On the stationary solutions
of the Navier–Stokes equations
in the plane

wake of a boat wake of a body

Julien Guillod

Princeton University

October 6, 2016

1. Introduction

Description of the problem

  • Exterior domain $$\Omega=\mathbb{R}^2\setminus\overline{B} \quad\text{with}\quad B \quad\text{bounded}$$
  • Stationary Navier–Stokes equations $$\Delta\bu-\bnabla p=\bu\bcdot\bnabla\bu \qquad \bnabla\bcdot\bu=\bzero$$
  • Boundary conditions $$\bu|_{\partial B}=\bu^* \quad\text{and}\quad \lim_{|\bx|\to\infty}\bu = \bu_\infty$$
Problem
Given $B$, $\bu^*$, and $\bu_\infty$, find $\bu$ and $p$ satisfying the previous equations.
schéma du problème
$B$
$\bu^*$
$\partial B$
$\bu_\infty$

Topological method

Leray–Schauder fixed point

  • Construction of weak solutions
    by Jean Leray in 1933
  • Method of invading domains
  • Resolution in the bounded domains $$\Omega_k = \Omega\cap B(\bzero,k)$$
  • Weak convergence of the sequence $(\bu_k)_{k\in\mathbb{N}}$ to some $\bu$ with $\bnabla\bu\in L^2(\Omega)$
Problem
No informations on the value of the velocity field at infinity $$??\; \lim_{|\bx|\to\infty}\bu = \bu_\infty \;??$$
schéma du corps
$\bu_\infty$
$\bu_1$
$\bu_2$
$\bu_\infty$
$\bu_\infty$
$\bu_3$
$\bu_\infty$
$\bu_4$
$\bu_5$
$\bu_6$
$\bu_7$
$\bu_8$
$B$
$\partial B$
$\bu^*$

Perturbation method

Banach fixed point

  • Linearization around $\bu=\bu_\infty$ $$\Delta\bu-\bnabla p-\bu_\infty\bcdot\bnabla\bu=\bff \qquad \bnabla\bcdot\bu=\bzero \qquad \lim_{|\bx|\to\infty}\bu=\bzero$$
  • Oseen equations if $\bu_\infty\neq\bzero$ : well-posed system
    moving boat
    existence of solutions for small data through a fixed point argument (Finn, 1965; Finn & Smith, 1967)
  • Stokes equations if $\bu_\infty=\bzero$ : ill-posed system
    boat attached with an anchor
    a priori no solutions even for small data (Stokes paradox, 1856)
  • In the talk: $\bu_\infty=\bzero$ for small data

2. Navier–Stokes equations
with $\bu_\infty=\bzero$

Scaling symmetry

  • Scaling symmetry of the Navier–Stokes equations in $\mathbb{R}^n$ $$\bu(\bx) \mapsto \bu_\lambda(\bx) = \e^{\lambda}\bu(\e^{\lambda}\bx) \quad \text{for all} \quad \lambda\in\mathbb{R}$$
  • A Banach space $X$ is scale-invariant if $${\Vert\bu_\lambda\Vert}_X = {\Vert\bu\Vert}_X$$
  • Examples of scale-invariant spaces $X$ $$\begin{gathered}L^{n}(\mathbb{R}^{n})\\L^{n,\infty}(\mathbb{R}^{n})\end{gathered} \qquad\begin{gathered}\dot{H}^{n/2-1}(\mathbb{R}^{n})\\BMO^{-1}(\mathbb{R}^{n})\end{gathered} \qquad\begin{gathered}B_{p,q}^{-1+n/p}(\mathbb{R}^{n})\\X_{1}(\mathbb{R}^{n})\end{gathered}$$ where $$X_\alpha(\mathbb{R}^n) = \big\{\bu:\sup_{\bx\in\mathbb{R}^{n}}\vert\bx\vert^\alpha\vert\bu\vert<\infty\big\}$$
  • Main characterization$$\vert\bx\vert^{-1} \in X \text{ or nearly}$$

Criticality

for the time-dependant problem

  • Power counting near $\vert\bx\vert=0$ $$\begin{align} \bu & \sim\left|\bx\right|^{-\alpha} & \bnabla\bu & \sim\left|\bx\right|^{-\alpha-1}\\ \Delta\bu & \sim\left|\bx\right|^{-\alpha-2} & \bu\bcdot\bnabla\bu & \sim\left|\bx\right|^{-2\alpha-1} \end{align}$$
  • Subcritical:
    linearity dominates $\quad\Longleftrightarrow\quad \color{green}{\alpha<1}$
  • Critical:
    $-\alpha-2 = -2\alpha-1 \quad\Longleftrightarrow\quad \color{yellow}{\alpha=1}$
  • Supercritical:
    nonlinearity dominates $\quad\Longleftrightarrow\quad \color{red}{\alpha>1}$
Consequence
The largest spaces where the perturbation method works are of the form $L^\infty(0,T;X)$ where $X$ is scale-invariant.

