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A Journey through the World of Incompressible Viscous Flows : an Evolution Equation Perspective Matthias Hieber TU Darmstadt, Germany Mathematics for Nonlinear Phenomena, Conference in Honor of Prof. Yoshikazu Giga on his 60th Birthday Sapporo


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A Journey through the World of Incompressible Viscous Flows : an Evolution Equation Perspective

Matthias Hieber

TU Darmstadt, Germany

Mathematics for Nonlinear Phenomena, Conference in Honor of Prof. Yoshikazu Giga on his 60th Birthday Sapporo August 17, 2015

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Balance Laws for Incompressible Fluids

Incompressible fluids are subject to balance laws of momentum, mass and energy ̺(∂t + u · ∇)u + ∇π = div S in Ω, div u = 0 in Ω, ̺(∂t + u · ∇)ǫ + div q = S : ∇u in Ω, u = q · ν = 0

  • n ∂Ω,

u, ̺, π velocity, density, pressure of fluid S stress tensor ǫ internal energy q heat flux Ω ⊂ Rn bounded domain with smooth boundary conservation of energy since for total energy e := |u|2/2 + ǫ ρ(∂t + u · ∇)e + div(q + πu − Su) = 0 in Ω integrating yields ∂tE(t) = 0 where E(t) =

  • Ω ρedx provided

q · ν = u = 0

  • n ∂Ω

Hence, above boundary conditions imply : total energy is preserved, independent of choice of S and q

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Entropy Considerations

define free energy ψ as ψ = ψ(ρ, θ), θ temperature define entropy η by η = −∂θψ Clausius-Duhem equation yields : entropy production given by θr := S : ∇u − q · ∇θ/θ + (ρ2∂ρψ − π)(div u) total entropy N =

  • Ω ρη is non-decreasing provided r ≥ 0

div u has no sign : require π = ρ2∂ρψ, Maxwell’s relation Further, S : ∇u ≥ 0 and q · ∇θ ≤ 0, classical conditions Summary : For all choices of S and q, there is conservation of energy and total entropy is non-decreasing provided classical, Maxwell’s conditions and boundary conditions hold we say : model is thermodynamically consistent Example : classical laws due to Newton and Fourier : S := SNewton := 2µsD + µbdiv u I, 2D = (∇u + [∇u]T), q = −α0∇θ thermodynamically consistent if µs ≥ 0, 2µs + nµb ≥ 0 and α0 ≥ 0

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Examples

Isothermal and Incompressible Situation In the special case where θ = const, ̺ = const, we obtain S = 0 : Euler’s equations, S = SNewton = 2µD(u) : equations of Navier-Stokes S = SNewton + Selastic, fluids of Oldroyd-B type S = Snon−Newton, non-Newtonian fluids hydrostatic approximation of pressure : primitive equations in geophysical sciences Non-Isothermal Situation S = SEricksen + SLeslie, Ericksen-Leslie model for liquid crystals

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Stage 1 : The equations of Navier-Stokes

Setting ̺ = µ = 1, we have ut − ∆u + (u · ∇)u + ∇p = f , in [0, T] × Ω div u = 0, in [0, T] × Ω u = 0, in [0, T] × ∂Ω u(0) = u0, in Ω Strategy for strong well-posedness : write equations of Navier-Stokes as Evolution Equation u′(t) − Au(t) = −P[u(t) · ∇)u(t) in Banach space Lp

σ(Ω), where

◮ A = P∆, Stokes operator ◮ P, Helmholtz projection

rewrite evolution equation as integral equation u(t) = etAu0 − t e(t−s)AP[(u(s) · ∇)u(s)]ds solve integral equation via fixed point methods central importance : properties of Stokes operator and Stokes semigroup

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The Stokes Operator, 1 < p < ∞

Define Stokes operator Apu = Pp∆u for 1 < p < ∞ with domain D(Ap) = W 2,p(Ω) ∩ W 1,p (Ω) ∩ Lp

σ(Ω) provided ∂Ω smooth

Then A2 selfadjoint and generator of bounded analytic semigroup on L2

σ(Ω)

Ω bounded : A2 invertible and A−1

2

has compact resolvent. Lp-setting, much more difficult : key result by Y. Giga ’81 : Ap generates analytic semigroup on Lp

σ(Ω)

Hence : above strategy can be made rigorous and solving Navier-Stokes is equivalent to u(t) = etAu0 − t e(t−s)AP[(u(s) · ∇)u(s)]ds Find function space F in which iteration scheme

◮ u1(t) = etAu0 ◮ un+1(t) = etAu0 −

t

0 e(t−s)AP[(un(s)∇)un(s)]ds converges.

