Liquid Layers, Capillary Interfaces

Liquid Layers, Capillary Interfaces,
and Floating Bodies

Lecture Notes
Erich Miersemann
Mathematisches Institut
Universitat Leipzig
Version March, 2013
2
Contents
1 Introduction 9
1.1 Mean curvature, Gauss curvature . . . . . . . . . . . . . . . . 9
1.2 Liquid layers . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3 Capillary interfaces . . . . . . . . . . . . . . . . . . . . . . . . 12
1.4 Floating bodies . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2 Liquid layers 19
2.1 Governing formulas . . . . . . . . . . . . . . . . . . . . . . . . 21
2.2 Explicit solutions . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.2.1 Adsorption in slit cavities . . . . . . . . . . . . . . . . 22
2.2.2 Adsorption in cylinder cavities . . . . . . . . . . . . . 25
2.2.3 Adsorption on a cylinder . . . . . . . . . . . . . . . . 27
2.2.4 Adsorption in spherical cavities . . . . . . . . . . . . . 28
2.2.5 Adsorption on a sphere . . . . . . . . . . . . . . . . . 29
2.3 Pores of general geometry . . . . . . . . . . . . . . . . . . . . 30
2.4 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.4.1 Bounded surfaces . . . . . . . . . . . . . . . . . . . . . 31
2.4.2 Unbounded surfaces . . . . . . . . . . . . . . . . . . . 34
2.5 Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
3 Capillary interfaces 43
3.1 Governing energy . . . . . . . . . . . . . . . . . . . . . . . . . 43
3.2 Equilibrium conditions . . . . . . . . . . . . . . . . . . . . . . 44
3.2.1 The capillary tube . . . . . . . . . . . . . . . . . . . . 47
3.3 Explicit solutions . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.3.1 Ascent of a liquid at a vertical wall . . . . . . . . . . . 49
3.3.2 Ascent of a liquid between two parallel plates . . . . . 52
3
4 CONTENTS
3.3.3 Zero gravity solutions . . . . . . . . . . . . . . . . . . 54
3.4 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
3.4.1 Strong minimizers . . . . . . . . . . . . . . . . . . . . 65
3.4.2 On the existence of an embedding foliation . . . . . . 69
3.5 Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.6 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4 Floating bodies 93
4.1 Governing energy . . . . . . . . . . . . . . . . . . . . . . . . . 93
4.2.1 Restricted movements . . . . . . . . . . . . . . . . . . 103
4.2.2 Explicit solutions . . . . . . . . . . . . . . . . . . . . . 106
4.3 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
4.3.1 The oating ball . . . . . . . . . . . . . . . . . . . . . 122
4.4 Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 124
4.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133
5 Wetting barriers 135
5.2 Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140
5.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
6 Asymptotic formulas 145
6.1 Comparison principles . . . . . . . . . . . . . . . . . . . . . . 145
6.2 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
6.2.1 An interior estimate . . . . . . . . . . . . . . . . . . . 155
6.2.2 Narrow circular tube, interior ascent . . . . . . . . . . 155
6.2.3 Wide circular tube . . . . . . . . . . . . . . . . . . . . 161
6.2.4 Ascent at a needle . . . . . . . . . . . . . . . . . . . . 164
6.2.5 Narrow tube of general bounded cross section, interior
ascent . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
6.2.6 Ascent in a wedge . . . . . . . . . . . . . . . . . . . . 169
6.2.7 A numerical method . . . . . . . . . . . . . . . . . . . 173
6.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
7 Surface tension 187
7.1 Wilhelmys plate method . . . . . . . . . . . . . . . . . . . . 189
7.2 A rod method . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
7.3 Paddays method . . . . . . . . . . . . . . . . . . . . . . . . . 190
7.4 A new method . . . . . . . . . . . . . . . . . . . . . . . . . . 190
CONTENTS 5
7.5 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
8 Lagrange multiplier rules 197
8.1 Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
8.2 Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
8.3 Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
6 CONTENTS
Preface
In these notes we study liquid layers, capillary interfaces and oating bodies.
The leading term in the associated equilibrium equation for the interface is
the mean curvature. In the case of liquid layers no volume constraint or
contact angle occur. Thus the admissible variations which yield necessary
or sucient conditions are much easier than the variations which we will use
for the oating body problem where we have to take into account contact
angles between the capillary surface and the solid materials as well as rigid
motions of the body.
The chapter on liquid layers is based on a cooperation with Peter Schiller
and Hans-Jorg Mogel from the Institute of Physical Chemistry at the TU
Bergakademie Freiberg. Concerning capillary interfaces we recommend the
inspiring book Equilibrium Capillary Surfaces of Robert Finn [21]. The
recent interest concerning oating bodies was probably initiated through the
paper Convex particles at interfaces of E. Raphael, J.-M. di Meglio, M.
Berger and E. Calabi [57] which was suggested by P.-G. de Gennes.
For the convenience of the reader we tried to keep the Chapter 2 (liquid
layers), Chapter 3 (capillary interfaces) and Chapter 4 (oating bodies)
independently from each other with the consequence that some formulas
used in Chapter 2 and Chapter 3 follow from more general formulas derived
in Chapter 4. Each of the Chapters 24 contains an appendix with the
lemmas, including proofs, which are used in that chapter.
Some of the exercises in the sections Problems are just exercises and
others are open problems.
The content of these notes is not encyclopedic at all.
First of all I would like to thank Robert Finn for many inspiring con-
versations over many years, and I am thankful one of the authors of the
article [57] for sending me a reprint years ago. Part I of the book Minimal
Surfaces I of U. Dierkes, S. Hildebrandt, A. K uster and O. Wohlrab [18]
(second edition of U. Dierkes, S. Hildebrandt, F. Sauvigny [19]) was an es-
sential help for me to calculate some variational formulas. Moreover I thank
7
8 CONTENTS
Stefan Ackermann for his kindly and permanent help to produce source les
for these and other lecture notes.
Chapter 1
Introduction
1.1 Mean curvature, Gauss curvature
Assume x : u U R
3
, u = (u
1
, u
2
) or u = (, ), denes a regular
surface o, where U R
2
is a domain in R
2
. The normal N = N(u) on o is
dened through
N =
x
u
1 x
u
2
[x
u
1 x
u
2[
.
The coecients of the rst fundamental form are given by
E = x
, x
), F = x
, x
), G = x
, x
),
and the coecients of the second fundamental form are
l = N
, x
), m = N
, x
) = N
, x
), n = N
, x
).
The mean curvature H = H(u) is dened by
H =
lG+nE 2mF
2(EGF
2
)
,
and the Gauss curvature by
K =
ln m
2
EGF
2
.
Remark. In terms of the principle curvatures R
1
, R
2
, see [7], pp. 57, one
has
H =
1
2
_
1
R
1
+
1
R
2
_
, K =
1
R
1
R
2
.
9
10 CHAPTER 1. INTRODUCTION
An important formula which we will use frequently is
x = 2HN, (1.1)
where is the Laplace-Beltrami operator on o, see [18], [19] p.71, p.72,
resp., for a proof of this formula.
The following formula will be used concerning the question whether or
not a given equilibrium surface denes a strong minimizer of the associated
energy functional. Consider a family T
c
of regular surfaces which can be
described as its level surfaces
T
c
= x R
3
: s(x) = c.
Suppose that s(x) ,= 0, then
Q(x) :=
s(x)
[s(x)[
is orthogonal to all surfaces T
c
, see Figure 1.1, and
div Q(x) = 2H(x), (1.2)
where H(x) is the mean curvature at x of the surface of the family which
contains x, see [18], p.77, for a proof of this formula, where x = x(u) is a
regular C
2
-parametrization of T
c
such that N(u) = Q(x(u)).
Q(x)
F
F
x
c
c
1
2
Figure 1.1: Level curves
1.2 Liquid layers
Porous materials have a large amount of cavities dierent in size and geom-
etry. Such materials swell and shrink in dependence on air humidity. Here
we consider an isolated cavity, see [64] for some cavities of special geometry.
1.2. LIQUID LAYERS 11
Let
s
R
3
be a domain occupied by homogeneous solid material. The
question is whether or not liquid layers
l
on
s
are stable, where
v
is
the domain lled with vapour and o is the capillary surface which is the
interface between liquid and vapour, see Figure 1.2.
N
l
liquid
vapour
solid
S
Figure 1.2: Liquid layer in a pore
Let
c(o, ) = [o[ +w(o) [
l
(o)[
be the energy (grand canonical potential) of the problem, where
surface tension, a positive constant [o[, [
l
(o)[ denote the area resp.
volume of o,
l
(o),
w(o) =
_
v
(S)
F(x) dx ,
is the disjoining pressure potential, where
F(x) = c
_
s
dy
[x y[
p
.
Here c is a negative constant, p > 4 a positive constant (p = 6 for nitrogen)
and x R
3

s
, where
s
denotes the closure of
s
, i. e., the union of
s
with its boundary
s
. The disjoining pressure potential prevents the
interface o to meet the container wall.
Suppose that o
0
denes a local minimum of the energy functional, then
2H +F = 0 on o
0
,
where H is the mean curvature of o
0
.
1.3 Capillary interfaces
Consider a container partially lled with a bounded amount of liquid, see
Figure 1.3. Suppose that the associate energy functional is given by
)
l
v
s
x
3
g
liquid (
vapour
(solid)
S
N
N
S
)
(
Figure 1.3: Liquid in a container
c(o) = [o[ [J(o)[ +
_
l
(S)
F(x) dx,
where F = Y , and
Y potential energy per unit mass, for example Y = gx
3
, g = const. 0,
local density of the liquid,
surface tension, = const. > 0,
(relative) adhesion coecient between the uid and the container wall,
J wetted part of the container wall,
l
domain occupied by the liquid.
Additionally we have for given volume V of the liquid the constraint
[
l
(o)[ = V.
It turns out that a minimizer o
0
of the energy functional under the volume
constraint satises, see [21],
2H = +F on o
0
cos = on o
0
,
1.3. CAPILLARY INTERFACES 13
where H is the mean curvature of o
0
, a (constant) Lagrange parameter
and is the angle between the surface o
0
and the container wall at o
0
.
Remark. The angle between two surfaces at a point of intersection is by
denition the angle between the associated normals at this point.
Remark. The term [J[ in the above energy functional is called wetting
energy.
In the case that the capillary surface o is a graph over R
2
, i. e.,
x
3
= u(x
1
, x
2
) denes the capillary surface, and if the container wall is the
cylinder surface R, then the related boundary value problem is
div Tu =
g
u +

in
Tu = cos on ,
where is the exterior unit normal at , and
Tu :=
u
_
1 +[u[
2
,
div Tu is twice the mean curvature of the surface dened by x
3
= u(x
1
, x
2
),
see an exercise. The above problem describes the ascent of a liquid, water
Figure 1.4: Ascent of liquid in a wedge
for example, in a vertical cylinder with constant cross section . It is as-
sumed that gravity is directed downwards in the direction of the negative
x
3
-axis. Figure 1.4 shows that liquid can rise along a vertical wedge which
is a consequence of the strong nonlinearity of the underlying equations, see
Finn [21].
Remark. Liquid can pilled up on a glass, see Figure 1.5. Here the capillary
surface o satises a variational inequality at o where o meets the container
wall along an edge, see [48]. Such an edge is called wetting barrier.
The photos Figure 1.4 and Figure 1.5 were taken from [50].
Figure 1.5: Piled up of liquid
1.4 Floating bodies
Figure 1.6: A oating paper clip
Consider a particle on a surface of a liquid which lls partially a container.
It is assumed that gravity g is directed downwards in the direction of the
1.4. FLOATING BODIES 15
negative x
3
-axis. Bodies of density exceeding that of the liquid can oat on
a liquid. Examples are paper clips, see Figure 1.6, needles or razor blades.
Even for small particles or if the gravity is small, surface tension is the
dominating force.
Some methods of measurement of surface tension are based on the equi-
librium conditions for oating bodies. Assume a cylindrical homogeneously
body = D[0, L] with constant cross section D hangs vertically in a liq-
uid, see Figure 1.7, where T is the force directed upwards to keep the body
in an equilibrium. We suppose that the body can move in the x
3
-direction
0

F
S
1
0
2
liquid
g
Figure 1.7: Device for measurement of surface tension

only and that no rotation is possible. Let z = v(x), x = (x
1
, x
2
), denes the
free surface o
0
. Then the equilibrium conditions are given by
2H
0
+g
1
v(x) +
0
= 0 on o
0
cos
1
=
1
on
1
o
0
cos
2
=
2
on
2
o
0
2
S
0
0
, e
3
) ds +g
1
_
W
2
(S
0
)
y
3
(v)N
0
(v), e
3
) dA+g
2
[[
+
0
_
W
2
(S
0
)
N
0
(v), e
3
) dA = T,
where e
3
is the unit vector directed in the positive x
3
-direction, J
2
(o
0
)
is the wetted part of = , N
is the normal at directed into the

body ,
1
is the density of the liquid,
2
the density of the body and
y(v) = (y
1
(v), y
2
(v), y
3
(v)) is the parameter representation of the boundary
of the oating body in an equilibrium.
Remark. a, b) or a b denotes the scalar product
n
i=1
a
i
b
i
for vectors
a = (a
1
, . . . , a
n
), b = (b
1
, . . . , b
n
) in R
n
.
1.5. PROBLEMS 17
1.5 Problems
1. Prove the basic lemma in the calculus of variations: let R
n
be a
domain and f C() such that
_
f(x)h(x) dx = 0
for all h C
1
0
(). Then f 0 in .
2. Show that 2H
2
K 0 holds for every regular surface.
3. Prove that Q(x) is orthogonal to T
c
, see Section 1.1.
4. Show that div Tu is twice the mean curvature of o, dened by x
3
=
u(x
1
, x
2
).
5. Write the capillary problem
div Tu =
g
u +

in
Tu = cos on
as a boundary value problem for a quasilinear equation of second order.
6. Prove that a minimizer in C
2
() of
J(v) =
_
F(x, v, v) dx
_
g(v, v) ds,
is a solution of the boundary value problem
n
i=1
x
i
F
u
x
i
= F
u
in
n
i=1
F
u
x
i
i
= g
u
on ,
where = (
1
, . . . ,
n
) is the exterior unit normal at the boundary .
7. Find an energy functional c such that its extremals satisfy
div Tu =
g
u +

in
Tu = cos on .
Chapter 2
Liquid layers
The classical macroscopic theory of capillarity is usually applied to describe
the location and the behaviour of the uid in a container. The interface
between the liquid and the vapour makes a constant contact angle with
the container wall if the container is made from homogeneous material, ac-
cording the general theory of Gauss [29]. The associated strongly nonlinear
boundary value problem which describes the interface arose from studies of
Young [81], Laplace [39] and Gauss [29].
A rened mesoscopic description incorporates the disjoining pressure
which results from the long range forces between the uid and the solid
substrates. The theory of disjoining pressure of liquid layers was initiated
by Derjaguin [15, 16]. In Schiller et al. [63], in particular, a single wedge is
considered as a special geometry of solid material.
Let
s
R
3
be a domain occupied by homogeneous solid material,
l
the liquid layer,
v
the domain lled with vapour and o is the capillary
surface which is the interface between liquid and vapour, see Figure 1.2. Let
c(o, ) = [o[ +w(o) [
l
(o)[ (2.1)
be the energy (grand canonical potential) of the problem, where
surface tension, [o[, [
l
(o)[ denote the area resp. volume of o,
l
(o),
w(o) =
_
v
(S)
F(x) dx , (2.2)
is the disjoining pressure potential, where
F(x) = c
_
s
dy
[x y[
p
. (2.3)
19
20 CHAPTER 2. LIQUID LAYERS
Here c is a negative constant, p > 4 a positive constant (p = 6 for liquid
nitrogen) and x R
3

s
, where
s
denotes the closure of
s
, i. e., the
union of
S
with its boundary
s
. Finally, set
= kT ln(X) ,
where
density of the liquid,
k Boltzmann constant,
T absolute temperature,
X reduced (constant) vapour pressure, 0 < X < 1.
More precisely, is the dierence between the number densities of the
liquid and the vapour phase. However, since in most practical cases the
vapour density is rather small, can be replaced by the density of the liquid
phase.
The above negative constant is given by c = H/
2
, where H is the
Hamaker constant, see [34], p. 177. For a liquid nitrogen lm on quartz one
has about H = 10
20
Nm.
Ansatz (2.1) can be justied by using density functional theory for uids
in combination with the sharp-kink approximation, see Bieker and Diet-
rich [6]. In our approach we neglect a small curvature correction of the
surface tension. This correction is negligibly small if curvature radii are
much larger than a molecular diameter (0.3 nm). Formulas and asymptotic
expansions of F(x) for plane, spherical, cylindrical and wedge geometries
are published by Philip [56].
Let o(), [[ <
0
, be the family of comparison surfaces given by
z(u, ) = x(u) +(u)N(u),
where x(u), , u U R
2
, u = (u
1
, u
2
) = (, ), is a parameter representa-
tion of the surface o
0
= o(0) such that the unit normal on o
0
N =
x
[x
[
is directed out of the uid into vapour. It is assumed that o
0
and the scalar
function (u) are suciently regular.
In the case of a capillary surface with boundary the boundary of the
admissible comparison surfaces o() must lie on the boundary of the solid
domain, see Finn [21], p. 7, for the construction of such surfaces. In our
choice of energy the liquid covers completely the solid surface since the
function F dened by (2.3) becomes unbounded near the solid surface.
2.1. GOVERNING FORMULAS 21
2.1 Governing formulas
A necessary condition such that o
0
denes a local minimum of the energy
functional c(o,
0
) is
_
d
d
c(o(),
0
)
_
=0
= 0 ,
which leads to the equation, see the corollaries to Lemma A.2.1A.2.3 of the
the appendix to this chapter,
2
_
S
0
H dA+
_
S
0
F dA
_
S
0
dA = 0
for all , where H is the mean curvature of o
0
, see Section 1.1. An interface
o
0
is said to be an equilibrium surface if this equation holds. From this
equation we get
Theorem 2.1. Suppose that o
0
denes an equilibrium, then on o
0
2H +F = 0. (2.4)
An existing equilibrium state o
0
is said to be stable by denition if
_
d
2
d
2
c(o(),
0
)
_
=0
> 0
for all not identically zero. From the corollaries to Lemma A.2.4A.2.6 of
the appendix to this chapter, integration by parts and by using the equilib-
rium condition (2.4) we nd
Theorem 2.2. An equilibrium interface o
0
is stable if
_
S
0
_
[[
2
2(2H
2
K)
2
+F, N)
2
_
dA > 0 (2.5)
for all W
1,2
(o
0
) 0.
Here K is the Gauss curvature of the capillary surface o
0
, see Section 1.1.
Concerning the denition of on o
0
see for example [7], p. 113. The
Sobolev space W
1,2
(o
0
) may be replaced by the space C
1
(o
0
) of continu-
ously dierentiable functions. Concerning the denition of Sobolev spaces
see [2], for instance. If o
0
is unbounded, then we assume that has compact
support, i. e., 0 on o
0
M, where M is a compact set of o
0
.
Thus, since there is no side condition on , o
0
is stable if
2(2H
2
K) +
1
F, N) > 0 on o
0
. (2.6)
If the left hand side of (2.6) is constant on o
0
, which is satised in all
examples considered in the following, then (2.6) is also necessary for stability.
If inequality (2.5) is satised, then o
0
denes at least a weak local min-
imum of the energy functional (2.1), i. e., c(o
0
,
0
) c(o,
0
) for all o in
a C
1
-neighbourhood of o
0
. This follows from the Taylor expansion of the
associated energy functional, see [48], where capillary interfaces are consid-
ered.
Remark. In the volume constraint case [
l
(o)[ = const. the equilibrium
condition is
2H +F = 0 on o
0
,
where is the (constant) Lagrange multiplier. An equilibrium is stable in
the volume constrained case if inequality (2.5) is satised for all not iden-
tically zero which satisfy the side condition
_
S
0
dA = 0.
2.2 Explicit solutions
In this section we consider examples of pores with simple geometry where we
know equilibria, i. e., surfaces o
0
which satisfy the necessary condition (2.4).
Then we ask whether or not such a surface is stable in the sense that the
condition (2.6) is satised. In general, for given solid surface the equilibria
are not known explicitly.
2.2.1 Adsorption in slit cavities
Assume that two parallel plates have a distance 2d from each other, and the
regions y
3
> d and y
3
< d are occupied by the solid, see Figure 2.1. The
potential (2.3) is given by
F(x) = c
_
y
3
>d
_
y
2
1
+y
2
2
+ (x
3
y
3
)
2
_
p/2
dy
+c
_
y
3
<d
_
y
2
1
+y
2
2
+ (x
3
y
3
)
2
_
p/2
dy .
2.2. EXPLICIT SOLUTIONS 23
s
s
y
3
d
d
dh
solid
vapour
solid
d+h
liquid
liquid
Figure 2.1: Slit cavity

The plane surfaces o
1
: y
3
= d h and o
2
: y
3
= d +h dene stable equi-
libria if F = 0 on o
i
(equilibrium condition) and F/N F, N) > 0
on o
i
(stability condition).
Let x be on o
1
and set q = h/d, then
F(x) = cd
3p
(
1
(q) +
2
(q)) ,
where
1
(q) =
_
y
3
>1
_
y
2
1
+y
2
2
+ (1 q y
3
)
2
_
p/2
dy
2
(q) =
_
y
3
<1
_
y
2
1
+y
2
2
+ (1 q y
3
)
2
_
p/2
dy.
Integration is elementary and yields
1
(q) =
4
(p 3)(p 2)
q
p+3
2
(q) =
4
(p 3)(p 2)
(2 q)
p+3
.
The normal derivative F/N := F, N) of F on o
1
is
F
N
= cd
2p
_
1
(q) +
2
(q)
_
.
We recall that the normal is always directed into the vapour and the constant
c is negative. Set
f(q) = cd
3p
(
1
(q) +
2
(q)) ,
then f(q) > 0, f
(q) > 0 on 0 < q < 2, and lim

q0
f(q) = , lim
q2
f(q) =
.
Let
0
be the zero of f
(q) = 0, i. e.
0
= 1 because of the symmetry of
f(q) with respect to q = 1. Set
X
0
= exp
_
1
kT
f(1)
_
and assume the constant X, 0 < X < X
0
, is given, then there are exactly
two pairs of planes which are equilibria. These planes are dened by the
two zeros
1
,
2
of
kT ln(X) = f(q) , 0 <
1
< 1 <
2
< 2 ,
see Figure 2.2, and the layer with thickness h =
1
d is stable. We repeat
q

1
1
2
Figure 2.2: Layer with thickness h =
1
d is stable
the same considerations on o
2
. Let X, 0 < X < X
0
be given, then the liquid
layers with thickness h =
1
d are stable.
Remark. The above considerations show that the cavity lls up in a stable
manner in contrast to cylinder or ball cavities, where not all curvatures
disappear, see the following subsections. This contradicts experiments. A
modied energy ansatz which takes into account the interaction of molecules
in the vapour domain yields probably the right behaviour of liquid layers in
slit cavities.
From above it follows a result for a single plate: For any 0 < X < 1
there is exactly one plane which is an equilibrium, and this equilibrium is
stable. These results for plates and the consideration in Schiller et al. [63],
p. 2230, suggest a conjecture: if two plates are tilded, i. e., a wedge is
occupied by solid material, then there is at least one stable equlibrium which
is asymptotically a plane lm far away from the edge of the wedge.
2.2.2 Adsorption in cylinder cavities
Let the cross section of the tube be a disk with radius R. The solid domain
is
s
= (y
1
, y
2
, y
3
) R
3
: y
2
1
+y
2
2
> R
2
, < y
3
< .
We claim that there are stable liquid layers given by r
2
< x
2
1
+ x
2
2
< R
2
,
< x
3
< , where r > 0, see Figure 2.3. The potential (2.3) is
N
solid
liquid
vapour
R
r
S
Figure 2.3: Cylinder cavity
F(x) = cR
3p
(q), q = r/R ,
where r
2
= x
2
1
+x
2
2
, and
(q) =
_
_
(y
1
q)
2
+y
2
2
+y
2
3
_
p/2
dy ,
the domain of integration is here y
2
1
+y
2
2
> 1, < y
3
< .
For stability considerations we need some properties of (q). The func-
tion (q) is, see Philip [56],
(q) =
3/2
_
1
2
(p 3)
_
_
1
2
p
_ F
_
1
2
(p 3),
1
2
(p 1); 1; q
2
_
,
where F denotes hypergeometric functions. From integral representation of
hypergeometric functions, see for example [1], p. 558, Eq. 15.3.1, it follows
(q) > 0 and
(q) > 0 on 0 < q < 1. The denition of (q) implies that

(q) > 0, lim
q1
(q) = , (0) > 0 and
(0) = 0.
The cylinder surface
o = (x
1
, x
2
, x
3
) R
3
: x
2
1
+x
2
2
= r
2
, < x
3
<
denes an equilibrium if
=

r
cR
3p
_
r
R
_
since the mean curvature of o is H = (2r)
1
. Such a surface is stable if
r
2
cR
2p
_
r
R
_
> 0
since the Gauss curvature K of a cylinder surface is zero.
Set
f(r) =

r
cR
3p
_
r
R
_
.
From the above properties of it follows that f(r) is positive, strictly convex
on 0 < r < R, and lim
r0
f(r) = , lim
rR
f(r) = , see Figure 2.4 for a
typical graph of f(r).
1 2 3 4
1
2
3
4
5
Figure 2.4: Graph of f(r), layer in a pore
Let r
0
be the zero of f
(r) = 0 and set

X
0
:= exp
_
1
kT
f(r
0
)
_
.
Then
(i) for given 0 < X < X
0
there are exactly two cylinders which are equilibria.
These spheres are dened by the zeros r
1
, r
2
, r
1
< r
0
< r
2
, of
kT ln(X) = f(r) .
The liquid layer associated to the larger radius r
2
is stable and the other one
is not stable. If X
0
< X 1, then there is no equilibrium.
(ii) lim
R0
X
0
(R) = 0.
The behaviour (ii) follows from denition of X
0
since r
0
0, and it
shows for given (even small) reduced vapour pressure that there are no
liquid layers if the pore is suciently small.
2.2.3 Adsorption on a cylinder
The solid domain is
s
= (y
1
, y
2
, y
3
) R
3
: y
2
1
+y
2
2
< R
2
, < y
3
<
and the potential (2.3) is given by
F(x) = cR
3p
(q), q = r/R ,
where r
2
= x
2
1
+x
2
2
, r > R, and
(q) =
_
_
(y
1
q)
2
+y
2
2
+y
2
3
_
p/2
dy ,
the domain of integration is here y
2
1
+y
2
2
< 1, < y
3
< .
The cylinder surface
o = (x
1
, x
2
, x
3
) R
3
: x
2
1
+x
2
2
= r
2
, < x
3
<
=
r
cR
3p
_
r
R
_
since the mean curvature of o is H = (2r)
1
r
2
+cR
2p
_
r
R
_
> 0.
From properties of , we omit the details, it follows that for given 0 <
X < 1 there is exactly one cylinder surface which is an equilibrium, and this
is stable, see Figure 2.5 for a typical graph of /r + [c[R
3p
(r/R). We
recall that the constant c is negative.
2.2.4 Adsorption in spherical cavities
The domain occupied by solid material is here
s
= (y
1
, y
2
, y
3
) R
3
: y
2
1
+y
2
2
+y
2
3
> R
2
,
R > 0, and the potential (2.3) is
F(x) = cR
3p
(q),
where
(q) :=
_
_
y
2
1
+y
2
2
+ (y
3
q)
2
_
p/2
dy.
with q = r/R, and r
2
= x
2
1
+x
2
2
+x
2
3
, 0 < r < R. The domain of integration
is y
2
1
+y
2
2
+y
2
3
> 1. An elementary calculation yields, if p > 4,
(q) =
2
(p 2)(p 3)
1
q
_
1
p 4
_
(1 q)
p+4
(1 +q)
p+4
+
_
(1 q)
p+3
(1 +q)
p+3
_
.
It follows that
(q) > 0,
(q) > 0, 0 < q < 1, since (q), 0 < q < 1,

can be written as a convergent power series expansion (q) =
k=0
a
2k
q
2k
,
where all coecients a
2k
are positive.
A sphere o : x
2
1
+x
2
2
+x
2
3
= r
2
=
2
r
cR
3p
_
r
R
_
=: f(r)
since the mean curvature of o is H = r
1
2
r
2
cR
2p
_
r
R
_
> 0
since the Gauss curvature of o is K = r
2
.
Thus the same assertions (i) and (ii) of the previous subsection 2.2 hold for
the case of spheres, where f and are taken from above.
Remark. In contrast to the above result each layer is stable in the volume
constrained case. This follows since o
0
: [x[ = r, 0 < r < R, satises the
equilibrium condition
2H 2[c[R
3p
_
r
R
_
= 0,
where H = r
1
, and is the constant such that this equation holds for
given r. The stability criterion (2.5) is satised for all W
1,2
(o
0
) 0
which satisfy the side condition
_
S
0
dA = 0, since
F
N
= 2[c[R
2p
_
r
R
_
is positive and
_
S
0
_
[[
2
2
r
2
2
_
dA =
_
B
1
(0)
_
[[
2
2
2
_
dA 0
for all W
1,2
(B
1
(0)) which satisfy the side condition
_
B
1
(0)
dA = 0,
where B
1
(0) denotes the boundary of the ball B
1
(0), see [78]. The proof
of this inequality is based on methods from [77].
2.2.5 Adsorption on a sphere
The domain occupied by solid material is
s
= (y
1
, y
2
, y
3
) R
3
: y
2
1
+y
2
2
+y
2
3
< R
2
,
R > 0, and the potential (2.3)
F(x) = cR
3p
(q),
where
(q) =
_
_
y
2
1
+y
2
2
+ (y
3
q)
2
_
p/2
dy
with q = r/R, and r
2
= x
2
1
+x
2
2
+x
2
3
, 0 < R < r. The domain of integration
is y
2
1
+y
2
2
+y
2
3
< 1. An elementary calculation yields, if p > 4,
(q) =
2
(p 2)(p 3)
1
q
_
1
p 4
_
(1 +q)
p+4
(q 1)
p+4
+
_
(q 1)
p+3
+ (1 +q)
p+3
_
.
A sphere o : x
2
1
+x
2
2
+x
2
3
= r
2
, r > R, denes an equilibrium if
=
2
r
+[c[R
3p
_
r
R
_
since the mean curvature of o is H = r
1
2
r
2
[c[R
2p
_
r
R
_
> 0
since the Gauss curvature of o is K = r
2
.
We obtain qualitatively the same result as in the case of a layer on a
cylinder. For given 0 < X < 1 there is exactly one sphere which is in
equilibrium, and this sphere is stable, see Figure 2.5 for a typical graph of
g(x).
15 20 25 30
0.1
0.2
0.3
Figure 2.5: Graph of g(x), Adsorbtion on a sphere
2.3 Pores of general geometry
In the case of general geometry of a pore equilibria are not known explicitely.
A proposal is to start with an equilibrium surface o(
0
) for a large [
0
[
calculated by a numerical method, then a numerical continuation procedure
yields an equilibrium o() for increasing parameter . Simultaneously one
checks whether or not o() is stable. If o() satises the stability criterion
(2.5) for <
c
and o(
c
) violates this condition, then
c
is said to be the
stability bound of this continuation procedure.
Such a numerical continuation was applied to a unilateral problem for the
rectangular plate, see [51]. In this example the parameter of continuation is
an eigenvalue.
2.4 Stability
Here we consider the question whether or not equilibria dene also minimiz-
ers of the associated energy functional. The considerations in this section
2.4. STABILITY 31
were suggested by a paper of Wente [79] concerning capillary tubes of general
cross sections.
2.4.1 Bounded surfaces
Here we suppose that the single cavity R
3

s
is bounded. An example is
a spherical cavity.
Theorem 2.3. (Bounded cavities.) Let R
3

s
be a bounded single pore.
Suppose that the free interface o
0
of the liquid layer is suciently regular,
satises the necessary condition (2.4), and the second variation is positive
for all nonzero variations, see (2.5). Then there exists a > 0 such that
c(o
0
,
0
) < c(o
0
,
0
)
for all surfaces o dierent from o
0
, and located in a -neighbourhood of o
0
.
We suppose that o is suciently regular such that the divergence theorem
holds.
Proof. The proof is based on a method of H. A. Schwarz [67] for minimal
surfaces. We will show that an equilibrium surface o
0
can be embedded
in a foliation, provided that the second variation is positive for all nonzero
variations. Dene for a small > 0 the -neighbouhood of o
0
by
D
(o
0
) = y R
3
: y = x(u) +s N(u), < s < .
A family o(), (
0
,
0
+), which covers D
simply is called foliation,

and a surface o
0
is called embedded in this family if o
0
= o(
0
).
Lemma 2.1. (Existence of an embedding family). Let o
0
be a solution of
2H +F
0
= 0 on o
0
,
and suppose that the second variation of c(o,
0
) at o
0
is positive on W
1,2
(o
0
)
0. Then there exists a foliation o() of D
(o
0
), where > 0 is suciently
small, and each element of this foliation solves
2H +F = 0 on o().
Proof. We will show that the embedding family is given by x + (u, )N,
where the scalar function is the solution of
2H(x +N) +F(x +N) (
0
+) = 0.
The constant is from the interval (, ). Dene the mapping
M(, ) : C
2,
(o
0
) (, ) C
(o
0
),
where 0 < < 1 is a constant Holder exponent, by
M(, ) = 2H(x +N) +F(x +N) (
0
+).
Since M(0, 0) = 0 , and M
(0, 0), dened by

