https://doi.org/10.1051/cocv/2021058 www.esaim-cocv.org
WELL-POSEDNESS OF EVOLUTIONARY NAVIER-STOKES EQUATIONS WITH FORCES OF LOW REGULARITY ON
TWO-DIMENSIONAL DOMAINS
∗Eduardo Casas
1and Karl Kunisch
2,**Abstract. Existence and uniqueness of solutions to the Navier-Stokes equations in dimension two with forces in the spaceLq((0, T);W−1,p(Ω)) forpandqin appropriate parameter ranges are proven.
The case of spatially measured-valued forces is included. For the associated Stokes equation the well- posedness results are verified in arbitrary dimensions for any 1< p, q <∞.
Mathematics Subject Classification. 35B40, 35Q30, 76D07, 76N10.
Received April 17, 2020. Accepted May 26, 2021.
Dedicated to Prof. Dr. Enrique Zuazua on the occasion of his 60th birthday.
1. Introduction
In this paper we investigate the following Navier-Stokes system
∂y
∂t −ν∆y+ (y· ∇)y+∇p=f inQ= Ω×I, divy= 0 inQ, y= 0 on Σ = Γ×I, y(0) =y0 in Ω,
(1.1)
with focus on low regularity assumptions on the inhomogeneityf. Here,I= (0, T) with 0< T <∞, and Ω⊂Rd denotes a connected bounded domain with aC3 boundary Γ.
Our interest in this problem is two-fold. First, it has received very little attention in the literature so far.
Indeed the only result which we are aware of is given in [24], where f is chosen in W1,∞(I;W−1,p(Ω)), with W−1,p(Ω) = Nd
i=1W−1,p(Ω), d∈ {2,3}, and p∈(d2,2]. It is mentioned there, that likely the result is not optimal, and the natural question arises whether, and how, it can be improved. Secondly we are interested in control problems with sparsity constraints, subject to (1.1) as constraint. In this case it is natural to demand that
∗The first author was partially supported by Spanish Ministerio de Econom´ıa y Competitividad under research project MTM2017-83185-P. The second was supported by the ERC advanced grant 668998 (OCLOC) under the EU’s H2020 research program.
Keywords and phrases:Evolution Navier-Stokes equations, weak solutions, uniqueness clasess, sensitivity analysis, asymptotic stability.
1 Departmento de Matem´atica Aplicada y Ciencias de la Computaci´on, E.T.S.I. Industriales y de Telecomunicaci´on, Universidad de Cantabria, 39005 Santander, Spain.
2 Institute for Mathematics and Scientific Computing, University of Graz, Heinrichstrasse 36, 8010 Graz, Austria.
**Corresponding author:[email protected]
c
The authors. Published by EDP Sciences, SMAI 2021
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (https://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
for almost everyt∈I the forcing function is a vector valued Borel measure,i.e.f(t,·)∈M(Ω) =Nd
i=1M(Ω), where M(Ω) is the space of real and regular Borel measures in Ω, see e.g. [7] and the references on sparse control given there. To treat (1.1) with spatially measure valued controls it is natural to consider the space W−1,p(Ω) with p∈[1,d−1d ), since in this caseM(Ω)⊂W−1,p(Ω). In dimension 3 this requires to consider the spaceW−1,p(Ω) withp∈[1,32). However, even in the stationary case the existence of a solution is an open issue for d= 3 and this range of values forp, see [18] or [24]. For this reason we restrict our attention to the case d= 2 throughout the paper, unless specifically mentioned otherwise. For the two-dimensional case the result in [24] guarantees the existence of a solution to (1.1) forf ∈W1,∞(I;M(Ω)). But this regularity requirement with respect to time is not practical for control theory purposes.
Thus the focus of our work is the investigation of (1.1) forf ∈Lq(I;W−1,p(Ω)) in the case Ω⊂R2, andp <2.
For this purpose we also require results on the Stokes equation associated to (1.1). Surprisingly, even this case has not yet been analysed for f ∈Lq(I;W−1,p(Ω)). We carry out such an analysis which will be independent of the spatial dimensiond.
Before we start, let us summarize, very selectively, some relevant literature. In the stationary case the investi- gation of the Navier-Stokes system with data less regular thanL2(Q) dates back to [20], who considers the case f ∈W−1,2(Ω). In [24] the range of admissible forcing functions is increased tof ∈W−1,p(Ω), with p∈(d2,2) For more recent results we refer to [10,12,18], and the references there.