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Unique, Strong solutions for Equations of Navier-Stokes

Assume Ω ⊂ R3 bounded, ∂Ω smooth Fujita-Kato : if either u0 ∈ D(A)1/4 or interval of existence for T is sufficiently small, then there exists a unique, strong solution on [0, T). in particular : L2-situation : u0 ∈ ˙ H1/2 Extension of iteration schema on scaling invariant function spaces key results by Y. Giga ’86, T. Kato : u0 ∈ Lp

σ(Ω) for p ≥ 3

Cannone-Meyer : Well-posedness for u0 ∈ B−1+3/p

p,∞

(R3) Koch-Tataru : Well-posedness for u0 ∈ BMO−1(R3) Bourgain-Pavlovic : Ill-posedness for u0 ∈ B−1

∞,∞(R3), i.e. solution

  • perator u0 → u(t) is not continuous with respect to · B−1

∞,∞

global strong solution provided n = 2

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The role of the Stokes semigroup

Following Y. Giga’s approach : 2 main ingredients needed in proof for u0 ∈ L3(R3) : global Lp − Lq-smoothing : etAf q ≤ Ct−n/2(1/p−1/q)f p, t > 0, 1 < p ≤ q < ∞ global gradient estimates : ∇etAf p ≤ Ct−1/2f p, t > 0 Then : (tn/2(1/p−1/q)uj) is Cauchy sequence in BC([0, T); Lq

σ)

and (t1/2∇uj) is Cauchy sequnece in BC([0, T); Lq) Hence : global solution provided u0 small further : analyticity of etA implies classical solution

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Navier-Stokes in Geophysical Setting

Geophysical situation : rotating coordinate system yields additional term : Coriolis force ut − ∆u + (u · ∇)u + ωe3 × u + ∇p = f , in [0, T] × R3 div u = 0, in [0, T] × Ω u(0) = u0, in Ω Babenko, Mahalov, Nikolenco : pioneering result on global well-posedness for large data provided ω is large enough global well-posedness result Chemin, Desjardins, Gallagher, Grenier : let u0 ∈ L2(R2)2 + H1/2(R3) with div u0 = 0. Then exists ω0 > 0 such that for all ω ≥ ω0 the (NSC)-equation admits a unique, global mild solution surprising : no smallness condition for u0 proof relies on dispersive estimates for linear part.

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Stage 2 : The Stokes equation on L∞

σ (Ω)

Aim : well-posedness for Navier-Stokes equations for non-decaying data P = Id − ∇(−∆)−1div is not bounded in L∞(Rn) even for Ω = Rn positive result on half space : Ω = Rn

+ : Desch, H., Pr¨

uss, 2001 : A generates analytic semigroup on L∞

σ (Ω)

Here : L∞

σ (Ω) = {u ∈ L∞(Ω) :

  • u · ∇ϕ = 0, ϕ ∈

W 1,1(Ω)} negative result for layers : Ω = R2 × (0, 1) negative results for L1(Ω) for Ω= half space or layer How to treat situation of domains ? Difficulties :

◮ localization procedure does not work ◮ pressure estimate for ∇q of the form

∇qp ≤ C∆up does not hold for p = ∞.

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Approaches

Masuda, 1972, Stewart, 1974 : A priori estimates for various elliptic

  • perators on L∞(Ω)

breakthrough result by Abe-Giga, 2013 : L∞-estimates for Stokes system via blow-up argument for admissable domains

◮ N(u, p)(t, x) =

|u(t, x)| + t1/2|∇u(t, x)| + +t|∂tu(t, x)| + t|∇2u(t, x)| + t|∇p(t, x)|

◮ Then sup0<t<T0N(u, p)∞(t) ≤ Cu0∞ ◮ Idea : suppose false. ◮ rescaled blow-up sequence (um, pm) on rescaled domain converning to

solution (v, q) with v0 ≡ 0.

