Rm is the natural embedding. Here and below, we employ standard
definitions of pull-back and push-forward operations.
On the space of all nonnegative functions, defined on some nonempty set whose
specific form will be clear in any given situation, we introduce an equivalence
relation  by setting f  g iff there exists c  1 such that f =c  g  cf .
Inequalities between vector bundle metrics have to be understood in the sense of
quadratic forms. By 1 we denote the constant function s 7! 1, whose domain will
always be clear from the context.
We set Q WD .1; 1/  R. If  is a local chart for an m-dimensional manifold M,
then we write U for the corresponding coordinate patch dom./. A local chart 
is normalized (at q) if .U / D Qm whenever U  M̊, the interior of M, whereas
.U / D Qm \ Hm if U \ @M ¤ ; (and .q/ D 0). We put Qm  WD .U / if  is
normalized.
An atlas K for M has finite multiplicity if there exists k 2 N such that any
intersection of more than k coordinate patches is empty. In this case

N./ WD f Q 2 K I UQ \ U ¤ ; g

has cardinality  k for each  2 K. An atlas is uniformly shrinkable ˚ if it consists of

1
normalized
 charts and there exists r 2 .0; 1/ such that the family  .rQm/I  2
K is a cover of M. We put KS WD f  2 K I U \ S ¤ ; g for any nonempty subset S
of M.
Given an open subset X of Rm or Hm and a Banach space X , we write kkk;1
for the usual norm of BCk .X; X /, the Banach space of all u 2 Ck .X; X / such that
j@˛ ujX is uniformly bounded for ˛ 2 Nm of length at most k.
An atlas K for M is uniformly regular if

.i/ K is uniformly shrinkable and has finite multiplicity. (9)

.ii/ kQ ı  1 kk;1  c.k/; ; Q 2 K; k 2 N:

In (ii) and in similar situations it is understood that only ; Q 2 K with U \ UQ ¤ ;

are being considered. Two uniformly regular atlases K and KQ are equivalent, K  K, Q
if

.i/ cardf Q 2 KQ I UQ \ U ¤ ; g  c;  2 KI (10)

.ii/ Q k 2 N:
kQ ı  1 kk;1 C k ı Q1 kk;1  c.k/;  2 K; Q 2 K;
52 H. Amann

A uniformly regular structure is a maximal family of equivalent uniformly regular

atlases. A uniformly regular manifold is a manifold endowed with a uniformly
regular structure. Clearly, on such a manifold all local charts, atlases, etc. under
consideration belong to its uniformly regular structure. An m-dimensional Rieman-
nian manifold .M; g/ is a uniformly regular Riemannian manifold if

.i/ M is uniformly regularI (11)

.ii/  g  gm ;  2 KI
.iii/ k gkk;1  c.k/;  2 K; k 2 N;

for some uniformly regular atlas K for M.

Let M be a uniformly regular Riemannian manifold. Then the Sobolev-
Slobodeckii and Besov-Hölder space scales possess all the properties known to hold
in the case of the m-dimensional Euclidean space or half-space. In other words, there
.s;s=2/
are embedding, interpolation, and trace theorems for Wps .M/ and Wp .M  J/
which are completely analogous to the corresponding theorems for the classical
Sobolev-Slobodeckii spaces. In particular, the anisotropic Sobolev-Morrey type
embedding theorem

Wp.s;s=2/ .V  J/ ,! B1
.t;t=2/
.V  J/; s C .m C 2/=p > t > 0; (12)

is valid. In addition, Wps .V/ and Bs1 .V/ can be characterized by means of local
coordinates, similarly as in the case of compact manifolds.
The spaces BCk .V/ and BC.k;k=2/ .V/ do not belong to either one of these scales.
However, they can be arbitrarily well approximated by Besov-Hölder spaces. In fact,
given k 2 N ,

B.s
1
1 ;s1 =2/
.V  J/ ,! BC.k;k=2/ .V  J/ ,! B.s
1
0 ;s0 =2/
.V  J/ (13)

for 0 < s0 < k < s1 . Note that this implies a corresponding assertion for the
isotropic spaces BCk .V/ and Bs1 .V/, since BCk .V/ is naturally identified with the
closed linear subspace of BC.k;k=2/ .V/ of all ‘time-independent’ functions therein,
etc.
Proofs, further results, references to related research, and many more details—in
particular spaces of sections of general uniformly regular vector bundles over M—
are found in the earlier work [5, 6] of the author (also see [7], [8], as well as [4]).
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 53

3 Parabolic Problems on Uniformly Regular Riemannian

Manifolds

Let M D .M; g/ be a uniformly regular Riemannian manifold. We consider

parabolic initial boundary value problems of the form

@u C Au D f on MT ; Bu D h on @MT ; u D u0 on M0 : (14)

In order to reduce the technical apparatus to a minimum we restrict ourselves

 class of second order divergence form problems. Thus we fix ı 2
tothe important
C @M; f0; 1g and set @j M WD ı 1 .j/ for j 2 f0; 1g. Then @M D @0 M [ @1 M and
@0 M \ @1 M D ;. We assume that .A; B/ is of the form

Au WD  div.a q grad u/ C .aE j grad u/ C a0 u (15)

and
(
B0 u on @0 MT ;
Bu WD
B1 u on @1 MT ;

where
 ˇ 
B0 u WD  u; B1 u WD ˇ .a q grad u/ C b0  u:

Here . j / D . j /g WD g.; /, is the (inward pointing) unit normal on @M,
 the trace map for @M, and q denotes complete contraction (see the Appendix).
More precisely, B0 u D . u/j@0 M, etc. We suppose a 2 C1 .T11 M  J/, aE is a
time-dependent vector field, a0 a function on MT , and b0 one on @1 MT . In local
coordinates,

1 p 
Au D  p @i g aij gjk @k u C ai @i u C a0 u:
g

Hence B is the Dirichlet boundary operator on @0 M and the Neumann or a Robin

boundary operator on @1 M. Note that either @0 M or @1 M may be empty. We also
allow M to be a manifold without boundary. In this case it is understood throughout
the whole paper that all statements, assumptions, and formulas referring explicitly
or implicitly to @M are to be unconsidered. For example, problem (14) reduces to
the Cauchy problem

@u C Au D f on MT ; u D u0 on M0

if @M D ;.
54 H. Amann

.2;1/
A function u satisfying (14) is a strong Lp solution if it belongs to Wp .MT /,
and a classical solution if it is a member of BC.2;1/ .MT /.
The differential operator A is uniformly strongly elliptic on MT if a.; t/ is
symmetric and uniformly positive definite, uniformly with respect to t 2 J. Clearly,
the latter means that there exists a constant " > 0 such that
 ˇ 
a.q; t/ q X ˇ X g.q/  " jXj2g.q/; X 2 Tq M; q 2 M; t 2 J:

For a concise formulation of the main result we introduce for s  0 the boundary
data spaces

Wp.sC2•1=p/.1;1=2/ .@MT /

WD Wp.sC21=p/.1;1=2/ .@0 MT /  Wp.sC11=p/.1;1=2/ .@1 MT /;

whose general point is written h D .h0 ; h1 /. Obvious interpretations apply if either

@0 M or @1 M is empty. The total data spaces are then

Wp.sC2;.sC2/=2/.MT /

WD Wp.s;s=2/ .MT /  Wp.sC2•1=p/.1;1=2/ .@MT /  WpsC22=p .M0 /

for s  0.
Given Banach spaces E and F, we denote by L.E; F/ the Banach space of
bounded linear operators from E into F. We write Lis.E; F/ for the subset of all
bijections in L.E; F/. Banach’s homomorphism theorem guarantees that A1 2
L.F; E/ if A 2 Lis.E; F/.
Now we can formulate the main existence and uniqueness theorem for prob-
lem (14).
Theorem 3.1 Let M be a uniformly regular Riemannian manifold and let p …
f3=2; 3g. Suppose

a 2 BC.1;1=2/ .T11 M  J/; aE 2 L1 .TM  J/; (16)

.1;1=2/
a0 2 L1 .MT /; b0 2 BC .@1 MT /;

.2;1/
and A is uniformly strongly elliptic. Denote by Wp;cc .MT / the vector space of all
.2;1/
.f ; h; u0 / 2 Wp .MT / satisfying the compatibility conditions of order zero:

 u0 D h0 .; 0/ on @0 M if 3=2 < p < 3; (17)

B.; 0/u0 D h.; 0/ on @M if p > 3:
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 55

.2;1/ .2;1/
Then Wp;cc .MT / is closed in Wp .MT / and
 
.@ C A; B; 0 / 2 Lis Wp.2;1/ .MT /; Wp;cc
.2;1/
.MT / : (18)

Supplement Suppose 0 < s < s < 1 C 3=p with s ¤ 3=p and

a 2 B.1Cs/.1;1=2/
1 .T11 M  J/; aE 2 B.s;s=2/
1 .TM  J/; (19)
a0 2 B.s;s=2/
1 .MT /; b0 2 B.1Cs/.1;1=2/
1 .@1 MT /:

.sC2/.1;1=2/ .sC2/.1;1=2/
Let Wp;cc .MT / be the linear subspace of Wp .MT / of all .f ; h; u0 /
satisfying, in addition to (17), the first order compatibility condition

@h0 .; 0/ C  A.; 0/u0 D  f .; 0/ on @0 M if s > 2=p: (20)

.sC2/.1;1=2/
Then Wp;cc .MT / is closed and
 
.@ C A; B; 0 / 2 Lis Wp.sC2/.1;1=2/ .MT /; Wp;cc
.sC2/.1;1=2/
.MT / :

Proof We set a2 WD a] and a1 WD adiv.a

E ]
/, using the notations of the Appendix.
Then we get from (75)

A D a2 q r 2 C a1 q r C a0 : (21)

We let [ be the unit conormal vector field g[ on @M and set b1 WD [ q  a] . Then

B1 D b1 q  r C b0 : (22)

By means of the characterization of BCk .T  M/ by local coordinates referred to in

the preceding section one verifies

[ 2 BC1 .T  M/: (23)

Let (16) be satisfied. Then it is obvious that

a2 2 BC.1;1=2/ .T02 M  J/; a1 2 L1 .TM  J/; a0 2 L1 .MT /:

Furthermore, (23) implies

 
b1 2 BC.1;1=2/ .TM/j@1 M  J :
56 H. Amann

If (19) applies, then

a2 2 B.1Cs/.1;1=2/
1 .T02 M  J/; a1 2 B.s;s=2/
1 .TM  J/;
a0 2 B.s;s=2/
1 .MT /;

and, once more by (23) and the point-wise multiplier result [5, Theorem 14.3],
 
b1 2 B.1Cs/.1;1=2/
1 .TM/j@1 M  J :

This shows that .A; B/ satisfies in either case the regularity assumptions of the main
theorem of [7]. Since the uniform strong ellipticity of A implies that .@ C A; B/
is a uniformly strongly parabolic boundary value problem the assertion is a very
particular consequence of the latter theorem. t
u
Corollary 3.2 Let (16) be satisfied. Then the initial boundary value problem (14)
.2;1/
has for each .f ; h; u0 / 2 Wp;cc .MT / a unique strong Lp solution u on MT . Suppose
.m C 2/=p < s < 1 C 3=p with s ¤ 3=p, (19) applies, and .f ; h; u0 / 2
.sC2/.1;1=2/
Wp;cc .MT /, then u is a classical solution.
Proof The first assertion is clear and the second one follows from (12). t
u
Remarks 3.3
(a) If ı D 0 (Dirichlet boundary value problem), then p D 3 is admissible as well. If
ı D 1 (Neumann or Robin boundary conditions), then p D 3=2 can be admitted
also. Similarly, (20) is vacuous if ı D 1.
(b) If all data are smooth and the compatibility conditions of all orders are satisfied,
then u is a smooth solution on MT .
(c) We refer to [7] for higher order problems and operators acting on sections of
general uniformly regular vector bundles over M.
(d) Theorem 3.1 is the basis for establishing results on the existence, uniqueness,
and continuous dependence on the data of solutions of quasilinear parabolic
problems of the form

@u C A.u/u D F.u/ on MT ; B.u/u D H.u/ on @MT ; u D u0 on M0 :

Such results are obtained by (more or less obvious) modifications of the proofs
in [3]. This is to be carried out somewhere else. t
u
Of course, Theorem 3.1 applies in particular to autonomous problems. To simplify
the presentation we restrict ourselves to the setting of strong Lp solutions. Then (16)
reduces to

a 2 BC1 .T11 M/; aE 2 L1 .TM/;

  (24)
a0 2 L1 .M/; b0 2 BC1 .TM/j@1 M :

Of particular importance is the case of homogeneous boundary value problems.

Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 57

 
Theorem 3.1 guarantees A 2 L Wp2 .M/; Lp .M/ . Hence A, the restriction of A
2
 2 
to Wp;B .M/, is a well-defined element of L Wp;B .M/; Lp .M/ . Moreover, A is closed
2
(cf. [1, Lemma I.1.1.2]) and densely defined (since D.M̊/ is a subset of Wp;B .M/
and D.M̊/ is dense in Lp .M/). By means of A we can reformulate the autonomous
homogeneous initial boundary value problem (2) as the evolution equation (6).
This is made precise by the next theorem for which we rely on semigroup theory
and maximal regularity (see Amann [1, Chap. III] and [2], Denk et al. [17], or
Kunstmann et al. [26], for example, for information on these concepts).
Theorem 3.4 Let M be a uniformly regular Riemannian manifold and let p …
f3=2; 3g. Suppose A is autonomous, uniformly strongly elliptic, and conditions (24)
are satisfied. Then A generates a strongly continuous analytic semigroup on Lp .M/
and has the property of maximal regularity, that is to say, .@ C A; 0 / belongs to
  2
   22=p 
Lis Lp J; Wp;B .M/ \ Wp1 J; Lp .M/ ; Lp .MT /  Wp;B .M/ : (25)

.2;1/ 22=p
Proof In the present setting Wp;cc .MT / D Lp .MT /  Wp;B .M/. Hence (25) is
a reformulation of (18). Now the semigroup assertion follows from a result of
Dore [18]. t
u
To indicate the power of these theorems we need to know examples of uniformly
regular Riemannian manifolds. This problem is dealt with in [9] where proofs for
the following claims are found.
Examples 3.5
(a) Every compact Riemannian manifold is a uniformly regular Riemannian mani-
fold.
(b) An m-dimensional Riemannian submanifold of Rm possessing a compact
boundary is a uniformly regular Riemannian manifold.
(c) Rm D .Rm ; gm / and Hm D .Hm ; gm / are uniformly regular Riemannian
manifolds.
(d) Let MQ D .M; Q g/
Q be a Riemannian manifold and ' W .M; g/ ! .M; Q g/
Q an
isometry. Then M is a uniformly regular Riemannian manifold iff MQ is one.
(e) A Riemannian manifold has bounded geometry if it has no boundary, a positive
injectivity radius, and all covariant derivatives of the curvature tensor are
bounded. Every complete Riemannian manifold with bounded geometry is a
uniformly regular Riemannian manifold.
(f) Suppose S  U  M, where S is closed and U is open in M. An atlas K for U
is uniformly regular on S if (9) holds with K replaced by KS . Two uniformly
regular atlases K and KQ for U on S are equivalent if (10) applies to KS and KQ S .
This defines a uniformly regular structure for U on S. Then U is uniformly
regular on S if it is endowed with a uniformly regular structure on S. Lastly,
U is a uniformly regular Riemannian manifold on S if (11) is satisfied for U
and KS , where K is a uniformly regular atlas for U on S.
58 H. Amann

Let Sj  Uj  M and suppose Uj is a uniformly regular Riemannian manifold

on Sj for 0  j  `. Let Kj be a uniformly regular atlas for Uj on Sj . Assume
(˛) ki ı j1 kk;1  c.k/, .i ; j / 2 Ki;Si  Kj;Sj , 0  i; j  `, k 2 N;
(ˇ) M D S0 [    [ S` .
Then K WD K0 [    [ K` is a uniformly regular atlas for M and M is a uniformly
regular Riemannian manifold. It is obtained by patching together the uniformly
regular pieces Uj on Sj .
(g) Assume d  m and B is an .m1/-dimensional compact submanifold of Rd1 .
For a nonempty subinterval I of .1; 1/ and 0  ˛  1 we set
˚ 
F˛ .I; B/ WD .t; t˛ y/ I t 2 I; y 2 B  R  Rd1 D Rd ;
 
Then F˛ .B/ WD F˛ .1; 1/; B , endowed with the Riemannian metric induced
by Rd , that is, by gd , is an m-dimensional Riemannian submanifold of Rd with
boundary F˛ .@B/, where F˛ .;/ WD ;. It is called ˛-funnel in Rd . Note that a
0-funnel is a cylinder and a 1-funnel a (blunt) cone over
 (the basis)
 B.
Let F D F˛ .B/ be an ˛-funnel in Rd and set S WD F˛ Œ2; 1/; B . Then F is an
m-dimensional uniformly regular Riemannian manifold on S.
(h) Suppose U is open in M and F D F˛ .B/ an m-dimensional ˛-funnel in Rd .
Set F.I/ WD F  ˛ .I; B/. Assume ' W U ! F is a diffeomorphism such that S WD
' 1 FŒ2; 1/ satisfies
 
(˛) . U n S / \ S D ' 1 F.f2g/ ;
(ˇ) ' .g jS/  gF jFŒ2; 1/.
Then U is a uniformly regular Riemannian manifold on S, and M is said to have an
.˛; B/-funnel-like end in U with representation '.
(i) Let U0 ; : : : ; U` be open in M. Suppose
(˛) Ui \ Uj D ;; 1  i < j  `;
(ˇ) M has an .˛j ; Bj /-funnel-like end in Uj with representation 'j for j  1;
() 'j .U0 \ Uj / D Fj .1; 4/, j  1;
S  
(ı) S0 WD U0 n `jD1 'j1 Fj .3; 1/ is compact.
Then M is a uniformly regular Riemannian manifold, a Riemannian manifold with
finitely many funnel-like ends. It is obtained by patching together the uniformly
regular pieces Uj on Sj for 0  j  `. t
u
The most elementary situation in which Theorem 3.1 applies is the case in which
M is compact. If, notably, M is the closure of a smooth bounded open subset of Rm ,
then our theorem reduces essentially to a well-known classical result (e.g., [27]).
More recently, Grubb [22] has established a general Lp theory for parabolic
pseudo-differential boundary value problems acting on sections of vector bundles
(also see Sect. IV.4.1 in [23]). It applies to a class of noncompact manifolds, called
‘admissible’ and being introduced in Grubb and Kokholm [24]. It is a subclass of the
above family of manifolds with funnel-like ends, namely a family of manifolds with
conical ends. Of course, aside from the requirements on the manifold, differential
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 59

boundary value problems of the form considered in the present paper constitute a
very particular subcase of Grubb’s general class. However, in order to apply the
results of Grubb [22] to (14) we have to require that .A; B/ has C1 coefficients. In
contrast, we impose in essence minimal regularity assumptions on .A; B/. This is
important for the study of quasilinear equations on the basis of the linear theorems
proved here.
Now we suppose that M is a noncompact uniformly regular Riemannian manifold
not belonging to the class of manifolds with funnel-like ends. This is the case, in
particular, if M has no boundary, is complete, and has bounded geometry. There is
a tremendous amount of literature on heat equations for such manifolds, most of
which is an L2 theory and is concerned with kernel estimates and spectral theory
(see, for example, Davies [16] or Grigor’yan [21] and the references therein).
There are a few papers dealing with (semilinear) parabolic equations on noncompact
complete Riemannian manifolds under various curvature assumptions which are
based on heat kernel estimates (e.g., Zhang [35, 36], Mazzucato and Nistor [29],
Punzo [31, 32], Bandle et al. [14]). In all these papers either the top-order part is
the Laplace-Beltrami operator or smooth leading order coefficients are required.
Except for a recent paper by Shao and Simonett [33], the author is not aware
of any result on parabolic equations on noncompact manifolds which do not rely
on heat kernel techniques, leave alone noncompact manifolds with noncompact
boundary. In [33] the authors, building on [5] and [6], establish a Hölder space
existence theorem for autonomous nonlinear parabolic equations on uniformly
regular manifolds without boundary. As an application they show that the solutions
of the Yamabe flow instantaneously regularize and become real analytic in space
and time.
A prototypical example to which our results apply is furnished by an m-
dimensional Riemannian submanifold MH D .MH ; gH / of the hyperbolic space Hm
represented by the Poincaré model. More specifically, we denote by Bm the open
unit ball in Rm with closure BN m and boundary Sm1 , the .m  1/-sphere. Then
H D Hm D .Bm ; gH /, where gH D 4gm =.1  jxj2 /2 for x 2 Bm . If @MH is not
compact, then we assume that its closure in BN m intersects Sm1 transversally and that
this intersection is the boundary of an .m1/-dimensional Riemannian submanifold
of Sm1 . Informally expressed this means, in particular, that MH ‘does not collapse
at infinity’.
Writing divH for divgH , etc., problem (14) is on MH  J given by

AH u WD  divH .a q gradH u/ C .aE j gradH u/H C a0 u

and
(
u on @0 MH ;
BH u WD  ˇ 
@MH ˇ .a q gradH u/ H on @1 MH :
60 H. Amann

Using the fact that gH is conformal to gm we can express AH and BH in terms of gm ,

that is, as differential operators on M WD .MH ; gm /. In fact, writing div D divgm ,
etc., we find with .x/ WD .1  jxj2 /=2

divH .a q gradH u/ D m @i .2m aij ı jk @k u/ D m div.2m a q grad u/ (26)

D div.2 a q grad u/  m.a q grad  j grad u/ (27)

and .aE j gradH u/H D .aj

E grad u/. Moreover, @MH D  and, consequently,
 ˇ   ˇ 
H ˇ .a q gradH u/ H D  ˇ .a q grad u/ :

This shows that the initial boundary value problem

@t u C AH u D f on MH  J; BH u D h on @MH  J; u D u0 on MH  f0g

can be seen as a degenerate initial boundary value problem on the ‘underlying’

Euclidean manifold M. Note that M is not a uniformly regular Riemannian manifold,
even if @M D ;, that is, M D Bm , since it cannot be covered by an atlas K
whose coordinate patches are uniformly comparable in size and such that a uniform
shrinking of K is still an atlas.

4 Singular Riemannian Manifolds and Weighted Function

Spaces

Generalizing the preceding example we are led to the concept of singular Rie-
mannian manifolds. Informally speaking,
 such a manifold is characterized by a
singularity function  2 C1 M; .0; 1/ such that the conformal metric gO WD g=2
gives rise to a uniformly regular Riemannian manifold MO WD .M; g/.
O To be precise:
Let M be an m-dimensional uniformly
 regular
 manifold. A pair .; K/ is a
singularity datum for M if  2 C1 M; .0; 1/ and K is a uniformly regular atlas
such that

.i/ k kk;1  c.k/ ;  2 K; k 2 N; (28)

 
where  WD  .0/ D   1 .0/ I
.ii/  jU   ;  2 K:

Two singularity data .; K/ and .; Q are equivalent, .; K/  .;
Q K/ Q if   Q and
Q K/,
K  K.Q
A singularity structure, S.M/, for M is a maximal
 family of equivalent singular-
ity data. A singularity function for M is a  2 C1 M; .0; 1/ such that there exists
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 61

an atlas K with .; K/ 2 S.M/. The set of all singularity functions is the singularity
type of M. It is convenient to denote it by ŒŒ, where  is one of its representatives.
A singular Riemannian manifold of type ŒŒ is a Riemannian manifold .M; g/
such that

.i/ M is uniformly regular and endowed with (29)

a singularity structure S.M/ of singularity type ŒŒI
.ii/ .M; g=2 / is a uniformly regular Riemannian manifold:

This definition is independent of the particular choice of  in the following sense:

Let .; Q  .; K/. Then it follows from (11)(ii), (iii) and (28) that .M; g=Q2 / is
Q K/
a uniformly regular Riemannian manifold and g=Q2  g=2 . In [7] it is shown that
(28)(i) is equivalent to

O
d log  2 BC1 .T  M/: (30)

In [9] there is carried out a detailed study of singular Riemannian manifolds. We

refer the reader to that paper for proofs of the following examples.
Examples 4.1
(a) A uniformly regular Riemannian manifold is singular of type ŒŒ1, and con-
versely.
(b) Let  be a union of connected components of @M and m  2. We endow 
q q q
with the induced Riemannian metric g WD   g, where  W  ,! M is the natural
embedding. Let K be a uniformly regular atlas for M. For  2 K we set Uq WD
q q q
@U WD U \ @M D U \  and  WD q 0 ı .q / W U ! R
m1
with 0 W f0g 
0 0
R m1
! R , .0; x / 7! x . Then K WD f  I  2 K g is a uniformly regular
m1

atlas for , the one induced by K.

q
Suppose .M; g/ is a qsingular Riemannian manifold of type ŒŒ. We set  WD
q q
   D  j.
q Then .; K/ is a singularity datum for . Thus it defines aq singular
q
structure S./ for , the one induced by S.M/. Furthermore, .; g=2 / is a
q
singular Riemannian manifold of type ŒŒ (and dimension m  1). It is always
understood that  is endowed with the singular structure induced by the one
of M.
(c) Let .M;Q g/
Q be a Riemannian manifold and f W M ! MQ an isometric diffeomor-
phism, that is, gQ D f g. Suppose .M; g/ is singular of type ŒŒ with singularity
datum .; K/. Set f K WD f f  I  2 K g. Then the pair .f ; f K/ is a singularity
datum for .M;Q g/
Q and the latter is a singular Riemannian manifold of type ŒŒ f .
(d) Suppose S  U  M, where S is closed and U is open in M. Assume
 2 C1 U; .0; 1/ and K is a uniformly regular atlas for U on S such that (28)
holds for KS . Then .; K/ is a singularity structure for U on S. Two such
singularity structures .; K/ and .; Q are equivalent on S if   Q and K and KQ
Q K/
are equivalent on S. This defines a singularity structure for U on S of type ŒŒ.
Then U is a singular Riemannian manifold on S of type ŒŒ if it is endowed
62 H. Amann

with a singularity structure on S of type ŒŒ and .U; g=2/ is a uniformly regular
Riemannian manifold on S.
Assume Sj  Uj  M and Uj is a uniformly regular Riemannian manifold
on Sj of type ŒŒj  for 0  j  `. Let .j ; Kj / be a singularity structure for Uj
on Sj and assume that (˛) and (ˇ) of Example 3.5(f) apply and

i j.Si \ Sj /  j j.Si \ Sj /; 0  i < j  `:

 
Then there exists  2 C1 M; .0; 1/ such that  jSj  j jSj for 0  j  `
and .; K/ is a singularity datum for M, where K D K0 [    [ K` . Furthermore,
M is a singular Riemannian manifold of type ŒŒ. It is said to be obtained by
patching together the singular Riemannian manifolds Uj on Sj of type ŒŒj .
(e) Let d  2 and suppose B is a b-dimensional compact Riemannian submanifold
of Rd1 . For a nonempty subinterval I of .0; 1/ and ˛  1 we set
˚ 
C˛d .I; B/ WD .t; t˛ y/ I t 2 I; y 2 B  R  Rd1 D Rd :
 
We endow C˛d .B/ WD C˛d .0; 1/; B with the metric induced by Rd . It is called
model ˛-cusp over (the base) B in Rd . Note that a 1-cusp is a cone.
For ` 2 N we set C˛;`
d
.I; B/ WD C˛d .I; B/ if ` D 0, and

d
C˛;` .I; B/ WD C˛d .I; B/  IQ` ; ` > 0;
  
where IQ` D f tz 2 R` I t 2 I; z 2 Q` . Then C˛;` d
.B/ WD C˛;` d
.0; 1/; B
is a .1 C b C `/-dimensional Riemannian submanifold of Rd  R` D RdC` ,
a model .˛; `/-wedge over B, also called model `-wedge over C˛d .B/. Thus every
model cusp is a model wedge, a 0-wedge. Every .˛; `/-wedge C D C˛;` d
.B/ is
 
a singular Riemannian manifold on S WD C˛;` .0; 3=4; B of type ŒŒR˛ , where
d

the cusp characteristic R˛ is defined by R˛ .x/ WD t˛ for x D .t; y; z/ 2 C with

y 2 Q` .  
(f) Let U be open in M and set C WD C˛;` d
.B/ and S WD C˛;`d
.0; 3=4; B with
` WD m  1  b  0. Suppose that ' W U ! C is a diffeomorphism such
that .' g/jS  gC jS. Then U is a singular Riemannian manifold on ' 1 .S/ of
type ŒŒ'  R˛ . It is said to be an .˛; `/-wedge represented by '.
(g) Let d  m and let B be an .m  1/-dimensional compact submanifold of Rd1 .
For a nonempty subinterval I of .1; 1/ and ˛ < 0 we set
˚ 
K˛d .I; B/ WD .t; t˛ y/ I t 2 I; y 2 B  R  Rd1 D Rd :
 
Then K˛d .B/ WD K˛d .1; 1/; B is considered as an m-dimensional Riemannian
submanifold of Rd , an infinite ˛-cusp over B in Rd . Its cusp characteristic R˛ is
given by R˛ .x/ WD t˛ for x D .t; t˛ y/ 2 K˛d .B/. It holds that K˛d .B/ is a singular
Riemannian manifold on K˛d Œ2; 1/; B of type ŒŒR˛ .
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 63

(h) Let U be open in M and let K WD K˛d .B/ be an infinite ˛-cusp over B in Rd . Set
S WD K˛d Œ2; 1/; B . Let ' W U ! K be a diffeomorphism satisfying
 
(˛) Un' 1 .S/ \ S D ' 1 K˛d .f2g; B/ ;
(ˇ) .' g/jS  gK jS.
Then U is a singular Riemannian manifold on ' 1 .S/ of type ŒŒ'  R˛ Œ.
Furthermore, M is said to have in U an infinite ˛-cusp (more precisely:
.˛; B/-cusp) represented by '.
(i) Assume that M is an m-dimensional Riemannian submanifold for Rn for
some n  m. Then S.M/ WD M N nM, where MN is the closure of M in Rn , is
the singularity set of M. It is independent of n since the closure of M in RnQ
with nQ > n and Rn D Rn  f0g  RnQ equals M N also.
Suppose † is a connected component of S.M/ with the following
properties:
(˛) it is an `-dimensional compact Riemannian submanifold of Rn without
boundary, where ` 2 f0; : : : ; m  1g;
(ˇ) there exist ˛  1, a compact .m  `  1/-dimensional Riemannian
submanifold B of Rd with d  m  `, and for each p 2 † a normalized
chart ˆp for Rn at p such that, setting Vp WD dom.ˆh /,

ˆp .M \ Vp / D C.˛;`/
d
.B/  f0g  RdC`  Rnd` D Rn

and
 
ˆp .† \ Vp / D f0g  Q`  f0gI

() Up WD M \ Vp is an .˛; `/-wedge represented by 'p WD ˆp jUp .

Then M is said to possess a smooth cuspidal singularity of type .˛; `/
(more precisely: .˛; `; B/) near †.
Let †  S.M/ and assume M has a smooth cuspidal singularity of
type .˛; `/ near †. Also assume that there exist relatively compact open
neighborhoods V and W of † in Rn with W N  V possessing the following
properties: set U WD V \ M and S WD N \ M. Then there is ˛ 2
W
 
C1 U; .0; 1/ such that

˛ j.S \ Up /  'p R˛ j.S \ Up /; p 2 †;

and U is on S a singular Riemannian manifold of type ŒŒ˛ Œ. Loosely

speaking: † is then said to be a smooth .˛; `/-wedge, more precisely,
a smooth .˛; `; B/-wedge. It is a smooth ˛-cusp, respectively .˛; B/-cusp,
if ` D 0. Note that near every smooth .˛; Sm1 /-cusp M looks locally like
Rm nf0g near 0. (In this case we choose d D m C 1.)
64 H. Amann

(j) Let M be an m-dimensional Riemannian submanifold of Rn for some n  m.

Suppose:
(˛) S.M/ is compact and for each connected component † of S.M/ there exist
˛†  1, `† 2 f0; : : : ; m  1g, and a compact .m  `  1/-dimensional
submanifold B† of Rd , where d  m  `, such that M has a smooth cuspidal
singularity of type .˛† ; `† ; B† / near †;
(ˇ) there are k 2 N and for each i 2 f1; : : : ; kg an open subset Ui of M, ˛i 2
.1; 0/, an .m1/-dimensional compact Riemannian submanifold Bi of Rd
for some d  m, and a diffeomorphism 'i W Uj ! K˛di .Bj / such that M has
in Ui an infinite .˛i ; Bi /-cusp represented by 'i ;
() Ui \ Uj D ; for 1  i < j  k, M n.U1 [    [ Uk / is relatively compact
in Rn , and S.M/n.U1 [    [ Uk / D S.M/.
Then M is said to be a manifold with cuspidal singularities. Note that M is
relatively compact in Rn if k D 0.
Every manifold with cuspidal singularities is a singular Riemannian
manifold of type ŒŒŒ, where   ˛ near a smooth .˛; `/-wedge †  S.M/,
  'i R˛i on Ui , 1  i  k, and   1 away from the singularities. t
u
The qualifier ‘smooth’ in the preceding definitions refers to the fact that the bases
of the cusps are uniformly regular. If they are singular Riemannian manifolds
themselves then we get manifolds with cuspidal corners of various orders. For this
we refer to [9] as well.
Ammann et al. [11] introduce a class of noncompact Riemannian manifolds,
termed Lie manifolds, in order to establish regularity properties of solutions to
elliptic boundary value problems on polyhedral domains; also see Ammann
et al. [12], Ammann and Nistor [10], and the references therein, as well as the
survey by Bacuta et al. [13]. These authors use a desingularization technique by
which they introduce conformal metrics g=2 , where  is the distance to the singular
set.
Let M D .M; g/ be a singular Riemannian manifold of type ŒŒ. Then we can
O where we have to use rO WD rgO , of course.
apply the results of Sects. 2 and 3 to M,
Fortunately, since gO is conformal to g we can express all spaces and operators in
terms of g, so that MO does not appear in the final results.
Specifically, set V WD V
and let  2 R. Then the weighted Sobolev space
Wp .VI / is for k 2 N the completion of D.V/ in L1;loc .V/ with respect to the
k;

norm

X
k
 CjC 
j p 1=p
u 7!  jr ujg Cj Lp .V/ :

jD0

Weighted Slobodeckii spaces Wps; .VI / are for k < s < k C 1 again defined by
interpolation, that is, by replacing Wp` .V/ in (7) by Wp`; .VI / for ` 2 fk; k C 1g.
Analogously, B .VI / is the vector  space of  all sections u of V such that
 C

jujg
2 B.M/. The norm u 7! C
jujg
1 makes it a Banach space. If
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 65

k 2 N, then Bk; .VI / is the Banach space of all u 2 Ck .V/ for which
 
max CjC 
jr j ujg Cj 1
0jk

T withk this norm. k;Furthermore, bc .VI / is the closure of

k;
is finite, endowed
1;
BC .VI / WD k BC .VI / in BC .VI /. Then weighted Besov-Hölder spaces
1 .VI / are defined by interpolation in complete analogy to (8).
Bs;
Weighted L2 Sobolev spaces of this type have been introduced by Kondrat’ev [25]
in the study of elliptic boundary value problems on domains with singular points.
Since then they have been used by numerous authors, predominantly in an Euclidean
L2 setting. A detailed study of the Lp case and references are found in [6].
We set

Wps .VI / WD Wps;0 .VI /; BCk .VI / WD BCk;0 .VI /;

Bs1 .VI / WD Bs;0

1 .VI /:

In [7] it is proved that

O D: s;m=p O D:
Wps .V/ Wp .VI /; BCk .V/ BCk .VI /; (31)
O D : s
Bs1 .V/ B1 .VI /;

: O In [7] it is
where D means ‘equal except for equivalent norms’ and VO WD T
M.

also shown that .u 7!  u/ belongs to
 0 0   0 C 0 
Lis Wps; C .VI /; Wps; .VI / \ L is Bs;
1 .VI /; Bs;
1 .VI / (32)

for ; 0 2 R, and .u 7!  u/1 D .v 7!  v/. Thus it suffices to study

the spaces Wps .V/ O and Bs1 .V/ O since by this isomorphism and by (31) we can
s O O onto Bs;
transfer all properties from Wp .V/ onto Wps; .VI / and from Bs1 .V/ 1 .VI /.
Alternatively, we can refer directly to [6].
Anisotropic weighted Sobolev-Slobodeckii spaces are defined for s  0 by
   
Wp.s;s=2/; .V  JI / WD Lp J; Wps; .VI / \ Wps=2 J; Lp .VI / :

Analogously, we introduce anisotropic Besov-Hölder spaces for s > 0 by

   
B.s;s=2/;
1 .VI // WD B J; Bs; 
1 .VI / \ B1 J; B .VI / :
s=2

Again, we omit the superscript  if it equals zero. It is obvious from the above that
all embedding, interpolation, and trace theorems, etc. proved in [5] carry over to the
present setting using natural adaptions. It is also clear that (31) implies

O D: .s;s=2/;m=p
Wp.s;s=2/ .V/ Wp .VI /: (33)
66 H. Amann

Furthermore,
 0 0 
.u 7!  u/ 2 Lis Wp.s;s=2/; C .VI /; Wp.s;s=2/; .VI / (34)

for ; 0 2 R is a consequence of (32).

5 Degenerate Parabolic Problems

In this section we study problem (14) in the case of singular Riemannian manifolds.
It turns out that in this situation Theorem 3.1 leads to an isomorphism theorem for
degenerate parabolic initial boundary value problems on weighted Sobolev spaces.
Let M D .M; g/ be a singular Riemannian manifold of type ŒŒ and  2 R.
Similarly as in Sect. 3, we introduce data spaces which are now weighted and -
dependent. To simplify the presentation we restrict ourselves to the setting of strong
Lp solutions. Thus we put
q
Wp.2•1=p/.1;1=2/;C•C1=p .@MT I /
q q
WD Wp.21=p/.1;1=2/;C1=p .@0 MT I /  Wp.11=p/.1;1=2/;C1C1=p .@1 MT I /

and

Wp.2;1/; .MT I /
q
WD Lp .MT I /  Wp.2•1=p/.1;1=2/;C•C1=p .@MT I /  Wp22=p; .MI /:

.2;1/;
Similarly as before, Wp;cc .MT I / is the linear subspace hereof consisting of all
.f ; h; u0 / satisfying the compatibility conditions (17).
The differential operator (15) is uniformly strongly -elliptic if a.; t/ is symmet-
ric for t 2 J and there exists a constant " > 0 such that
 ˇ 
a.q; t/ q X ˇ X g.q/  "2 .q/ jXj2g.q/; X 2 Tq M; q 2 M; t 2 J: (35)

Henceforth, we say that .A; B/ is a -regular uniformly -elliptic boundary value

problem on MT if A is uniformly strongly -elliptic,

a 2 BC.1;1=2/;2 .T11 M  JI /; aE 2 L1 .TM  JI /; (36)

a0 2 L1 .MT /;

and

b0 2 BC.1;1=2/;1 .@1 MT /: (37)

Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 67

If  D 1, then .A; B/ is simply called regularly uniformly elliptic. Note that the
first part of (36) implies jajg1  c2 . Using this and the symmetry of a.; t/ we see
1
that (35) is equivalent to the existence of " 2 .0; 1/ with
 ˇ 
"2 .q/ jXj2g.q/  a.q; t/ q X ˇ X g.q/  2 .q/ jXj2g.q/=" (38)

for X 2 Tq M, q 2 M, and t 2 J.
Now we can formulate the following isomorphism theorem for degenerate
parabolic equations.
Theorem 5.1 Let M be a singular Riemannian manifold of type ŒŒ and p …
f3=2; 3g. Suppose that .A; B/ is a -regular uniformly -elliptic boundary value
problem on MT and  2 R.
.2;1/;
Then Wp;cc .MT I / is closed and
 
.@ C A; B; 0 / 2 Lis Wp.2;1/; .MT I /; Wp;cc
.2;1/;
.MT I / :

The proof of this theorem is given later in this section. First we derive an analogue
of Theorem 3.4. For this we define
s;
Wp;B .MI /; s 2 Œ0; 2nf1=p; 1 C 1=pg;

by replacing Wps .M/ in (4) by Wps; .MI /.

Theorem 5.2 Let M be a singular Riemannian manifold of type ŒŒ and p …
f3=2; 3g. Suppose .A; B/ is an autonomous -regular uniformly -elliptic boundary
2;
value problem on MT and  2 R. Set A WD AjWp;B .MI /, considered as an
unbounded linear operator in Lp .MI /. Then A generates a strongly continuous
analytic semigroup on Lp .MI / and has the property of maximal regularity, that is,
.@ C A;  / belongs to
 2; 22=p; 
Lis Lp .J; Wp;B .MI // \ Wp1 .J; Lp .MI //; Lp .MI /  Wp;B .M/ :

Proof This follows from Theorem 5.1 by the arguments which led from Theo-
rem 3.1 to Theorem 3.4. t
u
Corollary 5.3 Set A WD A0 . Then A generates a strongly continuous analytic
semigroup on Lp .M/ and has the maximal regularity property on Lp .M/.
In order to facilitate the proof of Theorem 5.1 we precede it with a technical
lemma. In this connection we identify  with the point-wise multiplication operator
u 7!  u.
Lemma 5.4 Let .A; B/ be a -regular uniformly -elliptic boundary value problem
on MT and  2 R. Then there exists another such pair .A0 ; B 0 / such that

.A; B/ ı  D  ı .A0 ; B 0 /: (39)

68 H. Amann

Proof
(1) Note that

.A; B/ ı  D  ı .A; B/ C .A; B/;  (40)

where the commutator

.A; B/;  u WD .A; B/. u/   .A; B/u

 
is given by ŒA;  ; ŒB;   with
 
ŒA;  u D 2.a q grad  j grad u/ C .aE j grad  /  div.a q grad  / u

and
 
ŒB;  u D 0; . j.a q grad  //u :

For abbreviation, gl WD grad log. Then

grad  D 1 grad  D   gl : (41)

We set
 
aE0 WD 2a q gl ; a00 WD  .aE j gl /  div.a q gl /  2 .a q gl  j gl /;
 ˇ 
b00 WD  ˇ .a q gl / :

Moreover,

A0 u WD Au C .aE0 j grad u/ C a00 u; B 0 u WD Bu C .0; b00  u/:

It follows from (40) and (41) that .A0 ; B 0 / satisfies (39). Hence it remains to
show that .aE0 ; a00 ; b00 / possesses the same regularity properties as .a;
E a0 ; b0 /.
(2) We know from (30) and (31) that

O D:
d log  2 BC1 .T  M/ BC1 .T  MI /:

Using this, grad D g] d, and (71) it follows

gl  D g] d log  2 BC1;2 .TMI /: (42)

E and of (68)
It is now an easy consequence of this, the assumptions on a and a,
that

aE0 2 L1 .TM  J/; .aj

E gl / 2 L1 .MT /: (43)
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 69

From (42), (72), and (73) we infer

j div.a q gl /j D jr.a q gl /jg1

1

1
 jrajg2  j gl jg0 C 2 jajg1 2 jr gl jg1 :
1 1 1 1

This guarantees that the second summand of a00 belongs to L1 .MT /. Similarly,

j.a q gl  j gl /j  2 jajg1 . j gl jg0 /2

1 1

implies that the third summand lies in L1 .MT / as well. Hence, by the second
part of (43),

a00 2 L1 .MT /: (44)

O In local coordinates,
Let O be the unit normal vector field of @M.

O D .gO11 /1=2 @=@x1 D .g11 /1=2 @=@x1 D  : (45)

Thus 2 BC1;1 .TMj@M I /. This implies for the conormal field

[ D g[ 2 BC1;1 .T  Mj@M I /: (46)

As above, we derive from (42)

.a q gl / 2 BC.1;1=2/ .TMj@M I /:

Therefore, by (46),

b00 D  [ q .a q gl / 2 BC.1;1=2/;1 .@MT I /: (47)

Now (43), (44), and (47) imply the assertion. t

u
Proof of Theorem 5.1
(1) By the definitions of gO and the gradient we get

2 .X j gradgO u/ D .X j gradgO u/gO D hdu; Xi D .X j grad u/ (48)

for any C1 function u and any vector field X on M. From this we obtain

grad u D 2 gradgO u: (49)

We also note that (65)–(67) imply

jjgO
D  
jjg
;
;  2 N: (50)
70 H. Amann

We put aO WD 2 a. Then we infer from (50)

O gO1 D 2 jajg1 :

jaj (51)
1 1

Note that r aO D 2 ra  2.d log / q aO (cf. (41)). Hence, see (68),

O g2  1 jrajg2 C 2 jd log jg1 jaj

 jr aj O g1
1 1 0 1

1
D jrajg2 C 2 jd log jgO1 jaj
O g1 ;
1 0 1

the last equality being a consequence of (50). From this, (30), (51), and the
assumption on a we deduce
:
aO 2 BC.1;1=2/ .T11 M  JI / D BC.1;1=2/ .T11 MO  J/: (52)

By replacing the index H in (26) by gO and using (48) and (49) we find

div.a q grad u/ D div.2 aO q grad u/ (53)

D divgO .aO q gradgO u/ C m.aO q grad  j grad u/
D divgO .aO q gradgO u/ C .maO q 1 gradgO  j gradgO u/gO:

Observe that

1 gradgO  D 1 gO] d D gO] d log :

Hence, by (68) and (71),

jaO q 1 gradgO jgO  jaj

O gO1 jd log jgO1 :
1 0

This, (52), and (30) imply

aO q 1 gradgO  2 L1 .T MO  J/: (54)

Furthermore, by (49) and gO D 2 g,

.aE j grad u/ D .aE j2 gradgO u/ D .aE j gradgO u/gO:

From (50) we derive

   
E gO 
 jaj E g 1 D kak
D 1 jaj E L1 .TMJI/ : (55)
1

Thus it follows from (54) that

dO WD maO q 1 gradgO  C aE 2 L1 .T MO  J/: (56)

Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 71

Now we put

O WD  divgO .aO q gradgO u/ C .dO j gradgO u/gO C a0 u:

Au

Then (53) shows

O :
Au D Au; u 2 Wp.2;1/;m=p .MT I / D Wp.2;1/ .MO T /; (57)

the last equivalence being a consequence of (31).

q
(2) Recalling (45) and  D  j@M, we find
 ˇ   ˇ 
ˇ .a q grad u/ D ˇ .aO q gradgO u/ (58)
q 2  ˇˇ  q  ˇ 
D  .aO q gradgO u/ gO D  O ˇ .aO q gradgO u/ gO :
q q
We denote by r the Levi-Civita connection of @M and set bO0 WD 1 b0 . Then
q q q q
r bO0 D 1 rb0  .d log /bO0 : (59)

Relation (50) implies

q q q
 jd log jgq1 D jd log jgOq1 :
0 0

Since b0 2 BC.1;1=2/;1 .@1 MT I / it holds

q
kbO0 kL1 .@1 MO T / D k 1 b0 kL1 .@1 MT / < 1; (60)
 q 
 jrb0 j q1  < 1:
0g L1 .@1 MT /

Thus we get O
from (59), (60), Example 4.1(b), and (30) (applied to @1 M D @1 M)
q q 
that  jr bO0 jgq1 L1 .@1 MT / is finite. This implies
0

:
bO0 2 BC.1;1=2/ .@1 MT I / D BC.1;1=2/ .@1 MO T /: (61)

Now we set
 ˇ 
BO 1 u WD O ˇ .aO q gradgO u/ gO C bO0  u

and BO WD .B0 ; BO 1 /. Then we see from (52), (56), (61), and (35) that .A;
O B/
O is
O
a regular uniformly elliptic boundary value problem on M T . Furthermore,
q
Bu D .BO 0 u; BO 1 u/: (62)
72 H. Amann

.2;1/;m=p
(3) Suppose .f ; h; u0 / 2 Wp;cc .MT I /. Then, by (34),
q q
1 h1 2 Wp.11=p/.1;1=2/;.m1/=p .@1 MT I /:
q
More precisely, set hO WD .h0 ; 1 h1 /. Then (34), (31), and (33) imply
   .2;1/;m=p
O u0 / 2 Lis Wp;cc
.f ; h; u0 / 7! .f ; h; .2;1/ O
.MT I /; Wp;cc .M T /:

.2;1/
In addition, we deduce from (57) and (62) that u 2 Wp .MT I / is a solution
.2;1/ O B;
O 0 /u D .f ; h;
of (14) iff u 2 Wp .MO T / and .@ C A; O u0 /. Now Theorem 3.1
implies the validity of the assertion if  D m=p.
(4) Let  ¤ m=p. Lemma 5.4 guarantees the existence of a -regular uniformly
-elliptic boundary value problem .A0 ; B 0 / on MT such that

 ı .A; B/ D .A0 ; B 0 / ı  : (63)

.2;1/;
By (32) and (34) it follows that .f ; h; u0 / 2 Wp;cc .MT I / iff

.f 0 ; h0 ; u00 / WD Cm=p .f ; h; u0 / 2 Wp;cc

.2;1/;m=p
.MT I /

.2;1/;
and u 2 Wp .MT I / iff

u0 WD Cm=p u 2 Wp.2;1/;m=p .MT I /:

From (63) we get

.A; B; 0 /u D .f ; h; u0 / ” .A0 ; B 0 ; 0 /u0 D .f 0 ; h0 ; u0 /:

As the claim holds for  D m=p, the assertion follows. t

u
Remarks 5.5
(a) It is obvious from this proof that there is a straightforward parameter-dependent
analogue of the supplement to Theorem 3.1 for degenerate parabolic problems.
(b) Remarks 3.3 apply in the present setting also. t
u

Appendix: Tensor Bundles

Let M be a manifold and V D .V; ; M/ a vector bundle of rank n over it. For a
nonempty subset S of M we denote by VjS the restriction  1 .S/ of V to S. If S is a
submanifold or a union of connected components of @M, then VjS is a vector bundle
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 73

of rank n over S. As usual, Vp WD Vfpg is the fibre  1 .p/ of V over p. By .S; V/

we mean the RS module of all sections of V (no smoothness).
As usual, TM and T  M are the tangent and cotangent bundles of M. Then
T M WD TM ˝
˝ T  M ˝ is for
;  2 N the .
; /-tensor bundle of M, that is,

the vector bundle of all tensors on M being contravariant of order

and covariant
of order . In particular, T01 M D TM and T10 M D T  M, as well as T00 M D M  R.
For 2 N we put J WD f1; : : : ; mg . Then, given local coordinates  D
1
.x ; : : : ; xm / and setting

@ @ @
WD i ˝    ˝ i ; dx. j / WD dx j1 ˝    ˝ dxj
@x.i/ @x 1 @x

for .i/ D .i1 ; : : : ; i

/ 2 J
, . j / 2 J , the local representation of a .
; /-tensor field
a 2 .T
M/ with respect to these coordinates is given by

.i/ @
a D a. j / ˝ dx. j /
@x. i /
.i/
with a.j/ 2 RU . We use the summation convention for (multi-)indices labeling
coordinates or bases. Thus such a repeated index, which appears once as a
superscript and once as a subscript, implies summation over its whole range.
Suppose
1 ;
2 ; 1 ; 2 2 N. Then the complete contraction

.T
22C

C1
1
M/  .T
11 M/ ! .T
22 M/; .a; b/ 7! a q b

is defined as follows: Given .ik / 2 J

k and .jk / 2 Jk for k D 1; 2, we set

.i2 I j1 / WD .i2;1 ; : : : ; i2;

2 ; j1;1 ; : : : ; j1;1 / 2 J
2 C1

etc., using obvious interpretations if minf

; g D 0. Suppose a 2 .T
22C

C1
1
M/ and

1
b 2 .T1 M/ are locally represented on U by

.i Ij / @ @ .i / @
a D a.j22 Ii11 / .i /
˝ .j / ˝ dx.j2 / ˝ dx.i1 / ; b D b.j11 / ˝ dx.j1 / :
@x 2 @x 1 @x.i1 /
Then the local representation of a q b on U is given by

.i Ij / .i / @
a.j22 Ii11 / b.j11 / ˝ dx.j2 / :
@x.i2 /

Let g be a Riemannian metric on TM. We write g[ W TM ! T  M for the (fiber-

wise defined) Riesz isomorphism. Thus hg[ X; Yi D g.X; Y/ for X; Y 2 .TM/,
where h; i W .T  M/  .TM/ ! RM is the natural (fiber-wise defined) duality
pairing. The inverse of g[ is denoted by g] . Then g , the adjoint Riemannian metric
on T  M, is defined by g .˛; ˇ/ WD g.g] ˛; g] ˇ/ for ˛; ˇ 2 .T  M/. In local
74 H. Amann

coordinates

@ @
g D gij dxi ˝ dxj ; g D gij ˝ j; (64)
@xi @x

Œgij  being the inverse of the .m  m/-matrix Œgij .

The metric g induces a vector bundle metric on T
M which we denote by g
. In
local coordinates
.i/ .j/
g
.a; b/ D g.i/.j/ g.k/.`/a.k/ b.`/ ; a; b 2 .T
M/; (65)

where

g.i/.j/ WD gi1 j1    gi
j
; g.k/.`/ WD gk1 `1    gk ` (66)

for .i/; .j/ 2 J

and .k/; .`/ 2 J . Note g01 D g and g10 D g and g00 .a; b/ D ab for
a; b 2 .M  R/ D RM . Moreover,
p
jjg
W .T
M/ ! .RC /M ; a 7! g
.a; a/ (67)

is the vector bundle norm on T

M induced by g. It follows that the complete
contraction satisfies

ja q bjg
2  jajg2 C
1 jbjg
1 ; a 2 .T
22C

C1
1
M/; b 2 .T
11 M/: (68)
2
2 C1 1

We define a vector bundle isomorphism T

C1 M ! T
C1 M, a 7! a] by

a] .˛1 ; : : : ; ˛
; ˛; X1 ; : : : ; X / WD a.˛1 ; : : : ; ˛
; X1 ; : : : ; X ; g] ˛/ (69)

.i/
for X1 ; : : : ; X 2 .TM/ and ˛; ˛1 ; : : : ; ˛
2 .T  M/. If a.jIk/ with .i/ 2 J
,
.j/ 2 J , and k 2 J1 is the coefficient of a in a local coordinate representation,
then
.iIk/ .i/
.a] /.j/ D gk` a.jI`/ : (70)

This implies

ja] jg
C1 D jajg
 C1 : (71)

The Levi-Civita connection on TM is denoted by r D rg . We use the

same symbol for its natural extension to a metric connection on T
M. Then the
corresponding covariant derivative is the linear map

r W C1 .T
M/ ! C1 .T
C1 M/; a 7! ra;
Parabolic Equations on Uniformly Regular Riemannian Manifolds and. . . 75

defined by hra; b ˝ Xi WD hrX a; bi for b 2 C1 .T

 M/ and X 2 C1 .TM/. It is a
well-defined continuous linear map from C1 .T
M/ into C.T
C1 M/, as follows from
its local representation. For k 2 N we define

r k W Ck .T
M/ ! C.T
Ck M/; a 7! r k a

by r 0 a WD a and r kC1 WD r ı r k .
In local coordinates  D .x1 ; : : : ; xm / the volume measure dv D dvg of .M; g/ is
p p  1=2
represented by  dv D  g dx, where g WD detŒgij  and dx is the Lebesgue
measure on Rm .
The contraction C W T
C1 C1
M ! T
M, a 7! Ca is given in local coordinates by
.i/ .iIk/
.Ca/.j/ WD a.jIk/ . It follows

jCajg
D jajg C1 : (72)

C1

Recall that the divergence of tensor fields is the map

div D divg W C1 .T

C1 M/ ! C.T
M/; a 7! div a WD C.ra/: (73)

If X is a C1 vector field on M, then div X has the well-known local representation

1 @ p i  @
p gX ; X D Xi : (74)
g @xi @xi

The gradient, grad u D gradg u, of a C1 function u is the continuous vector field

g] du.
Suppose a 2 C1 .T11 M/. Then, in terms of covariant derivatives,

div.a grad u/ D a] q r 2 u C div.a] / q ru: (75)

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A Generalization of Some Regularity Criteria
to the Navier–Stokes Equations Involving One
Velocity Component

Šimon Axmann and Milan Pokorný

To Yoshihiro Shibata

Abstract We present generalizations of results concerning conditional global

regularity of weak Leray–Hopf solutions to incompressible Navier–Stokes equa-
tions presented by Zhou and Pokorný in articles (Pokorný, Electron J Differ Equ
(11):1–8, 2003; Zhou, Methods Appl Anal 9(4):563–578, 2002; Zhou, J Math Pure
Appl 84(11):1496–1514, 2005); see also Neustupa et al. (Quaderni di Matematica,
vol. 10. Topics in Mathematical Fluid Mechanics, 2002, pp. 163–183) We are
able to replace the condition on one velocity component (or its gradient) by a
corresponding condition imposed on a projection of the velocity (or its gradient)
onto a more general vector field. Comparing to our other recent results from
Axmann and Pokorný (A note on regularity criteria for the solutions to Navier-
Stokes equations involving one velocity component, in preparation), the conditions
imposed on the projection are more restrictive here, however due to the technique
used in Axmann and Pokorný (A note on regularity criteria for the solutions to
Navier-Stokes equations involving one velocity component, in preparation), there
appeared a specific additional restriction on geometrical properties of the reference
field, which could be omitted here.

Keywords Global regularity • Incompressible Navier–Stokes equations •

Regularity criteria

Š. Axmann • M. Pokorný ()

Charles University in Prague, Faculty of Mathematics and Physics, Sokolovská 83, 186 75 Praha
8, Czech Republic
e-mail: [email protected]; [email protected]

© Springer Basel 2016 79

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_5
80 Š. Axmann and M. Pokorný

1 Introduction

We consider the Cauchy problem for the instationary incompressible Navier–Stokes

equations in the full three space dimensions
9
@v =
C v  rv  v C rp D f
@t in .0; T/  R3 , (1)
divv D 0 ;

v.0; x/ D v0 .x/ in R3 ;

where v W .0; T/R3 ! R3 is the velocity field, p W .0; T/R3 ! R is the pressure,
f W .0; T/  R3 ! R3 is the given density of external forces, and > 0 is given
kinematic viscosity. For the sake of simplicity, we set D 1 and f
0 in our further
considerations. Indeed, the actual value of viscosity does not play any role. It would
be also possible to formulate some suitable assumptions on the regularity of f in
such a way that our main results remain true. However, it would lead to unnecessary
technicalities which we prefer to omit here.
The mathematical theory of Navier–Stokes equations has long, interesting history
(see e.g. [16]). In the celebrated works of Leray [11, 12] and Hopf [6] the
1;2
existence of weak  solutions to system (1)2 in space v 2 L2 .0; T; .Wdiv .R3 /// \
1 2 3 3
L .0; T; .L R // for any given v0 2 Ldiv .R / was proved; they satisfy energy
1;2
inequality. Further, for v0 2 Wdiv .R3 / the existence of (possibly short) time

interval .0; T / such  that there exists1;2a unique strong solution in space v 2
L2 .0; T  ; .W 2;2 R3 // \ L1 .0; T  ; .Wdiv .R3 /// was established (see [9]). The
uniqueness and regularity of Leray–Hopf weak solutions is still a challenging open
problem [10]. For overview of known results see e.g. [4].
On the other hand, there were established many criteria ensuring the smoothness
of the solution under additional assumptions concerning the velocity and its
components, the gradient of the velocity and its components, the pressure, the
vorticity, or other quantities.
During the last decade, an interesting progress was achieved in the field of
regularity criteria concerning only one velocity component. The very first result
in this direction is criterion proved by Neustupa
 and Penel [13], which ensures
the regularity for v3 2 L1 0; T; L1 R3 . Similar result for the gradient of
    
one velocity component rv3 2 Lt 0; T; Ls R3 , 2t C 3s  1, s  3/ is due
to He [5].  These pioneering
  results were then improved by Neustupa et al. [14]
(v3 2 Lt 0; T; Ls R3 ; 2t C 3s  12 ; s  2; as local criterion for suitable weak
   
solution), and Pokorný [15] (rv3 2 Lt 0; T; Ls R3 ; 2t C 3s  32 ; s  2:),
observing the equation for vorticity; the same results were obtained also by Zhou
[17, 18]. Further improvements were later done via several techniques by Kukavica
and Ziane [8], Cao and Titi [2], and finally Zhou and Pokorný [19, 20]. Note
that the results in [1] contain generalization of these criteria. However, due to
the used technique (multiplicative Gagliardo–Nirenberg inequality which has to be
A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 81

generalized) we get additional geometrical restrictions on the field b which can be

avoided in our present paper.
Notation  
In the whole paper, the standard notation for Lebesgue spaces Lp R3 with the norm
kkp will be used. For the sake of brevity, we will denote the norm on Bochner spaces
   
Lp 0; t; Lq R3 by kkp;q , the length of the time interval will be everywhere clear
from the context. We will also use the same notation for scalar spaces X and their
vector analogues X N . All generic constants will be denoted by C, although its value
may differ from line to line, or even in the same formula. We will use Einstein
summation convention over repeated indices.

2 Main Results

As we have already mentioned above, our main goal is to generalize the results of
Zhou and Pokorný from articles [15, 17, 18] (the latter proved originally for suitable
weak solution in [14]).
Theorem 1 Let v be a weak Leray–Hopf solution to the Navier–Stokes equations
1;2
corresponding to initial datum v0 2 Wdiv .R3 /. Assume moreover that there exist
ı > 0, and a vector field b.t; x/ W .0; T/  R3 7! R3 such that
   
rb 2 L1 0; T; L1 R3 ;
@b    
; r 2 b 2 L1 0; T; L3 R3 ;
@t

and jb.t; x/j  ı such that the projection of the velocity

vb .t; x/ WD b.t; x/  v.t; x/

satisfies either

    2 3 1
vb .t; x/ 2 Lt 0; T; Ls R3 , C  , 6  s  1
t s 2
or
    2 3 3
rvb .t; x/ 2 Lt 0; T; Ls R3 , C  , 2  s  1:
t s 2
Then v is actually a strong solution to the Navier–Stokes equations in the interval
Œ0; T.
Since the proofs of both cases have lot of similarities, we will prove them
simultaneously. It is well known that there exists a unique strong solution to (1)
82 Š. Axmann and M. Pokorný

on (possibly short) time interval Œ0; T  /, we will work with this strong solution and
show that actually T   T. The result concerning so-called weak-strong uniqueness
will then yield the desired result. Let us denote space Y./ WD L1 .0; I L2 .R3 // \
L2 .0; I W 1;2 .R3 //. Our first step in Lemma 1 will be to derive a suitable estimate of
b  ! in the norm of space Y, then we will test Eq. (1) by an analogue of the quantity
v and get the desired estimate of rv using Lemma 1.
Lemma 1 Let v be a strong solution to the Navier–Stokes equations corresponding
1;2
to the initial condition v0 2 Wdiv .R3 /. Suppose that the assumptions of Theorem 1
 ! can be estimated on .0; / as follows
are satisfied. Let 0 <  < T . Then !b WD b!
 
k!b k21;2 C kr!b k22;2  k!b .0/k22 C C./ 1 C krvkY. / : (2)

In particular, if  ! 0C , then C./ ! 0 and if  ! .T  / , then C./ remains

bounded.

3 Proof of the Lemma

2 3 1
By possible decreasing the value of t we could easily achieve that t C s D 2 (or 32 ,
respectively). Applying the curl operator on (1) we get

@!i
C v  r!i D !  rvi C !i ; i D 1; 2; 3:
@t

Multiplying these equations by bi .t; x/

@!i
bi !  rvi / C .!i /bi ;
C bi v  r!i D bi .!
@t

P
3 P
3
summing up , and multiplying the arisen equation by !b D bi !i , we get four
iD1 iD1
terms which could be rewritten in the following way

@!i @!b @bi

!b bi D !b  !b !i ;
@t @t @t
bi .v  r!i /!b D .v  r!b /!b  .v  rbi /!i !b ;
!  rvi /!b D .!
bi .! !  rvb /!b  .!
!  rbi /vi !b ;
.!i /bi !b D .!b  2rbi  r!i  !i bi / !b I
A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 83

whence

@!b
!b C v  r!b !b D !  rvb !b C !b !b
@t
@bi
C !i !  rbi /!b  bi !i !b  2.r!i  rbi /!b :
!b C !i .v  rbi /!b  vi .!
„ @t ƒ‚ …
=:I

Integration over the whole R3 with integration by parts gives us

Z Z Z
1d
k!b k22 C kr!b k22   v  r!b !b dx C !  rvb !b dx C Idx:
2 dt 3 R3 R3
„R ƒ‚ …
D0

The lower order terms I could be easily estimated using again integration by parts
and Hölder’s inequality

Z ˇ @b
ˇ i
ˇ!i !  rbi /!b C bi !i !b
!b  vi .!
R 3 @t
ˇ
ˇ
C 2.!i rbi /  r!b C !i .v  rbi /!b ˇdx
"  #
 2
2  @b 
 C" krvk2   C kbk3 C 2krbk1 C 3" kr!b k22
2 2
@t 3
Z
C 2krbk1 ! j jvj j!b j dx:
j!
R3

In the last integral we will use Hölder’s inequality, interpolation, and Young’s
inequality
Z
krbk1 ! j jvj j!b j dx Ckrbk1 krvk2 kvk3 k!b k6
j!
R3

" kr!b k22 C C" krbk21 krvk22 kvk3 2 ;

where

Zt
kvk23 krvk22 d  krvk24;2 kvk24;3  krvk2;2 kvk24;3 krvk1;2 :
0

Now, we will estimate the leading terms, distinguishing two considered cases.
84 Š. Axmann and M. Pokorný

1. Assume the projection vb has better integrability properties. Then

Z ˇ Z ˇ Z
ˇ ˇ
!  rvb !b dx  ˇˇ vb!  r!b dxˇˇ  " kr!b k22 C C" ! j2 vb 2 dx
j!
R3 R3 R3
Z
" kr!b k22 C 2C" jrvj2 vb 2 dx
R3
Z
vb 2 jrvj2 dx  kvb k2s krvk22s
R3 s2

 kvb k2s krvk 2s krvk2

s4

1 6s 6
C kvb k2s krvk2 kvk2s krvk2
4 6
DCkvb k2s krvk2t kvk2s krvk2 ;

2 3
(recall t C s D 12 ) which gives using assumptions on b

1d 4 6
k!b k22 C kr!b k22  C kvb k2s krvk2t kvk2s krvk2
2 dt
C C.b/ krvk22 .1 C kvk23 /:

Integrating over time interval .0; /, with usage of Hölder’s inequality then yields

Z
k!b ./k22 C kr!b k22 d

Z 4 6
 k!b .0/k22 CC kvb k2s krvk2t kvk2s krvk2 d

Z
C C.b/ .krvk22 C kvk23 krvk22 /d
:
0

Recall that from the energy inequality  we

 have estimate of v in the spaces
1;2
L2 .0; T; .Wdiv .R3 /// and L1 .0; T; .L2 R3 //, hence due to the interpolation also
A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 85

 
in L4 .0; T; .L3 R3 //. Thus

Z
k!b ./k22 C kr!b k22 d

0
 4 6

 k!b .0/k22 C C.b/ kvb k2t;s krvk1;2
t
kvk2;2
s
C 1 krvk22;2

C C.b/ krvk2;2 kvk24;3 krvk1;2 (3)

which yields the conclusion of Lemma in the first case as 4t C 6s D 1.

2. For a given 2  s  1, we will find 2  p  6, 2  q  3 such that
1 1 1
s C p C q D 1. We will use gradually Hölder’s inequality, interpolation, and
Young’s inequality to obtain
Z
! kq
!  rvb !b dx  krvb ks k!b kp k!
R3
6p 3p6 6q 3q6
 krvb ks k!b k22p k!b k6 2p k!
! k22q k!
! k6 2q
4p p 6q p 3q6 6p
2 2 2
 " kr!b k22 C C krvb ks6Cp k!
! k2 q 6Cp k!
! k6 q 6Cp
k!b k2 6Cp :

Altogether we get

d
k!b ./k22 C kr!b k22
dt
4p p 6q p 3q6 6p
2 2 2
 C krvb ks6Cp k!
! k2 q 6Cp k!
! k6 q 6Cp
k!b k2 6Cp
C C.b/ krvk22 .1 C kvk23 /;

thus using
 generalized Gronwall
 inequality in the form of Theorem 2 from [3]
p6 2p
gives us pC6 C 1 D 6Cp

4p 4p

k!b ./k26Cp  k!b .0/k26Cp

p 3q
Z 4p 2p p 3q6
4 q 6Cp 2
C ! k1;2
C k! krvb ks6Cp k!
! k26Cp k!
! k6 q 6Cp
d

 Z  6Cp
2p

CC krvk22 .1 C kvk23 /d
:
0
86 Š. Axmann and M. Pokorný

Estimating the second term as above and using the Hölder inequality in the form

Z 4p 2p p 3q6 4p 2p p 3q6
2 2
krvb ks6Cp k!
! k26Cp k!
! k6 q 6Cp 6Cp
d
 krvb kt;s 6Cp
! k2;2
k! ! k2;6q 6Cp
k!
0

we conclude

k!b k21;2  C1 C C2 k!
! kY. / :

This finishes the proof of Lemma 1.

4 Proof of the Main Theorem

Without loss of generality we may assume that jb.; x/j

1. Then for every time

2 ˇ .0; T/, ˇand point x 2 R3 , there exists at least one component bj .

; x/ such
that ˇbj .
; x/ˇ > 12 . Since vector field b.; / is continuous on .0; T/  R3 , the sets
˚  ˚ 
r;
D x 2 R3 j br .
; x/ > 12 a rC3;
D x 2 R3 j br .
; x/ <  12 , r D 1; 2; 3
compose at each particular time a covering of R3 by six open sets fr;
g6rD1 . For
simplicity, we set brC3 WD br , r D 1; 2; 3. Using the partition P of unity (see e.g.
[7]) we get functions 'r;
2 C01 .r;
/, 0  'r;
.x/  1 such that r 'r;
D 1, and
jr'r;
j  C.b/. We will multiply the following equivalent form of Navier–Stokes
equations (1)

@v 1 2
!  v  r p C jvj
 v D ! (4)
@t 2

P
6
by the test function  @l .'r;
br @l v/. Let work with each term separately, for
rD1
illustration only with r D 1:
Z Z
@v @
  @l .'1;
b1 @l v/dx D @l v  '1;
b1 @l vdx
@t @t
1;
1;

Z
1 d
 '1;
jrvj2 dx
4 dt
1;

A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 87

Z Z
 
v  @l .'1;
b1 @l v/dx D v  '1;
b1 @l @l v C @l .'1;
b1 /@l v dx
1;
1;

Z Z
1
 '1;
jvj2 dx C v  @l .'1;
b1 /@l vdx
2
1;
1;

„ ƒ‚ …
DZ11

Z  Z 
1 1
@k p C jvj2 @l .'1;
b1 @l vk /dx D @l p C jvj2 @k .'1;
b1 @l vk /dx
2 2
1;
1;

Z Z
1
D @l p@k .'1;
b1 /@l vk dx C @l jvj2 @k .'1;
b1 /@l vk dx
2
1;
1;

„ ƒ‚ … „ ƒ‚ …
DZ21 DZ31

Z
!  v/  @l .'1;
b1 @l v/ dx
.!
1;

Z Z
D !  v/  vdx 
'1;
b1 .! !  v/  @l .'1;
b1 /@l vdx
.!
1;
1;

„ ƒ‚ …
DZ41

We rewrite the term in the first integral and get

!  v/  v D b1 !2 v3 v1 b1 !1 v3 v2 Cb1 !1 v2 v3

b1 .!
b1 !3 v2 v1 Cb1 !3 v1 v2 b1 !2 v1 v3
Cb2 !2 v3 v2 b2 !2 v3 v2
Cb3 !2 v3 v3 b3 !2 v3 v3
b2 !3 v2 v2 Cb2 !3 v2 v2
b3 !3 v2 v3 Cb3 !3 v2 v3
Cb3 !3 v3 v2 Cb2 !2 v2 v3
b3 !3 v3 v2 b2 !2 v2 v3 :
88 Š. Axmann and M. Pokorný

Thus,

!  v/  v D!2 v3 vb  !3 v2 vb

b1 .!
C!b v2 v3  !b v3 v2 (5)
C!3 vb v2  !2 vb v3 + lower order terms.I41 ; I51 /:

Observation The above mentioned equality holds true without additional lower
order terms, if the vector b.
; / is constant in space, otherwise we use the following
identity

Z Z
'1;
.!l vm /bl vn dx D '1;
.!l vm /.bl vn /dx
1;
1;

Z
 
 '1;
.!l vm /vn bl C 2'1;
rvn  rbl .!l vm / dx:
1;

Similarly, for b2 we get

!  v/  v D!3 v1 vb  !1 v3 vb

b2 .!
C!b v3 v2  !b v1 v3 (6)
C!1 vb v3  !3 vb v2 + lower order terms:

For the term with b3 we use (as above) the shifts 1 7! 2, 2 7! 3, 3 7! 1. The case
r D 4; 5; 6 is trivial.
P
6
Summing up , and using the definitions of 'r;
we get (recall, we use summation
rD1
convention)

Z Z
1 d 1
jrvj2 dx C jvj2 dx
4 R3 dt 2 R3
6
X  r 
 jZ1 j C jZ2r j C jZ3r j C jZ4r j C CI4r C CI5r
rD1
3
X jk jk jk
C "ijk .I1 C I2 C I3 /; (7)
iD1
A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 89

where
Z Z
jk jk
I1 D !k vb vj dx; I2 D !j vk vb dx;
R3 R3
Z Z
jk
I3 D !b vj vk dx; I4r D ! j jvj2 j.'r;
b/j dx;
j!
R3 R3
Z Z
I5r D 2 ! j jvj dx;
jrvj jr.'r;
b/j j! Z1r D v  @l .'r;
br /@l vdx; (8)
R3 R3
Z Z
1
Z2r D @l p@k .'r;
br /@l vk dx; Z3r D @l jvj2 @k .'r;
br /@l vk dx;
2
R3 R3
Z
Z4r D !  v/  @l .'r;
br /@l vdx
.!
R3

(9)
and "ijk is the Levi-Civita tensor, i.e. it is zero unless all indices are different, it is
equal to C1 for a positive permutation of 123 and equal to 1 otherwise.
Now, we will estimate these integrals in order to finish the proof. At first, we will
consider the case, in which we have the additional information about the projection
vb itself; we will proceed quite analogously with [18].

Z ˇ ˇ Z Z Z
ˇ jk ˇ ˇ ˇ  
ˇI1 ˇ d
 ˇ !k vb vj dxd
 kvb ks k!k k 2s vj 2 d

ˇ
s2
0 0 R3 0

Z 3
s3 
C kvb ks k!k k2 s kr!k k2s vj 2 d

Z 2s
" kvk22;2 C C" kvb kss3 krvk22 d

0
2s  2s 
" kvk22;2 C C" .T/ kvb kt;s
s3
krvk21;2 t :
s3
90 Š. Axmann and M. Pokorný

Next
Z
jk
I2 D"jmn @m vn vk vb dx
R3
Z Z
D  "jmn @m @l vn vk @l vb dx  "jmn @m vn @l vk @l vb dx
R3 R3
Z Z
D  "jmn @m @l vn vk @l vb dx C "jmn @m @l vn @l vk vb dx
R3 R3
„ ƒ‚ … „ ƒ‚ …
jk jk
J1 J2
Z
C "jmn @l @l vk @m vn vb dx:
R3
„ ƒ‚ …
jk
J3

Here,
ˇ ˇ Z ˇ ˇ
Z
ˇ jk ˇ ˇ ˇ 2
ˇJ1 ˇ  "jmn @m @l vn vk @l vb dx  " kvk2 C C" vk2 .@l vb /2 dx
R3 R3
Z Z (10)
 
" kvk22  C" vb @l @l vb vk2 dx  C" vb @l vb @l vk2 dx:
R3 R3

Let us estimate the first integral on the right hand side of (10):

ˇ  ˇ
ˇZ Z ˇ Z Z
ˇ ˇ
ˇ vb @l @l vb vk dxd
ˇˇ 
2
jbj jvj jvb j jvj2 dxd

ˇ
ˇ ˇ
0 R3 0 R3
„ ƒ‚ …
J11

Z Z Z Z
2
C2 jrbj jrvj jvb j jvj dxd
C jbj jvb j jvj3 dxd
:
0 R3 0 R3
„ ƒ‚ … „ ƒ‚ …
J12 J13
A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 91

Then
Z
J11  kvk2 kvb ks kvk2 4s d

s2
0

Z
C kvk2 kvb ks kvk 3s kvk6 d

s3
0

 C kvk2;2 kvb kt;s kvk 4s 3s kvk1;6 :

sC6 ; s3

2 3
As 4s=.sC6/
C 3s=.s3/
D 32 , we can interpolate

s6 sC6
kvk 4s 3s  C.s/ kvk1;2
2s
krvk2;22s :
sC6 ; s3

Thus, using Young’s inequality and energy inequality we get

J11  " kvk22;2 C C" kvb k2t;s krvk21;2 :

Note that for fixed " > 0, C" ! 0 for  ! 0, uniformly for s 2 Œ6; 1. The
lower order terms J12 , and J13 may be bounded as follows:

Z
J12  kvb ks krvk2 krbk1 kvk2 4s d

s2
0

Z
 kvb ks krvk2 krbk1 kvk 3s kvk6 d

s3
0

 kvb kt;s krvk1;2 krbk2;1 kvk 4s 3s kvk1;6

sC6 ; s3

C kvb kt;s krvk21;2 ;

Z
 2 
J13  kvb ks kvk26 kvk 3s r b d

s3 3
0
 2 
 kvb kt;s krvk21;2 kvk 4s 3s r b
sC6 ; s3 2;3

 C kvb kt;s krvk21;2 ;

 
where we have used Hölder’s inequality 1t C 12 C sC6 4s D 1 , the assumptions on
b.; /, and the fact that from energy inequality we have estimate of the norm of v in
92 Š. Axmann and M. Pokorný

4s 3s  
space L sC6 .0; T; .L s3 R3 /3 /. Note that C D C./ ! 0 for  ! 0 uniformly for
s 2 Œ6; 1.
Further, we will estimate the last integral from (10):
ˇ  ˇ
ˇZ Z ˇ Z Z
ˇ  2 ˇ
ˇ vb @l vb @l vk dxd
ˇˇ  jvb j jrvj2 jvj jbj dxd

ˇ
ˇ ˇ
0 R3 0 R3
„ ƒ‚ …
DJ14

Z Z
C jvb j jrbj jrvj jvj2 dxd

0 R3
„ ƒ‚ …
J15 DJ12

Z
J14  C kvb ks krvk23 kvk 3s d
 C kvb kt;s krvk24;3 kvk 2t 3s
s3 t2 ; s3
0

The interpolation inequalities

1 1
2=t .t2/=t
kvk 2t 3s  C kvk1;2 kvk2;6 , and krvk4;3  Ckrvk1;2
2
kvk2;2
2
;
t2 ; s3

and Young’s inequality yield

ˇ  ˇ
ˇZ Z ˇ
ˇ  2 ˇ
ˇ vb @l vb @l vk dxd
ˇˇ  " kvk22;2 C C" kvb k2t;s krvk21;2 ;
ˇ
ˇ R3 ˇ
0

jk
which implies the bound on J1
ˇ  ˇ
ˇZ ˇ  
ˇ ˇ
ˇ J d
ˇ  3" kvk2 C C" kvb k2 C kvb k krvk2 :
jk
ˇ 1 ˇ 2;2 t;s t;s 1;2
ˇ ˇ
0

Further,

Z ˇ ˇ Z  Z Z 
ˇ jk jk ˇ
ˇJ2 C J3 ˇ d
 j@l @m vn @l vk vb j dx C j@l @l vk @m vn vb j dx d

R3 R3
0 0

Z
2 kvk2 kvb ks krvk 2s d

s2
0
A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 93

Z s3 3
C kvb ks krvk2 s kvk2s kvk2 d

" kvk22;2 C C" kvb kt;s krvk21;2 ;

Z ˇ ˇ Z Z Z
ˇ jk ˇ ˇ ˇ
ˇI3 ˇ d
 j!b j ˇvj ˇ jvk j dxd
 " kvk2;2 C C" kvk23 k!b k26 d

0 0 R3 0

" kvk22;2 C C" kvk21;3 k!b k22;6 :

Using kvk21;3  kvk1;2 kvk1;6  C krvk1;2 , and the information which comes
from (3), we get

kvk21;3 k!b k22;6 C krvk1;2 .1 C krvkY. / /

 C./.krvk1;2 C krvk21;2 C kvk22;2 / C C0 kv0 k21;2 :

Recall that C ! 0 for  ! 0C , uniformly for s 2 Œ6; 1. It remains to deduce

suitable estimates of the lower order terms with derivatives of b.; /.

Z Z Z
jI4r j d
 ! j jvj2 j.'r;
b/j dxd

j!
R3
0 0

Z
 krvk6 kvk3 kvk6 k.'r;
b/k3 d

Z
" kvk22;2 C C" krvk22 kvk23 k.'r;
b/k23 d

" kvk22;2 C C" krvk21;2 kvk24;3 k.'r;

b/k24;3

Z Z Z
jZ1r j d
 jvj jr.'r;
b/j jrvj dxd

0 0 R3

" kvk2;2 C C" krvk21;2 kr.'r;

b/k22;1
94 Š. Axmann and M. Pokorný

Z
jI5r C Z2r C Z3r C Z4r j d

Z Z 
 ! j jvj C jrpjjr.'r;
b/jjrvj
jrvj jr.'r;
b/j j!
0 R3

C jrvj2 jvjjr.'r;
b/j C j!
! j jvj jrvj jr.'r;
b/j dxd

Z
C krvk6 krvk2 kvk3 .krbk1 C 1/ d

0
 1
 C kvk2;2 krvk1;2 kvk4;3 krbk4;1 C .T  / 4
 " kvk22;2 C C" krvk21;2 kvk24;3

Collecting all the above estimates together, we see that

krvk21;2 C kvk22;2  C0 kv0 k21;2 C C.krvk21;2 C kvk22;2 C 1/; (11)

where C ! 0 for  ! 0C , uniformly for s 2 Œ6; 1. Therefore, taking  sufficiently

small, we get

krvk21;2 C kvk22;2  4C0 kv0 k21;2 :

Repeating the same estimates on .; 2/ we get that

krvk2L1 .;2 IL2 .R3 // C kvk2L2 .;2 IL2 .R3 //  4C0 kv./k21;2 :

Therefore, after finite number of steps, we get that the regular solution exists on the
whole time interval .0; T/.
Let us move to the case where we have information about the gradient of the
jk
projection and let us estimate all terms from (8). We start with the term I2 :

Z
jk
I2 D "jmn @m vn vk vb dx
R3
Z Z
D "jmn @m @l vn vk @l vb dx "jmn @m vn @l vk @l vb dx
R3 R3
„ ƒ‚ …„ ƒ‚ …
jk jk
J1 J2

ˇ ˇ Z
ˇ jk ˇ
ˇJ1 ˇ  " kvk22 C C" jvj2 jrvb j2 dx (12)
R3
A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 95

In the estimate of the right hand side of (12), we will distinguish between two
possible cases. For 2  s  3, we get
Z
jvj2 jrvb j2 dx  krvb k2s kvk2 2s
R3 s2

4s6  2  62s
 krvb k2s krvk2
s
r v s
2
 2 2s
" r 2 v2 C C" krvb ks2s3 krvk22 ;

while for s > 3, we will proceed in the following way

Z 6s 4s12
jvj2 jrvb j2 dx  krvb ks5s6 krvb k25s6 kvk22 5s6 :
R3 3 s2

2 5s6
Further, due to 2  3 s2
 6, we can interpolate

4s12 6s
kvk22 5s6  Ckvk25s6 krvk25s6 :
3 s2

Moreover,
4s12 4s12
krvb k25s6  .krvk2 C kvk2 krbk1 / 5s6 ;

and using Young’s inequality we have

Z 6s 4s12  
jvj2 jrvb j2 dx C krvb ks5s6 kvk25s6 krvk22 C C0 .b/ :
R3

jk jk
The integrals J2 , and I3 can be estimated in a straightforward way, analogously as
in [15]
ˇ ˇ  2
ˇ jk ˇ 2s
ˇJ2 ˇ  krvb ks krvk 2s  " r 2 v2 C C" krvb ks2s3 krvk2 ;
2 2
s1

ˇ ˇ 
ˇ jk ˇ  2   2
ˇI3 ˇ  r v2 k!b k3 kvk6  " r 2 v2 C "k!b k3 C C" krvk2 :
4 4
96 Š. Axmann and M. Pokorný

jk
We now return to the term I1 . We have (below, ıij denotes the Kronecker symbol)

Z Z
jk
"ijk I1 D "ijk !k vb vj dx D "ijk "klm @l vm vb vj dx
R3 R3
Z Z
D .ıil ıjm  ıim ıjl / @l vm vb vj dx D .@i vj vb vj  @j vi vb vj /dx
R3 R3
Z Z Z
1
D @i vj @l vb @l vj dx C .@l vj /2 @i vb dx C vi @j vb vj dx:
R3 2 R3 R3

jk
Therefore these terms can be treated exactly as terms above coming from I2 . Next,
we have to estimate the lower order terms. Since they can be treated exactly as in
the previous case (additional information about vb ), we skip the details.
Altogether we get

Z
 2
krvk21;2 C r 2 v2;2  " k!b k43 d

Z  2s 6s
C C" g.s/ krvb ks2s3 C0 .b/ C krvb ks5s6
0

Ckbk26 C kvk43 C krbk41 C krvk22 krvk22 d
;

2s
where g.s/ D 0, for 2  s  3, and g.s/ D 1, for s > 3. Note that both 2s3
and
6s 4s
5s6
are less than t D 3s6 . Using the estimate from Lemma 1 we obtain

Z
k!b k43 d
 C.1 C krvk2Y. / /:
0

Choosing " sufficiently small, we can use Gronwall’s inequality in order to conclude
that
 2
krvk21;2 C r 2 v2;2  C.v0 ; krvb kt;s /:

As this inequality holds for any  < T  and C is independent of , the proof of
Theorem 1 is complete.

Acknowledgements The work of the first author was supported by the grant SVV-2015-260226.
The work of the second author was partially supported by the grant No. 201/09/0917 of the Grant
Agency of the Czech Republic.
A Generalization of Some Regularity Criteria to the Navier–Stokes Equations. . . 97

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On the Singular p-Laplacian System Under
Navier Slip Type Boundary Conditions:
The Gradient-Symmetric Case

H. Beirão da Veiga

Dedicated to Yoshihiro Shibata on the occasion of his 60th

birthday

Abstract We consider the p-Laplacian system of N equations in n space variables,

1 < p  2 ; under the homogeneous Navier slip boundary condition without
friction. Here, the gradient of the velocity is replaced by the (more physical)
symmetric gradient, and the classical non-slip boundary condition is replaced
by the Navier slip boundary condition without friction. These combination of
circumstances leads to some additional obstacles. We prove W 2; q regularity, up
to the boundary, under suitable assumptions on the couple p; q . The singular case
 D 0 is covered.

Keywords Regularity up to the boundary • Singular p-Laplacian elliptic systems •

Slip boundary conditions

Mathematics Subject Classification (2010). 35J57; 35J60; 35J75; 35J92

1 Introduction: The Main Result

In the sequel  is a bounded, open, connected, subset of Rn ; locally situated on

one side of its boundary, a smooth manifold . We denote by n the outer unit normal
to @ : For convenience, we assume that  has not axis of symmetry. The reason
will be clear below.
By D u D ru C r T u we denote the symmetric gradient. So

Di j .u/ D @i uj C @j ui ; (1)

H. Beirão da Veiga ()

Dipartimento di Matematica, Università di Pisa, Via Buonarroti 1/C, 56127 Pisa, Italy
e-mail: [email protected]

© Springer Basel 2016 99

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_6
100 H. Beirão da Veiga

where i; j D 1; 2; : : : ; n . Often we simply write D, provided that the vector field

under consideration follows from the context. Further, we denote by t.u/ the Cauchy
stress vector

t.u/ D . D u/  n :

So, tj D .@i uj C @j ui / ni ; where (here and in the sequel) we use the summation
convention on repeated indexes.
In these notes we consider the system
 p2 
 r  .  C j D uj2 / 2 D u D f in  ; (2)

where u is an N-dimensional vector field,   0 is a given parameter (we are

particularly interested in the singular case  D 0 ), and f is a given vector field. The
vector field u is subjected to the Navier slip boundary condition without friction,
see [22],

u  n D 0;
(3)
.t.u// D 0 ;

where, in general, the subscript  denotes “tangential component”.

Equation (2) has been considered by mathematicians mostly with D u replaced
by ru : It is worth noting that (2) satisfies the Stokes Principle (see [23, 26], p. 231),
a significant physical requirement of isotropy, which does not hold if we replace D u
by ru :
For a mathematical study of the above boundary condition see, for instance, [7,
25], where this boundary condition is associated to the linear Stokes problem.
By Lp ./ and W m;p ./, 1  p  1 , m nonnegative integer, we denote the
usual Lebesgue and Sobolev spaces, with the standard norms k  kp and k  km;p ,
respectively.
In notation concerning norms and functional spaces, we do not distinguish
between scalar and vector fields. For instance Lp .I RN / D ŒLp ./N , N > 1, is
denoted simply by Lp ./. We define

Vp D Vp ./ D fv 2 W 1; p ./ W v  n D 0 on  g:

The linear space Vp ./ , endowed with one of the following norms

  1p   1p
k v kp C k D v kp ; k v kp C k r v kp ; k r v kp ;

is a Banach space. The above norms are equivalent in Vp ./ : Further, since we
assume that the domain  has not axis of symmetry, k D v kp alone is also an
On the Singular p-Laplacian System Under Navier Slip Type Boundary. . . 101

equivalent norm. Without the above assumption on  , the equivalence does not
hold. For a quite complete discussion on this, and related, arguments, we refer to [7].
See in particular the Lemma 2.3, and related results, in this last reference. Note, in
particular, that the space V1 ./ considered in Ref. [7] coincides here with V2 ./ ,
since the space Z , defined in the above reference, is here reduced to f 0 g ; due to
the absence of axis of symmetry in  . Further, we remark that in [7] we appeal
to (12) instead of appealing to the totally equivalent formulation (11).
Our main result is the following.
Theorem 1.1 Let 1 < p  2 be fixed. Assume that   0 ; and let f 2 Lq ./ ;
where q > n : Let Cq D C.q; / be the constant that appears in the linear
estimate (14) below. Assume that

.2  p/ Cq < 1 : (4)

Then, the weak solution u to the problem (2), (3) belongs to W 2;q ./ . Moreover,
the following estimate holds
1

kuk2;q  C k f kq C k f kq
p1
: (5)

Roughly speaking, below we tried to follow the main lines of the proof given in [10].
However, the presence of the symmetric gradient in place of the gradient, and that
of the Navier slip boundary condition in place of the non-slip boundary condition,
lead to additional obstacles. In booth proofs, following [8], the very starting point is
the analysis, and subtle utilization, of the inner structure of the equations.
An open problem. Let us now consider the absolute vorticity boundary condition

u  n D 0;
(6)
!.u/  n D 0 ;

where N D 3 : This conditions was introduced by Bardos in Ref. [5]. It became

very popular, and has been studied by a large number of authors. On flat portions
of the boundary it coincides with the boundary condition (3). So, at least at first
glance, it seems very likely that proofs and results shown below for (3) also hold
for (6), with simple adaptations. We are able to prove -uniform a priori estimates
in W 2;q ./ ; but we have not a suitable definition of “weak solution” to the above
boundary value problem, even in the full gradient case.
Regularity of solutions for systems like (2) has received substantial attention
from many authors. We refer, for instance, to [1, 16, 18, 20, 27, 28]. Other related
results may be found in [3, 4, 11–13, 15, 21], and references therein. We refer readers
particularly interested in studying new connections between different boundary
value assumptions, to the recent challenging paper [6]. Finally, we refer the reader
to [17], where the authors prove very interesting regularity results for the Stokes
102 H. Beirão da Veiga

problem (insert, as usual, pressure and divergence free conditions in equation (2)),
under the boundary value problem (3).
The plan of the paper is the following: In Sect. 2 we recall the existence and
uniqueness result of weak solutions. In Sect. 3 we introduce an auxiliary linear
problem and state (by appealing to well know classical results) the existence of
W 2; q ./ solutions to this linear problem. In Sect. 4 we formulate the non-linear
problem in a more explicit (formally equivalent) form, in which the non-linearities
are (roughly speaking) concentrated in the right hand side (see Eq. (18) below).
Further, we appeal to this last formulation to define “strong solution”. In Sect. 5, by
assuming  > 0 ; and by appealing to the result stated in Sect. 3 for the auxiliary
linear problem, we show that the strong solutions introduced in Sect. 4 exist and
belongs to W 2; q ./ ; for each  > 0 : Moreover, the estimates obtained are
independent of  : This last property allows us, in Sect. 6, to extend the regularity
result to the singular case  D 0 : This is accomplished by passing to the limit
in the variational formulation (10), as  tends to zero. Sections 5 and 6 follow
arguments developed in [10].

2 Existence and Uniqueness of the Weak Solution

Existence and uniqueness of weak solutions follows from well know results. Let us
recall some basic points. Set
p2
B. D u / D .  C j D uj2 / 2 : (7)

By appealing to the identity Dij u Dij v D 2 Dij u @j vi ; integration by parts shows that
Z Z
1  
B.D u/ D u  D v dx D  r  B.D u/ D.u/  v dx
2  
Z (8)
C B.D u/ Π.D u/  v  n  dS :


Hence,
Z Z
1  
B.D u/ D u  D v dx D  r  B.D u/ D.u/  v dx
2  
Z (9)
C B.D u/ .t.u//  v dS :


Note that on  one has t.u/  v D .t.u//  v ; since v  n D 0 :

On the Singular p-Laplacian System Under Navier Slip Type Boundary. . . 103

Identity (9) justifies the following definition.

Definition 2.1 Let f 2 Vp0 ./. We say that u is a weak solution of problem (2), (3)
if u 2 Vp ./ satisfies
Z Z
1
B.D u/  D u  D v dx D f  v dx ; (10)
2  

for all v 2 Vp ./ .

Existence and uniqueness of the weak solution, for each fixed   0 ; follows
by appealing to the theory of monotone operators, see Lions, [19, Chap. 2, Theo-
rem 2.1]. Recall that k D v kp is a norm in Vp ./ : Further, take into account that,
for y  0 ;

p 2
 1 
2 p
2
.  C y2 / 2 y2  c yp  c ; if c :
1C 

3 An Auxiliary Linear Problem

In this section we consider the following linear elliptic equation

 r  D u D F in  ; (11)

under the linear boundary condition (3). We remark that Eq. (11) may be written in
the equivalent form

  u  r .r  u / D F : (12)

The following definition coincides with definition 2.1, if p D 2 :

Definition 3.1 Let f 2 V20 ./. We say that u is a weak solution to the linear
problem (11), (3) if u 2 V2 ./ satisfies
Z Z
1
D u  D v dx D F  v dx ; (13)
2  

for all v 2 V2 ./ .

Coerciveness of the bilinear form on the left hand side of (13) follows here by
appealing to the fact that k D v k is a norm in V2 ./ , since we have assumed that 
has not axis of symmetry. Hence, existence, uniqueness, and the standard estimate
holds for the above problem.
104 H. Beirão da Veiga

In the next sections we appeal to the following regularity result.

Theorem 3.1 Consider the linear boundary value problem (11), (3). Assume that
F 2 Lq ./ ; for some q  2 : Then, the weak solution u to the above linear
problem belongs to W 2; q ./ : Furthermore, there is a constant Cq D Cq .q; / ;
such that

k r Du kq  Cq k F kq : (14)

The W 2; 2 ./ regularity of weak solutions claimed in the theorem may be proved,
for instance, by following [25] or [7]. The reader may adapt the argument developed
in [25, Sect. 4] or, alternatively, in [7, Sects. 3–7]. In this last reference a particularly
complete proof of the W 2; 2 ./ regularity is given. Actually, in [7], we consider
a much more involved problem. So it is a quite tedious, but mathematically
straightforward exercise, to adapt the proof given in [7] to the simpler problem
considered here. This is simply done by cutting out many pieces in the proof.
Further, as claimed in [25, Sect. 4], once we have proved W 2; 2 ./ existence and
regularity, the deeper W 2; q ./ regularity result, for arbitrarily large exponents q,
follows by appealing to the corresponding a priori estimates. For these estimates
see the classical references [2] by Agmon et al. or [24] by Solonnikov. Since all the
linear maps at stake are bounded, there is a constant CQ q such that

k u k2; q  CQ q k F kq : (15)

Finally, the point-wise estimate jr 2 uj  3 jr D uj  6 jr 2 uj shows that the norms

k u k2; q and k r Du kq are equivalent in W 2; q ./ \ Vq ./ : So, (14) holds.

4 The Strong Solution: Definition

The main lines followed in this section have their starting point in some ideas
introduced, in a more complex context, in [8].
Since
p2 p2 p4
r .  C j D uj2 / 2 D .  C j D uj2 / 2 r . jD uj2 / ;
2
straightforward calculations show that
 p2  p2
r  .  C j D uj2 / 2 D u D .  C j D uj2 / 2 r  .Du /
p4 (16)
C .p  2/ .  C j D uj2 / 2 I.u/

where, by definition,

1
I.u/ D r . jD uj2 /  D u D . Du W rDu /  Du :
2
On the Singular p-Laplacian System Under Navier Slip Type Boundary. . . 105

The j component of the vector field I.u/ is given by

XX
Ij .u/ D Dlm .@k Dlm / Dkj :
k l; m

By improving an argument already used in [10], we may prove (as in the proof of
Lemma 3.4 in [9]) the algebraic relation

jI  j  jDj2 jr D uj jj ;

for each arbitrary vector field in  2 RN , where

X
jr D uj2 D .@k Dm l /2 :
m;l;k

Consequently, the pointwise estimate

jI.u/j  jDj2 jr D uj (17)

holds.
Finally, we introduce the notion of strong solution used in the next section.
Definition 4.1 Assume that  > 0 ; and let f 2 Lq ./ be given, q > 1 . We say
that u 2 W 2; q ./ is a strong solution of problem (2), (3) if u satisfies (3) in the
trace sense and, moreover, the equation
2p
 r  D u D .p  2/ G.u/ C .  C j D uj2 / 2 f (18)

holds almost everywhere in  ; where

G.v/ D .  C j D vj2 /1 I.v/ :

Note that, by (17), G.v/  j r D v j almost everywhere in  ; independently of  .

So,

k G.v/ kq  kr D vkq : (19)

5 Existence of the Strong Solution for  > 0

In this and in the next section we prove the existence of a (unique) strong solution
u 2 W 2; q ./ of our problem. In this section the case  > 0 is considered. In
the next section the result is extended to the singular case. In these two sections we
106 H. Beirão da Veiga

follow the proofs given in [10]. For the reader’s convenience, we show the main
points. For more details, we refer to the original proof, in [10].
O
Fix  > 0 ; and let f 2 Lq ./ . Since q > n ; there is a constant C.q; / such
that

k D vk1  CO kr D v kq ; (20)

for all v 2 W 2; q ./ \ Vq ./ : Hence,

2 p
k j Dvj2p f kq  k Dv k1
2p
k f kq  CO kr D v k2
q
p
k f kq : (21)

Further, since .a C b/˛  a˛ C b˛ for nonnegative a and b, and 0 < ˛ < 1 ; it

follows that
2p 2p
. C jD vj2 / 2   2 C jD vj2p : (22)

From (21) and (22) we show that

2p 2p 2 p
k . C j D v j2 / 2 f kq   2 k f kq C CO k r Dv k2
q
p
k f kq : (23)

Next we define the convex closed set

K D K.R/ D fv 2 W 2; q ./ \ Vq ./ W krD vkq  R g ; (24)

and consider, for each v 2 K ; the solution u D T.v/ to the problem

2 p
 r  D u D F.v/
.p  2/ G.v/ C .  C j D vj2 / 2 f; (25)

under the boundary conditions (3). We want to prove the existence of a fixed point
T.u/ D u 2 K :
By appealing to Eqs. (14), (19), and (23), we obtain the estimate
2p 2 p
k r Du kq  Cq f .2  p/ k r Dv kq C  2 k f kq C CO k r Dv k2
q
p
k f kq g :
(26)
Next we show that if k r Dvkq  R then the corresponding solution u D T.v/
satisfies the same estimate, namely k r Dukq  R . This shows that T.K/  K :
Since v 2 K ; it follows that
2p 2 p
k r Du kq   2 Cq k f kq C .2  p/ Cq R C Cq CO k f kq R2 p : (27)

By assuming (4), we show that u 2 K.R/ if

2p 2 p
Π1  .2  p/ Cq  R   2 Cq k f kq C Cq CO k f kq R2 p :
On the Singular p-Laplacian System Under Navier Slip Type Boundary. . . 107

This inequality is satisfied if, for instance, its left hand side is larger or equal to two
times each of the two terms on the right hand side. This holds for
2 p
2 2p 2 Cq CO 1 1
RD  2 Cq k f kq C . / p 1 k f kqp 1 ; (28)
˛ ˛

where ˛ D 1  C2 .q/ .2  p/ : Hence k r Du kq  R : The inclusion T.K/  K

follows. This is the main ingredient to prove the existence of a fixed point in K ;
by appealing to the Theorem 3.2 in [10]. For more details we refer to the argument
developed in this last reference.
The expression of R shows that the uniform estimate (5) holds. Summarizing,
we have shown that, for each positive  ; the estimate
1

ku k2;q  C k f kq C k f kqp1 (29)

holds, where u denotes the strong solution related to the particular positive
value  .

