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    Y A N G O N U N I V E R S I T Y

    D E P A R T M E N T O F M A T H E M A T I C S

    S T A T I O N A R Y N A V I E R - S T O K E S E Q U A T I O N S

    b y

    K H I N S H W E T I N T

    T h e s i s s u b m i t t e d i n f u l l m e n t o f r e q u i r e m e n t

    f o r t h e d e g r e e o f M a s t e r o f R e s e a r c h i n M a t h e m a t i c s .

    M . R e s . T h e s i s M a y , 2 0 0 3

    i

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    S T A T I O N A R Y N A V I E R - S T O K E S E Q U A T I O N S

    b y

    K H I N S H W E T I N T

    T H E S I S

    s u b m i t t e d i n f u l l m e n t o f t h e r e q u i r e m e n t

    f o r t h e d e g r e e o f

    M A S T E R O F R E S E A R C H

    i n

    M a t h e m a t i c s o f t h e Y a n g o n U n i v e r s i t y

    A p p r o v e d

    C h a i r p e r s o n E x t e r n a l E x a m i n e r S u p e r v i s o r

    D r . K y i K y i A u n g D r . J . N a s h D r . P y i A y e

    H e a d & P r o f e s s o r P r o f e s s o r P r o f e s s o r

    D e p t . o f M a t h e m a t i c s D e p t . o f M a t h e m a t i c s D e p t . o f M a t h e m a t i c s

    Y a n g o n U n i v e r s i t y P r i n s t o n U n i v e r s i t y Y a n g o n U n i v e r s i t y

    I n t e r n a l E x a m i n e r S e c r e t a r y

    D r . K . Y o s i d a D r . M y i n t Z a w

    P r o f e s s o r P r o f e s s o r

    D e p t . o f M a t h e m a t i c s D e p t . o f M a t h e m a t i c s

    T o k y o U n i v e r s i t y Y a n g o n U n i v e r s i t y

    i i

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    A c k n o w l e d g e m e n t s

    I w i s h t o e x p r e s s m y t h a n k s t o P r o f . D r . K y i K y i A u n g , H e a d o f M a t h e m a t i c s

    D e p t . a n d P r o f . T h a u n g S h e i n , D e p a r t m e n t o f M a t h e m a t i c s , U n i v e r s i t y o f

    Y o n g o n , w h o p e r m i t t e d m e t o w r i t e t h i s M . R e s ( M a t h e m a t i c s ) t h e s i s .

    A t t h e s a m e t i m e , m y d e e p e s t g r a t i t u i d e a l s o g o s e t o D r . P y i A y e , A s s o c i a t e

    P r o f e s s o r , d e p a r t m e n t o f M a t h e m a t i c s , U n i v e r s i t y o f Y o n g o n , f o r h i s v a l u a b l e

    s u p e r v i s i o n , c o l l e c t i n g i n l i t e r a t u r e a n d i n p r e p a r a t i o n o f t h i s t h e s i s .

    F i n a l l y , I r e m e m b e r t o s a y m y t h a n k s o n m y a d o r i n g p a r e n t s , f o r t h e i r w a r m -

    h e a r t e d g u a r d a n d g u i d e l i n e t h r o u g h m y s t u d e n t l i f e . A g a i n , I t h a n k m y p a r -

    e n t s , w h o g i v e m e e n o r m o u s f u l m e n t w i t h e t e r n a l k i n d i n p e r p a r i n g t h i s t h e s i s .

    M a y , 2 0 0 3 K H I N S H W E T I N T

    i i i

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    A b s t r a c t

    T h e e x i s t e n c e a n d r e g u l a r i t y o f t h e s o l u t i o n o f t h e s t a t i o n a r y N a v i e r - S t o k e s

    e q u a t i o n s a r e c o n s i d e r e d i n I R

    3

    i v

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    I n t r o d u c t i o n

    v

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    C o n t e n t s

    A c k n o w l e d g e m e n t s i i i

    A b s t r a c t i v

    I n t r o d u c t i o n v

    1 1

    1 . 1 P r e l i m i n a r i e s a n d D e n i t i o n o f G e n e r a l i z e d S o l u t i o n s N o t a t i o n s 1

    1 . 1 . 1 L e m m a . . . . . . . . . . . . . . . . . . . . . . . . . . . 2

    1 . 1 . 2 L e m m a . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

    1 . 1 . 3 R e m a r k . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

    1 . 1 . 4 R e m a r k . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

    2 7

    2 . 1 E x i s t e n c e o f G e n e r a l i z e d S o l u t i o n s . . . . . . . . . . . . . . . . 7

    2 . 1 . 1 T h e o r e m . . . . . . . . . . . . . . . . . . . . . . . . . . 7

    2 . 1 . 2 L e m m a ( 1 ) . . . . . . . . . . . . . . . . . . . . . . . . . 8

    2 . 1 . 3 L e m m a . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 4

    2 . 2 U n i q u e n e s s o f G e n e r a l i z a t i o n S o l u t i o n o f t h e I n t e r i o r P r o b l e m . 2 0

    3 2 2

    3 . 1 R e g u l a r i t y o f t h e S t a t i o n a r y N a v i e r - S t o k e s E q u a t i o n s . . . . . . 2 2

    3 . 1 . 1 L e m m a ( 1 ) . . . . . . . . . . . . . . . . . . . . . . . . . 2 2

    v i

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    B i b l i o g r a p h y 4 4

    v i i

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    C h a p t e r 1

    1 . 1 P r e l i m i n a r i e s a n d D e n i t i o n o f G e n e r a l i z e d S o l u t i o n s

    N o t a t i o n s

    F o r t w o p o i n t s x = f x

    1

    ; x

    2

    ; x

    3

    g a n d y = f y

    1

    ; y

    2

    ; y

    3

    g i n E

    3

    , j x y j m e a n s t h d

    d i s t a n c e b e t w e e n x a n d y . F o r a n y p o i n t s e t A i n E

    3

    , @ A i s t h e b o u n d a r y

    o f A b e i n g a p o s i t i v e c o n s t a n t , t h e p o i n t s e t ! ( ; A ) = ! ( ) = f x j x 2

    A a n d d i s t . ( x ; @ A ) < g i s t h e b o u n d a r y s t r i p o f A w i t h w i d t h

    L

    p

    =

    U : R ! R j

    Z

    U

    p

    d x

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    C

    1

    ( v ) i s t h e c l a s s o f s o l e n o i d a l v e c t o r f u n c t i o n s u 2 C

    1

    ( v )

    C

    n + h

    ( v ) = C

    n + h

    ( v ) \ C

    1

    ( v ) ; ( n = 1 ; ; 1 ; 0 h

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    1 . 1 . 2 L e m m a

    T h e r e e x i s t s p o s i t i v e c o n s t a n t s

    0

    a n d c

    3

    = c

    3

    (

    0

    ) s u c h t h a t

    u

    2 !

    ( )

    c

    3

    k r u k

    2 !

    ( )

    h o l d s f o r a n y u 2

    c

    H

    1

    0

    ( R ) a n d a n y i n 0 <

    0

    P r o o f :

    D e f t i n t i o n o f G e n e r a l i z e d s o l u t i o n s

    S u p p o s e t h a t a v e c t o r f u n c t i o n u a n d a s c a l a r f u n c t i o n p a r e s u c i e n t l y s m o o t h

    a n d o b e y t h e s t a t i o n a r y N a v i e r - S t o k e s e q u a t i o n s

    u + ( u r ) u + r p = f i n v ;

    d i v u = 0 i n v ;

    u = o n @ v ;

    u ( x ) ! u ( 1 ) j x j ! 1

    i n a d o m a i n V R

    3

    , w h e r e f i s t h e e x t e r n a l f o r c e , i s t h e v i s c o s i t y .

    M u l t i p l y i n g ( 1 ) b y a v e c t o r f u n c t i o n ' i n C

    1

    0

    ( v ) a n d t h e i n t e g r a t i n g o v e r v , w e

    o b t a i n

    ( r ' ; r u ) + ( ' ; ( u r ) u ) ( d i v ' ; p ) = ( ' ; f )

    I f ' 2 C

    1

    0

    ( v ) , t h e n ( 5 ) t a k e s a f o r m n o t i n v o l v i n g t h e p r e s s u r e p ,

    ! ( ' ; u ) = ( ' ; f )

    w i t h ! ( ' ; u ) = ( r ' ; r u ) + ( ' ; ( u r ) u )

    N e x t w e c o n s i d e r t h e t r i - l i n e a r i n t e g r a l f o r m

    A ( u ; v ; ! ) = ( u ; ( v r ) ! ) =

    Z

    v

    u

    i

    v

    k

    @

    k

    !

    i

    d x ;

    w h e r e t h e a r g u m e n t s u ; v ; ! a r e r e q u i r e d t o p o s s e s s t h e f o l l o w i n g p r o p e r t i e s :

