Non-uniqueness and
self-similar blow-up

velocity field

Julien Guillod

logo Sorbonne Université

October 16, 2019

Joint work with
Vladimír Šverák

velocity field

1. Introduction

Nonlinear parabolic equations

  • Cauchy problem for a scalar or vector field $\bu$ on $\mathbb{R}$ or $\mathbb{C}$:
    $$\begin{cases} \partial_{t} \bu-\nu\Delta \bu = N(\bu)\\ \bu(0,\cdot)=\bu_{0} \end{cases} \quad \text{in} \quad \mathbb{R}^3\tag{$*$}$$
  • Assumptions on the nonlinearity:
    • energy conservation
    • scaling invariance
    • rotational invariance
  • Examples to keep in mind:
    • incompressible Navier–Stokes: $$\bu:(0,\infty)\times\mathbb{R}^3\to\mathbb{R}^3 \quad\text{and}\quad N(\bu) = \mathbb{P}(\bu\cdot\bnabla\bu)$$
    • complex Ginzburg–Landau: $$\bu:(0,\infty)\times\mathbb{R}^3\to\mathbb{C} \quad\text{and}\quad N(\bu) = i (\Delta \bu + |\bu|^2 \bu)$$

Energy conservation

  • A priori bound on the energy:$$\left\Vert \bu(t)\right\Vert _{L^{2}(\mathbb{R}^{3})}^{2}+2\nu\int_{0}^{t}\left\Vert \bnabla\bu(\tau)\right\Vert _{L^{2}(\mathbb{R}^{3})}^{2}\rd\tau\leq\left\Vert \bu_0\right\Vert _{L^{2}(\mathbb{R}^{3})}^{2}$$
  • Leray–Hopf solution: $$\bu \in L^{\infty}(0,T;L^{2}(\mathbb{R}^{3}))\cap L^{2}(0,T;\dot{H}^{1}(\mathbb{R}^{3}))$$ satisfying ($*$) as a distribution and the local energy inequality.
Theorem (Leray, 1934 / Doering-Gibbon-Levermore, 1994)
For any $\bu_0\in L^2(\mathbb{R}^3)$, existence of a global Leray–Hopf solution ($T=\infty$). In general, only partial regularity is known and uniqueness is open.

Scaling invariance

  • Scaling symmetry: $$\begin{aligned}\bu_{\lambda}(t,\bx) & =\e^\lambda\bu(\e^{2\lambda}t,\e^\lambda\bx)\\ \bu_{0\lambda}(\bx) & =\e^\lambda\bu_{0}(\e^\lambda\bx)\end{aligned}$$
  • Mild solution: $$\bu(t)=\e^{\Delta t}\bu_0+\int_{0}^{t}\e^{\Delta(t-\tau)}N(\bu)(\tau)\,\rd\tau$$
  • Critical space $X$ of functions $(0,\infty)\times\mathbb{R}^3\to\mathbb{R}^3$: $$\Vert\bu_\lambda\Vert_X = \Vert\bu\Vert_X$$
  • Critical spaces are a priori the largest ones where a fixed point argument is expected to close.

Critical spaces $L^{p}(0,T;L^{q}(\mathbb{R}^{3}))$

LpLq critical spaces
Theorem (Kato, 1984 / Doering-Gibbon-Levermore, 1994)
For $p\geq3$ and $\bu_0\in L^p(\mathbb{R}^3)$, existence of a local mild solution $\bu\in L^\infty(0,T;L^p(\mathbb{R}^3))$.
Theorem (Prodi-Serrin-Ladyzhenskaya / Doering et al.)
If $\bu\in L^{p}(0,T;L^{q}(\mathbb{R}^{3}))$ with $\frac{2}{p}+\frac{3}{q}\leq1$, then $\bu$ is smooth and unique on $(0,T)$.

