R ENDICONTI
del
S EMINARIO M ATEMATICO
della
U NIVERSITÀ DI P ADOVA
T OSIO K ATO
H IROSHI F UJITA
On the nonstationary Navier-Stokes system
Rendiconti del Seminario Matematico della Università di Padova, tome 32 (1962), p. 243-260
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Memoria
(*)
di TOSIO KATO e HIROSHI FUJITA(a Tokio) (**)
INTRODUCTION
Since the appearance of the
pioneer
workby
Kiselev andLadyfenskaia,
alarge
number of works have beenpublished by
various authors on the initial valueproblem
for the nonsta-tionary
Navier-Stokesequations.
Asyet
the existence of aglobal
solution
(in time)
has not beenproved
for the three-dimensional flow forsufficiently general
initialconditions;
but it now appearsthat the existence and
uniqueness
of agenuine
solution which is local in time have beenestablished, although
acomplete proof
of such a result does not seem to have beenpublished
atthe time of
writing
thisreport.
The
present
article is anattempt
to deduce an existence anduniqueness
theoremby
means of Hilbert spacetheory.
Ourultimate
objective
is theproof
of the theorem in its classical form. As apreliminary step
to thisgoal, however,
we shall prove(*)
Pervenuta in redazione il 20aprile
1962.Indirizzo
degli
AA.:Department
ofPhysics
andDepartment
of
Applied Physics, University
ofTokyo (Giappone).
(**)
The researchreported
in this document was done while the first-named author wasvisiting Europe
and has beensponsored by
"Air Force Office of Scientific Research, OAR"
through
theEuropean
Offiee,Areospace
Research, United States Air Force(Grant
Ns. A FEOAR
62-7).
it here in a somewhat weaker form as an existence and
unique-
ness theorem on the initial value
problem
of the Navier-Stokesequation regarded
as a nonlinearoperator equation
in an appro-priate
Hilbertspace 1).
Theproof
that this «strong
solution »is
actually
agenuine
solution in the classical sense will begiven
in a
subsequent publication.
The Navier-Stokes
system
ofequations
in the m-dimensional space, where = 2 or3,
may be written aswith the well-known notations. u =
u(x, t)
=t) ,
... ,t))
is the
velocity field,
p =p(x, t)
is the pressure, a =a(x)
is theinitial
velocity
andf
=f (x, t)
=t) ,
... ,f ,~ (x, t) )
is the externalforce;
the kinematicviscosity
is setequal
tounity.
Forsimplicity
we assume that D is a bounded domain of Rm with a
sufficiently
smooth
boundary
bD.The
system (I)
can be transformed into theoperator equation
Here t -~
u(t)
and t -f (t)
areregarded
as functions on realnumbers to
Jea
andrespectively. Jea
is the Hilbert space con-sisting
of all solenoidal vector function u(div u
=0,
= 0where n denotes the normal
component),
P is theorthogonal projection [L2(D)]m
onto :rea and A isformally given
by - PL1.
"1)
In this sense our results areclosely
related to the results of So- bolovskii [1].More
precisely,
y K« is to be defined as theorthogonal
com-plement
in H of thesubspace spanned by
the vectors of theform
grad h
with h =h(x)
smooth in D. A is aselfadjoint operator
in
3e,, being
the Friedrich8 exten8ion of thenonnegative
sym- metricoperator -
P4 in 3C, defined for all U C C2 with div u = 0 and = 0(such
functionsbelong
to Another characte- rization of A is that it is theselfadjoint operator
associatedwith the
nonnegative sesquilinear
formdefined
for u, v
e In any case A is chara- cterizedby
the fact that00
for all v E
JCI 0,, ~or, equivalently,
for all solenoidal v ECo(D)) impiies
that u ED[A]
and Au = w.(II)
can further be transformed into the nonlinearintegral equation
Here e-’oA is a bounded
operator
on for each t > 0 and formsa
semigroup
of boundedoperators
with the infinitesimal genera- tor - ~1.The transition
(I)
-*(II)
-+(III)
has beenquite
formal. We shall nottry
tojustify
this transition in detail. We shall rather start from(III)
and prove the existence anduniqueness
of acertain
type
of solution of(III).