6 Existence of the Strong Solution for  D 0

Following [10], we appeal here to the uniformity with respect to  > 0 of (29),
and to a compactness argument, to pass to the limit, as  tends to zero, in the weak
formulation (10). In this way we show that the weak solutions u to the singular
problem belong to W 2;q ./ ; and satisfy (5).
We start by recalling the definition of weak solution u of problem (2), for  
0 ; namely,
Z Z
  2
 p2 
 C jDu j 2
D u  D v dx D f  v dx ; (30)
 

for all v 2 Vp ./ : This condition is satisfied by the strong solutions u ; for  >
0 ; constructed in the previous section. Since these solutions are uniformly bounded
in W 2; q ./ ; suitable sub-sequences, which we continue to denote by u , weakly
converge in W 2; q ./ to some u . Let us show, by passing to the limit in (30), that
Z Z
p2
j D uj 2 D u  D v dx D f  v dx ; (31)
 

for all v 2 Vp ./ : Consequently, u 2 W 2; q ./ is the solution (know to be unique)

for  D 0 : To prove this claim, we have to show that the left hand side of Eq. (30)
converges to the left hand side of (31), for each fixed v 2 Vp ./ . Essentially, the
proof followed in [10, Sect. 4] applies here. For the reader’s convenience, we repeat
the main argument.
108 H. Beirão da Veiga

Since u * u weakly in W 2;q ./ , and q > n ; strong convergence (of suitable
subsequences) in W 1;s ./ , for any s ; follows. So, strong convergence in W 1;p ./
holds.
Write the integral on the left-hand side of (30) as
Z
  p2   p2

 C j Du j2 2
Du   C j Du j2 2 Du  Dv dx (32)

Z
  p2
C  C j Duj2 2
Du  Dv dx ;


and show that the first integral tends to zero, and the second integral tends to the left
hand side of (31). The inequality

j . C jAj/p2 A  . C jBj/p2 B j  C jA  Bj . C jAj C jBj / p2 ; (33)

where C is independent of  (see [14, Eq. (6.8)]), shows that the absolute value of
the first integral in Eq. (32) is bounded by
Z
C .  C j D u j C j D u j /p2 j D u  Du j j D vj dx :


Since

.  C jDu j C jDu j /p2 j Du  Du j  j Du  Du jp1 ;

the absolute value of the first integral in Eq. (32) is bounded by

C k D u  D u kpp1 k D v kp ;

which tends to zero with  :

Finally, by Lebesgue’s dominated convergence theorem,
Z Z
 2
 p2
lim  CjDuj 2
D u  D v dx D j D u jp2 Du  D v dx :
!0C  

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Thermodynamically Consistent Modeling
for Dissolution/Growth of Bubbles
in an Incompressible Solvent

Dieter Bothe and Kohei Soga

Dedicated to Yoshihiro Shibata on the Occasion of his 60th

Anniversary

Abstract We derive mathematical models of the elementary process of dissolu-

tion/growth of bubbles in a liquid under pressure control. The modeling starts with
a fully compressible version, both for the liquid and the gas phase so that the entropy
principle can be easily evaluated. This yields a full PDE system for a compressible
two-phase fluid with mass transfer of the gaseous species. Then the passage to an
incompressible solvent in the liquid phase is discussed, where a carefully chosen
equation of state for the liquid mixture pressure allows for a limit in which the
solvent density is constant. We finally provide a simplification of the PDE system
in case of a dilute solution.

Keywords Entropy principle • Incompressible limit • Mass transfer • Two-phase

fluid system

1 Introduction

The process of dissolution or growth of gas bubbles in an ambient liquid phase

is very common in many situations. In everyday life, we often see bubbles in
carbonated mineral water, beer, champagne etc. In particular the dissolution of gases
is of huge technological and industrial importance in the context of gas scrubbing.
This is, for instance, relevant for CO2 disposal, where gas from a combustion
process is injected into a reactive liquid medium. Such processes are usually run
under pressure control instead of volume control. Note that the latter is much more

D. Bothe ()
Technische Universität Darmstadt, Center of Smart Interfaces, 64287 Darmstadt, Germany
e-mail: [email protected]
K. Soga
Department of Mathematics, Faculty of Science and Technology, Keio University,
Hiyoshi 3-14-1, Kohoku-ku, Yokohama 223-8522, Japan
e-mail: [email protected]

© Springer Basel 2016 111

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_7
112 D. Bothe and K. Soga

common in the mathematical analysis of such mass transfer problems, since it allows
for a fixed domain in which the mathematical model—usually in the form of a
system of partial differential equations—holds. The massive impact of the external
pressure is known from the above mentioned everyday life examples, but also can
be seen in the medical context. This is the case with decompression sickness or
caisson disease, where severe symptoms can be caused by bubble generation in
the blood after a fast change of the ambient pressure. There is a large literature on
experiments and numerical computation of dissolution/growth of bubbles in a liquid,
e.g. Liger-Belair et al. [10], Sauzade and Cubaud [13], Takemura and Yabe [16]. A
rigorous mathematical model is necessary for possible theoretical investigations and
mathematical analysis on this topic.
Based on Continuum Physics, we derive a mathematical model of a two-phase
fluid system of type liquid/gas, where both gas and liquid phases are composed of
molecularly miscible constituents and the pressure is controlled via a free (upper)
surface .t/. The system consists of chemical components A1 ; : : : ; AN . The gas
phase is denoted by C .t/, the liquid phase by  .t/ and the movable free interface
by †.t/. See Fig. 1 below.
In common mathematical models for mass transfer from or to gas bubbles in a
liquid phase, the transferred gas is treated as a dilute component in both phases. This
allows to use a two-phase Navier-Stokes system together with advection-diffusion
equations for passive scalars. If the bubble is composed of a pure gas, this is no
longer possible since the dissolution then significantly changes the bubble volume.
In this case a much more elaborate modeling is required for both of the bulk phases
and the transmission condition at the interface. In particular, the two one-sided
limits of the bulk velocities at the interface and the interface’s own velocity need
to be distinguished. Since such a more rigorous model accounts for the mass and

Fig. 1 The two phase system

under pressure control
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 113

volume of individual constituents, an incompressible model for the liquid phase

will still lead to non-zero divergence of the barycentric velocity field. Moreover,
a thermodynamically rigorous model needs to be developed for compressible bulk
phases in the first place. Only then, an incompressible version may be derived as a
limit, where the latter depends on the notion of incompressibility which is neither a
priori clear nor unique in the mixture context.
The novel aspect in the present paper is the idea of an incompressible solvent
(associated to AN ) carrying dissolved gas components which add their partial
pressure to the total one like being ideal gases. The underlying mixture is supposed
to be described by an equation of state according to

N X k
N1
p D pRN C K.  1/ C RT;
N
R
kD1
Mk

where pRN is a reference pressure and NR a reference density for the solvent, while K
is the solvent bulk modulus. The incompressible limit will be attained (formally) by
letting K tend to infinity. This leads to the constraint

N
NR ;

i.e. to a constant solvent density. Since the continuity equation for the solvent then
reduces to

r  vN D 0;

it makes sense to employ the solvent momentum balance instead of the one for the
mixture. This is attractive, because it leads to a standard incompressible Navier-
Stokes equation for the bulk liquid. Only the diffusive fluxes, which rely on the
relative velocity to the barycentric one, become slightly more intricate, but only
involving a simple linear relation.
The obtained PDE systems still comprise of a compressible gas phase model.
Low Mach number approximation seems possible and will be given in a forthcoming
paper. Note that the gas phase density in the incompressible limit will still be a
function of time, determined by the dynamical mass transfer process.

2 Balance Equations

(a) Mass balance

For simplicity, we assume that there are no chemical reactions (which could be
easily added) and that there is no absorbed mass at the interface, i.e. i†
0 for
114 D. Bothe and K. Soga

all i D 1; : : : ; N. The partial mass balance in its integral form for a fixed control
volume V with the outer normal n reads as
Z Z
d
i dx D  i vi  n do:
dt V @V

Using the two-phase transport and divergence theorems (see the Appendix), this
implies
Z Z Z Z
†
@t i dx  ŒŒi v  n† do D  r  .i vi / dx  ŒŒi vi  n†  do
Vn† †V Vn† †V

with †V WD †.t/ \ V, the surface velocity v † and the surface unit normal n†
pointing toward  . Comparison of bulk and interface terms yields the local form

@t i C r  .i vi / D 0 in C .t/ [  .t/,
(1)
ŒŒi .vi  v † /  n†  D 0 on †.t/:

Above, the bracket ŒŒ   denotes the jump of a quantity across the interface (crossing
† in the direction opposite to n† ). The mixture is described by the total density 
and the barycentric velocity v, given by

X
N X
N
 WD i ; v WD i vi :
iD1 iD1

As a consequence of (1), the mixture obeys the continuity equation


@t  C r  .v/ D 0 in C .t/ [  .t/,
(2)
ŒŒ.v  v † /  n†  D 0 on †.t/:

Let mP ˙ denote the one-sided limits ˙ .v ˙  v † /  n† on †.t/. Then the second

equation in (2) becomes m P D m P C , and hence m
P WD mP D m P C is well-defined.
˙ ˙ ˙ †
Similarly, we introduce m P i WD m
P i D i .vi  v /  n† . We define diffusion
velocities ui WD vi  v, mass fractions yi WD i = and diffusion mass fluxes
ji WD i ui D i .vi  v/. Then we have the following equivalent form of Eqs. (1):

@t i C r  .i v C ji / D 0 in C .t/ [  .t/,
(3)
ŒŒ ji  n†  C ŒŒi .v  v † /  n†  D 0 at †.t/;

or

.@t yi C v  ryi / C r  ji D 0 in C .t/ [  .t/,
(4)
ŒŒ ji  n†  C mŒŒy
P i  D 0 at †.t/:
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 115

In the common models for mass transfer, the jump condition in (3) or (4) is
simplified to read ŒŒji  n†  D 0, assuming m
P D 0 which means that the total phase
change effect of the mass transfer is neglected; cf. Bothe and Fleckenstein [4] for an
assessment of this approximation.
(b) Momentum balance
The mixture is to be described by a so-called class-I model, where we consider
only a single (common) momentum balance. The integral form is
Z Z Z Z Z
d
v dx D  v.v  n/ do C Sn do C b dx C S† ds
dt V @V @V V @†V

†
PNstress tensor S, the surface stress tensor S and the body force b. Note
with the bulk
that b D kD1 k bk with (possibly) individual body forces bk , for instance due to
forces in an electrical field. Here is the outer unit normal of the bounding curve
@†V of †V , being tangential to †. The transport and (surface) divergence theorems
yield the local form

@t .v/ C r  .v ˝ v  S/ D b in C .t/ [  .t/,
(5)
P
mŒŒv  ŒŒSn†  D r†  S† at †.t/:

We assume non-polar fluids, for which the balance of angular momentum has a
simple form without body couples or surface couples. This is equivalent to the
assumptions

S D ST ; S† D .S† /T :

This is a constitutive assumption which is made right away.

(c) Energy balance
The integral form of the total energy balance is
Z Z  Z
d v2 v2
.e C / dx C u† do D  .e C /v  n do
dt V 2 †V @V 2
Z Z Z Z
 u† v †  ds  q  n do  q†  ds C v  Sn do
@†V @V @†V @V
Z Z Z X
N
C v †  S† ds C v  b dx C jk  bk dx
@†V V V kD1
116 D. Bothe and K. Soga

with the specific internal energy of the bulk e and the internal energy density of the
surface u† . After straightforward computations, the local form turns out as
8  
ˆ
ˆ v2 v2
ˆ
ˆ @t .e C / C r  .e C /v C q
ˆ
ˆ 2 2
ˆ
ˆ
ˆ
< X N
D r  .Sv/ C v  b C jk  bk in C .t/ [  .t/,
ˆ
ˆ † † kD1
ˆ
ˆ v2
ˆ
ˆ
D u † † † †
ˆ Dt C u r†  v C ŒŒ.e C 2 /.v  v /  n†  C ŒŒq  n†  C r†  q
ˆ
:̂
D ŒŒSv  n†  C r†  .S† v † / at †.t/:

Subtracting the balance of kinetic energy derived from (5), one obtains the balance
of internal energy as
8
ˆ
ˆ X N
ˆ
ˆ @t .e/ C r  .ev C q/ D rv W S C jk  bk
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
kD1
< in C .t/ [  .t/,
† † † 2 (6)
ˆ D u .v  v / 1
ˆ
ˆ C u† r†  v † C mŒŒe
P C  n†  Sn† 
ˆ Dt
ˆ 2 
ˆ
ˆ
ˆ
ˆ CŒŒq  n†  C r†  q†  ŒŒ.v  v † /k  Sn†  D r† v † W S†
:̂
at †.t/;

where .vv † /k stands for the tangential projection of .vv † / onto the local tangent
plane to †, i.e. .vv † /k D P† .vv † / with the projection tensor P† D I n† ˝n† .
Later, we will use the constitutive relation S† D  † P† with a scalar  † . Then we
have r† v † W S† D  † r†  v † .
(d) Entropy balance
Let s denote the density of entropy in the bulk (i.e. s is the specific entropy) and
† the area-density of interfacial entropy. The integral form of the entropy balance is
Z Z  Z
d †
s dx C  do D  .sv C ˆ/  n do
dt V †V @V
Z Z Z
† † †
 . v C ˆ /  ds C  dx C  † do
@†V V †V

with the bulk entropy flux ˆ and the interfacial entropy flux ˆ† . Hence we obtain
the local form
8
ˆ C 
< @t .s/ C r  .sv C ˆ/ D  in  .t/ [  .t/,
D† † (7)
:̂ C † r†  v † C r†  ˆ† C mŒŒs
P C ŒŒˆ  n†  D  † at †.t/:
Dt
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 117

3 Entropy Principle

If the entropy fluxes ˆ and ˆ† in (7) are related to the primitive variables via
constitutive relations in such a way that the following entropy principle holds, we
speak of a thermodynamically consistent model.
Entropy principle. The entropy flux (ˆ; ˆ† ) is such that
• The entropy production
X is a sum of binary
X products of “fluxes” times “driving
force”, i.e.  D Fm Dm and  † D Fm†0 D†
m0 .
m m0
•   0,  †  0 for any thermodynamical process.
• 
0 and  †
0 characterizes equilibria of the system.
This is a condensed form of the full entropy principle. For more details see Bothe
and Dreyer [3], as well as Dreyer [8]. We consider the simplest class of isotropic
fluids without mesoscopic forces. This corresponds to the choice of certain primitive
variables in modeling the entropy of the material. We assume

s D h.e; 1 ; : : : ; N /; † D h† .u† /; (8)

where h and h† are concave functions. The concavity is required for thermodynamic
stability properties of the mixture. Then we define the (absolute) temperature T,
respectively T † of bulk and interface, as well as the bulk chemical potentials i via

1 @h i @h 1 @h†
WD ;  WD ; †
WD † : (9)
T @.e/ T @i T @u

Next, we compute  and  † from (7)–(9), where we eliminate the time derivatives
of i , e, u† by means of the balance equations in (1), (6). This yields the following
results.
(a) Bulk entropy production

q X k jk X
N N
1
 D r  .ˆ  C /  .e  sT  k k /r  v
T kD1
T T kD1

1 X
N
1 k bk
C rv W S C q  r  jk  r  :
T T kD1 T T

We choose the entropy flux as

q X k jk
N
ˆD 
T kD1 T
118 D. Bothe and K. Soga

and determine further constitutive relations so that the entropy principle holds.
We decompose the stress tensor S as S D PI C Sı with the traceless part Sı
of S and P D  13 tr.S/. We decompose the pressure P as P D p C …, where …
vanishes in equilibrium. This is important, since … can depend on r  v, while
p cannot. Hence S is rewritten as

S D . p C …/I C Sı :

Introducing the Helmholtz free energy

 D  .T; 1 ; : : : ; N / D e  sT;

we change from e as a primitive variable to T (via Legendre transform with

@.e/
@.s/ D T). Then  becomes

!
1 X
N
… 1 1
D  Cp k k r  v  r  v C rv W Sı C q  r
T kD1
T T T

X
N 
k bk
 jk  r  :
kD1
T T

Now,   0 for any thermodynamical process implies the Gibbs-Duhem

relation

X
N
p D  C k k :
iDk

Thus the entropy production in the bulk reduces to read


1 X
N
… 1 k bk
D r  v C rv W Sı C q  r  jk  r  :
T T T kD1 T T

Since   0 is required, the simplest closure is linear in the driving

P forces and
such that a quadratic form is obtained. Note that the constraint NkD1 jk D 0 has
P
to be accounted for. Hence we eliminate jN , which is chosen as  N1 kD1 jk . For
D WD 12 .rv C .rv/T / and its traceless part Dı we have rv W Sı D Dı W Sı and
trD D r  v. Then  becomes

… 1 1 X   
N1
bk  bN 
r  v C Dı W S ı C q  r 
k N
 D jk  r  :
T T T kD1 T T
(10)
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 119

Note that the viscous entropy production can be written as T1 D W Sirr , if we let
Sirr WD …I C Sı , i.e. Sirr is the irreversible part of S which produces entropy.
(b) Interfacial entropy production
We do not consider viscous surface dissipation, hence S† D  † P† . Then it
follows from the second equation in (7) and the other balance equations that

1 † q† 1
† D †
.  u †
C T † †
 /r†  v †
C r †  .ˆ†
 †
/ C q†  r† †
T T T
1 1 1
CŒŒ.  † /.msTP C q  n† / C † ŒŒ.v  v † /k  .Sirr n† /
T T T
XN
k jk  n† P X
m
N
.v  v † /2 1
 ŒŒ   † ŒŒ yk k C  n†  Sirr n† :
kD1
T T kD1
2 

We choose the entropy flux as

ˆ† D q† =T †

and obtain the surface Gibbs-Duhem equation

 † D u†  T † † ;

which shows that  † is the interfacial free energy. For simplification, we assume
from here on that there is no temperature jump at †.t/, i.e.

ŒŒT D 0; Tj† D T † :

Then, with (3), we see that  † becomes

1 1
 † D q†  r† C ŒŒ.v  v † /k  .Sirr n† / (11)
T T
1X
N
.v  v † /2 1
 P k ŒŒk C
m  n†  Sirr n† ;
T kD1 2 

P i satisfies ŒŒm
where m P i  D 0 for all i D 1; : : : ; N.
In the next section, we further determine appropriate constitutive relations such
that the entropy principle holds. In addition, one needs a constitutive modeling for
the Helmholtz free energy  . This will be constructed from an equation of state
for the pressure p and from the chemical potentials i .
120 D. Bothe and K. Soga

4 Constitutive Modeling

Constitutive relations can be derived from the entropy principle in (10) and (11).
The standard closure is as follows (cf. de Groot and Mazur [7]; Slattery [15]; Hutter
and Jöhnk [9]).
(a) Bulk
(B1) … D r  v;  D .T; i /  0 the bulk viscosity,
(B2) Sı D 2Dı ;  D .T; i /  0 the dynamic viscosity (Newton’s law),
(B3) q D ˛r T1 ; ˛ D ˛.T; i /  0 the heat conductivity (Fourier’s law),
P  k N 
(B4) ji D  N1 kD1 Lik r T
 bk b
T
N
with a positive (semi-)definite matrix
ŒLik  D ŒLik .T; 1 ; : : : ; N / of mobilities (Fick’s law for multi-component
mixture).
(b) Interface
(B5) q† D ˛ † r† T1 , ˛ † D ˛ † .T/  0 the interfacial heat conductivity,
(B6) ŒŒvk  D 0, vk˙ D vk† , i.e. continuous tangential velocities,
(B7) If i 2 I ˙ WD fi j Ai is only in ˙ g, then m P i D 0 (no transfer) and
otherwise

1 .v  v † /2
ŒŒi  D ŒŒ n†  Sirr n†  ;
 2

or, more general but still neglecting mass transfer cross-effects,

.v  v † /2 1
P i D ˇi ŒŒi C
(B7’) m  n†  Sirr n† , ˇi D ˇi .T/  0.
2 
Now we model the Helmholtz free energy  , where we follow Example 2
in Bothe and Dreyer [3]. The free energy can be constructed from an equation of
state for the pressure p and from relations for the “chemical part” of the chemical
potential i . We consider the gas phase as an ideal mixture of ideal gases and the
liquid phase as a solution with AN as the solvent and A1 ; : : : ; AN1 the solutes (i.e.
dissolved components). We introduce the following notation:

i X N
ci
ci WD (molar density); c WD ci ; xi WD (molar fraction);
Mi iD1
c

x0 WD .x1 ; : : : ; xN1 /;
P
where NkD1 xk D 1. We use .; x0 / as a set of primitive variables as well as
.1 ; : : : ; N /. Note that .; x0 / 7! .1 ; : : : ; N / is one-to-one with the relations
above and

Mi xi X
N X
N1
i D i .; x0 / WD ; M.x0 / WD Mk xk ; xN WD 1  xk :
M.x0 / kD1 kD1
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 121

Each thermodynamic quantity f is represented as

f D f .T; 1 ; : : : ; N / D fQ .T; ; x0 /;

where we always suppose the above relations among .T; 1 ; : : : ; N /, .T; ; x0 / and
xN . P
Now we model the pressure. In the gas phase C .t/, we assume p D NkD1 pk
with partial pressures pi according to the ideal gas law pi D Mii RT, namely

XN
i RT
p D p.T; 1 ; : : : ; N / D RT D pQ .T; ; x0 / D ; (12)
kD1
Mi M.x0 /

where i D 0 means that Ai does not exist in C .t/.

In the liquid phase  .t/, for the later passage to the incompressible case, we
use
N
pN D pRN C K.  1/ (13)
NR

with a bulk modulus K D @N pN .NR /NR > 0 and reference quantities pRN and NR .
Later we let K ! 1, which leads to N
NR . Note that the “1” in (13) can be
generalized to an appropriate function of temperature and composition, but then N
will not become constant in the incompressible limit. For all other species in the
liquid, we assume that they behave as ideal gas components (in the solvent “matrix”
instead of a gas volume), namely pi D Mii RT for all i < N. Hence we have

N X k
N1
p D p.T; 1 ; : : : ; N / D pRN C K.  1/ C RT
N
R
kD1
Mk

RT X
N1
0 MN xN
D pQ .T; ; x / D pRN CK  1 C xk ; (14)
NR M.x0 / M.x0 / kD1

where i D 0 (i < N) means that Ai does not exist in  .t/.

The full chemical potential cannot be modeled directly, but needs to be computed
from a Helmholtz free energy function  . The modeling of follows the concept
laid out in Sect. 13 of Bothe and Dreyer [3] and employs a decomposition of into
an “elastic” part el , which takes into account the mechanical (pressure) work, and
a “thermal” part th which accounts for the entropy of mixing.
122 D. Bothe and K. Soga

We start with a fixed temperature T and a reference pressure pR . We have a

reference density function  D  .T; x0 / through the equation

pQ .T;  ; x0 / D pR :

We then define
th
.T; x0 / WD Q .T;  .T; x0 /; x0 /; el
.T; ; x0 / WD Q .T; ; x0 /  th
.T; x0 /:

Note that el
.T;  ; x0 / D 0. From the Gibbs-Duhem relation, we obtain

X
N
 th
.T; x0 / D pR C k . ; x0 /th 0
k .T; x /;
kD1
0
Q k .T;  .T; x0 /; x0 /:
k .T; x / WD 
th

The thermal part of the chemical potential needs to be modeled, where we only
consider the case of ideal mixtures (only containing entropy of mixing), namely

0 RT
th
i .T; x / D gi .T; p / C
R
ln xi ; i D 1; : : : ; N;
Mi

where gi denotes the Gibbs free energy of the pure component Ai in the respective
phase. Next we compute el through the relation

@ pQ .T; ; x0 /
el
.T; ; x0 / D ;
@ 2

inserting pQ modeled in (12) and (14), respectively.

For the gas phase, we obtain
Z 
Q x0 /
pQ .T; ; RT 
el
.T; ; x0 / D 2
d Q D 0
ln  :
 Q M.x / 

Hence we have
 
 X
N
 RT
 D  Q .T; ; x0 / D pR C k .  0
; x / g k .T; p R
/ C ln x k
  kD1 Mk
RT 
C 0
ln  :
M.x / 
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 123

In order to compute  .T; 1 : : : ; N / D  Q .T; ; x0 .1 ; : : : ; N //, we observe the

following relations:

RT X k
N
pQ .T; ; x0 /  RT=M.x0 /  p
D D D D ;
pQ .T;  ; x0 / RT=M.x0 /  pR pR kD1 Mk

 i =Mi
M.x0 .1 : : : ; N // D ; xi D P N ; (15)
kD1 k =Mk
c
Mi xi Qi
i . .T; x0 .Q1 : : : ; QN //; x0 .Q1 : : : ; QN // D  D  : (16)
M.x0 / Q

Direct calculation yields

 D  .T; 1 : : : ; N / D  Q .T; ; x0 .1 ; : : : ; N //

XN XN 
k RT k
D RT C k gk .T; pR / C ln
kD1
Mk kD1
Mk Mk
!
XN
k RT
CRT ln R :
kD1
Mk p

Hence we obtain for i D 1; : : : ; N the chemical potentials as

@. .T; 1 ; : : : ; N //
i D i .T; 1 ; : : : ; N / WD
@i

RT i RT
D gi .T; pR / C ln R :
Mi p Mi

With the relation i RT=Mi D .RT=Mi /.Mi xi =M.x0 // D pQ .T; ; x0 /xi , we also
obtain

i D Q i .T; ; x0 /
RT pQ .T; ; x0 / RT
D gi .T; pR / C ln C ln xi for i D 1; : : : ; N: (17)
Mi pR Mi

This reproduces the formulas known from the thermodynamical literature; see, e.g.,
Müller [11].
124 D. Bothe and K. Soga

For the liquid phase, we obtain

Z 
pQ .T; ;Q x0 /
el
.T; ; x0 / D 2
d Q
 Q

1 1 KMN xN 
D . pRN  K/   C R ln 
  N M.x / 
0

!
RT X
N1

C 0
xk ln  :
M.x / kD1 

Hence we have

 X
N
 RT
 D  Q .T; ; x0 / D pRC k .  0
; x / g k .T; p R
/ C ln x k
  kD1 Mk
 !
RT X
N1
 KMN xN  
C. pN  K/
R
 1 C ln C xk ln  :
 R 0
N M.x /   M.x 0 / kD1


Solving pQ .T;  ; x0 / D pR with (15), we get

!
  N X
N1
i
D D K C RT . pR  pRN C K/1 :
  .T; x0 .1 ; : : : ; N // N
R
kD1
M i

Straightforward computation with (15) and (16) yields

 D  .T; 1 : : : ; N / D  Q .T; ; x0 .1 ; : : : ; N //

! 
X k
N1
N 
D RT CK R ln   1 C K  pRN
kD1
M k N 

X
N 
RT k =Mk
C k gk .T; pR / C ln ;
kD1
Mk c

where the above = and c still have to be plugged in. Therefore we obtain, for
i D 1; : : : ; N  1,

@. .T; 1 ; : : : ; N //
i D i .T; 1 ; : : : ; N / WD
@i
RT i =Mi
D gi .T; pR / C ln
Mi c
!
RT   X k 
N1
1
N
C ln K R C RT : (18)
Mi N kD1
Mk p  pRN C K
R
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 125

For i D N, we obtain

@. .T; 1 ; : : : ; N //
N D N .T; 1 ; : : : ; N / WD
@N
RT N =MN
D gN .T; pR / C ln
MN c
!
K   X i 
N1
1
N
C R ln K R C RT : (19)
N N kD1
Mi p  pRN C K
R

Let us sum up: Up to here, the balance equations (1), (5) and (6) with constitutive
relations (B1)–(B7), where the chemical potentials are modeled via (17), (18)
and (19), form—up to boundary and initial conditions—a thermodynamically
consistent full PDE system for a two-phase gas/liquid multicomponent system with
compressible liquid and gas phases and mass transfer. For the non-isothermal case,
the temperature dependencies need to be specified and the internal energy balance
is usually transformed into a temperature form, i.e. of heat equation type. In the
isothermal case, it can be dropped.

5 Incompressible Limit

We discuss the passage to an incompressible limit for the liquid solvent. As K ! 1,

assuming that the pressure stays bounded, we get N =NR ! 1. After a (formal)
computation, the passage K ! 1 yields i ! 1 i , where

RT
1
i D gi .T; p / C
R
ln xi for i < N;
Mi
p  pR RT
1
N D gN .T; p / C
R
C ln xN :
NR MN

Note that for an incompressible pure substance AN , the Gibbs free energy satisfies

p  pR
gN .T; p/ D gN .T; pR / C :
N

Hence we have
RT
1
N D gN .T; p/ C ln xN :
MN
126 D. Bothe and K. Soga

Therefore, we obtain the usual formulas for the chemical potential in the limit of
K ! 1, except for the fact that the chemical potentials of the solutes do not depend
on the pressure. This is not a priori clear. Below,
P the superscript “1” is dropped.
Note that N is constant and p D pN C N1 k
kD1 Mk RT with pN a free primitive
variable. In fact, pN acts as a Lagrange multiplier in the liquid phase to account
for the constraint r  vN D 0 which results from (1) for i D N. As mentioned in
the introduction, we employ the solvent momentum balance in the liquid phase and
couple it to the barycentric momentum balance in the gas phase. For this purpose
we use the relation

1 X
N1
jN
vN D v C uN D v C Dv jk : (20)
N N kD1

Then each mass balance equation in (1) is rewritten with vN , instead of v, in the
liquid phase. In particular, the mass transfer transmission conditions ŒŒm
P i  D 0
become, for i < N,
C   
ji C iC .v C  v † /  n† D Ji C i .vN  v † /  n† on †.t/;

where

i X
N1
Ji WD i .vi  vN / D ji C jk
N kD1

is the diffusion flux relative to the solvent. For i D N, the transfer condition is
rewritten to become a substitution for the second equation in (2) and reads as

jC P C
N  n† C my
  †
N  n† D N .vN  v /  n† on †.t/: (21)

P N D 0 and NC D 0, then (21) simplifies

If the solvent evaporation is neglected, i.e. m
to

v †  n† D vN  n† on †.t/:

As for the momentum balance, the standard approach would be to employ the
barycentric momentum balance (5). However, this would lead to a velocity field
v of non-zero divergence. As an interesting alternative which leads to a divergence
free velocity field, we make use of the partial momentum balance for AN . According
to Bothe and Dreyer [3], the partial momentum balance for Ai reads as

X
N
i .@t vi C vi  rvi / D i ri C r  Siirr C i bi  T fik i k .vi  vk /; (22)
kD1
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 127

where Siirr D pi I C Si is the irreversible stress part of Si and fik D fki > 0 are
friction coefficients governing the exchange of momentum between the constituents.
Comparing (22) to the barycentric momentum balance in dimensionless form, it
turns out that the difference of @t vi C vi  rvi to the mixture acceleration @t v C v  rv
is negligible againstpthe remaining terms, if the characteristic speed of diffusion is
small compared to p= which is about the speed of sound in a gas. The latter is
assumed to hold, in which case (22) can be replaced by

i .@t vi C vi  rvi / D yi rp C yi r.r  v/ C yi r  Sı C i b:

Applied to the solvent (i D N), we obtain

X
N1

 .@t vN C vN  rvN / D rp
N  RT rc 
k C r.r  v /
kD1

Cr  Sı C  b (23)

with the standard constraint r  vN

0 in the incompressible limit, where
the superscript “” indicates that a quantity refers to the liquid phase. For the
momentum transmission, the jump condition in (5) is rewritten with vN and jk ,
namely

    j
. P
m  j  n † /.v  N
/  S n†  .m
P C v C  S C n† /
N N N N
N
D r†  S† on †.t/: (24)

In (23) and (24), v  , Sı D 2Dı and S D p I C .r  v  /I C 2Dı are to
be rewritten with vN and jk instead of v by means of (20).
In order to obtain more detailed information about the diffusive fluxes, we
first compute r.i =T/. Since we are finally interested in the isothermal case, we
consider constant T from here on. In the gas phase, with

RT xC pC RT cC RT
C C
i D gi .T; p / C
R
ln i R D gC
i .T; p R
/ C ln i R
Mi p Mi p

for the assumed ideal gas mixture, we obtain the result

C R rcC R
r i
D C
i
D C riC ;
T Mi ci ci
128 D. Bothe and K. Soga

where the superscript “C” indicates that a quantity refers to the gas phase. In the
liquid phase, we obtain r.
i =T/ for i < N and i D N as

 R rx
r i
D i
;
T Mi x
i

R X 
N1
 rp R rx rp R rx
r N
D C 
N
D N
C rc C N
:
T TNR MN xN TNR NR kD1 k
MN x
N

If these are inserted into the Fickean form of the diffusive mass fluxes, the
(molar) mass densities in the denominator only cancel, if the dependence of
the phenomenological coefficients Lik on 1 ; : : : ; N has a special structure. To
incorporate such structural information, while keeping the derivation as rigorous as
possible, we prefer to use the generalized Maxwell-Stefan equations as constitutive
relations determining the diffusion fluxes. The Maxwell-Stefan equations read

X
N
xk jm  xi jm i yi i
 i k
D ri  rp  .bi  b/ (25)
kD1
Ðik RT RT RT

with an individual body force bi for Ai and the molar mass fluxes
ji
i WD
jm D ci .vi  v/:
Mi
For a rigorous derivation of (25) see Bothe and Dreyer [3]. There you also find the
additional contribution r  Si  yi r  S in the right-hand side of (25). The latter is
not included in the classical form of the Maxwell-Stefan equations as given in, e.g.,
Taylor and Krishna [17] and Bird et al. [1]. For simplicity, we also neglect the effect
of diffusion driven by viscous stress. In (25), the Ðik are the so-called Maxwell-
Stefan diffusivities, which are symmetric (cf. [3]). From measurements, one knows
that the Ðik depend only weakly on the composition (often as affine functions), in
contrast to the Fickean diffusivities. We assume the Ðik to be constant with Ðik D
Ðki > 0. Note that the Maxwell-Stefan equations sum up to zero, and hence the
N equations are not independent. Concerning the inversion of this equation system,
see Bothe [2] and the references cited there.
From here on, we assume equal body forces bk
b for all components. Insertion
of the chemical potential gradients yields for the gas phase
X xC jm C  xC jm C yC
 k i i k
D rcC
i 
i
rpC D rcC C C
i  yi rc :
k¤i
ÐC
ik
RT

In the liquid phase, we obtain for i < N

X x jm   x jm  y
 k i i k
D c rx
i 
i
rp :
Ð
ik RT
k¤i
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 129

For i D N, we obtain
X x jm   x jm  rp y
 
 k N N k
D C c rx  N
rp :
Ð
Nk RT N
RT
k¤N

We simplify the jump conditions of the chemical potential. Neglecting the

viscous and the kinetic effect in (B7), we assume

ŒŒi  D 0:

See Bothe and Fleckenstein [4] for an assessment of this approximation. For i < N,
we have

RT pC xC RT pC
C C 0C C
i .T;  ; x / D gi .T; p / C
R
ln R i D gC
i .T; p / C
R
ln iR ;
Mi p Mi p
RT
  0 
i .T;  ; x / D gi .T; p / C
R
ln x
i :
Mi

For given T, choose pR D pRi .T/ so that gC 

i .T; pi .T// D gi .T; pi .T// holds for
R R

each i and for a planar interface. Then, neglecting curvature effects via the pressure
jump, we obtain

pC iC RT
C C 0C   0 
i .T;  ; x / D i .T;  ; x / , ln xi D ln
i
D ln
pi .T/
R
Mi pRi .T/
C
, x
i pi .T/ D ci RT:
R

This is a version of Henry’s law. Thus we obtain the following PDE system for
incompressible solvent and compressible gas phase, where we assume equal body
forces and a continuous temperature field.
Non-dilute solution with incompressible solvent:
Gas phase:
8
ˆ
ˆ @t ci C r  .ci v C jm
i / D 0; i D 1; : : : ; N;
ˆ
ˆ
ˆ
ˆ X xk jm  xi jm
ˆ
ˆ
ˆ
ˆ  i k
D rci  yi rc; i D 1; : : : ; N;
ˆ
< Ðik
k¤i
ˆ
ˆ .@t v C v  rv/ C rp D r.r  v/ C v C b;
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ XN X
N
ˆ
ˆ p D cRT D RT
:̂ c k ;  D Mk ck :
kD1 kD1
130 D. Bothe and K. Soga

Liquid phase:
8
ˆ
ˆ @t ci C r  .ci vN C Jim / D 0; i D 1; : : : ; N  1;
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ X xk jm  xi jm yi
ˆ
ˆ  i k
D crxi  rp; i D 1; : : : ; N  1;
ˆ
ˆ
ˆ
ˆ
Ð ik RT
ˆ
ˆ
k¤i
X xk jm  xN jm
ˆ
ˆ 1  yN
ˆ
<  D crxN C rp;
N k
ˆ
ÐNk RT
k¤N
ˆ
ˆ i X m m
N1 X
N1
ˆ
ˆ m
D m
C ; D
ji
; D C
ˆ
ˆ J j j j p p N ck RT;
ˆ
ˆ
i i
N kD1 k i
Mi
ˆ
ˆ kD1
ˆ
ˆ X
N1
ˆ
ˆ
ˆ
ˆ .@t vN C vN  rvN / C rpN D r.r  v/ C r  Sı C b  RT rck ;
ˆ
ˆ
ˆ kD1
:̂
r  vN
0; N
NR ;
 
where v and Sı D 2Dı D  rv C .rv/T  13 .r  v/I are to be rewritten with vN
and jk through (20).
Interface:
8
C
ˆ
ˆ . jm C cC C †
i .v  v //  n† D . ji
m
C c  †
i .vN  v //  n† ;
ˆ
ˆ
i
ˆ
ˆ i D 1; : : : ; N  1;
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ . jC C C C †   †
ˆ
ˆ N  n† C yN  .v  v //  n† D N .vN  v /  n†
ˆ
ˆ
ˆ
<
(or v †  n D vN  n† in case of negligible evaporation of AN );
ˆ
ˆ
ˆ
ˆ  R C
ˆ xi pi .T/ D ci RT;
ˆ
i D 1; : : : ; N  1;
ˆ
ˆ
ˆ
ˆ   j
ˆ
ˆ P N  j  
P C v C  S C n† /
 .m N  n† /.vN   /  S n†  .m
N
ˆ
ˆ
ˆ
ˆ N   N
:̂
D  † † n† C r†  † ;

˙ ˙ ˙ ı˙
where † D r†  .n† / is the curvature,
 S D p I C .r  v/ I C 2D
ı 1 1
with D D 2 rv C .rv/  3 .r  v/I and S is to be rewritten with vN and jk
T

through (20).

6 Dilute Solution with Incompressible Solvent

We ignore bulk viscosities in both phases and assume m P N D 0. Note that in the
dilute case (xi 1 for i < N), we have Jim  jm
i ,   N and S  SN in the liquid
phase. We obtain a simple Fick’s law for i < N, namely

jm
i D Ð 
Ni rci :
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 131

We may approximate c  c
N . Then Henry’s law becomes

c c
N RT
i
D DW Hi :
cC
i pRi .T/

Thus we obtain the following PDE system for a dilute solution with incompressible
solvent and compressible gas phase, where we assume equal body forces and a
continuous temperature field.
Dilute solution with incompressible solvent:
Gas phase:
8
ˆ
ˆ @t ci C r  .ci v C jm
i / D 0; i D 1; : : : ; N;
ˆ
ˆ
ˆ
ˆ X xk jm  xi jm
ˆ
ˆ
ˆ
ˆ  i k
D rci  yi rc; ; i D 1; : : : ; N;
ˆ
< Ðik
k¤i
ˆ
ˆ .@t v C v  rv/ C RTrc D v C b;
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ XN X
N
ˆ
ˆ p D cRT D RT
:̂ c k ;  D Mk ck :
kD1 kD1

Liquid phase:
8
ˆ
ˆ @t ci C r  .ci vN C jm
i / D 0; i D 1; : : : ; N  1;
ˆ
ˆ
ˆ
ˆ
ˆ
< ji D ÐiN rci ; i D 1; : : : ; N  1;
m
ˆ

ˆ
ˆ X
N1
ˆ
ˆ  .@ v C v  rv / C rp D  v C  b  RT rck ;
ˆ
ˆ
N t N N N N N N N
ˆ
:̂ kD1
r  vN
0; N
NR :

Interface:
8 mC
ˆ
ˆ . ji C cC C †
i .v  v //  n† D ji
m
 n† ; i D 1; : : : ; N  1;
ˆ
ˆ v†  n D v  n ;
ˆ
ˆ †
< c N
i
D Hi ;
ˆ
ˆ
ˆ cC
i
ˆ
ˆ j
:̂ .j  n † /.v 
 N
/  SN n†  .mP C v C  SC n† / D  † † n† C r†  † ;
N N
N

where SC D pC I C 2DıC and SN D p

N I C 2N D
ı
D p 
N I C N .rvN C
T 
.rvN / / .
132 D. Bothe and K. Soga

7 Boundary Conditions

The mathematical model is to be complemented by appropriate boundary conditions

at the fixed walls, called @, and at the free upper surface .t/. Since the derivation
of physically sound boundary conditions is a topic on its own (cf., e.g., Bothe et al.
[6]), we rest content with the simplest reasonable choice.
(a) Boundary conditions at fixed walls
The fixed walls are impermeable. Hence

v  nw D 0 and ji  nw D 0 at @,

where nw is the unit outer normal to the walls. This also implies

vN  nw D 0 at @.

In order to allow for a movable upper surface, the tangential velocities vk and vN k
shall not be assumed to vanish. Instead, we assume a Navier slip condition of the
form

vk C a.Snw/k D 0, vN k C aN .SN nw /k D 0 at @ with a; aN  0.

In the non-isothermal case, we add a Robin-condition for the temperature, i.e.

T C ˇrT  nw D Text at @

with ˇ  0.
(b) Boundary conditions at the free upper surface
The Robin condition for the temperature can also be applied at the free surface. The
other conditions are

v  n D V and . pext  p/n C Sirr n D    n C r   on .t/ (26)

with the outer unit normal n on .t/ and the curvature  D r  .n /. Let
us note that, in the dilute solution limit and for a constant surface tension   , the
condition (26) becomes

vN  n D V ,
pext  pN C n  SNirr n D   and n  SNirr n D 0 on .t/.
Thermodynamically Consistent Modeling for Dissolution/Growth of Bubbles. . . 133

We assume the mixture composition to be given at .t/ due to local chemical

equilibrium with a large and well-mixed external gas phase. Hence

x 
i D xi on .t/ for i < N with xi  0,
PN1
where we assume iD1 xi < 1.
(c) Condition at the contact line
The free surface .t/ touches the fixed wall in a set of points which forms the so-
called contact line C. The modeling of dynamic contact lines is, again, a topic on
its own and we refer to Shikhmurzaev [14] and the references therein for detailed
information. Here, in order to close the system in the simplest possible manner, we
assume a fixed contact angle of =2, i.e.

n ? nw on C.

Appendix

The derivation of the balance equations is based on standard two-phase transport

and divergence theorems: Let V denote an arbitrary fixed control volume with outer
normal n. Then
Z Z Z
d
dx D @t dx  ŒŒv †  n† do
dt V Vn† †V

with †V WD †.t/ \ V, the surface velocity (including tangential part) v † and the
surface unit normal n† . Here ŒŒ WD limh!0C ..x C hn† /  .x  hn† // defined
for x 2 †. We also have
Z Z Z
f  ndo D r  fdx C ŒŒf  n† do:
@V Vn† †V

Since the internal energy and the entropy have surface contributions, we also need
the surface transport theorem for  † defined on †. It states that
Z Z  Z
d D†  †
 † do D C  † r†  v † do   † v †  ds;
dt †V †V Dt @†V

which—in this simple form—holds for all fixed V such that its outer normal n
satisfies n ? n† on †V , and hence n D , where is tangential to † and normal
to the bounding curve @†V . We always choose such control volumes in the integral
balances above. For more details and mathematical proofs see, e.g., Slattery [15],
Romano and Marasco [12] or the Appendix in Bothe et al. [5].
134 D. Bothe and K. Soga

Acknowledgements This work was supported by the DFG within scope of the IRTG 1529
“Mathematical Fluid Dynamics” and by the JSPS Japanese-German Graduate Externship. The
authors gratefully acknowledge this support.

References

1. R.B. Bird, W.E. Stewart, E.N. Lightfoot, Transport Phenomena, 2nd edn. (Wiley, New York
2007)
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Nonlinear Differential Equations and Their Applications, vol. 60, ed. by P. Guidotti, C. Walker
et al. (Springer, Basel, 2011), pp. 81–93
3. D. Bothe, W. Dreyer, Continuum thermodynamics of chemically reacting fluid mixtures. Acta
Mech. 226, 1757–1805 (2015)
4. D. Bothe, S. Fleckenstein, A Volume-of-Fluid-based method for mass transfer processes at
fluid particles. Chem. Eng. Sci. 101, 283–302 (2013)
5. D. Bothe, J. Prüss, G. Simonett, Well-posedness of a two-phase flow with soluble surfactant,
in Progress in Nonlinear Differential Equations and Their Applications, vol. 64, ed. by M.
Chipot, J. Escher (Birkhäuser, Basel, 2005), pp. 37–61
6. D. Bothe, M. Köhne, J. Prüss, On a class of energy preserving boundary conditions for
incompressible Newtonian flows. SIAM J. Math. Anal. 45(6), 3768–3822 (2013)
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8. W. Dreyer, On jump conditions at phase boundaries for ordered and disordered phases. WIAS
Preprint No. 869 (2003)
9. K. Hutter, K. Jöhnk, Continuum Methods of Physical Modeling (Springer, Heidelberg, 2004)
10. G. Liger-Belair, M. Bourget, S. Villaume, P. Jeandet, H. Pron, G. Polidori, On the losses of
dissolved CO2 during champagne serving. J. Agric. Food Chem. 58, 8768–8775 (2010)
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(Birkhäuser, Basel, 2010)
13. M. Sauzade, T. Cubaud, Initial microfluidic dissolution regime of CO2 bubbles in viscous oils.
Phys. Rev. E 88, 051001(R) (2013)
14. Y.D. Shikhmurzaev, Capillary Flows with Forming Interfaces (Chapman & Hall/CRC, Boca
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On Unsteady Internal Flows of Bingham Fluids
Subject to Threshold Slip on the Impermeable
Boundary

Miroslav Bulíček and Josef Málek

To Yoshihiro Shibata on the occasion of his 60th birthday.

Abstract In the analysis of weak solutions relevant to evolutionary flows of

incompressible fluids with non-constant viscosity or with non-linear constitutive
equation, it is in general an open question whether a globally integrable pressure
exists if the flows are subject to no-slip boundary conditions. Here we overcome
this deficiency by considering threshold boundary conditions stating that the fluid
adheres to the boundary until certain critical value for the wall shear stress is
reached. Once the wall shear stress exceeds this critical value, the fluid slips. The
main ingredient in our approach is to look at this type of activated, stick-slip,
boundary condition as an implicit constitutive equation on the boundary.
We prove the long-time and large-data existence of weak solutions, with
integrable pressure, to unsteady internal flows of Bingham and Navier-Stokes fluids
subject to such threshold slip boundary conditions.

Keywords Bingham fluid • Implicit constitutive theory • Incompressible fluid •

Integrable pressure • Long-time and large-data existence • Navier’s slip • Navier-
Stokes fluid • No-slip • Non-Newtonian fluid • Stick-slip • Threshold slip •
Unsteady flow • Weak solution

1 Introduction

In the analysis of partial differential equations, especially in the theory of weak (dis-
tributional or variational) solutions the homogeneous, Dirichlet data are considered
to be the simplest boundary conditions to deal with. It is however not the case when

This work was initiated with the support of GACR 201/09/0917 financed by the Czech Science
Foundation and completed with the support of the ERC-CZ project LL1202 financed by the
Ministry of Education, Youth and Sports of the Czech Republic.
M. Bulíček • J. Málek ()
Charles University in Prague, Faculty of Mathematics and Physics, Mathematical Institute,
Sokolovská 83, 186 75 Prague 8, Czech Republic
e-mail: [email protected]; [email protected]

© Springer Basel 2016 135

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_8
136 M. Bulíček and J. Málek

studying the flows of incompressible fluids, in particular, if the flows are varying
with time. The no-slip boundary conditions are not compatible with the Helmholtz
decomposition and this fact leads to difficulties in the analysis of such flows. Recall
that the Helmholtz decomposition splits any vector field into the sum of the field
that is divergence free and another field that is the gradient of a suitable function
(solution of the Neumann problem for the Laplace equation). In the case of a no-
slip boundary condition, while the velocity to which the Helmholtz decomposition
is applied vanishes on the boundary, its divergence-free counterpart that comes
from the Helmholtz decomposition is not zero on the boundary (in general merely
its normal component vanishes). Consequently, up to some exceptional cases that
will be specified below, it seems impossible (within the context of weak solutions)
to identify the pressure field as an integrable function, belonging for example to
L1 .0; TI L1 .//, see [35, 36]. This deficiency is however overcome if one requires
that only the normal component of the velocity vanishes (thus the boundary is
impermeable) and considers Navier’s slip that relates the tangential components
of the velocity to the projection of the normal stress to the tangent plane at the
boundary (see [1, 2]). Another setting where the question of (global) integrability of
the pressure is positively answered represents spatially periodic problems, see for
example [34].
Not only is the question of the global integrability of the pressure interesting as
a problem itself but it also appears to be a crucial step in the large-data analysis of
unsteady flows for heat-conducting incompressible fluids [2, 3], one/two equation
turbulence models [5], incompressible fluids with pressure and shear-rate dependent
viscosity [1, 3, 26], and finally for the corresponding numerical methods and their
analysis.
The above discussion about the integrability of the pressure is concerned with the
concept of weak solutions.1 In our opinion, such concept of solution is preferable
for several reasons. Let us briefly mention a few of them.
From the point of view of fluid mechanics, a part of the governing system
of equations comes from the balance equations that are based on the balancing
the mass, linear and angular momentum, energy, and entropy over any subpart
of the flow domain. Thus, the primary form of these balance equations has an
integral representation and their classical formulation is derived under additional
assumptions on the smoothness (regularity) of the quantities involved. Also, for
internal flows, one controls the (internal, kinetic and potential) energy of the system
and then also the rate of entropy (that are due to mechanical working, thermal
heating, etc.) in terms of the data. These a priori bounds, although rather poor from
the point of view of classical formulation, give sense to all terms in the integral
(weak) formulation of the problem. On the level of mathematical analysis, weak
solutions are in many cases the only concepts (see [19, 24]) that exist globally
in time for any size of data measured in reasonable norms (frequently given by
the a priori estimates). Furthermore, the concept of weak solution or the integral

1
By weak solution, we mean here a broad class of generalized solutions such as suitable weak
solution, renormalized solution, entropy solution, dissipative solution, etc.
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 137

formulation is a point of departure for several numerical approaches - spectral

methods, finite volume methods, finite element methods are just the most known
examples of methods used intensively in computer simulations.
In order to have globally integrable pressure for considered evolutionary prob-
lems (and approximate the no-slip boundary conditions as close as possible), we
propose to replace no-slip by stick-slip boundary conditions. The stick-slip (or
threshold slip) boundary conditions are usually characterized as follows: the fluid
exhibits no-slip on the boundary if and only if the magnitude of the projections
of the normal stress to the tangent plane is below a certain critical value, called
threshold. Once the magnitude of the projection of the normal stress to the tangent
plane exceeds this threshold, the fluid slips following the Navier’s slip boundary
conditions. Note that this type of boundary condition is observed especially (but
not only) for certain non-Newtonian fluids (see [9, 16] for example) and it seems
very natural in general. Having said this, we however take a different (purely
mathematical) standpoint in this study. We consider the threshold slip as an auxiliary
tool for incorporating a no-slip boundary condition into the formulation of the
problem following the goal to prove long-time and large-data existence of weak
solution, having, in particular, an integrable pressure. The threshold can have
only purely auxiliary character and can be any (even very large) number. In
some applications this threshold may not even be activated during the processes
considered. Also, if one would be capable of proving that the weak solution to
the relevant problem involving threshold slip not only exists but also possesses
the velocity field that is continuous (up to the boundary), then the problem that is
successfully solved in this way is also the problem with no-slip boundary condition
provided that the threshold is chosen bigger that the L1 -norm of the velocity. We
wish to emphasize that stick-slip boundary conditions lead to a weak formulation
and function spaces that are different from those used for the pure no-slip boundary
conditions.
Furthermore, we look at this type of activated boundary condition as an implicit
constitutive relation on the boundary, which leads again to a formulation that
is different from those used earlier—we do not need tools such as variational
inequalities, penalty methods, etc. To the best of our knowledge, this is a novel
feature of our approach.
For the sake of completeness, we wish to mention a couple of cases (and
conditions) where the global integrability of the pressure is established even for
no-slip boundary conditions for incompressible fluid models.
First, for fluids with constant viscosity the issue of obtaining an integrable
pressure when analyzing unsteady flows subject to the homogeneous Dirichlet
boundary condition is solved by means of maximal regularity theory developed for
the evolutionary Stokes system (with homogeneous Dirichlet data), see [15, 32].
These results are based on inverting the “evolutionary Stokes operator”, and finding
the fundamental solution explicitly. Generalizations of the Lp .0; TI Lq .// maximal
regularity theory to more complicated operators seem to be open with the one
exception, namely, evolutionary Stokes type problems with the viscosity being a
Hölder continuous function of time and the spatial variables, see [33]. Note that
these results require, in addition to a Hölder continuous viscosity, smooth domains
138 M. Bulíček and J. Málek

(with the boundary that is at least of the class C2 ) and sufficiently regular right-hand
side and the initial value. In other words, the approach presented in this study can
be useful for the evolutionary Navier-Stokes equations in situations when the right-
hand side is only functional (and not an integrable function); also the boundary can
be Lipschitz in some cases.
Second, in the analysis of time-dependent flows of incompressible generalized
Newtonian fluids, it means the fluids where the relation between the deviatoric part
of the Cauchy stress and the symmetric part of the velocity gradient is uniformly
monotone, there are rather restrictive situations (e.g. the velocity itself has to be at
least an admissible test function) in which it is possible to prove (see [20] and [4])
that the time derivative is an integrable function from which then follows easily (by
a consequence of de Rham’s theorem) that the pressure itself is integrable as well.
To conclude, except these two cases, the question of the existence of weak
solution with an integrable pressure to the three-dimensional evolutionary problems
with the no-slip boundary condition is unanswered.
In order to illustrate our approach (based on replacing no-slip by slip-stick
boundary conditions) for interesting problems that generalize those for the in-
compressible Navier-Stokes equations, yet the basic function space setting is the
same as that for the Navier-Stokes system, we consider Bingham fluids in this
study. Bingham fluids represents a non-linear (it means non-Newtonian) fluid model
described by the following constitutive relation: the fluid responses as a rigid body
if and only if the magnitude of the deviatoric part of the Cauchy stress is below a
certain critical value for the stress, called the yield stress; once the magnitude of
the deviatoric part of the Cauchy stress exceeds the yield stress the fluid responses
as a Navier-Stokes fluid. There is a recent observation [28, 29] that this dichotomy
description can be included into the setting of implicit constitutive relations, and
as recent studies [6, 7, 11, 17] show this leads to a new mathematical setting
useful both for the existence, numerical analysis and computer simulation of the
relevant problems. We also consider the Navier-Stokes equations with the viscosity
dependent continuously on the time and spatial variables. Such a system can be
viewed for example as a simplified model for fluids with the viscosity dependent on
some quantity like the concentration or the temperature, where such a dependence is
somehow known a priori. As mentioned above, if the viscosity is merely continuous
the result of Solonnikov [33] is not applicable, hence the question of the existence
of globally integrable pressure is open and worth investigating.
Although the most of the studies concerning analysis of flows of incompressible
fluids described by the Stokes and Navier-Stokes equations concern no-slip bound-
ary conditions, there are several studies analyzing (both steady and unsteady) flows
subject to different type of boundary conditions. We mention several studies being
aware of the fact that the list is incomplete. (Note that some studies concerning the
analysis of problems with Navier’s slip boundary conditions were cited above.)
Slip and leak boundary conditions for (mostly steady flows of) Stokes or Navier-
Stokes fluids were studied in the works by Fujita [13, 14] focusing on the question of
existence and uniqueness of weak solution. Its regularity properties are investigated
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 139

in Saito [30], and strong solutions are constructed in a recent paper by Kashiwabara
[18], where one can find further references to studies focused on numerical (mostly
finite element) methods. Threshold slip boundary conditions were investigated in
[22] and [23].
Bingham fluids subject to a nonlocal slip boundary condition were studied in
Consiglieri [8]. We also refer to [31], and [27] for the analysis of steady flows of
Bingham fluids with no-slip boundary conditions using regularity technique. Flows
of second grade fluids subject to slip boundary conditions were investigated in [21].
The paper is organized in the following way. In Sect. 2 we describe the problem
studied in this paper, specify the class of fluids considered, introduce the function
spaces and formulate the results. In Sect. 3 we state and prove the convergence
lemma that is suitable for the analysis of the problem. Finally, Sect. 4 contains
the proof of the results performed via a suitable approximation scheme based on
the truncation of the convective term and modification of the constitutive equations
in the bulk and on the boundary in such a way that standard monotone operator
theory is directly applicable to this kind of approximations. Then we derive the
uniform estimates and take the limit. The assumptions of the convergence lemma
are achieved by using a suitable truncation as a test function.

2 Formulation of the Problem and the Main Result

2.1 Formulation of the Problem

We consider the following problem: Given the length of the time interval T > 0, a
connected bounded open set   Rd , the density % 2 .0; 1/, the density of the
external body forces b W .0; T/   ! Rd , the functions G W Rdd
sym  Rsym ! Rsym
dd dd

and g W Rd  Rd ! Rd , and the initial velocity v0 W  ! Rd , find .v; p; S/ W QT WD

.0; T/   ! Rd  R  Rdd sym and s W †T WD .0; T/  @ ! R such that
d

div v D 0 in QT ;
% .v;t C div.v ˝ v//  div S C rp D % b in QT ;
G.S; D/ D O in QT ;
(1)
vnD0 on †T ;
g.s; v / D 0 on †T ;
v.0; / D v0 in :

In this setting, v represents the velocity, p stands for the mean normal stress (the
pressure), S is the deviatoric part of the Cauchy stress T (hence T WD S  pI) and s
denotes the projection of the normal stress into the corresponding tangent plane, i.e.,
s WD .Tn/ . Here, for any vector z defined on @ we set z WD z  .z  n/n, whereas
140 M. Bulíček and J. Málek

n W @ ! Rd denotes the normal vector. Note that .Tn/ D .Sn/ . Finally, the
symbol D stands for the symmetric part of the velocity gradient rv defined through
D WD 12 .rv C .rv/T /; if needed we use Dv instead of D.
Equation (1)1 expresses the fact that the fluid is incompressible (and since the
density % is constant the fluid is even homogeneous). The second equation (1)2
is the balance of linear momentum. The third equation (1)3 , characterizing the
response of the fluid one deals with, says that the symmetric part of the velocity
gradient D (that generalizes the shear rate) and the deviatoric part of the Cauchy
stress S are related2 : while the Navier-Stokes fluid is characterized by a linear
relation, namely,

S D 2  D; (2)

here we consider general implicit relations opening the possibility of describing,

in terms of the same quantities that enter into (2), various phenomena (such as
stress thickening or stress thinning, shear thickening or shear thinning, activation
phenomena such as the presence of the yield stress, and even normal stress
differences) that the Navier-Stokes model (2) cannot capture.
Equation (1)4 says that the boundary is impermeable, and Eq. (1)5 describes the
result of interactions of the fluid with the boundary. Equation (1)5 states that the
tangential components of the velocity are related to the .Tn/ . If this relation is
linear, which means that

 s D  v  with  > 0; (3)

we obtain Navier’s slip boundary condition that can be viewed also as the bridge
between no-slip (letting  ! C1) and (perfect) slip (letting  ! 0).
The last equation (1)6 is the requirement on the initial datum for the velocity:
given v0 should be divergence-free and have vanishing normal component on @,
i.e., v0 should satisfy (1)1 and (1)5 .

2.2 Assumptions on Constitutive Functions G and g

Next, we shall specify what kind of implicit relations (1)3 and (1)5 we consider in
this study. Concerning (1)3 we make the following identification:

.S; D/ 2 A ” G.S; D/ D O; (4)

2
The reason why only S appears in the constitutive (1)3 is due to the fact that the fluid is
incompressible.
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 141

and we put the following assumptions on A W QT ! Rdd

sym  Rsym :
dd

(A1) A contains the origin: .O; O/ 2 A.

(A2) A is a monotone graph: For any .S1 ; D1 /; .S2 ; D2 / 2 A

.S1  S2 /  .D1  D2 /  0:

(A3) A is a maximal monotone graph. Let .S; D/ 2 Rdd

sym  Rsym .
dd

Q  .D  D/
If .S  S/ Q  0 for all .S;
Q D/
Q 2 A; then .S; D/ 2 A:

(A4) A is a 2 graph: There are ˛ 2 .0; 1 and c  0 so that

 
S  D  ˛ jDj2 C jSj2  c for any .S; D/ 2 A:

The last assumption can be relaxed and referring to the setting used in [7] and [6]
one can replace (A4) by the condition
(A4*) A is a graph: There are ˛ 2 .0; 1 and c  0 so that
 

S  D  ˛ .jDj/ C .jSj/  c for any .S; D/ 2 A;

where is an Orlicz function (convex, even, continuous) and  is its dual

(conjugate) function.
As mentioned in the Introduction, we restrict ourselves in this study to two cases
to which the assumptions (A1)–(A4) are appropriate. First, we consider

1 .jSj   /C
DD S with   0;  > 0; (5)
2  jSj

where xC D maxfx; 0g. Setting  D 0 in (5) we obtain the Navier-Stokes fluid

model (2). If  > 0 the above formula is equivalent to

 D
jSj   , D D O and jSj >  , S D C 2 .jDj2 /D; (6)
jDj

which is the form in which the response of Bingham fluids is usually described,
see for example [12]. Note that (5) fulfills the assumptions (A1)–(A4) above (see
Lemma 2.1 in [7] for details).
We are also interested in analyzing the model

1
DD S with 0 <   .t; x/   in QT ; (7)
2.t; x/

that can be viewed as a simplified model for incompressible fluids where the
viscosity changes with another quantity z (such as temperature, concentration,
142 M. Bulíček and J. Málek

electric or magnetic field) and this dependence is somehow known a priori; then
.t; x/ D .z.t; x//. It is easy to check that the linear constitutive equation (7) fulfills
the assumptions (A1)–(A4).
Referring to (1)5 , we introduce the graph B similarly as above through the
following identification:

.s; v / 2 B ” g.s; v / D 0; (8)

and we require that

(B1) B contains the origin. .0; 0/ 2 B.
(B2) B is a monotone graph.

.s1  s2 /  .v1  v2 /  0 for all .s1 ; v1 /; .s2 ; v2 / 2 B:

(B3) B is a maximal monotone graph. Let .s; v/ 2 Rd  Rd .

If  .Ns  s/  .vN   u/  0 for all .Ns; vN  / 2 B then .s; v/ 2 B:

(B4) B is a 2 graph. There are ˇ > 0 and d  0 such that

s  v  ˇ .jv j2 C jsj2 /  d for all .s; v / 2 B :

Our main interest is to analyze the stick-slip (threshold slip) boundary conditions
that are usually written in the form

j.Sn/ j 
 , v D 0;
v (9)
j.Sn/ j >
 , .Sn/ D
 C  v  ;
jv j

where
  0 and   0.
Recalling the notation s WD .Sn/ we re-write (9) into the equivalent implicit
equation (1)5 that takes the form:

.jsj 
 /C
 v  D  s with
  0;   0: (10)
jsj

If
 D 0 and  > 0, (10) represents Navier’s slip boundary condition  v C s D
0. If
 D  D 0 then we end up with (perfect) slip. As above, Lemma 2.1 from [7]
can be again used as the reference for verifying that (10) meets all the assumptions
(B1)–(B4). It is important to note that the no-slip boundary condition v D 0 is
excluded by (B4).
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 143

2.3 A Priori Estimates and Function Spaces

Multiplying (1)2 by v, we obtain

1 @jvj2
2 @t C div. 12 jvj2 v/  div.Sv/ C S  D D  div.pv/ C b  v : (11)

Since v  n D 0, integrating (11) over  leads to

Z Z Z
1d
kvk22 C S  D dx  .Sn/  v dS D bv: (12)
2 dt  @ 

The simplest relations, namely (2) and (3), or the assumptions (A4) and (B4) then
imply

1d    
kvk22 C˛ kSk22 C kDk22 C ˇ ksk22;@ C kv k22;@
2 dt
Z Z Z (13)
 c 1 C d 1C bv:
 @ 

If b is given appropriately (for example b D 0), the last inequality indicates clearly
in what function spaces we should look for the solution.
We introduce briefly the function spaces needed below. For q 2 Œ1; 1,
.Lq ./; k  kq / and .W 1;q ./; k  k1;q / denote the Lebesgue and Sobolev spaces. If X
is a Banach space of scalar functions then X d is the space of vector-valued functions
dd
having d components, each of them belonging to X. Similarly, Xsym is the space of
tensor-valued symmetric functions. Next, we set, for any q 2 Œ1; 1/,

q kkq
Ln;div WD fv 2 D./d I div v D 0g :

The subspaces (and their duals) of vector-valued Sobolev functions from W 1;q ./d
which have zero normal component on the boundary are defined in the following
way:

Wn1;q WD fv 2 W 1;q ./d I v  n D 0 on @g;

1;q
Wn;div WD fv 2 Wn1;q I div v D 0 in g;
   
1;q 1;q
Wn1;q WD Wn1;q ; Wn;div WD Wn;div :

By the Helmholtz decomposition we observe that

1;q
Wn1;q D Wn;div ˚ fr'I ' 2 W 2;q ./; r'  n D 0 on @g:

Note that this does not hold for .W01;2 .//d .

144 M. Bulíček and J. Málek

2.4 Main Result

Definition 2.1 Let

v0 2 L2n;div ; b 2 L2 .0; TI Wn1;2 / : (14)

We say .p; v; S; s/ is weak solution to the problem (1) if

p 2 L1 .QT /;
1;2
v 2 Cweak .0; TI L2n;div / \ L2 .0; TI Wn;div /;
2
S 2 L .QT / ; dd

s 2 L2 .†T /d ;
limt!0C kv.t/  v0 k22 D 0;
hv;t ; wi C .S; Dw/  .v ˝ v; Dw/ C .s; w /@ D hb; wi; C.p; div w/ ;
for all w 2 Wn1;1 and a.a. t 2 .0; T/;
.S.t; x/; Dv.t; x// 2 A for a.a. .t; x/ 2 QT ;
.s.t; x/; v .t; x// 2 B for a.a. .t; x/ 2 †T :

We formulate first the following theorem for general G and g fulfilling (A1)–
(A4) and (B1)–(B4).
Theorem 2.2 Let A satisfy the assumptions (A1)–(A4) and let B satisfy the
assumptions (B1)–(B4). Then, for any  2 C 1;1 , T 2 .0; 1/ and for arbitrary
v0 and b fulfilling (14), there exists a weak solution to the problem (1).
In order to be completely explicit in the construction of the solution in this study
we restrict ourselves to equations (5) (or (7)) and (10). We establish the following
result.
Theorem 2.3 For any  2 C 1;1 and T 2 .0; 1/ and for arbitrary v0 and b
fulfilling (14) there exist
1;2
v 2 L1 .0; TI L2 ./3 / \ L2 .0; TI Wn;div /;
S 2 L2 .QT /dd
sym ; s 2 L2 .0; TI L2 .@/3 /;
dC2 dC2
p1 2 L2 .QT /; p2 2 L dC1 .0; TI W 1; dC1 .//;

solving, for almost all time t 2 .0; T/ and for all w 2 Wn1;2 ,
Z Z Z Z
hv;t ; wi  .v ˝ v/  rw C S  Dw C swD .p1 C p2 / div w:
  @ 

Furthermore, S and D fulfill the equation (5) (or (7)) a.e. in QT , and s and v
fulfill (10) a.e. in †T .
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 145

In Sect. 4 we prove Theorem 2.3. The proof of Theorem 2.2 follows then from
the main theorem proved in [7] and the proof of Theorem 2.3.

3 Convergence Lemma

In this section, we establish a convergence lemma that we use to verify the validity
of the nonlinear constitutive equations, such as (5) or (10), or more generally (1)3
or (1)5 . The fact that the result is stated locally is useful in applications. Although
the lemma is proved in [6], for the sake of completeness, we give a simplified proof
here.
Lemma 3.1 Let U be an arbitrary measurable set and let a graph A fulfill the
assumptions (A2)–(A3). Assume that, for some r 2 .1; 1/,

.Sn ; Dn / 2 A almost everywhere in U; (15)

Dn * D weakly in Lr .U/dd ; (16)
r0
Sn * S weakly in L .U/dd ; (17)
Z Z
lim sup Sn  Dn  S  D: (18)
n!1 U U

Then

.S; D/ 2 A almost everywhere in U:

Proof We start with observing that

Sn  Dn * S  D weakly in L1 .U/: (19)

To prove this, we first notice that, for arbitrary n, m 2 N and for .Sn ; Dn /, .Sm ; Dm / 2
A, (A2) implies that

0  .Sn  Sm /  .Dn  Dm / a.e. in U:

Then, it follows from (16)–(18) that

lim sup lim sup k.Sn  Sm /  .Dn  Dm /k1

n!1 m!1
Z Z Z Z 
D lim sup lim sup Sn  Dn  Sm  Dn  Sn  Dm C Sm  Dm
n!1 m!1 U U U U
Z Z Z Z 
 lim sup Sn  Dn  S  Dn  Sn  D C SD
n!1 U U U U

 0:
146 M. Bulíček and J. Málek

Since

lim lim k.Sn  Sm /  .Dn  Dm /k1 D 0;

n!1 m!1

we observe that
Z
lim lim .Sn  Sm /  .Dn  Dm / ' D 0 for all ' 2 L1 ./: (20)
n!1 m!1 U

Setting
Z
L WD lim .S`  D` /';
`!1 U

we conclude from (20) that

Z Z Z Z 
0 D lim lim .S  D / ' 
n n
.S  D / ' 
n m
.S  D / ' C
m n
.S  D / '
m m
n!1 m!1 U U U U
Z 
D 2 L  .S  D/ ' ;
U

which is (19).
Next, we take an arbitrary .S ; D / 2 A and arbitrary nonnegative ' 2 L1 .U/.
It then follows from (A2), (16), (17) and (19) that
Z Z
0  lim .Sn  S /  .Dn  D /' D .S  S /  .D  D /':
n!1 U U

Since '  0 is arbitrary we get

0  .S  S /  .D  D / almost everywhere in U:

Since .S ; D / 2 A is arbitrary, the property (A3) implies that

.S; D/ 2 A almost everywhere in U: t

u
While the first three assumptions (15)–(17) of the lemma are usually easily
available, the key assumption (18) suggests that one needs some kind of energy
equalities in order to establish its validity. In applications, when one needs to
identify a constitutive equations of the type (1)3 in QT , the verification of (18)
is usually straightforward if v, the solutions itself, is an admissible test function
in the weak formulation of the problem. If v is not an admissible test function,
then one uses some kind of truncation instead of v. Here, in Sect. 4, we apply
an L1 -truncation method as this is sufficient to analyze the problem (1) with
the constitutive relations (5) and (10). More powerful methods are those based
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 147

on Lipschitz-truncation of Bochner functions having values in Sobolev or Orlicz-

Sobolev spaces, we refer to [10] and [7] both for details and the references to earlier
studies.
Concerning the constitutive equations on the boundary, such as (1)5 or (10), one
needs to check that sequences .sn ; vn / 2 B satisfying, for some q > 1,
0
sn * s weakly in Lq .†T /d ;
vn * v weakly in Lq .†T /d ;

fulfill also the condition

Z Z
lim sup sn  vn  s  v: (21)
n!1 †T †T

Here, however, we do not need to refer to any kind of energy equality as we usually
have

vn ! v strongly in L1 .†T /:

Then, by Egorov theorem, for any " > 0 there exists U" such that j†T n U" j  " and

vn ! v strongly in L1 .U" /;

which implies (21). Consequently, by Lemma 3.1 .s; v/ 2 B a.e. in U" . However, "
is arbitrary and thus .s; v/ 2 B a.e. in †T .
This argument suggests that the maximal monotone graph setting outlined by the
assumptions (B1)–(B4) is not necessary as vn is compact on †T ; we will include
details in a forthcoming study.

4 Proof of the Main Result

We set for simplicity % D 2  D  D 1 in this section. The proof holds true for
any % > 0,  > 0 and  > 0 without any essential change.

4.1 Approximations and Their Existence

Let n 2 N. We first set


.jSj   /C 1
Gn .S; D/ WD D  C S; (22)
jSj n
148 M. Bulíček and J. Málek


.jsj 
 /C 1
g .s; v/ WD v C
n
C s; (23)
jsj n

and notice that the constitutive equations


.jSj   /C 1
Gn .S; D/ D O ” DD C S; (24)
jSj n

.jsj 
 /C 1
gn .s; v / D 0 ” 0 D v C C s (25)
jsj n

imply
8
<nD jSj  
S D SQ n .D/ WD   if ;
: nC1
n D
 jDj CD if jSj > 

and
8
<nv if jsj 

s D sQn .v / WD   ;
: nC1
n

 jvv j C v if jsj >


where SQ n and sQn are continuous monotone functions with linear growth (at infinity).
Next, we consider smooth functions Gn W R ! R with jG0n j  2n such that

Gn .s/ WD 1 for s  n; Gn .s/ D 0 for s > 2n:

Then we introduce the approximate problem relevant to (1): for each n 2 N, find
.vn ; pn / satisfying

div vn D 0 in QT ;
vn;t n n n Qn
C div..v ˝ v /Gn .jv j//  div S .Dv / C rp D b n n
in QT ;
vn  n D 0 on †T ; (26)
s C sQn .vn / D 0 on †T ;
v .0; / D v0
n
in :

In what follows, we set

Sn WD SQ n .Dvn / and sn WD sQn .vn /:

Due to the presence of Gn that truncates the convective term and due to the properties
of SQ n and sQn that generate monotone operators, the existence of weak solution vn 2
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 149

1;2
C.Œ0; TI L2n;div / \ L2 .0; TI Wn;div / to the problem (26) that satisfies

hvn;t ; wi
Q C .Sn ; Dw/
Q C .div.vn ˝ vn /Gn .jvn j/; w/
Q C .sn ; wQ  /@
(27)
1;2
 hb; wi
Q D0 for all wQ 2 Wn;div and a.a. t 2 .0; T/;

follows from standard monotone operator theory. For fixed n 2 N a construction

of the solution can be done via the Galerkin approximations taking as the basis in
1;2
Wn;div \ W d;2 ./d the eigenfunctions of the following eigenvalue problem
Z Z
1;2
r .d/ v  r .d/ w C rv  rw D  vw for all w 2 Wn;div \ W d;2 ./d :
 

We do not go into more details referring to [19, 25] or [1].

Having vn we introduce pn as the solution of the following problem

 .rpn ; rz/ D .Sn ; r .2/ z/ C .div.vn ˝ vn /Gn .jvn j/; rz/

C .sn ; .rz/ /@  hb; rzi (28)
for all z 2 W 2;2 ./ with rz  n D 0 on @ and a.a. t 2 .0; T/:

In short, it means that pn WD .N /1 div .div Sn C div.vn ˝ vn /Gn .jvn j/  b/,
where N denotes the Laplace Roperator together with homogeneous Neumann
boundary conditions. We consider  pn D 0 for a.a. t 2 .0; T/.
Applying the Helmholtz decomposition to an arbitrary w 2 Wn1;2 , i.e.,

w D wQ C rz with z 2 W 2;2 ./; div wQ D 0; w

Q  n D rz  n D 0 on @; (29)

we can write, using (27) and (28),

.Sn ;Dw// C .div.vn ˝ vn /Gn .jvn j/; w/ C .sn ; w /@  hb; wi

D .Sn ; Dw//
Q C .div.vn ˝ vn /Gn .jvn j/; w/
Q C .sn ; wQ  /@  hb; wi
Q
C .Sn ; r .2/ z/ C .div.vn ˝ vn /Gn .jvn j/; rz/ C .sn ; .rz/ /@  hb; rzi
D hvn;t ; wi
Q  .rp; rz/
D hvn;t ; wQ C rzi  .rp; w
Q C rz/;

which finally leads to the following weak formulation of the problem (26):

hvn;t ; wi C .Sn ; Dw/ C .div.vn ˝ vn /Gn .jvn j/; w/ C .sn ; w /@

(30)
D .pn ; div w/ C hb; wi for all w 2 Wn1;2 and a.a. t 2 .0; T/:
150 M. Bulíček and J. Málek

4.2 A Priori Estimates

Taking vn as a test function in the weak formulation of (26)2 and noticing that the
convective term vanishes we obtain
Z Z
1d n 2 Q
kv k2 C S .Dv /  Dv C
n n n
sQn .vn /  vn D hb; vn i0;
2 dt  @

which imply that

Z Z
2.dC2/
sup kvn .t/k22 C jSn j2 C jrvn j2 C jvn j d C jsn j2 C jvn j2
t2.0;T/ QT †T
(31)
 C.kv0 k2 ; kbkL2 .0;TI.W 1;2 / / DW C ;
n;div /

where C > 0 is a generic constant. In (31), we also incorporated the information

coming from interpolating3 vn 2 L1 .0; TI L2 ./d / and vn 2 L2 .0; TI W 1;2 ./d /.
Further, we introduce pn2 with zero mean value as a weak solution of the following
problem (stated at each time level):
Z Z
rpn2  r' D  div..vn ˝ vn /Gn .jvn j//  r' for all ' 2 W 1;dC2 ./:
 

Since
Z
dC2
j div.vn ˝ vn /Gn .jvn j/j dC1  C ;
QT

we observe that
Z T dC2
kpn2 k dC1
dC2  C : (32)
0 1; dC1

Next, we set pn1 WD pn  pn2 and find ' with zero mean value solving

' D pn1 in  and r'  n D 0 on @:

Then
Z Z Z
2 2 2
jr 'j C jr'j  jpn1 j2 : (33)
QT .0;T/@ QT

2 d
3
We refer to standard interpolation inequality kzk 2.dC2/  kzk2dC2 kzk dC2
2d valid if d  3, and
d d2
2 d
kzk 2.dC2/  ckzk2dC2 krzk2dC2 that holds even if d  2.
d
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 151

Taking then r' for such  as a test function in the weak formulation of (26)2 we
arrive at
Z Z Z
jpn1 j2 D  rpn1  r' D .rpn2  div.vn ˝ vn /Gn .jvn j//  r'C
QT QT QT
Z Z
Sn  r 2 ' C sn  r'
QT .0;T/@
Z Z Z  12
2
D S r ' C
n
s  r'  C
n
jpn1 j2 :
QT .0;T/@ QT

Finally, from the weak formulation of (26)2 , we directly conclude that

kvn;t k.L2 .0;TIWn1;2 \LdC2 ./d //  C : (34)

4.3 Limit n ! 1

The uniform estimates (31)–(34) together with the Aubin-Lions compactness lemma
and the (compact) embedding of the Sobolev spaces into the space of traces suffice
to obtain the following convergences (for possibly subsequences that we again
denote as the original sequences):

vn * v weakly in L2 .0; TI Wn1;2 /;

Sn * S weakly in L2 .QT /dd ;
sn * s weakly in L2 .0; TI L2 .@/d /;
vn ! v strongly in L2 .QT /d ;
vn ! v strongly in L2 .0; TI L2 .@/d /;
pn1 * p1 weakly in L2 .QT /;
dC2 dC2
pn2 * p2 weakly in L dC1 .0; TI W 1; dC1 .//;
vn;t * v;t weakly in .L2 .0; TI Wn1;2 \ LdC2 ./d // :

It is easy to observe that v, p WD p1 C p2 , S and s fulfill the weak formulation of the

balance equation (1)2 . It remains to show the validity of the constitutive equations,
i.e., to prove that v, S and s fulfill (5) and (10). For the latter, we argue via the
Egorov theorem, see the end of Sect. 3. In the remaining part of Sect. 4 we prove the
validity of (5).
152 M. Bulíček and J. Málek

For this purpose, assume that a sequence fkn g1

nD1 is such that 0 < A  k  B <
n

1, where A, B and k will be specified later. Next, we take as a test function in the
n

weak formulation of the n-th approximation the function

n kn o
wn D Tkn .vn  v/ WD .vn  v/ min 1; :
jvn  vj

Then (see [1] for details)

Z
lim sup Sn  Dwn  pn1 div wn
n!1 QT
Z
D lim sup hvn;t ; wn i  div.vn ˝ vn /Gn .jvn j/  wn (35)
n!1 QT
Z 
b  wn  rpn2  wn C sn  wn  0:
†T

Let S 2 L2 .QT / be such that

.Sj   /C
Dv D S: (36)
jSj

Then it follows from (35) that

Z Z
kn
lim sup .S  S/  Dw  lim sup
n n
jpn j.jrvn j C jrvj/;
n!1 QT n!1 jvn vjkn jvn  vj 1

which then leads to

Z Z
kn
lim sup .S  S/  D.v  v/  lim sup
n n
In; (37)
n!1 jvn vj<kn n!1 jv n vjkn jvn  vj

where

I n WD C .jpn1 j2 C jrvn j2 C jrvj2 C jSj2 C 1/ with C > 0:

Note that I n is uniformly bounded in L1 .QT /.

Let N 2 N be arbitrary. We fix A D N and B D N NC1 and define

Qni WD f.t; x/ 2 QT I N i  jvn  vj  N iC1 g i D 1; : : : ; N:

On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 153

Since
N Z
X
I n  C ; (38)
iD1 Qni

there is, for each n 2 N, an index in 2 f1; : : : ; Ng such that

Z
C
In  : (39)
Qnin N

At this point we return to (37) with kn WD N in and estimate the right-hand side in
the following way:
Z Z
kn N in
In D In
jvn vjN in jv  vj jvn  vj
n
N in C1 jv n vjN in
Z
N in
C In (40)
jvn vjN in C1 jvn  vj
Z Z
1 C
 I C
n
In  ;
Qnin N jvn vjN in C1 N
R
where we used (39) to bound Qn I n and (38) to note that the last integral in (40) is
in
bounded by C . Inserting (24) and (36) into (37) and using (40) we obtain
!
Z   .Sn   / 1

.Sj  /C C
 C
lim sup S S 
n
C S 
n
S  ;
n!1 jv n vjkn jS j
n n jSj N

which leads to
Z Z
C 1 C
lim sup Z 
n
C lim sup jSn jjSn  Sj  ; (41)
n!1 jv vjk
n n N n QT N

where
!
  .Sn   /C n .Sj   /C
Z n WD Sn  S  S  S  0:
jSn j jSj

Since A D N and kn  N it follows from (41) that

Z
C
lim sup Zn  :
n!1 jv vjN
n N
154 M. Bulíček and J. Málek

The rest of the argument is the same as in [7], pp. 2787–2788, and will be only
briefly sketched. Splitting QT into a union of jvn  vj  N and jvn  vj > N one
concludes from above that
Z p
C
lim sup Zn  :
n!1 QT N

Letting N ! 1 this gives, at least for a subsequence,

Zn ! 0 a.e. in QT :

Applying then a biting lemma (see [7] for details), one then concludes that

Zn ! 0 strongly in L1 .QT n Ej / ;

where Ej  QT are such that limj!1 jEj j D 0. It follows from the definition of Z n ,
.Sn  /
where we use (36) and replace jSnj C Sn by Dvn  1n Sn , that
Z Z
1
lim sup Sn  .Dvn  Sn / D S  Dv :
n!1 QT nEj n QT nEj

Since
1
.Sn ; Dvn  Sn / 2 A ;
n
Sn * S weakly in L2 .QT /dd ;
1
Dvn  Sn * Dv weakly in L2 .QT /dd ;
n

by Lemma 3.1 and properties of Ej we conclude .S; Dv/ 2 A a.e. in QT , it means

that (5) is proved.

5 Concluding Remarks

The main point of this study was to point out that the threshold slip is a possible
way for overcoming the difficulties connected with the analysis of unsteady flows
subject to homogeneous Dirichlet boundary conditions (no-slip) in particular if one
needs to have a globally integrable pressure. The setting presented here is influenced
by the framework of implicitly constituted materials.
We wish to remark that for implicitly constituted fluids characterized by (A1)–
(A3) and (A4*) with .s/  c1 sr and r > 2d=.d C 2/, we can define the concept of
weak solution with an integrable pressure and prove its large data existence (see [7]
On Unsteady Internal Flows of Bingham Fluids Subject to Threshold Slip on. . . 155

and a forthcoming study by the authors and Luisa Consiglieri for further details).
Thus, we obtain a subject for further numerical analysis and computer simulations
for large class of non-Newtonian fluids.

Acknowledgements The authors acknowledge the membership to the Nečas Center for Math-
ematical Modeling (NCMM) and to the Charles University center for mathematical modeling,
applied analysis and computational mathematics (MathMAC).

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Inhomogeneous Boundary Value Problems
in Spaces of Higher Regularity

Robert Denk and Tim Seger

Dedicated to Yoshihiro Shibata on occasion of his 60 th birthday

Abstract Uniform a priori estimates for parameter-elliptic boundary value prob-

lems are well-known if the underlying basic space equals Lp ./. However, much
less is known for the Wps ./-realization, s > 0, of a parameter-elliptic boundary
value problem. We discuss a priori estimates and the generation of analytic
semigroups for these realizations in various cases. The Banach scale method can be
applied for homogeneous boundary conditions if the right-hand side satisfies certain
compatibility conditions, while for the general case parameter-dependent norms are
used. In particular, we obtain a resolvent estimate for the general situation where no
analytic semigroup is generated.

Keywords Boundary value problems • Higher order Sobolev spaces • Parameter-

ellipticity • Resolvent estimates

1 Introduction

For the treatment of nonlinear parabolic equations, a priori estimates in Lp -Sobolev

spaces are an important step. Based on the theory of parameter-ellipticity, resolvent
estimates have been established for a large class of equations, implying sectoriality
of the corresponding operator or even maximal regularity for the non-stationary
problem. For a boundary value problem in a domain   Rn , the basic space is
usually Lp ./. This leads to a solution in Wpm ./ where m denotes the order of the
differential operator. For the boundary traces, one obtains non-integer Besov spaces.
The situation becomes more complicated and much less investigated if one is in-
terested in spaces of higher regularity. Here we start with Wps ./, s > 0, as the basic
space and expect the solution to be in WpmCs ./. Apart from its own interest, spaces
of higher regularity naturally appear in mixed-order systems (Douglis-Nirenberg

R. Denk () • T. Seger

Department of Mathematics and Statistics, University of Konstanz, 78457 Konstanz, Germany
e-mail: [email protected]; [email protected]

© Springer Basel 2016 157

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_9
158 R. Denk and T. Seger

systems). Inhomogeneous boundary conditions and non-standard boundary spaces

also appear in transmission problems and coupled systems. As an example, we
mention the two-phase Stokes equations where the normal component of the
velocity jumps across the interface. In the paper [23], Y. Shibata and S. Shimizu
have shown maximal Lp -Lq -regularity for this system, introducing a special function
space adapted to the inhomogeneous jump conditions. The proofs in this and many
other papers in fluid mechanics (see, e.g., Shibata [22]) are based on partial Fourier
transform and careful estimates of the solution operators. In the present text, we
essentially follow the same approach, however, aiming at uniform a priori estimates
where the basic space is Wps ./ instead of Lp ./. We will restrict ourselves to scalar
parameter-elliptic equations which can be seen as a first step in the direction of the
Stokes system and general mixed-order systems.
Let us consider the boundary value problem

.A  /u D f in ;
(1)
Bu D g on @

in a bounded sufficiently smooth domain   Rn . Here A is a scalar differential

operator of order m 2 2N, and B is a column of m2 boundary operators, B D
.B1 ; : : : ; Bm=2 /T , with ord Bj D mj < m. Classical parameter-elliptic theory states
that, under suitable ellipticity and smoothness conditions, a uniform a priori estimate
for the solution u holds. More precisely, we have

 X
m=2 
jjjujjjm;p;  C k f kL ./ C
p jjjgj jjjmmj  1 ;p;@ : (2)
p
jD1

Here for s > 0 the parameter-dependent norms jjj  jjj are defined by

jjjujjjs;p; WD kukWps ./ C jjs=m kukLp ./ .s  0/

(analogously for jjj  jjjs;p;@ ). For s  0, Wps ./ stands for the standard Sobolev-
Slobedeckii space. From the a priori estimate (2), we immediately obtain the
resolvent estimate

k.  AB /1 kL.Lp .//  C (3)

for the Lp -realization AB of the boundary value problem .A; B/. This unbounded
operator in Lp ./ is defined by D.AB / WD fu 2 Wpm ./ W Bu D 0g and
AB u WD A.D/u .u 2 D.AB //. In particular, under suitable parabolicity assumptions,
AB is sectorial and generates an analytic semigroup. In fact, AB is even R-sectorial
and therefore admits maximal Lp -regularity. A priori estimates of the form (2) are
known since long; we refer to the classical works Agmon [1], Agranovich–Vishik
[4], Geymonat–Grisvard [13], and Roitberg–Sheftel [20]. Concerning R-sectoriality
Inhomogeneous Boundary Value Problems in Spaces of Higher Regularity 159

and maximal regularity, we mention Denk-Hieber-Prüss [10] and the references

therein.
In spaces of higher regularity, however, the resolvent estimate (3) in general
does not hold. In fact, it is easily seen (cf. Nesensohn [19]) that the Dirichlet-
Laplacian D in Wp1 ./ with domain D.D / WD fu 2 Wp3 ./ W uj@ D 0g
does not generate an analytic semigroup; its resolvent decays like jj1=21=.2p/ as
jj ! 1. The paper Denk-Dreher [8] deals with resolvent estimates for mixed-
order systems. Here conditions on the basic space Y  Wps ./ were formulated
which are necessary and sufficient for a generation of an analytic semigroup. It
was shown that additional conditions have to be included in the basic space; these
conditions can be seen as compatibility relations. For scalar equations or systems
with the same order in each component, the method of Banach scales developed by
Amann in [5] can be applied and gives a rather complete answer to the question of
generation of an analytic semigroup. We will comment on this in Sect. 2 below.
Generation of analytic semigroups for parabolic equations was also studied by
Guidetti in [18] (see also Guidetti [16]). Here in particular mixed-order systems
were studied which arise by the reduction of a higher-order system (in time) to
a first-order system. A priori estimates in parameter-dependent norms have been
studied, e.g., by Faierman and his coauthors in [2, 9, 12]. We also remark that a
particular case of an a priori estimate in Wps ./ was used in the second author’s
thesis [21] to obtain a compactness property needed for a Schauder-type fixed-point
argument in the context of a nonlinear elliptic-parabolic system.
In the present paper, we will discuss uniform a priori estimates for the boundary
value problem (1) with inhomogeneous boundary conditions. To avoid technicali-
ties, we will restrict ourselves to the model problems in the whole space Rn and the
half-space RnC . Here the operators are assumed to have constant coefficients and no
lower-order terms. The generalization to bounded sufficiently smooth domains and
to variable coefficients by localization and partition of unity is quite standard, and
we will not dwell on this.
In Sect. 2, we will study the whole space case and the case of homogeneous
boundary conditions. Whereas in the whole space the a priori estimates leading
to the generation of an analytic semigroup follows quite directly from Michlin’s
theorem, the case of homogeneous boundary conditions can be treated by the
Banach scale method. In Sect. 3, we will consider the case of inhomogeneous
boundary conditions and derive the main a priori estimates of the present text.

2 The Whole Space Case and the Case of Homogeneous

Boundary Conditions
P
Let A.D/ D j˛jDm a˛ D˛ be a linear differential operator in Rn , n  2, of order
m 2 2N with constant coefficients a˛ 2 C. Here and in the following, we set D WD
i@ and use the standard multi-index notation D˛ WD .i/j˛j @˛x11 : : : @˛xnn . Let L  C
160 R. Denk and T. Seger

be a closed sector in the complex plane with vertex at the origin. Without loss of
generality, we may assume that L D † with † WD fz 2 C n f0g W j arg zj < g
for some  2 .0; . The operator A.D/ is called parameter-elliptic inP † (see [4])
if A./   6D 0 holds for all .; / 2 .Rn  † / n f0g. Here A./ WD j˛jDm a˛  ˛
is the symbol of A.D/. If the latter condition is satisfied with   2 , the operator A
is called parabolic.
We will consider the realization of the operator A.D/ in different scales of
Sobolev spaces. For s 2 R and p 2 .1; 1/, we denote by Hps .Rn / and Bspp .Rn / the
standard Bessel potential and Besov space, respectively. The Sobolev-Slobodeckii
space Wps .Rn /, s  0, coincides with Hps .Rn / for s 2 N0 and with Bspp .Rn / for
s 2 .0; 1/ n N. We recall that a closed linear operator AW X  D.A/ ! X in
a complex Banach space X is called sectorial if the domain and the range of A
are dense in X and if there exists  2 .0; / such that .A/  † and the set
f.  A/1 W  2 † g is bounded in L.X/. In this case, the supremum over all
angles satisfying this condition is called the spectral angle A of A.
In the following, C stands for a generic constant which may vary from inequality
to inequality but is independent of the variables appearing in the inequality (and in
particular independent of ).
In the whole space, it is easily seen that the realization of the operator A.D/ is
sectorial:
Lemma 2.1 Let A.D/ be parameter-elliptic in † , and let s 2 R and p 2 .1; 1/.
Then for every  2 † n f0g and every f 2 Hps .Rn /, the equation .A.D/  /u D f
has a unique solution u 2 HpmCs .Rn /, and the a priori estimate

kukHpmCs .Rn / C jj kukHps .Rn /  Ck f kHps .Rn /

holds. In particular, if   2 , the operator A.s/ in Hps .Rn /, defined by D.A.s/ / WD

HpmCs .Rn /, A.s/ u WD A.D/u .u 2 D.A.s/ //, is sectorial with spectral angle larger
than 2 and therefore generates an analytic semigroup.
The analog results hold when Hps .Rn / is replaced by the Besov space Bspp .Rn /.
Proof This essentially follows from more general results on the existence of a
bounded H 1 -calculus, see, e.g., Denk-Saal-Seiler [11]. However, the result can
also easily be seen by an application of the Michlin’s theorem. In fact, for each
 2 † n f0g, the unique solution u can be written as u D F 1 .A./  /1 F f
where F stands for the Fourier transform in Rn . Now it is immediately seen that

m./ WD .1 C jj2 /m=2 .A./  /1

satisfies the conditions of Michlin’s theorem (see [24], Sect. 2.2.4). By this and the
definition of the Bessel potential spaces, the results in Hps .Rn / follow.
The analog results for Besov spaces are obtained by real interpolation. t
u
Inhomogeneous Boundary Value Problems in Spaces of Higher Regularity 161

We will now consider boundary value problems where we will again restrict
P problem˛in the half-space RC WD fx 2 R W xn > 0g. As
n n
ourselves to the model
before, let A.D/ D j˛jDm a˛ D , m 2 2N, be a differential operator with constant
P
coefficients and let Bj .D/ D jˇjDmj bjˇ Dˇ , j D 1; : : : ; m2 , be boundary operators
with constant coefficients bjˇ 2 C. We assume mj < m throughout this paper. Setting
B WD .B1 ; : : : ; Bm=2 /T , we consider the boundary value problem

.A.D/  /u D f in RnC ;

(4)
0 B.D/u D g on Rn1 :

Here 0 W u 7! ujRn1 denotes the boundary trace operator. The boundary value
problem .A.D/; B.D// is called parameter-elliptic in † if A.D/ is parameter-elliptic
in † and if the following Shapiro-Lopatinskii condition holds:
For all . 0 ; / 2 .Rn1  † / n f0g and all h D .h1 ; : : : ; hm=2 /T 2 Cm=2 , the
ordinary differential equation

.A. 0 ; Dn /  /v.xn / D 0 .xn > 0/;

B. 0 ; Dn /v.0/ D h;
v.xn / ! 0 .xn ! 1/

has a unique solution. If these conditions are satisfied with   2 , the boundary
value problem .A.D/; B.D// is called parabolic.
Throughout the following, we assume that the boundary value problem
.A.D/; B.D// is parameter-elliptic in † . We first discuss the case of homogeneous
boundary conditions, i.e., we assume g D 0 in (4), so we discuss the Lp .RnC /-
realization of .A.D/; B.D// which is given by D.AB / WD fu 2 Wpm .RnC / W
0 B.D/u D 0g and AB u WD A.D/u .u 2 D.AB //. For this, we apply the method of
Banach scales (see [5], Chap. V). We recall the main definitions and results. Let
X be a Banach space, f; g an exact interpolation functor, and AW X  D.A/ ! X
be the generator of a C0 -semigroup. Then for k 2 N0 , the space Ek is defined by
Ek WD D.Ak /, and the Ek -realization Ak of Ak1 is iteratively defined by

D.Ak / WD fu 2 Ek \ D.Ak1 / W Ak1 u 2 Ek g; Ak u WD Ak1 u .u 2 D.Ak //:

Here we have set E0 WD X and A0 WD A. For s 2 .0; 1/ n N, we write s D k C 

with k 2 N0 and  2 .0; 1/ and define the space Es WD fEk ; EkC1 g and the operator
As as the Es -realization of Ak , i.e.,

D.As / WD fu 2 Es \ D.Ak / W Ak u 2 Es g; As u WD Ak u .u 2 D.Ak //:

Remark 2.2 In the above situation, Œ.Es ; As / W s  0 defines a scale of Banach

spaces in the sense of [5], Definition V.1.1. Moreover, the operator As is again
the generator of a C0 -semigroup in Es for all s  0. This follows from [5],
162 R. Denk and T. Seger

Theorem V.2.1.3 and Corollary V.2.1.4, after introducing a shift, i.e. considering
AQ WD A  ! with ! > 0 sufficiently large such that 0 2 .A/. Q Moreover, we have
.As / D .A/ for all s  0, and the resolvent estimate carries over from A to As ,
see [5], inequality (2.1.16) in Theorem 2.1.3. In particular, if A W E0  E1 ! E0 is
sectorial with angle  then the same holds for As W Es  EsC1 ! Es .
To apply the above abstract definitions to the boundary value problem, we
introduce the following spaces (see Amann [6], Sect. 4.9):
Definition 2.3 Assume that the Lp -realization AB of .A.D/; B.D// generates a C0 -
semigroup. For p 2 .1; 1/ and s 2 Œ0; 1/ n fkm C mj C 1p W k 2 N0 ; j D 1; : : : ; m2 g,
s
we define the space WpI.A;B/ .RnC / as the set of all u 2 Wps .RnC / which satisfy
0 Bj Ak u D 0 for all k 2 N0 and j D 1; : : : ; m2 with s  mk  mj > 1p .
The Banach scale method gives the following result.
Theorem 4 Let the boundary value problem .A.D/; B.D// be parabolic, and let
p 2 .1; 1/ and s 2 Œ0; 1/ n fkm C mj C 1p W k 2 N0 ; j D 1; : : : ; m2 g. Then for all
f 2 WpI.A;B/
s
.RnC / and all  2 † 2 n f0g the problem .A.D/  /u D f , 0 B.D/u D 0,
has a unique solution u 2 WpI.A;B/
mCs
.RnC /, and the a priori estimate

kukWpmCs .Rn / C jj kukWps .RnC /  Ck f kWps .RnC / .u 2 WpI.A;B/

mCs
.RnC // (5)
C

.s/
s
holds. In particular, the WpI.A;B/ .RnC /-realization AB given by

.s/ .s/ .s/

D.AB / WD WpI.A;B/
mCs
.RnC /; AB u WD A.D/u .u 2 D.AB //

is sectorial with angle larger than 2 and therefore generates an analytic semigroup
s
in WpI.A;B/ .RnC /.
Proof We will apply the method of Banach scales as introduced above. We consider
the Lp -realization AB and remark that it is well known that AB is sectorial with angle
larger than 2 (see, e.g., [2]).
(i) First we show that for each k 2 N0 , we have WpI.A;B/ km
.RnC / D D.AkB /. By
definition, the inclusion “” is obvious. To show the converse inclusion, we
have to prove that Ek WD D.AkB / WD fu 2 D.AB / W A` u 2 D.AB / .` D
0; : : : ; k  1/g is contained in WpI.A;B/
km
.RnC /.
Due to the definition of D.AB /, we have 0 Bj A` u D 0 for all ` D 0; : : : ; k  1
and all j D 1; : : : ; m2 . Therefore, we only have to show that D.AkB /  Wpkm .RnC /.
This is done iteratively. As u 2 D.A2B / and 0 Bj u D 0 for all j D 1; : : : ; m2 ,
we have u 2 Wpm .RnC / and Au 2 Wpm .RnC /. For 0 2 .AB /, the boundary
value problem .A  0 ; B/ is regular elliptic in the sense of Triebel [24],
Definition 5.2.1/4. By elliptic regularity, we obtain u 2 Wp2m .RnC /. Replacing
Inhomogeneous Boundary Value Problems in Spaces of Higher Regularity 163

u by Au and using A2 u 2 Wpm .RnC /, we can now prove Au 2 Wp2m .RnC /. An

iteration gives u 2 Wpkm .RnC /.
(ii) We consider .AB /s=m and the scale generated by AB . By real interpolation, we
have for k 2 N0 and  2 .0; 1/ the identities
 
.kC1/m .kC /m
EkC D .Ek ; EkC1 /;p D WpI.A;B/
km
.RnC /; WpI.A;B/ .RnC / D WpI.A;B/ .RnC /:
;p

Here the last equality was shown in Amann [6], Corollary 4.9.2, in a more
general setting. Due to Amann [5], Theorem 2.1.3, we see that .AB /s=m
generates an analytic semigroup and that D..AB /s=m / D E ms C1 D WpI.A;B/
mCs
.RnC /.
.s/
Therefore, .AB /s=m coincides with the WpI.A;B/
s
-realization AB . In particular,
.s/
.AB / D .AB /  † 2 n f0g, and the resolvent estimate (5) holds. t
u
1
We remark that the exceptional cases s D km C mj C p arise due to the real
interpolation results, see the discussion in Amann [6, 7].

3 The Case of Inhomogeneous Boundary Conditions

Now we consider the boundary value problem (4) for g 6D 0, again restricting our-
selves to the model problem in RnC . For this, we will use an explicit representation
of the solution. We start with the definition of the basic solutions. Throughout this
section, we assume that .A.D/; B.D// is parameter-elliptic in a fixed sector † .
Lemma 3.1 For each . 0 ; / 2 .Rn1  † / n f0g and j D 1; : : : ; m2 , we define
the basic solution wj D wj . 0 ; xn ; / as the unique stable solution of the ordinary
differential equation

.A. 0 ; Dn /  /wj .xn / D 0 .xn > 0/;

m
Bk . 0 ; Dn /wj .0/ D ıjk .k D 1; : : : ; /:
2
Then wj can be written in the form
Z
wj . 0 ; xn ; / D eixn  .A. 0 ; /  /1 Nj . 0 ; ; /d
. 0 ;/

where . 0 ; / is a smooth contour in the upper complex half-plane which encloses
all roots of the polynomial  7! A. 0 ; /   with positive imaginary part. The
164 R. Denk and T. Seger

functions Nj and wj are smooth with respect to their arguments and continuous for
all . 0 ; / 2 .Rn1  † / n f0g , and we have the quasi-homogeneities

Nj . 0 ; ; m / D mmj 1 Nj . 0 ; ; /;

wj . 0 ; xn ; m / D mj wj . 0 ; xn ; /

for  > 0,  0 2 Rn1 n f0g and  2 † .