M
(0, 0) h = h 2(2H
2
K)h +
F
N
h,
see [7], p. 186, for the formula of the rst variation of H, is a regular mapping
from C
2,
(o
0
) C
(o
0
), it follows from an implicit function theorem that
there is a unique solution
= (u, ) = v(u) +r(u, )
of M(, ) = 0, where r(u, ) C
2,
(o
0
) [[r()[[
C
2,
(S
0
)
= o() as 0, r
exists, r
C
2,
(o
0
) and lim
0
[[r
(u, )[[
C
2,
(S
0
)
= 0. Moreover, v is the
solution of the Jacobi equation
v 2(2H
2
K)v +
F
N
v 1 = 0 (2.7)
on o
0
. From this equation and from the fact that the second variation is
positive for all nonzero variations, we obtain that v > 0 on o
0
as follows.
Set
(u) = maxv(u), 0
and
q = 2(2H
2
K) +
1
F
N
.
Then
0 =
_
S
0
(v +qv
1
) dA
=
_
S
0
(v +qv
1
) dA
=
_
{v0}
([[
2
+q
2
+
1
) dA
=
_
S
0
([[
2
+q
2
+
1
) dA.
2.4. STABILITY 33
Combining this equation and inequality (2.5), we nd that 0, i. e., v 0
on o
0
. This inequality and equation
v +q v =
1
on o
0
imply that v > 0 on o
0
. If not, then there is a P o
0
where v(P) = 0.
Then v = 1/ and v 0 at P, which is a contradiction. The
previous argument is called touching principle. Finally, for given y = x(u) +
s N(u) D
(o
0
), > 0 suciently small, there exists a unique solution
(s) of (u, ) = s since
(u, 0) = v(u) > 0. 2

Let x D
(o
0
) and consider the associated surface o((x)) from the family
o(). We recall that (x) is constant on o((x)), and
2H +F(x) (x) = 0 on o((x)).
Let n be the inward normal on the surface o((x)) at x, see Figure 2.6, then
div n = 2H.
Combining both equations, we have at x D
(o
0
) the equation
n
S
S
x
(x)) S(
0
n
=
Figure 2.6: Proof of Theorem 2.1
div n +
1
(F(x) (x)) = 0.
Let o be any other regular surface sitting inside of D
(o
0
). Here we assume
that o is inside of the domain dened by o
0
, see Figure 2.6. For the general
case see a remark in [18], p. 81 (at the end of the proof of Lemma 1). Let
T
0,S
be the domain between o
0
o(
0
) and o. Then
0 =
_
T
0,S
_
div n +
1
(F(x) (x))
_
dx
=
_
T
0,S
n dA+
1
_
T
0,S
(F(x) (x)) dx,
where is the exterior unit normal on T
0,S
. Since = n on o
0
, it follows
[o[ [o
0
[ =
_
S
(1 n ) dA
1
_
T
0,S
(F(x) (x)) dx. (2.8)
From the denition (2.1) of the energy we get
c(o,
0
) c(o
0
,
0
) = ([o[ [o
0
[) +
_
T
0,S
F(x) dx
0
[T
0,S
[. (2.9)
Combining (2.9) and (2.8), we nd that
c(o,
0
) c(o
0
,
0
) =
_
S
(1 n ) dA+
_
T
0,S
((x)
0
) dx.
Since (x) >
0
if x T
0,S
, the theorem is shown. 2
Remark. Liquid layers in equilibrium on and in spherical cavities studied
above which are stable in the sense that the second variation is positive for
all nonzero variations are stable in the sense of the previous theorem.
Remark. In all explicit examples above this lemma is superuous since
an embedding family is dened in a natural way, in the cases of ball or
cylinder cavities by varying the radius r. The resulting surfaces are planes,
concentric spheres or coaxial cylinders, resp.
2.4.2 Unbounded surfaces
Here we suppose that the single cavity R
3

s
is unbounded. Examples are
slit and cylinder cavities. In fact, there are no such cavities. On the other
hand, such objects serve as an approximation of long cylinder cavities, for
example. In general, the denition of the energy by (2.1) makes no sense
if o is unbounded. But the dierence (2.9) is well dened if o
0
is replced
2.4. STABILITY 35
by a suciently regular bounded subdomain / o
0
. For given suciently
small positive dene a -neighbourhood of / by
D
M
(o
0
) = y R
3
: y = x +s N, x /, < s < .
In this section we consider the example of a cylinder type cavity, see Fig-
ure 2.7. We will nd an embedding family x+()N of /, where = (u, )
M
M
S
l
v
s
0
M
Figure 2.7: Cylinder type cavity

is the solution of the boundary value problem
2H(x +N) +F(x +N) (
0
+) = 0 on /
= on /.
Replacing the lateral surfaces of D
(/) by surfaces
0
D
M
(o
0
) close
to such that n = 0 on
0
, where is the normal on
0
and n is the
normal on the surfaces of the embedding family. The resulting domain is
denoted by D
0
(/), see Figure 2.8. Set /

0
= o
0
D
0
(/) and suppose

that a suciently regular surface o is in D
0
(/), see Figure 2.8. Let T

0,S
be the domain between /
0
and o. Then the considerations of the proof of
the theorem in the previous subsection leads to
Theorem 2.4 (Unbounded cavities.) Suppose that the free interface o
0
of
the liquid layer is suciently regular, satises the necessary condition (2.4)
and the second variation, see (2.5), is positive for all nonzero variations
with compact support. Then there exists a > 0 such that
c(S, /
0
,
0
) := ([o[ [/
0
[) +
_
T
0,S
F(x) dx
0
[T
0,S
[ > 0
for all surfaces o dierent from /
0
, and which are located in D
0
(/).
S

0
0
0
0
D
0
(M)
Remark. In the case of a cylinder cavity, see Section 2.2.2, the lateral
surfaces are already perpendicular on the surfaces of the embedding family,
i. e., we can set =
0
.
Remark. Liquid layers in equilibrium on and in cylindrical cavities studied
in Section 2.2.2 which are stable in the sense that the second variation is
positive for all nonzero variations with compact support are stable in the
sense of the previous Theorem 2.4.
2.5 Appendix
Consider a family o(), [[ <
0
, of surfaces given by
z(u, ) = x(u) +(u)N(u),
where is a given suciently regular function on the parameter domain
U R
2
where the support is a compact subset of U. Set
W(u, ) =
_
E(u, )G(u, ) F
2
(u, ),
where E(u, ), G(u, ) F(u, ) are the coecients of the rst fundamental
form of o(), and N(u, ), H(u, ) are the normal and the mean curvature
associated to the surface o(), resp.
Lemma A.2.1.
d
d
[o()[ = 2
_
U
H(u, )N(u, ), z
(u, ))W(u, ) du.

2.5. APPENDIX 37
Proof. Set u = (, ), then
d
d
[o()[ =
_
U
1
W(u, )
_
E(u, )z
(u, ), z
(u, ))
F(u, )[z
(u, ), z
(u, )) +z
(u, ), z
(u, ))]
+G(u, )z
(u, ), z
(u, ))
_
du.
The formula of the lemma follows by integration by parts, see [18, 19], p.
45, p. 44, resp., and by using the formula z = 2HN, see [18, 19], p. 71,
p. 72, resp., for a proof of this formula. 2
Corollary.
_
d
d
[o()[
_
=0
= 2
_
S
0
H
0
dA
where o
0
= o(0), and H
0
denotes the mean curvature of o
0
.
Let
F(x) = c
_
s
dy
[x y[
p
,
where c is a positive constant, and p 4 is a constant. Set
w(o) =
_
v
(S)
F(x) dx,
here
v
denotes the domain lled with vapour.
Lemma A.2.2.
d
d
w(o()) =
_
U
F(z(u, ))N(u, ), z
t
(u, ))W(u, ) du.
Proof.
_
v
(S())
F(x) dx =
_
v
(S
0
)
F(x) dx
_

0
_
U
F(z(u, t)) det
z(u, t)
(u, t)
dudt.
This formula holds also if o() is not completely located in the vapour region
associated to o
0
, see a remark in [18], p.81.
Since
z(u, t)
(u, t)
= z
(u, t) z
(u, t), z
t
(u, t))
= N(u, t), z
t
(u, t))W(u, t),
it follows that
d
d
_
v
(S())
F(x) dx =
_
U
F(z(u, ))N(u, ), z
t
(u, ))W(u, ) du.
2
Corollary.
_
d
d
w(o())
_
=0
=
_
S
0
F(x(u)) dA.
Lemma A.2.3.
d
d
[
l
(o())[ =
_
U
N(u, ), z
(u, ))W(u, ) du.

Proof. If o() is completely located in the vapour region associated to o
0
,
then
l
(o()) =
l
(o
0
)
1
, where
1
= z(u, t) : u U, 0 < t < . The
nal formula holds for the general case, see a remark in [18], p.81. Then
[
l
(o())[ = [
l
(o
0
)[ +
_

0
_
U
N(u, t), z
t
(u, t))W(u, t) dudt.
2
Corollary.
_
d
d
[
l
(o())[
_
=0
=
_
S
0
dA.
Second derivatives of the integrals with respect to are used for stability
considerations.
Set
D(u, ) = N(u, ), z
(u, ))W(u, ),
and let be the Laplace-Beltrami operator on o
0
, and H
0
= H(u, 0),
K
0
= K(u, 0) the mean and Gauss curvature of o
0
, resp.
Lemma A.2.4.
_
d
2
d
2
[o()[
_
=0
= 2
_
S
0
_
+ 2(2H
2
0
K
0
)
_
dA2
_
U
H
0
(u)D
(u, 0) du.
2.5. APPENDIX 39
Proof. From Lemma A.2.1 we get
_
d
2
d
2
[o()[
_
=0
= 2
_
S
0
H
(u, 0) dA2
_
U
H(u, 0)D
(u, 0) du.
Then the formula of the lemma follows since
2H
(u, 0) = + 2(2H
2
0
K
0
)
see for example [7] or the appendix to the chapter on capillary interfaces. 2
Finally we obtain from Lemma A.2.2 and Lemma A.2.3
Lemma A.2.5.
_
d
2
d
2
w(o())
_
=0
=
_
S
0
F, N)
2
dA+
_
U
F(x(u))D
(u, 0) du.
Lemma A.2.6.
_
d
2
d
2
[
l
(o())
=0
=
_
U
D
(u, 0) du.
Remark. In the above integrals over o
0
we can assume that C
1
(o
0
) or
C
2
(o
0
), resp., if o
0
is bounded. This follows by partition of unity and
since o
0
has no boundary.
Remark. We did not need an explicit formula for D
(u, 0) since it was

assumed that the interface o
0
is in an equilibrium, i. e., equation (2.4) is
satised. On the other hand there is an explicit formula
D
(u, 0) = 2H(u, 0)
2
W(u, 0), (2.10)
see an exercise.
2.6 Problems
1. Assume 2(H
2
K) +F, N)/ is constant at the equilibrium state
o
0
. Show that 2(H
2
K) +F, N)/ 0 is a necessary condition
for stability.
Hint: := const.
2. Show that (q), dened in Section 2.2.2 (adsorption in cylinder cav-
ities) satises (q) > 0,
(q) > 0,
(q) > 0 on 0 < q < 1, and

lim
q1
(q) = , lim
q0+0
(q) > 0,
(0) = 0.
3. Set
f(r) =

r
cR
3p
_
r
R
_
,
see Section 2.2.2. Prove that f(r) is positive, strictly convex on 0 <
r < R, lim
r0
f(r) = and lim
rR
f(r) = .
4. Consider the adsorption on a cylinder, see Section 2.2.3. Show that
for given 0 < X < 1 there is exactly one cylinder surface which is an
equilibrium, and this equilibrium is stable.
5. Prove formula (2.10).
Hint. Show that, see [7], p.184,
W() = W
0
_
1 2H +
2
K
2
+
1
2
2
[[
2
+O(
3
)
_
by using the following formulas.
E() = x
u
1
+N
u
1
+N
u
1
, x
u
1
+N
u
1
+N
u
1
)
= E
0
2l +
2
N
u
1
, N
u
1
)
2
+
2
2
u
1
F() = x
u
1
+n
u
1
+n
u
1
, x
u
2
+N
u
2
+N
u
2
)
= F
0
2m +
2
N
u
1
, N
u
2
)
2
+
2
u
1
u
2
G() = x
u
2
+N
u
2
+N
u
2
, x
u
2
+N
u
2
+N
u
2
)
= G
0
2n +
2
N
u
2
, N
u
2
)
2
+
2
2
u
2
,
where l, m, n are the coecients of the second fundamental form
dened by
l = x
u
1
, N
u
1
)
2m = x
u
1
, N
u
2
) x
u
2
, N
u
1
)
n = x
u
2
, N
u
2
).
2.6. PROBLEMS 41
The coecients e, f, g of the third fundamental form dened by
e = N
u
1
, N
u
1
), f = N
u
1
, N
u
2
), g = N
u
2
, N
u
2
)
satisfy the relations, see [7], p. 69, for example,
KE 2Hl +e = 0
KF 2Hm+f = 0
KG2Hn +g = 0.
It follows that
E() = E
0
2l +
2
2
(2Hl KE) +
2
2
u
1
F() = F
0
2m +
2
2
(2HmKF) +
2
u
1
u
2
G() = G
0
2n +
2
2
(2Hn KG) +
2
2
u
2
.
Dene
[[
2
=
E
0
2
u
2
2F
0
u
1
u
2
+G
0
2
u
1
W
2
0
.
Then the above expansion of W() follows.
6. Prove the corollary to Lemma A.2.1.
Hint. Partition of unity, and o
0
has no boundary.
Chapter 3
Capillary interfaces
3.1 Governing energy
Let
s
R
3
be a domain occupied by homogeneous solid material. This
domain
s
is called container. By
l
=
l
(o) we denote the domain lled
with liquid, where o denotes the interface between the liquid and the vapour
which lles the domain
v
, see Figure 1.3. Let
J(o) =
s

l
(o)
be the wetted part of the container wall
s
. In this chapter we assume
that the container wall is a suciently smooth surface, and that the energy
of the problem is given by
c(o) = [o[ [J(o)[ +
_
l
(S)
F(x) dx, (3.1)
where F = Y , and
Y potential energy per unit mass, for example Y = gx
3
, g = const. gravita-
tional force,
local density of the liquid,
surface tension, = const. > 0,
J wetted part of the container wall,
l
domain occupied by the liquid.
Additionally we have for given volume V of the liquid the constraint
[
l
(o)[ = V. (3.2)
By [o[, [
l
(o)[ we denote the area resp. volume of o,
l
(o).
43
44 CHAPTER 3. CAPILLARY INTERFACES
The problem is to nd minimizers of c in an appropriate class of comparison
surfaces o.
Let o
0
be a given regular surface. Then we will derive necessary and
sucient conditions such that this surface denes a minimizer of the asso-
ciated energy functional subject to a given family of comparison surfaces.
Assume x : u U R
3
, u = (u
1
, u
2
) or u = (, ), denes the regular
surface o
0
, where U R
2
is a domain such that x(u) if u U, and
x(u) R
3

s
if u U. We choose the parameters such that the
normal
N
S
0
=
x
[x
[
is directed out of the liquid, and that the normal N
at the container wall

is directed out of the solid material
s
of the container, see Figure 1.3.
3.2 Equilibrium conditions
Following Finn [21], Chapter 1, we dene for a given conguration o
0
,
0
,
where
0
=
0
, a one parameter family of admissible comparison surfaces
which are in general not yet volume preserving. Set
z
0
(u, ) = x(u) +(u) +r(u, ),
[[ <
0
, the remainder r is continuously dierentiable with respect to all
arguments, such that r = O() as 0, z
0
(u, ) R
3
(
s

0
) if u U,
z
0
(u, ) if u U, z
0
(u, )
0
if u
2
U, and
(u) = (u)N
S
0
(u) +(u)T
S
0
(u)
is a given vector eld. Here N
S
0
denotes the unit normal to o
0
pointed to
the exterior of the liquid, and T
S
0
is a unit tangent eld dened on a strip
U
of U of width , such that on o

0
,
0
:= T
S
0
is orthogonal to o
0
and
points to the exterior of the liquid, see Figure 3.1. In generalization to the
normal at the boundary of a two dimensional domain the vector
0
at o
0
is called conormal. We assume that and are suciently regular on U,
supp U
, and
2
+
2
1. Dene on o
0
= x(u) : u U the angle
[0, ] by cos = N
N
S
0
. This angle depends on P o
0
. Later we
will see that this angle is a constant. Since , N
) = 0 at o
0
and N
, N
S
0
,
T
S
0
are in a common plane, it follows
(u) cos (u) sin = 0, (3.3)
3.2. EQUILIBRIUM CONDITIONS 45
0
T
S
S
S
0
0
Figure 3.1: T
S
0
at o
0
where u U. The family z
0
(u, ), where satises equation (4.3), is called
a family of admissible comparison surfaces. Such a family exists provided
the boundary of the container is suciently smooth. The proof exploits the
implicit function theorem, we omit the details. Set
1 = = N
S
0
+T
S
0
: (, ) satises (3.3).
Suppose that for given 1 the family z(u, ) is volume preserving, i. e.,
[(o()[ = V for all [[ <
0
. It follows that
_
S
0
dA = 0 (3.4)
since, see the corollary to Lemma A.3.4 of the appendix to this chapter,
_
d
d
[(o()[
_
=0
=
_
S
0
dA.
On the other hand, let 1 satises the side condition (3.4), then there
exists a volume preserving family of admissible comparison surfaces given
by z(u, ) = x(u) + + O(
2
) with a suciently regular remainder O(
2
),
see Lemma A.3.1 of the appendix to this chapter. Suppose that o
0
is en-
ergy minimizing subject to such a family of comparison surfaces o(), i. e.,
c(o()) c(o
0
). Then
_
d
d
c(o())
_
=0
= 0. (3.5)
A suciently regular surface o
0
dened by x(u) is said to be an extremal
if equation (3.5) is satised, where o() is a volume preserving family of
comparison surfaces dened above. Set
1
0
= 1 :
_
S
0
dA = 0. (3.6)
Let
f
(x), ) =
_
d
d
c(o())
_
=0
g
(x), ) =
_
d
d
[(o()[
_
=0
,
where
g
(x), ) =
_
S
0
dA
and, see the corollaries to Lemma A.3.2A.3.4 of the appendix to this chap-
ter,
f
(x), ) = 2
_
S
0
H
0
dA+
_
S
0
ds
_
S
0
( sin + cos ) ds +
_
S
0
F(x) dA.
From a Lagrange multiplier rule, see Chapter 8, it follows that there exists
a real constant such that
f
(x), ) +g
(x), ) = 0 (3.7)
for all 1.
Theorem 3.1. Suppose that o is an extremal, then
2H +F(x) + = 0 on o
0
cos = on o
0
.
Proof. See Finn [21], p. 10. From the above formula (3.7) we get
0 =
_
S
0
(2H +F(x) +) dA
+
_
S
0
[ sin +(1 cos )] ds
for all ((u), (u)) satisfying
2
+
2
1 in U and (3.3). Thus
2H +F(x) + = 0 on o
0
and
_
S
0
[ sin +(1 cos )] ds = 0
for all ((, ), (, )), (, ) U, satisfying (3.3).
Set
= sin , = cos ,
where = (, ), [[ 1, C(U). Then
_
S
0
( cos ) ds = 0
for all these . It follows that cos = on o
0
.
2
Remark. If Y is the gravitational potential Y = gx
3
, g gravity, directed
downwards into the negative x
3
-axis, see Figure 1.3, then
2H =
0
+
g
x
3
on o
0
where
0
= /. If is a constant (incompressible uid), then the constant
=
g
is called capillarity constant.

3.2.1 The capillary tube
Consider a capillary tube with constant cross section R
2
. We assume
that the cross section is perpendicular to the x
3
-axis, see Figure 3.2. Suppose
that the capillary surface o is a graph over and that the potential Y is
the gravitational potential Y = gx
3
, where g denotes the gravity directed
downwards into the negative x
3
-axis. Set
0
= /, then the boundary
value problem of Theorem 3.1 reads as
div Tu = u +
0
in (3.8)
Tu = cos on , (3.9)
where is the exterior unit normal at (where it exists), and
Tu =
u
_
1 +[u[
2
.
x
3
g
liquid
S
Figure 3.2: Capillary tube

If > 0, then the following mapping eliminates the Lagrange parameter
in (3.8). Set
u = v

0
, (3.10)
then we arrive at
div Tv = v in
Tv = cos on .
If is bounded and suciently regular, then the Lagrange parameter is
dened through the data of the problem. To see this, we integrate equa-
tion (3.8) over , use the boundary condition (3.9) and obtain
0
=
[[ cos V
[[
,
where V denotes the volume of the liquid. In this calculation we suppose
that there are no dry spots on the bottom . Consequently let v be a
solution of the previous boundary value problem, then the solution u of the
problem (3.8) is given by (3.10).
Scaling. In many applications one considers tubes with a cross section of
a small size. It is often convenient to have such a small parameter in the
equation instead in the domain. An important example is a disk B
a
(0)
with radius a and center at the origin. The boundary value problem in
consideration is
div Tu = u in (a)
Tu = cos on (a)
where x (a), u = u(x), and a is a positive parameter, a representative
length. The mapping (similarity transformation)
y =
x
a
, v(y) =
1
a
u(ay)
transforms this problem into
div Tv = Bv in
Tv = cos on ,
where
B = a
2
is called Bond number. Here we assume that the mapping y = x/a maps
(a) onto a xed domain , independent of a.
3.3 Explicit solutions
There are only few examples where explicit solutions are known. We will see
in Chapter 6 that such solutions can serve as a leading term for asymptotic
expansions of solutions to problems where no explicit solutions are known.
3.3.1 Ascent of a liquid at a vertical wall
Let = (x
1
, x
2
) R
2
: x
1
> 0 be the right half plane, and consider the
boundary value problem
div Tu = u in
Tu = cos on ,
where is a positive constant. Now we assume additionally that there exists
a solution u which depends on x = x
1
only such that lim
x
u(x) = 0 and
lim
x
u
(x) = 0. In the following we will nd such a solution. From a

maximum principle of Finn and Hwang [25], see Section 6.1, it follows that
this solution is the only one of the original boundary value problem without
the additionally assumptions. Thus we have to consider a boundary value
problem for an ordinary dierential equation.
_
u
(x)
_
1 +u
(x)
2
_
= u(x), 0 < x < (3.11)

lim
x0, x>0
u
(x)
_
1 +u
(x)
2
= cos (3.12)
lim
x
u(x) = 0, lim
x
u
(x) = 0. (3.13)
From the identities
g
h
x
S
liquid
u
Figure 3.3: Ascent of liquid at a vertical wall
_
u
(x)
_
1 +u
(x)
2
_
=
u
(x)
(1 +u
(x)
2
)
3/2
(3.14)
=
1
u
(x)
_
1
_
1 +u
(x)
2
_
(3.15)
it follows from (3.11) that
1
u
(x)
_
1
_
1 +u
(x)
2
_
= u
_
1
_
1 +u
(x)
2
_
=
1
2
(u
2
)
.
Consequently we have
1
_
1 +u
(x)
2
=
1
2
u
2
+C,
where C is a constant. From the boundary conditions (3.13) we see that
C = 1. Then
1
_
1 +u
(x)
2
= 1
1
2
u
2
. (3.16)
Combining this formula with the boundary condition (3.12), we get for the
ascent h = u(0) of the liquid at the wall, see Figure 3.3 for the case 0
/2,
h =
_
2
_
1 sin .
Instead of u = u(x) we consider the inverse function x = x(u). Here we
assume that x
(u) ,= 0. It turns out that this inequality is satised for the

solution which we will calculate in the following. Then we obtain from (3.16)
equation
(u)
_
1 +x
(u)
2
= 1
1
2
u
2
. (3.17)
We have used the additional assumption that x
(u) < 0, which is satised

for the calculated solution. We suppose here that 0 < /2. From (3.17)
it follows
x
(u) =
u
2
/2 1
_
1 (u
2
/2 1)
2
=
u
2
/ 1
u/
2 u
2
,
where := 2/. Using the substitution
=
_
2 u
2
,
we nd that
x(u) =
_
u
2
/2 1
_
1 (u
2
/2 1)
2
du +C
= +
_
d
2
2
+C
=
_
2 u
2
+

2
2
ln
_
2 +
2 u
2
2 u
2
_
+C.
The constant follows from the condition x(u(0)) = 0, where u(0) = h, and
the nal formula is
x(u) =
_
2 h
2
_
2 u
2
+
_
2
ln
_
(
2 h
2
)u
(
2 u
2
)h
_
,
where = 2/.
3.3.2 Ascent of a liquid between two parallel plates
Let (d) = (x
1
, x
2
) R
2
: d/2 < x
1
< d/2, d > 0, and consider the
div Tu = u in
Tu = cos
1
on
1
Tu = cos
2
on
2
,
where is a positive constant, and
1
,
2
are the two walls, see Figure 3.4.
Now we assume additionally that there exists a solution u which depends on
x = x
1
only, see Figure 3.4. In the following we will nd such a solution. As
d/2
u
g
liquid
2
1
S
2
x
d/2
Figure 3.4: Ascent of liquid between two vertical walls
in the previous example, from a maximum principle of Finn and Hwang [25],
see Section 6.1, it follows that this solution is the only one of the original
boundary value problem without the additionally assumption. Thus we have
to consider a boundary value problem for an ordinary dierential equation.
After scaling y = x/d, v(y) := u(dy)/d, we arrive at the following boundary
value problem, where B = d
2
.
_
v
(y)
_
1 +v
(y)
2
_
= Bv(y), 1/2 < y < 1/2 (3.18)

lim
y(1/2)+0
v
(y)
_
1 +v
(y)
2
= cos
1
(3.19)
lim
y(1/2)0
v
(y)
_
1 +v
(y)
2
= cos
2
. (3.20)
To simplify the consideration here, we consider the case that the contact
angles on
1
and
2
are the same: =
1
=
2
. Then we seek a solution of
_
v
(y)
_
1 +v
(y)
2
_
= Bv(y), 0 < y < 1/2

lim
y(1/2)0
v
(y)
_
1 +v
(y)
2
= cos
v
(0) = 0.
As in the case of the ascent on a vertical wall we see that the inverse function
y(v) satises
y
(v)
_
1 +y
(v)
2
= C
v
2
a
2
, (3.21)
where C is a constant and a =
_
2/B. Suppose that 0 /2, and
assume v
(y) > 0, 0 < y 1/2, if < /2. The previous assumption is

satised for the solution which we will derive in the following. Then
y
(v) =
C v
2
/a
2
_
1 (C v
2
/a
2
)
2
y(v) =
_
v
v
0
C t
2
/a
2
_
1 (C t
2
/a
2
)
2
dt, v
0
v v
1
,
where
v
0
= v(0) =
_
2
B
C 1, v
1
= v(1/2) =
_
2
B
_
C sin ,
see (3.21). The substitution
cos = C
t
2
a
2
, 0

2
,
where denotes the angle of inclination of the curve dened by v(y), leads
to the elliptic integral
X() =
a
2
_

0
cos
C cos
d.
Then we nd the constant C 1 as the solution of
1
2
=
a
2
_
(/2)
0
cos
C cos
d.
It follows that C if a =
_
2/B . We recall that B = d
2
.
Consequently
B =
C
_
(/2)
0
cos d +O
_
1
C
3/2
_
=
C
cos +O
_
1
C
3/2
_
as C , which implies that
C =
2
B
cos
2
+O(
B)
as B 0, see an exercise. Then
v
0
, v
1
=
2
B
cos +O(1)
as B 0.
Since u(x) = dv(y), we obtain nally
u
0
, u
1
=
2
d
cos +O(d)
as d 0.
3.3.3 Zero gravity solutions
Here we consider domains R
2
such that there are solutions u(x) of
div Tu = 2H in (3.22)
Tu = cos on , (3.23)
where H is a constant.
Constant circular cross section
Let (a) = B
a
(0) be a disk with radius a and center at the origin. We
assume that the solution u(x) in consideration is rotationally symmetric
with center at the origin, i. e., u(x) = v(r), where r =
_
x
2
1
+x
2
2
, then
1
r
_
rv
(r)
_
1 +v
(r)
2
_
= 2H (3.24)
lim
ra0
v
(r)
_
1 +v
(r)
2
= cos . (3.25)
From a comparison principle, see Section 6.1, it follows that every solution
must be rotationally symmetric. Integrating (3.22) over (a) and using the
boundary condition, we get
2H =
2 cos
a
. (3.26)
Equation (3.24) implies
rv
(r)
_
1 +v
(r)
2
= Hr
2
+C.
Set r = 0, it follows that the constant C is zero. Then, if 0 /2,
v(r) =
_
1
H
2
r
2
+C
with another constant C. Thus v(r) denes a circle with radius 1/[H[ and
center at (0, C). Suppose that the liquid of given volume V occupies a
domain as shown in Figure 3.5a, i. e., we consider a tube closed by a at
bottom, and suppose that there is enough liquid such there is no dry spot
at the bottom. Then we nd from
V = 2
_
a
0
rv(r) dr
that
C =
V +
2
3
a
2
a
2
.
Assume there is no bottom, and let o
+
and o
be dened by
v
+
=
_
1
H
2
r
2
+C
+
, v
=
_
1
H
2
r
2
+C
,
(a)
(b)
liquid
liquid
S
S
+
Figure 3.5: Liquid in a circular tube
resp., with constants C
+
, C
, see Figure 3.5b. Then

C
+
C
=
V +
4
3
a
2
a
2
.
Here we assume that there is enough liquid such that o
+
is above of o
.
Liquid between two coaxial cylinders
Consider problem (3.22), (3.23) over an annulus domain 0 < a < [x[ < b <
and assume that there exists a solution which is dened as a graph over
the x-plane, then
div Tu = 2H in a < [x[ < b
Tu = cos
1
on [x[ = a
Tu = cos
2
on [x[ = b
Scaling x = by, v(y) := u(by)/b leads to
div Tv = 2A in q < [y[ < 1
Tv = cos
1
on [y[ = q
Tv = cos
2
on [y[ = 1,
where q = a/b. By integration of the dierential equation we obtain for the
constant
A =
cos
2
+q cos
1
1 q
2
.
Suppose the solution in consideration is rotationally symmetric. From a
maximum principle, see Section 6.1, it follows that every solution must be
rotationally symmetric. Set w(r) = v(y), r =
_
y
2
1
+y
2
2
, see Figure 3.6.
Then the boundary value problem is
liquid
liquid
S
(a)
(b)
1
2
+
S
Figure 3.6: Liquid between two coaxial cylinders
1
r
_
rw
(r)
_
1 +w
(r)
2
_
= 2A, q < r < 1

lim
rq+0
w
(r)
_
1 +w
(r)
2
= cos
1
lim
r10
w
(r)
_
1 +w
(r)
2
= cos
2
.
Elementary calculations lead to the elliptic integral
w(r) =
_
r
q
f(s)
_
1 f
2
(s)
ds +const.,
where
f(s) =
1
s
_
q cos
1
+A(s
2
q)
_
,
see an exercice. In Figure 3.6b the upper surface o
+
is given by bw([y[) +B,
and the lower surface o
by bw([y[) +C with a constant C.