◮ if convergence strong enough : N(v, q)(0, 0) ≥ 1/2 ◮ if limit unique, then v ≡ 0 ≡ ∇q yielding contraction

approach jointly with K. Abe and Y. Giga : extend Masuda-Stewart approach to Stokes

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Resolvent Estimates for Stokes equation for p = ∞

Consider λv − ∆v + ∇q = f in Ω div v = g in Ω v = h

  • n ∂Ω

Aim : For p > n set Mp(v, q)(x, λ) = |λ||v(x)| + |λ|1/2|∇v(x)| + |λ|n/2p∇2vLp(Ωx,|λ|−1/2) +|λ|n/2p∇qLp(Ωx,|λ|−1/2) and show sup

λ∈ΣΘ

Mp(v, q)∞(λ) ≤ Cf ∞ Here Ωx0,r = Bx0(r) ∩ Ω ΣΘ = sector in complex plane of angle Θ ∈ (π/2, π)

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Idea of Approach

Step 1 : Localize Localize equation in Ω′ = Bx0((η + 1)r) ∩ Ω by setting u = θv, p = (q − qc)θ with cutoff function θ. Then (u, q) solves resolvent equation in Ω′ with error terms on right hand side h and g 2 scaling parameters : η > 0, r > 0 to be determined later Step 2 : Apply Lp-estimates in Ω′ |λ|up + |λ|1/2∇up + ∇2up + ∇pp ≤ Cp(hp + ∇gp + |λ|gW −1,p ) Note : ∂Ω′ is not smooth. Step 3 : Estimates for error terms Recall : h = f θ − 2∇v∇θ − v∆θ + (q − qc)∇θ estimate for the first three terms as in elliptic situation

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Key estimate for pressure

Step 4 : Handle pressure term by Poincar´ e-Sobolev type inequality |ϕ − (ϕ)|Lp(Ωx0,s) ≤ Csn/p|∇ϕ|L∞

d (Ω) for ϕ ∈

W 1,∞

d

(Ω) (ϕ) mean value of ϕ |f |L∞

d (Ω) = supx∈Ω dΩ(x)|f (x)| and d distance function from boundary

Step 5 : We call a domain Ω strictly admissible if pressure term can be estimated by the velocity, i.e. more precisely if sup

x∈Ω

dΩ(x)|∇q(x)| ≤ CΩ|W (v)|L∞(∂Ω) with W (v) = (∇v −(∇v)T)nΩ bounded or exterior domains with smooth boundary are admissible Combining this estimate with Poincar´ e-Sobolev type estimate in Step 4 yields |h|Lp(Ω′) ≤ Cr n/p (η+1)n/p|f |∞+(η+1)−(1−n/p)(r −2|v|∞+r −1|∇v|∞)

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Interpolation and Adjusting Parameters

Step 6 : Apply interpolation inequality |ϕ|L∞(Ωx0,r ) ≤ Cr −n/p |ϕ|Lp(Ωx0,r ) + r|∇ϕ|Lp(Ωx0,r )

  • for u and ∇u.

Choose r = |λ|−1/2 to obtain Mp(v, q)(x0, λ) ≤ C

  • (η+1)n/p|f |∞+(η + 1)−(1−n/p)|Mp(v, q)|∞(λ)
  • Choosing η large and p > n, the second term on right hand side can

be absorbed into left hand side. Hence sup

λ∈ΣΘ

Mp(v, q)∞(λ) ≤ Cf ∞ where Mp(v, q)(x, λ) = |λ||v(x)| + |λ|1/2|∇v(x)| + |λ|n/2p∇2vLp(Ωx,|λ|−1/2) +|λ|n/2p∇qLp(Ωx,|λ|−1/2)

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Working with Y. Giga on the Black Board

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Results

Abe, Giga, H. ’15 : A generates analytic semigroup on C0,σ(Ω) and L∞

σ (Ω) of angle π/2 for Ω for large class of domains

method extends to other boundary conditions

◮ B(v) = 0,

v · n = 0 on ∂Ω, where B(v) = αvtan + (D(v)n)tan

method does not imply information on large time behaviour of T∞(t) = etA Maremonti, ’12 : exterior domains : maximum modulus theorem yields |T∞(t)| ≤ M for all t > 0 Bolkart, H. ’15 : solution u(t) = T∞(t)u0 admits a pointwise upper bound similar to heat equation, but not a heat-kernel bound Consequence : Stokes operator generates bounded analytic semigroup on L∞

