The Dirichlet problem for the Stokes system

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every multiple root of the equation cfcp(A) = 0 satisfies sin Xa =F A sin a = a cos Xa =p sin a — 0. ...... Then the functions fm. ,9m and hm' in (5.6.1) take the form.
http://dx.doi.org/10.1090/surv/085/05

CHAPTER 5

The Dirichlet problem for the Stokes system In this chapter we study the first boundary value problem for the Stokes system of linearized hydrodynamics: (5.0.1) (5.0.2)

- A / 7 + V P = 0, V-E/ = 0 in /C, U = 0 on 3/2 and that F(Cl) is nonincreasing with respect to fi. Another result of Section 5.3 is the nonexistence of generalized eigenfunctions to real eigenvalues in the strip J A € C : |ReA + l / 2 | < F(ft), A ^ 1, A ^ - 2 } . Therefore, the logarithmic terms in the solutions (5.0.3) do not occur for these eigenvalues. The eigenvalues A = 1 and A = - 2 , which have the same geometric and algebraic multiplicities, are considered in Section 5.4. Obviously, the pair (u,p) = (0,1) is an eigenvector corresponding to A = 1. We obtain necessary and sufficient conditions for the existence of additional eigenvectors as well as generalized eigenvectors. To be more precise we show that A = 1 has at least two eigenvalues if and only if the scalar problem (6 + 6) w = 0, w ewl(0,),

/ w(w) (Lu = 0

Jn

has a nontrivial solution. Here 6 is the Laplace-Beltrami operator on 5 2 . Moreover, we prove that A = 1 has a generalized eigenvector if and only if the problem (8 + 6)w = l,

wewlCW*

Jn

w(u)dcu = 0

is solvable and other generalized eigenvectors do not exist. We obtain similar assertions concerning the eigenvalue A = — 2. It follows from what we said above that there are only real eigenvalues in the strip —1/2 < Re A < 1. In Section 5.5 we deal with the eigenvalues in the interval [—1/2,1). We introduce variational principles for these eigenvalues which show that they are nonincreasing functions of the domain Q. The monotonicity of the eigenvalues of the Stokes pencil may be used to estimate them by those for right circular cones. A transcendental equation for the eigenvalues of the Stokes pencil for circular cones is written in Section 5.6. Additional information on the eigenvalues of C can be derived by the use of the eigenvalues Afi(Ct) < A/2(fl) < • • • of the quadratic form

f \Vuv\2dw

Jn defined on all functions which vanish on dCt and are orthogonal to 1 in L 2 (fi). In Section 5.4 some estimates for the eigenvalues of C formulated in terms of Afk(ft) are obtained. It is proved for example, that the interval [—1/2,1) contains exactly k positive eigenvalues of C in the case A4(^) < 6 < ,A/fc+i(fi). If, on the other hand, A/i(fJ) > 6, then the strip —1/2 < Re A < 1 is free of the spectrum of the pencil C If Afi(Ct) > 6, which is the case of Q, situated in a hemisphere, then the strip —1/2 < Re A < 1 contains exactly one simple eigenvalue A = 1 of C. For the case Afi(Cl) < 6 we prove in Subsection 5.5.4 that the strip ReA+- )

+ 0(r),

3= 1

P = J2rx^-1pf\uj)

+ 0(l),

j=i

where 0 < Xi(ft) < X2(ft) < Xs(ft) < 1. This is in contrast to the Dirichlet problem for linear elasticity in piecewise smooth domains. For that problem, according to Theorem 3.7.1, in the case S+ C ft there are exactly three terms in the asymptotics which give rise to unbounded stresses at the vertex. Another important application concerns the L 2 -summability of the second derivatives of the velocity vector subject to the Dirichlet problem for the inhomogeneous Stokes system (5.0.7)