Cross section is a regular n-gon
Consider problem (3.22), (3.23), where 0 /2. Let be a regular
n-gon, where the corners lie on the unit circle. It is easily seen that the
lower hemisphere given by
v
0
(x; ) =
1
H
_
1 H
2
[x[
2
,
with
H =
cos
cos(/n)
,
is a solution of (3.22), (3.23) if H 1, see Figure 3.7 for the case that
is a square. The previous inequality implies that /n , or, equivalently,
+ /2, where 2 denotes the interior angle at the corners. From a
maximum principle, see Section 6.1, it follows that every solution of (3.22),
(3.23) is given by v
0
+ const., provided that /n holds. The following
S
Figure 3.7: Cross section is a square

proposition shows that there is no solution of (3.22), (3.22) if /n > .
Let R
2
be a domain with a corner located at the origin and assume
that this corner with opening angle 0 < 2 < is locally dened by straight
lines, see Figure 3.8.
Theorem 3.2 (Concus and Finn [12]). Suppose that u C
2
(
a
) C
1
(
a
0) is a solution of
div Tu = f(x, u) in
a
Tu = cos on
(1)
a

(2)
a
,
where f(x, u) is given function satisfying
sup
x
a
[f(x, u(x))[ < .
Then
+

2
.
x
x
a
a
a
(1)
(2)
1
2
a
a
Figure 3.8: Corner domain
Proof. Integrating the dierential equation over
c
, 0 < c a, we nd that
_
(1)
c

(2)
c
Tu ds +
_
c
Tu ds =
_
c
f(x, u(x)) dx
2[
c
[ cos +
_
c
Tu ds = O([
c
[).
Since [ Tu[ 1, it follows
2[
c
[ cos [
c
[ +O(c
2
)
2c
cos
cos
2c tan +O(c
2
),
which implies that cos sin , and the theorem is shown. We recall that
0 /2.
2
Corollary. If there is a corner of with interior angle 2 dened locally
through straight lines, then there is no bounded solution of
div Tu = f(x, u) in
Tu = cos on ,
where f(x, u) is given function satisfying
sup
x,|u|C
[f(x, u)[ = m(C) <
if + < /2 holds.
Thus one expects that liquid, oil for example, ows out of a glass with edges
of interior angles less than 2. On the other hand an upper edge can
serve as a wetting barrier which prevents the liquid to ow out of the glass,
see Chapter 5.
3.4 Stability
We will show that a capillary interface in equilibrium denes a strong energy
minimizer if there exists an embedding foliation of capillary surfaces and if
the Lagrange multiplier decreases with increasing volume of liquid in the
container. We also give a proof of Wentes second variation formula which
includes the borderline cases that the contact angle is 0 or . Finally, we
discuss the question of the existence of an embedding foliation for a given
capillary interface in equilibrium.
Let K
be the curvature at P o
0
of the plane curve dened by the
intersection of with the plane through P and the linear span N
S
0
(at P)
and
0
. This curvature is considered as nonnegative if the curve bends in the
direction of N
. Extending an idea of Finn, we consider a class of volume

preserving admissible comparison surfaces o() dened by
z(u, ) = x(u) +(u) +q()
0
(u)N
0
(u) +

2
2
[(u)[
2
r(u) +O(
3
), (3.27)
where 1
0
is given,
r(u) = K
(u)N
(u)(u).
Here K
(u) and N
(u) denote smooth extensions of K
and N
, which are
dened on o
0
, to U
, and (u) is a given smooth function which satises

3.4. STABILITY 61
(u) = 1 if u U and (u) = 0 if dist (u, U) > . For example, N
(u) :=
N
S
0
(u) cos T
S
0
(u) sin is an extension of N
(u), u U to U
. We can
assume that the remainder O(
3
) is suciently regular, which follows from
an implicit function theorem, we omit the details. The function q() satises
q(0) = 0 and q
(0) = 0, see Lemma A.3.1. We recall that

1 = = N
S
0
+T
S
0
: (, ) satises (3.3)
and
1
0
= 1 :
_
S
0
dA = 0.
Suppose that o
0
= o(0) is an equilibrium interface, i. e., x(u) satises the
necessary conditions of Theorem 3.1. Set
L(o, ) = c(o) +([(o)[ V ),
then, if 1
0
,
c(o()) c(o
0
) = L(o(), ) L(o
0
, )
=
_
d
d
L(o(), )
_
=0
+

2
2
_
d
2
d
2
L(o(), )
_
=0
+O(
3
).
Since
_
d
d
L(o(), )
_
=0
= 0
for all 1, see the Lagrange equation (3.7), in particular for 1
0
. Thus
_
d
2
d
2
L(o(), )
_
=0
0
is a necessary condition such that the inequality
c(o()) c(o
0
)
holds for all [[ <
0
.
Next we will calculate
_
d
2
d
2
L(o(), )
_
=0
under the assumption that o
0
denes an equilibrium, i. e., it satises the
equations of Theorem 3.1.
From Lemma A.3.2A.3.4 of the appendix to this chapter we see that
d
d
L(o(), ) = 2
_
U
H(u, )N(u, ), z
(u, ))W(u, ) du
+
_
S()
(u, ), z
(u, )) ds()
_
U
Z
0,
(, ), (u, ))[Z
0,
(, )[ d
+
_
U
F(z(u, )N(u, ), z
(u, ))W(u, ) du
+
_
U
N(u, ), z
(u, ))W(u, ) du, (3.28)

where ds() = [Z
(, )[d, Z(, ) = z(u(), ), Z

0
(, t) = z
0
(u(), t) and
u() is a regular parameter representation of U.
Set
D(u, ) = N(u, ), z
(u, ))W(u, ),
then
_
d
2
d
2
L(o(), )
_
=0
= 2
_
U
H
(u, 0)D(u, 0) du
2
_
U
H(u, 0)D
(u, 0) du
+
_
U
_

(u, ), z
(u, ))
_
=0
[Z
(, 0)[ d
+
_
U
(u, 0), z
(u, 0))
_

[Z
(, )[
_
=0
d
_
U
_

(u, ), Z
0,
(, ))
_
=0
[Z
0,
(, )[ d
1
U
(u, 0), Z
0,
(, 0))
_

[Z
0,
(, )[
_
=0
d
+
_
U
F(x(u)), z
(u, 0))D(u, 0) du
+
_
U
F(x(u))D
(u, 0) du.
From the dierential equation 2H
0
(u) + F(x(u)) + = 0 on o
0
and the
formula, see Lemma A.3.8 of the appendix to this chapter,
2H
(u, 0) = (u) + 2(2H

2
0
(u) K
0
(u))(u) + 2H
0,
(u)
(u),
3.4. STABILITY 63
where H
0
, K
0
are the mean and Gauss curvature of o
0
, resp., and
are dened through = N

0
+
=
0
on o
0
, and , satisfy
cos sin on U, we get
_
d
2
d
2
L(o(), )
_
=0
=
_
S
0
_
+ 2(2H
2
0
K
0
)
_
dA
+
_
S
0
F, N
0
)
2
dA
+
_
U
_

((u, ), z
(u, )) (u, ), Z
0,
(, )))
_
=0
[Z
0,
(, 0)[ d
+
_
U
((u, 0), z
(u, 0)) (u, 0), Z

0,
(, 0)))
_

[Z
0,
(, )[
_
=0
d .
Here we have used that D(u, 0) = W(u, 0), Z
(, 0) = Z
0,
(, 0),
z
(u, 0) = z
0,
(u, 0) = = N
0
+
,
and
2H
0,
(u) +F(x(u)), x
(u)) = 0
on o
0
.
Next we show that the integrands of the last two terms in the previous
formula for the second derivative of L vanish. We have
(u, 0), z
(u, 0)) (u, 0), Z

0,
(, 0)) =
0
, )
since z
(u, 0) = and Z
0,
(, 0) = on o. At o
0
the vectors
0
,
0
, N
are in a common plane, and

0
and N
, N
0
, resp., are orthogonal. Thus
we have at o
0
with scalar functions a, b the formula
0
= a
0
+bN
. Using
the boundary condition cos = on o
0
it follows
0
cos = N
sin . (3.29)
Then the brackets vanish since N
at o
0
. This is a consequence of
formula
,
0
0
) = (cos ),
where is here a continuous function dened on U, see the proof of The-
orem 3.1.
For the brackets in the integrands of the remaining boundary integrals
we get from formula (3.29) above that
_

((u, ), z
(u, )) (u, ), Z
0,
(, )))
_
=0
=
0
, z
(u, 0))
0
, Z
0,
(, 0)) +
, z
(u, 0))
(u, 0), )
= K
[[
2
N
,
0
0
) +,
(u, 0)
(u, 0))
= K
[[
2
sin +,
(u, 0)
(u, 0)).
Finally, we obtain
,
(u, 0)
(u, 0)) = N
0
+
0
,
(u, 0)) ,
(u, 0))
= N
0
,
(u, 0))
=
_

0
+K
S
0
_
.
Here we have used that
(u, 0), (u, 0)) = 0, = a

0
with a scalar function
a, and the formula, see Lemma A.3.6 of the appendix to this chapter,
N
0
,
(u, 0)) =

0
+K
S
0
,
where K
S
0
is the curvature at P o
0
of the plane curve dened through
the intersection of o
0
and the plane through P which is spanned by N
S
0
at
P and
0
:= (0) at P. The curvature K
S
0
is considered as nonnegative if
the curve in consideration bends in the direction of N
S
0
at P.
Summarizing, we obtain after integration by parts, see [18, 19], p. 45, p.
44, resp.,
Lemma 3.1. Suppose that x(u) which denes o
0
satises the equations of
Theorem 3.1. Then
_
d
2
d
2
L(o(), )
_
=0
=
_
S
0
_
[[
2
2(2H
2
0
K
0
)
2
_
dA
+
_
S
0
F, N
0
)
2
dA
+
_
1
S
0
_
K
S
0
[[
2
K
sin
_
ds .
3.4. STABILITY 65
Corollary. Suppose that
k
are dierent from 0 or , then
_
d
2
d
2
L(o(), )
_
=0
=
_
S
0
_
[[
2
2(2H
2
0
K
0
)
2
_
dA
+
_
S
0
F, N
0
)
2
dA
+
_
S
0
_
cos
sin
K
S
0

1
sin
K
2
ds.
Proof. The formula follows since
[[
2
= N
0
+
0
, N
0
+
0
)
=
2
+
2
on o, and
cos sin = 0
on o
0
. 2
Remark. We recall that 2H
2
0
K
0
0 holds for every regular surface.
Remark. The second variation formula of Lemma 3.1 was derived by
Wente [75] under the assumption that is dierent from 0 or . In the
case of constant mean curvature, i. e. if F = 0, a proof was given by Ros
and Souam [61], also for contact angles dierent from 0 or . Our proof
includes the borderline cases = 0 and = as well as the case of a
nonvanishing F.
At some points and notations our proof is close to that of Ros and
Suam [61]. Moreover, we do not assume the existence of a smooth continu-
ation of the given surface o
0
accross its boundary.
An extremal is often called stable by denition if the second variation,
given by the formula of the above lemma, is positive for all nonvanishing .
3.4.1 Strong minimizers
Let o
0
be a suciently regular bounded capillary interface in equilibrium,
i. e., o
0
satises the equilibrium conditions of Theorem 3.1. Dene the
Lagrange functional L(o, ) for suciently regular admissible interfaces o
by
L(o, ) = c(o) +([
l
(o)[ V
0
),
where c is given by (3.1), R and V
0
= [
l
(o
0
)[.
Admissible means that o and o R
3

s
. If o is volume preserv-
ing, i. e. [
l
(o)[ = V
0
, then
L(o, ) = c(o).
Dene for a small > 0 a -neighbourhood D
of o
0
by
D
= x R
3

s
: dist(x, o
0
) < .
Let o(), [[ < , be a family of suciently regular and admissible surfaces
dened by z(u, ) R
3
, u U, where U R
2
is a xed parameter domain.
A family o() which covers D
simply is called a foliation, and the surface

o
0
is called embedded in this family if o
0
is dened by z(u, 0).
Remark. The method of foliation was used by Wente [79] to prove a result
concerning capillary tubes of nonconstant circular cross sections.
Assumptions. (i)There exists an embedding foliation of o
0
dened by
2H = () +F(z(u, )) in o()
N
S()
N
= cos on o(),
where H is the mean curvature of o() at z(u, ).
(ii) [(o())[ is increasing and () is decreasing with growing .
Theorem 3.3. Suppose that o
0
satises the previous assumptions (i)(ii).
Then c(o) c(o
0
) for all admissible volume preserving comparison sur-
faces o D
.
Proof. Let x D
and consider the associated surface o((x)) from the

family o(). We recall that (x) is constant on o((x)) and
2H = ((x)) +F in o((x)) (3.30)
N
S((x))
N
= cos on o((x)). (3.31)

Let n be the normal directed out of the liquid, see Figure 3.9, on the surface
o((x)) at x, then
div n = 2H (3.32)
at x, where H is the mean curvature of o((x)) at x. For a proof of for-
mula (3.32) see [18], pp. 77, for example. Combining (3.30) and (3.32), we
get
div n +
1
(((x)) +F) = 0
3.4. STABILITY 67
at x D
. Let T
+
and T
be the domains enclosed by o

0
and o which are
n
T
T
S
S
S
S
S( )
+
+
_
_
_
+
S( )
>0
+ _
0
0
<0
above or below, resp., of o
0
. See Figure 3.9 for further notations used in the
following. Integrating over T
+
and T
, resp., we obtain
0 = [
+
[ cos [o
+
0
[ +
_
S
+
n dA+
1
_
T
+
(F +((x))) dx
= [
+
[ cos [o
+
0
[ +[o
+
[ +
_
S
+
(n 1) dA
+
1
_
T
+
(F +((x))) dx
and
0 = [
[ cos +[o
0
[ [o
[ +
_
S
(n +1) dA+
1
_
T
(F +((x))) dx
Consequently we have
[o[ [o
0
[ ([
+
[ [
[) cos =
_
S
+
(1 n ) dA+
_
S
(n + 1) dA
+
1
_
T
(F +((x))) dx
1
_
T
+
(F +((x))) dx.
Since
[J(o)[ [J(o
0
)[ = [
+
[ [
[
and
L(o,
0
) L(o
0
,
0
) = ([o[ [o
0
[ ([J(o)[ [J(o
0
)[))
+
_
l
(S)
F dx
_
l
(S
0
)
F dx +
0
([
l
(o)[ [
l
(o
0
)[) ,
it follows that
L(o,
0
) L(o
0
,
0
) =
__
S
+
(1 n ) dA+
_
S
(n + 1) dA
_
+
_
T
(F +((x))) dx
_
T
+
(F +((x))) dx
+
_
l
(S)
F dx
_
l
(S
0
)
F dx +
0
([
l
(o)[ [
l
(o
0
)[) .
Thus
L(o,
0
) L(o
0
,
0
) =
__
S
+
(1 n ) dA+
_
S
(n + 1) dA
_
+
_
T
(((x))
0
) dx +
_
T
+
(
0
((x))) dx. (3.33)
Since o is volume preserving by assumption we have
L(o,
0
) L(o
0
,
0
) = c(o) c(o
0
).
We get from (3.33) that c(o) c(o
0
). 2
Example. As an example we consider the capillary tube with bounded
cross section R
2
. Assume that the capillary interface o
0
is given by a
graph z = u(x) over the x-plane, x = (x
1
, x
2
). Then
div Tu = u +
0
in
Tu = cos on ,
where Tu = u/
_
1 +[u[
2
, is the exterior unit normal at and > 0
is the capillary constant. Let V
0
be the given volume. A foliation is explicitly
given by
o() : z(x, ) = u(x) +,
where R, [[ < . Then V () = V
0
+ [[ is the volume of liquid under
o(), and the Lagrange parameter is
() =
1
[[
([[ cos V ()) .
All assumptions (i)(ii) are satised.
3.4. STABILITY 69
3.4.2 On the existence of an embedding foliation
Let o
0
be a suciently regular surface dened by x = x(u) satisfying the
equilibrium equations of Theorem 3.1. Let be a real parameter in a neigh-
bourhood of 0. Let o() be an admissible family of surfaces, dened by
z(u, ) = x(u) +(u, ),
where
(u, ) = (u, )N
S
0
+(u, )T
S
0
,
with supp (u, ) U
(
0
,
0
) for a
0
> 0, and U
is a closed boundary
strip of U as introduced in Section 3.3. Admissible means, see Section 3.1,
that z(u, ) is in the interior of the container if u U and on the container
wall if u U.
Assume S() is suciently regular and satises
2H = () +F(z(u, )) in o() (3.34)
N
S()
N
= cos on o() (3.35)

[
l
(o())[ = V
0
+, (3.36)
where H denotes the mean curvature of o() at z(u, ), N
is the normal
on the container wall directed as shown in Figure 1.3, and V
0
= [
l
(o
0
))[
is the given volume.
Suppose that
(u, ) =
1
(u) +
1
2
2
(u)
2
+O(
3
)
(u, ) =
1
(u) +
1
2
2
(u)
2
+O(
3
)
() =
0
+
1
+O(
2
),
where the coecients and the remainders are suciently regular.
Set
l
(u) =
l
(u)N
S
0
+
l
(u)T
S
0
, l = 1, 2,
then
z(u, ) = x(u) +
1
(u) +
1
2
2
(u)
2
+O(
3
).
By assumption, z(u, ) is on the container wall if u U. Consequently we
have at U:
1
(u) cos
1
(u) sin = 0 (3.37)
2
(u) = K
[
1
[
2
N
. (3.38)
Then we get from equation (3.34) and Lemma A.3.8 of the appendix (rst
variation of mean curvature) that on o
0
(
1
+ 2(2H
2
K)
1
+ 2H
,
w
) =
1
+
F
N
1
+
x
F, T)
1
,
where T = w
x
,
, and H = H(u) is the mean curvature of o
0
at x(u). Using
the rst order necessary condition
2H =
0
+F(x(u)) on o
0
,
the above equation reduces to
(
1
+ 2(2H
2
K)
1
) =
1
+
F
N
1
.
From (3.37) we obtain that
1
= 0 on U if = 0 or = . In the case
0 < < , we nd from the above boundary condition (3.35), equations
(3.37), (3.38) and the corollary to Lemma A.3.9 of the appendix to this
chapter that
+
_
cos
sin
K
S

1
sin
K
1
= 0
on o
0
. Finally, equation (3.36) implies that
_
S
0
1
dA = 1.
Set
p = 2(2H
2
K) +
1
F
N
q =
cos
sin
K
S

1
sin
K
.
Consequently (, ) := (
1
,
1
) is a solution of
+p +

= 0 in o
0
(3.39)
+q = 0 on o
0
if 0 < < (3.40)
= 0 on o
0
if = 0, or = (3.41)
_
S
0
dA = 1, (3.42)
provided there exists a suciently regular family of admissible surfaces.
3.4. STABILITY 71
On the other hand, there exists a unique solution (, ) of the system
(3.39)(3.42) if the second variation is positive. Set
Q(, ) =
_
S
0
( +p ) dA+
_
S
0
q ds if 0 < <
Q(, ) =
_
S
0
( +p ) dA if = 0, or = .
Lemma 3.2. Suppose that 0 < < /2. Then there exists a unique solu-
tion (, ) of (3.39)(3.42), provided the second variation Q(, ) is positive
for all W
1,2
(o
0
) 0 satisfying
_
S
0
dA = 0 if 0 < < /2. If = 0
or = we have to replace W
1,2
through W
1,2
0
.
Proof. For the convenience of the reader we will give a proof. Set J() =
Q(, )/2 and consider the minimum problem min J(), where the mini-
mum is taken over all W
1,2
(o
0
) or W
1,2
0
(o
0
), resp., satisfying the
side condition
_
S
0
dA = 1. Take a suciently regular
0
which satises
the previous side condition, and set = +
0
. Then the above minimum
problem changes to min J( +
0
), where the minimum is taken over all
W
1,2
(o
0
) or W
1,2
0
(o
0
), resp., satisfying the side condition
_
S
0
dA = 0.
The existence of a solution
0
follows from the assumption concerning the
second variation. Consequently there exists a Lagrange multiplier such
that (
0
+
0
) is a solution of (3.39)(3.42). The uniqueness is also a conse-
quence of the positivity of the second variation. Assume (
1
,
1
) and (
2
,
2
)
are solutions of (3.39)(3.42), then :=
1
2
satises (3.39)(3.41), with
=
1

2
, and the homogeneous side condition
_
S
0
dA = 0. It follows
that Q(, ) = 0. Consequently = 0, which implies
1
=
2
, see the above
dierential equation (3.39) with =
1
2
. 2
Lemma 3.3. Assume
1
< 0 and that the second variation Q(, ) is pos-
itive for all W
1,2
(o
0
) 0 or W
1,2
(o
0
) 0, resp., satisfying
_
S
0
dA = 0. Then
1
(u) > 0 on U in the case that 0 < < , and
1
(u) > 0 on the open set U if = 0 or = .
Proof. Set =
1
and =
1
/ in this proof. Let =
+
+
, where
+
= max, 0,
= min, 0, and assume < 0 on a subset of U of

positive measure. Then
_
S
0
dA < 0.
Dene
0
=
+
+
, where
= 1
1
_
S
0
dA
.
Then > 1 and
_
S
0
0
dA = 0. We have, see (3.39)(3.40),
Q(, ) +
_
S
0
dA = 0 (3.43)
for all W
1,2
(o
0
). Inserting =
0
und =
0
+ (1 )
, we see that
0 = Q(
0
,
0
) + (1 )Q(
,
0
)
= Q(
0
,
0
) + (1 )Q(
)
since
0
=
+
+
. Hence Q(
) > 0 because of
0
, 0 and > 1. On
the other hand, if we insert =
in equation (3.43), we get

Q(
) +
_
S
0
dA = 0,
which is a contradiction if 0. Thus we have shown (u) 0 in U,
provided that 0. If < 0, then it follows from the dierential equa-
tion (3.39) and the strong maximum principle that (u) > 0 in U. Next
we show that (u) > 0 on U, provided that 0 < < . Let (P) = 0 at
P U. Then we will show that
> 0 (3.44)
at P, which is a contradiction to the boundary condition (3.40). In fact,
the Hopf boundary point lemma says that /n > 0, where n = (n
1
, n
2
)
is the exterior normal at U. We recall that U is suciently smooth
by assumption. Since /n =
,
n
and / =
,
, where
gg
, see [18], p. 44. Then
gg
> 0
since (g
) is positive denite. This inequality says that = (

1
,
2
) con-
sidered as a vector at P in R
2
makes an angle with n which is less than .
3.5. APPENDIX 73
Thus at P we have = a n+b t, where a > 0. Here t denotes a unit tangent
vector at U at P. Then / = a /n+b /t = a /n at P, which
proves inequality (3.44). 2
The above two lemmas suggest the following conjecture.
Conjecture. Suppose that
1
< 0 and that the second variation is positive
for variations, not identically zero, satisfying the side condition
_
S
0
dA =
0. Then there exists an embedding foliation of admissible surfaces.
3.5 Appendix
Consider a family of admissible comparison surfaces given by
z
0
(u, ) = x(u) +(u) +r(u, ),
[[ <
0
0
(u, ) R
3
(
s

0
) if u U,
z
0
(u, ) if u U, and
(u) = (u)N
S
0
(u) +(u)T
S
0
(u)
S
0
0
pointed to the
exterior of the liquid, and T
S
0
is a unit tangent eld dened on closed strip
U
of U of width , such that on o

0
,
0
:= T
S
0
is orthogonal to o
0
and
points to the exterior of the liquid, see Figure 3.1. We assume that and
are suciently regular on U, supp U
,
2
+
2
1, and , N
) = 0, i. e.
, satisfy (3.3). By (u, ), resp. (u, ), we denote the exterior normal to
o() in o(), resp., in the container wall , see Figure 3.10. At P o()
the vectors N
, N(u, ), (u, ) and (u, ) are all in the same plane since
o() is a curve on o() as well as on the container wall . Here and in the
following we set N(u, ) = N
S()
at u U.
To get a volume preserving admissible family of comparison surfaces we
replace z
0
(u, ) through
z
(u, , q) := z
0
(u, ) +q
0
(u)N
0
(u),
where q R, N
0
= N
S
0
, supp
0
U, and
_
S
0
0
(u) dA = 1.
S
()
()
N()
N

()
Figure 3.10: Normals in consideration
q)
S
0
S* ( ,0)
S* ( ,
Figure 3.11: Volume preserving comparison surfaces
Then o
(, q), dened by z
(u, , q), is a family of admissible comparison

surfaces, in general not yet volume preserving, see Figure 3.11.
We recall that 1 is the set of all N
S
0
+ T
S
0
, where (, ) satises the
boundary condition (u) cos (u) sin = 0 on o
0
, and 1
0
is the subset
of 1 such that
_
S
0
dA = 0.
Lemma A.3.1. For given 1 satisfying the side condition
_
S
0
dA = 0,
there exists a regular function q = q() such that the family of admissi-
ble congurations given by o(), where o() is dened through z(u, ) =
3.5. APPENDIX 75
z
(u, , q()), is volume preserving for all R

2
, [[ <
0
. The function q()
satises q(0) = 0 and q
(0) = 0.
Proof. We have, see Figure 3.11,
l
(o
(, q)) =
1

2

l
(o
0
),
where
1
= z
(u, t, 0) : u U, 0 < t < ,
2
= z
(u, , ) : u U, 0 < < q.

Here we assume for simplicity that o
(, q) is above of o
0
and of o
(, 0) .
The nal formula is valid for every o
(, q), see a remark in [18], p. 81.

Set
f(, q) = [
l
(o
(, q))[.
From
det
z
(u, t, 0)
(u, t)
= z
, z
t
)
= N
(u, t, 0), z
t
(u, t, 0))W(u, t, 0),
det
z
(u, , )
(u, )
= z
, z
)
= N
(u, , ), z
(u, , ))W(u, , ),
we nd that
f(, q) =
_
U
_

0
N
(u, t, 0), z
t
(u, t, 0))W(u, t, 0) dudt
+
_
U
_
q
0
N
(u, , ), z
(u, , ))W(u, , ) dud

+ [
l
(o
0
)[.
The assertion of the lemma follows since
f
q
(0, 0) =
_
S
0
0
dA = 1
f
(0, 0) =
_
S
0
dA.
2
Lemma A.3.2.
d
d
[o()[ = 2
_
U
H(u, )N(u, ), z
(u, ))W(u, ) du
+
_
U
z
(u, ), (u, )) ds(),

where H(u, ) denotes the mean curvature of o() at u U, and
ds() = [Z
(, c)[d, Z(, c) := z(u(), c),

here u() is a regular parameter representation of U.
[o()[ =
_
U
_
E(u, )G(u, ) F
2
(u, ) du
and
d
d
[o()[ =
_
U
1
W(u, )
_
E(u, )z
(u, ), z
(u, ))
F(u, )[z
(u, ), z
(u, )) +z
(u, ), z
(u, ))]
+G(u, )z
(u, ), z
(u, ))
_
du.
The formula of the lemma follows by integration by parts, see [18, 19], p.
Corollary.
_
d
d
[o()[
_
=0
= 2
_
S
0
H(u, 0)(u) dA+
_
S
0
(u) ds.
Proof. The corollary follows since
z
(u, 0) = ,
and = (u)N
S
0
(u) +(u)T
S
0
. 2
Lemma A.3.3.
d
d
[J(o())[ =
_
U
Z
0,
(, ), (u, ))[Z
0,
(, )[ d,
3.5. APPENDIX 77
where Z
0
(, t) = z
0
(u(), t) and u() is a regular parameter representation
of U.
Proof. Let u() be a regular parameter representation of U. Then
[J(o())[ =
_
U
_

0
[Z
0,
(, t) Z
0,t
(, t)[ ddt +[J(o(0))[.
Here we assume again that o() is above of o(0). The nal formula is valid
for every
1
o(), see a remark in [18], p. 81. The assertion of the lemma fol-
lows since the tangential plane on the container wall at P o(t) is spanned
by the orthogonal vectors (u(), t) and t(, t) = Z
0,
(, t)/[Z
0,
(, t)[. We
recall that (u(), t) and t(, t) are orthogonal vectors. Then Z
0,t
(, t) =
a(u(), t) + bt(, t) with scalar functions a and b depending on and t.
Using the Lagrange identity, we nd that
[Z
0,
(, t) Z
0,t
(, t)[
2
= [Z
0,
(, t)[
2
[Z
0,t
(, t)[
2
Z
0,
(, t), Z
0,t
(, t))
2
= [Z
0,
(, t)[
2
(a
2
+b
2
)
Z
0,
(, t), a(u(), t) +bt(, t))
2
= [Z
0,
(, t)[
2
(a
2
+b
2
) b
2
[Z
0,
(, t)[
2
= a
2
[Z
0,
(, t)[
2
= Z
0,t
(, t), (u(), t))[Z
0,
(, t)[
2
2
Corollary.
_
d
d
[J(o())[
_
=0
=
_
S
0
((u) sin +(u) cos ) ds.
Proof. The formula follows since [Z
0,
(, 0)[d = ds and
Z
0,
(, 0), (u(), 0)) = (u()), (u(), 0))
= (u())N(u(), 0), (u(), 0))
+(u())(u(), 0), (u(), 0))
= (u()) sin +(u()) cos .
2
Lemma A.3.4.
d
d
_
l
(S())
F(x) dx =
_
U
F(z(u, ))N(u, ), z
(u, ))W(u, ) du.

Proof. Here we assume for simplicity that o() is above of o(0). The nal
formula is valid for every o(), see a remark in [18], p. 81. Then
l
(o(), ()) =
1

l
(o
0
),
with
1
= z(u, t) : u U, 0 < t < .
Consequently
_
l
(S())
F(x) dx =
_
U
_

0
F(z(u, t)) det
z(u, , t)
(u, t)
dudt.
Since
det
z(u, t)
(u, t)
= z
, z
t
)
= N(u, t), z
t
(u, t))W(u, t),
we obtain the formula of the lemma. 2
Corollary.
_
d
d
_
l
(S())
F(x) dx
_
=0
=
_
S
0
F(x(u))(u) dA.
Set H
0
= H(u, 0),
0
= (, 0),
0
= (, 0), N
0
= N(u, 0), which is N
S
0
at
u U.
Let N(u, ) be the unit normal to o() pointed to the exterior of the
liquid, where o() is given by z(u, ) = x(u) +(u) +O(
2
). For notations
and formulas used in the following see [18], Part I. To simplify the notations
we omit the variable u and set N
(0) = N
(u, 0).
Lemma A.3.5.
N
(0) = g
N(0)),
,
)x
,
.
3.5. APPENDIX 79
Proof. We have
N
(0) = c
+cN(0).
Since N(), N()) = 1, it follows c = 0. Consequently
N
(0) = c
x
,
(3.45)
and
N
(0), x
,
) = c
. (3.46)
The identity N(), z
,
()) = 0 implies that
N
(0), x
,
) +N(0),
,
) = 0.
With (3.46), we obtain
N(0),
,
) = c
,
which implies that
c
= g
N(0),
,
).
Together with (3.45) we get the formula of the lemma. 2.
Let () be the exterior normal to o() in o(), see Figure 4.4, and K
S
0
is
the curvature at P o
0
of the plane curve dened through the intersection
of o
0
S
0
at P and
0
:= (0)
at P. The curvature K
S
0
is considered as nonnegative if the curve bends in
the direction of N
S
0
at P.
Lemma A.3.6.
N(0),
(0)) =

0
+K
S
0
,
where , dene the variation z
0
(u, ).
Proof. Since N(), ()) = 0 we get
N(0),
(0)) = N
(0), (0)).
From Lemma A.3.5. and
0
=
0
x
,
it follows
N
(0),
0
) = g
N(0),
,
)x
,
,
0
x
,
)
= g
N(0), (N(0) +
k
x
,k
)
,
)
0
= N(0), (N(0) +
k
x
,k
)
,
)
0
= N(0),
,
N(0) +N(0)
,
+
k
,
x
,k
+
k
x
,k
)
0
=
,
0
N(0),
k
x
k
)
0
=

0
+
N(0)
0
,
0
).
The previous equation holds since we get from N(0), x
,k
) = 0 that
N(0), x
,k
) = N(0)
,
, x
,k
).
thus, since
k
=
k
0
,
N(0), x
,k
)
k
0
= N(0)
,
, x
,k
)
k
0
0
=
N(0)
0
,
0
)
The assertion of the lemma follows from the formula
N(0)
0
,
0
) = K
S
0
at o
0
. 2
For the convenience of the reader we will give the proof of the previous
formula.
Lemma A.3.7.
N(0)
0
,
0
) = K
S
0
at o
0
.
Proof. Let P o
0
, and consider the intersection of the plane governed
by N(0) and
0
at P with the surface o
0
. Denote by X(s) = x(u(s)) the
representation of this curve, parametrized by its arc length, and let ^(s) =
N(u(s)) be the normal on o
0
at X(s). The curvature K(s) of the plane curve
X(s) is dened by K(s) = [X
(s)[. Since X
(s), X
(s)) = 1 it follows that

X
(s) is perpendicular on X
(s). Thus X
(s) = K(s)N
(s), where N
(s)
denotes the normal at X(s) in the plane . Since N
(s
0
) = ^(s
0
) = N
0
at
P = X(s
0
) it follows that
X
(s
0
) = K
S
0
N
0
(3.47)
at o
0
. Since at o
0
(s) = X
(s) = x
,
(u(s))(u
(s))
= x
,
(u(s))
(s)
^
(s) = N
,
(u(s))(u
(s))
= N
,
(u(s))
(s) =
N(s)
(s)
we get
,
^(s)
(s)
) = X
(s), ^
(s)).
3.5. APPENDIX 81
Hence, since X
(s), ^(s)) = 0, we nd that

X
(s
0
), N(s
0
)) =
0
,
N(0)
0
).
The assertion of the lemma follows from formula (3.47). 2
Corollary. If o
0
is rotationally symmetric with respect to the x
3
-axis, then
N(0)
0
= K
S
0
0
on o
0
.
Proof. The vector N(0)/
0
is a linear combination of
0
and N(0). Since
N(0)/
0
, N(0)) = 0, the formula follows from the lemma above. 2
Suppose that o
0
is a suciently regular surface dened bx x : U R
3
,
where U R
2
is a xed suciently regular parameter domain. Let o() be
a perturbed surface given by
z(u, ) = x(u) +[(u)N
S
0
(u) +
(u)x
,
(u)] +O(
2
),
where ,
and the remainder are suciently regular. The normal N

S
0
is
dened by N(u) = (x
,1
x
,2
)/[x
,1
x
,2
[. Let H(u, ) be the mean curvature
of the perturbed surface o() at z(u, ). If there is no tangent component
x
,
, then we have the well known formula 2H
(u, 0) = +2(2H
2
K),
see [7], p. 186, for example. Here H = H(u) and K = K(u) denote the
mean curvature and the Gauss curvature, resp., of the given surface o
0
at
x(u). In the general case, a formula for 2H
(u, 0) does not seem to appear

in the literature.
Lemma A.3.8.
2H
(u, 0) = + 2(2H
2
K) + 2H
,
(u, 0)
.
Proof. The following proof was suggested through an unidentied referee of
the second proof below. Since H
(u, 0) is a linear operator, we have

H
(u, 0) = H
1,
(u, 0) +H
2,
(u, 0),
where H
1
(u, ) is the mean curvature at z
1
(u, ) of the surface dened by
z
1
(u, ) = x(u) +(u)N
S
0
(u) +O(
2
),
and H
2
(u, ) is the mean curvature at z
2
(u, ) of the surface dened by
z
2
(u, ) = x(u) +
(u)x
,
(u).
Since the normal variation formula is known, see [7], p. 186, for example,
we have
2H
1,
(u, 0) = + 2(2H
2
K).
Fix u in the open parameter set U. Since x(u+(u)) = x(u)+
(u)x
,
(u)+
O(
2
) and H(u +(u)) is the mean curvature of o
0
at x(u +(u)), we get
H(u +(u)) = H
2
(u, ) +O(
2
).
Consequently
H
2,
(u, 0) = H
,
(u)
(u).
Another proof is by straightforward calculation based on the formula
2H(u, ) = b
(u, )g
(u, )
and using the Gauss, Weingarten and Codazzi equations. Moreover this
proof includes a proof of the normal variation formula. Concerning formulas
used in the following see [18, 19], Part I.
Let N() be the normal associated to the surface o(), and set =
N(0) +
x
,
. Here and in the following N(0), g
(0) etc. denote vectors

or functions which are related to the given surface o(0).
Since 2H() = b
()g
() we have
2H
(0) = b
(0)g
(0) +b
(0)(g
(0) . (3.48)
In the following we set b
= b
(0), g
= g
(0), g
= g
(0), N = N(0),
H = H(0) and K = K(0). We have
z
,
() = x
,
+[
,
x
,
+
x
,
+
,
N +N
,
] +O(
2
).
Together with the Gauss equations
x
,
=

x
,
+b
N (3.49)
and the Weingarten equations
N
,
= b
x
,
, (3.50)
3.5. APPENDIX 83
where
b
:= b
, (3.51)
it follows
z
,
= x
,
+[
x
,
+
N] +O(
2
) , (3.52)
with
: =
,
+

, (3.53)
: = b
+
,
. (3.54)
Next we will show that
(g
(0) =
. (3.55)
With (3.52) we obtain
g
(0) = z
,
(0), x
,
) +x
,
, z
,
(0))
=
x
,
+
N, x
,
) +x
,
,
x
,
+
N) .
Thus
g
(0) =
. (3.56)
From
(g
())
1
= (g
())
it follows that
(g
(0) = g
(0)g
.
Then, see (3.56),
(g
(0) = g
]g
.
Next we prove that
b
(0) = (g
)
,
g
+g
+b
. (3.57)
Since
b
() = N
,
(), z
,
()) ,
we have
b
(0) = N
,
(0), x
,
) N
,
, z
,
(0)) .
From Lemma 5.2.1 we have
N
(0) = g
x
,
.
Then
N
,
(0), x
,
) = (g
x
,
)
,
, x
,
)
= (g
)
,
g
x
,
, x
,
)
= (g
)
,
g
,
where we have used Gauss equations again. Together with
N
,
, z
,
(0)) = b
x
,
,
x
,
+
N)
= b
we obtain formula (3.57) for b
(0). Combining this formula with formula

(3.55), we nd, see (3.48), (3.51) and denitions (3.53), (3.54) of
and
,
that
2H
(0) = (g
)
,
+g
+b
)
= (g
)
,
+g
= l
1
() +l
2
() ,
where
l
1
() : = (g
,
)
,
+g
,
+b
l
2
() : = (g
)
,
+g
,
b
= h
,
with
h
:= (g
)
,
+g
.
Since, see [18], p. 55 and p. 19,
=
1
W
W
,
and
2H = b
1
1
+b
2
2
, K = det (b
) ,
it follows
l
1
() = (g
,
)
,
+
1
W
W
,
g
,
+ 2(2H
2
K)
= + 2(2H
2
K) ,
3.5. APPENDIX 85
see the denition of in [18], p. 43. This is the well known formula for
the normal variation of 2H .
Using formula
(g
)
,
= g
, (3.58)
see [18], p. 27, we obtain for the coecients h
in the denition of l
2
()
h
= (g
)b
+g
b
,
+g
= g
b
,
g
.
From the Codazzi equations, see [18], p. 29, we get
b
,
= b
,
+

,
where we have used the symmetry properties b
= b
and

.
With formula (3.58) we nd nally
h
= g
b
,
+g
) g
= g
b
,
g
= (g
)
,
b
(g
)
,
g
= (g
)
,
= 2H
,
.
2
We assume that admissible comparison surfaces are dened through
x(u) +(u) +

2
2
[(u)[
2
r(u) +O(
3
),
where (u) = (u)N
0
(u) + (u)T
S
0
(u), for all [[ <
0
, see Section 3.4 for
the denition of r(u). We recall that this implies the boundary condition
(u) cos (u) sin = 0 on U. Denote by N(), N() the normals on
o() and , resp., at o().
In the following lemma we have , /[[) = 1 since = /[[. If = 0,
then we dene , /[[) by a xed constant, say by 0.
Lemma A.3.9.
_
d
d
N(), N())
_
=0
=

sin +K
S
sin K
[[, /[[) sin .