σ of angle π/2

T∞ admits L∞ − C 2+α- smoothing effect uniform estimates for ∇T∞(t) and ∇2T∞(t)

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Stage 3 : Viscoelastic Fluids of Oldroyd-B type

stress tensor S is subdivided into S = SNewton + Selastic Newtonian fluids : Selastic = 0 generalized Newtonian fluids : SNN = 2µ(|D(u)|2)D(u) viscoelastic fluids : need information on entire time history of D(u) : Selastic satisfies differential equation Oldroyd-B model : τ + λ1 Daτ Dt = 2ν[D(u) + λ2 DaD(u) Dt ], where Da

Dt the objective derivative for a ∈ [−1, 1] is given by

Daτ Dt = ∂τ ∂t + (u · ∇)τ + τW (u) − W (u)τ − a(D(u)τ + τD(u)). Fluids of this type have elastic and viscous properties yielding a parabolic-hyperbolic system

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Orientation of Rigid Body

Fall of rigid body in Oldroyd Fluid subject to Gravitation

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Oldroyd-B Fluids as Parabolic-Hyperbolic System

               (ut + (u · ∇)u) − (1 − α)∆u + ∇p = div τ in Ω, div u = 0 in Ω, (τ ′ + (u · ∇)τ) + τ = 2αD(u) − ga(τ, ∇u) in Ω, u = 0

  • n ∂Ω

u(0, ·) = u0, in Ω, τ(0, ·) = τ0 in Ω, (1) Here Ω ⊂ Rn is exterior domain with ∂Ω of class C 3 Applying Helmholtz projection P yields ∂t u τ

  • +

−(1 − α)P∆ −P div −2αD Id u τ

  • =
  • −Pu · ∇u

−u · ∇τ − ga(τ, ∇u)

  • with A = −P∆ Stokes operator, D deformation tensor

Question : global weak or strong well-posedness ? Do all global, strong or weak solutions to Oldroyd-system tend to 0 as t → ∞ ? Is there a decay rate ?

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Linearized equation and the Oldroyd Semigroup

Linearized equation reads as ∂ ∂t u τ

  • =

(1 − α)P∆ Pdiv 2αD −Id u τ

  • .

choose state space as X := Lp

σ(Ω) × W 1,p(Ω)n

define Oldroyd operator Bp by Bp := (1 − α)Ap −P div −2αD Id

  • D(Bp)

:= W 2,p(Ω) ∩ W 1,p (Ω) ∩ Lp

σ(Ω) × W 1,p(Ω)n.

with Ap := −P∆ Stokes operator on Lp

σ(Ω)

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Strong stability of the Oldroyd semigroup

Results on the Oldroyd semigroup on exterior domains : −Bp generates a bounded analytic semigroup (e−tBp)t≥0 on Lp

σ(Ω) × W 1,p(Ω)n of angle ϕ(α).

0 ∈ σ(−Bp), but 0 / ∈ σp(−Bp) (e−tBp)t≥0 is strongly stable, i.e. e−tBp(u, τ)T → 0 as t → ∞ for all (u, τ) ∈ Lp

σ(Ω) × W 1,p(Ω)n.

Global Well-Posedness and Asymptotic Stability of Trivial Solution Existence Result : Existence of a unique, global strong solution for small data. Precisely : If u0D(A2) + τ0H2 are small enough, then Oldroyd system admits a unique, global strong solution (u, p, τ) for all t ≥ 0 Main Stability Theorem : Under a small conditions all global strong solutions of Oldroyd system tend to 0 as t → ∞.

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Stage 4 : Geophysical Flows in Oberwolfach, Winter 2013

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Isothermal Primitive Equations of Geophysics

Primitive equations are given by ∂tv + u · ∇v − ∆v + ∇Hπ = f in Ω × (0, T), ∂zπ = in Ω × (0, T), (2) div u = in Ω × (0, T), v(0) = a. Ω = G × (−h, 0), where G = (0, 1)2, h > 0 velocity u is written as u = (v, w) with v = (v1, v2) v and w denote the horizontal and vertical components of u, π pressure, f external force ∇H = (∂x, ∂y)T, ∆, ∇, div three dimensional operators. System is complemented by the set of boundary conditions ∂zv = 0, w = 0

  • n Γu × (0, T),

v = 0, w = 0

  • n Γb × (0, T),

u, π are periodic

  • n Γl × (0, T).