For the evolutionary system well-posedness for forcing functions in the Hilbert spaces L2(I;L2(Ω)), and L2(I;W−1,2(Ω)), with d∈ {2,3}, is well understood, see e.g. [5] or [28]. The analysis of the Stokes problem associated to (1.1) with forcing functions in the Bochner spacesLq(I;Lp(Ω)), with 1< p, q <∞,has attracted much attention. We refer to [17] for an informative summary, including the development of the maximal regu- larity techniques for this scenario. Well-posedness of the Navier-Stokes system with f ∈Lq(I;Lp(Ω)) has been investigated in [16] or [30]. As mentioned above, the only work that we are aware of where (1.1) with forcing functions in Sobolev spaces with negative exponents has been investigated is [24].
The plan of the paper is the following. In Section2the well-posedness results for the Stokes and the Navier- Stokes equations with f ∈Lq(I;W−1,p(Ω)) under proper conditions on pand q are presented. Some selected proofs are postponed to Sections 3 and 4. Section 5 presents a sensitivity analysis with respect to the right hand side, and Section 6 an asymptotic stability analysis. The proof of a technical result on the nonlinearity appearing in (1.1) is given in the Appendix.
Notation
In this paper, we denoteLs(Ω) =Nd
i=1Ls(Ω) andW1,s0 (Ω) =Nd
i=1W01,s(Ω) for s∈(1,∞), and we choose the norm in W01,s(Ω) as
kykW1,s
0 (Ω)=k∇ykLs(Ω)= Z
Ω
|∇y|sdx 1s
=
Z
Ω
[
d
X
j=1
|∇yj|2]s2dx
1 s
.
We also consider the spaces
H= closure of{φ∈C∞0 (Ω) : divφ= 0}inL2(Ω), Ws(Ω) ={y∈W01,s(Ω) : divy= 0}.
Fors= 2 we setH10(Ω) =W1,20 (Ω) andV=W2(Ω). We also define the following spaces W(0, T) ={y∈L2(I;V) : ∂y
∂t ∈L2(I;V0)}
Wr,s(0, T) ={y∈Lr(I;Ws(Ω)) :∂y
∂t ∈Lr(I;Ws0(Ω)0)}
withr, s∈(1,∞), endowed with the norms
kykW(0,T)=kykL2(I;H10(Ω))+k∂y
∂tkL2(I;V0), kykWr,s(0,T)=kykLr(I;W1,s0 (Ω))+k∂y
∂tkLr(I;Ws0(Ω)0). Obviously these are reflexive Banach spaces, and W(0, T) =Wr,s(0, T) ifr=s= 2.
Now we consider the interpolation space Bs,r(Ω) = (Ws0(Ω)0,Ws(Ω))1−1/r,r. From Chapter III/4.10.2 of [1] we know that Wr,s(0, T)⊂C([0, T];Bs,r(Ω)) and the trace mapping y∈Wr,s(0, T)→y(0)∈Bs,r(Ω) is surjective. If r=s= 2, then it is known that B2,2(Ω) = (V0,V)1
2,2=H. Hence, the embedding W(0, T)⊂ C([0, T];H) holds; see Page 22, Proposition I-2.1 of [22] and Page 143, Remark 3 of [31].
2. Well-posedness results
The aim of this section is to prove the well-posedness of the following Navier-Stokes equations in dimension 2
∂y
∂t −ν∆y+ (y· ∇)y+∇p=f inQ,
divy= 0 inQ, y= 0 on Σ, y(0) =y0in Ω,
(2.1)
where ν > 0 is the kinematic viscosity coefficient, f ∈Lq(I;W−1,p(Ω)), and y0 ∈Y0 =H+Bp,q(Ω). The parameters pandq are fixed throughout this manuscript, and it is assumed that
4
3 ≤p <2 andq > 2p
p−1 (2.2)
hold; with the exception of Corollary 2.6. Observe that these assumptions imply that q >4. This condition (2.2) is essential for the well-posedness of the bilinear form introduced in Lemma2.1as well as in the proofs of Theorem2.4and Proposition2.7. The low regularity of the force is due to the assumptionp <2. Forp≥2 the solvability of (2.1) is well known. The spaceY0is endowed with the norm
ky0kY0 = inf
y0=y01+y02
ky01kL2(Ω)+ky02kBp,q(Ω),
which makes it a Banach space. The assumption Ω ⊂ R2 is imposed throughout this paper, except in Theorem 2.5, which addresses the Stokes equation.
Now we introduce the following spaces:
Y= [L2(I;V)∩L∞(I;H)] +Lq(I;Wp(Ω)), Y =W(0, T) +Wq,p(0, T).
They are Banach spaces with the norms kykY = inf
y=y1+y2ky1kL2(I;H10(Ω))+ky1kL∞(I;L2(Ω))+ky2kLq(I;W01,p(Ω)), kykY = inf
y=y1+y2ky1kW(0,T)+ky2kWq,p(0,T).
The solution of (2.1) will be found in Y. Before proving the existence of such a solution, let us present the following technical lemma. Its proof is given in the Appendix.