Proof. From Lemma A.3.5 it follows
N
(0), N(0)) = g
N(0),
,
)x
,
, N(0)).
Since
N(0) = N(0) cos sin ,
we have
x
,
, N(0)) = x
,
, ) sin
= x
,
, x
,
)
sin
= g
sin .
Then on o
0
,
N
(0), N(0)) = g
N(0),
,
)g
sin
= N(0),
,
)
sin
=
,
sin +N(0), T
,
)
sin
=

sin N
,
(0), T)
sin
=

sin
N
, ) sin
=

sin +K
S
sin .
Next we show that
N(0), N
(0)) = K
[[, /[[) sin .

A parameter representation of a neighbourhood on of o
0
is
z(, ) = x(u()) +(u()) +

2
2
[(u)[
2
r(u()) +O(
3
),
where u() is a parameter representation of U, and [[ <
0
. Set z
,1
= z
,
,
z
,2
= z
,
, then
N

(0) = c
z
,
(0, ) +cN(0)
= c
z
,
(0, ), (3.59)
since N(), N()) = 1. Consequently we have
N

(0), z
,
(0, )) = c
(0, ),
3.5. APPENDIX 87
where a bar indicates quantities which are related to . Since
N(), z
,
(, )) = 0,
= 1, 2, it follows
N

(0), z
,
(0, )) +N(0), z
,
(0, )) = 0
Thus
c
= g
(0, )N(0), z
,
(0, )).
Then, see (3.59),
N

(0) = g
(0, )N(0), z
,
(0, ))z
,
(0, ).
Combining this equation with
z
,
(0, ), N(0)) = z
,
(0, ), N(0) cos + sin )
= z
,
(0, ), ) sin
= z
,
(0, ), z
,
(0, ))

sin
= g

sin ,
we get nally
N

(0), N(0)) = N(0), z
,
(0, ))

sin
= N(0), [(u())[
2
r(u()))
1
sin N(0), (u())
,
)
2
sin
= N(0), [(u)[
2
K
N(0))
1
sin
= K
[[
2
1
sin
= K
[[, /[[) sin .

=

[[
=
1

1
z
,1
(0, ),
which implies that
2
= 0. 2
Corollary. If satises 0 < < , then
_
d
d
N(), N())
_
=0
=
_
+
_
cos
sin
K
S

1
sin
K
_
sin .
Proof. We have on U
[[
2
=
2
+
2
and, see (3.3),
=
cos
sin
.
2
3.6. PROBLEMS 89
3.6 Problems
1. Show that there is a correction term r(, ; ) such that o()
s
.
2. Show that N
, N
S
and T
S
are in a common plane, provided that the
container wall is suciently regular.
Hint: Denote by g the tangent at o in P o, then all vectors N
,
N
S
and T
S
are perpendicular on g.
3. Show that
det(x
, x
, N
S
) =
_
E
0
G
0
F
2
0
.
Hint:
det(x
, x
, N
S
) =
3
i=1
N
i
D
1
,
where
x
= (D
1
, D
2
, D
3
), N
S
= (N
1
, N
2
, N
3
).
Then
3
i=1
N
i
D
1
=
_
D
2
1
+D
2
2
+D
2
3
= [x
[.
Finally, use the Lagrange identity
(a b) (c d) = (a c)(b d) (b c)(a d).
4. Let o be given by x
3
= u(x
1
, x
2
). Show that 2H = div Tu.
5. Suppose that o is a capillary surface over R
2
. Show that N
S
N
=
Tu = cos , where = (, ).
6. Derive the nal formula for the ascent of a liquid at a vertical wall,
see Section 3.3.1.
7. Let be the half plane = (x
1
, x
2
) : x
1
> 0. Suppose that
u C
2
() satises div Tu = , where is constant. Prove that
= 0, i. e., u is a solution of the minimal surface equation. The same
result holds if is a sector in the plane.
8. Let u(x) = v(r) be a rotationally symetric surface with respect to the
x
3
-axis, r =
_
x
2
1
+x
2
2
. Show that
div Tu =
1
r
_
rv
(r)
_
1 +v
(r)
2
_
.
9. See the problem of the ascent of liquid at two parallel vertical plates.
Prove the asymptotic formula for the constant C.
10. See the problem of the ascent of liquid at two parallel vertical plates.
Consider the case of dierent (constant) contact angles on each plate
and express the the solution of the capillary problem through elliptic
integrals.
11. See the problem of the ascent of liquid at two vertical walls. Find
asymptotic formulas for the heights u
0
, u
1
which are uniform in 0
/2.
12. See the problem of the ascent of liquid at two vertical walls. Find
asymptotic formulas in the case of dierent contact angles at each
plate.
13. Show that there exists a zero gravity capillary interface between two
coaxial cylinders for any given contact angles
1
,
2
[0, ], see Sec-
tion 3.3
Hint: Show that [f(s)[ 1 and [f[ = 1 if and only if
1
,
2
= 0 or
and s = a or s = R.
14. See Figure 3.5. Find a lower bound V
0
such that there is no dry spot
at the bottom or that o
+
is above of o
, resp., if V > V
0
.
15. Let 0 < . Set
= (r, ) : r > 0, 0 < [[ ,

where (r, ) are polar coordinates with center at the origin. and con-
sider the linear boundary value problem u = 0 in
, u/ = cos ,
where 0 < 2. Show that there is a solution u C
2
(
0).
(Thus, there is a striking dierence between the original problem
(3.22), (3.23) and the linearized problem.)
16. Set
D() = z
(), N())W(),
where
z() = x(u) +[(u)N
S
0
(u) +
x
,
(u)] +O(
2
)
and the remainder is dierentiable. Show that D(0) = W(0).
3.6. PROBLEMS 91
17. Consider the same family of surfaces z() as in the previous exercise.
Set
W() =
_
E()G() F
2
() det (g
()) .
Show that
W
(0) = 2HW(0) + (
W(0))
,
.
Hint. Use Gauss and Weingarten equations, see [18], p. 55.
18. Consider the family of surfaces of second order dened at the beginning
of Section 10.2. Find a formula for D
(0).
19. Consider pure normal perturbations dened by
z() = x(u) +(u)N(u).
Recover the formula
_
d
2
d
2
[o()[
_
=0
=
_
S
0
_
2K
0
2
+[[
2
_
dA,
see [7], p. 184, from Lemma A.3.2.
Hint.
2H
(u, 0) = + 2(2H(u, 0) K(u, 0))

D
(u, 0) = 2H(u, 0)
2
W(u, 0)
N(u, 0),
(u, 0)) =

0
.
20. Consider pure normal perturbations dened by
z() = x(u) +(u)N(u).
Set
D() = z
(), N())W().
Show that
D() = det(z
, z
, z
)
and, by using the following hint,
D
(0) = 2H
2
_
E
0
G
0
F
2
0
.
Hint: Consider (D())
2
, where
D() = det(z
, z
, z
),
and use the formula
(D())
2
= det
_
_
z
_
_
.
21. Discuss the conjecture at the end of Section 3.4.2.
Chapter 4
Floating bodies
4.1 Governing energy
The case of convex particles in two dimensions was considered in the article
of E. Raphael et al [57]. Partial results concerning equilibrium criteria were
achieved in [41]. Floating criteria for a long cylinder were given in [22], and
in three dimensions and for convex particles in [28].
We will derive equilibrium conditions by constructing a two parameter
family of admissible comparison congurations. In contrast to the classical
problem in capillarity we have to take into account translations and rotations
of the particle additionally. Let be the solid particle which can oat and is
2
N
S
S
s
l
(particle)
(liquid)
(solid)
Figure 4.1: A oating particle, notations
away from the boundary of the container. Let
s
be the xed solid container.
93
94 CHAPTER 4. FLOATING BODIES
Set = and =
s
. In this chapter we suppose that the boundaries
and are suciently smooth. In Chapter 5 we consider particles with
edges. Let
c(o, ) = [o[
1
[J
1
(o)[
2
[J
2
(o)[ (4.1)
+
_
l
(S,)
F
1
(x) dx +
_
F
2
(x) dx
be the energy of the problem, where
surface tension (a positive constant),
[o[ area of the capillary surface o,
l
(o, ) the liquid domain,
1
2
(relative) adhesion coecient between the uid and the particle,
J
1
(o) wetted part of the container,
J
2
(o) wetted part of the particle,
F
1
= g
1
x
3
, where
1
is the density of the liquid,
F
2
= g
2
x
3
, where
2
is the density of the particle.
To simplify the presentation, we suppose that
1
,
2
and
1
,
2
are constants.
For given volume C of the liquid we have additionally the side condition
[
l
(o, )[ = C, (4.2)
where [
l
(o, )[ denotes the volume of the liquid domain.
Let o
0
,
0
be a given conguration. Then we will derive necessary
and sucient conditions such that this conguration denes a minimizer
of the associated energy functional subject to a given family of comparison
congurations. Assume x : u U R
3
, u = (u
1
, u
2
) or u = (, ), denes
the regular surface o
0
, where U R
2
is a double connected domain such
that x(u) if u
1
U, x(u) if u
2
U, and x(u) R
3

s
if
u U. Let y : V R
3
, v = (v
1
, v
2
), be a regular parameter representation
of , the boundary of the particle, where V R
2
. We choose the parameters
such that the normal
N
S
=
x
u
1 x
u
2
[x
u
1 x
u
2[
is directed out of the liquid, and that the normal
N
=
y
v
1 y
v
2
[y
v
1 y
v
2[
at is directed into the particle. Moreover we assume the normal N
at
the container wall is directed out of the solid material
s
of the container,
see Figure 4.1.
To simplify the presentation we do not consider particles where vapour
is enclosed between the capillary surface and the particle.
Following Finn [21], Chapter 1, we dene for a given conguration o
0
,
0
,
where
0
=
0
, a one parameter family of admissible comparison surfaces
which are in general not yet volume preserving. Set
z
0
(u, ) = x(u) +(u) +r(u, ),
[[ <
0
0
(u, ) R
3
(
s

0
) if u U,
z
0
(u, ) if u
1
U, z
0
(u, )
0
if u
2
U, and
(u) = (u)N
S
0
(u) +(u)T
S
0
(u)
S
0
0
pointed to
the exterior of the liquid, and T
S
0
is a unit tangent eld dened on closed
strips U
i,
of
i
U of width , such that on o
0
,
0
:= T
S
0
is orthogonal to
1
o
0
,
2
o
0
, resp., and points to the exterior of the liquid, see Figure 4.2.
We assume that and are suciently regular on U, supp U
1,
U
2,
,
and
2
+
2
1. Dene on
1
o
0
= x(u) : u
1
U the angle
1
[0, ]
particle
0
0
liquid
2
1
S
S
0
0
Figure 4.2: Normals
0
, notations
by cos
1
= N
N
S
0
and on
2
o
0
= x(u) : u
2
U the angle
2
[0, ]
by cos
2
= N
0
N
S
0
. We recall that N
0
is ditected into the particle.
These angles depend on P o
0
. Later we will see that these angles are
constants. Since , N
) = 0 at o
0
it follows
(u) cos
1
(u) sin
1
= 0, u
1
U, (4.3)
(u) cos
2
(u) sin
2
= 0, u
2
U. (4.4)
Thus for unchanged
0
the family z
0
(u, ), where satises equations (4.3)
and (4.4), denes a family of admissible comparison congurations. Such a
family exists provided the boundaries of the container and of the particle
are suciently regular. The proof exploits the implicit function theorem,
we omit the details.
To incorporate rigid motions of the particle we dene a family of ad-
missible comparison congurations, in general not yet volume preserving,
as follows. Let R() = R
1
(
1
)R
2
(
3
)R
3
(
3
) be a rotation matrix, where
R
i
(
i
) denes a rotation around the x
i
-axis with angle
i
. These rotations
are given by
R
1
() =
_
_
1 0 0
0 cos sin
0 sin cos
_
_
R
2
() =
_
_
cos 0 sin
0 1 0
sin 0 cos
_
_
R
3
() =
_
_
cos sin 0
sin cos 0
0 0 1
_
_
.
Let (u), u U, be a suciently regular function such that
(u) =
_
0 : u
1
U
1 : u
2
U
.
Set V
0
= v V : y(v) J
2
(o
0
), where J
2
(o
0
) is the wetted part of the
unperturbed particle. For given and , a R
3
we dene a two parameter
family of admissible congurations, not yet volume preserving in general,
(o
(c), (c)), c = (, ), where the capillary surface o
(c) = o
(, ) is
given by
z
(u, c) = (1 (u))z
0
(u, ) +(u) (R()z
0
(u, ) +a) ,
u U, and the wetted part (c) of the moved particle is dened by
z
(v, c) = R()y(v) +a, v V (),

where
V () = v V : y(v) J
2
(o
(0, )
is the parameter domain of which denes the wetted part of the unchanged
particle
0
subject to o(0, ). The moved particle is given by
() = y R
3
: y = R()x +a, x
0
.
To get a volume preserving admissible family of congurations we replace
z
(u, c) through
z
(u, c, q) := z
(u, c) +q
0
(u)N
0
(u),
where q R, N
0
= N
S
0
, supp
0
U, supp
0
supp = and
_
S
0
0
(u) dA = 1.
Then (o
(c, q), (c)), where o
(c, q) is dened by z
(u, c, q), provides a

family of admissible congurations, in general not yet volume preserving.
Let
X = (, , a) C
1
(U) C
0
(U) R
3
R
3
: satises (4.3) and (4.4)
and let X
0
be the subspace where w satises the side conditions
_
S
0
dA = 0 (4.5)
and
_
S
0
(u)N
S
0
(u), (
i
R
i
(0))x(u) +a) dA (4.6)
+
_
W
2
(S
0
)
N
0
(v), (
i
R
i
(0))y(v) +a) dA = 0.
From Lemma A.4.1 of the appendix to this chapter we have that for given
w X
0
there exists a regular function q = q(c) such that the family of ad-
missible congurations given by (o(c), (c)), where o(c) is dened through
z(u, c) = z
(u, c, q(c)), is volume preserving for all c R

2
, [c[ < c
0
. The
function q(c) satises q(0, 0) = 0, q
(0, 0) = 0 and q
(0, 0) = 0.
In the following we assume for and the remainder r(u, ) in the denition
of z
0
(u, ) that all integrals below exist. Suppose that for xed volume C
)
()
(0)
S
* *
( , 0,0)
liquid
liquid
S
* *
(,, 0)
S
* *
(0,,0)
(0,0,0) S
* *
S
* *
(0,, q)
S
* *
,, ( q
Figure 4.3: Volume preserving motion of the particle
of the liquid the above family (o(c), (c)) of volume preserving admissible
congurations satises for all c, [c[ < c
0
,
c(o(c), (c)) c(o(0), (0)).
It follows
[
c
c(o(c), (c))]
c=0
= 0, (4.7)
[
c
[
l
(o(c), (c)[]
c=0
= 0. (4.8)
Since the left hand side of (4.8) denes two bounded linear functionals on
X, equation (4.8) denes the subspace X
0
. Set
L(o, , ) = c(o, ) +([
l
(o, )[ C).
From a Lagrange multiplier rule, see Chapter 8, it follows that there exists a
real
0
such that the family (o
(c), (c)), in general not volume preserving,

where w X instead of w from the subspace X
0
, satises
[
c
L(o
(c), (c),
0
)]
c=0
= 0,
where
L(o
(c), (c),
0
) = [o
(c)[
1
[J
1
(o
(c))[
2
[J
2
(o
(c))[
+
_
l
(S
(c),(c))
F
1
(x) dx +
_
()
F
2
(x) dx
+
0
([
l
(o
(c), (c))[ C) .
The argument c indicates that the function or vector in consideration is
related to the perturbed surface o
(c). Set
W(c) =
_
E(c)G(c) F
2
(c),
where E, F, G are the coecients of the rst fundamental form of o
(c) de-
ned by z
(u, c). To simplify the notation, we omit the star in the following
liquid
(c)
(c)
(c)
N(c)
(c)
(c)
(c)
Figure 4.4: Normals in consideration
of this section, and we write o(c), z(u, c) instead of o
(c), z
(u, c), resp.

By (u, c), resp. (u, c), we denote the exterior normal to o(c) in o(c),
resp., at the container wall or at the boundary () of the particle at
P o(c), see Figure 4.4. If P o(c), then the vectors N
, N(u, c),
(u, c) and (u, c) are all in the same plane since o(c) is a curve on o(c)
as well as on the container wall or on (). Here and in the following
we set N(u, c) = N
S(c)
at u U.
Let H
0
= H(u, 0),
0
= (u, 0),
0
= (, 0), where u U, N
0
= N(u, 0),
which is N
S
0
at u U, and N
0
= N
(v, 0). We recall that o

0
= o(0),
where o
0
,
0
is the given conguration under consideration.
Equation L
(o
0
,
0
,
0
) = 0 implies the well known equilibrium condi-
tions of a liquid in a xed container, see Finn [21], p. 10. Since
L(o(c), (c),
0
) = [o(c)[
1
[J
1
(o(c)[
2
[J
2
(o(c))[ (4.9)
+
_
l
(S(c),(c))
F
1
(x) dx +
_
()
F
2
(x) dx +
0
([
l
(o(c), (c))[ C),
we obtain from the corollaries to Lemma A.4.2A.4.5 the formula
[L
(o(c), (c),
0
)]
c=0
= 2
_
S
0
H
0
dA+
_
1
S
0
,
0
0
) ds
+
_
2
S
0
,
0
0
) ds +
_
S
0
F
1
(x(u)) dA
+
0
_
S
0
dA.
Equilibrium conditions follow from L
(o
0
,
0
,
0
) = 0 for all = N
0
+T
S
0
,
where T
S
0
=
0
on o
0
, and cos
k
sin
k
= 0 on
k
o
0
. Consider a subset
of these s where = 0 on o
0
, we get the equation
2H
0
+F
1
+
0
= 0 (4.10)
on o
0
. Then we have
_
k
S
0
,
0
0
) ds = 0
for all dened above. This equation implies the boundary conditions
cos
k
=
k
.
on
k
o
0
since on
k
S
0
,
0
0
) = N
0
,
0
0
) +
0
,
0
0
)
=
k
N
0
,
0
) +(1
k
,
0
))
=
k
sin
k
+(1
k
cos
k
).
Following Finn [21], p. 10, we set =
k
sin
k
and =
k
cos
k
, where
k
C(
k
U). Then cos
k
sin
k
= 0 is satised for all
k
. Then
,
0
0
) =
k
(cos
k

k
). (4.11)
In contrast to the classical capillary problem with a xed container we
get additional conditions from the fact that the particle can move in the
liquid. These conditions are given by equation L
(o
0
,
0
,
0
) = 0. We have,
see the corollaries to Lemma A.4.2A.4.5,
[L
(o(c), (c),
0
)]
c=0
= 2
_
S
0
H
0
(u)N
0
(u), z
(u, 0, 0)) dA
+
_
1
S
0
0
(u), z
(u, 0, 0)) ds +
_
2
S
0
0
(u), z
(u, 0, 0)) ds
+
_
S
0
F
1
(x(u))N
0
(u), z
(u, 0, 0)) dA
+
_
W
2
(S
0
)
F
1
(y(v))N
0
(v), z
,
(v, 0)) dA
+
_
0
F
2
(y), (
i
R
i
(0))y +a) dy
+
0
_
_
S
0
N
0
(u), z
(u, 0, 0)) dA+

_
W
2
(S
0
)
N
0
(v), z
,
(v, 0)) dA
_
Since
z
,
(v, 0) = (
i
R
i
(0))y(v) +a,
z
(u, 0, 0) = (u) ((
i
R
i
(0))y(v) +a) ,
where (u) = 1 on
2
U and (u) = 0 on
1
U, we nd from L
(o
0
,
0
,
0
) =
0 and by using equation (4.10) that
2
S
0
0
(u), (
i
R
i
(0))x(u) +a) ds
+
_
W
2
(S
0
)
F
1
(y(v))N
0
(v), (
i
R
i
(0))y(v) +a) dA
+
_
0
F
2
(y), (
i
R
i
(0))y +a) dy
+
0
_
W
2
(S
0
)
N
0
(v), (
i
R
i
(0))y(v) +a) dA = 0 (4.12)
for all , a R
3
.
Let o(c), (c) be the family of volume preserving admissible congurations
dened above. Summarizing the previous formulas, we have shown
Theorem 4.1. Suppose that the conguration o
0
,
0
denes a local mini-
mum of c(o(c)), (c)) under the side condition [
l
(o(c), (c))[ = C, C > 0
is a given constant. Then there exists a real constant
0
such that
2H
0
+F
1
+
0
= 0 on o
0
(4.13)
cos
1
=
1
at
1
o
0
(4.14)
cos
2
=
2
at
2
o
0
, (4.15)
2
S
0
0
(u) ds +
_
W
2
(S
0
)
F
1
(y(v))N
0
(v) dA (4.16)
+
_
0
F
2
(y) dy +
0
_
W
2
(S
0
)
N
0
(v) dA = 0,
2
S
0
R
i
(0)x(u),
0
(u)) ds (4.17)
+
_
W
2
(S
0
)
F
1
(y(v))R
i
(0)y(v), N
0
(v)) dA+
_
0
F
2
(y), R
i
(0)y) dy
+
0
_
W
2
(S
0
)
R
i
(0)y(v), N
0
(v)) dA = 0,
where i = 1, 2, 3.
Remark. In general, if the body is not in an equilibrium, then the force
T = (T
1
, T
2
, T
3
) and the torques (moments of force) /
k
with respect to
the x
k
-axis keep the body in an equilibrium if the following equations are
satised:
T
k
=
_
2
S
0
0
(u), e
k
) ds +
_
W
2
(S
0
)
F
1
(y(v))N
0
(v), e
k
) dA
+
_
0
F
2
(y), e
k
) dy +
0
_
W
2
(S
0
)
N
0
(v), e
k
) dA
and
/
k
=
_
2
S
0
R
k
(0)x(u),
0
(u)) ds
+
_
W
2
(S
0
)
F
1
(y(v))R
k
(0)y(v), N
0
(v)) dA
+
_
0
F
2
(y), R
k
(0)y) dy +
0
_
W
2
(S
0
)
R
k
(0)y(v), N
0
(v)) dA.
Here we denote by e
k
the unit vectors of the standard basis in R
3
.
4.2.1 Restricted movements
Here we consider some of possible cases of restricted motions of the body.
Vertical movement. Suppose that the particle can move in the x
3
-direction
only and no rotation is allowed, see Figure 4.5, then it follows from the above
remark that the vertical force T
3
directed upwards keeps the particle in an
equilibrium if (4.13)(4.15) and
T
3
=
_
2
S
0
0
(u), e
3
) ds +
_
W
2
(S
0
)
F
1
(y(v))N
0
(v), e
3
) dA
+
_
0
F
2
(y), e
3
) dy +
0
_
W
2
(S
0
)
N
0
(v), e
3
) dA
are satised.
If the body can rotate around the x
3
-axis additionally, then the torque
/
3
vanishes, see the above remark where the torques are dened.
3
x
g
3
liquid
F
Figure 4.5: Vertical movement of the particle
Remark. The buoyancy B of the body is given by
B =
_
W
2
(S
0
)
F
1
(y(v))N
0
(v), e
3
) dA.
We recall that that N
0
denotes the interior normal at the boundary of the
body.
Horizontal movement. Assume the body can move in the x
1
-direction
only and no rotation is allowed, see Figure 4.6. Then the horizontal force T
1
1
liquid
F
g
1
x
Figure 4.6: Horizontal movement of the particle
directed in the positive x
1
-axis keeps the body in an equilibrium if equations
(4.13)(4.15) and
T
1
=
_
2
S
0
0
(u), e
1
) ds + g
1
_
W
2
(S
0
)
y
3
(v)N
0
(v), e
1
) dA
+
0
_
W
2
(S
0
)
N
0
(v), e
1
) dA
are satised, where y(v) = (y
1
(v), y
2
(v), y
3
(v)), v V , denes the boundary
of the particle.
Finn [23] discovered that parallel plates which are parallel to the gravity
force can attract or repel each other depending on the contact angles on
the plates. Here we consider a plate parallel to a xed vertical wall, and
we assume that the plate can move in the x
1
-direction only, see Figure 4.7.
Then, see the above formulas, the force T
1
is given by
T
1
=
_
2
S
0
0
(v), e
1
) ds +g
1
_
W
2
(S
0
)
y
3
(v)N
0
(v), e
1
) dA,
where N
0
is the interior normal, where it exist, at the boundary of the
plate, and T
1
is positive if the wall attracts the plate and negative if the
general level
z
d
wall
liquid
plate
u
u
g
F
x
x
l
r
w
2
1
z
l
r
S
S
0
0
Figure 4.7: Floating plate
wall repels the plate. Consider the case that the plate is innitely long in
both y-directions, and denote by T
L
1
the force acting on a part of length L
in the x
2
-direction. Then
T
L
1
= L(sin
l
sin
r
) +
1
2
g
1
L(u
2
l
u
2
r
),
where u
l
is the ascent of the liquid at the left part of the plate and u
r
is the ascent at the right plane, both measured from the general level of
the liquid which is the line given by z = 0. We assume that the plate is
suciently heigh and deep such that z
1
< u
l
, u
r
< z
2
is satised. Since, see
Section 3.3.1,
u
2
r
= 2g
1
(1 sin
r
),
we get
T
L
x
= L
_
(sin
l
1) +
g
1
2
u
2
l
_
,
where u
l
= u
l
(d,
w
,
l
). In particular, if
w
=
l
=: , then, see Sec-
tion 3.3.2,
u
l
=
2
d
cos +O(d)
as d 0. Consequently
T
L
x
= L
_
2
2
g
1
d
2
cos
2
+O(1)
_
as d 0. Thus the plate is attracted if ,= 0 and if the distance d to the
wall is suciently small.
Rotation around the x
3
-axis. Suppose that the particle can rotate
around the x
3
-axis only and no translation is allowed, see Figure 4.8, then
the particle is in an equlibrium if equations (4.13)(4.15) are satised and
if the torque /
3
vanishes, i. e.,
2
S
0
R
3
(0)x(u),
0
(u)) ds +g
1
_
W
2
(S
0
)
y
3
(v)R
3
(0)y(v), N
0
(v)) dA
+
0
_
W
2
(S
0
)
R
3
(0)y(v), N
0
(v)) dA = 0,
where
R
3
(0) =
_
_
0 1 0
1 0 0
0 0 0
_
_
.
Remark. If the volume is innite, then
0
= 0 in the above formula.
4.2.2 Explicit solutions
Here we consider examples which lead to explicit results.
Horizontal capillary surfaces
Consider a oating ball in a cylindrical tube, not necessarily with circular
cross section. Assume the liquid makes a contact angle of /2 with the
container wall. Let
1
be the (constant) density of the liquid and
2
the
(constant) density of the ball. We suppose that 0 <
2
<
1
. In general,
for given
2
(0, ) the capillary surface is not a subset of a plane. On the
other hand, we have
Proposition 4.1. Suppose that the gravity g is positive and directed down-
wards in the negative x
3
-axis, see Figure 4.1. Then there exists a unique
contact angle
2
such that the a horizontal capillary surface o
0
satises the
equilibrium criteria of the theorem. Moreover we have 0 <
2
< /2 if
liquid
Figure 4.8: Rotation around the x
3
axis
2
2
>
1
,
2
= /2 if 2
2
=
1
and /2 <
2
< if 2
2
<
1
. Every
ball moved horizontally and stays away from the boundary of the container
denes an equilibrium.
Proof. Suppose that o
0
is a subset of the plane x
3
= z
0
, see Figure 4.9 for
notations, and makes a contact angle with the ball. From the equilibrium
condition (4.13) we get
0
= g
1
1
z
0
. Since
_
2
S
0
0
ds = 0, equilibrium
condition (4.16) reduces to
g
1
_
W
2
(S
0
)
y
3
(v)N
0
(v) dA+g
2
_
0
_
_
0
0
1
_
_
dx+
0
_
W
2
(S
0
)
N
0
(v) dA = 0.
This equation is satised if is a zero of f() dened by
f() =
1
_
1
3
cos
3
cos
2
3
_
+
4
3
2
.
The assertions of the proposition follow since f(0) = 4/3 (
1
2
), f() =
g
N
z
0
liquid

0
0
0
Figure 4.9: Horizontal capillary surface
4/3
2
,
f(/2)
_
_
_
= 0 : 2
2
=
1
> 0 : 2
2
> 2
1
< 0 : 2
2
< 2
1
.
Since f
() =
1
sin
3
we get uniqueness of the contact angle. The equilib-
rium criterion (4.17) follows from the symmetry properties of the particle
or by formal calculations. In fact, in the case of a ball as a particle the
equilibrium condition (4.17) is superuous because we can set = 0 in the
denition of the admissible congurations. 2
Zero gravity
Consider a oating ball in the zero gravity case. Then for every given con-
tact angle
2
(0, ) there is a horizontal capillary surface since the equi-
librium condition (4.13) shows that
0
= 0, and condition (4.16) is satised.
This behaviour for oating balls under zero gravity was rstly discovered
by Finn [26]. An important consequence is a further discovery of Finn that
Youngs surface tension diagram fails for oating particles, see [27].
Suppose the particle contains a rotationally part and that all angles be-
tween this part and planes which intersect the axis of rotation perpendicular
are dierent from each other. Assume the contact angle between the particle
and the liquid is in this set of angles, then there is a horizontal surface in
equilibrium, see Figure 4.10. One expects that one can keep such a particle
vertically in zero gravity provided that a tilted particle from the axis of sym-
metry of the symmetric part of the particle makes a non constant contact
4.3. STABILITY 109
liquid
2
Figure 4.10: Horizontal capillary surface, zero gravity
angle with planes perpendicular to the axis of symmetry. For example, this
assumption is satised for a rotationally ellipsoid dierent from a ball.
Floating ball and rotationally symmetric capillary surfaces
Here we consider a oating ball in a cylindrical tube with a disk as cross
section where the center of the ball is on the axis of the cylinder and the
gravity force is directed downwards, see Figure 4.11. We seek rotationally
capillary surfaces which satisfy the equilibrium conditions (4.13)(4.16). We
recall that in the case of a ball the equilibrium condition (4.17) is superuous
because we can set = 0 in the denition of the admissible congurations.
Kitchen sink experiments show that a ping-pong ball does not stay in the
middle of the tube in contrast to the case where the capillary surface hangs
on the interior edge of the tube and makes a contact angle larger than /2,
see Figure 4.12.
4.3 Stability
Consider an admissible conguration (o
0
,
0
) which satises the equilibrium
conditions of Theorem 4.1, and let (o(c), (c)) be the volume preserving
admissible family of congurations dened above. We recall that o(c) is
given by
z(u, c) = (1 (u))z
0
(u, ) +(u)(R()z
0
(u, ) +a) +q(c)
0
(u)N
0
(u),
1
N

liquid
0
0
g
2
Figure 4.11: Floating ball, rotationally symmetric capillary surface
u U, and (c) is dened through
z
(v, c) = R()y(v) +a,

v V (), where V () = v V : y(v) J
2
(o(0, )). The function q(c) is
dened in Lemma A.4.1. Since we need second derivatives with respect to
and , we have to expand of z
0
(u, ) up to second order.
Let K
be the curvature at P o
0
of the plane curve dened by the
intersection of with the plane through P and the linear span N
S
0
(at P)
and
0
. This curvature is considered as nonnegative if the curve bends in the
direction of N
. Extending an idea of Finn, we consider a class of admissible

comparison surfaces o() dened by
z
0
(u, ) = x(u) +(u) +

2
2
[(u)[
2
r(u) +O(
3
),
where
r(u) = K
(u)N
(u)(u).
Here K
(u) and N
(u) denote smooth extensions of K
and N
, which are
dened on o
0
, to U
, and (u) is a given smooth function which satises