Criticality

for the steady-state problem

  • Power counting near $\vert\bx\vert=\infty$ $$\begin{align} \bu & \sim\left|\bx\right|^{-\alpha} & \bnabla\bu & \sim\left|\bx\right|^{-\alpha-1}\\ \Delta\bu & \sim\left|\bx\right|^{-\alpha-2} & \bu\bcdot\bnabla\bu & \sim\left|\bx\right|^{-2\alpha-1} \end{align}$$
  • Subcritical:
    linearity dominates $\quad\Longleftrightarrow\quad \color{green}{\alpha>1}$
  • Critical:
    $-\alpha-2 = -2\alpha-1 \quad\Longleftrightarrow\quad \color{yellow}{\alpha=1}$
  • Supercritical:
    nonlinearity dominates $\quad\Longleftrightarrow\quad \color{red}{\alpha<1}$
Question
In which spaces the steady solution could be?

Net force

  • Navier–Stokes equations $$\bnabla\bcdot\mathbf{T}=\bzero$$ where $\mathbf{T}$ is the stress tensor $$\mathbf{T}=\bnabla\bu+\left(\bnabla\bu\right)^{T}-p\,\boldsymbol{1}-\bu\otimes\bu$$
  • Invariant quantity $$\int_{\partial B} \mathbf{T}\bcdot\bn = \int_{\partial B(\bzero,r)} \mathbf{T}\bcdot\bn$$
  • Net force $$\bF=\int_{\partial B}\!\mathbf{T}\bcdot\bn=\lim_{r\to\infty}\int_{\partial B(\bzero,r)}\!\!\mathbf{T}\bcdot\bn$$
schéma du corps
$B$
$\partial B$
$\partial B(\bzero,r)$
$D=\Omega\cap B(\bzero,r)$

Net force and criticality

  • Power counting $$\mathbf{T}=\bnabla\bu+\left(\bnabla\bu\right)^{T}-p\,\boldsymbol{1}-\bu\otimes\bu \sim \left|\bx\right|^{-\min(\alpha+1,2\alpha)}$$
  • Net force in dimension $n$ $$\bF = \lim_{r\to\infty}\int_{\partial B(\bzero,r)}\!\!\mathbf{T}\bcdot\bn = \lim_{r\to\infty}r^{n-1} \int_{S^{n-1}}\!\!\mathbf{T}\bcdot\bn$$
  • In two dimensions ($n=2$) $$\bF \neq \bzero \quad\text{and}\quad |\bF|<\infty \quad\Longleftrightarrow\quad \color{red}{\alpha=\frac{1}{2}}$$
  • In three dimensions ($n=3$) $$\bF \neq \bzero \quad\text{and}\quad |\bF|<\infty \quad\Longleftrightarrow\quad \color{yellow}{\alpha=1}$$

Consequences

$n=2$ $n=3$
$\bF\neq\bzero$ $\bF=\bzero$ $\bF\neq\bzero$ $\bF=\bzero$
Decay for $\bF\neq\bzero$ $\color{red}{|\bx|^{-1/2}}$ $\color{yellow}{|\bx|^{-1}}$
Stokes solutions $\color{red}{\log|\bx|}$ $\!\!\color{yellow}{|\bx|^{-1}}$ $\color{yellow}{|\bx|^{-1}}$ $\color{green}{|\bx|^{-2}}$
Navier–Stokes solutions $\color{red}{|\bx|^{-1/3}}$ $\color{red}{|\bx|^{-1/3}}$ $\color{yellow}{|\bx|^{-1}}$ $\color{green}{|\bx|^{-2}}$
Asymptotic behavior single wake double wake, spirals,...? Landau solution Stokes solution

The linear equations dominate at infinity, so the problem is easy by a fixed point argument.

Compatibility conditions corresponding to the net force lifted by the Landau solution (Korolev & Šverák, 2011).

Three compatibility conditions (torque,...) cancelled by symmetries or reduced by an harmonic solution (Guillod, 2015).

Numerical solutions decaying like $|\bx|^{-1/3}$ whish is astonishing in view of the three-dimensional case (Guillod, 2015).

Asymptotic expansion decaying like $|\bx|^{-1/3}$ and validations by numerical simulations (Guillod & Wittwer, 2015a).

collision of two boats collision of two boats boat attached with an anchor

3. Asymptotic behavior
when $\bF\neq\bzero$

boat attached with an anchor

Dominant term

of the asymptotic expansion

  • Net force invariant: homogenous decay like $|\bx|^{-1/2}$
  • Euler equations dominate at infinity $$ -\bnabla p - \bu\bcdot\bnabla\bu = \bff$$
  • Exact solution with $\,\bff=\bF\delta^2(\bx)$ $$\boldsymbol{U}_\bF=\frac{\bphi_\bF(\hat{\bx})}{|\bx|^{1/2}}$$ where $\bphi_\bF$ is a function depending only on the direction of $\bx$
Problem
Not valid as the dominant term of solutions with small data: the next order of the asymptotic expansion carries a flux greater than $3\pi$.