- A £ / + V P = F, V- U = 0 in Q,

U = 0 on dQ,

where Q is a bounded three-dimensional domain with a conic vertex O on dQ. By Theorem 1.4.3, one needs to verify that there are no eigenvalues of C in the strip —3/2 < ReA < 1/2. A geometrical assumption for this is the inclusion ft C fta^, where 2a* is the solid opening angle of a right circular cone for which Ai(fi a *) = 1/2 (a* « 0.66657T, see Section 5.6). Therefore, the variational solution

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5. THE DIRICHLET PROBLEM FOR THE STOKES SYSTEM

142

(U,P) e W}(g)3 x L2(Q) of (5.0.7) belongs to the space Wf (£) 3 x W2\Q) if F e L2(G)3. One might also observe that the nonlinear term in the Navier-Stokes system -AU + VP + UVU

= F, V - £ / = 0 in Q

is not strong enough to violate the validity of the last result for this system with zero Dirichlet data. However we leave aside the proof of this fact (compare with Maz'ya's and Plamenevskii's paper [189]). We say a few words about the remaining two sections of this chapters. The goal of Section 5.7 is the complete description of the eigenvalues of C and the construction of the corresponding eigenvectors and generalized eigenvectors in the case when the cone /C is a dihedral angle. Here we rely heavily on the previous results concerning the plane case and on the above mentioned Kelvin transform. In the last Section 5.8 we state more regularity results for the Dirichlet problem posed for the Stokes and the Navier-Stokes systems in domains with piecewise smooth boundaries. In order to obtain these results one should use spectral properties of the pencil C studied in this chapter. 5.1. The Dirichlet problem for the Stokes system in an angle This section deals with the operator pencil generated by the Dirichlet problem for the Stokes system in a plane angle. We will see that, with the exception of A = 0, the spectrum of this pencil coincides with the spectrum of the pencil generated by the Neumann problem for the Lame system. 5.1.1. The operator pencil generated by the Dirichlet problem for the Stokes system. Let K — {(#i,X2) G M2 : 0 < r < oo, \y>\ < a/2} be an angle with aperture a £ (0, 2n]. We consider the Stokes system

-i^+^Ui+d^P (5.1.1)

d2X2)U2 + dX2P dXlUi +dX2U2

=

0 in/C,

=

0

in/C,

=

0

in K,

for the vector function (Ui,U2, P) with the Dirichlet boundary condition (5.1.2)

Ui=U2=0

on dK.\{0}.

Let Ur, Uv be the polar components of the vector function U = (Ui,U2) defined by formula (3.1.3). Then the system (5.1.1) can be written as - - i ((rdr)2 Ur + 3% Ur - 2dv Uv -Ur}+drP

- \ ((rdr)2 Uv + d2vUv + 28v Ur-uJ)+^dvP drUr + -{Ur + dvUv)

=

0,

= 0, =

0,

where 0 < r < oo, —a/2 < tp < a/2. We are interested in solutions which have the form

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(Ur,Uv,P)

5.1. T H E D I R I C H L E T P R O B L E M F O R T H E S T O K E S S Y S T E M IN AN A N G L E

143

Obviously, the functions ur, u^, and p have to satisfy the system of ordinary differential equations (5.1.4) f -u'; + (l-X2)ur

+ 2u'(p +

(X-l)p

(l-X2)utp-2u'r+p'

-u'^ +

u'v + (A + 1) ur

0

for ). Then by 21(A) we denote the operator W 2 2 ( - a / 2 , + a / 2 ) 2 x W%(-a/2,+a/2)

-> LC(A) ( ^



B

( ^

) )

€ L

3 I u^ ^ V 2 ( - a / 2 , + a / 2 ) 2 x ^ ( - a / 2 , + a / 2 ) x C4.

This operator is Fredholm for all complex A and invertible for sufficiently large purely imaginary A. Consequently, by Theorem 1.1.1, the spectrum of the pencil 21 is discrete and consists of eigenvalues with finite algebraic multiplicities. 5.1.2. Equations for the eigenvalues. The general solution of the system (5.1.4) for A T^ 0 is a linear combination of the following four independent solutions: cos(l + X)(p — sin(l + X)(p 0

sin(l + X)(p cos(l + X)

