Physics
Nonlinear Stability of Boundary Layers
of the Boltzmann Equation, I. The case M
∞< − 1
Seiji Ukai1, Tong Yang2, Shih-Hsien Yu2
1 Department of Applied Mathematics, Yokohama National University, Yokohama, Japan 2 Department of Mathematics, City University of Hong Kong, Kowloon, Hong Kong, P.R. China Received: 4 March 2003 / Accepted: 3 July 2003
Published online: 11 November 2003 – © Springer-Verlag 2003
Abstract: This is a continuation of the paper [15] on nonlinear boundary layers of the Boltzmann equation where the existence is established and shown to be strongly depen- dent on the Mach numberM∞of the Maxwellian state at far field. In this paper, when M∞ < −1, we will show that the linearized operator has the exponential decay in time property and therefore a bootstrapping argument yields nonlinear stability of the boundary layers.
1. Introduction and Main Result
The nonlinear Miln´e problem can be stated as follows. Consider the 3-dimensional half- space D = {(x, y, z) ∈ R3|x > 0}, in which the mass densityF of gas particles is assumed constant on each plane parallel to the boundary∂D = {x =0}although the particle motion is 3-dimensional. That is,F is assumed to be a function of positionx (but not ofy, z) and particle velocityξ = (ξ1, ξ2, ξ3) ∈ R3. Here,ξ1 stands for the velocity component along thex-axis. Then,F is governed by the stationary Boltzmann equation
ξ1Fx= Q(F, F ), x >0, ξ∈R3, F|x=0= Fb(ξ ), ξ1>0, (ξ2, ξ3)∈R2,
F →M∞(ξ ) (x→ ∞), ξ ∈R3,
(1.1)
where
M∞(ξ )=M[ρ∞, u∞, T∞](ξ )= ρ∞ (4π T∞)3/2exp
−|ξ−u∞|2 2T∞
, (1.2)
is a Maxwellian with constantsρ∞>0, u∞=(u∞,1, u∞,2, u∞,3)∈R3, andT∞>0 which are the macroscopic components in the particle distributionF. By a shift of the
variableξin the direction orthogonal to thex-axis, we can assume without loss of gen- erality thatu∞,2 = u∞,3 = 0, and then, the sound speed and Mach number of this equilibrium state are given by
c∞= 5
3T∞, M∞=u∞,1
c∞ , (1.3)
respectively, see [4]. Here,Q, the collision operator, is a bilinear integral operator Q(F, G)= 1
2
R3×S2
F (ξ)G(ξ∗)+F (ξ∗)G(ξ)−F (ξ )G(ξ∗)−F (ξ∗)G(ξ )
×q(ξ −ξ∗, ω) dξ∗dω, (1.4)
with
ξ=ξ−[(ξ−ξ∗)·ω]ω, ξ∗ =ξ∗+[(ξ−ξ∗)·ω]ω, (1.5) where “·” is the inner product ofR3. We restrict ourselves to the hard sphere gas for which the collision kernelqis given by
q(ζ, ω)=σ0|ζ ·ω|, whereσ0is the surface area of the hard sphere.
The existence of stationary solutions, called boundary layer solutions, to the problem (1.1) is studied recently in [15]. The result there shows that the existence of boundary layer solutions depends on the Mach numberM∞atx = ∞. WhenM∞ =0,±1, a solvability condition is given implicitly so that the co-dimensions of the manifold for boundary dataFb(ξ )is obtained. In the simplest case, i.e.,M∞<−1, there is no extra solvability condition because all the information at infinity goes into the layer, which means that as long as the boundary dataFbis close to the Maxwellian atx = ∞under some suitable norm, the boundary layer solution always exists. As the first step, to study the stability of the boundary layer solutions obtained in [15], we will study the case when M∞<−1. The main reason why this case is easiest is that the linearized problem has exponential decay phenomena. And this decay estimate is easier to be handled in the bootstrapping argument for nonlinear stability. For the other case, the decay rate should be algebraic as for the Cauchy problem so that it is more difficult and will be pursued by authors in the future.
For the boundary layer problem, there are a lot of results on the linear existence, stability and the numerical computation, cf. [1, 2, 5–8, 12–14]. Since we will discuss the stability problem in this paper, we will not present their works in details.