Lemma 2.1. Assume that (2.2)andΩ⊂R2 hold. The bilinear operatorB:Y×Y−→L2(I;H−1(Ω))defined by B(y1,y2) = (y1· ∇)y2 is continuous.
As usual, we can remove the pressure from the equation (2.1) by using divergence free test functions.
Definition 2.2. We say thaty∈ Y is a variational solution of (2.1) if
hd
dty(t),ψiW
p0(Ω))0,Wp0(Ω)+a(y(t),ψ) +b(y(t),y(t),ψ)
=hf(t),ψiW−1,p(Ω),W1,p0
0 (Ω) in (0, T), ∀ψ∈Wp0(Ω), y(0) =y0,
(2.3)
where
a(y(t),ψ) =ν Z
Ω
∇y(x, t) :∇ψ(x) dx=ν
2
X
i=1
Z
Ω
∇yi(x, t)∇ψi(x) dx, b(y(t),y(t),ψ) =hB(y(t),y(t)),ψiH−1(Ω),H10(Ω)=
Z
Ω
[y(t)· ∇]y(t)· ∇ψdx.
A distributionp inQis called an associated pressure if the equation
∂y
∂t −ν∆y+ (y· ∇)y+∇p=f inQ is satisfied in the distribution sense. Then, (y,p) is called a solution of (2.1).
Givenysatisfying (2.3), the pressurepis obtained by using De Rham’s theorem; see Lemma IV-1.4.1 of [27].
The details are obtained in a similar way as in the proof for the case of the Stokes equation, see step (iv) of the proof of Theorem 2.5in Section3.
Remark 2.3. Givens∈(1,∞) andg∈W−1,s(Ω), we have thatg:W1,s0 0(Ω)−→Ris a linear and continuous mapping. We know that Ws0(Ω) is a closed subspace ofW1,s0 0(Ω). Therefore, for every elementg∈W−1,s(Ω) we can consider its restriction to Ws0(Ω), andkgkW
s0(Ω)0 ≤ kgkW−1,s(Ω) holds. Moreover, from Hahn-Banach Theorem we know that every element ofWs0(Ω)0 is the restriction of an element ofW−1,s(Ω). It is important to observe that the restriction of an elementg∈W−1,s(Ω) toWs0(Ω) can be zero even thoughg6= 0. Actually, given an element g∈Ws0(Ω)0, there are infinitely many elements in W−1,s(Ω) whose restriction to Ws0(Ω) coincide with g. As a consequence, the variational solution y of (2.1), as defined by (2.3), only depends on the restriction of f to Wp0(Ω). Thus, different elements f can lead to the same solutiony, but the pressure p changes. The pressure depends on the action off on the whole domainW1,p0 0(Ω).
As pointed out in Section 1, the embeddings W(0, T)⊂C([0, T];H) and Wq,p(0, T)⊂C([0, T];Bp,q(Ω)) hold. Hence,Y ⊂C([0, T];Y0) and, consequently, the initial conditiony(0) =y0 withy0∈Y0makes sense.
The next theorem is the main result of this section.
Theorem 2.4. Suppose that (2.2) and Ω⊂R2 hold. Then, system (2.1) has a unique solution (y,p)∈ Y × W−1,q(I;Lp(Ω)/R). Furthermore, there exists a nondecreasing functionηp,q: [0,∞)−→[0,∞)withηp,q(0) = 0 such that
kykY≤ηp,q
kfkLq(I;Wp0(Ω)0)+ky0kY0
. (2.4)
For the proof of this result we will use the next two theorems. The first one concerns the associated Stokes equation and holds in arbitrary dimensiond. It is given by
∂yS
∂t −ν∆yS+∇pS =g inQ,
divyS = 0 inQ, yS = 0 on Σ, yS(0) =yS0 in Ω.
(2.5)
Given g∈Lr(I;W−1,s(Ω)) and yS0∈Bs,r(Ω) with 1< r, s <∞, analogously to Definition2.2, we say that yS ∈Wr,s(0, T) is a variational solution of (2.5) if for everyψ∈Ws0(Ω)
( hd
dtyS(t),ψi(Ws0(Ω))0,Ws0(Ω)+a(yS(t),ψ) =hg(t),ψiW−1,s(Ω),W1,s0 0(Ω) in (0, T), yS(0) =yS0.
(2.6)
A distributionpS in Qis called an associated pressure if the equation
∂yS
∂t −ν∆yS+∇pS =g in Q is satisfied in the distribution sense.
Theorem 2.5. Assume thatΩ⊂Rd withd≥2. Giveng∈Lr(I;W−1,s(Ω))andyS0∈Bs,r(Ω)with1< r, s <
∞, there exists a unique solution (yS,pS)∈Wr,s(0, T)×W−1,r(I;Ls(Ω)/R)of (2.5). Moreover, there exists a constant Cr,s such that
kySkWr,s(0,T)≤Cr,s
kgkLr(I;Ws0(Ω)0)+kyS0kBs,r(Ω)
. (2.7)
As mentioned at the end of section 1, the embedding Wr,s(0, T)⊂C([0, T];Bs,r(Ω)) holds. Moreover, the trace mappingy∈Wr,s(0, T)→y(0)∈Bs,r(Ω) is continuous and surjective. This motivates our choice for the initial conditionyS0∈Bs,r(Ω).