(u) = 1 if u U and (u) = 0 if dist (u, U) > . For example, N
(u) :=
N
S
0
(u) cos T
S
0
(u) sin is an extension of N
(u), u U to U
. We can
assume that the remainder O(
3
) is suciently regular, which follows from
an implicit function theorem, we omit the details.
4.3. STABILITY 111
2
N

liquid
0
0
g
Figure 4.12: Floating ball, wetting barrier

For the derivatives of z and z
, resp., we have
z
(u, 0) = (u) ((
i
R
i
(0))x(u) +a) (4.18)
z
(u, 0) = (4.19)
z
(u, 0) = (u)
_
j
R
j
(0)
_
x(u) +q
(0)
0
(u)N
0
(u) (4.20)
z
(u, 0) = (u)) ((
i
R
i
(0))(u)) +q
(0)
0
(u)N
0
(u) (4.21)
z
(u, 0) = [(u)[
2
r(u) +q
(0)
0
(u)N
0
(u) (4.22)
z
,
(v, 0) = (
i
R
i
(0))y(v) +a (4.23)
z
,
(v, 0) = 0 (4.24)
z
,
(v, 0) = (
i
j
R
j
(0))y(v) (4.25)
z
,
(v, 0) = 0 (4.26)
z
,
(v, 0) = 0. (4.27)
We recall that q(0) = 0 and
c
q(0) = 0. Formulas for the second derivatives
of q(c) follow from the proof of Lemma A.4.1.
A necessary condition of second order that the equilibrium conguration
(o
0
,
0
) denes a local minimum of the energy functional is
[L
c
k
c
l
(o(c), (c),
0
)]
c=0
c
k
c
l
0
for every c R
2
and for all (, , a) X
0
, where X
0
is the subset of X
satisfying the side conditions (4.5) and (4.6), see above.
To keep the overview in the calculations we consider a two parameter
family with parameters and . Replacing by we get a one parameter
family of congurations o(, ), (, ). Thus a necessary condition of second
order that an equilibrium conguration (o
0
,
0
) denes a local minimizer of
the energy functional is
_
_
L
(S(c), (c),
0
)
_
=
+ 2
_
L
(S(c), (c),
0
)
_
=
(4.28)
+
_
L
(S(c), (c),
0
)
_
=
_
=0
0
for all (, , a) which satisfy the side condition
_
S
0
dA+
_
S
0
(u)N
S
0
(u), (
i
R
i
(0))x(u) +a) dA (4.29)
+
_
W
2
(S
0
)
N
0
(v), (
i
R
i
(0))y(v) +a) dA = 0.
The previous formula is a consequence of the corollary to Lemma A.4.4 of
the appendix to this chapter and of
_
d
d
_
[
l
((o(, ), (, ))[
=
_
_
=0
= 0.
An extremal is often called stable by denition if the strict inequality
is satised in inequality (4.28) for nonvanishing (, , a) satisfying the side
condition (4.29).
To answer the question whether a given extremal denes a strong min-
imizer of the associated energy functional requires the construction of an
embedding family of congurations, see [67, 79, 52] for related problems.
We do not address this open problem here.
From formula (4.9) and Lemma A.4.2Lemma A.4.5 we get
L
(o(c), (c),
0
) = 2
_
U
H(u, c)N(u, c), z
(u, c))W(u, c) du
+
_
1
S(c)
(u, c), z
(u, c)) ds(c) +

_
2
S(c)
(u, c), z
(u, c)) ds(c)
1
_
1
U
Z
0,
(, ), (u, 0, ))[Z
0,
(, )[d
2
_
2
U
Z
0,
(, ), (u, 0, ))[Z
0,
(, )[d
+
_
U
F
1
(z(u, c)N(u, c), z
(u, c))W(u, c) du
+
0
_
U
N(u, c), z
(u, c))W(u, c) du, (4.30)

4.3. STABILITY 113
where ds(c) = [Z
(, c)[d, Z(, c) = z(u(), c) and Z

0
(, t) = z
0
(u(), t).
Set
D(u, c) = N(u, c), z
(u, c))W(u, c),

then
L
(o
0
,
0
,
0
) = 2
_
U
H
(u, 0)D(u, 0) du
2
_
U
H
0
(u)D
(u, 0) du
+
_
1
U
_

(u, c), z
(u, c))
_
c=0
[Z
(, 0)[ d
+
_
1
U
(u, 0), z
(u, 0))
_

[Z
(, c)[
_
c=0
d
+
_
2
U
_

(u, c), z
(u, c))
_
c=0
[Z
(, 0)[ d
+
_
2
U
(u, 0), z
(u, 0))
_

[Z
(, c)[
_
c=0
d
1
_
1
U
_

(u, 0, ), Z
0,
(, ))
_
=0
[Z
0,
(, )[d
1
_
1
U
(u, 0, 0), Z
0,
(, 0))
_

[Z
0,
(, )[
_
=0
d
2
_
2
U
_

(u, 0, ), Z
0,
(, ))
_
=0
[Z
0,
(, )[d
2
_
2
U
(u, 0, 0), Z
0,
(, 0))
_

[Z
0,
(, )[
_
=0
d
+
_
U
F
1
(x(u)), z
(u, 0))D(u, 0) du
+
0
_
U
F
1
(x(u))D
(u, 0) du.
From the dierential equation 2H
0
(u) + F
1
(x(u)) +
0
= 0 on o
0
and
formula, see Lemma A.3.8 of the appendix to Chapter 3,
2H
(u, 0) = (u) + 2(2H

2
0
(u) K
0
(u))(u) + 2H
0,
(u)
(u),
where H
0
, K
0
are the mean and Gauss curvature of o
0
, resp., and
are dened through = N

0
+
=
0
on o
0
, and , satisfy
equations (4.3), (4.4) on U
1
, U
2
, resp., we get
L
(o
0
,
0
,
0
) =
_
S
0
_
+ 2(2H
2
0
K
0
)
_
dA
+
_
S
0
F
1
N
0
2
dA
+
_
1
U
_

((u, c), z
(u, c))
1
(u, 0, ), Z
0,
(, )))
_
c=0
[Z
0,
(, 0)[ d
+
_
2
U
_

((u, c), z
(u, c))
2
(u, 0, ), Z
0,
(, )))
_
c=0
[Z
0,
(, 0)[ d
+
_
1
U
((u, 0), z
(u, 0))
1
(u, 0), Z
0,
(, 0)))
_

[Z
0,
(, )[
_
=0
d
+
_
2
U
((u, 0), z
(u, 0))
2
(u, 0), Z
0,
(, 0)))
_

[Z
0,
(, )[
_
=0
d.
Here we have used that D(u, 0) = W(u, 0), Z
(, 0) = Z
0,
(, 0),
z
(u, 0) = z
0,
(u, 0) = = N
0
+
,
and the formula
2H
0,
(u) +F
1
(x(u)), x
(u)) = 0
on o
0
.
Next we show that the integrands of the last two terms in the previous
formula vanish. We have for k = 1, 2 that
((u, 0), z
(u, 0))
k
(u, 0), Z
0,
(, 0)))) =
0
k
, )
since z
(u, 0) = and Z
0,
(, 0) = on o. At
1
o
0
the vectors
0
,
0
, N
and at
2
o
0
the vectors
0
,
0
, N
0
are in a common plane, resp., and
0
and N
, N
0
, resp., are orthogonal, we have at
k
o
0
with scalar functions
a
k
, b
k
the formula
0
= a
k
0
+ b
k
N
k
, where
1
= and
2
=
0
. Using
the boundary conditions (4.14), (4.15) it follows
0
cos
k
= N
k
sin
k
. (4.31)
4.3. STABILITY 115
Thus the brackets vanish since N
k
at o
0
. We recall that N
2
= N
0
,
where N
0
is the interior normal at the boundary of the particle.
For the brackets in the integrands of the remaining boundary integrals
we get from formula (4.31) above that
_

((u, c), z
(u, c))
k
(u, 0, ), Z
0,
(, )))
_
c=0
=
0
, z
(u, 0))
k
0
, Z
0,
(, 0)) +
, z
(u, 0))
k
(u, 0), )
= K
k
[[
2
N
k
,
0
0
) +,
(u, 0)
k
(u, 0))
= K
k
[[
2
sin
k
+,
(u, 0)
k
(u, 0)).
Finally we nd that
,
(u, 0)
k
(u, 0)) = N
0
+
0
,
(u, 0))
k
,
(u, 0))
= N
0
,
(u, 0))
=
_

0
+K
S
0
_
.
(u, 0, 0), (u, 0, 0) = 0, = a

0
with a scalar
function a, and the formula, see the Lemma A.3.6 of the appendix to Chap-
ter 3,
N
0
,
(u, 0)) =

0
+K
S
0
,
where K
S
0
is the curvature at P o
0
of the plane curve dened through
the intersection of o
0
S
0
at
P and
0
:= (0) at P. The curvature K
S
0
is considered as nonnegative if
the curve bends in the direction of N
S
0
at P.
Summarizing, we obtain after integration by parts, see [18, 19], p. 45, p.
44, resp.,
Lemma 4.1.
L
(o
0
,
0
,
0
) =
_
S
0
_
[[
2
2(2H
2
0
K
0
)
2
_
dA
+
_
S
0
F
1
N
0
2
dA
+
_
1
S
0
_
K
S
0
[[
2
K
sin
1
_
ds
+
_
2
S
0
_
K
S
0
[[
2
K
0
sin
2
_
ds
Corollary. Suppose that
k
are dierent from 0 or , then
L
(o
0
,
0
,
0
) =
_
S
0
_
[[
2
2(2H
2
0
K
0
)
2
_
dA
+
_
S
0
F
1
N
0
2
dA
+
_
1
S
0
_
cos
1
sin
1
K
S
0

1
sin
1
K
2
ds
+
_
2
S
0
_
cos
2
sin
2
K
S
0

1
sin
2
K
0
_
2
ds.
Proof. The formula follows since
[[
2
= N
0
+
0
, N
0
+
0
)
=
2
+
2
on o, and
cos
k
sin
k
= 0
on
k
o
0
. 2
Next we will calculate L
(o
0
,
0
,
0
). From the formula (4.9) for L and
4.3. STABILITY 117
Lemma A.4.2A.4.5 we see that
L
(o(c), (c),
0
) = 2
_
U
H(u, c)N(u, c), z
(u, c))W(u, c) du
+
_
2
U
(u, c), z
(u, c))[Z
(, c)[ d
+
_
U
_

0
_
F
1
(z(u, , t))N(u, , t), z
t
(u, , t))W(u, , t)
_
dudt
+
_
U
F
1
(z(u, , 0))N(u, , 0), z
(u, , 0))W(u, , 0) du
+
_
V
0
F
1
(z
(v, ))N
(v, ), z
,
(v, ))W
(v, ) dv
+
_
0
F
2
(R()y +a), (
i
R
i
())y +a) dy
+
0
__
U
_

0
_
N(u, , t), z
t
(u, , t))W(u, , t)
_
dudt
+
_
U
N(u, , 0), z
(u, , 0))W(u, , 0) du
+
_
V
0
N
(v, ), z
,
(v, ))W
(v, ) dv
_
.
Here we have used that z
(u, c) = 0 on
1
U. We recall that V
0
= v V :
y(v) J
2
(o
0
). Set
Q(u, c) = N(u, c), z
(u, c))W(u, c).

Using the dierential equation (4.13), we get
L
(o
0
,
0
,
0
) = 2
_
U
H
(u, 0)Q(u, 0) du
+
_
2
U
_

((u, c), z
(u, c))[Z
(, c)[)
_
c=0
d
+
_
U
F
1
(x(u)), z
(u, 0))Q(u, 0) du
+
_
V
0
_
d
d
(F
1
(z
(v, ))N
(v, ), z
,
(v, ))W
(v, ))
_
=0
dv
+
_
0
_
d
d
F
2
(R()y +a), (
i
R
i
())y +a)
_
=0
dy
+
0
__
V
0
_
d
d
(N
(v, ), z
,
(v, ))W
(v, ))
_
=0
dv
_
.
The surface o(, 0) is dened through
z(u, , 0) = x(u) +((
i
R
i
(0))x(u) +a) +O(
2
)
= x(u) +(
1
N
0
+
1
x
,
) +O(
2
),
where
1
= (
i
R
i
(0))x(u) +a, N
0
) (4.32)
1
= g
(
i
R
i
(0))x(u) +a, x
,
). (4.33)
Then
2H
(u, 0) = (
1
) + 2(2H
2
0
K
0
)(
1
) + 2H
0,
(u, 0)(
1
) (4.34)
and, since
Q(u, 0) = N
0
, z
(u, 0))W(u, 0)
= N
0
,
i
R
i
(0))x(u) +a)W(u, 0)
= N
0
,
1
N
0
+
x
,
)W(u, 0)
=
1
W(u, 0),
we get
2
_
U
H
(u, 0)Q(u, 0) du (4.35)

=
_
S
0
_
(
1
) + 2(2H
2
0
K
0
)(
1
) + 2H
0,
(u, 0)(
1
)
_
(
1
)dA.
Since (c) is dened by a rigid motion of (0, ), we have
[Z
(, c)[ = [Z
0,
(, )[
W
(v, ) = W
(v, 0)
N
(v, ) = R()N
(v, 0)
(u, , ) = R()(u, 0, ).
Using formulas (4.18), (4.19), we nd for the integrand of the second integral
of the above formula for L
that
_

((u, c), z
(u, c))[Z
(, c)[)
_
c=0
=
_

(u, c), z
(u, c))
_
c=0
[Z
0,
(, 0)[
= (
0
, z
(u, 0)) +
(u, 0), z
(u, 0)))[Z
0,
(, 0)[
= (
0
, (
i
j
R
j
(0))x(u))
+(
i
R
i
(0))
0
, (
i
R
i
(0))x(u) +a))[Z
0,
(, 0)[. (4.36)
4.3. STABILITY 119
We recall that ds = [Z
0,
(, 0)[d on
2
o.
Concerning the third integral we have
F
1
(x(u)), z
(u, 0)) = F
1
(x(u)),
1
N
0
+
1
x
,
)
=
1
F
1
N
0
+F
1
(x(u)),
1
x
,
). (4.37)
From the dierential equation
2H
0
(u) +F
1
(x(u)) +
0
= 0
on o
0
we nd that
2H
0,
(u) +F
1
(x(u)), x
,
) = 0.
Then
2H
0,
(u)(
1
) +F
1
(x(u)),
1
x
,
) = 0. (4.38)
For the integrand of the forth integral of the formula for L
we get
_
d
d
(F
1
(z
(v, ))N
(v, ), z
,
(v, ))W
(v, ))
_
=0
=
_
d
d
(F
1
(z
(v, ))N
(v, ), z
,
(v, )))
_
=0
W
(v, 0)
= F
1
(z
(c, 0)), z
,
(v, 0))N
(v, 0), z
,
(v, 0))W
(v, 0)
+F
1
(y(v))
_
d
d
N
(v, ), z
,
(v, ))
_
=0
W
(v, 0)
= F
1
(y(v)), (
i
R
i
(0))y(v) +a)N
0
, (
i
R
i
(0))y(v) +a)W
(v, 0)
+F
1
(y(v))
_
(
i
R
i
(0))N
0
, (
i
R
i
(0))y(v) +a)
+N
0
, (
i
j
R
i
,
j
(0))y(v))
_
W
(v, 0). (4.39)

Finally we have
_
d
d
F
2
(R()y +a), (
i
R
i
())y +a)
_
=0
=
2
F
2
(y) ((
i
R
i
(0))y +a) , (
i
R
i
(0))y +a)
+F
2
(y), (
i
j
R
i
,
j
(0))y (4.40)
Combining the above equations (4.35)(4.40) we arrive at, after integration
by parts,
Lemma 4.2.
L
(o
0
,
0
,
0
)
=
_
S
0
_
[(
1
)[
2
2(2H
2
0
K
0
)(
1
)
2
_
dA
+
_
S
0
F
1
N
0
(
1
)
2
dA
_
2
S
0
1
ds
+
_
2
S
0
_
0
, (
i
j
R
j
(0))x(u))
+(
i
R
i
(0))
0
, (
i
R
i
(0))x(u) +a)
_
ds
+
_
W
2
(S
0
)
_
F
1
(y(v)), (
i
R
i
(0))y(v) +a)N
0
, (
i
R
i
(0))y(v) +a)
+F
1
(y(v))
_
(
i
R
i
(0))N
0
, (
i
R
i
(0))y(v) +a)
+N
0
, (
i
j
R
j
(0))y(v))
__
dA
+
_
0
_
2
F
2
(y)((
i
R
i
(0))y +a), (
i
R
i
(0))y +a)
F
2
(y), (
i
j
R
j
(0))y)
_
dy
+
0
_
_
W
2
(S
0
)
_
(
i
R
i
(0))N
0
, (
i
R
i
(0))y(v) +a)
+N
0
, (
i
j
R
j
(0))y(v))
__
dA
_
,
where
1
= (
i
R
i
(0)x(u) +a, N
0
) and
0
= (
i
R
i
(0)
0
, N
0
) +(
i
R
i
(0)x(u) +a,
N
0
0
).
Concerning the previous formula we recall that x/
0
=
0
x
,
=
0
. Next
we calculate L
(o
0
,
0
,
0
). From formula (4.30) for L
(o(c), (c),
0
) we
4.3. STABILITY 121
obtain
(L
(o
0
,
0
,
0
)
= 2
_
U
H
(u, 0)D(u, 0) du 2
_
U
H(u, 0)D
(u, 0) du
+
_
2
U
_

(u, c), (u, c))

_
c=0
[Z
0,
(, 0)[ d
+
_
U
_

F
1
(z(u, c))
_
c=0
D(u, 0) du +
_
U
F
1
(z(u, c))D
(u, 0) du
+
0
_
U
D
(u, 0) du.
We recall that
D(u, c) = N(u, c), z
(u, c))W(u, c).

Using the dierential equation (4.13) we have
(L
(o
0
,
0
,
0
)
= 2
_
U
H
(u, 0)D(u, 0) du
+
_
2
U
_

(u, c), (u, c))

_
c=0
[Z
0,
(, 0)[ d
+
_
U
F
1
(x(u)), z
(u, 0))D(u, 0) du.

From equation (4.34) for H
(u, 0),
D(u, 0) =
0
W(u, 0)
(u, c) = R()(u, 0, )
and since on
2
o
0
, see formulas (4.19), (4.18), (4.21),
z
(u, 0) =
=
0
N
0
+
0
0
z
(u, 0) = (
i
R
i
(0))x(u) +a
=
1
N
0
+
1
x
,
z
(u, 0) = (
i
R
i
(0))
= (
i
R
i
(0))(
0
N
0
+
0
0
),
we nd after integration by parts
Lemma 4.3.
(L
(o
0
,
0
,
0
)
=
_
S
0
_
(
1
),
0
) 2(2H
2
0
K
0
)(
1
)
0
_
dA
2
S
0
0
ds +
_
S
0
F
1
N
0
(
1
)
0
dA
+
_
2
S
0
_
0
((
i
R
i
(0))N
0
,
0
) +N
0
, (
i
R
i
(0))
0
))
+2
0
(
i
R
i
(0))
0
,
0
)
_
ds,
where
0
,
0
satisfy
0
cos
2
0
sin
2
= 0 on
2
U,
1
= (
i
R
i
(0)x(u) +
a, N
0
) and
0
= (
i
R
i
(0)
0
, N
0
) +(
i
R
i
(0)x(u) +a,
N
0
0
).
Remark. The second variation formula of Lemma 4.1 was derived in Chap-
ter 3 already since
L
(o
0
,
0
,
0
) =
_
d
2
d
2
L(o(),
0
,
0
)
_
=0
,
where o() is the volume preserving admissible family of comparison surfaces
dened in Chapter 3.
4.3.1 The oating ball
In the case of a oating ball we can assume that = 0. Suppose that the
gravity is positive and is directed downwards in the negative x
3
-axis. Then
F
1
= g
1
x
3
, F
2
= g
2
y
3
, and the equilibrium conditions of Theorem 4.1
reduce to equations (4.13)(4.16). Assume that o
0
,
0
denes an equilibrium
conguration. Since
1
= a, N
0
) and
0
= a,
N
0
0
)
0
1
= a, N
0
)a,
N
0
0
),
4.3. STABILITY 123
we get for the second derivatives of L, here we assume that 0 <
i
< ,
L
(o
0
,
0
,
0
) =
_
S
0
_
[
0
[
2
2(2H
2
0
K
0
)
2
0
_
dA
+
_
S
0
F
1
N
0
2
0
dA
+
_
1
S
0
_
cos
1
sin
1
K
S
0

1
sin
1
K
2
0
ds
+
_
2
S
0
_
cos
2
sin
2
K
S
0

1
sin
2
K
0
_
2
0
ds
L
(o
0
,
0
,
0
) =
_
S
0
_
(
1
),
0
) 2(2H
2
0
K
0
)(
1
)
0
_
dA
+
_
S
0
F
1
N
0
(
1
)
0
dA
_
2
S
0
a,
N
0
0
)
0
ds
L
(o
0
,
0
,
0
) =
_
S
0
_
[(
1
)[
2
2(2H
2
0
K
0
)(
1
)
2
_
dA
+
_
S
0
F
1
N
0
(
1
)
2
dA
_
2
S
0
a, N
0
)a,
N
0
0
) ds
+g
1
a
3
_
W
2
(S
0
)
N
0
, a) dA,
where
1
= a, N
0
).
We recall that an equilibrium conguration o
0
,
0
is said to be stable
by denition if
L
+ 2L
+L
0
for all (
0
, a) W
1,2
(o
0
) R
3
satisfying the side condition
_
S
0
0
dA+
_
S
0
N
0
, a) dA+
_
W
2
(S
0
)
N
0
, a) dA = 0.
Remark. Consider a oating ball in a cylindrical tube with constant cir-
cular cross section, and suppose that the gravity is positive and is directed
downwards in the negative x
3
-axis, the direction of the cylinder axis. Assume
that o
0
,
0
denes an equilibrium conguration such that o
0
is rotationally
symmetric with respect to the x
3
-axis, see Figure 4.11. Then
0
=
0
a,
0
)K
S
0
1
= a, N
0
)a,
0
)K
S
0
,
where K
S
0
is constant along o
0
, see the corollary to Lemma A.3.7.
Horizontal capillary surfaces
Consider the equilibrium congurations of Proposition 4.1, where the cap-
illary surface is horizontally, then
1
= a
3
, K
S
0
= 0, K
= 0 and K
0
=
1/R, where R is the radius of the ball. Consequently we have
L
+ 2L
+L
_
S
0
[
0
[
2
dA+g
1
_
S
0
2
0
dA+

Rsin
2
_
2
S
0
2
0
ds
+2a
3
_
S
0
,
0
) dA+ 2g
1
a
3
_
S
0
0
dA
+a
2
3
_
S
0
[[
2
dA+g
1
a
2
3
_
S
0
2
dA+g
1
R
2
a
2
3
sin
2
2
.
From Schwarz inequality it follows that
L
+ 2L
+L

Rsin
2
_
2
S
0
2
0
ds +g
1
R
2
a
2
3
sin
2
2
for all (
0
, a) W
1,2
(o
0
) R
3
, and in particular for (
0
, a) satisfying the
side condition (4.29) with = 0. If a
3
= 0, then L
+ 2L
+ L
= L
which is non negative and zero if and only if 0. Thus we have shown
Proposition 4.2. The equilibrium congurations of Proposition 4.1 are
stable in the sense that L
+2L
+L
0, and equality holds if and only

if
0
= 0 and a
3
= 0.
4.4 Appendix
Let X be the set of all w = (, , a) C
1
(U) C
0
(U) R
3
R
3
such that
satises the side conditions (4.3) and (4.4) on U, and let X
0
be the subset
such that w satises the side conditions
_
S
0
dA = 0
and
_
S
0
(u)N
S
0
(u), (
i
R
i
(0))x(u) +a) dA
+
_
W
2
(S
0
)
N
0
(v), (
i
R
i
(0))y(v) +a) dA = 0.
4.4. APPENDIX 125
Lemma A.4.1. For given w X
0
there exists a regular function q = q(c)
such that the family of admissible congurations given by (o(c), (c)), where
o(c) is dened through z(u, c) = z
(u, c, q(c)), is volume preserving for all

c R
2
, [c[ < c
0
. The function q(c) satises q(0, 0) = 0, q
(0, 0) = 0 and
q
(0, 0) = 0.
Proof. We have, see Figure 4.3,
l
(o
(, , q), (, )) =
1

2

3

4

l
(o
0
,
0
),
where
1
= z
(u, , t, 0) : u U, 0 < t < ,
2
= z
(u, , 0, 0) : u U, 0 < < ,
3
= z
(v, ) : v V
0
, 0 < < ,
4
= z
(u, , , ) : u U, 0 < < q.

Here we assume for simplicity that o
(, , q) and (, ) are above of

o
0
and of
0
, resp. The nal formula is valid for every o
(, , q) and
(, ) we omit the details. For the general case see a remark in [18], p. 81.
We point out that the dashed surfaces in Figure 4.3 are identically since
supp supp
0
= .
Set
f(, , q) = [
l
(o
(, , q), (, ))[.
From
det
z
(u, , t, 0)
(u, t)
= z
, z
t
)
= N
(u, , t, 0), z
t
(u, , t, 0))W(u, , t, 0),
det
z
(u, , 0, 0)
(u, )
= z
, z
)
= N
(u, , 0, 0), z
t
(u, , 0, 0))W(u, , 0, 0),
det
z
(v, )
(v, )
= z
,v
1
z
,v
2
, z
,
)
= N
(v, ), z
,
(v, ))W
(v, )
det
z
(u, , , )
(u, )
= z
, z
)
= N
(u, , , ), z
(u, , , ))W(u, , , ),
we nd that
f(, , q) =
_
U
_

0
N
(u, , t, 0), z
t
(u, , t, 0))W(u, , t, 0) dudt
+
_
U
_

0
N
(u, , 0, 0), z
(u, , 0, 0))W(u, , 0, 0) dud

+
_
U
_
q
0
N
(u, , , ), z
(u, , , ))W(u, , , ) dud

+
_
V
0
_

0
N
(v, ), z
,
(v, ))W
(v, ) dvd
+ [
l
(o
0
,
0
)[.
The assertion of the lemma follows since
f
q
(0, 0, 0) =
_
S
0
0
dA = 1
f
(0, 0, 0) =
_
S
0
dA
and
f
(0, 0, 0) =
_
S
0
(u)N
S
0
(u), (
i
R
i
(0))x(u) +a) dA
+
_
W(S
0
)
N
0
(v), (
i
R
i
(0))y(v) +a) dA.
2
On the other hand we have
Corollary. Suppose that for given (, , a) X and a given regular scalar
function q(c), where q(0, 0) = 0, q
(0, 0) = 0, q
(0, 0) = 0 the conguration

(o(c), (c)) dened through z(u, c) = z
(u, c) +q(c)
0
(u)N
0
(u), u U, and
z
(v, ), v V (), is volume preserving, then (, , a) is in the subspace X

0
.
Proof. From the formulas in the proof above we see that f
(0, 0, 0) +
f
q
(0, 0, 0)q
(0, 0, 0) = 0 and f
(0, 0, 0) +f
q
(0, 0, 0)q
(0, 0, 0) = 0. 2
4.4. APPENDIX 127
Lemma A.4.2.
c
k
[o(c)[ = 2
_
U
H(u, c)N(u, c), z
c
k
(u, c))W(u, c) du
+
_
1
S(c)
z
c
k
(u, c), (u, c)) ds(c)
+
_
2
S(c)
z
c
k
(u, c), (u, c)) ds(c),
where H(u, c) denotes the mean curvature of o(c) at u U, and
ds(c) = [Z
(, c)[d, Z(, c) := z(u(), c),

here u() is a regular parameter representation of
1
U or of
2
U, resp.
c
k
[o(c)[ =
_
U
1
W(u, c)
_
E(u, c)z
(u, c), z
,c
k
(u, c))
F(u, c)[z
(u, c), z
,c
k
(u, c)) +z
(u, c), z
,c
k
(u, c))]
+G(u, c)z
(u, c), z
,c
k
(u, c))
_
du.
The formula of Lemma 2.2 follows by integration by parts, see [18, 19], p.
Corollary.
_

[o(c)[
_
c=0
= 2
_
S
0
H(u, 0)N(u, 0), (u) ((
i
R
i
(0))x(u) +a)) dA
+
_
2
S
0
i
R
i
x(u) +a, (u, 0)) ds.
_

[o(c)[
_
c=0
= 2
_
S
0
H(u, 0)(u) dA+
_
1
S
0
(u) ds +
_
2
S
0
(u) ds.
Proof. The rst formula of the corollary is a consequence of formula
z
(u, 0) = (u) ((
i
R
i
(0))x(u) +a)) .
We recall that (u) = 0 if u
1
U and (u) = 1 if u
2
U. The second
formula of the previous corollary follows since
z
(u, 0) = ,
and = (u)N
S
0
(u) +(u)T
S
0
(u). 2
Lemma A.4.3.
[J
k
(o(c))[ =
_
k
U
Z
0,
(, ), (u, 0, ))[Z
0,
(, )[ d,
k = 1, 2, where Z
0
(, t) = z
0
(u(), t) and u() = u
k
() is a regular param-
eter representation of
1
U or
2
U, resp, and
[J
k
(o(c))[ = 0, k = 1, 2.
Proof. Since z(u, , ) = z(u, 0, ) on
1
U and [J
2
(o(0, )[ does not change
under rigid motion we get
[J
k
(o(, ))[ = [J
k
(o(0, ))[.
Let u() be a regular parameter representation of
1
U or
2
U. Then
[J
k
(o(0, ))[ =
_
k
U
_

0
[Z
0,
(, t) Z
0,t
(, t)[ ddt +[J
k
(o(0, 0))[.
Here we assume for simplicity that
1
o(0, ) is above of
1
o(0, 0). The nal
formula is valid for every
1
o(0, ), we omit the details. For the general
case see a remark in [18], p. 81. The assertion of the lemma follows since
the tangential plane on the container wall at P
1
o(0, t) is spanned by
the orthogonal vectors (u(), 0, t) and t(, t) = Z
0,
(, t)/[Z
0,
(, t)[. We
recall that (u(), 0, t) and t(, t) are orthogonal vectors. Then Z
0,t
(, t) =
a(u(), 0, t) + bt(, t) with scalar functions a and b depending on and t.
Using the Lagrange identity, we nd that
[Z
0,
(, t) Z
0,t
(, t)[
2
= [Z
0,
(, t)[
2
[Z
0,t
(, t)[
2
Z
0,
(, t), Z
0,t
(, t))
2
= [Z
0,
(, t)[
2
(a
2
+b
2
)
Z
0,
(, t), a(u(), 0, t) +bt(, t))
2
= [Z
0,
(, t)[
2
(a
2
+b
2
) b
2
[Z
0,
(, t)[
2
= a
2
[Z
0,
(, t)[
2
= Z
0,t
(, t), (u(), 0, t))[Z
0,
(, t)[
2
4.4. APPENDIX 129
2
Corollary.
_

[J
k
(o(c))[
_
c=0
=
_
k
S
0
((u) sin
k
+(u) cos
k
) ds.
Proof. The formula follows since [Z
0,
(, 0)[d = ds and
Z
0,
(, 0), (u(), 0, 0)) = (u()), (u(), 0, 0))
= (u())N(u(), 0, 0), (u(), 0, 0))
+(u())(u(), 0, 0), (u(), 0, 0))
= (u()) sin
k
+(u()) cos
k
.
2
Lemma A.4.4.
l
(S(c),(c))
F
1
(x) dx =
_
U
F
1
(z(u, c))N(u, c), z
(u, c))W(u, c) du,
l
(S(c),(c))
F
1
(x) dx =
_
U
_

0
_
F
1
(z(u, , t))N(u, , t), z
t
(u, , t))W(u, , t)
_
dudt
+
_
U
F
1
(z(u, , 0))N(u, , 0), z
(u, , 0))W(u, , 0) du
+
_
V
0
F
1
(z
(v, ))N
(v, ), z
,
(v, ))W
(v, ) dv.
Proof. Here we assume for simplicity that o(c) and (c) are above of o(0)
and of (c), resp. The nal formula is valid for every o(c) and (c), we
omit the details. For the general case see a remark in [18], p. 81. Then, see
Figure 4.13,
l
(o(c), (c)) =
1

2

3

l
(o(0), (0)),
with
1
= z(u, , t) : u U, 0 < t < ,
2
= z(u, , 0) : u U, 0 < < ,
3
= z
(v, ) : v V
0
, 0 < < .
()
(0)
(0)
()
S(0,0)
S(0,)
S
S(,)
(,0)
S
0
, )
0
(
l
Figure 4.13: Changing of the liquid region
Consequently
_
l
(S(c),(c))
F
1
(x) dx =
_
U
_