The main result in this paper can be stated as follows. LetF¯ = ¯F (x, ξ )be the stationary solution to the problem (1.1). Consider the initial boundary value problem,
Ft+ξ1Fx = Q(F, F ), t >0, x >0, ξ∈R3, F|t=0= F0(x, ξ ), x >0, ξ∈R3,
F|x=0= Fb(ξ ), t >0, ξ1>0, (ξ2, ξ3)∈R2, F →M∞(ξ ) (x→ ∞), t >0, ξ∈R3.
(1.6)
Theorem 1.1. WhenM∞<−1, under the assumption that
|Fb(ξ )−M∞(ξ )| ≤0Wβ(ξ ), ξ ∈R+3, β >5/2,
with the weight functionWβ(ξ )defined in (2.1) and0being a sufficiently small positive constant, there exists a boundary layer solution F (x, ξ )¯ to (1.1) proved in [15]. For (1.6), when [[F0(x, ξ )− ¯F (x, ξ )]]< 1withβ > 5/2, where1>0 is a sufficiently small constant and the norm [[·]] is defined in (2.28), there exists a unique solution F (t, x, ξ ) to the problem (1.6) which decays exponentially in time to the stationary solutionF (x, ξ ). In other words, the boundary layer solution in this case is nonlinearly¯ stable.
Remark 1.2. We prove the global existence in the setting of the contraction mapping principle associated to the reduced problem (2.7) related to the quantityF − ¯F, in the space endowed with the norm (2.30). Hence, the asymptotic stability is a straightforward consequence of it. As for the existence, the method in [11] may work for (1.1).
The proof of our theorem is given in the following section. We will first consider two semigroups associated with two linearized problems of (1.6) and show that they both have exponential decay property. Then by applying the bootstrapping argument and the smallness of the strength of the boundary layer, we will have the nonlinear stability result stated in Theorem 1.1. In the following,cis used to denote a generic positive constant.
2. Stability Analysis
The stability problem to (1.6) can be discussed in two steps. The first step is to consider the corresponding linearized problem by the energy method forL2x,ξand then the boot- strapping argument forL∞x,ξ. The exponential decay in time estimate obtained in the first step can be used in the second step for nonlinear stability by using Grad’s estimate on the nonlinear Boltzmann collision term to obtain an a priori estimate on the solution for the application of the fixed point theorem.
In the following, we will use the following weighted function:
Wβ(ξ )=(1+ |ξ|)−β
M[1, u∞, T∞](ξ )
1/2
, (2.1)
withβ∈R.
First, we shall look for the solution of (1.6) in the form
F (t, x, ξ )=M∞(ξ )+W0(ξ )f (t, x, ξ ), (2.2) whereW0is the weight of (2.1) withβ =0. Then, the problem (1.6) reduces to
ft +ξ1fx−Lf = (f ), t >0, x >0, ξ∈R3, f|t=0 = f0(x, ξ ), x >0, ξ ∈R3,
f|x=0 = a0(ξ ), t >0, ξ1>0, (ξ2, ξ3)∈R2, f →0(x→ ∞), t >0, ξ∈R3,
(2.3)
where
a0=W0−1
Fb−M∞ ,
and
Lf =W0−1
Q(M∞, W0f )+Q(W0f, M∞)
, (f )=(f, f ), (2.4) with
(f, g)=W0−1Q(W0f, W0g).
The operatorL is linear while the remainder is quadratic, both acting only on the variableξ. The following properties (and nothing else) from them will be used in the sequel. SetLpξ =Lp(R3ξ)andL∞ξ,β=L∞(R3ξ, Wβ(ξ )dξ ).
Proposition 2.1. For the hard sphere model, the following holds with some positive constantsν0,ν1,k0,k1,k2depending only onρ∞, u∞, T∞.
(i)Lhas the decomposition
L= −ν(ξ )× +K,
whereν(ξ )is a positive function satisfying
ν0≤ν(ξ )≤ν0−1(1+ |ξ|), ξ ∈R3, whereasKis an integral operator
Kh=
R3K(ξ, ξ)h(ξ)dξ with the kernel enjoying the estimate
|K(ξ, ξ)| ≤k0(|ξ−ξ| + |ξ−ξ|−1)e−k1|ξ−ξ|2.
