R ENDICONTI
del
S EMINARIO M ATEMATICO
della
U NIVERSITÀ DI P ADOVA
A LBERTO V ALLI
On the integral representation of the solution to the Stokes system
Rendiconti del Seminario Matematico della Università di Padova, tome 74 (1985), p. 85-114
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Integral Representation
to
the Stokes System.
ALBERTO VALLI
(*)
1. Introduction.
In this paper we want to
present
in a detailed form the methods and the calculations whichpermit
to obtain therepresentation
for-mulas for the solution to the Stokes
system
The method which we shall follow is well-known since the second half of the nineteenth
century,
and is called the Green’s method.It was
already applied
to the Stokessystem long
time ago(indeed, always
forg = 0;
in this case(1.1)
describes thestationary
«slowmotion of an
incompressible homogeneous
viscousfluid),
y and onecan find in several papers the calculations which lead to the
representa-
tion formulas.
However, despite
these numerousresults,
the situa- tion doesn’t appearreally clarified,
at least for a reader which is nota
specialist
in this field.In
fact, excepting
for the case g =07 T
=0,
for which the formnlas(*)
Indirizzo dell’A.:Dipartimento
di Matematica, Università di Trento, 38050 Povo(Trento), Italy.
Work
partially supported by
G.N.A.F.A. of C.N.R.are
effectively
well-known(see [25]; [17]; [32]
pag.162, 281; [15]
pag.
65; [29]; [28]; [5]; [2]
pag.272;
but formulas( 25 ) 2
in[32],
pag. 281 and(31)
in[14]
are notcorrect),
the relations obtained forf
=0,
g = 0 don’t seem to be
exact,
and moreoverthey
areusually
statedin the literature without
proof, simply by replacing
the fundamentalsingular
solutions with the Green’sfunctions,
which nevertheless do notsatisfy
all theproperties required by
the calculationsperformed.
For
instance,
the formula forv(x)
in[25], [32]
pag.162, 281, [2]
pag. 271 and
[16]
isgiven
in terms of and while the correctexpression needs Gk
and6~ (compare with § 3, (3.4)
and(3.18);
toour
knowledge,
formula(3.4)
was obtained for the first timeby
Oseen
[27],
pag.27).
Moreover theproblem
offinding
arepresentation
for
p(x)
seems to becompletely
notclarified,
since it isapparent
thatthe formulas
given
in[25], [32]
pag.162,
281 are not correct(check
the sketch of the
proof given there,
and compare the result with§3, (3.28)
or(3.24);
in the book of Oseen a formula for the pressurep(x)
is notobtained, excepting
when S~ is aball;
see[27],
pag.106).
To our
knowledge,
the(general))
casef
~0, g # fl, ~ ~
0 is consi-dered
only
in the paper[5],
butequation (26)
obtained there is not correct(put
for instancef
=Vg, 99
= 0 in thatformula).
In our
presentation
we want to followclosely
the classical methods introduced for the Stokessystem by Odqvist [25] (and reproduced
also in the book of
Ladyzhenskaya [15]), despite
thisprocedure
isnot the most direct one for
getting
therepresentation
formula forp(x). However,
wegive
also an alternativeproof
which is more natural(see
Remark3.3),
and weanalyse
in detail the relations between these twoapproachs (see
Remark3.4) (1).
,One must observe moreover that the calculations
employed
toget (3.4)
and(3.24)
arequite simple (as
wealready said,
the way forobtaining (3.19)
or(3.28)
is a little morecomplicated).
It is appro-priate
to recallagain
that in this paper we obtainexpected
resultsby
classicalmethods, following
theapproach given by
the Green’smethod to
get
therepresentation
formulas.Nevertheless,
werepeat
that these formulas don’t seem to have been
yet explicitly presented
in a correct way in the current literature.
Let us
spend
now some words about the Green’s method(and
its
application
to Stokessystem),
which is one of the most classical(1) Nevertheless,
it is clear that theapproachs presented
here don’t ex- haust all thepossible
methods to get therepresentation
formula,s.methods for
showing
the existence of a solution topartial
differentialequations.
It is well-known that it consistsessentially
in thesesteps:
(i)
write a Green’sformula,
obtainedby considering
the differentialoperator
and itsadjoint
andby integrating by parts
in the domainD;
(ii)
find the fundamentalsingular
solution of theadjoint equation;
(iii)
insert this solution in the Green’sformula, getting
in this waya
representation
for anyregular
solution of theequation.
This repre- sentation formulausually
contains anintegral
on theboundary
3Dwhich doesn’t
depend explicitly
on the data of theproblem.