1 for ImAo ^ 0. This contradicts (5.1.14). Consequently, sinh(Im Ao a) — 0, i.e., ImAo = 0. Thus, only real eigenvalues may have algebraic multiplicity greater than one. 2) Suppose that Ao is an eigenvalue satisfying the equalities d_(Ao) = d'_(Ao) = d" (Ao) = 0. As we have shown above, Ao is real. Furthermore, by the equality df!_(Xo) = —X^1 a2 sin Xoa, we have sin Xoa = 0. Since sin Aoa = Ao sin a, this yields sin a = 0. This contradicts the equality d'_(Xo) = 0. Analogously, the equalities d+(Ao) = d'+(Xo) — d+(Xo) — 0 lead to a contradiction. • LEMMA 5.1.2. If Ao is a multiple root of one of the equations cL(A) = 0 or d+(Ao) = 0, then a generalized eigenvector to (5.1.11) and (5.1.12), respectively, can be obtained by the formula

(5.1.15)

o?(*o,¥>) \

d

( u?(\0,) ^(Ao,^) / \ p^(X0,ip)

\=\{ 0 Proof: Let c\ = ci(A), C3 = cs(X) be the functions defined in (5.1.10). It can be easily verified that v?\\,a/2)\

„ (A,a/2) J

+C3(A)

fu?\\,a/2)\ _ 3)

( cos(l + A)a/2

Xd {X)

U (A,«/2)J ~ -

l- S in(l + A)a/2

for all A G C. Using the fact that Ur , uKr } are even functions of the variable ip and Um , Uin are odd functions, we get U

^ V^1}(A,-a/2);

3K }

\u$\\,-a/2)J

Since (ui- \u^\p^) and (wf \u\p\pW) last two equalities yield

V}

Vsin(l + A)a/2 y

are solutions of the system (5.1.4), the

x ~/,x / r \ x , ,,N fr, ( cos(l + A)a/2 \ /cos(l + A ) a / 2 \ \ 21(A) u~ = A d _ ( A ) [ 0 , ( .\ , * ' ) , ( . ,\ ^ /„ ) • v M *. I V V-sin(l + A)a/2/ Vsin(l + X)a/2J J

v(5.1.16) }

Let A = Ao be a multiple root of the equation cL(A) = 0. Differentiating (5.1.16) with respect to A and setting A = Ao, we get / u-(\0,(ft)x ft£(fi) such that (A + 2) ^

where F G ( Wlityx p = 0 and u = t^°).

0)

— (ul , uL ) G

]

+ V^ • u^ = #. Then we have

hk(ty)* is given by the left-hand sides of (5.2.2)-(5.2.4) with

We show that there exists a vector function (u^\p) such that

(,,,0,

EW^ity*

baity

x

^ity

A 1, #ien —1 — Ao is also an eigenvalue and the vector functions /

.,(*).

,(*)>

(;;;H-»> K> Q +

(

.,(*)«

+ 4°) = 0.

If we set vr = 0, q = 0 in (5.4.23), we get (5.4.25)

Q(u£\vu)

- J (uW-Vu

+ 2(Vwu) • vu + p ( 1 ) V w • t; w ) dw = 0.