(3) Γu := G × {0}, Γb := G × {−h}, Γl := ∂G × [−h, 0]

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Primitive Equations

’92-’95 : full primitive equations introduced by Lions, Temam and Wang, existence of a global weak solution for a ∈ L2. ’01 : Guill´ en-Gonz´ alez, Masmoudi, Rodiguez-Bellido : existence of a unique, local, strong solution for a ∈ H1 ’07, Cao and Titi : breakthrough result : existence of a unique, global strong solution for arbitrary initial data a ∈ H1 aim : develop an Lp-approach via evolution equations show existence of a unique, global strong solution to primitive equations for arbitrary large data a having less differentiability properties than H1.

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Strategy of our Lp-Approach

solution of the linearized equation is governed by an analytic semigroup Tp on the space Xp Xp is defined as the range of the hydrostatic Helmholtz projection Pp : Lp(Ω)2 → Lp(Ω)2 This space corresponds to solenoidal space Lp

σ(Ω) for Navier-Stokes

equations generator of Tp is −Ap called the hydrostatic Stokes operator. rewrite primitive equations as

  • v ′(t) + Apv(t) = Ppf (t) − Pp(v · ∇Hv + w∂zv),

t > 0, v(0) = a. consider integral equation v(t) = e−tApa + t e−(t−s)Ap Ppf (s) + Fpv(s)

  • ds,

t ≥ 0, where Fpv := −Pp(v · ∇Hv + w∂zv)

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Strategy of Lp-approach, continued

show that v is unique, local, strong solution, i.e. v ∈ C 1((0, T ∗]; Xp) ∩ C((0, T ∗]; D(Ap)), p ∈ (1, ∞) Note D(Ap) ֒ → W 2,p(Ω)2 ֒ → H1(Ω)2 for p ≥ 6/5

  • btain existence of a unique, global, strong solution for

a ∈ [Xp, D(Ap)]1/p for p ≥ 6/5 provided sup0≤t≤T v(t)H2(Ω) is bounded by some constant B = B(aH2(Ω), T) for any T > 0. key estimate : global H2-bound

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Main Result

Theorem (H., Kashiwabara ’14) : Let p ∈ [6/5, ∞), a ∈ V1/p,p and f ≡ 0. Then there exists a unique, strong global solution (v, π) to primitive equations within the regularity class v ∈ C 1((0, ∞); Lp(Ω)2)∩C((0, ∞); W 2,p(Ω)2), π ∈ C((0, ∞); W 1,p(G)∩Lp

0(G)).

Moreover, the solution (v, π) decays exponentially, i.e. there exist constants M, c, ˜ c > 0 such that ∂tv(t)Lp(Ω) + v(t)W 2,p(Ω) + πW 1,p(G) ≤ Mt−˜

ce−ct,

t > 0. Remarks : Vθ,p := [Xp, D(Ap)]θ, 0 ≤ θ ≤ 1 and 1 < p < ∞, is complex interpolation space between Xp and D(Ap) of order θ note that V1/p,p ֒ → H2/p,p(Ω)2 for all p ∈ (1, ∞) if p = 2, then V1/2,2 coincides with H1 subject to bc.,

  • pen problems : case p = ∞ ?, transfer Giga’s iteration scheme for

(NS) to this setting ?