Though Theorem2.5is expected to hold by experts, it seems that there is no proof available in the literature.
For this reason it is given in the next section. There, in Remark3.1, we shall also assert that Theorem2.5holds for domains which are only Lipschitz, provided that conditions on the ranges ofrandsare met.
As a consequence of Theorem2.5we get the following corollary.
Corollary 2.6. Let assume thatp∈(2,∞)and thatΩ⊂R2. Then, given(f,y0)∈L2(I;W−1,p(Ω))×Bp,2(Ω), the system (2.1)has a unique solution(y,p)∈W(0, T)∩Wp0,p(0, T)×W−1,p0(I;L2(Ω)/R). Furthermore, there exist two constants M2>0 andMp>0 such that
kykW
p0,p(0,T)≤M2
kfkL2(I;V0)+ky0kH2
+Mp kfkLp0
(I;Wp0(Ω)0)+ky0kBp,2(Ω)
. (2.8)
Proof. From our assumptions on p, we have that f ∈L2(I;W−1,p(Ω))⊂L2(I;H−1(Ω)) and y0 ∈Bp,2(Ω) ⊂ B2,2(Ω) =H. Hence, it is well known that (2.1) has a unique solutiony∈W(0, T). Let us prove that (y· ∇)y∈
Lp0(I;W−1,p(Ω)). Given an arbitrary element ψ∈W1,p0 0(Ω) and using (A.1) withr= 2pwe infer
|h(y(t)· ∇)y(t),ψi
W−1,p(Ω),W1,p0 0(Ω)|=|b(y(t),ψ,y(t))|
≤ ky(t)k2L2p(Ω)kψkW1,p0
0 (Ω)≤C2pky(t)k
2 p
L2(Ω)ky(t)k
2 p0
H10(Ω)kψkW1,p0 0 (Ω)
≤C2pkyk
2 p
L∞(I;L2(Ω))ky(t)k
2 p0
H10(Ω)kψkW1,p0 0 (Ω). Using this estimate and Young’s inequality we deduce
k(y· ∇)ykLp0
(I;W−1,p(Ω))≤C2pkyk
2 p
L∞(I;L2(Ω))kyk
2 p0
L2(I;H10(Ω))≤C0
kfkL2(I;V0)+ky0kH
2 ,
where we have used the standard estimates for the solution of (2.1)y∈L2(I;H10(Ω))∩L∞(I;H); seee.g.([5], Thm. V.1.4) or ([28], (3.135)).
Sincef ∈Lp0(I;W−1,p(Ω)), we deduce from Theorem2.5withg=f−(y· ∇)y thaty∈Wp0,p(0, T) and kykW
p0,p(0,T)≤Cp0,p kgkLp0
(I;Wp0(Ω)0)+ky0kBp,2(Ω)
≤Cp0,ph
kfkLp0(I;Wp0(Ω)0)+C0
kfkL2(I;V0)+ky0kH2
+ky0kBp,2(Ω)i ,
which implies (2.8).
Proposition 2.7. Suppose that (2.2)andΩ⊂R2 hold. Given(g,yN0)∈L2(I;H−1(Ω))×H,e1,e2∈Y, and ν0≥0, then the system
∂yN
∂t −ν∆yN+ν0(yN · ∇)yN + (e1· ∇)yN + (yN · ∇)e2+∇pN =g in Q, divyN = 0 in Q, yN = 0 onΣ, yN(0) =yN0 in Ω
(2.9)
has a unique solution (yN,pN)∈W(0, T)×W−1,∞(I;L2(Ω)/R). Furthermore, there exists a nondecreasing function ηN : [0,∞)−→(0,∞)such that
kyNkL2(I;H10(Ω))+kykL∞(I;L2(Ω))≤ηN
ke2kY
kgkL2(I;V0)+kyN0kL2(Ω)
, kyNkW(0,T)≤ν0ηN2(ke2kY)
kgkL2(I;V0)+kyN0kL2(Ω)
2
+[(1 +ν+ke1kY+ke2kY)ηN(ke2kY) + 1]
kgkL2(I;V0)+kyN0kL2(Ω)
.
(2.10)
Similarly to the previous cases, we say thatyN ∈W(0, T) is a variational solution of (2.9) if
d
dt(yN(t),ψ)L2(Ω)+a(yN(t),ψ) +ν0b(yN(t),yN(t),ψ) +b(e1(t),yN(t),ψ) +b(yN(t),e2(t),ψ)
=hg(t),ψiH−1(Ω),H10(Ω) in (0, T), ∀ψ∈V, yN(0) =yN0.