Henceone is led to determine a Green’s
function,
that is a fundamental solution whose value on 3D makes this additional term to be zero.This method was
applied
in the first three decades of thecentury
also to the Stokes
system (1.1) (indeed,
as wealready said, for g
=0).
In 1896 Lorentz
[19] (reproduced
in[20],
pag.23-42)
found the funda- mental tensorwhich satisfies for a figed x E R3
and for a
fixed y e
R3Here and in the
sequel
weadopt
the Einstein convention about sum- mation overrepeated indices; 6,i
is the Kronecker’ssymbol; Vx
and mean that the differentiation is taken in the first three varia- bles or in the second three
variables, respectively; ~(x - y)
is theDirac delta «function ». One sees in
particular
thatwhere
is the fundamental solution for - J.
By writing
the Stokessystem
in thefollowing
waythe
adjoint
isgiven by
and the fundamental Lorentz tensor satisfies in this notation
where ek is the unit vector directed
along
the k-th coordinate axis(we
write the indexdenoting
thecomponent
of a vector over the vectoritself).
By
means of this fundamental tensor it is easy toget representa-
tion formulas for the solution of
(1.1) (see § 2, (2.8)
and(2.9)). By
looking
at theseformulas,
it is clearthat,
if one wants to express v in terms ofQ, f , g and solely,
one needs to find a fundamental solution(Gk, Gk)
which satisfiesGk)(x, y)
=(6(x
-y)ek 0~
andsuch that
Gk
takes value zerofor y
E This can be doneby solving
the
problem
(here x
is a fixedpoint
in andby choosing (Gk, Gk) === (Uk - gk,
IHowever,
it is clear from thedivergence
theoremthat,
forsolving (1.12),
it is necessary thatwhere
n(y)
is the unit outward normal vector to 8Q in y.This condition is
obviously satisfied, by (1.4)2’
but one has toprove that it is also sufficient for
having
the solution of(1.12).
In 1908 Korn
[11] (see
also[12]) showed, by
a method of successiveapproximations,
the existence of aunique
solution to(1.1) (with g = 0, div f = 0; however,
for Stokesproblem
this last condition is notrestrictive).
He assumed that the data of theproblem
wereregular enough,
and that the(necessary)
conditionwas satisfied. In
particular,
he showed the existence of a solution to(1.12),
that is the existence of the Green’s functionsIn 1928-1930
Odqvist [24], [25] (see
also the contribution of Fax6n[8],
Villat[32], chap. IV, V, IX) proved
the same resultby
following
the Green’s method that we haveexplained
up to now.Moreover,
he studied theproperties
of the functionsgk
and g; , solu- tions of(1.12) (more precisely,
he considered thefunctions h~
andhk ; see §3, (3.13)
and(3.14)), obtaining
in this wayrepresentation
for-mulas for the solution to
(1.1) (with g
=0) depending only
on the data4ii, f,
W(2) (3).
(2)
However, as we said, these formulas seem to be correctonly
forf 0, T=
0.(3)
Another method forproving
the existence theorem(always for g
= 0)was introduced
by
Crudeli [7], who howevercompleted
the calculationsonly
when Q is a ball. Lichtenstein [18] extended the result to any
regular
boun-ded domain Q c R3. Other
partial
results about thisproblem
wereproved
by Boggio [3] (S~
aball);
Oseen [27](explicit
construction of the Green’sIt is
appropriate
to observe now that the Gieen’s methodgives
indeed a
representation
formula for aregular
solution which we sup- pose to exist.Hence,
forcompleting
theargument,
one has also toshow in some way that the solution does
exist,
for instanceby verify- ing directly
that the functionsexpressed by
the formula that we have obtainedreally satisfy
theequation. (This procedure
isusually
calledthe
«synthesis
of the solution »: see for instanceKrzyzanski [13],
pag.
239).
We shallperform
these calculationsin § 4, proving
in thisway the existence theorem in the
regular
caseby
adifect approach.
Some remarks are now
appropriate.
1)
The caseg # 0,
which was not considered in the classical papers, since it has not a clearphysical meaning,
it isinteresting
for the
study
ofcompressible problems,
both in thestationary
andin the
non-stationary
case(see
Matsumura-Nishida[21];
Valli[31]).
2)
The existence theorem is well-known alsoby
a variationalapproach,
and anyway the« general
casef 0 0, g ~ 0, g~ ~
0 can bereduced to the case
f
~0,
g =0, ~
= 0by
a standardargument
(see
for instance Temam[30],
pag.23, 31).
Moreover aregularity theory
can bedeveloped by
means of thea-priori
estimates of Catta-briga [5] (see also §4,
Remark4.6).