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Final Stage : Nematic Liquid Crystals

Nematic versus crystal : Nematic phase : molecules align along a direction

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The general Ericksen-Leslie Model in R3 : original form

ut + (u · ∇u) = div σ

  • n (0, T) × Ω,

div u = 0

  • n (0, T) × Ω

d × (g + div( ∂W

∂(∇d)) − ∂W ∂d )

= 0

  • n (0, T) × Ω,

|d| = 1 in (0, T) × Ω (u, d)(0) = (u0, d0) in Ω u velocity, σ stress tensor, d director describing orientation stress tensor σ = −pI − ∂W

∂dki dkj + σLeslie

W = W (d, ∇d) Oseen-Frank energy functional given by W = 1

2[k1(div d)2 + k2|d × (∇ × d)|2 + k3|d(∇ × d)|2+

(k2 + k4)(tr (∇d)2 − (div d)2)] with elasticity constants ki σLeslie = α1(dd : D)dd + α2dN + α3Nd + α4D + α5ddD + α6Ddd D = D(u) = 1

2[(∇u) + (∇u)T ]

N = dt + (u · ∇)d + V (u)d with V (u) = 1

2[(∇u) − (∇u)T]

g = λ1N + λ2Dd

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The simplified Ericksen-Leslie model

For a bounded domain Ω ⊂ Rn, n ≥ 2, consider ut − ∆u + (u · ∇)u + ∇π = −λdiv ([∇d]T∇d) in (0, T) × Ω, dt + (u · ∇)d) = γ(∆d + |∇d|2d) in (0, T) × Ω, div u = 0 in (0, T) × Ω, |d| = 1 in (0, T) × Ω (u, ∂νd) = (0, 0)

  • n (0, T) × ∂Ω,

(u, d)(0) = (u0, d0) in Ω u velocity, π pressure d : (0, T) × Ω → Rn : macroscopic molecular orientation Two type of approaches : I Fluid-type approach : couple equation for d to methods for Navier-Stokes II Geometric approach by harmonic maps on spheres : couple fluid equation to this geometric approach Rigorous Analysis was started by I Lin, Lin-Liu ’95, fluid type approach II Lin, Wang : existence results via heat flow of harmonic maps

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The Quasilinear Approach

Main idea : incorporate the term div ([∇d]T∇d) into the quasilinear

  • perator A representing the left hand side of equation. More precisely, we

rewrite ut − ν∆u + (u · ∇)u + ∇π = −λdiv ([∇d]T ∇d) in (0, T) × Ω, dt + (u · ∇)d) = γ(∆d + |∇d|2d) in (0, T) × Ω, div u = 0 in (0, T) × Ω, (u, ∂νd) = (0, 0)

  • n (0, T) × ∂Ω,

as ∂t u d

  • +

Aq PBq(d) Dq u d

  • =
  • −Pu · ∇u

−u · ∇d + |∇d|2d

  • where

Aq Stokes operator Dq Neumannn-Laplacian operator P Helmholtz projection [Bq(d)h]i := ∂idl∆hl + ∂kdl∂k∂ihl thus : Bq(d)d = div([∇d]T∇d)

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Liquid Crystals as Quasilinear Evolution Equation

We rewrite the (simplified) Ericksen-Leslie system as ˙ z(t) + A(z(t))z(t) = F(z(t)), t ∈ J, z(0) = z0, (4) with state space X0 := Lq,σ(Ω) × Lq(Ω)n, 1 < q < ∞ Ω ⊂ Rd bounded domain with boundary ∂Ω ∈ C 2 the quasilinear part A(z) given by the tri-diagonal matrix A(z) = Aq PBq(d) Dq

  • ,

Stokes operator Aq = −P∆ in Lq,σ(Ω) Neumann-Laplacian Dq in Lq(Ω) Bq given by [Bq(d)h]i := ∂idl∆hl + ∂kdl∂k∂ihl F(z) = (−Pu · ∇u, −u · ∇d + |∇d|2d)

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Local Wellposedness by maximal Lp-regularity

Summarizing, we obtain Let 2/p + n/q < 1, z0 = (u0, d0) ∈ Xγ,µ. i.e. u0, d0 ∈ B2µ−2/p

q,p

(Ω)n with div u0 = 0 in Ω Then there is a unique local solution z ∈ H1

p,µ(J, X0) ∩ Lp,µ(J; X1) on

J. Moreover,z ∈ C([0, a]; Xγ,µ) ∩ C((0, a]; Xγ), i.e. the solution regularizes instantly in time. For each k ∈ N, tk[ d

dt ]kz ∈ H1 p,µ(J; X0) ∩ Lp,µ(J; X1) and

z ∈ C ω((0, a); X1). Condition |d| = 1 is preserved by the flow induced by the Ericksen-Leslie model

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Global solutions, dynamics and convergence to equilibria