(2.11)
Furthermore, a distributionpN inQis called an associated pressure if the equation
∂yN
∂t −ν∆yN+ν0(yN · ∇)yN+ (e1· ∇)yN + (yN · ∇)e2+∇pN =g inQ is satisfied in the distribution sense.
Theorem2.5 and Proposition2.7will be proved in Sections3and4, respectively.
Proof of Theorem 2.4. We are going to prove the existence of a solutiony=yN+yS withyN ∈W(0, T) and yS ∈Wq,p(0, T). To this end we writey0=yN0+yS0 withyN0∈H and yS0∈Bp,q(Ω). Using Theorem2.5 withr=qands=p, we define the functionyS ∈Wq,p(0, T) as the unique solution of the system
∂yS
∂t −ν∆yS+∇pS =f inQ,
divyS = 0 inQ, yS = 0 on Σ, yS(0) =yS0 in Ω.
(2.12)
Now, we takeyN as the solution of
∂yN
∂t −ν∆yN + (yN · ∇)yN+ (yS· ∇)yN + (yN· ∇)yS+∇pN =−(yS· ∇)yS inQ, divyN = 0 inQ, yN = 0 on Σ, yN(0) =yN0in Ω
(2.13)
The existence and uniqueness of the solution yN ∈W(0, T) of the above system follows from Proposition2.7 by taking ν0 = 1, e1=e2 =yS ∈Y, and g(t) =−B(yS(t),yS(t)). As a consequence of Lemma 2.1 we have that g∈L2(I;H−1(Ω)). Now, setting y=yN +yS and p=pN +pS, and adding equations (2.12) and (2.13) we obtain that y∈ Y, p∈W−1,q(I;Lp(Ω)/R)), and (y,p) is a solution of (2.1). Moreover, (2.4) follows from (A.6) to estimateg, (2.7) and (2.10).
It remains to prove the uniqueness. Let y1,y2 ∈ Y and p1,p2∈W−1,q(I;Lp(Ω)/R) such that (y1,p1) and (y2,p2) are two solutions of (2.1). We take (y,p) = (y2−y1,p2−p1). Subtracting the equations satisfied for both solutions we have
∂y
∂t −ν∆y+∇p=−(y1· ∇)y−(y· ∇)y2 in Q, divy= 0 inQ, y= 0 on Σ, y(0) = 0 in Ω.
(2.14)
The right hand side of the above equation can be written in the formg=−B(y1,y)−B(y,y2), which belongs to L2(I;H−1(Ω)) by Lemma2.1. Let us prove that y∈W(0, T). First, we observe that due to the properties of p and q, in particular p <2 and q > 2, we have that V ⊂Wp(Ω) and Wp0(Ω) ⊂V. This implies that V0⊂Wp0(Ω)0 and, hence,W(0, T)⊂W2,p(0, T) andWq,p(0, T)⊂W2,p(0, T). Therefore,y∈ Y ⊂W2,p(0, T) holds. Moreover,W1,p0 0(Ω)⊂H10(Ω) yieldsH−1(Ω)⊂W−1,p(Ω) and, consequently,g∈L2(I;W−1,p(Ω)). We also have that p ∈W−1,2(I;Lp(Ω)/R). Now, from Theorem 2.5 we infer that (y,p) is the unique solution of (2.14) inW2,p(0, T)×W−1,2(I;Lp(Ω)/R).
On the other hand, (2.14) can be considered as a Stokes system with the right hand side belonging to L2(I;H−1(Ω)). Hence, it is well known that there exists a unique element (ˆy,ˆp)∈W(0, T)×W−1,∞(I;L2(Ω)/R) solution of (2.14). Using again that W(0, T)×W−1,∞(I;L2(Ω)/R) ⊂W2,p(0, T)×W−1,2(I;Lp(Ω)/R), we deduce from Theorem 2.5 that (ˆy,ˆp) = (y,p). Thus, we have y∈ W(0, T). Therefore, we can multiply the equation (2.14) byy and after integration by parts it yields
1 2
d
dtky(t)k2L2(Ω)+νky(t)k2H1
0(Ω)=−b(y1,y,y)−b(y,y2,y)
=−b(y,y2,y)≤ ky2kH1
0(Ω)kyk2L4(Ω)≤Cky2kH1
0(Ω)kykL2(Ω)kykH1
0(Ω)
≤ν 2kyk2H1
0(Ω)+C2 2νky2k2H1
0(Ω)kyk2L2(Ω). From this inequality we deduce that
d
dtky(t)k2L2(Ω)≤ C2 ν ky2k2H1
0(Ω)kyk2L2(Ω).