Then we shall prove that this solution isactually
aunique
solution of theoperator
differentialequation (II)
under certain additional conditions. In a laterpublication
this« strong
solution will be shown toform,
inconjunction
with anappropriate
function p= ~ (x, t),
agenuine
solution of the classical
system (I).
In what follows we assume, for
simplicity,
once for all thatPf(t)
is continuous for t > 0(in
thestrong topology
of sothat we are able to work within the realm of Riemann
integrals
in
dealing
with theintegral equation (III). Actually
this is notessential,
for otherwise we could use the Bochner instead of the Riemannintegrals.
In any case, the behavior off (t)
for t -+ 0is allowed to be
singular
to a certain extent.The main results of the
present
note are thefollowing.
In~1
we constructby
asimple
successiveapproximation
a solu-tion of
(III).
The successiveapproximation
converges andyields
a local solution
u(t)
of(III)
if the initialvelocity a belongs
toand the external force
f(t)
is not toosingular
for t -+ 0(it
sufficesthat ]]
=o(t-3i4)),
see Theorem 1. This solution is evenglobal if ]] Al/’a II
issufficiently
small andf(t)
issufficiently
weak in a sense to be
specified (Theorem 2). Furthermore, u(t)
has the
property
thatAau(t)
exists for t > 0 for any a1,
is Holder continuous in t
(Theorem 3)
and satisfies theinequality
11
=o(t-11-1), 1/4
a 1. Within the class of such(or
somewhat more
general)
functions the solution of(III)
is shownto be
unique (Theorem
4of § 2).
In §
3 we prove that a solutionu(t)
of(III)
satisfies(II)
fort > 0 if
P f (t)
is Holder continuous for t > 0(Theorem 5).
§ 4
is devoted to the case m = 2. It is shown that(III)
hasa
global
solutionf or
any initialvelocity a provided
thatPf (t)
is not toosingular
for t -~0, again 11
-0(t-3/’) being
sufficient. This solution is
again unique
within the class of fun- ctions similar to those mentionedabove,
and it is a solutionof
(II)
ifPf(t)
is Holder continuous for t > 0(Theorems
6 and7).
1. Solution of the
integral equation
for ~2 = 3In this section we consider the three-dimensional flow
(m
=3).
We want to construct the solution of the
integral equation (III)
by
successiveapproximation, according
to the schemeBut it is not at all obvious that can be constructed in this way, for the functions in the
integrands
of(1 )
and(2 )
are conti-nuous
only
in the open interval(0, t).
Inparticular
the nonlinear termrequires
aspecial investigation.
To this end wemake use of the
following
lemmas.LEMMA 1: A is and
strictly
>0,
8o that exists and i8 bounded
A -1 ~ i C
6-1 -LEMMA 3:
defined
withIf u,
~eJ9[J.~],
thenHere the constant M
depends only
on D.The
proof
of Lemmas 1 and 2 aresimple
and may be omitted.The
proof
of Lemma 3 will begiven
inAppendix.
1.
Suppose
now that the first n + 1approximations
... ,u.(t)
have beenconstructed,
exist and are continuousin t for 0 t ~ T for any a C 1 and that the
following inequa-
lities hold with constants
K,,.:
·Then is continuous for 0 t T
by (4)
and11 Fu"(t) 11
by (3)
and(5).
Hence can be con-structed
by (2).
Furthermore we havethe
validity
of which is ensuredby
the absolute convergence of theintegral
involved. Infact,
wehave 11 (t - s ) _"
by
Lemma 2and 11
is dominatedby
const. 8-3/4 as notedabove. Thus
(6) gives
where B denotes the beta function.
(7)
shows that(5)
is satisfiedwith n
replaced by n
+1,
withFurthermore,
thecontinuity
of as function of t can be concludedeasily
from(6). Therefore,
the successiveapproximation
can be continued
indefcnitely i f A"uo(t)
iscontinuous
in tfor
0t T and
(5)
is,ati,fied for
n = 0. As is seen from(1 ),
thiscondition is satisfied if a E and
11 Pf(t) 11
=O(t-8/4)
fort - 0. In
fact,
we have thenby
Lemma 2were , Thus we are able to choose
An examination of
(9) shows, however,
that a better choice isAs will be seen, this remark is rather
important.