Idea: wake

  • Idea: inhomogeneous decay so new power counting
  • Parts of the linearity and of the nonlinearity remain dominant at infinity
  • Wake for $p,q>0$ $$u(r,\theta) = \frac{1}{r^q}\varphi(r^p \theta)$$

$$u(r,\theta) \quad\text{for}\quad \varphi(z)=\mathrm{e}^{-z^2}$$

décoissance non-homogène avec un sillage

$$r^q u(r,\theta) \quad\text{for}\quad \varphi(z)=\mathrm{e}^{-z^2}$$

décoissance non-homogène avec un sillage

Ansatz

  • Wake condition (linearity and non-linearity both dominant) $$2p+q=1$$
  • Net force finite and nonzero $$p=q=\frac{1}{3}$$
  • Ansatz $$\boldsymbol{U}_\bF = \frac{1}{r^{1/3}} \varphi_\bF\left(r^{1/3}\theta\right)\be_r$$
  • Remark on the scaling $$\lambda \boldsymbol{U}_\bF(\lambda\bx) = \boldsymbol{U}_{\lambda\bF}(\bx)\quad\text{for all}\quad\lambda>0$$

Dominant term

of the asymptotic expansion

  • Ansatz into the Navier–Stokes equations
  • A large distances, dominant term given by an ordinary differential equation
  • Explicit solution $$\varphi_\bF(z) = -6 a^2 \mathrm{sech}^2\left(a z\right)$$ where $$a=\left(\frac{|\bF|}{48}\right)^{1/3}$$
  • Solution of the Navier–Stokes equations with a remainder $O\big(|\bx|^{-6/3}\big)$
  • The decay of the remainder can be impoved by calculating the next orders

Behavior of the asymptotic expansion

up to second order

The second order $\boldsymbol{U}_\bF^{(2)}$ is explicit and decays like $|\bx|^{-2/3}$ at infinity

$$|\bx|^{1/3} \left| \boldsymbol{U}_\bF(\bx) + \boldsymbol{U}_\bF^{(2)}(\bx) \right|$$

$$\bu \sim |\bx|^{-1/3}$$

$$\bu \sim |\bx|^{-1}$$

asymptotique expansion up to second order

Numerical validation

maillage
circle
$B$
$\bu^*=(\lambda,0)$
$\partial B(\bzero,R)$
$\bu|_{\partial B(\bzero,R)}=\bzero$
  • Exterior of a disk with $\bu^*=(\lambda,0)$
  • Domain truncated by a ball of radius $R=10^5$
  • Boundary condition on $\partial B(\bzero,R)$ : $\bu=\bzero$
$|\bx|^{1/3}\,|\bu|$
simulations avec conditions au bord de non-glissement
$|\bx|\,\big|\bu-\boldsymbol{U}_\bF-\boldsymbol{U}_\bF^{(2)}\big|$
difference between numerical solution and asymptote

Conjecture

Conjecture (Guillod & Wittwer, 2015a)
For a large class of small boundary data $\bu^{*}$ which generate a nonzero net force $\bF$, there exists a solutions of the Navier–Stokes equations such that $$\lim_{|\bx|\to\infty}\bu=\bzero.$$ Moreover, $$\bu = \boldsymbol{U}_\bF + \boldsymbol{U}_\bF^{(2)} + O(|\bx|^{-1}).$$
Main problem
How to invert the linear system$$\Delta\bv-\bnabla q-\boldsymbol{U}_\bF\bcdot\bnabla\bv-\bv\bcdot\bnabla\boldsymbol{U}_\bF=\bff \qquad \bnabla\bcdot\bv=\bzero$$ since $\boldsymbol{U}_\bF$ decays only like $|\bx|^{-1/3}$?

4. Asymptotic behavior
when $\bF=\bzero$

collision of two boats

Solutions of the linearized problem

  • Asymptotic expansion of the Stokes solutions: $$\bu = \mathcal{M} \bu_0 + \mathcal{A} \bu_a + \mathcal{B} \bu_b + O\big(\color{green}{|\bx|^{-2}}\big) \quad\text{with}\quad \mathcal{M},\mathcal{A},\mathcal{B}\in\mathbb{R}$$
$|\bx|\,|\bu_0|$
first Stokes solution
$|\bx|\,|\bu_a|$
second Stokes solution
$|\bx|\,|\bu_b|$
third Stokes solution
Consequences
Three compatibility conditions to perform a fixed point argument on the nonlinearity in the subcritical regime.
Aim
Determine a three-parameters solution of the Navier–Stokes equations having the critical decay $\color{yellow}{|\bx|^{-1}}$.