(ii)Lis non-positive self-adjoint onL2ξ, with the estimate (Lh, h)L2
ξ ≤ −ν1||(1+ |ξ|)1/2P⊥h||2L2 ξ
, (2.5)
whereP⊥=I−P,P being the orthogonal projection onto the null spaceNofL.
(iii)Khas the regularizing property that it is bounded as an operator K:L∞ξ,β →L∞ξ,β+1 and K:L2ξ →L∞ξ for allβ ≥0.
(iv) The bilinear operator(f, g)enjoys the estimate
||ν−1(f, g)||L∞ξ,β≤k3||f||L∞ξ,β||g||L∞ξ,β
for allβ.
Proof. Forρ∞ =1,u∞= 0, andT∞ =1, that is, for the case of the standard Max- wellianM0(ξ ) =M[1,0,1](ξ ), all the statements in the above are found in, e.g. [4], pp. 197-198, except for (2.5) which is stated in [6]. Letν0(ξ )andK0(ξ, ξ)be ones corresponding to the standard MaxwellianM0. Their explicit formulas go back to [10, 3] (see also [4], pp. 196–197). Since
M[ρ∞, u∞, T∞](ξ )=αM0(γ (ξ−u∞)), forα=ρ∞/T∞3/2andγ =1/T∞1/2, it follows from (2.4) that
ν(ξ )=c0ν0(γ (ξ−u∞)), K(ξ, ξ)=c0K0(γ (ξ−u∞)), γ (ξ−u∞)), withc0=α/γ =ρ∞/T∞, whence the proposition follows for the general Maxwellian.
This proposition is also valid for Grad’s cut-off hard potential [9] with due modifi- cation, particularly with(|ξ| +1)δ (δ∈ [0,1]) in place of(|ξ| +1)in (2.5). Since the model we consider is the hard sphere (δ=1), we can letf =e−σ xgin (2.3) and control by (2.5) (and byP) the termσ ξ1appearing in the deduced problem
gt+ξ1gx−σ ξ1g−Lg = e−σ x(g), t >0, x >0, ξ ∈R3, g|t=0 = g0(x, ξ ), x >0, ξ∈R3,
g|x=0 = a0(ξ ), t >0, ξ1>0, (ξ2, ξ3)∈R2, g→0(x→ ∞), t >0, ξ ∈R3.
(2.6)
Now, denote the stationary boundary layer solution to (2.6) byg¯and let the initialg0
be a small perturbation ofg. Then the stability problem we consider can be formulated¯ as follows:
˜
gt+ξ1g˜x−σ ξ1g˜−Lg˜ = e−σ x{ ¯Lg˜+(g)˜ }, t >0, x >0, ξ∈R3,
˜ g
t=0 = ˜g0(x, ξ ), x >0, ξ ∈R3,
˜ g
x=0 = 0, t >0, ξ1>0, (ξ2, ξ3)∈R2,
˜
g→0(x→ ∞), t >0, ξ ∈R3,
(2.7) whereg˜=g− ¯g,g˜0=g0− ¯gandL¯g˜ =2(g,¯ g).˜
LetS(t )be the solution operator (semi-group) of the linear problem
ht +ξ1hx−σ ξ1h−Lh=0, t >0, x >0, ξ ∈R3, h
x=0=0(ξ1>0), h→0(x→ ∞), t >0, ξ∈R3, h
t=0=h0(x, ξ ), x >0, ξ∈R3.
(2.8)
Then we haveh=S(t )h0.
For the caseM∞<−1, theL2decay estimate for (2.8) is easy to establish. Recall that in this case, the operatorA=P ξ1P introduced in our previous paper [15] is neg- ative definite onN, whereasLis also negative definite onN⊥with the estimate (2.5).