    1 . e a c h o f t h e m i s e x p r e s s i b l e a s t h e s u m o f a f u n c t i o n i n

    c

    H

    1

    0

    ( v ) a n d a

    f u n c t i o n i n C

    1

    ( v ) . H e n c e a n y o n e o f t h e m , i n p a r t i c u l a r , v i s s u b j e c t e d t o

    t h e c o n d i t i o n d i v v = 0

    2 . E i t h e r u o r ! b e l o n g s t o

    c

    H

    1

    0

    ( k ) , k b e l o n g a b o u n d e d s u b d o m a i n o f V

    3

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    F o r t h e s e u ; v ; ! t h e d e n i t i o n o f A ( u ; v ; ! ) i n ( 7 ) i s s i g n i c a n t . I n d e e d , w e h a v e

    k u k

    4 k

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    A ( u ; v ; u ) = 0

    w h i c h a r e i m m e d i a t e l y v e r i e d b y p a r t i a l i n t e g r a t i o n t a k i n g a c c o u n t o f

    d i v v = 0

    D e n i t i o n ( 1 )

    L e t R b e b o u n d e d . T h e n a v e c t o r f u n c t i o n u i s c a l l e d a g e n e r a l i z e d s o l u t i o n o f

    t h e i n t e r i o r p r o b l e m , i f f o l l o w i n g c o n d i t i o n s ( 1 ) a n d ( 2 ) a r e b o t h s a t i s e d :

    1 u b b e l o n g s t o

    c

    H

    1

    0

    ( R ) f o r s o m e b s u c h t h a t b 2 C

    1

    ( R ) ; b = o n @ R

    2 u s a t i s e s ( 1 ) w e a k l y i n R

    1 . 1 . 3 R e m a r k

    W i t h t h e a i d o f ( 9 ) , w e c a n s h o w t h a t t h e g e n e r a l i z e d s o l u t i o n u o f t h e i n t e r i o r

    p r o b l e m s a t i s e s t h e w e a k e q u a t i o n n o t o n l y f o r e v e r y ' i n C

    1

    0

    ( R ) b u t a l s o

    f o r e v e r y ' i n

    c

    H

    1

    0

    ( R ) i f f 2 ( L

    2

    ( R ) )

    n

    D e n i t i o n ( 2 )

    L e t R b e u n b o u n d e d . T h e n a v e c t o r f u n c t i o n u i s c a l l e d a g e n e r a l i z e d s o l u t i o n

    o f t h e e x t e r i o r p r o b l e m , i f f o l l o w i n g c o n d i t i o n s ( 1 ) a n d ( 2 ) a r e b o t h s a t i s e d :

    1 u b b e l o n g s t o

    c

    H

    1

    0

    ( R ) f o r s o m e b s u c h t h a t b 2 C

    1

    ( R ) ; b = o n @ R

    b ( x ) u

    1

    = O

    j x j

    1

    ;

    r b ( x ) = O

    j x j

    2

    ; j x j ! 1

    2 u s a t i s e s ( 1 ) w e a k l y i n R

    D e n i t i o n ( 3 )

    L e t u b e a g e n e r a l i z e d s o l u t i o n o f t h e N a v i e r - S t o k e s b o u n d a r y v a l u e p r o b l e m ,

    i n t e r i o r o r e x t e r i o r . T h e n a s c a l a r f u n c t i o n 2 l

    l o c

    2

    ( R ) i s c a l l e d t h e p r e s s u r e

    a s s o c i a t e d w i t h u , i f u a n d s a t i s f y ( 5 ) f o r a n y ' 2 C

    1

    0

    ( R ) . ( 5 ) i s c a l l e d t h e

    d e n i n g e q u a t i o n o f

    5

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    1 . 1 . 4 R e m a r k

    W h e n a g e n e r a l i z e d s o l u t i o n u i s g i v e n , t h e a s s o c i a t e d p r e s s u r e i s u n i q u e e x -

    c e p t a n a d d i t i v e c o n s t a n t . I n f a c t , s u p p o s e t h a t

    1

    a n d

    2

    a r e t h e a s s o c i a t e d

    p r e s s u r e . T h e n w e n d ( d i v ' ;

    1

    2

    ) = 0 f o r a n y ' 2 C

    1

    0

    ( R ) . S u b s t i t u t i n g

    ' = r h , h 2 C

    1

    0

    ( R ) , w e o b t a i n ( h ;

    1

    2

    ) = 0 a n d n o t e t h a t

    1

    2

    s a t i s e s t h e L a p l a c e e q u a t i o n w e a k l y . A c c o r d i n g t o a t h e o r e m o f H . W e y l , t h i s

    i m p l i e s t h a t

    1

    2

    i s h a r m o n i c i n V . I n p a r t i c u l a r , f r o m ( d i v ' ;

    1

    2

    ) = 0

    f o l l o w s ( ' ; r (

    1

    2

    ) ) = 0 . T h u s w e h a v e r (

    1

    2

    ) = 0 i n R a n d h e n c e

    1

    2

    = c o n s t a n t i n R

    D e n i t i o n ( 4 )

    C o n c e r n i n g t h e i n t e r i o r ( e x t e r i o r ) p r o b l e m a p a i r o f a v e c t o r f u n c t i o n u a n d a

    s c a l a r f u n c t i o n i s c a l l e d t h e s t r i c t s o l u t i o n i f u 2 C

    2

    ( R ) \ C

    0

    ( R ) , 2 C

    1

    ( R )

    a n d ( 1 ) , ( 2 ) , ( 3 ) , ( 4 ) a r e s a t i s e d . H o w e v e r t h e v e c t o r f u n c t i o n u a l o n e i s a l s o

    s o m e t i m e s c a l l e d t h e s t r i c t s o l u t i o n .

    6

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    C h a p t e r 2

    2 . 1 E x i s t e n c e o f G e n e r a l i z e d S o l u t i o n s

    2 . 1 . 1 T h e o r e m

    A s s u m e t h a t R i s b o u n d e d a n d f 2 f L

    2

    ( R ) g

    n

    . T h e n t h e r e e x i s t s t h e g e n e r a l -

    i z e d s o l u t i o n o f t h e i n t e r i o r p r o b l e m , i f o n e o f t h e f o l l o w i n g c o n d i t i o n s ( 1 ) a n d

    ( 2 ) f u l l l e d :

    1 i s t h e b o u n d a r y v a l u e o f a f u n c t i o n b

    2 C

    1

    ( R ) w i t h s m a l l j b

    j o r j r b

    j

    i n t h e s e n s e o f > M

    0

    C

    1

    t o b e g i v e n b e l o w .

    2 i s t h e b o u n d a r y v a l u e o f a f u n c r i o n b

    2 C

    1

    ( R ) e x p r e s s i b l e i n t h e f o r m

    b

    = r o t a , a 2 C

    1

    ( R ) a n d @ R i s o f c l a s s C

    2

    P r o o f :

    F i r s t l y , w e i n t r o d u c e t h e n o t a t i o n o f C o n d i t i o n ( B ) : n a m e l y , a v e c t o r f u n c t i o n

    b i s s a i d t o s a t i s f y C o n d i t i o n ( B ) i f

    b 2 C

    1

    ( R ) ; b = o n @ R ( 1 )

    a n d i f

    j A ( b ; ! ; ! ) j k r ! k

    2

    ( 2 )

    i s v a l i d f o r a n y ! 2 C

    1

    0

    ( R ) a n d w i t h s o m e c o n s t a n t i n 0 <

    N o w , s u p p o s e t h a t w e a r e g i v e n a b s a t i s f y i n g C o n d i t i o n ( B ) a n d t h e n w e s e e k

    a g e n e r a l i z e d s o l u t i o n o f t h e f o r m

    u = v + b ;

    v 2

    c

    H

    1

    0

    ( R )

    7

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    W e i n t r o d u c e a n d x a s e q u e n c e f

    n

    g

    1

    n = 1

    o f f u n c t i o n s i n C

    1

    0

    ( R ) s u c h t h a t i t s

    l i n e a r h u l l i s d e n s e i n

    c

    H

    1

    0

    ( R ) b u t f o r c o n c e n i e n c e w e n o r m a l i z e i t a s

    i

    ;

    j

    =

    i j

    =

    8

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    W (

    i

    ; b + v ) = (

    i

    ; f )

    F r o m t h i s w e c a n s o l v e ,

    ( r

    i

    ; r v ) =

    r

    i

    ; r (

    1

    1

    +

    2

    2

    + +

    N

    N

    )

    =

    r

    i

    ; r

    1

    1

    + r

    2

    2

    + + r

    N

    N

    =

    r

    i

    ; r

    1

    1

    +

    r

    i

    ; r

    2

    2

    + +

    r

    i

    ; r

    N

    N

    =

    r

    i

    ; r

    1

    1

    +

    r

    i

    ; r

    2

    2

    + +

    r

    i

    ; r

    N

    N

    =

    N

    X

    j = 1

    r

    i

    ; r

    j

    j

    A (

    i

    ; v ; v ) =

    i

    ; v ;

    1

    1

    +

    2

    2

    + +

    N

    N

    = (

    i

    ; v ;

    1

    1

    ) + (

    i

    ; v ;

    2

    2

    ) + + (

    i

    ; v ;

    N

    N

    )

    = (

    i

    ; v ;

    1

    )

    1

    + (

    i

    ; v ;

    2

    )

    2

    + + (

    i

    ; v ;

    N

    )