Since y(0) = 0, we infer from Gronwall’s inequality that y = 0, and with (2.14) p is the zero element of W−1,∞(I;Lp(Ω)/R).
Remark 2.8. Let us observe that Y ⊂L4(I;L4(Ω)). Indeed, given y∈ Y, we can write it in the form y = yN +yS with yN ∈W(0, T) and yS ∈Wq,p(0, T). Using a Gagliardo inequality we obtain for almost every t∈(0, T)
kyN(t)k4L4(Ω)≤C4kyN(t)k2L2(Ω)kyN(t)k2H1
0(Ω)≤C4kyNk2L∞(I;L2(Ω))kyN(t)k2H1 0(Ω).
The embeddingsW(0, T)⊂L2(I;H10(Ω)) andW(0, T)⊂L∞(I;L2(Ω)) and the above inequality implyyN ∈ L4(I;L4(Ω)). On the other hand, sinceWq,p(0, T)⊂Lq(I;Wp(Ω))⊂Lq(I;L4(Ω))⊂L4(I;L4(Ω)), recall (2.2), we infer thatyS ∈L4(I;L4(Ω)).
The solution of (1.1) enjoys a better regularity than the one established in the previous remark forq≥8 and under additional assumption ony0.
Theorem 2.9. Let us assume that q ≥8 and y0 =yN0+yS0 ∈B2,4(Ω) +Bp,q(Ω). Then the variational solution y of (1.1) belongs to Lq(I;L4(Ω)) and depends continuously in this topology on f and y0. Moreover, the estimate
kykLq(I;L4(Ω))≤ηq
kfkLq(I;W−1,p(Ω))+kyS0kBp,q(Ω)+kyN0kB2,4(Ω)
(2.15) holds for an increasing monotone functionηq: [0,∞)−→[0,∞)independent of f andy0, withηq(0) = 0.
Proof. As in the proof of Theorem 2.4, we decompose the equation (1.1) in two systems, namely (2.12) and (2.13). The solution yS of (2.12) belongs toWq,p(0, T)⊂Lq(I;L4(Ω)) due to the assumption (2.2) onp. We prove thatyN ∈C([0, T];L4(Ω)) ifq= 8. To this end we follow a fixed point approach. Givenz∈L8(I;L4(Ω)) we consider the equation
∂y
∂t −ν∆y+∇p=gz inQ,
divy= 0 inQ, y= 0 on Σ, y(0) =yN0 in Ω,
(2.16)
where
gz=−(yS· ∇)yS−(z· ∇)z−(yS· ∇)z−(z· ∇)yS. (2.17) It is immediate to check that
kgzkL4(I;H−1(Ω))≤(kySkL8(I;L4(Ω))+kzkL8(I;L4(Ω)))2. (2.18) Then, Theorem 2.5implies that the solutionyz of (2.16) belongs toW4,2(0, T) and satisfies
kyzkW4,2(0,T)≤C4,2
kgzkL4(I;H−1(Ω))+kyN0kB2,4(Ω)
. (2.19)
We apply Theorem 3 of [2] with
1
8 < s < 1
4 and θ=3 4
to deduce that W4,2(0, T)⊂Lρ(I;H12(Ω))⊂Lρ(I;L4(Ω)) with ρ= 1−4s4 . The choice of s implies that ρ >
8. Moreover, the first embedding is compact. Using ([1], Thm. III-4.10.2) we also have that W4,2(0, T) ⊂ C([0, T]; (H−1(Ω),H10(Ω))3
4,4). The embeddingsH10(Ω)⊂W12,4(Ω) andH−1(Ω)⊂W−1,4(Ω) imply that (H−1(Ω),H10(Ω))3
4,4⊂(W−1,4(Ω),W12,4(Ω))3
4,4=W18,4(Ω)⊂L4(Ω).
Hence, we haveW4,2(0, T)⊂C([0, T];W18,4(Ω))⊂C([0, T];L4(Ω)).
This embedding, (2.19) and H¨older’s inequality imply for 0<¯t≤T kyzkL8(0,¯t;L4(Ω))≤¯t1/8kyzkC([0,¯t];L4(Ω))≤C1¯t1/8
kgzkL4(0,¯t;H−1(Ω))+kyN0kB2,4(Ω)
≤C1¯t1/8h
(kySkL8(I;L4(Ω))+kzkL8(0,t;L¯ 4(Ω)))2+kyN0kB2,4(Ω)
i .
Let us takeR >0 andzany element of the closed ball ¯BR(0) ofL8(0,¯t;L4(Ω)). Then for some 0<t¯≤T small enough we obtain from the above inequality
kyzkLq(0,¯t;L4(Ω))≤C1¯t1/8h
(kySkL8(I;L4(Ω))+R)2+kyN0kB2,4(Ω)i
≤R.
