DE L ’U NIVERSITÉ DE C LERMONT -F ERRAND 2 Série Probabilités et applications
P. B ILER
Invariant sets of solutions of Navier-Stokes and related evolution equations - A survey
Annales scientifiques de l’Université de Clermont-Ferrand 2, tome 88, série Probabilités et applications, n
o5 (1986), p. 25-47
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INVARIANT
SETS OF SOLUTIONS OF NAVIER-STOKES AND RELATED EVOLUTIONEQUATIONS -
A SURVEYP. BILER
RESUME.
Une
bibliographie
sur unsujet
enplein d6veloppement
- les attracteurs dans les
6quations d’evolution
estrecueillie. On
considere
leprobleme
de dimension fi- nie d’ensembles des solutions invariants par le flot et les m6thodes desdémonstrations
sontcomparees.
ABSTRACT.
A
bibliography
on therapidly developing subject
of theattractors for evolution
equations
isgiven.
The pro- blem of finitedimensionality
of the sets of solutionsinvariant under the
phase
flow and the different methods forproving
this are discussedconcisely.
AMS
(1985) subject
classification numbers 35B40 35K5535Q10
58G11 58G16 76D05 76F99INTRODUCTION
The evolution Navier-Stokes
equations
are the exam-ples
ofphysically
motivated nonlinearproblems
in par- tial differentialequations
which attract attention of the mathematicians for many years.They
constitutea
highly
nontrivial model of the occurence of turbulentphenomena
in thedissipative
evolutionsystems.
Suchsystems "forget
almostall4
initial conditionsand,
asO.A.
Ladyzhenskaya
has stated( [35] , 136])~
it is moreconvenient to
study
the turbulentproperties
of the flow associated with thesystem
ofequations only
in a smallpart
of thephase
space( actually
infinitedimensional )
which is"not forgotten" by
thesystem
and is flow-in-variant. The invariant set consists of
trajectories global
in time(
i.e. defined for all realt )
and onemay
expect
that it is small inmetric, topological
ormeasure-theoretic sense.
A considerable number of papers devoted to the pro- blem mentioned above has
appeared recently.
We shallquote
some of themclosely
related with the finite di- mension results for the attractors(
and moregenerally
the invariant
sets )
of evolutionsystems governed by partial
differentialequations.
The first version of this paper was written in 1982 and it has contained detailed
proofs
of the estimatesof the dimension of the maximal invariant set of solutions to Navier-Stokes
equations
in a bounded domain intR ~
or with
nonhomogeneous boundary
conditions. The results announced in(171
and in a note inDoklady
AN SSSRpreceding [36]
have been known at this time but some of theproofs
were notpublished
or the results wereslightly
less
general.
However the submission of the paper toa
journal
wasdelayed
and soon I have refused topublish
it since many
interesting
and detailed paperscontaining
also
entirely
newtechniques
haveappeared
in 1983 andafterwards. Now,
being encouraged by
theEditors,
I shallgive
a survey of new references( retaining only
some my remarks from theprevious version ).
PRELIMINARIES
We consider the
following initial-boundary
value pro- blem for the Navier-Stokesequations
’
where 91
is a bounded domain inRn ( n=2,
3 )locally
located on one side of its
boundary C’1 ~... v
being (n-1)-dimensional
manifold of class(
atleast )
,
~>0 is the kinematicviscosity,
u=the
velocity,
p is the pressure. The externalbody
for-ces are
represented by
, the initial condi- tionuo ( after
correctionby
f onf)
is in H - the clo-sure in
L2 norm 1.1 f
of 0i7. v = 0 }
and the
boundary
condition f is inH3/2(Q) -
the space of traceson Pof
functicns in(H2 (~) ) n satisfying
rj f’n dr = 0, j=1,...,k, n -
the unit outward normal
on
r ;
g, f areindependent
of t.The space
periodic problem (
which ismathematically slightly simpler )
J
(ei),
Jj=1, ... ,n, the
standard basis inIRn,
can also beconsidered.