    N

    =

    N

    X

    j = 1

    (

    i

    ; v ;

    j

    )

    j

    S i m i l a r l y ,

    A (

    i

    ; b ; v ) =

    N

    X

    j = 1

    A (

    i

    ; b ;

    j

    )

    j

    A (

    i

    ; v ; b ) =

    N

    X

    j = 1

    A (

    i

    ;

    j

    ; b )

    j

    T h e n w e h a v e

    N

    X

    j = 1

    n

    ( r

    i

    ; r

    j

    ) + A (

    i

    ; b ;

    j

    ) + A (

    i

    ;

    j

    ; b ) + A (

    i

    ; v ;

    j

    )

    o

    j

    = (

    i

    ; f ) ( r

    i

    ; r b ) A (

    i

    ; b ; b )

    I n o r d e r t o r e w r i t e ( 8 ) a s a n e q u a t i o n w i t h t h e u n k n o w n N - v e c t o r , w e i n -

    t r o d u c e a n N N - m a t r i x T ( ) = f T

    i j

    ( ) g , d e p e n d i n g o n , a n d a n N - v e c t o r

    = f

    i

    g b y

    N

    X

    j = 1

    f T

    i j

    ( ) g

    j

    =

    i

    ; ( i = 1 ; 2 ; ; N )

    T

    i j

    ( ) = ( r

    i

    ; r

    j

    ) + A (

    i

    ; b ;

    j

    ) + A (

    i

    ;

    j

    ; b ) + A (

    i

    ; v ;

    j

    )

    i

    = (

    i

    ; f ) ( r

    i

    ; r b ) A (

    i

    ; b ; b )

    T h e n ( 8 ) i s r e d u c e d t o t h e e q u a t i o n

    T ( ) = ;

    9

  • 8/3/2019 MRES2

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    w h e r e

    T ( ) =

    0

    B

    B

    B

    B

    B

    B

    @

    T

    1 1

    ( ) T

    1 2

    ( ) T

    1 N

    ( )

    T

    2 1

    ( ) T

    2 2

    ( ) T

    2 N

    ( )

    T

    N 1

    ( ) T

    N 2

    ( ) T

    N N

    ( )

    1

    C

    C

    C

    C

    C

    C

    A

    =

    0

    B

    B

    B

    B

    B

    B

    @

    1

    2

    N

    1

    C

    C

    C

    C

    C

    C

    A

    ; =

    0

    B

    B

    B

    B

    B

    B

    @

    1

    2

    N

    1

    C

    C

    C

    C

    C

    C

    A

    f o r t h e u n k n o w n . F r o m n o w o n w e r e g a r d a s a n e l e m e n t o f N - d i m e n s i o n a l

    E u c l i d e a n s p a c e E = E

    N

    a n d u s e t h e n o t a t i o n

    j j =

    0

    @

    N

    X

    i = 1

    2

    i

    1

    A

    1 = 2

    a n d

    =

    N

    X

    i = 1

    (

    i

    i

    )

    t o d e n o t e t h e n o r m o f 2 E a n d t h e s c a l a r p r o d u c t o f ; 2 E . W e s h a l l s h o w

    t h a t T ( )

    1

    e x i s t s s o t h a t ( 1 0 ) i s r e d u c e d t o = F ( ) , w h e r e F ( ) = T ( )

    1

    T o t h i s e n d w e e s t i m a t e T ( ) f o r a r b i t r a r y a n d i n E . A s s o c i a t i n g t h e

    v e c t o r f u n c t i o n s v ; ! 2

    N

    C

    1

    0

    ( R ) w i t h ; 2 E b y v =

    1

    1

    +

    2

    2

    +

    +

    N

    N

    a n d ! =

    1

    1

    +

    2

    2

    + +

    N

    N

    , w e o b s e r v e t h a t

    T ( ) =

    1

    2

    N

    0

    B

    B

    B

    B

    B

    B

    @

    T

    1 1

    ( ) T

    1 2

    ( ) T

    1 N

    ( )

    T

    2 1

    ( ) T

    2 2

    ( ) T

    2 N

    ( )

    T

    N 1

    ( ) T

    N 2

    ( ) T

    N N

    ( )

    1

    C

    C

    C

    C

    C

    C

    A

    0

    B

    B

    B

    B

    B

    B

    @

    1

    2

    N

    1

    C

    C

    C

    C

    C

    C

    A

    T ( ) =

    1

    2

    N

    0

    B

    B

    B

    B

    B

    B

    @

    T

    1 1

    ( )

    1

    T

    1 2

    ( )

    2

    T

    1 N

    ( )

    N

    T

    2 1

    ( )

    1

    T

    2 2

    ( )

    2

    T

    2 N

    ( )

    N

    T

    N 1

    ( )

    1

    T

    N 2

    ( )

    2

    T

    N N

    ( )

    N

    1

    C

    C

    C

    C

    C

    C

    A

    N 1

    T ( ) =

    1

    T

    1 1

    ( )

    1

    +

    2

    T

    1 2

    ( )

    2

    + +

    N

    T

    1 N

    ( )

    N

    +

    1

    T

    2 1

    ( )

    1

    +

    2

    T

    2 2

    ( )

    2

    + +

    N

    T

    2 N

    ( )

    N

    + +

    1

    T

    N 1

    ( )

    1

    +

    2

    T

    N 2

    ( )

    2

    + +

    N

    T

    N N

    ( )

    N

    1 0

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    S i n c e

    T

    i j

    ( ) =

    r

    i

    ; r

    j

    + A

    i

    ; b ;

    j

    + A

    i

    ;

    j

    ; b

    + A

    i

    ; v ;

    j

    ;

    w e c a n s o l v e

    1

    T

    1 1

    ( )

    1

    +

    2

    T

    1 2

    ( )

    2

    + +

    N

    T

    1 N

    ( )

    N

    =

    r

    1

    1

    ; r

    1

    1

    + A

    1

    1

    ; b ;

    1

    1

    + A

    1

    1

    ;

    1

    1

    ; b

    + A

    1

    1

    ; v ;

    1

    1

    +

    r

    1

    1

    ; r

    2

    2

    + A

    1

    1

    ; b ;

    2

    2

    + A

    1

    1

    ;

    2

    2

    ; b

    + A

    1

    1

    ; v ;

    2

    2

    + +

    r

    1

    1

    ; r

    N

    N

    + A

    1

    1

    ; b ;

    N

    N

    + A

    1

    1

    ;

    N

    N

    ; b

    + A

    1

    1

    ; v ;

    N

    N

    =

    r

    1

    1

    ; r

    1

    1

    ; r

    2

    2

    ; ; r

    N

    N

    + A

    1

    1

    ; b ;

    1

    1

    +

    2

    2

    + +

    N

    N

    + A

    1

    1

    ;

    1

    1

    +

    2

    2

    + +

    N

    N

    ; b

    + A

    1

    1

    ; v ;

    1

    1

    +

    2

    2

    + +

    N

    N

    =

    r

    1

    1

    ; r

    1

    1

    ;

    2

    2

    ; ;

    N

    N

    + A

    1

    1

    ; b ; !

    + A

    1

    1

    ; ! ; b

    + A

    1

    1

    ; v ; !

    =

    r

    1

    1

    ; r !

    + A

    1

    1

    ; b ; !

    + A

    1

    1

    ; ! ; b

    + A

    1

    1

    ; v ; !

    S i m i l a r l y , w e h a v e

    1

    T

    2 1

    ( )

    1

    +

    2

    T

    2 2

    ( )

    2

    + +

    N

    T

    2 N

    ( )

    N

    =

    r

    2

    2

    ; r !

    + A

    2

    2

    ; b ; !

    + A

    2

    2

    ; ! ; b

    + A

    2

    2

    ; v ; !

    F o r t h e l a s t t e r m ,

    N

    T

    N 1

    ( )

    1

    +

    N

    T

    N 2

    ( )

    2

    + +

    N

    T

    N N

    ( )

    N

    =

    r

    N

    N

    ; r !

    + A

    N

    N

    ; b ; !

    + A

    N

    N

    ; ! ; b

    + A

    N

    N

    ; v ; !

    C o m b i n i n g ( I 1 ) t o ( I N )

    T ( ) =

    r

    1

    1

    ; r !

    + A

    1

    1

    ; b ; !

    + A

    1

    1

    ; ! ; b

    + A

    1

    1

    ; v ; !

    r

    N

    N

    ; r !

    + A

    N

    N

    ; b ; !

    + A

    N

    N

    ; ! ; b

    + A

    N

    N

    ; v ; !

    r

    2

    2

    ; r !

    + A

    2

    2

    ; b ; !

    + A

    2

    2

    ; ! ; b

    + A

    2

    2

    ; v ; !

    +

    +

    r

    N

    N

    ; r !

    + A

    N

    N

    ; b ; !

    + A

    N

    N

    ; ! ; b

    + A

    N

    N

    ; v ; !

    =

    r

    1

    1

    +

    2

    2

    + +

    N

    N

    ; r !

    + A

    1

    1

    +

    2

    2

    + +

    N

    N

    ; b ; !

    + A

    1

    1

    +

    2

    2

    + +

    N

    N

    ; ! ; b

    + A

    1

    1

    +

    2

    2

    + +

    N

    N

    ; v ; !