2. The recurrence formulas of
(8)
form a closedsystem
fora =
1/2
and a =3/4. Set kn
= max Then(8) gives
a recurrenceinequality
forkn :
An
elementary
consideration shows that the sequence is bounded ifSuppose
now that(13)
is satisfied sothat ~ k,~~
is boundedas in
(14).
We shall show thatu*(t)
convergesuniformly
for0 « T.
We have(set
=0)
andby
Lemmas 2 and 3.(the
last term in the lastintegrand
should be omitted if n =0).
Setting
a =1/2
and a =3/4
in(16),
we seeby
induction that thefollowing
estimates hold for 0 t T:Then it follows from
(16)
thatSince
2BMK
1by (14),
we conclude thatlw.(t)
isabsolutely
and
uniformly convergent
for0
t T. Thusu(t)
- limun(t)
== exists
uniformly
for0
t T.Similarly
it follows from(18)
that lim exists for a 1 uni-n-oo
formly
t T for any e > 0. In view of the closure of theoperator Aa,
the limit must beequal
toA"u(t).
SinceAaun(t)
are continuous for 0 t
T,
the same is true withAau(t).
Since the sequence is bounded
by (8)
and the boundedness of{ k,~ } ,
it follows from(5)
thatHere the constant
KtX
may bereplaced by
g at least for a =1/2
and
3/4.
The convergence
A"u.(t)
-~Aau(t)
for a =1/2
and3/4
im-plies
the convergenceI’un(t)
-~by
virtue of(4),
where11 Fu.(t) 11
is dominatedby
const.by (3)
and(5). Taking
the limit 11, -*ao in
(2),
we thus conclude thatu(t)
is a solutionof the
integral equation (III)
for0 t
~’’. Thus we haveproved
the existence of a solution of
(III)
under the condition(13).
3. We shall now show that
(13)
is satisfied if a E andIn
fact,
a ED[A’141 implies
that 0 for[1/4]
a1,
for ~ 0strongly (this operator
is
uniformly
bounded in tby
Lemma 2 andobviously
tends tozero when
applied
to a vector u inD(Aa-~1~4))
which is dense inTheref ore,
the first term on theright
of( 11 )
can be made arbi-trarily
smallby choosing
T small. The same is true with the second term if(20)
is satisfied. Thusko
= max canbe made to
satisfy ( 13 ) by
~,sufficiently
small choice of T. Thisgives
THEOREM 1: Let a E afitd let
(20)
be8ati,/ied.
Thenthere is
a T >
0 such that a 8olutionu(t) of (III)
existsfor
0 C t T.This
u(t)
is constructedby
the 8ucce8siveapproximation
de8cribedabove.
u(t)
is continuousf or
0 t T whereasAau(t)
i8 continuou8for
0 t Tand 11 II
=for [1/4]
a 1.REMARK 1:
(20)
i8sati8fied if II f(t) II - o(t-3/4) f or
t - 0.It is
interesting
to note that the successiveapproximation
leads to a
global
solution ifII
issufficiently
small and ifPf(t)
issufficiently
weak. We havenamely
THEOREM 2 : W e can Set T = oo in T heorem 1
if
The
proof
followsimmediately by noting
that(13)
is sati-sfied
by
the choice T =oo, as is seen from(10).
REMARK 2 : In the
proof of
Theorem 2 no use has been madeof
the energyprinciple,
which can be written asIf the energy
principle
is taken intoaccount,
it ispossible
to prove the existence of aglobal
solution under conditions weaker than(21), especially
withrespect
to the behavior off (t)
forWe shall not go into such a consideration
here,
however.THEOREM 3: I n Theorem
1, Aau(t)
isuniformly
Höldernuous in any dosed 1n0eeal
[s, T]
with e > 0i f a
1.Proof. It is
easily
seen thatuo(t)
is Holder continuous in[E, T]
with any
exponent y
1 - a(this
is aspecial
case of what isproved below).