Proof These assertions are stated in Denk-Faierman-Möller [9], Lemma 2.5. See
also Volevich [25] for an explicit construction of Nj . t
u
To define the solution operators, we will use a parameter-dependent extension
k 1p
operator E W Wp .Rn1 / ! Wpk .RnC / given by
 
.E g/.x0 ; xn / WD .F 0 /1 exp  .j 0 j C jj1=m /xn .F 0 g/. 0 /:

Here F 0 stands for the partial Fourier transform with respect to the first n  1
variables. This operator was studied in Grubb–Kokholm [15] and in Agranovich-
Denk-Faierman [2] in connection with the parameter-dependent norms above. It
was shown that for all k 2 N, the trace operator
   k 1 
0 W Wpk .RnC /; jjj  jjjk;p;RnC ! Wp p .Rn1 /; jjj  jjjk 1 ;p;Rn1
p

is continuous and E is a continuous right-inverse to 0 . Here and in the following,

we call a linear operator continuous with respect to the parameter-dependent norms
if for each 0 > 0 the norm of this operator can be estimated by a constant C D
C.0 / which does not depend on  for each  2 † with jj  0 .
Let us now consider the boundary value problem

.A.D/  /u D 0 in RnC ;

(6)
0 B.D/u D g on Rn1
Qm=2 mCkmj  1p n1
with g 2 jD1 Wp .R /. Following an idea from Volevich [25], we write
F 0 u in the form

X
m=2
.F 0 u/. 0 ; xn / D wj . 0 ; xn ; /.F 0 gj /. 0 /
jD1

m=2 Z
X 1
@ h i
D wj . 0 ; xn C yn ; /.F 0 E gj /. 0 ; yn / dyn
jD1 0 @yn

X
m=2  
.1/ .2/
D F 0 Tj ./E gj C Tj ./.@n E gj / :
jD1
Inhomogeneous Boundary Value Problems in Spaces of Higher Regularity 165

.1/ .2/
Here the solution operators Tj ; Tj are given by
Z 1
.1/
.Tj ./'/.x/ WD  .F 0 /1 .@n wj /. 0 ; xn C yn ; /.F 0 '/. 0 ; yn /dyn ;
0
Z 1
.2/
.Tj ./'/.x/ WD  .F 0 /1 wj . 0 ; xn C yn ; /.F 0 '/. 0 ; yn /dyn :
0

Lemma 3.2 Let k 2 N0 and p 2 .1; 1/. Then the operators

.1/  mCkmj n   
Tj ./W Wp .RC /; jjj  jjjmCkmj ;p;RnC ! WpmCk .RnC /; jjj  jjjmCk;p;RnC ;
.2/  mCkmj 1 n   
Tj ./W Wp .RC /; jjj  jjjmCkmj 1;p;RnC ! WpmCk .RnC /; jjj  jjjmCk;p;RnC ;

j D 1; : : : ; m2 , are continuous with respect to the parameter-dependent norms.

.1/ .2/
Proof We only consider Tj , the proof for Tj essentially being the same. Let
0 > 0. We make use of the equivalence of norms

X
mCk X  mCk` 
jjjujjjmCk;p;RnC   m .D0 /˛0 @˛n u p n :
n L .R / C
`D0 j˛jD`

Therefore, we have to estimate

.1/ p
jjjTj ./'jjjmCk;p;Rn
C

X
mCk XZ 1 Z

1 mCk` 0
C  .F 0 /1  m . 0 /˛ .@˛n n C1 wj /. 0 ; xn C yn ; /
`D0 j˛jD` 0 0
p

.F 0 '/. 0 ; yn /dyn  p dxn
L .Rn1 /

X
mCk XZ 1 Z 1 
 0 1
C .F / Mj;`;˛ . 0 ; xn C yn ; /
`D0 j˛jD` 0 0
 p

.F 0 '/.
Q 0 ; yn / dyn dxn :
Lp .Rn1 /

Here we have defined

'Q WD .F 0 /1 .j 0 j C jj1=m /mCkmj F 0 ' 2 Lp .RnC /

and
mCk` 0
Mj;`;˛ . 0 ; xn ; / WD .j 0 j C jj1=m /mkCmj  m . 0 /˛ .@n˛n C1 wj /. 0 ; xn ; /:
166 R. Denk and T. Seger

We will apply Michlin’s theorem to the functions Mj;`;˛ . For this, we abbreviate
 WD . 0 ; / WD j 0 j C jj1=m and use the homogeneities stated in Lemma 3.1. In
the integral representation for the basic solutions wj in Lemma 3.1, we make the
0
substitution  7! Q D  and use the fact that .  ; m / can be replaced by a contour
Q which is independent of  0 and . For ˇ 0 2 N0n1 , we obtain
ˇ ˇ
ˇ 0 ˇ0 ˇ0 ˇ
ˇ. / D 0 Mj;`;˛ . 0 ; xn ; /ˇ
ˇ Z 
ˇ 0 ˇ0 mCk` ˇ0 0
D ˇ. /  m  ˛n C1 eixn D 0 mkCmj . 0 /˛
. 0 ;/
 ˇ
ˇ
.A. 0 ; /  /1 Nj . 0 ; ; / d ˇ
ˇ 0  0   mCk` Z   ˛n C1  0  ˇˇ
ˇ ˇ
D ˇ  
m
m

eixn Hj;˛0 ;ˇ0 
;  ; m d ˇ
. 0 ;/
ˇ 0  0   mCk` Z  0  ˇˇ
ˇ ˇ
D ˇ  
m
m
 
Q ˛n C1 iQ xn
e H 0 0
j;˛ ;ˇ  ; ;
Q 
m
d Q ˇ
Q

C
 C exp.Cxn /  :
xn

Here we have set

 
ˇ0 0
Hj;˛0 ;ˇ0 . 0 ; ; / WD D 0 mkCmj . 0 /˛ .A. 0 ; /  /1 Nj . 0 ; ; /

and used the fact that Hj;˛0 ;ˇ0 is quasi-homogeneous in its arguments of degree j˛ 0 j
m  k  1  jˇ 0 j. The two inequalities follow by a compactness argument and by the
elementary inequality tet  1 for t  0.
Now an application of Michlin’s theorem in Rn1 gives

.1/
jjjTj ./'jjjmCk;p;RnC

X
mCk X Z 1 Z 1 k'.;
Q yn /kLp .Rn1 / p 1=p
C dyn dxn
0 0 xn C yn
`D0 j˛jD`
Z 1 1=p
p
C k'.;
Q yn /kLp .Rn1 / dyn
0

D Ck'k
Q Lp .RnC / :
Inhomogeneous Boundary Value Problems in Spaces of Higher Regularity 167

Here we have used the continuity of the Hilbert transform in Lp .RC / for the second
inequality. Finally, we have
 
 
Q Lp .RnC / D .F 0 /1 .j 0 j C jj1=m /mCkmj F 0 ' 
k'k
Lp .RnC /
 mCkmj 
 C k'kmCkmj ;p;RnC C jj m k'kLp .RnC /

 Cjjj'jjjmCkmj;p;RnC ;

.1/
which shows the continuity of Tj ./. t
u
The last lemma is the main step in the proof of uniform a priori estimates
with respect to parameter-dependent norms. We obtain the following result, cf.
Agranovich [3], Theorem 3.2.1 for the case p D 2.
Theorem 3 Let s 2 Œ0; 1/ and p 2 .1; 1/ with m C s  mj  1p 62 N0 for
all j D 1; : : : ; m2 . Then for every  2 † n f0g, all f 2 Wps .RnC / and all
Qm=2 mCsmj  1p n
g 2 jD1 Wp .R / there exists a unique solution u 2 WpmCs .RnC / of (4).
Moreover, the operator

Y
m=2
mCsmj  1p
.A.D/  ; 0 B.D//W WpmCs .RnC / ! Wps .RnC /  Wp .Rn1 / (7)
jD1

is an isomorphism of Banach spaces with respect to the parameter-dependent

norms. In particular, for every 0 > 0 there exists a constant C D C.0 / such
that

 X
m=2 
jjjujjjmCs;p;RnC  C jjj f jjjs;p;RnC C jjjgj jjjmCsmj  1 ;p;Rn1 (8)
p
jD1

holds for all  2 † with jj  0 .

Proof
(i) First we assume s 2 N0 . The case s D 0 is well-known, see, e.g., Agranovich-
Denk-Faierman [2], Theorem 2.1. In particular, we already know unique
solvability of (4) with the solution u being at least in Wpm .RnC /. Moreover, the
continuity of the operator in (7) with respect to the parameter-dependent norms
is an immediate consequence of the continuity of the derivatives and of the trace
operator. Therefore, we only have to show the a priori estimate (8) which also
gives the smoothness of the solution.
Let rC 2 L.Wps .Rn /; Wps .RnC //; rC f WD f jRnC , denote the operator of
restriction onto RnC . Using the fact that there exists a coretraction eC of rC
168 R. Denk and T. Seger

(see Amann [6], Sect. 4.4) with eC 2 L.Wp` .RnC /; Wp` .Rn // for all ` 2 Œ0; s, we
see that both rC and eC are continuous with respect to the parameter-dependent
norms, too.
We write u D rC u1 C u2 , where u1 is the unique solution of .A.D/  /u1 D
eC f in Rn . By the explicit representation of u1 (see the proof of Lemma 2.1),
we see that

jjjrC u1 jjjmCs;p;RnC  jjju1 jjjmCs;p;Rn  CjjjeC f jjjs;p;Rn  Cjjj f jjjs;p;RnC :

For u2 we obtain the boundary value problem

.A.D/  /u2 D 0 in RnC ;

0 B.D/u2 D gQ on Rn1

with gQ WD g  0 B.D/rC u1 . By the continuity of rC , B.D/ and 0 (with respect

to the parameter-dependent norms), we see that
 
jjjQgj jjjmCsmj  1 ;p;Rn1  C jjjgj jjjmCsmj  1 ;p;Rn1 C jjj f jjjs;p;RnC : (9)
p p

Due to Lemma 3.2, we have

m=2  
X .1/ .2/
u2 D Tj ./E gQ j C Tj ./@n E gQ j :
jD1

.1/ .2/
Now the continuity of E ; @n , and Tj ; Tj yields

X
m=2
jjju2 jjjmCs;p;RnC  C jjjQgj jjjmCsmj  1 ;p;Rn1
p
jD1

which in connection with (9) gives the a priori estimate (8) and the proof for
s 2 N0 .
(ii) For s 2 .0; 1/ n N with m C s  mj  1p 62 N0 , the result follows by real
interpolation. Here we use the fact that for k 2 N0 and  2 .0; 1/ we have
 
Wpk .RnC /; WpkC1 .RnC / ;p
D WpkC .RnC /

uniformly in  with respect to the parameter-dependent norms, see Grubb-

Kokholm [15], Theorem 1.1. t
u
A combination of Theorems 4 and 3 immediately yields the following result.
Inhomogeneous Boundary Value Problems in Spaces of Higher Regularity 169

Corollary 3.4 Let .A.D/; B.D// be parabolic, and let s 2 Œ0; 1/nfkmCmj  1p W k 2
N; j D 1; : : : ; m2 g. Then for all  2 † 2 n f0g, jj  0 > 0, and all f 2 WpI.A;B/
s
.RnC /
Qm=2 mCsmj  p n1 1
and g 2 jD1 Wp .R / there exists a unique solution u 2 WpmCs .RnC /
of (4), and

 X
m=2 
kukWpmCs .Rn / Cjj kukWps .RnC /  C k f kWps .RnC / C jjjgj jjjmCsmj  1 ;p;Rn1 : (10)
C p
jD1

1
In particular, this holds for all f 2 Wps .RnC / if s < mj C p for all j D 1; : : : ; m2 .
Proof We write u D u1 C u2 , where u1 solves .A.D/  /u1 D f ; 0 B.D/u1 D 0
and u2 solves .A.D/  /u2 D 0; 0 B.D/u2 D g, and apply Theorems 4 and 3,
respectively. For the application of Theorem 3, we note that by the interpolation
inequality, the left-hand side of (10) is not larger than a constant times jjjujjjmCs;p;RnC .
The last statement follows directly from the fact that for these s, the spaces Wps .RnC /
s
and WpI.A;B/ .RnC / coincide. t
u
Remark 3.5
(a) The results of Theorem 3 and Corollary 3.4 have some connection to results
by D. Guidetti [16–18]. In particular, an estimate similar to (10) can be found
as Proposition 2.16 in [17] in the Besov space setting, under the additional
assumption minj mj < s < minj mj C 1p . We remark that in [17] essentially the
same parameter-dependent norms for gj appear as well as some compatibility
conditions. Our assumption f 2 WpI.A;B/
s
.RnC / enables us to consider a wider
range for s. Apart from some restrictions on the smoothness parameter s, the
results by Guidetti in the Besov space setting are quite general and include the
generation of an analytic semigroup.
(b) On the right-hand side of (10) large powers of  may appear, although we
only have jj on the left-hand side. The following elementary example in R1C
shows that even in the one-dimensional case this cannot be avoided: Consider
the boundary value problem u.xn /u00 .xn / D p 0 .xn > 0/; u.0/ D g 2 C. Then
for  > 0 the stable solution is u.xn / D exp. xn /g, and a direct calculation
shows that for s 2 N0 we have
2Cs1=p
kukWp2Cs .R  Cjj 2 jgj:
C/

The power on the right-hand side is consistent with the exponent .m C s  mj 

1
p /=m appearing on the right-hand side of (10).

In some sense the parameter-dependent norms in Theorem 3 are natural for

parameter-elliptic problems. However, they do not yield resolvent estimates as
the parameter  appears on both sides. Moreover, on the left-hand side we
have jj.mCs/=m instead of jj. We will now derive a resolvent estimate for the
170 R. Denk and T. Seger

Wps .RnC /-realization. As it was shown in [8], for a decay like jj1 additional
conditions on f are necessary. The following result gives a general resolvent
estimate.
Theorem 6
(a) In the situation of Theorem 3, assume that

WD max .s  mj  1p / > 0: (11)
jD1;:::;m=2

Then for all 0 > 0 there exists a constant C D C.0 / > 0 such that

 X
m=2 
kukmCs;p;RnC C jj kuks;p;RnC  C jj
=m k f ks;p;RnC C jjjgj jjjmCsmj  1 ;p;Rn1 :
p
jD1
(12)
(b) Let .A.D/; B.D// be parabolic, and define
as in (11). For s 2 Œ0; 1/ n fmk C
.s/
mj  1p W k 2 N0 ; j D 1; : : : ; m=2g define the unbounded operator AQ B in Wps .RnC /
by

.s/
D.AQ B / WD fu 2 WpmCs .RnC / W 0 B.D/u D 0g;
.s/ .s/
AQ B u WD A.D/u .u 2 D.AQ B //:

.s/
Then .AQ B /  † 2 n f0g, and for all 0 > 0 there exists C D C.0 / > 0 such
that
 .s/ 
.AQ  /1  s n  Cjj1Cmaxf0;
=mg . 2 † 2 ; jj  0 /:
B L.W .R p C //

Proof
(a) We write the solution u in the form u D u1 C u2 C u3 . Here u1 solves .A.D/ 
/u1 D 0; 0 B.D/u1 D g, while u2 WD rC uQ 2 with uQ 2 being the solution of
.A.D/  /Qu2 D eC f in Rn . Due to Corollary 3, we obtain

X
m=2
ku1 kmCs;p;RnC C jj ku1 ks;p;RnC  C jjjgj jjjmCsmj  1 ;p;Rn1 :
p
jD1

Moreover, by Lemma 2.1, we have

ku2 kmCs;p;RnC C jj ku2 ks;p;RnC  Ck f ks;p;RnC : (13)

Inhomogeneous Boundary Value Problems in Spaces of Higher Regularity 171

The function u3 is the solution of the boundary value problem

.A.D/  /u3 D 0 in RnC ;

0 B.D/u3 D 0 B.D/u2 on Rn1 :

We apply Corollary 3 again and get

X
m=2
ku3 kmCs;p;RnC C jj ku3 ks;p;RnC  C jjj0 B.D/u2 jjjmCsmj  1 ;p;Rn1
p
jD1

m=2  
X mCsmj 1=p
DC k0 B.D/u2 kmCsmj  1 C jj m k0 B.D/u2 kLp .Rn1 / :
p
jD1

We estimate the norms on the right-hand side for each j. First, we have

k0 B.D/u2 kmCsmj  1 ;p;Rn1  CkB.D/u2 kmCsmj ;p;RnC

p

 Cku2 kmCs;p;RnC

for all j D 1; : : : ; m2 .
If s > mj C 1p , we can estimate

mCsmj 1=p
jj m k0 B.D/u2 kLp .Rn1 /
mCsmj 1=p
 jj m k0 B.D/u2 ksmj  1 ;p;Rn1
p

mCsmj 1=p
 Cjj m kB.D/u2 ksmj ;p;RnC
mCsmj 1=p
 Cjj m ku2 ks;p;RnC

 Cjj
=m jj ku2 ks;p;RnC

 Cjj
=m k f ks;p;RnC :

Here we applied (13) in the last step.

If s < mj C 1p , we similarly write

mCsmj 1=p
jj m k0 B.D/u2 kLp .Rn1 /
mCsmj 1=p
 jj m k0 B.D/u2 k
;p;Rn1
mCsmj 
1=p
 Cjj
=m jj m ku2 k
Cmj C 1 ;p;Rn
p C
172 R. Denk and T. Seger

 
 Cjj
=m ku2 kmCs;p;RnC C jj kuks;p;RnC

 Cjj
=m k f ks;p;RnC ;

where we used the interpolation inequality (see Grisvard [14], Theorem 1.4.3.3)
for the third inequality. This finishes the proof of the a priori estimate (12) and
of part (a).
.s/
(b) In the case
< 0 the a priori estimate (and the fact that the operator AQ B is
sectorial) follows from the last statement in Corollary 3.4. For
> 0, we apply
part (a) with g D 0. Note that the case
D 0 is excluded. t
u
Remark 3.7 For the Dirichlet-Laplacian D , we have m D 2, m1 D 0, and therefore

D s  1p . For the resolvent in Wps .RnC /, we obtain from Theorem 6

1
k.  D /1 kL.Wps .RnC //  Cjj1C 2  2p :
s

For s D 1, we have a decay like jj1=21=.2p/ . It was shown in [19] that this is the
exact decay rate.

References

1. S. Agmon, On the eigenfunctions and on the eigenvalues of general elliptic boundary value
problems. Commun. Pure Appl. Math. 15, 119–147 (1962)
2. M. Agranovich, R. Denk, M. Faierman, Weakly smooth nonselfadjoint spectral elliptic
boundary problems, in Spectral Theory, Microlocal Analysis, Singular Manifolds, Math. Top.,
vol. 14 (Akademie Verlag, Berlin, 1997), pp. 138–199
3. M.S. Agranovich, Elliptic boundary problems, in Partial Differential Equations, IX,
Encyclopaedia Mathematical Science, vol. 79 (Springer, Berlin, 1997), pp. 1–144, 275–281.
[Translated from the Russian by the author]
4. M.S. Agranovich, M.I. Vishik, Elliptic problems with a parameter and parabolic systems of
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Blow-Up Criterion for 3D Navier-Stokes
Equations and Landau-Lifshitz System
in a Bounded Domain

Jishan Fan and Tohru Ozawa

Dedicated to Professor Yoshihro Shibata on the occasion of his

sixtieth birthday

Abstract In this paper we prove a blow-up criterion for the 3D Navier-Stokes

equations in a bounded domain in terms of a BMO norm of vorticity. We will also
prove a regularity criterion for the Landau-Lifshitz system in a bounded domain.

Keywords BMO-norm • Landau-Lifshitz • Navier-Stokes • Regularity criterion

1 Introduction

Let   R3 be a bounded, simply connected domain with smooth boundary @,

and be the unit outward normal vector to @. We consider the regularity criterion
of the Navier-Stokes equations:

div u D 0; (1)
@t u C u  ru C r D u in   .0; 1/; (2)
u  D 0; curl u  D 0 on @  .0; 1/; (3)
u.; 0/ D u0 in   R3 ; (4)

where u and  denote unknown velocity vector field and pressure scalar of the fluid,
respectively. The physical constant   0 is the viscosity and we will take  D 1
for simplicity.

J. Fan ()
Department of Applied Mathematics, Nanjing Forestry University, Nanjing 210037, P.R. China
e-mail: [email protected]
T. Ozawa
Department of Applied Physics, Waseda University, Tokyo 169-8555, Japan
e-mail: [email protected]

© Springer Basel 2016 175

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_10
176 J. Fan and T. Ozawa

It is well known that the problem has at least a global-in-time weak solution
and a unique local-in-time strong solution [8, 13]. However, the regularity of
weak solutions is still a very challenging open problem. On the other hand,
the development of blow-up criteria is of great importance for both theoretical
and practical purpose. When  WD R3 , many criteria have been obtained, see
[1, 3, 4, 6, 11, 12, 15, 16] and the references therein. When  is a bounded domain
and the boundary condition is the homogeneous Dirichlet boundary condition, Giga
[7] and Kim [10] proved a Serrin type regularity criterion.
When  is a bounded domain and the boundary condition is (3), Kang and Kim
[9] prove some Serrin type regularity criteria.
The aim of this paper is to prove a new regularity criterion for the problem
(1)–(4).
We will prove that
Theorem 1.1 Let u0 2 H 3 ./ and div u0 D 0 in  and u0  D 0; curl u0  D 0
on @. Let u be a unique local smooth solution to the problem (1)–(4). If u satisfies

ru 2 L1 .0; TI BMO.// with 0 < T < 1; (5)

then the solution u can be extended beyond T > 0.

Remark 1.2 When  D 0, (5) is proved in [14] for the Euler equations, which is
simpler than the case  > 0, since we need to deal with the boundary integrals.
To prove Theorem 1.1, we will use the following logarithmic Sobolev inequality
[14]:

3
krukL1  C.1 C krukBMO log.e C kukW s;p // with s > 1 C : (6)
p

Next, we consider the 3D Landau-Lifshitz system:

dt  d D djrdj2 C d  d; jdj D 1 in   .0; 1/; (7)

@ d D 0; on @  .0; 1/; (8)
d.; 0/ D d0 ; jd0 j D 1 in   R :
d
(9)

Carbou and Fabrie [2] showed the existence and uniqueness of local smooth
solutions. When  WD Rn .n D 2; 3; 4/, Fan and Ozawa [5] prove some regularity
criteria. The aim of this paper is to prove a blow-up criterion for the problem (7)–(9)
when  is a bounded domain. We will prove
Theorem 1.3 Let d0 2 H 3 ./ with jd0 j D 1 in  and @ d0 D 0 on @. Let d be a
local smooth solution to the problem (7)–(9). If d satisfies
Z T 2q
krdkLq3
q dt < 1 with 3 < q  1 and 0 < T < 1; (10)
0
Blow-Up Criterion for 3D Navier-Stokes Equations and Landau-Lifshitz. . . 177

then the solution d can be extended beyond T > 0.

2 Proof of Theorem 1.1

This section is devoted to the proof of Theorem 1.1. We only need to establish some
a priori estimates.
First, testing (2) by u and using (1) and (3), we have the well-known energy
inequality:
Z Z
1d
u2 dx C jcurl uj2 dx  0;
2 dt

which gives

kukL1 .0;TIL2 / C kukL2 .0;TIH 1 /  C: (11)

Taking curl to (2) and using (1), we get the well-known equation for the vorticity
! WD curl u W

@t ! C u  r!  !  ru D !: (12)

Testing (12) by ! and using (1) and (6), we see that

Z Z
1d
j!j2 dx C jcurl !j2 dx
2 dt
Z Z
D .!  r/u  !dx  krukL1 ! 2 dx
Z
 C.1 C krukBMO / log.e C kukH 3 / j!j2 dx;

and therefore
Z Z t
2
j!j dx C kcurl !k2L2 d  C.e C y/C0  (13)
t0

provided that
Z t
krukBMO d   << 1 (14)
t0

and y.t/ WD sup kukH 3 for any 0 < t0  t  T and C0 is a absolute constant.
Œt0 ;t
Applying @t to (2), we have
178 J. Fan and T. Ozawa

@2t u C u  r@t u C r@t   @t u D @t u  ru: (15)

Testing (15) by @t u, using (1), (3) and (6), we obtain

Z Z
1d
j@t uj2 dx C jcurl @t uj2 dx
2 dt
Z Z
D  @t u  ru  @t udx  krukL1 j@t uj2 dx
Z
 C.1 C krukBMO / log.e C kukH 3 / j@t uj2 dx;

which leads to
Z Z tZ
j@t uj2 dx C jcurl @t uj2 dxd  C.e C y/C0  : (16)
t0

On the other hand, thanks to the H 2 -theory of the Stokes system, it follows
from (2), (13) and (16) that

kukH 2  Ck  u C rkL2  Ck@t u C u  rukL2

 Ck@t ukL2 C CkukL6 krukL3
3 1
 Ck@t ukL2 C CkrukL22 kukH2 2
1
 kukH 2 C Ck@t ukL2 C Ck!k3L2 ;
2
which implies

kukH 2  C.e C y/C0  : (17)

Testing (15) by @t u C r@t , using (1), (3), (16) and (17), we have
Z Z
1d
jcurl @t uj dx C j  @t u C r@t j2 dx
2
2 dt
Z
D .@t u  ru  u  r@t u/.@t u C r@t /dx

 .krukL3 k@t ukL6 C kukL1 kr@t ukL2 /k  @t u C r@t kL2

 CkukH 2 k@t ukH 1 k  @t u C r@t kL2
Z
1
 j  @t u C r@t j2 dx C Ckuk2H 2 k@t uk2H 1 ;
2
Blow-Up Criterion for 3D Navier-Stokes Equations and Landau-Lifshitz. . . 179

which yields
Z Z t
jcurl @t uj2 dx C k@t uk2H 2 d  C.e C y/C0  : (18)
t0

On the other hand, it follows from (12), (11), (17) and (18) that

kukH 3  C.kukL2 C k!kL2 /

 C.1 C k@t ! C u  r!  !  rukL2 /
 C.1 C k@t !kL2 C kukL1 kr!kL2 C k!kL4 krukL4 /
 C.1 C k@t !kL2 C kuk2H 2 /
 C.e C y/C0  ;

which gives

kukL1 .0;TIH 3 /  C: (19)

This completes the proof. 

3 Proof of Theorem 1.3

This section is denoted to the proof of Theorem 1.3. We only need to establish some
a priori estimates.
First, using the formula a  .b  c/ D .a  c/b  .a  b/c, and the fact that jdj D 1
implies dd D jrdj2 , we have the following equivalent equation

1 1
dt  d  dt D d C djrdj2 : (20)
2 2
Testing (20) by dt and using d  dt D 0, we see that
Z Z
d
jrdj2 dx C jdt j2 dx D 0: (21)
dt

Testing (7) by dt and using jdj D 1, we find that

Z Z Z
1d
jdj2 dx C jrdt j2 dx D  .djrdj2 C d  d/dt dx
2 dt
Z
D r.djrdj2 C d  d/  rdt dx
180 J. Fan and T. Ozawa

 C.krdkLq krdk2 4q C krdkLq kdk 2q C krdkL2 /krdt kL2

L q2 L q2

 C.krdkLq kdk 2q C krdkL2 /krdt kL2

L q2
1 3 3
 C.krdkLq kdkL2 q kdkHq 3 C kdkH 3 /krdt kL2
1 2q
 krdt k2L2 C kdk2H 3 C CkrdkLq3 2
q kdkL2 (22)
4
for any 0 <  < 1. Here we have used the Gagliardo-Nirenberg inequalities:

krdk2 4q  CkdkL1 kdk 2q ; (23)

L q2 L q2

1 3 3
kdk 2q  CkdkL2 q kdkHq 3 : (24)
L q2

Applying @i to (7), we get

@i dt  @i d D @i .djrdj2 / C @i d  d C d  @i d:

Testing the above equation by @i d, summing over i, and using (23), (24), and
jdj D 1, we derive

kdkH 3  C.kdkL2 C krdkL2 /

 C C Ckrdt kL2 C Ckr.djrdj2 /kL2 C Ck@i d  dkL2
 C C Ckrdt kL2 C CkrdkLq krdk2 4q C CkrdkLq kdk 2q
L q2 L q2

 C C Ckrdt kL2 C CkrdkLq kdk 2q

L q2
1 3 3
 C C Ckrdt kL2 C CkrdkLq kdkL2 q kdkHq 3 ;

which leads to
q
kdkH 3  C C Ckrdt kL2 C CkrdkLq3
q kdkL2 : (25)

Putting (25) into (22), taking  small enough and using the Gronwall inequality,
we deduce that

kdkL1 .0;TIH 2 / C kdkL2 .0;TIH 3 /  C; (26)

kdt kL1 .0;TIL2 / C kdt kL2 .0;TIH 1 /  C: (27)
Blow-Up Criterion for 3D Navier-Stokes Equations and Landau-Lifshitz. . . 181

Applying @t to (7), testing by dt , and using jdj D 1, (26) and (27), we
conclude that
Z Z Z
1d
jrdt j dx C jdt j dx D  Œ@t .djrdj2 / C dt  ddt dx
2 2
2 dt
 C.krdk2L6 kdt kL6 C krdkL1 krdt kL2 C kdt kL6 kdkL3 /kdt kL2
 C.kdt kH 1 C krdkL1 krdt kL2 C kdkL3 kdt kH 1 /kdt kL2
1
 kdt k2L2 C Ckdt k2H 1 C C.krdk2L1 C kdk2L3 /kdt k2H 1 ;
4
which gives

kdt kL1 .0;TIH 1 / C kdt kL2 .0;TIH 2 /  C; (28)

from which and (25) it follows that

kdkL1 .0;TIH 3 /  C:

This completes the proof. 

Acknowledgements The research is partially supported by the NSFC (No. 11171154).

References

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Math. Ser. B16, 407–412 (1995)
2. G. Carbou, P. Fabrie, Regular solutions for Landau-Lifshitz equation in a bounded domain.
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backward uniqueness. Uspekhi Mat. Nauk 58, 3–44 (2003)
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equations. Math. Methods Appl. Sci. 32, 2309–2318 (2009)
6. J. Fan, S. Jiang, G. Nakamura, Y. Zhou, Logarithmically improved regularity criteria for the
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the Navier-Stokes system. J. Differ. Equ. 62, 186–212 (1986)
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Nachr. 4, 213–231 (1951)
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10. H. Kim, A blow-up criterion for the nonhomogeneous incompressible Navier-Stokes equations.
SIAM J. Math. Anal. 37, 1417–1434 (2006)
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11. H. Kozono, Y. Shimada, Bilinear estimates in homogeneous Triebel-Lizorkin spaces and the
Navier-Stokes equations. Math. Nachr. 276, 63–74 (2004)
12. H. Kozono, T. Ogawa, Y. Taniuchi, The critical Sobolev inequalities in Besov spaces and
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Local Regularity Results for the Instationary
Navier-Stokes Equations Based on Besov Space
Type Criteria

Reinhard Farwig

To our colleague Prof. Yoshihiro Shibata on the occasion of his

60th birthday

Abstract Consider a weak instationary solution u of the Navier-Stokes equations

in a domain   R3 , i.e.,
   
u 2 L1 0; TI L2 ./ \ L2 0; TI W01;2 ./

and u solves the Navier-Stokes system in the sense of distributions. It is a famous

open problem whether weak solutions are unique and smooth. A main step in the
analysis of this problem is to show  that the given
 weak solution is a strong one in
the sense of J. Serrin, i.e., u 2 Ls 0; TI Lq ./ where s > 2, q > 3 and 2s C 3q D 1.
In this review we report on recent results on this problem, considering first of all
optimal initial values u.0/ to yield a local in time strong solution, then criteria to
prove regularity locally on subintervals of Œ0; T/. Special emphasis is put on results
for smooth bounded and also general unbounded domains. Most criteria are based
on conditions of Besov space type.

Keywords General domains • Initial values • Navier-Stokes equations • Regu-

larity • Serrin’s class • Strong solutions • Uniqueness • Weak solutions

1 Introduction

The Navier-Stokes system is the most classical model to describe the flow of a
viscous incompressible fluid. Despite of about 80 years of mathematical analysis,
since the seminal paper of J. Leray [41] on the existence of global weak solutions in
the whole space R3 and corresponding results of E. Hopf [34] for domains, basic

R. Farwig ()
Fachbereich Mathematik and International Research Training Group (IRTG 1529),
Darmstadt-Tokyo, Technische Universität Darmstadt, Schlossgartenstr. 7, 64283 Darmstadt,
Germany
e-mail: [email protected]

© Springer Basel 2016 183

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_11
184 R. Farwig

questions on uniqueness and regularity of weak solutions are still open. These
fundamental problems are also of importance for the general theory of partial
differential equations and brought Clay Mathematics Institute in 2000 to classify the
issue of regularity as one of the seven Millennium Prize Problem, see C. Fefferman
[27].
Given a domain   R3 and a time interval Œ0; T/, 0 < T  1, consider an
external force f W   .0; T/ ! R3 and an initial value u0 W  ! R3 . Then we are
looking for a velocity field u and an associated scalar pressure function p such that

ut  u C u  ru C rp D f ; div u D 0 in   .0; T/;

(1)
u.0/ D u0 ; u D 0 on @  .0; T/:

P of viscosity > 0 has been set to D 1. The nonlinear

For simplicity the coefficient
transport term u  ru D 3jD1 uj @j u can also be written in the form

u  ru D div.u ˝ u/
 
since u is solenoidal; we recall that u ˝ v D .ui vj /3i;jD1 and div .Fij /i;j D
 P3 3
iD1 @i Fij jD1 for a matrix field F D .Fij /.
In this article
 we use standard   notation for Lebesgue,  Sobolev
 and Bochner
spaces, i.e. Lq ./ D Lq ; kkq , W k;q ./ D W k;q ; kkW k;q , and Ls .0; T/I Lq ./ D
Ls .Lq //; k  kq;sIT D k  kLs .Lq / , 1  s; q  1, respectively. We do not differ between
spaces of scalar-, vector- and matrix-valued functions. The index
will denote a
subspace of solenoidal vector fields, the subscript 0 a subspace of functions with
vanishing trace. Duality products of functions on  and   .0; T/ will be denoted
by h; i D h; i and h; i;T , respectively.
Definition 1.1 (Definition of Weak and Strong Solutions)
1. A weak solution u (in the sense of Leray-Hopf) is a solution in the sense of
distributions, i.e.

 hu; wt i;T C hru; rwi;T C hu  ru; wi;T D hf ; wi;T C hu0 ; w.0/i (2)
 
for all test functions w 2 C01 Œ0; T/I C0;

1
./ , lying in the Leray-Hopf class
   
u 2 LHT D L1 0; TI L2
./ \ L2loc Œ0; T/I H01 ./ (3)

and satisfying the strong energy inequality .SEI/

Zt Zt
1 1
ku.t/k22 C kruk22 d  ku.t0 /k22 C hf ; ui d (4)
2 2
t0 t0

for almost all t0 2 Œ0; T/ and for all t 2 Œ0; T/.

Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 185

If u satisfies (4) for t0 and all t > t0 then we say that u satisfies the energy
inequality .EI/t0 . To emphasize that .EI/0 holds (only), u is said to satisfy the
energy inequality .EI/.
2. A weak solution u 2 LHT is called a strong solution (in the sense of Serrin) if
there are exponents s; q such that

  2 3
u 2 Ls 0; TI Lq ./ ; s > 2; q > 3; C D 1: (5)
s q
2 3
 
Under the assumption s C q D 1 the space Ls 0; TI Lq ./ is called a Serrin
class.
Let us recall several important results on weak and strong solutions.
Remark 1.2
1. Redefining a weak solution u on a subset of .0; T/ of Lebesgue measure equal to
0 we may assume that

u W Œ0; T/ ! L2
./ is weakly continuous, (6)
 
or u 2 Cw0 Œ0; T/I L2
./ for short. Condition (6) will be tacitly assumed in the
following.
3
2. The existence of weak solutions is known
2 1 2
 domains   R , initial
 for arbitrary
values in u0 2 L
./ and forces f 2 L 0; TI L ./ . More generally, f may be
assumed to be a functional of the form f D div F, F 2 L2 0; TI L2 ./ so that
in (2)

hf ; wi;T WD hF; rwi;T :

Under this assumption a weak solution

  can be extended to t D T and
u of (1)
considered as a function u 2 Cw0 Œ0; TI L2
./ . Then the energy inequality (and
the energy equality, if possible) does hold for all t upto t D T. 
Functionals of the form f D div F with F 2 L2 0; TI L2 ./ are important
since several parts of the theory
 require the nonlinear term to satisfy u  ru D
div.u ˝ u/ with u ˝ u 2 L2 0; TI L2 ./ .
3. Weak solutions can be constructed by several well-known methods, e.g., by
Galerkin’s method. However, in each case the weak solution satisfies the energy
inequality .EI/ in (4). The reason for the inequality rather than an equality is the
use of approximation techniques and the lower semi-continuity of the norm k  k2
with respect to weak convergence. When  is bounded, the weak solutions even
satisfy the strong energy inequality .SEI/.
In the case of an exterior domain maximal regularity estimates yielding
Ls .Lq /-estimates of the associated pressure p are needed to construct a weak
solution satisfying .SEI/, see [46]. In general smooth unbounded domains
more special functions spaces are needed to construct (suitable) weak solutions
186 R. Farwig

satisfying the strong energy inequality. For details we refer to [14, 22] and
Sect. 2.4.
4. It is an open problem whether each weak solution independent of the way it has
been constructed satisfies .EI/ or even .SEI/.
5. One fundamental problem on weak solutions concerns their uniqueness. A
classical theorem, the so-called Serrin uniqueness
 theorem, see [50], states that
a weak solution u lying in a Serrin class Ls 0; TI Lq ./ , see (5), is unique
within the class of all Leray-Hopf type weak solutions. We note that this theorem
 solution satisfies .EI/. Uniqueness
exploits the fact that a Leray-Hopf type weak
for a weak solution in the limit class L1 0; TI L3 ./ was proved by Kozono-
Sohr [39] and in [25], see also Theorem 2.11 below.
6. The classical condition on weak solutions to satisfy the energy equality .EE/, i.e.

Zt Zt
1 1
ku.t/k22 C kruk22 d D ku0 k22 C hf ; ui d (7)
2 2
0 0

for all t 2 .0; T/, is given

 
u 2 L4 0; TI L4 ./ (8)
 
or equivalently u ˝ u 2 L2 0; TI L2 ./ . In this case, u may be used as test
function w in (2) leading to the L1 -integrability of .u  ru/u and a vanishing
integral on   .0; T/ due to the fact that hu  ru; ui.t/ D 0 for a.a. t 2 .0; T/.
Note that in the 3D case—in contrast to the 2D case—a weak solution u 2 LHT
is not an admissible test function in (2).
7. Assumptions different to (8) to guarantee  .EE/ were  discussed by Shinbrot
[51]: it suffices to assume that u 2 Lr 0; TI Lq ./ where 2r C 3q  1 C 1q ,
q  4. Actually,
 Shinbrot’s
 condition together with the Leray-Hopf  integrability

u 2 L1 0; TI L2 ./ implies by Hölder’s inequality that u 2 L4 0; TI L4 ./ . A
similar argument can be applied when 2r C 3q  1 C 1r , r  4 together with the
 
fact that u 2 L2 0; TI L6 ./ .
Cheskidov et al. [5] and together with Constantin [4] found much  weaker con- 
ditions which concerning their scaling behavior are of the type L3 0; TI L9=2 ./ .
Note that 23 C 9=2
3
D 43 > 54 : Let   R3 be a bounded C2 -domain and u a weak
  5=12 
solution of (1). If u 2 L3 0; TI D A2 ; then u satisfies .EE/; see [5]. The even
3
 1=3 3

weaker condition u 2 L 0; TI B3;1 .R / is sufficient to get the same result for
1=3
the whole space  D R3 , see [4]; here B3;1 .R3 / denotes a Besov space.
An intermediate result was recently obtained in [13]: It suffices to use a
  1=4 
condition on a 12 -derivative of u, namely u 2 L3 0; T; D A18=7 . A similar
condition is needed for flows in smooth unbounded domains; however, since the
Stokes operator A18=7 possibly cannot be defined for an unbounded domain it is
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 187

replaced by the Stokes operator AQ 18=7 as in Sect. 2.4. Similar results were found
in Lorentz spaces; for details we refer to [13].
8. The main open problem for weak solutions is the question of regularity, see [27]:
is every weak solution u (and an associated pressure p) of class C1 in space and
time provided that u0 and @ are of class
 C1 ? The classical result requires that
u lies in Serrin’s class L 0; TI L ./ as in (5); cf. [54, Chap. V, Theorems 1.8.1
s q

and 1.8.2].
There are numerous results on conditional regularity, i.e., a posteriori conditions
on a given weak solution u to guarantee its regularity. Most of these criteria are of
Serrin type controlling ru, ! D rot u or various  components of u, ru, !; other
conditions work with the deformation tensor 12 ru C .ru/T or the pressure p.
Rather than trying to summarize and describe these results the focus of this review is
on a recent approach to use an optimal initial value condition on u0 and on function
values u.t/ of u for all or almost all t. These and further related results, including
also unbounded domains, can be found in the articles [7, 8, 11–14, 16, 20, 21, 23–
26, 37, 47].
This article is organized as follows. In Sect. 2 we present the main results,
postponing the proofs to Sect. 3. After fixing some notation and preliminaries in
Sect. 2.1 the main Theorem 2.1 in Sect. 2.2 describing the optimal initial value
condition is the basis for most of the following results and uses a Besov space
characterization to be introduced in the beginning of Sect. 2.2. Next, Sect. 2.3 deals
with further regularity criteria which either in some sense are beyond Serrin’s
condition or need the kinetic energy function. General unbounded domains will
be considered in Sect. 2.4. Section 3 contains the proofs or sketches of them; the
bounded domain case is described in Sects. 3.1 and 3.2, the case of general smooth
domains in Sect. 3.3.

2 Main Results

2.1 Notation

First we introduce the Helmholtz projection on Lq ./,

1 kkq
Pq W Lq ./ ! Lq
./ D C0;
./ ;

1
where 1 < q < 1 and C0;
./ D fu 2 C01 ./ W div u D 0g. We recall that Pq is a
well-defined bounded projection for bounded and exterior C1 -domains and defines
an algebraic and topological decomposition

Lq ./ D Lq
./ ˚ Gq ./
188 R. Farwig

q
with L
./ D R.Pq /, the range of Pq , and Gq ./ D frp 2 Lq ./ W p 2
q
Lloc ./g D N .Pq /, the kernel of Pq ; for details see [29, 52].
q
The Stokes operator Aq D Pq  on L
./, 1 < q < 1, is defined by
1;q
D.Aq / D W 2;q ./ \ W0 ./ \ Lq
./;
Aq W D.Aq /  Lq
./ ! Lq
./; u 7! Aq u D Pq u:

It is well-known, see e.g. [10, 30], that Aq generates a bounded analytic semigroup
fetAq I t  0g for bounded and exterior domains of class C1;1 . Since Aq coincides
with Ar on D.Aq / \ D.Ar /, 1 < r, q < 1, we simply write A; by analogy, since
1
Pq u D Pr u for u 2 C0;
./, we simply write P. Note that in general non-smooth
or general unbounded domains P and A may fail to exist, see [2, 43]. However, for
q D 2 and any domain   R3 , Hilbert space methods can be used to define P2 and
A2 D P2  with the properties mentioned above.
The Stokes operator Aq , 1 < q < 1, being sectorial and generating a bounded
analytic semigroup, admits fractional powers A˛q , 1  ˛  1. First we consider
the case of a bounded domain   R3 of class C1;1 . Then A˛q , 0  ˛  1, is
an injective, closed and densely defined operator with domain D.A˛q /  L
./
q

ˇ
and range R.A˛q / D L
./ such that D.Aq /  D.A˛q /  D.Aq /  L
./ for
q q

0  ˇ  ˛  1. For 1  ˛ < 0 we define the bounded operators A˛q D .A˛q /

1
W
q ˛ ˛
L
./ ! R.Aq / D D.Aq /. Important properties are the embeddings (cf. [31])

3 3
kvkq  ckA˛r vkr ; v 2 D.A˛r /; 1 < r  q < 1; 2˛ C D (9)
q r
1;q
krvkq  kA1=2
q vkq ; v 2 D.A1=2
q / D W0;
./; 1 < q < 1I (10)
1=2 1;2
moreover, krvk2 D kA2 vk2 for v 2 W0;
./. From semigroup theory and the fact
that
.Aq /  .0; 1/ we know that there exist c D c.q; / > 0 and ı D ı.q; / > 0
such that

kA˛q etAq vkq  ct˛ eıt kvkq ; v 2 Lq

./; 0  ˛  1: (11)

When   R3 is an exterior domain with @ 2 C1;1 , then inequalities (9)–(11)

do still hold under certain restrictions, cf. [3, 33]: In (9) we need that 2˛ C 3q D 3r
and either
1 3
0˛ ; 1<r<3 or 0  ˛  1; 1<r< : (12)
2 2
Furthermore, the equivalence of norms in (10) is to be replaced by

kA1=2
q vkq  ckrvkq ; 1 < q < 1I krvkq  ckA1=2
q vkq ; 1 < q < 3: (13)

Since 0 2
.A/ D Œ0; 1/, inequality (11) does hold only with ı D 0.
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 189

Using the Helmholtz projection P and the Stokes operator A D P we get rid
of the pressure term rp in (1) and rewrite (1) as an abstract nonlinear evolution
equation

ut C Au C P.u  ru/ D Pf in .0; T/; u.0/ D u0 (14)

q q
in L
./. Here we assume the condition u0 2 L
./ leading to Pq u0 D u0 .
A weak solution to the (Navier-)Stokes system with external force f D div F can
be considered as a mild solution of the related (non-)linear integral equation

Zt
tA 1=2
 
u.t/ D e u0 C A e.t /A A1=2 P div .F  u ˝ u/./ d: (15)
0

To explain the meaning of the formal operator A1=2 P div applied to matrix-valued
1=2 q0
Lq ./-functions F we define for ' 2 D.Aq0 /  L
./

1=2
hA1=2 P div F; 'i WD hF; rAq0 'i (16)
ˇ 1=2 ˇ
admitting the estimate ˇhF; rAq0 'iˇ  kFkq krAq0 'kq0  cq0 k'kq0 . Hence
1=2

 
A1=2 P div 2 L Lq ./ ; kA1=2 P div kL.Lq /  cq0 ./: (17)

Note that (17) holds for all 1 < q < 1 when  is bounded, but for q > 32 (1 <
q0 < 3) only when  is an exterior domain.
For a further analysis of (15) we need the notion of maximal regularity. Consider
the abstract inhomogeneous linear Cauchy problem

ut C Au D f in .0; T/; u.0/ D u0 (18)

where A is the generator of an analytic semigroup etA on a Banach space X. Then

A is said to admit maximal Lp -regularity on Œ0; T/, 1 < p < 1, 0 < T  1, if
for suitable u0 and all f 2 Lp .0; TI X/ the solution of (18) given by the variation of
constants formula

Zt
tA
u.t/ D e u0 C e.t /A f ./ d; t 2 Œ0; T/; (19)
0

is differentiable a.e., u.t/ 2 D.A/ a.e. and ut , Au 2 Lp .0; TI X/. In this case the
closed graph theorem yields a constant C D C.p; T; X/ > 0 independent of f
190 R. Farwig

such that

ZT !1=p
tA p
kut I AukLp .0;TIX/  C kAe u0 kX dt C Ckf kLp .0;TIX/ : (20)
0

It is well-known that maximal Lp -regularity for one p 2 .1; 1/ implies maximal

Lp -regularity for all p 2 .1; 1/.
q
The Stokes operator A D Aq on X D L
./, 1 < q < 1, has maximal Lp -
3 1;1
regularity on Œ0; 1/ for bounded and exterior  domains    R of class C ; see
e.g. [33, 42, 55]. In particular, for any f 2 Ls 0; 1I Lq ./ the Cauchy problem (18)
with Aq D Pq , u0 D 0 and f replaced by  Pq f has a unique
 (strong) solution
0 q
u 2 Cloc Œ0; 1/I L
./ such that ut , Au 2 Ls 0; 1I Lq ./ , 1 < s < 1, and

kut I Aukq;sIT  ckf kq;sIT : (21)

Moreover, if  is bounded and 1 < q < 1 or  is an exterior domain and 1 < q <
3
2 , there exists an associated pressure p such that

kut I r 2 uI rpkq;sIT  ckf kq;sIT : (22)

 q  q
For u0 2 L
./; D.Aq / 11=s;s  L
./, a Besov space defined by real
interpolation with norm

Z1 !1=s
tA
jjju0 jjj11=s;s;q WD ku0 kq C kAe u0 ksq d ;
0

the Cauchy problem (18) has a unique solution as above. However, in (21), (22) the
term jjju0 jjj11=s;s;q has to be added on the right-hand side. For details on the above
real interpolation we refer to [56, Chaps. 1.13, 1.14]. The interval of integration,
.0; 1/, in the norm jjj  jjj11=s;s;q may be replaced by .0; ı/ for any ı > 0, and, if 
is bounded, the term ku0 kq may be omitted [56, Theorem 1.14.5]; cf. the discussion
of ku0 kB2=s in Sect. 2.2.
q;s

2.2 Optimal Initial Values

To describe an optimal condition on initial values

 u0 2 L2
./ to allow for a local
in time strong solution u 2 L 0; TI L ./ of Serrin type of the Navier-Stokes
s q

system (1) it is natural to require that the solution

E0 .t/ WD etA u0
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 191

of the corresponding
 linear Stokes
 system with vanishing external force has the
property E0 2 Ls 0; TI Lq ./ . Actually, this condition which is well-known for the
case of the whole space  D R3 yields also a necessary and sufficient condition
for smooth bounded and exterior domains, see [8, 11, 21, 24, 37], respectively. The
integrability condition on E0 , say

Z1
ke A u0 ksq d < 1; (23)
0

will be explained in terms of Besov spaces. Starting with the classical Besov space
2=s
Bq0 ;s0 ./ for a domain   R3 (cf. [56, Chap. 4]) where q0 , s0 are the conjugate
exponents to q, s, respectively, and 2s C 3q D 1, solenoidal subspaces

2=s 2=s 0 ˚ 2=s 

Bq0 ;s0 ./ D Bq0 ;s0 ./ \ Lq
./ D v 2 Bq0 ;s0 ./ W div v D 0; N  v j D0
@

2=s
were defined in [1]. Actually, Bq0 ;s0 ./ coincides with the real interpolation space
 q0  q0
L
./; D.Aq0 / 1=s;s0  L
./ [1, Proposition 3.4 (3.18)] yielding an optimal
space of initial values u0 such that E0 .t/ D etA u0 satisfies .E0 /t , AE0 2
0 q0 
Ls 0; TI L
./ , i.e., E0 is a classical strong solution of the homogeneous Stokes
problem with initial value u0 .
Here we do need the dual space

2=s
 2=s 
Bq;s ./ WD Bq0 ;s0 ./ : (24)

By elementary properties of real interpolation and the duality theorem [56, Theo-
rem 1.11.2]
 0    
2=s
Bq;s ./ D D.Aq0 /; Lq
./ 1=s0 ;s0
D D.Aq0 / ; Lq
./ 1=s0 ;s

 q0  q
since L
./ D L
./. Hence

ku0 kB2=s  ku0 kD.A  ;Lq ./

  kA1 u0 kLq ./;D.A /
q;s q0 /
1=s0 ;s
q 11=s;s

Z1 !1=s (25)
 kA1 u0 kq C kAe A .A1 u0 /ksq d
0

where the second equivalence of norms uses the identity hA1 u0 ; A'i D hu0 ; 'i
for ' 2 D.Aq0 / and the equivalence k'kW 2;q0  kAq0 'kq0 (for bounded ). The
2=s
norm on the right-hand side of (25) is the norm of A1 u0 in Bq;s ./. By [56,
Theorem 1.14.5], the interval of integration .0; 1/ may be replaced by any interval
192 R. Farwig

2=s
.0; ı/, 0 < ı < 1, yielding an equivalent norm on Bq;s ./. Finally, for a bounded
domain, the term kA1 u0 kq in (25) may be omitted.
2=s
Given ı 2 .0; 1 we denote the space Bq;s ./ also by

( Zı !1=s )
q;s  A
Bı ./ D u0 W ku0 kBq;s WD ke u0 ksq d <1 : (26)
ı
0

Recall that Bı ./  D.Aq0 / is a reflexive, separable Banach space and that all
q;s
q;s
norms k  kBq;s ./ , ı > 0, are equivalent. For B1 ./ we also write B q;s ./.
ı

Theorem 2.1 Let   R3 be a bounded domain with boundary @ 2 C1;1 , let

0 < T  1, 2 < s < 1, 3 < q < 1 with 2s C 3q D 1 be given. We consider
2
the Navier-Stokes system
 (1) with initial
  u0 2 L
./
value  and an external force
f D div F where F 2 L2 0; TI L2 ./ \ Ls=2 0; TI Lq=2 ./ .
(i) There exists an absolute constant " D " .q; / > 0 with the following
property: If

ku0 kBTq;s C kFkq=2;s=2IT  " ; (27)

 
then there exists a unique strong solution u 2 Ls 0; TI Lq ./ of (1).
q;s
(ii) The condition u0 2 B1 ./ is sufficient and necessary  for the existence
 and
uniqueness of a local in time strong solution u 2 Ls 0; T 0 I Lq ./ of (1) for
some 0 < T 0  T.
Let us recall further results and extensions of Theorem 2.1.
Remark 2.2
1=4
1. The condition u0 2 D.A2 / is due to Fujita and Kato [28] for a smooth bounded
domain. This result bases on L2 -theory and can be generalized to arbitrary
bounded and unbounded domains, see [54, Chap. V, Theorem 4.2.2]. Fabes et
al. [6] as well as Miyakawa [45] proved that the condition u0 2 Lr ./, r > 3,
yields a local strong solution.
1=4
2. The condition u0 2 D.A2 / has the important property of being scaling
invariant. Recall that with a solution u of (1) also u .x; t/ D u.x; 2 t/,  > 0,
is a solution of (1) with the same Reynolds number (here Re D 1 D 1). Since
2 3
ku kLs .Lq / D 1. s C q / kukLs .Lq / on their respective time intervals and domains,
the norm ku kLs .Lq / is -independent if and only if Ls .Lq / is a Serrin class; in this
case, the space Ls .Lq / (or its norm) is called scaling invariant.
The corresponding condition for the initial value is related to .u0 / .x/ D
u0 .x/. Scaling invariant initial value conditions are u0 2 D.A1=4 / with norm
kA1=4 u0 k2 and u0 2 L3
./. The latter case was considered by Kato [35] and Giga
[32].
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 193

The condition u0 2 L3
./ can be weakened to assumptions in Lorentz spaces
L3;s

./ when q  s < 1, see [53]. Here we mention the continuous embeddings
1=4
D.A2 /  L3
./  L3;s

./  B1 ./
q;s
(28)

where each space is scaling invariant; for the latter embedding which holds when
q;s q;s
q  s < 1 we refer to [1, (0.16)]. Replacing B1 ./ by Bı ./, the family of
spaces Bı ./ is scaling invariant in the sense that ı must be changed to 2 ı
q;s

(and  to 1 ) .
3. For a smooth exterior domain   R3 similar results  were obtained in [8, 37].
2 3
It is also shown that the assumption F 2 Ls=2 Lq=2 (with s=2 C q=2 D 2, cf.
Theorem 2.1) can be generalized to F 2 Ls .Lq / with s2 C q3 D 2. Then the
R1
condition 0 ke A u0 ksq d < 1 is necessary and sufficient for the existence of
a local strong solution u 2 Ls .Lq /, 2s C 3q D 1.
4. For a general bounded or unbounded domain   R3 —even with non-smooth
boundary—only L2 -theory for the Stokes operator and the Helmholtz projection
is available. In this case Theorem 2.1(i) holds with the exponents q D 4, s D 8,
cf. [21, Sect. 4].
5. The largest space of initial values to yield solutions in scaling invariant function
spaces was found by Koch and Tataru [36] for the whole space case R3 . Assume
that u0 2 BMO1 , i.e., u0 can be written in the form  u0 D div  f with some
f 2 BMO. Then there exists a local solution u 2 L2loc R3  Œ0; 1/ such that the
scaling invariant norm
Z R2 Z
1
sup juj2 dy d
x2R3 ;R>0 jBR .x/j 0 BR .x/

is finite; here BR .x/  R3 denotes the ball with center x and radius R.
For simplicity let F D 0 in the following. It suggests itself to use Theorem 2.1(i)
not only at t0 D 0, but at all or almost all t0 2 Œ0; T/ to show that a weak solution
is a strong one. In view of (27) we need more information on the space B q;s ./
q;s
and on functions u W Œ0; T/ ! Bı ./. Although the constant " in (27) cannot
be determined precisely, we will fix some " > 0 so that Theorem 2.1(i) can be
applied. For the following definition recall that for any nonzero v 2 L2
./ the
function t 7! eA v is nonzero for t  0. Hence V.t/ WD kvkBtq;s is a strictly
increasing continuous function in t > 0 with range .0; kukB1 q;s /.

Definition 2.3 Let " > 0 be fixed and let 0 ¤ v 2 L2

./. Then
8
ˆ
ˆ0 if v … B q;s ./
<
ı.v/ WD ı 2 .0; 1/ if v 2 B q;s ./ and kvkBq;s D " < kvkB1
q;s
ˆ ı
:̂1 if v 2 B q;s ./ and kvkB1
q;s  "


With an abuse of notation we set kvkBq;s D 1 when v … B q;s ./.

194 R. Farwig

Lemma 2.4 Let u 2 LHT be a Leray-Hopf type weak solution of (1).

(i) Let ı > 0. Then the function Œ0; T ! Œ0; 1, t 7! ku.t/kBq;s is
  ı
If additionally u 2 L1 Œ0; T/I Bı ./ , then
q;s
lower semi-continuous.

u 2 Cw0 Œ0; TI Bı ./ and
q;s

kukL1 .0;TIBq;s / D sup ku.t/kBq;s : (29)

ı ı
t2Œ0;T

(ii) The function ı.t/ WD ı..u.t//, see Definition 2.3, is upper semi-continuous in t.
For the problem of local regularity we need the following terminology:

 L .L /-regular  t0 2 .0; T if there exists " D ".t0 / 2 .0; t0 / such

s q
• u is left-sided at
that u 2 L .t0  "; t0 /I Lq ./
s

• u is right-sided Ls .Lq /-regular at t0 2 Œ0; T/ if there exists " D ".t0 / 2 .0; T  t0 /
such that u 2 Ls .t0 ; t0 C "/I Lq ./
• u is Ls .Lq /-regular at t0 2 .0; T/ if u is left- as well as right-sided regular at t0 .
Theorem 2.5 Let u 2 LHT be a weak solution of (1) in a bounded smooth domain
  R3 , and let 2 < s < 1, 3 < q < 1, 2s C 3q D 1.
(i) Let u satisfy u.t/ 2 B q;s ./ for a.a. t 2 Œ0; T/. Given t1 2 .0; T/ assume that
for a.a. t in a left-sided neighborhood of t1

ı.t/  t1  t: (30)

Then u is left-sided Ls .Lq /-regular at t1 .

(ii) Given t1 2 .0; T/ assume that u.t1 / 2 B q;s ./ and that u satisfies .EI/t1 , i.e.,
the strong energy inequality in t1 . Then u is right-sided Ls .Lq /-regular at t1 .
(iii) Let u satisfy u.t/ 2 B q;s ./ for all t 2 Œ0; T/ and condition (30) at t1 2 .0; T/.
Then u is regular at t1. If condition (30) is satisfied at every t1 2 .0; T/, then
u 2 Lsloc Œ0; T/I Lq ./ .
(iv) Let u satisfy u.t/ 2 B q;s ./ for all t 2 Œ0; T/. Assume that

lim ku.t/kBtq;st D 0: (31)

t%t1 1

Then u is Ls .L
 /-regular att1 . If condition (31) is satisfied at every t1 2 .0; T/,
q

then u 2 Lsloc Œ0; T/I Lq ./ .

Remark 2.6 Replacing the lower bound ı.t/  t1 t in (30) by the weaker condition
ı.t/  ˛.t1  t/ for a fixed ˛ 2 .0; 1/, the arguments in the proof of Theorem 2.5
can be used iteratively to get a sequence
 of instants
 .tj /, tj D t1  .1  ˛/j .t1  t0 /,
converging to t1 ; hence u 2 Lloc t0 ; t1 I L ./ . However, Theorem 2.1 yields no
s q

uniform bound of kukq;sI.t0 ;tj / as j ! 1 so that the statement u 2 Ls t0 ; t1 I Lq ./

cannot be guaranteed.
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 195

Corollary 2.7 Let u be a weak solution of the Navier-Stokes system as in Theo-

rem 2.5.
 q   q 
(i) Assume that u 2 Lsloc Œ0; t1 /I L
./ , but u … Ls 0; t1 I L
./ . Then there exists
an  > 0 such that for all ˛ 2 . 14 ; 12 

kA˛ u.t/k2 >  .t1  t/1=4˛ for a.a. t 2 .0; t1 /: (32)

(ii) Assume that u satisfies .EI/t1 (this condition is e.g. satisfied when t1 is a left-
sided regular point of u), but is not right-sided

regular at t1 . Then u.t1 / …
B q;s ./ and for each ı > 0 and ˛ 2 14 ; 12

ku.t/k3 ; kA˛ u.t/k2 ; ku.t/kBq;s ! 1 as t & t1 :

ı

2.3 Regularity Criteria Beyond Serrin’s Condition and Energy

Criteria

The regularity criteria of Theorem 2.5 have the disadvantage that the norm of u.t/
q;s
in Bt1 t ./ cannot be controlled directly. However, there are many applications of
Theorem 2.5 yielding more concrete conditions.
Corollary 2.8 Let u 2 LHT be a weak solution of (1) on a bounded smooth domain
  R3 .
 
(i) If there exists ı 2 .0; 1 such that u 2 C0 Œ0; T/I Bı ./ , then u is a strong
q;s

solution on Œ0; T/.

(ii) If there exists ı 2 .0; 1 such kukL1 .0;TIBq;s /  " , then u is a strong solution
ı
on Œ0; T/.
(iii) In (i) and (ii) the space Bı ./ can be replaced by any of the spaces D.A1=4 /,
q;s

L3
./ and L3;s

./ (s  q > 3).

The next criteria are based on Theorem 2.1, however, in a certain sense work
beyond Serrin’s condition at the expense of a further smallness assumption.
Theorem 2.9 Let u 2 LHT be a weak solution as in Corollary 2.8. Further let the
exponents q, r, s satisfy 2 < s < 1, 3 < q < 1, 2s C 3q D 1 and 1  r  s.
(i) Assume that

Zt1
1
lim inf ku./krq d D 0: (33)
ı!0 ı 1r=s
t1 ı

 
Then u is regular at t1 , i.e., u 2 Ls t1  "; t1 C "I Lq ./ for some " > 0.
196 R. Farwig

(ii) Assume that for 0  t0 < t1 < T and some t1 < T 0  T

Zt1
1
.T 0  /r=s ku./krq d  "Q : (34)
t1  t0
t0

Then u is regular at t1 . Here "Q > 0 is a constant related to " in (27).

A consequence of Theorem 2.9(i) is the well-known fact that a weak solution u 2
LHT is regular almost everywhere (even everywhere in .0; T/ except for a possible
set S  .0; T/ of vanishing Hausdorff measure H1=2 .S/ D 0). Actually,
Rt since u 2
L2 0; TI L6 ./ , Lebesgue’s differentiation theorem implies that 1ı t11ı kuk26 d !
ku.t1 /k26 t1 -a.e as ı ! 0. Hence the term in (33) (with q D 6, r D 2, s D 4)
vanishes t1 -a.e.
Finally, we describe a regularity criterion based on the kinetic energy

1
Ek .t/ D ku.t/k22 : (35)
2
Theorem 2.10 Let u 2 LHT be a weak solution of (1) as in Corollary 2.8. Assume
that at t1 2 .0; T/ for ˛ 2 . 12 ; 1 the left-sided ˛-Hölder seminorm

jEk .t1  ı/  Ek .t1 /j

ŒEk .t1 /˛ D sup <1
ı>0 ı˛

(with the supremum taken only for small ı > 0) or that

ŒEk .t1 /1=2  " : (36)

Then u is regular at t1 .
Note that for the Hölder exponent ˛ D 12 we do need a smallness condition on the
local left-sided Hölder seminorm. Actually, if .t0 ; t1 /  Œ0; T/ is a maximal interval
of regularity of a weak solution u, then due to (32)

kru./k2 D kA1=2 u./k2  " .t1  /1=4 ; 0 <  < t1 :

Hence the estimate

Z
1 t1
1  
2c2  kru./k22 d  Ek .t1  ı/  Ek .t1 /
ı 1=2 t1 ı ı 1=2

for a.a. ı 2 .t1  t0 ; t1 / shows in this case that the condition (36) with an arbitrary
(not sufficiently small) " > 0 does not imply regularity. For the case including an
external force we refer to [23].
For further regularity criteria beyond Serrin’s condition see [16].
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 197

Theorem 2.11 Let u 2 LHT be a weak solution of the Navier-Stokes system (1) in
a bounded smooth domain   R3 with u0 2 L2
./.
(i) Assume that for some 2 < s < 1, 3 < q < 1, 2s C 3q D 1 there holds
u.t0 / 2 B q;s ./ for all t0 2 Œ0; T/, and that u satisfies the energy equality .EE/.
Then u is uniquely determined by the initial value u0 within the class of all weak
solutions.  
(ii) If u 2 L4loc Œ0; T/I L4 ./ or
 
u 2 L1 3;1
loc Œ0; T/I L
./ ; (37)

then u even satisfies (EE).

Remark 2.12
(i) Let u be a weak solution of (1) as in Theorem 2.11. It is interesting to
discuss uniqueness and regularity properties of u satisfying the Serrin condition
u 2 Lsloc .Œ0; T/I Lq .//; 2s C 3q D 1 in the limit case s D 1; q D 3. In this
case, the arguments in the proof of Lemma 2.4(i) show that u.t/ 2 L3 ./ for
each t 2 Œ0; T/. Since L3 ./  L3;1 ./ \ B q;s ./, Theorem 2.11 yields
the uniqueness property for u. On the other  hand, from Corollary 2.8(iii) we
3
see that the stronger assumption  u 2 C Œ0; T/I L
./ is sufficient to get the
regularity u 2 Lsloc Œ0; T/I Lq ./ with Serrin
 exponents s; q.
(ii) Furthermore, for u 2 L1 loc Œ0; T/I L3

./ we get the local right-side regularity
property for each t 2 Œ0; T/, see Theorem 2.5(ii). Hence Theorem 2.5 is
a slightly
 weaker
 result than that in a series of papers on the celebrated
L1 0; TI L3 ./ -regularity result of Seregin et al. We refer to [49] for domains
with a flat boundary, and to [44] where in domains with curved boundaries
some additional condition on the pressure had to be assumed.
(iii) In the case of a general domain   R3 , let it be bounded with rough boundary
or unbounded, only an L2
./-theory of the Stokes operator is available. Here
we get the following results, cf. [16, 21]: Let u 2 LHT be a weak solution
satisfying (SEI). Assume that at t1 2 .0; T/ one of the following scaling
invariant conditions is satisfied: there exists 0 < ı < t1 such that
Z
1 t1
kA1=4 u./k2 d  " ; (38)
ı t1 ı
Z
1 t1
ku./k2 kru./k2 d  " ; (39)
ı t1 ı
 1 Z t1
sup ku./k22 kru./k22 d  " ; (40)
Œt1 ı;t1  ı t1 ı

where " in (38)–(40) is an absolute constant independent of the domain. Then

u is L8 .L4 /-regular at t1 .
198 R. Farwig

2.4 The Navier-Stokes System in General Smooth Domains

Definition 2.13 For k 2 N0 and  2 .0; 1 a domain   Rn is called uniform Ck; -

domain, if there are positive constants ˛; ˇ; K such that for all x0 2 @ there exist—
after an orthogonal and an affine coordinate transform—a real-valued function h of
class Ck; and a neighborhood U˛;ˇ;h .x0 / of x0 with the following properties: h is
defined on the closed ball B0˛ .0/  Rn1 with khkCk;  K and h.0/ D 0 and, if
k  1, h0 .0/ D 0; moreover,

U˛;ˇ;h .x0 / W D f.y0 ; yn / 2 Rn1  RW jy0 j < ˛; jh.y0 /  yn j < ˇg;


U˛;ˇ;h .x0 / W D f.y0 ; yn / 2 Rn1  RW jy0 j < ˛; h.y0 /  ˇ < yn < h.y0 /g
D  \ U˛;ˇ;h .x0 /;
@ \ U˛;ˇ;h .x0 / D f.y0 ; yn / 2 Rn1  RW h.y0 / D yn g:

The triple .˛; ˇ; K/ is called the type of  and will be denoted by ./ D
.˛; ˇ; K/. For a constant C in some estimate we will write C D C..// if it does
depend only on ˛, ˇ and K, but in no other way on . A uniform Ck -domain is
defined in an obviously analogous way.
Note that bounded and exterior domains are included, as long as the boundary
is smooth enough; in these cases the boundary @ is compact, implying that the
constants ˛, ˇ, K can be chosen uniformly.
Since the Helmholtz projection and the Stokes operator are not necessarily
well-defined on a general smooth domain as described in Definition 2.13 we will
introduce the spaces
(
Lq ./ C L2 ./; if 1  q < 2;
LQ q ./ WD (41)
Lq ./ \ L2 ./; if 2  q  1:

For bounded domains  it holds that LQ q ./ D Lq ./ with equivalent norms by
Hölder’s inequality. Note that functions in LQ q ./ locally behave like Lq -functions,
but globally like L2 -functions.
Moreover, we define for 1 < q < 1, 1    1 the Lorentz spaces
(
Lq; ./ C L2 ./; q < 2;
LQ ./ WD
q;
Lq; ./ \ L2 ./; q > 2;

letting the case q D 2 undefined.

For spaces of Sobolev-type we proceed analogously: For k 2 N and 1  q  1
we let
(
Q ./ WD W ./ C W ./; 1  q < 2;
k;2 k;q
k;q
W
W k;2 ./ \ W k;q ./; 2  q  1:
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 199

Similarly, we define the spaces W Q 1;q ./, 1 < q < 2 and 2  q < 1, based on the
0
1;q
classical Sobolev spaces W0 ./ and W01;2 ./.
The LQ q - and W
Q k;q ./-spaces have the following properties; for a proof see [47,
48]:
• Let 1  q < 1. Then .LQ q .// D LQ q ./
0

• Let 1 < q  r  1. Then kukLQ q  kukLQ r

• Let 1  r; p; q  1, 1r D 1p C 1q and let u 2 LQ p , v 2 LQ q . Then uv 2 LQ r and
kuvkLQ r  kukLQ p kvkLQ q
• Let 1 < q; r < 1, 0 <  < 1 and let s be defined by 1s D 1 
q C r . Then in the
sense of complex interpolation spaces

LQ q ./; LQ r ./ 
D LQ s ./

• Let 1  r ¤ q  1, 0 <  < 1, 1    1, and define 1 < s ¤ 2 < 1 by

1 1 
s D q C r . Then

 q 
LQ ./; LQ r ./ ;
D LQ s; ./:

For s D 2 and  D 2 we get

 
LQ q ./; LQ r ./ ;2
D L2 ./:

• Let m 2 N, 1  q < 1 and   Rn be a uniform C2 -domain. Then

Q m;q ./ ,! LQ r ./

W

if either q  r  1 and mq > n, or q  r < 1 and mq D n, or q  r  nq

nmq
and mq < n.
Concerning the Helmholtz projection on LQ q ./ for a domain   Rn of uniform
type C1 we have the following result, see [17]. We define
(
q 2
QLq
./ WD L
./ C L
./; 1 < q < 2 ;
L
./ \ L2
./; 2  q < 1
q

equipped with the norm of LQ q ./, and gradient spaces by

(
Q q ./ WD Gq ./ C G2 ./; 1 < q < 2;
G
Gq ./ \ G2 ./; 2  q < 1;
200 R. Farwig

with norm k  kGQ q ./ WD k  kLQ q ./ . Then the space LQ q ./ admits the direct algebraic
and topological decomposition

LQ q ./ D LQ q
./ ˚ G
Q q ./:

The corresponding projection PQ q from LQ q ./ onto R.PQ q / D LQ

./ and kernel
q

N .PQ q / D G
Q q ./ has a norm bounded by a constant c D c.q; .//. It satisfies
 
the relation PQ q D PQ q0 .
Using the Helmholtz projection PQ q we can define the Stokes operator AQ q , 1 <
q < 1, for a uniform C2 -domain   Rn . Let
(
Dq C D2 ; 1 < q < 2;
D.AQ q / WD
Dq \ D2 ; 2  q < 1;

1;q
where Dq WD L
./ \ W0 ./ \ W 2;q ./. Then the Stokes operator AQ q W D.AQ q / 
q

LQ
./ ! LQ
./ is defined by AQ q u WD PQ q u and has the following properties, see
q q

[22]:
 
• AQ q is a densely defined closed operator in LQ
./ satisfying AQ q D AQ q0 .
q

• For all  2 S WD f 2 C n f0gI j arg./j < g, 2 <  < , the resolvent
. C AQ q /1 W LQ
./ ! LQ
./ is well-defined. Moreover, for f 2 LQ
./ the
q q q

unique solution u 2 LQ
./ to u C AQ q u D f satisfies the estimate
q

jjkukLQ q ./ C kr 2 ukLQ q ./  Ckf kLQ q ./

with a constant C D C.q; ; ı; .//, as long as jj  ı > 0.

• AQ q generates an analytic semigroup etAQ q , t  0, having the bound

Q
ketAq f kLQ q ./  Ceıt kf kLQ q ./

for all f 2 LQ
./ and t  0 with a constant C D C.q; ı; .//,
q
 ı > 0.
• Let 1 < r; q < 1, 0 < T < 1, and let a function f 2 Lr 0; TI LQ
./ as well as
q

an initial value u0 2 D.AQ q / (for simplicity)

 be given.
 Then there exists a unique
solution u 2 Lr 0; TI D.AQ q / \ W 1;r 0; TI LQ
./ of the Stokes system
q

ut C AQ q u D f ; u.0/ D u0 in LQ q ./:

It satisfies the maximal regularity estimate

kukLr .0;TID.AQ q // C kut kLr .0;TILQ q /  C.ku0 kD.AQ q / C kf kLr .0;TILQ q / /

Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 201

with a constant C D C.q; r; T; .//, and can be represented by the variation of

constants formula
Z t
Qq
tA Q
u.t/ D e u0 C e.t /Aq f ./d; 0  t  T:
0

It is unknown whether the resolvent estimate holds uniformly in  2 S as

jj ! 0. Therefore, the semigroup may increase exponentially fast and the maximal
regularity estimate is stated only for finite time intervals.
A further crucial property of the Stokes operator 1 C AQ q is the fact that it admits
bounded imaginary powers, see [40]. Hence complex interpolation methods can be
used to describe domains of fractional powers .1 C AQ q /˛ ; 1  ˛  1. To be
more precise, for 0  ˛  1 let D Q ˛q D D
Q ˛q ./ D D..1 C AQ q /˛ /, the domain of the
fractional power .1 C AQ q /˛ , equipped with the norm k.1 C AQ q /˛  kLQ q . If 1  ˛ < 0
define D Q ˛q as the completion of LQ q
./ in the norm k.1 C AQ q /˛  k Q q . These spaces
L
are reflexive and satisfy the duality relation .D Q ˛q / D D
Q ˛
0 . As special cases we get
q
Q 1 Q Q 1=2 Q 1;q Q q Q 1=2
that Dq D D.Aq /, Dq D W0 \ L
./ (with norm k.1 C Aq /  kLQ q equivalent to
k  k Q 1;q ), and D Q 0q D LQ q
./. Moreover, we obtain the interpolation result
W ./

D Q ˇq
Q ˛q ; D Q q ;
DD


when 1  ˛  ˇ  1 and .1  /˛ C ˇ D  ,  2 .0; 1/.

This result is the basis to prove the following embedding estimate: Let n  3,
0  ˛  1, 1 < q  r < 1, and 1r D 1q  2˛ n : Then

kukLQ r ./  Ck.1 C AQ q /˛ ukLQ q ./ (42)

Q ˛q with a constant C D C../; q; ˛/, see [48].

for all u 2 D
Qr Qq
 (L -L -estimates, [48, Theorem 1]) Let n  3, 1 < q  r < 1;
Theorem 2.14
and ˛ WD 2 q  1r . Then for every f 2 LQ
./ and t > 0
n 1 q

Q
ketAr f kLQ r ./  Ceıt .1 C t/˛ t˛ kf kLQ q ./ ; (43)
Q ˛C 12 ˛ 12
kretAr f kLQ r ./  Ceıt .1 C t/ t kf kLQ q ./ (44)

with a constant C D C../; r; q; ı/ > 0 independent of t and with any ı > 0.

We note that the factor .1 C t/˛ in (43), (44) is somehow natural in the context of
QLq -spaces. Consider the exterior of a ball in R3 where we may choose ı D 0 in (43).
But an estimate of the form ketAQ r f kLQ r  Ct˛ kf kLQ q cannot hold for all t > 0 with
202 R. Farwig

1
a constant C independent of t. Indeed, otherwise, with r D 6, q D 6=5, f 2 C0;
./
we get that

Q Q
ketA2 f kL2  ketA6 f kLQ 6  Ct1 kf kLQ 6=5  Ct1 kf kL2 ;

implying that the semigroup etAQ 2 D etA2 has some algebraic decay in t, which is
known to be false.
Let u 2 LHT be a weak solution of the Navier-Stokes system (2) with initial
value u0 2 L2 ./ and—for simplicity—external force f D 0. Regularity results for
this case (even including forces of the type f1 C div f2 ) are obtained in the PhD thesis
of F. Riechwald [47] and will be discussed in the following. The proofs are based
on the theory of very weak solutions. For an introduction to this theory we refer to
[1, 9, 15, 18]; a review can be found in [19].
Very weak solutions can be constructed most easily by duality arguments.
Therefore, for finite 0 < T < 1 and 1 < s; q < 1, we introduce the function
space
0 0 ˚ 0 
Q 1q0 / \ W 1;s0 .0; TI LQ q0 .//W .T/ D 0
T 1;s ;q .T; / WD  2 Ls .0; TI D

equipped with the norm

kkT 1;s0 ;q0 WD kt kLs0 .0;TILQ q0 / C kkLs0 .0;TIDQ 10 / :

q

This reflexive Banach space is related to the backward Stokes problem

0
t  AQ q0  D v; .T/ D 0 in LQ q ./
0 
which admits for any v 2 Ls 0; TI LQ q ./ a unique solution  2 T 1;s ;q .TI /
0 0 0

satisfying the maximal regularity estimate

kkT 1;s0 ;q0  CkvkLQ s0 .0;TILQ q0 /

0 0
with a constant C D C.q; s; T; .//. The dual space to T 1;s ;q .TI / will be
denoted by T 1;s;q .T; /, its norm by k  kT 1;s;q .
Definition 2.15 Let   Rn be a uniform C2 -domain, 0 < T < 1 and 2 < s < 1,
n < q < 1 and 2=s C n=q D 1. For an initial value u0 we define the functional
Fu0 by
0 0
hFu0 ; i D hu0 ; .0/i;  2 T 1;s ;q .T; /;
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 203

and assume that Fu0 2 T 1;s;q .T; /. Then we call u 2 Ls .0; TI LQ q / a very weak
solution to the Navier-Stokes system with data F , if the conditions

hu; t i;T  hu; i;T  hu ˝ u; riT; D hFu0 ; i;

div u D 0; u  N D 0 on @
0 0
hold for all  2 T 1;s ;q .TI /.
We note that the conditions div u D 0 in  and u  N D 0 on @ on the normal
component of u can be formulated as a variational identity as well.
To show that the functional Fu0 in Definition 2.15 is meaningful let  2
T 1;s ;q .T; / and v D t C AQ q0 . Then from the variation of constants formula
0 0

applied to  at 0 and the maximal regularity result we get for hFu0 ; i D hu0 ; .0/i
that
ˇD Z T E ˇ
ˇ Q ˇ
jhFu0 ; ij D ˇ u0 ; e.Tt/Aq0 v.T  t/dt ˇ
0 
ˇZ T ˝ tAQ q ˛ ˇˇ
ˇ
Dˇ e u0 ; v.t/  dtˇ
0
Z T 1=s
Q
 ketAq u0 ksLQ q dt kvkLs0 .0;TILQ q0 /
0
Z T 1=s
Q
 ketAq u0 ksLQ q dt kkT 1;s0 ;q0 :
0

RT
Hence the assumption 0 ketAQ q u0 ksLQ q dt < 1 yields Fu0 2 T 1;s;q .T; /.
In contrast to the case of a bounded domain the semigroup etAQ q cannot
shown to be exponentially decreasing. However, we may modify the norm
 R T tAQ 1=s
0 ke
q u ks dt
0 LQ q to equivalent norms by replacing etAQ q by et.1CAQ q / on
.0; T/, 0 < T < 1, and then by integrating even from 0 to 1. Hence, with
the exponentially decreasing semigroup et.1CAQ q / , as in the bounded domain case,
we are led to the reflexive and complete space of Besov type
n Z T 1=s o
Q
BQT ./ D u0 W ku0 kBQq;s WD ke A u0 ksLQ q d
q;s
<1
T
0
 
which equals the real interpolation space D.AQ q0 / ; LQ
./ 1=s0 ;s with an equivalent
q

norm; cf. the discussion in Sect. 2.2.

Summarizing, we proved the estimate

jhFu0 ; ij D jhu0 ; .0/ij  ku0 kBQq;s kkT 1;s0 ;q0 :

T
204 R. Farwig

We note that when n D 3 (and s  3) duality arguments, real interpolation

and (43), (44) yield the embeddings

Q 1=4 ,! LQ 3
./ ,! LQ 3;s
D Q q;s

./ ,! BT ./I
2

for details we refer to [47, Remark 6.2.2].

Theorem 2.16 ([47, Theorems 6.4.2 and 6.4.4]) Let   R3 be a uniform C2 -
domain, 0 < T < 1, and let 2 < s < 1, 3 < q < 1; 2s C 3q D 1. There exists an
" D " ../; q; T/ > 0 with the following property: If u0 2 BQ ./ and
q;s
T

ku0 kBQq;s  " ;

T

 
then there exists a unique very weak solution u 2 Ls 0; TI LQ q ./ to the Navier-
Stokes system with initial data u0 .
Theorem 2.17 Let   R3 be a uniform C2 -domain and exponents s; q be given
such that 16 24 2 3 2
5  s  16, 7  q  8, and s C q D 1. Moreover, let u0 2 L
./.

(i) There exists " D " ../; q; T/ > 0 with the following property: If u0 satisfies

ku0 kBQq;s  " and Fu0 2 T 1;4;4 .T; /;

T

then there exists a unique weak solution u 2 LHT to the Navier-Stokes

system with initial data u0 satisfying the energy inequality .EI/. Moreover,
u 2 Ls 0; TI LQ
./ . In particular, every t 2 .0; T/ is a regular point of u.
q
 
(ii) Let u be a weak solution in LHT \ Ls 0; TI LQ
./ . Then u0 2 BQT .
q q;s

The condition Fu0 2 T 1;4;4 .T; / is fulfilled if e.g. u0 2 L2

./ satisfies
Z
12 T
Q
u0 2 LQ 
./ for some < 4 or ke A2 u0 k4LQ 4 d < 1:
5 0

Indeed, the first condition is reduced via (43) to the second condition. In the latter
case, for  and v WD t C AQ q0  we have
Z ˇ ˇZ
ˇ ˇ ˇ T ˝ ˛ T ˝ ˛ ˇ
ˇhu0 ; .0/i;T ˇ D ˇˇ Q ˇ ˇ
u0 ; e Aq0 v./  d ˇ D ˇ
Q ˇ
e A2 u0 ; v./  d ˇ
0 0
Z T 1=4
Q
 ke A2 u0 k4LQ 4 d kvkL4=3 .0;TILQ 4=3 /
0
Z T 1=4
Q
 ke A2 u0 k4LQ 4 d kkT 1;4=3;4=3 :
0

Hence Fu0 2 T 1;4;4 .T; /.

Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 205

Theorem 2.17 the proof of which will be sketched in Sect. 3.3 yields an almost
optimal characterization of initial values to allow for weak solutions in Serrin’s
class. Comparing with Theorem 2.1 in the bounded domain case the restrictions on
s; q and on u0 in the sense that Fu0 2 T 1;4;4 .T; / are needed for the identification
of a weak with a very weak solution; this argument is more complicated in
unbounded domains.
Next we will apply Theorem 2.17 not only at t0 D 0, but at (almost all)
t0 2 Œ0; T/. In this context, the condition Fu.t/ 2 T 1;4;4 .T  t; / is immediately
satisfied for a.a. t 2 Œ0; T/, since u.t/ 2 L2
./ \ L6 ./  LQ 4
./ for a.a. t.
Following Sect. 2.2 we define the controlling parameter ı.t/ as in Definition 2.3,
with the space B q;s ./ replaced by BQ q;s ./. From [14] we know that to each initial
value u0 2 L2
./ there does exist at least one weak solution satisfying the strong
energy inequality (SEI). In the sequel we will always assume (SEI) to hold for the
given weak solution. Of course, global, local and also one-sided regularity has to be
defined in terms of the space Ls .LQ q /.
Now we get the following version of Theorem 2.5.
Theorem 2.18 Let u 2 LHT , 0 < T < 1, be a weak solution of (1) in a general
C2 -domain   R3 , and let 16 24 2 3
5  s  16, 7  q  8 satisfy s C q D 1.

(i) Let u satisfy u.t/ 2 BQTt ./ for a.a. t 2 Œ0; T/. Given t1 2 .0; T/ assume that
q;s

for a.a. t in a left-sided neighborhood of t1

ı.t/  t1  t: (45)

Then u is left-sided Ls .LQ q /-regular at t1 .

(ii) Given t1 2 .0; T/ assume that u.t1 / 2 BQ q;s ./ and that u satisfies .EI/t1 . Then
u is right-sided Ls .LQ q /-regular at t1 .
(iii) Let u satisfy u.t/ 2 BQ q;s ./ for all t 2 Œ0; T/ and condition (45) at t1 2 .0; T/.
Then u is regular at t1. If condition (45) is satisfied at every t1 2 .0; T/, then
u 2 Lsloc Œ0; T/I LQ q ./ .
(iv) Let u satisfy u.t/ 2 BQ q;s ./ for all t 2 Œ0; T/. Assume that at t1 2 .0; T/

lim ku.t/kBQtq;st D 0: (46)

t%t1 1

Qq
Then u is Ls .L
 /-regular at t1 . If condition (46) is satisfied at every t1 2 .0; T/,
then u 2 Lloc Œ0; T/I LQ q ./ .
s

The proof of Theorem 2.18 almost follows word by word the proof of Theo-
rem 2.5 and will be omitted. By analogy, we get a result similar to Theorem 2.9.
Theorem 2.19 Let u 2 LHT be a weak solution of (1), let s; q be as in
Theorem 2.18, and 1  r  s.
206 R. Farwig

(i) Assume that

Zt1
1
lim inf ku./krLQ q d D 0:
ı!0 ı 1r=s
t1 ı

Then u is regular at t1 .
(ii) Assume that for 0  t0 < t1 < T and some t1 < T 0  T

Zt1
1
.T 0  /r=s ku./krLQ q d  "Q :
t1  t0
t0

Then u is regular at t1 .
Finally, we mention that also the criterion in Theorem 2.10 on the kinetic energy
function holds for weak solutions in general uniform C2 -domains. For further
results, even including non-vanishing external forces, we refer to [47, Chap. 8.2].

3 Proofs

3.1 Proofs of Results of Sect. 2.2

Proof of Theorem 2.1 The proof is based on Banach’s fixed theorem to obtain
the existence of a locally unique solution of the nonlinear integral equation (15).
Analyzing E0 .t/ D etA u0 and

Zt
E1 .t/ D A1=2 e.t /A A1=2 P div F./ d
0

separately, we are looking for a fixed point uQ D F uQ of the operator

Zt
 
F uQ .t/ D  A1=2 e.t /A A1=2 P div .Qu C E/ ˝ .Qu C E/./ d
0

where E D E0 C E1 . This fixed point will be found in a closed ball of the Banach
space
˚
XT D v W Œ0; T/ ! Lq=2

./ W
 1=2    1=2 o
1=2
Aq=2 v t ; Aq=2 v 2 Ls=2 0; TI Lq=2

./ ; A q=2 v.0/ D 0
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 207

 1=2   1=2 
equipped with the norm kvkXT D .Aq=2 v/t q=2;s=2IT C Aq=2 v q=2;s=2IT , using
maximal regularity estimates. The crucial point is to identify the fixed point uQ , better
to say u D uQ C E, with a weak solution of the Navier-Stokes system. For details we
refer to [21]. t
u
Proof of Lemma 2.4
(i) We fix t 2 Œ0;
 T and choose any sequence .tj /  Œ0; T with tj ! t as j ! 1.
Since u.tj /  L2
./ is bounded, we get from (9), (11) with 2˛ C 3q D 32 that
keA u.tj /kq  c ˛ ku.tj /k2  C with a constant C D C./ > 0. Moreover,
the weak continuity of u./ in L2
./ implies the convergence

heA u.tj /; 'i D hu.tj /; e A 'i ! hu.t/; e A 'i D he A u.t/; 'i

q0 q0
for all ' in the dense subset L2
./ \ L
./ of L
./. Summarizing the last
two arguments we conclude that e A u.tj / * e A u.t/ in L
./; in particular,
q
A  A
ke u.t/kq  lim infj ke u.tj /kq . Hence by Fatou’s lemma
Z ı Z ı Z ı
keA u.t/ksq d  lim inf ke A u.tj /ksq d  lim inf ke A u.tj /ksq d;
0 0 j j 0

i.e., ku.t/kBq;s  lim infj ku.tj /kBq;s .

ı  ı 
Now assume that u 2 L1 0; TI Bı ./ . Let us consider u as a function
q;s

with values in the intersection space BOı ./ D L2

./ \ Bı ./. Obviously,
q;s q;s

BOı ./ is a reflexive, separable Banach space when equipped with the norm
q;s

k  k2 C k  kBq;s . It is easy to see that there exists a Lebesgue null set N  Œ0; T
ı
such that kukL1 .0;TIBOq;s / D supt2Œ0;TnN ku.t/kBO q;s . A similar result holds when
ı ı
the norm in BOı is replaced by the norm in Bı .
q;s q;s

Fix any t0 2 Œ0; T and choose a sequence .tj /  .0; T/ n N such that tj ! t0
 
as j ! 1. Thus u.tj / is a bounded sequence in BOı ./  L2
./. Due to (6)
q;s

we get that u.tj / * u.t0 / 2 L2

./. Moreover, by the reflexivity of BOı ./
q;s
q;s
we may conclude by standard arguments that u.tj / * u.t0 / in Bı ./. Hence
q;s
u.t0 / 2 Bı ./ including all t0 2 N and ku.t0 /kBq;s  lim inf ku.tj /kBq;s 
ı j!1 ı

kukL1 .0;TIBO q;s / .

ı  
Similar ideas allow to prove that even u 2 Cw0 Œ0; TI Bı ./ .
q;s

(ii) Assume that ı.t/ 2 Œ0; 1/. Then for ˇ > ı.t/ and any sequence .tj /  Œ0; T
with tj ! t as j ! 1
Z ˇ Z ˇ
" < ke A u.t/ksq d  lim inf ke A u.tj /ksq d
0 j 0
208 R. Farwig

Rˇ
which implies that 0 ke A u.tj /ksq d > " for large j. Hence ı.tj / < ˇ, i.e.,
ı./ is upper semi-continuous at t. The case ı.t/ D 1 is trivial. t
u
Proof of Theorem 2.5
(i) Let t1 2 .0; T/. To show that t1 is a left-sided regular point of u we find
due to the assumptions (30) and .SEI/ a t 2 .0; t1 / such that ku.t/kBtq;st 
1
ku.t/kBq;s  " and that .EI/t holds. Here " > 0 is the constant from
ı.t/
Theorem 2.1, see (27). By Serrin’s  uniqueness theorem and Theorem 2.1 we
conclude that u 2 Ls t0 ; t1 I Lq ./ . Hence u is left-sided regular
 in t1 . 
q;s
(ii) Since u.t1 / 2 B1 ./, there exists a strong solution v 2 Ls t1 ; t1 C "I Lq ./ ,
" > 0, of (1) with initial value v.t1 / D u.t1 /. Moreover, by assumption, .EI/t1
holds for u. Hence Serrin’s uniqueness theorem implies that v D u in Œt1 ; t1 C"/,
and u is right-sided regular in t1 .
(iii) To combine the results from (i) and (ii), in particular to apply (ii), it suffices
to prove that u satisfies .EI/t1 at t1 . Let t1 2 .0; T/ be an instant where the
validity of the energy inequality is not guaranteed by .SEI/. By (i) t1 is a left-
sided regular point for u and, consequently, u 2 Ls .t0 ; t1 I Lq .// for some
0 < t0 < t1 . Therefore, u satisfies .EE/ for all initial times t00 2 .t0 ; t1 /, in
particular
Z
1 t1
1
ku.t1 /k22 C kruk22 d D ku.t00 /k22 :
2 t00 2

Thus 0lim ku.t00 /k22 D ku.t1 /k22 . Moreover, by .SEI/, there is a sequence tj % t1
t0 %t1
such that
Z
1 t
1
ku.t/k22 C kruk22 d  ku.tj /k22 ; tj  t < T:
2 tj 2

Passing to the limit tj % t1 we get that u satisfies .EI/t1 .  

q;s
Finally, since u.0/ D u0 2 B1 ./, we know that u 2 Ls 0; "0 I Lq ./
for some "0 > 0. Now an elementary compactness argument proves that u 2
Lsloc Œ0; T/I Lq ./ .
(iv) Under the assumption (31) for t1 we get for a.a. t in a left-sided neighborhood
of t1 that ku.t/kBtq;st < " . Hence ı.t/ > t1  t for these t; moreover, we may
1
assume .EI/t . By the above arguments we conclude that u lies in Serrin’s class
Ls .Lq / on the interval .t; t C ı.t//  .t; t1 /, i.e., u is Ls .Lq /-regular at t1 . t
u
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 209

Proof of Corollary 2.7

(i) Fix ˛ 2 . 14 ; 12  and let q  q0  2 satisfy 2˛ C 3q D 3
q0 . By Theorem 2.5(i) we
get for all t 2 .0; t1 / where .EI/t is satisfied that
Z t1 t Z t1 t
s < ke A u.t/ksq d  c kA˛ e A u.t/ksq0 d
0 0
Z t1 t
 2s . 32  q3 /
c  0 kA˛ u.t/ks2 d
0

D c.t1  t/ 4 C˛s kA˛ u.t/ks2

s

1
since  2s . 32  q30 / D  4s C ˛s  1 > 1. Hence kA˛ u.t/k2 >  .t1  t/ 4 ˛ for
a.a. t 2 .0; t1 /.
(ii) Since u.t1 / … B q;s ./, we have ku.t1 /kBq;s D 1 for each ı > 0. The lower
ı
semi-continuity of the map t 7! ku.t/kBq;s implies that ku.t/kBq;s ! 1 as t &
ı ı
t1 . Moreover, due to the embeddings (28) we get that ku.t/kBq;s  cku.t/k3 
ı
cku.t/kD.A1=4 /  cku.t/kD.A1=2 / . t
u

3.2 Proofs of Results of Sect. 2.3

Proof of Corollary 2.8

 
(i) For 0 < T 0 < T the function u 2 C0 Œ0; T 0 I B
./ is uniformly continuous
q;s

in t 2 Œ0; T 0  with values in Bı ./. Given " from Theorem 2.1 the uniform
q;s

continuity allows to find ı 0 2 .0; ı such that ku.t/kBq;s0  " for all t 2 Œ0; T 0 :
ı  
Then a compactness argument on Œ0; T 0  implies that u 2 Ls Œ0; T 0 I Lq ./ .
(ii) From Lemma 2.4 we know that ku.t/kBq;s  kukL1 .0;TIBq;s /  " for all t 2
ı ı
Œ0; T/. Now a compactness argument as in (i) completes the proof.
(iii) The embeddings (28) and (i), (ii) immediately prove (iii). t
u
Proof of Theorem 2.9
(i) Assuming (i) we find ı > 0 such that with t0 D t1  ı and T 0 D t1 C ı

Zt1 Zt1
1 0 2r=s
.T  / r=s
ku./krq d  ku./krq d  "Q ;
t1  t0 ı 1r=s
t0 t0

i.e., (34) is satisfied. Thus it suffices to prove (ii).

210 R. Farwig

(ii) It is sufficient to find t 2 .0; t1 / such that ku.t/kBq;s0  " and that .EI/t is
T t
satisfied. Indeed, by (34) there exists t 2 .t0 ; t1 / such that

.T 0  t/r=s ku.t/krq  "Q

or, equivalently, .T 0  t/ku.t/ksq  "Q and that .EI/t holds. Hence, employing
s=r

the boundedness of the semigroup e A on L

./,
q

Z0 t
T

ke A u.t/ksq d  C.T 0  t/ku.t/ksq  "

0

with an appropriately chosen "Q in (34). t

u
Proof of Theorem 2.10 Obviously the condition ŒEk .t1 /˛ < 1 for ˛ 2 . 21 ; 1
implies that ŒEk .t1 /1=2  " (with the supremum taken only for small ı > 0/.
Hence it suffices to assume the second condition. With r D 2, q D 6 and s D 4 we
get that

Zt1 Zt1
ku./krq d  c kru./k22 d
t1 ı t1 ı
  (47)
 c Ek .t1  ı/  Ek .t1 /
 c" ı 1=2

provided we choose only those ı > 0 such that .EI/t1 ı holds. We conclude that (33)
is satisfied and consequently that u is regular at t1 . t
u
Proof of Theorem 2.11
(i) Assume that u satisfies .EE/ and u.t0 / 2 B q;s ./ for all t0 2 Œ0; T/. Moreover,
let uQ be another weak solution  satisfying.SEI/ for the same initial value u0 2
L2
./. We obtain that u 2 Ls 0; ıI Lq ./ with some 0 < ı < T. Then Serrin’s
uniqueness theorem implies that u.t/ D uQ .t/ for 0  t < ı.
Let Œ0; t0 /, 0 < t0  T, be the largest half open interval such that u.t/ D uQ .t/
is satisfied for each t 2 Œ0; t0 /. If t0 < T, then the weak L2 -continuity in time (6)
implies that u.t0 / D uQ .t0 /.
Since u satisfies u.t0 / 2 B ./ and .EI/t0 we conclude that u 2
q;s

Ls t0 ; t0 C ıI Lq ./ . Moreover, since uQ satisfies .SEI/, hence .EI/tj for a

sequence .tj / with tj % t0 , and since u D uQ satisfies .EE/ on Œ0; t0 , we
conclude that kQu.tj /k2 ! kQu.t0 /k2 . These arguments imply that uQ satisfies
.EI/t0 . Consequently, by Serrin’s uniqueness theorem, u D uQ in Œ0; t0 C ı/.
This is a contradiction to the construction of t0 .
Local Regularity Results for the Instationary Navier-Stokes Equations Based. . . 211

(ii) For u 2 L4 .L4 / Remark 1.2(5) yields .EE/. Now assume that u satisfies (37).
By Hölder’s inequality in Lorentz spaces [38, Lemma 2.1] and Sobolev’s
embedding W01;2 ./  L6;2 ./ [38, Lemma 2.2] we get that

kuukL2  ckuukL2;2  ckukL3;1 kukL6;2

 ckukL3;1 kukW 1;2 ;

where c D c./ > 0. Hence u 2 L4 .L4 /. Now we proceed as above. t

u

3.3 Proofs of Results of Sect. 2.4

Proof of Theorem 2.17 (Sketch)

(i) Since u0 2 L2
./, there exists a (global) weak solution u satisfying the energy
inequality (EI). By  Theorem 2.16 we also get the existence of a very weak
solution uQ 2 Ls 0; TI LQ q ./ with uQ .0/ D u0 which due to the assumption
Fu0 2 T 1;4;4 .T; / can be shown to have the additional property uQ ˝ uQ 2
L2 .0; TI L2 .//. Hence uQ is also a weak solution satisfying even the energy
s Qq
equality (EE). Now Serrin’s  theorem valid also in the L .L /-setting
 uniqueness
implies that u D uQ 2 L 0; TI LQ
./ . All t 2 .0; T/ are thus regular points.
s q
 
(ii) Since by assumption u 2 Ls 0; TI LQ q ./ it suffices to show that uQ D u 
 
etAQ q u0 2 Ls 0; TI LQ q ./ as well. Here uQ is a weak solution of the linear Stokes
system with initial value 0, but external force F D  div u˝u. Hence it suffices
0 0
to show that F 2 T 1;s;q .T; /. To this aim let  2 T 1;s ;q .T; / so that by
Hölder’s inequality in LQ -spaces
q

jhF; ij D j.u ˝ u; r/T; j  kuk2Ls .LQ q / krkL.s=2/0 .LQ .q=2/0 / :

Concerning r we use fractional powers of the operator 1 C AQ q0 and obtain for

a.a. 0  t  T that

kr.t/kLQ .q=2/0  Ck.1 C AQ q0 /1=2 .t/kLQ .q=2/0

 Ck.1 C AQ q0 /3=.2q/ .1 C AQ q0 /1=2 .t/kLQ q0
0
 Ck.1 C AQ q0 /1=s .t/kLQ q0 :
212 R. Farwig

Finally, let v WD t C AQ q0  and use the variation of constants formula to write
 in terms of v. Hence, with a constant C D C.T; ı; s/ > 0,
Z T Z t .s=2/0
.s=2/0 0 Q
krkL.s=2/0.LQ .q=2/0 /  C k.1 C AQ q0 /1=s e.t /Aq0 v.T  /kLQ q0 d dt
0 0
Z Z .s=2/0
kv.T  /kLQ q0
T t
C d dt
0 0 .t  /1=s0
Z T .s=2/0 =s0
s0
C kv.T  /kLQ q0 dt
0
.s=2/0
 CkvkLs0 .LQ q0 / ;

where we also used the Hardy-Littlewood inequality. This proves that F 2

T 1;s;q .T; /. u
t

Acknowledgements This work was completed with the support of the International Research
Training Group on Mathematical Fluid Mechanics Darmstadt-Tokyo (IRTG 1529).

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On Global Well/Ill-Posedness
of the Euler-Poisson System

Eduard Feireisl

Abstract We discuss the problem of well-posedness of the Euler-Poisson system

arising, for example, in the theory of semi-conductors, models of plasma and
gaseous stars in astrophysics. We introduce the concept of dissipative weak solution
satisfying, in addition to the standard system of integral identities replacing the
original system of partial differential equations, the balance of total energy, together
with the associated relative entropy inequality. We show that strong solutions are
unique in the class of dissipative solutions (weak-strong uniqueness). Finally, we
use the method of convex integration to show that the Euler-Poisson system may
admit even infinitely many weak dissipative solutions emanating from the same
initial data.