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5.4. T H E E I G E N V A L U E S A = l A N D A = - 2

167

Furthermore, the equality f ((Vc.4 1 )) • V^vr + 2 (V w • i^1*) vr ~ 3p (1) iJr + ( 3 4 0 ) + p ( 0 ) ) U r ) dw = 0 n holds, if one sets vu — 0, q = 0 in (5.4.23). Prom the last equality together with the equalities p^ = 2ur * — c and (5.4.24) it follows that J ((VctzW) • Vjur + (3^°) - 3p (1) - c) vr) da; = 0 n Obviously, the equations (5.4.24)-(5.4.25) are equivalent to (5.4.23). By (5.4.24), (5.4.25), we have (5.4.26)

(5.4.27)

Q{v£\v„)

- j

(u^

• vu + p™ V w • Uw + ( V . • u ^ ) do;

for all ^ eWl{n), q G L 2 (fi), i.e., (^ 1 } ,P ( 1 ) ) (5.4.4) with / = 2deUr , g — 2{sm0)~1d^ur 5.4.1, this problem is solvable if and only if j From (5.4.26) it follows that Sur = Sur (5.4.28)

is a solution of the auxiliary problem \ ijj — ur . According to Lemma dw = 0. Q ur — 3 p ^ — c or, what is the same,

SuW + 6uW = 3^°) - 3p - c

with p = p^ — 2ur . Furthermore, (5.4.27) is equivalent to Q(u£\v«>) ~ J (u^Vu

+ p V „ -iJw + (V w • uW)q) du =

ft

ju^qdu. n

This means that (uL ,p) is a solution of the auxiliary problem (5.4.4) with / = g = 0, ip — Ur • Under our assumption on ur , this solution exists. We show that problem (5.4.28) is solvable if and only if c ^ 0 and ur * is orthogonal to all w GW'^(fi) such that 1 such that

(5.5.6)

^(A*) = 0

forj = k,k + 1,..., k +

v-1,

where \ij is as in (5.5.5). The corresponding eigenspace is spanned by the functions 1

(5.5.7)

A * + 2 V " U" ,0') un •

We derive a transcendental equation for the eigenvalues of the pencil C from the following representation of solutions (U1P) of the homogeneous system (5.0.1) in terms of three harmonic functions \I>, ©, A, which is the analogue of the Boussinesq representation [23] of solutions of the homogeneous system of linear three-dimensional elastostatics (see Section 3.3): U P

(5.6.3)

= =

aVtf + 2 6 V x ( e e 3 ) + c(V(x 3 A)-2Ae 3 ), 2cdX3A,

where V is the gradient in Cartesian coordinates, e% denotes the unit vector in x% direction and a, 6, c are arbitrary constants. In spherical coordinates this representation becomes =

a

+

1

(rsinfl)- ^*

2br

eos0(dr(rA)-2AJ + c

00(Acos0) + 2Asin0

cot Od^A

cot 9 dpQ •smOdr(rQ)-de{ecosO) \

J

and

P=

2c(cos6drA-—deA

respectively. Based on (5.6.1) and (5.6.3), we select the potentials (5.6.4)

#m

=

vA+1 P ^ J (cos 0) cos{m(f),

Om

=

rA+1 P~^ (cos 0) sin(ras0))).

(5.6.6)

The homogeneous Dirichlet condition for the velocity components ur,uo,u^ at 6 = a gives the following condition for the existence of nontrivial solutions of (5.6.1): det(M^ m ) (a)) = 0

(5.6.7)

which is obtained from (5.6.1), (5.6.5), (5.6.6) and from the eigenvector (a,6,c)Gker(M^ m ) (a)). Condition (5.6.7) is the desired transcendental equation for the eigenvalues A of the pencil C which was solved numerically. Figure 11 below shows the eigenvalues Ai(fia) and A2(fia) obtained for m = 1 and 0, respectively, in the case n/2 < a < IT. As we remarked earlier (see Theorem 5.4.1), A = 1 is an eigenvalue of C for all a £ (0,7r], corresponding to zero velocity U and constant pressure P . It is obtained in (5.6.3) for # = O = 0 and A = x3.

i

alpha

FIGURE 13. Eigenvalues Afc(fia) e [0,1) for ir/2 < a < n. Solid line: simple eigenvalue corresponding to axisymmetric eigenstates, dashed line: twofold eigenvalue corresponding to the first spherical harmonic.