    = ( r ! ; r ! ) + A ( ! ; b ; ! ) + A ( ! ; ! ; b ) + A ( ! ; v ; ! )

    1 1

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    19/51

    T ( ) = k r ! k

    2

    A ( b ; ! ; ! )

    b y t h e v a r t u e o f ( 2 . 1 9 ) a n d ( 2 . 1 9 ) .

    H e n c e w e h a v e b y ( 3 . 4 ) ,

    j T ( ) j =

    k r ! k

    2

    A ( b ; ! ; ! )

    k r ! k

    2

    j A ( b ; ! ; ! ) j

    k r ! k

    2

    k r ! k

    2

    j T ( ) j

    ( ) k r ! k

    2

    j j j T ( ) j ( 2 . 1 . 1 )

    O n t h e o t h e r h a n d , b y m e a n s o f ( 3 . 5 ) a n d L e m m a ( 2 . 1 ) , w e o b t a i n

    k ! k

    2

    = ( ! ; ! )

    =

    1

    1

    +

    2

    2

    + +

    N

    N

    ;

    1

    1

    +

    2

    2

    + +

    N

    N

    =

    1

    1

    ;

    1

    1

    +

    2

    2

    +

    N

    N

    +

    2

    2

    ;

    1

    1

    +

    2

    2

    +

    N

    N

    + +

    N

    N

    ;

    1

    1

    +

    2

    2

    +

    N

    N

    =

    1

    1

    ;

    1

    1

    +

    1

    1

    ;

    2

    2

    + +

    1

    1

    ;

    N

    N

    +

    2

    2

    ;

    1

    1

    +

    2

    2

    ;

    2

    2

    + +

    2

    2

    ;

    N

    N

    + +

    1

    1

    ;

    1

    1

    +

    1

    1

    ;

    2

    2

    + +

    1

    1

    ;

    N

    N

    +

    N

    N

    ;

    1

    1

    +

    N

    N

    ;

    2

    2

    + +

    N

    N

    ;

    N

    N

    =

    1

    1

    ;

    1

    1

    +

    1

    1

    ;

    2

    2

    + +

    1

    1

    ;

    N

    N

    +

    2

    2

    ;

    1

    1

    +

    2

    2

    ;

    2

    2

    + +

    2

    2

    ;

    N

    N

    + +

    N

    N

    ;

    1

    1

    +

    N

    N

    ;

    2

    2

    + +

    N

    N

    ;

    N

    N

    =

    2

    1

    +

    2

    2

    + +

    2

    N

    =

    N

    X

    i = 1

    2

    i

    k ! k =

    0

    @

    N

    X

    i = 1

    2

    i

    1

    A

    1 = 2

    = j j

    j j = k ! k C

    1

    k r ! k

    C o m b i n i n g t h i s w i t h ( 3 . 1 2 ) w e a r e l e d t o

    1 2

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    ( ) j j

    2

    C

    2

    1

    j j j T ( ) j

    j j

    C

    2

    1

    ( )

    j T ( ) j

    = j T ( ) j ; w h e r e =

    C

    2

    1

    ( )

    1

    j j j T ( ) j

    j T ( ) j j j

    1

    j T ( ) j

    j T ( ) j

    1

    B u t

    T ( ) T ( )

    1

    = j T ( ) j

    T ( )

    1

    = 1

    j T ( ) j

    T ( )

    1

    = 1

    T ( )

    1

    = j T ( ) j

    1

    T h u s w e h a v e T ( )

    1

    e x i s t s a n d

    T ( )

    1

    ( 2 . 1 . 2 )

    h o l d s , w h e r e t h e l e f t h a n d s i d e m e a n s t h e n o r m o f t h e l i n e a r t r a n s f o r m a t i o n

    T ( )

    1

    i n E . S i n c e i s t h e c o n s t a a n t v e c t o r i n d e p e n d e n t o n , w e t h u s s e e

    t h a t t h e i n e q u a l i t i e s

    j F ( ) j = j T ( )

    1

    j

    T ( )

    1

    j j = d

    h o l d f o r a n y 2 E . I n p a r t i c u l a r , t h e c l o s e d s p h e r e o f E w i t h c e n t e r a t t h e

    o r i g i n a n d r a d i u s d i s m a p p e d b y F i n t o i t s e l f .

    F : S ( d ) ! S ( d )

    S i n c e , t h e c o n t i n u i t y o f F ( ) i n i s o b v i o u s ,

    j j = j T ( ) j

    j T ( ) j j j

    1 3

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    j F ( ) j =

    T ( )

    1

    T ( )

    1

    j j

    T ( )

    1

    j T ( ) j j j

    j F ( ) j j j

    w e a r e a b l e t o a p p l y B r o u w e r ' s t h e o r e m a n d c o n c l u d e t h e e x i s t e n c e o f a s o l u t i o n

    o f t h e e q u a t i o n F ( ) = . T h i s p r o v e s t h e l e m m a .

    C o n c e r n i n g t h e a p p r o x i m a t i n g s o l u t i o n s o b t a i n e d a b o v e w e h a v e

    2 . 1 . 3 L e m m a

    T h e r e e x i s t s a c o n s t a n t K s u c h t h a t

    k r V

    N

    k K

    P r o o f :

    M a k i n g u s e o f ( 2 . 1 9 ) a n d ( 2 . 1 9 ) ' w e h a v e

    W ( v ; v + b ) = ( r v ; r ( v + b ) ) + A ( v ; v + b ; v + b )

    = ( r v ; r v + ; r b ) + A ( v ; v ; v + b ) + A ( v ; b ; v + b )

    = ( r v ; r v ) + ( r v ; r b ) + A ( v ; v ; v ) + A ( v ; v ; b ) + A ( v ; b ; v )

    + A ( v ; b ; b )

    = k r v k

    2

    + ( r v ; r b ) A ( v ; b ; b ) A ( b ; b ; v )

    F o r a n y v 2 C

    1

    0

    ( R ) . H e n c e s e t t i n g ' = v

    N

    a n d u

    N

    = b + v

    N

    i n ( 3 . 7 ) w e

    i m m e d i a t e l y o b t a i n W ( v

    N

    ; b + v

    N

    ) = ( v

    N

    ; f )

    k r v

    N

    k

    2

    + ( r v

    N

    ; r b ) A ( b ; v

    N

    ; v

    N

    ) A ( b ; b ; v

    N

    ) = ( v

    N

    ; f )

    k r v

    N

    k

    2

    A ( b ; v

    N

    ; v

    N

    ) = ( v

    N

    ; f ) ( r v

    N

    ; r b ) + A ( b ; b ; v

    N

    )

    W h e n c e f o l l o w s b y v i r t u e o f ( 3 . 4 ) a n d S c h w a r z ' s i n e q u a l i t y t h a t

    k r v

    N

    k

    2

    A ( b ; v

    N

    ; v

    N

    )

    = j ( v

    N

    ; f ) ( r v

    N

    ; r b ) + A ( b ; b ; v

    N

    ) j

    j ( v

    N

    ; f ) j + j ( r v

    N

    ; r b ) j + j A ( b ; b ; v

    N

    ) j

    k r v

    N

    k

    2

    j A ( b ; v

    N

    ; v

    N

    ) j k v

    N

    k k f k + j j j ( r v

    N

    ; r b ) j + j A ( b ; v

    N

    ; v

    N

    ) j

    k r v

    N

    k

    2

    k r v

    N

    k

    2

    k v

    N

    k k f k + j j k r v

    N

    k k r b k + j A ( b ; v

    N

    ; v

    N

    ) j

    1 4

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    w h e r e a s w e c a n e s t i m a t e a s

    A ( b ; v

    N

    ; v

    N

    ) =

    Z

    R

    f b

    i

    b

    j

    g @

    j

    v

    N

    i

    d x ; x 2 R

    = ( b

    i

    b

    j

    ; r v

    N

    )

    j A ( b ; v

    N

    ; v

    N

    ) j = j ( b

    i

    b

    j

    ; r v

    N

    ) j

    k b

    i

    b

    j

    k k r v

    N

    k

    ( ) k r v

    N

    k

    2

    k v

    N

    k k f k + j j k r b k k r v

    N

    k + k b

    i

    b

    j

    k k r v

    N

    k

    c k f k k r v

    N

    k + ( j n u j j r b j + k b

    i

    b

    j

    k ) k r v

    N

    k

    = ( c

    0

    + c

    0 0

    ) k r v

    N

    k

    ( ) k r v

    N

    k

    2

    c k r v

    N

    k

    k r v

    N

    k

    c

    ( )

    = k

    w i t h a p p r o p r i a t e c o n s t a n t s c

    0

    ; c

    0 0

    a n d c . C o n s e q u e n t l y w e h a v e k r v

    N

    k = k

    S i n c e k r v

    N

    k a n d t h e r e f o r e , k v

    N

    k a r e a b l e t o c h o o s e a s u b s e q u e n c e f v

    N

    g o f

    f v

    N

    g t e n d i n g t o a v 2

    c

    H

    1

    0

    ( R ) i n t h e s e n s e t h a t v

    N

    ! v

    s t r o n g i n L

    2

    ( R )

    a n d r v

    N

    ! r v

    w e a k l y i n L

    2

    ( R ) . W e s h a l l s h o w t h a t u

    = b + v

    i s t h e

    d e s i r e d g e n e r a l i z e d s o l u t i o n .