We recall
only
thesimplest
resultsconcerning
the sol-vability
of thisproblem referring
to[17] , [48]
or[50]
for the
description
of the functionalsetting
and the pre- ciseexposition.
It is known that there exists a weak solution weak((O,oo) ;V),
V is the clo-ioc
sure of
{v: v E(C60 ))n, 7-v
=0
in normThis solution for n=2 is
unique
andactually
If
uo£V
then u is theregular
solutionV)
forall T~O. If
n=3,
then u remainsregular only
forT T (u), T (u )
is at least of orderilu U
. The gene-o o o
ral results on the
uniqueness
of the weak solutions for tridimensional Navier-Stokesequations
are not knownyet.
Under these
assumptions
one can writeu(t)=S(t)(u )
withthe continuous
(
andcompact
for t>0 asoperators
inH ) mappings S(t)
in V ~ Hforming
thesemigroup
forpositive
tif n=2 and restricted to if n=3. It
The function space H has a
special orthonormal
basis formedby
theeigenfunctions (wN) N=1,2;.. ,
of the Stokesoperator projected
from H. Thepositive
eigenvalues. (ÅN) N=1, 2, ...
are of orderN cN2/n’.
EXISTENCE OF INVARIANT SETS
In the two dimensional
case,following
the idea thatthe invariant set X of the
(semi-)flow (S(t))
t~0*for-
gets
initialconditions" ,
one cantry
to define X asS(t)(H) .
. However it is more convenient to work t>Owith X=
n S(t)(B )
" whereS(t)
isapplied
to the ballBR
in H ofsufficiently large
radiusR=R(g,f).
One doesnot lose from consideration any
trajectory
if limt->oo
which
actually
holdsforeach
solution with The set X constructed above is bounded in V: limlIu(t)1f C(g,f),
t->oo
hence
compact
in H. The invariance of X follows from therepresentation
X= t~Tn S (t) (B )
~ for all sinceS ( T ) ~ ~ u ( s ) : s~t~T} .
. Moreover X is themaximal attractor for
( S ( t ) )
t~O: min 20132013~. 0 x £Xfor each solution u.
Observe that X consists of all
global trajectories
which are bounded - each solution with
uoEX
can be extended backwards. The
semigroup (S(t))
hasthe extension to the group of transformations
acting
on X.In
particular
X contains all thestationary
and theperio-
dic solutions. Note that the sets
consisting
of the ini- tial conditions with boundedglobal trajectories
can beconstructed
explicitly
as follows Y= there existsu EB,
" nn-1 fixed,
n)O
B - a bounded
sufficiently large set.
Y is thennegatively
invariant and
compact.
A natural result on the
regularity
of X holds: if theexterior forces g and the
boundary T are more regular
thenX is contained in a
subspace
of Vconsisting
of more re-gular functions ,
see e.g.[24], [22] .
Small invariant sets like
n ~u (s) :
can also bet~0
constructed but the set X described above is the
good
can-didate for
studying
theasymptotic behaviour
of solutionsof Navier-Stokes
equation
and thephenomenon
ofturbulence.
PROPERTIES OF THE NAVIER-STOKES SEMIGROUP
Let
PN
denote theorthogonal projection
of H onto thelinear space
spanned by
the functionsw1,...,wN
corres-ponding
to the first of theStokes operator
in H. LetQN = I-PN
be theprojection
onto thecomplementary subspace
in H. Themapping
S =S(t)
with fixed appears to be alocally Lipschitz mapping
andis a contraction for
sufficiently large
N. Moreprecisely
we have(
from~36~
PROPOSITION 1. If
Ilu[I,
andr)
if n=3(
no restrictions on t>O ifn=2 )
then there is M>0 such thatIS (u) - Mlu - vl
and for every ()O there exists N
satisfying
REMARK. S has also the
similar properties
as amapping
in v, but the
Lipschitz
constant M and the contraction constants 6, Ndepend
in morecomplicated
way on the do-main fl,
theviscosity v
and the initial andboundary
va-lues.