Dominant term

of the asymptotic expansion

  • Critical case with a decay like $|\bx|^{-1}$
  • By analogy with the three-dimensional case: scale-invariant solution
  • Scale-invariant solutions $$e^\lambda\bu(e^\lambda\bx) = \bu(\bx)\quad\text{for all}\quad \lambda\in\mathbb{R}$$
  • The scale-invariant solutions are (Šverák, 2011) $$\bu_0 = \frac{\mu}{r}\be_\theta \quad\quad \text{or} \quad\quad \bu_k = \frac{\varphi_k(\theta-\theta_0)}{r}\be_r$$ for $\mu\in\mathbb{R}$, $\theta_0\in\mathbb{R}$, and $k\in\mathbb{N}$ with $k\geq 2$
Problem
Only one arbitrarily small solution, but there is three compatibility conditions. So in general dominant term not given by a scale-invariant solution.

Dominant term

second attempt

  • Idea: enlarge the symmetry group corresponding to the scale-invariant solutions.
  •  
  • Generalized scale-invariant solutions: $$e^\lambda\bu(e^\lambda\bx) = \mathbf{R}^{-1}_{\eta\lambda}\bu(\mathbf{R}_{\eta\lambda}\bx)$$
invariance d'échelle avec rotation invariance d'échelle avec rotation

Existence and uniqueness

of generalized scale-invariant solutions

Theorem (Guillod & Wittwer, 2015b)
For $\eta\in\mathbb{R}$ and $k\in\mathbb{N}^*$ satisfying $$\frac{4}{1+\eta^2}\leq k^2,$$ there exists a $\frac{2\pi}{k}$-periodic function $\varphi_{k,\eta}$ such that $$\bu_{k,\eta}=\frac{1}{r}\Bigl[-\varphi(z)\,\be_{r}+\eta\big(\varphi(z)-4\big)\be_{\theta}\Bigr]$$ with $$z=\theta+\eta\log r+\theta_{0}$$ is a solution of the Navier–Stokes equations in $\mathbb{R}^2\setminus\{\bzero\}$. Moreover, $\bu_{k,\eta}$ and $\bu_0=\frac{\mu\be_{\theta}}{r}$ are the only generalized scale-invariant solutions having zero flux.

Generalized scale-invariant solutions

for $\eta=\,$ 0.0

$k=2$ generalized Hamel for k=2
$k=3$ generalized Hamel for k=3
$k=4$ generalized Hamel for k=4

Small solutions

and asymptotic behavior

  • Only two small solutions $$k=0 \;\;\&\;\; |\mu|\ll 1 \quad\quad\text{and}\quad\quad k=2 \;\;\&\;\; \theta_0\in\mathbb{R} \;\;\&\;\; |\eta|\ll 1$$
  • Three parameters but only two solutions (no superposition)
Problem
Not enough parameters to lift the compatibility conditions of the Stokes equations, so not the dominant term in general.
Idea: numerical simulations
Use the Stokes solutions decaying like $|\bx|^{-1}$ as boundary conditions $$\bu^* = \mathcal{M} \bu_0 + \mathcal{A} \bu_a + \mathcal{B} \bu_b$$

Numerical simulations

for $\boldsymbol{\mathcal{M}}=\,$ 0.0$\pi$ and $\boldsymbol{\mathcal{A}}=\,$ 0.0$\pi$

decay of the velocity for zero net force
$\bu\sim|\bx|^-$0.00
$\mathcal{A}$
$\mathcal{M}$
virtual pointer
velocity for zero net force
$|\bx|$0.00$\quad\;|\bu|$

5. Conclusions

Conclusions

  • Formal arguments and numerical simulations indicate the existence of stationary solutions to the Navier–Stokes equations with a zero velocity at infinity.
  • Conjectures on the asymptotic behaviors with a velocity field decaying like $|\bx|^{-1/3}$.
  • Linearization around the asymptote: supercritical perturbation of the Stokes equations, so difficult problem.
  • Interplay between the linearity and the nonlinearity might be crucial in other open problems.

References

  • Guillod J. & Wittwer P. 2015a
    Asymptotic behaviour of solutions to the stationary Navier–Stokes equations in two-dimensional exterior domains with zero velocity at infinity.
    Math. Mod. Meth. Appl. S.

  • Guillod J. & Wittwer P. 2015b
    Generalized scale-invariant solutions to the two-dimensional stationary Navier–Stokes equations. SIAM J. Math. Anal.

  • Guillod J. 2015
    Steady solutions of the Navier–Stokes equations in the plane.
    arXiv:1511.03938