    I f ' i s a x e d f u n c t i o n i n C

    1

    0

    ( R ) , w e h a v e

    ( r ' ; r v

    N

    ) ! ( r ' ; r v

    ) ; A ( ' ; v

    N

    ; v

    N

    ) ! A ( ' ; v

    ; v

    ) a s N ! 1

    B u t ,

    A ( ' ; v

    N

    ; v

    N

    ) A ( ' ; v

    ; v

    ) = A ( ' ; v

    N

    ; v

    N

    ) A ( ' ; v

    ; v

    N

    ) + A ( ' ; v

    ; v

    N

    )

    A ( ' ; v

    ; v

    )

    = A ( ' ; v

    N

    v

    ; v

    N

    ) + A ( ' ; v

    ; v

    N

    v

    )

    j A ( ' ; v

    N

    v

    ; v

    N

    ) j = k ' k

    4 R

    k v

    N

    v

    k

    4 R

    k r v

    N

    k

    2 R

    k ' k

    4 R

    C k r ( v

    N

    v

    ) k

    2 R

    k r v

    N

    k

    2 R

    A ( ' ; v

    ; v

    N

    v

    ) =

    Z

    R

    ( '

    i

    v

    j

    ) @

    j

    ( v

    N

    v

    )

    i

    d x ; 8 x 2 R

    =

    '

    i

    v

    j

    ; @

    j

    ( v

    N

    v

    )

    = ( '

    i

    v

    ; r ( v

    N

    v

    ) )

    j A ( ' ; v

    ; v

    N

    v

    ) j = j ( '

    i

    v

    ; r ( v

    N

    v

    ) ) j

    k '

    i

    v

    k

    1 5

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    F i x a n a r b i t r a r y p o s i t i v e i n t e g e r n . T h e n f o r a n y N n w e h a v e W (

    n

    ; b + v

    N

    ) =

    (

    n

    ; f )

    ( r

    n

    ; r b ) + ( r

    n

    ; r v

    N

    ) + A (

    n

    ; b ; b ) + A (

    n

    ; b ; v

    N

    ) +

    A (

    n

    ; v

    N

    ; b ) + A (

    n

    ; v

    N

    ; v

    N

    ) = (

    n

    ; f )

    w h e n c e f o l l o w s b y m a k i n g N ! 1 ,

    ( r

    n

    ; r v

    N

    ) ! ( r

    n

    ; r v

    )

    A (

    n

    ; v

    N

    ; v

    N

    ) ! (

    n

    ; v

    ; v

    )

    ( r

    n

    ; r b ) + ( r

    n

    ; r v

    ) + A (

    n

    ; b ; b ) + A (

    n

    ; b ; v

    ) +

    A (

    n

    ; v

    ; b ) + A (

    n

    ; v

    ; v

    ) = (

    n

    ; f )

    ( r

    n

    ; r b + r v

    ) + A (

    n

    ; b ; b + v

    ) + A (

    n

    ; v

    ; b + v

    ) = (

    n

    ; f )

    ( r

    n

    ; r ( b + v

    ) ) + A (

    n

    ; b + v

    ; b + v

    ) = (

    n

    ; f )

    W ( r

    n

    ; b + b

    ) = (

    n

    ; f )

    F u r t h e r w e n o t i c e t h a t W ( ' ; u

    ) = ( ' ; f ) i s v a l i d f o r a n y ' i n

    F r o m ( 3 . 6 ) ,

    v

    N

    = u

    N

    b 2

    N

    u

    N

    = v

    N

    b 2

    N

    u

    N

    = v

    N

    b 2

    N

    F r o m ( 3 . 7 ) ,

    W ( ' ; u

    N

    ) = ( ' ; f )

    W ( ' ; u

    N

    ) = W ( ' ; u

    N

    + b )

    = ( ' ; f )

    ( r ' ; r ( v

    N

    + b ) ) + A ( ' ; v

    N

    + b ; v

    N

    + b = ( ' ; f )

    ( r ' ; r v

    N

    + r b ) ) + A ( ' ; v

    N

    ; v

    N

    + b ) + A ( ' ; b ; v

    N

    + b ) = ( ' ; f )

    ( r ' ; r v

    N

    ) + ( r ' ; r b ) + A ( ' ; v

    N

    ; v

    N

    ) + A ( ' ; v

    N

    ; b ) + A ( ' ; b ; v

    N

    )

    + A ( ' ; b ; b ) = ( ' ; f )

    1 6

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    W h e n c e f o l l o w s b y M a k i n g N ! 1

    ( r ' ; r v

    ) + ( r ' ; r b ) + A ( ' ; v

    ; v

    ) + A ( ' ; v

    ; b ) + A ( ' ; b ; v

    )

    + A ( ' ; b ; b ) = ( ' ; f )

    ( r ' ; r v

    + r b ) + A ( ' ; v

    ; v

    + b ) + A ( ' ; b ; v

    b ) = ( ' ; f )

    ( r ' ; r ( v

    + b ) ) + ( ' ; v

    + b ; v

    + b ) = ( ' ; f )

    ( r ' ; r u

    ) + A ( ' ; u

    ; u

    ) = ( ' ; f )

    W ( ' ; u

    ) = ( ' ; f )

    T h e n t a k e a n a r b i t r a r y ' i n C

    1

    0

    ( R ) . S i n c e i s d e n s e i n

    c

    H

    1

    0 s m

    ( R ) , w e c a n n d

    a s e q u e n c e f '

    n

    g w u c h t h a t '

    n

    2 a n d '

    n

    c o n v e r g e s t o ' s t r o n g l y i n

    c

    H

    1

    0 s m

    ( R )

    T a k i n g t h e l i m i t o f W ( '

    n

    ; u

    ) = ( '

    n

    ; f ) w e a r r i v e a t W ( ' ; u

    ) = ( ' ; f ) b y

    v a r t u e o f ( 2 . 1 8 ) .

    W ( '

    n

    ; u

    ) = ( r '

    n

    ; r u

    ) + A ( '

    n

    ; u

    ; u

    ) = ( '

    n

    ; f )

    l i m

    n ! 1

    A ( r '

    n

    ; u

    ; u

    ) = A ( ' ; u

    ; u

    )

    l i m

    n ! 1

    ( r '

    n

    ; r u

    ) = ( r ' ; r u

    )

    ( r ' ; r u

    ) + A ( ' ; u

    ; u

    ) = ( ' ; f )

    W ( ' ; u

    ) = ( ' ; f )

    A t t h i s s t a g e i t h a s b e e n p r o v e d t h a t a g e n e r a l i z e d s o l u t i o n e x i s t s i f t h e r e e x i s t s

    a f u n c t i o n b s a t i s f y i n g C o n d i t i o n ( B ) . W e s h a l l s h o w t h a t t h e c o n d i t i o n ( 1 ) o r

    ( 2 ) i n t h e t h e o r e m i s s u c i e n t f o r t h e e x i s t e n c e o f s u c h a b . F i r s t l y w e d e a l w i t h

    ( 1 ) . L e t M

    0

    a n d M

    1

    b e c o n s t a n t s s u c h t h a t j b

    ( x ) j M

    0

    a n d j r b

    ( x ) j M

    1

    h o l d f o r a n y x 2 R . T h e n b y m e a n o f L e m m a ( 2 . 1 ) a n d ( 2 . 1 9 ) w e h a v e

    j A ( b

    ; ! ; ! ) j j b

    j k ! k k r ! k

    M

    0

    C

    1

    k r ! k

    2

    j A ( b

    ; ! ; ! ) j = j A ( ! ; ! ; b

    ) j

    = k ! k

    2

    j r b

    j

    M

    1

    C

    2

    1

    k r ! k

    2

    F o r a n y ! 2 C

    1

    0

    ( R ) , w h e r e C

    1

    i s t h e d o m a i n c o n s t a n t i n ( 2 . 1 ) . T h e r e f o r e b

    i t s e l f s a t i s e s C o n d i t i o n ( B ) i f e i t h e r > M

    0

    C

    1

    o r > M

    1

    C

    2

    1

    W e t u r n t o ( 2 ) . W e n o t e t h a t L e m m a ( 2 . 5 ) i s a p p l i c a b l e t o e a c h c o m p o n e n t

    o f b o u n d a r y R a n d ( 2 . 1 1 ) r e m a i n s v a l i d w i t h a n a p p r o p i a t e c o n s t a n t C

    3

    i f

    1 7

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    w e r e p l a c e !