Thus it suffices to show that the last term on theright
of(III)
is Holder continuous whenmultiplied
with Aa.Let us denote
by v(t)
this term. Thenand therefore
for a
+ y 1, y >
0.(Here
we have made use of the estimate11 (e-" - 1)A. -y II hY,
which iseasily proved).
This shows. that is Holder continuous in[s, T]
with anyexponent y
1 - a.2.
Uniqueness
of the solutionWe shall now show that the solutions
u(t)
of(III)
obtainedin Theorems 1 and 2 are
unique
within a certain class of fun- ctions.DEFINITION 1: We denote
by 8 = 8[0, T]
the setof
allfunctions [0,
t ~u(t)
c- 3C, with thefollowing properties : i) u(t)
is con-tinuous on
[0, T]. ii) A 1/2U(t)
exists and is continuousfor
t E(0, T]
and 11 A-1-u(t) II
=o(t-1’4),
t ~0,
andiii)
is continuous on(0, T] and 11 II
=0(t-l/2) for
t - 0.Note that
iii) implies
the existence and thecontinuity
in tof
Aau(t)
for any a3/4.
If u E8, Fu(t)
exists and is continuousby
Lemma3,
andII Fu(t) 11
=o(t-3/4).
For a
u(t)
E 8 the lastintegral
on theright
of(III)
isdefined,
so that
u(t)
can be a solution of(III).
Infact,
the solutionsu(t)
of Theorems 1 and 2
belong
to 8(with
T =oo in Theorem2).
We now have the
uniqueness
theoremTHEOREM 4 : The solutions
of
Theorems 1 and 2 areunique 2)
within the class 8
(with
T =oo in Theorem2).
Proof. Let
v (t ) E 8[0, T 1]
be another solution of(III )
withthe same initial value a. First we show that
v(t)
=u(t)
for suf-ficiently
small t.Since both
u(t)
andv(t) satisfy (III)
with the same a, we haveWe can
apply
to(23)
the same estimation asapplied
to(15)
and
(16).
It follows withoutdifficulty
thatand
similarly
here K may be madearbitrarily
I)
Actually
theuniqueness
can beproved
within the class wider than & obtainedby dropping
the conditionssi)
in Definition 1.small
by choosing To sufficiently
small. Hence we have.A1I/IU)(t) --
--
0, w(t)
= 0 onletting
nTo show that
v(t)
=u(t)
for 0 t T’ - min(T, T 1),
itsuffices to note that any solution
v(t)
e 8 of(III)
is also a solutionof
(III)
with the initial timeto
>0,
thatis,
for
to
tT1 .
This would be obvious if(III)
wereequivalent
to the differential
equation (II).
But this can be verifiedeasily by
direct calculation without reference to(II).
Note thatPf(t)
and
Fv(t)
are continuous forto
t Tby hypotheses.
Thus both
u(t)
andv(t) satisfy (25).
Ifu(to)
=v(to),
it followsas above that
u(t)
=v(t)
in an intervalto to -f- h
with an h > 0(note
that bothu(t)
andv(t)
are of class 8[to, T’]).
Furthermore,
it iseasily
seen that h has apositive
lower bound whento
ischanged.
3. Solution of the
differential equation
The solution
u(t)
of theintegral equation (III)
constructed in Theorem 1 or 2 may beregarded
as a solution of theoperator
differentialequation (II)
in ageneralized
sense. But it need notbe so in the strict sense.
DEFINITION 2:
By a
strict solutionof (II)
we mean afonction u(t)
such thatu(t)
is continuous in[0, T]
andcontinuously diffe-
rentiable in
(0, T], Au(t)
exists and is continuous in(0, T]
and(II) is satisfied in (0, T].
As is seen from Lemma
3, Fu(t)
exists and is continuous in(0, T]
for a strict solutionu(t).