0
F
1
(z(u, , t)) det
z(u, , t)
(u, t)
dudt
+
_
U
_

0
F
1
(z(u, , 0)) det
z(u, , 0)
(u, )
dud
+
_
V
0
_

0
F
1
(z
(v, )) det
z
(v, )
(v, )
dvd
+
_
l
(S(0),(0))
F
1
(x) dx.
4.4. APPENDIX 131
Since
det
z(u, , t)
(u, t)
= z
, z
t
)
= N(u, , t), z
t
(u, , t))W(u, , t),
det
z(u, , 0)
(u, )
= z
, z
)
= N(u, , 0), z
(u, , 0))W(u, , 0),

det
z
(v, )
(v, )
= z
,v
1
z
,v
2
, z
,
)
= N
(v, ), z
,
(v, ))W
(v, ),
we obtain the formulas of the lemma. 2
Remark. Since the particle is moved by a rigid motion, we have W
(v, ) =
W
(v, 0) and N
(v, ) = R()N
(v, 0).
Corollary.
_

l
(S(c),(c))
F
1
(x) dx
_
c=0
=
_
S
0
F
1
(x(u))(u) dA
_

l
(S(c),(c))
F
1
(x) dx
_
c=0
=
_
S
0
F
1
(x(u))N(u, 0, 0), z
(u, 0, 0)) dA
+
_
W
2
(S
0
)
F
1
(y(v))N
0
(v, 0), z
,
(v, 0)) dA,
where
z
(u, 0, 0) = (u) ((
i
R
i
(0))x(u) +a) ,
z
,
(v, 0) = (
i
R
i
(0))y(v) +a.
Lemma A.4.5.
d
d
_
()
F
2
(y) dy =
_
(0)
F
2
(R()y +a), (
i
R
i
())y +a) dy.
Proof. Since
() = q R
3
: q = R()y +a, where y
0
,
we get
_
()
F
2
(q) dq =
_
(0)
F
2
(R()y +a)
det
q
y
dy
=
_
(0)
F
2
(R()y +a) dy.
2
Corollary.
_
d
d
_
()
F
2
(y) dy
_
c=0
=
_
(0)
F
2
(y), (
i
R
i
(0))y +a) dy.
4.5. PROBLEMS 133
4.5 Problems
1. Consider a oating body in an equilibrium which oats in a liquid
of innite volume and suppose that the capillary interface is horizon-
tal, see Figure 4.14. Show that B=weight of displaced uid, where B
liquid
displaced fluid
general level
g
vapour
Figure 4.14: Displaced liquid=buoyancy
denotes the buoyancy of the body.
2. Consider a cylinder of constant circular cross section which hangs in a
uid of innite volume. Let be the constant contact angle between
the liquid and the body and suppose the cylinder can move vertically
only, see Figure 4.15. Show that
displaced fluid
general level
g
vapour
liquid
Figure 4.15: Capillarity and buoyancy
B =
_
_
_
< weight of displaced uid if < /2
> weight of displaced uid if > /2
= weight of displaced uid if = /2
.
The displaced uid is sketched in Figure 4.15.
3. Determine lim
d
T
L
x
(d,
w
,
l
), see Section 4.2.1 (attraction/repelling
of a plate).
4. Express T
L
x
(d,
w
,
l
) in terms of elliptic integrals.
5. Discuss the sign of T
L
x
(d,
w
,
l
),
6. Discuss the rotation of a cylindrical body, which has a constant square
as cross section, around the middle axis which coincides with the mid-
dle axis of the container with constant square as cross section, see the
gure.
7. Find an embedding foliation to the problem of oating bodies.
Chapter 5
Wetting barriers
Consider a container or a oating particle with edges or lines where dierent
materials meet each other, see [45] for the case of of wetting barriers on the
container wall.
liquid
Figure 5.1: A container with an edge,

+
+
Suppose that the capillary surface hangs on such a line of the container
wall or the particle, see Figure 5.1 and Figure 5.2. A typical example of such
a oating particle is a oating razor blade. Along the wetting barrier the
contact angle is not determined, see a remark in [31], p. 356. Suppose that
the conguration is in an equilibrium, see the denition below, then it turns
out that the contact angle is in an interval dened by the data. We will
see that all the equilibrium conditions of Theorem 4.1 hold with the only
exception that we have to replace the equation which denes the contact
angle by inequalities.
135
136 CHAPTER 5. WETTING BARRIERS
liquid
particle
S
Figure 5.2: A particle with an edge,

+
+
In the following we consider the case of a oating particle with an edge. The
case of a container with an edge is contained in this case if one keeps the
particle xed, i. e., a = 0 and = 0, and if the boundary of the particle is
replaced by the container wall. In contrast to the case of smooth particles,
we dene two families o
0
() of admissible comparison surfaces by
z
0
(u, ) = x(u) +
(u) +O(
2
),
where 0 < <
0
, and
(u)N
S
0
(u)+
(u)T
S
0
(u) are given. We recall
that o
0
() is called admissible if it meets
0
at its boundary
0
only. More
precisely, we assume that z
0
(u, ) R
3
for all u U and 0 <
0
,
and z
0
(u, )
0
if u U, see Figure 5.4 for notations.
Suppose that the interior open angle , here we use another notation
than in [45], of the edge satises 0 < < , then it can be shown, we
omit the details, that z
0
(u, ) denes an admissible family of comparison
surfaces if 0 < < , and z
+
0
(u, ) is admissible if < < 2 , see
Figure 5.3 (a). If < < 2, see Figure 5.3 (b), then z
+
0
(u, ) and z
0
(u, )
dene admissible comparison surfaces. Since
+
N
+
0
,

0
, where
u U
2
, see Figure 5.4 for notations, then
+
satises
+
cos( +)
+
sin( +) = 0 (5.1)
at U
2
, and in the case of the second family we have
cos +
sin = 0 (5.2)
at
2
U. Let o
(c) be the comparison surface dened by

z
(u, c) = z
0
(u, ) +(u)
_
R()z
0
(u, ) +a z
0
(u, )
_
,
liquid
(a) (b)
liquid
particle
particle
Figure 5.3: Convex and reentrant edge
where c = (, ), 0 and [[ <
0
.
Suppose that
c(o
(c), (c)) c(o(0), (0)), [

l
(o
(c), (c)[ = C.
In contrast to Chapter 4 one of the resulting equations has to be replaced
by an inequality:
_

c(o
(c), (c))
_
c=0
0,
_

c(o
(c), (c))
_
c=0
= 0, (5.3)
_
c
[
l
(o
(c), (c))[
c=0
= 0. (5.4)
We call a capillary surface in an equilibrium if (5.3) and (5.4) are satised
Let X
be the set of all (
, , a) C
1
(U) C
0
(U) R
3
R
3
satisfying
(5.1), (5.2), resp, and
= a(u)

on U
2
, where a(u) is nonnegative and
continuous on U
2
. Thus X
+
and X
dene convex cones with the vertex

at zero. From a Lagrange multiplier rule of Chapter 8 it follows that there
is a real
0
such that
_

L(o
(c), (c),
0
)
_
c=0
0, (5.5)
_

L(o
(c), (c),
0
)
_
c=0
= 0 (5.6)
for all (, , a) X
+
or in X
, resp. Following the proof of Theorem 3.1,

we obtain the dierential equation (4.13), the boundary condition (4.14) on
vapor
N
N
liquid
particle
+
N
S
0
S
0
0
0
0
0
0
0
0
Figure 5.4: Particle with an edge, notations
the container wall and, see the proof of Theorem 3.1,
_

L(o
+
(c), (c),
0
)
_
c=0
=
_
S
0
+
,
0
+
0
) ds
=
_
S
0
a(u)
+
0
,
0
+
0
) ds
=
_
S
0
a(u)
_
cos( +)
+
_
ds 0
for all a(u) which are continuous and nonnegative at U
2
. Thus, since
+
= cos
+
, we have the inequality
cos
+
cos( + ). (5.7)
For the comparison surfaces o
we get
_

L(o
(c), (c),
0
)
_
c=0
=
_
S
0
,
0
+
2

0
) ds
=
_
S
0
a(u)

0
,
0
+
2

0
) ds
=
_
S
0
a(u)
_
cos +
_
ds 0
for all a(u) which are continuous and nonnegative at U
2
. Thus
cos cos
. (5.8)
Then we have the following necessary conditions:
Case 0 < . If 0 and < < 2 , then there are
admissible families of comparison surfaces o
+
(c) and o
(c) and, see (5.8)

and (5.7),

+
+.
If 0 < < , then there exists an admissible family o
(c) and (5.8)

implies that
.
If < 2 , then there is an admissible family o
+
(c) which implies
that
+
+.
Case < < 2. In this case, there exist admissible families of comparison
surfaces o
+
() and o
(). Then

+
+.
Summarizing, we get
Theorem 5.1. Let be the angle between
and the capillary surface in

equilibrium, then

+
+
at
2
o
0
. Additionally, in any case we have that
,
+
[0, ], [0, 2)
and 0 2 .
Equations (4.16) and (4.17) follow again from equation (5.6).
Remark. A capillary surface which hangs at a wetting barrier is sometimes
called pinned at this line. A mathematical founded proof for this behaviour
of a liquid does not seem to appear in the literature with the exception of
the paper [45]. If the strict inequalities
< <
+
+
hold and if the admissible variations do not coincide with the equilibrium
surface at the barrier line then this variation is positive. Moreover, an
equilibrium denes a strict weak local minimizer of the energy provided the
strict inequalities hold and if an additional eigenvalue criterion is satised,
see [45], p. 246.
5.2 Stability
In the following we consider the case of a container with wetting barriers
in the absence of a oating particle. Let o
() be the family of volume

preserving admissible comparison surfaces dened above through z
(u, )
where a = 0 and = 0 and suppose that o
0
= o(0) is an equilibrium
interface. Then
c(o
()) c(o
0
) = L(o
(), ) L(o
0
, )
=
_
d
d
L
(o(), )
_
=0
+

2
2
_
d
2
d
2
L
(o(), )
_
=0
+O(
3
).
We have
_
d
d
L
+
(o(), )
_
=0
=
_
S
0
a(u)(cos( + ) cos
+
) ds
_
d
d
L
(o(), )
_
=0
=
_
S
0
a(u)(cos + cos
) ds.
Since
N
S
0
+
T
S
0
and a > 0 on a part of U if and only if
> 0
on that part of U provided
C
0
(U) and is dierent from 0 or 2.
Consequently there is a positive constant c such that
c(o
()) c(o
0
) 0
for all 0 < <
0
() if
+
> 0,
> 0, resp., on a part of U and if the strict

inequalities
< <
+
+ are satised. Thus, see the corollary to
Lemma 3.1 of Chapter 3, a necessary condition that the extremal o denes
a (weak or strong) local minimizer of the associated energy is that
_
S
0
_
[[
2
2(2H
2
0
K
0
)
2
_
dA+
_
S
0
F
1
, N
0
)
2
dA 0
for all W
1,2
0
(o
0
) satisfying the side condition
_
S
0
dA = 0.
To answer the question whether a given extremal denes a strong minimizer
of the associated energy functional requires the construction of an embedding
family of congurations, see Chapter 2 and Chapter 3 for the case of liquid
layers and capillary interfaces.
5.3. PROBLEMS 141
5.3 Problems
1. Consider a liquid which hangs at the upper edge of a cylindrical con-
tainer with constant circular cross section, see Figure 5.1. Suppose
that = /2 and that the gravity vanishes. Show that the following
stability criterion holds:
_
S
0
_
[[
2
2(2H
2
0
K
0
)
2
_
dA > 0
for all W
1,2
0
(o
0
) 0 satisfying the side condition
_
S
0
dA = 0.
Hint: o
0
is a spherical cap, and see [77].
2. Consider a oating razor blade and nd the necessary equilibrium
conditions for .
3. Consider a liquid trapped in a groove as shown in Figure 5.5.
0,L
L
S
Figure 5.5: Liquid trapped in a groove
(i) Find the necessary equilibrium conditions for .
(ii) Consider the case of zero gravity and check whether the following
stability criterion holds:
_
S
0,L
_
[[
2
2(2H
2
0
K
0
)
2
_
dA > 0
for all W
1,2
0
(o
0
) 0. Here o
0,L
denotes a section of length L of
o
0
.
Hint: o
0
is a cylindrical cap.
4. Find an embedding foliation to the problem of wetting barriers (open
problem).
5. Does an equilibrium, which satises the above stability condition, de-
ne a strong minimizer of the associated energy (open problem)?
6. Extend the above stability considerations to the case of a oating
particle with wetting barriers.
7. Find the volume of the liquid which rests at the lower end of the tube,
see Figure 5.6 which is taken from [50].
Figure 5.6: Capillary tube, constant cross section
8. Find the volume of the liquid which rests at the lower end of the tube,
see Figure 5.7 which is taken from [50].
9. Discuss the regularity (conjecture C
1,
) of the trace of the liquid which
hangs at the upper edge on a wall, see Figure 5.8 which is taken
from [50].
10. Find the stability bound of the radius of the dry spot of the drop with
a hole, see Figure 5.9 which is taken from [50].
5.3. PROBLEMS 143
Figure 5.7: Capillary tube, variable cross section
Figure 5.8: Liquid hangs partially at the upper edge
11. Find the capillary surface in a tube if its upper edge is below of the
rise of the liquid of the same tube where the upper edge is above of
the rise of the liquid, see Figure 5.10.
12. Discuss the case of a rounded upper edge of a tube with constant
circular cross section, see [48], pp. 249250, and Figure 5.11, where
is a circular arc of radius .

Figure 5.9: Drop with a hole
liquid
g
?
Figure 5.10: Upper edge of the tube is below of the rise of liquid
Figure 5.11: Rounded edge

Chapter 6
Asymptotic formulas
Here we consider capillarity problems depending on a small or large real
parameter. In general, there are no explicit solutions with the exception of
few examples, see previous sections. Therefore asymptotic formulas are of
interest if the related parameter is small or large, resp. The main tools to
get asymptotic formulas are comparison principles.
6.1 Comparison principles
The following comparison principles exploit the special strong nonlinearity
of the governing equation. There are no counterparts for linear elliptic
equations, see some examples in this section. Set
Tu =
u
_
1 +[u[
2
and Nu = div Tu u,
where is a nonnegative constant.
We recall that an open set is said to be connected if it is not a union of
two nonempty open sets with empty intersection.
Theorem 6.1 (Concus and Finn[12, 21]). Let R
2
be a bounded con-
nected domain and assume the boundary = admits a decomposition
=

0
,
where
(a)
0
can be covered, for any > 0, by a countable number of disks B
i
of radius
i
, such that
i
< , i. e. H
1
(
0
) = 0, where H
1
is the one-
dimensional Hausdor measure,
145
146 CHAPTER 6. ASYMPTOTIC FORMULAS
(b)
is Lipschitz and
C
1
.
Let u, v C
2
() with the properties
(i) Nu Nv in ,
(ii) limsup(u v) 0 for any approach to
from within ,
(iii) (Tu Tv) 0 almost everywhere (with respect to L
1
(
)) on
as a limit from points of , where denotes the exterior unit normal at
.
Then:
(A) If > 0 or if
,= , then v u in . If v(x
0
) = u(x
0
) at any point
x
0
, then v(x) u(x).
(B) If = 0,
= , then v(x) u(x) +const. in .

Proof. See Finn [21], pp. 110. Dene for a positive constant M
M
0
= x : 0 < u(x) v(x) < M
= x : u(x) v(x) 0
+
= x : u(x) v(x) M
() = (B
i
)
() = B
i
.
Assume u > v on a subset of . Then there exists a positive constant M
such that
M
0
() ,= for all 0 < <
0
,
0
suciently small. Dene for
x the function
w =
_
_
_
0 : x
u v : x
M
0
M : x
+
.
The function w belongs to the Sobolev class W
1,2
() L
(), see for ex-

ample [30], pp. 151. Since w 0 and Nu Nv 0, it follows from the
6.1. COMPARISON PRINCIPLES 147
denition of N and after integration by parts that
0
_
()
w(Nu Nv) dx =
_
()
w (Tu Tv) dx
_
()
w(u v) dx +
_
()
w(Tu Tv) dS
+M
_
+
()
(Tu Tv) dS +
_
M
0
()
w(Tu Tv) dS,
where
M
0
() = (
M
0
B
i
)
+
() = (
+
B
i
)
() = (
i
) ,
see Figure 6.1. Thus, assigning symbols to the integrals on the right in order
0<uv<M
uv > M
=
()
()
()
_
+
0
M
B
i
uv < 0
=
Figure 6.1: Proof of Theorem 1
of appearance,
0 Q() W() +J
() +J
+
() +J
M
0
().
We observe that W() 0 and W() = 0 if and only if = 0. Since
+
()
it follows J
+
() 0 and since all points from
M
0
() where
w ,= 0 are contained in
we have J
M
0
() 0. From the denition of w we
see that
Q() =
_
M
0
()
(u v) (Tu Tv) dx,
where
M
0
() =
M
0
(B
i
). Thus, Q() 0 and Q() = 0 if and only if
u v in
M
0
(). This follows since the vector eld A(p) := p/
_
1 +[p[
2
,
p R
n
, satises
A(p) A(q), p q) c[p q[
2
,
where c = c(p, q) is a positive constant, see an exercise.
Finally, the inequality [J
()[ 4M follows from the fact that [Tf[

1 for all f C
1
().
Consequently
lim
0
(Q() +W()) 0.
This implies, since Q() and W() are nonnegative and increasing with
decreasing , that Q() = 0 and W() = 0 for each , 0 <
0
.
We conclude from W() = 0 that in the case > 0 a construction of
M
0
is not possible for each and M. Thus v u in .
Let = 0. If there is a subset where v(x) < u(x), then u v c,
where c is a constant and 0 < c < M, on each connected set of
M
0
()
since u v on these sets, according to the above considerations. The
constants may dier from set to set. Since u v = 0 or u v = M on the
boundary of these components if the boundary point in consideration is in
and since uv is continuous in by assumption, it follows that the union of
these connected sets is , see Figure 6.2. Then we have u v = const. > 0
in .
Case ,= . The above inequality is a contradiction to the assumption
limsup(u v) 0 from any approach to
from within , consequently

v u in .
Case = . In this case an arbitrary constant can be added to v without
changing the hypotheses. Thus there is always a domain in where 0 <
u (v C) < M. From above it follows that u = v C +const. in .
It remains to show that from v(x) u(x) in and u(x
0
) = v(x
0
) for at
least one x
0
it follows that u v in . This is a consequence of the
uv > M
uv < 0
uv=c
0<c<M
=
=
Figure 6.2: Proof of Theorem 1
strong maximum principle
1
since
Nu Nv =
2
i,j=1
a
ij
(x)w
x
i
x
j
(x) +
2
i=1
b
i
(x)w
x
i
(x) w,
where w = uv, a
ij
= a
ji
, a
ij
, b
i
C(), and the right hand side is elliptic
in .
2
Remark. The previous result fails in the case of linear elliptic equations.
In that case we can not take away in the boundary condition one point
from the the boundary as the following example shows. Let R
2
be the
domain
= x B
1
(0) : x
2
> 0,
1
Strong maximum principle. Suppose that R
n
is a connected domain. Let
Lu =
n
i,j=1
a
ij
(x)w
x
i
x
j
(x) +
n
i=1
b
i
(x)w
x
i
(x) + c(x)w,
where a
i,j
= a
ji
, a
ij
, b
i
, c C(), c 0 in R
n
, and the right hand side is elliptic
in . Assume w C
2
() satises Lw 0 (Lw 0) in . Then if w achieves its positive
supremum (negative inmum) in , w is a constant.
x
2
x
1
1
Figure 6.3: Counterexample for linear problems
Assume u C
2
() C( 0) is a solution of
u = 0 in
u = 0 on 0.
This problem has solutions u 0 and u = Im(z +z
1
), where z = x
1
+ix
2
.
For another example see an exercise.
In contrast to this behaviour of the Laplace equation, one has uniqueness
according to the above theorem if u = 0 is replaced by the minimal surface
equation
x
1
_
u
x
1
_
1 +[u[
2
_
+

x
2
_
u
x
2
_
1 +[u[
2
_
= 0.
The following theorem concerns in particular unbounded domains.
Theorem 6.2 (Finn and Hwang [25]). Assume that R
2
, not necessarily
bounded, > 0 and that the assumptions (a)(b) and (i)(iii) of Theorem
6.1 are satised, then u v in , and if u(x) = v(x) at any x , then
u(x) v(x) in .
Proof. If u > v at some point of , then there are positive constants m
1
, m
2
and a set
12
of positive measure where
0 < m
1
< u v < m
2
< .
Set
w(x) =
_
_
_
0 : u v m
1
u v m
1
: x
12
m
2
m
1
: u v m
2
.
For any R > 0 set B
R
= x R
n
: [x[ < R and
R
= B
R
,
R
= B
R
,
,R
=
B
R
,
,R
=
B
R
,
see Figure 6.4 for an example. If R is suciently large, then the measure of
R

12
is positive. Integration by parts gives
x
x
R
12
1
2
R

_
R
w
n1
(div Tu div Tv) dx
=
_
R
w
n1
(Tu Tv) dS +
_
R,
w
n1
(Tu Tv) dS
+
_
R,
w
n1
(Tu Tv) dS (n 1)
_
R
w
n2
(Tu Tv) w dx.
Since [(Tu Tv) [ 2, (Tu Tv) 0 on
, w = 0 on
and
(Tu Tv) w 0, we nd that
R
w
n1
(u v) dx 2
_
R
w
n1
dS.
We have
2
_
R
w
n
dx
_
R
w
n1
dx.
Thus we get nally
R
w
n
dx 2
_
R
w
n1
dS.
Set
Q(R) =
_
R
w
n
dx.
Then
Q(R)
2
R
w
n1
dS
__
R
w
n
dS
_
(n1)/n
__
R
dS
_
1/n
.
Consequently
1
Q()
n/(n1)
_
2
_
n/(n1)
1
w
n
dS
_
_
dS
_
1/(n1)
.
Set
J(R) =
_
R
R
1
1
Q()
n/(n1)
d.
2
_
R
w
n1
(u v) dx =
_
{uvm
1
}
0 (u v) dx
+
_
{m
1
<uv<m
2
}
(u v m
1
)
n1
(u v) dx +
_
{uvm
2
}
(m
2
m
1
)
n1
(u v) dx
=
_
{uvm
1
}
w
n
dx +
_
{m
1
<uv<m
2
}
(u v m
1
)
n1
(u v m
1
) dx
+m
1
_
{m
1
<uv<m
2
}
(u v m
1
)
n1
dx +
_
{uvm
2
}
(m
2
m
1
)
n1
(m
2
m
1
) dx
+
_
{uvm
2
}
(m
2
m
1
)
n1
((u v) (m
2
m
1
)) dx
_
R
w
n
dx.
Let 0 < R
1
< R < , then, since dS =
n1
d, we obtain
J(R)
_
2
_
n/(n1)
_
R
R
1
_
_
1
w
n
dS
_
_
dS
_
1/(n1)
_
_
d
=
_
2
_
n/(n1)
_
R
R
1
_
_
_
w
n
dS
_
_
/
d
_
1/(n1)
_
_
d
[
n
[
1/(n1)
_
2
_
n/(n1)
_
R
R
1
_
w
n
dS d
= [
n
[
1/(n1)
_
2
_
n/(n1)
(Q(R) Q(R
1
)) ,
where
n
denotes the n-dimensional unit sphere. Set
C
1
= [
n
[
1/(n1)
_
2
_
n/(n1)
,
then, if R
1
is suciently small, it follows that for all R > R
1
J
(R)
(J(R))
n/(n1)

(Q(R))
n/(n1)
/R
[C
1
(Q(R) Q(R
1
))]
n/(n1)
C
2
R
,
where C
2
is a positive constant which does not depend on R. Let R
1
A <
B < . Then
_
B
A
J
()
(J())
n/(n1)
d C
2
(ln B ln A)
or
(n 1)
_
(J(A))
1/(n1)
(J(B))
1/(n1)
_
C
2
(ln B ln A),
which is a contradiction since 0 < J(A) < J(B). The remainder of the proof
follows from the strong maximum principle. 2
Remark. The previous theorem does not cover the case = 0. Consider the
minimal surface equation over R
2
, then every linear function is a solution.
Bernstein [5] has shown that every solution must be a linear function.
For another example consider the strip = (x, y) : [y[ < cos , and
the boundary value problem div Tu = 2 in , Tu = cos on .
Solutions are given by the cylindrical surfaces
u(x, y) = xtan
_
1 y
2
cos
1
+,
for arbitrary , with [[ < /2.
Tam [70] has proved that this class of surfaces yields the totality of the
solutions of this boundary value problem.
Remark. The previous Theorem 6.2 fails in the case of linear elliptic equa-
tions. Let = R
2
0 and consider the problem div Tu = u in .
From the theorem follows that u 0 in is the unique solution. An-
other consequence of the comparison principle is that every solution must
be rotationally symmetric. Let u(x) = v(r), 0 < r < , be a rotationally
symmetric solution. Then
1
r
_
rv
(r)
_
1 + (v
(r))
2
_
= v(r), 0 < r < .

The associated linearized problem is
1
r
(rv
(r))
= v(r), 0 < r < .

Every solution is given by
v(r) = C
1
I
0
(
r) +C
2
K
0
(
r)
with constants C
1
, C
2
. Here I
0
, K
0
denote modied Bessel functions of
second kind and of order zero.
Remark. The crucial points are that the previous theorems hold without
growth hypotheses at the exceptional set
0
or, see Theorem 6.2 at innity.
Moreover, the comparison principle holds also when the boundary contact
angle is 0 or , where [u[ becomes necessarily unbounded near
.
6.2 Applications
As applications of the above comparison principles we will derive an a priori
estimate, some asymptotic formulas and an eective numerical method.
6.2. APPLICATIONS 155
6.2.1 An interior estimate
Let u C
2
() be a solution of the capillary equation
div Tu = u
in R
2
, where the capillary constant is positive.
Proposition 6.1. (Concus and Finn [13]). Let B
be an open disk with

radius such that B
. Then
sup
B
u
2
+.
Proof. Let B
, 0 <
< , be concentric to B
and denote by v
(x) the
lower hemisphere with radius
over B
with lower point

z = v
0
:=
2
.
Then
div Tv
=
2
= v
0
v
in B
and Tv
= 1 on B
. The comparison principle Theorem 4.1 says

that
u(x) v
(x) <
2
in B
. Letting
, the proof is nished. 2

Remark. There is no assumption on the boundary behaviour of u in this
proposition.
6.2.2 Narrow circular tube, interior ascent
Here we consider the problem
div TU = U in B
a
(0)
TU = cos on B
a
(0),
where > 0 is the capillary constant and B
a
(0) is a disk with radius a and
center at the origin.
Set x = ay and V (y) = U(x)/a, then V = V (y) is a solution of
div TV = BV in B
1
(0) (6.1)
TV = cos on B
1
(0), (6.2)
where B = a
2
is the Bond number.
Proposition 6.2. ([45]). For every nonnegative integer n there exist n + 1
radially symmetric functions
l
(y; ), l = 0, . . . n, analytical in B
1
(0) and
bounded on B
1
(0), such that
V (y; , B) =
2 cos
B
+
n
l=0
l
(y; )B
l
+O(B
n+1
)
uniformly in B
1
(0) and , 0 , as B tends to zero. The function
0
is a solution of a nonlinear boundary value problem and the functions
l
,
l 1 are solutions of linear boundary value problems. In particular we nd
that
0
(y; ) =
2
3
1 sin
3
cos
3

1
cos
_
1 r
2
cos
2
,
where r =
_
y
2
1
+y
2
2
, and
1
(y; ) =
(1 sin )
2
(1 + 3 sin
2
)
6 cos
7

1
2 cos
3
ln(1 + sin)
+
(1 sin ) sin
2
3 cos
5
1
_
1 r
2
cos
2
+
1
3 cos
2
ln
_
1 +
_
1 r
2
cos
2
_
.
Remark. In the case n = 0 we obtain the Laplace formula
V (y; , B) =
2 cos
B
+
0
(y; ) +O(B),
see Laplace [39] for a formal proof and D. Siegel [68] for a proof. Then the
center height of U is given by
U(0) =
2 cos
a

_
1
cos

2
3
1 sin
3
cos
3
_
a +O(a
3
).
Set = cos .
Lemma 6.1. For given N N 0 there exist functions
l
(r; ), [[ 1,
which are in C
1
[0, 1] and analytical in 0 s < 1 with respect to s and satisfy
sup [
l
(r; )[ c
l
<
uniformly with respect to [[ 1 and 0 s 1, such that
V
N
:=
2 cos
B
+
N
l=0
l
B
l
satises
div TV
N
BV
N
= O(B
N+1
)
uniformly in = B
1
(0) and [[ 1, and
lim
s10
V
N
_
1 +V
2
N
= , V
N
(0) = 0,
where the derivatives are taken with respect to r.
Proof. We have
div Tv
N
Bv
N
=
1
r
_
v
N
_
1 + (v
N
)
2
_
Bv
N
.
The formal ansatz
V
N
=
C
B
+
N
k=0
k
B
k
,
where C is a constant, and the conditions
div TV
N
BV
N
=
1
r
_
V
N
_
1 + (V
N
)
2
_
BV
N
= O(B
N+1
) (6.3)
lim
r0
V
N
_
1 + (V
N
)
2
= (6.4)
lead to a nonlinear boundary value problem which determines
0
and to
linear boundary value problems for
k
, k 1. Let [0, /2]. Then
lim
r10
0
_
1 +
2
0
= cos ,
(1
0
) cos
_
1 r
2
cos
2
0
(r)
cos
_
1 r
2
cos
2
for an
0
(0, 1) and for all r (
0
, 1), and
0 (1 r
2
cos
2
)
0
(r) cos .
The functions
l
satisfy
l
(r)
(1 +
0
(r)
2
)
3/2
= O(1 r)
as r 1 and uniformly in [0, /2], and
sup [
l
(r; )[ < ,
sup
_
(1 r cos )
1/2
[
l
(r; )[
_
< ,
sup
_
(1 r cos )
3/2
[
l
(r; )[
_
< ,
where the supremum is taken over 0 < r < 1 and 0 /2. From the
behaviour of
0
it follows the asserted behaviour of the functions
k
, k 1,
using the strong nonlinearity of the problem, see [45] for details. Since
V
N
=
C
B
+
0
+
N
k=1
k
B
k
,
we have
1 +V
2
N
= (1 +
2
0
)(1 +Q),
where
Q =
2
N
k=1
k
B
k
+
_
N
k=1
k
B
k
_
2
1 +
2
0
, (6.5)
and
(1 +v
2
)
1/2
= (1 +
2
0
)
1/2
_
_
1 +
=1
_
1/2
_
Q
_
_
.
Then
v
(1 +v
2
)
1/2
= (
0
+
N
k=1
k
B
k
)(1 +
2
0
)
1/2
_
_
1 +
=1
_
1/2
_
Q
_
_
= (1 +
2
0
)
1/2
_
0
+
N
k=1
k
B
k
+
=1
_
1/2
0
Q
+
N
k=1
=1
_
1/2
k
B
k
Q
_
.
For simplicity we consider here the case N = 1. For the general case N 1
see [45]. Set
v =
C
B
+
0
+
1
B,
then
v
(1 +v
2
)
1/2
= (1 +
2
0
)
1/2
_
0
+

1
1 +
2
0
B +O(B
2
)
_
,
and the boundary condition (6.4) implies
lim
r10
0
(1 +
2
0
)
1/2
= ,
0
(0) = 0
lim
r10
1
(1 +
2
0
)
3/2
= 0,
1
(0) = 0.
From
div Tv Bv =
1
r
_
rv
1 +v
2
_
Bv
=
1
r
_
r
0
_
1 +
2
0
_
C
+B
_
1
r
_
r
1
(1 +
2
0
)
3/2
_
0
_
+O(B
2
)
and the requirement
div Tv Bv = O(B
2
)
as B 0 we nd the boundary value problems
1
r
_
r
0
_
1 +
2
0
_
= C on (0, 1) (6.6)
lim
r10
0
_
1 +
2
0
= ,
0
(0) = 0 (6.7)
and
1
r
_
r
1
(1 +
2
0
)
3/2
_
=
0
on (0, 1) (6.8)
lim
r10
1
(1 +
2
0
)
3/2
= 0,
1
(0) = 0. (6.9)
From the boundary value problem (6.6), (6.7) we obtain
0
(r) =
0
(r) +K,
where
0
(r) =
1
_
1
2
r
2
,
and K is a constant which is determined through the boundary value prob-
lem (6.8), (6.9) which denes the next term
1
, up to a constant, in the
asymptotic expansion. An easy calculation shows that
K =
2
3
1 sin
3
cos
3
.
The function
1
is dened by (6.8), (6.9) up to an unknown constant. This
constant is xed by the boundary value problem for the next term
2
. In
general, the quotient Q dened by (6.5) can be written as
Q =
N
k=1
a
k
(; r)B
k
+O(B
N+1
),
where the functions a
k
and the remainder are uniformly bounded with re-
spect to r (0, 1) and [0, ], see [45], p. 397. In particular, it follows
that
div TV
N
BV
N
= O(B
N+1
) in B
1
(0)
TV
N
= cos on B
1
(0),
where the remainder O(B
N+1
) is uniformly bounded with respect to r
(0, 1) and [0, ]. 2
Lemma 6.2. For any given nonnegative integer n the solution V of the
boundary value problem (6.1), (6.2) satises
V = V
n1
+O(B
n
)
uniformly with respect to [[ 1 and 0 < r < 1, where V
1
= 2 cos /B.
Proof. We recal that = cos . Set
V
+
= V
n
+AB
n
,
where A is a positive constant which will be determinated later. Then
div TV
+
BV
+
= div TV
n
BV
n
AB
n+1
= O(B
n+1
) AB
n+1
0,
provided A is large enough. Then, since
lim
r10
(V
+
)
_
1 + (V
+
)
2
= ,
it follows from the comparison principle (Theorem 6.1) that V V
+
on
(0, 1). The same reason yields a lower bound if V
:= V
n
AB
n
. Thus
V = V
n
+O(B
n
)
= V
n1
+O(B
n
).
2
6.2.3 Wide circular tube
Here we consider the boundary value problem
_
rw
1 +w
2
_
= rw 0 < r < R
lim
rR0
w
1 +w
2
= cos w
(0) = 0,
where 0 and the capillary constant is positive.
In contrast to the above narrow tube we are here interested in the case
that R is large.
A formal asymptotic solution of this boundary value problem for large
R was calculated by Concus [11] by using a boundary layer technique

which goes back to Laplace [39]. The idea is to assume that there is a
central core region covering most of the base domain in which w is small,
and a boundary layer region near the wall in which w
increases rapidly to its

given boundary value. Matching the core and the boundary layer solutions
in the transition circle determines the thickness of the boundary layer.
This method was used by Perko [55] to prove that a certain boundary
layer approximation is asymptotically correct. More precisely, it is shown
that for each given boundary contact angle away from the critical angles
= 0 or = the relative error in in the ordinate and slope of this
boundary-layer approximation is uniform of order 1/R ln(1/R) as R
for 0 < r < R. A formal second order boundary layer approximation was
calculated by Rayleigh [58].
Away from the boundary, for example in 0 < r < R (5/2) ln R, the
slope and the ordinate decrease exponentially as R , see Siegel [68].
We will prove an explicit asymptotic formula when