    ( ) b y ! ( ) = ! ( ; R ) a n d

    ( x ) b y ( x ) = d i s t . ( x ; @ R ) W e

    c o n s t r u c t t h e d e s i r e d b i n t h e f o r m o f b

    = r o t ( h ( ) a ) = r ( h ( ) a ) w i t h a

    s c a l a r f u n c t i o n h o f a s i n g l e v a r i a b l e d e n e d b y

    h ( t ) = 1

    R

    t

    0

    j ( s ) d s

    R

    1

    0

    j ( s ) d s

    ; ( t > 0 )

    w h e r e j ( s ) i s a f u n c t i o n w i t h t h e f o l l o w i n g p r o p e r t i e s : j ( s ) i n v o l v e s t w o p a -

    r a m e t e r s r a n d w h o s e v a l u e s a r e c o n t a i n e d i n 0 < <

    0

    , 0 < 0 ) ,

    ( i i i ) j ( s ) = 0 ; ( 0 s ; ( 1 ) s ) ,

    ( i v ) j ( s ) =

    1

    s

    ; ( 2 s ( 1 2 ) )

    T h e r e f o r e , h 2 C

    1

    0 ; 1 ) a n d

    I f 0 t ,

    h ( t ) = 1

    R

    0

    j ( s ) d s

    R

    1

    0

    j ( s ) d s

    = 1

    0

    R

    0

    d s

    R

    1

    0

    j ( s ) d s

    = 1

    I f ( 1 ) < t , t h e n t ! 1

    h ( t ) = 1

    R

    1

    0

    j ( s ) d s

    R

    1

    0

    j ( s ) d s

    = 1 1

    = 0

    h ( t ) =

    8

    0 )

    h

    0

    ( t ) =

    1

    R

    1

    0

    j ( s ) d s

    d

    d t

    Z

    t

    0

    j ( s ) d s

    !

    1 8

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    I f t s t + t ,

    t m i n j ( s )

    t

    R

    t + t

    t

    j ( s ) d s

    t

    t m a x j ( s )

    t

    T a k i n g t h e l i m i t ! 0 , s = t

    T h u s

    j ( t )

    R

    t + t

    t

    j ( s ) d s

    t

    j ( t )

    h

    0

    ( t ) =

    j ( t )

    R

    t

    0

    j ( s ) d s

    t h

    0

    ( t ) =

    t j ( t )

    R

    0

    j ( s ) d s +

    R

    ( 1 2 )

    j ( s ) d s +

    R

    1

    ( 1 2 )

    j ( s ) d s

    =

    t j ( t )

    R

    ( 1 2 )

    1 = s d s

    =

    t j ( t )

    l n ( 1 2 ) l n ( )

    M o r e o v e r , a s ! 0 ,

    t h

    0

    ( t ) =

    t j ( t )

    l n ( ) l n ( 0 )

    =

    t j ( t )

    l n ( ) ( 1 )

    =

    t j ( t )

    1

    = 0

    t h

    0

    ( t ) t e n d s t o 0 u n i f o r m l y w . r . t . a n d t

    T h e r e f o r e b y m e a n s o f t h e w e l l k n o w n f o r m u l a

    r o t ( h a ) = r ( h a )

    = h ( ) ( r a ) + ( r h ( ) a )

    = h ( ) ( r a ) ( a r h ( ) )

    = h ( ) r o t a a h

    0

    ( ) r

    1 9

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    A s ! 0 , h

    0

    ( ) t e n d s t o 0

    r o t ( h ( ) a ) = h ( ) r o t a

    I f 0 , h ( ) = 1

    b

    = r o t ( h a ) = r o t a = b

    = o n @ R

    ! ( ) = ! ( ; R ) = f x 2 R j d i s t . ( x ; @ R ) < r g

    x =2 ! ( ) ) ( x ) = d i s t . ( x ; @ R ) > r

    T h u s ( x ) > > ( 1 ) . W e h a v e h ( ) = 0 , b

    = r o t ( h a ) = h ( ) r o t a =

    0 o u t s i d e ! ( ) a n d b

    = h ( ) r o t a h

    0

    ( ) r b e l o n g t o C

    1

    ( R ) , b e c a u s e

    i s n o w o f c l a s s C

    2

    . F u r t h e r m o r e , f o r a n y " > 0 , c h o o s e j ( x ) j

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    c h o o s e ' = u

    1

    u

    2

    t h e n A ( u

    1

    u

    2

    ; u

    1

    u

    2

    ; u

    1

    u

    2

    ) = 0 b y v i r t u e o f ( ) .

    ( r ' ; r ( u

    1

    u

    2

    ) ) = ( r ( u

    1

    u

    2

    ) ; r ( u

    1

    u

    2

    ) )

    = 0

    r ( u

    1

    u

    2

    ) = 0

    u

    1

    u

    2

    = 0

    u

    1

    = u

    2

    T h e r e f o r e t h e g e n e r a l i z e d s o l u t i o n o f t h e i n t e r i o r p r o b l e m i s u n i q u e .

    2 1

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    C h a p t e r 3

    3 . 1 R e g u l a r i t y o f t h e S t a t i o n a r y N a v i e r - S t o k e s E q u a t i o n s

    W e d e n e d t h e d i e r e n c e o p e r a t o r s

    i

    h

    b y

    i

    h

    u

    ( x ) =

    1

    2

    ( u ( x + h e

    i

    ) u ( x ) ) ; n 6=

    0

    H e r e e

    i

    = (

    i 1

    ;

    i 2

    ; : : : ;

    i n

    ) i s t h e c o n o n i c a l b a s i s o f R

    n

    3 . 1 . 1 L e m m a ( 1 )

    S u p p o s e u 2 H

    m

    ( ) ; m 1 ;

    0

    A s s u m e d i s t (

    0

    ; @ ) > h > 0 T h e n

    i

    h

    u

    m 1

    k u k

    m

    ( 1 )

    P r o o f :

    F o r a n y f u n c t i o n f 2 C

    0

    ( a ; b + h ) w e h a v e

    f ( x + h ) f ( x ) =

    Z

    x + h

    x

    f

    0

    ( t ) d t

    j f ( x + h ) f ( x ) j

    2

    =

    Z

    x + h

    x

    f

    0

    ( t ) d t

    !

    2

    =

    Z

    x + h

    x

    Z

    x + h

    x

    f

    0

    ( t ) f

    0

    ( t ) d t d z

    = h

    Z

    x + h

    x

    f

    0

    ( t ) f

    0

    ( z ) d t

    h

    2

    Z

    x + h

    x

    n

    ( f

    0

    ( t ) )

    2

    + ( f

    0

    ( z ) )

    2

    o

    d t = h

    Z

    x + h

    x

    j f

    0

    ( t ) j

    2

    d t

    T h u s

    j f ( x + h ) f ( x ) j

    2

    h

    Z

    x + h

    x

    j f

    0

    ( t ) j

    2

    d t

    I n t e g r a t i n g w e g e t

    Z

    b

    a

    j f ( x + h ) f ( x ) j

    2

    d x h

    Z

    b

    a

    d x

    Z

    x + h

    x

    j f

    0

    ( t ) j

    2

    d t d x

    2 2

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    = h

    Z

    b

    a

    Z

    x + h

    x

    j f

    0

    ( t ) j

    2

    d t d x

    h

    Z

    b

    a

    Z

    x + h

    x

    j f

    0

    ( t ) j

    2

    d t d x

    =

    h

    Z

    b + h

    a

    j f

    0

    ( t ) j

    2

    Z

    t h

    t

    d x

    !

    d t

    =

    h

    2

    Z

    b + h

    a

    j f

    0

    ( t ) j

    2

    d t

    = h

    2

    Z

    b + h

    a

    j f

    0

    ( t ) j

    2

    d t

    h

    2

    Z

    b + h

    a

    j f

    0

    ( t ) j

    2

    d t

    T h e r e f o r e ,

    Z

    b

    a

    f ( x + h ) f ( x )

    h

    2

    d x

    Z

    b + h

    a

    j f

    0

    ( t )

    2

    d t

    I f u 2 C

    m

    ( ) ; u

    (

    m 1 ) 2 C

    1

    ( ) T h e n w e h a v e

    Z

    u

    ( m 1 )

    ( x + h ) u

    ( m 1 )

    ( x )

    h

    2

    d x

    Z

    j u

    ( m )

    ( x ) j

    2

    d x

    Z

    ( u ( x + h ) u ( x ) )

    ( m 1 )

    h

    2

    d x

    Z

    j u

    ( m )

    ( x ) j

    2

    d x

    Z

    i

    + h

    u

    ( m 1 )

    2

    d x

    Z

    u

    ( m )

    2

    d x

    B u t

    Z

    @

    m j

    x

    j

    @

    j 1

    y

    j

    i

    + h

    u

    2

    d x =

    Z

    @

    m j

    x

    j

    i

    + h

    @

    j 1

    y

    j

    u

    2

    d x ;

    f o r e a c h j .

    T h e n

    Z

    @

    m j

    x

    j

    i

    y

    j

    @

    j 1

    y

    j

    u

    2

    d x

    Z

    @

    m j

    x

    j

    @

    j 1

    y

    j

    u

    2

    d x ;

    f o r e a c h j .

    @

    m j

    x

    j

    i

    y

    j

    @

    j 1

    y

    j

    u

    2

    l

    2

    @

    m j

    x

    j

    @

    j 1

    y

    j

    u

    2

    l

    2

    ;

    f o r e a c h j .