Some additional
properties
ofessentially
finite di- mensionalasymptotics
of solutions were obtainedin [35],
~36 ~ .
For instance:the
space forsufficiently large
N contains the whole necessary information on thetrajectories
of the Navier-Stokes flowlying
in the in- variant set X.Precisely speaking:
theglobal trajectory
~u ( t ) :
can be reconstructed from itsprojection
if
PN (u (t) )
isT-periodic
then u is also T--periodic;
the same is true for thequasiperiodicity.
There are several versions of the
quasicontraction property
of S =S(t)
for Navier-Stokes or nonlinear pa- rabolicequations
e.g. in[2] , [11) , [17] I ~22] , [49] .
In
D7]
theinequalities
for S,P*S, Q-S ( P=P N’ Q=QN
for
suitably large N )
are formulated as the alternativeThis follows of course from the
assumptions
inProposi-
tion 1: if
I S (u) - S(v))I (
thenI S (u) - |u - v| I
and it suffices to assume and find suitable N.
In
[1]
andsubsequent
papers there has been assumed that theHilbert
space H iscontinuously
embedded in aBanach space E
and,
instead of theLipschitz
conditionimposed
on S in the norm ofE,
onehas
~ M
More
precise
estimations are based on the idea from[2]
ofdetermining a product
of an N-dimensionalellipsoide
and a ball
of codimension N,
smaller than the ball of ra-dius
Mr, containing
theimage
of thestarting
ball of ra- dius r inProposition
1.This
quasicontraction (
in other wordssqueezing
orflattening ) property
ofS(t)
which isintimately
connec-ted with the
compactness properties
of resolventoperator
gives
akey
forproving that any (
e.g.maximal )
boundedinvariant
set of solutions is finite dimensional.DIMENSION OF THE INVARIANT SET
We shall concentrate on the
problem of showing
thatthe
negatively
invariant sets of somespecial mappings
are finite dimensional. The results
applied
to the ma-ximal invariant set X described before for two dimen-
sional,
or to any invariant set for tridimensional Na- vier-Stokesequations (
which structure is not knownyet
since it lacks the
proof
ofuniqueness
ofsolutions.
show their finite dimension.
There are of course many different results on the thin-
ness of the sets of solutions to Navier-Stokes or related evolution
equations,
like those in[18] (
measure-theoretic thinness ofthe set {u(t): uo£H} for
any or in[28],
[32] (
behaviour of finite dimensionalapproximation
toevolution
equations
in Galerkinprocedure
when the orderof
approximation increases ).
The paper[14] (
and 4.4 in[11J)
alsogives
veryinteresting
facts -especially
fromthe
computational point
of view - on the otheraspects
ofasymptotically
finitedimensional asymptotic
behaviour ofsolutions to Navier-Stokes
equation ( determining modes, determining
sets ofpoints,
nodalvalues ).
Now let us recall definitions
concerning
the Hausdorffdimension
(
cf[13], [27]).
If oc> 0 and X is a bounded subset of a metric
space
then the ~-dimensional Hausdorff measure of X is
taken over all
coverings
of Xby
the balls B. of diameters 3less than 6,. The measure me is
countably
additive on theBorel
subsets of X. Clearly ma(X)
E[0,..)
and iffor some then for all
a>ab.
In such acase inf
let:
=infm~(X) =0~
is called the Hausdorff dimension of Xdim H(X).
Acompact
set X offinite
Hausdorff dimension ishomeomorphic
to a subset of Euclidean space and when X is a subset of a Banach spa-ce E such a
homeomorphism
can be realized as aprojection
into
(2[dimHx]+1)-dimensional subspace
of E([41], [43]).
If one uses in this construction of
only
the co-verings consisting
ofequal balls
of diameter £ then oneobtains the definition of
the,so called, limit capacity
or the fractal
(
orentropy,
orPontriagin-Schnirelman )
dimension
dim F (X)
which isplainly greater
or eaual thandimH (X). These
notions ofdimension are different
even inthe Euclidean spaces
(
for theexamples
see[41]).