R tends to in-
nity. It turns out the expected result that the leading term denes the
capillary surface over the half plane with the given boundary contact angle.
More precisely, let w(r; R, , ) be the solution of the above boundary value
problem and v(s; , ) the solution of the following boundary value problem
_
v
1 +v
2
_
= v on 0 < s <
lim
s+0
v
1 +v
2
= cos ,
which denes the capillary surface over a half plane with the same boundary
contact angles, see Section 3.3.1.
Proposition 6.3.
[w(r; R, , ) v(R r; , )[ 2.1
1
R
uniformly in r [0, R] and [0, ], provided that

R 6.4. In particu-
lar,
w
1
_
2
_
1 sin
2.1
1
R
,
where w
1
= w(R; R, , ) is the ascent of the capillary surface at the bound-
ary of the tube.
Proof. See [47]. The proof is based on the comparison principle and on
a mapping which brings the right parameter onto the right place of the
equation. Instead of the above boundary value problem we consider the
normalized problem
_
u
()
_
1 +u
()
2
_
= u(), 0 < < M

lim
M0
u
()
_
1 +u
()
2
= cos , u
(0) = 0,
where
M =
R , =
r , u() =
w(r).
Then v(s) = u(M s; M, ) solves the boundary value problem
1
M s
_
(M s)v
(s)
_
1 +v
(s)
2
_
= v(s), 0 < s < M

lim
s+0
v
(s)
_
1 +v
(s)
2
= cos , v
(M) = 0.
This boundary value problem becomes singular if s = M. Then we nd an
approximate solution v
n
(s; M, ) in powers of 1/M
k
, k 0, such that
U
n
(x) := v
n
(M [x[; M, )
satises, see [47],
[div TU
n
U
n
[
c
n+1
M
n+1
in B
M
(0)
lim
|x|M0
TU
n
= cos on B
M
(0).
Using the comparison function
U
+
= U
n
+
c
n+1
M
n+1
,
we obtain
div TU
+
U
+
0 in B
M
(0)
lim
|x|M0
TU
+
= cos on B
M
(0).
Since the function U(x) = u([x[; M, ) satises
div TU U = 0 in B
M
(0)
lim
|x|M0
TU = cos on B
M
(0),
the comparison principle (Theorem 6.1) implies that
U(x) U
+
(x) in B
M
(0) .
Analogously the comparison function
U
= U
n
c
n+1
M
n+1
yields a lower bound of U(x) in B
M
(0). 2
Remark. In fact it can be shown, see [47], that there exists a complete
asymptotic expansion in powers of 1/M
k
, k 0. More precisely, there is an
approximate solution of the type
v
n
(s; M, ) =
n
k=0
k
(s; M, )
1
M
k
,
where
k
, k 1, are dened through linear boundary value problems,
see [47]. Then for given integer n 0 there exists a constant c
n+1
such
that
[u(; M, ) v
n
(M ; M, )[
c
n+1
M
n+1
uniformly in [0, M] and [0, ] where u(; M, ) is dened in the
previous sketch of proof.
6.2.4 Ascent at a needle
We seek a surface S: U = U(x), x = (x
1
, x
2
), dened over the base domain
:= R
2
B
a
(0), where B
a
(0) is a disk with (small) radius a and the center at
x = 0, such that U satises the nonlinear elliptic boundary value problem.
div TU = U in ,
TU = cos on ,
where
TU =
U
_
1 +[U[
2
,
= g/ ( = density change across free surface, g = gravitational ac-
celeration, = surface tension) is the (positive) capillary constant. It is
assumed that the gravity is positive and directed downwards. Further, in
0 denotes in this subsection the constant contact angle between
the capillary surface and the cylinder with cross section B
a
(0). The vector
is the exterior unit normal on , that is, the interior normal on B
a
(0).
No explicit solution of the above boundary value problem is known. It was
shown by Johnson and Perko [36] that there exists a radially symmetric so-
lution. From a maximum principle of Finn and Hwang (Theorem 6.2) for
unbounded domains it follows that this symmetric solution is the only one.
Set
u(r) = U(x), r =
_
x
2
1
+x
2
2
.
Then we have, see [49],
Proposition 6.4. Let B = a
2
and = 0.5772 . . . Eulers constant. Then
the ascent u(a) of a liquid on a circular needle with radius a satises
u(a)
a
= cos
_
1
2
ln B + 2 ln 2 + ln(1 + sin) +O(B
1
5
ln
2
B)
_
as B 0, uniformly in [0, ].
Uniformly means that the remainder satises [O(B
1
5
ln
2
B)[ cB
1
5
[ ln
2
B[
for all 0 < B B
0
, B
0
suciently small, where the constant c depends on
B
0
only and not on the contact angle .
It is noteworthy that the special nonlinearity of the problem implies that
the expansion is uniform with respect to [0, ] although [Du[ tends to
innity as 0 or and therefore the dierential equation will be
singular on . Moreover, we do not need any growth assumption at innity,
which is a further consequence of the strong nonlinearity of the problem.
In the case of complete wetting, i. e. if = 0, the formula
u(a) a
_
1
2
ln B 0.809 . . .
_
as a 0 has been derived formally by Derjaguin [17] by matching of expan-
sions. We recall that B = a
2
. Higher order approximations where obtained
formally by James [35] and Lo [40], also by matching arguments.
Turkington [73] has proved that u(a)
1
2
cos a lnB as a 0.
The idea of the proof of Proposition 6.4 is as follows. Since the solution
is radially symmetric, we have the boundary value problem
1
r
_
ru
(r)
_
1 + (u
(r))
2
_
= u(r) in a < r < ,

lim
ra+0
u
(r)
_
1 + (u
(r))
2
= cos .
Set
r = as, v(s) =
1
a
u(as), B = a
2
,
then the above problem is changed to a problem where the unknown function
is dened on a xed interval:
1
s
_
sv
(s)
_
1 + (v
(s))
2
_
= Bv(s) in 1 < s < ,

lim
s1+0
v
(s)
_
1 + (v
(s))
2
= cos .
Then we can nd an upper and a lower C
1
-solution of this boundary value
problem. We obtain the lower and the upper solution by gluing together a
boundary layer expansion near the boundary s = 1 with a second expansion
which is valid far from the boundary such that the resulting function is in
C
1
. This method of composing of functions dened on dierent annular
domains was used in [46], where a numerical method for the circular tube
was proposed, see Section 6.2.7.
6.2.5 Narrow tube of general bounded cross section, interior
ascent
Here we consider capillary tubes with general cross section which is constant
along the cylinder. In contrast to the case of circular cross section the
situation is more delicate. Let R
2
be a bounded domain with a piecewise
C
2,
boundary and u a solution of the boundary value problem
div Tu = Bu in (6.10)
Tu = cos (6.11)
on the smooth parts of , where Tu = u/
_
1 +[u[
2
, B is a positive
constant (Bond number), , 0 < /2, denotes the constant contact
angle between the capillary surface and the container wall, and the vector
is the exterior unit normal on the smooth parts of . A formal ansatz
u =
C
B
+w
0
(x, ) +w
1
(x, )B +. . .
in powers of small B, where C is a constant, leads to
div Tw
0
= C in (6.12)
Tw
0
= cos (6.13)
on the smooth parts of . Suppose a suciently regular w
0
is a solution of
(6.12), (6.13) then we nd after integration of equation (6.12) over that
C =
[[
[[
cos . (6.14)
A solution of (6.12), (6.13) where C satises (6.14) is said to be a zero
gravity solution. Under the assumption that C
2,
and that there is a
zero gravity solution Siegel [69] has shown that
u(x, , B) =
[[ cos
[[B
+w
0
(x, ) +O(B)
for each xed , 0 < < /2, as B tends to zero. Here w
0
(x, ) denotes the
zero gravity solution which satises the side condition
_
w
0
(x, ) dx = 0.
In the following we suppose that is a bounded domain with a C
2,
bound-
ary or with a boundary consisting of a nite number of C
2,
curves
1
, . . . ,
M
and that
l
and
l+1
meet at an interior angle 2
l
such that
0 <
l
< /2,
l
+ > /2.
Set k
l
= sin
l
/ cos , dene
l
, 0 <
l
< /2, through
tan
l
=
_
1 tan
l
/k
2
l
,
and suppose that 2
l
< /2. Then we get, see [44],
Proposition 6.5. Suppose there exists a zero gravity C
2,
() solution.
Then there are n + 1 functions w
l
C
2,
(), l = 0, . . . , n, analytical in
and depending on , such that
u(x, , B) =
[[ cos
[[B
+w
0
(x, ) +
n
l=1
w
l
(x, )B
l
+O(B
n+1
)
uniformly in and for each xed , 0 < < /2, as B tends to zero.
Remark. In the case that there is no classical zero gravity solution the
asymptotic behaviour as B 0 is more complicated, see [21], Chapter 6,
[71] and [66].
In the following two examples there exists a zero gravity solution which
can be written in terms of elementary functions, elliptic integrals or elliptic
functions
Annulus
Let = x R
2
: q < [x[ < 1 for a xed q, 0 < q < 1. From the
comparison principle Theorem 6.1 it follows that each solution is radially
symmetric and uniquely determined. A radially solution exists, see [36]. Set
r = [x[, then
w
0
(r) = c
_
r
q
s
2
q
_
s
2
c
2
(s
2
q)
2
ds,
where c = cos /(1 q), is a zero gravity solution. This integral can be
expressed in terms of elliptic integrals, see [9], formulas 218.00 and 218.01.
The asymptotic expansion is given by
u(x, , B) =
2 cos
(1 q)B
+
n
l=0
w
l
(x, )B
l
+O(B
n+1
)
as B 0, where w
l
(x, ) are radially symmetric functions and w
0
is given
by w
0
(x, ) = w
0
(r) +C
0
, where
C
0
=
2
1 q
2
_
1
q
rw
0
(r) dr.
This integral can be expressed, after integration by parts, by elliptic integrals
and Jacobian elliptic functions, see [9], formulas 218.06 and 314.04.
Regular n-gon
Let be a regular n-gon, where the corners lie on the unit circle. It is easily
seen that the lower hemisphere dened by
w
0
(x, ) =
1
H
_
1 H
2
[x[
2
,
where H = cos / cos(/n), is a solution of the zero gravity problem, which
is analytical on , provided that H < 1, or equivalently, that
l
+ > /2
is satised. The assumption 2
l
< /2 holds in the cases n = 3 and n = 4
for each , 0 < < /2. If n 5, then 2
l
< /2 is a condition on the
boundary contact angle . Then, according to Proposition 6.5, we get the
asymptotic formula
u(x, , B) =
2 cos
Bcos(/n)
+
n
l=0
w
l
(x, )B
l
+O(B
n+1
),
where w
0
(x, ) = w
0
(x, ) +C
0
, with a constant C
0
such that
_
w
0
(x, ) dx = 0.
After some calculation we nd that
C
0
=
2
3nsin(/n) cos
3
_
1
n
_
/n
0
_
1
cos
2
cos
2
_
3/2
d
_
.
This integral can be expressed in terms of elementary functions.
6.2.6 Ascent in a wedge
In 1712 Brooke Taylor [72] conjectured that the trace of the capillary inter-
face on the walls of a narrow wedge is a hyperbola, see also Figure 1.4 of
the introduction. Here we consider the boundary value problem
div Tu = u in (6.15)
Tu = cos (6.16)
on the smooth parts of ,where = const. > 0 and is the exterior unit
normal on the smooth parts of . Let x = 0 be a corner of with the
interior angle 2 satisfying 0 < 2 < . For simplicity we assume that the
corner is bounded by lines near x = 0 and that
R
= B
R
coincides with
the circular sector
x R
2
: x
1
tan x
2
< B
R
for a suciently small R, where B
R
denotes the disk with center at the origin
and radius R, see Figure 6.5. Furthermore, we assume that the contact
R
x
x
1
2
R
Figure 6.5: Corner in consideration
angle satises 0 < /2. Concus and Finn [12, 13] have shown that
every solution of (6.15), (6.16) is bounded near the corner if and only if
+ /2 is satised and that in the unbounded case + < /2
u(x; , ) =
h
1
(; , )
r
+O(1)
as r 0, where r, are polar coordinates centered at x = 0, and h
1
is
dened by
h
1
(; , ) =
cos
_
k
2
sin
2
k
with k = sin / cos . In fact, there exists an asymptotic expansion of u in
powers of r
4l1
, l = 0, 1, . . ., in particular
u(x; , ) =
h
1
(; , )
r
+O(r
3
)
as r 0.
Proposition 6.6 ([43]). For a given nonnegative integer m there exist pos-
itive constants r
0
, A and m + 1 functions h
4l1
(; , ), l = 0, . . . , m, ana-
lytical on (, ) and bounded on [, ], such that
u(x)
m
l=0
h
4l1
(; , )r
4l1
A r
4m+3
in
r
0
. Moreover, the constants r
0
, A and the functions h
4l1
(; , ) do
not depend on the solution considered.
Sketch of the proof. The proof is by induction. A function, we omit the
arguments and in the following,
v
n
(x) :=
n
l=0
h
4l1
()r
4l1
is said to be an approximate solution if
div Tv
n
v
n
= O(r
4n+3
) in
R
Tv
n
cos = O(r
4n+3
) on
R
,
as r 0, where
R
= ( ) 0.
(i) v
0
:= h
1
()r
1
is an approximate solution.
This follows from a calculation and by exploiting the strong nonlinearity of
the problem. In contrast to this estimate one gets v
0
r
3
as r 0.
(ii) Assume v
n
is an approximate solution, then there exist positive constants
A, r
0
, independent on the solution considered, such that
[u(x) v
n
(x)[ A r
4n+3
in
r
0
.
This estimate is a consequence of the comparison principle of Concus and
Finn (Theorem 6.1). The comparison function used here is w = v
n
+
Aq()r
4n+3
with an appropriate function q().
(iii) Suppose that v
m
(x) is an approximate solution. Then there exist func-
tions h
4m+3
(), analytical in (, ) and bounded on [, ], such that
v
m+1
(x) = v
m
(x) +h
4m+3
()r
4m+3
is an approximate solution.
We seek a function q() such that w = v
m
+ q()r
4m+3
is an approximate
solution where n = m + 1. After some calculation one nds that q() is a
solution of an inhomogeneous linear boundary value problem for a second
order ordinary dierential equation. Then one shows that the associated
homogeneous boundary value problem has the zero solution only. Thus there
exists a unique solution of the inhomogeneous boundary value problem. To
see that the homogeneous boundary value problem has the zero solution
only we argue as follows. Suppose that there is a solution q
0
() of the
homogeneous boundary value problem, then we nd another asymptotic
formula
u(x) = v
m
(x) +q
0
()r
ln r +O(r
4m+3
)
as r 0. Since also
u(x) = v
m
(x) +O(r
4m+3
)
holds, we get q
0
() = 0 on [, ]. 2
The formula u = h
1
(; , )/r
1
+O(1) as r 0 implies a formula for the
area of the capillary surface near the corner. Set
r,r
0
=
r
0
r
, 0 < r < r
0
.
Proposition 6.7. Let 0 < 2 < , 0 < /2 and + < /2. Then
_
r,r
0
_
1 +[u[
2
dx =
2
2

_
ln r +O(1)
as r 0. The remainder O(1) is independent on the solution considered
and on , 0 <
0
, where +
0
< /2.
Proof. From the dierential equation we get
_
r,r
0
u div Tu dx =
_
r,r
0
u
2
dx.
Integration by parts implies
r,r
0
[u[
2
_
1 +[u[
2
dx +
_
r,r
0
u Tu ds =
_
r,r
0
u
2
dx.
Then
_
r,r
0
_
1 +[u[
2
dx = J
1
+J
2
+J
3
,
where
J
1
=
_
r,r
0
dx
_
1 +[u[
2
J
2
=
_
r,r
0
u Tu ds
J
3
=
_
r,r
0
u
2
dx.
Set h() := h
1
(; , ), then we nd from the boundary condition and the
asymptotic formula u(x) = h()r
1
+O(1) as r 0 that
J
2
= 2h()(ln r
0
ln r) cos = O(1).
The asymptotic formula implies
J
3
= (ln r ln r
0
)
_

h
2
() d +O(1).
Summarizing, we obtain
_
r,r
0
_
1 +[u[
2
dx =
_
2h() cos
_

h
2
() d
_
ln r +O(1).
After an easy calculation we arrive at the formula of the proposition. From
an exercise it follows that the remainder is uniformly bounded if 0. 2
Remark. Concerning the existence of a solution see [20] when + > /2
and [24] if + /2. The case of dierent contact angles on the walls of
the wedge was discussed in [10]. See also Lancaster [37] where a conjecture
of Concus and Finn was conrmed. This conjecture says that solutions are
discontinuous near the corner if the contact angles
1
,
2
, 0 <
i
< , satisfy
2 < [
2
1
[ < . The case of the ascent of liquid along wedges over cusps
was rstly considered in Scholz [65, 66].
6.2.7 A numerical method
Here we consider rotationally symmetric capillary problems in the presence
of gravity. By composing asymptotic expansions dened on dierent annu-
lar subdomains one obtains a numerical procedure for the calculation the
capillary surface in a circular tube or between two coaxial circular tubes.
Explicit error estimates uniform with respect to the boundary contact angle
are given. The proof of this estimate is based on the comparison principle
of Concus and Finn (Theorem 6.1). The main idea of the method can be
extended to the capillary tube problem with general cross section. An open
problem is here to nd error estimates.
Let be the annular domain B = x R
2
: r
0
< x
2
1
+ x
2
2
< 1, where
r
0
0. The solution is radially symmetric and satises the onedimensional
_
ru
(r)
_
1 +u
(r)
2
_
= Bru(r) in r
0
< r < 1 (6.17)
lim
r10
u
(r)
_
1 +u
(r)
2
= cos (6.18)
lim
rr
0
+0
u
(r)
_
1 +u
(r)
2
= cos
, (6.19)
where and
are the given constant contact angles at the container walls.

In the case of a capillary tube, i. e. if r
0
= 0, then
= /2, or the
boundary condition at r
0
has to be replaced by u
(0) = 0.
Even in this radially symmetric case no explicit solution is known except
u 0 in the case = /2.
For an integer n 2 let 0 r
0
< r
1
< . . . < r
n1
< r
n
= 1 be a
subdivision of the interval r
0
< r < 1. On each subinterval I
k
: r
k1
<
r < r
k
, 1 k n, we consider the boundary value problem
_
ru
(r)
_
1 +u
(r)
2
_
= Bru(r) in r
k1
< r < r
k
, (6.20)
u
(r)
_
1 +u
(r)
2
=
_
cos
k1
if r = r
k1
cos
k
if r = r
k
(6.21)
for angles 0
k
, 0 k n, where
0
=
, see Figure 6.6. For

given angles
k1
,
k
there exists a unique solution of the problem (6.20),
(6.21). Concerning the question of existence of rotationally symmetric solu-
tions see [36]. Set a
k
= cos
k
and let
u
k
(r) = u(r
k1
, r
k
, a
k1
, a
k
, r)
be the solution of (6.20), (6.21). By the same reasoning as in [68, 69] one
obtains an asymptotic formula or even a complete asymptotic expansion of
the solution u
k
(r) with respect to h
k
= r
k
r
k1
as h
k
0, see [44, 45].
k
r r
0 k1
r
k
0
r
n
=1
k1
Figure 6.6: Subdivision, notation

Moreover, for xed r
k1
, r
k
this expansion is uniform with respect to the
angle coordinates a
k1
, a
k
from the closed interval [1, 1]. This follows as
in [45]. The nite asymptotic sum is given by
u
(m,h,B)
(r
k1
, r
k
, a
k1
, a
k
, r) =
C
1
(r
k1
, r
k
, a
k1
, a
k
)
h
k
B
+
m
l=0
l
(r
k1
, r
k
, a
k1
, a
k
,
r r
k1
h
k
)B
l
h
2j+1
k
,
where the constant C
1
and the functions
l
are dened by a recurrent
system of boundary value problems, see [44]. In particular, C
1
and
0
are
given by the following formulas.
Set v = r
k1
, w = r
k
, x = a
k1
and y = a
k
, then
C
1
(v, w, x, y) =
2v
v +w
x +
2w
v +w
y . (6.22)
Let
f(v, w, x, y, ) =
vx +
_
v + (w v)
2
/2
_
C
1
(v, w, x, y)
v + (w v)
q
0
(v, w, x, y, ) =
f(v, w, x, y, )
_
1 f
2
(v, w, x, y, )
,
then
0
(v, w, x, y, ) =
_
1
0
q
0
(v, w, x, y, )
_
1
2v + (w v)
2
v +w
_
d
+
_

0
q
0
(v, w, x, y, ) d . (6.23)
This sum denes an approximate solution of the boundary value prob-
lem (6.20)(6.21) in the sense that the sum satises the boundary condi-
tion (6.21) and solves the dierential equation (6.20) up to a function which
can be estimated by a positive power of Bh
2
k
, see [44, 45]. We dene the
composed function U
(m,h,B)
(r, a, r) by
U
(m,h,B)
(r, a, r) = u
(m,h,B)
(r
k1
, r
k
, a
k1
, a
k
, r),
where r I
k
, r = (r
0
, r
1
, . . . , r
n1
, r
n
) and a = (a
0
, a
1
, . . . , a
n1
, a
n
) with
a
0
= cos
, a
n
= cos .
This function U
(m,h,B)
(r, a, r) is in C
1
[0, 1) if and only if the following
system of n 1 nonlinear equations, k = 1, 2, . . . , n 1, is satised.
C
1
(r
k1
, r
k
, a
k1
, a
k
)
h
k
B
+
m
j=0
j
(r
k1
, r
k
, a
k1
, a
k
, 1)B
j
h
2j+1
k
(6.24)
=
C
1
(r
k
, r
k+1
, a
k
, a
k+1
)
h
k+1
B
+
m
j=0
j
(r
k
, r
k+1
, a
k
, a
k+1
, 0)B
j
h
2j+1
k+1
.
From now on we will consider the case m = 0, and equidistant subdivisions
r
k
= hk, where h = 1/n. Under these assumptions there exists a solution of
the system (6.24) if, roughly speaking, a smallness condition is satised for
the product Bh. More precisely, set
(h, cos ) =
1
1 cos +
_
1 cos +h(1 h) cos
, (6.25)
then one concludes from formulas (6.22) and (6.23) which dene C
1
and
0
, that there exists a solution 0 a
1
a
2
. . . a
n1
cos of the
system (6.24) if
6B(h, cos )h
2
1 (6.26)
holds.
Set Tu = u/
_
1 +[u[
2
. The function

U
(0,h,B)
(a, x) = U
(0,h,B)
(r, a, r) ,
where r =
_
x
2
1
+r
2
2
, satises on the union of the annular domains
r : (k 1)h < r < kh , k = 1, . . . , n,
the inequality
div T

U
(0,h,B)
B
U
(0,h,B)
c
1
Bh , (6.27)
where c
1
= 4(h, cos ). This estimate follows from the special properties
of C
1
and
0
, dened by (6.22) and (6.23). If there exists a solution of
the nonlinear system (6.24) of the n 1 equations then

U
(0,h,B)
C
1
in the
open annular domain .
Under the assumption

U
(0,h,B)
C
1
(B
1
) one concludes by the same
reasoning as in [44, 45] from (6.27) and the comparison principle of Con-
cus and Finn in its weak form (Theorem 7.1 in Finn [21]), an error es-
timate. We apply this comparison principle to the comparison functions
U
=

U
(0,h,B)
c
1
h . Since div TU
+
BU
+
0 in and lim
|x|1
TU
+
=
cos on . Then u U
+
holds in , where u denotes the solution of the
nonlinear boundary value problem (6.17)(6.18). By the same reasoning,
the comparison function U
yields a lower bound for w. Thus the above

considerations are a sketch of
Proposition 6.8 ([46]). Suppose that 6B(h, cos )h
2
1, where is de-
ned by (6.26). Then there exists a solution 0 a
1
a
2
. . . a
n1

cos of the system (6.24), when m = 0 and r
k1
r
k
= h = 1/n, such that
max
0r1
U
(0,h,B)
(a, r) u(r)
4(h, cos )h
holds.
The crucial point here is that this estimate yields an explicit error estimate
of order O(
h) uniform with respect to the boundary contact angle in

0 /2 despite the fact that u
becomes unbounded if 0 or .
The reason for this behaviour is the strong nonlinearity of the problem.
There is no counterpart for linear problems.
Remark. It is worthy to note that already Runge [62] proposed a scheme for
the calculation of the solution of (6.17)-(6.19) in 1895. Another method was
presented by Concus and Pereyra [14]. Indeed, no error estimate uniform in
was known.
Numerical experiments. In the case of rst order approximation, i. e., if m =
0, we solved numerically the nonlinear system (6.24) with Newton iteration
by using standard software packages, see below. Let r = (r
0
, r
1
, . . . , r
n
)
with a = (a
0
, a
1
, . . . , a
n1
, a
n
) with a
0
= cos
and a
n
= cos . Set
z = (a
1
, . . . , a
n1
) and let m = 0 in (6.24). Then the system (6.24) can be
written as Mz = Be(r, a)+p, where B = Bond number, M is the tridiagonal
(n 1, n 1)matrix with entries m
kl
, k, l = 1, 2, . . . , n 1, dened by
m
ii
=
2r
i
(r
i1
r
i
)
r
i1
+r
i
+
2r
i
(r
i
r
i1
)
r
i
+r
i+1
,
m
i,i+1
=
2r
i+1
(r
i
r
i1
)
r
i
+r
i+1
,
m
i+1,i
=
2r
i
(r
i+2
r
i+1
)
r
i
+r
i+1
,
m
kl
= 0 else .
The (n 1)vector e is given by the coordinates
e
k
(r, a) = (r
k1
r
k
)
2
(r
k
r
k1
)
0
(r
k
, r
k1
, a
k
, a
k1
, 0)
(r
k
r
k1
)
2
(r
k+1
r
k
)
0
(r
k1
, r
k
, a
k1
, a
k
, 1),
k = 1, . . . , n 1. The coordinates of the (n 1)vector p are p
n1
=
2 cos (r
n1
r
n2
)/(r
n1
+1) and p
k
= 0 if k = 1, . . . , n2. The associated
Newton iteration scheme is dened by
_
M BDe(r, a
(n)
)
_
z
(n+1)
= p +B
_
e(r, a
(n)
) De(r, a
(n)
) z
(n)
_
with an initial vector a
(0)
dened by a
(0)
k
= (k/n) cos , k = 0, 1, . . . , n, for
example. Here De denotes the Jacobian matrix of e(r, a) with the entries
e
k
/a
l
, k, l = 1, . . . , n 1, De is a tridiagonal matrix. Replacing the
matrix De(r, a
(n)
) by De(r, a
(0)
), one obtains a simplied Newton scheme
which runs faster.
Figures 6.7 show composed functions in the case of a capillary tube with 10
equidistant subdivisions of the interval (0, 1), B = 13.4 and cos = 0.99,
after one and two iterations, resp.
Mathematica program
The following Mathematica program concerns the above numerical proce-
dure. It solves numerically the boundary value problem, see Figure 6.8 for
0.2 0.4 0.6 0.8 1.0
0.1
0.2
0.3
0.2 0.4 0.6 0.8 1.0
0.1
0.2
0.3
0.4
Figure 6.7: Composed functions after one and two Newton iterations
notations,
_
ru
(r)
_
1 + (u
(r))
2
_
= r u(r) in rin < r < rout

u
(r)
_
1 + (u
(r))
2
= cos
1
, at r = rin
u
(r)
_
1 + (u
(r))
2
= cos
0
, at r = rout.
Some notations concerning the program:
kappa: capillary constant,
ar0:=cos
1
,
1
contact angle at the interior cylinder,
arn:=cos
0
,
0
contact angle at the exterior cylinder,
rin: radius of the interior cylinder,
rout: radius of the exterior cylinder,
run: number of Newton iterations.
Hints how to use the program: loading the program in Mathematica, then
type alg. After running type hc, for example, and one gets the ascent
at the interior cylinder, heighto gives the ascent at the exterior cylinder.
Remark. The program includes the case of a capillary surface in a circular
cylinder. In this case one has rin = 0 and
1
= /2.
g
rin
rout
r
1
0
Figure 6.8: Capillary interface between two coaxial cylinders

b:=kappa rout
2 b:=kappa rout
2 b:=kappa rout
2
kappa:=13.4 kappa:=13.4 kappa:=13.4
arn:=0 arn:=0 arn:=0
ar0:=0.99619 ar0:=0.99619 ar0:=0.99619
run:=5 run:=5 run:=5
n1:=100 n1:=100 n1:=100
n2:=50 n2:=50 n2:=50
n:=n1 + n2 n:=n1 + n2 n:=n1 + n2
rin:=0.1 rin:=0.1 rin:=0.1
rout:=0.3 rout:=0.3 rout:=0.3
rout0:=0.3 rout0:=0.3 rout0:=0.3
r0:=rin/rout r0:=rin/rout r0:=rin/rout
k0:=0.8 k0:=0.8 k0:=0.8
a1[i ]:=2 (r[[i + 1]] r[[i]]) r[[i + 2]]/(r[[i + 1]] +r[[i + 2]]) a1[i ]:=2 (r[[i + 1]] r[[i]]) r[[i + 2]]/(r[[i + 1]] +r[[i + 2]]) a1[i ]:=2 (r[[i + 1]] r[[i]]) r[[i + 2]]/(r[[i + 1]] +r[[i + 2]])
b1[i ]:=2 (r[[i + 2]] r[[i + 1]]) r[[i + 1]]/(r[[i]] +r[[i + 1]])+ b1[i ]:=2 (r[[i + 2]] r[[i + 1]]) r[[i + 1]]/(r[[i]] +r[[i + 1]])+ b1[i ]:=2 (r[[i + 2]] r[[i + 1]]) r[[i + 1]]/(r[[i]] +r[[i + 1]])+
2 (r[[i + 1]] r[[i]]) r[[i + 1]]/(r[[i + 1]] +r[[i + 2]]) 2 (r[[i + 1]] r[[i]]) r[[i + 1]]/(r[[i + 1]] +r[[i + 2]]) 2 (r[[i + 1]] r[[i]]) r[[i + 1]]/(r[[i + 1]] +r[[i + 2]])
c1[i ]:=2 (r[[i + 3]] r[[i + 2]]) r[[i + 1]]/(r[[i + 1]] +r[[i + 2]]) c1[i ]:=2 (r[[i + 3]] r[[i + 2]]) r[[i + 1]]/(r[[i + 1]] +r[[i + 2]]) c1[i ]:=2 (r[[i + 3]] r[[i + 2]]) r[[i + 1]]/(r[[i + 1]] +r[[i + 2]])
m:=Table[Switch[i j, 1, a1[i], 0, b1[i], 1, c1[i 1], , 0], i, n 1, j, n 1] m:=Table[Switch[i j, 1, a1[i], 0, b1[i], 1, c1[i 1], , 0], i, n 1, j, n 1] m:=Table[Switch[i j, 1, a1[i], 0, b1[i], 1, c1[i 1], , 0], i, n 1, j, n 1]
p:=Join[ar0 r[[1]] 2 (r[[3]] r[[2]])/(r[[1]] +r[[2]]), Table[0, n 3], p:=Join[ar0 r[[1]] 2 (r[[3]] r[[2]])/(r[[1]] +r[[2]]), Table[0, n 3], p:=Join[ar0 r[[1]] 2 (r[[3]] r[[2]])/(r[[1]] +r[[2]]), Table[0, n 3],
arn 2 (r[[n]] r[[n 1]]) r[[n + 1]]/(r[[n]] +r[[n + 1]])] arn 2 (r[[n]] r[[n 1]]) r[[n + 1]]/(r[[n]] +r[[n + 1]])] arn 2 (r[[n]] r[[n 1]]) r[[n + 1]]/(r[[n]] +r[[n + 1]])]
c[u , v , x , y ]:=2 (u x +v y)/(u +v) c[u , v , x , y ]:=2 (u x +v y)/(u +v) c[u , v , x , y ]:=2 (u x +v y)/(u +v)
f[u , v , x , y , t ]:=(u x +c[u, v, x, y] (u t + 1/2 f[u , v , x , y , t ]:=(u x +c[u, v, x, y] (u t + 1/2 f[u , v , x , y , t ]:=(u x +c[u, v, x, y] (u t + 1/2
(v u) t
2))/(u + (v u) t) (v u) t
2))/(u + (v u) t) (v u) t
2))/(u + (v u) t)
q[u , v , x , y , t ]:=f[u, v, x, y, t]/Sqrt[1 f[u, v, x, y, t]
2] q[u , v , x , y , t ]:=f[u, v, x, y, t]/Sqrt[1 f[u, v, x, y, t]
2] q[u , v , x , y , t ]:=f[u, v, x, y, t]/Sqrt[1 f[u, v, x, y, t]
2]
w0[u , v , x , y ]:=NIntegrate[q[u, v, x, y, s] (1 w0[u , v , x , y ]:=NIntegrate[q[u, v, x, y, s] (1 w0[u , v , x , y ]:=NIntegrate[q[u, v, x, y, s] (1
+(2 u s + (v u) s
2)/(u +v)), s, 0, 1, AccuracyGoal->10] +(2 u s + (v u) s
2)/(u +v)), s, 0, 1, AccuracyGoal->10] +(2 u s + (v u) s
2)/(u +v)), s, 0, 1, AccuracyGoal->10]

w1[u , v , x , y ]:=NIntegrate[q[u, v, x, y, s] (2 u s + (v u) s
2)/(u +v) w1[u , v , x , y ]:=NIntegrate[q[u, v, x, y, s] (2 u s + (v u) s
2)/(u +v) w1[u , v , x , y ]:=NIntegrate[q[u, v, x, y, s] (2 u s + (v u) s
2)/(u +v)
, s, 0, 1, AccuracyGoal->10] , s, 0, 1, AccuracyGoal->10] , s, 0, 1, AccuracyGoal->10]
e[r , a ]:=Table[(r[[k + 2]] r[[k + 1]])
2 (r[[k + 1]] r[[k]]) e[r , a ]:=Table[(r[[k + 2]] r[[k + 1]])
2 (r[[k + 1]] r[[k]]) e[r , a ]:=Table[(r[[k + 2]] r[[k + 1]])
2 (r[[k + 1]] r[[k]])

w0[r[[k + 1]], r[[k + 2]], a[[k + 1]], a[[k + 2]]] w0[r[[k + 1]], r[[k + 2]], a[[k + 1]], a[[k + 2]]] w0[r[[k + 1]], r[[k + 2]], a[[k + 1]], a[[k + 2]]]
(r[[k + 1]] r[[k]])
2 (r[[k + 2]] r[[k + 1]]) (r[[k + 1]] r[[k]])
2 (r[[k + 2]] r[[k + 1]]) (r[[k + 1]] r[[k]])
2 (r[[k + 2]] r[[k + 1]])

w1[r[[k]], r[[k + 1]], a[[k]], a[[k + 1]]], k, n 1] w1[r[[k]], r[[k + 1]], a[[k]], a[[k + 1]]], k, n 1] w1[r[[k]], r[[k + 1]], a[[k]], a[[k + 1]]], k, n 1]
dw0[l , u , v , x , y ]:=NIntegrate[dq[l, u, v, x, y, s] (1 + (2 u s+ dw0[l , u , v , x , y ]:=NIntegrate[dq[l, u, v, x, y, s] (1 + (2 u s+ dw0[l , u , v , x , y ]:=NIntegrate[dq[l, u, v, x, y, s] (1 + (2 u s+
(v u) s
2)/(u +v)), s, 0, 1, AccuracyGoal->10] (v u) s
2)/(u +v)), s, 0, 1, AccuracyGoal->10] (v u) s
2)/(u +v)), s, 0, 1, AccuracyGoal->10]

dw1[l , u , v , x , y ]:=NIntegrate[dq[l, u, v, x, y, s] (2 u s dw1[l , u , v , x , y ]:=NIntegrate[dq[l, u, v, x, y, s] (2 u s dw1[l , u , v , x , y ]:=NIntegrate[dq[l, u, v, x, y, s] (2 u s
+(v u) s
2)/(u +v), s, 0, 1, AccuracyGoal->10] +(v u) s
2)/(u +v), s, 0, 1, AccuracyGoal->10] +(v u) s
2)/(u +v), s, 0, 1, AccuracyGoal->10]

dq[1, u , v , x , y , t ]:=(1 f[u, v, x, y, t]
2)
(3/2) dq[1, u , v , x , y , t ]:=(1 f[u, v, x, y, t]
2)
(3/2) dq[1, u , v , x , y , t ]:=(1 f[u, v, x, y, t]
2)
(3/2)
(u 2 u (u t + 1/2 (v u) t
2)/(u +v))/(u + (v u) t) (u 2 u (u t + 1/2 (v u) t
2)/(u +v))/(u + (v u) t) (u 2 u (u t + 1/2 (v u) t
2)/(u +v))/(u + (v u) t)
dq[2, u , v , x , y , t ]:=(1 f[u, v, x, y, t]
2)
(3/2) dq[2, u , v , x , y , t ]:=(1 f[u, v, x, y, t]
2)
(3/2) dq[2, u , v , x , y , t ]:=(1 f[u, v, x, y, t]
2)
(3/2)
2 v (u t + 1/2 (v u) t
2)/((u +v) (u + (v u) t)) 2 v (u t + 1/2 (v u) t
2)/((u +v) (u + (v u) t)) 2 v (u t + 1/2 (v u) t
2)/((u +v) (u + (v u) t))

a2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2 (r[[i + 1]] r[[i]]) a2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2 (r[[i + 1]] r[[i]]) a2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2 (r[[i + 1]] r[[i]])

dw0[2, r[[i + 1]], r[[i + 2]], a[[i + 1]], a[[i + 2]]] dw0[2, r[[i + 1]], r[[i + 2]], a[[i + 1]], a[[i + 2]]] dw0[2, r[[i + 1]], r[[i + 2]], a[[i + 1]], a[[i + 2]]]
b2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2(r[[i + 1]] r[[i]]) b2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2(r[[i + 1]] r[[i]]) b2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2(r[[i + 1]] r[[i]])