    I f j = 1 , t h e n w e h a v e

    k

    i

    + h

    u k

    2

    m 1

    k u k

    2

    m

    S i m i l a r l y , w e h a v e

    k

    i

    h

    u k

    2

    m 1

    k u k

    2

    m

    2 3

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    T h u s w e o b t a i n

    k

    i

    h

    u k

    2

    m 1

    k u k

    2

    m

    L e m m a ( 2 )

    S u p p o s e h a s t h e s e g m e n t p r o p e r t y . A s s u m e u 2 H

    m

    ( ) a n d t h a t t h e r e

    e x i s t s a c o n s t a n t c > o s u c h t h a t , f o r e v e r y

    0

    C ; k

    i

    h

    u k

    m

    c f o r a l l h

    s u c i e n t l y s m a l l . T h e n

    k D

    i

    u k m ;

    m

    c ; w h e r e

    m

    =

    X

    m

    1

    P r o o f :

    A s s u m e t h a t m = 0 . F i x

    0

    C C . B y t h e w e a k c o m p a c t n e s s p r o p e r t y o f L

    2

    w e

    n d a s e q u e n c e h

    k

    o f r e a l s h

    k

    ! 0 a n d a f u n c t i o n u

    i

    2 L

    2

    s u c h t h a t

    i

    h

    k

    u ! u

    i

    w e a k l y i n L

    2

    (

    0

    ) S i n c e l i m

    k

    i

    h

    k

    u

    0

    =

    l i m

    k

    i

    h

    k

    u

    0

    c ;

    k u

    i

    k

    0

    c F o r a n y ' 2 C

    1

    0

    ( ) w e h a v e

    Z

    u

    i

    ' d x = l i m

    k

    Z

    i

    h

    k

    u

    ' d x = l i m

    k

    Z

    1

    h

    k

    n

    u ( x + h e

    i

    ) u ( x )

    o

    ' ( x ) d x

    L e t y = x + h

    k

    e

    i

    ; x = y h

    k

    e

    i

    ; d x = d y T h e n

    Z

    u

    i

    ' d x = l i m

    k

    Z

    1

    h

    k

    u ( y ) ' ( y h

    k

    e

    i

    ) d y l i m

    k

    Z

    1

    h

    k

    u ( y ) ' ( y ) d y

    = l i m

    k

    Z

    1

    h

    k

    u ( y )

    n

    ' ( y h

    k

    e

    i

    ) ' ( y )

    o

    d y

    = l i m

    k

    Z

    u

    i

    h

    k

    ' d y =

    Z

    u l i m

    k

    i

    h

    k

    ' d x

    =

    Z

    u D

    i

    ' d x :

    T h e n w e h a v e u

    i

    = D

    i

    u i n t h e w e a k s e r s e i n

    0

    Z

    u

    i

    ' d x =

    Z

    u D

    i

    ' d x =

    j u ' j

    2

    Z

    ' D

    i

    u d x

    =

    Z

    ( D

    i

    u ) ' d x :

    T h e r e f o r e k D

    i

    u k

    0

    c A l l o w i n g

    0

    t o v a r y w e o b t a i n t h e c o n c l u s i o n o f t h e

    l e m m a f o r m = 0 .

    l i m

    k

    i

    h

    k

    u

    i

    =

    l i m

    k

    j

    h

    k

    u

    i

    = k u

    i j

    k c ;

    2 4

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    f o r s o m e i , j .

    B y g i v e n

    i

    h

    u

    m

    c w e h a v e

    i

    h

    k

    u

    i

    0

    j

    h

    k

    u

    1

    c ; a n d k D

    i

    u k

    1

    c

    S i m i l a r l y w e h a v e f o r g e n e n a l m ,

    k D

    i

    u k

    m

    0

    B

    @

    X

    m

    1

    1

    C

    Ac

    k D

    i

    u k

    m

    m

    c ; w h e r e

    m

    =

    X

    m

    c

    L e m m a ( 3 )

    L e t R > 0 a n d l e t G

    R

    = f j x 2 R

    n

    j j x j < R ; x

    n

    > 0 g . S u p p o s e u 2 L

    2

    ( G ) a n d

    a s s u m e t h a t t h e r e e x i s t s a n u m b e r c s u c h t h a t , f o r e v e r y R

    0

    < R ;

    i

    h

    u

    0

    c

    f o r s o m e i 2 1 ; 2 ; : : : ; n 1 . T h e n t h e w e a k d e r i v a t i v e D

    i

    u b e l o n g s t o L

    2

    ( G

    R

    )

    a n d k D

    i

    u k

    0 G

    R

    c

    T h e d i e r e n c e o p e r a t o r s a c t o n e a c h c o m p o n e n t . T h e o p e r a t o r s

    i

    h

    a c t a l m o s t

    l i k e d e r i v a t i v e s :

    i

    h

    ( a v ) = a

    i

    h

    ( v ) +

    i

    h

    ( a )

    i

    h

    ( v ) =

    i

    h

    ( a ) v +

    i

    h

    ( a )

    i

    h

    ( v )

    H e r e

    i

    h

    ( a ) ( x ) = a ( x + h e

    i

    ) i s a t r a n s l a t i o n o p e r a t o r a n d , o f c o u r s e f o r s m a l l

    h , i t i s c l o s e t o i d e n t i t y .

    T h e o p e r a t o r

    n

    X

    i j = 1

    @

    @ x

    i

    0

    @

    a

    i j

    ( x )

    @

    @ x

    j

    1

    A

    i s s a i d t o b e u n i f o r m l y e l l i p t i c i n a d o m a i n G i f t h e r e e x i s t s M > 0 s u c h t h a t

    1

    M

    j j

    2

    X

    i j

    a

    i j

    ( x )

    i

    j

    M j j

    2

    ;

    f o r a l l x 2 G ; 2 R

    n

    w e s h a l l c o n s i d e r t w o k i n d s o f d o m a i n G , b a l l s a n d h a l f b a l l s :

    G

    R

    = f x 2 R

    n

    j j x j < R g

    G

    R

    = f x 2 R

    n

    j j x j < R ; x

    n

    > 0 g

    2 5

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    W e s h a l l d e n o t e b y

    g

    G

    R

    t h e s e t

    g

    G

    R

    = f x 2 R

    n

    j j x j < R ; x

    n

    0 g

    A f u n c t i o n w h o s e s u p p o r t i s c o m p a c t a n d i n c l u d e d i n

    ~

    G

    R

    m a y n o t v a n i s h f o r

    p o i n t s o n x

    n

    = 0

    L e m m a

    L e t 0 < R ' < R . C o n s i d e r a w e a k s o l u t i o n v , p o f t h e s y s t e m

    @

    @ x

    i

    0

    @

    a

    i j

    ( x )

    @ v

    m

    2 x

    j

    1

    A

    + b

    j

    ( x )

    @ v

    m

    @ x

    j

    + g

    m j

    ( x )

    @ P

    @ x

    j

    = f

    m

    m = 1 ; 2 ; ; n

    ( x ) = g

    m k

    ( x )

    @ v

    m

    @ x

    k

    w h e r e

    a

    i j

    2 C

    1

    ( G

    R

    ) ; g

    m j

    2 C

    2

    ( G

    R

    ) ; b

    j

    2 C

    0

    ( G

    R

    ) ; a n d

    f = f

    m

    2

    L

    2

    ( G

    R

    )

    n

    ; 2 H

    2

    ( G

    R

    )

    T h e p r i n c i p a l p a r t o f ( 7 ) i s a s s u m e t o b e u n i f o r m l y e l l i p t i c , i . e , ( 3 ) h o l d s . T h e

    d o m a i n G

    R

    i s e i t h e r a b a l l ( 4 ) o r a h a l f b a l l ( 5 ) . S u p p o s e v 2

    H

    1

    0

    ( G

    R

    )

    n

    ; P 2

    L

    2

    ( G

    R

    ) A s s u m e t h a t t h e s u p p o r t s o f v ; p a r e c o m p a c t i n ( G

    R

    ) ( G

    R

    i n c a s e

    o f t h e h a l f b a l l s ) . T h e n t h e r e e x i s t s a c o n s t a n t c d e p e n d i n g o n R ; R

    0

    a n d t h e

    c o e c i e n t o f ( 7 ) , ( 8 ) s u c h t h a t

    k D

    i

    v k

    H ( G

    R

    )

    C

    h

    k f k

    L

    2

    ( G

    R

    )

    + k v k

    H ( G

    R

    )

    + k k

    H

    2

    ( G

    R

    )

    + k P k

    L

    2

    ( G

    R

    )

    i

    w h e r e i = 1 ; 2 ; ; n i f G

    R

    ; G

    R

    a r e b a l l s a n d

    i = 1 ; 2 ; ; n i f G

    R

    ; G

    R

    a r e h a l f b a l l s .