Keywords Dissipative solution • Euler-Poisson system • Weak solution

1 Introduction

We consider the Euler-Poisson system of partial differential equations in the form

@t n C divx J D 0; (1)

JJ
@t J C divx C rx .nT/ D ˙nV; (2)
n

3 3 J
@t .nT/ C divx .TJ/  T C nTdivx D 0; (3)
2 2 n
V D rx ˆ; ˆ D n  1: (4)

In specific applications, n is the density, J the flux, and T the (absolute)

temperature of charged particles, driven by the potential volume force proportional

E. Feireisl ()
Institute of Mathematics of the Academy of Sciences of the Czech Republic, Žitná 25, 115 67
Praha 1, Czech Republic
e-mail: [email protected]

© Springer Basel 2016 215

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_12
216 E. Feireisl

to nrx ˆ, see Guo [10], Guo and Pausader [11], Juengel [13], among others. From
the mathematical viewpoint, Eqs. (1), (2) represent a hyperbolic Euler system, with
the density n and the velocity J=n, coupled with a parabolic “heat equation” (3), and
the elliptic Poisson equation (4).
To avoid the technical problems caused by the presence of a kinematic boundary,
we restrict ourselves to the spatially periodic boundary conditions, specifically all
quantities are functions of the time t 2 .0; / and the position x, belonging to the
flat torus
 3
T D Œ1; 1jf1;1g :

Accordingly, the problem is formally closed by prescribing the initial conditions

n.0; / D n0 ; J.0; / D J0 ; T.0; / D T0 : (5)

For smooth and physically relevant initial data, meaning

n0 .x/  n > 0; T0 .x/  T > 0 for all x 2 T ; (6)

the problem (1)–(5) admits a unique regular solution on a maximal existence

interval .0; max /, see Alazard [1], Serre [15, 16]. On the other hand, the Euler
system (1), (2) being hyperbolic, discontinuities in the form of shock waves are
likely to develop in a finite time regardless the smoothness of the initial data, see
Guo and Tahvildar-Zadeh [12]. However, as observed by Guo [10], the linearized
Euler-Poisson system (1), (2), (4) (with T D const) coincides with the Klein-
Gordon equation, where the dispersive effects due “plasma” oscillations prevents
the formation of shocks in small irrotational solutions.
In view of these arguments, it is interesting to examine the problem of global
existence in the class of weak solutions, satisfying, in addition, certain admissibility
criteria that would guarantee well-posedness, that means, existence, uniqueness,
and possibly stability for any physically relevant initial data.
Motivated by [8], we introduce a relative entropy (energy) functional associated
to the system (1)–(5), together with a class of dissipative weak solutions. These
are, roughly speaking, the weak solutions satisfying, in addition, the total energy
balance. Then we show the weak-strong uniqueness property, namely, any dissi-
pative solution coincides with the strong solution emanating from the same initial
data as long as the latter exists. The strong solutions are unique within the class of
weak solutions (cf. Berthelin and Vasseur [2], Dafermos [5], Germain [9] for related
results).
The last part of the paper is devoted to the problem of well-posedness in the
class of weak and/or dissipative solutions. Using an extension of the variable
coefficients analogue of the results of DeLellis and Székelyhidi [6] developed in [4],
we show that the Euler-Poisson system (1)–(5) admits infinitely many global-in-time
weak solutions for any smooth initial data. Although one can still hope that some
apparently non-physical solutions can be eliminated by imposing the total energy
Euler-Poisson System 217

balance as an admissibility criterion (dissipative weak solutions), we identify a vast

class of physically admissible initial data for which the problem possesses infinitely
many dissipative weak solutions.
The paper is organized as follows. Section 2 contains some preliminary material
including proper definitions of the weak and dissipative solutions. In Sect. 3, we
show the weak-strong uniqueness property for the dissipative solutions. In Sect. 4,
the existence of global-in-time weak solutions is established for any physically
admissible smooth initial data. Some examples of ill-posedness within the class of
dissipative weak solutions are discussed in Sect. 5. The various concepts of solutions
and their basic properties are summarized in Sect. 6.

2 Preliminaries, Weak and Dissipative Solutions

We start rewriting (3) as an entropy balance. Specifically, dividing (3) on T and

using (1), we arrive at

@t .nS.n; T// C divx .S.n; T/J/   log.T/ D jrx log.T/j2 ; (7)

with the specific entropy


T 3=2
S.n; T/ D log :
n

2.1 Weak Solutions

We say that Œn; J; T is a weak solution to the problem (1)–(5) in .0; /  T if:
R
• n > 0, T > 0 a.a. in Œ0; /  T , T .n  1/ dx D 0,

n 2 L1 ..0; /  T / \ C.Œ0; I L1 .T //;

J D L1 ..0; /  T I R3 / \ Cweak .Œ0; I L2 .T I R3 //;
T 2 L1 ..0; /  T / \ C.Œ0; I L1 .T //; rx # 2 L2 ..0; /  T I R3 /I

• the equation of continuity (1) is replaced by a family of integral identities

Z Z sZ
Œn.s; /'.s; /  n0 '.0; / dx D Œn@t ' C J  rx ' dx dt (8)
T 0 T

for any s 2 Œ0; / and any test function ' 2 C1 .Œ0;   T /;

218 E. Feireisl

• the momentum balance (2) is satisfied in the sense that

Z
ŒJ.s; /  '.s; /  J0  '.0; / dx (9)
T
Z sZ  
J˝J
D J  @t ' C W rx ' C nTdivx ' ˙ nrx ˆ  ' dx dt
0 T n

holds for any s 2 Œ0; / and any test function ' 2 C1 .Œ0;   T I R3 /;
• the heat equation (3) is replaced by a weak form of the entropy balance (7),
specifically, the integral identity
Z Z sZ
ŒnS.n; T/.s; /'.s; /  n0 S.n0 ; T0 /'.0; / dx D jrx log.T/j2 dx dt
T 0 T
Z sZ (10)
C ŒnS.n; T/@t ' C S.n; T/J  rx '  rx log.T/  rx ' dx dt
0 T

holds for any s 2 Œ0; / and any test function ' 2 C1 .Œ0;   T /;
• the potential ˆ is the (unique) solution of the elliptic equation
Z
 ˆ.s; / D n.s; /  1 in T ; ˆ.s; / dx D 0 for all s 2 Œ0; /: (11)
T

Remark 2.1 The condition

Z
.n  1/ dx D 0
T

can be replaced by
Z
.n  n/ dx D 0 for a certain n > 0:
T

Accordingly, we have to take the potential ˆ such that

ˆ.s; / D n.s; /  n in T :

Remark 2.2 Apparently, replacing the heat equation (3) by the entropy balance (7)
may not be an equivalent operation within the framework of weak solutions. On
the other hand, however, the density n as well as the temperature T considered
in the present paper will be regular enough for (7) to imply (3) and vice versa.
The entropy formulation (10) is more convenient for introducing the concept of
dissipative solution discussed below.
Euler-Poisson System 219

2.2 Relative Entropy (Energy), Dissipative Solutions

Similarly to [8], we introduce the ballistic free energy


3
H‚ .n; T/ D n T  ‚S.n; T/ ;
2

together with the relative entropy functional

 ˇ 
ˇ
E n; T; JˇN; ‚; V (12)

Z " ˇ ˇ #
1 ˇˇ J V ˇˇ2 @H‚ .N; ‚/
D n  C H‚ .n; T/  .n  N/  H‚ .N; ‚/ dx:
T 2 ˇn N ˇ @N

Remark 2.3 The relative entropy (12) coincides, modulo the multiplicative factor
‚, with the relative entropy introduced in the context of hyperbolic conservation
laws by Dafermos [5]. Thus, correctly speaking, the physical dimension of E is
energy rather than entropy.

2.3 Relative Entropy Inequality

As we can check by direct manipulation, regular solutions of the system (1)–(5)

satisfy the relative entropy inequality
h  ˇ itDs Z s Z jrx Tj2
ˇ
E n; T; JˇN; ‚; V C ‚ dx dt (13)
tD0 0 T T2

Z sZ 
1 V
 .nV  NJ/  @t dx dt
0 T N N
Z sZ   
1 V V
C .nV  NJ/ ˝ J W rx  nTdivx dx dt
0 T nN N N
Z sZ h     i
 n S.n; T/  S.N; ‚/ @t ‚ C S.n; T/  S.N; ‚/ J  rx ‚ dx dt
0 T
Z s Z   Z sZ
n J rx T
C 1 @t .N‚/   rx .N‚/ dx C  rx ‚ dx dt
0 T N N 0 T T
Z sZ
1
˙ rx 1 Œn  1 .nV  NJ/ dx dt
0 T N
220 E. Feireisl

for a.a. s 2 Œ0; / and any trio of smooth “test” functions

N; ‚; V; N > 0; ‚ > 0; (14)

cf. [8].

2.4 Dissipative Solutions

We say that a trio Œn; J; T is a dissipative solution to the problem (1)–(5) in .0; /T
if:
R
• n > 0, T > 0 a.a. in Œ0; /  T , T .n  1/ dx D 0,

n 2 L1 ..0; /  T / \ C.Œ0; I L1 .T //;

J D L1 ..0; /  T I R3 / \ Cweak .Œ0; I L2 .T I R3 //;
T 2 L1 ..0; /  T / \ C.Œ0; I L1 .T //; rx # 2 L2 ..0; /  T I R3 /I

• the relative entropy inequality (13) holds for any choice of smooth test functions
N; ‚; V satisfying (14).

3 Weak Strong Uniqueness

The concept of dissipative solution in the context of the incompressible Euler system
was introduced by DiPerna and Lions (see [14]). It is interesting to note that the
dissipative solutions apparently do not satisfy any system of differential equations
but just the relative entropy inequality (10). However, the following weak-strong
uniqueness property holds:
Theorem 3.1 Let Œn; T; J be a dissipative solution of the problem (1)–(5) in .0; /
T , with the initial data Œn0 ; T0 ; J0  satisfying (6). Suppose that the problem (1)–(5)
admits also a regular solution ŒQn; T; Q
Q J,

@t nQ ; @t T; Q @m
Q @t J; xnQ ; @m Q mQ
x T; @x J 2 C.Œ0; /  T /; m D 0; 1; 2;

emanating form the same initial data Œn0 ; T0 ; J0 .

Then

Q J
JQ in Œ0; /  T :
n
nQ ; T
T;

The proof of Theorem 3.1 is based on taking N D nQ , ‚ D T, Q V D JQ as test

functions in the relative entropy inequality (10) and “absorbing” the terms on the
Euler-Poisson System 221

right-hand side of the resulting expression by means of the Gronwall argument.

Since the dissipative solutions introduced in Sect. 2.4 are bounded, the proof of
Theorem 3.1 is essentially the same as that of Theorem 6.1 [7, Sect. 6]. Note that
the extra term
Z sZ
1
˙ rx 1 Œn  1 .nV  NJ/ dx dt
0 T N

in (10) can be handled without any additional difficulty.

Finally, note that the existence of local-in-time regular solutions to the prob-
lem (1)–(5) ranging in the standard energy Sobolev scale W m;2 was established by
Alazard [1], Serre [15], while the existence of possibly global-in-time dissipative
solutions remains an outstanding open problem.

4 Existence of Weak Solutions for Physically Relevant Data

In the remaining part of the paper, we focus on the class of weak solutions to (1)–(5),
and, in particular, on their relation to the dissipative solutions.

4.1 Global-in-Time Weak Solutions

We start with a rather striking result concerning the existence of global-in-time weak
solutions in the sense specified in Sect. 2.1.
Theorem 4.1 Let  > 0 be given. Suppose that the initial data Œn0 ; T0 ; J0 ,

n0 ; T0 ; J0 2 C3 .T /;

satisfy (6).
Then the problem (1)–(5) possesses infinitely many weak solutions in Œ0; /  T .
In addition, the weak solutions Œn; T; J belong to the class

n 2 C2 .Œ0; /  T /;
@t T 2 Lp .0; TI Lp .T //; rx2 T 2 Lp .0; I Lp .T I R33 // for any 1  p < 1;
J 2 Cweak .Œ0; I L2 .T I R3 // \ L1 ..0; /  T I R3 /; divx J 2 C2 .Œ0; /  T /:

Remark 4.2 It is easy to check that any weak solution enjoying the regularity
properties specified in Theorem 4.1 satisfies the equation of continuity (1), the
entropy balance equation (7) as well as the internal energy equation (3) a.a. in
Œ0; /  T . All possible singularities are therefore concentrated on the solenoidal
222 E. Feireisl

component of the flux J. On the other hand, the solutions are neither regular
nor dissipative solutions of the problem in agreement with the conclusion of
Theorem 3.1.
The remaining part of this section is devoted to the proof of Theorem 4.1.

4.1.1 Oscillatory Lemma

Similarly to [4], the weak solutions claimed in Theorem 4.1 are obtained by the
method of convex integration, in particular, an extension to “variable coefficients”
of the following result of De Lellis and Székelyhidi [6, Proposition 3], Chiodaroli
[3, Sect. 6, formula (6.9)]:
Lemma 4.3 Let ŒT1 ; T2 , T1 < T2 , be a time interval and B  R3 a domain. Let
nQ 2 .0; 1/, ZQ 2 R3 , U
Q 2 R33 be constant fields such that
sym;0

Q < Z; jUj
0 < n < nQ < n; jZj Q < U:

Suppose that

v 2 Cweak .ŒT1 ; T2 I L2 .B; R3 // \ C1 ..T1 ; T2 /  BI R3 /

satisfies a linear system of equations

@t v C divx U D 0; divx v D 0 in .T1 ; T2 /  B

with some U 2 C1 ..T1 ; T2 /  BI R33

sym;0 / such that

" #
3 Q ˝ .v C Z/
.v C Z/ Q 1 jv C ZjQ 2
max  Q
I  .U C U/
2 nQ 3 nQ

1 jv C ZjQ 2
<e in .T1 ; T2 /  B
2 nQ

for a certain function e 2 C.ŒT1 I T2   B/.

Then there exist sequences fwn g1 1 3 1
nD1  Cc ..T1 ; T2 /  BI R /, fYn gnD1 
1 33
Cc ..T1 ; T2 /  BI Rsym;0 / such that vn D v C wn , Un D U C Yn satisfy

@t vn C divx Un D 0; divx vn D 0 in .T1 ; T2 /  B

" #
3 Q ˝ .vn C Z/
.vn C Z/ Q Q 2
1 jvn C Zj
max  I  .Un C U/
2 nQ 3 nQ
Q 2
1 jvn C Zj
<e in .T1 ; T2 /  B;
2 nQ
vn ! v 2 Cweak .ŒT1 ; T2 I L2 .BI R3 //;
Euler-Poisson System 223

and
Z T2 Z
lim inf jvn  vj2 dx dt (15)
n!1 T1 B

Z Z !2
  T2
1 jv C ZjQ 2
 ƒ r; n; Z; U; kekL1 ..T1 ;T2 /B/ e dx dt:
T1 B 2 nQ

Remark 4.4 The symbol max ŒA denotes the maximal eigenvalue of a symmetric
traceless matrix A 2 R33
sym;0 .

Q are constant, we have

Remark 4.5 Since vQ , U

Q D 0:
@t .v C vQ / C divx .U C U/

Now, exactly as in [4, Sect. 3.4.1, Lemma 3.2], we can use the scale invariance
Q U:
of (15) to extend validity of Lemma 4.3 to non-constant fields nQ , Z, Q

Lemma 4.6 Let ŒT1 ; T2 , T1 < T2 , be a time interval and B  R3 a domain. Let

nQ 2 C1 .ŒT1 ; T2   B/; ZQ 2 C1 .ŒT1 ; T2   BI R3 /; U

Q 2 C1 .ŒT1 ; T2   BI R33 /
sym;0

be given such that

Q < Z; jUj
0 < n < nQ < n; jZj Q < U in .T1 ; T2 /  B:

Suppose that

v 2 Cweak .ŒT1 ; T2 I L2 .B; R3 // \ C1 ..T1 ; T2 /  BI R3 /

satisfies a linear system of equations

@t v C divx U D 0; divx v D 0 in .T1 ; T2 /  B

with some U 2 C1 ..T1 ; T2 /  BI R33

sym;0 / such that

" #
3 Q ˝ .v C Z/
.v C Z/ Q 1 jv C ZjQ 2
max  Q
I  .U C U/
2 nQ 3 nQ

1 jv C ZjQ 2
<e  ı in .T1 ; T2 /  B
2 nQ

for a certain function e 2 C.ŒT1 I T2   B/ and some ı > 0.

224 E. Feireisl

Then there exist sequences fwn g1 1 3 1

nD1  Cc ..T1 ; T2 /  BI R /, fYn gnD1 
Cc1 ..T1 ; T2 / 33
 BI Rsym;0 / such that vn D v C wn , Un D U C Yn satisfy

@t vn C divx Un D 0; divx vn D 0 in .T1 ; T2 /  B

" #
3 Q ˝ .vn C Z/
.vn C Z/ Q Q 2
1 jvn C Zj
max  Q
I  .Un C U/
2 nQ 3 nQ
Q 2
1 jvn C Zj
<e in .T1 ; T2 /  B;
2 nQ
vn ! v 2 Cweak .ŒT1 ; T2 I L2 .BI R3 //;

and
Z T2 Z
lim inf jvn  vj2 dx dt (16)
n!1 T1 B

Z Z !2
  T2
1 jv C ZjQ 2
 ƒ r; n; Z; U; kekL1 ..T1 ;T2 /B/ e dx dt:
T1 B 2 nQ

Remark 4.7 The present result may be viewed as a generalization of [4, Sect. 3.4.1,
Lemma 3.2] to the case, where both v and U are perturbed by smooth fields Z, Q U,Q
respectively.

4.1.2 Reformulation of the Problem

We start by writing the field J is terms of its Helmholtz decomposition,

J D v C rx ‰; divx v D 0:

Step 1:
We observe that

@t n D ‰;

in other words, the time evolution of n is governed by the gradient component of J.

Consequently, we can fix a smooth trajectory t 7! n.t; / in such a way that
Z
n.0; / D n0 ; .n.t; /  1/ dx D 0; 0 < n < n.t; / < n for all t 2 Œ0; ;
T
Euler-Poisson System 225

and compute
Z
‰.t; / D 1 Œ@t n; ‰.t; / dx D 0:
T

Finally, we choose @t n.0; / in such a way that

rx ‰.0; t/ D rx ‰0 ; J0 D v0 C rx ‰0 ; divx v0 D 0:

Step 2:
Given n, we compute the potential ˆ,
Z
ˆ.t; / D n.t; /  1; ˆ.t; / dx D 0;
T

where, incidentally,

@t ˆ D ‰:

Step 3:
Having fixed n, ‰, and ˆ, we may express the temperature T D TŒv using the
internal energy balance (3). Exactly as in [4, Sect. 3.2], we deduce that for given n,
‰, and

v 2 L1 ..0; /  T I R3 /; J D v C rx ‰;

Eq. (3) admits a unique solution T D TŒv such that

T.t; x/ > 0 for all t 2 Œ0; ; x 2 T ;

@t T 2 Lp .0; I Lp .T //; rx2 T 2 Lp .0; I Lp .T I R33 / for any 1  p < 1; (17)

where the bounds depend only on the data and on kvkL1 ..0; /T IR3 / . Moreover, it
follows from the entropy balance (7) that

0 < T  T.t; x/ < T for all t 2 Œ0; ; x 2 T ; (18)

where the constants T, T are independent of v.

Step 4:
Finally, we rewrite the momentum equation as follows:

.v C rx ‰/ ˝ .v C rx ‰/
@t v C divx ˙ rx ˆ ˝ rx ˆ (19)
n

1
Crx nT C @t ‰  ˆ C jrx ˆj2 D 0;
2

divx v D 0; v.0; / D v0 ; (20)

226 E. Feireisl

where we have used the relation

1
nrx ˆ D rx ˆ C rx jrx ˆj2  divx .rx ˆ ˝ rx ˆ/ :
2

4.1.3 Application of the Method of Convex Integration

We are ready to complete the proof of Theorem 4.1 following step by step the
arguments of [4, Sect. 3.3]. To begin, we introduce the energy

3 3 1 2
eŒv D  nTŒv  @t ‰  ˆ C jrx ˆj ; 2 C1 Œ0; ; (21)
2 2 6

together with the associated space of subsolutions:

(
ˇ
ˇ
X0 D v ˇ v 2 L1 ..0; /  T I R3 / \ C1 ..0; /  T I R3 / \ Cweak .Œ0; I L2 .I T //;

(22)

@t v C divx U D 0; divx v D 0 in .0; /  T for some U 2 C1 ..0; /  T I R33

sym;0 /;

v.0; / D v.; / D v0 ;
( "
3 .v C rx ‰/ ˝ .v C rx ‰/
inf eŒv  max
t2.";T/;x2T 2 n
 #)
1 2
 U  rx ˆ ˝ rx ˆ  jrx ˆj I >0
3

for any 0 < " < T:

Next, as a consequence of (18), we can fix 2 C1 Œ0;  in (21) so that

 
3 .v0 C rx ‰/ ˝ .v0 C rx ‰/ 1
max  rx ˆ ˝ rx ˆ  jrx ˆj2 I
2 n 3
< eŒv0  in Œ0;   T ;

in particular, the constant function v

v0 , together with U
0, belong to X0 . Note
that, as shown by De Lellis and Székelyhidi [6],

1 2 3
jwj  max Œw ˝ w  U ; w 2 R3 ; U 2 R33
sym;0 ;
2 2
Euler-Poisson System 227

where the identity holds only if

1
U D w ˝ w  jwj2 I:
3
Now, exactly as in [4, Sect. 3.3], we define a topological space X as a completion
of X0 with respect to the topology Cweak .Œ0; I L2 .T I R3 // metrizable on bounded
sets, noting that the space X0 is non-empty as v D v0 2 X0 .
We introduce a family of functionals
Z  Z 
1 jv C rx ‰j2
I" Œv D  eŒv dx dt for v 2 X; 0 < " < : (23)
" T 2 n

As a consequence of (17), (18), the functionals I" are lower-semicontinuous in X.

Finally, we claim the following assertion that can be deduced from Lemma 4.6
by means of the arguments used in [4, Sect. 3.4]:
Lemma 4.8 Let v 2 X0 such that

I" Œv < ˛ < 0; 0 < " < =2:

There there is ˇ D ˇ.˛/ > 0 and a sequence fvn g1

nD1  X0 such that

vn ! v in Cweak .Œ0; I L2 .T I R3 //; lim inf I" Œvn   I" Œv C ˇ:

n!1

Following the arguments of [6] we obtain:

(1) cardinality of the space X0 is infinite;
(2) the points of continuity of each I" form a residual set in X;
(3) the set
\˚ 
CD v 2 X j I1=m Œv is continuous ;
m>1

being an intersection of a countable family of residual sets, is residual, in

particular of infinite cardinality;
(4)

I1=m Œv D 0 for all m > 1 (24)

for each v 2 C.
The relation (24) implies that

1 jv C rx ‰j2 3 3 1 2
D eŒv D  nTŒv  @t ‰  ˆ C jrx ˆj
2 n 2 2 6
228 E. Feireisl

for any v 2 C,

@t v C divx U D 0 in the sense of distributions in .0; /  T ;

where

.v C rx ‰/ ˝ .v C rx ‰/ 1 jv C rx ‰j2 1 2
UD  I ˙ rx ˆ ˝ rx ˆ  jrx ˆj I :
n 3 n 3

In other words, v satisfies (19), (20) in the sense of distributions. We have proved
Theorem 4.1.
Remark 4.9 The reader will have noticed that our construction of the weak solutions
enables to prescribe the value of the density also for t D .

5 Well-Posedness in the Class of Dissipative Weak Solutions

As we have seen in the previous part, although the problem (1)–(5) admits global-
in-time weak solutions, it is not well-posed in this class. On the other hand, the
dissipative solutions enjoy the property of weak-strong uniqueness, meaning they
coincide with the unique (local) strong solution as long as the latter exists. We
introduce an intermediate class of dissipative weak solutions, specifically, the weak
solutions satisfying the relative entropy inequality (13).
As shown in [7], a weak solution is a dissipative solution as soon as it satisfies
the total energy balance:
Z   Z  
1 jJj2 3 1 1 jJ0 j2 3 1
C nT  nˆ .s; / dx D C n0 T0  n0 ˆ0 dx
T 2 n 2 2 T 2 n0 2 2
(25)
for a.a. s 2 .0; /, where we have use the identities
Z Z Z
rx ˆ  J dx D  ˆdivx J dx D ˆ@t n dx
T T T
Z Z
d1
D ˆ@t ˆ dx D jrx ˆj2 dx;
T dt 2 T

and
Z Z
2
jrx ˆj dx D nˆ dx:
T T

Note that (25) combined with the weak formulation (8)–(11), is, in fact, stronger
than the relative entropy inequality (13), where the latter still holds if (25) is replaced
Euler-Poisson System 229

by an inequality:
Z   Z  
1 jJj2 3 1 1 jJ0 j2 3 1
C nT  nˆ .s; / dx D C n0 T0  n0 ˆ0 dx
T 2 n 2 2 T 2 n0 2 2

for a.a. s 2 .0; /.

A weak solution of the problem (1)–(5) satisfying the energy equality (25) will
be termed finite energy weak solution. As a direct consequence of [7, Theorem 6.1]
(cf. Theorem 3.1 above) we obtain:
Theorem 5.1 Let Œn; T; J be a finite energy weak solution of the problem (1)–
(5) in .0; /  T , with the initial data Œn0 ; T0 ; J0  satisfying (6). Suppose that the
problem (1)–(5) admits also a regular solution ŒQn; T; Q
Q J,

Q @m nQ ; @m T;
Q @t J;
@t nQ ; @t T; Q @m Q
x x x J 2 C.Œ0; /  T /; m D 0; 1; 2;

emanating form the same initial data Œn0 ; T0 ; J0 .

Then

Q J
JQ in Œ0; /  T :
n
nQ ; T
T;

Thus, the stipulation of the total energy conservation (25) seems to eliminate
the “non-physical” weak solutions obtained in Theorem 4.1. On the other hand,
however, there might still be “irregular” initial data for which the problem (1)–(5)
admits infinitely many finite energy weak solution. The precise statement reads:
Theorem 5.2 Let  > 0 and the initial data Œn0 ; T0 ,

n0 ; T0 2 C3 .T /;

satisfying (6) be given.

Then there exists a flux

J0 2 L1 .T I R3 /

such that the problem (1)–(5) possesses infinitely many finite energy weak solutions
in Œ0; /  T . In addition, the weak solutions Œn; T; J belongs to the class specified
in Theorem 4.1.
The proof of Theorem 5.2 is essentially the same as that of [4, Theorem 4.2] and
we leave it to the interested reader. Clearly, in accordance Theorem 3.1, the initial
datum J0 , the existence of which is claimed in Theorem 5.2, cannot be regular. On
the other hand, the solutions obtained in Theorem 8 must have a “large” solenoidal
part - to be compared with the result of Guo [10] on global existence of smooth
solutions with irrotational initial data.
230 E. Feireisl

6 Conclusion

Unlike the standard Euler system, the Euler-Poisson system possesses global-in-
time weak solutions for small irrotational initial data, see Guo [10]. On the other
hand, we have shown that large data with a non-zero solenoidal component give
rise to infinitely many weak solutions satisfying the global energy balance, see
Theorem 5.2. In general, we have introduced several classes of solutions to the
Euler-Poisson system (1)–(5), the properties of which can summarized as follows:
• Strong (classical) solutions. They are classical (differentiable) solutions of the
system (1)–(5), emanating from regular initial data, that exist on a (possibly)
short time interval for general (smooth) data Œn0 ; J0 ; T0 . Global-in-time existence
is to be expected for small irrotational data, see Guo [10].
• Weak (distributional) solutions. They satisfy (1)–(5) in the sense of distribu-
tion. Global-in-time weak solutions do exist for any initial data but they may be
“unphysical” in the sense that they produce energy at the initial time.
• Dissipative solutions. The satisfy the relative entropy inequality and, conse-
quently, they coincide with the (local) strong solution emanating from the same
initial data as long as the latter exists. Global-in-time existence of dissipative
solutions for general initial data is an open problem.
• Finite energy weak solutions. These are the weak solutions satisfying, in
addition, the total energy balance. They are dissipative solutions so they coincide
with a strong solutions as long as the latter exists. Global existence of finite
energy weak solutions for general initial data is an open problem. On the other
hand, there is a vast set of initial data (with an irregular flux J0 ), for which
the problem (1)–(5) admits infinitely many global-in-time finite energy weak
solutions.

Acknowledgements The research leading to these results has received funding from the European
Research Council under the European Union’s Seventh Framework Programme (FP7/2007-2013)/
ERC Grant Agreement 320078.

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70, 167–179 (1979)
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On the Motion of a Liquid-Filled Rigid Body
Subject to a Time-Periodic Torque

Giovanni P. Galdi, Giusy Mazzone, and Mahdi Mohebbi

Dedicated, with friendship and admiration, to Professor

Yoshihiro Shibata, on the occasion of his 60th birthday

Abstract In this paper we investigate the existence of time-periodic motions of a

system constituted by a rigid body with an interior cavity completely filled with a
viscous liquid, and subject to a time-periodic external torque acting on the rigid
body. We then show that the system of equations governing the motion of the
coupled system liquid-filled rigid body, has at least one corresponding time-periodic
weak solution. Furthermore if the size of the torque is below a certain constant, the
weak solution is in fact strong.

Keywords Navier-Stokes equations • Rigid body motions • Time-periodic solu-

tions

1 Introduction

Problems involving the motion of a rigid body with a cavity filled with a viscous
liquid are of fundamental interest in several applied research areas, such as dynamics
of flight [10, 17], space technology [4, 14], and geophysical problems [16, 18].
Besides its important role in physical and engineering disciplines, the motion of
such coupled systems generates a number of mathematical questions, which are
intriguing and challenging, mostly due to the different properties of the components
of the system: one dissipative (the liquid), the other conservative (the rigid body).
However, despite their relevance, basic mathematical questions related to the above

G.P. Galdi () • G. Mazzone

Department of Mechanical Engineering and Materials Science, University of Pittsburgh,
3700 O’Hara Street, Pittsburgh, PA 15261, USA
e-mail: [email protected]; [email protected]
M. Mohebbi
Department of Mechanical Engineering, SUNY Korea, 119 Songdo Moonhwa-ro, Yeonsu-gu,
Incheon 406–840, Korea
e-mail: [email protected]

© Springer Basel 2016 233

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_13
234 G.P. Galdi et al.

problem in its full generality appear to have received, to date, little or no attention;
see, e.g., [8] and the reference cited therein.
Objective of this paper is to give a detailed analytical study of one of the above
questions, when the coupled system body/liquid moves under the action of a time-
periodic torque.
More specifically, let B be a rigid body containing in its interior a hollow cavity,
C, completely filled by a viscous liquid, L. We shall assume that the resultant of the
external forces applied to the coupled system S D B [ L is identically zero, so that
the center of mass, G, of S moves by uniform rectilinear motion with respect to an
inertial frame I. As a result, the relevant motion of S reduces to the one occurring
around its center of mass, namely, with respect to a frame, G, with the origin in G
and axes parallel to those of I.
We shall next suppose that on B acts a torque, m, varying in time in a time-
periodic fashion:1

m D fi .t/ ei .t/ ; (1)

where fei g is a base in G, while fi , i D 1; 2; 3, are given T-periodic scalar functions

of time t, that is, fi .t C T/ D fi .t/, for all t 2 R.
In the wake of analogous classical problems formulated in absence of liquid, we
propose to investigate whether, under the given assumptions, the coupled system S
will execute a T-periodic motion in a body-fixed frame S.
In order to handle the above question, it appears necessary to impose some
restrictions on the functions fi in (1), as we shall show next.
To this end, we begin to observe that in the frame S the torque m becomes

M D Q> .t/  m D fi .t/ Q> .t/  ei ; (2)

where Q D Q.t/ is the (unknown) one-parameter family of elements of the special

orthogonal group, SO.3/, associated with the change of frame G ! S, and >
denotes transpose. We then have
2 3
0 3 2
dQ>
D W./  Q> , Q> .0/ D 1 , W./ WD 4 3 0 1 5 ; (3)
dt
2 1 0

where  D .1 ; 2 ; 3 / is the angular velocity of B in S, and 1 is the identity

matrix; see, e.g., [2, § 6.26]. Assuming the motion of S in the frame S to be
T-periodic implies, in particular, that both  and M have to be T-periodic as
well. Therefore, from (3) and standard Floquet theory it follows that Q.t/ has the
following representation [19, Theorem 1]

Q.t/ D P.t/  etS ; t 2 R ; (4)

1
We adopt summation convention over repeated indices.
Time-Periodic Motions of a Liquid-Filled Rigid Body 235

where S is a real, skew-symmetric matrix, and

P.t/ 2 SO.3/ ; P.t C T/ D P.t/ ; for all t 2 R : (5)

From the latter and from (2) we then deduce that for M to be a T-periodic function
we must have

eTS  ei D ei ; i D 1; 2; 3 ;

namely, ei must be parallel to the eigenvectors corresponding to the eigenvalue  D

0 of S. Since, in general,  D 0 is simple, the existence of a T-periodic solution
in the body-fixed frame S requires, in general, that m is directed along a constant
direction. We thus have

m D f .t/ h ; (6)

where h is a unit, time-independent vector in G, and f is a T-periodic function.

We next observe that, denoting by kG the total angular momentum of S with
respect to G, the balance of angular momentum in the frame G requires

d
kG D f .t/ h ;
dt

from which we at once deduce, in particular, that jkG .t/j is T-periodic if and only if
f has a zero average over a period:
Z T
f .t/ dt D 0 : (7)
0

However, jkG .t/j is left invariant in the frame change G ! S, so that the searched
T-periodicity of the motion of S with respect to the frame S requires that f obeys (7).
As a consequence of what just shown, we shall then require that the torque m acting
on B satisfies (6)–(7).
Under these assumptions, the main goal of this paper consists in proving the
existence of a motion of the coupled system S that is T-periodic with respect to
the body-fixed frame S. It is worth remarking that in S the direction of the torque
becomes a function of time given by H.t/ WD Q> .t/  h, and since Q is not known, H
becomes a further unknown. From the physical viewpoint, the latter circumstance
means that, in order to perform such a periodic motion, the body has to find an
“appropriate orientation” with respect to the direction of m.
We thus show that, under the hypothesis that f is T-periodic and square-
summable over a period, the problem admits a corresponding (suitably defined)
T-periodic weak solution. If, moreover, f is essentially bounded with a sufficiently
small norm, then the solution is strong and the relevant equations are satisfied almost
everywhere in space-time.
236 G.P. Galdi et al.

We would like to complete this introductory section with two further observa-
tions. In the first place, it is natural to ask whether the motion of the coupled system
S is time-periodic also in the inertial frame G. The answer to this question is, in
general, negative. In fact, denoting by v and ! the velocity field of L and the angular
velocity of B with respect to G, we have

v.x; t/ D Q.t/  V.Q> .t/  x; t/ ; !.t/ D Q.t/  .t/ : (8)

Therefore, since both V and  are time-periodic, in view of the representation (4)–
(5) of Q, we can only conclude that, in general, v and ! are almost periodic
functions of time. However, the component of ! along the (fixed) direction h of
the torque in G is T-periodic. Actually, by (4)–(5)

h D P.t/  etS  H.t/ ;

and since h D H.0/, by the T-periodicity of H and P we deduce

h D eTS  H.0/ D eTS  h:

As a result, being .0/ D !.0/ and using the T-periodicity of  we conclude

!.T/  h D eTS  .T/  h D !.0/  eTS  h D !.0/  h :

In the light of these considerations it is very likely that if the cavity C possesses
suitable geometric symmetry, and the direction of h is constant and chosen along
one of the principal axes of inertia of S, the motion of B is periodic also in G. We
shall analyze this problem elsewhere.
Another interesting question concerns the uniqueness of the solutions. Also here
the answer is, in general, negative. It is in fact sufficient to consider the case f
0
and observe that permanent rotations, where  is constant and directed along
any principal axis of inertia of S and V D 0, are allowed time-periodic solution
of arbitrary period. Therefore, the important issue here becomes the stability of
time-periodic motions, aiming at selecting which, among the possibly many, is
indeed observable and, as such, physically meaningful. This appears to be a very
complicated task that will be the object of future work.
The paper is organized as follows. After giving in Sect. 2 the formulation of
the problem with respect to the frame S, in the subsequent Sect. 3 we furnish a
corresponding weak formulation. The latter, essentially, requires that the relative
velocity field, V, of L in S, satisfies the function properties of a solution à la
Leray-Hopf (see [5]) while  and H are requested to be only continuous functions
of time. Successively, in Sect. 4, we show the existence of a weak solution (see
Theorem 4.1). The proof is accomplished by an appropriate combination of the
classical Galerkin method with a fixed point argument for triangulable manifolds
based on the Lefschetz-Hopf theorem. Finally, in Sect. 5, we prove that if the size
of f is suitably restricted, the weak solution constructed in Theorem 4.1 is in fact
Time-Periodic Motions of a Liquid-Filled Rigid Body 237

strong, namely, V possesses first time derivative and second spatial derivative that
are square summable in space and time, while  and H are suitably differentiable
(Theorem 5.2).

2 Formulation of the Problem

We keep the notation presented in the introductory section. Assuming that the flow
of the viscous liquid is described by the Navier-Stokes equations, we find that the
governing equations of the liquid in the frame S attached to the body are given by
Kopachevsky and Krein [11]
9
@V P  y C 2  V C V  grad V C grad p  V D 0 =
C
@t in D  Œ0; T;
div V D 0 ;
(9)

along with the boundary condition

V.x; t/ D 0 for .x; t/ 2 @D  Œ0; T . (10)

In the above equations, D is a bounded, simply connected domain of R3 representing

the volume of C, Vand  are relative velocity field of L and angular velocity of B,
respectively, referred to S, and > 0 is the coefficient of kinematic viscosity of L.
Finally,
1 1
p WD P.x; t/  j  yj2
L 2
where L and P are (constant) density and pressure field of L.
As for the body B, during its motion it has to obey the balance of angular
momentum that, when referred to S, takes the following form
Z
d
J C   J   D f .t/ H  y  T.V; P/  n ; t 2 Œ0; T ; (11)
dt @D

where J is the inertia tensor of B, T.V; P/ D P 1 C L2 .grad V C .grad V/> /

is the Cauchy stress tensor, and n is the unit outer normal to @D. Furthermore,
H WD Q> .t/  h, which, in view of (3), must satisfy the following (Poisson) equation

dH
C   H D 0: (12)
dt
It is now convenient to rewrite the system of equations (9)–(11) in a different
but equivalent form that is also more significant from the physical viewpoint and
more manageable from the mathematical one. To this end, we begin to notice that
238 G.P. Galdi et al.

by a direct calculation one shows that (9)–(11) is equivalent to (9), (10) and the
following one

dA
C   A D f .t/ H ; (13)
dt

where A is the angular momentum of the coupled system S, referred to S, given by

Z
A WD L y V C I  ; (14)
D

with I inertia tensor of S. Using (14) we can then eliminate  and write the relevant
equations only in terms of the unknowns V; p; A, and H. Thus, observing that
Z 
1 1
DI  A  L I  y  V dV ; (15)
D

the system of equations (9), (10), (13), and (12) becomes (see also [11]):
 9
@V dA  
.1  B/  C I1   y C 2 I1  A  V >
>
>
>
@t  dtZ  >
>
=
1
2 I  L y  V dV V in D  Œ0; T ;
D >
>
>
>
CV  grad V C grad p  V D 0 >
>
;
div V D 0; (16)
V.x; t/ D 0 on @D  Œ0; T ; Z  9
dA >
1 1
C .I  A/  A  L I  y  V dV  A D f .t/H>
=
dt ZD  in Œ0; T ;
dH >
C .I1 A/  H  L I1 y  V dV  H D 0 > ;
dt D

where

BW 2 L1 .D/ 7! B  2 L1 .D/ (17)

is such that
Z 
1
.B  /. y/ D L I  y dV  y: (18)
D

Our problem can be then formulated as follows. Given a sufficiently smooth T-

periodic function f , find a corresponding T-periodic solution to (16)–(18).
For the resolution of this problem an important role is played by the properties
of the operator B. The latter have been studied and determined in [11, Chap. 1,
Sect. 7.2.3], and are summarized in the following lemma.
Time-Periodic Motions of a Liquid-Filled Rigid Body 239

Lemma 2.1 The operator B defined by (17) and (18) is non-negative and self-
adjoint. Moreover, 1  B is a non-negative operator with a bounded inverse.

3 Function Spaces and Weak Formulation

In this section we furnish a weak formulation of the time-periodic problem stated

in Sect. 2. To this end, we introduce the main function spaces that we shall
use throughout. For all the other (standard) notation used in this paper and not
mentioned here, we refer to, e.g., [1]. Let

D.D/ D f 2 C01 .D/j div D 0 in Dg:

We denote by H.D/ the closure of D.D/ in the Lebesgue space L2 .D/ and by H k .D/
the closure of D.D/ in the Sobolev space W k;2 .D/.
As is well known, the Helmholtz-Weyl decomposition holds (see [6], Theorem
III.1.1):

L2 .D/ D H.D/ ˚ G.D/;

where

G.D/ D fv 2 L2 .D/j v D grad p; for some p 2 L1loc .D/g:

We indicate by P the orthogonal projection of L2 .D/ onto H.D/. In the space L2 .D/
we shall use the customary notation for inner product and associate norm:
Z
.u; v/ WD u  v dV; kuk2 WD .u; v/1=2 ;
D

defined for any u; v 2 L2 .D/. The following functional

h; i W .u; v/ 2 L2 .D/  L2 .D/ 7! hu; ui WD ..1  B/  u; v/; (19)

defines a scalar product in L2 .D/ with the associate norm

kukB WD hu; ui1=2 D ..1  B/  u; u/1=2 ;

which is equivalent to the norm kk2 . Indeed, since by Lemma 2.1, B is non-negative
and 1  B admits a bounded inverse, we find

..1  B/  u; u/ D k.1  B/  uk22 C .B  u; u/  C2 kuk22

240 G.P. Galdi et al.

where, C D C.D/ > 0. Furthermore, again using the fact that B is non-negative, we
deduce

..1  B/  u; u/  .u; u/;

so that

Ckuk2  kukB  kuk2 ; (20)

for every u 2 L2 .D/.

For T > 0, q 2 Œ1; 1, and k 2 N we set
q q
LT .R/ DW fu 2 Lloc .R/j u.t/ D u.t C T/; for a.a. t 2 Rg
CTk .R/ D
W f 2 Ck .R/j .t/ D .t C T/; for all t 2 Rg :

Finally, given a Banach space X with norm k  kX , we denote by Lq .a; bI X/,

q 2 .1; 1/ [respectively, C.Œa; bI X/], the class of functions u W Œa; b ! X, with
kukLq .a;bIX/ < 1 [respectively, maxt2Œa;b ku.t/kX < 1], where
8 Z 1=q
ˆ
ˆ
b
ˆ
<
q
ku.t/kX dt ; if 1  q < 1;
kukLq .a;bIX/ WD a
ˆ
ˆ ess sup ku.t/k ;
:̂ X if q D 1:
t2.a;b/

We are now in position to give the definition of T-periodic weak solution to the
problem (16)–(18).
Definition 3.1 A triple .V; A; H/ is a T-periodic, or simply periodic weak solution
to the problem (16)–(18) if the following conditions hold.
1. V 2 L2 .0; TI H 1 .D// \ L1 .0; TI H.D//, A; H 2 CT ;
2. .V; A; H/ satisfies the following equations
Z T  Z 
1 d.t/
hV; i C A  I  y dt dV
0 D dt
 Z T Z  Z 
1
D  2L y  V dV  I  V dV .t/ dt
0 D D
Z T Z 
1
C2 AI  .V  / dV .t/ dt
0 L
Z T Z T 
C .V  grad ; V/.t/ dt  .grad V; grad /.t/ dt ;
0 0
(21)
for all 2 D.D/,  2 CT1 .R/ ;
Time-Periodic Motions of a Liquid-Filled Rigid Body 241

Z t Z t Z 
1 1
A.t/ D A.0/  .I  A/  A d C L I  y  V dV  A d
0 0 D
Z t
C f ./H d; for all t 2 Œ0; T I (22)
0
Z t Z t Z 
1 1
H.t/ D H.0/  .I  A/  H d C L I  y  V dV  H d;
0 0 D

for all t 2 Œ0; T: (23)

Remark 3.2 A weak solution has, in fact, more regularity in time than that stated in
the above definition. In fact, on the one hand, from (22) and (23) we deduce

A; H 2 W 1;r .0; T/ ;

provided f 2 LrT .R/, r 2 Œ1; 1. On the other hand, proceeding as in [5,

Lemma 2.2], and [7, Remark], one can show that V.; t/ is continuous in Œ0; T
weakly in L2 .D/, and strongly in H 1 .D/. As a consequence, with the help of (21)
it follows that V is indeed periodic in time in the sense of the above topologies.
Remark 3.3 If .V; A; H/ is a periodic weak solution to (16)–(18), then the cor-
responding angular velocity  is defined via (15) and belongs to CT ; see also
Remark 3.2.
Remark 3.4 If .V; A; H/ is a periodic weak solution to (16)–(18) and is sufficiently
regular then, by a standard procedure one shows that there exists a scalar field p D
p. y; t/ such that V; p, and A satisfy (16)1 .

4 Existence of Periodic Weak Solutions

Objective of this section is to show the existence of a periodic weak solution to (16)–
(18) under suitable assumptions on f . This will be achieved by combining the Faedo-
Galerkin method with a fixed point argument. Specifically, we have the following.
Theorem 4.1 Let f 2 L2T .R/ satisfy (7), and let D be a domain of R3 . Then, there
exists at least one periodic weak solution, .V; A; H/, to (16)–(18).
Proof Let f n gn2N be a denumerable subset of D.D/ whose linear hull is dense
in H 1 .D/, and let us normalize it as h n ; m i D ınm . We look for “approximate
solutions” of the type

X
n 3
X 3
X
V n . y; t/ WD cnk .t/ k . y/; An WD cQ ni .t/ei ; Hn WD cO nj .t/ek ;
kD1 iD1 jD1
242 G.P. Galdi et al.

where fei g is a base of S. The coefficients cnk , cQ ni and cO nj are found by solving the
following system of ordinary differential equations:
 Z 
d 1
hV n ; r i C An  I  y r dV
dt D
Z  Z 
1
D 2L y  V n dV  I  Vn  r dV
D D
Z
C2 An  I1  .V n  r/ dV C .V n  grad r ; Vn /  .grad V n ; grad r /;
D
Z 
dAn
D .I1  An /  An C L I1  y  V n dV  An C f .t/Hn ;
dt D
Z 
dHn
D .I1  An /  Hn C L I1  y  V n dV  Hn ;
dt D
(24)
which, in terms of cnk , cQ ni and cO nj reads as follows
Z 
dcnr dQcni
C ei  I1  y  r dV
dt dt D
Z  Z 
1
D 2L y  k dV  I  m  r dV cnk cnm
D D
Z 
C2 ei  I1  . k r / dV cQ ni cnk
D
(25)
C. k  grad r; m /cnk cnm  .grad k ; grad r /cnk ;
Z 
dQcni
ei D Qcni cQ nj .I1  ei /  ej C cnk cQ ni L I1  y k dV  ei
dt D

C f .t/Ocnj ej ;
Z 
dOcnj
ej D Qcni cO nj .I1  ei /  ej C cnk cO nj L I1  y k dV  ej :
dt D

By replacing the second equation in the first one, we get

Z 
dcnr

D .I1  ei /  ej  I1  y r dV cQ ni cQ nj
dt D
 Z   Z 
1 1
 L I  y k dV  ei  I  y r dV cnk cQ ni
D D
Z 
 f .t/ej  I1  y r dV cO nj
D
Time-Periodic Motions of a Liquid-Filled Rigid Body 243

Z  Z 
1
 2L y k dV  I  m  r dV cnk cnm
D D
Z 
C2 ei  I1  . k r / dV cQ ni cnk
D

C. k  grad r; m /cnk cnm  .grad k ; grad r /cnk :

Setting
Z 
1

1
brij WD .I  ei /  e j  I  y r dV ;
D
 Z   Z 
1 1
drki WD L I  y k dV  ei  I  y r dV ;
D D
Z 
frj .t/ WD f .t/ej  I1  y r dV ;
D
Z  Z 
1
grkm WD 2L y k dV  I  m  r dV ;
D D
Z 
1
srki WD 2 ei  I . k  r/ dV ;
D

prkm WD . k  grad r; m /; prk WD  .grad k ; grad r /cnk ;

equation (25)1 becomes

dcnr
D brij cQ ni cQ nj C drki cnk cQ ni C frj .t/Ocnj C grkm cnk cnm C srik cQ ni cnk
dt (26)
C prkm cnk cnm C prk cnk ;

where here and in the rest of the proof i; j; ` vary in the set f1; 2; 3g, whereas r; k; m
in the set f1; : : : ; ng. Concerning (25)2 and (25)3 , taking the dot product of each side
of both with e` , and putting
Z 

u`ij WD  .I1  ei /  ej  e` ; w`kj WD L e`  I 1

 y k dV  ej ;
D

we deduce

dQcn`
D u`ij cQ ni cQ nj C w`ki cnk cQ ni C f .t/Ocn` ; (27)
dt
244 G.P. Galdi et al.

and

dOcn`
D u`ij cQ ni cO nj C w`kj cnk cO nj ; (28)
dt
respectively. Following [15] we shall next prove that there exist initial data such
that the system of ordinary differential equations (26)–(28) admits a corresponding
solution .cnr ; cQ n` ; cO n` / such that cnr .0/ D cnr .T/, cQ nr .0/ D cQ nr .T/ and cO nr .0/ D
cO nr .T/. To reach this goal, let

V n;0 2 spanf 1; : : : ; ng ; An;0 2 R3 ; Hn;0 2 S2 ;

and set cnr .0/ D cnr;0 WD hV n;0 ; r i, cQ n` .0/ D cQ n`;0 WD An;0  e` , and cO n` .0/ D
cO n`;0 WD Hn;0  e` . Since f ; fr;j 2 CT .R/, by Picard theorem, there exists a
unique solution, .cnr ; cQ n` ; cO n` /, to the Cauchy problem associated to (26)–(28) with
cnr ; cQ n` ; cO n` 2 C1 .0; T 0 /, r D 1; : : : ; n, ` D 1; 2; 3, where 0 < T 0  T. Multiplying
both sides of (26) by cnr , summing over r D 1; : : : ; n, and noticing that the terms
corresponding to drki ; grkm ; srki and prkm vanish, we get

Z
1d

kV n k2B C kgrad V n k22 D L .I1  An /  An  I1  y  V n dV

2 dt D
Z
 f .t/Hn  I1  y  V n dV: (29)
D

Multiplying next both sides of (27) by cQ n` , summing over ` D 1; 2; 3, and taking

into account that the terms corresponding to u`ij and w`kj vanish, it follows that

1 djAn j2
D f .t/Hn  An : (30)
2 dt

Finally, multiplying both sides of (28) by cO n` and summing over ` D 1; 2; 3,

similarly as above, we get

djHn j2
D 0; (31)
dt

which implies jHn .t/j D jHn;0 j D 1. Thus, from (30) and (31) we infer

djAn j
 j f .t/j (32)
dt
and
Z T
jAn .t/j  jAn;0 j C j f ./j d; for all t 2 Œ0; T 0 /; n 2 N : (33)
0
Time-Periodic Motions of a Liquid-Filled Rigid Body 245

Moreover, by Poincaré and Cauchy–Schwarz inequalities, from (29) we deduce, on

the one hand,

1 dkV n k2B
C C1p kgrad V n k22  C1 jAn j4 C C2 j f .t/j2 ; (34)
2 dt
and, on the other hand, using one more time Poincaré inequality in conjunction
with (20),

1 dkV n k2B
C C2p kV n k2B  C1 jAn j4 C C2 j f .t/j2 ; (35)
2 dt

where Cip D Cip .D; / > 0, while Ci D Ci .D; B; / > 0, i D 1; 2. Using

Gronwall’s lemma in (35) furnishes,

Z t
exp.C3 t/kV n .t/k2B  kV n;0 k2B C C1 exp.C3 /jAn ./j4 d
0
Z t
C C2 exp.C3 /j f ./j2 d (36)
0

which, by (33), implies

jcnr .t/j2 D kV n .t/k2B  exp.C3 t/kV n;0 k2B

Z t
C C1 exp.C3 t/ exp.C3 /jAn ./j4 d
0
Z t (37)
C C2 exp.C3 t/ exp.C3 /j f ./j2 d
0
Z T
 exp.C3 t/kV n;0 k2B C C4 sup jAn .t/j C C2 4
j f ./j2 d;
t2Œ0;T 0

with C3 and C4 positive constants depending, at most, on D, B and . As a result,

from (31), (33), and (37) we conclude T 0 D T. In order to build our periodic
solution, we will use a suitable fixed point argument. To reach this goal, we multiply
both sides of (27) by cO n` and sum over ` D 1; 2; 3, then multiply (28) by cQ n` and
sum over ` D 1; 2; 3, and finally add the two resulting equations. We get

d.Hn  An /
D f .t/jHn j2 D f .t/:
dt
Since f has zero average by assumption, it follows that

Hn;0  An;0 D Hn .T/  An .T/: (38)

246 G.P. Galdi et al.

Taking the cross product of (24)2 by Hn on the left, and then that of (24)3 by An on
the left, and summing the two equation so obtained, we deduce

d.Hn  An /
D n  .Hn  An /;
dt
where n is given by (15). It then follows that

1 djHn  An j2 1 djAn j2 d.Hn  An /2
D  D0
2 dt 2 dt dt

where we have also used the fact that jHn j D 1. From the last displayed equation
and (38), we conclude that

jAn;0 j D jAn .T/j: (39)

We next fix R1 > 0 and take jAn;0 j  R1 . By (39), we obtain jAn .T/j  R1 .
Combining (37) and (33), we infer

kV n .T/k2B  exp.C3 T/kV n;0 k2B

 
C C5 jAn;0 j4 C k f k4L1 .0;T/ C k f k2L2 .0;T/ (40)

 exp.C3 T/kV n;0 k2B C C5 R41 C C6 ;

where C5 D C5 .D; B; / > 0, and

 
C6 WD C5 k f k4L1 .0;T/ C k f k2L2 .0;T/ :

Thus, choosing

C5 R41 C C6
R22  ; (41)
1  exp.C3 T/

from (40) we show that if kV n;0 k2B  R22 , then kV n .T/k2B  R22 . Set B WD BR2 
BR1  S2 , where BRi denotes the ball of radius Ri in Rn , i D 1; 2, while S2 is the
unit sphere in R3 . Let ˆ W B ! B be the map that takes any .V n;0 ; An;0 ; Hn;0 / 2 B
to .V n .T/; An .T/; Hn .T// 2 B, where .V n .T/; An .T/; Hn .T// is the solution to (24)
at time T. By a straightforward calculation (see e.g. [15]), one shows that ˆ is
continuous. Moreover, ˆ is homotopic to the identity by the following homotopy

H W B  Œ0; 1 ! B
H.V n;0 ; An;0 ; Hn;0 ; s/ WD .V n .sT/; sAn .T/ C .1  s/An .0/; Hn .sT//:
Time-Periodic Motions of a Liquid-Filled Rigid Body 247

Notice that H is well defined, since by similar calculations which lead to the
estimate (41), we show that V n .sT/ 2 BR2 for all s 2 Œ0; 1.2 Since the Euler
characteristic of B is given by

.B/ D .BR2 / .BR1 / .S2 / D 1  1  2 ¤ 0

(see [3]), by the Lefschetz-Hopf fixed-point theorem (see [3, Chap. IV, Sect. 23], ),
ˆ has at least one fixed point, from which it follows that there exist .V n;0 ; An;0 ; Hn;0 /
such that the solution to (24), .V n ; An ; Hn /, starting from .V n;0 ; An;0 ; Hn;0 / satisfies

V n .; T/ D V n;0 ./; An .T/ D An;0 ; Hn .T/ D Hn;0 :

Now, multiplying (24)1 by  2 CT1 .R/ and integrating over Œ0; T, we show that V n
satisfies the following
Z T  Z 
1 d.t/
hV n ; r i C An  I  dt y r dV
0 D dt
 Z T Z  Z 
D 2L y  V n dV  I1  Vn  r dV .t/ dt
0 D D
Z T Z 
2 An  I1  .V n  r / dV .t/ dt
0 D
Z T Z T 
 .V n  grad r ; V n /.t/ dt  .grad V n ; grad r /.t/ dt ;
0 0
(42)
for all r D 1; : : : ; n, and all  2 CT1 .R/.
Likewise, integrating (24)2;3 over Œ0; t,
t 2 Œ0; T, we deduce that An and Hn satisfy

Z t Z t Z 
An .t/ D An .0/  .I1  An /  An d C L I1  y  V n dV  An d
0 0 D
Z t
C f ./Hn d; (43)
0

2
The same argument does not work for An , i.e. the solution map does not necessarily lie in BR1
for all times t 2 Œ0; T. This is the reason for which we have used the linear homotopy for the An
component.
248 G.P. Galdi et al.

and

Z t
Hn .t/ D H n .0/  .I1  An /  Hn d
0
Z t Z 
1
C L I  y  V n dV  Hn d; (44)
0 D

respectively. Let us investigate the convergence properties of .V n ; An ; Hn /. By (26)

and (37), together with Schwarz inequality, (33) and the fact that jHn j D 1, we
.r/
can conclude that the sequence of functions Gn WD hV n .t/; r i is uniformly
bounded and equicontinuous. Then, by Ascoli-Arzelà theorem, we can extract a
.r/ .r/
subsequence of fGn gn2N , which we will again denote by fGn gn2N , which is
.r/
uniformly convergent to a continuous function G .t/. By a Cantor diagonalization
.r/
argument, we can make that subsequence independent of r, so that fGn gn2N
converges to G , for all r 2 N, uniformly with respect to t 2 .0; T. Moreover,
r

by (37) and by Banach-Alaoglu Theorem, we can also conclude that there exists
V.t/ 2 H.L/ such that

lim hV n .t/  V.t/; ri D 0 uniformly on Œ0; T and for all r 2 N:

n!1

From the latter and (20), we can thus prove that fV n .t/gn2N converges weakly in
L2 .D/, uniformly with respect to time, i.e.

lim hV n .t/  V.t/; wi D 0; uniformly in t 2 Œ0; T; for all w 2 L2 .D/:

n!1

Concerning An and Hn , since they are finite-dimensional functions, starting

from (27) and (28), respectively, again by the Ascoli-Arzelà theorem and the
Cantor diagonalization argument, we can find A; H 2 CT such that

lim j.An .t/  A.t//j D 0; lim j.Hn .t/  H.t//j D 0;

n!1 n!1

respectively, uniformly with respect to t 2 Œ0; T. From (37) and the weak
compactness of L2 .0; TI H.D//, we can conclude that V 2 L2 .0; TI H 1 .D// \
L1 .0; TI H.D//. Finally, by applying Friederichs inequality (see [6]) we conclude
that

Vn ! V strongly in L2 .0; TI H.D// :

Summarizing, we have proved the existence of subsequences of fV n gn2N , fAn gn2N

and fHn gn2N , and functions .V; A; H/ such that
Time-Periodic Motions of a Liquid-Filled Rigid Body 249

V 2 L2 .0; TI H 1 .D// \ L1 .0; TI H.D//; A; H 2 C.Œ0; T/;

V n ! V strongly in L2 .0; TI H.D//;
V n ! V weakly in L2 .0; TI H 1 .D//;
(45)
V n .t/ ! V.t/ weakly in L2 .D/; uniformly in t 2 Œ0; T;
An ! A uniformly in t 2 Œ0; T;
Hn ! H uniformly in t 2 Œ0; T:

Since An .0/ D An .T/ and Hn .0/ D Hn .T/, from (45) we can conclude also that
A; H 2 CT . Finally, again employing (45) and taking into account the properties
of f n gn2N , we can then pass to the limit in (42)–(44) and conclude that .V; A; H/
possesses all the properties of a periodic weak solution to (16)–(18). t
u
Remark 4.2 For future reference, we wish to observe that the choice of the radius
R1 in the proof of the previous theorem is completely arbitrary, provided, of course,
R2 is taken appropriately according to (41). This follows from the fact that jAn .t/j
is T-periodic regardless of the choice of R1 ; see (39).

5 Existence of Strong Periodic Solutions

In this section we will show existence of a strong solution, whenever the magnitude
of the torque “sufficiently small”. To this end, we need the following Gronwall-type
Lemma.
Lemma 5.1 Let y 2 C1 ..a; b// \ C.Œa; b/, a < b, y  0, satisfy the following
inequality

y0 .t/  c1 y.t/ C c2 y˛ .t/ C c3 ; t 2 .a; b/ (46)

where c1 , c2 , c3 are positive constants and ˛ > 1. There exists ı > 0 such that if
Z t
y.a/ C y.s/ ds  ı; for all t 2 Œa; b; (47)
a

then
2c3
y.t/ < ; for all t 2 Œa; b:
c1

Proof Let us argue by contradiction. Set c WD c3 =c1 and take ı < 2c. By continuity,
we have y.t/ < 2c in a right neighborhood of t D a. Denote then by t0 2 .a; b the
first point such that

y.t0 / D 2 c: (48)
250 G.P. Galdi et al.

From the inequality (46) we deduce

d .ec1 t y/
 c2 ec 1 t y˛ C c3 ec 1 t ;
dt
which, once integrated between a and t0 , by virtue of (47) and (48) furnishes
Z t0  
y.t0 /  ec1 .t0 a/ y.a/ C c2 .2c/˛1 y.s/ ds C c  ı 1 C c2 .2c/˛1 C c :
a

As a result, (48) is contradicted if we choose

c
ı< :
1 C c2 .2c/˛1

t
u
We are now in position to state and prove the main result of this section.
Theorem 5.2 Let f 2 L1 2
T .R/ satisfy (7), and assume D of class C . There is a
positive constant  D .D; B; L; T/ such that if

kf kL1 .0;T/   (49)

then there exists a periodic weak solution .V; A; H/ that, in addition, enjoys the
following properties

@V
V 2 C.Œ0; T; L2 .D//; 2 L2 .0; T; L2 .D//;
@t
grad V 2 L2 .0; TI W 1;2 .D// \ C.Œ0; T; L2 .D//;
A 2 W 1;1 .0; TI R3 / ; H 2 C.Œ0; TI S2 / \ W 1;1 .0; TI R3 /:

Finally, there is p 2 L2 .0; T; W 1;2 .D//, such that .V; A; H; p/ satisfies (16) almost
everywhere in D  Œ0; T.
Proof The last statement is an immediate consequence of classical results about
the existence of the pressure field for Navier-Stokes equations once the above
properties of V and A have been established; see, e.g., [5]. To show the latter we
will use the same Galerkin method employed in the proof of Theorem 4.1, the
only difference being that this time we choose as orthonormal base of H.D/, again
denoted by f n gn2N , the one constituted by the eigenfunctions of Stokes operator,
with corresponding eigenvalues denoted by fn gn2N ; see, e.g., [12, Chap. 2, Sect. 4].
As in the proof of Theorem 4.1, we can thus prove the existence of approximate
periodic solutions .V n ; An ; Hn / satisfying (37), (33) and Hn .t/ 2 S2 for all t 2 Œ0; T.
We shall next show some further estimates that will lead to the improved regularity
properties of the weak solution stated in the theorem. In the rest of the proof we shall
Time-Periodic Motions of a Liquid-Filled Rigid Body 251

denote by Ci , i 2 N, positive constants depending at most on D, B, R2 and T, where

R2 is defined in (41). Moreover, we set F WD k f kL1 .0;T/ . We begin by considering
the magnitude of both sides of (24)2 and then use Cauchy–Schwarz inequality. By
taking into account (20), estimates (37), (33), that jHn .t/j D 1, and that jAn;0 j  R1 ,
we thus obtain
ˇ ˇ
ˇ dAn ˇ
ˇ ˇ 2 2
ˇ dt ˇ  C1 .R1 C R1 C F C F/ WD C1 DR1 ;F : (50)

Similarly, from (24)3 , we show that

ˇ ˇ
ˇ dHn ˇ
ˇ ˇ
ˇ dt ˇ  C2 .R1 C F C 1/: (51)

We next multiply (25)1 by dcnr

dt and sum over r D 1; : : : ; n, to get
  Z
 @V n 2
  C d kgrad V n k2 D  dAn  I1  y
@V n
dV
 @t  2 dt 2
dt @t
B D
Z
@V n
 2An  I1  Vn  dV
D @t
Z  Z  (52)
1 @V n
C 2L y  V n dV  I  Vn  dV
D D @t
Z
@V n
 .V n  grad V n /  dV:
D @t

Let us estimate each term on the right-hand side of this equation. By (50), and
Cauchy-Schwarz inequality we have
Z  
dAn 1 @V n  @V n 2
 I  y dV  C3 C D2R1 ;F  
 @t  : (53)
dt D @t 2

Again by Cauchy-Schwarz inequality and (33) we get

Z  2
1 @V n  
2  @V n 
 2An  I  Vn  dV  C4 C .R1 C F/   (54)
D @t @t 2

By the same token, we show

Z  Z   
@V n C5  @V n 2
2L y  V n dV  I 1
 Vn  dV  
C"  ; (55)
D D @t 2" @t 2
252 G.P. Galdi et al.

and
Z  
@V n 1  @V n 2
 .V n  grad V n /  dV  kV n  grad V n k22 C "  
 @t  ; (56)
D @t 2" 2

where " is an arbitrary positive number. As for the first term on the right-hand side
of the previous inequality, it is well known that, for any " > 0 [9, p. 649]

kV n  grad V n k2L2  K kgrad V n k62 C "kPV n k22 ;

with K D K.D; "/ > 0. Combining the latter with (56) we then conclude
Z
@V n
 .V n  grad V n /  dV  K1 kgrad V n k62
D @t  
  @V n 2  (57)
C" kPV n k22 C  
 @t  ;
2

where K1 D K1 .D; "/ > 0. Taking into account (52)–(55), the last displayed
equation, and (20), from (52) we deduce that

 

 @V n 2 d
C D2R1 ;F 2
 .R1 C F/  3"   C kgrad V n k22  C6
@t 2 2 dt
C K1 kgrad V n k62 C "kPV n k22 : (58)

As a result, if we choose " < C=6 and take R1

F (see Remark 4.2), from (58) it
follows that there is a constant 1 D 1 .D/ > 0 such that if

k f kL1 .0;T/  1 ; (59)

then
 
 @V n 2

C  C d kgrad V n k2  C7 C 2K1 kgrad V n k6 C 2"kPVn k2 : (60)
@t 2 dt 2 2 2

In order to “absorb” the term "kPV n k2L2 , let us multiply (25)1 by r cnr and sum
over r D 1; : : : ; n. Proceeding in a way completely analogous to that leading
to (53)–(55), and (57), we can show that, under an assumption similar to (59), it
follows
 
 @V n 2 
kPV n k2L2 
 C8 C K2   C kgrad V n k6 ; (61)
@t  2
2
Time-Periodic Motions of a Liquid-Filled Rigid Body 253

where K2 D K2 .D; / > 0 and C8 depends also on . Let us multiply both sides
of (61) by 4", and then add side by side the resulting inequality and inequality (60).
If we take " sufficiently small we thus arrive at

  
 @V n 2  d
2 
K3 kPV n k2 C   C kgrad V n k22  C9 C K4 kgrad V n k62 (62)

@t L2 dt

where, Ki D Ki .D; / > 0, i D 3; 4, and C9 depends also on . At this point, we

observe the following facts. In the first place, in view of classical estimates for the
Stokes problem [6, Theorem IV.6.1], we get

k grad V n k2  c kPV n k2 ;

with c D c.D/ > 0. In the second place, recalling that R1

k f kL1 .0;T/ and that f
satisfies (59), from (41) we deduce that the radius R2 may be chosen to become only
a function of D, B, L, and T. As a consequence, the constant C9 in (62) depends
only on the same quantities and L . In view of all the above, from (62), we conclude
that y WD kgrad V n k22 satisfies the following differential inequality

y0  c1 y C c2 y3 C c3

where the constants ci , i D 1; 2, depend, at most, on D, B, L, and T. Our next

objective is to show that y D y.t/ obeys the hypothesis (47) of Lemma 5.1 with a
suitable choice of a and b, provided f satisfies a restriction of the type (49). To this
end, we observe that integrating both sides of (34) between 0 and T and using the
T-periodicity of V n , along with (33) we show
Z T  
kgrad V n .t/k2L2 dt  k1 jAn;0 j4 C k f k4L1 .0;T/ C kf k2L2 .0;T/
0  
 k2 R41 C kf k4L1 .0;T/ C kf k2L1 .0;T/ (63)
 
 k3 kf k4L1 .0;T/ C kf k2L1 .0;T/ ;

where ki D ki .D; B; L; T/ > 0, i D 1; 2; 3, and in the last step we used the fact that
R1 D k f kL1 .0;T/ . From (63), the integral mean-value theorem, and the T-periodicity
of V n we deduce
Z NtCT  
kgrad V n .Nt/k2L2 C kgrad V n .t/k2L2 dt  2k3 kf k4L1 .0;T/ C kf k2L1 .0;T/ ;
Nt
(64)
254 G.P. Galdi et al.

for some Nt 2 .0; T/. From (64), Lemma 5.1 and again the T-periodicity of V n we
then derive that there is 2 D 2 .D; B; L; T/ > 0 such that if

k f kL1 .0;T/  2 (65)

it follows
c3
k grad V n .t/k2  2 for all t 2 Œ0; T. (66)
c1

Moreover, integrating (62) over a period, and taking into account (66) we also
conclude
Z Z  
T T  @V n .t/ 2
kPV n .t/k22 dt C  
 @t  dt  k4 : (67)
0 0 2

where k4 D 4 .D; B; L; T/ > 0. Therefore, we conclude that setting  D

minf1 ; 2 g, 1 , 2 defined in (59) and (65), respectively, under the hypothesis (49)
the approximating T-periodic solutions .V n ; An ; Hn / constructed in the proof of
Theorem 4.1 satisfy, in addition, the uniform bounds (50), (51), (66) and (67).
As a consequence, the limiting fields .V; A; H/ defined through (45) satisfy all the
properties stated in the theorem,3 which is thus completely proved. t
u

Acknowledgements This work is partially supported by NSF grant DMS-1311983.

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3
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Time-Periodic Motions of a Liquid-Filled Rigid Body 255

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Seeking a Proof of Xie’s Inequality:
On the Conjecture That m ! 1

John G. Heywood

Dedicated to Yoshihiro Shabata on his 60th birthday

Abstract I pursue an argument of Wenzheng Xie, as furthered in several of

my papers, to prove a particular point-wise bound for solutions of the three-
dimensional steady Stokes problem. If proven, it will provide the basis for an
existence and regularity theory for the non-stationary Navier-Stokes equations, free
of assumptions about the regularity of the boundary of the flow region. It will be
valid for flow in an arbitrary open set.
In his doctoral thesis, Xie proved an analogous bound for solutions of the Poisson
problem for the Laplacian, considering it as a model problem. His proof carries
over to the Stokes problem except at one point where the maximum principle is
invoked. Subsequently, I’ve proposed a variant of Xie’s argument that circumvents
the maximum principle, but requires instead a proof that a certain sequence of
functions introduced in Xie’s argument tends to become singular. I’ve expressed
this as a further conjecture, which is studied here for both the Stokes problem and
for the Poisson problem, the latter being considered as a model problem.

Keywords Estimates for the stokes and poisson problems • Navier-stokes equa-
tions • Non-smooth boundaries

1 Introduction
˚ 
Let  be an arbitrary open subset of R3 : Let D ./ D ' 2 C1 0 ./ W r  ' D 0 :
Let J ./ and J0 ./ be the completions of D ./ in the L2 -norm kk and the
Dirichlet norm krk ; respectively. Then, given u 2 J0 ./ ; there is at most one
f 2 J ./ such that .ru; r'/ D  .f; '/ ; for all ' 2 D ./ : If such a function
Q
f exists, it is denoted by 4u; thus defining an operator 4;Q referred to as the
“Stokes operator”, from a subspace of J0 ./ to J ./ : Under these assumptions

J.G. Heywood ()

Department of Mathematics, University of British Columbia, Vancouver, BC, Canada
e-mail: [email protected]

© Springer Basel 2016 257

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_14
258 J.G. Heywood

it is conjectured that

1  
Q 
sup juj2  kruk 4u: (1)
 3

The constant has been proven to be optimal, by Wenzheng Xie in [6]. It cannot be
improved, even for particular choices of the domain.
In attempting to prove (1), Xie [4, 5] succeeded in proving

1
sup juj2  kruk k4uk (2)
 2

for functions u that belong to the completion H O 1 ./ of C1 ./ in the Dirichlet
0 0
norm krk ; and have a square-integrable Laplacian 4u; defined here as a function
f 2 L2 ./ such that .ru; r'/ D  .f ; '/ ; for all ' 2 C01 ./ : Again, the domain
 is taken to be an arbitrary open subset of R3 ; and the constant is optimal. The
inequality is valid for either scalar or vector-valued functions, the vector-valued
case being a simple corollary of the scalar case. In our paper [3] with Xie, we have
based an existence and regularity theory for the vector Burgers equation on the
inequality (2). It is valid for solutions defined in arbitrary three-dimensional open
sets. Once the inequality (1) is proven, this theory for the Burgers equation will
serve as a model for a similar existence and regularity theory for the Navier-Stokes
equations.
In [6], Xie showed that the argument he used to prove (2) in [4, 5] carries over to
a proof of (1), except for his use of the maximum principle in proving that for every
point y in a smoothly bounded domain ;
   
G .; y/ 2  g .; y/ 2 3 ; (3)
L ./ L .R /

where G is the Green’s function for the Helmholtz operator  4 C; and g is
the corresponding fundamental singularity. Although he conjectured an analogous
Q
inequality for the spectral Stokes operator 4C; it has yet to be proven. However,
we have proven in [1], even for the spectral Stokes operator, that the ratio of the two
sides of (3) tends to 1 as  ! 1: This will suffice in place of (3) for the proof of
either (1) or (2), provided the relevant values of  tend to infinity. Xie’s argument
in [4, 5] involves a sequence fum g of finite sums of eigenfunctions. And his argument
in [6] for the Stokes operator involves an analogous sequence fum g, defined here in
Lemma 2.1 below. The values m of  that need to be considered provide a measure
of the regularity of the functions um ; which must be shown to become increasingly
singular. Specifically, what remains to be shown in this approach to the problem is
that
 
 Q 2 2
m
4u m  = krum k ! 1; as m ! 1: (4)
Xie’s Inequality 259

In this paper we take several new steps towards a proof of (4), furthering our
confidence that it will ultimately be proven, and along with it (1).
In Sect. 2, we will review the main steps already taken in attempting to generalize
the argument for (2), given in [4] and [5], to a proof of (1). These begin with the
results of Xie’s paper [6], which provide a complete proof of (1) modulo Xie’s
conjecture that an analogue of (3) holds for the Stokes equations. Then we state our
result from [1], which provides a means of circumventing Xie’s conjecture if our
conjecture (4), that m ! 1; can be proven.
In Sect. 3, we seek information about m by showing that it is a root of an
equation fm .; y; e/ D 0; numbered as (21) below. For a fixed point y and unit vector
e; the function fm .; y; e/ is an expression involving the first m eigenvalues of the
Stokes operator along with the projections e  'n .y/ of the associated eigenfunctions
'n : The functions fm .; y; e/ are shown to converge to a limit f1 .; y; e/ as
m ! 1: If it can be shown that f1 .; y; e/ < 0 for all   0; then the
desired conclusion (4) follows easily. Thus we are led to a further conjecture, that
f1 .; y; e/ < 0 for all   0: These results along with this new conjecture are
analogous to ones we have given in [2] for the Poisson problem. The conjectures,
for both the Stokes and Poisson problems, are formulated below as (27) and (28),
respectively. Even though (2) has been proven using (3), the conjecture (28),
like (27), remains unproven, and seems an appropriate model problem to consider in
trying to prove (27). The remainder of this paper concerns our attempt to prove (28).
The conjecture (28) concerns a function f1 .; y/ that is expressed in terms of the
eigenvalues and eigenfunctions of the Laplacian. In Sect. 4 we show that f1 .; y/
can also be expressed in terms of certain integrals of Green’s functions, and an
identity is proven for one of these integrals that greatly simplifies its evaluation.
In Sect. 5, we begin by using the results of Sect. 4 to prove that the inequality (28)
holds if  is a ball and y is its center. This is shown by a precise calculation, resulting
in a remarkable identity, (46) below. This result is then extended to centrally located
open subregions of points y within nearly spherical domains ; using the maximum
principle. It follows for such domains and points, that m ! 1 for the sequence
of functions considered in Xie’s proof of (2). We have every expectation that
these results are generic, for all smoothly bounded domains, and all points within
them, and for the Stokes operator as well as for the Laplacian. If confirmed, the
conjecture (4) and the inequality (1) will be proven, for all domains.
[4, 5], Xie showed that if  D R3 ; then the functions u .x/ D
 In ˛jxj
1e =˛ jxj satisfy sup juj2 D .1=2/ kruk k4uk for every ˛ > 0:
As ˛ ! 1; the functions u become increasingly singular at the origin, in that

k4uk2 = kruk2 ! 1; while becoming very small and nearly constant away
from the origin. Thus, if  is a domain with boundary, and the origin is interior to
; the functions u can be truncated near the boundary with arbitrarily small changes
in ; provided ˛ is large enough. This was the argument Xie used to prove that the
constant 1=2 in (2) cannot be improved, even for particular choices of : Xie also
showed, in [7], that this ˛-dependent family of functions u is unique (up to multiples
or shifts in position) in possessing the property of equalizing the two sides of (2).
That suggests that any function that nearly equalizes the two sides of (2) must be
close to one of these ˛-dependent functions. If the domain has a boundary, that will
260 J.G. Heywood

only be possible for large ˛ (to minimize the effects of truncation) and thus large :
It is this reasoning that led us to conjecture (4), and hope for a proof by contradic-
tion. Of course, the existence of this ˛-dependent family of functions also shows that
one must expect the proof of (4) to be quite subtle. Indeed, if  D R3 ; it provides
functions that equalize the two sides of (2) for which one has, not  ! 1; but
even  ! 0; by letting ˛ ! 0: Everything said in this paragraph carries over to the
Stokes equations, using results provided by Xie in [6] and [8]. In particular, in [8], an
˛-dependent family of functions u that equalizes the two sides of (1) was found and
proven to be unique, up to shifts in position, magnitude, and a choice of direction.

2 Background Results from [6] and [1]

We begin by reviewing the results of Xie’s paper [6]. He began by making two
reductions of the problem. First, it was shown that if the inequality (1) holds for
all smoothly bounded domains, with a fixed constant independent of the domain,
then it holds for all domains (meaning for arbitrary open sets). This was proved by
considering an expanding sequence of smoothly bounded domains.
The second reduction concerns eigenfunction expansions in smoothly bounded
domains. The orthonormal eigenfunctions f'n g and associated eigenvalues fn g of
the Stokes operator satisfy

Q n D n 'n ;
4' 'n j@ D 0 ; (5)

and linear combinations of the eigenfunctions are dense in J ./ and J0 ./ : Xie
showed that if (1) holds for every finite linear combination

X
m
um D cn ' n
nD1

Q 2 J ./ : The proofs

of the eigenfunctions, then it holds for all u 2 J0 ./ with 4u
of these reductions are elegant, but irrelevant to what follows.
Now let e denote an arbitrary three-dimensional unit vector. Clearly

sup juj2 D sup sup .e  u .y//2 : (6)

 y2 e

In attempting to prove (1), Xie went on to consider the ratio of its left to right sides,
beginning with the following lemma.
P
Lemma 2.1 For any fixed choice of y; e and m; let um D m nD1 cn 'n maximize

.e  um .y//2
R .y; e; mI c1 ;   ; cm /
 : (7)
Q 
krum k 4u m
Xie’s Inequality 261

Pm
among all functions of the form um D nD1 cn 'n Then

m 
.e  um .y//2 p X e  'n .y/ 2
  D 4 m (8)
Q  n C m
krum k 4u m nD1

where
 
 Q 2
4um 
m D : (9)
krum k2

To prove this, note first that R is smooth and homogeneous as a function of the
variables .c1 ;   ; cm / 2 R3 n f0g : Being homogeneous, it is constant along rays
from the origin, and thus assumes all of its values on any sphere about the origin.
Therefore it has a maximum and attains it at a point .c1 ;   ; cm / where R is smooth.
At such a point @R=@cn D 0; for n D 1;   m: With a bit of work these equations can
be reassembled to obtain (8).
In the next step, the terms summed on the right of (8) were identified as the
squares of the Fourier coefficients of a Green’s function. It was proven that:
Lemma 2.2 Let G .x; yI ; e/ be the Green’s function for the spectral Stokes
problem

.4  / G C rP D ı .x  y/ e; r  G D 0; Gj@ D 0: (10)

Then
Z 1
X 
e  'n .y/ 2
jG .x; yI ; e/j2 dx D : (11)
 nD1
n C 

Next, the rather complicated fundamental singularity g .x; yI ; e/ for the prob-
lem (10) was found explicitly and its square was integrated.
Lemma 2.3 The fundamental singularity g .x; yI ; e/ for the problem (10) satisfies
Z
1
jg .x; yI ; e/j2 dx D p : (12)
R3 12 

At this point in the corresponding argument for the Poisson problem, Xie
proved (3) using the maximum principle. Along with analogues of the preceding
lemmas, that completed the proof of (2). To circumvent this use of the maximum
principle, which is not available for the Stokes equations, we proved the following
lemma in [1].
262 J.G. Heywood

Lemma 2.4 There holds

R
jG .x; yI ; e/j2 dx
R 2
! 1; as  ! 1: (13)
R3 jg .x; yI ; e/j dx

We mention that the analogue of this for the scalar Helmholtz operator  4 C
is easily proven, because the fundamental singularity decays exponentially. But in
the case of the Stokes equations, g .x; yI ; e/ has terms that decay only like 1=r3 ;
considerably complicating the proof of (13).
Combining Lemmas 2.1–2.4, we have
m 
.e  um .y//2 p X e  'n .y/ 2
  D 4 m
Q  n C  m
krum k 4u m nD1

p Z
 4 m jG .x; yI m ; e/j2 dx

1
! ; (14)
3
provided m ! 1 as m ! 1; which is needed to apply Lemma 2.4 in the last step.
Since the left side of ( 14) increases with m; (14) implies the desired inequality (1).
Thus it only remains to show that m ! 1; as m ! 1.

3 An Equation fm .; y; e/ D 0 Satisfied by  D m

Due to the use of (3) rather than (13) in Xie’s proof of (2), the values of m
became irrelevant, and were even eliminated by cancellation. In trying to get some
information about them, we have discovered an equation that they satisfy. We will
now provide the full details of this for the Stokes operator, paralleling an analogous
argument we have given for the Laplacian in [2].
To determine m ; we reconsider the maximization of
2
P
m
cn e  'n .y/
.e  um .y//2
 
nD1
1=2 1=2 ; (15)
Q  P P
krum k 4u m
m m
n c2n 2n c2n
nD1 nD1

for fixed y; e and m; using the method of Lagrange multipliers. Since the function to
be maximized is a homogeneous function of the variables c1 ;   ; cm ; it is constant
on lines through the origin in the space of these variables. Thus, corresponding
to any maximizing point, there will be another, on the same line through the
Xie’s Inequality 263

origin, satisfying e  um .y/ D 1: Thus, we may revisit Lemma 2.1 above and
make this an additional condition to be satisfied by um : Henceforth we will assume
that Lemma 2.1 has been so modified. Hence the maximizing choice of um ; with
coefficients .c1 ;   ; cm / ; must minimize the denominator, or the square of the
denominator,
! m !
X
m X
2 2 2
f .c1 ;   ; cm /
n c n n c n (16)
nD1 nD1

subject to the constraint

X
m
g .c1 ;   ; cm /
cn e  'n .y/ D 1: (17)
nD1

Therefore there exists a Lagrange multiplier  such that

" #
X
m X
m
cn n 2k c2k C 2n k c2k D e  'n .y/ ; for n D 1;   ; m : (18)
kD1 kD1

Multiplying this by cn and summing over n; from 1 to m; one obtains

X
m
2f .c1 ;   ; cm / D cn e  'n .y/ D  :
nD1

To eliminate ; multiply this by e  'n .y/ ; getting

2e  'n .y/ f .c1 ;   ; cm / D e  'n .y/ ;

and substitute for the right side the left side of (18) to obtain
" #
X
m X
m
2e  'n .y/ f .c1 ;   ; cm / D cn n 2k c2k C 2n k c2k :
kD1 kD1

Solving this for cn gives

 
P
m P
m
2e  'n .y/ k c2k 2k c2k
kD1 kD1
cn D : (19)
P
m P
m
n 2k c2k C 2n k c2k
kD1 kD1
264 J.G. Heywood

Letting
 
 Q 2
Am D krum k2 and Bm D 4u m ;

(19) can be rewritten as

2e  'n .y/ Am Bm
cn D : (20)
Bm n C Am 2n

Lemma 3.1 The ratio m D Bm =Am is a root of the equation

X  
.e  'n .y//2 
m
fm .; y; e/
 1 D 0: (21)
nD1
. C n /2 n

Proof Square (20), multiply by n and sum to get

Pm .e  'n .y//2 n
Am D 4A2m B2m  2
nD1 Bm n C Am 2n
m .e  ' .y//2
 (22)
P m
D 4Am Bm n
2
:
nD1 .m C n / n

Similarly, square (20), multiply by 2n and sum to get

Pm .e  'n .y//2 2n

Bm D 4A2m B2m  2
nD1 Bm n C Am 2n
(23)
Pm .e  ' .y//2
D 4B2m n
2
:
nD1 .m C n /

Multiplying (23) by Am =Bm gives

X
m
.e  'n .y//2
Am D 4Am Bm : (24)
nD1
.m C n /2

Subtracting (24) from (22) and dividing by 4Am Bm gives the desired result,

X  
.e  'n .y//2 m
m
fm .m ; y; e/
 1 D 0: (25)
nD1
.m C n /2 n

The next lemma follows immediately from the definition of fm .; y; e/ :

Lemma 3.2 Each function fm .; y; e/ is negative on the interval 0   < 1 and
positive on the interval m <  < 1: Hence 1  m  m :
Xie’s Inequality 265

The next lemma follows immediately from the convergence of the series on the
right of (11).
Lemma 3.3 The infinite series

X1  
.e  'n .y//2 
f1 .; y; e/
 1 (26)
nD1
. C n /2 n

is uniformly and absolutely convergent for  in any bounded subinterval of Œ0; 1/ :

From these lemmas we reach the following conclusion.
Proposition 3.1 Consider a fixed point y of ; and a fixed unit vector e: Suppose
 
Q 
f1 .; y; e/ < 0 for all   0: Then the inequality je  u .y/j2  3 1
kruk 4u 
holds for every u 2 J0 ./ that has a square-integrable Stokes operator 4u: Q This
implies (1) if the hypothesis holds for every y 2 ; and every unit vector e:
Proof Since the sequence of functions fm .; y; e/ is uniformly convergent to the
negative function f1 .; y; e/ on every bounded subinterval of Œ0; 1/ ; the roots
of fm .; y; e/ are pushed out further and further to the right as m increases. Thus
m ! 1 as m ! 1; and this is all that remained to be shown at the end of the
previous section. The final conclusion (1) is reached remembering (6).
It follows from the preceding results that if the following conjecture is proven,
then the inequality (1) will be proven.
Conjecture 1 For every smoothly bounded three-dimensional domain ; and for
every y 2 ; and every unit vector e; we suspect that

X1  
.e  'n .y//2 
f1 .; y; e/
 1 < 0; for all  2 Œ0; 1/ : (27)
nD1
. C n /2 n

In trying to prove (27), we have looked again to the corresponding problem for
the Laplacian. Let fn g be the L2 -orthonormal eigenfunctions of the Laplacian 4;
satisfying  4 n D n n ; n j@ D 0: We will attempt to prove the following
conjecture as a model problem. If proven, it will provide a proof of (2) that is
independent of (3).
Conjecture 2 For every smoothly bounded three-dimensional domain ; and for
every y 2 ; we suspect that
1
X  
n2 .y/ 
f1 .; y/
 1 < 0; for all  2 Œ0; 1/ : (28)
nD1
. C n /2 n
266 J.G. Heywood

4 Green’s Function Formulation of f1 .; y/ < 0

The inequality (28) can be expressed in terms of Green’s functions. For a smoothly
bounded domain   R3 ; and arbitrary point of singularity y 2 ; the Green’s
functions for the Laplacian 4 and for the Helmholtz operator  4 C are
p
1 e r
G0 .x; y/ D C w0 .x; y/ and G .x; y/ D C w .x; y/ (29)
4r 4r

respectively, where r
jx  yj and the functions w0 .x; y/ and w .x; y/ satisfy
8 8
< 4w0 .; y/ D 0 < 4w .; y/ D w .; y/
p
1 and ˇ e r : (30)
: w0 .x; y/jx2@ D  : w .x; y/ˇ D
4r x2@ 4r

Lemma 4.1 For all y 2  and  2 Œ0; 1/ ;

Z
 2
f1 .; y/ D G .x; y/ G0 .x; y/ dx  2 G .; y/ : (31)


Proof Since n satisfies

. 4 C/ n D .n C / n ; n j@ D 0;

it can be represented using the Green’s function for the Helmholtz operator as
Z
n .y/ D G .x; y/ .n C / n .x/ dx:


It follows that the nth Fourier coefficient of G .; y/ is

Z
n .y/
D G .x; y/ n .x/ dx: (32)
 C n 

Hence, simply rearranging (28), we have

P
1 n2 .y/ P
1 n2 .y/
f1 .; y/ D 
. C n /2 nD1 . C n /2
n
nD1 
P1 n2 .y/ n2 .y/ P1 n2 .y/
D  2
 2
nD1 n . C n / . C n / nD1 . C n /
P 2 P 2
1 n .y/ 1 n .y/
D 2 2
 . C n / nD1 . C
RnD1 n  n / 2
D  G .x; y/ G0 .x; y/ dx  2 G .; y/ :

Xie’s Inequality 267

Lemma 4.2 For all x; y 2 ; there holds

Z
 G .z; y/ G0 .z; x/ dz D G0 .x; y/  G .x; y/ : (33)


Proof This identity is a representation of G0 .x; y/  G .x; y/ ; considered as a

function of x with y fixed, in terms of the Green’s function G0 for the Laplacian. For
fixed y and x ¤ y; it follows from (29) and (30) that the function G0 .x; y/G .x; y/
satisfies
 
 4 G0 .x; y/  G .x; y/ D G .x; y/ (34)

and vanishes on @: Thus we need only check that it is sufficiently regular to justify
the representation (33). In fact, the singularity of G0  G at x D y is not very
badp since the difference between the fundamental singularities, u .r/
1=4r 
e r =4r; satisfies
p
lim u .r/ D =4; (35)
r!0

2
 3
and is therefore continuous. Furthermore, u 2 Hloc R ; since it can be approxi-
mated by a sequence of functions
8
< u0 .1=n/  2 2 
u .1=n/ C n r 1 ; for r  1=n
un .r/
2n
: u .r/ ; for r  1=n ;
 
that belong to C1 R3 ;arepiecewise C2 in R3 ; and converge to u .r/ both pointwise
and in the norm of H 2 R3 : Thus, considering y as fixed, the functions gn .x; y/

 
un .r/ C w0 .x; y/  w .x; y/ admit the representation
Z
gn .x; y/ D  4 gn .z; y/ G0 .z; x/ dz ;


which converges to (33) as n ! 1:

Lemma 4.3 For all y 2 ; there holds
Z
1 w0 .y; y/  w .y; y/
G .x; y/ G0 .x; y/ dx D p C : (36)
 4  

Proof One obtains (36) from (33) as follows. First, replace G0 .x; y/ and G .x; y/
on the right of (33) by their component parts from (29), (30). Then take the limit
x ! y; remembering (35). Finally, relabel the integration variable z as x:
268 J.G. Heywood

Although not needed here, there is also a representation

Z
 G0 .z; y/ G .z; x/ dz D G0 .x; y/  G .x; y/ (37)


analogous to (33), but in terms

 of the Green’s function
 G : It can be proved directly
by noting that . 4 C/ G0 .x; y/  G .x; y/ D G0 .x; y/ ; for x ¤ y; or it
can be simply obtained as a corollary of (33) and the symmetry of G0 .x; y/ and
G .x; y/ :

5 Conditions That Ensure f1 .; y/ < 0 for All   0

We will consider two cases. First, we will take  to be a sphere and y to be its center.
In this case we can evaluate f1 .; y/ exactly, through an explicit computation
using (31) and (36). Then, appealing to the maximum principle, we will generalize
the argument to a somewhat wider class of domains and points, including some
non-spherical domains and some open regions of points y:

5.1 The Case of y Being the Center of a Spherical Domain

˚ 
Consider the spherical domain  D x 2 R3 W jxj < R and the point y D 0: Then
we can find G0 .x; 0/ and G .x; 0/ explicitly. Indeed,
p ! p p
1 e R
e r
 e r
w0 .x; 0/ D  and w .x; 0/ D  p p :
4R e R
e  R 4r
(38)
Setting
p !
e R
aD p
R
p ; (39)
e  e R

observe that
p
r
p p
e  e r 
w .0; 0/ D lim w .x; 0/ D a lim D a : (40)
x!0 r!0 4r 2
Xie’s Inequality 269

Combining (38) and (40) with (36), we have

Z
1 1 1
G .x; 0/ G0 .x; 0/ dx D p  Ca p : (41)
 4  4R 2 
 2
To compute 2 G .; 0/ ; we note that
p p p
e r e r
 e r
G .x; 0/ D a ;
4r 4r
and thus
 2
2 G .; 0/
p p p p !
R R e2 r 1  e2 r 2e
2 r
 2 C e2 r
D2 0  2a Ca 4r2 dr
16 2 r2 16 2 r2 16 2 r2
1 R R  2pr  p   p p 
D 0 e  2a 1  e2 r C a2 e2 r  2 C e2 r dr
2 " p p ! p p !#R
1 e2 r e2 r e 2 r
e 2 r
D  p  2a r C p C a2 p  2r  p
2 2  2  2  2 
p p p p 0
2 R 2 R 2 2 R
1e a 1e 2
aR C a R a e  e2 R
D p C p  C p :
4  2   4 
(42)

Substituting (41) and (42) into (31) gives

p p
1 1 1 1  e2 R a 1  e2 R
f1 .; 0/ D p  Ca p  p  p
4  4R p
2  p 4  2 
aR C a2 R a2 e2 R  e2 R
C  p
 4 p
 p p
1 1 C 2a e2 R aR C a2 R a2 e2 R  e2 R
D C p C  p :
4R 4   4 
(43)
p p
Multiplying by 4 ; setting  D R; and noting that

e 1 C e2 e
a
D and 1 C a D (44)
e  e e2  e2 e  e
270 J.G. Heywood

we obtain

p 1  
4 f1 .; 0/ D  C .1 C 2a/ e2 C 4a .1 C a/   a2 e2  e2

1  
D C .1 C 2a/ e2 C 4a .1 C a/   a 1 C e2

1
D C .1 C a/ e2 C 4a .1 C a/   a

1 e 4  e
D C C 
 e  e e  e e  e e  e
1 4 1 
D C 2
D C :
 
.e  e /  sinh2 
(45)
We conclude that f1 .; 0/ is negative for all   0; since sinh  >  for all
 > 0; and because we know from its definition in (28) that f1 .; 0/ < 0 for
0    1 : Thus we have proven the following proposition.
˚ 
Proposition 5.1 Let  D x 2 R3 W jxj < R and y D 0: Then the function
f1 .; 0/ is negative for all   0: Therefore, m ! 1 as m ! 1 in Xie’s proof
that ju .0/j2  2
1
kruk k4uk : Furthermore, we have proven a rather remarkable
identity for the eigenfunctions and eigenvalues of the Laplacian in a spherical
domain. The values of the eigenfunctions at the center of a sphere satisfy
1
X  
n2 .0/  1 R
4 1 D C p ; for all  2 Œ0; 1/ :
nD1
. C n /2 n R sinh2 R
(46)
Taking the limit of the right side as  ! 0; one easily finds that

lim 4f1 .; 0/ D R=3 :

!0

The graph of f1 .; 0/ has the appearance we expected. Taking a fixed value of R;
say R D 1; the graph of y D 4f1 .; 0/ is:
Xie’s Inequality 271

5.2 Some General Considerations for Arbitrary y in Arbitrary

Domains

Consider now an arbitrary bounded three-dimensional domain ; and an arbitrary

point y 2 : Without loss of generality, we may assume that˚ y D 30: Then choose

 and R˚ such that the concentric
 spherical domains   D x 2 R W jxj <  and
R D x 2 R3 W jxj < R satisfy     R : We will need not only the Green’s
functions G0 .x; y/ and G .x; y/ for the domain ; but also the corresponding
Green’s functions for  and R ; which will be denoted by G;0 and G; and
by GR;0 and GR; , respectively. It follows from the maximum principle that these
Green’s functions are everywhere positive and that in their common regions of
definition they satisfy G;0 .x; y/  G0 .x; y/  GR;0 .x; y/ and G; .x; y/ 
G .x; y/  GR; .x; y/ : Therefore (31) implies
Z
 2
f1 .; 0/  GR; .x; 0/ GR;0 .x; 0/ dx  2 G; .; 0/ : (47)
R

Letting
p ! p !
e R
e 
aD p
R
p and b D p p (48)
e  e R
e 
 e 

it follows from (47), (41), and the analogue of (42) with R replaced by ; that

f1 .; 0/
p p p
1 1  1  e2  b 1  e2 
 p  Ca  p  p
4  4R p
2 p
4  2 
2  2 
b C b2  b2 e e
C  p
 4 p
 p p
1 1 C 2b e2  b C b2  ab b2 e2   e2 
D C p C C p  p :
4R 4   2  4 
(49)

5.3 The Case of Concentric Spheres About y Satisfying

    R ; with R D 2

Let R > 0 be arbitrary, and let  D R=2: As above, a and b are defined by (48).
p
Setting  D R; we have again (44), and similarly

e=2 1 C e e=2

b
D and 1 C b D : (50)
e=2  e=2 e  e e=2  e=2
272 J.G. Heywood

Furthermore
e=2
aDb and
e=2 C e=2

e=2 e=2 C e=2 1
a  b D b =2  D : (51)
e C e=2 e=2 C e=2 e  e
p
Therefore, multiplying (49) by 4 ; we obtain
p
4 f1 .; 0/
1
  C .1 C 2b/ e C 4b .1 C b/ =2 C 2 .a  b/  b2 .e  e /

1
D  C .1 C 2b/ e C 4b .1 C b/ =2 C 2 .a  b/  b .1 C e /

1
D  C .1 C b/ e C 4b .1 C b/ =2 C 2 .a  b/  b
 (52)
1 e=2 4e=2 e=2 =2
D  C =2 C
 e  e=2 e=2  e=2 e=2  e=2
e=2
C2 .a  b/  =2
e  e=2
1 2 2
D C 2 C 
g ./ :
 =2
e e =2 e  e

To prove that f1 .; 0/ < 0 for all  > 0; we will show that g ./ < 0 for all  > 0:
To prove this, we need only show that

22 .e  e /

h ./
 .e  e / g ./ D  .e  e / C  2  2
e=2  e=2

is negative for all  > 0: And indeed it is, since

!
 22 .e  e /

lim  .e  e / C  2  2 D 0
!0 e=2  e=2

and
!
d   22 .e  e /
 .e  e / C  2  2
d e=2  e=2
e  2 2
D 2
e C 2e C 1 < 0 ; for all  > 0 :

.e  1/
p
Although the estimate (52) tends to zero as  D R ! 0; we know from the
definition of f1 .; 0/ that f1 .; 0/ < 0 for 0    1 : It follows that f1 .; 0/ <
0 for all   0: This concludes the proof of the following proposition.
Xie’s Inequality 273

Proposition 5.2 Let y be a point of  such that, for some R > 0; the ball of radius
R centered at y contains ; while the ball of radius R=2 centered at y is contained
in : Then the function f1 .; y/ is negative for all   0; and therefore m ! 1
as m ! 1 in Xie’s proof that ju .y/j2  21
kruk k4uk :
It is clear from this proposition that there will be many domains, of various
geometrical shapes, for which there will be interior open subregions of points y
such that f1 .; y/ is negative for all   0: The following corollary is an easily
proven example of this.
Corollary 5.1 If  is a sphere of radius R; then, for all points y within a distance
R=3 of its center, there holds f1 .; y/ < 0 for all   0:
Remark The argument used in proving Proposition 5.2, utilizing estimation by the
maximum principle between spherical domains, does not extend beyond the ratio
 D R=2: Experimenting numerically with R D 1 and  D 1=2:001; it only implies
that lim!0 f1 .; 0/  1:325 6  105 ; while we know that f1 .; 0/ < 0 for
0    1 ; for any domain.

References

1. J.G. Heywood, An alternative to Xie’s conjecture concerning the Stokes problem in nonsmooth
domains. Ann. Univ. Ferrara VII 46, 267–284 (2000)
2. J.G. Heywood, On a conjecture concerning the Stokes problem in nonsmooth domains, in
Mathematical Fluid Mechanics; Recent Results and Open Questions, ed. by J. Neustupa, P.
Penel. Advances in Mathematical Fluid Mechanics, vol. 2 (Birkhäuser, Basel, 2001), pp. 195–
206
3. J.G. Heywood, W. Xie, Smooth solutions of the vector Burgers equation in non-smooth domains.
Diff. Integr. Equ. 10, 961–974 (1997)
4. W. Xie, A sharp inequality for Poisson’s equation in arbitrary domains and its applications to
Burgers’ equation. Ph.D. Thesis, University of British Columbia, March 1991
5. W. Xie, A sharp pointwise bound for functions with L2 -Laplacians and zero boundary values on
arbitrary three-dimensional domains. Indiana Univ. Math. J. 40, 1185–1192 (1991)
6. W. Xie, On a three-norm inequality for the Stokes operator in nonsmooth domains, in The
Navier-Stokes Equations II: Theory and Numerical Methods. Lecture Notes in Mathematics,
vol. 1530 (Springer, Berlin, 1992), pp. 310–315
7. W. Xie, Integral representations and L1 bounds for solutions of the Helmholts equation on
arbitrary open sets in R2 and R3 . Diff. Integr. Equ. 8, 689–698 (1995)
8. W. Xie, Sharp Sobolev interpolation inequalities for the Stokes operator. Diff. Integr. Equ. 10,
393–399 (1997)
Bounded Analyticity of the Stokes Semigroup
on Spaces of Bounded Functions

Matthias Hieber and Paolo Maremonti

Dedicated to Prof. Y. Shibata on the occasion of his

60th-Birthday

Abstract Let   Rn , n  3, be an exterior domain with smooth boundary. It is

shown that the Stokes semigroup on L1

./ is a bounded analytic semigroup on this
space.