E0 = {0} × Rn is obviously an equilibria for (LCE) linearization of (LCE) at z∗ ∈ E0 is given by ˙ z + A∗z = f , z(0) = z0 u∗ ∈ E is normally stable Theorem : Let p, q as above. Then for each equilibrium z∗ ∈ {0} × Rn there exists ǫ > 0 such that a solution z(t) of (LCE) with initial data z0 ∈ Xγ, |z0 − z∗|Xγ ≤ ǫ exists globally and converges exponentially to z∞ ∈ {0} × Rn in Xγ, as t → ∞

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Determination of Equilibria and Lyapunov Functionals

Define energy by E := 1

2

  • Ω[|u|2 + |∇d|2]dx = Ekin + Epot

Calculation yields d dt E(t) = −

[|∇u|2 + |∆d + |∇d|2d|2]dx Hence, E(t) is non-increasing along solutions E is even a strict Ljapunov functional, i.e. strictly decreasing along constant solutions. In fact : if dE(t)/dt = 0 at some time, then ∇u = 0 and ∆d + |∇d|2d = 0 in Ω. Hence u = 0 and d satisfies the nonlinear eigenvalue problem    ∆d + |∇d|2d = 0 in Ω, |d|2 = 1 in Ω, ∂νd = 0

  • n ∂Ω.

(5) Lemma : if d ∈ H2

2(Ω; Rn) satisfies eigenvalue problem, then d is

constant in Ω.

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SLIDE 37

Determination of Equilibria

Hence : energy functional E is strict Ljapunov functional for (LCE). Equilibria are given by E = {z∗ = (u∗, d∗) : u∗ = 0, d∗ ∈ Rn, |d∗| = 1} Summary : rather complete understanding of dynamics of simplified model Back to Full Model how to understand the model and the many terms involved ? how to proceed with the analysis ? basic idea : try to understand the model from a thermodynamical point of view, develop a thermodynamically consistent extension of the model this understanding is also the key for analytical investigations

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SLIDE 38

Free Energy of Liquid Crystals : back to Stage 1

now : free energy ψ = ψ(ρ, θ, τ) with τ = 1

2|∇d|2 2

energy flux is now given by Φe := q + πu − Su − ΠDtd, Dt = ∂t + u · ∇d, where Π has to be modeled by entropy principle constitutive laws S = SN + SE + SL, SE = −θλ∇d[∇d]T, q = −α0∇θ − α1(d · ∇θ)d. SN means Newton stress, SE the Ericksen stress and SL the Leslie stress the balance of entropy reads as ρ(∂t + u · ∇)η + div Φη = r, with Φη = q/θ and

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SLIDE 39

Evolution of director d by entropy principle

θr = − q · ∇θ/θ + 2µs|D|2

2 + µb|div u|2 + (ρ2∂ρψ − π)div u

+ (ρ∂τψ − λ)∇d[∇d]T : ∇u + (Π − ρ∂τψ∇d) : ∇Dtd + SL : ∇u + (divΠ + βd) · Dtd. for some scalar function β. entropy production r nonnegative provided µs ≥ 0, 2µs + nµb ≥ 0, α0 ≥ 0, α0 + α1 ≥ 0. The next five blue terms r have no sign, hence we require π = ρ2∂ρψ, λ = ρ∂τψ/θ, Π = ρ∂τψ∇d argument for Leslie stress SL more involved γDtd = div[(ρ∂τψ)∇]d + βd for some γ = γ(ρ, θ, τ) ≥ 0 condition |d| = 1 requires β = λ|∇d|2 this leads to the equation for d γ(∂t + u · ∇)d = div[λ∇]d + λ|∇d|2d, This is the basic equation governing the evolution of the director field d

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SLIDE 40

The Complete Ericksen-Leslie Model, non-isothermal

∂tρ + div(ρu) = 0 in Ω ρ(∂t + u · ∇)u + ∇π = div S in Ω ρ(∂t + u · ∇)ǫ + div q = S : ∇u − πdiv u + div(λ∇dDtd) in Ω γ(∂t + u · ∇)d − µV Vd − div[λ∇]d = λ|∇d|2d + µDPDDd in Ω u = 0, q · ν = 0, ∂νd = 0