We
reproduce
here(
with theoriginal proof
from[36] )
a fundamental theorem on finite fractal
(
and thusHausdorff) dimension
ofnegatively
invariant bounded sets forspecial mappings
withproperties essentially
like S.THEOREM 1. Let X be a bounded subset of a
( separable )
Hilbert space H and S: X ~ H be a continuous
mapping
suchthat and for all u, vEX
I s (u) - VI, vI
where Q is anorthogonal
projection
of H onto asubspace H"
of finite codimension( equal
toN ) , ~ 1.
Then the fractal dimension of X is finite.The estimates of ot will follow from the
proof.
PROOF. Let X be covered
by
a finite number(
e.g.one )
of closed balls
B1
r each of radius r, so X -U
i=1,k xi
rwhere r diam This
covering gives
r r r
an
approximation
for a-measure of X m a,r r¿
1-k
rWe consider the
projections
of onto thesubspa-
r
ces
H",
H’=H9 H" ;
P=I-Q: H--~ H’ .
We see that is contained in iJ-dimensional cubeC1
in H’r
which
edge
isMd i long
and that the diameter ofr r
is less than
Ed i
We divideC1
into cubescij
which ed-r
ges are
aN- 1/2 dilong (
a>O will be fixedlater )
so theirr
diameters are
ad i.
The total number ofcij-s
is not lar-r
ger than
+ 1)N. According
to this we obtaina subdivision of
X1
into’wsmall
setsr r r
The diameter of
X’j
is less than(a2+£2)1/2di :
r r r
This
covering
ofX,
X =.U. xij , gives
a newapproxi-
i,j r
mation of of X
ma,£1r
=¿ . 1
j=1 i=1r
r£a1.Kma,r. . It is obvious that for
sufficiently large
oIterating
thisprocedure
of subdivision of the co-verings
into sets of diameters less than63r....
Concretely
we may choosea= ( ( 1- E2 ) )/2) 1/2
11If we spare the elements of the
coverings
we obtainslightly
better bound for cc. It suffices e.g. to observei i
that is contained in a ball of diameter
Md r
r r
which can be covered
by considerably less
number of cubes2013 1/2 i
of
edges aN- 1/’2di
r thanbefore.
For anotherexample
p ofimproved
value of 0( seeIf there is a
priori
assumed that X iscompact
then the conditions onS,
Q*S should be satisfiedonly locally
and the
projection
P may varycontinuously
frompoint
topoint P=P x
but sup dimP~(H)=N
mustbe
finite.Now let us compare some
assumptions
on themapping
Swhich
guarantee
that theconclusion
of Th.1 holds. The earliest paper on thissubject [40]
has dealtwith
smoothmappings.
There has beenassumed
that S is aC1
transfor- mation on aneighbourhood
of acompact negatively
inva-riant set
XSS (X)
and DS is a( uniform )
contraction on asubspace H"
of finitecodimension
Int
particular
if S iscompact
andC1
thenthe theorem followsas
DS(u)
iscompact
for all u£X. So there are thesubspa-
ces
H’ ’ ( u )
onwhich
andby continuity
of the derivative
2/3
for v in aneigh-
tti
()
borhood of u. Now
by
thecompactness
of X thesubspace
H" can be chosen
universally.
The secondassumption
ofTh.1 follows as
S(u) - S(v)
=DS(u)(u-v)
+The verification of
Ladyzhenskaya
condition from Th.1 is still easier than the estimates of derivatives which howevergive
moreprecise
information on 0. in other modi- fications of theproof
of similar theorems( (2~ , [4]).
We note that if S is
only
acompact Lipschitz mapping
then Q*S may not be a contraction for any admissible Q.
EXAMPLE.
S: ~ 2 ---~ ~2
is definedby
a
Lipschitz function, f(O) =O, f (~0,1~ ) =~0,1~ .
We seethat
S(l2)
is the Hilbert cube Q = k= and .S(Q)=Q
so S has an infinite dimensional invariant setalthough
S isLipschitzian:
schitz constant of f can be chosen
arbitrarily
close to1 and even for f smooth S can be differentiable
only
ona proper
(
but sometimesdense )
subset ofQç¿2.