(r[[i + 1]] r[[i]])
2(r[[i + 2]] r[[i + 1]]) (r[[i + 1]] r[[i]])
2(r[[i + 2]] r[[i + 1]]) (r[[i + 1]] r[[i]])
2(r[[i + 2]] r[[i + 1]])

dw1[2, r[[i]], r[[i + 1]], a[[i]], a[[i + 1]]] dw1[2, r[[i]], r[[i + 1]], a[[i]], a[[i + 1]]] dw1[2, r[[i]], r[[i + 1]], a[[i]], a[[i + 1]]]
c2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2 (r[[i + 3]] r[[i + 2]]) c2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2 (r[[i + 3]] r[[i + 2]]) c2[r , a , i ]:=(r[[i + 2]] r[[i + 1]])
2 (r[[i + 3]] r[[i + 2]])

de[r , a ]:=Table[Switch[i j, 1, a2[r, a, i], 0, b2[r, a, i], 1, c2[r, a, i 1], , 0] de[r , a ]:=Table[Switch[i j, 1, a2[r, a, i], 0, b2[r, a, i], 1, c2[r, a, i 1], , 0] de[r , a ]:=Table[Switch[i j, 1, a2[r, a, i], 0, b2[r, a, i], 1, c2[r, a, i 1], , 0]
, i, n 1, j, n 1] , i, n 1, j, n 1] , i, n 1, j, n 1]
a0:=Table[r[[k]] ar0, k, 1, n + 1] a0:=Table[r[[k]] ar0, k, 1, n + 1] a0:=Table[r[[k]] ar0, k, 1, n + 1]
r1:=Table[N[r0 + (k/n1)(k0 Sqrt[r0] r0)], k, 0, n1] r1:=Table[N[r0 + (k/n1)(k0 Sqrt[r0] r0)], k, 0, n1] r1:=Table[N[r0 + (k/n1)(k0 Sqrt[r0] r0)], k, 0, n1]
r2:=Table[N[k0Sqrt[r0] + (k/n2)(1 k0 Sqrt[r0])], k, n2] r2:=Table[N[k0Sqrt[r0] + (k/n2)(1 k0 Sqrt[r0])], k, n2] r2:=Table[N[k0Sqrt[r0] + (k/n2)(1 k0 Sqrt[r0])], k, n2]
r:=Join[r1, r2] r:=Join[r1, r2] r:=Join[r1, r2]
z:=Take[a, 2, n] z:=Take[a, 2, n] z:=Take[a, 2, n]
alg:=a = a0; Do[Print[a]; a = Flatten[Join[ar0, alg:=a = a0; Do[Print[a]; a = Flatten[Join[ar0, alg:=a = a0; Do[Print[a]; a = Flatten[Join[ar0,
LinearSolve[mb de[r, a], p +b (e[r, a] de[r, a].z)], LinearSolve[mb de[r, a], p +b (e[r, a] de[r, a].z)], LinearSolve[mb de[r, a], p +b (e[r, a] de[r, a].z)],
arn]], run] arn]], run] arn]], run]
wab[u , v , x , y , t ]:=NIntegrate[q[u, v, x, y, s], s, 0, t]+ wab[u , v , x , y , t ]:=NIntegrate[q[u, v, x, y, s], s, 0, t]+ wab[u , v , x , y , t ]:=NIntegrate[q[u, v, x, y, s], s, 0, t]+
NIntegrate[q[u, v, x, y, s] (1 + (2 u s + (v u) s
2)/(u +v)) NIntegrate[q[u, v, x, y, s] (1 + (2 u s + (v u) s
2)/(u +v)) NIntegrate[q[u, v, x, y, s] (1 + (2 u s + (v u) s
2)/(u +v))
, s, 0, 1] , s, 0, 1] , s, 0, 1]
fab[u , v , x , y , t ]:=1/b c[u, v, x, y]/(v u) + (v u) wab[u, v, x, y, t] fab[u , v , x , y , t ]:=1/b c[u, v, x, y]/(v u) + (v u) wab[u, v, x, y, t] fab[u , v , x , y , t ]:=1/b c[u, v, x, y]/(v u) + (v u) wab[u, v, x, y, t]
fun[l , r , a , t ]:=Which[r[[l]]<=t < r[[l + 1]], fun[l , r , a , t ]:=Which[r[[l]]<=t < r[[l + 1]], fun[l , r , a , t ]:=Which[r[[l]]<=t < r[[l + 1]],
fab[r[[l]], r[[l + 1]], a[[l]], a[[l + 1]], (t r[[l]])/(r[[l + 1]] r[[l]])], fab[r[[l]], r[[l + 1]], a[[l]], a[[l + 1]], (t r[[l]])/(r[[l + 1]] r[[l]])], fab[r[[l]], r[[l + 1]], a[[l]], a[[l + 1]], (t r[[l]])/(r[[l + 1]] r[[l]])],
True, 0] True, 0] True, 0]
func[r , a , t ]:=Sum[fun[l, r, a, t], l, n 1] + Which[r[[n]]<=t<=1, func[r , a , t ]:=Sum[fun[l, r, a, t], l, n 1] + Which[r[[n]]<=t<=1, func[r , a , t ]:=Sum[fun[l, r, a, t], l, n 1] + Which[r[[n]]<=t<=1,
fab[r[[n]], r[[n + 1]], a[[n]], a[[n + 1]], (t r[[n]])/(r[[n + 1]] r[[n]])], True, 0] fab[r[[n]], r[[n + 1]], a[[n]], a[[n + 1]], (t r[[n]])/(r[[n + 1]] r[[n]])], True, 0] fab[r[[n]], r[[n + 1]], a[[n]], a[[n + 1]], (t r[[n]])/(r[[n + 1]] r[[n]])], True, 0]
func1[rout , r , a , s ]:=rout func[r, a, s/rout] func1[rout , r , a , s ]:=rout func[r, a, s/rout] func1[rout , r , a , s ]:=rout func[r, a, s/rout]
hc:=func1[rout, r, a, rin] hc:=func1[rout, r, a, rin] hc:=func1[rout, r, a, rin]
heighto:=func1[rout, r, a, rout] heighto:=func1[rout, r, a, rout] heighto:=func1[rout, r, a, rout]
ho0:=func1[rout, r, a, rout0] ho0:=func1[rout, r, a, rout0] ho0:=func1[rout, r, a, rout0]
heightm:=hc heighto heightm:=hc heighto heightm:=hc heighto
g1:=Plot[func1[rout, r, a, s], s, rin, rout, AxesOrigin->rin, 0, g1:=Plot[func1[rout, r, a, s], s, rin, rout, AxesOrigin->rin, 0, g1:=Plot[func1[rout, r, a, s], s, rin, rout, AxesOrigin->rin, 0,
PlotRange->rin, 0.4, 0, 0.4, AspectRatio->1.1] PlotRange->rin, 0.4, 0, 0.4, AspectRatio->1.1] PlotRange->rin, 0.4, 0, 0.4, AspectRatio->1.1]
General cross section
In the presence of gravity, the equilibrium free surface S : u = u(x
1
, x
2
) of
a liquid inside a tube satises the nonlinear elliptic Neumann problem
div
u
_
1 +[u[
2
= Bu in , (6.28)

u
_
1 +[u[
2
= cos on ,
where R
2
is the cross section of the tube, B the Bond number which
is a positive constant, and in 0 denotes the constant contact
angle between the capillary surface and the cylinder wall. The vector is
the exterior unit normal at .
Thus the problem of nding a capillary surface is a geometric one: to
nd a surface whose mean curvature is a prescribed function of position and
which meets prescribed boundary walls in a prescribed angle , see a remark
in Finn [21], p.12. We recall that div Tu 2H(x), where H(x) is the mean
curvature of the surface S: z = u(x) at (x, u(x)).
This observation leads to the following scheme for the numerical calcula-
tion of the capillary surface. Consider a triangulation of a two dimensional
domain with, for simplicity, a polygonal boundary. We assume that ad-
joining triangles join either a single corner or an entire side. Let z
k
(x) be a
hemisphere over a ball B
r
k
with radius r
k
. By
k
we denote the outer unit
normal at the boundary
k
corners of the triangle
k
. Suppose that
(i)
k
B
r
k
for each triangle
k
.
(ii)
k
Tz
k
=
l
Tz
l
on
k

l
when this set is a common side of the
two triangles
k
,
l
.
(iii) 2/r
k
= Bv
k
(x
(k)
) for one point x
(k)

k
.
(iv) If
k
l
is a common side, then z
k
(x
(k)
) = z
l
(x
(k)
) for an x
(k)

k
l
,
for example, for the center of the common side.
(v)
k
Tz
k
= cos on
k
when this set is a side of
k
.
The assumptions (ii)(v) dene a nonlinear system of equations where the
unknowns are the boundary contact angles of the spheres with the plane
perpendicular to the (x
1
, x
2
)plane which contains the common side of two
triangles. From equation (6.28), (i) and (iii) one concludes that
[div Tv
k
Bv
k
[
B
2
diam(
k
)
in
k
.
A capillary surface over a quadrangle was calculated with this method
(200 triangles, 280 equations) on a microcomputer, see [46].
Remark. Probably the rst scheme for the calculation of capillary sur-
faces over general domains was proposed in [33]. For schemes with software
packages see [4, 8].
6.3. PROBLEMS 185
6.3 Problems
1. Show that
0
(y; ) =
2
3
1 sin
3
cos
3

1
cos
_
1 r
2
cos
2
,
which is dened in the theorem of Section 6.2.2, is uniformly bounded
with respect to 0 < r < 1 and 0 .
2. Show that the angle 2
l
, which is dened in Section 6.2.5, is the angle
at the corner of the capillary surface about the related corner in the
base domain.
3. Conjecture: Proposition 6.5 holds if = 0, provided the boundary of
is suciently smooth.
4. Write w
0
, dened in Section 6.2.5 in the example of an annulus, in
terms of elliptic integrals.
5. Write C
0
, dened in Section 6.2.5 in the example of an annulus, in
terms of elliptic integrals and Jacobian elliptic functions.
6. Show that the innite series
l=0
h
4l1
(; , )r
4l1
, see Proposition 6.6,
can not converge pointwise to u(x).
7. Show that the asymptotic formula of Proposition 6.6 is uniform with
respect to 0. More precisely, suppose that
0
satises +
0
<
/2, then the constants A and r
0
are independent on , 0 <
0
.
Hint: Let h(; ) := h
1
(; , ) and q(, ) := h
4l1
(; , ), l 1.
Then
sup [q(, )[ <
sup
[q
(, )[
(h
2
(; ) +h
2
(; ))
1/2
<
sup
[q
(, )[
(h
2
(; ) +h
2
(; ))
3/2
< ,
where the supremum is taken over (, ) and 0 <
0
. Then
follow calculations in [43].
8. Determine the solution of the ascent between two parallel plates, see
Section 3.3.2, by using a numerical method adapted from Section 6.2.7,
and discus the sign of T
L
x
(d,
w
,
l
), see Section 4.2.1 (attraction/repelling
of a plate).
9. Discuss the problem of surface structure and contact angle, see [50],
pp. 15.
Chapter 7
Surface tension
Some methods of measurement of surface tension are based on the equi-
librium conditions for oating bodies. Assume a cylindrical homogeneous
body = D [0, L] with constant cross section D hangs vertically in a
liquid which lls partly a container, see Figure 7.1, where T is the force
directed upwards to keep the body in an equilibrium. We suppose that the
F
S
1
0
2
h
general level
liquid
g
Figure 7.1: Device for measurement of surface tension
body can move in the x
3
-direction only and that no rotation is possible. Let
z = v(x), x = (x
1
, x
2
), dene the free surface o
0
. Then, see the remark
187
188 CHAPTER 7. SURFACE TENSION
below of Theorem 4.1, the equilibrium conditions are given by
2H
0
+g
1
v(x) +
0
= 0 on o
0
cos
1
=
1
on
1
o
0
cos
2
=
2
on
2
o
0
2
S
0
0
, e
3
) ds +g
1
_
W
2
(S
0
)
y
3
(v)(x)N
0
, e
3
) dA+g
2
[[
+
0
_
W
2
(S
0
)
N
0
, e
3
) dA = T
3
.
The constant
0
can be calculated explicitly. It depends on the volume of
the liquid and on the location of the body . Set
v = u

0
g
1
,
then u satises the equilibrium conditions
2H
0
+g
1
u(x) = 0 on o
0
cos
1
=
1
on
1
o
0
cos
2
=
2
on
2
o
0
2
S
0
0
, e
3
) ds +g
1
_
W
2
(S
0
)
y
3
(v)N
0
, e
3
) dA+g
2
[[ = T
3
. (7.1)
Here u denotes the ascent of the liquid from the general level which is
approximately a horizontal plane in the case that body is suciently far away
from the boundary of the container. Above of the (x
1
, x
2
)-plane the ascent
u(x) is close to zero, see estimates derived in [68]. Numerical calculations
for rotationally capillary surfaces suggest that the error is much smaller.
From formula (7.1) we get
[
2
o
0
[ cos
2
+g
1
h[D[ +g
2
[[ = T
3
,
where h denotes the distance of the bottom of from the general line
which is positive if the bottom is above of the general line and negative if
the bottom is below. Then
=
T
3
g
1
h[D[ g
2
[[
[
2
o
0
[ cos
2
. (7.2)
The force T = (0, 0, T
3
) and h are known from measurements. In general,
the contact angle
2
and [
2
o
0
[ are unknown.
7.1. WILHELMYS PLATE METHOD 189
7.1 Wilhelmys plate method
Here is a thin plate where the cross section is a thin rectangle, see Fig-
ure 7.2. In the Wilhelmy method, see Wilhelmy [80], it is assumed that the
h
d
L
F
l
g
Figure 7.2: Wilhelmy device for measurement of surface tension
contact angle
2
is zero, and [
2
o
0
[ is replaced by 2l+2d. Thus the Wilhelmy
method yields an upper bound
for the surface tension , where
=
T
3
g
1
hld g
2
[[
2l + 2d
.
.
7.2 A rod method
Here the plate is replaced by a rod with constant circular cross section, and
the rod is placed in the middle of a container with constant circular cross
section. Since o
0
is rotationally symmetric, we have [
2
o
0
[ = 2R, where R
is the radius of the cross section of the rod. Suppose again that the contact
angle
2
is zero, then
=
T g
1
hR
2
g
2
LR
2
2R
.
.
7.3 Paddays method
Here the capillary surface hangs on the lower edge of a rod with constant
circular cross section, see Figure 7.3.
g
+
0
F
Figure 7.3: Paddays device for measurement of surface tension
From formula (7.2) we see that
=
T
3
g
1
hR
2
g
2
LR
2
2Rsin
2
.
The contact angle
2
is not determined. Assume the capillary surface is in
an equilibrium, then, see Theorem 5.1,
2
satises the inequalities

2

+
+

2
,
where
,
+
denote the contact angle associated to the bottom and to the
cylindrical surface, resp., of the rod.
In [54] it is proposed to determine the surface tension from the maximum
pull on the rod.
7.4 A new method
In the following we consider a new method
1
how to nd the surface tension
without any assumption on the contact angle, see [53]. This parameter iden-
tication method is based on the measurement of the ascents
e
and
i
at
the exterior and interior at a capillary tube, see Figure 7.4.
1
Patent application, January 19, 2011
7.4. A NEW METHOD 191
Consider a transparent tube with a constant circular cross section dipped
into the middle of a container with a circular cross section which is lled
with liquid. For the following notations see Figure 7.4. Let
general level
i
r
r
e
r
i
z
R
e
R
e
i
R
0
g
i
S
e
S
Figure 7.4: Ascents of liquid at a tube
r
e
exterior radius of the tube,
r
i
interior radius of the tube,
R interior radius of the circular container,
e
contact angle at the exterior of the tube,
i
contact angle at the interior of the tube,
R
contact angle at the container wall.
Suppose that the contact angles are constant and are in the closed in-
terval [0, /2]. The interior capillary surface o
i
above of the general level is
dened by z = u
i
(r;
i
, ), where u
i
is the solution of the Laplace boundary
value problem
_
ru
(r)
_
1 + (u
(r))
2
_
= r u(r) in 0 < r < r

i
(7.3)
lim
rr
i
0
u
(r)
_
1 + (u
(r))
2
= cos
i
(7.4)
u
(0) = 0. (7.5)
And the exterior surface o
e
over r
e
< [x[ < R
0
is dened by w
e
= w
e
(r;
e
, ),
where w
e
is the solution of
_
rw
(r)
_
1 + (w
(r))
2
_
= r w(r) in r
e
< r < R
0
(7.6)
lim
rr
e
+0
w
(r)
_
1 + (w
(r))
2
= cos
e
(7.7)
w
(R
0
) = 0. (7.8)
We ll the container with liquid up to the top such that the capillary surface
hangs on the upper edge of the container and makes a contact angle
R
a
little larger than /2 with the interior container wall. The liquid remains
in the container since the upper interior edge of the container is a wetting
barrier, see Chapter 5.
Let R
0
satises r
e
< R
0
< R. In examples we will pick an R
0
below of
the horizontal part of the capillary surface, see Figure 7.4.
Let
i
and
e
are the observed ascents measured from the general level,
see Figure 7.4. Up to small errors which we can neclect, see [53] for details,
we have
i
= u
i
(r
i
;
i
, )
e
= w
e
(r
e
;
e
, ).
These equations dene functions
i
(
i
) and
e
(
e
). Assume that the interior
and the exterior contact angle are the same, then we get from equation
i
() =
e
()
both, the contact angle and the capillary constant. Here we have used that
the surface tension of the capillary surface in the tube is equal to the surface
tension of the capillary surface outside the tube since the same liquid is in
and outside of the tube.
7.4. A NEW METHOD 193
Remark. Asymptotic formulas for the ascent in the interior of the tube,
see [39, 68] and for the ascent at the exterior of the tube, see [40, 49], support
the conjecture that the functions
i
() is strictly concave from below and
e
() is strictly convex from below.
We solve the above boundary value problems (7.3)(7.5) and (7.6)(7.8) nu-
merically with a method proposed in [46], see Section 6.2.7. This procedure
is a nite element method where the elements are capillary surfaces between
narrow coaxially circular cylinders. This method admits an explicit error es-
timate of order O(h) uniformly in
i
,
e
,
R
[0, ], provided that h
2
c
with a known constant c, where h is the step size of the method.
Remark. Asymptotic formulas for the ascent in the interior of the tube,
see [39, 68] and for the ascent at the exterior of the tube, see [40, 49] are too
rough and yield unrealistic results for the surface tension. Thus we have to
solve the related boundary value problems numerically.
Experiments with a glass tube show that we get realistic results. Figure 7.5
shows our device for measurements of the exterior and the interior ascents
2
.
We have used a glass tube of interior radius r
i
= 0.145 cm and exterior
radius r
e
= 0.272 cm. The interior radius of the container is R = 5.5 cm. In
the numerical calculations we set R
0
= 4.5 cm. Assume = 10
3
kg/cm
3
for the density of the water which we use, and g = 9.81 m/s
2
for the local
gravity. The temperature of the liquid and of the environment is about
20
o
Celsius. After some time the surfaces are in a stationary position which
is described by the Laplace boundary value problem.
Distilled water. In this experiment we have used distilled water from a
public market. We see from a photograph that approximately
e
= 0.25 cm
and
i
= 1.1 cm. From numerical calculations we obtain that 13 cm
2
<
< 14 cm
2
and 5
o
< < 10
o
. This result is in a good agreement with
measurements with a Wilhelmy tensiometer which gives = 73.8 mN/m
for the surface tension. Then we nd for the capillary constant = g/ =
13.3 cm
2
Distilled water with some surfactant. In this experiment we have used
distilled water from a public market mixed with some drops of a washing-up
liquid. We see from a photograph that approximately
e
= 0.19 cm and
i
= 0.49 cm. From numerical calculations we obtain that 34 cm
2
< <
2
This foto was taken from [53]
Figure 7.5: A device for measurement of surface tension
35 cm
2
and that the contact angle is about zero. Thus we have for the
surface tension 28 mN/m < < 29 mN/m which is in agreement with
measurements using a Wilhelmy plate tensiometer.
Remark. Once one knows the surface tension then we nd the contact
angle on a wire or a rod with constant circular cross section from the ascent
of liquid at the exterior of the related cylinder, see [53], p. 5, for an example.
7.5. PROBLEMS 195
7.5 Problems
1. Write a code which yields the solution (and then ) of
i
() =
e
(),
see Section 7.4.
2. Carry out experiments with a glass tube of large exterior and small
interior radius, and with dierent kinds of liquids.
Chapter 8
Lagrange multiplier rules
There is a large variety of Lagrange multiplier rules for equations and in-
equalities. We have used two Lagrange multiplier rules in the previous
sections. For the convenience of the reader we will state and prove the rules
related to our problems. The following lemmas can be easily extended to
more than one side condition.
Let H be a real Hilbert space with the inner product u, v), where u, v H.
8.1 Equations
In the case of a smooth particle the necessary conditions (4.7), (4.8) dene
the equation f
(x)(h) = 0 for all h V Z, where f
(x) is a bounded linear

functional on H, V H a nonempty subspace, Z = h V : g
(x)(h) = 0,
and g
(x) is another bounded linear functional dened on H. Then we have

Lemma 8.1. There exists a real
0
such that
f
(x)(w) +
0
g
(x)(w) = 0
for all w V .
Proof. There are F, G cl V , where cl V denotes the closure of V with
respect to the Hilbert space norm, such that
f
(x)(h) = F, h), g
(x)(h) = G, h)
for all h cl V . Set Y = span G, then cl V = Y Y
. and F = F
1
+ F
2
,
where F
1
Y and F
2
Y
. Since F, F
2
) = 0, we get F
2
= 0. Consequently
197
198 CHAPTER 8. LAGRANGE MULTIPLIER RULES
F +
0
G = 0, or
F, h) +
0
G, h) = 0
for all h cl V . 2
8.2 Inequalities
In the case of containers or particles with wetting barriers we are led to
f
(x)(h) 0 for all h K Z, where K V is a nonempty convex cone

with vertex at zero, and Z = h V : g
(x)(h) = 0. We recall that K is

said to be a cone with vertex at zero if h K implies that t h K for all
t > 0. By C
we denote the polar cone of a cone with vertex at the origin.

We recall that the polar cone of a cone C cl V with the vertex at zero is
dened to be the cone C
= v cl V : v, w) 0 for all w C, see [60],

p. 215, for example.
Lemma 8.2. Suppose that there is an h
0
K such that h
0
K and
g
(x)(h
0
) ,= 0. Then there exists a real
0
such that
f
(x)(w) +
0
g
(x)(w) 0
for all w K.
Proof. Following the proof of the previous lemma, we nd that F, h) 0
for all h cl K cl Z, i. e., F (cl K cl Z)
. Then the proof of the

lemma is based on the formula, see Lemma 8.3 below,
(cl K cl Z)
= cl (K
+Z
) .
Thus, since Z
= span G, it follows
F cl (K

+ span G) .
Consequently there are sequences z
n
K
, y
n
span G such that z
n
+
y
n
F in cl V . If the sequence y
n
remains bounded, then there is a
convergent subsequence y
n
y. Consequently z
n
z K
which implies
that F K
+ y. Thus there is a real

0
satisfying F
0
G K
, or
equivalently, F +
0
G, h) 0 for all h cl K.
Suppose that the sequence y
n
span G is unbounded. Set w
n
=
z
n
+y
n
, then w
n
y
n
= z
n
K

. Thus w
n
y
n
, h) 0 for all h cl K, or
w
n
, h)
n
G, h) 0
8.2. INEQUALITIES 199
for all h cl K. Since [
n
[ , we get G, h) 0 for all h cl K or
G, h) 0 for all h cl K, which is a contradiction to the assumption of
the lemma. 2
Remark. Applying Lemma 8.2 to the problem considered in Chapter 5, we
are led to two variational inequalities
f
(x)(w) +
0
g
(x)(w) 0 for all h X
(x)(w) +
+
0
g
(x)(w) 0 for all h X

+
.
It follows that
0
=
+
0
, provides there exists an h
0
X
X
+
such that
h
0
X
X
+
and g
(x)(h
0
) ,= 0.
Extending [60], Corollary 11.25(b), p. 495, or [59], Corollary 16.4.2, p. 146,
to a real Hilbert space we get
Lemma 8.3. Let H be a real Hilbert space. Suppose that K
1
, . . . , K
m
H
are nonempty, closed and convex cones with vertex at the origin. Then
(K
1
K
m
)
= cl (K
1
+K
m
)
Proof. (i) The inclusion
(K
1
+K
m
) (K
1
K
m
)
follows since we have for given v

i
K
i
that v
i
, h) 0 for all h K
i
.
Consequently v
1
+ + v
m
, h) 0 for all h K
1
K
m
. Thus
v
1
+ +v
m
(K
1
K
m
)
.
(ii) Set C = cl (K
1
+K
m
). Let w (K
1
K
m
)
be given and
suppose that w / C. From a separation theorem it follows that there is a
p H such that p, w) > 0 and p, y) 0 for all y C. We have w, v) 0
for all v K
1
K
m
and p, y) 0 for all y K
1
+K
m
. The previous
inequality shows that p K
i
for all i. Then w, p) 0 in contrast to the
separation theorem. 2
200 CHAPTER 8. LAGRANGE MULTIPLIER RULES
8.3 Problems
1. Separation theorem. Let H be a real Hilbert space and V a nonempty,
closed and convex subset. Let w H and w / V . Show that there is
a real such that p, y) < p, w) for all y V .
Hint: Consider the minimum problem min
yV
[[y v[[
2
and use the
Banach-Saks theorem that a closed convex subset is weakly closed.
2. Separation theorem. Let V in the previous exercise be a closed convex
cone C with vertex at zero. Show that p, y) 0 < p, w) for all y C.
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Index
adsorption
cylinder 25, 27
slits 22
sphere 27, 29
annulus 168
cavities
cylinder cavities 25
slit cavity 22
spherical cavities 27
comparison principles 145, 150
comparison surfaces
capillary interfaces 44
oating bodies 96
liquid layers 20
wetting barriers 136
counterexamples
linearization 149, 154
Youngs surface diagram 108
curvature
Gauss 9
mean 9
disjoining pressure potential 11, 19
energy
capillary interfaces 43
oating bodies 94
liquid layers 19
equilibrium conditions
capillary interfaces 13,46
oating bodies 16, 102
liquid layers 21
oating body
ball 109, 122
horizontal interface 108, 123
horizontal movement 106
plate 105
rotation 106
vertical movement 103
zero gravity 108
Hamaker constant 20
interior estimate 155
Lagrange multipliers 193, 194
needle 165
n-gone 169
numerical method 173
parallel plates 52
stability
capillary interfaces 65, 66
oating ball 122
oating bodies 111
horizontal capillary interfaces
124
liquid layers 21, 31, 36
surface tension
new method 190
Wilhelmys method 189
tube
narrow tube 155, 166
wide tube 161
vertical wall 49
wedge 59, 169
groove 141
208
INDEX 209
zero gravity solutions
circular cross section 55
coaxial cylinders 56
regular n-gon 58
oating body 108

Liquid Layers, Capillary Interfaces

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Liquid Layers, Capillary Interfaces,

and Floating Bodies

Figure 1.7: Device for measurement of surface tension

is the normal at directed into the

Figure 2.1: Slit cavity

(q) > 0 on 0 < q < 2, and lim

(q) > 0 and

(q) > 0 on 0 < q < 1. The denition of (q) implies that

(r) = 0 and set

(q) > 0, 0 < q < 1, since (q), 0 < q < 1,

simply is called foliation,

(0, 0), dened by

(u, 0) = v(u) > 0. 2

Figure 2.7: Cylinder type cavity

(/), see Figure 2.8. Set /

(/) and suppose

(/), see Figure 2.8. Let T

(u, ))W(u, ) du.

(u, ))W(u, ) du.

(u, 0) since it was

(q) > 0 on 0 < q < 1, and

at the container wall

of U of width , such that on o

is called capillarity constant.

Figure 3.2: Capillary tube

(x) = 0. In the following we will nd such a solution. From a

= u(x), 0 < x < (3.11)

(u) ,= 0. It turns out that this inequality is satised for the

(u) < 0, which is satised

= Bv(y), 1/2 < y < 1/2 (3.18)

= Bv(y), 0 < y < 1/2

(y) > 0, 0 < y 1/2, if < /2. The previous assumption is

, see Figure 3.5b. Then

= 2A, q < r < 1

by bw([y[) +C with a constant C.

Figure 3.7: Cross section is a square

. Extending an idea of Finn, we consider a class of volume

(u) denote smooth extensions of K

, and (u) is a given smooth function which satises

(0) = 0, see Lemma A.3.1. We recall that

(u, ))W(u, ) du, (3.28)

(, )[d, Z(, ) = z(u(), ), Z

(u, 0) = (u) + 2(2H

are dened through = N

(u, 0)) (u, 0), Z

(u, 0)) (u, 0), Z

are in a common plane, and

(u, 0), (u, 0)) = 0, = a

simply is called a foliation, and the surface

and consider the associated surface o((x)) from the

= cos on o((x)). (3.31)

be the domains enclosed by o

= cos on o() (3.35)

= min, 0, and assume < 0 on a subset of U of

in equation (3.43), we get

, see [18], p. 44. Then

) is positive denite. This inequality says that = (

of U of width , such that on o

(u, , q), is a family of admissible comparison

(u, , q()), is volume preserving for all R

(u, t, 0) : u U, 0 < t < ,

(u, , ) : u U, 0 < < q.

(, q), see a remark in [18], p. 81.