Hence, we have a compact mappingz∈B¯R(0)→yz∈B¯R(0). From Schauder’s fixed point theorem we infer the existence of a fixed point. Since the solution of (1.1) is unique, this fixed point must beyN and, consequently, yN belongs to L8(0,¯t;L4(Ω)). From (2.16) with gz replaced by gy we infer that y∈W4,2(0,¯t) and satisfies (2.19). Therefore, there exists a maximal timeT∗ ≤T and a solution in the space W4,2. We know there are two possibilities: either T∗=T and the theorem is proved, orT∗< T and
¯lim
t→T∗kyNkW4,2(0,¯t)=∞ and kyNkW4,2(0,¯t)<∞ ∀t < T¯ ∗.
Let us prove that the second option can not occur. Givenε >0, we know from Remark2.8that there exists tε>0 close enough toT∗ so that
kyNkL4(tε,T∗;L4(Ω))< ε.
From (2.19) and (2.18) with zreplaced by y, and continuous embeddingW4,2(tε,¯t)⊂C([tε,¯t];L4(Ω)) we get for every ¯t∈(tε, T∗) and anyε >0
kyNkW4,2(tε,t)¯ ≤C4,2
(kySkL8(tε,¯t;L4(Ω))+kyNkL8(tε,t;L¯ 4(Ω)))2+kyN(tε)kB2,4(Ω)
≤C4,2
(kySkL8(0,T;L4(Ω))+kyNk1/2C([t
ε,¯t];L4(Ω))kyNk1/2L4(tε,¯t;L4(Ω)))2+kyN(tε)kB2,4(Ω)
≤C4,2
(kySkL8(0,T;L4(Ω))+ε1/2kyNk1/2C([t
ε,¯t];L4(Ω)))2+kyN(tε)kB2,4(Ω)
≤C4,2
(kySkL8(0,T;L4(Ω))+C1ε1/2kyNk1/2W
4,2(tε,t)¯)2+kyN(tε)kB2,4(Ω) .
Selecting ε= [4C4,2C1]−1, we deduce from the above inequality kyNkW4,2(tε,¯t)≤2C4,2
2kySk2L8(0,T;L4(Ω))+kyN(tε)kB2,4(Ω)
∀t¯∈(tε, T∗), which proves that the explosion is not possible.
To prove estimate (2.15) we proceed as above to obtain kyNkW4,2(0,T)
≤C4,2
(kySkL8(0,T;L4(Ω))+kyNk1/2C([0,T];L4(Ω))kyNk1/2L4(0,T;L4(Ω)))2+kyN0kB2,4(Ω)
≤C4,2
2kySk2L8(0,T;L4(Ω))+ 2kyNkC([0,T];L4(Ω))kyNkL4(0,T;L4(Ω))+kyN0kB2,4(Ω)
Applying Corollary 4 of [26] withX=W18,4(Ω),B=L4(Ω),Y =H−1(Ω), andr= 2 we infer the compactness of the embedding W4,2(0, T)⊂C([0, T],L4(Ω)). Here we used that W4,2(0, T)⊂C([0, T],L4(Ω)), which was established above. Then, using Lions lemma with
ε= 1
4C4,2kyNkL4(0,T;L4(Ω))
we deduce from the above inequality kyNkW4,2(0,T)≤2C4,2
kySkL8(0,T;L4(Ω))+ 2CεkyNkL4(0,T;L4(Ω))kyNkL2(0,T;H−1(Ω))+kyN0kB2,4(Ω) . Estimate (2.15) follows from (2.7), the above inequality, and the estimate obtained in Remark 2.8 for kyNkL4(0,T;L4(Ω)). Finally, the continuous dependence of y with respect to f and y0 can be proved using Theorem 2.5and (2.15).
For the above proof theL∞(I;L4(Ω)) regularity of the solution of (2.16) is crucial. This is obtained ifq≥8.
3. Proof of Theorem 2.5
We separate the proof in several steps.
(i) Notation and preliminaries.LetLsσ(Ω) denote the closure inLs(Ω) of the space{φ∈C∞0 (Ω) : divφ= 0}.