Ultra critical spaces

Theorem (in the spirit of Koch & Tataru, 2001)
For $\bu_0\in L^{3,\infty}(\mathbb{R}^3)$, existence of a unique global solution provided $\bu_0$ is small enough in $L^{3,\infty}(\mathbb{R}^3)$.
  • Local well-posedess for large data in $L^{3}(\mathbb{R}^3)$ but not in $L^{3,\infty}(\mathbb{R}^3)$.
  • Fundamental difference between the two spaces: $$\begin{align*}\frac{1}{|\bx|} & \notin L^{3}(\mathbb{R}^{3}) \,, & \frac{1}{|\bx|} & \in L^{3,\infty}(\mathbb{R}^{3})\end{align*}$$
  • Hidden smallness condition: $$\bu_{0\lambda}|_{B_R}\to0 \quad\text{as}\quad \lambda\to -\infty \quad\text{for any}\quad \bu_0\in L^{3}(\mathbb{R}^{3})$$
Question on the nonperturbative regime
What is happening for large data in $L^{3,\infty}(\mathbb{R}^3)$?

2. Scale-invariant
solutions

Scale-invariant solutions

  • Scale-invariant initial data: $$\bu_{0\lambda}=\bu_0 \quad\textit{i.e.}\quad \bu_0(\bx)=\frac{\varphi(\hat{\bx})}{|\bx|}$$
  • Scale-invariant solutions: $$\bu_{\lambda}=\bu \quad\textit{i.e.}\quad \bu(t,\bx)=\frac{1}{\sqrt{2\kappa t}}\bU\Bigl(\frac{\bx}{\sqrt{2\kappa t}}\Bigr)$$
  • Forward self-similar if $\kappa>0$, backward self-similar if $\kappa < 0$.
  • Ansatz into ($*$):
    $$\begin{cases} \nu\Delta\bU+\kappa\bigl(\bx\bcdot\bnabla\bU+\bU\bigr)=N(\bU)\\ \bU(\bx)=\bu_{0}(\bx)+o(\left|\bx\right|^{-1})\quad\text{as}\quad\left|\bx\right|\to\infty \end{cases}\tag{$*$-self}$$

Forward self-similar solutions

existence for Navier–Stokes

Theorem (Jia & Šverák, 2013)
For $\bu_0\in C^\infty(\mathbb{R}^3\setminus\{\bzero\})$ scale-invariant, existence of a forward self-similar solution $\bu\in C^\infty((0,\infty)\times\mathbb{R}^3)$.
Intuition
Since ($*$-self) is elliptic, use Leray–Schauder as for proving the existence of steady solutions to the Navier–Stokes equations. Therefore, the solution is a priori unique only for small $\bu_0$.

Numerical strategy

to construct multiple solutions

Aim
Find a self-similar initial data $\bu_0$ such that the equations admit at least two different forward self-similar solutions.
Strategy
  1. Work within the class of axisymmetric / radial solutions
  2. Choose a self-similar initial data: $$\bu_0(r,z) = \sigma(r^{2}+z^{2})^{-1/2}\e^{-4z/r}\,\be_{\theta} \quad\text{/}\quad \bu_0(r) = \sigma r^{-1}$$
  3. Find a numerical solution $\bU_\sigma$ by continuation in $\sigma\geq0$
  4. Numerically compute the spectrum at each $\sigma\geq0$
  5. Resolve the solutions possibly bifurcating form $\bU_\sigma$

Numerical results

$\sigma=\,$0

Forward self-similar solutions

non-uniqueness

Numerical result (Guillod & Šverák, 2017)
Two forward self-similar solutions with the same scale-invariant initial data $\bu_0 \in C^\infty(\mathbb{R}^3\setminus\{\bzero\})$ can be constructed numerically.
Corollary (adapted from Jia & Šverák, 2015)
Under a spectral assumption verified numerically, there exists two different Leray–Hopf solutions with the same compactly supported initial data $\bu_{0}\in C^{\infty}(\mathbb{R}^{3}\setminus\{\bzero\}) \cap L^{3,\infty}(\mathbb{R}^3)$.
Physical question
Is it possible to physically generate such inital data with a
$|\bx|^{-1}$ singularity from smooth solutions at previous times?

Ill-posedness

of the Navier–Stokes equations

LpLq critical spaces
Summary
  • The Navier–Stokes equations are locally ill-posed for $$\bu_0\in L^2(\mathbb{R}^3) \cap L^{3,\infty}(\mathbb{R}^3)$$
  • The Leray–Hopf solutions are not unique in $$\bu \in L^{p}(0,T;L^{q}(\mathbb{R}^{3}))$$ with $$\tfrac{2}{p}+\tfrac{3}{q}>1$$ even with the energy equality.