Furthermore, it is interesting to observe that the double eigenvalue Ai(fi a ) corresponding t o r n = 1 (with the eigenvectors given by (5.6.1) and (5.6.2)) lies

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178

5. T H E D I R I C H L E T P R O B L E M F O R T H E S T O K E S S Y S T E M

below the eigenvalue \2(Qa) corresponding to m = 0. The latter eigenvalue and A = 1 arise from two coalescing simple eigenvalues of the pencil corresponding to the Dirichlet problem of linear elastostatics as the Poisson ratio tends to 1/2 from below, i.e. in the incompressible limit. 5.6.2. The case a = 27r/3. By Theorem 5.4.3, there correspond exactly one eigenvector (0,0,0,1) and the generalized eigenvector (5.4.20) to the eigenvalue ^2(^271-/3) = 1- Figure 11 indicates that Ai(0 27r /3) is either equal or very close to 1/2. To determine Ai(f£27r/3), w e evaluate

detM«(|) = l(i 7 (P 3 7 2 (-i)) 2 P 1 7 2 (-i) +22F 3 - /2 (-i)P 1 7 2 (-i)-80(P 3 7 2 (-i)) 3 + (P172(-i))3). Using

it was found by Kozlov, Maz'ya and Schwab [141], with accurate series expansions for the hypergeometric function, that 0 ^ detM^A

= -0.0010545...

with all digits shown correct, i.e., Ai(f227r/3) ¥" \- A bisection method showed the inclusion 0.666496TT < a* < 0.666507TT

for the critical angle a* for which Ai(Q a *) = 1/2. Hence a* < 27r/3. Furthermore, by means of a bisection method, the inclusion 0.49967 < Ai(fi 27r / 3 ) < 0.49968 was obtained in [141]. 5.7. The Dirichlet problem for the Stokes system in a dihedron Now we consider the special case when the cone K coincides with the dihedral angle /C = /Ca x R 1 , where a G (0,2ir], JCa = {(xux2)

G l 2 : 0 < p < 00, , (p) are the polar coordinates in the (#i, #2)-plane. We construct all solutions to the homogeneous problem (5.0.1), (5.0.2) which have the form (5.0.3). This means that we get a description of all eigenvalues, eigenvectors and generalized eigenvectors of the operator pencil C = Ca defined on the subdomain Qa = K D S 2 of the unit sphere. The construction of such solutions is done in several steps. First we describe all solutions of the form (5.0.3) with Re A > —1/2 which are independent of X3. These solutions can be directly expressed by the eigenvectors and generalized eigenvectors of the pencil generated by the plane Stokes problem. Next we give a description of all other solutions of the form (5.0.3) with Re A > —1/2. The solutions of this form with Re A < —1/2 are constructed by means of the relation between the eigenvectors and generalized eigenvectors corresponding to the eigenvalues A and — 1 — A which was given in Theorem 5.2.2. Since this relation is not one-to-one in the case A = 1, we consider the eigenvalue A = — 2 separately in the last subsection.

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5.7. T H E D I R I C H L E T P R O B L E M F O R T H E S T O K E S S Y S T E M IN A D I H E D R O N

179

5.7.1. Special solutions of the homogeneous Stokes system which are independent of # 3 . First we give an explicit description of all solutions of the problem (5.0.1), (5.0.2) which have the form (5.0.3) and are independent of £3. Obviously, ^-independent solutions U = U(x\,X2), P — P(x\,x) s - f e H ( , c ) M = (Vry^UiVx), (s-k)\

j =

0,l,...,s,

for the functions u^k\ Since the coefficients determinant of this system is nonzero (multiplying this determinant by 1! • • • s\, one obtains the Vandermonde determinant), the functions u^ in (5.0.3) can be represented in terms of the functions U(2jx), 1 < \x\ < 2, j = 0 , 1 , . . . ,s. Hence, from our assumption on U it follows that v,W eWli^a)3 LEMMA

for fc = 0 , 1 , . . . s. Analogously, we obtain pW G L2(^a)-



5.7.3. If (U,P) is a solution of problem (5.0.1), (5.0.2) of the form

(5.0.3); where A G C, vW G ^ W 3 , P^ G L 2 (O a ) ; then the vector functions (di3U, d^3P) have the same properties for an arbitrary positive integer £.