Here,P andN are as in Proposition 2.1. Now for a smallσ > 0, a straightforward energy estimate gives
1 2
d
dt||h(t )||2+<|ξ1|h0, h0>−+ν2||(1+ |ξ|)1/2h(t )||2≤0,
with a constantν2>0 (sayν2=ν1/2), where||·|| = ||·||L2
x,ξ,<·.·>−=(·,·)L2(ξ1>0), andh0=h|x=0. This implies that
d dt
eν2t||h(t )||2 +eν2t
2<|ξ1|h0(t ), h0(t ) >−+ν2||(1+ |ξ|)1/2h(t )||2
≤0.
Then it follows that eν2t||h(t )||2+
t
0
eν2t
2<|ξ1|h0(t ), h0(t ) >−+ν2||(1+ |ξ|)1/2h(t )||2
dt≤ ||h0||2, (2.9) and
||S(t )h0|| ≤e−κt||h0||, κ = ν2
2. (2.10)
As for the existence analysis, we want to prove the following estimate which is suf- ficient for the application of the fixed point theorem to get the global existence of the solution to the nonlinear problem (2.5),
||S(t )h0||β ≤ce−κt
||h0||β+ ||h0||L2
x,ξ
, (2.11)
forβ ≥0, where|| · ||βis the norm of the spaceL∞x,ξ
Wβ(ξ )dxdξ
=L∞β .
In order to prove (2.11), we first consider another simpler linear solution operator.
Letν(ξ )be as in Proposition 2.1(i) and letS0(t )be the solution operator (semi-group)
of
ht+ξ1hx−σ ξ1h+ν(ξ )h=0, t >0, x >0, ξ∈R3, h
x=0=0(ξ1>0), h→0(x→ ∞), t >0, ξ∈R3, ht=0=h0(x, ξ ), x >0, ξ∈R3.
(2.12) The solution to the above linear initial boundary value problem has the following explicit expression:
h=S0(t )h0=e−(ν(ξ )−σ ξ1)tχ (x−ξ1t )h0(x−ξ1t, ξ ), (2.13) whereχ (y)is the usual characteristic function fory >0. Based on this expression and with the lower boundν(ξ )≥ν0>0, a simple calculation yields the following estimate onS0:
||S0(t )h0||X≤ce−(2κ−ε)t||h0||X, (2.14) withκ chosen to be min(ν0, ν2)/2, for some small constant >0. Here the spaceX can be eitherL∞β orL2x,ξ.
From (2.8) and (2.12), we have
S(t )h0=S0(t )h0+t
0S0(t−s)KS(s)h0ds
=m−1
j=0 Ij(t )+Jm(t ) I0(t ) =S0(t )h0
Ij(t ) =t
0S0(t−s)KIj−1(s)ds=(S0K)∗Ij−1
Jm(t ) =(S0K)∗(S0K)∗ · · · ∗(S0K)
m
∗h,
(2.15)
withh=S(t )h0. Here and hereafter, “∗” stands for the convolution int. By using the estimate (2.14) and the regularizing property of the compact operatorKin Proposition 2.1(iii), we have forβ≥j ≥0,
||Ij(t )||β ≤cje(−2κ+ε)t||h0||β−j. (2.16) The estimate onJmis more complicated and can be stated in the following bootstrapping lemma.
Lemma 2.2. Forβ≥0, we have
||Jβ+3(t )||β ≤ce−κt||h0||L2
x,ξ.
Proof. First, again by the regularizing property ofKin Proposition 2.1(iii), we have
||Jβ+3(t )||β ≤ C β!
t
0
(t−τ )βe−(2κ−)(t−τ )||J2||L∞
x (L2ξ)(τ )dτ, (2.17) where
J2(t )=(S0K)∗(S0K)∗h=S0∗ ¯J , (2.18) with
J¯=KS0K∗h= t
0
KS0(t−s)Kh(s)ds= t
0
J¯0(t−s, s)ds. (2.19)
We now estimateJ¯0(t, s)as follows. Here, we need to use some integral property of the compact operatorK. By definition, we have
J¯0(t, s)=KS0(t )Kh(s)
=
R3×R3K(ξ, ξ)K(ξ, ξ)e−(ν(ξ)−σ ξ1)tχ (y)h(s, y, ξ)dξdξ, (2.20) wherey=x−ξ1t. Hence,
| ¯J0(t, s)| ≤e−(ν0−ε)t
R×R3K0(ξ, ξ1, ξ)χ (y)|h(s, y, ξ)|dξ1dξ, (2.21) where
K0(ξ, ξ1, ξ)≡
R2|K(ξ, ξ)||K(ξ, ξ)|dξ2dξ3, withξ=(ξ1, ξ2, ξ3).