Hence one canperform
the syn- thesis of the solution also in this way(see
forinstance,
in anothercontext,
theprocedure adopted by
Folland[9],
pag.109-112, 342-345).
However,
we think that asimple proof by
a directargument
is inter-esting
on its own.For
completing
the review on the results aboutrepresentation formulas,
we want to recall also thatBogovskii [4]
has obtained anexplicit
formula for a solution ofin terms of the datum g.
However,
he doesn’t utilize Green’s func-functions for a ball, pp. 25-28, 97-106; see also
[26]); Modjtah6di [23] (SZ
aball; see also Villat
[32],
pp.257-267).
For other informations about these classical results, see Berker[2],
pp. 262-276.In a much more
generale
context, Colautti [6]proved
the existence of the solution and obtained arepresentation
formula in the case g =0, g~
= 0.The methods
employed by
this last author seem to be the most fruitful with regard to numericalapproximations.
tions,
and among thefamily
of solutions that he finds ingeneral
nonesatisfies d v -
Vp
= 0.At the end of this introduction we remark that in the
sequel
weshall assume that S~ is a bounded connected open subset of
R3,
andits
boundary
aS? is aregular manifold,
say aS2 E C3.Consequently,
the functions
y)
andgk(x, y)
definedin § 3, (3.3) satisfy gk(x, ~ )
EE E for each x E
,52,
0 1 1.(We
denoteby
eN,
0 I 1 the usual H61der’s spaces, andor
~>2013ly
the usual Sobolev’sspaces).
Finally,
we shall usefreely
theproperties
of the Dirac delta «func- tion »3(r
-y) :
however all the calculations can bedeveloped
in aclassical way
by deleting
from S~ a small ballB~(x)
of center x andradius s,
andby taking
the limit as E - 0+.2. Green’s formulas.
By setting
one obtains at once
(see
alsoOdqvist [25]; Ladyzhenskaya [15],
pag.53)
where n is the unit outward normal vector to and
(v, p), (u, q)
are smooth functions.
By setting
and
choosing
in(2.1) (ui, q)
_(uk, qk)
for each k =1, 2, 3,
onegets easily by (1.10)
that forBy proceeding
as in[25], [15]
andobserving
thatone also
gets
forup to an additive constant.
Moreover, by (1.10)
one hasone
gets
Hence we can write the Green’s formulas in this way:
(of
course,(2.9)
is satisfied up to an additiveconstant).
REMARK 2.1. Formula
(2.9)
forp(x)
can be obtained alsoby choosing
in(2.1) q)
-(qi, 0) (see
Villat[32],
page134, 160).
Furthermore,
we can choose also(ui, q)
-(qi,
-~),
that is the solution ofThe matrix
is the fundamental solution for both the
operators L$
and.Lx.
3. Green’s tensor.
Construct now the Green’s tensor
by setting
where gk
and gk are the solution offor As we
already said,
the existence ofgk, gk
follows fromwell known results
(see
for instanceLadyzhenskaya [15],
pag.60),
since
Moreover, gk(x, y)
is defined up to an additive function of x. It iseasily
verified thatGk and Gk satisfy .Lv(Gk, Gk)(x, y)
=(3(tc
-y)ek, 0).
Hence we can
repeat
the same calculationsperformed in §
2by choosing
in
(2.1) q)
-(Gk, Gk),
and we obtainHence
This is Green’s
representation
formula for the solution of(1.1).
We can obtain an
analogous
formula forp(x).
First of all weneed
to show that
This is
easily proved
for x, yeQ, x 7/-, y by choosing
in(2.1)
moreover for x E
8Q, y
e o we sety)
= 0.Obviously,
one hasalso
Now calculate
L1vk(x)
from(3.4): by using
the results that we havealready proved in § 2,
weget
where we have choosen a suitable
y)
in such a way that it isregular in x,
for instanceby requiring
thatMoreover, by y)
_y) (where
we have definedS(x, y) _
r
(y, x)),
one hasHence
Finally
hence
Remark that from.
(3.9)
we have thaty)
is continuousin
KXD,
1~ anycompact
set contained in Q.From
(3.4)
and(3.10)
we can writeMoreover from
(3.9)
one hassince
V1
Hence
up to an additive constant.
Define now
and
It is verified at once that
f or y
E SZhence these functions
correspond
to(see Ladyzhenskaya [15],
pag.65),
y or to(see Odqvist [25]).