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5.7. T H E D I R I C H L E T P R O B L E M F O R T H E S T O K E S S Y S T E M IN A D I H E D R O N

183

Proof: Let £, r\ be an arbitrary functions from CQ°(JC\{0}) such that (rj = £. We show that C3r3tf G W^(/C)3 and C ^ P G L2(/C). Prom (5.0.1), (5.0.2) it follows that the functions V = (,11 and Q — (P satisfy the equations (5.7.12)

-AV

+ VQ = F,

V-V = G

in/C,

where F = -2(VC • V) U - U A( + P VC and G = U • VC For an arbitrary function in /C let £ denote the mollification of $ in £3 with radius e: $ e ( x i , x 2 , - ) = *(xi,ar 2 ,-) * ^ > where h e (x 3 ) = £ h(x3/e), h(t) = c exp ( - 1/(1 - t 2 )) for —1 < t < 1, h(t) = 0 for \t\ > 1 and c is such that J_ x h(t) dt = 1. Then, by (5.7.12), we have _1

-AV;

+ vg £ = F £ , v . K = G£

which implies (5.7.13)

-AdX3V£

+ VdX3Q£

= dX3F£,

V • dX3V£ = dX3GE .

Multiplying the first equation of (5.7.13) by dX3V£ and integrating over /C, we arrive at

l i v a ^ m ^ s + (vdX3Q£,dX3v£)lc = {dxaF£,dxav£)K.

Since (VdX3Q£,dX3V£)K

= -(dX3Q£,V

-dX3V£)K

= -(dX3Q£

,dX3G£)K,

this implies

(5.7.14) 1 1 0 * ^ 1 1 ^ , < l|fl-.^ll^-1(JC), \WM\^K)>

+ \(dX3Qs,dX3G£)K\.

O

There exists a vector function W GVF2(/C)3 with compact support such that V- W = dX3G£ and \\W\\^{ic)3u3(y>) + s i n 6»Mp()) ^ r^ (sinOY ( — sm.6uz(tp) + cos6up() logp + g(y?))

(5.7.31)

be a non-trivial solution to the Dirichlet problem for the system (5.0.1). This means that fi = Xj for some j > 0, (u,p) is the corresponding eigenvector of the operator pencil £, and (v, q) is its generalized eigenvector. The solution (5.7.31) takes the following form in the spherical coordinates I rM (ur log p+ vr ) \ r^ (ue logp+5^ ) r^ ( Uy log p+ v^ )

/ Ur \

V PJ

\ r^- 1 (p iogp+5) y

where

/ °

\

(5.7.32)

/

V P )

v

fir

/

"if

\

o

(5.7.33)

ve o

V

vv q

J

(sin0)^ (cos#i£3 + sm6up) ^ (sin 6Y (— sin 6 us + cos 0 u p ) (sin0)^i^ (sintf)^ 1 ? /

(sin 0y (cos 0v3+ sin 0 v p ) \ (sin QY ( - sin 0 u3 + cos 6 vp) {wa6Yvv (sin0) M - i , \ /

According to Theorem 5.2.2, the vector (Vr, Ve, V^, Q), where K

=

r " 1 " ^ ((/i + 2) (2 S r log r - ur log p - vr ) - ur J,

Ve

=

r ~ 1 - / i m - /i) (2 u^ l o g r - ue \ogp-

K.

0 =

r-\-n

,-2-M

ve)+ue),

h^ _ ^ (2x1^ l o g r - u^ \ogp- v^ ) + u^ J, ( ( l - / x ) (2P l o g r - P logp-