Notice that the estimate of the kernelK(ξ, ξ)stated in Proposition 2.1(i) gives
R3|K(ξ, ξ)|dξ=
R3|K(ξ, ξ )|dξ≤C0,
R2|K(ξ, ξ)|dξ2 dξ3 ≤C1,
where C0 and C1 are some positive constants depending only on the parameters ρ∞, u∞, T∞. Thus, we have
R×R3K0(ξ, ξ1, ξ)dξ1dξ =
R3×R3 |K(ξ, ξ)| |K(ξ, ξ)|dξdξ≤C02,
R3K0(ξ, ξ1, ξ)dξ ≤C0
R2 |K(ξ, ξ) dξ2 dξ2 ≤C0C1. By (2.21) and the Schwartz inequality,
J¯0(t, s)2≤e−2(2κ−)t
R2×R3K0(ξ, ξ1, ξ) dξ1 dξ
×
R2×R3K0(ξ, ξ1, ξ)χ (y)h(s, y, ξ)2dξ1 dξ
≤C02e−2(2κ−)t
R2×R3 K0(ξ, ξ1, ξ)χ (y)h(s, y, ξ)2dξ1 dξ. (2.22) Therefore, we have
¯J0(t, s)2L∞
x (L2ξ)=sup
x>0
R3
J¯0(t, s)2dξ
≤C02C0C1e−2(2κ−)t
R×R3
χ (y)h(s, y, ξ)2dξ1 dξ
= c
te−2(2k−ε)t ∞
0
dy
R3 dξh(s, y, ξ)2
≤ c
te−2(2k−ε)te−2ksh02L2 x,ξ
. (2.23)
Here, we have used theL2decay estimate (2.10). Hence (2.19) and (2.23) give ¯J (t )L∞
x (L2ξ)≤ t
0
¯J0(t−s, s)L∞ x (L2ξ)ds
≤c t
0
e−(2κ−)(t−s)
√t−s e−κsh0L2
x,ξ ds
≤c e−kt t
0
e−(κ−)(t−s)
√t−s dsh0 ≤ce−κth0. (2.24) This and (2.14), (2.18) give
J2(t )L∞
x (L2ξ)= S0∗ ¯J ≤ t
0
e−(2κ−ε)(t−s) ¯J (s)L∞ x(L2ξ)ds
≤c t
0
e−(2κ−ε)(t−s) e−κs dsh0L2
x,ξ
≤ce−κth0L2
x,ξ. (2.25)
Plugging this into (2.17) yields
||Jβ+3(t )||β ≤e−κt c β!
t
0
(t−τ )βe−(κ−)(t−τ )dτ||h0||L2
x,ξ
≤ce−κt||h0||L2
x,ξ. (2.26)
And this completes the proof of the lemma.
This lemma and (2.16) complete the proof of theL∞β decay estimate (2.11).
In order to estimate the nonlinear term(g)˜ and the coupling termL¯g˜in (2.7) by Proposition 2.1(iv), we also need the following lemma.
Lemma 2.3. Whenβ ≥0, for the two semigroupsS0andS, we have
||S0∗ν(ξ )h||β(t )≤ce−κt sup
0≤τ≤t{eκτ||h||β(τ )},
||S∗ν(ξ )h||β(t )≤ce−κ/2t{ sup
0≤τ≤t
(eκ/2τ||h||β(τ ))+ sup
0≤τ≤t
(eκ/2τ||νh||L2
x,ξ(τ ))},
both for every functionh(t, x, ξ )with the relevant norm bounded.