Keywords Bounded analytic semigroups • L1 -estimates • Maximum modulus

theorem • Stokes semigroup

Mathematics Subject Classification (2010). 35Q35, 35K90, 76D07

1 Introduction

Let   Rn , n  3, be an exterior domain with boundary of class Cm with m  3

and m > n=2. We consider the Stokes equation on  subject to Dirichlet boundary
conditions, i.e.
8
ˆ
ˆ @t u  u C ru D 0 in J  ;
<
div u D 0 in J  ;
(1)
ˆ uD 0 on J  @;
:̂
u.0/ D u0 in ;

M. Hieber ()
Fachbereich Mathematik, Schlossgartenstr. 7, 64289 Darmstadt, Germany
University of Pittsburgh, 607 Benedum Engineering Hall, Pittsburgh, PA 15261, USA
e-mail: [email protected]
P. Maremonti
Dipartimento di Mathematica, Via Vivaldi 43, 81100 Caserta, Italy
e-mail: [email protected]

© Springer Basel 2016 275

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_15
276 M. Hieber and P. Maremonti

with non decaying initial data u0 . Here, J WD .0; 1/ and u W J  ! Rn denotes the
velocity field and u W J   ! R the pressure of the associated fluid. The situation
p
of initial data u0 2 L
./ for 1 < p < 1 was considered by very many authors
and it is well known that in this case the Stokes equation admits a unique solution
p
u.t/ D T.t/u0 , where T denotes the Stokes semigroup on L
./ with generator
p
A D P. Here P denotes the Helmholtz projection L ./ ! L
./. It was shown
p
p
by Borchers and Sohr [5] that the Stokes semigroup on L
./ is a bounded analytic
semigroup of angle =2. The latter property has many consequences, for example
the construction of global, strong solution to the Navier-Stokes equations for initial
p
data being small in L
./ for p  n and also for weak solutions; see e.g [10, 11].
In this article we are interested in the situation where u0 2 L1 1

./. Here L
./ is
defined as
Z
L1
./ WD f f 2 L 1
./ W f  r'dx D 0 for all ' 2 W b 1;1 ./g;


where W b 1;1 ./ D f' 2 W 1;1 ./ with r' 2 L1 ./g. Note that the Helmholtz
`oc
projection introduced as above is no longer a bounded operator if p D 1 and
that also the Stokes operator needs to be defined in a different way, in this case.
It was proved recently by Abe and Giga in [1, 2] and by Abe et al. [3] by different
approaches that the Stokes operator associated to the above equation generates an
analytic semigroup T on L1
./ of angle =2. In addition, Maremonti showed in
[14] that T is a bounded semigroup on L1
./, i.e. there exists a constant M > 0
such that kT.t/kL.L1
.//
 M for all t > 0. It is the aim of this paper to show that,
similarly to the situation of 1 < p < 1, the semigroup T is a bounded analytic
semigroup on L1
./. Our result may be thus viewed as a certain extension of the
result by Borchers and Sohr for p 2 .1; 1/ to the case of p D 1. By saying that T
is bounded analytic semigroup, we mean that T admits a bounded analytic extension
to the sector † WD fz 2 Cnf0g W j arg zj < g for some  2 .0; =2/. For more
information on bounded analytic semigroups, we refer e.g. to [4]. Note, however,
that a bounded semigroup which is analytic is not necessarily a bounded analytic
semigroup. For example, let X D C and T.t/ D eit for t > 0. We remark that the
corresponding result for the half space RnC was already proved in [8]. Note, however,
that the usual localization procedure known for the case of Lp with p 2 .1; 1/
does not work for the case p D 1. Thus a different approach is needed. Roughly
speaking, our approach may be described as follows: we decompose the solution
.u; q/ of Eq. (1) as .u; u / D .z; 0/ C .v; v /, where .z; 0/ is the solution of the
Stokes problem on Rn with initial data uQ 0 and .v; v / is the solution of the Stokes
problem on .0; T/   with inhomogeneous boundary data z. By  z we mean the
restriction of the continuous function z on @. The strategy of our proof relies on
the real characterization of bounded analytic semigroups, i.e. we show that

sup ktAT.t/kL.L1

.//
< 1;
t>0
Bounded Analyticity of the Stokes Semigroup 277

where A denotes the generator of T. We show in particular that there exists a constant
M > 0 such that u given by u.t/ D T.t/u0 satisfies

ktu0 .t/kL1

./
 Mku0 kL1

./
; t > 0: (2)

Our first main result reads as follows.

Theorem 1.1 Let   Rn , n  3, be an exterior domain with boundary of class
Cm , where m  maxf3; n=2g and let T be the Stokes semigroup on L1

./. Then T
is a bounded analytic semigroup on L1

./.
Remark 1.2 The above theorem implies that there exist " > 0 and M > 0 such that

kR.; A/kL.L1

.//
 M;  2 †=2C" ; (3)

where A denotes the generator of the Stokes semigroup on L1

./ defined above.
Here R.; A/ D .  A/1 for all  2 %.A/ and %.A/ denoting the resolvent set
of A. As already mentioned above, the above estimates (3) generalizes to a certain
extend the corresponding estimates for p 2 .1; 1/ due to Borchers and Sohr [5] to
the situation of L1

./.

Let us now turn our attention to uniform L1 -estimates for rT.t/ or r 2 T.t/ with
respect to t > 0. Our second main result then reads as follows.
Theorem 1.3 Let T be the Stokes semigroup on L1

./. Then there exists a
constant M > 0 such that

t1=2 t
1
krT.t/kL.L1

.//
C kr 2 T.t/kL.L1

.//
 M; t > 0: (4)
t C1
2 tC1

Remark 1.4 Let us point out that the above estimate (4) is sharp in the following
sense: it is impossible to obtain estimates of the form

t˛ krT.t/kL.L1 .///  M; t > 0 or (5)

tˇ kr 2 T.t/kL.L1 .//  M; t > 0; (6)

for some ˛; ˇ > 0. In order to see this, we follow the arguments employed in
[14]. Note first that following e.g. [12], the solution u.t/ D T.t/u0 of the Stokes
problem (1) satisfies
n
kru.t/kLq ./  Mt 2p ku0 kLp
./ ; q  p  n; t > 0: (7)

Moreover, in [12], it is proved that estimate (7) is sharp, in the sense that for all
" > 0 and M > 0, there exists a u0 and t > 1 such that
n
kru.t/kLq ./ > Mt 2p " ku0 kLp ./ : (8)
278 M. Hieber and P. Maremonti

If (5) would be true for some for some ˛ > 0 and all

u0 2 fe u0 .x/j ! 0 for jxj ! 1g  L1

u0 2 C./ and je
./;

then, for all r 2 Œn; 1/; by the semigroup property of T

n
kru.t/kL1 ./  Ct˛ ku. 2t /kL1 ./  Ct˛ 2r ku0 kr ; t > 0; for all u0 2 Lr
./:

An application of the Riesz-Thorin theorem yields

1 1rp r pn
kru.t/kLq .˝/  Mt˛  2p ;
n
D ; D ; t > 0; (9)
q prn p rn
n
for all p 2 Œn; r. This contradicts the fact that t 2p is the sharp decay rate for t > 1
for krT.t/kL.Lp ./;Lq .//. Similarly, also the estimate for kr 2 TkL.L1 .// is sharp.
Indeed, it follows e.g. from Lemma 8.1 of [12] that

kr 2 u.t/kL n2 ./  Mt1 ku0 k n ; t > 0: (10)

L
2 ./

Again, if (6) would be true for some ˇ > 0, then, the same arguments give
n
kr 2 u.t/kLq ./  Mtˇ  2p ku0 kLp
./ ; 1
q
D 2 .rp/
p 2rn
; D r 2pn
p 2rn
; t > 0; (11)

for all p 2 Πn2 ; r. By interpolation we would obtain

1 1 ˇ
kru.t/kq  kr 2 u.t/kq2 ku.t/kq2  Mt 4q  2p  2 ku0 kLp
./ ;
n n
t > 0;

which for p 2 . nr.1Cˇ/

nC2ˇr ; r/, however, contradicts the optimal decay rate of ru.t/
given in (7).
The plan of this paper is as follows. We begin in Sect. 2 by collecting existence,
uniqueness and regularity results for the Stokes equation. Subsequentially, in Sect. 3,
we present the proofs of our main results, Theorems 1.1 and 1.3. For further
information regarding maximum modulus estimates for bounded domains and L1
estimates for the Stokes semigroup in the half space RnC we refer to [6] and [8, 16].

2 Results on the Stokes Equations: Existence, Uniqueness,

Regularity

We start this section with the following result due to Abe and Giga, saying in
particular that, for u0 2 L1

./ the solution of the Stokes equation (1) is governed
by an analytic semigroup on L1
./.
Bounded Analyticity of the Stokes Semigroup 279

Theorem 2.1 ([2, Theorem 1.5]) Let u0 2 L1

./. Then the Stokes equation (1)
admits a unique solution .u; rq/ 2 C2;1 ..0; T/C..0; T// for some T > 0
and there exists a constant C > 0, independent of u0 , such that

sup kN.u; q/k1 .t/  Cku0 k1 ;

0tT

where

N.u; q/.x; t/ D ju.t; x/j C tjut .t; x/j C t1=2 jru.t; x/j C tjr 2 u.t; x/j C tjrq.t; x/j;

for x 2  and t 2 .0; T.

For the rest of this chapter, we assume that the initial data u0 is smooth in the
following sense. More precisely, set

C./ WD fu 2 C./ \ L1

./ W u D 0 on @g;

and

C./ WD C./ \ C./:

We then assume in the following that u0 2 C./ \ C1 ./. In order to prove

Theorem 1.1 we decompose .u; q/ as

u D z C v; qu D z C v ;

where z is the solution of the following Stokes problem on Rn

8
< @t z  z D 0 in J  Rn ;
div z D 0 in J  Rn ; (12)
:
z.0/ D uQ0 in Rn ;

and where uQ0 is defined as the trivial extension by zero of u0 to Rn . Moreover, .v; v /
is defined as the solution of the problem
8
ˆ @t v  v C rv D
ˆ
<
0 in J  ;
div v D 0 in J  ;
(13)
ˆ vD  z on J  @;
:̂
v.0/ D 0 in ;

where z denotes the trace of z, where z is the solution of (12). We look for a solution
.v; v / of the form

v D w C F; v D w C P;
280 M. Hieber and P. Maremonti

where the pair .w; w / solves the equation

8
ˆ
ˆ @t w  w C rw D Ft C G in J  ;
<
div w D 0 in J  ;
(14)
ˆ wD 0 on J  @;
:̂
w.0/ D 0 in ;

and where F is a suitable extension of  z to J   defined precisely as well as G in

the following lemma.
Lemma 2.2 Let z be the unique solution of (12),  z.t/ be its trace on @ for all
t 2 J. Let p 2 .1; 1/ and k 2 N. Then there exists an extension F 2 C./ \ Ck ./
of  z on .0; T/   having compact support in  satisfying div F D 0 for all t > 0,
as well as the following properties:
(i) kDkt F.t/k1  Ctk ku0 k1 ; t > 0; k  0,
1
(ii) kDkt F.t/k1  CtkC 2 kru0 k1 ; t > 0; k  0,
(iii) F D rP C G on J   for some G 2 C2 ./ having compact support in ,
(iv) limt!0 kF.t/k1 D limt!0 tkFt .t/k1 D 0,
(v) kDkt G.t/k1  Ctk ; t > 0; k  0,
1
(vi) tkrFt .t/kp C tkD3t F.t/kp C krG.t/kp  Ct 2 ku0 k1 ; t > 0;
for some C > 0 independent of u0 .
For a proof of the above properties we refer to [14, Corollary 1 and 2]. We now
consider regularity properties of the inhomogeneous Stokes equation (14). To this
end, for  > 0, q 2 Œ1; 1 and .t; x; L; u0 / 2 RC  Rn  RC  L1 .Rn / we set
1
Mq .t; x; L; u0 / WD ku0 kLq .B.x;L// t 2q C ku0 k1 t=2 .L C t 2 / :
n

Then, by Maremonti [14, Theorem 5.4], the following result concerning the
inhomogenous equation (14) holds true.
Proposition 2.3 Let F and G as above, s 2 .1; 2/ and p 2 .1; 1/. Given T > 0,
p
there exist a unique w 2 C.Œ0; TI L
.// and a unique rw 2 Ls .0; TI Lp .// with
0
w 2 L .0; TI L .// solving Eq. (14). Moreover, for p 2 . n2
s p n
; 1/ and q 2 . n2 ; 1
there exists a constant C > 0 such that
2
X
t t j˛j t
kw0 .t/kp C . / 2 kD˛ w.t/kp C krw .t/kp
tC1 tC1 tC1
j˛jD0

 C sup Mq .t; ; L; u0 /; t > 0; L > 0:

2@

Moreover, tw0 ; w 2 C.Œ0; T/I Lp .// and limt!0 tkw0 .t/kp D limt!0 kw.t/kp D 0.
Bounded Analyticity of the Stokes Semigroup 281

We remark that Theorem 5.4. of [14] does not state explicitly the Lp -continuity of
tw0 and the related limit property; however both follow directly from the step 2 in
the proof of Theorem 5.4 of [14]. Next, for T > 0 we set e J D . 2t ; 1/ for t  T.
Consider then the initial boundary value problem
8
ˆ
ˆ @t e
w  e
w C r e wD Ftt C Gt in e
J  ;
<
div e
wD 0 in e
J  ;
(15)
ˆ e
wD 0 on e
J  @;
:̂
w. 2 / D
e t
0 in ;

where F and G are the same as in (14). Then the following holds.
Lemma 2.4 Assume that F and G are given as in Lemma 2.2 and let r; p 2 .1; 1/.
w 2 C.e
p
Then, given T > 0, there exist a unique e JI L
.// and a unique r e w 2
r e p 0 r e p
L .JI L .// with ew 2 L .JI L .// solving Eq. (15). Moreover, for p 2 . n2
n
; 1/
there exists C > 0 such that
2
X
s s j˛j s
w0 .s/kp C
ke . / 2 kD˛ e
w.s/kp C kr e
w .s/kp
sC1 sC1 sC1
j˛jD0

 Cs1 ku0 k1 ; s > t=2:

We only sketch a proof following the lines of [14]. In fact, taking into account
Lemma 2.2 (i) and (v) and following the arguments given in the third step of the
proof of Theorem 5.4 in [14], we obtain the estimate

t
ke ws .s/kp  Cs1 ku0 k1 ; s >
w.s/kp C ske ; (16)
2
for some C independent of u0 . The Lp -theory of the steady Stokes problem yields

t
kD2e
w.s/kp C kr e
w kp  C.ke
ws .s/kp C ke
w.s/kp /; s> : (17)
2
and as a consequence of estimate (16)

t
kD2e
w.s/kp C kr e
w kp  C.s
2
C s1 /ku0 k1 ; s> : (18)
2
Combining the Gagliardo-Nirenberg inequality with (16)–(18) we obtain
1 1 3 t
w.s/kp  CkD2e
kre w.s/kp2  C.s 2 C s1 /ku0 k1 ; s >
w.s/kp2 ke ; (19)
2
which finally proves the lemma.
Next, we state a result which was proved in [14], Theorem 6.1. To this end, for
% > d WD diam Rn n set % WD  \ B.0; %/.
282 M. Hieber and P. Maremonti

Proposition 2.5 Let u0 2 C./ \ C1 ./ and let .u; u / be the solution to equation
(1). Then, for p 2 . n2
n
; 1/; q 2 . n2 ; 1 and % > d there exists a constant C > 0
such that
2
X
t t j˛j
kut .t/kLp .% / C . / 2 kD˛ u.t/kLp .% / 
tC1 tC1
j˛jD0

C sup Mq .t; y; L; u0 /; t > 0; L > 0: (20)

y2B.0;%/

Moreover, limt!0 ku.t/  u0 k1 D 0 and for  2 .0; 12 / there exists a constant C > 0
such that
t 1
. / 2 C ju .t; x/j
tC1
 C sup Mq .t; y; L; u0 /.1 C jxj/2n ; .t; x/ 2 .0; T/  ; L > 0: (21)
y2B.0;%//

The constant C is independent of t; L and u0 . In addition,


.u; u / 2 C2; ./  C1; ./ and ut ; r 2 u 2 C0; 2 ..0; T/  /:

We finally recall from Maremonti [13] Theorem 3.2 a results concerning the
Stokes initial boundary value problem
8
ˆ
ˆ @t u  u C ru D 0 in J  ;
<
div u D 0 in J  ;
(22)
ˆ uD 0 on J  @;
:̂
.u.0/; '.0// D . 0 ; '/ ' 2 C0 ./

for 0 2 C01 ./. Denote by J 1;p ./ the completion of C0 ./ with respect to the
W 1;p -norm.
Proposition 2.6 Let 0 2 C01 ./,  > 0 and q 2 .1; 1/. Then Eq. (22) admits a
unique solution . ;  / satisfying

2 C.Œ0; T/I Lq
.// \ Lq .; TI W 2;q ./ \ J 1;q .// and
r ; t 2 Lq .; TI Lq .//:

Moreover, for q 2 .1; 1 there exists a constant C > 0, independent of u0 , such that

1 n 1
k .t/kq  Ck 0 k1 t ; t > 0; 1 D .1  /;
2 q
2
k t .t/kq  Ck 0 k1 t ; t > 0; 2 D 1 C 1

In addition, limt!0 . .t/; '/ D . 0 ; '/ for any ' 2 C0 ./.

Bounded Analyticity of the Stokes Semigroup 283

For the duality arguments in the following chapter we also use the following lemma
which can be found in [14].
p p0
Lemma 2.7 Let be v 2 C.Œ0; T/I L
.//, 2 C.Œ0; T/I L
.// and 0 2 C0 ./.
Assume that limt!0 . .t/; '/ D . 0 ; '/ for all ' 2 C./. Then,

lim .v.t  "/; ."// D .v.t/; 0 /; t 2 .0; T/:

"!0

3 Proof of the Main Results

We subdivide the proof of Theorem 1.1 into three steps.

Step 1: The case of smooth initial data, i.e. u0 2 C./ \ C1 ./.
Taking into account Theorem 2.1 we only have to prove the estimate (2) for
arbitrary t > T. To this end, note first that the solution z of the Stokes problem
on Rn satisfies
C
kz0 .t/k1  ku0 k1 ; t > 0: (23)
t

for some C > 0 since z.t/ D et uQ0 . Secondly, Lemma 2.2 implies that

C
kF 0 .t/k1  ku0 k1 ; t > 0: (24)
t
It thus remains to prove

kw0 .t/k1  Ct1 ku0 k1 for all t > T:

To this end, we multiply the first equation of (14) by t and differentiate then with
respect to t. We then obtain the equation
8
ˆ .tw/tt  .tw/t C .trw /t D .tFt  tG/t C wt in J  ;
ˆ
<
div w D 0 in J  ;
(25)
ˆ wD 0 on J  @;
:̂
w.0/ D 0 in :

We continue by considering the solution . ;  / to problem (22) with initial

data 0 2 C01 ./. Its existence is ensured by Proposition 2.6. We then multiply
the first equation of (25) by .t  / for  2 .0; t/ and t > T and integrate
by parts on .0; t/  . By virtue of Lemma 2.7 and taking into account that
284 M. Hieber and P. Maremonti

lims!0 kw.s/kp D lims!0 skw0 .s/kp D 0, the following integral relation holds:
Z Z
t
@ t
@
.twt .t/; 0/ D . .F .//; .t  //d C . .G.//; .t  //d
0 @ 0 @
Z t
C .w ./; .t  //d  .w.t/; 0 /:
0

Lemma 2.2 (ii) implies that limt!0 t.Ft .t/; .t  // D 0 and Proposition 2.3
yields limt!0 kw.t/kp D 0. Thus, integrating by parts yields
Z tT=2 Z tT=2
j.twt .t/; 0 /j  j.F ./;  .t  //jd C j.w./;  .t  //jd
0 0
T
Cj.t  /.Ft ..t  T=2/; .T=2//j C j.w.t  T=2/; .T=2//j C j.w.t/; 0 /j
2
Z t Z t
@ @
C j. .G.//; .t  //jd C j. .F .//; .t  //jd
0 @ tT=2 @
Z t 8
X
C j.w ./; .t  //jd DW Ii .t/:
tT=2 iD1

Let us start with estimating the term I1 CI2 . By Lemma 2.2 (i) and Proposition 2.3

kF ./k1 C kw./kp  Cku0 k1 ; t > 0:

Further, since F has compact support, Hölder’s inequality with r 2 .1; n2 / and r0
its conjugate exponent as well as Proposition 2.6 yield
Z tT=2
I1 .t/ C I2 .t/  Cku0 k1 k  .t  /kr0 d  Cku0 k1 k 0 k1 ; t > T;
0

for some C
C.T/ > 0. Next, estimating the terms I3 and I4 similarly as above,
we obtain

I3 .t/ C I4 .t/  Cku0 k1 k .T=2/kr0  Cku0 k1 T  2r k

n
0 k1 t > T;

for some C
C.T/ > 0. Concerning I5 , note that Proposition 2.3 together with
Sobolev’s embedding ensures that kw.t/k1  C.t1 C 1/k 0 k1 . Hence,

I5 .t/  kw.t/k1 k 0 k1  C.t1 C 1/ku0 k1 k 0 k1 ; t > 0:

Bounded Analyticity of the Stokes Semigroup 285

Next, splitting the integral at T=2 we obtain by Hölder’s inequality

Z Z
tT=2
@ t
@
I6 .t/D j. .G.//; .t  //jd C j. .G.//; .t  //jd
0 @ tT=2 @
Z tT=2
@
 k .G.//k1 k .t  /k1 d C
0 @
Z t
@
k .G.//kp k .t  /kp0 d:
tT=2 @

Choosing p > n
2
and employing Lemma 2.2 (v) we obtain

I6 .t/  Cku0 k1 k 0 k1 ; t > T;

for some C
C.T/ > 0. Finally, we turn our attention to I7 and I8 . Since F
has compact support, choosing p > n=2 and using Hölder’s inequality as well as
Proposition 2.3 we obtain
Z t
@
I7 .t/ C I8 .t/  C k .F .//kp k .t  /kp0 d C
tT=2 @
Z t
kw ./kp k .t  /kp0 d
tT=2
n
 C.T 1 C 1/T 1 2p ku0 k1 k 0 k1 ; t > T:

Summing up, we deduce that given T > 0 there exists a constant C.T/ > 0 such
that

tkwt .t/k1  C.T/ku0 k1 ; t > T; (26)

with C.T/ independent of u0 . Finally, combining the estimates (23), (24) with
estimate (26), we see that

C.T/
kut k1 D kzt C Ft C wt k1  ku0 k1 ; t > T: (27)
t

Step 2: The case of u0 2 L1

./
We start the second step with an approximation result due to Abe and Giga, see
[2], Lemma 5.1.
Lemma 3.1 Let  be an exterior domain with Lipschitz boundary. Then, for u 2
L1 1

./, there exists a sequence .um /  C ./ \ C./ and a constant C > 0,
independent of u, such that

kum k1  Ckuk1 ; m 2 N;
286 M. Hieber and P. Maremonti

and um ! u a.e. in . In particular,

kum  ukLp .% / D 0

for p 2 Œ1; 1/ and  > 0.

Assume now that u0 2 L1 1

./ and let .u0 /  C./ \ C ./ be a sequence
m

converging to u0 a.e. in  according to Lemma 3.1. By Proposition 2.5 there exists

a sequence of solutions .um ; um / to Eq. (1) enjoying the estimates (27) and (21). The
estimate (20) implies further that for all q 2 . n2 ; 1/ and all % > d D diam Rn n ,

2
X
t t j˛j
kukt .t/  um .t/kLp . / C
% . / 2 kD˛ uk .t/  D˛ um .t/kLp .% /
tC1 t
tC1
j˛jD0

 C sup Mq .t; y; L; uk0  um

0 /; t > 0; L > 0:
B.0;%/

Moreover, by (21), for each  2 .0; 12 /

1
j k .t; x/   m .t; x/j  C.t 2  C 1/ sup Mq .t; y; L; uk0  um
0 /.1 C jxj/
2n
;
B.O;e
%/

with C independent of k; m 2 N and L. Following [14] we then see that

(i) for all Œ; T0   .0; T/ and all compact %  , .um / is a Cauchy sequence in
C.Œ; T0   % /,
(ii) for all t > 0 and all  > 0, .um / is a Cauchy sequence in W 2;p .% / and .um
t / is
a Cauchy sequence in Lp .% /,
(iii) . m / is a Cauchy sequence in C..0; T/  /.
Taking the limit with respect to the above family of seminorms yields that the limit
.u; u / satisfies Eq. (1). Moreover, ut is a Hölder continuous function in space and
in time. Thus, the estimate (2) follows from the estimate (27) proved for smooth
data. Indeed, since the sequence .um t / converges in L .% / for all t > 0, we find
p
mk
a subsequence .ut / converging to ut .t; x/ for a.e. .t; x/ 2 ftg  . Hence, by
estimate (27)

jut .t; x/j  jut .t; x/  um

t .t; x/j C jut .t; x/j
k mk

1
 jut .t; x/  um
t .t; x/j C Ct ku0 k1 :
k

Thus, we deduce (2) by letting mk ! 1 for such .t; x/. Finally, since ut is Hölder
continuous in x, we may extend the latter estimate pointwise.
Step 3: Bounded analyticity of T
For u0 2 L1
./ let T.t/u0 WD u.t/, where .u; / is the solution of the Stokes
equation (1). Then T is the semigroup on L1

./ and we denote its generator by
Bounded Analyticity of the Stokes Semigroup 287

A. Taking into account Steps 1 and 2, it follows from Corollary 3.7.12 of [4] that
fz 2 C W Rez > 0g  %.A/ and that

sup kR.; A/kL.L1

.//
< 1:
Re>0

Thus, there exists ı > 0 and M > 0 such that

kR.; A/k  M;  2 †=2Cı : (28)

Thus A generates a bounded analytic semigroup on L1

./. The proof of
Theorem 1.1 is complete.
In order to prove Theorem 1.3 consider the time derivative of .w; w /, which
by (14) then is a solution of
8
ˆ
ˆ @ss w  ws C rws D Fss C Gs in e
J  ;
< e
div ws D 0 in J  ;
(29)
ˆ ws D 0 on eJ  @;
:̂
ws . 2t / D wt . 2t / on f 2t g  :

We are looking for a solution of this problem in the form

t
ws .s/ D e
w.s/ C b
w.s/; w .s/ D wQ .s/ C b .s/ ; s > ; (30)
w 2

where the pair .e

w; wQ / is the solution of problem (15) and .b
w; b
w
/ is the solution
of the following problem
8
ˆ
ˆ @sb
w  b
w C rb D0 in e
J  ;
< w
div b
wD 0 in e
J  ;
(31)
ˆ b
wD 0 on e
J  @;
:̂
w. 2t / D wt . 2t /
b on ftg  :

The Lp -theory for the Stokes problem (see e.g. [5, 10, 12, 15]) combined with
estimate (26) for the initial data ut . 2t / yields for p > n

t t t
.s  /1 krb
w.s/kp  Ckwt . /kp  Ct1 ku0 k1 ; s > ; (32)
2 2 2
(
1
if s 2 . 2t ; 2t C 1/;
for some C > 0 and 1 D 2n By (30), (19) and (32) we
2p if s  2 C 1 :
t

obtain
t t
krws .s/kp  c.s  /1 t1 ku0 k1 ; s > : (33)
2 2
288 M. Hieber and P. Maremonti

Considering problem (14) as a stationary Stokes boundary value problem with

data Ft C G  wt , we obtain via well known estimates in exterior domains for the
Stokes problem (see [9])
 
kD3 w.s/kp C kD2 w kp  C krws .s/kp C krFs .s/kp C krG.s/kp C kw.s/kp

provided s > 2t . Now, combining Lemma 2.2 (vi) with Lemma 2.4 for kw.s/kp
and with (33) for krw.s/kp , respectively, yields

t 3 t
kD3 w.s/kp  CŒ.s  /1 t1 C s 2 C s1 C 1ku0 k1 ; s > : (34)
2 2
By virtue of the Gagliardo-Nirenberg inequality for non-homogeneous boundary
values, see [7], and assuming p > n, we get

n C 2p
kD2 w.s/k1  CkD3 w.s/kap kw.s/kp1a ; a D :
3p

Hence, employing estimates (34) and Lemma 2.4 for kw.s/kp and also assuming
s D t we see that

kD2 w.t/k1  C.tı C 1/ku0 k1 ; t  T

for some ı > 0. Since the solution of the Stokes problem (1) is given by u D
z C F C w and by virtue of estimate Lemma 2.2 (vi), we deduce that

kD2 u.t/k1  C.tı C 1/ku0 k1 ; t  T:

Taking into account Theorem 2.1 by Abe and Giga, this completes the proof
of Theorem 1.3 for the second derivatives. We finally note that the case of first
derivatives follows by means of the interpolation.

References

1. K. Abe, Y. Giga, Analyticity of the Stokes semigroup in spaces of bounded functions. Acta
Math. 211, 1–46 (2013)
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3. K. Abe, Y. Giga, M. Hieber, Stokes resolvent estimates in spaces of bounded functions. Ann.
Sci. Éc. Norm. Supér. 48, 537–559 (2015)
4. W. Arendt, C. Batty, M. Hieber, F. Neubrander, in Vector-Valued Laplace Transforms and
Cauchy Problems. Birkhauser Monographs in Mathematics, vol. 96, 2nd edn. (Birkhäuser,
Basel, 2012)
5. W. Borchers, H. Sohr, On the semigroup of the Stokes operator for exterior domains in Lq -
spaces. Math. Z. 196, 415–425 (1987)
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6. T. Chang, H. Choe, Maximum modulus estimates for the solution of the Stokes equation. J.
Differ. Equ. 254, 2682–2704 (2013)
7. F. Crispo, P. Maremonti, An interpolation inequality in exterior domains. Rend. Semin. Mat.
Univ. Padova 112, 11–39 (2004)
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1, 115–142 (2001)
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edn. (Springer, New York, 2011)
10. Y. Giga, H. Sohr, Abstract Lp -estimates for the Cauchy problem with applications to the Navier-
Stokes equations in exterior domains. J. Funct. Anal. 102, 72–94 (1991)
11. T. Kato, Strong Lp -solutions of the Navier-Stokes equations in Rm , with applications to weak
solutions. Math. Z. 187, 471–480 (1984)
12. P. Maremonti, V.A. Solonnikov, On nonstationary Stokes problem in exterior domains. Ann.
Sc. Norm. Sup. Pisa 24, 395–449 (1997)
13. P. Maremonti, A remark on the Stokes problem with initial data in L1 . J. Math. Fluid Mech.13,
469–480 (2011)
14. P. Maremonti, On the Stokes problem in exterior domains: the maximum modulus theorem.
AIMS J. A 34, 2135–2171 (2014)
15. Y. Shibata, R. Shimada, On a generalized resolvent estimate for the Stokes system with Robin
boundary conditions. J. Math. Soc. Jpn. 59, 469–519 (2007)
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with initial data nondecreasing at infinity. J. Math. Sci. 114, 1726–1740 (2003)
On the Weak Solution of the Fluid-Structure
Interaction Problem for Shear-Dependent Fluids

Anna Hundertmark, Mária Lukáčová-Medvid’ová, and Šárka Nečasová

Abstract In this paper the coupled fluid-structure interaction problem for in-
compressible non-Newtonian shear-dependent fluid flow in two-dimensional time-
dependent domain is studied. One part of the domain boundary consists of an elastic
wall. Its temporal evolution is governed by the generalized string equation with
action of the fluid forces by means of the Neumann type boundary condition. The
aim of this work is to present the limiting process for the auxiliary .; "; k/-problem.
The weak solution of this auxiliary problem has been studied in our recent work
(Hundertmark-Zaušková, Lukáčová-Medvid’ová, Nečasová, On the existence of
weak solution to the coupled fluid-structure interaction problem for non-Newtonian
shear-dependent fluid, J. Math. Soc. Japan (in press)).

Keywords Existence of weak solution • Fluid-structure interaction • Hemody-

namics • Non-Newtonian fluids • Shear-thickening fluids • Shear-thinning fluids

1 Problem Definition

The problem of a fluid interaction with a moving or deformable structure is

important in many applications like biomechanics, hydroelasticity, aeroelasticity,
sedimentation, modeling of blood flow, etc. We consider a two-dimensional fluid
motion governed by the momentum and the continuity equation

@t v C  .v  r/ v  div C r D 0; div v D 0; (1)

with  denoting the constant density of fluid, v D .v1 ; v2 / the velocity vector,  the
pressure and  the shear stress tensor.

A. Hundertmark • M. Lukáčová-Medvid’ová
Institute for Mathematics, Johannes Gutenberg University, Staudingerweg 9, Mainz, Germany
e-mail: [email protected]; [email protected]
Š. Nečasová ()
Academy of Sciences of Czech Republic, Žitná 25, Praha, Czech Republic
e-mail: [email protected]

© Springer Basel 2016 291

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_16
292 A. Hundertmark et al.

Let us first specify the shear-dependent fluids that will be considered in this paper.
We assume that
1
 D .e.v// D 2.je.v/j/e.v/; where e.v/ D .rv C rvT /
2
is the symmetric deformation tensor. Moreover we assume that there exists a
potential U 2 C2 .R22 / of the stress tensor , such that for some 1 < p <
1; C1 ; C2 > 0 we have for all ;  2 R22
sym and i; j; k; l 2 f1; 2g, cf. [11]

@U./ @U.0/
D  ij ./; U.0/ D D 0; (2)
@ij @ij
@2 U./
mn rs  C1 .1 C jj/p2 jj2 ; (3)
@mn @rs
ˇ 2 ˇ
ˇ @ U./ ˇ
ˇ ˇ
ˇ @ @ ˇ  C2 .1 C jj/ :
p2
(4)
ij kl

One particular example satisfying the above properties is a stress tensor, which
contains shear-dependent viscosity obeying the power-law model, cf. [8, 11, 12, 16]
p2
.je.v/j/ D .1 C je.v/j2 / 2 p > 1: (5)

For p < 2 the viscosity is a decreasing function of the shear rate, i.e., shear-thinning.
For p > 2 we have shear-thickening property and this model is an analogy of the
so-called Ladyzhenskaja’s fluid; for p D 3 it yields the Smagorinskij model of
turbulence. In numerical simulations presented in our recent papers [8, 10] the
shear-thinning model of Carreau has been used in order to model blood flow in
compliant vessels. For the simplicity of presentation we will consider here only the
case of shear-thickening fluids, i.e. p  2. The generalization for shear-thinning
fluids may be done in an analogous way as here, using an appropriate techniques for
shear-thinning fluids, see results of Diening, RVužička and Wolf [5, 15].
The two-dimensional deformable computational domain

..t//
f.x1 ; x2 /I 0 < x1 < L; 0 < x2 < R0 .x1 / C .x1 ; t/g ; 0 < t < T

is given by a reference radius function R0 .x1 / and the unknown free boundary
function .x1 ; t/ describing the domain deformation. The fluid and the geometry
of the computational domain are coupled through the following Dirichlet boundary
condition on the deformable part of the boundary w .t/

@.x1 ; t/
v.x1 ; R0 .x1 / C .x1 ; t/; t/ D 0; ; (6)
@t
Weak Solution of the FSI Problem for Shear-Thickening Fluids 293

where w .t/ D f.x1 ; x2 /I x2 D R0 .x1 / C .x1 ; t/; x1 2 .0; L/g. The normal
component of the fluid stress tensor Tf n and the outside pressure Pw provide the
forcing terms for the boundary displacement , that is modeled by the generalized
string equation:

@2  @2  @5  @2 R0 g h Q i
Qw I nQ  e2 on w0 :
 a C b C c  a D T C P (7)
@t2 @x12
@t@x14
@x12 Q
E
f

Here w0 WD w .t/jtD0 , Œ.TQ f C PQw I/n.Q

Q x/ D Œ.Tf CPw I/n.x/; x 2 w .t/; xQ 2 w0 and
Tf D   I. Moreover, n; nQ denote the unit outward normals on wp .t/; w0 , respec-
.R0 C/ 1C.@x1 .R0 C//2
tively and njnj D .@x1 .R0 C /; 1/T . The coefficient g D p
R0 1C.@x1 R0 /2
arises from the transformation from the Eulerian frame of the fluid forces into the
Lagrangian formulation of the string.
Equation (7) is equipped with the following boundary and initial conditions

@
.0; t/ D x1 .0; t/ D .L; t/ D x1 .L; t/ D .x1 ; 0/ D .x1 ; 0/ D 0: (8)
@t

Q a; b; c appearing in (7) are given as follows [8],

Positive coefficients E;

j
z j E
EQ D w „; aD  2 2 ; b D .R0 C /R0 ; c > 0;
1 C @R
@x1
0

where E is the Young modulus, „ the wall thickness, w the density of the vessel
wall tissue, the coefficient c D =.w „/,  positive constant. j
z j D G is the
longitudinal stress,  D 1 is the Timoshenko’s shear correction factor and G is
the shear modulus, equal to G D E=2.1 C
/ with
D 1=2 for incompressible
materials. Note that the coefficients a; b are non-constant, however, according to
the assumption (16) below they are upper- and down-bounded. In what follows, we
E
linearize the term b D .R0 C/R 0
by  ER2 and for the sake of simplicity we work with
w 0
constant coefficients a; b; c.
Equation (7) can be transformed as follows.
 
@2  @2  @5  @2 R0
E  a 2 C b C c  a 2 .x1 ; t/ D
@t2 @x1 @t@x41 @x1
h i
 Tf njnj  e2  Pw .x1 ; R0 .x1 / C .x1 ; t/; t/; (9)

p
x1 2 .0; L/. Here E D EQ 1 C .@x1 R0 /2 . We assume that E is bounded.
294 A. Hundertmark et al.

We complete the system (1) with the following boundary and initial conditions:
on the inflow part of the boundary, which we denote in , we set

@v1 
v2 .0; x2 ; t/ D 0; 2.je.v/j/   C Pin  jv1 j2 .0; x2 ; t/ D 0 (10)
@x1 2

for any 0 < x2 < R0 .0/, 0 < t < T and for a given function Pin D Pin .x2 ; t/. On the
opposite, outflow part of the boundary out , we set

@v1  2
v2 .L; x2 ; t/ D 0; 2.je.v/j/   C Pout  jv1 j .L; x2 ; t/ D 0 (11)
@x1 2

for any 0 < x2 < R0 .L/, 0 < t < T and for a given function Pout D Pout .x2 ; t/. Note
that we require that the so-called kinematic pressure is prescribed on the inflow
and outflow boundary. This implies that the fluxes of kinetic energy on inflow and
outflow boundary will disappear in the weak formulation. Finally, on the remaining
part of the boundary, c , we set the flow symmetry condition

@v1
v2 .x1 ; 0; t/ D 0 ; .je.v/j/ .x1 ; 0; t/ D 0 (12)
@x2

for any 0 < x1 < L, 0 < t < T. The initial conditions read

v.x1 ; x2 ; 0/ D 0 for any 0 < x1 < L; 0 < x2 < R0 .x1 /: (13)

The problem defined in (1)–(13) is a generalization of the problem for Newtonian

fluid previously studied by Filo and Hundertmark in [6, 17]. Here the original
generalized string model of Quarteroni [13], Quarteroni and Formaggia [14] with
a regularization term txx has been used. The iterative process with respect to the
domain deformation, cf. item 3 below and Sect. 4, has been be completed only for
the .; "/-approximation of the original problem and the convergence with respect
to domain deformation was an open problem. In the present paper, similarly as in
[4], we use a modified model for the structure equation having a viscoelastic term
txxxx . For this model we show global existence in time of weak solution of unsteady,
fully coupled fluid-structure problem. The existence result holds until a contact
of the elastic boundary with a fixed boundary part. The question of existence of
weak solution of fully coupled fluid-structure interaction problem with the original
Quarteroni’s generalized string model for generalized Newtonian fluids is still an
open problem.
The main result of this paper is formulated in Theorem 1.2. For the existence
proof a suitable approximation of the problem (1)–(13), see Sect. 2, is constructed.
1. "-approximation (22): the space of solenoidal functions on a moving domain is
approximated by the artificial compressibility approach,
Weak Solution of the FSI Problem for Shear-Thickening Fluids 295

2. -approximation (20), (21): the boundary conditions (6)–(7) has been splitted
and the deformable boundary becomes semi-pervious for  < 1,
3. h-approximation: the domain deformation is assume to be given by a suffi-
ciently smooth function ı.x1 ; t/; the weak formulation on a deformable domain
.ı.t// DW .h.t// is transformed to a reference domain D D .0; L/  .0; 1/
using the known radius h WD R0 C ı, see (23).
Letting " ! 0,  ! 1 and finally the fixed point procedure for the domain
deformation complete the proof. In [9] the above fluid-structure interaction problem
has been studied and the existence of weak solution for fixed parameters ; " and
given deformation ı, such that h D R0 C ı, i.e., to the .; "; h/-approximation of
the problem (1)–(13) has been proven in details. In this work we only present the
limiting processes for " ! 0;  ! 1 and the fixed point procedure with respect to
the domain deformation regarding the geometric nonlinearity of our problem.

1.1 Weak Formulation

In this section our aim is to present the weak formulation of the problem (1)–(13).
Assuming that  is enough regular (see below) and taking into account the results
from [4] we can define the functional spaces that gives sense to the trace of velocity
from W 1;p ...t/// and thus to define the weak solution of the problem. We assume
that R0 2 C02 .0; L/.
Definition 1.1 (Weak Formulation) We say that .v; / is a weak solution of (1)–
(13) on Œ0; T/ if the following conditions hold
– v 2 Lp .0; TI W 1;p ...t//// \ L1 .0; TI L2 ...t////,
–  2 W 1;1 .0; TI L2 .0; L// \ H 1 .0; TI H02 .0; L//,
– ˇ v D 0 a.e. on ..t//,
div ˇ
– vˇw .t/ D .0; t / for a.e. x 2 w .t/; t 2 .0; T/, v2 ˇin [out [c D 0,

Z Z n @vj o
X 2
T
@'
 v  C 2.je.v/j/e.v/e.'/ C  vi ' dx dt
0 ..t// @t i;jD1
@xi j
Z Z R0 .L/  
T

C jv1 j2 '1 .L; x2 ; t/ dx2 dt
Pout  (14)
0 0 2
Z T Z R0 .0/  

 Pin  jv1 j2 '1 .0; x2 ; t/ dx2 dt
0 0 2
Z TZ L
@2 R0
C Pw '2 .x1 ; R0 .x1 / C .x1 ; t/; t/  a 2  dx1 dt
0 0 @x1
Z TZ L
@ @ @3  @2  @ @
C  Cc 2 2
Ca C b  dx1 dt D 0
0 0 @t @t @x 1 @t @x 1 @x 1 @x1
296 A. Hundertmark et al.

for every test functions

'.x1 ; x2 ; t/ 2 H 1 .0; TI W 1;p ...t//// such that (15)

div ' D 0 a.e on ..t//;
ˇ ˇ ˇ
'2 ˇw .t/ 2 H 1 .0; TI H02 .w .t///; '2 ˇin [out [c D '1 ˇw .t/ D 0 and
.x1 ; t/ D E '2 .x1 ; R0 .x1 / C .x1 ; t/; t/:

Theorem 1.2 (Main Result: Existence of a Weak Solution) Let p  2.

0
Assume that the boundary data fulfill Pin 2 Lp .0; TI L2 .0; R0 .0///, Pout 2
0 0
Lp .0; TI L2 .0; R0 .L///, Pw 2 Lp .0; TI L2 .0; L//, 1p C p10 D 1. Furthermore,
assume that the properties (2)–(4) for the viscous stress tensor hold. Then for
T  T  , T  depending on the data R0 ; Pin ; Pout ; Pw ; K; ˛; cf. (16), and
1
˛  minfRmin ; Rmin CR max
g; Rmin  R0  Rmax there exists a weak solution .v; / of
the problem (1)–(13) such that
(i) v 2 Lp .0; TI W 1;p ...t//// \ L1 .0; TI L2 ...t////;  2 W 1;1 .0; TI L2
1 2
.0;
ˇ L// \ H .0; TI H0 .0; L//, ˇ
(ii) vˇw .t/ D .0; t / for a.e. x 2 w .t/; t 2 .0; T/, v2 ˇin [out [c D 0,
(iii) v satisfies the condition div v D 0 a.e on ..t// and (14) holds.
Remark 1.3 Let us point out that T  denotes a time when the elastic boundary
reaches the bottom boundary. If T  D 1 we have an existence of the global
weak solution, otherwise the existence of the weak solution holds until the elastic
boundary reaches the bottom boundary, see Sect. 4 for further details.

2 Auxiliary Problem: .; "; h/-Approximation

In what follows we will formulate a suitable approximation of the original problem

(1)–(13).
First of all we approximate the deformable boundary w by a given function
h D R0 C ı, ı 2 H 1 .0; TI H02 .0; L// \ W 1;1 .0; TI L2 .0; L//, R0 .x1 / 2 C2 Œ0; L
satisfying for all x1 2 Œ0; L
ˇ ˇ Z Tˇ ˇ
ˇ @h.x1 ; t/ ˇ ˇ @h.x1 ; t/ ˇ2
0 < ˛  h.x1 ; t/  ˛ ; 1 ˇ ˇC ˇ ˇ
ˇ @x ˇ ˇ @t ˇ dt  K< 1 (16)
1 0

h.0; t/ D R0 .0/; h.L; t/ D R0 .L/:

We look for a solution .v; ; / of the following problem

@v
 C .v  r/v D div   r in .h.t//; (17)
@t
Weak Solution of the FSI Problem for Shear-Thickening Fluids 297

and for all x1 2 .0; L/, see (9), 0 < t < T

 
@2  @2  @5  @2 R0
 E  a C b C c  a .x1 ; t/ D
@t2 @x21 @t@x41 @x21
    
@v2 @v1 @h @v2
.je.v/j/  C C2   C Pw .Nx; t/; (18)
@x1 @x2 @x1 @x2

@
v.Nx; t/ D 0; .x1 ; t/ ; (19)
@t

xN D .x1 ; h.x1 ; t//.

Furthermore, in the analysis of problem (1)–(13) the boundary condition (6)–(7),
cf. (18)–(19), is splitted in the following way, see [6]
    
@v2 @v1 @h @v2
.je.v/j/  C C2   C Pw .Nx; t/
@x1 @x2 @x1 @x2
  @h  h @ i
 v2 v2 .Nx; t/  .x1 ; t/ D  .x1 ; t/  v2 .Nx; t/ (20)
2 @t @t
and
 2  h @ i
@ @2  @5  @2 R0
E 2  a 2 C bCc  a .x 1 ; t/ D  .x 1 ; t/  v2 .N
x ; t/
@t @x1 @t@x41 @x21 @t
with   1: (21)

We will show later, that the approximation with  is reasonable. One of the pos-
sible physical interpretations for introducing finite  comes from the mathematical
modeling of semi-pervious boundary, where this type of boundary condition occurs.
In our case, the boundary w seems to be partly permeable for finite , but letting
 ! 1 it becomes impervious. In fact, we prove the existence of solution if  ! 1
and thus we get the original boundary condition (18)–(19).
Furthermore, we overcome the difficulties with solenoidal spaces by means of
the artificial compressibility. We approximate the continuity equation similarly as
in [6] with

@"
"  " C div v" D 0 in .h.t//; t 2 .0; T/
@t
@"
D 0; on @.h.t//; t 2 .0; T/; " .0/ D 0 in .h.0// " > 0: (22)
@n
By letting " ! 0 we show that v" ! v, where v is the weak solution of (1). For
fixed ", due to the lack of solenoidal property for velocity, we have the additional
term in momentum equation 2 vi div v, which we include into the convective term,
see (27).
298 A. Hundertmark et al.

Our approximated problem is defined on a moving domain depending on function

h D R0 C ı. Now we will reformulate it to a fixed rectangular domain. Set
def
u.y1 ; y2 ; t/ D v.y1 ; h.y1 ; t/y2 ; t/

q.y1 ; y2 ; t/ D 1 .y1 ; h.y1 ; t/y2 ; t/

def

def @

.y1 ; t/ D .y1 ; t/ (23)
@t
for y 2 D D f.y1 ; y2 /I 0 < y1 < L; 0 < y2 < 1g, 0 < t < T.
We define the following space
˚ 
V
w 2 W 1;p .D/ W w1 D 0 on Sw ; w2 D 0 on Sin [ Sout [ Sc ;
Sw D f.y1 ; 1/ W 0 < y1 < Lg; Sin D f.0; y2 / W 0 < y2 < 1g;
Sout D f.L; y2 / W 0 < y2 < 1g; Sc D f.y1 ; 0/ W 0 < y1 < Lg: (24)

Let us introduce the following notations

def @u1 y2 @h @u1 1 @u2

divh u D  C ;
@y1 h @y1 @y2 h @y2
Z  
@q y2 @h @q @
a1 .q; / D h 
D @y 1 h @y 1 @y 2 @y 1
  
1 @q @h @q y2 @h @q @
C  y2  dy; (25)
h @y2 @y1 @y1 h @y1 @y2 @y2

viscous term
Z
..u; // D h ij .Oe.u//Oeij . /dy; (26)
D
1
 ij .Oe.u// D 21 .jOe.u/j/Oeij .u/; eO ij .u/ D .@O i .uj / C @O j .ui //;
2

@ y 2 @h @ 1 @
@O 1 D  ; @O 2 D ;
@y1 h @y1 @y2 h @y2
convective term
Z  
@z y2 @h @z @z h
b.u; z; / D hu1  C u2  C z  divh u dy
D @y1 h @y1 @y2 @y2 2
Z 1 Z 1
1 1
 R0 u1 z1 1 .L; y2 / dy2 C R0 u1 z1 1 .0; y2 / dy2
2 0 2 0
Z
1 L
 u2 z2 2 .y1 ; 1/ dy1 : (27)
2 0
Weak Solution of the FSI Problem for Shear-Thickening Fluids 299

Remark 2.1 Note, that the transformed stress tensor  ij D 21 .jOe.u/j/Oeij .u/
from (26) with .jOe.u/j/ defined in (5) also satisfies (2)–(4).
Remark 2.2 Since the terms defined in (25)–(27) are dependent on the domain
deformation h, it will be sometimes useful to denote this explicitly, e.g., b.u; z; / D
bh .u; z; /; eO .u/ D eO h .u/.
Definition 2.3 (Weak Solution of .; "; h/-Approximate Problem) Let u 2
Lp .0; TI V/ \ L1 .0; TI L2 .D//, q 2 L2 .0; TI H 1 .D// \ L1 .0; TI L2 .D// and

2 L1 .0; TI L2 .0; L// \ L2 .0; TI H02 .0; L//: A triple w D .u; q;

/ is called a
weak solution of the regularized problem (1)–(13) if the following equation holds
Z  
T
@.hu/
 ; dt D
0 @t
Z TZ 
@h @.y2 u/
  C b.u; u; /  h q divh dy C ..u; // dt
0 D @t @y2
Z TZ 1
C h.L; t/qout 1 .L; y2 ; t/  h.0; t/qin 1 .0; y2 ; t/ dy2 dt
0 0
Z Z 
T
1 @hL
C qw C u2 C  .u2 
/ 2 .y1 ; 1; t/ dy1 dt
0 0 2 @t
Z T 
@.hq/
C" ;  dt (28)
0 @t

Z Z 
T
@h @.y2 q/
C "  C "a1 .q; / C h divh u  dy dt
0 D @t @y2
Z TZ L
" @h
C .y1 ; t/q.y1 ; 1; t/ dy1 dt C
2 0 0 @t
Z TZ L Z t
@
@2
@2  @ @
C  Cc 2 2 Ca
.y1 ; s/ds
0 0 @t @y 1 @y 1 @y 1 0 @y 1
Z t 2 
@ R0 
Cb
.y1 ; s/ds   a 2  C .
 u2 /  .y1 ; t/ dy1 dt
0 @y1 E

for every . ; ; / 2 H01 .0; TI V/  L2 .0; TI H 1 .D//  L2 .0; TI H02 .0; L//.
p
Here we remind E D EQ 1 C .@y1 R0 /2 : For simplicity and without lost of generality
we assume in what follows that E; a; b; c are constant, cf. (16).
300 A. Hundertmark et al.

2.1 Existence of .; "; h/-Approximate Weak Solution

For the proof of weak solution to the auxiliary problem defined in Definition 2.3
following properties of viscous and convective forms are useful1 ; for their proofs
see [9, Sect. 3.1].
Lemma 2.4 (Coercivity of the Viscous Form) The viscous form defined in (26)
satisfies for any 2  p < 1 the following estimates: there exists ıQ D ı.K;
Q ˛/ > 0
such that

Q
1/ ..u; u//  ıkuk
p Q 2
1;p C ıkuk1;2 ;

2/ ..u1 ; u1  u2 //  ..u2 ; u1  u2 //;

Z
 ıQ jOe.u1 /  eO .u2 /j2 C jOe.u1 /  eO .u2 /jp ;
D

3/ ..u1 ; u1  u2 //  ..u2 ; u1  u2 //  0:

Lemma 2.5 (Boundedness of the Viscous Form) Let u; v 2 V, then for

2  p < 1 it holds
p1
..u; v//  Ckuk1;p kvk1;p CC0 kuk1;p kvk1;p ; C0 > 0: (29)

Lemma 2.6 (Nonlinear Convective Term b.u; z; /) For the trilinear form
b.u; z; /, defined in (27) the following properties hold

1 1
b.u; z; / D B.u; z; /  B.u; ; z/; (30)
2 2
Z  
@z y2 @h @z @z
where B.u; z; /
hu1  C u2  dy:
D @y1 h @y1 @y2 @y2

Moreover for p  2 we have

jB.u; z; /j  ckuk1;p kzk1;p k k1;p :

In our recent work [9] the following result has been proved.
Theorem 2.7 (Existence of .; "; h/-Approximate Weak Solution) Let "; ;
be fixed. Assume (2)–(4), a given function h, such that (16) holds, qin ; qout 2
0 0
Lp .0; TI L2 .0; 1//; qw 2 Lp .0; TI L2 .0; L//: Then there exists a weak solution of

1
We use here notations k  kp WD k  kLp .D/ ; k  k1;p WD k  kW 1;p .D/ .
Weak Solution of the FSI Problem for Shear-Thickening Fluids 301

the .; "; h/-approximated problem transformed to the fixed domain, in the sense of
integral identity (28). Moreover,
8 p0
L .0; TI V  / for 2 < p < 1;
@.hu/ < p0 @.hq/
2 L .0; TI V  / ˚ L4=3 ..0; T/  D/; 2 L2 .0; TI H 1 .D//;
@t : @t
for p D 2;

such that
Z D @.hu/ E Z Z
T T
@
; dt D  hu  dy dt:
0 @t 0 D @t

Proof See [9, Sects. 3 and 4]. t

u

3 Problem with " D 0;  D 1

The weak solution from Theorem 2.7 depends on the parameters ";  and h. Passing
to the limit with " ! 0;  ! 1 we will obtain the weak solution of the original
problem (1)–(13) defined on .h/. By this procedure we will prove the existence of
the weak solution for the domain deformation h. We realize the limiting process by
passing to the limit in both parameters at once, taking  D "1 and letting  ! 1.
In what follows we point out the dependence of weak solution on parameters
"; : u ; q ;
 . In this section, we omit the notation of the dependence on h.
In analogy to the estimate [9, Sect. 4.1, Estimate (4.7)] we obtain the following a
priori estimate by testing (28) with .u ; q ;
 /, using the lemmas from Sect. 2.1 and
after analogous manipulations as in [9]. Note, that the right hand side is independent
on "; .
Z Z
 2 2
 E L
max h.t/ ju j C "jq j .t/dy C j
 .t/j2 dy1 (31)
0tT D 2 0
Z TZ Z L ˇ 2 ˇ2
2˛" ˇ @
 ˇ
C Q
ıjru j C
p 2
jrq j dy C E c ˇˇ 2 ˇˇ dy1 dt
2CK 2 @y1
0 D 0
Z L ˇZ t ˇ2 ˇZ t ˇ2
aE ˇˇ @
 .s/ ˇˇ bE ˇˇ ˇ
C ˇ dsˇ C ˇ
 .s/sˇˇ dy1
0 2 0 @y1 2 0
Z TZ L Z T  2 2
 @ R0 
C 2
2 j
  u2 j dy1 dt  M Q P C c1 
p0 
 @y2  dt :
0 0 0 1 L2 .0;L/

Q D M.p;
Here c1 D c1 .p; E; a; c/; M Q K; ˛/ and P WD kqin kL2 .0;1/ C kqout kL2 .0;1/ C
kqw kL2 .0;L/ .
302 A. Hundertmark et al.

3.1 Limiting Process  D "1 ! 1

First of all let us investigate the solenoidal property of the weak solution in the
limiting case, i.e., for  D 1. The estimate (31) implies the weak convergence of
p
.u ; "q ;
 / * .u; qQ ;
/ (32)
2 1 2 2
in L .0; TI V/  L .0; TI H .D//  L .0; TI H .0; L//
p

as  ! 1: Moreover, after inserting test functions .0; ; 0/ into (28) for sufficiently
smooth  we obtain
Z T Z
hdiv u  (33)
0 D
p p
"Ck "q kL2 .0;TIH 1 .D// .kkL2 .0;TIH 1 .D// C k@t kL2 ..0;T/D/ /;
p
Using the boundedness of "q in L2 .0; TI H 1 .D// and letting " D  1 ! 0 in (33)
we get

divh u D 0 a:e: on .0; T/  D:

This fact allows us to confine later the space of test functions to the solenoidal space,
i.e. divh D 0 a.e. on D.
In the limiting process for  ! 1 we cannot use the Lions-Aubin lemma in
order to obtain strong convergences in appropriate spaces for .u ;
 / ! .u;
/,
since the estimates of the time derivatives @t u ; @t
 , depend on , see [9, Sect. 4.1].
In fact, we have to use another argument to obtain the strong convergence. We follow
the lines of [6, Sect. 8] and use the equicontinuity in time as in Alt, Luckhaus cf. [1,
Lemma 1.9]. It can be shown that
Z T Z
j.hu /.t C /  .hu /.t/j2 C "j.hq /.t C /  .hq /.t/j2 dydt
0 D
Z T Z L
C j.h
 /.t C /  .h
 /.t/j2 dy1 dt  C.K; ˛/; (34)
0 0

where C is a positive constant independent on ; ; ". The proof of (34) can be

found in [9, Sect. 5.1] and we omit its presentation here.
The estimate (34) and the compactness argument from [1, Lemma 1.9] imply the
following strong convergences for  ! 1

u ! u in L1 ..0; T/  D/;
 !
in L1 ..0; T/  .0; L//:
Weak Solution of the FSI Problem for Shear-Thickening Fluids 303

Using the standard interpolations of spaces Lr .QT / and Ls .ST /, QT D

.0; T/  D; ST D .0; T/  .0; L/ and boundedness of u;
in L4 .QT /; L6 .ST /,
respectively, we obtain

u ! u in Lr ..0; T/  D/;
 !
in Ls ..0; T/  .0; L//;

where 1  r < 4; 1  s < 6 for  ! 1. ˇ

Now let us consider test functions 2 Lp .0; TI X/; .T/ D 0;  D E ˇ
2 Sw ,
where
ˇ
X D f 2 Vdiv I 2 ˇSw 2 H02 .0; L/g; (35)
Vdiv WD f f 2 V; divh f D 0 a:e: on Dg; cf. (24)

in (28). With this choice of test functions the boundary terms with  are canceled.
Now, we can pass to the limit in  ! 1 inp(28), where  D "1 . We use
the weak convergences of u in Lp .0; TI Vdiv /, "q in L2 .0; TI H 1 .D//,
 in
L2 .0; TI H 2 .0; L//, see (32) and strong convergence of hu in Lr ..0; T/  D/; 0 
r < 4. The convergence of the viscous term follows from the monotonicity of the
viscous operator and the Minty-Browder theorem, see also [9, Sect. 4.1]. Analogous
arguments in order to obtain convergence in the viscous term when k ! 1 will be
presented in Sect. 4.
The convergence of the convective term for 2 H 1 .0; TI X/ can be obtained
for all p > 2 in following way. For case p D 2 see [6, Sect. 8]. In order to obtain
RT RT RT
0 Rb.u ; u ; / ! 0 b.u; u; / one needs to show that 0 jB.u  u; u ; /j !
T
0; 0 jB.u; u  u ; /j ! 0. Indeed, using the Hölder inequality and imbedding
2p
L p2 .D/ ,! W 1;p .D/ we have
Z T Z T
jB.u  u; u ; /j  C.K; ˛/ ku  uk2 ku k1;p k k 2p (36)
0 0 p2

 C.K; ˛/k kH 1 .0;TIW 1;p .D// ku  ukL2 ..0;T/D/ ku kLp .0;TIW 1;p .D// :
RT RT
Thus 0 jB.u  u; u ; /j ! 0: Further 0 jB.u; u  u ; /j ! 0 due to the weak
convergence of u in Lp .0; TI Vdiv /. p
The convergence of the terms containing "q can be realized by the weak
RT R
convergence in the corresponding spaces. The term 0 D hq divh is canceled due
to the solenoidal test functions.
ˇ  ! 1 in (28) using above considerations for
Finally, after the limiting process
all 2 H01 .0; TI X/ and  D E 2 ˇSw we arrive at
Z Z  
T
@ @h @.y2 u/
hu  C  dy D (37)
0 D @t @t @y2
Z T 
..u; //h C bh .u; u; /
0
304 A. Hundertmark et al.

Z 1
C h.L/qout .y2 ; t/ 1 .L; y2 ; t/  h.0/qin .y2 ; t/ 1 .0; y2 ; t/ dy2
0
Z 
L
1 @h
C qw C u2 2 .y1 ; 1; t/ dy1
0 2 @t
Z Z t
L
@ @2
@2  @ @
C 
Cc 2 2 Ca
.y1 ; s/ds
0 @t @y1 @y1 @y1 0 @y1
2 Z t 
@ R0
a 2  Cb
.y1 ; s/ds .y1 ; t/ dy1 dt:
@y1 0

In order to investigate the meaning of the left hand side of the above equality we
define the ALE-type time derivative @Nt

@.hu/ @h 1 @.y2 hu/

@Nt .hu/ WD  : (38)
@t @t h @y2
 
Note that @Nt .hu/ D h@t u, where @t WD @t@  @h y2 @
y y
@t h @y2
denotes in fact the time
derivative transformed to the rectangle domain D, i.e., in coordinates .y1 ; y2 /.
The right hand side of (37) is bounded for every 2 M,

M D f! 2 Lp .0; TI X/ for p > 2I (39)

4
! 2 L .0; TI X/ \ L ..0; T/  D/ for p D 2g:
p

Thus it can be identified with some functional 2 M . Then using integration

by parts with respect to y2 on the left hand side, backward transformation from D
to the moving domain .h.t// and the separation of variables it can be shown that
D @N t .hu/ 2 Lp .0; TI X  /, see [9, Appendix A] for more details. Thus we can
0

replace
Z Z   Z
T
@ @h @.y2 u/ T ˝ ˛
hu  C  dy dt D  @N t .hu/; X :
0 D @t @t @y2 0

Finally, we transform (37) from the rectangle D to the moving domain .h.t//
and obtain the existence of a weak solution to our original problem (1)–(13)
with the Dirichlet boundary condition @t  D v2 jw .h.t// for a prescribed domain
deformation h.
Theorem 3.1 (Existence of Weak Solution for " D 0;  D 1) Assume that h 2
H 1 .0; TI H02 .0; L//\W 1;1 .0; TI L2 .0; L// satisfies (16). Let the boundary data fulfill
0 0
qin ; qout 2 Lp .0; TI L2 .0; 1//; qw 2 Lp .0; TI L2 .0; L//. Furthermore, assume that
Weak Solution of the FSI Problem for Shear-Thickening Fluids 305

the properties (2)–(4) for the viscous stress tensor hold. Then there exists a weak
solution .v; / of the problem (1)–(13), such that
(i) .u; / 2 ŒLp .0; TI V/  H 1 .0; TI H02 .0; L// \ ŒL1 .0; TI L2 .D//  W 1;1
.0; TI L2 .0; L//, where u is defined in (23),
(ii) the time derivative @Nt .hu/ 2 Lp .0; TI X  / for p > 2 and @Nt .hu/ 2
0

p0  4=3
L .0; TI X / ˚ L ..0; T/  D/ for p D 2,
Z Z   Z D E
T
@ @h @.y2 u/ T
hu  C  dy dt D  @N t .hu/; dt;
0 D @t @t @y2 0

where @N t .hu/ D @.h@tu/  1h @h @.y2 hu/ y

@t @y2 D h@t u, for every test function 2
1
M \ H0 .0; TI X/,
(iii) v satisfies the condition div v D 0 a.e on .h.t//, v2 .x1 ; h.x1 ; t/; t/ D @t .x1 ; t/
for a.e. x1 2 .0; L/; t 2 .0; T/
and the following integral identity holds
Z Z n @vj o
X 2
T
@'
 v  C 2.je.v/j/e.v/e.'/ C  vi ' dx dt
0 .h.t// @t i;jD1
@xi j
Z  Z R0 .L/ 
T

C Pout  jv1 j2 '1 .L; x2 ; t/ dx2 dt
0 0 2
Z T Z R0 .0/  

 Pin  jv1 j2 '1 .0; x2 ; t/ dx2 dt
0 0 2
Z T Z L 
 @h
C Pw  v2 v2  '2 .x1 ; h.x1 ; t/; t/ dx1 dt
0 0 2 @t
Z TZ L
@ @ @3  @2  @ @
C  Cc 2 2
Ca dx1 dt
0 0 @t @t @x 1 @t @x 1 @x 1 @x1
Z TZ L
@2 R0
C a 2  C b  dx1 dt D 0
0 0 @x1

for every test functions


x2
'.x1 ; x2 ; t/ D x1 ; ;t such that
h.x1 ; t/
ˇ
2 H01 .0; TI V/; ˇ 1 2
2 Sw 2 H0 .0; TI H0 .0; L//;

div ' D 0 a:e: on .h.t//;

and .x1 ; t/ D E '2 .x1 ; h.x1 ; t/; t/:
306 A. Hundertmark et al.

Note that the structure equation is fulfilled in a slightly modified sense,

 
@2  @2  @5  @2 R0
E  a C b C c  a .x1 ; t/ D
@t2 @x21 @t@x41 @x21
h  i
.Tf C Pw I/njnj  e2 C @t .@t   @t h/ .x1 ; h.x1 ; t/; t/
2
a.e. on .0; T/  .0; L/; compare (9):

4 Fixed Point Procedure

Until now we have proved the existence of weak solution of the original problem
in a domain given by a known deformation function ı, i.e. h D R0 C ı, ı 2
H 1 .0; TI H02 .0; L// \ W 1;1 .0; TI L2 .0; L//, R0 .x1 / 2 C2 Œ0; L. In this section we
show the existence of the weak solution of (14), which implies, that the domain
deforms according to the function .x1 ; t/, i.e. h D R0 C . This will be realized
with the use of the Schauder fixed point theorem. First, applying the compactness
argument based on the equicontinuity in time we obtain that bounded sequence
.v.k/ ; .k/ / defined on .ı .k/ / for some sequence ı .k/ ! ı converges to the limit
.v; / defined on .ı/. Consequently, the Schauder fixed point argument implies,
that the weak solution  is associated with the time dependent domain ./. Finally
we obtain the main result: existence of weak solution for a fully coupled fluid
structure interaction problem (1)–(13).
Let us denote the space Y D ˇ H 1 .0; TI L2 .0; L//. For each test function 2
L .0; TI X/; .T/ D 0,  D E 2 ˇSw , recalling (35), and for any h D R0 C ı 2 Y,
p

such that (16) holds, we construct solutions u;  of the following problem defined
on the reference domain D, .
D @t /,
Z T
˝ ˛
 @N t .hu/; dt (40)
0
Z T 
D ..u; //h C bh .u; u; /
0
Z 1
C h.L/qout .y2 ; t/ 1 .L; y2 ; t/  h.0/qin .y2 ; t/ 1 .0; y2 ; t/ dy2
0
Z 
L
1 @h 
C qw C
2 .y1 ; 1; t/ dy1
0 2 @t
Z Z t
˝ ˛ L
@2
@2  @ @
C @t
;  C c 2 2 Ca
.y1 ; s/ds
0 @y1 @y1 @y1 0 @y1
2 Z t 
@ R0
a 2  Cb
.y1 ; s/ds .y1 ; t/ dy1 dt :
@y1 0
Weak Solution of the FSI Problem for Shear-Thickening Fluids 307

Further, let the ball B˛;K be defined by

n
B˛;K D ı 2 YI kıkY  C.˛; K/; 0 < ˛  R0 .y1 / C ı.y1 ; t/  ˛ 1
;
ˇ @ı.y ; t/ ˇ
ˇ 1 ˇ
ˇ ˇ  K; ı.y1 ; 0/ D 0; 8y1 2 Œ0; L; 8t 2 Œ0; T;
@y1
Z Tˇ ˇ o
ˇ @ı.y1 ; t/ ˇ2
ˇ ˇ
ˇ @t ˇ dt  K; 8y1 2 Œ0; L ;
0

where C.˛; K/ is a suitable constant large enough with respect to K; ˛ and the data.
By choosing ı 2 B˛;K the following energy estimate holds for all 2  p < 1
uniformly in ı,

kuk2L1 .0;TIL2 .D// C kukLp .0;TIW 1;p .D//

p
(41)

Ckt k2L1 .0;TIL2 .0;L// C kt k2L2 .0;TIH 2 .0;L// C kk2L1 .0;TIH 1 .0;L//
 
p0
 c.T; p; K; ˛/ kPkLp0 .0;T/ C kR0 k2C2 Œ0;L :

This estimate is obtained by multiplying (40) by D u and  D Eu2 jSw D Et ,

cf. (31).
Now, let us define the following mapping by (40),

F W B˛;K ! YI
F .ı/ D ; .ı D h  R0 /:

Our aim is to apply the Schauder fixed point theorem and prove that the mapping F
has at least one fixed point. This implies the existence of the weak solution to our
problem (14).
First we check that F .B˛;K /  B˛;K : Note that our a priori estimate (41)
yields ky1 kC.Œ0;TŒ0;L/  K, kt kL2 .0;TICŒ0;L/  K and kkY  C.˛; K/ for
given data Pin ; Pout ; Pw ; R0 , given K; ˛I ˛ < Rmin WD miny1 2Œ0;L R0 .y1 / and for
sufficiently small time T. Q Moreover, since H 1 .0; TI H 2 .0; L// ,! C.0; TI C1 Œ0; L/
and .y1 ; 0/ D 0, there exist a maximal time Tmax , such that
.i/ kk1 WD kkC.Œ0;Tmax Œ0;L/  Rmin  ˛. This yields that mint2.0;Tmax / miny1 2.0;L/
.R0 C /  Rmin  kk1  ˛. Thus we can avoid a contact of the deforming
wall with the solid bottom.
.ii/ Further, we require that the domain deformation is bounded from above, kR0 C
k1  ˛ 1 .
Having .i/, the condition .ii/ is satisfied if Rmin  ˛  ˛ 1  Rmax . Thus,
for instance if ˛ 1  Rmin C Rmax . Consequently, F .B˛;K /  B˛;K as far as
308 A. Hundertmark et al.

t  T  WD minfTmax ; Tg Q for given data Pin ; Pout ; Pw ; R0 ; K and ˛ such that

1
˛  minfRmin ; Rmin CR max
g.
Secondly, we verify the relative compactness of the mapping F in Y. Let us
consider a sequence fı .k/ g1 kD1 in B˛;K . Denote by u
.k/
and .k/
F .ı .k/ / the weak
.k/ .k/
solution of (40) for h D h WD R0 C ı . Note, that due to the apriori estimate (41)
we have weak convergences of .k/ ; u.k/ in the corresponding spaces. In Sect. 4.1,
cf. Lemma 4.1, we show the equicontinuity in time, which implies the strong
convergences of .k/ in Y as well as the strong convergence u.k/ in L2 ..0; T/  D/.
Finally, in Sect. 4.2 we check the continuity of the mapping F with respect to the
strong topology in Y.

4.1 Relative Compactness of the Fixed Point Mapping F

In this section we verify the relative compactness of the mapping F using the
integral equicontinuity in time and the Riesz-Fréchet-Kolmogorov compactness
argument. We prove Lemma 4.1, which provides the integral equicontinuity of
.k/ and additionally of u.k/ , that holds independently on k. To this end we need
to find suitable divergence free test functions in order to control difference of
velocity at different time instances. In order to obtain such test functions we follow
a construction presented in [4], see also the reference [16] therein.
We introduce, in analogy to [4, Lemma 3], the following extensions of the
domain and the weak solution. Let BM be a box domain

BM
.0; L/  .0; M/ 2 R2 (42)

for some M > ˛ 1 specified later. Let us consider a sequence fı .k/ g1kD1 in B˛;K and
h.k/ WD R0 C ı .k/ . We define an extension of solution u.k/ .y; t/ D v.k/ .x; t/ of (40)
where h D h.k/ into BM ,
(
.k/ v.k/ in .h.k/ .t//
vN D .k/ (43)
.0; t / in BM n.h.k/ .t//:

Further, for  > 1 and any function f .x1 ; x2 / we define f  as follows

f  .x1 ; x2 / D . f1 .x1 ;  x2 /; f2 .x1 ;  x2 //:

Note that if f is divergence free, then f  is divergence free, too.

In what follows we will
p
use the following property, which is valid for any f 2
C 
H .BM /, for  D 1 C ˛ and M  2˛ 1 , see [9, Lemma 9.2]
1

jf   f j  jf .x1 ;  x2 ; t/  f .x1 ; x2 ; t/j C .  1/jf .x1 ;  x2 ; t/j: (44)

Weak Solution of the FSI Problem for Shear-Thickening Fluids 309

.k/
Lemma 4.1 For the weak solution .v.k/ ; t / D .u.k/ ;
.k/ / of the problem (40),
where h D h.k/ , it holds
Z Z
T Z Z L
T
.k/ .k/ .k/
t jvN .k/ .t C /  vN .k/ .t/j2 C jt .t C /  t .t/j2
0 BM 0 0

 C. 1=p C  1=2 /: (45)

.k/
Here t denotes the characteristic function of .h.k/ .t//. The constant C D
C.K; ˛/ does not depend on k.
Proof We recall that h.k/ D R0 C ı .k/ , but for the sake of simplicity we omit the
superscript .k/ in this proof and we denote h WD R0 C ı .k/ ; vN WD vN .k/ ;  WD .k/ . To
prove the statement of this lemma, we will use following two properties.
1. For each 2 H 1 .0; TI X/, cf. (35), .T/ D 0 it holds
Z Q ˝ ˛
 @Nt .hu/; dt (46)
0
Z Q Z Z
@ @h @.y2 u/
D hu C dydt  hu.;
Q y/ .Q ; y/dy:
0 D @t @t @y2 D

For classical time derivative, this property is clear. For our distributive deriva-
tive @N it can be proven using test function D .y; t/' .t/, where  2
H 1 .0; TI X/; ' .t/ D maxf0; minf1; QCt
 gg and passing  ! 0, cf.[17].
2. By inserting any time independent test function D .y/ into (46) and
subtracting (46) for Q D t C ; and Q D t we obtain
Z tC ˝ ˛
 @t v; '.x; t/ X ds (47)
t
Z Z Z
tC
@h @.y2 u/
D .y/dyds  Œhu.t C /  hu.t/ .y/dy:
t D @t @y2 D

Here the integral on the left hand side has been transformed into .h.t//, D
.y/ D '.x/; y 2 D; x 2 .h.t// and the space X is defined as
˚
X D ' 2 W 1;p ./I div ' D 0 a.e. on ;

'2 jw 2 H02 .0; L/; '1 jw D '2 jin [out [c D 0 ;  D .h.t//:
R T
Now, let us integrate (47) over 0 dt. The first term on the right hand side
R T
(integrated over 0 ) can be bounded with C independently on k for test
310 A. Hundertmark et al.

functions (52) specified later . The second term on the right hand of (47) can be
rewritten due to the transformation to the .h.t//
Z T Z Z
v.xtC ; t C /'.xtC /dx  v.xt ; t/'.xt / dx dt: (48)
0 .h.tC // .h.t//

Note, that the space coordinate xt

x.t/ 2 .h.t// depends on time, hence the test
functions ' implicitly depend on time, which is pointed out above.
Using the previously defined extensions of the solution vN and some further
manipulations we can rewrite (48) as follows
Z T Z
v.x
N tC ; t C /'.xtC /  v.xt ; t/'.xt /dx
0 .h.t//
Z
C . tC  t /v.x
N tC ; t C /'.xtC / dx dt D (49)
BM
Z Z
T
ŒvN .xtC ; t C /  v.xt ; t/'.xt / C Œ'.xtC /  '.xt /v.x
N tC ; t C /
0 .h.t//„ ƒ‚ … „ ƒ‚ …
(I) (II)
Z
C . tC  t /v.x
N tC ; t C /'.xtC / dx dt:
BM „ ƒ‚ …
(III)

Here t ; tC are the characteristic functions of .h.t//; .h.t C //, respectively.
In what follows we estimate the term (II) for any test function ' 2 Lp .0; TI X /.
Further, we concentrate on the terms (I), (III) using specific test functions.
From the imbeddings in one dimension we have ı 2 C0;1=2 .Œ0; TI H 1 .0; L//;
cf. (58), thus
p
kı.t C /  ı.t/kL1 ..0;T/.0;L//  C : (50)

Using (50) we can estimate the term (II):

Z T Z 1=2
(II)  j'.xtC /  '.xt /j2 dx kvk
N L2 ..h.t//kdt (51)
0 .h.t//

Z Z !1=2
T ˇZ x2 .tC / ˇ2
ˇ ˇ
D ˇ @s '.x1 ; s/dsˇ dx kvk
N L2 ..h.t//kdt
0 .h.t// x2 .t/
Z T Z 1=2
2 2
 jr'j dxjx2 .t C /  x2 .t/j kvk
N L2 ..h.t//kdt
0 BM

 k'kL2 .0;TIH 1 .BM // kı.t C /  ı.t/kL1 ..0;T/.0;L// kvk

N L2 ..0;T/BM /
p
 C :
Weak Solution of the FSI Problem for Shear-Thickening Fluids 311

Now we specify proper test functions, that will be used in what follows. For
xt D x.t/ 2 .h.t//,  > 1 and fixed t;  we set

'.xt / D vN  .xtC ; t C /  vN  .xt ; t/; (52)

.x1 / D E.@t .x1 ; t C /  @t .x1 ; t//:

Note that since v is divergence-free, the test function

p
' is also divergence-free.2
Moreover, taking into account (50), for   1 C C ˛  and x2 2 w .t/ the coordinate
 x2 exceeds the moving domain .h.s//, since we have .R0 C ı.s//  R0 C ı.s/ C
kı.t C /  ı.t/k1 ; s D t; t C . According to the construction, such a test function
fulfill the boundary condition

E'.x1 ; R0 .x1 / C ı.x1 ; t// D E.0; @t .x1 ; t C /  @t .x1 ; t//

.0; .x1 //:

Let us estimate now the term (III). Since @t  is bounded in L1 .0; TI L2 .0; L//
independently on k, we have
Z Z Z ˇZ ˇ2
L L ˇ tC ˇ
j tC  t j D 2 2
jı.t C /  ı.t/j D ˇ @t ı.s/dsˇˇ  C: (53)
ˇ
BM 0 0 t

Thus, the term (III) can be bounded for ' from (52) as follows.
Z T p
(III)  k tC  t kL2 .BM / kvk
N L4 .BM / k'kL4 .BM / dt  C : (54)
0

For the test functions from (52) the term (I) equals
Z T Z
(I) D Œv.t
N C /  v.t/Œ
N vN  .t C /  vN  .t/dxdt
0 .h.t//
Z T Z
D Œv.t N 2C
N C /  v.t/ (55)
0 .h.t// „ ƒ‚ …
(Ia/
 
Œv.t
N C /  v.t/:
N ŒvN  .t C /  v.t
N C /  ŒvN  .t/  v.t/
N dxdt
„ ƒ‚ …
(Ib)

N tC ; t C /.
For the simplicity we used shorter notations here, e.g., vN .t C / WD v.x
The term (Ia) appears on the left hand side of the assertion of this lemma; the term

R T2
2
Since '.xtC / D vN  .xtC2 ; t C 2 /  vN  .xtC ; t C  /, we have to integrate over 0 dt in the
estimate of the term (II), or we define '.xtC / D 0 if t C  > T.
312 A. Hundertmark et al.

(Ib) need to be estimated from above. We illustrate the estimate of some chosen
terms of (Ib) as follows. Estimates of p
other terms are analogous.
In the sequel we take  D 1 C C ˛  and M  2˛ 1 . For these parameters we
have according to lemma (44),
Z T Z
v.t
N C /ŒvN  .t/  v.t/dxdt
N 
0 .h.t//
Z
p T p
C˛  kv.t
N C /kL2 .BM / kv.t/k
N H 1 .BM / dt  C˛ :
0

To complete the proof, the remaining terms coming from the fluid equations, i.e.,
the convective term, the viscous term, boundary terms and the equation for  have to
be estimated. We illustrate here only the calculations for the nonlinear viscous term
and omit tedious but standard calculations for other terms, previously performed
also in [6]. R tC Rt
After subtracting the weak formulation (40) for 0 ds  0 ds, inserting test
functions constructed above (independent on s) into (40) and integrating over
R T
0 dt we obtain from the viscous term
Z T Z tC Z
ij .eŒv.s//:eŒvN  .t C /  vN  .t/dx ds dt: (56)
0 t .h.s//

For the simplicity, we set ! WD vN  .t C / or ! WD vN  .t/ in (56). Using the fact, that
jij .e.v//j  C5 .1 C je.v/j/p1 ; which can be derived from (2), (4), cf. [11, Lemma
1.19], (56) can be bounded as follows,
Z T Z tC Z
 C5 .1 C jeŒv.s/j/p1 eŒ!dx ds dt
0 t .h.s//
Z T Z tC
p1
 C.K; ˛/ k1 C rv.s/kLp ..h.s///kr!kLp ..h.s///ds dt
0 t
Z T Z tC  p1
p
1
p
 C.K; ˛/ k1 C rv.s/kLp ..h.s///ds kr!kLp .BM /  p dt
0 t
Z T  p1
p
Z T
1 p
 C.K; ˛/ p k1 C rv.s/kLp ..h.s///ds kr!kLp .BM / dt
0 0
1 p1 1
 C.K; ˛/ p k1 C rvkLp .0;TILp ..h//kr!kL1 .0;TILp .BM //  C.K; ˛/ p :

The estimates of remaining terms on the right hand side can be obtained using
the so-called Steklov averages analogously as in e.g., [9, Sect. 5] or [6, Sect. 8] and
we leave them to the valued reader. The proof of the lemma is now completed. u t
Weak Solution of the FSI Problem for Shear-Thickening Fluids 313

Due to the (53) it is also easy to obtain from (45) that

Z Z
T Z Z L
T
.k/ .k/ .k/ .k/
j tC vN .k/ .t C /  t vN .k/ .t/j2 C jt .t C /  t .t/j2
0 BM 0 0

 C. 1=p C  1=2 /: (57)

.k/
This result implies that t vN .k/ .t/, and consequently vN .k/ .t/ is relatively compact in
L2 ..0; T/  BM /.
Consequently, the Riesz-Fréchet-Kolmogorov compactness argument [2, The-
orem IV.26] based on (57) implies the relative compactness of @t .k/ ; vN .k/ in
L2 .0; TI L2 .0; L//; L2 .0; TI L2 .BM //; respectively. Additionally, the standard inter-
polations give us the compactness of vN .k/ in Lr ..0; T/  BM /; 1  r < 4 and @t .k/
in Ls ..0; T/  .0; L//; 1  s < 6.

4.2 Continuity of the Mapping F

As already shown above .k/ converges strongly to some  in Y as k ! 1: In this

section we show by limiting process for k ! 1 in (40) that for any convergent
subsequence ı .k/ 2 B˛;K ; ı .k/ ! ı in Y we have

F .ı .k/ / D .k/ ! F .ı/ and that 

F .ı/:

First, we know that .k/ !  in H 1 .0; TI L2 .0; L//. Due to the boundedness of  from
apriori estimate (41) and the imbeddings in one dimension we have even stronger
result—the uniform convergence of @y1 .k/ in C.Œ0; T  Œ0; L/. Indeed,

L1 .0; TI H 2 .0; L// \ W 1;1 .0; TI L2 .0; L// (58)

,! C0;1ˇ .0; TI H 2ˇ .0; L//

for 0 < ˇ < 1. From the continuous imbedding of H 2ˇ .0; L/ into H 2ˇ .0; L/
and the Arzelá-Ascoli Lemma we conclude that a subsequence of .k/ converges
strongly in C.Œ0; TI H s .0; L//; 0 < s < 2. Since for s > 3=2 we also have
continuous imbedding H s .0; L/ ,! C1 Œ0; L, we can conclude, that .k/ !
 strongly in C.0; TI C1 Œ0; L/:
Let us summarize available convergences

u.k/ * u weakly in Lp .0; TI W 1;p .D//;

vN .k/ ! vN strongly in Lr ..0; T/  BM /; 1  r < 4;
u.k/ ! u strongly in Lr ..0; T/  D/; 1  r < 4;
.k/ *  weakly in H 1 .0; TI H 2 .0; L//; (59)
314 A. Hundertmark et al.

.k/ *  weakly* in L1 .0; TI L2 .0; L//

.k/ !  uniformly in C.0; TI C1 Œ0; L/;
@t .k/ ! @t  strongly in Ls ..0; T/  .0; L//; 1  s < 6:
 p0
L .0; TI V  / for 2 < p < 1
@Nt .hu/.k/ * weakly in 0
Lp .0; TI V  / ˚ L4=3 ..0; T/  D/ for p D 2:

The last statement of (59) follows from (41) and from the boundedness of the func-
tional @Nt .hu/.k/ . Let us present the estimation of nonlinear terms on the right hand
RT
side. Indeed, from Lemma 2.5 it follows 0 ..u.k/ ; //  C.K; ˛/k kLp .0;TIW 1;p .D/ .
The non-linear convective term can be estimated using Lemma 2.6, the Hölder
2p
inequality and the imbedding of W 1;p .D/ into L p2 .D/ for p > 2 as follows
Z T Z T
.k/ .k/
Bh.k/ .u ; u ; /  C.K; ˛/ ku.k/ k1;p ku.k/ k2 k k 2p
0 0 p2

 C.K; ˛/ku.k/ kL1 .0;TIL2 .D// ku.k/ kLp .0;TIW 1;p .D// k kLp0 .0;TIW 1;p .D// ;

which is bounded due to (41) for all 2 Lp .0; TI V/. Analogously the term
RT .k/ .k/
0 Bh.k/ .u ; ; u / is bounded, which leads to
3

Z T
bh.k/ .u.k/ ; u.k/ ; /  C.K; ˛/k kLp .0;TIW 1;p .D// for p 2 .2; 1/: (60)
0

Further estimates of the remaining terms on the right hand side conclude the proof
of (59)8.
In what follows we have to verify, that F .ı .k/ / ! F .ı/ and that the limit 
from (59) is the weak solution associated with ı, and thus F .ı/ D :

4.2.1 Limiting Process k ! 1

Now let us consider (40) with u.k/ instead of u, h.k/ instead of h and
.k/ D @t .k/
instead of
:
First of all we have to realize, that due to the solenoidal property, which depends
on h.k/ , the test functions are also implicitly dependent on k. This fact presents a
difficulty when we pass with k ! 1. Nevertheless we can construct sufficiently
smooth test functions Q .y; t/ D '.x;
Q t/, which are independent on k and divergence
free in .h/ (i.e. divh Q D 0). They are also well defined on infinitely many

3
For p D 2 this estimate is valid for 2 Lp .0; TI V/ \ L4 ..0; T/  D/, cf. [6].
Weak Solution of the FSI Problem for Shear-Thickening Fluids 315

approximate domains .h.k/ / and dense in the space of admissible test functions
Lp .0; TI X/, cf. (35). Such a test functions 'Q can be constructed on .0; T/  BM as
algebraic sum, see [4, Remark 3]

'Q D '0 C '1 ;

where '0 is a smooth function with compact support in .h/, div'0 D 0 on .h/
and '0 is extended by 0 to .0; T/  BM . Further, having  2 H 1 .0; TI H02 .0; L// we
def
define '1 D .0; .x1 /=E/ on BM nB˛ , B˛ D .0; L/  .0; ˛/ 2 R2 , the constant
E comes from (15). Note that div'1 D 0 on BM nB˛ . Moreover, '1 such that
R R˛ 1 1
RL 
@B˛ '1  n D 0 '1 .L; x2 ; t/  '1 .0; x2 ; t/dx2 C 0 E .x1 ; t/dx1 D 0 can be extended
into B˛ by a divergence-free extension, whereas remaining boundary conditions
on in ; out ; c are preserved, see e.g., [7, p. 144]. Note, that due to the uniform
convergence of .k/ we have that sup '0  .h.N/ / for sufficiently large N and the
function '0 is well defined on each .h.N/ / for such N. Moreover '1 is defined
on .h.k/ / for each k. For more details on this construction we refer a reader to [3,
Sect. 7, pp. 35–36], compare [4].
Having Q .y; t/ D Q .x1 ; h.xx12;t/ ; t/ D '.x;
Q t/; x 2 .h/; y 2 D, let us construct
.k/
the set of admissible test functions by transformation of 'Q from .h.k/ / into D,
x2
.k/
.y1 ; y2 ; t/ WD Q .x1 ; .k/
; t/ D '.x
Q 1 ; x2 ; t/; (61)
h .x1 ; t/
x 2 .h.k/ /; y 2 D:

The test functions (61) have the following property

.k/ .k/
W D ! R2 I divh.k/ .k/
D 0; E 2 .y1 ; 1; t/ D .y1 ; t/; and

.k/
! Q;
uniformly on .0; T/  D:
eO h.k/ . .k/ / ! eO . Q /

This property follows from the special construction of ', Q the property (63) below
and the uniform convergence of h.k/ and @y1 h.k/ that follows from (58). The test
functions (61) satisfy the boundary conditions on Sin ; Sout ; Sc , cf. (24) as well.
Thus it is enough to consider test functions D Q , which are independent on
k and smooth enough. The limiting process in the test functions follows afterwards
using the uniform convergence .k/ and eO . .k/ /.
In the following lines we will present the limiting process for k ! 1 in chosen
nonlinear terms. Let us first consider the convective term and show
Z T  
bh.k/ .u.k/ ; u.k/ ; /  bh .u; u; / dt ! 0:
0
316 A. Hundertmark et al.

Recalling (30), the following terms appear in the above expression

Z T
Bh .u; u.k/  u; / C Bh.k/ .u.k/  u; u.k/ ; / C B.h.k/ h/ .u; u.k/ ; /dt:
0

To show the convergence of above integrals, we restrict ourselves only to the terms
containing @y1 h.k/, convergence of terms with h.k/ is analogous. Let us consider
Z Z    @h.k/
T
@u.k/ @u @h @u.k/ .k/
  u1 C  u1  u1
0 D @y2 @y2 @y1 @y2 @y1
.k/ 
@u.k/ @h @h .k/
  u1 dy dt:
@y2 @y1 @y1

The convergence of the first term is obvious due to the weak convergence of u.k/
0
in Lp .0; TI W 1;p .D//. The strong convergence of u.k/ in Lp ..0; T/  .D// and the
uniform convergence of @y1 h.k/ imply the convergence in the remaining two terms.
Now we denote eO .k/ WD eO h.k/ ; eO WD eO h , cf. (26) and Remark 2.2. The limiting
process in the viscous term will be realized as follows.
Z T
..u.k/ ; //h.k/  ..u; //h dt (62)
0
Z T Z h i
.k/
D h ij .Oe.k/ .u.k/ //Oeij . /  ij .Oe.u//Oeij . /
0 D

.k/
C h.k/  h ij .Oe.k/ .u.k/ //Oeij . / dy dt
Z TZ h i
.k/
D h ij .Oe.k/ .u.k/ // eO ij . /  eO ij . / dy dt
„0 D ƒ‚ …
.I/
Z TZ

C h ij .Oe.k/ .u.k/ //  ij .Oe.u// eO ij . / dy dt

„0 D
ƒ‚ …
.II/
Z TZ
.k/
C h.k/  h ij .Oe.k/ .u.k/ //Oeij . / dy dt :
„0 D
ƒ‚ …
.III/

It is easy to see that the term .III/ goes to zero. Using the fact that
" #
1 1 0
eO h .u/ D ruF.h/ C .ruF.h// 2 T
R22
sym I F.h/ D y2 @h 1 (63)
2 h @y1 h
Weak Solution of the FSI Problem for Shear-Thickening Fluids 317

and due to the uniform convergence of h.k/ in C.0; TI C1 Œ0; L/ the convergence in
all components of F is obvious and we obtain that .I/ ! 0.
In order to show the convergence in the term .II/, we will use the Minty- Trick.
Let us denote for better readability  k WD eO h.k/ .u.k/ /  WD eO h .u/ and  WD eO . /.
0
Define the operator A; A W Lp ..0; T/  D/ ! Lp ..0; T/  D/,
Z Z
˝ ˛ T
A. k /;  WD h ij . k / dy dt:
0 D
˝ ˛
Lemma 2.4 implies the monotonicity of operator A, A. k /  A./;  k    0:
Further, from assumptions (16) on h.k/ and Lemma 2.5 we obtain for u; 2
Lp .0; TI W 1;p .D// and for any k
ˇ˝ k ˛ˇ
ˇ A. /;  ˇ  c.K; ˛/kkLp .0;TILp .D// :

0
Thus A is bounded in Lp ..0; T/  D/ and consequently A. k / * f . Moreover,
from the weak convergence of ru.k/ and the uniform convergence of h.k/ in
C.0; TI C1 Œ0; L/ we obtain the weak˝ convergence˛  k * .
Now ˝ we prove that ˛ limk!1 A. /; 
k k
D h f ; i, i.e., we show that
limk!1 A. k /;  k   D 0. To this end, we limit in the rest terms of the
weak formulation (40) with u.k/ ; h.k/ ;
.k/ instead of u; h;
using test functions
D u.k/  u. In what follows we present the limiting process in the nonlinear
convective term. Recalling (30) we can write
Z Z
T
1 T
bh.k/ .u.k/ ; u.k/ ; u.k/  u/ dt D Bh.k/ .u.k/ ; u.k/ ; u.k/  u/
0 2 0

Bh.k/ .u.k/ ; u.k/  u; u.k/ / dt: (64)

We can estimate the first term on the right hand side using the Hölder and the
1=2 1=2
interpolation inequality k'k4  ck'k1;2 k'k2 , cf. [9, Lemma 3.1]
Z T
Bh.k/ .u.k/ ; u.k/ ; u.k/  u/dt 
0

3 1
C.K; ˛/ku.k/  ukL2 .L2 / ku.k/ kL22 .W 1;2 / C ku.k/ kL2 .W 1;2 / kukL22 .W 1;2 / ;

here L2 .W 1;2 / WD L2 .0; TI W 1;2 .D//. Thus, the strong convergence of u.k/ in
L2 ..0; T/  D/ implies, that the first term on the right hand side of (64) tends to
0. Further, we can rewrite the second term as

Bh.k/ .u.k/ ; u.k/  u; u.k/ / D Bh .u; u.k/  u; u/ C B.h.k/ h/ .u; u.k/  u; u/

CBh.k/ .u.k/  u; u.k/  u; u.k/ / C Bh.k/ .u; u.k/  u; u.k/  u/:

318 A. Hundertmark et al.

Due to the weak convergence of ru.k/ , uniform convergence of h.k/ and the strong
RT
convergence of u.k/ , cf. (59) we obtain also for the second term 0 Bh.k/ .u.k/ ; u.k/ 
u; u.k/ /dt ! 0. This concludes the proof of convergence in the convective term (64).
The limiting process in the remaining terms of˝ (40) is obvious
˛ and we omit it here.
Consequently, we have obtained limk!1 A. k /;  k D h f ; i and the Minty-
Trick argument implies that f D A./, i.e.
˝ ˛
A. k / * A./ and thus A. k /;  ! hA./; i

for any  2 Lp ..0; T/  D/ as k ! 1:

This concludes the limiting process in (40) and the Sect. 4.2. We have found out
that F .ı .k/ / ! F .ı/ as k ! 1 and that  is the weak solution of (40) associated
with the limit ı, (h D R0 C ı), thus F .ı/ D .
Finally, using the continuity of the mapping F , its relative compactness in Y and
the property F .B˛;K /  B˛;K we deduce from the Schauder fixed point theorem,
that there exists at least one fixed point of the mapping F defined by the weak
formulation (40), F ./ D . Thus, we obtain the existence of at least one weak
solution (14) of the original unsteady fluid-structure interaction problem (1)–(13).
The proof of the Theorem 1.2 is now completed. 
Remark on the Global Existence Result Let us point out that we have obtained
the existence of weak solution until some time T  . We remind that this time
is obtained in order to achieve the fixed point of the mapping F and to avoid
the contact of the elastic boundary w .t/ with the fixed boundary for given data
Pin ; Pout ; Pw ; R0 and ˛; K. Similarly as in [4, Grandmont et al.], we can prolongate
the solution in time and even obtain the global existence until the contact with the
solid bottom.
Indeed, we can construct a non-decreasing sequence of times fT  D
  1
T1 ; : : : ; Tm1 ; Tm ; : : :g, such that for given ˛; K; ˛  minfRmin ; Rmin CR max
g, starting

from initial data in time Tm1 , we have the existence of weak solution for some

time Tm1 C T WD Tm . We distinguish between two situations. Either sup Tm D 1,
which means, that the contact with the solid bottom never happens and we obtain
global existence. Otherwise sup Tm WD T  < 1 for given ˛. In this case we can
decrease ˛. If the time interval of the existence cannot be prolongated for chosen ˛,
we have to decrease ˛ again. This is repeated until ˛ reaches 0. The later represents
the contact with the solid boundary at some time T C T, N where TN  0.

Acknowledgements The present research has been financed by the DFG project ZA 613/1-1, the
Nečas Centrum for Mathematical Modelling LC06052 (financed by MSMT) and the Grant of the
Czech Republic, No. P201/11/1304. It has also been partially supported by the 6th EU-Framework
Programme under the Contract No. DEASE: MEST-CT-2005-021122 and the DST-DAAD project
based personnel exchange program with Indian Institute of Science, Bangalore. We would like to
thank Ján Filo (Comenius University, Bratislava) for fruitful discussions on the topic.
Weak Solution of the FSI Problem for Shear-Thickening Fluids 319

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non-Newtonian fluids in compliant vessels. Comput. Math. Appl. 60, 572–590 (2010)
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ary PDEs (Chapman and Hall, London, 1996)
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ior of blood. Ph.D. Thesis, University of Pittsburgh, Pittsburgh, 1996
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Comenius University, Bratislava, 2007
Stability of Time Periodic Solutions
for the Rotating Navier-Stokes Equations

Tsukasa Iwabuchi, Alex Mahalov, and Ryo Takada

Dedicated to Professor Yoshihiro Shibata on his sixtieth

birthday

Abstract We consider the stability problem of time periodic solutions for the
rotating Navier-Stokes equations. For the non-rotating case, it is known that time
periodic solutions to the original Navier-Stokes equations are asymptotically stable
under the smallness assumptions both on the time periodic solutions and on the
initial disturbances. We shall treat the high-rotating cases, and prove the asymptotic
stability of large time periodic solutions for large initial perturbations.