  • n ∂Ω

supplemented by the thermodynamical laws ǫ = ψ + θη, η = −∂θψ, κ = ∂θǫ, π = ρ2∂ρψ, λ = ρ∂τψ, and the constitutive laws for S = SN + SE + SL SN = 2µsD + µbdiv u I, SE = −ρ ∂ψ ∂∇d [∇d]T, Sstretch

L

= µD + µV 2γ n ⊗ d + µD − µV 2γ d ⊗ n, n = µV Vd + µDPdDd − γDtd, Sdiss

L

= µP γ (n ⊗ d + d ⊗ n) + γµL + µ2

P

2γ (PdDd ⊗ d + d ⊗ PdDd) + µ0(Dd|d)d q = −α0∇θ − α1(d|∇θ)d.

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SLIDE 41

Maximal Regularity of the Principal part of the Linearization : incompressible case

We concentrate on the system associated with w := (θ, d). The principal part of the linearization becomes ∂tw + A(w0, ∇)w = f in Ω, ∂νw =

  • n ∂Ω,

w(0) = w0 in Ω. where A = A(w0, ∇) is given by A = −a0∆ − a1∇dT

0 ∇d0 : ∇2,

−b0∇d0 : (λ0∆ + ∂τλ0[∇d0]T∇d0 : ∇2)∇ b1[∇d0]T∇, −γ−1

0 (λ0∆ + ∂τλ0[∇d0]T ⊗ ∇d0 : ∇2).

  • .

Here κ0 = κ(θ0, τ0) etc., and a0 = α0 ρκ0 , a1 = [∂τǫ0]2 θ0γ0κ0 , b0 = ∂τǫ0 γ0κ0 , b1 = ∂τǫ0 γ0θ0 . A(w0, ∇) : second order diagonal, but third and first order

  • ff-diagonal

This is a mixed-order problem

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SLIDE 42

Maximal Regularity in Y0 := Lq(Ω) × H1

q(Ω; Rn)

Schur reduction : reduced variable wred = [θ, dred]T where dred = c(ξ) · d yields reduced symbol Ared(ξ) Ared(ξ) = a0|ξ|2 + a1|c(ξ)|2 −ib0(λ0|ξ|2 + ∂τλ0|c(ξ)|2) ib1|c(ξ)|2

λ0 γ0 |ξ|2 + ∂τ λ0 γ0 |c(ξ)|2

  • .

now : reduced symbol is homogeneous of second order and normally elliptic in the sense that σ(Ared(ξ)) ⊂ (0, ∞) for each ξ = 0. hence : reduced equation has maximal regularity regain d by solving ∂td−λ0 γ0 ∆d = f 1

d := fd+i ∂τλ0

γ0 c(∇)dred−b1c(∇)θ, t > 0, d(0) = 0, with d ∈ 0H1

p(J; H1 q(Rn; Rn)) ∩ Lp(J; H3 q(Rn; Rn))

for f 1

d ∈ Lp(J; H1 q(Rn; Rn)).

Then half space result and localization procedure yields following result

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SLIDE 43

Global Well-posedness of Complete Ericksen-Leslie System

rewrite problem as quasilinear evolution equation ˙ z + A(z)z = F(z), t > 0, z(0) = z0, z = (u, w) = (u, θ, d) base space X0 := Lq,σ(Ω) × Lq(Ω) × H1

q(Ω; Rn)

A(z) is coupled 3 × 3 operator matrix Regularity assumptions (R) : µ, α, γ ∈ C 2, ψ ∈ C 4 Theorem (H., Pruess, ’15) : Assume (R), let p, q, µ as above and z0 ∈ Xγ,µ. There exists a unique, local, strong solution z ∈ H1

p,µ(J, X0) ∩ Lp,µ(J; X1) on J

solution regularizes instantly in time and |d|2 ≡ 1, E(t) ≡ E0, and −N is a strict Lyapunov functional Then any equilibrium z∗ ∈ ¯ E of EL-system is stable in Xγ. For each z∗ ∈ ¯ E there is ε > 0 such that if |z0 − z∗|Xγ,µ ≤ ε, then the solution z of (EL)-system with initial data z0 exists globally in time and converges at an exponential rate in Xγ to some z∞ ∈ ¯ E.

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SLIDE 44