We can rewrite
(3.4)
and(3.12)
in this form(see
also(3.28), (3.24)):
REMARK 3.1. One can
verify
that ingeneral
the third term in(3.19)
cannot be deleted. Infact,
take S2 =1}, f = 0,
It is
easily
seen that the solution isgiven by
and indeed
as one can
verify directly by using
the relationsOn the other
hand,
if onegets
atonce that
and in this case the third term in
(3.19)
does notgive
a contribution.REMARK 3.2. Observe that the relation
in
general
does not hold. Infact,
it follows from(3.20)
and(3.3)1
thatfor each x E S2. Hence in
(3.8)
the last two termsdisappear,
and
consequently
the samehappens
for the third and the fifth term in(3.19).
This contradicts Remark 3.2.REMARK 3.3. As we observed in Remark
2.1,
we can obtain(2.9)
in a direct way
by choosing (ui, q)
-6),
where -6)
==
(0, 3) . Hence,
if we find the solution(li, 1)
ofsurface measure of
oS2),
y and weput
by choosing
in(2.1) (ui, q)
-(Li, L)
we canrepeat
the same calcula-tions,
and weget easily (up
to an additiveconstant)
Observe that
(3.24)
isformally quite
similar to(3.4).
Remark also that the solution of
(3.21)
exists sinceThough
formula(3.24)
lookssimpler
than(3.19),
y weprefer
to usethis last in the
following arguments,
since in the classical paper ofOdqvist [25]
the author studies ingreat
detail the behaviour of the Green’s functionsH,,
and.H~
while Li and L are not considered.(If
S~ is aball,
see however Oseen[27],
pag.103-106).
REMARK 3.4. We want to
precise
someproperties
of .L$ and L whichare useful to
clarify
the relations between(3.19)
and(3.24). By choosing
in
(2.1) va(z) --- ~(z) _ -
= =L(y, z)
onegets
by choosing ul and q
as before andone obtains
Here one utilizes
(4.14)
and the relationwhich can be
proved by extending n(z) in 17
andby using
thedivergence
theorem.
Relations
(3.25)
and(3.26)
make itpossible
tosimplify
for-mula
(3.19).
Infact, by (3.25)
andby assuming
that(3.7) holds,
we have
Consequently, by using
thedivergence
theorem and(2.2)
On the other hand
and
Hence
by (3.11)
andby
Fubini’s theorem weget
thatWe can thus rewrite the formula for
p(x)
in this wayMoreover, by assuming
thatwe
get
Hence,
if we assume that(3.7)
and(3.29) hold,
Fubini’s theoremgives
at once that therepresentation
formulas(3.28)
and(3.24)
areexactly
the same.4. The
synthesis
of the solution to the Stokessystem.
We want to prove now
that,
if weassigne f, g and (p,
smooth func- tionssatisfying
then v and p
given by (3.18)
and(3.28)
are the solution ofFrom
(4.2)2
and(4.2)3
one sees that condition(4.1)
isobviously
neces-sary for the existence of the solution.
We
begin by verifying (4.2 ) 2.
LEMMA 4.1. One has that
(i) for
any y EQ, y)
is constant in x ES2;
(ii) for
any x ES2, y)
is constant in y ES~.
Moreover, by (3.7)
onegets
that these constants areequal
to zero.PROOF. One has
only
to recall that for x EQ,
y E S~and moreover
by (3.3),
Since,
for a fixedy)
isregular
in x EQ,
one ob-tains
(i).
Finally
Hence for any x E D we can write
for a certain function
A (x) ;
on the other handby (3.7)
LEMMA 4.2. The
function v(x) given by (3.18) satisf ies
for
any x E Q.PROOF.
By
direct calculation. One hasby (3.17)2
Moreover
Finally,
from(3.17)2
Now we want to
verify
that v assume theboundary confition,
that isOne sees
easily
thatare continuous functions
on Q,
sincefor x, y
ES~, x ~ y
one hasas it is
proved
inOdqvist [25] (see
alsoLadyzhenskaya [15],
pag.68;
Miranda
[22],
pag.25).
On the other hand
LEMMA 4.3. For any yo E 8Q we have
PROOF.
By (3.7)
and(3.25)
we have for x E SZHence, by
theproperties
of Ek weget
for each x yo E 8QHence for x we can extend
gk(x, y)
up E 8Q in a continuous way,by setting
LEMMA 4.4. The
f unetion v(x) given by (3.18) satisfies
f or
any xo E 8Q.PROOF. One
has,
from(3.17)3
and Lemma 4.3:The third term in
(3.18) requires
some more calculations.First of all
Take the second term into account. We can find two
regular
func-tions 0
and xW2’2(S~),
x eW~,2(,~))
such that(see
for instanceOdqvist [25], Ladyzhenskaya [15],
pag.79;
remarkhowever that for
proving (4.15)
it isenough
toextend 99
in SZ as aC2(Q)-function,
and then use theproperties
ofH)
andHk
asin
(4.8), (4.9)).