Keywords Asymptotic stability • The rotating Navier-Stokes equations • Time

periodic solutions

1 Introduction

Let us consider the time periodic problems for the rotating Navier-Stokes equations,
describing the motion of viscous incompressible fluids in the rotational framework:
8
ˆ @v
<  v C e3  v C .v  r/v C rq D f t 2 R; x 2 R3 ;
@t (1)
:̂div v D 0 t 2 R; x 2 R ; 3

T. Iwabuchi
Department of Mathematics, Osaka City University and OCAMI, Sumiyoshi-ku, Osaka
558-8585, Japan
e-mail: [email protected]
A. Mahalov
School of Mathematical and Statistical Science, Arizona State University, PO Box 871804,
Tempe, AZ 85287, USA
e-mail: [email protected]
R. Takada ()
Mathematical Institute, Tohoku University, Sendai 980–8578, Japan
e-mail: [email protected]

© Springer Basel 2016 321

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_17
322 T. Iwabuchi et al.

where v D v.t; x/ D .v1 .t; x/; v2 .t; x/; v3 .t; x// and q D q.t; x/ denote the unknown
velocity field and the unknown pressure of the fluid at the point .t; x/ 2 R  R3 ,
respectively, while f D f .t; x/ D .f1 .t; x/; f2 .t; x/; f3 .t; x// denotes the given time
periodic external force. Here  2 R represents the speed of rotation around the
vertical unit vector e3 D .0; 0; 1/, which is called the Coriolis parameter. In [12],
Koh et al. showed the existence and uniqueness of periodic in time solutions to (1)
in the class
3 1 1
P s;p .R3 //3
s
v 2 BC.RI W with sup kv.t/kWP s;p 6 Cjj 2 . 3 C 3 / p (2)
t2R

for 0 < s < 3=5; 1=3 C s=9 6 1=p < min f1=3 C s=3; 1  sg and some constant
C D C.s; p/.
The purpose of this paper is to show the stability of time periodic solutions to (1)
in the class (2). If v.0; x/ is initially perturbed by a, the perturbed flow w.t; x/
is governed by the following initial value problem for the rotating Navier-Stokes
equations:
8 @w
ˆ
ˆ  w C e3  w C .w  r/w C r D f t > 0; x 2 R3 ;
ˆ
< @t
(3)
ˆ
ˆdiv w D 0 t > 0; x 2 R3 ;
:̂
w.0; x/ D v.0; x/ C a.x/ x 2 R3 :

In this paper, we shall prove that for every time periodic solution v 2
L1 .RI WP s;p .R3 //3 and every initial disturbance a 2 H
P s .R3 /3 with 1=2 < s < 3=5
and 1=3 C s=9 6 1=p < 1  s, there exists a unique global mild solution w to (3)
such that the global space-time integral
Z 1
kw.t/  v.t/kWP s;p dt for some  D .s; p/ with 2 <  < 1
0

converges to zero with algebraic decay rates as jj ! 1, provided that the
speed of rotation is sufficiently high. Note that in the high-rotating case we do not
impose the smallness assumptions either on time periodic solutions or on initial
disturbance. Introducing a new unknown vector u WD w  v, we can reduce the
original equations (3) to the following ones with the initial disturbance a:
8 @u
ˆ
ˆ  u C e3  u
ˆ
ˆ @t
ˆ
ˆ
< C.u  r/v C .v  r/u C .u  r/u C rp D 0 t > 0; x 2 R3 ;
(4)
ˆ
ˆ
ˆ
ˆ 3
ˆdiv u D 0 t > 0; x 2 R ;
:̂
u.0; x/ D a.x/ x 2 R3 :
Stability of Time Periodic Solutions 323

Hence our problem on the stability of time periodic solutions v can be reduced to
an investigation into the unique existence of the global solution u to (4) and its
asymptotic behavior.
Let us review the known results on the existence of time periodic solutions to (1)
and its stability. In the non-rotating case  D 0, (1) corresponds to the original
Navier-Stokes equations and there are a number of literatures concerning our
problem. We shall only mention the results on time periodic solutions in unbounded
domains. Maremonti [17, 18] considered the whole space R3 and the half space
R3C , respectively, and proved the unique existence of time periodic solution and its
asymptotic stability under small perturbations. Kozono and Nakao [14] introduced
the notion of mild solutions to the time periodic problems for (1), and proved the
existence and uniqueness of time periodic mild solutions in the whole space Rd , the
half space RdC with d > 3 and exterior domains in Rd with d > 4. The asymptotic
stability of the periodic solutions constructed in [14] was proved by Taniuchi [19].
Yamazaki [20, 21] treated the 3-dimensional exterior domains and generalized the
results of Kozono and Nakao [14], Taniuchi [19] for Morrey spaces, respectively.
We remark that all of the stability results are obtained under the assumption that
both time periodic solutions and initial perturbations are small enough.
In the rotating case  2 R, following the idea in [14] several authors obtained the
existence results of time periodic mild solutions to (1). Konieczny and Yoneda [13]
proved the existence of stationary mild solutions to (1). Kozono et al. [16] showed
the uniform solvabilities of (1) and (4) and generalized the results of Kozono and
Nakao [14], Taniuchi[19] for all  2 R. In the high-rotating case jj  1, as is
already known in [2–6], the Coriolis force e3 u exhibits a dispersion phenomenon
which is closely related to dispersive estimates for the operator
Z 
D3 3
e˙it jDj f .x/ WD fO ./d;
ix˙it jj
e
R3

see Lemma 2.2 in Sect. 2. Based on such estimates, the authors in [9, 12] proved the
unique existence of time periodic solutions to (1) for large external forces provided
that the speed of rotation is sufficiently large.
Now let us state our main result. In order to solve (4), we consider the following
integral equations:
Z t
u.t/ D T .t/a  T .t  /Pr  Œv./ ˝ u./ d
0
Z t
 T .t  /Pr  Œu./ ˝ v./ d (5)
0
Z t
 T .t  /Pr  Œu./ ˝ u./ d;
0
324 T. Iwabuchi et al.

where P D .ıjk CRj Rk /16j;k63 denotes the Helmholtz projection onto the divergence-
free vector fields and T ./ denotes the semigroup corresponding to the linear
problem of (4), which is given explicitly by
   
3 2 3 2
T .t/g D F 1 cos  t ejj t I gO ./ C sin  t ejj t R./Og./
jj jj

for t > 0 and the divergence-free vector field g. Here fRj g3jD1 denote the Riesz
transforms, I is the identity matrix in R3 and R./ is the skew-symmetric matrix
related to the symbol of the Riesz transforms, which is defined by
0 1
0 3 2
1 @
R./ WD 3 0 1 A ;  2 R3 n f0g:
jj
2 1 0

For the derivation of the explicit form of the semigroup T .t/, we refer to Babin
et al. [1–3] and Hieber and Shibata [8]. We call that u is a mild solution to (4) if u
satisfies (5) in some appropriate function space.
Our theorem on the stability of time periodic solutions now reads:
Theorem 1.1 Let s; p and  satisfy

1 3 1 s 1 3 3 1 5 3 s
<s< ; C 6 < 1  s;  6 <  C : (6)
2 5 3 9 p 4 2p  8 2p 4

Then, there exist positive constants ı1 D ı1 .s; p/ and ı2 D ı2 .s; p; / such that for
every  2 R n f0g, every time periodic solution v 2 L1 .RI W P s;p .R3 // and every
P 3
initial disturbance a 2 H .R / with div a D 0 satisfying
s

n o
kvkL1 .RIWP s;p / 6 ı1 jj 2 . 3 3 / p ;
3 1
Cs 1
kakHP s 6 ı2 jj 2 .s 2 / ;
1 1
(7)

(4) possesses a unique mild solution u in the class C.Œ0; 1/I H P s .R3 // \
 P 3
L .0; 1I W .R // satisfying div u D 0. Furthermore, there exists a positive
s;p

constant C D C.p; / such that

n  o
 1  34  2p
3
kukL .0;1IWP s;p / 6 Cjj kakHP s (8)

for all  2 R n f0g.

Remark 1.2 Theorem 1.1 states that the time periodic solution v to (1) is asymptot-
P s;p .R3 //-norm
ically stable as t ! 1 in the sense that the global in time L .0; 1I W
kw  vkL .0;1IWP s;p / of the difference between the perturbed flow w to (3) and
v is finite. Furthermore, in the case 1= > 3=4  3=.2p/ and jj  1, (8)
Stability of Time Periodic Solutions 325

yields that the perturbed flow w behaves like the time periodic flow v in the sense
that
n  o
 1  34  2p
3
kw  vkL .0;1IWP s;p / D O.jj / as jj ! 1:

Remark 1.3 In the non-rotating case  D 0, the stability of time periodic solutions
to the original Navier-Stokes equations was proved under the smallness assumptions
both on the time periodic solutions and on the initial disturbances (see [15, 19, 20]).
On the other hand, since the powers of jj in (7) are positive, we can obtain
the unique global solution to (4) for large time periodic solutions v and initial
perturbations a provided  satisfies
  1 2s 1  
 21
jj > max ı11 kvkL1 .RIWP s;p / 3f. 3 C 3 / p g ; ı21 kakHP s s 2 :

Remark 1.4 The size conditions (7) to time periodic solutions and initial distur-
bances are closely related to the scaling invariance to (4). Indeed, if .u; v; p/
solves (4) with the parameter  then so does .u ; v ; p / with  for all  > 0,
where

u .t; x/ WD u.2 t; x/; v .t; x/ WD v.2 t; x/;

p .t; x/ WD 2 p.2 t; x/;  WD 2 :

The size conditions (7) are invariant under the above scalings. This property could
be regarded as a counterpart of the scaling invariance to the original Navier-Stokes
equations such as ku .0; /k P 12 3 D ku.0; /k P 12 3 for all  > 0.
H .R / H .R /
In the periodic case T3 , it seems to be difficult to obtain the characterization (7)
for the size condition on initial data and time periodic solutions because of the
presence of resonant domains and the lack of dispersion effect. Concerning the
existence theorem and the global regularity results on T3 , we refer to Babin et al. [1–
3], and also Flandoli and Mahalov [7] for the stochastic case.
Remark 1.5 In the non-rotating case  D 0, the solutions to (4) constructed in [15,
19, 20] satisfy the integral equation (5) in the weak form. This difficulty is caused
by the estimate for the convection terms .u  r/v C .v  r/u: Since a time periodic
flow does not satisfy the time global estimates like supt>0 t1=2 krv.t/kL3 .R3 / < 1,
the standard Kato iteration scheme [11] does not work well. On the other hand, our
solution in Theorem 1.1 satisfies (5) in the strong sense. This is due to the use of
dispersive effects of the Coriolis force and the space-time integral estimates.
This paper is organized as follows. In Sect. 2, we recall the dispersive estimates
due to the Coriolis force and prepare the linear estimates for the semigroup T .t/.
In Sect. 3, we prove the bilinear estimates associated with the convection terms. In
Sect. 4, we give the proof of Theorem 1.1.
326 T. Iwabuchi et al.

Throughout this paper, we denote by C the constants which may differ from line
to line. In particular, C D C .; : : : ; / will denote the constant which depends only
on the quantities appearing in parentheses.

2 Linear Estimates

Let S .R3 / be the˚ Schwartz class, and let S 0 .R3 / be the space of tempered
3
distributions. Let 'j j2Z  S .R / be a smooth partition of unity in the frequency
space satisfying the following properties:

0 6 '0 ./ 6 1 for all  2 R3 ;

˚ ˇ 
supp '0   2 R3 ˇ 1=2 6 jj 6 2 ;


'j ./ D '0 for all j 2 Z
2j

and
X
'j ./ D 1 for all  2 R3 n f0g:
j2Z

For j 2 Z and f 2 S 0 .R3 /, we define the frequency localized projection operator

j by

b
j f ./ WD 'j ./fO ./:

Then, we recall the definition of the homogeneous Besov space BP sp;q .R3 /.
Definition 2.1 For s 2 R and 1 6 p; q 6 1, the homogeneous Besov space
BP sp;q .R3 / is defined to be the set of all tempered distributions f 2 S 0 .R3 / such
that
˚    
 
kf kBP sp;q WD  2sj j f Lp j2Z  q < 1:
`

D3
Next, we define the operators e˙it jDj by the Fourier integral
Z 
D3 3
e˙it jDj f .x/ WD fO ./d; t 2 R; x 2 R3 :
ix˙it jj
e
R3
Stability of Time Periodic Solutions 327

Then, we can rewrite the semigroup T .t/ as

   
3 2 3 2
T .t/f D F 1 cos  t ejj t I fO ./ C sin  t ejj t R./fO ./
jj jj
1 it D3 t 1 D3
D e jDj e .I C R/f C eit jDj et .I  R/f (9)
2 2

for t > 0 and  2 R, where et denotes the standard heat semigroup and R denotes
the matrix of singular integral operators defined by
0 1
0 R3 R2
R WD @ R3 0 R1 A :
R2 R1 0

D3
The operators e˙it jDj represent the oscillation parts of T .t/. Let us first recall the
D3
dispersive estimates for e˙it jDj .
Lemma 2.2 ([12, Lemma 2.2]) For 2 6 p 6 1, there exists a positive constant
C D C.p/ such that
 
 ˙it jDj
D3
 2
e f 6 C.1 C jtj/.1 p / kf k sC3.1 p2 /
BP sp;q BP p0 ;q

sC3.1 2p /
for all t 2 R; s 2 R; 1 6 q 6 1, and f 2 BP p0 ;q .R3 /, where 1=p C 1=p0 D 1.
By the explicit formula (9) of the semigroup T .t/, Lemma 2.2 and the
smoothing properties of the heat semigroup yield the following Lq -Lp estimates for
T .t/.
Lemma 2.3 ([12, Lemma 3.2]) Let ˛ 2 .N [ f0g/3 , and let p and q satisfy 2 6
p < 1 and 1 < q 6 p0 , where 1=p C 1=p0 D 1. Then there exists a positive constant
C D C.˛; p; q/ such that
 ˛  2 3 1 1 j˛j
@ T .t/f  p 6 C.1 C jjt/.1 p / t 2 . q  p / 2 kf kLq
x L

for all t > 0;  2 R and f 2 Lq .R3 /3 .

Using the TT  method and Lemma 2.3, we have the following homogeneous and
inhomogeneous space-time estimates for our semigroup T .t/.
Lemma 2.4 ([12, Lemma 3.3]) Let 2 < p < 6, and let  satisfy
 
3 3 1 1 5 5
 6 < min ;  :
4 2p  2 4 2p
328 T. Iwabuchi et al.

Then there exists a positive constant C D C.p; / such that

n o
 1 . 34  2p
3
/
kT ./f kL .0;1WLp / 6 Cjj kf kL2 (10)

for all  2 R n f0g and f 2 L2 .R3 /3 . In particular, in the critical case 1= D
3=4  3=2p, (10) holds for all  2 R.
Lemma 2.5 ([12, Lemma 3.4]) Let p; q and  satisfy

1 1 1 1
2 < p < 3; 1 6 < C
p q p 3

and
   
1 3 1 1 2 1 1 3 1 1
max 0;    1 < 6   ;
2 2 q p p  2 2 q p

respectively. Then there exists a positive constant C D C.p; q; / such that

Z t  n o
   12  32 . 1q  1p / 1
 T .t  /Prf ./d  6 Cjj kf k (11)
  
L 2 .0;1ILq /
0 L .0;1ILp /


for all  2 R n f0g and f 2 L 2 .0; 1I Lq .R3 //. In particular, in the case 1= D
1=2  3.1=q  1=p/=2, (11) holds for all  2 R.
In order to estimate the convection terms .u  r/v C .v  r/u, we first prepare the
following inhomogeneous space-time estimate, which is a variant of Lemma 2.5.
Lemma 2.6 Let p and q satisfy 2 < p < 3 and

1 1 1 1 7 1 1 1 1
1 6 < C ;  < < C :
p q p 3 3p 3 q p 3

Then there exists a positive constant C D C.p; q/ such that

Z t  n  o
   32 1 1
 1q
 T .t  /Prf ./d  3Cp
  6 Cjj kf kL .0;1ILq /
0 L .0;1ILp /

for all  2 R n f0g; 1 6  6 1 and f 2 L .0; 1I Lq .R3 //.

Proof Since P is bounded in Lq .R3 /, it follows from Lemma 2.3 that
Z t  Z
  t
 T .t  /Prf ./d  6C k .t  /kf ./kLq d;
 
0 Lp 0
Stability of Time Periodic Solutions 329

where
2 3 1 1 1
k .t/ WD f1 C jjtg.1 p / t 2 . q  p / 2 :

Hence by the Hausdorff-Young inequality we have

Z t  Z t 
   
 T .t  /Prf ./d  6 C k .t  /kf ./k d 
    Lq

0 L .0;1ILp / 0 L .0;1/

6 C kk kL1 .0;1/ kf kL .0;1ILq / :

Here, by the change of variable t ! t=jj, we see that

Z 1
1 1
kk kL1 .0;1/ D dt
1 2p 3 1 1 1
2 . q  p /C 2
0 .1 C jjt/ t
n  o Z 1
 32 1 1
3Cp  1q 1 1
D jj dt: (12)
1 2p 3 1 1 1
2 . q  p /C 2
0 .1 C t/ t

By the assumptions on p and q, the last integral in (12) converges. This completes
the proof of Lemma 2.6. t
u

3 Nonlinear Estimates

In this section, we shall prove several bilinear estimates. First, we recall the
following bilinear estimates in the Sobolev spaces of fractional order.
Lemma 3.1 ([10, Lemma 2.7]) Let s; p and q satisfy

s 1 1 s 1 2 s
0 6 s < 3; < < C ; D  :
3 p 2 6 q p 3

Then there exists a positive constant C D C.s; p; q/ such that

kfgkWP s;q 6 Ckf kWP s;p kgkWP s;p

P s;p .R3 /.
for all f ; g 2 W
Combining Lemmas 2.5 and 3.1, we have the following bilinear estimates for the
nonlinear term .u  r/u.
Lemma 3.2 ([12, Lemma 4.2]) Let s; p and  satisfy
 
3 1 s 1 1 1 s
0<s< ; C 6 < min ; C
2 3 9 p 2 3 3
330 T. Iwabuchi et al.

and
 
1 s 1 1 1 3 s
max 0; C  < 6  C :
2p 2 2  2 2p 2

Then there exists a positive constant C D C.s; p; / such that

Z t 
 
 T .t  /Pr  Œu./ ˝ v./ d 
 
0 P s;p /
L .0;1IW (13)
n o
 . 12  2p
3
C 2s / 1
6 Cjj kukL .0;1IWP s;p / kvkL .0;1IWP s;p /

for all  2 R n f0g and u; v 2 L .0; 1I W P s;p .R3 //3 . In particular, in the case
1= D 1=2  3=2p C s=2, (13) holds for all  2 R.
Similarly to Lemma 3.2, we shall show the inhomogeneous bilinear estimates for
the convection terms .u  r/v C .v  r/u.
Lemma 3.3 Let s and p satisfy
 
3 1 s 1 1 s
0<s< ; C 6 < min C ;1  s :
5 3 9 p 3 3

Then there exists a positive constant C D C.s; p/ such that

Z t 
 
 T .t  /Pr  Œu./ ˝ v./ d 
 
0 P s;p /
L .0;1IW
n o
 32 . 13 C 3s / 1p
6 Cjj kukL .0;1IWP s;p / kvkL1 .0;1IWP s;p /

P s;p .R3 //3 ; v 2 L1 .0; 1I W

for all 1 6  6 1; u 2 L .0; 1I W P s;p .R3 //3 and  2
R n f0g.
Proof Set 1=q WD 2=p  s=3. Then, the exponents .p; q/ and .s; p; q/ satisfy
the assumptions of Lemmas 2.6 and 3.1, respectively. Therefore, it follows from
Lemmas 2.6 and 3.1 that
Z t 
 
 T .t  /Pr  Œu./ ˝ v./ d 
 
0 P s;p /
L .0;1IW
n o
 32 . 13 C 1p /. 2p  3s /
6 Cjj ku ˝ vkL .0;1IWP s;q /
n o
 32 . 13 C 3s / 1p  
6 Cjj ku./k P s;p kv./k P s;p  
W W L .0;1/
n o
 32 . 13 C 3s / 1p
6 Cjj ku./kL .0;1IWP s;p / kv./kL1 .0;1IWP s;p / :

Hence we obtain Lemma 3.3. t

u
Stability of Time Periodic Solutions 331

4 Proof of the Main Result

In this section, we shall give the proof of Theorem 1.1. The strategy of the proof is
based on the idea in [10].
Proof of Theorem 1.1 Let the exponents s; p and  satisfy (6). Then these exponents
satisfy the assumptions of Lemmas 2.4, 3.2 and 3.3. Indeed, for 1=2 < s < 3=5, it
is easy to see that
   
1 1 s 1 s 1 1 s 1
< C < min C ; 1  s D 1  s < min ; C D :
6 3 9 3 3 2 3 3 2

Furthermore, for such s and p, we have

 
1 s 1 3 3 5 3 s
0 D max 0; C  <  <  C
2p 2 2 4 2p 8 2p 4
8  
ˆ 1 5 5 5 5
ˆ
ˆ min ;  D  ;
< 2 4 2p 4 2p
<
ˆ
ˆ1
:̂  3 C s :
2 2p 2

Let  2 Rnf0g, and suppose that u0 2 H P s .R3 /3 satisfies div u0 D 0. By Lemma 2.4,
there exists a positive constant C0 D C0 .p; / such that
n o
 1 . 34  2p
3
/
kT ./akL .0;1IWP s;p / 6 C0 jj kakHP s : (14)

Then, we define the map ˆ and the solution space .X; dX / with the metric dX by
Z t
ˆ.u/.t/ WD T .t/a  T .t  /Pr  Œv./ ˝ u./ d
0
Z t
 T .t  /Pr  Œu./ ˝ v./ d
0
Z t
 T .t  /Pr  Œu./ ˝ u./ d
0

and
n ˇ
P s;p .R3 //3 ˇˇ
X WD u 2 L .0; 1I W
n o o
 1 . 34  2p
3
/
kukL .0;1IWP s;p / 6 2C0 jj kakHP s ;

dX .u; w/ WD ku  wkL .0;1IWP s;p / ;

332 T. Iwabuchi et al.

respectively. From (14), Lemmas 3.2 and 3.3, there exist positive constants C1 D
C1 .s; p/ and C2 D C2 .s; p; / such that

kˆ.u/kL .0;1IWP s;p /

n o
 1 . 34  2p
3
/
6 C0 jj kakHP s
n o
 32 . 13 C 3s / 1p
C C1 jj kvkL1 .RIWP s;p / kukL .0;1IWP s;p /
n o
 . 12  2p
3
C 2s / 1
C C2 jj kuk2L .0;1IWP s;p /
n o
 1 . 34  2p
3
/
6 C0 jj kakHP s
n o n o
 32 . 13 C 3s / 1p  1 . 34  2p
3
/
C 2C0 C1 jj kvkL1 .RIWP s;p / kakHP s
n o n o
 . 12  2p
3
C 2s / 1 2 1 . 34  2p
3
/
C 4C02 C2 jj kak2HP s
n o
 1 . 34  2p
3
/
D C0 jj kakHP s
n n o o
 32 . 13 C 3s / 1p
kvkL1 .RIWP s;p / C 4C0 C2 jj 2 .s 2 / kakHP s
1 1
 1 C 2C1 jj
(15)

for all u 2 X. Moreover, it follows from Lemmas 3.2 and 3.3 that there exist positive
constants C3 D C3 .s; p/ and C4 D C4 .s; p; / such that

kˆ.u/  ˆ.w/kL .0;1IWP s;p /

Z t 
 
6  T .t  /Pr  Œv./ ˝ .u./  w.// d 


0 P s;p /
L .0;1IW
Z t 
 
C
 T .t  /Pr  Œ.u./  w.// ˝ v./ d 

0 P s;p /
L .0;1IW
Z t 
 
C
 T .t  /Pr  Œ.u./  w.// ˝ u./ d 

0 P s;p /
L .0;1IW
Z t 
 
C  T .t  /Pr  Œw./ ˝ .u./  w.// d 


0 P s;p /
L .0;1IW
n o
 32 . 13 C 3s / 1p
6 C3 jj kvkL1 .RIWP s;p / ku  wkL .0;1IWP s;p /
n o 
 . 12  2p
3
C 2s / 1
C C4 jj kukL .0;1IWP s;p / C kwkL .0;1IWP s;p /

 ku  wkL .0;1IWP s;p /

Stability of Time Periodic Solutions 333

n o
 32 . 13 C 3s / 1p
6 C3 jj kvkL1 .RIWP s;p / ku  wkL .0;1IWP s;p /
n o n o
 . 12  2p
3
C 2s / 1  1 . 34  2p
3
/
C 4C0 C4 jj kakHP s ku  wkL .0;1IWP s;p /
n n o
 3 . 1 C s / 1
D C3 jj 2 3 3 p kvkL1 .RIWP s;p /
o
C 4C0 C4 jj 2 .s 2 / kakHP s ku  wkL .0;1IWP s;p /
1 1
(16)

for all u; w 2 X. Hence if the time periodic solution v and the initial disturbance a
satisfy
  n o
1 1 3
. 1 C s / 1
kvkL1 .RIWP s;p / 6 min ; jj 2 3 3 p
4C1 4C3

and
 
1 1
jj 2 .s 2 / ;
1 1
kakHP s 6 min ;
8C0 C2 16C0 C4

it follows from (15) and (16) that

n o
 1 . 34  2p
3
/
kˆ.u/kL .0;1IWP s;p / 6 2C0 jj kakHP s ;
1
kˆ.u/  ˆ.w/kL .0;1IWP s;p / 6 ku  wkL .0;1IWP s;p /
2
provided that u; w 2 X. Therefore, by the contraction mapping principle, there exists
a unique solution u 2 X satisfying (5) for all t > 0.
It remains to show that the mild solution u 2 X to (4) satisfies u 2
C.Œ0; 1/I HP s .R3 //3 . Take 1=q WD 2=p  s=3. It is easy to see that 1 < q < 2 and
the exponents .s; p; q/ satisfy the assumption of Lemma 3.1. Then, by Lemmas 2.4
and 3.1 and the Hölder inequality, we have
Z t 
 
ku.t/kHP s 6 kT .t/akHP s C  T .t  /Pr  Œv./ ˝ u./ d 

 s
0 HP
Z t 
 
C T .t  /Pr  Œu./ ˝ v./ d 

0 Ps
H
Z t 
 
C  T .t  /Pr  Œu./ ˝ u./ d 


0 Ps
H
334 T. Iwabuchi et al.

Z t 3 1 1 1
6 Cku0 kHP s C C .t  / 2 . q  2 / 2 kv./ ˝ u./kWP s;q d
0
Z t 3 1 1 1
CC .t  / 2 . q  2 / 2 ku./ ˝ v./kWP s;q d
0
Z t 3 1 1 1
CC .t  / 2 . q  2 / 2 ku./ ˝ u./kWP s;q d
0
Z t 3 1
.t  / p C 2 C 4 kv./kWP s;p ku./kWP s;p d
s
6 Cku0 kHP s C C
0
Z t 3 s 1
CC .t  / p C 2 C 4 ku./k2WP s;p d
0

6 Cku0 kHP s
Z t  10

. 3p C 2s C 14 / 0
C .t  / d kvkL1 .RIWP s;p / kukL .0;1IWP s;p /
0
Z t  1
3 1  0 . 2 /0
.t  /. p C 2 C 4 /. 2 / d
s
C kuk2L .0;1IWP s;p / (17)
0

for t > 0. Since 1= < 5=8  3=2p C s=4 < 5=4  3=p C s=2, the time integrals on
the right hand side of (17) converge and

Z t  10

. 3p C 2s C 14 / 0 5 3 1
D Ct. 4  p C 2 /  ;
s
.t  / d
0
Z t  1 n o
3 1  0 . 2 /0 2 . 58  2p
3
C 4s / 1
.t  /. p C 2 C 4 /. 2 / d
s
D Ct :
0

This shows that u.t/ 2 H P s .R3 /3 for t > 0. Similarly, we see that u 2
P s 3 3
C.Œ0; 1/I H .R // . This completes the proof of Theorem 1.1. u
t

Acknowledgements T. Iwabuchi is partially supported by JSPS Grant-in-Aid for Young Scientists

(B) #25800069.
A. Mahalov is partially supported by NSF DMS grant 1419593.
R. Takada was partially supported by JSPS Grant-in-Aid for Research Activity Start-up
#25887005.
Stability of Time Periodic Solutions 335

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rotational framework. Math. Z. 265, 481–491 (2010)
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framework. J. Evol. Equ. 12, 985–1000 (2012)
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framework. Math. Ann. 357, 727–741 (2013)
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Weighted Lp  Lq Estimates of Stokes
Semigroup in Half-Space and Its Application
to the Navier-Stokes Equations

Takayuki Kobayashi and Takayuki Kubo

Dedicated to Professor Yoshihiro Shibata on the occasion of his

sixtieth birthday

Abstract We consider the Navier-Stokes equations in half-space and in Lp space

with Muckenhoupt weight and show the Lp  Lq estimates of Stokes semigroup
with hx0 is1 hxn isn type weight. Finally as the application of the weighted Lp  Lq
estimates, we shall obtain the weighted asymptotic behavior of the solution to the
Navier-Stokes equations.

Keywords Half-space • Navier-Stokes equations • Weighted Lp  Lq estimates

1 Introduction

Let n  2. In this paper, we shall consider the Navier-Stokes equations in half-space

RnC defined by RnC D fx D .x0 ; xn / 2 Rn j xn > 0g and in weighted Lp space. The
Navier-Stokes equations are given by
8
ˆ
ˆ @t u  u C .u  r/u C r D 0; ruD0 in RnC  .0; 1/;
ˆ
ˆ
<u.x; t/ D 0 on @RnC  .0; 1/;
(NS)
ˆ
ˆu.x; 0/ D u0 .x/ in RnC ;
ˆ
:̂
limjxj!1 u.x; t/ D 0:

T. Kobayashi
Division of Mathematical Science, Department of Systems Innovation, Graduate School of
Engineering Science, Osaka University Machikaneyamacho 1-3, Toyonakashi 560-8531, Japan
e-mail: [email protected]
T. Kubo ()
Division of Mathematics, Faculty of Pure and Applied Sciences, University of Tsukuba, Ibaraki
305-8571, Japan
e-mail: [email protected]

© Springer Basel 2016 337

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_18
338 T. Kobayashi and T. Kubo

Here u.x; t/ D .u1 .x; t/; : : : ; un .x; t// and .x; t/ denote unknown velocity field and
scalar pressure and u0 .x/ is given vector function.
The Navier-Stokes equations (NS) have been already studied by many mathe-
maticians. In particular, Lp theory has been developed. Indeed, it is well known
for several bounded and unbounded domains  that if the initial data u0 is in the
space of Ln
./ of Ln solenoidal vector fields and if ku0 kLn ./ is sufficiently small,
then (NS) admits a unique strong solution u satisfying
n 1 1
t 2 . n  p / u 2 BC.Œ0; 1/I Lp .// .n  p  1/; (1)
1 n 1 1
t 2 C 2 . n  p / ru 2 BC.Œ0; 1/I Lp .// .n  p < 1/: (2)

One of the standard argument to prove the unique existence of solution satisfy-
ing (1) and (2) is to prove the following Lp  Lq estimates of Stokes semigroup etA
p
: for f 2 L
./,
n 1 1
ketA f kLq ./  Ct 2 . p  q / kf kLp ./ ; (3)
n 1 1 1
kretA f kLq ./  Ct 2 . p  q / 2 kf kLp ./ : (4)

In fact, in the whole space case, Kato [16] derived (3) and (4) for 1 < p  q < 1 by
using Young’s inequality with the concrete solution formula to linearized problem
of (NS) and considered the corresponding integral equation to (NS). He could prove
the unique existence of the strong solution to (NS) with (3) and (4) by the fixed point
theorem (for others domains, see e.g. [1, 4–6, 12, 13, 18–20, 23]).
On the other hand, the solvability of the Navier-Stokes equations and decay
rate of the solution in the weighted Lp spaces has been also considered by many
mathematicians. There is abundant literature for the Cauchy problem related to
the weighted space and the existence results are almost optimal. However, there
is less literature for the half-space problem related to the weighted space and much
improvement is required. Here focussing on the half-space problem, we describe the
known results concerning on the decay estimate for Stokes problem.
Bae and Choe[3] and Fujigaki and Miyakawa [11] derived more rapid Lp estimate
of the Stokes flow with initial data in the weighted Lp space:
1 n 1 1
ketA akLq .RnC /  Ct 2  2 . p  q / kxn akLp .RnC / :

for 1 < p  q < 1; 1  p < q < 1. Bae [2] extended their results to a rapid
1 1
L
R estimate and a rapid L estimate with an initial data with the special condition
R a.x/dxi D 0 for some i D 1; : : : ; n  1 and in this case,

1
ketA akLp .RnC /  Ct 2 kxn akLp .RnC / ; p D 1; 1:
Weighted Lp  Lq Estimates of Stokes Semigroup in Half-Space and Its. . . 339

Recently, Kobayashi and Kubo [17] proved the following different type Lp  Lq
estimates with ! s .x/ WD hxisp for 0  s < .n  1/.1  1p /:

n 1 1 n 1 1 s
khxis etA akLq  Ct 2 . p  q / khxis akLp C Ct 2 . r  q /C 2 kakLr ;
n 1 1 1 n 1 1 1
khxis retA akLq  Ct 2 . p  q / 2 khxis akLp C Ct 2 . r  q /C 2  2 kakLr
s

for 1 < p; r  q < 1 and t  2. For the other weights, Jin [14] proved the
following weighted L1  Lq estimates:
1 n 1 n 1 s1
kjx0 js etA akLq  Ct 2  2 .1 q / kjx0 js xn akL1 C Ct 2 .1 q /C 2 kxn akL1

for 0  s < .n  1/.1  1q / and 1 < q < 1 and

1 1 1
kxsn etA akLq  Ct 2  2 .1 q / kxsC1  2 .1 q /C
n n s1
n akL1 C Ct kxn akL1
2

for 0  s < n.1  1q / and 1 < q < 1. Moreover in [15], he proved the L1  L1
estimate corresponding to [14] under some conditions.
Goal of this paper is to show the different type Lp  Lq estimates of Stokes
semigroup with the weight function of hx0 is1 hxn isn type as follows:

0 0 n 1 1 .s1 Csn /.s01 Cs0n /

khx0 is1 hxn isn etA akLq  Ct 2 . p  q / .1 C t/ 2 khx0 is1 hxn isn akLp :

Moreover we consider its application to the Navier-Stokes equations and we obtain

the weighted asymptotic behavior of the solution to the Navier-Stokes equation as
t ! 1.

2 Main Results and Notation

In this paper, we shall consider the Navier-Stokes equations (NS) in half-space and
in the weighted Lp space. The half-space RnC is defined by RnC D fx D .x0 ; xn / 2
Rn j xn > 0g. The weighted Lp space with Muckenhoupt weight w 2 Ap is defined
by
n o
Lpw .RnC / D u 2 L1loc .RnC / j kukLpw .Rn / D kuw1=p kLp .RnC / (5)
C

for 1 < p < 1 (see [8] for the definition of Muckenhoupt class Ap ).
In order to consider the Navier-Stokes equations by Kato’s argument [16], we
need the Lp  Lq estimates of Stokes semigroup in the weighted Lp space. In [9, 10],
Fröhlich proved that the Stokes operator ARnC is defined by ARnC D PRnC  with
340 T. Kobayashi and T. Kubo

tA n
Helmholtz decomposition PRnC and it generates an analytic semigroup e RC . In
this paper, we fix w.x/ D wsp .x/ D hx0 is1 p hxn isn p as the weight function and assume

n1 1 1 1
 < s1 < .n  1/ 1  ;  < sn < 1  : (Cp )
p p p p

We notice that w.x/ belongs to the Muckenhoupt class Ap .1 < p < 1/ when the
exponent s D .s1 ; sn / of the weight function satisfies (Cp ).
The main result is the following Lp  Lq estimates of Stokes semigroup with
weight w.x/.
Theorem 2.1 (Weighted Lp  Lq Estimates) Let n  2 and 1 < p  q < 1. Let
s D .s1 ; sn / and s0 D .s01 ; s0n / satisfy

n1 0 1 1 1
 < s1  s1 < .n  1/ 1  ;  < s0n  sn < 1  (Cp;q )
q p q p

and let w.x/ D wsp .x/.

(i) For a 2 Lpw .RnC /, the following estimate holds: for t > 0,

0 n 1 1 .s1 Csn /.s01 Cs0n /

kws etA akLq .RnC /  Ct 2 . p  q / .1 C t/ 2 kws akLp .RnC / : (6)

(ii) For a 2 Lpw .RnC /, the following estimate holds: for t > 0,

0 n 1 1 1 .s1 Csn /.s01 Cs0n /

kws retA akLq  Ct 2 . p  q / 2 .1 C t/ 2 kws akLp .RnC / : (7)

We next consider the application of weighted Lp  Lq estimates to Navier-

Stokes equations (NS). By applying the Helmholtz projection PRnC to (NS), we can
rewrite (NS) as follows:

@t u C ARnC C PRnC Œ.u  r/u.t/ D 0; u.0/ D u0 :

By Duhamel’s principle, we obtain the integral equations:

Z t
tARn .t /ARn
u.t/ D e C u0  e C PRnC Œ.u  r/u./d: (IE)
0

By using the weighted Theorem 2.1, we can obtain the following theorem:
Theorem 2.2 Let n  2 and let s D .s1 ; sn / satisfy 0  s1 < .n  1/.1  1n / and
0  sn < 1  1n . Then there exists ı > 0 such that if a 2 Lnw;
satisfied kws u0 kLn < ı,
Weighted Lp  Lq Estimates of Stokes Semigroup in Half-Space and Its. . . 341

then (IE) admits a unique solution u.t/ 2 BC.Œ0; 1/I Lnw;

/ satisfying
.s Csn /.s01 Cs0n /

s0  12 C 2q
n
 1
kw u.t/kLq DO t 2 ; (8)
.s Csn /.s01 Cs0n /

s0 n
1C 2q  1
kw ru.t/k Lq DO t 2 (9)

for n  q < 1; .n  1/=q < s01  s1 and 1=q < s0n  sn as t ! 1.

3 Preliminaries

In this section, we shall introduce some definition and some lemmas which play
important role for our proof. We first introduce the lemma concerning the weight
function in Muckenhoupt class Ap . The weight w 2 Ap has the important property
that regular singular integral operators are continuous on Lpw .Rn / into itself (see [22]
for detail).
Lemma 3.1 Let 1 < p < 1, w 2 Ap and let T be a regular singular integral
operator. Then T is bounded on Lpw .Rn /. More precisely, there is a positive constant
C such that for all f 2 Lpw .Rn /, we have

kTf kLpw  Ckf kLpw :

Remark 3.2 By Lemma 3.1, the Riesz transform Rj f and the partial Riesz transform
Sj f defined by
 
ij
Rj f WD F1 Fx Œf ./ ; j D 1; : : : ; n; (10)
jj
 
ij
Sj f WD F1
0
0
Fx0 Œf . ; xn / ; j D 1; : : : ; n  1; (11)
j 0 j

are continuous on Lpw .Rn / and Lpw .RnC / into itself respectively. Here Fx and Fx0
denote the Fourier transform with respect to x and the partial Fourier transform with
respect to x0 .
We next introduce the Helmholtz decomposition of the weighted space Lpw .RnC /
.1 < p < 1/. The following Helmholtz decomposition is proved by Fröhlich[9]:
p P w1;p .Rn /, where
Lpw .RnC / D Lw;
.RnC / ˚ r H C

kkLp .Rn
Lpw;
.RnC / D fu 2 C01 j r  u D 0 in RnC g w C
/
;
P w1;p .RnC / D f 2 L1loc .RnC / j r 2 Lpw .RnC /g:
H
342 T. Kobayashi and T. Kubo

p
Their result implies that the Helmholtz projection PRnC from Lpw .RnC / to Lw;
.RnC /
p
is bounded. By the Helmholtz projection, the Stokes operator ARnC in Lw;
.RnC / is
defined by ARnC D PRnC  with domain D.ARnC / D fu 2 Ww2;p \ Lw;
.RnC / j
p

u D 0 on @RC g. Moreover in [10], he proved that the Stokes operator generates an

n
tA n
analytic semigroup e RC .
For simplicity, we often use the abbreviations A for ARnC and ARn and P for PRnC
and PRn if there is no confusion.

4 Proof of Theorem 2.1

In this section, we consider the weighted Lp  Lq estimates of Stokes semigroup

in half-space. First step is the following lemma which says the weighted Lp  Lq
estimates for the whole space.
Lemma 4.1 Let n  2, 1 < p  q < 1 and let s D .s1 ; sn / and s0 D .s01 ; s0n /
satisfy the condition (Cp;q ). Then the following estimate holds.
0
kws @kt r ˛ etA Pf kLq .Rn /
n 1 1 j˛j .s1 Csn /.s01 Cs0n /
 Ct 2 . p  q / 2 k .1 C t/ 2 kws f kLp .Rn / (12)

for k 2 N0 D N [ f0g, ˛ 2 Nn0 and t > 0.

Proof We recall the following estimate proved by Murata [21].
Z
r
E.x  y/hyir dr  M.1 C t/ 2 .0  r < n/: (13)
Rn

jxj2
where En .x/ D En .t; x/ D .4t/ 2 e 4t . The following estimates are obtained
n

from (13):
Z
E1 .xn  yn /hyn ir dyn  M.1 C t/ 2 .0  r < 1/;
r
(14)
R
Z
r
En1 .x0  y0 /hy0 ir dy0  M.1 C t/ 2 .0  r < n  1/: (15)
Rn1

We shall prove (12) by using these estimates. Since we can prove the case j˛j ¤ 0
or k > 0 in the same way as j˛j D k D 0, we shall prove only the case where
j˛j D 0; k D 0. We first prove the case where 0  s01  s1 < .n  1/.1  1p / and
0  s0n  sn  1  1p . Taking the fact that the Stokes semigroup in Rn is described
by using heat kernel etA f D E f for f 2 Lw;
.Rn / into account, it is sufficient to
q
Weighted Lp  Lq Estimates of Stokes Semigroup in Half-Space and Its. . . 343

estimate E f . Since we see

j.E f /.x/j
ˇZ   1r  1q  ˇ
ˇ p sqr 1 ˇ
D ˇˇ jws .y/f .y/j1 q w qr .y/Enr .x  y/ .ws .y/f .y//p Enr .x  y/ q dyˇˇ
nR

p
Z  1r  1q Z  1q
1  qr
sqr
 kw s
f kLp q w.y/ Enr .x  y/dy jw s
.y/f .y/jp Enr .x  y/dy
Rn Rn

1 1
for 1 C q D p C 1r , we obtain

0 q
kws .E f /kLq
qp
 kws f kLp
Z Z  qr 1 Z 
qr
s0  qr r
 .w .y/w .x//
s
En .x  y/dy jws f .y/jp Enr .x  y/dy dx
Rn Rn Rn
Z  qr 1 Z
qr
.w.y/w0 .x// qr Enr .x  y/dy
q
D kwf kLp sup Enr .x/dx:
x Rn

We notice that
Z
0 qr
.ws .y/ws .x// qr Enr .x  y/dy
Rn
Z Z
0 qr 0 qr
D .hy0 is1 hx0 is1 / qr En1
r
.x0  y0 /dy0 .hyn isn hxn isn / qr E1r .xn  yn /dyn :
Rn1 R

jzj2
Here we know that hzia En .z/  Ct 2 .1 C t/ 2 e
n a
8t for a  0 and
Z Z
hyia Enr .x  y/dy  hyia En .x  y/Enr1 .x  y/dy0
Rn Rn

 Mt 2 .r1/ .1 C t/ 2

n a

for 0  a < n2 by (14). Since hxia  C.hx  yia C hyia / for a > 0, by (14) and (15)
we have
Z
0 qr
.hy0 is1 hx0 is1 / qr En1
r
.x0  y0 /dy0
Rn1
Z s01 qr s01 qr

1 s qr
0  qr 0 0 qr 0 qr
C hy i hx  y i C hy i r
En1 .x0  y0 /dy0
Rn1
s01 qr
Z s1 qr
 Ct 2.qr/ hy0 i qr EQ n1
r
.x0  y0 /dy0
Rn1
344 T. Kobayashi and T. Kubo

Z .s1 s01 /qr

CC hy0 i qr r
En1 .x0  y0 /dy0
Rn1

n1 s01 qr s1 qr n1 .s1 s01 /qr

 Ct 2 .r1/C 2.qr/  2.qr/ C Ct 2 .r1/ 2.qr/

.s1 s01 /qr

D Ct 2 .r1/ 2.qr/
n1
;

jxj2
where EQ n .x/ D .4t/ 2 e
n
8t . Therefore we see
Z
0 qr
.ws .y/ws .x// qr Enr .x  y/dy
Rn

n1 .s1 s01 /qr 1 .sn s0n /qr

 Ct 2 .r1/ 2.qr/ Ct 2 .r1/ 2.qr/

.s1 s01 /qr .sn s0n /qr

D Ct 2 .r1/ 2.qr/  2.qr/
n
;

which implies

1 1 .s1 Csn /.s01 s0n / 1

0
kws .E f /kLq  Ct 2 .r1/. r  q / t 2 . q  q / kws f kLp
n n r
2

1 .s1 Csn /.s01 Cs0n /

D Ct 2 .1 r /
n
2 kws f kLp
n 1 1 .s1 Csn /.s01 Cs0n /
D Ct 2 . p  q / 2 kws f kLp :

Therefore we obtain the estimate for 0  s01  s1 < .n  1/.1  1p / and 0  s0n 
sn < 1  1p . Since we can obtain the other cases in a similar way, we may omit the
proof for the other cases. Therefore we obtain the desired result. t
u
By using Lemma 4.1, we shall prove Theorem 2.1.
Proof of Theorem 2.1 In half-space Rn , we have the solution formula obtained by
Ukai [23]. Let Rj and Sj be the Riesz transform and the partial Riesz transform
defined by (10) and (11). And let rf D f jRnC and let  f j@RnC and e0 be zero extension
operator from RnC to Rn with value 0. Finally, let E.t/ be the solution operator for
the heat equations in RnC , which is derived from E0 .t/ by odd extension from RnC to
Rn . Then the solution .u.t/; .t// of the non-stationary Stokes equations in RnC is

u.t/ D WE.t/Vu0 ; .t/ D Dr .@n E.t/V1 u0 / ;

where
 
I SU V1
WD ; VD
0 U V2
Weighted Lp  Lq Estimates of Stokes Semigroup in Half-Space and Its. . . 345

with

S Dt .S1 ; : : : ; Sn1 /; R0 Dt .R1 ; : : : ; Rn1 /;

U D R0  S.R0  S C Rn /e0 ; V1 a D a0 C San ; V2 a D S  a0 C an :

and D is the Poisson operator for the Dirichlet problem of the Laplace equation in
RnC . By Remark 3.2, we can reduce to the whole space case, so that we can obtain
the following estimate for the half-space. t
u

5 Proof of Theorem 2.2

In this section, we shall show the proof of Theorem 2.2. Our method is based on the
contraction mapping principle with Theorem 2.1. Since this method is well-known,
we shall describe the outline of the proof (see [7] for example).
As the underlying space, we set
˚
I" D u 2 BC.Œ0; 1/ W Lnw;
.RnC // j

lim fŒu./  an:0;t C Œup;.p/;t C Œrun; 1 ;t g D 0; jjjujjjt < " ;
t!0C 2

1
where p 2 .n; 1/ and s 2 Œ0; n  1/ are fixed numbers, .p/ D 2  n
2p , " > 0 is a
small number determined late and
 
Œup;`;t D sup  ` kws u.; /kLq ;
0< <t

jjjujjjt D Œun;0;t C Œup;.p/;t C Œrun; 1 ;t :

2

If we set
Z t
H.u; v/.t/ D e.t /A PŒ.u  r/v./d;
0

ˆ.u/.t/ D etA u0  H.u; u/.t/;

then (IE) is written in the form u.t/ D ˆ.u/.t/. Our first goal is to show that ˆ is a
contraction mapping from I" into itself with suitable choice of ".
For this purpose, we shall begin to prove the estimate for nonlinear term
H.u; v/.t/ which we can prove easily by using Theorem 2.1.
Lemma 5.1 There hold the following estimates:

ŒH.u; v/p;.p/;t  CŒup;.p/;t Œrvn; 1 ;t n  p  1;

2
346 T. Kobayashi and T. Kubo

1
ŒH.u; v/p;`;t  CŒup;`;t Œrvn; 1 ;t 0`< ;
2 2
ŒrH.u; v/n; 1 ;t  CŒup;.p/;t Œrvn; 1 ;t n < p < 1:
2 2

By Theorem 2.1 and Lemma 5.1, we see that there exist constants C and D such
that
ˇˇˇ ˇˇˇ
jjjˆjjjt  ˇˇˇetA u0 ˇˇˇt C jjjH.u; u/jjjt  Ckws u0 kLn C Djjjujjj2t

If u 2 I" , then it follows

jjjˆjjjt  Ckws u0 kLn C D"2 :

Therefore if we choose " so small that D" < 12 and if the initial data u0 2 Lnw;
.RnC /
satisfies the condition Ckws u0 kLn < 2" , then we see jjjˆ.u/jjjt  ".
In order to prove that ˆ.u/ is the map to I" into itself, we have to prove
 
lim ŒetA u0  u0 n:0;t C ŒetA u0 p;.p/;t C ŒretA u0 n; 1 ;t D 0: (16)
t!0C 2

1
Equation (16) is easily proved by Theorem 2.1 and density property that C0;
.RnC /
p
is dense in Lw;
.RnC /. Summing up, we can show that ˆ is map from I" into itself.
In order to show ˆ has a fixed point, we have to prove that ˆ is a contraction
mapping. For any u; v 2 I" , we have

jjjˆ.u/  ˆ.v/jjjt  Djjju  vjjjt .jjjujjjt C jjjvjjjt /  2D"jjju  vjjjt :

If necessary, choosing " so small that 2D" < 12 , we see that ˆ is a contraction map-
ping on I" . Therefore we can obtain the unique solution u 2 BC.Œ0; 1/I Lnw;
.RnC //
to (IE).
Next we shall prove the asymptotic behavior as follows:
.s1 Csn /.s01 Cs0n /

0 1
kws u.t/kLq D O t 2 C 2q 
n
2 ; (17)
.s1 Csn /.s01 Cs0n /

0
kws ru.t/kLq D O t1C 2q 
n
2 (18)

for n  q < 1,  n1

q
< s01  s1 and  1q < s0n  sn as t ! 1.
We first prove (17) for s01 D s0n D 0. u.t/ is described by u.t/ D etA u0 
H.u; u/ D u1 .t/ C u2 .t/ and we can prove the following estimate for u1 .t/ by
Theorem 2.1:
1 n s1 Csn
ku1 .t/kLq  Ct 2 C 2q .1 C t/ 2 kws u0 kLn
Weighted Lp  Lq Estimates of Stokes Semigroup in Half-Space and Its. . . 347

for n < q < 1. We estimate u2 .t/. To this end, we set

 1 n s1 Csn

M D sup t 2  2q .1 C t/ 2 ku.t/kLq (19)
0<t<1

and we notice that u 2 I" implies

 1

sup t 2 kws ru.t/kLn  ": (20)
0<t<1

We have
Z t
1 s1 Csn
ku2 .t/kLq  .t  / 2 .1 C t  / 2 ku./kLq kws ru./kLn d
0
Z t
1 s1 Csn 1 n s1 Csn 1
 C"M .t  / 2 .1 C t  / 2   2 C 2q .1 C / 2   2 d
0
1 n s1 Csn
 C"Mt 2 C 2q  2 :

Therefore we obtain
1 s1 Csn
t 2  2q .1 C t/
n
2 ku.t/kLq  Ckws u0 kLn C C"M:

Here choosing " smaller, if necessary, we see

 1 n s1 Csn

sup t 2  2q .1 C t/ 2 ku.t/kLq  Ckws u0 kLn :
0<t<1

Next we consider the case s01 ¤ 0 or s0n ¤ 0. Since we can obtain the estimate for
u1 .t/:

0 1 n .s1 Csn /.s01 Cs0n /

kws u1 .t/kLq  Ct 2 C 2q .1 C t/ 2 kws u0 kLn

by Theorem 2.1, we shall consider the term u2 .t/. By (19) and (20), we see
0
kws u2 .t/kLq
Z t .s1 Csn /.s01 Cs0n /
1
 C .t  / 2 .1 C t  / 2 ku./kLq kws ru./kLn d
0
Z t .s1 Csn /.s01 Cs0n /
1 s1 Csn
 1C 2q .1 C /
n
 C"M .t  / 2 .1 C t  / 2 2 d
0
1 .s1 Csn /.s01 Cs0n /
 C"Mt 2 C 2q .1 C t/
n
2 :
348 T. Kobayashi and T. Kubo

Choosing " smaller, if necessary, we obtain

.s1 Csn /.s01 Cs0n /

1 0
t 2  2q .1 C t/
n
sup 2 kws u.t/kLq  Ckws u0 kLn :
0<t<1

0
Finally we consider the asymptotic behavior for kws ru.t/kLq . We have

0 n .s1 Csn /.s01 Cs0n /

kws ru1 .t/kLq  Ct1C 2q .1 C t/ 2 kws u0 kLn

by Theorem 2.1 and

0
kws ru2 .t/kLq
Z t .s1 Csn /.s01 Cs0n /
n 1 1
 C .t  /1 2 . r  q / .1 C t  / 2 ku./kLr kws ru./kLn d
0
Z t .s1 Csn /.s01 Cs0n /
n 1 1 n s1 Csn
 C"M .t  /1 2 . r  q / .1 C t  / 2  1C 2q .1 C / 2 d
0
.s1 Csn /.s01 Cs0n /
 Ct1C 2q .1 C t/
n
2 "M

by (19) and (20) for q < r. Therefore we obtain

.s1 Csn /.s01 Cs0n /

n 0
sup t1 2q .1 C t/ 2 kws ru.t/kLq  Ckws u0 kLn :
0<t<1

Summing up, we obtain the desired results.

Acknowledgements This research was partly supported by JSPS Grant-in-Aid for Scientific
Research (C) 225-40202.

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On Vorticity Formulation for Viscous
Incompressible Flows in R3C

Humiya Kosaka and Yasunori Maekawa

Dedicated to Professor Yoshihiro Shibata on his sixtieth

birthday

Abstract In this paper we study the vorticity equations for viscous incompressible
flows in the half space under the no-slip boundary condition on the velocity field. In
particular, the boundary condition for the vorticity field is presented explicitly, and
the solution formula for the linearized problem is obtained.

Keywords Biot-Savart law • Navier-Stokes equations • Vorticity equations

1 Introduction

We consider the Navier-Stokes equations for viscous incompressible flows in the

three-dimensional half space:
8
ˆ
ˆ @t u  u C u  ru C rp D0 in .0; T/  R3C ;
<
r u D0 in Œ0; T/  R3C ;
.NS/
ˆ u D0 on Œ0; T/  @R3C ;
:̂
ujtD0 Da in R3C :

Here u D .u1 ; u2 ; u3 /> and p are the unknown velocity field and pressure field,
respectively, while a D .a1 ; a2 ; a3 /> is a given initial velocity field, and is a
positive constant which represents the kinematic viscosity P3of the fluid. We use
2 2
the standard notations of derivatives; @t D @=@t,  D jD1 @ =@xj , and r D
.@=@x1 ; @=@x2 ; @=@x3 /.

H. Kosaka
Hyogo Himeji East High School, Honmachi 68-70, Himeji 670-0012, Hyogo, Japan
e-mail: [email protected]
Y. Maekawa ()
Mathematical Institute, Tohoku University, 6-3 Aoba, Aramaki, Aoba, Sendai 980-8578, Japan
e-mail: [email protected]

© Springer Basel 2016 351

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_19
352 H. Kosaka and Y. Maekawa

There is a huge literature on the time-local solvability of the initial-boundary

value problem for the Navier-Stokes equations in a domain  of Rn , n  2. If the
initial data possesses a suitable regularity a typical approach to solve the Navier-
Stokes equations is to use the semigroup theory for linear operators, which converts
the differential equations to the associated integral equations. The solution to the
integral equation is called the mild solution. This approach was established by Kato
and Fujita [1, 8] for initial data in H 1=2 ./, and by Giga-Miyakawa [5] for initial
data in Lp ./, p  n based on the analysis of the Stokes operator by Giga [3, 4].
The Lp theory for the Navier-Stokes equations was also developed by Solonnikov
[17] when n D 3, and by Weissler [19] and Ukai [18] when  D RnC .
In the fluid dynamics the vorticity field, denoted by ! in this paper, is known to
play an important role. The vorticity field is defined as the curl of the velocity field,
that is,

! D r  u D .@2 u3  @3 u2 ; @3 u1  @1 u3 ; @1 u2  @2 u1 /> :

In the three-dimensional Euclidian space R3 the time-local solvability of the

vorticity equations was obtained by Giga-Miyakawa [6] when the initial vorticity
belongs to a scaling invariant Morrey space which includes L3=2 .R3 /. We note
that the vorticity field is a scalar field for the two-dimensional flow, and the
detailed analysis has been developed by now; see Majda-Bertozzi [11], Giga-Giga-
Saal [7]. However, when the fluid domain has a nontrivial boundary the study of
the vorticity equations (under the no-slip boundary condition on the velocity) is
still less developed. The main obstacle is the boundary condition on the vorticity
field. In fact, as far as the author knows, there is little literature which explicitly
describes the boundary condition on the vorticity field. Indeed, in the presence
of nontrivial boundary the vorticity equations have been formulated in terms of
a variational form; see, e.g., Quartapelle [12], Ruas [14], Rautmann [13], and
references therein. However, in this variational formulation the boundary condition
itself is rather implicit, and also, the analysis is essentially restricted to the L2
framework. Hence there still remains difficulty in studying the behavior of the
vorticity near the boundary in details. Recently, the Lp approach to the vorticity
equations was provided by the author [9] for two-dimensional flows in the half plane
R2C . There, the boundary condition on the vorticity field is explicitly derived from
the Biot-Savart law. This approach is useful to capture the anisotropic nature of the
vorticity near the boundary, and it is applied to the analysis of the inviscid limit
problem for the Navier-Stokes equations in R2C by Maekawa [10].
The first goal of this paper is to derive the boundary condition on the vorticity
field in R3C by applying the argument in [9]. The resulting vorticity formulation,
which is shown to be equivalent with (NS), is described as follows.
8
ˆ
ˆ @t !  ! C r  .u  ru/ D0 in .0; T/  R3C ;
<
u D r  ‰.!/ in .0; T/  R3C ;
.V/
ˆ K! D N.r  .u  ru// on .0; T/  @R3C ;
:̂
!jtD0 Db in R3C :
On Vorticity Formulation for Viscous Incompressible Flows in R3C 353

Here b D r  a and K is a linear operator defined by (5), which consists of the

Neumann derivative, the Dirichlet-Neumann map, and the Neumann-Dirichlet map,
while N.r  .u  ru// is a nonlinear term defined by (6). The relation u D r  ‰.!/
represents the Biot-Savart law, whose definition will be stated in (1).
Our second goal is to analyze the linearized problem for (V), and then it is applied
to show the time-local solvability of (V) as follows.
Theorem 1.1 Assume that a 2 W P 1;3=2 .R3C /. Then there is T > 0 such that there

0;

exists a unique mild solution ! 2 C Œ0; T/ I .L3=2 .R3C //3 to (V) satisfying

1 3
sup t 10 k!.t/k 5 C t kr!.t/k
5 5 < 1;
0<t<T L 3 .R3C / L 3 .R3C /

1 3
lim sup t 10 k!.t/k 5 C t kr!.t/k
5 5 D 0:
0
T !0 0<t<T 0 L 3 .R3C / L 3 .R3C /

1;p
P 0;
.R3C /, 1 < p < 1, is the completion with respect to the homogeneous
Here W
norm krukLp .R3 / of the space of all smooth, divergence-free vector fields with
C
compact support in R3C .
This paper is organized as follows. In Sect. 2 we derive the vorticity formulation
for the inhomogeneous Stokes equations in R3C . The vorticity formulation for the
nonlinear problem (NS) is easily obtained from this result. Section 3 is devoted to
the analysis for the linearized vorticity equations. We first establish the solution
formula by using the Fourier-Laplace transform in Sect. 3.1 and then prove the Lp -
Lq estimates in Sect. 3.2. These Lp -Lq estimates are applied to the nonlinear vorticity
equations, which will be presented in Sect. 4.

2 Vorticity Formulation for the Stokes Problem

In this section we consider the Stokes equations

8
ˆ
ˆ @t u  u C rp D f in .0; T/  R3C ;
<
ru D 0 in Œ0; T/  R3C ;
.S/
ˆ u D 0 on Œ0; T/  @R3C ;
:̂
ujtD0 D a in R3C :

Here f D . f1 ; f2 ; f3 /> is a given external force. The aim of this section is to establish
the vorticity formulation of (S). By taking the curl in the first and the last equations
of (S), we obtain the equations for the vorticity field ! D r  u as follows.

@t !  ! D r  f in .0; T/  R3C ;
.LV0 /
!jtD0 D r  a in R3C :
354 H. Kosaka and Y. Maekawa

The problem here is, of course, the boundary conditions on !, which must be
compatible with the no-slip boundary condition on u in (S). Roughly speaking, the
boundary conditions on ! have to be imposed so that the following requirements
are justified:
(1) the velocity field given by the Biot-Savart law solves (S),
(2) the solution ! satisfies the divergence-free condition, that is, r  ! D 0 in
.0; T/  R3C .
The condition (2) above is a natural requirement in view of the relation ! D
ru. In Sect. 2.1 we derive the boundary conditions on ! based on the requirements
(1) and (2), and in Sect. 2.2 we show that the resulting boundary conditions indeed
give the equivalent formulation to the Stokes equations (S).

2.1 Boundary Condition on Vorticity Fields

The aim of this section is to derive the boundary condition on the vorticity field
! D r  u, where u is the solution to the Stokes problem (S). To this end we first
recall the Biot-Savart law in R3C . For a given function f 2 C01 .R3C / we denote by
.D /1 f the solution to the Dirichlet problem: h D f in R3C , h D 0 on @R3C .
Similarly, we denote by .N /1 f the solution to the Neumann problem: h D f
in R3C , @3 h D 0 on @R3C .

Definition 2.1 (Biot-Savart Law) For a given f D . f 0 ; f3 /> 2 .C01 .R3C //2 
C01 .R3C / the velocity field v recovered from f via the Biot-Savart law is defined
by
 
‰0. f 0 / .D /1 f 0
v D r  ‰. f /; ‰. f / D D : (1)
‰3 . f3 / .N /1 f3

Remark 2.2 Note that the definition of v in (1) yields r v D 0 in R3C and v3 D 0 on
@R3C . Moreover, if f is of the form r  h with h 2 .C01 .R3C //3 satisfying r  h D 0
in R3C and h D 0 on @R3C , then the direct calculation using the integration by parts
gives v D h. In particular, if u is the smooth solution to (S) which decays fast enough
at spatial infinity then one can verify the relation u D r  ‰.!/, where ! D r  u.
Next we introduce the Dirichlet-Neumann map and the Neumann-Dirichlet map,
which play an essential role in the boundary conditions on vorticity fields. We denote
by  the trace operator to the boundary @R3C for functions on R3C , which satisfies
 f D f jx3 D0 if f is continuous on R3C .
Definition 2.3 (Dirichlet-Neumann Map and Neumann-Dirichlet Map) Let f 2
C01 .R2 /. We denote by ED f and EN f , respectively, the solution to the Dirichlet
problem: ED f D 0 in R3C , ED f D f on @R3C , and the solution to the Neumann
On Vorticity Formulation for Viscous Incompressible Flows in R3C 355

problem: EN f D 0 in R3C , @3 EN f D f on @R3C . Then the Dirichlet-Neumann

map ƒDN and the Neumann-Dirichlet map ƒND are respectively defined by

ƒDN f D  @3 ED f ; ƒND f D EN f : (2)

Let f 2 C01 .R3C /. Then by the definition of (2) we have

 @3 .D /1 f D  @3 .D /1 D . f  ED  f /

D  @3 . f  ED  f / D  @3 f  ƒDN  f (3)

and for j D 1; 2,

 @j .N /1 f D  @j .N /1 N . f C EN  @3 f /

D  @j f  @j ƒND  @3 f : (4)

The relations (3) and (4) will be used in the proof of the next proposition. set
r 0 D .@1 ; @2 / and ! 0 D .!1 ; !2 /.
Proposition 2.4 Assume that f 2 .C01 .R3C //3 and that a 2 .C01 .R3C //3 satisfies
r  a D 0 in R3C and a D 0 on @R3C . Let u be the smooth solution to (S) which
decays fast enough at spatial infinity. Then the vorticity field ! D r  u is subject
to the boundary condition

K! D N.r  f / on .0; T/  @R3C ; (LBC)

where K! and N.h/ are respectively defined by

0 1
 @3 !1  ƒDN !1  @1 ƒND  r 0  ! 0 C  @1 !3
K! D @  @3 !2  ƒDN !2  @2 ƒND  r 0  ! 0 C  @2 !3 A ; (5)
 @3 !3   r 0  ! 0
0 1
 @3 .D /1 h1 C  @1 .N /1 h3
N.h/ D @  @3 .D /1 h2 C  @2 .N /1 h3 A : (6)
0

Remark 2.5 Our derivation of the boundary condition below is based the Biot-
Savart law, and hence, the vorticity fields need to be sufficiently localized so that
the Biot-Savart law makes sense.
356 H. Kosaka and Y. Maekawa

Proof of Proposition 2.4 Set v D r  ‰.!/. Then by using (LV’) we have the
following equivalence on .0; T/  @R3C :

 @t v2 D 0 ,  @3 ‰1 .@t !1 /   @1 ‰3 .@t !3 / D 0
,  @3 .D /1 . !1 /   @1 .N /1 . !3 /
D  @3 .D /1 .r  f /1 C  @1 .N /1 .r  f /3 :

Hence (3) and (4) yield

 @t v2 D 0 , f @3 !1  ƒDN !1 C @1 ƒND  @3 !3 C  @1 !3 g

D  @3 .D /1 .r  f /1 C  @1 .N /1 .r  f /3 :
(7)

In the same manner, we have

 @t v1 D 0 , f @3 !2  ƒDN !2 C @2 ƒND  @3 !3 C  @2 !3 g

D  @3 .D /1 .r  f /2 C  @2 .N /1 .r  f /3 :
(8)

When ! satisfies the divergence-free condition the term ƒND  @3 !3 in (7) and (8)
can be replaced by ƒND  r 0  ! 0 , while the trace of the equality r  ! D 0 gives

 @3 !3   r 0  ! 0 D 0: (9)

As stated in Remark 2.2, r  ‰.!/ D u holds if ! D r  u and u satisfies r  u D 0

and u D 0. Hence, under the assumption of Proposition 2.4 we have v D u,
and thus,  @t v D 0 is valid. Then (7)–(9) give the condition (LBC). The proof is
complete.

2.2 Equivalence Between the Stokes Problem and Its Vorticity

Formulation

In the present section we show that the solution to the linearized vorticity equations
8
< @t !  ! D r  f in .0; T/  R3C ;
.LV/ K! D N.r  f / on .0; T/  @R3C ;
:
!jtD0 D r  a in R3C :
On Vorticity Formulation for Viscous Incompressible Flows in R3C 357

gives the solution to the Stokes equations (S) with the aid of the Biot-Savart law.
Thus, combining with Proposition 2.4, we conclude that (LV) is an equivalent
formulation to (S). The main result of this section is stated as follows.
Proposition 2.6 Assume that f 2 .C01 .R3C //3 and that a 2 .C01 .R3C //3 satisfies
r  a D 0 in R3C and a D 0 on @R3C . Let ! be the smooth solution to (LV) which
decays fast enough at spatial infinity. Then u D r  ‰.!/ is the smooth solution to
(S) with a suitable pressure p.
Proof Note that ujtD0 D r  ‰.r  a/ D a by Remark 2.2. Firstly we show that
r  ! D 0 in Œ0; T/  R3C . To see this let us take the divergence in the first and the
last equations of (LV). Then the function D r  ! satisfies
8
< @t   D0 in .0; T/  R3C ;
D0 on .0; T/  @R3C ; (10)
:
jtD0 D0 in R3C :

Here we have used the boundary condition (9). Thus, by the uniqueness of the
solution to the linear heat equations, must be identically zero, i.e., r  ! D 0
in Œ0; T/  R3C . By the definition of K we then have

f @3 !1  ƒDN !1 C @1 ƒND  @3 !3 C  @1 !3 g

D  @3 .D /1 .r  f /1 C  @1 .N /1 .r  f /3 ; (11)

and

f @3 !2  ƒDN !2 C @2 ƒND  @3 !3 C  @2 !3 g

D  @3 .D /1 .r  f /2 C  @2 .N /1 .r  f /3 : (12)

Now let us recall that the derivation of (7) and (8) requires only (LV’), (3), and (4).
Thus we see  @t u D  @t r  ‰.!/ D 0 in .0; T/, i.e., u D  a D 0 in .0; T/. Next
we observe that h WD r  ‰.!/ satisfies

h D  @1 ‰1 .!1 / C  @2 ‰2 .!2 / C  @3 ‰3 .!3 / D 0 (13)

by the definition of ‰ in (1). On the other hand, h satisfies h.t/ D r  ‰.!.t// D

r  !.t/ D 0 in R3C for each t 2 .0; T/, which implies h D 0 by (13). Then we
have

r  u D r  r  ‰.!/ D ‰ C rr  ‰.!/ D ! C rh D !:

Collecting these, we have shown that u D r  ‰.!/ satisfies

r  u D 0; r  u D !;  u D 0; ujtD0 D a: (14)
358 H. Kosaka and Y. Maekawa

Hence, in view of (S) it suffices to show that u satisfies the first equation of (S). Let
v 2 C01 ..0; T/  C0;

1
.R3C //. Then v is written as v D r  ‰.w/ with w D r  v
by Remark 2.2, and we have from the integration by parts,
Z T Z T
h@t u  u; viL2 .R3 / dt D h@t u C r  !; r  ‰.w/iL2 .R3 / dt
C C
0 0
Z T
D h@t r  u C r  r  !; ‰.w/iL2 .R3 / dt
C
0
Z T
C he3  r  !; ‰.w/iL2 .@R3 / dt
C
0
Z T
D h@t !  !; ‰.w/iL2 .R3 / dt
C
0
Z T Z T
D hr  f ; ‰.w/iL2 .R3 / dt D h f ; viL2 .R3 / dt:
C C
0 0

1;1
Here e3 D .0; 0; 1/> . Thus, there is a scalar function p 2 L2 .0; TI Wloc .R3C //
3
such that rp D f  @t u C u in .0; T/  RC ; see [2, 15]. The pressure p is smooth
in .0; T/  R3C , for u D r  ‰.!/ and f are assumed to be smooth. The proof is
complete.

3 Analysis of Linearized Vorticity Equations

The aim of this section is to derive the solution formula of the linearized vorticity
equations and to establish the Lp  Lq estimates of solutions for the linearized
problem. We note that, for the Stokes equations in RnC , the solution formula was
obtained by Solonnikov [16, 17] and Ukai [18].

3.1 Solution Formula of Linearized Vorticity Equations

The aim of this section is to derive the solution formula of the linearized vorticity
equations by using the Fourier-Laplace transform
Z 1 Z
0 0
J Œf .s;  0 ; x3 / WD est eix  f .t; x0 ; x3 /dx0 dt: (15)
0 R2
On Vorticity Formulation for Viscous Incompressible Flows in R3C 359

We will often write fO for J Πf . Let as consider the linear problem

8
< @t !  ! D f in .0; T/  R3C ;
.L/ K! D g on Œ0; T/  @R3C ; (16)
:
!jtD0 D b in R3C ;

for given smooth functions f ; g and b. Note that (LV) is a special case of (L). We
start from the next lemma.
Lemma 3.1 Let K be the linear operator defined by (5). Then we have
0 1
 @3 !O 1  j 0 j !O 1 C j10 j . 0   !O 0 / C i1  !O 3
B C
J ŒK! D @  @3 !O 2  j 0 j !O 2 C j20 j . 0   !O 0 / C i2  !O 3 A ; (17)
@3  !O 3  i . 0   !O 0 /

where !O WD J Œ!.s;  0 ; x3 /.
Proof It suffices to calculate J ŒƒDN !j  and J Œ@j ƒND  r 0 ! 0 . It is well known that
the partial Fourier-Laplace transforms of ED h and EN h are given by
0
0
O  0 /; ex3 j j O
J ŒED h.s;  0 ; x3 / D ex3 j j h.s; J ŒEN h.s;  0 ; x3 / D h.s;  0 /:
j 0 j

Thus, we have
0
J ŒƒDN !j  D  @3 ex3 j j  !O j D j 0 j !O j ;

and

ij j  
J Œ@j ƒND  r 0  ! 0  D 0
J Πr 0  ! 0  D  0  0   !O j :
j j j j

The proof is complete.

Let f ; g 2 .C01 .Œ0; 1/  R3C //3 and b D 0. Then by performing the Fourier-
Laplace transform the equations (L) is converted to the boundary value problem for
the system of ordinary differential equations

s!O C j 0 j2 !O  @23 !O D fO; x3 > 0;
(18)
J ŒK! D gO ; x3 D 0;

where Re s > 0 and  0 2 R2 . Set

r
s
D C j 0 j2 :

360 H. Kosaka and Y. Maekawa

Then the general solution of the first equations of (18) is given by

Z Z 1
x3
e.x3 y3 / O e.y3 x3 / O
!O D cex3  C f dy3 C f dy3 ; (19)
0 2 x3 2

where c is independent of x3 . Computing  !O and  @3 !,

O we have

1 2
 !O D c C V .fO/;  @3 !O D c C V .fO/;
2 
R1
where V .fO/ WD 0 ey3  fOdy3 . Hence by the boundary condition in (18) and by
applying Lemma 3.1

1 1
Lc  RV .fO/ D gO ; (20)
2
where
0 1 0 1
22 1 2 22
 i1 C  j1 0 2j i1
B j 0 j j 0 j C B j 0 j C
LDB 2 C B 2 C
@
1 2
j 0 j   j10 j i2 A ; R D @  j1 0 2j  C j10 j i2 A : (21)
i1 i2  i1 i2 

Since the determinant of L is given by .  j 0 j/2 . C j 0 j/ the matrix L is invertible

when Re s > 0 and  0 2 R2 , and L1 D L1 .s;  0 / is given by
0 1
22
C  j1 0 2j i1
1 B j 0 j C
L1 .s;  0 / D B 2 C 0
2  j j @
0 2  j1 0 2j  C j10 j i2 A D s R.s;  / : (22)
i1 i2 

Thus we have
1 2 1
cD R V .fO/ C ROg: (23)
2 s s
For later use we introduce the matrix M defined by
0 1
2
2j 0 j2 C 2 j20 j 2 j1 0 2j 2i1
B C
M WD B
@ 2 j1 0 2j
2 C
2j 0 j2 C 2 j10 j 2i2 A : (24)
2i1 2i2 2j 0 j2

Then R and M have the relations

1 s s
RD MC I; R2 D M C I; (25)
2 
On Vorticity Formulation for Viscous Incompressible Flows in R3C 361

where I is the identity matrix. Substituting (23) into (19) and using (25), we obtain
 
1 1 1 1
!O D MV .fO/ C V .fO/ C M gO C gO ex3 
2s 2 2s 
Z x3 .x3 y3 / Z 1 .y3 x3 /
e e
C fOdy3 C fOdy3 : (26)
0 2 x3 2

The solution formula is then derived by taking the inverse Fourier-Laplace

transform in (26). We will freely use the following relations in the Fourier-Laplace
transform:
Z
x3 @G .x; t/ ex3 1O t
e  2 ;  2 G .x; t/; f  f ./d; (27)
@x3  s 0

where

 32 jxj2
G .t; x/ WD .4 t/ exp 
4 t

is the three-dimensional Gaussian. For given f ; h 2 .C01 .R3C //3 and g 2 C01 .R2 /
we set
Z
f h D f .x  y/h.y/dy;
R3C
Z
f ?h D f .x  y /h.y/dy; y D .y1 ; y2 ; y3 /;
R3C
Z
2
f ? .gH@R 3 / D f .x0  y0 ; x3 /g.y0 /dy0 :
C R2

Using (27), we see

  Z 1  .x3 Cy3 / 
1 e
J 1 MV .fO/ex3  D J 1 M fO dy3
2s 0 2s
Z 1Z t Z Z
D M G .  r; x0  y0 ; x3 C y3 /f .r; y/dy0 drddy3
0 0 0 R2
Z t Z 
D M G .  r/ ? f .r/drd
0 0
362 H. Kosaka and Y. Maekawa

Here M is a second order differential operator whose symbol is given by M, that is,
0 1 1
1
20 C 2@3 @22 .0 / 2 2@3 @1 @2 .0 / 2 2@3 @1
B 1 1 C
M D @ 2@3 @1 @2 .0 / 2 20 C 2@3 @21 .0 / 2 2@3 @2 A : (28)
2@3 @1 2@3 @2 20

In the same way we have the following equalities:

  Z t
1
J 1 V .fO/ex3  D G .t  / ? f ./d;
2 0
  Z t Z   
1
J 1 M gO ex3  D M 2
G .  r/ ? g.r/H@R 3 drd;
2s 0 0 C
  Z t  
1 1 x3  2
J gO e D2 G .t  / ? g./H@R 3 d:
 0 C

Collecting these above, the inverse Fourier-Laplace transform for the first term of
the right-hand side of (26) is given by
  
1 1 O 1 O 1 1 x3 
J MV .f / C V .f / C M gO C gO e
2s 2 2s 
Z t Z  Z t
D M G .  r/ ? f .r/drd C G .t  / ? f ./d
0 0 0
Z t Z    Z t  
2 2
C M G .  r/ ? g.r/H@R 3 drdC2 G .t  / ? g./H@R 3 d:
0 0 C 0 C

As for the second and the third terms of the right-hand side of (26), we have
Z Z 1 .y3 x3 / 
e.x3 y3 / O
1
x3
e O
J f dy3 C f dy3
0 2 x3 2
Z t Z x3 Z
D G .t  ; x0  y0 ; x3  y3 /f .; y/dy0 dy3 d
0 0 R2
Z tZ 1 Z
C G .t  ; x0  y0 ; y3  x3 /f .; y/dy0 dy3 d
0 x3 R2
Z tZ Z t
D G .t  ; x  y/f .; y/dyd D G .t  / f ./d:
0 R3C 0

where we have used G .t; x/ D G .t; x / by the symmetry of the Gaussian.

Recalling that the kernel of the heat semigroup fe tN gt0 under the homogeneous
Neumann boundary condition in R3C is given by G .t; x  y/ C G .t; x  y /, we
On Vorticity Formulation for Viscous Incompressible Flows in R3C 363

have arrived at the following representation of !:

Z t  
!.t/ D e .t /N f ./ C g.r/H@R
2
3 d
0 C
Z t Z   
2
C M G .  r/ ? f .r/ C g.r/H@R 3 drd: (29)
0 0 C

It is straightforward to see the function

Z t
.t/ D e tN b C MG ./ ? bd (30)
0

satisfies (L) with f D g D 0. Hence, the solution of (L) is expressed as

Z t Z t  
!.t/ D e tN b C MG ./ ? bd C e .t /N f ./ C g.r/H@R
2
3 d
0 0 C
Z t Z   
2
C M G .  r/ ? f .r/ C g.r/H@R 3 drd: (31)
0 0 C

Next we denote by .R3 /1 f the solution to the Poisson equation: h D f in
3
R . Then we have
1
.R3 /1 f D E R3 f ; E.x/ D ;
2jxj

where R3 stands for the convolution in R3 . Since the Gaussian G satisfies the heat
equation @t G D G in RC  R3 we can write

G .t/ D  1 .R3 /1 @t G .t/ D  1 E R3 @t G .t/:

Thus the integration by parts yields

Z   
2
G .  r/ ? f .r/ C g.r/H@R 3 dr
0 C
Z     2

D E R3 @ G.  r/ ? f .r/ C g.r/H@R 3 dr
0 C
Z  
    2
D @ E R3 G .  r/ ? f .r/ C g.r/H@R3 dr
0 C
 2

C E ? f ./ C g./H@R 3 :
C
364 H. Kosaka and Y. Maekawa

Set

 .t/ D ME R3 G .t/;  .0/ ? f D lim  .t/ ? f D ME ? f : (32)

t!0

Then the last term of (31) is written as

Z t Z   
2
M G .  r/ ? f .r/ C g.r/H@R 3 drd
0 0 C
Z t   Z t  
2 2
D  .t  / ? f ./ C g./H@R 3 d   .0/ ? f ./ C g./H@R 3 d:
0 C 0 C

(33)

Similarly, we have
Z t
MG ./ ? bd D  .t/ ? b   .0/ ? b: (34)
0

Combining (33) and (34) with (31), we have arrived at the following
Proposition 3.2 Let b 2 .C01 .R3C //3 and f ; g 2 .C01 .Œ0; 1/  R3C //3 . Then the
integral equation of (L) is given by
Z t  
!.t/ D e tN b C  .t/ ? b   .0/ ? b C e .t /N f ./ C g./H@R
2
3 d
0 C
Z t   Z t  
2 2
C  .t  / ? f ./ C g./H@R 3 d   .0/ ? f ./ C g./H@R 3 d:
0 C 0 C

(35)

By the definition of (32) the operator  .0/? defines a singular integral operator.
In particular, the smoothing effect is lost near the boundary. The next cancellation
property is important in solving the nonlinear vorticity equations.
Lemma 3.3 Let f 2 .C01 .R3C //3 and let g D N. f /, where N is defined by (6). Then
it follows that
 
2
 .0/ ? f C gH@R 3 D0 in R3C : (36)
C

Proof First we note that E.x  y / D 0 for x3 ; y3 > 0. Then, by the integration
by parts we have
  2 
 .0/ ?  @3 .D /1 f 0 H@R 3
C
Z Z
D ry  .0; x  y /  ry .D /1 f 0 dy C  .0; x  y /.D /1 f 0 dy
R3C R3C
On Vorticity Formulation for Viscous Incompressible Flows in R3C 365

Z Z
D y  .0; x  y /.D /1 f 0 dy   .0; x  y /f 0 dy
R3C R3C
Z
D  .0; x  y /f 0 dy: (37)
R3C

Similarly, we have
  Z

E?  @23 .N /1 f3 2
H@R 3 D E.x  y /@3 f3 dy0
C R3C
Z
D @3 E.x  y /f3 dy C E ? .f3 H@R
2
3 /: (38)
R3C C

Next, by the calculation (38) and the concrete expression of M D .mij /1i;j3 , we
have again from the integration by parts,
˚ 
the first component of the vector of  .0/ ? .r 0 .N /1 f3 /H@R
2
3
C
˚  ˚ 
D m11 E ? .@1 .N /1 f3 /H@R
2
3 C m12 E ? .@1 .N /1 f2 /H@R
2
3
C C
˚ 
D .m11 @1 C m12 @2 /E ? ..N /1 f3 /H@R
2
3
C
˚ 
D 2@1 E ? .0 .N /1 f3 /H@R
2
3 ;
C
˚ 2

D 2@1 E ?  f3 H@R 3  .@23 .N /1 f3 /H@R
2
3
C C
  Z
2 2
D 2@1 E ? f3 H@R3 C f3 H@R3  2 @1 @3 E.x  y /f3 dy
C C R3C

D 2@1 @3 E ? f3 : (39)

Applying the same argument to the other components, we have

0 1
˚ 0  2@1 @3 E ? f3
 .0/ ? .r .N /1 f3 /H@R
2
3 D @ 2@2 @3 E ? f3 A : (40)
C
20 E ? f3

Combining (37) with (40), we obtain

 
2
 .0/ ? f C gH@R 3
C
20 1 0 1 3
f1 @3 .D /1 f1 C @1 .N /1 f3
D  .0/ ? 4@ f2 A C @ @3 .D /1 f2 C @2 .N /1 f3 A H@R
2
3
5
C
f3 0
366 H. Kosaka and Y. Maekawa

0 1 0 1
0 2@1 @3 E ? f3
D  .0/ ? @ 0 A C @ 2@2 @3 E ? f3 A
f3 20 E ? f3
0 1 0 1
m13 E ? f3 2@1 @3 E ? f3
D @ m23 E ? f3 A C @ 2@2 @3 E ? f3 A D 0 :
m33 E ? f3 20 E ? f3

The proof is complete.

P 1;p .R3 /, 1 < p < 1, and b D r  a. Then
Corollary 3.4 Assume that a 2 W 0;
C

 .0/ ? b D 0 in R3C : (41)

Proof Since a 2 WP 1;p .R3 /, there exists a function sequence ffn gn2N  C1 .R3 /
0;
C 0;
C
such that lim kr.a  fn /kLp .R3 / D 0. By r  fn D 0 and fn D 0 we have the
n!1 C
Biot-Savart law: fn D r  ‰.hn / with hn D r  fn ; see Remark 2.2. Hence N.hn / D
 fn D 0 holds. Then, by Lemma 3.3 we obtain
 
2
 .0/ ? hn D  .0/ ? hn C N.hn /H@R 3 D 0: (42)
C

Thus we see

k .0/ ? bkLp .R3 / D k .0/ ? .b  hn /kLp .R3 /  Ckb  hn kLp .R3

C C C/

n!1
D kr  .a  fn /kLp .R3 / ! 0 (43)
C

The proof is complete.

Proposition 3.2, Lemma 3.3, and Corollary 3.4 yield
1;p
P 0;

Proposition 3.5 Assume that a 2 W .R3C /, 1 < p < 1, and b D r  a. Let

f 2 .C01 .Œ0; 1/  R3C //3 . Then the integral equation of (LV) is given by
 
!.t/ D e tN C  .t/? b
Z t
 .ts/ n 2
o
C e N
C  .t  s/? r  f C N.r  f /H@R 3 ds: (44)
0 C
On Vorticity Formulation for Viscous Incompressible Flows in R3C 367

3.2 Estimates of Solution to Linearized Vorticity Equations

In this section we analyze the solution formula derived in Sect. 3.1 and establish the
Lp -Lq estimates for the evolution operator of the linearized vorticity equation. The
main result of this section is the following
Proposition 3.6 Let f ; g 2 .C01 .R3C //3 and 1 < q  p < 1. Then we have

3 1 1 j˛j
kr ˛ e tN f kL p .R3 / C kr ˛  .t/ ? f kL p .R3 /  C. t/ 2 . q  p / 2 kf kL q .R3 / ; (45)
C C C

kr ˛ e tN .gH@R
2 ˛
3 /kL p .R3 / C kr  .t/ ? .gH
2
/kLp .R3
C C @R3 C C/

1 1 3 j˛j
 C. t/ 2  q C 2p  2 kgkL q .R2 / :
(46)

Here r ˛ D @˛1 1    @˛3 3 for a given multi-index ˛.

Proof Since the estimates for the heat semigroup e tN are well known we focus on
the estimates for  .t/?. First we observe that  .t/ ? f D .ME G .t// ? f D
ME .G .t/ ? f / and that the operator ME is a singular integral operator. Then
we have

kr ˛  .t/ ? f kLp .R3 / D kME r ˛ .G .t/ ? f / kLp .R3

C C/

˛
 Ckr .G .t/ ? f /kLp .R3
C/

 Ckr ˛ G .t/kLr .R3 kf kLq .R3

C/ C/
 
 32 1 1
qp  j˛j
 C. t/ 2
kf kLq .R3 / ; (47)
C

where 1=p D 1=r C 1=q  1. Hence (45) is proved. Next, by applying the Young
inequality for the convolution in the .x1 ; x2 / variables, we have

kr ˛  .t/ ? .gH@R
2 ˛
3 /kLp .R3 /  Ckr G .t/ ? .gH
2
@R3
/kLp .R3
C C C C/

Z 1  1p
krx˛ G .t; ; x3 /kLr .R2 / dx3
p
C kgkLq .R2 / ;
0

where 1=p D 1=r C 1=q  1. Then (46) follows from

Z 1  1p
1 1 3 j˛j
krx˛ G .t; ; x3 /kLr .R2 / dx3  C. t/ 2  q C 2p 
p 2 :
0

The proof is complete.

In view of (44) we also need
368 H. Kosaka and Y. Maekawa

Proposition 3.7 Let f 2 .C01 .R3C //3 and let N. f / be the function defined by (6).
Assume that 1 < q < 3 and r D 2q=.3  q/. Then it follows that

kN. f /kLr .R2 /  Ckf kLq .R3 / : (48)

C

Proof Let q0 be the HRolder conjugate of q. Then the HRolder inequality yields for
h 2 Lq .R3C /,
Z Z 1
1
j @i E h .x0 /j  C jh.y/jdy3 dy0
R2 0 jx0  y0 j2 C y23
Z Z 1  10
dy3 q
C 0 0 2 2 q0
kh.y0 /kLq .RC / dy0
R2 0 .jx  y j C y3 /
Z
1
DC 1
kh.y0 /kLq .RC / dy0 :
R2 jx0  y0 j1C q

Thus, the Hardy-Littlewood-Sobolev inequality leads to

k @i E hkLr .R2 /  CkhkLq .R3 / : (49)

C

Now (48) directly follows from (49) by the definition of N. f /. The proof is
complete.
Combining Proposition 3.6 with Proposition 3.7, we have
Corollary 3.8 Let 1 < q < 3 and 2q=.3  q/  p < 1. Then it follows that
   
kr ˛ e tN N. f /H@R
2 ˛
3 kLp .R3 / C kr  .t/ ? N. f /H
2
kLp .R3
C C @R3 C C/

3 1 1 j˛j
 C. t/ 2 . q  p / 2 kf kLq .R3 / : (50)
C

4 Solvability of Nonlinear Vorticity Equations

In this section we will solve the nonlinear vorticity equations for the initial data in
L3=2 .R3C /, which is a natural scaling invariant space. To this end let as introduce the
Banach space XT and YT , T > 0, as follows.
˚ 3 
XT D f 2 C.Œ0; T/I .L 2 .R3C //3 / j kf kXT D sup kf .t/k 3 <1 ;
0<t<T L 2 .R3C /
˚ 1 5
YT D f 2 L ..0; T/I .L 3 .R3C //3 / j
On Vorticity Formulation for Viscous Incompressible Flows in R3C 369

1 3 
kf kYT D sup t 10 kf .t/k 5 C sup t 5 krf .t/k 5 <1 :
0<t<T L 3 .R3C / 0<t<T L 3 .R3C /

(51)

4.1 Estimates of Bilinear Forms

Let J. f / D r  ‰. f / be the Biot-Savart law defined by (1). To deal with the

nonlinear term in (V) it is convenient to introduce the following bilinear forms.

B. f ; h/ D .J. f /  r/J.h/; (52)

Z t
 .ts/N 
B. f ; h/.t/ D e C  .t  s/?
0
n o
2
r  B. f ; h/ C N.r  B. f ; h//H@R 3 ds: (53)
C

The next proposition is the key for the estimate of the bilinear forms.
Proposition 4.1 Let f ; h 2 .W 1;5=3 .R3C //3 . Then there is a positive constant C such
that

1 1 1 1
kr  B. f ; h/k 15 3
 C kf k 2 5 3 krf k 2 5 3 khk 2 5 3 krhk 2 5 3
13
L .RC / L 3 .RC / L 3 .RC / L 3 .RC / L 3 .RC /

Ckf k 5 krhk 5 : (54)
L 3 .R3C / L 3 .R3C /

Proof By using the definition of B. f ; h/ we see

kr  B. f ; h/k 15
L 13 .R3C /

 krJ. f /  rJ.h/k 15 C kJ. f /  rr  J.h/k 15 : (55)
L 13 .R3C / L 13 .R3C /

The CalderKon-Zygmund inequality and Gagliardo-Nirenberg inequality imply

1 1
krJ. f /k 30  kr 2 ‰. f /k 30  Ckf k 2 5 krf k 2 5
L 13 .R3C / L 13 .R3C / L 3 .R3C / L 3 .R3C /

Thus the first term of the right-hand side of (55) is estimated as

1 1 1 1
krJ. f /  rJ.h/k 15  Ckf k 2 5 krf k 2 5 khk 2 5 krhk 2 5 :
L 13 .R3C / L 3 .R3C / L 3 .R3C / L 3 .R3C / L 3 .R3C /
(56)
370 H. Kosaka and Y. Maekawa

To estimate the second term of the right-hand side of (55) we first observe the
identity

r  J.h/ D r  r  ‰.h/ D h C r.D /1 r  h:

Here we have used the definition of ‰ in (1) and the equalities

r 0  .D /1 h0 D .D /1 r 0  h0 ; @3 .N /1 h3 D .D /1 @3 h3 :

Thus we have form the CalderKon-Zygmund inequality, krr  J.h/k 5 

L 3 .R3C /
Ckrhk 5 . Hence, the HRolder inequality and the Hardy-Littlewood-Sobolev
L 3 .R3C /
inequality imply

kJ. f /  rr  J.h/k 15  kJ. f /k 15 krr  J.h/k 5

L 13 .R3C / L 4 .R3 /
C L 3 .R3C /

 Ckf k 5 krhk 5 : (57)

L 3 .R3C / L 3 .R3C /

Then (54) follows from (55)–(57). The proof is complete.

Proposition 4.1 leads to the estimate of B. f ; h/ as follows.
Corollary 4.2 Let f ; h 2 YT . Then there is a positive constant C1; depending only
on such that

kB. f ; h/kXT C kB. f ; h/kYT  C1; kf kYT khkYT : (58)

Proof We note that Proposition 4.1 leads to

7
kr  B. f ; h/k 15  Cs 10 kf kYT khkYT ; 0 < s < T:
L 13 .R3C /

Then by using Proposition 3.6 and Corollary 3.8 we have

1
sup t 10 kB. f ; h/.t/k 5
0<t<T L 3 .R3C /
Z t
. .t  s// 2 . 15  5 / kr  B. f ; h/.s/k
1 3 13 3
 C sup t 10 15 ds
0<t<T 0 L 13 .R3C /
Z t
 25 1 2 7
 C kf kYT khkYT sup t 10 .t  s/ 5 s 10 ds  C1; kf kYT khkYT :
0<t<T 0
On Vorticity Formulation for Viscous Incompressible Flows in R3C 371

In the same way we obtain

Z t
3 7
sup kB. f ; h/.t/k 3  C kf kYT khkYT sup .t  s/ 10 s 10 ds
0<t<T L2 .R3C / 0<t<T 0

 C1; kf kYT khkYT ;

and
Z t
3 3 9 7
sup t 5 krB. f ; h/k 5  C kf kYT khkYT sup t 5 .t  s/ 10 s 10 ds
0<t<T L3 .R3C / 0<t<T 0

 C1; kf kYT khkYT :

The proof is complete.

4.2 Proof of Theorem 1.1

In this section we apply the estimates established in the previous section and give a
proof of Theorem 1.1. Recalling Proposition 3.5, we set
 
ˆ.!/.t/ D e tN C  .t/ ? b C B.!; !/.t/; (59)

where b 2 .L3=2 .R3C //3 and B. f ; h/ is the bilinear form defined by (53). As usual,
the mild solution to (V) is obtained as a fixed point of the map ˆ, which will
be constructed by the standard iteration procedure. We set an iteration sequence
f!k g1
kD0 as

!0 D ˆ.0/; !k D ˆ.!k1 /; k 2 N: (60)

Let us start from the next lemma.

Lemma 4.3 There exists a positive constant "0 depending only on such that if
k!0 kYT < "0 =2 then k!k kYT < "0 for all k 2 N [ f0g, and f!k g1
kD0 is a Cauchy
sequence in YT .
Proof Let C1; > 0 be the constant in Corollary 4.2. Set "0 D 1=.4C1; /, which
depends only on > 0. The assertion is proved by the induction on k. The case k D
0 is trivial because of the assumption of the lemma. Assuming that k!k kYT < "0 , we
apply (58) to estimate the norm of !kC1 D ˆ.!k / in YT and get
"0 "0
k!kC1 kYT  k!0 kYT C kB.!k ; !k /kYT  C C1; k!k k2YT  C C1; "20 < "0 ;
2 2
372 H. Kosaka and Y. Maekawa

due to the choice of "0 , as desired. To show the last statement in Lemma 4.3 we
observe that

k!mC1  !m kYT D kB.!m ; !m /  B.!m1 ; !m1 /kYT

 kB.!m  !m1 ; !m /kYT C kB.!m1 ; !m  !m1 /kYT
1
 2C1; "0 k!m  !m1 kYT  k!m  !m1 kYT :
2

Here we have used (58), k!k kYT < ", and the definition of "0 . Thus we obtain

X
k1 k1 m
X 1
k!k  !l kYT  k!mC1  !m kYT  k!1  !0 kYT ! 0:
mDl mDl
2 k;l!1

The proof is complete.

Next lemma is used to verify the assumption in Lemma 4.3.
Lemma 4.4 For any b 2 .L3=2 .R3C //3 it follows that lim k!0 kYT D 0.
T!0

Proof For any " > 0 there is b" 2 .C01 .R3C //3 such that kb  b" k 32 3 < ". By the
    L .RC /
equality !0 .t/ D e tN C  .t/ ? .b  b" / C e tN C  .t/ ? b" and Corollary 4.2
we have
1
k!0 kYT  C kb  b" k 3 C C1; T 10 kb" k 5 : (61)
L 2 .R3C / L 3 .R3C /

Thus , if T is small enough then the right-hand side of (61) is bounded from above
by .C C 1/". The proof is complete.
Lemmas 4.3–4.4 yield
Theorem 4.5 Let b 2 .L3=2 .R3C //3 . Then there exists T > 0 such that there is a
unique ! 2 YT satisfying ! D ˆ.!/ in YT and k!kYT  "0 . Here "0 is the number
in Lemma 4.3.
The proof of Theorem 4.5 is straightforward and omitted here. Theorem 4.5 and
the next theorem complete the proof of Theorem 1.1.
Theorem 4.6 The function ! 2 YT in Theorem 4.5 belongs to XT and satisfies
lim P 1;3=2 .R3 / then
k!kYT 0 D 0. Moreover, if b is of the form b D r  a with a 2 W
0 0;
C
T !0
lim !.t/ D b in .L3=2 .R3C //3 .
t!0

Proof By the construction ! satisfies ! D !0 C B.!; !/. From Proposition 3.6 and
Corollary 4.2 we have

k!kXT  k!0 kXT C kB.!; !/kXT  Ckbk 3 C C1; k!k2YT < 1:

L 2 .R3C /
On Vorticity Formulation for Viscous Incompressible Flows in R3C 373

It is easy to see that !.t/ is continuous with respect to t in .L3=2 .R3C //3 , and the
details are omitted here. To show lim0
k!kYT 0 D 0 we observe from Corollary 4.2
T !0
that

k!kYT 0  k!0 kYT 0 C kB.!; !/kYT 0  k!0 kYT 0 C C1; k!k2YT 0

1
 k!0 kYT 0 C k!kYT 0 ;
2

by the choice of "0 in the proof of Lemma 4.3. Hence we have k!kYT 0 
2k!0 kYT 0 ! 0 as T 0 ! 0 by Lemma 4.4. Next we consider the behavior of ! at
t ! 0 in .L3=2 .R3C //3 . From the estimate kB.!; !/.t/kL3=2 .R3 /  C1; k!k2Yt ! 0,
C
t ! 0, it suffices to deal with the term !0 .t/ D .e tN C  .t/?/b. It is clear that
e tN b ! b as t ! 0 in .L3=2 .R3C //3 . As for the term  .t/ ? b, we observe that
Z t
 .t/ ? b   .0/ ? b D MG ./ ? bd in R3C ;
0

and hence, if b 2 .C01 .R3C //3 then we have from the definition of M in (28),
Z t
1 1
k .t/ ? b   .0/ ? bk 3 C   2 kr 0 bk 3 d  Ct 2 kr 0 bk 3 ;
L2 .R3C / 0 L 2 .R3C / L 2 .R3C /

which tends to 0 as t ! 0. On the other hand, Proposition 3.6 implies sup k .t/ ?
t>0
bkL3=2 .R3 /  CkbkL3=2 .R3 / , while k .0/ ? bkL3=2 .R3 /  CkbkL3=2 .R3 / holds since
C C C C
 .0/? D ME? is a singular integral operator. Hence the density argument yields
 .t/ ? b !  .0/ ? b as t ! 0 in .L3=2 .R3C //3 for all b 2 .L3=2 .R3C //3 . Thus we
have arrived at
3 3
lim !.t/ D lim !0 .t/ D b C  .0/ ? b in .L 2 .R3C //3 ; b 2 .L 2 .R3C //3 :
t!0 t!0
(62)

If a 2 WP 1;3=2 .R3 / and b D r  a then  .0/ ? b D 0 by Corollary 3.4, which shows

0;
C
the last statement of Theorem 4.6. The proof is complete.

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A Weak Solution to the Navier–Stokes System
with Navier’s Boundary Condition
in a Time-Varying Domain

Jiří Neustupa and Patrick Penel

Dedicated to Professor Yoshihiro Shibata on the occasion of his

60th birthday.

Abstract We assume that t (for t 2 Œ0; T) is a time-varying domain in R3 .

Particularly, t can be a region around colliding bodies. Under certain conditions on
t and the way it varies, we prove the weak solvability of the Navier–Stokes system
with Navier’s slip boundary condition in Q.0;T/ WD f.x; t/I 0 < t < T; x 2 t g.

Keywords Navier–Stokes equations • Slip boundary condition • Weak solutions

1 Introduction and Formulation of the Problem

The global (in time) weak solvability of the Navier–Stokes system in a fixed domain
with the no-slip boundary conditions has already been known for a long time due
to the classical results of J. Leray (1934), E. Hopf (1951) and others. The existence
of a weak solution to the Navier–Stokes system with the no-slip Dirichlet boundary
condition in a time-varying domain t with a prescribed form at each time t 2 Œ0; T
is also known, see [4] (a smooth time-varying domain) and [7] (an arbitrary time-
varying domain, parts of the boundary may strike). Analogous results concerning the
Navier–Stokes equations for compressible fluid in a smooth time-varying domain
can be found in [2] (the no-slip boundary condition) and [3] (Navier’s slip boundary
condition).
If the considered time-varying domain includes the region around a family of
moving and possibly also colliding bodies then one has to overcome a series of new
difficulties, e.g. some constants in the imbedding inequalities or in the estimates

J. Neustupa ()
Institute of Mathematics, Czech Academy of Sciences, Žitná 25, 115 67 Prague 1,
Czech Republic
e-mail: [email protected]
P. Penel
Université du Sud-Toulon-Var, BP 20132, 83957 La Garde, France
e-mail: [email protected]

© Springer Basel 2016 375

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_20
376 J. Neustupa and P. Penel

of traces depend on t and they blow up if t approaches the instant of the collision.
Starovoitov [10] derived necessary conditions for the existence of a weak solution
of the Navier–Stokes equation in a time-variable domain t that is an exterior of
several solid bodies moving in the fluid, considering the no-slip Dirichlet boundary
condition. The results of Starovoitov [10] show that if the bodies have C2 boundaries
then they may strike only with the speed equal to zero, otherwise the weak solution
does not exist.
Motivated by this state, we study the flow of a viscous incompressible fluid in a
time-variable domain t under the assumptions that t at each time t 2 Œ0; T is a
priori known and the velocity of the fluid satisfies Navier’s slip boundary condition
on the boundary @t . The motion of t admits collisions of parts of the boundary.
We prove the existence of a weak solution. We show that unlike the case with
Dirichlet’s boundary condition, “smooth” parts of the boundary may strike with
a non-zero speed. A simplified situation is treated in our previous article [9]. We are
aware of the fact that the complete model of the interaction between the fluid and
the solid part requires a more complex description (the response of the solid part
to forces generated by the fluid, the information what part of the kinetic energy is
absorbed by the bodies at the instants of collisions). However, even in the presented
setting, due to the choice of the slip boundary condition and the admittance of
collisions of bodies in the fluid, possibly with a non-zero speed, the results are
original.

1.1 Classical Formulation of the Initial-Boundary Value

Problem

Let BR .0/ be a ball in R3 . We assume that t  t  BR .0/ is a time-varying

domain filled by a moving fluid, while St WD BR .0/ X t represents a solid
environment (e.g. a finite family of bodies moving in the fluid in a tank whose shape
can also generally vary in dependence on time). We assume that the motion of St is
known: the velocity at point x 2 St at time t is V.x; t/.
For I  Œ0; T, we denote QI WD f.x; t/I t 2 I; x 2 t g, SI WD f.x; t/I t 2 I; x 2
S g and I WD f.x; t/I t 2 I; x 2  t WD @t g. We study the initial-boundary value
t

problem

@t v C v  rv C rp D v C f a:e: in Q.0;T/ ; (1)

v D 0 a:e: in Q.0;T/ ; (2)
vn D Vn a:e: in .0;T/ ; (3)
ŒTd .v/  n C  .v  V/ D 0 a:e: in .0;T/ ; (4)
v D v0 a:e: in 0  f0g; (5)
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 377

Symbols v, p, f, and  successively denote the velocity, the pressure, the specific
external body force, the kinematic coefficient of viscosity and the coefficient of
friction between the fluid and the boundary. (Both and  are supposed to be
positive constants.) The outer normal vector field on the boundary  t of t is
denoted by n. Condition (3) expresses the impermeability of  t . Condition (4) was
proposed by H. Navier in 1824. It expresses the requirement that the tangential
component of the stress acting on the boundary should be proportional to the
velocity of the fluid relative to the material boundary. Here, Td .v/ denotes the
dynamic stress tensor associated with the flow v. It has the form Td .v/ D 2 .rv/s
(where .rv/s is the symmetrized gradient of v) in incompressible Newtonian fluids.
The subscript  denotes the component, tangential to  t . The operators div, r and
 always act only in the spatial variables.
The problem (1)–(5) is treated in Sects. 2–6. In Sect. 7, we deal with an example
when t is a special region around two moving bodies, striking at the time instant
tc 2 .0; T/.