Givenf ∈Ls(Ω) we define the Helmholtz projectionPs:Ls(Ω)→Ls(Ω) byPsf =f− ∇H, where ∆H = divf in Ω, andn·(∇H−f) =0withnequal to the unit outer normal vector to Γ. We have that range(Ps) =Lsσ(Ω), Ps2=Ps, andPs0=Ps0, for the dual operator. The Stokes operator inLsσ(Ω) is defined by
As=−νPs∆ :D(As) =Ws(Ω)∩W2,s(Ω)→Lsσ(Ω). (3.1) It is a closed bijective operator when considered on the dense domain D(As)⊂Lsσ(Ω). This operator enjoys maximal parabolic regularity [14, 16], ([17], page 147). More precisely, for every (˜g,y˜0) ∈ Lr(I;Lsσ(Ω))× (Lsσ(Ω),Ws(Ω)∩W2,s(Ω))1−1
r,r the equation
∂y˜
∂t(t) +Asy(t) = ˜˜ g(t) for a.a.t∈(0, T), y(0) = ˜y0,
(3.2)
has a unique solution ˜y∈Lr(I;W2,s(Ω)∩Ws(Ω))∩W1,r(I;Lsσ(Ω)). Moreover, the inequality k∂y˜
∂tkLr(I;Ls(Ω))+k˜ykLr(I;W2,s(Ω))≤C
k˜gkLr(I;Ls(Ω))+ky˜0k
(3.3) holds for some C independent of (˜g,y˜0). Above the norm of ˜y0 is taken in the interpolation space (Lsσ(Ω),Ws(Ω)∩W2,s(Ω))1−1
r,r.
The fractional power As12 :D(As12)⊂Lsσ(Ω)→Lsσ(Ω), is well-defined with D(As12) dense in Lsσ(Ω) and the identity As=A
1
s2A
1
s2 holds. A
1
s2 is an isomorphism when D(As12) is endowed with the graph norm of A
1
s2. The graph normkAs12ykLs(Ω)is equivalent to the normkykW1,s
0 (Ω)onD(As12). Moreover, the normskAsykLs(Ω)and kykW2,s(Ω) are equivalent onD(As), seee.g.[10]. We shall use in an essential manner that
D(As12) =D((−∆)12)∩Lsσ(Ω) =Ws(Ω), (3.4) and −∆ is understood with homogenous boundary conditions. This was verified in [15], for domains with a
’smooth’ boundary. Using the classical result in [11] on the characterisation ofD((−∆12)), we obtain thatD(As12) is isomorphic toWs(Ω). The case of aC3boundary can be argued as follows. First we use that [Lsσ(Ω),D(As)]1
2 = [Lsσ(Ω),Ws(Ω)∩W2,s(Ω)]1
2 =D(As12), where [·,·]1
2 denotes complex interpolation. The second equality follows from the fact that the Stokes operator on Lsσ(Ω) admits an H∞ calculus [23], see also ([17], pg. 149). Next we note that the Helmhotz projection satisfies Ps=PsPs and that the range ofPs is given by Lsσ(Ω). Hence Lsσ(Ω) is a complemented subspace ofLs(Ω), see ([31], pg. 22). Using standard regularity results for the Stokes equation [3] it follows from the definition of Ps, that it is a bounded linear operator fromLs(Ω) toLsσ(Ω) and from W2,s(Ω) toWs(Ω)∩W2,s(Ω). As a consequence we obtain that [Lsσ(Ω),Ws(Ω)∩W2,s(Ω)]1
2 =Ws(Ω), by a general result on interpolation couples involving subspaces, see ([31], pg.118).
(ii) Extending the operator As. In the following we use arguments inspired by §6 of [9] and §11 of [4] where the case of second order elliptic operators is considered. First, note that we can utilize the above arguments for sreplaced by its conjugates0. HenceA
1 2
s0 :Ws0(Ω)→Lsσ0(Ω) is a topological isomorphism, and its adjoint (As120)0:Lsσ(Ω)→Ws0(Ω)0 is an isomorphism too. We also have
(As120)0y=As12y for ally∈ D(As12) =Ws(Ω), (3.5) where equality holds inWs0(Ω)0. Indeed, for ally∈Ws(Ω) and z∈Ws0(Ω) we get
h(As120)0y,ziW
s0(Ω)0,Ws0(Ω)=hy, As120ziLs
σ(Ω),Lsσ0(Ω)=hAs12y,ziLs
σ(Ω),Lsσ0(Ω)=hAs12y,ziW
s0(Ω)0,Ws0(Ω), where the identityhy, As120ziLs
σ(Ω),Lsσ0(Ω)=hAs12y,ziLs
σ(Ω),Lsσ0(Ω)for ally∈ D(As12) =Ws(Ω) and allz∈ D(As120) = Ws0(Ω) is well known, seee.g.equality (1.23) of [12]. Thus (3.5) holds. SinceWs(Ω) is dense inLsσ(Ω) we obtain that (A
1 2
s0)0 is the extension of A
1
s2 from Ws(Ω) toLsσ(Ω). In a similar way we can argue that ((A
1 2
s0)0)−1 is an extension of (As12)−1 fromLsσ(Ω) toWs0(Ω)0.
Now, we define the operator As∈ L(Ws(Ω),Ws0(Ω)0) by hAsy,ziW
s0(Ω)0,Ws0(Ω)=ν Z
Ω
∇y:∇zdx.
Let us study some properties of this operator. First, we observe that from the definitions ofAsandAsit follows that Asy=Asyfor ally∈ D(As). Hence,As is an extension ofAs.