    P r o o f :

    A c c o r d i n g t o l e m m a s ( 2 ) a n d ( 3 ) a l l w e n e e d t o s h o w i s t h a t t h e r i g h t h a n d s i d e

    o f ( 9 ) i s a n u p p e r b o u n d f o r

    i

    h

    v

    H ( G

    R

    )

    f o r a l l R

    0

    < R

    0 0

    < R a n d j h j

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    Z

    G

    R

    a

    k

    j

    @ v

    m

    @ x

    j

    @ '

    m

    @ x

    k

    d x +

    Z

    G

    R

    b

    j

    @ v

    m

    @ x

    j

    '

    m

    d x

    Z

    G

    R

    p

    @

    @ x

    j

    ( g

    m j

    @

    m

    ) d x =

    Z

    G

    R

    f

    m

    '

    m

    d x

    C l e a r l y ( 1 0 ) i s t r u e , b y c o n t i n u i t y , f o r e v e r y ' 2

    H

    1

    0

    ( G

    R

    )

    n

    S i n c e C

    1

    0

    ( G

    R

    ) i s

    d e n s e i n H

    1

    ( G

    R

    ) ; w e c a n n d a s e q u e n c e @

    m

    s u c h t h a t ' 2 C

    1

    0

    ( G

    R

    ) a n d '

    m

    c o n v e r g e s t o ' 2

    G

    1

    0

    ( G

    R

    )

    n

    W e o b t a i n

    Z

    G

    R

    a

    k

    j

    @ v

    m

    @ x

    j

    @ '

    @ x

    k

    d x +

    Z

    G

    R

    b

    j

    @ v

    m

    @ x

    j

    ' d x

    Z

    G

    R

    p

    @

    @ x

    j

    ( g

    m j

    ' ) d x =

    Z

    G

    R

    f

    m

    ' d x :

    I f j h j

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    T h e r e f o r e , f r o m ( 1 1 ) w e h a v e

    Z

    i

    h

    0

    @

    a

    k

    j

    @ v

    m

    @ x

    j

    1

    A

    @ '

    m

    @ x

    k

    d x

    Z

    b

    j

    @ v

    m

    @ x

    j

    i

    h

    '

    m

    d x +

    Z

    p

    @

    @ x

    j

    g

    m j

    i

    h

    @

    m

    d x

    =

    Z

    f

    m

    i

    h

    @

    m

    d x

    w e t r e a t t h e t h r e e t e r m s o n t h e l e f t - h a n d s i d e o f ( 1 2 ) s e p a r a t e l y . T h e r s t o n e

    u s i n g ( 2 ) c a n b e c o m p u t e d

    I =

    Z

    i

    h

    0

    @

    a

    k

    j

    @ v

    m

    @ x

    j

    1

    A

    @ '

    m

    @ x

    k

    d x

    =

    Z

    a

    k

    j

    i

    h

    @ v

    m

    @ x

    i

    ! !

    @ '

    m

    @ x

    k

    d x +

    Z

    i

    h

    ( a

    k

    j

    )

    i

    h

    @ v

    m

    @ x

    i

    !

    @ '

    m

    @ x

    k

    d x

    = a

    i

    h

    v ; '

    +

    Z

    i

    h

    a

    k

    j

    i

    h

    @ v

    m

    @ x

    i

    !

    @ '

    m

    @ x

    k

    d x

    I a

    i

    h

    v ; '

    =

    Z

    i

    h

    ( a

    k

    j

    )

    i

    h

    @ v

    m

    @ x

    i

    !

    @ '

    m

    @ x

    k

    d x

    I n v i e w o f t h e f a c t t h a t a

    k

    j

    a r e u n i f o r m l y L i p s c h i t z w e o b t a i n .

    I a

    i

    h

    v ; '

    Z

    i

    h

    ( a

    k

    j

    )

    i

    h

    0

    @

    @ v

    m

    @ x

    j

    1

    A

    @ '

    m

    @ x

    k

    d x

    i

    h

    ( a

    k

    j

    )

    Z

    i

    h

    0

    @

    @ v

    m

    @ x

    j

    1

    A

    @ '

    m

    @ x

    k

    d x

    1

    h

    n

    a

    k

    j

    ( a + h e

    i

    ) a

    k

    j

    ( x )

    o

    i

    h

    0

    @

    @ v

    m

    @ x

    j

    1

    A

    L

    2

    ( G

    R

    )

    @ '

    m

    @ x

    k

    L

    2

    ( G

    R

    )

    C

    1

    h

    j x + h e

    i

    x j

    @ v

    m

    @ x

    j

    L

    2

    ( G

    R

    )

    @ '

    m

    @ x

    k

    L

    2

    ( G

    R

    )

    C j e

    i

    j k V k

    H

    1

    ( G

    R

    )

    k r ' k

    L

    2

    ( G

    R

    )

    C k V k

    H

    1

    ( G

    R

    )

    k ' k

    H

    1

    ( G

    R

    )

    T h e c o n s t a n t

    C i s i n d e p e n d e n t o f h a n d w i l l c h a n g e d u r i n g t h e p r o o f .

    a ( v ; ! ) =

    Z

    a

    k

    j

    @ v

    m

    @ x

    j

    @ !

    m

    @ x

    k

    d x

    W e e s t i m a t e t h e s e c o n d t e r m u s i n g L e m m a ( 1 )

    j I I j =

    Z

    b

    j

    @ v

    m

    @ x

    j

    i

    h

    '

    m

    d x

    Z

    b

    j

    @ v

    m

    @ x

    j

    i

    h

    '

    m

    d x

    2 8

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    Z

    b

    j

    @ v

    m

    @ x

    j

    i

    h

    '

    m

    d x

    j b

    j

    j

    Z

    @ v

    m

    @ x

    j

    i

    h

    '

    m

    d x

    j b

    j

    j

    @ v

    m

    @ x

    j

    i

    h

    L

    2

    ( G

    R

    )

    i

    h

    '

    m

    L

    2

    ( G

    R

    )

    k

    i

    k v k

    H

    1

    ( G

    R

    )

    k ' k

    H

    1

    (

    G

    R

    )

    ;

    f o r s o m e c o n s t a n t k

    1

    ; w h e r e R

    0 0 0

    =

    R + R

    2

    I n o r d e r t o e s t i m a t e t h e t h i r d t e r m w e w r i t e r s t , u s i n g ( 2 )

    @

    @ x

    j

    g

    m

    j

    i

    h

    '

    m

    = g

    m

    j

    @

    @ x

    j

    i

    h

    '

    m

    +

    @ g

    m

    j

    @ x

    j

    i

    h

    '

    m

    B u t w e h a v e , g

    m

    j

    @

    @ x

    j

    i

    h

    '

    m

    = g

    m

    j

    i

    h

    @ '

    m

    @ x

    j

    a n d

    g

    m

    j

    i

    h

    0

    @

    @ '

    m

    @ x

    j

    1

    A

    =

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    i

    h

    ( g

    m

    j

    )

    i

    h

    0

    @

    @ '

    m

    @ x

    j

    1

    A

    T h u s ,

    @

    @ x

    j

    g

    m

    j

    i

    h

    '

    m

    =

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    i

    h

    ( g

    m

    j

    )

    i

    h

    0

    @

    @ '

    m

    @ x

    j

    1

    A

    +

    @ g

    m

    j

    @ x

    j

    i

    h

    '

    m

    N o w s i n c e s u p p i s c o m p a c t i n G

    R

    (

    f

    G

    R

    ) w e c a n n d 2 C

    2

    0

    ( G

    R

    ) s u c h t h a t

    p =

    p

    T h u s

    ( x )

    @

    @ x

    j

    g

    m

    j

    i

    h

    '

    m

    = ( x )

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    ( x )

    i

    h

    ( g

    m

    j

    )

    i

    h

    0

    @

    @ '

    m

    @ x

    j

    1

    A

    + ( x )

    @

    @ x

    j

    ( g

    m

    j

    )

    i

    h

    '

    m

    B u t

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    =

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    i

    h

    ( )

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    ( x )

    @

    @ x

    j

    g

    m

    j

    i

    h

    '

    m

    =

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    i

    h

    ( )

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    ( x )

    i

    h

    ( g

    m

    j

    )

    i

    h

    0

    @

    @ '

    m

    @ x

    j

    1

    A

    + ( x )

    @ g

    m

    j

    @ x

    j

    i

    h

    '

    m

    2 9

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    M u l t i p l y i n g ( 1 4 ) b y

    p 1

    p

    @

    @ x

    j

    g

    m

    j

    i

    h

    '

    m

    =

    p 1

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    p 1

    i

    h

    ( )

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    p

    i

    h

    g

    m

    j

    i

    h

    0

    @

    @ '

    m

    @ x

    j

    1

    A

    +

    p

    @ g

    m

    j

    @ x

    j

    i

    h

    '

    m

    j I I I j =

    Z

    p

    @

    @ x

    j

    g

    m

    j

    i

    h

    '

    m

    d x

    Z

    p 1

    i

    h

    0

    @

    g

    m

    j

    @ '

    m

    @ x

    j

    1

    A

    d x

    +

    Z

    p 1

    i

    h

    ( )

    i

    h

    0

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    g

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    j

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    m

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    1

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    d x

    +

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    p

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    h

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    j

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    h

    0

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    1

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    d x

    +

    Z

    p

    @ g

    m

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    j

    i

    h

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    m

    d x

    B u t , w e h a v e

    Z

    p 1

    i

    h

    0

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    g

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    j

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    p 1

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    p 1

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    ( G

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    )

    i

    h

    0

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    g

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    m

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    j

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    ( G

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    )

    j

    p

    j

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    2

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    )

    i

    h

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    )

    1

    m i n j j

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    p

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