Next we consider two easy
generalizations
of theTh.1,
the first in the context of Banach spaces and the second
concerning
metric spaces.THEOREM 2. Let X be a bounded subset of a Banach space E and S: X-~E be a
mapping
such thatS(X)aX,
Suppose
there exists aprojection
P: E-tE’ onto a finitedimensional
subspace
E’( in general
nonlinear andvarying
from
point
topoint
but with bounded dimension ofP(E) )
such that and for Q=I-P
for some ~1 and all u ,vex.
Then the fractal dimension of X is finite.
Observe that the Euclidean norm in E’ and the
original
norm induced from E are
equivalent
and theproof
of Th.1can be
adapted
to this situation withonly
minoraltera-
tions
(
cfslightly
morecomplicated reasoning
in[411).
Analyzing
theproof
one can notice that the role offinite dimensional linear
subspace
H’ orE’
may bepla- yed by
a space which is"uniformly homogeneous’
in thefollowing
sense: each ball ofradius
R is contained ina union of at most
K(R/r) suitably
chosen balls of radiir - e.g. for
R Kx>=c_x’
is agood
estimate.Therefore we have
THEOREM 3. Let E =
E’xE "
be a metric space,E’
be ho- mogeneous in the sense described above andis fixed. Assume that the
mapping
S: X -·E defined ona
bounded subset X of E satisfies the
following
conditionswith £1, where 9
is the metric in E and Q:E...{e’jxE",
t~(u,v) ~ ~(P (u) ,P (v) ) + 9 (Q (u) , Q (v)
are theprojections
on the factors in E.
t
In such a situation
F
°’
REMARK. The
assumption
on the existence ofS-invariant
bounded set in these theorems is essential - see e.g.P=I and S a translation Sx=x+a,
In some cases such a set however must exist. For instance in
[20]
it has been shown that a continuousmapping
whichis contractive in the second coordinate has at least one
fixed
point -
on condition that E’ has the fixedpoint
pro-perty (
i.e. eachcontinuous ’mapping
of E’ has a fixedpoint )
and E" iscomplete.
OPTIMAL RESULTS ON THE DIMENSION OF INVARIANT SETS
The upper bounds for the fractal dimension of
( maximal )
invariant sets of solutions to Navier-Stokesequations
fol-lowing
from theproof
of Th.1 are crude and can be conside-rably improved.
The methods which allow to obtain more rea-listic
(
andinspired by physical arguments )
estimates ofthis dimension are
intimately
connected with thestudy
ofsmoothness and
regularity properties
of thesemigroup S(t).
The
key
observation is thatconsidering
theLyapunov
expo- nents(
andLyapunov numbers ) along
thetrajectories
onecan better control the
anisotropic squeezing property
ofS ( t )
than it has been done in[12] , ~2~ , j30~ .
Thegeneral
derivation of the estimates on the Hausdorff and fractal dimensions of attractors in
[10] , [11] , [19] , ~22~ , [37] , ~49~
is
partially
based on the ideasof [38] and [21]
where the re- lations between the fractal dimension andLyapunov
numberswere
emphasized
and elucidated.The
problem
wasultimately
reduced to the estimates ofLyapunov exponents
of themappings
or to the estimates ofthe variation of the N-dimensional volume element
transpor-
ted
by
the flow. The finalstep
relies on theingenious application
of theLieb-Thirring inequalities (
for theSchroedinger operators )
to the linearizedoperator
S -see
[11] , [49] .
This last idea waspointed
out in[39]
which
completes ~44,~
and thenimproved
in[46] .
Note thatthese papers deal with the linearized
equation (
not thelinearized solution
operator ).
The best results available at this moment are
given
in[49]
andC111 ~ namely
- for two dimensional Navier-Stokes
equations
- for tridimensional
equations
the dimension of any attrac- tor bounded in V is estimatedby
the time average of the maximum rate ofdissipation. These results
arelikely
tobe
( quasi-)optimal
asthey
are consistent with thephysi-
cal
predictions
of the conventionaltheory
of turbulence(
the celebratedKolmogorov law ).