Backward self-similar solutions

Theorem (Tsai, 1998)
Any backward self-similar solution of Navier–Stokes satisfying the local energy inequality is identically zero.
Intuition
Crucial use the structure of the equation: maximum principle satisfied by the total head pressure $\Phi=\frac{1}{2}|\bu|^2+p$.
Ruled-out scenario
Backward self-similar blow-up followed by nonunique forward self-similar solutions.
speculation

3. Generalized
scale-invariant
solutions

Generalized scale-invariant solutions

for Navier–Stokes

Main idea
Combine the scaling and the rotational invariance: $$\bu(t,\bx) = \e^{\lambda}\e^{\lambda\bL}\bu(\e^{2\lambda}t,\e^{\lambda}\e^{-\lambda\bL}\bx)$$ where $\bL\in \mathfrak{so}(3)$ i.e. $$\bu(t,\bx) = \frac{\e^{-\frac{1}{2}\log(2\kappa t)\bL} }{\sqrt{2\kappa t}} \bU\Bigl(\frac{\e^{\frac{1}{2}\log(2\kappa t)\bL}\bx}{\sqrt{2 \kappa t}}\Bigr)$$
Remark
The existence of generalized backward self-similar solutions ($\kappa < 0$ and $\bL\neq\bzero$) cannot be ruled out by Tsai argument.
generalized scale-invariant generalized scale-invariant
steady solution in $\mathbb{R}^2\setminus\{\bzero\}$
(Guillod & Wittwer, 2015)

Generalized scale-invariant solutions

for complex Ginzburg–Landau

  • Combine the scaling and the $U(1)$-invariance: $$\bu_{0\lambda}(\bx)=\e^{\lambda}\e^{i\omega\lambda}\bu_{0}(\e^{\lambda}\bx)\,, \quad \bu_{\lambda}(t,\bx) = \e^{\lambda}\e^{i\omega\lambda}\bu(\e^{2\lambda}t,\e^{\lambda}\bx)$$
  • Generalized scale-invariant initial data: $$\bu_{0\lambda}=u_{0} \quad\textit{i.e.}\quad \bu_0(\bx)=\frac{\varphi(\hat{\bx})}{|\bx|^{1+i\omega}}$$
  • Generalized scale-invariant solutions: $$\bu_{\lambda} = \bu \quad\textit{i.e.}\quad \bu(t,\bx) = \frac{\e^{-\frac{1}{2}i\omega\log(2\kappa t)}}{\sqrt{2\kappa t}} \bU\Bigl(\frac{\bx}{\sqrt{2\kappa t}}\Bigr)$$
  • Generalized forward self-similar if $\kappa>0$, backward if $\kappa < 0$.
  • Concept introduced by Zakharov for the cubic nonlinear Schrödinger equation:
    $$i\partial_{t}\bu + \Delta \bu + |\bu|^2 \bu = 0 \tag{NLS}$$

Backward generalized self-similar

Numerical result (Plecháč & Šverák, 2001)
For $\nu\geq0$ small enough, there exist a radial backward generalized self-similar solution of complex Ginzburg–Landau.
Generalized backward self-similar solutions for complex Ginzburg-Landau

Forward generalized self-similar

Existence and non-uniqueness

Numerical result (Guillod & Šverák)
Let $\sigma(\kappa)\in\mathbb{C}$ denote the amplitude of the previous backward generalized self-similar branch of solution: $$\bu_{0}(\bx)=\frac{\sigma(\kappa)}{|\bx|^{1+i\omega}}$$ For $0<\nu\leq0.17$ (and $\kappa\leq-0.15$), the complex Ginzburg–Landau equation admits more than one solution with the same initial data $\bu_{0}$.

Scenario for complex Ginzburg–Landau

speculation

same scenario for Navier–Stokes?

Appendix

Numerical solution $\bU_\sigma$

solution Usigma

Spectrum of the linearization around $\bU_\sigma$

spectrum