Proof. First, by the special property of the semigroupS0and the linear growth rate of ν(ξ ), we have
||S0∗νh||β ≤sup
x,ξ
t 0
(1+ |ξ|β)e−(ν(ξ )−σ ξ1)(t−s)χ (x−ξ1s)ν(ξ )|h(s, x−ξ1s, ξ )|ds
≤e−κt sup
0≤τ≤t
{eκτ||h||β(τ )}sup
ξ
t
0
e−(ν(ξ )−κ−σ ξ1)(t−s)ν(ξ )ds
≤ce−κt sup
0≤τ≤t
{eκτ||h||β(τ )}.
To give the estimate forS, we use the relation betweenSandS0, S=S0+S0∗KS.
First, write (2.11) as
||S(t )h0||β ≤ce−κt[[h0]]β, (2.27) with
[[·]]β = || · ||β + || · ||L2
x,ξ. (2.28)
We assumeβ ≥1 but the proof is similar for otherβ. By the regularizing property of the operatorKagain, we have
||S0∗KS∗νh||β ≤ t
0
e−κ(t−s)||KS∗νh||β(s)ds
≤c t
0
e−κ(t−s)||S∗νh||β−1(s)ds
≤c t
0
e−κ(t−s) s
0
e−κ(s−τ )[[νh]]β−1(τ )dτ ds (by (2.27))
≤c sup
0≤τ≤t
{eκ/2τ[[νh]]β−1(τ )} t
0
e−κ(t−s)e−κ/2ssds
≤ce−κ/2t sup
0≤τ≤t
{eκ/2τ[[νh]]β−1(τ )}.
Combining this with the estimate forS0, we have
||S∗ν(ξ )h||β(t )≤ce−κ/2t
sup
0≤τ≤t
eκ/2τ||h||β(τ ) + sup
0≤τ≤t
eκ/2τ[[νh]]β−1(τ ) . Recalling the linear growth ofν(ξ )and the definition (2.28) completes the proof of the lemma.
By using the estimates in the above lemmas and (2.27), we can now construct a global solution to the nonlinear problem (2.7). The definition of the semigroup implies that
˜
g=S(t )g˜0+S∗ {e−σ x(L¯g˜+(g))˜ }. (2.29) Write the right-hand side by[g]. We have˜
||[g]||˜ β ≤ ||S(t )g˜0||β+ ||S∗ {νν−1e−σ x(L¯g˜+(g))˜ }||β
≤ce−κ/2t
[[g˜0]]β+sup
τ≥0
eκ/2τ||e−σ xνν−1(L˜g¯+(g))˜ ||β(τ )
+sup
τ≥0
eκ/2τ||e−σ xνν−1(L˜g¯+(g))˜ ||L2
x,ξ(τ )
≤ce−κ/2t{[[g˜0]]β + || ¯g||β||| ˜g||| + ||| ˜g|||2}, where
|||h||| =sup
t≥0{eκ/2t||h||β(t )}. (2.30) In the above we have used the estimate in Proposition 2.1(iv) and the relation
||e−σ xνh||2L2 x,ξ ≤
∞
0
e−2σ xdx
R3ν2(ξ )(1+ |ξ|)−2βdξ
||h||2β
=c||h||2β,
β > 5 2
. Consequently, we have
|||[g]|||˜ β ≤c([[g˜0]]β+ || ¯g||β||| ˜g||| + ||| ˜g|||2), and similarly,
|||[g]˜ −[h]˜ |||β ≤c(|| ¯g||β||| ˜g− ˜h||| + ||| ˜g+ ˜h||||| ˜g− ˜h|||), with the same constantc.
The smallness assumption on [[g¯0]]]β and that on||| ¯g||| which follows from the smallness assumption on the boundary dataa0in (2.6) now assure that the nonlinear mapis a contraction map in a small ball of the Banach space defined with the norm (2.30) and therefore a unique fixed point exists. This implies, taking into account the choice of the norm (2.30), that (2.7) has a unique global in time solution converging exponentially to 0 ast → ∞in the norm (2.28). Thus Theorem 1.1 follows.
Acknowledgement. The research of the first author was supported by Grant-in Aid for Scientific Research (C) 136470207, Japan Society for the Promotion of Science (JSPS). The research of the second author was supported by the Competitive Earmarked Research Grant of Hong Kong CityU 1092/02P# 9040737.
The research of the third author was supported by the Competitive Earmarked Research Grant of Hong Kong # 9040645.
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