It is worth to
noting
that the functional dimensionnumber of balls of radius E
covering Y )
for theimage
Y =
S(t)B
of any bounded set B4GV is notgreater
than3/2
forS(t), t>O, solving
the Navier-Stokesequtions
in three dimensions. This is demonstratedusing
thesqueezing
pro-perty
ofS(t)
in2.3~ D1]
and for the linearized( Stokes ) equations df(Y)x3/2 .
Relatively
little is known on the lower boundsof
the dimension of the attractor. Inthe
caseof
twodimensio-
nalequations
withperiodic boundary
data anexplicit unstable stationary
solution and theconsiderations
on thestructure of the maximal invariant set
produce
an estimatefrom below of the order
of Reynolds number,
see[21, ~].
GENERALIZATIONS AND RESULTS FOR OTHER
EQUATIONS
Applications
ofthis
kind of results for related pro-blems
inhydrodynamics:
MHDequations, thermohydraulic equations,
Navier-Stokesequations
on manifolds(
in par-ticular
geophysical flows )
have beendescribed
in[46],
[22], (45] .
Nonlinear
parabolic equations
of reaction-diffusiontype
or from chemical kinetics were treated in[2J, [3] , [4] , [33]
and from the otherpoint
of view in[34].
Similar results on the finite dimension of invariant sets of
solutions
hold also for thegeneralized ( pseudodifferen- tial ) Korteweg-de Vries-Burgers equation ( unpublished ).
These
dissipative-dispersive equation
were considered in thehomogeneous
case in[8].
The
Kuramoto-Sivashinsky equation
which appears in com- bustiontheory
and combines two effects: diffusion gover- nedby A 2 (
iteratedLaplacian)
and thenegative
diffusion( represented by 4 term )
was examined in~42~.
A moredetailed
study
of the inertial manifolds for thisequation ( containing
the maximalattractor )
wasbegun
in[15], (16~ .
The papers
[2].[3], [4], j5~ , [6] , [71 , [32] , [47]
deal with the attractors in
damped
nonlinearhyperbolic equations.
Thespecial
attention ispaid
toregular
at-tractors which appear in
generic (
w.r.t. force term andboundary
conditions in theequation )
case.They
haverelatively simple
structure: all theequilibrium points
of the
equation (
finitenumber )
and unstable manifoldscorresponding
to thesestationary points
constitute the maximal attractor.In the
general
case(
withoutgenericity assumptions )
of
damped hyperbolic equations
the dimension of the ma-ximal attractor was estimated in
[23].
The
supplementary properties
of the maximal attractorare known for
equations
with aLyapunov
function(
among othersgradient-like systems ) ,
see e.g.~2~ , ~3~ .
There are some
interesting
results on theestimating
the dimension of attractor in
(
finitedimensional )
clas- sicaldynamical systems ( pursuit games )
in(9], (31]
where the methods announced in
[281, [291
are used.The theorems on
the
structure and the dimension of in- variant sets are alsoapplicable
inproblems involving
retarded functional-differential
equations
on Riemannianmanifolds. The standard references are
[25]
andC26~ .
We note however that some of
proofs
can besimplified using
our’fully nonlinear’
Th.3.A
general
scheme forapplications
of Th.3 can beproposed
in the context of bundles over manifolds.In
particular
one often deals with the vector bundles with a function space as infinite dimensionalfibre,
over Riemannian manifolds and the flows
acting
on thebase of the bundle as
Lipschitz mappings
and ascompact
operators
on the fibres.REFERENCES
1. A.V.
Babin, M.I.Vishik, Attractor of
the Navier-Stokes
system
and theparabolic equations
and an esti-mate of their
dimension, Zap.
Nauch. Sem.LOMI, 115, 1982,
3-15.2. -,,- , Attractors of the evolution
partial
differential
equations
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