It follows from a well known a fact in
semigroup theory
thata strict solution of
(II)
is a solution of theintegral equation
(III) if Pf (t)
and areintegrable
at t -~ 0. The converse is ingeneral
nottrue,
but we haveTHEOREM 5 : Let
P f (t)
beuni f ormly
Hdlder continuous in any closed subinterval[e, T],
e > 0. Then the solutionu(t) of
Theorem- 1is a strict solution
of (II).
It isunique
as a strict solution belon-ging
to the ctass 8[0, T] .
Proof .
( III )
may be writtenHere
g(t)
isuniformly
Hölder continuous in[e, T].
ForP f (t}
this is an
assumption
and forFu(t)
this followsfrom.
Lemma3,
sinceAan(t)
is H61cler continuous for a =1~2
and3/4 by
Theo-rem 3. Hence follows
by
a standardargument (see
e. g. Kato[1~ )
thatu(t)
is a strict solution of(II).
Theuniqueness
follows fromTheorem 4 since a strict solution of
(II)
of class 8 is also a solution of(III) by
the remark above.3: In this paper we shall not go into the
question
whether
u(t)
=u(x, t) of
Theorem 1 is agenuine
solutionof (I)
in the classical sense. It will be shown elsewhere that this is
actually
the case
if
we make some additionalassumptions
on a =a(x)
and
f(t)
=f (x, t).
Here nre twteonly
that the existenceof Au(t) for
the strict solutionu(t) of (II) implies
thatu(t)
E thatis, u(x, t)
is twicestrongly differentiable
in x,according
to ~c resultof Cattabriga [1].
4. Two dimensional case
In this section we shall indicate
briefly
how theforegoing
results can be
improved
in the case m = 2.~Ve
note once for all that all the resultsproved
above form = 3 remain valid in the
present
case. This is due to thatif 2.
3 are true for m = 2 as well as for m = 3.Actually, however,
theassumptions
in Theorems 1 a nd 2can be weakened
considerably
for m = 2. Ta show this we needa
sharper
estimate on .~u than thatgiven by
Lemma3,
whichis indeed
optimal
in a certain sense for m = 3 but not so for~n = 2. In what follows we shall use the
following
lemma valid for ~n = 2.LEMMA 3’ : Let u E Then Fu i8
defined,
withIf u,
v E we haveThe
proof
of Lemma 3’ will begiven
inAppendix.
With the use of Lemma 3’ in
place
of Lemma3,
werepeat
the construction of the solution
by
successiveapproximation
as
in §
1. Theonly changes required
are thefollowing. (5)
is tobe
replaced by
The
(t
- in theintegrand
of(7)
should bereplaced by (t
-8)-(1/4)-0153 ;
this is due to the estimateresulting
from Lemma 2 and(3’).
andKI/2.,.
in(7)
and(8)
should be
replaced by
andrespectively,
andB(1 -
a,1/4) by B(3/4 -
a,1/4). (9)
should bereplaced by
where
(11)
should bereplaced by
Setting k.
= max(KI4"’"
thistime,
we areagain
ledto the recurrence
inequality (12).
If follows that(13)
is sufficient for the convergence of the successiveapproximation.
In this way we arrive at the
following
theorem.THEOREM 6: Let a E be
arbitrary
and letT hen there is
a T >
0 such that a solutionu (t ) o f (III )
existsfor
0 t T. Thisu(t)
is constructedby
the new 8uccessiveapproximation. u(t)
is continuousfor
0 tT,
is con-tinuous
for
0 t T and4 :
(20’)
i8satisfied if If Pf(t) 11 = a(t-’~·) for
t - 0.REMARK 5: Theorem 6 is
incomplete
in severalrespects.
Inthe
first place,
the existence andcontinuity o f A"u(t)
isdirectt y proved only for
0 a3/4. Actually
this is truef or
any a1, for
the new solutionu(t)
must coincide with thatgiven by
Theorem 1because a
uniqueness
theoremanalogous
to T heorem 4 can beproved
witthin a clas8 81 which is
defined by replacing
A8/4u(t)
iniii) of Definition
1by u(t). 8’,
theu(t) of
Theorem 1 mustcoincide with the
u(t) of
Theorem 6 in the common intervalof
exi-8tence.