1.2 Notation of Norms and Function Spaces

Vector functions and spaces of vector functions are denoted by boldface letters.
• k : k2I t is the norm in L2 .t /. The meaning of k : kqI t or k : k2I  t is similar.
• C10;
. / is the linear space of infinitely differentiable divergence-free vector-
t

functions in t with a compact support in t . The closure of C1 0;

. / in L . /
t q t
q
(for 1 < q < 1) is denoted L
.t /.
• W1;2 1;2 2

. / WD W . / \ L
. / (with the norm k : k1;2I t as in W . /).
t t t 1;2 t

1.3 Assumptions on Solid Part St and Domain t

We denote by Y.tI #; x/ the position (at time t) of the point of St whose position at
time # was x. We assume that
(a1) function Y is continuous in the set f.t; #; x/ 2 R5 I 0  t; ˇ#  T; x 2 S# g and
the corresponding velocity V.x; t/ WD .d=dt/ Y.tI #; x/ ˇ#Dt has continuous
and bounded derivatives in SŒ0;TXT c , where T c is a finite family of “critical”
time instants 0 < t1c < : : : < tM
c
< T when different parts of St may touch
(strike) themselves.
We assume that t is a Lipschitzian domain for t 2 Œ0; T X T c and
Z
 
(a2)   rn   d  c1 kk2I t kk2I t C krk2I t for t 2 Œ0; T X T c ,
t
all  2 W1;2

. / and some c1 independent of t.
t
378 J. Neustupa and P. Penel

Furthermore, we assume that there exists a divergence-free vector function a in

QŒ0;T with properties (a3)–(a7). These are in fact assumptions on domain t and the
way it varies in dependence on t, because the existence of an appropriate function
a satisfying conditions (a3)–(a7) is closely connected with the shape of t and its
time-variability. The construction of function a is the main point in Sect. 7, where
we present the concrete example. Conditions (a3)–(a7) are:
(a3) a  n D V  n a.e. on .0;T/ ,
(a4) a and ra are continuous in QŒ0;TXT c and the function 1 .t/ WD ka. : ; t/k1;2I t
is in L2 .0; T/,
(a5) 2 .t/ WD ka.: ; t/  V.: ; t/k2I  t 2 L2 .0; T/,
(a6) there exist functions 3 2 L1 .0; T/, 4 2 L2 .0; T/ and 5 2 L1 .0; T/,
continuous in Œ0; T X T c , such that for t 2 Œ0; T X T c and  2 W1;2
. /
t

we have
ˇZ ˇ
ˇ
ˇ
ˇ @ a.: ; t/ C a.: ; t/  ra.: ; t/   dx ˇ  3 .t/ kk2I t C 4 .t/ krk2I t ;
ˇ t ˇ
t
(6)
ˇZ ˇ
ˇ ˇ 
ˇ   r  a.: ; t/ dxˇˇ  krk22I t C kk22I  t C 5 .t/ kk22I t ;
ˇ 10 4
t
(7)

(a7) the initial-value problem

d  
X.tI #; x/ D a X.tI #; x/; t ; X.#I #; x/ D x (8)
dt

has a solution X.tI #; x/, defined for t 2 Œ0; T, # 2 Œ0; T and x 2 # , such
that for t; # 2 Œ0; TXT c , the mapping x 7! X.tI #; x/ is a C1 -diffeomorphism
of # onto t .
Note that while mapping Y acts in the solid part, mapping X acts in the fluid part.
They “meet” on set Œ0;T . Function a enables us, except others, to transform the
inhomogeneous boundary condition (3) into the homogeneous one. The conditions
(a3) and (a7) are used in the weak formulation of the problem (1)–(5), the other
conditions are needed in the derivation of appropriate energy estimates.

2 Weak Formulation of the Initial-Boundary Value

Problem (1)–(5) and the Main Theorem

2.1 A Formal Derivation of the Weak Formulation

Assume that  is an infinitely differentiable divergence-free vector-function in

BR .0/  Œ0; T, satisfying the condition   n D 0 a.e. on .0;T/ . Assume that v
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 379

is a “sufficiently smooth” solution of (1)–(5) of the form v D a C u where a is the

function with the properties named in Sect. 2. Conditions (3) and (a3) imply that
u  n D 0 a.e. in .0;T/ . Let us multiply Eq. (1) by  and integrate in Q.0;T/ . The
integral of f@t u C .a  r/ug   can be expressed as follows:
Z Z
T ˚ 
@t u.x; t/ C a.x; t/  ru.x; t/  .x; t/ dx dt
0 t
Z Z
T
d    
D u X.tI 0; x0 /; t   X.tI 0; x0 /; t dx0 dt
0 0 dt
Z
D  u0 .x0 /  .x0 ; 0/ dx0
0
Z Z
T   d  
 u X.tI 0; x0 /; t   X.tI 0; x0 /; t dx0 dt
0 0 dt
Z
D  u0 .x0 /  .x0 ; 0/ dx0
0
Z Z
T ˚ 
 u.x; t/  @t .x; t/ C a.x; t/  r.x; t/ dx dt;
0 t

where u0 D v0  a.: ; 0/. The integral of u  rv   in t can be transformed to the

integral of u  ra   minus the integral of u  r  u by means of the integration
by parts. Further, denoting the components of the vectors a, v, u and  by the same
slanted letters with indices, we have
Z Z
v   dx D .@2j vi /i dx
t t
Z Z
D .@j vi / nj i d  .@j vi /.@j i / dx
t t
Z Z Z
D .@j vi C @i vj / nj i dx  .@i vj / nj i dx  .@j vi /.@j i / dx
t t t
Z Z
D   .v  V/   d  2 .rv/s W r dx; (9)
t t

where the subscript s denotes the symmetric part. We use the identities .@j vi C
@i vj / nj i D ŒTd .v/  n   D  .v  V/  , following from the boundary
condition (4). Thus, writing everywhere a C u instead of v, we obtain the integral
380 J. Neustupa and P. Penel

equation
Z TZ
˚ 
.@t  C a  r/  u  u  r  a C u  ru   C 2 Œr.a C u/s W r dx dt
0  t
Z TZ
C  .a C u  V/   d dt
0 t
Z T Z Z
D g   dx dt C u0  .: ; 0/ dx (10)
0 t 0

where g WD f  @t a  a  ra. We arrive at the definition:

Definition 2.1 Let u0 2 L2
.0 / and f 2 L2 .0; TI L2 .t //. Put g D f  @t a 
a  ra. We call the function v
a C u a weak solution of the problem (1)–(5)
if u 2 L2 .0; TI W1;2 1 2

. // \ L .0; TI L
. //, the trace of u on .0;T/ is in
t t
2 2
L .0; TI L . // and u satisfies (10) for all infinitely differentiable divergence-free
t

vector-functions  in BR .0/  Œ0; T, satisfying the condition   n D 0 a.e. on .0;T/ .

Our main theorem, whose proof is given in Sects. 4–6, says:
Theorem 2.2 Suppose that domain t and function a satisfy the assumptions (a1)–
(a7). Then the weak solution of the problem (1)–(5), introduced in Definition 2.1,
exists.
This result, with a brief description of the approach, has already been announced in
our note [8].

3 An a Priori Energy-Type Estimate of a Solution

of the Problem (1)–(5)

In this section, we present a formal derivation of the energy-type inequality,

assuming that .v; p/ a “sufficiently smooth” solution of (1)–(5). We are going to
derive the inequality
Z t Z t
ku.: ; t/k22I t C kru.: ; s/k22I t ds C  ku.: ; s/k22I  t ds
0 0
Z t
 ku0 k22I t C !1 .s/ ku.: ; s/k22I t ds C !2 .t/ (11)
0

where !1 and !2 are certain functions, integrable in .0; T/.

Multiplying (1) (with v D a C u) by u and integrating in t , we obtain
Z
˚ 
.@t u C a  ru C u  ra/  u C 2 Œr.a C u/s W ru dx
t
Z Z
C .a C u  V/  u d D Œf  @t a  a  ra  u dx: (12)
t t
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 381

Using the transformation x 7! y D X.t C hI t; x/ of t X st onto tCh X stCh (see

condition (a7)), we can rewrite the integral of .@t u C a  ru/  u as follows:
Z Z 

d 1 ˇˇ  ˇ2
@t u C a  ru  u dx D u X.#I t; x/; # ˇ dx
t t d# 2 #Dt
Z  
1 ˇ  ˇ ˇ  ˇ 
D lim ˇu X.t C hI t; x/; t C h ˇ2  ˇu X.tI t; x/; t ˇ2 dx
h!0 2h t
Z Z  Z
1 d 1
D lim ju.y; t C h/j2 dy  ju.x; t/j2 dx D juj2 dx:
h!0 2h  tCh  t dt 2  t

Further, we successively rewrite and estimate the integrals in (12):

Z
3
• Due to assumption (a5), we have  .a C u  V/  u d  kuk22I  t 
 t 4
 22 .t/.
1
• The integral of .ra/s W ru can be estimated from below by  10 kruk22I t 
5 2
 .t/.
2 1
•
Z Z Z
2 .ru/s W ru dx D jruj2 dx C .@i uj / ui nj d
t t t
Z Z
D kruk22I t C @i .uj nj / ui d  uj .@i nj / ui d:
t t

The second integral on the right hand side is equal to zero. The third integral
can be estimated by means of assumption (a2). We obtain
Z h
9 5 2 i
2 .ru/s W ru dx  kruk22I t  c1 C c kuk22I t : (13)
t 10 2 1

• The modulus of the integral of the product .@t a C a  ra/  u in (12) can be
estimated by inequality (6) in assumption (a6):
ˇZ ˇ
ˇ ˇ
ˇ .@t a C a  ra/  u dxˇ  3 .t/ kuk2 t C 1 3 .t/ C kruk2 t C 5  2 .t/:
ˇ t ˇ 2I 
4 10 2I 
2 4


• The integral of urau can be estimated by means of inequality (7) in assumption

(a6).
Substituting all these estimates to (12) and integrating with respect to time from 0
to t, we obtain inequality (11) with

!1 .t/ D 2 c1 C 5 c21 C 3 .t/ C 25 .t/ C 12 ;

!2 .t/ D 2 22 .t/ C 14 3 .t/ C 5 12 .t/ C 52 42 .t/ C 12 kfk22I t :

382 J. Neustupa and P. Penel

4 The Time Discretization and Stationary Boundary-Value

Problems

In this section, we begin the proof of Theorem 2.2 by the definition and studies of
stationary problems which follows from (10) by the time discretization.

4.1 A Partition of the Interval Œ0; T

As the functions 12 , 3 , 42 and 5 are integrable in .0; T/ and continuous in Œ0; T X
T c , there exists a bound ‚ > 0 such that to each N 2 N there exists a partition
PN W 0 D t0 < t1 < : : : < tN D T of the interval Œ0; T with the properties
(a) kPN k WD maxnD1;:::;N dn < 2T=N (where dn WD tn  tn1 ),
(b) ft1 I t2 I : : : I tN g \ T c D ;,

X
N

(c) 12 .tn / C 22 .tn / C 3 .tn / C 42 .tn / C 5 .tn / dn  ‚; (14)
nD1

(d) lim max 12 .tn / C 22 .tn / C 3 .tn / C 42 .tn / C 5 .tn / dn D 0: (15)
N!1 nD1;:::;N

We further consider number N 2 N to be fixed in this section.

4.2 Notation

We denote n WD tn , Sn WD Stn and n WD  tn D @tn for n D 0; 1; : : : ; N.

Due to technical reasons, we extend function f.: ; t/ by zero to BR .0/ X t .
For x 2 n , we denote by Œran .x/ (respectively fn .x/) the mean value of
ra.x; :/ (respectively f.x; :/ on the time interval .tn1 ; tn /. We put gn .x/ WD fn .x/ 
Œ@t a.x; tn /Ca.x; tn /ra.x; tn /. Finally, for x 2 n , we denote by An .x/ (respectively
by Vn .x/) the mean value of a.Y.: I tn ; x/; :/ (respectively V.Y.: I tn ; x/; :/) on
.tn1 ; tn /.

4.3 Stationary Boundary Value Problems: The Weak

Formulation and Existence of a Solution

We put U0 WD u0 and we denote by Un approximate values of the unknown function

u on the time levels tn (n D 1; 2; : : : ; N). On the n-th time level, we assume that
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 383

Un1 is already a known function from L2

.n / and we look for Un 2 W1;2
.n /
such that
Z
˚

Un  Un1 ı X.tn1 I tn ; :/  ˆ  dn Un  rˆ  a.: ; tn /

n
Z
 ˚ 
C dn Un  rUn  ˆ dx C 2dn Œran C rUn s W rˆ dx
n
Z Z
C dn  .An C Un  Vn /  ˆ d D dn gn  ˆ dx (16)
n n

1;2
 ˆ 2 W
.
for all  n /. Here, Un1 ı X.tn1 I tn ; :/ denotes the function x 7!
Un1 X.tn1 ; tn ; x/ . The difference Un.x/  Un1 X.tn1 I tn ; x/ (for x 2 n )
approximates the time derivative .d=dt/u X.tI tn ; x/; t at the time t D tn , multiplied
by dn .
Lemma 4.1 Let N be so large that the maximum over n D 1; : : : ; N in (15) is less
than one and n 2 f1I : : : I Ng. Then Eq. (16) has a solution Un in W1;2

.n /.

Principle of the Proof We write, for simplicity, only U and d instead of Un and dn .
Since tn 62 T c , domain n is Lipschitzian. Hence W1;2

.n / ,! L .n / for 1  q 
q

6 and there exists a continuous operator of traces from W

.n / into L2 .n /. One
1;2

can verify for given U 2 W1;2

.n / that
Z
˚ 
U  ˆ  d U  rˆ  a.: ; tn / C d U  rU  ˆ C 2d .rU/s W rˆ dx
n
Z
C d U  ˆ d
n

1;2
is a bounded linear˝ functional ˛ in dependence on ˆ 2 W
.n /. Thus, it1;2can be
written in the form A.U/; ˆ n , where A.U/ belongs to the dual space W
.n /
to W1;2 1;2

.n / and h : ; : in denotes the duality between W
.n / and W1;2

.n /.
Similarly, the difference
Z
˚ 
Un1 ı X.tn1 I tn ; :/  ˆ  2d Œran W rˆ dx
n
Z Z
 dn  .An  Vn /  ˆ d C d gn  ˆ dx
n n

can be expressed as h F ; ˆ in where F 2 W1;2

.n /. We can now write Eq. (16)
(for the unknown U) in the equivalent form as an operator equation in the space
W1;2

.n /: A.U/ D F . Operator A is bounded and demicontinuous from
W1;2

. 1;2
n / to W
.n /. Using inequalities (7) and (15), one can verify that operator
A is coercive if d is so small (i.e. N is so large) that maxnD1;:::;N in (15) is less than
384 J. Neustupa and P. Penel

one. Moreover, one can also verify that operator A satisfies all the assumptions of
the Leray-Lions theorem (see e.g. [5]) for these d. Due to this theorem, the equation
A.U/ D F has a solution U 2 W1;2
.n /. 

4.4 Estimates of Solutions of the Weak Problem (16)

We assume that the assumptions of Lemma 4.1 hold. We derive a discrete version
of the energy inequality (11). Using ˆ D Un in (16), we obtain:
Z
1 1 ˇ ˇ
kUn k22I n C ˇUn  Un1 ı X.tn1 I tn ; :/ˇ2 dx
2 2 n
Z Z
C 2dn .rUn /s W rUn dx C dn  jUn j2 d
n n
ˇ Z ˇ ˇ Z ˇ
1 ˇ ˇ ˇ ˇ
 kUn1 k22I n1 C ˇˇdn gn  Un dxˇˇ C ˇˇdn Un  rUn  a.: ; tn / dxˇˇ
2 n n
ˇ Z ˇ ˇZ ˇ
ˇ   ˇ ˇ ˇ
C ˇˇ2dn Œran s W rUn dxˇˇ C ˇˇ dn  .An  Vn /  Un d ˇˇ: (17)
n n

By analogy with (13), we have

Z h
9 5 i
2 .rUn /s W rUn dx  krUn k22I n  c1 C c21 kUn k22I n : (18)
n 10 2

The integral of Œ@t a.: ; tn /Ca.: ; tn /ra.: ; tn /Un (the part of gn Un ) can be estimated
by means of inequality (6):
ˇZ ˇ
ˇ
ˇ
ˇ @t a.: ; tn / C a.: ; tn /  ra.: ; tn /  Un dxˇˇ
ˇ
n

 3 .tn / kUn k2I n C 4 .tn / krUn k2I n

5 2 1

 krUn k22I n C 4 .tn / C 3 .tn / kUn k22I n C 1 :

10 2 2

 of Un  rUn  a.: ; tn / can be estimated by means of inequality (7). The

The integral
integral of Œran s W rUn can be estimated as follows:
ˇ Z ˇ
ˇ   ˇ
ˇ2 Œra W rU ˇ  krUn k2 2
ˇ n s n dx ˇ 2I n C 10 1n ;
n 10

2
where 1n denotes the mean value of 12 on .tn1 ; tn /. (Recall that 1 .t/ WD
ka.: ; t/k1;2I t .) Finally, the integral of .An  Vn /  Un on n can be estimated by
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 385

means of assumption (a5):

ˇ Z ˇ
ˇ   ˇ
ˇ A .x /  V .x /  U .x / d.x / ˇ
ˇ n n n n n n n ˇ
n
ˇ Z tn Z ˇ
ˇ    
ˇ
D ˇˇ a Y.tI tn ; xn /; t  V Y.tI tn ; xn /; t  Un .xn / d.xn / dtˇˇ
dn tn1 n
Z tn Z
  ˇ    ˇ
 kUn k22I n C ˇa Y.tI tn ; xn /; t  V Y.tI tn ; xn /; t ˇ2 d.xn / dt
4 dn tn1 n
Z tn Z
  ˇ ˇ
2
D kUn k2I n C ˇa.x; t/  V.x; t/ˇ2 d.x/ dt D  kUn k2 C   2 :
2I n 2n
4 dn tn1  t 4

Substituting these estimates to (17), summing for n D 1; : : : ; j (where 1  j  N,

j 2 N), and multiplying by two, we obtain the inequality

X
j
  X
j
kUj k22I j C Un  Un1 ı X.tn1 I tn ; :/2 C dn krUn k22I n
2I n
nD1 nD1
X
j
X
j
X
j
C dn kUn k22I n  kU0 k22I 0 C !1n kUn k22I n C !2n ; (19)
nD1 nD1 nD1

where
 5 
!1n D 2dn c1 C c21 C 1 C 2dn 3 .tn / C 2dn 5 .tn /;
2
Z tn
5 2
!2n D dn 4 .tn / C kf.: ; t/k22I t dt C 20dn 1n
2 2
C 2 dn 2n :
tn1

2 2
Put N .s/ WD !1n for tn1 < s  tn . It follows from the definition of 1n , 2n and
from (14) that
Z   Z T
T
5 2
N .s/ ds  2 c1 C c1 C 1 T C 3 .s/ ds C 2‚ WD c2 ; (20)
0 2 0

X Z T
N
5

!2n  ‚ C kf.: ; s/k22I s C 20 12 .s/ C 2 22 .s/ ds WD c3 : (21)

nD1
0

Both c2 and c3 are independent of N. Moreover, due to (15), !1n ! 0 as N ! C1

uniformly with respect to n 2 f1I : : : I Ng.
386 J. Neustupa and P. Penel

5 Non-stationary Approximations and Their Weak

Convergence

For tn1 < t  tn (where n D 1; : : : ; N), we define

( (
Un in n ; rUn in n ;
uN . : ; t/ WD UN . : ; t/ WD
0 in BR .0/ X n ; O in BR .0/ X n ;
 
uN . : ; t/ WD uN X.tn I t; : /; t :

The values of uN . : ; t/ at points on  t are considered to be the traces of function

uN . : ; t/, restricted to t .

5.1 Estimates of the Sequences fuN g, fUN g and fuN

g

1
Inequalities (19) and (21) imply that if N is so large that !1n < 2
for all n 2
f1I : : : I Ng then
Z Z
1 N t t
ku .: ; t/k22I BR .0/ C kU N
.: ; s/k22I BR .0/ ds C  kuN .: ; s/k22I  s ds
2 0 0
Z t
 ku0 k22I 0 C N .s/ kuN .: ; s/k22I BR .0/ ds C c3 : (22)
0

Applying Gronwall’s lemma and estimate (20), we get

 
kuN .: ; t/k22I BR .0/  const: ku0 k22I 0 C c3 WD c4 (for 0  t  T); (23)
Z T Z T
kUN .: ; s/k22I BR .0/ ds C  kuN .: ; s/k22I  s ds (24)
0 0

 c2 c4 C c3 C 2c4 WD c5 : (25)

Constants c4 and c5 are independent of N. Inequalities (23) and (25) imply that

kUn k2I n  c4 .n D 1; : : : ; N/; (26)

X
N X
N
dn krUn k22I n C  dn kUn k22I n  c5 : (27)
nD1 nD1
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 387

5.2 Weak Convergence of Subsequences

Estimates (23) and (25) imply that there exist subsequences of fuN g, fUN g and
fuN g (we denote them again by fuN g, fUN g and fuN g) and functions u 2
L1 .0; TI L2 .BR .0///, U 2 L2 .0; TI L2 .BR .0//9 / and u 2 L2 ..0;T/ / such that

uN * u weakly- in L1 .0; TI L2 .BR .0/// for N ! 1; (28)

UN * U weakly in L2 .0; TI L2 .BR .0//9 / for N ! 1; (29)

uN * u weakly in L2 ..0;T/ / for N ! 1: (30)

Lemma 5.1 (a) U D ru in the sense of distributions in Q.0;T/ ,

(b) u 2 L2 .0; TI W1;2

. //,
t

(c) u D tr.u/ on .0;T/ (where tr.u/ is the trace of the function ujQ.0;T/ on .0;T/ ).
Principle of the Proof
(a) Let F 2 C01 .Q.0;T/ /9 . Let us extend F by O to ŒBR .0/  .0; T/ X Q.0;T/ . The
support of F belongs to [NnD1 n  Œtn1 ; tn / for all sufficiently large N, hence
UN D ruN on supp F. Statement (a) now follows from the identities
Z T Z Z T Z
F W U dx dt D lim F W ruN dx dt
0 t N!C1 0 BR .0/
Z T Z Z T Z
D  lim Div F  u dx dt D 
N
Div F  u dx dt:
N!C1 0 BR .0/ 0 t

(b) Since u 2 L1 .0; TI L2 .t //, U 2 L2 .0; TI L2 .t /9 / and ru D U a.e. in Q.0;T/ ,
2 1;2 2 1;2
Rwe deduce that u 2 L .0; TI W . //. If p 2 L .0; TI W .BR .0/// then
t

Q.0;T/ u  rp dx dt equals the same integral in BR .0/  .0; T/, and it further
RT R
equals the limit for N ! 1 of the integrals 0 BR .0/ uN  rp dx dt. Due to the
definition of function uN , all these integrals are equal to zero. Consequently,
u. : ; t/ 2 L2
.t / for a.a. t 2 .0; T/.
(c) The last statement of Lemma 5.1 can be proven so that we show that the weak
limit of uN in L2 .BR .0/  .0; T// is a.e. equal to function u. 
388 J. Neustupa and P. Penel

5.3 Substitution of the Approximations to Integral

Equation (10)

The approximations uN (represented by uN on  t ) naturally satisfy the integral

equation (10) with certain error E N ./. Thus, if we denote
Z T Z
I1 .uN ; uN ; / WD  .a C uN  V/   d dt
0 t
Z Z
T

 .@t  C a  r/  uN C uN  r  a  2 Œr.a C uN /s W r dx dt;

0 t
Z T Z
I2 .uN ; / WD uN  UN   dx dt
0 t

then (10) yields

I1 .uN ; uN ; / C I2 .uN ; /

Z TZ Z
D g   dx dt C u0  .: ; 0/ dx C E N ./: (31)
0 t 0

Using the types of convergence named in (28)–(30) and statements (a) and (c) of
Lemma 5.1, we can deduce that I1 .uN ; uN ; / ! I1 .u; u ; / as N ! C1. In
order to show that u is a weak solution of the problem (1)–(5), it remains to verify
that
Z TZ
lim I2 .uN ; / D u  ru   dx dt; (32)
N!C1 0 t

lim E N ./ D 0: (33)

N!C1

The validity of (32) is the crucial part of the proof. It is treated in the next section.
The proof of (33) uses the structure of functions uN , uN , the smoothness of the test
function , and especially the fact that functions Un (appearing in the definition of
uN ) satisfy Eq. (16). Although it is technical and laborious, it is more or less standard
and we therefore omit it in this text.

6 The Limit Process in the Nonlinear Term I2 .uN ; /

The existence of the limit on the left hand side of (32) follows from Eq. (31),
from (33) and from the existence of the limit of I1 .uN ; uN ; / as N ! C1. Thus, it
is sufficient to check the value of the limit in (32) only for an arbitrary subsequence
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 389

of fuN ; UN g. Further in this section, we assume that  is a fixed test function with the
properties named in Definition 2.1. In Sects. 6.1–6.3, we explain that it is sufficient
to prove (32) with certain modifications  ,  and  j (for j D 1; : : : ; J) of
function .

6.1 Definition of Function 

Recall that T c D ft1c I : : : I tM

c
g  .0; T/ is the family of critical time instants when
the parts of the boundary of t may strike themselves. Let 1 > 0 be given. Then,
due to (23) and (25), there exists  > 0 so small that
ˇX Z tmc C Z ˇ M Z tc C
X
ˇ M ˇ m
ˇ ˇ
u  U   dx dtˇ  C
N N
kUN .: ; t/k22I t dt < 1 (34)
ˇ
mD1 tm   mD1 tm 
c t c

for all N 2 N sufficiently large. (The constant on the right hand side depends on c4 ,
c5 , and the maximum of jj.) Let  be an infinitely differentiable cut-off function
of variable t defined on the interval Œ0; T, with values in Œ0; 1, such that .t/ WD 1
if dist.tI T c /   and .t/ WD 0 if dist.tI T c /  12 . The function  .x; t/ WD
.t/ .x; t/ equals zero for t 2 Œ0; T such that dist.tI T c /  12  and
ˇZ Z ˇ
ˇ T ˇ
ˇ uN  UN  .   / dx dtˇˇ < 1 :
ˇ
0 t

As 1 can be chosen arbitrarily small, it is sufficient to prove (32) with function 

instead of .

6.2 Definition of Function 

Since domain t is Lipschitzian for each t 2 Œ0; T X T c , it has a cone property (see
[1, p. 66]x) and W1;2 6

. / ,! L . /. Moreover, if we restrict ourselves to times
t t

t 2 I./, where
˚ 
I./ WD t 2 Œ0; TI dist.tI T c / > 12  ;

then the cone parameters in the definition of the cone property of domain t can be
chosen to be independent of t. Hence the constant in the corresponding imbedding
inequality also becomes independent of t, see [1, p. 103]. Consequently,
 
kuN .: ; t/k6I BR .0/  const: kuN .: ; t/k2I BR .0/ C kUN .: ; t/k2I BR .0/

for all t 2 I./. From this information

 and from (26),
 we deduce that the product

uN  UN belongs to the space L2 I./I L1 .BR .0// \ L1 I./I L3=2 .BR .0// . By
390 J. Neustupa and P. Penel

 
interpolation, we obtain the inclusion uN  UN 2 Lr I./I Ls .BR .0// for r  1,
 
s  1 such that 2=r C 3=s D 4. Particularly, uN  UN 2 L5=4 BR .0/  I./ .
Function  can be approximated by infinitely differentiable divergence-free
vector-functions with a compact support
 in QŒ0;T/ with an arbitrary accuracy in the
norm of the space L5 BR .0/  I./ . Hence, given 2 > 0, there exists a vector-
function  that satisfies
ˇZ Z Z Z ˇ
ˇ T T ˇ
ˇ N N 
u  U   dx  u U 
N N 
dxˇˇ < 2
ˇ
0 t 0 t

for all N 2 N large enough. Since 2 can be chosen to be arbitrarily small, we can
prove (32) only with the function  instead of  (respectively instead of  ).

6.3 Partition of Function 

Let J 2 N. We denote j D jT=J (for j D 0; : : : ; J). There exist J C 1 infinitely

differentiable functions '0 , : : : ; 'J on Œ0; T with their values in the interval Œ0; 1
such that supp '0  I0 WD Œ0 ; 1 /, supp 'j  Ij WD .j1 ; jC1 / (for j D 1; : : : ; J 
PJ
1), supp 'J  IJ WD .J1 ; J  and jD0 'j .t/ D 1 for 0  t  T. Now we put
 WD ' j  
(for j D 0; 1; : : : ; J). The functions  are divergence-free, they
j
PJ  
j
have compact supports in QIj and
˚ jD0  j D  in QŒ0;T .

Denote by Gj the set x 2 R3 I 9 t 2 Ij W .x; t/ 2 supp 'j . If J is large enough
then the distance between Gj and  t is greater than one half of the distance between
supp  and Œ0;T for all t 2 Ij . Thus, there exists a bounded open set Oj in BR .0/
with the boundary of the class C1;1 such that Gj  Oj  Oj  t for all t 2 Ij
(see Fig. 1). So, we conclude that in order to prove (32), it is sufficient to show

Fig. 1 Sets QŒ0;T , supp  , supp 

j , Gj and Oj
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 391

that
Z Z Z Z
lim uN  ruN  
j dx dt D u  ru  
j dx dt (35)
N!C1 Ij Oj Ij Oj

for each j D 0; 1; : : : ; J. (Since Gj  Ij  [NnD1 n  .tn1 ; tn  for sufficiently

large N, we can write ruN instead of UN in (35).) We further assume that j is
fixed.

6.4 The Local Helmholtz Decomposition of Function uN

We denote by P
the Helmholtz projection in L2 .Oj /. Denote wNj WD P
uN . The
j j

j
function .I  P
/uNhas the form r'jN for an appropriate function 'jN . Thus, the left
hand side of (35) can be written in the form
Z Z
N
lim wj  rwNj C wNj  r 2 'jN C r'jN  rwNj
N!C1 Ij Oj

C r'jN  r 2 'jN  

j dx dt: (36)
 
Since r'jN  r 2 'jN D r 12 jr'jN j2 and  2
j .: ; t/ 2 L
.Oj /, the integral of r'j 
N
2 N 
r 'j  j equals zero.
Due to (28) and (29), the coincidence of UN with ruN in Oj  Ij and the
boundedness of operator P
in L2 .Oj / and in W1;2 .Oj /, we have
j

wNj * wj WD P
j u; and r'jN * r'j WD .I  P
j /u for N ! C1 (37)

weakly in L2 .Ij I W1;2 .Oj // and weakly- in L1 .Ij I L2

.Oj //.

6.5 Strong Convergence of a Subsequence of fwN

j
g

We are going to show that there exists a subsequence of fwNj g that tends to
wj strongly in L2 .Ij I L2
.Oj // as N ! C1. We use the next lemma, see [6,
Theorem 5.2].
Lemma 6.1 Let 0 < ˛ < 12 and let H0 , H and H1 be Hilbert spaces such that
˚
H0 ,!,! H ,! H1 . LetH˛ .RI H0 ; H1 / denote the Banach space w 2 L2 .RI H0 /;
j#j˛ b
w.#/ 2 L2 .RI H1 / with the norm
 1=2
jjjwjjj˛I R WD kwk2L2 .RI H0 / C k j#j˛ b
w.#/k2L2 .RI H1 / :
392 J. Neustupa and P. Penel

(Here b w.#/ is the Fourier transform of w.t/.) Let H˛ .a; bI H0 ; H1 / further denote
the Banach space of restrictions of functions from H˛ .RI H0 ; H1 / onto the interval
.a; b/, with the norm jjjwjjj˛I .a;b/ WD inf jjjzjjj˛I R , where the infimum is taken over
all z 2 H˛ .RI H0 ; H1 / such that z D w a.e. in .a; b/. Then H˛ .0; TI H0 ; H1 / ,!,!
L2 .a; bI H/.
We apply Lemma 6.1 with .a; b/ D Ij , H0 D W1;2 2

.Oj /, H D L
.Oj /
1;2 1;2 1;2
and H1 D W0;
.Oj /. (Here W0;
.Oj / denotes the dual to W0;
.Oj /, where
W1;2 1;2 2 1;2
0;
.Oj / WD W0 .Oj / \ L
.Oj /. The norm in W0;
.Oj / is denoted by k : k1;2I Oj .)
We claim that fwNj g is bounded in the space H˛ .Ij I H0 ; H1 /. The boundedness of
fwj g in L2 .Ij I H0 / follows from (23), (25), from the equality UN D ruN in Oj  Ij
N

and from the boundedness of operator P

in L2 .Oj / and in W1;2 .Oj /. Thus, we only
j

need to verify that the sequence fj#j˛ b wNj g is bounded in the space L2 .Ij I H1 /, i.e. in
L2 .Ij I W1;2
0;
.Oj //. Let zj be the extension by zero of wj from the time interval Ij
N N

onto R. Recall the notation from Sects. 4.1 and 4.2 and the definitions of functions
j
uN (see Sect. 5) and wN (WD P
uN in Oj ). Let ƒNj be the set of the indices n 2
f1I : : : I Ng such that .tn1 ; tn / \ Ij 6D ;. Set ƒNj has the form ƒNj D flI l C 1I : : : I qg
where 1  l  q  N. If N is large enough then Oj  n for all n 2 ƒNj . Thus, we
have
Z C1 X Z tn
e2 i t# wNj .t/ dt D e2 i t# P
j Un dt
N
bzj .#/ D
1 tn1
n2ƒN
j

X
q
1 2 i tn1 #

D e  e2 i tn # P
j Un
nDl
2 i#
1 2 i tl1 j

D e P
Ul  e2 i tq P
j Uq
2 i#
1 X 2 i tn1 # j
q
C e ŒP
Un  P
j Un1 : (38)
2 i# nDlC1

If j#j  1 then, using (38) and (26), we can estimate the norm of j#j˛ b
zNj .#/ in
W1;2
0;
.Oj /:

 ˛ N  X
q
z .#/
 j#j b  C.Oj / j#j˛ dn kUn k2W Oj  C.Oj / j#j˛ : (39)
j 1;2I Oj
nDl

If j#j > 1 then we must proceed more subtly:

 ˛ N  j#j˛1  j 
 j#j b
z .#/  kP
Ul k1;2I Oj C kP
j Uq k1;2I Oj
j 1;2I Oj 2
j#j˛1 X
q
C kP
j Un  P
j Un1 k1;2I Oj
2 nDlC1
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 393

 
 C.Oj / j#j˛1 kUl k2W Oj C kUq k2W .j/
ˇZ ˇ
j#j˛1 X ˇ ˇ
q
1 ˇ .Un  Un1 /  ˇ;
C sup dx (40)
2 nDlC1 n k n k1;2I Oj ˇ Oj n ˇ

where the supremum is taken over all n 2 W1;2 0;

.Oj / such that k n k1;2I Oj > 0. The
sum in (40) can be split to two parts and estimated from above by Z1 C Z2 where

X
q ˇZ ˇ
1 ˇ  
ˇ
Z1 D sup ˇ Un .x/  Un1 X.tn1 I tn ; x/  .x/ dx ˇ;
ˇ
k n k1;2I Oj Oj n ˇ
nDlC1 n

ˇZ ˇ
X q
1 ˇ  
ˇ
Z2 D sup ˇ Un1 .x/  Un1 X.tn1 I tn ; x/  ˇ
n .x/ dxˇ:
ˇ
k n k1;2I Oj Oj
nDlC1 n

1;2
Function
 by zero to
n X Oj , belongs to W
.n /. Hence the integral
n , extended
of Un .x/  Un1 X.tn1 I tn ; x/  n .x/ in Oj equals the integral of the same
function in n and it can be therefore expressed by means of (16). The surface
integral on n equals zero because the function n is zero on n . All other terms
can be estimated by means of (26), (27), standard inequalities based on Sobolev’s
imbedding theorem (applied in Oj ) and Hölder’s inequality. Thus, we show that
Z1  C.Oj /. In order to estimate Z2 , we use the identities
Z
  tn
d  
Un1 .x/  Un1 X.tn1 I tn ; x/ D Un1 X.I tn ; x/ d
tn1 d
Z tn    
D a X.I tn ; x/;   rUn1 X.I tn ; x/ d:
tn1

Then Z2 can be estimated by means of inequality (27) so that we also obtain Z2 

C.Oj /. Substituting the estimates of Z1 and Z2 to (40), we get
 ˛ N   RT 
j#j b
zj .#/1;2I Oj  C Oj ; c4 ; c5 ; 0 1 .t/ dt j#j˛1 : (41)

The constant on the right hand side is independent of N. Recall that inequality (41)
holds for j#j > 1. Since the exponent ˛ satisfies 0 < ˛ < 12 , the right hand side
of (41) is integrable on .1; 1/[.1; C1/ with power 2. This, together with (39),
implies that the sequence fj#j˛ b zj .#/g is bounded in L2 .RI W1;2
N
  0;
.Oj //. Thus, the
1;2
sequence fwNj g is bounded in H˛ Ij ; W1;2
.O j /; W0;
.O j / . This space is reflexive,
hence there exists a subsequence (we denote it again by fwj g) that converges weakly
N
 1;2 
in H˛ Ij ; W1;2

.Oj /, W0;
.Oj / . Due to (37), the limit is wj . Applying Lemma 6.1,
 
we obtain: wNj ! wj D P
u strongly in L2 Ij I L2 .Oj / .
j
394 J. Neustupa and P. Penel

6.6 Completion of the Proof of Theorem 2.2

This strong convergence, together with the weak convergence (37), enables us to
pass to the limit in the first three terms in (36). The procedure is standard
R (see
e.g. [6] or [11]), therefore we omit the details. Using also the identity Oj .r'j 
r/r'j j dx D 0, we verify the validity of (35), and consequently also the validity
of (32). This confirms that u is a weak solution of the problem (1)–(5).

7 Example: The Flow Around Two Striking Bodies

with Conic or C1C˛ Axially Symmetric Front Surfaces

7.1 The Geometrical Configuration

We assume that two compact solid bodies B1 and B2 with Lipschitzian surfaces
move in a fluid in a fixed bounded tank D in the time interval Œ0; T, and they strike
and rebound at the time instant tc 2 .0; T/. We denote by S1t (respectively S2t ) the
compact region in D, occupied by the first (respectively second) body at time t.
Thus, the time-variable domain t , where we consider the motion of the fluid, has
the form t D D X .S1t [ S2t / and set T c of critical times in .0; T/ is the one
point set T c D ftc g. Furthermore, we assume that there exists  > 0 such that for
0 < jt  tc j < 
(a8) the distance ı t between the bodies equals zero at the time instant tc , it is
positive and has a bounded second derivative ıRt for 0 < jt  tc j < , the first
derivative satisfies ıPt  0 in .tc  ; tc / and ıPt  0 in .tc ; tc C /,
(a9) body B1 moves with the velocity Vt1 D .0; 0; 12 ıPt / and body B2 moves with
the velocity Vt2 D .0; 0;  12 ıPt /, where the velocities are expressed in a local
Cartesian coordinate system y1 ; y2 ; y3 which may generally depend on time,
(a10) there exists r > 0 such that for y0 2 Br .00 / (where y0 WD .y1 ; y2 / and 00 D
.0; 0/), the front surfaces of bodies B1 and B2 coincide with the graphs of the
two functions

y3 D 12 ı t C 1 jy0 jˇ1 ; y3 D  12 ı t  2 jy0 jˇ2 ;

where 1 > 0, 2  0, 1  ˇ1  ˇ2  2. We denote by 1t (respectively 2t )

the graph of the first (respectively the second) function.
The described configuration of bodies B1 and B2 close to the instant and place of
the collision is sketched on Fig. 2.
We ˚denote by tc the critical sub-domain of t , where the collision occurs: 
c WD y D .y0 ; y3 / 2 R3 I jy0 j < r and  12 ı t  2 jy0 jˇ2 < y3 < 12 ı t C 1 jy0 jˇ1 .
t
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 395

Fig. 2 The shapes of bodies B1 and B2 near the point of the collision at times t close to the instant
tc of the collision

The transforming equations between x1 , x2 , x3 and y1 , y2 , y3 have the form yi D

Atij xj C Uit (i; j D 1; 2; 3), where At D .Atij / is a 3  3 unitary matrix. In accordance
with the general assumptions on the motion of the solid part St from subsection 1.3, 
we may assume that all the entries Atij and Uit are functions from C1 Œ0; tc / [ .tc ; T ,
continuous on Œ0; T.
The integral of   rn   on  t in condition (a2) can be split to the integral on
1 [ 2t (where rn is negative semi-definite) and the integral on  t X .1t [ 2t /
t

(where rn is bounded  t andt one can  use the continuity of the operator of traces from
W1;2
. t
/ into L 2
 X . 1 [  t
2 / with a constant in the corresponding inequality
independent of t). Thus, condition (a2) holds in the concrete situation, considered in
this section.
In order to apply Theorem 2.2, we need to construct a divergence-free function a,
satisfying conditions (a3)–(a7) formulated in subsection 1.4. We confine ourselves
to the definition of function a only in the “critical” domain tc for t 2 .tc 
; tc / [ .tc ; tc C /. We consider an appropriate extension of a to the set QŒ0;TXftc g to
be only a matter of standard techniques and we do not describe it here in order not
to extend the paper. In accordance with this philosophy, we sketch the verification
of conditions (a3)–(a7) only for the part of function a, defined in tc at times t
satisfying 0 < jt  tc j < . Moreover, due to the aforementioned properties of the
transformation between the coordinate systems y1 ; y2 ; y3 and x1 ; x2 ; x3 , we may
verify all the conditions in the (generally moving) frame y1 ; y2 ; y3 .

7.2 Definition of Function a in tc

It is further advantageous to work in the cylindrical coordinates , ', y3 , where

 D jy0 j D .y21 C y22 /1=2 . Furthermore, we denote g1
g1 .; t/ WD 12 ı t C 1 ˇ1 ,
396 J. Neustupa and P. Penel

g2
g2 .; t/ WD 12 ı t C 2 ˇ2 and g WD g1 C g2 . The primes always denote the
derivatives with respect to . (Thus, e.g. g02 D @ g2 .) We use the vectorial potential

ıPt y3 C g 2
w.; '; y3 ; t/
.w ; w' ; w3 / WD 0;  ; 0
4 g

in the closure of tc and we define a

.a1 ; a2 ; a3 / by the formula

ıPt  y3 C g 2 g02 .y3 C g2 / g0
a WD curl w D  ; 0; 2 C  : (42)
4 g g g g2

7.3 Conditions (a3) and (a5)

Conditions (a3) and (a5) can be verified only on surface 1t ; the situation on 2t is
 0  p 0
the same. The outer normal vector on surface 1 is n D g1 ; 0; 1 = .g1 /2 C 1.
t

Substituting y3 D g1 to a and calculating the product a  n, we obtain

  0 
ˇ ıPt  g01 g1 ; 0; 1  
aˇ 1t
n D  ; 0; 2  p 0 D 0; 0; 12 ıPt  n D Vt1  n:
4 g g 2
.g1 / C 1

Thus, condition (a3) holds. Similarly, using the explicit form of a and the assump-
tions on ı t , we verify condition (a5).

7.4 Conditions (a4) and (a7)

The non-zero cylindrical components of ra are

   
ıPt 1 g0 ıPt 2 g0
@ a D  2 ; @3 a3 D  2 ;
4 g g 4 g g
 0 
ıPt 3g2 C g002 3g0 C g00 2g02 g0 2.g0 /2
@ a3 D .y3 C g2 /   C :
4 .y3 C g2 / g g2 .y3 C g2 / g2 g3

Using these formulas, one can verify that a and ra are continuous in f.y; t/ 2
R4 I jt  tc j < ; y 2 tc g X f.0; tc /g and the norm ka. : ; t/k1;2I tc is integrable with
an arbitrary positive power in .tc  ; tc C /. These properties, together with an
appropriate extension of a to QŒ0;TXftc g , imply the validity of conditions (a4) and
(a7). Moreover, a can be extended to QŒ0;TXftc g so that ka. : ; t/k1;2I t is integrable
with an arbitrary positive power in .0; T/ as well.
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 397

7.5 Condition (a6)

Of inequalities (6) and (7) in condition (a6), we focus on (7). We shall see that
inequality (7) induces certain restriction on the size of ıPt in the neighbourhood of
the critical time instant tc of the collision in the case when exponents ˇ1 and ˇ2
are both equal to two. Thus, let  2 W1;2
. /. In accordance with the appointment
t

made in Sect. 7.1, we confine ourselves to the critical sub-domain tc and times
t 2 .tc  ; tc C / X ftc g. We have
ˇZ ˇ Z 1=2
ˇ ˇ
ˇ   r  a.: ; t/ dyˇˇ  krk2I tc ja.: ; t/j2 jj2 dy : (43)
ˇ
tc tc

One can verify that the decisive contribution to the integral on the right hand side
comes from the component of a . Hence, considering only this component, we have
Z  ıPt 2 Z Z Z
2 2
r 2
2 2 g1

ja j jj dy D  d d' 2

 C '2 C 32 dy3
tc 4 0 0 g2 g
Z Z
 ıPt 2 r 3 d 2 Z g1 X  Z y3 2
 2
d' j .; '; g1 / C @3 j .; '; / d dy3
4 0 g 0 g2 g1
j2fI 'I 3g
Z Z  Z 
.ıPt /2 X r
3 d 2 g1
2
 d' g j2 .; '; g1 / C g2 @3 j .; '; / d
8 0 g2 0 g2
j2fI 'I 3g
Z Z  Z 
.ıPt /2 X r
3
2 j2 .; '; g1 / g1
2
  d d' C @3 j .; '; / d :
8 0 0 g g2
j2fI 'I 3g

We can assume without loss of generality that r  1. Then the last expression is less
than or equal to
 Z rZ Z rZ 
2 ˇ ˇ2 g1 ˇ ˇ
C .ıPt /2 r2 rˇ1 d' ˇ.; '; g1 /ˇ  d C ˇ@3 .; '; y3 /ˇ2 dy3  d
0 0 0 g2

 C .ıPt /2 r2ˇ1 kk22I  t C C .ıPt /2 r2 krk22I t :

Considering also the contribution from the component a3 of function a, we can

derive in principle the same inequality. Thus, we have
Z
ja.: ; t/j2 jj2 dy  c6 .ıPt /2 r2ˇ1 kk22I  t C c7 .ıPt /2 r2 krk22I t ; (44)
tc
398 J. Neustupa and P. Penel

where c6 D c6 .1 ; 2 / and c7 D c7 .1 ; 2 /. Substituting estimate (44) to (43), we

obtain
ˇZ ˇ
ˇ ˇ

ˇ   r  a dyˇ  jıPt j krk2I t c6 r2ˇ1 kk2 t C c7 r2 krk2I t 1=2

ˇ ˇ 2I 
tc
p p
 jıPt j c6 r2ˇ1 krk2I t kk2I  t C jıPt j c7 r2 krk22I t

jıPt j p 2ˇ p
jıPt j p 2ˇ
 c6 r 1 C c7 r2 krk22I t C c6 r 1 kk22I  t : (45)
2 2

Note that the integral in (7) at times t such that   jtc  tj can be estimated
by means of the inequality following from the continuous imbedding W 1;2 .t / ,!
L6 .t /. Since the cone parameters in the definition of the cone property of t (see
[1, p. 66]) are independent of t for   jtc  tj, the constant in the imbedding
inequality is independent of t as well. Hence we have
ˇZ ˇ
ˇ ˇ
ˇ   ra   dxˇ  krak2I t kk1=2 t kk3=2 t
ˇ t ˇ 2I  6I 

1=2  3=2 3=2 
 C krak2I t kk2I t kk2I t C krk2I t
 
 krk22I t C C. / kak2I t C kak42I t kk22I t (46)
20

at times t such that  < jt  tc j, which implies the validity of (7) at these times. The
same inequality can also be derived for the part of the integral on t X tc at times
t 2 .tc  ; tc / [ .tc ; tc C /. (Then constant C depends not only on , but also on
r.) Thus, considering 0 < jt  tc j <  and summing (45) and (46) (with t X tc
instead of t in (46)), we obtain
ˇZ ˇ
ˇ
ˇ
ˇ jıPt j p 2ˇ p

ˇ   ra   dxˇˇ  c6 r 1 C c7 r2 krk22I t C krk22I t
 t 2 20
jıPt j p 2ˇ  
C c6 r 1 kk22I  t C C. ; r/ kak2I t C kak42I t kk22I t : (47)
2
This inequality implies (7) if

jıPt j p 2ˇ p
jıPt j p 2ˇ 
c6 r 1 C c7 r 2  and c6 r 1  : (48)
2 20 2 4

Both the inequalities can be fulfilled in the case ˇ1 < 2: it is sufficient to assume that
r has been “sufficiently small” from the beginning. In the case ˇ1 D 2, however, (48)
is fulfilled only for jıPt j “sufficiently small” for 0 < jt  tc j < , where  > 0 can be
in fact chosen to be arbitrarily small. Since r can also be considered to be arbitrarily
A Weak Solution to the Navier–Stokes System with Navier’s Boundary. . . 399

small, we need jıPt j to satisfy

jıPt j p jıPt j p 
c6 < and c6  : (49)
2 20 2 4
Summarizing now the results of all the preceding subsections, we obtain:
Theorem 7.1 Suppose that domain t satisfies conditions (a1) and (a2) with the
specifications described at the beginning of Sect. 7, including conditions (a8)–(a10).
Suppose that the speed jıPt j satisfies the additional “conditions of smallness” (49)
for 0 < jt  tc j <  (where  > 0 can be arbitrarily small) in the case ˇ1 D 2. Then
the weak solution of the problem (1)–(5) exists.
Remark 7.2 We recall that the weak solution does not exist in the case ˇ1 D 2
and ıPt not approaching zero for t ! tc if Dirichlet’s no-slip boundary condition
is used instead of Navier’s slip boundary condition (3), see Starovoitov [10]. Thus,
boundary condition (3) enables us to consider a larger class of collisions of bodies,
moving in the viscous incompressible fluid, than the traditional no-slip boundary
condition.
Remark 7.3 An analogous theorem can also be proven in the case when bodies
B1 , B2 strike with more general surfaces than rotationally symmetric ones, e.g. if
their surfaces in the neighbourhood of points of collision coincide with graphs of
appropriate concave up, respectively concave down, functions.

Acknowledgements The research has been supported by the Grant Agency of the Czech Republic
(grant No. 13-00522S), by the Academy of Sciences of the Czech Republic (RVO 67985840) and
by the University of Sud Toulon-Var.

References

1. R. Adams, Sobolev Spaces (Academic, New York/San Francisco/London, 1975)

2. E. Feireisl, J. Neustupa, J. Stebel, Convergence of a Brinkman-type penalization for compress-
ible fluid flows. J. Differ. Equ. 250(1), 596–606 (2011)
3. E. Feireisl, O. Kreml, Š. Nečasová, J. Neustupa, J. Stebel, Weak solutions to the barotropic
Navier-Stokes system with slip boundary conditions in time dependent domains. J. Differ. Equ.
254, 125–140 (2013)
4. H. Fujita, N. Sauer, On existence of weak solutions of the Navier-Stokes equations in regions
with moving boundaries. J. Fac. Sci. Univ. Tokyo Sec. 1A 17, 403–420 (1970)
5. J. Leray, J.L. Lions, Quelques résultats de Višik sur les problèmes elliptiques non linèaires par
les méthodes de Minty-Browder. Bull. Soc. Math. France 93, 97–107 (1965)
6. J.L. Lions, Quelques Méthodes de Résolution des Problémes aux Limites Non linéaires (Dunod,
Gauthier-Villars, Paris, 1969)
7. J. Neustupa, Existence of a weak solution to the Navier-Stokes equation in a general time-
varying domain by the Rothe method. Math. Methods Appl. Sci. 32, 653–683 (2009)
8. J. Neustupa, P. Penel, The Navier-Stokes equations with Navier’s boundary condition around
moving bodies at presence of collisions. C. R. Math. 347, 685–690 (2009)
400 J. Neustupa and P. Penel

9. J. Neustupa, P. Penel, A weak solvability of the Navier-Stokes equation with Navier’s boundary
condition around a ball striking the wall, in Advances in Mathematical Fluid Mechanics, ed.
by R. Rannacher, A. Sequeira (Springer, Berlin, 2010), pp. 385–408
10. V.N. Starovoitov, Behavior of a rigid body in an incompressible viscous fluid near a boundary.
Int. Ser. Num. Math. 147, 313–327 (2003)
11. R. Temam, Navier-Stokes Equations (North-Holland, Amsterdam/New York/Oxford, 1977)
Effects of Fluid-Boundary Interaction on the
Stability of Boundary Layers in Plasma Physics

Masashi Ohnawa

Dedicated to Prof. Yoshihro Shibata on the occasion of his 60th

anniversary

Abstract The present article addresses the asymptotic stability of stationary

solutions to a system of the Euler-Poisson equations with an interaction between
fluids and boundaries. The system describes motions of positive ions in a boundary
layer called a sheath in a plasma flow, formed under the Bohm criterion, which
requires the outflow velocity to exceed the ion acoustic velocity. In this model,
charged particles accumulate as the plasma arrive at the boundary, which, at the
same time affects fluid flows by changing the electric field over the entire domain
through the change in the boundary condition. We show that the boundary layer is
asymptotically stable under this fluid-boundary interactive setting.

Keywords Euler-Poisson system • Fluid-structure interaction • Weighted energy

method

Mathematics Subject Classification (2010). Primary 74F10; Secondary 35B40,

76K05

1 Introduction

We study the initial boundary value problem to the following system in the one
dimensional half space RC WD fx 2 Rj x > 0g:

t C .u/x D 0; (1a)
.u/t C .uu/x C Kx C x D 0; (1b)

M. Ohnawa ()
Faculty of Marine Science, Department of Ocean Sciences, Tokyo University of Marine Science
and Technology, 108-8477 Tokyo, Japan
e-mail: [email protected]

© Springer Basel 2016 401

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_21
402 M. Ohnawa

xx D   e ; (1c)
 
xt .t; 0/ D u C e ue .t; 0/; (1d)
lim .t; x/ D 0; (1e)
x!1

for the initial conditions prescribed as

.; u/.0; x/ D .0 ; u0 /.x/

with inf 0 .x/ > 0; lim .0 ; u0 /.x/ D .C ; uC / 2 R2 ; (2)
x2RC x!1

x .0; 0/ D q0 2 R; (3)

where C > 0, uC < 0, ue > 0 and q0 are constants.

This Euler-Poisson system describes the behavior of isothermal flows of positive
ions. Unknown functions  and u represent the density and the velocity of positive
ions respectively, while  stands for the electrostatic potential. Positive constants K
and ue correspond to the absolute temperature of ions and the thermal velocity of
electrons respectively. To construct a classical solution for the Poisson equation (1c),
the condition

C D 1 (4)

is necessary. Equations (1a) and (1b) are the conservation of mass and momentum.
Equation (1c) is the Gauss law, where we incorporate the Boltzmann relation which
relates the electron density e to the potential  by e D e . A reference point of
the potential  is set as in (1e).
When a plasma is in contact with materials, a boundary layer called a sheath
is formed. As sheath formation process is important for industrial applications, it
has been intensively studied in plasma physics since I. Langmuir’s works in 1920s.
In 1949, D. Bohm derived from physical ansatz that the ‘nondegenerate Bohm
criterion’

u2C > K C 1; uC < 0 (5)

or the ‘degenerate Bohm criterion’

u2C D K C 1; uC < 0 (6)

are necessary for sheath formation. For more physical backgrounds, see a compre-
hensive review [4]. In [5], the conditions for the existence of stationary solutions are
given mathematically. The asymptotic stability of the stationary solution is shown
in [2], in which the potential on the boundary is fixed as often seen in laboratory
experiments.
Plasma Flow Interacting with Boundary 403

Following these works, we define a sheath by a monotone stationary solution

to (1)–(3), but to take accumulation of charged particles on the boundary into
account, which corresponds to plasma flows outside laboratories, we adopt the
boundary condition (1d) from [1]. Since x .t; 0/ is positively proportional to
the net quantity of charged particles accumulated on the boundary, its temporal
derivative is equal to the net flux of charged particles Œ.u/ C .e /ue .t; 0/,
which (1d) claims. For the present problem, the stationary problem reads

.QuQ /x D 0; (7a)
.QuQ uQ /x C K Qx C QQ x D 0; (7b)
Q
Qxx D Q  e (7c)

with conditions corresponding to (1d), (1e) and (2), that is,

Q
.QuQ C e ue /.0/ D 0; (8)
lim .; Q
Q uQ ; /.x/ D .C ; uC ; 0/: (9)
x!1

Note that

Q Q juC j
e.0/ ue D C uC D juC j or .0/ D log DW b (10)
ue

follows from (4), (7a), (8) and the stationary problem is reduced to the Dirichlet
problem. The conditions for the existence of stationary solutions obtained in [5] are
summarized as follows.
Proposition 1.1 Consider a stationary problem (7) and (9) with the Dirichlet data

Q
.0/ D D :

.i/ When (5) is satisfied, the problem has a unique monotone solution if D
is smaller than a certain positive constant. The solution converges to the
asymptotic state (9) exponentially fast as x ! 1.
.ii/ When (6) is satisfied, the problem has a unique monotone solution if and only
if D  0 is satisfied. The solution converges to the asymptotic state (9)
algebraically fast as x ! 1.
To investigate the stability of the stationary solution, we define variables for the
perturbation . ; ;
/ D .log ; u; /  .log ; Q and subtract (7) from (1) to
Q uQ ; /
obtain

t C .Qu C / x C x C vQ x D 0; (11a)

t C .Qu C /x C K x C
x C Qux D 0; (11b)
404 M. Ohnawa

Q

xx D Q .e  1/  e .e
 1/; (11c)
˚  

xt .t; 0/ D eQ .Qu C /  QuQ C juC j.e
 1/ .t; 0/; (11d)
lim
.t; x/ D 0; (11e)
x!1

where (10) is used. The initial conditions to (11) are

. ; /.0; x/ D . 0 ; 0 /.x/ WD .log 0  log ;

Q u0  uQ /.x/
with inf 0 .x/ > 1; lim . 0 ; 0 /.x/ D .0; 0/; (12)
x2RC x!1

x .0; 0/ D r0 WD q0  Qx .0/: (13)

One of the main obstacles to the stability analysis is the fact that real parts of all
spectra of the system linearized around the asymptotic state are zero, if we consider
the problem over the whole space. To overcome this difficulty, [2] makes use of
the weighted energy method and proves the asymptotic stability of the stationary
solution under the Dirichlet condition for both nondegenerate and degenerate
problems. It also shows that the real parts of all spectra of exponentially weighted
variables with a suitable index are negative if and only if the nondegenerate Bohm
criterion (5) is fulfilled.
Another difficulty comes from the interaction between the fluid and the boundary.
These kinds of problems have been actively studied in the last two decades
especially in the numerical computation society. More familiar situations include
interactions between viscous fluid flows and motions of the rigid bodies, elastic
plates or deformable objects as bubbles, wherein fluids exert pressure or stresses
on the bodies while the displacement or the deformation of the bodies affect the
surrounding fluids. The existence of local solutions is not trivial for these settings.
For the current problem, time dependent Neumann conditions makes the problem
more difficult compared to that under the Dirichlet condition. To the best of the
author’s knowledge, this is the first mathematical work concerning the Euler-
Poisson system with fluid-boundary interactions. Here are our main results.
Theorem 1.2 (Nondegenerate Problem) Assume the condition (5). Suppose .1 C
ˇ0 x/=2 0 ; .1 C ˇ0 x/=2 0 2 H 2 .RC / for certain constants   2 and ˇ0 > 0. Then
the following statements hold:
For an arbitrary ˛ 2 .0; , there exists a positive constant ı such that if

jue =juCj  1j C k..1 C ˇ0 x/=2 0 ; .1 C ˇ0 x/=2 0 /kH 2 C jr0 j  ı (14)

is satisfied, the initial boundary value problem (11)–(13) uniquely has a global
solution . ; ;
/ which verifies ..1 C ˇx/˛=2 ; .1 C ˇx/˛=2 ; .1 C ˇx/˛=2
/ 2
.X02 .Œ0; 1///2  X22 .Œ0; 1// for a certain positive constant ˇ. 
Plasma Flow Interacting with Boundary 405

Moreover, it exhibits an algebraic decay

k..1 C ˇx/˛=2 ; .1 C ˇx/˛=2 /k2H 2 .t/ C k.1 C ˇx/˛=2

k2H 4
 C.k..1 C ˇx/=2 0 ; .1 C ˇx/=2 0 /k2H 2 C r02 / .1 C ˇt/.˛/ : (15)

Theorem 1.3 (Degenerate Problem) Assume the condition (6). Let 0 be the
unique real solution to the equation 0 .0  1/.0  2/  12.0 C 2/ D 0
.0 D 5:5693    / and suppose .1 C ˇ0 x/=2 0 ; .1 C ˇ0 x/=2 0 2 H 2 .RC / holds
for certain constants  2 Œ4; 0 / and ˇ0 > 0. Then the statements bracketed in
Theorem 1.2 hold. Moreover, it exhibits an algebraic decay

k..1 C ˇx/˛=2 ; .1 C ˇx/˛=2 /k2H 2 .t/ C k.1 C ˇx/˛=2

k2H 4 .t/
 
 C k..1 C ˇx/=2 0 ; .1 C ˇx/=2 0 /k2H 2 C r02 .1 C ˇt/.˛/=3 : (16)

Notations For a nonnegative integer i, we denote by H i .RC / the i-th order Sobolev
space in the L2 sense, equipped with the canonical norm k  kH i . For arbitrary
j
nonnegative integers i and j, a function space Xi is defined by

j
\
i
Xi .Œ0; T/ WD Ck .Œ0; TI H jCik .RC //:
kD0

For arbitrary positive constants ˛, ˇ and a nonnegative integer i, we denote an

algebraically weighted norm by
Z X 1=2
kf k˛;ˇ;i .t/ WD .1 C ˇx/˛ .@jx f /2 .t; x/dx :
RC 0ji

In the next section, we present key ideas for proving main theorems. Readers
interested in details are referred to [3], where isentropic cases are also treated. The
proof of Theorem 1.3 is basically the same as Theorem 1.2 so we focus on the proof
of Theorem 1.2. Necessary modifications for the degenerate problem are seen in [2].

2 Outline of the Proof

2.1 Local Solvability

In this subsection, the local solvability of the problem (11)–(13) is established. First,
we discuss the unique existence of the solution to the nonlinear elliptic equation
under a fixed Neumann boundary condition.
406 M. Ohnawa

Lemma 2.1 Let .; Q be a solution to (7)–(9). For a function f 2 L2 \ L1 .RC /

Q uQ ; /
with ess infx2RC .f C /.x/
Q > 0 and an arbitrary r 2 R, the ordinary differential
equation

Q
 00 .x/ C e .e  1/.x/ D f .x/; x > 0; (17a)
0
 .0/ D r; (17b)
lim .x/ D 0; (17c)
x!1

has a solution  uniquely in  2 H 2 .RC /. This solution defines the Neumann-to-

Dirichlet map D W .f ;  0 .0// 7! .0/.
Proof Apply the Leray-Schauder fixed point theorem with the aid of truncation
method by Stampacchia. t
u
Making use of this result, we obtain the local solution to the hyperbolic-elliptic
coupled system with fluid-boundary interactions as follows.
Proposition 2.2 Suppose the initial data . 0 ; 0 / satisfies
p
.Qu C 0 /.0/ C K<0 (18)

and .1 C ˇ0 x/=2 0 .x/; .1 C ˇ0 x/=2 0 .x/ 2 H 2 .RC / for certain positive constants
 and ˇ0 with ˇ0 1. Then there exists a constant T > 0 such that the initial
boundary value problem (11), (12) and (13) admits a unique solution . ; ;
/ over
t 2 Œ0; T satisfying

.1 C ˇ0 x/=2 ; .1 C ˇ0 x/=2  2 X02 .Œ0; T/; .1 C ˇ0 x/=2

2 X22 .Œ0; T/; (19a)
p
uQ .0/ C .t; 0/ C K < 0; (19b)
infx2RC .t; x/ > 1: (19c)

Proof We construct the local solution to (11), (12) and (13) iteratively. To avoid
inessential complexity in the argument, let us construct the solution in the non-
weighted Sobolev space.
First, we set . .0/ ; .0/ /.t; x/ D . 0 ; 0 /.x/ 2 .H 2 .RC //2 for t  0: Assuming
.n/ .n/
;  2 X11 .Œ0; T0 /; T0 > 0 for a nonnegative integer n, .n C 1/-th iteration
consists of three steps as follows:
Step 1 Set .v .n/ ; u.n/ /.t; x/ D . .n/ ; .n/ /.t; x/ C .v;Q uQ /.x/; .n/ .t; x/ D
.n/
exp v .t; x/ and solve the ordinary differential equation

d n   o
.n/ .n/
Œ
x xD0 .t/ D Œ.n/ u.n/  Q
QuxD0 .t/ C juC j exp Œ
xD0 .t/  1
dt
D Œ.n/ u.n/  Q
QuxD0 .t/
Plasma Flow Interacting with Boundary 407

n    o
.n/
C juC j exp D .n/ .t; /  ./;
Q Œ
x xD0 .t/  1
.n/
DW F .n/ .t; Œ
x xD0 .t//;
.n/
Œ
x xD0 .0/ D r0 (20)

.n/
for Œ
x xD0 .t/, where D is the Neumann-to-Dirichlet map defined in Lemma 2.1.
.n/
It is easy to check the Lipschitz continuity of F .n/ in (20) and we have Œ
x xD0 .t/
over a certain positive interval Œ0; T1 .
Step 2 For each t 2 Œ0; T1 , solve the nonlinear elliptic equation

.n/ Q

xx .t; x/ C e.x/ .exp
.n/ .t; x/  1/ D .n/ .t; x/  .x/;
Q x 2 RC ;
lim
.n/ .t; x/ D 0
x!1

for
.n/ .t; x/ under the Neumann boundary condition obtained in Step 1. The
solvability is assured by Lemma 2.1. p
Step 3 We solve the linear hyperbolic system for ! WD . K ; /.nC1/ .t; x/
p  p  !
.n/ 0
u
p K .nC1/ K vQ x
!t C !x C  C .n/ D 0;
K u.n/ uQ x
x

. ; /.nC1/ .0; x/ D . 0 ; 0 /.x/

over Œ0; T1   RC by applying the Kato theory noting (18).

The convergence of f. .n/ ; .n/ ;
.n/ /g1
nD0 when restricted on a certain positive
interval Œ0; T is shown by an energy method. t
u

2.2 A-Priori Estimates

Together with Proposition 2.2, a-priori estimates below complete the proof of
Theorem 1.2.
Proposition 2.3 Under (5), suppose . ; ;
/ is a solution to (11), (12) and (13)
satisfying (19), with   2 and 0 < ˇ0 1. Then for an arbitrary ˛ 2 .0; , there
exists a positive constant ı0 independent of T, such that if
 
jb j C sup k..1 C ˇ0 x/ .t; x/; .1 C ˇ0 x/.t; x//kH 2 .t/ C j
x .t; 0/j  ı0 ;
t2Œ0;T
408 M. Ohnawa

with b defined in (10) is satisfied, the solution verifies

k.1 C ˇx/˛=2 k2H 2 .t/ C k.1 C ˇx/˛=2 k2H 2 .t/ C k.1 C ˇx/˛=2
k2H 4 .t/
 C.k.1 C ˇx/=2 2
0 kH 2 C k.1 C ˇx/=2 0 k2H 2 C r02 / .1 C ˇt/.˛/ ;

for t 2 Œ0; T, where C and ˇ. ˇ0 / are certain positive constants.

In the following two lemmata, we show only basic estimates to obtain Proposi-
tion 2.3. Higher order derivatives are estimated similarly.
Lemma 2.4
 Assume the same ˇ conditions
ˇ as in Proposition 2.3. Let Nˇ0 .T/ WD
sup0tT k. ; /k2;ˇ0 ;2 .t/ C ˇ
x .t; 0/ˇ :
(i) For an arbitrary ˛ 2 .0; , there exists a positive constant "1 independent of T
such that if

0 < ˇ1  "1 and jb j C Nˇ0 .T/  "1 ˇ1 (21)

are satisfied, it holds for t 2 Œ0; T that

Z h i
d
W1 E1 dx C c1 ˇ1 k . ; ;
/ k2˛1;ˇ1 ;1  C1
2 C
x2 (22)
dt R xD0

for certain positive constants c1 and C1 , where W1 .x/ WD .1 C ˇ1 x/˛ and

 n Q  2
 o
E1 .t; x/ WD e K C 2 C K 2
C 2x C 2.e
Q  1  / .t; x/:
2 x

(ii) For an arbitrary ˛ 2 .0; , there exists a positive constant "2 independent of T
such that if

0 < ˇ2  "2 and jb j C Nˇ0 .T/  "2 ˇ2 (23)

are satisfied, it holds for t 2 Œ0; T that

Z h i  h i
d
W2 E2 dx C c0 ˇ2 e
 1 
C c2 2
C 2 C
2 C
x2
dt R xD0 xD0

 C2 ˇ2 k. ; /k2˛1;ˇ2 ;1 (24)

for certain positive constants c0 , c2 and C2 , where W2 .x/ WD .1 C ˇ2 x/˛ and

  1  2 
E2 .t; x/ WD K C 2 C e
C
x2 .t; x/:
2 2
Plasma Flow Interacting with Boundary 409

Proof Noting
 

k
k2˛;ˇ C ck
x k2˛;ˇ  1 C C.Nˇ0 .T/ C jb j/ k k2˛;ˇ C C
x2 xD0 ; (25)
dh
i
ck
t k2˛;ˇ;1 C e 1
.t/  Ck. ; /k2˛;ˇ;1 ; (26)
dt xD0

hold if jb j C Nˇ0 .T/ is sufficiently small, the derivations are straightforward. t
u
Lemma 2.5 Assume the same conditions as in Lemma 2.4. If
 
1 c 1 c2
jb j C Nˇ0 .T/  minf"21 ; "22 ; Q "1 "2 g; where Q WD min 1; (27)
2 4C1 C2

is satisfied, there exist positive constants ˇ1 ; ˇ2 . ˇ0 / which satisfy (21), (23) and

ˇ2 =ˇ1  2Q :

Here "j ; cj ; Cj .j D 1; 2/ are positive constants appeared in the statements of

Lemma 2.4. Moreover, defining W0 .t/ D .1 C ˇ1 t/ for   0, it holds

W0 .t/ k. ; ;
/k2˛;ˇ1 ;1 .t/
Z t Z t h i
C ˇ1 W0 .s/k. ; ;
/k2˛1;ˇ1 ;1 .s/ds C W0 .s/ 2
C 2 C
2 .s/ds
0 0 xD0
  Z t
2
 C k. 0 ; 0 /k˛;ˇ1 ;1 C r02 C C W00 .s/ k. ; ;
/k2˛;ˇ1 ;1 .s/ds; t 2 Œ0; T:
0

Proof Finding desired ˇ1 and ˇ2 under (27) is easy. The estimate (22) has an integral
term on the left while having a boundary term on the right. The estimate (24) has an
opposite property. By setting 1    ˇ1  ˇ2 roughly speaking, multiplication
of (22) by  and addition to (24) followed by integration over Œ0; t with a weight of
W0 .t/ yields the estimate above. t
u

Comparison of the Current Problem to the Dirichlet Problem [2]

The most essential difference is seen in the appearance of boundary terms on the
right hand sides of (15) and (16). These terms are traced back to (25) and (26).
For the one dimensional Dirichlet problem, estimate (22) alone was enough to
establish the basic estimate because no boundary terms appeared. In the Dirichlet
problem, estimate (24) was used only for the multidimensional case but without
the necessity to introduce secondary weight function as in Lemma 2.5. The linear
stability analysis in [3] reveals that the fluid-boundary interaction does not act
against stabilization, but its good effect is limited only on the boundary and does
not stabilize the system in the interior domain.
410 M. Ohnawa

References

1. J.W. Cipolla, M.B. Silevitch, On the temporal development of a plasma sheath. J. Plasma Phys.
25, 373–389 (1981)
2. S. Nishibata, M. Ohnawa, M. Suzuki, Asymptotic stability of boundary layers to the Euler-
Poisson equations arising in plasma physics. SIAM J. Math. Anal. 44, 761–790 (2012)
3. M. Ohnawa, Asymptotic stability of plasma boundary layers to the Euler-Poisson equations with
fluid-boundary interaction. SIAM J. Math. Anal. 47, 2795–2831 (2015)
4. K.-U. Riemann, The Bohm criterion and sheath formation. J. Phys. D. Appl. Phys. 24, 493–518
(1991)
5. M. Suzuki, Asymptotic stability of stationary solutions to the Euler-Poisson equations arising in
plasma physics. Kinet. Relat. Model. 4, 569–588 (2011)
On Incompressible Two-Phase Flows with Phase
Transitions and Variable Surface Tension

Jan Prüss, Senjo Shimizu, Gieri Simonett, and Mathias Wilke

Dedicated to Professor Yoshihro Shibata on the occasion of his

60th anniversary

Abstract Our study of the basic model for incompressible two-phase flows with
phase transitions consistent with thermodynamics (Prüss et al., Evol Equ Control
Theory 1:171–194, 2012; Prüss and Shimizu, J Evol Equ 12:917–941, 2012; Prüss
et al., Commun Part Differ Equ 39:1236–1283, 2014; see also Prüss et al., Interfaces
Free Bound 15:405–428, 2013) is extended to the case of temperature-dependent
surface tension. We prove well-posedness in an Lp -setting, study the stability of
the equilibria of the problem, and show that a solution which does not develop
singularities exists globally, and if its limit set contains a stable equilibrium it
converges to this equilibrium in the natural state manifold for the problem as time
goes to infinity.

Keywords Compactness • Convergence to equilibria • Entropy • Generalized

principle of linearized stability • Kinetic undercooling • Marangoni forces •
Phase transitions • Semiflow • Stability • Surface tension • Two-phase Navier-
Stokes equations

1 Introduction

Let   Rn be a bounded domain of class C3 , n  2.  contains two phases:

at time t, phase i occupies subdomain i .t/ of . Assume @1 .t/ \ @ D ;;
this means no boundary intersection. The closed compact hypersurface

J. Prüss () • M. Wilke

Institut für Mathematik, Martin-Luther-Universität Halle-Wittenberg, 06099 Halle, Germany
e-mail: [email protected]; [email protected]
S. Shimizu
Graduate School of Human and Environmental Studies, Kyoto University, Kyoto 606-8501, Japan
e-mail: [email protected]
G. Simonett
Department of Mathematics, Vanderbilt University, Nashville, TN 37240, USA
e-mail: [email protected]

© Springer Basel 2016 411

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_22
412 J. Prüss et al.

.t/ WD @1 .t/   forms the interface between the phases, which is allowed
to be disconnected.
We let u denote the velocity field,  the pressure field, T the stress tensor, D.u/ D
.ru C ŒruT /=2 the rate of strain tensor,  the (absolute) temperature field,  the
outer normal of 1 , u the velocity field of the interface, V D u   the normal
velocity of .t/, H D H..t// D div  the curvature of .t/, j the phase flux,
and ŒŒv D v2  v1 the jump of the quantities vi 2 C.i .t// across .t/.
Several quantities are derived from the specific free energy densities i ./ as
follows. i ./ WD i ./ C i ./ means the specific internal energy density in
phase i, i ./ D  i0 ./ the density of the specific entropy, i ./ WD i0 ./ > 0 the
heat capacity, and l./ D ŒŒ 0 ./ D ŒŒ./ the latent heat. Further di ./ > 0
denotes the coefficient of heat conduction in Fourier’s law, i ./ > 0 the viscosity
in Newton’s law, 1 ; 2 > 0 the constant, positive densities of the phases, and
> 0
the (coefficient of) surface tension. In the sequel we drop the index i, as there is
no danger of confusion; we just keep in mind that the coefficients depend on the
phases.
In the previous papers [14, 15] we have mathematically analyzed the following
problem with sharp interface:
Find a family of closed compact hypersurfaces f.t/gt0 contained in  and
appropriately smooth functions u W RC   N ! Rn , and ;  W RC   N ! R such
that

.@t u C u  ru/  div T D 0 in  n .t/;

T D 2./D.u/  I; div u D 0 in  n .t/;
1 1
ŒŒ j2   ŒŒT   D
H  ; ŒŒu D ŒŒ j  on .t/;
 
u D 0 on @; u.0/ D u0 in :
(1)
./.@t  C u  r/  div .d./r/  2jD.u/j22 D 0 in  n .t/;
l./j  ŒŒd./@   D 0; ŒŒ D 0 on .t/; (2)
@  D 0 on @; .0/ D 0 in :

1 2 T   
ŒŒ ./ C ŒŒ 2
j  ŒŒ  D 0 on .t/;
2 
1 (3)
V  D u    D u    j on .t/;

.0/ D 0 :

This model is explained in more detail in [12]; see also [1, 6]. It is thermodynami-
cally consistent in the sense that in absence of exterior forces and heat sources, the
total mass and the total energy are preserved, and the total entropy is nondecreasing.
Incompressible Two-Phase Flows with Phase Transitions 413

This model is in some sense the simplest non-trivial sharp interface model for
incompressible Newtonian two-phase flows taking into account phase transitions
driven by temperature.
Note that in this model neither kinetic undercooling nor temperature dependence
of the surface tension
, i.e. Marangoni forces, have been taken into account. It is
the aim of the present paper to remove these shortcomings. Here we concentrate
on the case of constant densities i > 0 which are not equal, i.e. ŒŒ ¤ 0. To
achieve this goal, the model has to be adjusted carefully. Surface tension
. / here
is precisely the free surface energy density. Therefore we define, in analogy to the
bulk case, the surface energy density  , the surface entropy density  , the surface
heat capacity  , and surface latent heat l by means of the relations

 . / D
. / C   . /;  . / D 
0 . /
 . / D 0 . / D 
00 . /; l . / D 
0 . /:

Then total surface energy will be

Z
E D  . /d;


and total surface entropy reads

Z
ˆ D  . /d:


Note that in case

D const we have E D
jj and ˆ D 0. We point out that
experiments have shown that in certain situations surface heat capacity cannot be
neglected, see [2]. In case  is not identically zero (i.e. if
is not a linear function
of  ), there will also be a non-trivial surface heat flux q which we assume to
satisfy Fourier’s law, that is

q D d . /r  ;

with coefficient of surface heat diffusivity dR . / > 0. In analogy to the bulk, the
surface heat flux induces the contribution  .q  r /=2 d to the production
R Kinetic undercooling with coefficient . / > 0 produces
of surface entropy.
surface entropy  ./j2 = d. Following the derivation in [12], this leads to the
following three modifications of the system (1)–(3). The momentum balance on the
interface becomes
1
ŒŒ j2   ŒŒT   D
. /H  C
0 . /r  :

414 J. Prüss et al.

The energy balance on the interface reads

D
 . /  C div q D ŒŒd./@   C l./j C l . /div u C . /j2 ;
Dt
and the Gibbs-Thomson law changes to

1 2 T   
ŒŒ ./ C ŒŒ 2
j  ŒŒ  D . /j :
2 

Here D=Dt denotes the Lagrangian derivative coming from the velocity u of the
interface, and we employ the symbol P for the orthogonal projection onto the
tangent bundle of . Note that  D j is the trace of  on  as ŒŒ D 0. We
assume the tangential part of u to be continuous across , i.e. ŒŒP u D 0, and
P u D P uj . Then the quantities j , V and u can be expressed as

j D ŒŒu   =ŒŒ1=; V D ŒŒu   =ŒŒ; u  D P  u C V   :

The complete extended model now reads as follows.

In the bulk  n .t/:

.@t u C u  ru/  2div../D.u// C r D 0;

2D.u/ D ru C ŒruT ; div u D 0; (4)
./.@t  C u  r/  div.d./r/ D 2./jD.u/j22 :

On the interface .t/:

ŒŒP u D 0; P u D P uj ; ŒŒu    D ŒŒ1=j ; ŒŒ D 0;  D j ;

ŒŒ1=j2   2ŒŒ./D.u/   C ŒŒ  D
. /H  C
0 . /r  ;
D
   div .d . /r  / D (5)
Dt
D ŒŒd./@  C l./j C . /j2 C l . /div u ;
ŒŒ ./ C ŒŒ1=22 j2  2ŒŒ./D.u/    = C ŒŒ= D . /j ;
V D u    j =:

On the outer boundary @:

u D 0; @  D 0:
Incompressible Two-Phase Flows with Phase Transitions 415

Initial conditions:

.0/ D 0 ; u.0/ D u0 ; .0/ D 0 :

This model has conservation of total mass and total energy, and total entropy is
non-decreasing. Indeed, along smooth solutions we have
Z
d
.ˆb .t/ C ˆ .t// D Œ2./jD.u/j22 = C d./jrj2 = 2 dx
dt 
Z
C Œd . /jr  j2 =2 C . /j2 = d  0;

R
where ˆb D  ./dx.
For the sake of well-posedness we assume that i and
are strictly concave.
Experiments show that
is also strictly decreasing and positive for low temper-
atures. Therefore,
has precisely one zero c > 0 which we call the critical
temperature. As the problem in the range  > c is no longer well-posed, we restrict
our attention to the interval  2 .0; c /. In all of the paper we impose the following
assumptions.
(a) Regularity.

i ; di ; d ;  2 C2 .0; c /; i;
2 C3 .0; c /:

(b) Well-posedness.

i ;  ; i ; di ; d ;
> 0;   0 in .0; c /; N
0 < 0 < c in :

(c) Compatibilities.

div u0 D 0 in  n 0 ;
2P0 ŒŒ.0 /D.u/ 0  C
0 .0 /r0 0 D 0; P0 u .0/ D P0 u0 j0
P0 ŒŒu0  D 0; ŒŒ0  D 0;  .0/ D 0 j0 ; u0 j@ D 0; @ 0 j@ D 0:

Below we present a rather complete analysis of problem (4), (5) which parallels that
in [15] where the simpler case
> 0 constant and 
0 has been studied. We
obtain local well-posedness of the problem in an Lp -setting, prove that the stability
properties of equilibria are the same as in [15], and we show that any bounded
solution that does not develop singularities converges to an equilibrium as t ! 1 in
the state manifold SM which is the same as in [15]. We refer to [11, 13] for related
results, and to [3, 4] for background material on maximal regularity for parabolic
boundary value problems.
416 J. Prüss et al.

2 Total Entropy and Equilibria

R
(a) As we have seen in Sect. 1, the total mass M D n  dx and the total energy
Z Z
E D E.u; ;  ; / WD f.=2/juj2 C "./g dx C  . / d
n 

are conserved, and the total entropy

Z Z
ˆ D ˆ.;  ; / WD ./ dx C  . / d
n 

is nondecreasing along smooth solutions. Even more, ˆ is a strict Lyapunov

functional in the sense that it is strictly decreasing along smooth solutions which
are non-constant in time. Indeed, if at some time t0  0 we have

d
ˆ.u.t0 /; .t0 // D 0;
dt
then
Z Z
Œ2. /jD.u/j2 = Cd. /jr j2 = 2 dxC Œd . /jr j2 = 2 C. /j2  d D 0;
 

which yields D.u.t0 // D 0 and r.t0 / D 0 in , as well as r  .t0 / D 0 and

j .t0 / D 0 on .t0 /. As in [15] this implies u.t0 / D 0 and .t0 / D const D  .t0 /
in . From the equations we see that .V .t0 /; j .t0 // D .0; 0/ and therefore  is
also constant in the components of the phases, and

ŒŒ D
. /H ;
ŒŒ . / C ŒŒ= D 0:

These relations show that the curvature H is constant over all of  , and it
determines the values of the pressures in the phases, in particular  is constant
in each phase, not only in its components. Since  is bounded, we may conclude
that .t0 / is a union of finitely many, say m, disjoint spheres of equal radius, i.e.
.u.t0 /; .t0 /; .t0 // is an equilibrium. Therefore, the limit sets of solutions in
the state manifold SM , to be defined below, are contained in the .mn C 2/-
dimensional manifold of equilibria
˚ [ 
ED 0;  ; SR .xl / W  2 .0; c /; BN R .xl /  ; (6)
1lm

BN R .xl / \ BN R .xk / D ;; k ¤ l ;
Incompressible Two-Phase Flows with Phase Transitions 417

where SR .xl / denotes the sphere with radius R and center xl . Here R > 0 is
uniquely determined by the total mass and by the number m of spheres, and 
is uniquely given by the total energy.
(b) Another interesting observation is the following. Consider the critical points of
the functional ˆ.u; ;  ; / with constraint M D M0 , E.u; ;  ; / D E0 , say
on

N n /nC1 ;  2 MH2 ./;  2 C./g;

f.u; ;  ; / W .u;  / 2 BUC.

see below for the definition of MH2 ./. So here we do not assume from the
beginning that  is continuous across  , and  denotes surface temperature.
Then by the method of Lagrange multipliers, there are constants ;  2 R such
that at a critical point .u ;  ;  ;  / we have

ˆ0 .u ;  ;  ;  / C M0 . / C E0 .u ;  ;  ;  / D 0: (7)

The derivatives of the functionals are given by

hˆ0 .u; ;  ; /j.v; #; # ; h/i D .0 . /j#/ C .0 . /j# /

 .ŒŒ. / C  . /H./jh/ ;
hM0 ./jhi D .ŒŒjh/ ;

with H./ WD H , and

hE0 .u; ;  ; /j.v; #; # ; h/i D .ujv/ C . 0 . /j#/ C .0 . /j# /
 .ŒŒ.=2/juj2 C . / C  . /H./jh/ :

Setting first .u; # ; h/ D .0; 0; 0/ and varying # in (7) we obtain

0 . / C  0 . / D 0 in ;

and similarly varying # yields

0 . / C 0 . / D 0 on  :

The relations . / D  0 . / and . / D . /   0 . / imply 0 D

00
 . /.1 C  /, and this shows that  D 1= is constant in , since
. / D  00 . / > 0 for all  2 .0; c / by assumption. Similarly on  we
obtain  D 1= constant as well, provided  . / > 0, hence in particular

  .
418 J. Prüss et al.

Next varying v implies u D 0, and hence u D 0 as  ¤ 0. Finally,

varying h we get

.ŒŒ. / C  . /H /  ŒŒ  .ŒŒ. / C  . /H. // D 0 on  :

This implies with the above relations

ŒŒ . / C
. /H. / D ŒŒ :

Since  is constant and assuming  2 .0; c /, we see with

 > 0 that H. /
is constant. Therefore, as  is bounded,  is a sphere whenever connected,
and a union of finitely many disjoint spheres of equal size otherwise. Thus the
critical points of the entropy functional for prescribed energy are precisely the
equilibria of the problem (4), (5).
(c) Going further, suppose we have an equilibrium e WD .0;  ;  ;  / where the
total entropy has a local maximum w.r.t. the constraints M D M0 and E D E0 .
Then D WD Œˆ C M C E00 .e / is negative semi-definite on the kernel of
.M0 ; E0 /.e /, where  and  are the fixed Lagrange multipliers found above.
The kernel of M0 .e/ is given by .1jh/ D 0, as ŒŒ ¤ 0, and that of E0 .e/ is
determined by the identity

.ujv/ C .. /j#/ C . . /j# /  .ŒŒ. / C  . /H./jh/ D 0;

which at equilibrium yields

. j#/ C . j# / D 0; (8)

where  WD . /,  WD  . /, and

 D
. /. On the other hand, a
straightforward calculation yields with z D .v; #; # ; h/

hD zjzi D .vjv/ C . #j#/ C . # j# / 

  .H 0 . /hjh/ :

(9)

As  and  are positive, we see that the form hDzjzi is negative semi-definite
as soon as H 0 . / is negative semi-definite. We have

H 0 . / D .n  1/=R2 C  ;

where  denotes the Laplace-Beltrami operator on  and R means

the radius of an equilibrium sphere. To derive necessary conditions for an
equilibrium e to be a local maximum of entropy, we suppose that  is not
Incompressible Two-Phase Flows with Phase Transitions 419

connected, i.e.  is a finite union

P
of spheres k . Set # D # D 0, and let
h D hk be constant on  with k hk D 0. Then the constraint (8) holds, and
k

with the volume !n of the unit sphere in Rn

X
hDzjzi D .
  /..n  1/=R2 /!n Rn1
 h2k > 0;
k

hence D cannot be negative semi-definite in this case, as

 > 0. Thus if e is
an equilibrium with locally maximal total entropy, then  must be connected,
and hence both phases are connected.
On the other hand, if  is connected then H 0 . / is negative semi-definite
on functions with mean zero, hence in this case D is in fact positive semi-
definite. We will see below that connectedness of  is precisely the condition
for stability of the equilibrium e .
(d) Summarizing, we have shown
• The total energy is constant along smooth solutions of (4), (5).
• The negative total entropy is a strict Lyapunov functional for (4), (5).
• The equilibria of (4), (5) are precisely the critical points of the entropy
functional with prescribed total energy and total mass.
• If the entropy functional with prescribed energy and total mass has a local
maximum at e D .0;  ;  ;  /, then  is connected.
It should be noted that we are using the term equilibrium to describe a sta-
tionary solution of the system, while a thermodynamic equilibrium would—by
definition—require the entropy production to be zero. Our results show that stable
equilibria are precisely those that guarantee the system to be in a thermodynamic
equilibrium.

3 Local Well-Posedness and the Semiflow

 is not a real system variable as it is the trace of  on the interface. For

analytical reasons it is a useful quantity while we consider the linear problem
and the nonlinear problem on the reference manifold † after a Hanzawa
transform. Local well-posedness of Problem (4), (5) is based on maximal
Lp -regularity of its principal linearization and on the contraction mapping
principle.
420 J. Prüss et al.

3.1 Principal Linearization

The principal part of the linearized problem reads as follows

@t u  0 .x/u C r D fu in  n †;

div u D gd in  n †;
P† ŒŒu C c.t; x/r† h D P† gu on †;
2ŒŒ0 .x/D.u/ † CŒŒ † 
0 .x/† h † 
1 .x/r† † D g on †;
uD0 on @;
u.0/ D u0 in :
(10)
.x/@t   d.x/ D .x/f in  n †;
0 .x/@t †  d0 .x/† † D 0 .x/g on †;
ŒŒ D 0; † D j† on †; (11)
@  D 0 on @;
.0/ D 0 in ; † .0/ D 0 j† on †;

ŒŒ@t h  ŒŒu  †  C b.t; x/  r† h D ŒŒfh on †;

2ŒŒ.0 .x/=/D.u/ †  †  C ŒŒ= D gh on †; (12)
h.0/ D h0 on †:

Here 0 ; 0 , d0 , 0 , d0 ,

0 and
1 are functions of x, which are realized by 0 .x/ D
.0 .x// and so on. The difference between the linear problem for variable surface
tension (10)–(12) and the linear problem for constant surface tension [15, Sect. 3.1]
is the fourth equation of (10) and the second equation of (11).
Observe that (11) decouples from the remaining problems (10)–(12). Maximal
Lp -regularity of (11) has been proved in [16], while maximal Lp -regularity of (10)
and (12) has been considered in [15]. Therefore we obtain the maximal Lp -regularity
of (10)–(12).
Theorem 3.1 Let p > n C 2, i > 0, 2 ¤ 1 , 0i ; 0i ; d0i 2 C. N i /, 0 , d0 ,
0 ,

1 2 C.†/, 0i ; 0i ; d0i > 0, 0 ; d0 ;

0 ;
1 > 0, i D 1; 2,

.b; c/ 2 Wp11=2p .JI Lp .†//nC1 \ Lp .JI Wp21=p .†//nC1 ;

Incompressible Two-Phase Flows with Phase Transitions 421

where J D Œ0; a. Then the coupled system (10)–(12) admits a unique solution
.u; ; ; † ; h/ with regularity

.u; / 2 Hp1 .JI Lp .//nC1 \ Lp .JI Hp2 . n †//nC1 DW Eu; .J/;

P p1=p .†//;
ŒŒu  †  2 Hp1 .JI W P p1 . n †// DW E .J/;
 2 Lp .JI H

† 2 Hp1 .JI Wp1=p .†// \ Lp .JI Wp21=p .†// DW Etr .J/;

i WD j@i 2 Wp1=21=2p .JI Lp .†// \ Lp .JI Wp11=p .†// DW Etr .J/; i D 1; 2;

h 2 Wp21=2p .JI Lp .†// \ Hp1 .JI Wp21=p .†// \ Lp .JI Wp31=p .†// DW Eh .J/;

if and only if the data .fu ; f ; g ; gd ; P† gu ; g; fh ; gh ; u0 ; 0 ; 0 j† ; h0 / satisfy the fol-

lowing regularity
(a) .fu ; f / 2 Lp .JI Lp .//nC1 ,
1=p
(b) g 2 Lp .JI Wp .†//,
1
(c) gd 2 Hp .JI H P p1 .// \ Lp .JI Hp1 . n †//,
1=21=2p 11=p
(d) .g; gh / 2 Wp .JI Lp .†//nC1 \ Lp .JI Wp .†//nC1 ,
11=2p 21=p
(e) .P† gu ; fh / 2 Wp .JI Lp .†//n \ Lp .JI Wp .†//n ,
22=p 23=p 32=p
(f) .u0 ; 0 ; 0 j† ; h0 / 2 X WD Wp . n †/ nC1
 Wp .†/  Wp .†/,
and compatibility conditions:
(g) div u0 D gd .0/ in  n †,
(h) P† ŒŒu0  C c.0; /r† h0 D P† gu .0/ on †,
(i) P† ŒŒ0 ./.ru0 C Œru0 T / †  
1 ./r† † D P† g.0/ on †.
The solution map

Œ.fu ; f ; g ; gd ; P† gu ; g; fh ; gh ; u0 ; 0 ; 0 j† ; h0 / 7! .u; ; ; † ; h/

is continuous between the corresponding spaces.

Remark 3.2 X is the time trace space of the solution space E.J/ with

E.J/ WD Eu .J/  E .J/  Etr .J/  Eh .J/:

3.2 Local Existence

As in [15], the basic result for local well-posedness of Problem (4), (5) in an
Lp -setting is the following theorem, which is proved by the contraction mapping
principle.
422 J. Prüss et al.

Theorem 3.3 Let p > n C 2, 1 ; 2 > 0, 1 ¤ 2 . We assume the conditions (a),

(b), (c) in Sect. 1 and the regularity conditions

.u0 ; 0 / 2 Wp22=p . n 0 /nC1 ; 0 2 Wp32=p :

Then there exists a unique Lp -solution of Problem (4), (5) on some possibly small
but nontrivial time interval J D Œ0; .
32=p
Here the notation 0 2 Wp means that 0 is a C2 -manifold, such that its
22=p
(outer) normal field 0 is of class Wp .0 /. Therefore, the Weingarten tensor
12=p
L0 D r0 0 of 0 belongs to Wp .0 / which embeds into C˛C1=p .0 /, with
˛ D 1  .n C 2/=p > 0 since p > n C 2 by assumption. For the same reason we
also have u0 2 C1C˛ . N i .0//n , 0 2 C1C˛ . N i .0//, i D 1; 2, and V0 2 C1C˛ .0 /.
The notion Lp -solution means that .u; ; ;  ; / is obtained as the push-forward
of an Lp -solution .Nu; ;N ; N N† ; h/ of the transformed problem, which means that
N N
.Nu;  ;  ; h/ belongs to E.J/. The regularity of the pressure is obtained from the
equations.

3.3 Time-Weights

For later use we need an extension of the local existence result to spaces with time
weights. For this purpose, given a UMD-Banach space Y and  2 .1=p; 1, we
define for J D .0; t0 /
s
Kp; .JI Y/ WD fu 2 Lp;loc .JI Y/ W t1 u 2 Kps .JI Y/g;

where s  0 and K 2 fH; Wg. It has been shown in [10] that the operator d=dt in
Lp; .JI Y/ with domain

D.d=dt/ D 0 H 1p; .JI Y/ D fu 2 Hp;

1
.JI Y/ W u.0/ D 0g

is sectorial and admits an H 1 -calculus with angle =2. This is the main tool to
extend Theorem 3.3 to the time weighted setting, where the solution space E.J/ is
replaced by E .J/, and

z 2 E .J/ , t1 z 2 E.J/:

The trace spaces for .u; ; h/ for p > 3 are then given by

.u0 ; 0 / 2 Wp22=p . n †/nC1 ; 0 j† 2 Wp23=p .†/; h0 2 Wp2C2=p .†/;

h1 WD @t hjtD0 2 Wp23=p .†/; (13)

Incompressible Two-Phase Flows with Phase Transitions 423

where for the last trace we need in addition  > 3=2p. Note that the embeddings

N i //nC1 ;
E;u; .J/ ,! C.JI C1 . E;h .J/ ,! C.JI C2C˛ .†// \ C1 .JI C1 .†//

with ˛ D 1=2  n=p > 0 require  > 1=2 C .n C 2/=2p, which is feasible
since p > n C 2 by assumption. This restriction is needed for the estimation of
the nonlinearities.
For these time weighted spaces we have the following result.
Corollary 3.4 Let p > n C 2,  2 .1=2 C .n C 2/=2p; 1, 1 ; 2 > 0, 1 ¤ 2 . We
assume that the conditions (a), (b), (c) in Sect. 1 and the regularity conditions

.u0 ; 0 / 2 Wp22=p . n 0 /nC1 ; 0 2 Wp2C2=p

are satisfied. Then the transformed problem admits a unique solution

z D .u; ; † ; h/ 2 E .0; /

for some nontrivial time interval J D Œ0; . The solution depends continuously on
the data. For each ı > 0 the solution belongs to E.ı; /, i.e. it regularizes instantly.

4 Linear Stability of Equilibria

1. We call an equilibrium non-degenerate if the balls making up 1 .t/ do neither

touch each other nor the outer boundary; this set is denoted by E. To derive the
full linearization at a non-degenerate equilibrium e WD .0;  ; † ; †/ 2 E, note
that the quadratic terms u  ru, u  r, jD.u/j22 , ŒŒuj , and j2 give no contribution
to the linearization. Therefore we obtain the following fully linearized problem
for .u; ; h/, the relative temperature # D .   /= and #† D #j† .

@t u   u C r D fu in  n †;
div u D gd in  n †;
P† ŒŒu D P† gu on †;
2P† ŒŒ D.u/ †   
0 r† #† D P† g on †;
2ŒŒ D.u/ †  †  C ŒŒ C
 A† h  
0 H #† D g  † on †;
uD0 on @;
u D u0 in ;
(14)
424 J. Prüss et al.

 @t #  d # D  f in  n †;
ŒŒ# D 0 on †;
 @t #† d † #† .l = /j† ŒŒd @ † #
0 div† u† D  g on †;
@ # D 0 on @;
# D #0 in ;
(15)
2ŒŒ D.u/ †  † = C ŒŒ= C l #† C  j† D gh on †;
@t h  ŒŒu  † =ŒŒ D fh on †; (16)
h.0/ D h0 on †;

where  D . /,  D . /, d D d. /,

 D
. /, l D l. /,  D
. /, l D l . /,  D  . /, d D d . /, and

A† D H 0 .0/ D .n  1/=R2  † ; H D .n  1/=R :

Here we used that l = D

0 D
0 . /. Finally, u† denotes the transformed
velocity field u , and j† is given by

j† WD ŒŒu  † =ŒŒ1=:

The time-trace space E of E.J/ is given by

.u0 ; #0 ; #0 j† ; h0 / 2 E D ŒWp22=p . n †/nC1  Wp23=p .†/  Wp32=p .†/;

and the space of right hand sides is

..fu ; f /; gd ; .fh ; P† gu /;.g; g ; gh // 2 F.J/

WD Fu; .J/  Fd .J/  Fh .J/nC1  F .J/nC2 ;

where

Fu; .J/ D Lp .J  /nC1 ; P p1 .// \ Lp .JI Hp1 .//;

Fd .J/ D Hp1 .JI H

and

F .J/ D Wp1=21=2p .JI Lp .†// \ Lp .JI Wp11=p .†//;

Fh .J/ D Wp11=2p .JI Lp .†// \ Lp .JI Wp21=p .†//:

Incompressible Two-Phase Flows with Phase Transitions 425

As the terms .l = /j† and

0 div† u† are lower order, the remaining system is
triangular, where the equations for  decouple. Therefore, as in Sect. 3, it follows
from the maximal regularity results in [5, 9, 15] and a standard perturbation
argument that the operator L defined by the left hand side of (14)–(16) is an
isomorphism from E into F  E . The range of L is determined by the natural
compatibility conditions. If the time derivatives @t are replaced by @t C !, ! > 0
sufficiently large, then this result is also true for J D RC .
2. We introduce a functional analytic setting as follows. Set

X0 D Lp;
./  Lp ./  Wp1=p .†/  Wp21=p .†/;

where the subscript

means solenoidal, and define the operator L by

L.u; #; #† ; h/ D

 . =/u C r=; .d = /#;

 .1= /.d † #† C .l = /j† C ŒŒd @ † # C
0 div† u† /; ŒŒu  † =ŒŒ :

To define the domain D.L/ of L, we set

X1 D f.u; #; #† ; h/ 2 Hp2 . n †/nC1  Wp21=p .†/  Wp31=p .†/ W

div u D 0 in  n †; P† ŒŒu D 0; ŒŒ# D 0 on †;
u D 0; @ # D 0 on @g;

and

D.L/ D f.u; #; #† ; h/ 2 X1 W 2P† ŒŒ D.u/ †  C 

0 r† #† D 0 on †g:

 is determined as the solution of the weak transmission problem

.rjr=/2 D .. =/ujr/2;  2 Hp10 ./;  D 0 on †;

ŒŒ D 
 A† h C 
0 #† H C 2ŒŒ .D.u/ † j † /; on †;
ŒŒ= D 2ŒŒ. =/.D.u/ † j † /  l #   ŒŒu  † =ŒŒ1= on †:

Let us introduce solution operators Tk , k 2 f1; 2; 3g, as follows

1
r D T1 .. =/u/ C T2 .
 A† h C 
0 #† H C 2ŒŒ .D.u/ † j † //

C T3 .2ŒŒ. =/.D.u/ † j † /  l #   ŒŒu  † =ŒŒ1=/:
426 J. Prüss et al.