Hence we can write
The first
integral
can be written in this way,by integrating by parts
and
by using (4.11 ), (3.7):
Hence we have
On the other hand for
In fact for ,
and moreover, as is
regular in y
near and up to8Q,
The thesis follows from
(4.8), (4.9), (4.13)
and(4.14).
Observe that in
particular
we haveproved
We are now in a
position
to prove that v and pgiven by (3.18), (3.28) satisfy (4.2)1:
LEMMA 4.5. The
f unetions v(x)
andp(x) given by (3.18)
and(3.28) satisfy
f or
any x E S2.PROOF. We have
already proved
that(see (3.8))
On the other
hand,
fromFurthermore, by (3.7)
Finally,
from Fubini’stheorem, (3.30)
and(3.26), by extending 99
in D as a
C2(Q)-function ip,
weget
From
(4.3), (4.7)
and(4.16)
it is clear now that condition(4.1 )
is sufficiente for
having
that v and pgiven by (3.18), (3.28)
are thesolution of
(4.2) (p unique
up to an additiveconstant).
REMARK 4.6.
By
a variationalapproach (which
was used for the first timeby Leray [17];
see for instance Temam[30],
pag.23, 31)
one can prove an existence and
uniqueness
theorem for(4.2).
Onthe other
hand, by
means of the apriori
estimates ofAgmon-Douglis- Nirenberg [1]
forgeneral elliptic systems,
onegets regularity
resultsin Sobolev’s and Holder’s spaces
(see
also[30],
pag.33).
Moreprecise
a
priori
estimates for the Stokessystem
wereproved by Cattabriga [5],
and these
estimates,
combined with the existence theorem of varia- tionaltype
that we have recalledbefore, give
theoptimal
result forf
E v E f ~ E a.~ EOm+2,
m = maX(~C, 0), 1~ ~ -1, 1 C s C -~- ~.
A theorem whichgives existence, uniqueness
and
regularity
in Sobolev’s spaces with s = 2 and in H61der’s spaces isproved (among
many otherresults)
inGiaquinta-Modica [10],
withoutusing potential theory.
REMARK 4.7. The
representation
formulas(3.18)
and(3.28)
holdalso for
f
E E E(g
and 99satisfying (4.1)).
In fact,
set(v, p)
to be the solution of(4.2)
with these data(by choosig
pin some way, for instance
f p(x) dx = 0). By
the results of Catta-il
briga [5]
we have v E p E_ and we canapproximate
v, p in these spaces
by
Vn EOOO(Q),
pn EOOO(Q).
DefineWe can
write vn
and pn in term of(3.18), (3.28) (pn
up to an addi- tive constantcn). By
classical result onsingular
kernels(see
forinstance Miranda
[22],
pag.27),
y estimates(4.6) give
that each termin
(3.18) (evaluated
forIn,
gn,pn),
converges inL8(Q)
to the corres-ponding
term inf,
g, p. Hence(3.18)
hold almosteverywhere
in Q.The same calculations can be
performed
for thefirst,
the second and the fourth term in(3.28).
The third and the fifth term convergespointwise
in since for any fixedy)
is in forany r E
[1, + oo[
and the termsintegrated
in q converge in Hence also(3.28)
holds almosteverywhere
in S~(up
to an additiveconstant).
REMARK 4.8. If we choose
Gk(x, y)
andL(x, y) (see (3.23))
in sucha way that
then
by (3.25)
and(3.26)
we haveDefine now the Green’s tensor for
L* by
consequently
the Green’s tensor for isgiven by
These tensors
satisfy respectively
andy)
_~(x
-y) I,
I -identity
matrix.By (3.5), (4.18)
and(4.19)
one has moreover(tA --- transpose
matrix ofA)
and
consequently Lx(tG)
= = Hence one observesat once that the functions
( .
--- matrixproduct) formally satisfy L(V, P) == ( f, - g).
If one observes that
(4.21) gives
the first two terms of(3.4)
and(3.24) (or (3.28)),
it is clear that we havealready proved
this result in Lemma 4.2 and Lemma 4.5. Thecompatibility
condition(4.1)
does not
play
any r61e at thislevel,
while it iscrucial,
as we havealready
seen, toverify
theboundary
condition for v(see (4.7)). Finally,
yremark that if one chooses
Ok
and L in a way which is different from(4.17),
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