Nevertheless,
theinequality ( 19’ )
cacnnot be extended to alla 1
by
thisargument. 0 f
course(19’ )
is essentialonly
in theimmediate
neighborhood of
t =0, for A"u(t)
is continuousfor
t > 0
f or
any a 1 as noted above.I n the second
place,
T heorem 6 is ~of a
local nature. I n thetwodimensional case,
however,
a local solution is known to be aglobal
one(see
Sobolevskii[1] ).
Thus Theorems 6 isonly of
anintermedia,te
nature,
and we have thefollowing stronger
theorem.THEOREM 7 : Ilnder the
assumptions of
Theorem6,
there isa
global
solutionu(t) of (III)
such thatu(t)
is continuousfor
t> 0, A"u(t)
exists and is continuousfor
t > 0f or
any a 1 and(19’ )
holds near t = 0. This solution is
uniq,ue
within the class 8’[0, oo).
If P f (t)
isuniformly
Hölder continuou8 in anyfinite
closed 8ab- intervalof (0, oo),
thenu(t)
is a strictglobal
solutionof (II).
:APPENDIX
Proof of Lemma 3 We have
by
the Holderinequality.
But11
u11
IIIe-onst. 11 grad u H
==
11 11 by
the Sobolevinequality
andby
the definition of A as theselfadjoint operator
associated with thesesquilinear
form
(grad
u,grad 11). Therefore, (3)
isproved
if we show that~ grad
u11
,const. 11 U .
(4)
follows in a similar waytaking
into- account that Fu is of thesecond order in u.
We shall prove
(Al)
as anapplication
of a theorem on inter-polation
spaces(see
Lions[~.]~.
It has been shown
by Cattabriga [1]
that[~=(D~~3 (the
inclusionbeing algebraic
andtopological,
as in thefollowing inclusions).
Hence theoperator grad
sends intograd
=
(tho
exponent 9 refers to the tensor function with 9components).
On the other- handgrad
sends=
[HI(D)]8
intograd
=C~(D)]~ . By interpolation
it follows thatgrad
sends intofor 1/6 + 1/2
=2/3.
This isequivalent
to(Al).
Proof of Lemma 3~.
For any u E we have
where X is the
injection
ofK6
into ie and B is theselfadjoint
operator -
4acting
in X = with theboundary
condition= 0. It follows from the Heinz
inequality (see
Kato[2] ;
this is
again
aninterpolation theorem)
thatThe relation dual to
(A3)
has the formproved
if we show thatSince B is the direct sum of the
operator -
L1(with
the zeroboundary condition) acting
in the spaceY(D)
of scalarfunctions,
it suffices to prove
(A5)
for such a scalar function v.Now B-l/4 is an
integral operator
with a kernelhaving
a sin-gularity
of the y Hence(note
that m =2)
We shall now show that
for any a E
D,
with the constant Cindependent
of a. Then thefirst
integral
on the last member of(A6)
ismajorized by C 11
Bi’4V 112 11 because 11 grad v 11 = 11
y and the same is truewith the second
integral, leading
to the desired result(A5).
To prove
(A7),
set w = B114V so that v = B-114W andSince the first
integral
on theright
of(A8)
ismajorized by
aconstant
independent of a,
we haveThis
completes
theproof
of(3’ ).
Theproof
of(4’ )
is similar and is based on the fact that Fu is of the second order in u.BIBLIOGRAPHY
CATTABRIGA L. [1] : Su un
problema
al contorno relativo al sistema di equa- zioni di Stokes. Rendiconti Seminario Mat. Univ. Padova, 31 (1961),1-33.
KATO T.
[1] :
Abstract evolutionequation of parabolic
type in Banach and Hilbert spaces.Nagoya
Math. J., 19 (1961), 93-125.- -
[2]:
Ageneralization of
the Heinzinequality.
Proc.Japan
Acad.,37 (1961), 305-308.
LIONS J. L. [1]: Sur les espaces
d’interpolation;
dualité. Math. Scand.,9 (1961), 147-177.
SOBOLEVSKII P. E. [1]: On