We refer to Köhne et al. [7] for the analysis of such transmission problems. The
linearized problem can be rewritten as an abstract evolution problem in X0 .

zP C Lz D f ; t > 0; z.0/ D z0 ; (17)

where z D .u; #; #† ; h/, f D .fu ; f ; f† ; fh /, z0 D .u0 ; #0 ; #0 j† ; h0 /, provided

.gd ; gu ; g; g ; gh / D 0. The linearized problem has maximal Lp -regularity,
hence (17) has this property as well. Therefore, by a well-known result, L
generates an analytic C0 -semigroup in X0 ; see for instance Proposition 1.1 in
[8].
Since the embedding X1 ,! X0 is compact, the semigroup eLt as well as the
resolvent . C L/1 of L are compact as well. Therefore, the spectrum
.L/ of
L consists of countably many eigenvalues of finite algebraic multiplicity, and it is
independent of p.
3. Suppose that  with Re   0 is an eigenvalue of L. This means

u   u C r D 0 in  n †;
div u D 0 in  n †;
P† ŒŒu D 0 on †;
(18)
2P† ŒŒ D.u/ †   
0 r† #† D 0 on †;
2ŒŒ D.u/ †  †  C ŒŒ C
 A† h  
0 H #† D 0 on †;
uD0 on @;

 #  d # D 0 in  n †;
ŒŒ# D 0; # D #† on †;
 #†  d † #†  .l = /j†  ŒŒd @ † # 
0 div† u† D 0 on †;
@ # D 0 on @;
(19)
2ŒŒ D.u/ †  † = C ŒŒ= C l #† C  j† D 0 on †;
(20)
ŒŒh  ŒŒu  †  D 0 on †:

Observe that on † we may write

uk D P† u C h † C j† † =k D u† C j† † =k ; k D 1; 2:
Incompressible Two-Phase Flows with Phase Transitions 427

By this identity, taking the inner product of the problem for u with u and
integrating by parts we get

0 D j1=2 uj22  .div T.u; ;  /ju/2

1=2
D j1=2 uj22 C 2j D.u/j22
C .ŒŒT.u; ;  / † jP† u C h † /† C .ŒŒT.u; ;  / †  † =jj† /†
1=2 N † hjh/† C l .#jj† /†
D j1=2 uj22 C 2j D.u/j22 C
 .A
N
C  jj† j2†  
0 H .#jh/ 0
†  
 .r† #jP† u/† ;

since ŒŒT.u; ;  / †  D
 A† h †  
0 #† H †  
0 r† #† and, moreover,
ŒŒT.u; ;  / †  † = D l # C  j† . On the other hand, the inner product of the
equation for # with # by an integration by parts and ŒŒ# D 0 leads to

1=2
0 D j. /1=2 #j22 C jd r#j22 C .ŒŒd @ † #j#/†
1=2 1=2 1=2
D .j. /1=2 #j22 C j #† j2† / C jd r#j22 C jd r† #† j2†
 l .j† j#/† = C
0 .P† ujr† #† /† C 
0 H .hj#/

where we employed ŒŒd @ † # D  #†  d † #†  .l = /j† 

0 div† u†
and u† D P† u C .u†  † / † . Adding the first identity to the second multiplied
by  and taking real parts yields the important relation

1=2
0 D Re j1=2 uj22 C 2j D.u/j22 C
 Re .A† hjh/†
1=2
C  .Re j. /1=2 #j22 C jd r#j22 / (21)
1=2 1=2
C  jj† j2† C  .Re j #† j2† C jd r† #† j2† /:

On the other hand, if Im  ¤ 0, taking imaginary parts separately we get

0 D Im j1=2 uj22  Im 
 .A† hjh/† C Im l .#jj† /†
N 
0 H .#jh/† g  Im 
0 .r† #jP† u/†
 Im f  
1=2
0 D  Im .j. /1=2 #j22 C j #† j2† /  Im l .j† j#/†
C Im f
0 H .hj#/† g C Im 
0 .P† ujr† #/† ;

hence
1=2

 .A† hjh/† D j1=2 uj22   .j. /1=2 #j22 C j #† j2† /:
428 J. Prüss et al.

Inserting this identity into (21) leads to

1=2 1=2 1=2

0 D 2Re j1=2 uj22 C 2j D.u/j22 C  jd r#j22 C  jj† j2† C  jd r† #† j2† :

This shows that if  is an eigenvalue of L with Re   0 then  is real. In

fact, otherwise this identity implies # D const D #† , D.u/ D 0 and j† D 0,
and then u D 0 by Korn’s inequality and the no-slip condition on @, as well as
.#; #† ; h/ D .0; 0; 0/ by the equations for # and h, since  ¤ 0.
4. Suppose now that  > 0 is an eigenvalue of L. Then we further have
Z Z Z
 hd† D .uk  †  j† =k /d† D k1 j† d† D 0;
† † †
R R
as † uk  † d† D k div uk dx. Hence the mean values of h and j† both vanish
since the densities are non-equal. Integrating the equations for # and #† , we
obtain from this the relation
Z Z
 #† d† C  # dx D 0:
† 

Since A† is positive semidefinite on functions with mean zero in case † is

connected, by (21) we obtain .u; #; h/ D .0; 0; 0/, i.e. in this case there are no
positive eigenvalues. On the other hand, if † is disconnected, there is at least one
positive eigenvalue. To prove this we need some preparations.
5. First we consider the heat problem

 #  d # D 0 in  n †;
ŒŒ# D 0 on †;
(22)
#† D #j† D g on †;
@ # D 0 on @;

and define DH  g D ŒŒd @ † # on †, where D denotes the Dirichlet-to-

H

Neumann operator for this heat problem. The properties of DH

 are stated in [16].
Then the solution # of (19) can be expressed by
0 0
.   d † C DH
 /#†  .l = /j† C 
 H h 
 div† P† u D 0; (23)

where we made use of the identity

div† u† D div† P† u  H u†  † D div† P† u  H h:

Incompressible Two-Phase Flows with Phase Transitions 429

6. Next we solve the asymmetric Stokes problem

u   u C r D 0 in  n †;
div u D 0 in  n †;
P† ŒŒu D 0 on †;
ŒŒT.u; ;  / †  †  D g1 on †; (24)
ŒŒT.u; ;  / †  † = D g2 on †;
P† ŒŒT.u; ;  / †  D g3 on †;
uD0 on @;

to obtain the output

ŒŒu  † =ŒŒ D S11 g1 C S12 g2 C S13 g3 ;

ŒŒu  † =ŒŒ1= D S21 g1 C S22 g2 C S23 g3 ;
P† u D S31 g1 C S32 g2 C S33 g3 :

Note that g1 , g2 , .S g/1 , .S g/2 2 L2 .†/ are scalar functions, while g3 and .S g/3
are vectors tangent to †, i.e., g3 and .S g/3 2 L2 .†I T†/, with T† being the
tangent bundle of †. For this problem we have
Proposition 4.1 The operator S for the Stokes problem (24) admits a bounded
extension to L2 .†/2  L2 .†I T†/ for   0 and has the following properties.
(i) If u denotes the solution of (24), then
Z Z
.S gjg/L2 D  juj2 dx C 2  jD.u/j22 dx; 0; g2L2 .†/2  L2 .†I T†/:
 

(ii) S 2 B.L2 .†/2  L2 .†I T†// is self-adjoint, positive semidefinite, and

compact; in particular

S11 D ŒS11  ; S22 D ŒS22  ; S33 D ŒS33 

S12 D ŒS21  ; S13 D ŒS31  ; S23 D ŒS32  :

(iii) For each ˇ 2 .0; 1=2/ there is a constant Cˇ > 0 such that

Cˇ
jS jB.L2 /  ;   0:
.1 C /ˇ
430 J. Prüss et al.

(iv) jS jB.L2 ;H 1 /  C uniformly for   0.

2
(v) S11 ; S22 W L2;0 .†/ ! H21 .†/ \R L2;0 .†/ are isomorphisms, for each   0,
where L2;0 .†/ D fu 2 L2 .†/ j † u d† D 0g.
Proof The assertions follow from similar arguments as in the proof of [15,
Proposition 4.3]. t
u
7. The following lemma is needed in the proof of the main result of this section.
Lemma 4.2 Let H, V be Hilbert spaces. Let B be a positive definite operator
on H, A W D.A/  H ! V be a closed, densely defined operator such that
AD.B1=2 /  D.A /. Then A A C B is a self-adjoint positive definite operator
with D.A A C B/ D D.B/ and

jA.A A C B/1 A jB.V/  1:

In addition, if A.A A C B/1 A v D v, then v D 0.

Proof By the closed graph theorem A W D.B1=2 / ! V is bounded. The closedness
of A in turn implies that the operator A A W D.B1=2 / ! H is closed. Another
application of the closed graph theorem then shows that A A W D.B1=2 / ! H is
bounded as well. This implies that A A is a lower order perturbation of B and
also that A A C B is self-adjoint and positive definite. Therefore, .A A C B/1 W
H ! D.B/ exists and is bounded.
For v 2 D.A / we have with K WD ACA WD A.A A C B/1 A

jKvj2V D .CA v j A ACA v/H

D .CA v j A v/H  .CA v j BCA v/H
D .ACA v j v/V  .BCA v j CA v/H
D .Kv j v/V  .Bw j w/H

with w D CA v D .A A C B/1 A v. Since B is positive definite, there exists

ˇ > 0 such that

jKvj2V  jKvjV jvjV  ˇjwj2H  jKvjV jvjV (25)

which shows jKjB.V/  1. Moreover if Kv D v, then jvj2  jvj2  ˇjwj2 holds

from (25). Hence w D 0, and consequently v D Kv D Aw D 0. t
u
Now suppose that  > 0 is an eigenvalue of L. We set
0 1 0 1

0 H #† 
 A† h 
 A† h
g D @ l #†   j† A D @  j† A C  Q#† (26)

0 r† #† 0
Incompressible Two-Phase Flows with Phase Transitions 431

with Q D .
0 H ; .l = /;
0 r† /T to obtain

ij
.h; j† ; P† u/T D S g; S D .S /1i;j3 : (27)

We recall (23). Since

.l = /j† C 

0 H h
0 div† P† u D Q S g
D  Q S Q#† Q S .
 A† h;  j† ; 0/T ;

(23) is equivalent to
 
.   d † C DH
 C  Q S Q/#† D Q S .
 A† h;  j† ; 0/ :
T
(28)


Observing that    d † C DH  C  Q S Q is injective for   0, we solve
the equation above for #† to the result

#† D L Q S .
 A† h;  j† ; 0/T

 1
with L D .   d † C DH
 C  Q S Q/ . We set

S Q D .u1 ; u2 ; u3 /T :

Combining (26)–(28), we obtain

0 1 0 1 0 1
h
 A† h
 A† h
@ j† A D  S QL .S Q/ @  j† A  S @  j† A
P† u 0 0
0 1

 A† h
D .S   S QL Q S / @  j† A : (29)
0

In order to obtain the positivity of S   S QL Q S , we symmetrize it as

1=2 1=2 1=2 1=2 1=2 1=2

S   S QL Q S D S .I   S QL Q S /S DW S .I  K/S ;

with
1=2 1=2
K D  S QL Q S D A.A A C B/1 A :

1=2 1=2
Here we have set A D  S Q with domain D.A/ D H21 .†/ and B D   
2
d † C DH with domain D.B/ D H2 .†/. Furthermore, H D L2 .†/ and V D
2
L2 .†/  L2 .†I T†/.
432 J. Prüss et al.

By Lemma 4.2, we know jKj  1, therefore it holds that

1=2 1=2 1=2

.S v   S QL Q S v j v/ D jS vj2  .KS v j S v/
1=2 1=2
 jS vj2  jKjjS vj2  0;

which shows the positivity of S   S QL Q S .

Writing the upper left 2  2 block of S   S QL Q S as
1 
R R
S0 WD ;
R R2

S0 is also positive. Then by (29) it holds that

    1   
h 0
 A† h 0 h R R
 A† h 0
CS C D C 2 D :
0  j† j† 0 R R C 1=  j† 0
(30)

The following lemma is needed to solve (30).

Lemma 4.3 (Schur) Let H be a Hilbert space, S; T; R 2 B.H/, S D S , T D T 
and suppose that T is invertible. If

S R
0 on H  H;
R T

then S  R T 1 R  0 on H.
Proof For x fixed, we set .x; y/T D .x; T 1 Rx/T . Then
  ˇ  
S R x ˇˇ x
0 D ..S  R T 1 R/x j x/;
R T y ˇ y

and this proves the assertion. t

u
Since S0 is positive, R1 and R2 are positive as well. This implies, in particular,
that .R2 C "/ is positive definite for any " > 0. Thus (30) is equivalent to the
equation

1 1
h C .R1  R .R2 C / R /
 A† h D 0: (31)


We first show that

1 1
R1  R .R2 C / R W L2;0 .†/ ! L2;0 .†/

Incompressible Two-Phase Flows with Phase Transitions 433

is injective. Let
 !
S R R1 R
WD
R T R R C 21
2

and observe that the assertion of Lemma 4.3 holds true for this matrix with H D
L2;0 .†/. Suppose .R1  R .R2 C 1 /1 R /h D 0 for some h 2 L2;0 .†/. Then

1 1
0 D ..R1  R .R2 C / R /hjh/

1 1 1
D ..S  R T 1 R/hjh/ C .T 1 .T C / RhjRh/  cjRhj2  0:
2 2

Thus, Rh D 0, and then also Sh D 0. (That is, R1 h D 0). This implies
1=2 1=2
0 D .S0 .h; 0/j.h; 0// D ..I  K/S .h; 0; 0/jS .h; 0; 0//: (32)
1=2
We conclude that .I  K/S .h; 0; 0/ D .0; 0; 0/, and Lemma 4.2 then yields
1=2
S .h; 0; 0/ D .0; 0; 0/. Therefore, S .h; 0; 0/ D .0; 0; 0/, and in particular
S11 h D 0. We can now, at last, infer from Proposition 4.1(v) that h D 0.
An analogous argument shows that R1 W L2;0 .†/ ! L2;0 .†/ is injective as
well. Indeed, if R1 h D 0 for some h 2 L2;0 .†/, then (32) holds, and the proof
proceeds just as above. We note that R1 admits a representation

R1 D S11 .I  C /

on L2;0 .†/, with C a compact operator. Since R1 is injective on L2;0 .†/, .I C /
must be so as well. Consequently, .I  C / is a bijection as it has Fredholm index
zero. Proposition 4.1(v) then implies

R1 2 Isom.L2;0 .†/; L2;0 .†/ \ H21 .†//;

i.e., R1 is an isomorphism between the indicated spaces.

A similar argument now shows that

1 1
R1  R .R2 C / R 2 Isom.L2;0 .†/; L2;0 .†/ \ H21 .†//:

1 1
Setting T WD ŒR1  R .R2 C 1
 / R  , Eq. (31) can be written as

T h C
 A† h D 0:

This equation can be treated in the same way as in [15]. As a conclusion,

B WD T C
 A†
434 J. Prüss et al.

has a nontrivial kernel for some 0 > 0, which implies that L has a positive
eigenvalue. Even more is true. We have seen that B is positive definite for large
 and B0 D
 A† has 
.n  1/=R2 as an eigenvalue of multiplicity m  1 in
L2;0 .†/. Therefore, as  increases to infinity, m1 eigenvalues k ./ of B must
cross through zero, this way inducing m  1 positive eigenvalues of L.
8. Next we look at the eigenvalue  D 0. Then (21) yields

1=2 1=2 1=2

2j D.u/j22 C  jj† j2† C  .jd r#j22 C jd r† #† j2† / D 0;

hence # is constant, D.u/ D 0 and j† D 0 by the flux condition for #. This

further implies that ŒŒu D 0, and therefore Korn’s inequality yields ru D 0 and
then we have u D 0 by the no-slip condition on @. This implies further that
the pressures are constant in the phases and ŒŒ D 
 A† h C 
0 H #† ; as
well as ŒŒ= D l #. Thus the dimension of the eigenspace for eigenvalue
 D 0 is the same as the dimension of the manifold of equilibria, namely mn C 2
if 1 has m  1 components. We set † D [1km †k . Hence, † consists of m
spheres †k , k D 1; : : : ; m, of equal radius with †k \ †j D ;, l ¤ j, †k  ,
k D 1; : : : ; m. The kernel of L is spanned by e#;#† D .0; 1; 1; 0/, eh D .0; 0; 0; 1/,
eik D .0; 0; 0; Yki / with the spherical harmonics Yki of degree one for the spheres
†k , i D 1; : : : ; n, k D 1; : : : ; m.
To show that the equilibria are normally stable or normally hyperbolic, it remains
to prove that  D 0 is semi-simple. So suppose we have a solution of L.u; #; h/ D
P
i;k ˛ik eik C ˇe;#˙ C ıeh . This means

 u C r D 0 in  n †;
div u D 0 in  n †;
P† ŒŒu D 0 on †;
ŒŒT.u; ;  / †  C
 A† h † 
0 H #† † 
0 r† #† D0 in †;
uD0 on @:
(33)
d # D  ˇ in  n †;
ŒŒ# D 0 on †;
(34)
d † #†  .l = /j†  ŒŒd @ † # 
0 div† u† D  ˇ on †;
@ # D 0 on @:

ŒŒT.u; ;  / †  † = C l #† C ı j† D 0 on †;
X (35)
ŒŒu  † =ŒŒ D ˛ik Yki C ı on †:
i;k
Incompressible Two-Phase Flows with Phase Transitions 435

We have to show ˛ik D ˇ D ı D 0 for all i; k. By div u D 0, we have

X Z Z
ıj†j D ıj†j C ˛ik Yki d† D  ŒŒu  † =ŒŒ d† D 0;
i;k † †

R
which implies ı D 0. Since † j† d† D 0 we have
Z Z
ˇŒ. j1/ C  j†j D 
0 div† u† d† D
0 H u†  † d†
† †
Z
D
0 H ŒŒu  † =ŒŒ d† D 0;
†

which implies ˇ D 0.
Integrating and adding up the first equation of (33) multiplied by u, the fourth
equation of (33) multiplied by u† , the first equation of (34) multiplied by  #, the
third equation of (34) multiplied by  #† , and the first equation of (35) multiplied
by j† , we obtain

1=2 1=2 1=2

2j D.u/j22 C  jj† j2† C  .jd r#j22 C jd r† #† j2† / C
 .A† hj †  u† /† D 0:

Next we observe that

X
.A† h j †  u† /† D .A† h j ŒŒu  † =ŒŒ/† D  ˛ik .A† h j Yki /† D 0;
i;k

since A† is self-adjoint and the spherical harmonics Yki are in the kernel of A† . We
can now conclude that u† D u  j† † = D 0, and hence
X
0 D u †  † D  ˛ik Yki :
i;k

Thus ˛ik D 0 for 1  i  n, 1  k  m, as the spherical harmonics Yki are linearly

independent. Therefore, the eigenvalue  D 0 is semi-simple.
9. Let us summarize what we have proved.
Theorem 4.4 Let L denote the linearization at e WD .0;  ;  j† ; †/ 2 E as
defined above. Then L generates a compact analytic C0 -semigroup in X0 which
has maximal Lp -regularity. The spectrum of L consists only of eigenvalues of
finite algebraic multiplicity. Moreover, the following assertions are valid.
(i) The operator L has no eigenvalues  ¤ 0 with nonnegative real part if
and only if † is connected.
(ii) If † is disconnected, then L has precisely m  1 positive eigenvalues.
(iii)  D 0 is an eigenvalue of L and it is semi-simple.
436 J. Prüss et al.

(iv) The kernel N.L/ of L is isomorphic to the tangent space Te E of the manifold
of equilibria E at e .
Consequently, e D .0;  ;  j† ; †/ 2 E is normally stable if and only if † is
connected, and normally hyperbolic if and only if † is disconnected.

5 Nonlinear Stability of Equilibria

1. We look at Problem (4), (5) in the neighborhood of a non-degenerate equilibrium

e D .0;  ;  / 2 E. Employing a Hanzawa transform with reference manifold
† D  as in [15, Sect. 3], the transformed problem becomes

@t u   u C r D Fu .u; ; #; h/;

div u D Gd .u; h/
P† ŒŒu D Gu .u; h/
2P† ŒŒ D.u/ †   
0 r† #† D G .u; #; #† ; h/;
2ŒŒ D.u/ †  †  C ŒŒ C
 A† h  
0 H #† D G .u; #; h/ C G ;
2ŒŒ D.u/ †  † = C ŒŒ= C l #† C  j† D Gh .u; #; h/;
u D 0;
u.0/ D u0 ;
(36)
with G D G .#† ; h/, where  D . /,
 D
. /,
0 D
0 . /, l D l. /,
 D . /, and

A† D H 0 .0/ D .n  1/=R2  † :

For the relative temperature # D .   /= we obtain

 @t #  d # D F .u; #; h/ in  n †;
 @t #†  d † #†  .l = /j† 
ŒŒd @ † # 
0 div† u† D G .u; #; #† ; h/ on †;
(37)
ŒŒ# D 0 on †;
@ # D 0 on @;
#.0/ D #0 in ;
Incompressible Two-Phase Flows with Phase Transitions 437

with  D . /, d D d. /,  D  . /, d D d . /. Finally, the evolution
of h is determined by

@t h  ŒŒu  † =ŒŒ D Fh .u; h/ on †;

(38)
h.0/ D h0 :

Here Fu , Gd , Gu , G , F , Fh are the same as in the case

where is constant; see [15,
Sect. 3], and

G .u; #; #† ; h/ D 2P† ŒŒ../  . //D.u/ †   2P† ŒŒ./D.u/M0 .h/r† h

 P† ŒŒ./.M1 .h/ru C ŒM1 .h/ruT /. †  M0 .h/r† h/
C ŒŒ./..I  M1 /ru C Œ.I  M1 /ruT /
. †  M0 r† h/  † M0 .h/r† h
  .
0 0
 .
.† /=ˇ.h//r† #†
  .
0 .† /=ˇ.h//P† .I  P .h/M0 .h//r† #†
C .
0 .† /=ˇ.h//.P .h/M0 .h/r† #†  † /M0 .h/r† h;

G .#† ; h/ D
.† /H.h/ 
. /H 0 .0/h  
0 H #†
C 
0 .† /=ˇ.h/.P .h/M0 .h/r† #†  M0 .h/r† h/;

G .u; #; #† ; h/ D .   .† //@t #†   .† /u†  P .h/M0 .h/r† #†

 .d  d .† //† #†
 .d .† /† #†  trfP .h/M0 .h/r†
.d .† /P .h/M0 .h/r† #† /g/
 ŒŒd @ † # C ŒŒd./.I  M1 .h//r† #†   
 .
0 div u†  .† = /
0 .† /trfP .h/M0 .h/r† u† g/
 .1= /.l. /j†  l.† /j / C ..† /= /j2 ;

Gh .u; #; h/ D 2ŒŒ../  . //D.u/ †  † =

 2.ŒŒ./D.u/ †  † =  ŒŒ./D.u/    =/
 ŒŒ./.M1 .h/ C ŒM1 .h/T /    =
0 0
 .ŒŒ ./ C  ŒŒ . /   ŒŒ . /#† /
 ../j  . /j† /  ŒŒ.1=22 /j2 ;
438 J. Prüss et al.

cf. [15, Sect. 2] for the definition of M0 .h/, M1 .h/, P .h/, and ˇ.h/.
Moreover,

 D ˇ.h/. †  M0 .h/r† h/; j D ŒŒu   =ŒŒ1=; j† D ŒŒu  † =ŒŒ1=:

The nonlinearities are C1 from E to F, satisfying .Fi0 .0/; G0k .0// D .0; 0/ for all
i 2 fu; ; hg and k 2 fd; u; ; ; ; h; g.
The state manifold locally near the equilibrium e D .0;  ;  / reads as
n
SM WD .u; #; h/ 2 Lp ./nC1  C2 .†/ W (39)

.u; #/ 2 Wp22=p . n †/nC1 ; h 2 Wp32=p .†/;

div u D Gd .u; h/ in  n †; u D 0; @  D 0 on @;
P† ŒŒu D Gu .u; #; h/; ŒŒ# D 0 on †;
o
 2P† ŒŒ D.u/ †   
0 r† # D G .u; #; #† ; h/ on † :

Note that only .u; #; h/ need to be considered as state manifold for the flows, as #†
is the trace of #, and the pressure  can be recovered from the flow variables,
as in [15]. Due to the compatibility conditions this is a nonlinear manifold. By
parameterizing this manifold over its tangent space
n
SX WD .u; #; h/ 2 Lp ./nC1  C2 .†/ W

.u; #/ 2 Wp22=p . n †/nC1 ; h 2 Wp32=p .†/;

div u D 0 in  n †; u D 0; @  D 0 on @;
o
P† ŒŒu D 0; ŒŒ# D 0; 2P† ŒŒ D.u/ †   
0 r† # D 0 on † ;

the nonlinear problem (36)–(38) is written in the form studied in [15], where the
generalized principle of linear stability is proved for the problem with constant
surface tension. An adaption of this proof implies the following result.
Theorem 5.1 Let p > n C 2, 1 ; 2 > 0, 1 ¤ 2 , and suppose the assumptions
(a), (b), (c) in Sect. 1. Then in the topology of the state manifold SM we have:
(i) .0;  ;  / 2 E is stable if and only if  is connected.
(ii) Any solution starting in a neighborhood of a stable equilibrium exists globally
and converges to a possibly different stable equilibrium in the topology of SM.
(iii) Any solution starting and staying in a neighborhood of an unstable equilibrium
exists globally and converges to a possibly different unstable equilibrium in the
topology of SM.
Incompressible Two-Phase Flows with Phase Transitions 439

6 Qualitative Behaviour of the Semiflow

In this section we study the global properties of problem (4), (5), following the
approach of [15, Sect. 6].
Recall that the closed C2 -hypersurfaces contained in  form a C2 -manifold,
which we denote by MH2 ./ as in [15, Sect. 2]. The charts are the parameteri-
zations over a given hypersurface †, and the tangent space consists of the normal
vector fields on †. We define a metric on MH2 ./ by means of

dMH2 .†1 ; †2 / WD dH .N 2 †1 ; N 2 †2 /;

where dH denotes the Hausdorff metric on the compact subsets of Rn . This way
MH2 ./ becomes a Banach manifold of class C2 .
Let d† .x/ denote the signed distance for †. We may then define the level function
'† by means of

'† .x/ D .d† .x//; x 2 Rn ;

where

.s/ D s.1  .s=a// C sgn s .s=a/; s 2 R:

It is easy to see that † D '†1 .0/, and r'† .x/ D † .x/, for each x 2 †. Moreover,
 D 0 is an eigenvalue of r 2 '† .x/, the remaining eigenvalues of r 2 '† .x/ are the
principal curvatures j of † at x 2 †.
If we consider the subset MH2 .; r/ of MH2 ./ which consists of all closed
hyper-surfaces  2 MH2 ./ such that    satisfies the ball condition with
fixed radius r > 0 then the map ˆ W MH2 .; r/ ! C2 ./ N defined by ˆ./ D '
is an isomorphism of the metric space MH .; r/ onto ˆ.MH2 .; r//  C2 ./.
2 N
2
Let s  .n  1/=p > 2; for  2 MH .; r/, we define  2 Wp .; r/ if ' 2
s

Wps ./. In this case the local charts for  can be chosen of class Wps as well. A subset
A  Wps .; r/ is (relatively) compact, if and only if ˆ.A/  Wps ./ is (relatively)
compact.
As an ambient space for the state manifold SM of Problem (1)–(3) we
consider the product space Lp ./nC1  MH2 ./ and set
n
SM WD .u; ; / 2 Lp ./nC1  MH2 ./ W

.u; / 2 Wp22=p . n /nC1 ; 0 <  < c ;  2 Wp32=p ;

div u D 0 in  n ; u D @  D 0 on @;
P ŒŒu D 0; ŒŒ D 0 on ;
o
2P ŒŒ./D.u/   C
0 ./r  D 0 on  :
440 J. Prüss et al.

Charts for these manifolds are obtained by the charts induced by MH2 ./,
followed by a Hanzawa transformation.
Applying Theorem 3.3 and re-parameterizing the interface repeatedly, we see
that (1)–(3) yields a local semiflow on SM .
Theorem 6.1 Let p > n C 2,
; 1 ; 2 > 0, 1 ¤ 2 , and suppose the assumptions
(a), (b), (c) in Sect. 1.
Then problem (4), (5) generates a local semiflow on the state manifold SM .
Each solution .u; ; / of the problem exists on a maximal time interval Œ0; t /,
where t D t .u0 ; 0 ; 0 /.
Again we note that the pressure  as well as the phase flux j and  are dummy
variables which are determined for each t by the principal variables .u; ; /. In fact,

j D ŒŒu   =ŒŒ1=;

 is the trace of , and  is determined by the weak transmission problem

.rjr=/L2 ./
D .21 div../D.u//  u  rujr/L2 ./ ;  2 Hp10 ./;  D 0 on ;

ŒŒ D 2ŒŒ./D.u/    C
. /H  ŒŒ1=j2 on ;
ŒŒ= D 2ŒŒ../=/D.u/      ŒŒ1=.22 /j2  ŒŒ ./  . /j on ;

Concerning such transmission problems we refer to [7].

6.1 Convergence

There are several obstructions against global existence:

• regularity: the norms of either u.t/, .t/, or .t/ become unbounded;
• geometry: the topology of the interface changes; or the interface touches the
boundary of .
• well-posedness: the temperature leaves the range 0 < .t/ < c .
Note that the compatibility conditions,

div u.t/ D 0 in  n .t/; u D 0; @  D 0 on @;

P ŒŒu.t/ D 0; ŒŒ D 0; P ŒŒ./.ru C ŒruT /   C
0 . /r  D 0 on .t/;

are preserved by the semiflow.

Let .u; ; / be a solution in the state manifold SM with maximal interval
Œ0; t /. By the uniform ball condition we mean the existence of a radius r0 > 0
Incompressible Two-Phase Flows with Phase Transitions 441

such that for each t, at each point x 2 .t/ there exists centers xi 2 i .t/ such that
Br0 .xi /  i and .t/ \ BN r0 .xi / D fxg, i D 1; 2. Note that this condition bounds
the curvature of .t/, prevents parts of it to touch the outer boundary @, and to
undergo topological changes. Hence if this condition holds, then the volumes of the
phases are preserved.
With this property, combining the local semiflow for (4), (5) with the Lyapunov
functional, i.e., the negative total entropy, and compactness we obtain the following
result.
Theorem 6.2 Let p > n C 2, 1 ; 2 > 0, 1 ¤ 2 , and suppose the assumptions (a),
(b), (c) in Sect. 1. Suppose that .u; ; / is a solution of (4), (5) in the state manifold
SM on its maximal time interval Œ0; t /. Assume that the following conditions hold
on Œ0; t /:
(i) sup0<t<t .ju.t/jW 22=p ; j.t/jW 22=p ; j.t/jW 32=p / < 1;
p p p
(ii) .t/ satisfies the uniform ball condition;
N
(iii) inf0<t<t .t/ > 0 and sup0<t<t .t/ < c on .
Then t D 1, i.e. the solution exists globally, and its limit set !C .u; ; /  E
is non-empty. If further .0; 1 ; 1 / 2 !C .u; ; / with 1 connected, then the
solution converges in SM to this equilibrium.
Conversely, if .u.t/; .t/; .t// is a global solution in SM which converges to an
equilibrium .0;  ;  / 2 E in SM as t ! 1, then (i), (ii) and (iii) are valid.
Proof The assertions follow by similar arguments as in the proof of Theorem 6.2
in [15]. u
t

Acknowledgements The work of SS was partially supported by JSPS Grant-in-Aid for Scientific
Research (B) #24340025 and Challenging Exploratory Research #23654048. The work of GS was
partially supported by a grant from the Simons Foundation (#245959) and by a grant from NSF
(DMS-1265579).

References

1. D.M. Anderson, P. Cermelli, E. Fried, M.E. Gurtin, G.B. McFadden, General dynamical sharp-
interface conditions for phase transformations in viscous heat-conducting fluids. J. Fluid Mech.
581, 323–370 (2007)
2. K.S. Das, C.A. Ward, Surface thermal capacity and its effect on the boundary conditions of
fluid-fluid interfaces. Phys. Rev. E 75, 065303 (2007)
3. R. Denk, M. Hieber, J. Prüss, R-boundedness, Fourier multipliers, and problems of elliptic and
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2003)
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with inhomogeneous data. Math. Z. 257, 193–224 (2007)
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dynamics of relaxation type. J. Funct. Anal. 255, 3149–3187 (2008)
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442 J. Prüss et al.

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Stokes equations with surface tension. Math. Ann. 356, 737–792 (2013)
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285, 1–39 (2003)
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On the Nash-Moser Iteration Technique

Paolo Secchi

Dedicated to Professor Y. Shibata in occasion of his 60-th

birthday

Abstract The aim of this work is to provide a brief presentation of the Nash-Moser
iteration technique for the resolution of nonlinear equations, where the linearized
equations admit estimates with a loss of regularity with respect to the given data.

Keywords Characteristic free boundary • Compressible Euler equations •

Implicit function theorems • Nash-Moser theorem • Nonlinear hyperbolic systems

1 Introduction

The aim of this work is to provide a brief presentation of the Nash-Moser iteration
method for the resolution of nonlinear equations, where the linearized equations
admit estimates with a loss of regularity with respect to the given data. This method
was originally introduced by Nash in [16] for solving the isometric embedding
problem. Moser in [14, 15] simplified the method at the expense of a loss of
regularity, and showed how to apply it in a more general setting. Since then, this
iteration technique is known as the Nash-Moser method. Hörmander, in his paper
[10] on the boundary problem of physical geodesy, improved on Moser’s scheme by
reducing the loss of regularity, using a scheme more similar to Nash’s original.
Our personal interest is motivated by the study of certain characteristic free-
boundary problems for systems of nonlinear conservation laws that arise in fluid
dynamics. Interesting and challenging problems arise when the unknown free-
boundary is weakly but not strongly stable, i.e. the Kreiss-Lopatinskiı̆ condition only
holds in weak form. A typical difficulty in the analysis of weakly stable problems
is the loss of regularity in the a priori estimates of solutions. Short-time existence
results have been obtained for various weakly stable nonlinear problems, typically

P. Secchi ()
DICATAM, Section of Mathematics, University of Brescia, Via Valotti 9, 25133 Brescia, Italy
e-mail: [email protected]

© Springer Basel 2016 443

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_23
444 P. Secchi

by the use of a Nash-Moser scheme to compensate for the loss of derivatives in the
linearized energy estimates.
Alinhac [1] used a modified version of Hörmander’s scheme to prove the short-
time existence of rarefaction waves for a class of conservation laws. More recently,
Coulombel and Secchi [6] introduced an additional modification to prove the
existence of compressible vortex sheets for the two dimensional Euler equations,
provided the Mach number is sufficiently large. A scheme similar to the one used
in [6] is also considered by Trakhinin in the paper [19] on current-vortex sheets
(see also [5]) and by Secchi and Trakhinin in the paper [18] on the plasma-vacuum
interface problem.
In this paper we aim to provide a brief presentation of the Nash-Moser iteration
method, whilst keeping in mind that our main interest is the application to PDE
problems. We present a simplified version of the scheme of Coulombel and Secchi
[6]; our exposition is also much indebted with [2]. We refer to [2, 9, 11] for a general
description of the method. Other related classical references are [3, 4, 13, 17], see
also the recent paper [7].
Finally, it is interesting to recall that the isometric embedding problem, originally
solved by Nash with this method, was solved much later with an ordinary fixed-point
argument, see [8]. Nevertheless, the Nash-Moser method remains a fundamental
tool of nonlinear analysis for the study of perturbation problems.
Given F W X ! Y, with X; Y Banach spaces, suppose we wish to solve the
nonlinear equation

F .u/ D f : (1)

We assume F .0/ D 0; here f is a given “small” perturbation and we look for a

solution u close to 0.
Assume F is continuously differentiable and the differential dF./ is invertible
in a neighborhood of u D 0, so that F is locally invertible. One of the most classical
methods for solving such a nonlinear equation via linearization is Newton iteration
method, where the approximating sequence is defined by

u0 D 0;
(2)
ukC1 D uk C .dF .uk //1 . f  F .uk //; k  1:

It is well-known that Newton’s method has a fast convergence rate:

kukC1  uk kX  Ckuk  uk1 k2X :

However, for this scheme to make sense, we need the inverse .dF .u//1 . In fact, the
linearized equation

dF .u/v D g (3)
On the Nash-Moser Iteration Technique 445

may be difficult or impossible to solve for v 2 X, hence we may not be able to

define .dF .u//1 in a neighborhood of u D 0.
In order to introduce the typical situations in which we may recourse to the Nash-
Moser method, let us change the formulation as follows.
Instead of single spaces X; Y, suppose we are given scales of Banach spaces
X0  X1      Xm  : : : with increasing norms k  kXm , m  0, and spaces
Y0  Y1      Ym  : : : with increasing norms k  kYm , m  0. For instance
Xm D H m (Sobolev spaces) or Xs D Cs (Hölder spaces). Having in mind possible
applications to nonlinear hyperbolic equations where the natural function spaces are
the Sobolev spaces H m , we will consider Banach scales Xm ; Ym with discrete indices
m (instead of a continuous parameter s 2 R).
We again wish to solve (1) where now F W Xm ! Ym for every m  0, but dF ./
is only invertible between Ym and Xms , with a loss of regularity of order s. To be
more specific, let us suppose that we have a solution v of (3) satisfying, for some
given u, an estimate of the form

kvkXm  CkgkYmCs

for all m (in a finite interval), s being a fixed number. In this case we say that
the equation is solved with a “loss of s derivatives”(clearly in arbitrary families
of spaces Xm ; Ym this expression cannot make sense).
Trying to apply again Newton’s method (2) we would get

u k 2 Xm ;
ukC1 D uk C .dF .uk //1 . f  F .uk // 2 Xms
„ ƒ‚ …
2 Ym

with a finite loss of regularity at each step. Iteration is then impossible.

Furthermore, this loss s may be doubled by a loss s0 due to the cost of solving (3)
in terms of information about the coefficients of the equation, that is about u. Let us
suppose, for example, that the solution v satisfies an estimate of the form
 
kvkXm  C kgkYmCs C kgkYm0 kukXmCs0 (4)

for all m, with m0 ; s and s0 fixed. In Newton’s method, which uses dF .uk / to
calculate ukC1 , the solution to one step becomes the coefficient of the next, and
the loss s0 is added to s.
We will see that the nature of this double loss of derivatives determines the
applicability of the Nash-Moser technique. Roughly speaking, it is sufficient for
the losses s and s0 to be fixed, in which case (4) is said to be a “tame” estimate.
To overcome this difficulty, the key idea of Nash was to modify Newton’s
scheme (2) by including a smoothing operator at each step to compensate for the
loss of regularity. Let us set ukC1 D uk C ıuk and write (2) as

ıuk D .dF .uk //1 gk ; gk D f  F .uk /:

446 P. Secchi

Now let us suppose we have a family of smoothing operators fSX ./g 1

SX ./ W X0 ! X1 WD \m0 Xm

satisfying SX ./ ! Id as  ! 1 and other properties that will be detailed later

on.1 We modify the scheme by setting2

ıuk D .dF .SX .k /uk //1 SY .k /gk ; (5)

where fk gk1 is a sequence such that k ! 1 as k ! 1. Since SX .k / ! IdX

and SY .k / ! IdY as k ! 1, the scheme looks like Newton iteration for large
k, so we might expect it to converge under certain conditions. In fact, balancing in
appropriate way the fast convergence rate of Newton’s scheme and loss of regularity
gives the convergence of the approximating sequence.
In applications, very often one observes a rather big difference of regularity
between the solution u and the data f . That is, generally the regularity of the solution
is not optimal compared with the regularity of the data that appear exaggerated.
Thus, other modifications to the scheme are introduced in order to reduce this
difference of regularity. In this paper, we will not insist on this feature of the method.
Depending on the particular problem under consideration, sometimes after
having solved the equation by the Nash-Moser technique, one can try to get the
optimal regularity of solution, see [12].

2 Statement of the Nash-Moser Theorem

We first give the main assumptions on the function F .

Assumption 2.1 For all u 2 U \ X1 , where U is a bounded open neighborhood
of 0 in Xm0 for some m0  0, the function F W Xm ! Ym is twice differentiable and
satisfies the tame estimate


kd2 F .u/.v1 ; v2 /kYm  C kv1 kXmCr kv2 kXm0 C kv1 kXm0 kv2 kXmCr

C kv1 kXm0 kv2 kXm0 .1 C kukXmCr0 / (6)

for all m  0 and for all v1 ; v2 2 X1 , for some fixed integers r; r0  0. The constant
C is bounded for m bounded.

1
Similar smoothing operators SY . / W Y0 ! Y1 WD \m0 Ym are introduced as well.
2
Following Hörmander’s method [2, 11], in the sequel our iteration scheme will be a little more
elaborated than in (5).
On the Nash-Moser Iteration Technique 447

Assumption 2.2 For all u 2 U \ X1 there exists a linear mapping ‰.u/ W Y1 !

X1 such that dF .u/‰.u/ D Id, and satisfying the tame estimate
 
k‰.u/gkXm  C kgkYmCs C kgkYm0 kukXmCs0 (7)

for all m  0 and some fixed integers s; s0  0. The constant C is bounded for m
bounded.
The method requires a family of smoothing operators; for its construction in
Sobolev and Hölder spaces we refer the reader to [1, 2].
Definition 2.3 The decreasing family of Banach spaces fXm gm0 satisfies the
smoothing hypothesis if there exists a family fS g 1 of operators S W X0 ! X1 WD
\m0 Xm such that

kS ukXˇ  C  .ˇ˛/C kukX˛ 8 ˛; ˇ  0 ; (8a)

kS u  ukXˇ  C  ˇ˛ kukX˛ 0  ˇ  ˛; (8b)

d
k S ukXˇ  C  ˇ˛1 kukX˛ 8 ˛; ˇ  0 : (8c)
d

Here we use the classical notation .ˇ  ˛/C WD max.0; ˇ  ˛/. The constants in the
inequalities are uniform with respect to ˛; ˇ, when ˛; ˇ belong to some bounded
interval.
In the decreasing family of Banach spaces fYm gm0 we will introduce similar
smoothing operators SY ./ W Y0 ! Y1 WD \m0 Ym . To not overload the notation
such smoothing operators SY ./ will be again denoted by S :
Now we can give our statement of the Nash-Moser theorem.
Theorem 2.4 Let fXm gm0 and fYm gm0 be two decreasing family of Banach
spaces, each satisfying the smoothing hypothesis, and assume that both Assump-
tions 6 and 7 hold. Let m0 be a positive integer such that m0  m0 C maxfr; r0 g C
maxfs; s0 g.
i) There exists a constant 0 <   1 such that if f 2 Ym0 CsC1 with

kf kYm0 CsC1  ;

the equation F .u/ D f has a solution u 2 Xm0 , in the sense that there exists a
sequence fun g  X1 such that un ! u in Xm0 , F.un / ! f in Ym0 Cs , as n ! 1.
ii) Moreover, if there exists m00 > m0 such that f 2 Ym00 CsC1 , then the solution
constructed u 2 Xm00 .
As for the regularity of u see Remark 3.10 at the end of Sect. 3.6.
448 P. Secchi

3 Proof of Theorem 2.4

3.1 Description of the Iterative Scheme

The scheme starts from u0 D 0. Assume that uk are already given for k D 0; : : : ; n.
We consider

unC1 D un C ıun ; (9)

where the differences ıun will be specified later on. Given 0  1, let us set n WD
.02 C n/1=2 , and consider the smoothing operators Sn . We decompose

F.unC1 /  F .un / D dF .un /.ıun / C e0n D dF .Sn un /.ıun / C e0n C e00n ;

where e0n denotes the usual “quadratic”error of Newton’s scheme, and e00n the
“substitution”error. Let us also set

en WD e0n C e00n : (10)

The iteration proceeds as follows. Assume that f is as in the statement of the

theorem. Given

u0 WD 0 ; f0 WD S0 f ; E0 WD 0 ;
u1 ; : : : ; un ; f1 ; : : : ; fn1 ; e0 ; : : : ; en1 ;

we first compute for n  1

X
n1
En WD ek : (11)
kD0

These are the accumulated errors at the step n. Then we compute fn from the
equations:

X
n
fk C Sn En D Sn f ; (12)
kD0

and we solve the linear equation

dF .Sn un / ıun D fn ; (13)

finding ıun . Finally, we compute en from

F .unC1 /  F .un / D fn C en : (14)

On the Nash-Moser Iteration Technique 449

For n D 0 we only consider (13), (14) and compute u1 ; e0 . Adding (14) from 0 to
N, and combining with (12) gives

F .uNC1 /  f D .SN  I/f C .I  SN /EN C eN : (15)

Because SN ! I as N ! C1, and since we expect eN ! 0, we will formally

obtain the solution of the problem (1) from

F .uNC1 / ! f :

3.2 Introduction of the Iterative Scheme

We recall that the sequence fn gn0 is defined by n WD .02 Cn/1=2 ; for some 0  1.
Let us denote n WD nC1  n . In particular, the sequence fn g is decreasing, and
tends to zero. Moreover, one has

1 q 1
8n 2 N ;  n D n2 C 1  n  :
3n 2n

Let us take an integer ˛  m0 C 1, a small number 0 < ı < 1, and an integer

˛Q > ˛ that will be chosen later on. Our inductive assumption reads:
(
8 k D 0; : : : ; n  1 ; 8 m 2 Œm0 ; ˛
Q \ N;
.Hn1 /
kıuk kXm  ı km˛1 k :

The next task is to prove that for a suitable choice of the parameters 0  1, and
ı > 0, and for f small enough, .Hn1 / implies .Hn /. In the end, we shall prove that
.H0 / holds for f sufficiently small.
From now on, we assume that .Hn1 / holds. Let us show some basic conse-
quences:
Lemma 3.1 If 0 is big enough, chosen independently of ˛, then for every k D
0; : : : ; n, and for every integer m 2 Œm0 ; ˛,
Q we have

.m˛/C
kuk kXm  ı k ; m 6D ˛ ; (16a)
kuk kX˛  ı log k : (16b)

The proof follows from the triangle inequality, and from the classical com-
parisons between series and integrals. The choice of how large should be 0 is
independent of ˛.
450 P. Secchi

Lemma 3.2 If 0 is big enough, chosen independently of ˛, then for every k D

0; : : : ; n, and for every integer m 2 Œm0 ; ˛Q C maxfr0 ; s0 g, we have

.m˛/C
kSk uk kXm  C ı k ; m 6D ˛; (17a)
kSk uk kX˛  C ı log k : (17b)

For every k D 0; : : : ; n, and for every integer m 2 Œm0 ; ˛,

Q we have

k.I  Sk /uk kXm  C ı km˛ : (18)

The proof follows from Lemma 3.1 and the properties of the smoothing
operators, respectively (8a) for (17) and (8b) for (18). We remark that the choice
of how large should be 0 is independent of ˛.

3.3 Estimate of the Errors

3.3.1 Estimate of the Quadratic Errors

We start by proving an estimate for the quadratic error e0k of the iterative scheme.
Recall that this error is defined by

e0k WD F .ukC1 /  F .uk /  dF.uk /ıuk ; (19)

Lemma 3.3 Assume that ˛  m0 C 1 also satisfies ˛  m0 C r0  r C 1. There exist

ı > 0 sufficiently small, and 0  1 sufficiently large, both chosen independently of
˛, such that for all k D 0; : : : ; n  1, and for all integer m 2 Œm0 ; ˛Q  maxfr; r0 g,
one has
L .m/1
ke0k kYm  C ı 2 k 1 k ; (20)

where L1 .m/ WD maxfm C m0 C r  2˛  2I .m C r0  ˛/C C 2m0  2˛  2g.

Proof The quadratic error given in (19) may be written as
Z 1
e0k D .1  / d 2 F .uk C  ıuk /.ıuk ; ıuk / d :
0

From .Hn1 / and (16a), we have

sup kuk C  ıuk kXm0  2 ı ;

 2Œ0;1
On the Nash-Moser Iteration Technique 451

so for ı sufficiently small we can apply the tame estimate (6). Using .Hn1 / and (16)
we obtain (20). If m C r0 D ˛ we use (16b) with log k  k ; it yields an estimate
of the form (20) if ˛  m0 C r0  r C 1. t
u

3.3.2 Estimate of the Substitution Errors

Now we estimate the substitution error e00k of the iterative scheme, defined by

e00k WD dF .uk /ıuk  dF .Sk uk /ıuk : (21)

Lemma 3.4 Assume that ˛  m0 C 1 also satisfies ˛  m0 C r0  r C 1. There exist

ı > 0 sufficiently small, and 0  1 sufficiently large, both chosen independently of
˛, such that for all k D 0; : : : ; n  1, and for all integer m 2 Œm0 ; ˛Q  maxfr; r0 g,
one has

ke00k kYm  C ı 2 k
L.m/1
k ; (22)

where L.m/ WD maxfm C m0 C r  2˛I .m C r0  ˛/C C 2m0  2˛g.

Proof The substitution error given in (21) may be written as
Z 1
e00k D d2 F .Sk uk C .I  Sk /uk /.ıuk ; .I  Sk /uk / d :
0

As in the calculation for the quadratic error, we first show that we can apply (6) for
ı sufficiently small. Then, the estimate (22) follows from .Hn1 /, (16)–(18). t
u
Adding (20), (22) gives the estimate for the sum of errors defined in (10):
Lemma 3.5 Assume that ˛  m0 C 1 also satisfies ˛  m0 C r0  r C 1. There exist
ı > 0 sufficiently small, and 0  1 sufficiently large, both chosen independently of
˛, such that for all k D 0; : : : ; n  1 and all integer m 2 Œm0 ; ˛Q  maxfr; r0 g, one
has

kek kYm  C ı 2 k
L.m/1
k ; (23)

where L.m/ is defined in Lemma 3.4.

The preceding lemma immediately yields the estimate of the accumulated error
En defined in (11):
Lemma 3.6 Assume that ˛  m0 C 1 also satisfies ˛  m0 C r0  r C 1. Let
˛Q D 2˛ C maxfr; r0 g C 1  m0  r. There exist ı > 0 sufficiently small, 0  1
sufficiently large, both chosen independently of ˛, such that

kEn kYp  C ı 2 nL.p/ ; (24)

where we have set p WD ˛Q  maxfr; r0 g.

452 P. Secchi

Proof For the estimate in Yp of the accumulated error we choose p to be as large as

possible, namely p D ˛Q  maxfr; r0 g. Moreover ˛Q is taken sufficiently large so that
L.p/  1. Then it follows from (23) that

X
n1
kEn kYp  C ı 2 k  C ı 2 nL.p/ ;
L.p/1
k
kD0

which gives (24). We can check that L.p/  1 if

˛Q  minf2˛ C maxfr; r0 g C 1  m0  r; 3˛ C maxfr; r0 g C 1  2m0  r0 g

D 2˛ C maxfr; r0 g C 1  m0  r ;

which explains our choice for ˛.

Q t
u

3.4 Estimate of fn

Going on with the iteration scheme, the next lemma gives the estimates of the source
term fn , defined by Eq. (12):
Lemma 3.7 Let ˛ and ˛Q be given as in Lemma 3.6. There exist ı > 0 sufficiently
small and 0  1 sufficiently large, both chosen independently of ˛, such that for all
integer m 2 Œm0 ; ˛Q C s, one has
˚ 
k fn kYm  C n nm˛s1 k f kY˛Cs C ı 2 nL.m/1 : (25)

Proof From (12) we have

fn D .Sn  Sn1 /f  .Sn  Sn1 /En1  Sn en1 :

Using (8c) gives

k.Sn  Sn1 /f kYm  C n1 n1

m˛s1
k f kY˛Cs (26)

for all m  0. Using (8c), (24) gives

k.Sn  Sn1 /En1 kYm  C n1 ı 2 n1  C n1 ı 2 n1

mp1CL.p/ L.m/1
; (27)

because m  p C L.p/  L.m/ for all m  0. Moreover, from (8a), (23) we get

kSn en1 kYm  C n1 ı 2 n1

L.m/1
; (28)
On the Nash-Moser Iteration Technique 453

p
for all m  m0 . Finally, using n1  n  2n1 and n1  3 n in (26)–(28)
yields (25). t
u

3.5 Proof of Induction

We now consider problem (13), that gives the solution ıun .

Lemma 3.8 Let ˛  m0 C maxfr; r0 g C maxfs; s0 g C 1, and let ˛Q be given as in
Lemma 3.6. If ı > 0 is sufficiently small, 0  1 is sufficiently large, both chosen
independently of ˛, and kf kY˛Cs =ı is sufficiently small, then for all m 2 Œm0 ; ˛,
Q one
has

kıun kXm  ı nm˛1 n : (29)

Proof Let us consider problem (13). By (17a) Sn un satisfies

kSn un kXm0  Cı :

So for ı sufficiently small we may apply (7) in order to obtain

 
kıun kXm  C k fn kYmCs C k fn kYm0 kSn un kXmCs0 : (30)

Estimating the right-hand side of (30) by Lemma 3.7 and (17a) yields

˚ 
kıun kXm  C n nm˛1 k f kY˛Cs C ı 2 nL.mCs/1
˚  .mCs0 ˛/C
C C n nm0 ˛s1 k f kY˛Cs C ı 2 nL.m0 /1 ı n : (31)

One checks that, for ˛  m0 C maxfr; r0 g C maxfs; s0 g C 1, and m 2 Œm0 ; ˛,

Q the
following inequalities hold true:

L.m C s/ < m  ˛ ;
m0  ˛  s C .m C s0  ˛/C  m  ˛ ; (32)
L.m0 / C .m C s0  ˛/C < m  ˛ :

From (31), we thus obtain

 
kıun kXm  C k f kY˛Cs C ı 2 nm˛1 n ; (33)

and (29) follows, for ı > 0 and kf kY˛Cs =ı sufficiently small. t

u
The crucial point of the method is seen in (32): the quadratic nature of the errors
is reflected in the estimate (23) by the presence of the term “2˛”, while the tame
454 P. Secchi

nature of the estimates contributes linearly in m (with jL0 .m/j  1). It is the “2˛”
term which allows (for ˛ sufficiently large) to get (32) and close the induction.
Lemma 3.8 shows that .Hn1 / implies .Hn / provided that ˛  m0 C maxfr; r0 g C
maxfs; s0 g C 1, ˛Q D 2˛ C maxfr; r0 g C 1  m0  r, ı > 0 is small enough, kf kY˛Cs =ı
is small enough, and 0  1 is large enough. We fix ˛, ˛, Q ı > 0, and 0  1, and
we finally prove .H0 /.
Lemma 3.9 If kf kY˛Cs =ı is sufficiently small, then property .H0 / holds.
Proof Let us consider problem (13) for n D 0:

dF .0/ ıu0 D S0 f :

Applying (7) gives

.m˛/C
kıu0 kXm  C kS0 f kYmCs  C 0 kf kY˛Cs :

Then

kıu0 kXm  ı 0m˛1 0 ; m0  m  ˛;

Q

provided kf kY˛Cs =ı is taken sufficiently small. t

u

3.6 Conclusion of the Proof of Theorem 2.4 i)

Given an integer ˛  m0 C maxfr; r0 g C maxfs; s0 g C 1, in agreement with the

requirements of Lemma 3.8, we take ˛Q D 2˛ C maxfr; r0 g C 1  m0  r as in
Lemma 3.6. If ı > 0 and kf kY˛Cs =ı are sufficiently small, 0  1 is sufficiently
large, then .Hn / holds true for all n. Let us set m0 D ˛  1. In particular, from .Hn /
we obtain
X
kıun kXm0 < C1 ; (34)
n0

so the sequence fun g converges in Xm0 towards some limit u 2 Xm0 . From (15) we
have

F.unC1 /  f D .Sn  I/f C .I  Sn /En C en :

Using (8b), (23), (24) we can pass to the limit in the right-hand side in Ym0 Cs and
get

limn!1 F .unC1 / D F .u/ D f :

Therefore u is a solution of (1), and the proof of Theorem 2.4 i) is complete.

On the Nash-Moser Iteration Technique 455

Remark 3.10 In view of (7) with a loss of regularity of order s from g, given f 2
Ym0 CsC1 we could wish to find a solution u 2 Xm0 C1 instead of u 2 Xm0 as above.
The regularity of u follows from the condition m0 < ˛ for the convergence of the
series (34). Working with spaces Xm with integer index the condition yields m0 
˛  1; in spaces with real index it would be enough m0  ˛  , for all  > 0, and
we would get u 2 Xm0 C1 .

3.7 Additional Regularity of the Solution Constructed

Let us now prove assertion ii) of the Nash-Moser theorem. Let us assume that f 2
Ym00 CsC1 , with m00 > m0 . Let us set ˛ 0 D m00 C 1 and define ˛Q 0 accordingly, ˛Q 0 D
2˛ 0 C maxfr; r0 g C 1  m0  r. The proof is obtained by finite induction. For it we
shall use the estimate .Hn / which is now true for all n, and the estimates that can be
obtained from it.
We consider again (31) and remark that the exponents of n of the terms not
involving f are strictly less than m  ˛  1, as shown in (32). On the other hand, the
terms in (31) involving f come from (25), or more precisely from (26). Using the
fact that f is now more regular, we can substitute (26) by

k.Sn  Sn1 /f kYm  C n nm˛s2 k f kY˛CsC1 ;

and, accordingly, instead of (33) we find

 
kıun kXm  C k f kY˛CsC1 C ı 2 nm˛2 n  C nm˛2 n ; 8n  0: (35)

Starting from these new estimates instead of .Hn /, we can revisit the proof of
assertion i). Note that in e0k ; e00k there is at least one factor involving ıun in each
term. Estimating this factor by (35) gives

L.m/2
kek kYm  C ı k k :

Going on with the repetition of the proof we obtain

kEn kYpC1  C ı nL.p/ ;

˚ 
k fn kYm C1  C n nm˛s1 k f kY˛CsC1 C ı 2 nL.m/1 ;
 
kıun kXmC1  C kf kY˛CsC1 C ı nm˛1 n :
456 P. Secchi

This gives the gain of one order. After a finite number of iterations of the same
procedure we find
0
kıun kXm  C nm˛ 1 n for all m 2 Œm0 ; ˛Q 0 :

The conclusion of the proof of assertion ii) follows as for (34).

4 Simplified Case

To understand better the role of parameters in the induction of the proof, let us
assume for simplicity that m0 D 0; r D r0 D s D s0 D 1. Then estimate (23)
holds with L.m/ D m C 1  2˛. The number p D ˛Q  1 in (24) is chosen such that
L.p/ D 1 which yields p D 2˛; ˛Q D 2˛ C 1. To close the induction we choose ˛
from (32) that now reads

m C 2  2˛ < m  ˛ ;
˛  1 C .m C 1  ˛/C  m  ˛ ;
1  2˛ C .m C 1  ˛/C < m  ˛ :

Here it is sufficient to take ˛ > 2, i.e. ˛  3, and .Hn / will hold for all m 2 Œ0; 2˛ C
1. The quadratic nature of the errors with the presence of the term “2˛”allows
(for ˛ sufficiently large) to close the induction. Thus, the same nonlinearity of the
equation is exploited for the convergence of the approximating sequence.

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Rate of Convergence to the Stationary Solution
of the Navier-Stokes Exterior Problem

Masao Yamazaki

Dedicated to Professor Yoshihiro Shibata on the occasion of his

sixtieth birthday

Abstract This paper is concerned with the nonstationary Navier-Stokes equation

in two-dimensional exterior domains with stationary external forces, and provides
the rate of convergence of solutions to the stationary solution under the smallness
condition of the stationary solution.

Keywords Exterior problem • Navier-Stokes equations • Rate of convergence •

Stationary solutions

1 Introduction

Let  be an exterior domain in the two-dimensional space R2 with C3C -boundary

 with some  > 0. We are concerned with stability of the stationary solution of the
following nonstationary Navier-Stokes equation on  with stationary external force
and stationary inhomogeneous boundary data:

@u  
.x; t/  u.x; t/ C u.x; t/  r u.x; t/ C r pQ .x; t/ D f .x/ in   .0; C1/;
@t
(1)
r  u.x; t/ D 0 in   .0; C1/;
(2)
u.x; t/ D a.x/ on   .0; C1/;
(3)

M. Yamazaki ()
Department of Mathematics, Faculty of Science and Engineering, Waseda University, Shinjuku,
Tokyo 169-8555, Japan
e-mail: [email protected]

© Springer Basel 2016 459

H. Amann et al. (eds.), Recent Developments of Mathematical Fluid Mechanics,
Advances in Mathematical Fluid Mechanics, DOI 10.1007/978-3-0348-0939-9_24
460 M. Yamazaki

u.x; t/ ! 0 as jxj ! 1; (4)

u.x; 0/ D u0 .x/ in : (5)

where the vector-valued unknown function u.x; t/, the scalar-valued unknown
function pQ .x; t/, the vector-valued given function a.x/, u0 .x/ and f .x/ stand for the
velocity, the pressure, the stationary boundary data, the initial data and the stationary
external force satisfying the outflow condition
Z
a.x/  n.x/ ds.x/ D 0 (6)


respectively, where n.x/ denotes the outer normal vector at x 2 .

Finn and Smith, in the pioneering work [9], started the study on the stationary
Navier-Stokes equation
 
w.x/ C w.x/  r w.x/ C r.x/ D f .x/ in ; (7)
r  w.x/ D 0 in ; (8)
w.x/ D a.x/ on ; (9)
w.x/ ! w1 as jxj ! 1; (10)

in two-dimensional exterior domains, first in the case with definite velocity w1 ¤ 0

at infinity with no external force. This problem was considered by Gilbarg and
Weinberger [15, 16] and Amick [1, 2]. In particular, Amick [1, 2] considered the
case where the domain is symmetric with respect to the direction of w1 . Then
Galdi and Simader [12] considered the problem for external force f .x/ with little
regularity, and Galdi and Sohr [13], Sazonov [24] and Russo [22] obtained precise
asymptotic behavior of w.x/ and .x/. (For more complete references, see Galdi
[11].)
In order to consider the case w1 D 0, Galdi [10, Sect. 3] and Pileckas and Russo
[21] posed the assumption

The domain  is invariant under the mappings

(D4)
.x1 ; x2 / 7! .x1 ; x2 /; .x1 ; x2 / 7! .x1 ; x2 /

with a specific
 coordinate
 variables .x1 ; x2 /, and assumed that the external force
f .x/ D f1 .x/; f2 .x/ satisfies the condition
(
f1 .x1 ; x2 / D f1 .x1 ; x2 /; f2 .x1 ; x2 / D f2 .x1 ; x2 /;
(U4)
f1 .x1 ; x2 / D f1 .x1 ; x2 /; f2 .x1 ; x2 / D f2 .x1 ; x2 /;
 
and find a solution w.x/ D w1 .x/; w2 .x/ satisfying (U4), which is exactly the
same as [10, (3.18)]. In particular, Pileckas and Russo [21] proved the existence
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 461

of a weak solution with finite Dirichlet integral satisfying (U4) for external force
satisfying (U4) belonging to a suitable class. For related works, see Russo [23] and
the references cited therein.
On the other hand, in this case there seems to be few results on strong solutions
corresponding to the physically reasonable solutions in the three-dimensional case.
There are two points of difficulty. For one thing, typical decay order of stationary
solutions of exterior problems are the same as that of the fundamental solutions of
the Laplacian due to the net force exerted to the obstacle. (See Novotny and Padula
[20], Borchers and Miyakawa [4], Kozono et al. [18].) Here we limit ourselves to
the domains satisfying (D4) above, and the external force and the boundary data
satisfying (U4) above in order to eliminate the net force. In this case the typical
decay order of the solutions is the same as the derivative of the fundamental solution,
which we call critically decaying solutions.
However, in the case n D 2, the product of these functions belongs only in the
weak-L1 space, in which almost no functional analytic tools are available in finding
function spaces where we can apply the Banach fixed point theorem, of which fact
the second difficulty consists. Hence we must rely on pointwise estimates for the
time being. By this method Yamazaki [26, 27] showed the existence of solutions
of the nonlinear equation, for  D R2 and for exterior domains respectively,
under assumptions on symmetry stronger than (D4) and (U4). Yamazaki [27] also
showed that, if the external force decays faster, then the solutions decay faster than
the derivative of the fundamental solution, which we call supercritically decaying
solutions. Nakatsuka [19] recently showed that, if the solution constructed in [27]
is sufficiently small, then it coincides with the on in [21] under symmetry condition
weaker than (U4).
In this article we are concerned with the stability of the stationary solutions
above.
 Putting v.x; t/ D u.x; t/  w.x/ and p.x; t/ D pQ .x; t/  .x/, we see that
v.x; t/; p.x; t/ enjoys the system:

@v  
.x; t/  v.x; t/ C w.x/  r v.x; t/
@t
   
C v.x; t/  r w.x/ C v.x; t/  r v.x; t/ C rp.x; t/ D 0 in   .0; C1/;
(11)
r  v.x; t/ D 0 in   .0; C1/;
(12)
v.x; t/ D 0 on   .0; C1/;
(13)
v.x; t/ ! 0 as jxj ! 1; (14)
v.x; 0/ D v0 .x/ in ; (15)

where v0 .x/ D u0 .x/  w.x/.

462 M. Yamazaki

Then Galdi and Yamazaki [14] showed the global stability of the stationary
solutions above if they are sufficiently small. Namely, we consider the following
two cases:
(C)  is an exterior domain satisfying (D4), w.x/ is a sufficiently small critically
decaying stationary solution satisfying (U4), and v0 .x/ 2 L2
./ is a function
satisfying (U4).
(S)  is an arbitrary exterior domain, w.x/ is a sufficiently small supercritically
decaying stationary solution, and v0 .x/ 2 L2
./ is arbitrary.
Then there uniquely exists a time-global solution v.t/ of (11)–(15) belonging to a
q
suitable class. Moreover, v.; t/ tends to 0 in L
./ for every q 2 Œ2; 1/ and in
 1 2
H0 ./ as t ! 1. Precise conditions, statement and notations are introduced in
the next section.  2
The purpose of this paper is to show that v.; t/ tends to 0 also in L1 ./ , and
to obtain the decay rate of kv.; t/kq for 2 < q  1 and krv.; t/k2 as t ! 1.
For this purpose we show some estimates of the resolvent of the perturbed operator
by employing the representation of the Neumann series expansion in Kozono and
Yamazaki [17] as well as the resolvent estimate by Borchers and Varnhorn [5] and
Dan and Shibata [7, 8]. We need also the estimate for fractional powers of the
resolvent as well, due to the fact that the coerciveness holds only for more limited
exponents.
This paper is organized as follows. In Sect. 2 we introduce some function spaces
and state the main result. In Sect. 3 we recall some preliminary results concerning
inequalities and the Stokes semigroup. Section 4 is devoted to the treatment of the
semigroup generated by perturbed operators by the aforementioned manner. Finally
the main result is proved in Sect. 5.

2 Notations and Main Result

We first introduce some function spaces. For a domain   R2 , let C01 ./
denote the set of infinitely differentiable functions on  supported by a compact
1
subset of , and let C0;
./ denote the set of vector-valued functions '.x/ D
   1 2
'1 .x/; '2 .x/ 2 C0 ./ such that div '
0. Next, for a domain  in R2 and
q 2 Œ1; 1, let Lq ./ denote the standard Lebesgue spaces equipped with the norm
kkq . Next, for q 2 .1; 1/ and s > 0, let Hqs .R2 / denote the Sobolev space consisting
of the functions satisfying
 
kukHqs .R2 / D F 1 Œhis FŒu./q < 1;
p
where hi D P qs .R2 / denote the set of functions modulo
1 C jj2 , and let H
polynomials such that
 
kf kHP qs .R2 / D F 1 Œjjs FŒu./q < 1:
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 463

Every modulo class in H P q2 .R2 / has a unique canonical representative in the space
L2q=.2sq/ .R2 / if s < 2=q, and has a unique canonical representative modulo
P1 2
constants in the space H 2q=.2sq/ .R / if 2=q  s < 1 C 2=q.
We next introduce the Littlewood-Paley decomposition. Let .t/ be a monotone-
decreasing smooth function on R such that .t/
1 holds for t < 4=3 and that
.t/
0 holds for t > 5=3. Then we put

ˆ./ D .jj/ for  2 R2 ;

   
'j ./ D 2j jj  21j jj for j 2 Z and  2 R2 n f0g:

Suppose that q, r 2 Œ1; 1 and s 2 R. For a tempered distribution f 2 S 0 .R2 /, put


 r
kf kBsq;r D F 1 ˆ./F Œf ./ q C

1
!1=r
X 
 r
sjr 
2 F 1 'j ./F Œf ./ q ;
jD1
0 11=r
1
X 
sjr 

 r
kf kBP sq;r D @ 2 F 1
'j ./F Œf ./  A
q
jD1

for 1  r < 1, and

(


kf kBsq;1 D max F 1 ˆ./F Œf ./ q ;
)


sj 
sup 2 F 1 'j ./F Œf ./ q
j1


kf kBP sq;1 D sup 2sj F 1 'j ./F Œf ./ q :
j2Z

Then we introduce the Besov space by Bsq;r .R2 / D ff 2 S 0 j kf kBP sq;r < 1g and the
homogeneous Besov space by BP sq;r .R2 / D ff 2 S 0 =P j kf kBP sq;r < 1g, where S 0 and
P denote the set of tempered distributions on R2 and the set of polynomials of x1 and
x2 respectively. The spaces B0q;r .R2 / and BP 0q;r .R2 / are contained in Lq1 .R2 /CLq2 .R2 /
for every q1 , q2 such that q1 < q < q2 . In particular, if r  minfq; 2g, these spaces
are contained in Lq .R2 /. If either 0  s < 2=q or s D 2=q and r D 1, every modulo
class of BP sq;r .R2 / possesses a canonical representative in BP 02q=.2Cqsq/;r .R2 /, and if
2=q  s < 2=q C 1 and 1 < r 2 1 or 2=q < s  2=q C 1 and r D 1, every
modulo class in BP sq;r .R2 / possesses a canonical representative modulo constants in
464 M. Yamazaki

BP 12q=.2Cqsq/;r .R2 /. (See Bourdaud [6].) We also observe that the spaces Bs2;2 .R2 /
and BP s2;2 .R2 / coincide with H2s .R2 / and HP 2s .R2 / respectively for s  0, and the
spaces Bs1;1 .R2 / and BP s1;1 .R2 / coincide with the Hölder space Cs .R2 / and the
homogeneous Hölder space CP s .R2 / respectively for s > 0 and s … N.
For a domain   R2 with C3C -boundary with some  > 0 and for X D
Hq , Hq , Bsq;r and BP sq;r with s such that 0 < s  3, let X./ denote the set of the
s Ps

restrictions of the elements of X.R2 / equipped with the norm

˚ ˇ 
kukX./ D inf kQukX.R2 / ˇ uQ j D u ;

and let X0 ./ denote the closure of the space C01 ./ in X./. If q D 2, we
abbreviate Hqs ./, H P qs ./, H s ./ and HP s ./ to H s ./, H
P s ./, H s ./ and
q;0 q;0 0
HP 0s ./ respectively. Then we have the following properties: Suppose that  is a
domain with compact boundary  of class C3C with some  > 0. Then every
11=q
function f 2 Hq1 ./ has the trace f j 2 Bq;q ./, and there exists a constant C
such that the trace estimate

kf j kB11=q
q;q
 Ckf kHq1 ; (16)

11=q
where the Besov space Bq;q ./ is defined by coordinate patch form one-
dimensional Besov spaces. (See Bergh-Löfström [3] or Triebel [25].)
We next introduce the Helmholtz decomposition. Let  be either the whole
plane, the half plane, a bounded domain or an exterior domain with C3C boundary
 2
. For every q 2 .1; 1/, the space Lq ./ admits the direct sum decomposition
q
L
./ ˚ Gq ./, where
n  2 ˇˇ o
Lq
./ D u 2 Lq ./ ˇ div u D 0 in ; n  u D 0 on 

and
n  2 ˇˇ q
o
Gq ./ D grad f 2 Lq ./ ˇ f 2 Lloc ./ :

 2 q
Let Pq denote the projection from Lq ./ onto L
./ with respect to the direct
 2
sum decomposition above. Then we have Pq D Pr on Lq ./ \ Lr ./ . From this
fact we can abbreviate Pq to P. Define the Stokes operator A by P.
In order to state our main results, we introduce some function spaces. For a
positive number b, let X .b/ denote the set of continuous functions w.x/ on 
satisfying kwkX .b/ D supx2 .1 C jxj/b jw.x/j < 1. Then the space X .b/ becomes a
Banach space with norm kkX .b/ . In the case that  satisfies the condition (D4),
 2
let X4 .b/ denote the set of vector-valued functions w 2 X .b/ satisfying the
condition (U4).
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 465

Remark 2.1 The following assertion is proved in [27]. Suppose that 1  b  2

and that the exterior domain  satisfies a symmetry condition stronger than (D4).
11=q
If the boundary datum a.x/ is sufficiently small in Bq;q ./ with some q > 2 and
satisfies the outflow condition (6), and a symmetry condition stronger than (U4),
and if the external force f .x/ is given by a finite sum of the derivatives of sufficiently
small potential functions and satisfies the same symmetry  condition
 as is posed on
a.x/, then there uniquely exists a stationary solution w.x/; .x/ of (7)–(10) such
 2
that w 2 X .b/ and that kwkX .b/ is sufficiently small, and rw is sufficiently small
 4
in L2 ./ .
 
Suppose that w.x/; .x/ is a solution of the stationary equations (7)–(10) such
 
that w 2 X .b/ \ H P 1 ./ 2 holds with some b  1. We consider the stability of
w.x/ by considering the system (11)–(15) for v0 2 L2
./. Applying the operator P
to (11) and making use of (12)–(14), we have

dv    

.t/ D Av.t/  P .w  r/v.t/ C v.t/  r w C v.t/  r v.t/ : (17)

dt
Then (17) with (15) is formally equivalent to the integral equation
Z t  
v.t/ D exp.tA/v0  exp .t  /A
0
   

P .w  r/v./ C v./  r w C v./  r v./ d: (18)

In the following we assume either one of the following assumptions, which are
precise statement of those given in the introduction.
(C)  is an exterior
 domain
 with C3C boundary satisfying (D4), the pair of
functions w.x/; .x/ is a solution of (7)–(10) such that w 2 X4 .1/ and that
kwkX .1/ and krwk2 are sufficiently small, and v0 .x/ 2 L2
./ satisfies (U4).
(S)  is an arbitrary exterior domain with C3C boundary, the pair of functions
   2
w.x/; .x/ is a solution of (7)–(10) such that w 2 X .b/ with some b > 1
such that kwkX .b/ and krwk2 are sufficiently small, and v0 .x/ 2 L2
./ is
arbitrary.
Then Galdi and Yamazaki [14] showed the following theorem.
Theorem 2.2  Under the assumption
 (C) or (S), there uniquely exists a solution
v.; t/ 2 BC Œ0; 1/; L2
./
 of the integral equation (18) such that v.x; 0/ D v0 .x/
1=2
 1 2 
and that t v.; t/ 2 BC .0; 1/; H0 ./ . This solution belongs to the class

      2 
C Œ0; 1/; L2
./ \ C1 .0; 1/; L2
./ \ C .0; 1/; H 2 ./ ;
466 M. Yamazaki

and is a solution of the abstract differential equation (17). Furthermore, the function
kv.; t/k2 is monotone-decreasing with respect to t, and v.; t/ enjoys the decay
properties kv.; t/kq ! 0 as t ! 1 for every q 2 Œ2; 1/ and krv.; t/k2 ! 0
as t ! 1.
Remark 2.3 The condition (6) is necessary for the existence of the stationary
solution w.x/ 2 X .b/ with b > 1. Indeed, for sufficiently large R > 0, we have
Z
x
u.x/  ds.x/ D O.R1b /;
jxjDR R

which tends to 0 if b > 1. Hence the divergence theorem yields (6).

Our main result is the following theorem, which provides the decay rate of v.t/
with various norms. In particular, we give the decay of kv.t/k1 . Note that even its
boundedness was not shown in [14].
Theorem 2.4 In the same assumptions as in Theorem 2.2, we have kv.t/kq D
     p 
o t1=q1=2 for q 2 Œ2; 1/, krv.t/k2 D o t1=2 and kv.t/k1 D o t1=2 log t
as t ! 1.

3 Preliminary Results on the Stokes Semigroup

In this section we list some results needed in the proof of the main results. The first
one is the Sobolev embedding theorem and the Gagliardo-Nirenberg inequality.
Lemma 3.1 Suppose that q, r, s 2 .1; 1/ satisfy r > s and

2.r  s/q
0< D  1:
.2q  2s C qs/r

Then we have the inclusion relation HP q;0

1
./ \ Ls ./  Lr ./, and the inequality
 1
kukr  Ckrukq kuks holds with a constant C. Furthermore, if  < 1, this result
holds also for r D 1, and if  D 1, the inclusion relation HP q1 ./  Lr ./ holds.

The second one is Hardy’s inequality.

Lemma 3.2 Suppose that  is an exterior domain in R2 . Then there exists a
P 1 ./, we have
constant C such that, for every u.x/ 2 H 0

Z
ju.x/j2 2
 ˇ ˇ2 dx  Ckruk2 :
 jxj2 1 C ˇ log jxjˇ

If the domain and the function satisfy symmetry condition, the lemma above
is substantially improved. Namely, we have the following lemma. (See [10,
Lemma 3.1].)
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 467

Lemma 3.3 Suppose that  is an exterior domain in R2 satisfying the condition

P 01 ./ satisfying
(D4). Then there exists a constant C such that, for every u.x/ 2 H
(U4), we have
Z
ju.x/j2
dx  Ckruk2 2 :
 jxj2

From Lemmas 3.2 and 3.3 we have the following estimate, which plays the key
role later.
 2
Proposition 3.4 Suppose that w.x/ 2 X .b/ with some b  1. If b D 1, we
also suppose that  satisfies (D4). Then there exists a constant Cb such that the
   2
following assertion holds. For every u.x/ D u1 .x/; u2 .x/ 2 H01 ./ in the case
 2
b > 1, and every u.x/ 2 H01 ./ satisfying (U4) in the case b D 1, we have
w.x/  u.x/ 2 L2 ./ with the estimate

kw.x/  u.x/k2  Cb kwkX .b/kruk2 :

We next recall some properties of the Stokes operator and Stokes semigroup
proved by Borchers and Varnhorn [5] and Dan and Shibata [7, 8], and add some
observations needed later.
Proposition 3.5 Put D D f 2 C j  ¤ 0; j arg j  3=4g. Then the Stokes
operator A satisfies the following assertions:
(1) For every q and r such that 1 < q  r  1, there exists a positive constant
Cq;r such that, for every  2 D, the operator . C A/1 is a bounded operator
q  2
from L
./ to Lr ./ satisfying the estimate
 
. C A/1 u  Cq;r jj1C1=q1=r kuk
r q

q
for every u 2 L
./ and every  2 D. In particular, if q  r < 1, the function
. C A/1 u belongs to Lr
./.
(2) For every q and r such that 1 < q  r  2, There exists a positive constant
Cq;r such that, for every  2 D, the operator r. C A/1 is a bounded operator
q  4
from L
./ to Lr ./ satisfying the estimate
 
r. C A/1 u  Cq;r jj1=2C1=q1=r kuk
r q

q
for every u 2 L
./ and every  2 D.
This proposition immediately implies the following theorem. (See [5, 7, 8].)
Theorem 3.6 For every q 2 .1; 1/, the operator A generates a bounded
analytic C0 -semigroup exp.tA/ on the space L
./, and it satisfies the following
q

estimates:
468 M. Yamazaki

(1) Suppose that q  r  1 and that ˛  0. Then there exists a positive constant
Cq;r;˛ such that the estimate

kA˛ exp.tA/ukr  Cq;r;˛ t1=r1=q˛ kukq

q
holds for every u 2 L
./.
(2) Suppose that q  r  2. Then we can choose Cq;r;1=2 so large that the estimate

kr exp.tA/ukr  Cq;r;1=2 t1=r1=q1=2 kukq

q
holds for every u 2 L
./ as well.
Proof Put  D 1 C 2 C 3 , where
 ˇ   i ˇ 
ˇ 1 e ˇˇ 3 3
1 D re ˇ
3i=4
ˇ 1 > r  jzj ; 2 D
jzj ˇ 4
 
4
;
 ˇ 
ˇ
3i=4 ˇ 1
3 D re ˇ jzj  r < 1 :

Then, for z 2 C such that z ¤ 0 and j arg zj  =12, we can write

Z
1
exp.tA/u D et . C A/1 u d:
2i 

Hence Assertion (1) with q  r < 1 and ˛  0, Assertion (1) with r D 1, ˛ D 0

and Assertion (2) follow from Proposition 3.5. Assertion (2) for r D 1 and ˛ > 0
follows from the estimate
  t   t  
 
kA˛ exp.tA/uk1  exp  A A˛ exp  A u
2 2 1
 t 1=2q   t  
 ˛ 
 C2q;1;0 A exp  A u
2 2 2q
 t 1=2qC.1=qC1=2q˛/
 C2q;1;0 Cq;2q;˛ kukq :
2
This completes the proof. t
u
In order to obtain the estimate for higher order derivative, we make use of
operator we have the following lemma.
Lemma 3.7 We have the following assertions:
 2  
1. For v 2 D.A1=2 / D L2
./ \ H01 ./ , we have the identity krvk2 D A1=2 v 2 .
 2
2. For v 2 D.A/ D L2
./ \ H01./ \ H 2 ./ , there
 exists
  a constant C such

that we have the estimate r 2 v 2  C kAvk2 C A1=2 v 2 .
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 469

Proof We first prove Assertion (1). For v 2 D.A/, we have

 2
krvk2 2 D .v; v/ D .Av; v/ D A1=2 v 2 :

Since D.A/ is dense in D.A1=2 / and both sides are well-defined for v 2 D.A1=2 /, we
obtain the conclusion.  2
We turn to the proof of Assertion (2). For v 2 L2
./ \ H01 ./ \ H 3 ./ and
R > 0 such that @  B.0; R/, we have the identity

2
X
.rj rk v; rj rk v/
j;kD1

2 I
X Z 2 I 
D .rj rk v; nj rk v/ ds.x/ C .rj rk v; nj rk v/ ds.x/dr (19)
j;kD1 @ 1 jxjDrR

2
X
C .rk v; rk v/:
kD1

 8  4
Since rj rk v 2 L2 ./ and rk v 2 L2 ./ , the Schwarz inequality yields

ˇZ I ˇ
ˇ 2 ˇ
ˇ .rj rk v; nj rk v/ ds.x/drˇˇ
ˇ
1 jxjDrR
Z 1=2 Z 1=2
 jrj rk v.x/j2 dx jrk v.x/j2 dx :
Rjxj2R Rjxj2R

The right-hand side of this inequality tends to 0 as R ! 1. Hence, substituting this

fact and into (19), we obtain

2
X 2 I
X 2
X
.rj rk v; rj rk v/ D .rj rk v; nj rk v/ ds.x/ C .rk v; rk v/:
j;kD1 j;kD1 @ kD1

Since the identity rk v D rk v D rk Av holds, it follows that

2 I
X 2
X
 2 2
r v  D .rj rk v; n j rk v/ ds.x/ C .rk Av; rk v/: (20)
2
j;kD1 @ kD1

In the same way we have

2 I
X 
.Av; v/ D .Av; nk rk v/ ds.x/ C .rk Av; rk v/ : (21)
kD1 @
470 M. Yamazaki

Subtracting (21) from (20) and making use of the trace estimate (16) and Assertion
(1), we obtain
 2  2
r v 
2
 
 j.Av; v/j C Cr 2 vj@ H 1=2 krvj@ kH 1=2
C CkAvj@ kH 1=2 krvj@ kH 1=2
  1 2 1
 kAvk2 r 2 v 2 C r 2 v 2 C 4C2 krvk2 2 C kAvk2 2 C 4C2 krvk2 2
4 4
3  2 3   2
 r 2 v 2 C kAvk2 2 C 8C2 A1=2 v 2 :
4 4
We thus conclude
 2  2  
r v   3kAvk 2 C 32C2 A1=2 v  2
2 2 2

 2
for v 2 L2
./ \ H01 ./ \ H 3 ./ . Since this space is dense in D.A/ and both
sides are well-defined for v 2 D.A/, we obtain the conclusion. t
u
From this estimate we have the following proposition.
Proposition 3.8 We have the following assertions:
(1) Suppose that 1 < q  2. Then there exists a constant Cq0 such that, for every
q
u 2 L ./ and every t > 0, the function exp.tA/u belongs to the space
 1
2
H0 ./ \ H 2 ./ , and satisfies the estimate
 2 
r exp.tA/u  C0 t1=q .1 C t1=2 /kuk :
2 q;s q

 2
(2) There exists a constant Cs00 such that, for every u 2 L2
./ \ H01 ./ , the
function exp.tA/u satisfies the estimate
 2 
r exp.tA/u  C00 .1 C t1=2 /kruk :
2 s 2

Proof We first show Assertion (1). Since exp.tA/ is a bounded analytic C0 -

semigroup on L2
./, we have

 j=2   j=2   t 
A exp.tA/u  C t  
2 exp  u
2 2 2
 t j=2C1=21=q
C kukq
2
for j D 1, 2. Now the conclusion follows from Lemma 3.7, (2).
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 471

Assertion (2) follows from the estimate

 j=2   
A exp.tA/u  Ct.j1/=2 A1=2 u
2 2

for j D 1, 2 and Lemma 3.7, (1). t

u
This proposition immediately implies the following corollary.
Corollary 3.9 Suppose that 1  s < 3=2. Then we have the following asser-
tions:
0
(1) Suppose that 1 < q  2. Then there exists a constant Cq;s such that, for every
q
u 2 L ./ and every t > 0, the function exp.tA/u belongs to the space
 s
2
H0 ./ , and satisfies the estimate

0 1=q
kexp.tA/ukHP s  Cq;s t .1 C t.s1/=2 /kukq :
 2
(2) There exists a constant C00 such that, for every u 2 L2
./ \ H01 ./ , the
function exp.tA/u satisfies the estimate

kexp.tA/ukHP s  Cs00 .1 C t.s1/=2 /kruk2 :

Proof Assertion (1) with s D 1 coincides with Theorem 3.6 with r D 2, and
Assertion (2) with s D 1 follows immediately from Lemma 3.7, (1).
 1For every  2 .0; 1/, let X denote the complex interpolation space
H P 01 ./ \ H
P 0 ./; H P 2 ./ . Then it follows from Assertion (1) and Proposition 3.8

that
0 1=q
kexp.tA/ukX  Cq;s t .1 C t=2 /kukq (22)

q
for u 2 L
./, and

kexp.tA/ukX  Cs00 .1 C t=2 /kruk2 (23)

 2
for u 2 L2
./ \ H01 ./ . If 0 <  < 1=2,
For every  2 .0; 1/, we see that X D H P 01 ./ \ H 1C ./, which coincides
P 1 P 1C
with H0 ./ \ H0 ./ if 0 <  < 1=2. Hence the conclusion follows from (22)
and (23). t
u
472 M. Yamazaki

4 Perturbation of the Stokes Operator

In this section we introduce a perturbation of the operator A, and show some

 2
properties. Suppose that w satisfies w 2 X .b/ with some b  1 and rw 2
 2 4
L ./ , and put
˚ 
BŒu D P .w  r/u C .u  r/w :
1
./ \ Hq2 ./ with 1 < q  2, we
q
Then, for every u 2 D.A/ D L
./ \ Hq;0
 q 4  2
have ru 2 L ./ , which implies .w  r/u 2 Lq ./ . We moreover have
2q=.2q/  2
u 2 L
./ if 1 < q < 2 and u 2 L1 ./ if q D 2, which imply .u  r/w 2
 q 2
L ./ in both cases. Hence the operator Lw Œu D Au C BŒu is well-defined on
u 2 D.A/.
In the sequel we obtain the resolvent estimate of this operator. For this end we
first define the fractional power . C A/1=2 . Let ./ denote the spectral measure
associated with the operator A on L2
./. Then we can write
Z 1 Z 1
1 1
. C A/1 D d./; . C A/1=2 D p d./
0 C 0 C

for  2 D on L2
./. Then the operator . C A/1=2 is holomorphic in the interior
of D with values in bounded linear operators on L2
./. Here
p we note that  2 D
implies  C 2 D for every   0, and hence the branch of  C  is well-defined.
˚ 2
It is easy to see that . C A/1=2 D . C A/1 . For the operator . C A/1=2 we
have the following lemma.
Lemma 4.1 We have the following assertions:
(1) There exists a positive constant C2 such that, for every  2 D and every u 2
L2
./, we have . C A/1=2 u 2 D.A1=2 / with the estimates
   
. C A/1=2 u  C2 jj1=2 kuk ; r. C A/1=2 u  C2 kuk :
2 2 2 2

(2) For every r satisfying 2 < r < 1, there exists a constant Cr such that we have
the estimate
 
. C A/1=2 u  Cr jj1=r kuk
r 2

for every  2 D and every u 2 L2

./.
(3) For every q satisfying 1 < q < 2, there exists a constant Cq such that we have
the estimate
 
. C A/1=2 u  Cq jj1C1=q kuk
2 q

for every  2 D and every u 2 L2

./ \ L
./.
q
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 473

Proof We first show Assertion (1). Fix u 2 L2

./. Then, for every  2 D, we have
   
. C A/1=2 u 2 D . C A/1=2 . C A/1=2 u; u
2
0 1
Z 1
B 1 C
D@ q d./u; uA :
0
. C /. C /
p
Since the inequality j C j D j C j  jj= 2 holds for every  2 D and   0,
we can estimate
  2 2
. C A/1=2 u  kuk2 2 :
2 jj

Next, for u 2 D.A1=2 / and  2 D, Lemma 3.7, (1) yields

   
r. C A/1=2 u 2 D A1=2 . C A/1=2 u 2
2 2
0 1
Z 1
B  C
D@ q d./; uA :
0
. C /. C /
p
Since the inequality j C j D j C j  = 2 holds for every  2 D and   0,
we can estimate
 1=2  2
A . C A/1=2 u  2kuk2 2
2

for u 2 D.A1=2 / and  2 D. From these inequalities we see that the required
2 D.A1=2 /. Since D.A1=2 / is dense in L2
./, we obtain the
inequalities hold for u p
conclusion with C2 D 2.
Assertion (2) follows from Assertion (1) and Lemma 3.1, and Assertion (3)
follows from Assertion (2) and duality argument. t
u
From this lemma we can prove the following estimate.
 2  4
Lemma 4.2 Suppose that w 2 X .b/ with some b  1 and rw 2 L2 ./ .
Suppose also that  2 C n f0g satisfies j arg j  3=4. Then the operator . C
A/1=2 B. C A/1=2 is bounded in L2
./, and it satisfies the estimate


. C A/1=2 B . C A/1=2 u   Ckwk
2 X .b/ kuk2 ;

where C is a constant depending only on .

474 M. Yamazaki

1
Proof Suppose that ' 2 C0;
./. In view of the equalities r  w D 0 and r  . C
1=2
A/ u D 0, we have
ˇ ˚   ˇ
ˇ '; . C A/1=2 P .w  r/. C A/1=2 u C . C A/1=2 u  r w ˇ
ˇ  ˇ
D ˇ r. C A/1=2 '; w. C A/1=2 u ˇ (24)
   
 r. C A/1=2 ' 2 w. C A/1=2 u2 :

Then Lemma 4.1 implies

 
r. C A/1=2 '   Ck'k (25)
2 2

with a constant C depending only on . On the other hand, in view of the fact
 2
. C A/1=2 u 2 D.A1=2 / D L2
./ \ H01 ./ ;

Proposition 3.4 and Lemma 4.1 imply

   
w. C A/1=2 u  Ckwk  1=2 
2 X .b/ r. C A/ u 2  CkwkX .b/ kuk2 ; (26)

where the constant C depends only on . Substituting (25) and (26) into (24) and
1
observing the denseness of C0;
./ in L2
./, we obtain the conclusion. t
u
For this operator we have the following proposition.
Proposition 4.3 For every q, r such that 1 < q  2  r < 1, there exist positive
 2  4
numbers A and Aq;r such that, for every w 2 X .b/ satisfying rw 2 L2 ./ and
kwkX .b/  A, we have the estimates
 
. C Lw /1 u  Aq;r jj1C1=q1=r kuk ;
r q
 
r. C Lw / u  Aq;2 jj
1 1C1=q
kukq
2

q
for every u 2 L
./ and every  2 D.
Proof Suppose that kwkX .b/  1=2C. Then Lemma 4.2 implies that the series

1
X ˚ j
. C A/1=2 B. C A/1=2
jD0

converges to an operator T. This operator is bounded on L2

./ uniformly in  2 D,
and it satisfies
1
X ˚ j
. C A/1=2 T. C A/1=2 D . C A/1 B. C A/1 :
jD0
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 475

It follows that

. C A/1=2 T. C A/1=2 D . C A C B/1 D . C Lw /1 : (27)

For q and r as in the assumption, Lemma 4.1 implies

 
. C A/1 u  Cq jj1C1=q kuk (28)
2 q

for u 2 L
./ \ L2
./, and
q

   
. C A/1 u  Cr jj1=r kuk ; r. C A/1 u  C2 kuk (29)
r 2 2 2

for u 2 L2
./. Hence the required estimates follow from (27)–(29). t
u
From this proposition we have the following theorem.
Theorem 4.4 Let w be the same as in Proposition 4.3. Then the operator Lw
generates a bounded analytic C0 -semigroup exp.tLw / on L2
./. Furthermore, for
every q and r such that 1 < q  2  r < 1, there exists a constant Bq;r such that
we have the estimates

kexp.tLw /ukr  Bq;r t1=qC1=r kukq ; kr exp.tLw /uk2  Bq;2 t1=q kukq
q
for every u 2 L
./ and t > 0.
 
Proof Putting q D r D 2, we have . C Lw /1 u2  Cjj1 kuk2 for u 2 L2
./
and  2 D. Let 1 , 2 , 3 and  be the same as in the proof of Theorem 3.6. Then,
for z 2 C such that z ¤ 0 and j arg zj  =12, we introduce the operator T.z/ on
L2
./ by
Z
1
T.z/u D ez . C Lw /1 u d:
2i 

Then we have 2=3  arg z  5=6 for  2 1 . It follows that jez j  ejzjjj=2 .
Hence we have
 Z  Z 1
 1  1 A2;2
 e z
. C L / 1
u d   erjzj=2 kuk2 dr
 2i w  2 r
1 2 1=jzj
Z
A2;2 kuk2 1 e=2
 d  CA2;2 kuk2 : (30)
2 1 

In the same way we have

 Z 
 1 
 e z
. C L / 1
u d   CA2;2 kuk : (31)
 2i w  2
3 2
476 M. Yamazaki

We finally have
 Z  Z
 1  A2;2 kuk2 3=4
 1 
e . C Lw / u d  
z
d  A2;2 kuk2 : (32)
 2i 2
2 2 3=4

It follows from (30)–(32) that T.z/ defines a bounded analytic semigroup on L2

./.
Since D.Lw / D D.A/ is dense in L2
./, the family of operators T.t/ coincides with
the bounded analytic C0 -semigroup exp.tLw / on L2
./.
Next, fix q such that 1 < q  2, and consider a function u 2 L2
./ \ L
./.
q

Then, for every r such that 2  r < 1, we have

 Z  Z 1
 1  1
 e z
. C L / 1
u d   erjzj=2 A2;2 kukq r1C1=q1=r dr
 2i w  2
1 r 1=jzj
Z
A2;2 kukq 1=r1=q 1 e=2
 jzj d  CA2;2 jzj1=r1=q kuk2 :
2 1 

Arguing for 2 and 3 in the same way, we conclude

kexp.tLw /ukr  CA2;2 jzj1=r1=q kuk2 :

In the same way we obtain

kr exp.tLw /uk2  CA2;2 jzj1=q kuk2 :

Since L2
./ \ L
./ is dense in L
./, we obtain the conclusion.
q q
t
u

5 Asymptotic Behavior: Proof of Theorem 2.4

Theorem 2.2 implies that, for every " > 0, there exists a positive number T0 such
that, for every t  T0 we have kv.t/k2 < ", kv.t/k4 < " and krv.t/k2 < ".
Next, for T1 such that T0 < T1 < 1, we put
˚ 
˛.T1 / D sup max .t  T0 /1=4 kv.t/k4 ; .t  T0 /1=2 krv.t/k2 :
T0 tT1

Then the function ˛.T1 / is continuous and monotone-increasing. For t 2 ŒT0 ; T1 ,

we can write
Z t
     

v.t/ D exp .t  T0 /Lw v.T0 / C exp .t  /Lw P v./  r v./ d:
T0
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 477

From this we can estimate

kv.t/k4  B2;4 .t  T0 /1=4 kv.T0 /k2

Z t
C C4=3 B4=3;4 .t  /1=2 kv./k4 krv./k2 d
T0
Z t
 B2;4 .t  T0 /1=4 " C C4=3 ˛.t/2 B4=3;4 .t  /1=2  3=4 d
T0

 2
where C4=3 denotes the operator norm of the projection P from L4=3 ./ to
4=3
L
./. This implies

1 1
.t  T0 /1=4 kv.t/k4  B2;4 " C C4=3 B4=3:4 B ; ˛.T1 /2 : (33)
2 4

In the same way, from the estimate

Z t
krv.t/k2  B2;2 .t  T0 /1=2 " C C4=3 ˛.t/2 B4=3;2 .t  /3=4  3=4 d
T0

it follows that

1 1
.t  T0 /1=2 krv.t/k2  B2;2 " C C4=3 B4=3:2 B ; ˛.T1 /2 : (34)
4 4

Hence, putting
  
1 1 1 1
C1 D max C4=3 B4=3:4 B ; ; C4=3 B4=3:2 B ; ;
2 4 4 4
C2 D maxfB2;4 ; B2;2 ; 1g

and taking the maximum of (33) and (34), we see that

˚ 
max .t  T0 /1=4 kv.t/k4 ; .t  T0 /1=2 krv.t/k2  C1 ˛.T1 /2 C C2 ":

Taking the supremum for t 2 ŒT0 ; T1 , we see that ˛.T1 / satisfies

˛.T1 /  C1 ˛.T1 /2 C C2 ": (35)

We suppose that " < 1=4C1 C2 . Then there exists two distinct roots of the equation
C1 X 2  X C C2 " D 0. Let f ."/ denote the smaller one; namely,
p
1 1  4C1 C2 " 2C2 "
f ."/ D D p :
2C1 1 C 1  4C1 C2 "
478 M. Yamazaki

Then we have f ."/ > . Hence we have ˛.T1 / < f ."/ if we take T1 sufficiently close
to T0 . From this we see ˛.T1 /  f ."/ for every T1 > T0 . Indeed, if ˛.T1 / > f ."/
holds for some T1 , the intermediate theorem implies that
p
1C 1  4C1 C2 "
f ."/ < ˛.T2 / <
2C1

holds with some T2 2 .T0 ; T1 . However, for every ˇ such that

p
1C 1  4C1 C2 "
f ."/ < ˇ < ;
2C1

we have ˇ > C1 ˇ 2 C C2 ". This contradicts the estimate (35) with T1 replaced by
T2 .
It follows that
p
4 1=4
kv.T1 /k4  f ."/.T1  T0 /1=4  2f ."/T1

and
p 1=2
krv.T1 /k2  f ."/.T1  T0 /1=2  2f ."/T1

for every T1  2T0 . On the other hand, we have kv.T1 /k2  "  f ."/. Hence
Lemma 3.1 implies that the estimate

1=2C1=q
kv.T1 /kq  Cq f ."/T1

holds for every T1 > 2T0 and q 2 Œ2; 1/. Since we have f ."/ ! C0 as " ! C0,
we conclude that

kv.t/kq D o.t1=q1=2 / for q 2 Œ2; 1/ and krv.t/k2 D o.t1=2 /:

It remains only the estimate for kv.t/k1 , First, since v.t/ 2 H01 ./ and since H01 ./
can be regarded as a closed subset of H01 .R2 /, we have

kv.t/kBP 0  kv.t/kBP 0 2/
1;2 ./ 1;2 .R

 Ckrv.t/kL2 .R2 / D Ckrv.t/kL2 ./ D o.t1=2 /:

We next recall the Littlewood-Paley decomposition. For every k 2 Z we have

1
X
ˆ.2k / C 'j ./ D 1:
jDkC1
Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 479

Then, for every fixed " 2 .0; 1, choose T  2 so large that

n o
sup max t3=8 kv.t/k8 ; t1=2 krv.t/k2 ; t1=2 kv.t/kBP 0  ":
1;2
tT1

Suppose that t  T. We remark that, for every  2 Œt1; t, we have   t1  t=2.
Next, for a fixed t  T, choose k as the smallest positive integer such that t  22k ;
namely, k  .log2 t/=2. We then put

X
k1

v .1/ .t/ D F 1 ˆ.2k /F Œv.t/ ; v .2/ .t/ D 'j ./F Œv.t/ ;
jDkC1
1
X

v .3/ .t/ D 'j ./F Œv.t/ :

jDk

Then we have v.t/ D v .1/ .t/ C v .2/ .t/ C v .3/ .t/.

We first have

 .1/ 
v .t/
1
   
 kv.t/k8 22k F 1 Œˆ .2k /8=7 D C2k=4 kv.t/k8  Ct1=2 ": (36)
 
Next, in order to estimate v .3/ .t/1 , we employ another representation

v.t/ D exp.A/v.t  1/ C g.t/; (37)

where

g.t/
Z t      

D exp .t  /A P .w  r/v./ C v./  r w C v./  r v./ d:

t1

Then Lemma 3.1 and Corollary 3.9, (2) imply that

kexp.A/v.t  1/kCP 1=3  Ckexp.A/v.t  1/kHP 4=3

 Ckrv.t  1/k2  C".t  1/1=2  2C"t1=2 (38)

Next, for  2 Œt  1; t, we have

k.w  r/v./k8=5  kwk8 krv./k2  CkwkX .b/ "t1=2 ;

 
 v./  r/w  kv./k krwk  Ckrwk "t3=8 ;
8=5 8 2 2
480 M. Yamazaki

and
 
 v./  r/v./  C"2 t7=8 :
8=5

Summing up these estimates we conclude that

    

P .w  r/v./ C v./  r w C v./  r v./ 
8=5

 C.kwkX .b/ C krwk2 C 1/t3=8 :

Hence Lemma 3.1 and Corollary 3.9, (2) imply

Z t   
kg.t/kCP 1=3  C  exp .t  /A
t1
   

P .w  r/v./ C v./  r w C v./  r v./ HP 4=3 d
Z t
C .t  /2=35=4C1
t1 (39)
    

P .w  r/v./ C v./  r w C v./  r v./  d
8=5
Z t
 C".kwkX .b/ C krwk2 C 1/t3=8 .t  /11=12 d
t1
3=8
 C".kwkX .b/ C krwk2 C 1/t :

It follows from (37)–(39) that

kv.t/kCP 1=3  C".kwkX .b/ C krwk2 C 1/t3=8 :

1=3
Since CP 1=3 coincides with BP 1;1 , we have
 1

F 'j F Œv.t/   C2j=3 kv.t/kCP 1=3
1

 C2j=3 ".kwkX .b/ C krwk2 C 1/t3=8 :

Summing up we obtain
1
X
 .3/   1

v .t/  F 'j F Œv.t/ 
1 1
jDk

 C2k=3 ".kwkX .b/ C krwk2 C 1/t3=8 (40)

 C".kwkX .b/ C krwk2 C 1/t3=81=6

 C".kwkX .b/ C krwk2 C 1/t1=2 :

Rate of Convergence to the Stationary Solution of the Navier-Stokes Exterior Problem 481

We finally observe that

 .2/  X
k1
 1

v .t/  F 'j F Œv.t/ 
1 1
jDkC1
0 11=2
X
k1
 1
 2 p (41)
@ F 'j F Œv.t/  A 2k  1
1
jDkC1
p p
 C log tkv.t/kBP 0  C"t1=2 log t:
1;2

Summing up (36), (40) and (41) we conclude that

 p 
kv.t/k1 D o t1=2 log t :

Acknowledgements The author is very grateful to the referee for pointing out an important mis-
take. Partly supported by the International Research Training Group (IGK 1529) on Mathematical
Fluid Dynamics funded by DFG and JSPS and associated with TU Darmstadt, Waseda University
in Tokyo and the University of Tokyo, and by Grant-in-Aid for Scientific Research (C) 25400185,
Ministry of Education, Culture, Sports, Science and Technology, Japan.

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