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Mem. Di erential Equations Math. Phys.

12(1997), 165{177

Luis Adauto Medeiros and Juan Limaco Ferrel

ELLIPTIC REGULARIZATION AND NAVIER{STOKES SYSTEM


Abstract. Applications of the method of elliptic regularization to

the Navier{Stokes system in a bounded domain of R3 with moving


boundary are given. We follow the ideas of J. L. Lions [7] and Temam
[13].
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[7]

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da temamis

[13]

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j. l. li-

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Introduction

There is an extensive literature about the existence of weak solutions for


the Navier{Stokes system. In the references at the end of this article, one
can nd a small selection, far from completion, which can lead the reader
indications to other references. Starting from the sixties, there appear many
results on the Navier-Stokes system in noncylindrical domains, as, for example, Fujita{Sauer [5] and Lions [7]. Among the most employed methods,
there was the so called penalty method, which consists in considering a perturbation, by means of a term with a parameter ", transforming the problem
into a cylindrical domain, and passing to limit as " tends to zero. The objective of the present article is to study the Navier-Stokes system by a method
idealized by Lions in 1983, cf. [7]. It consists in transforming a parabolic
problem into a family of elliptic problems indexed by a parameter " > 0.
We solve these problems by elliptic methods and try to obtain the solution
of the original parabolic problem as a limit as " tends to zero. This method
is also used, in a certain sense, by Salvi [11] in a di erent context. For
the study of the Navier-Stokes system in the noncylindrical case by another
method, we refer to M. Milla Miranda J. Limaco Ferrel [10]. The abstract
aspect of the elliptic regularization can be found in Lions [9], and for the
Navier{Stokes system in cylindrical domains see Temam [14], [15] or Tartar
[13] and the references therein. We also use a techniques of Fujita-Sauer [5].
1991 Mathematics Subject Classi cation. 35F30, 35K55.
Key words and phrases. Elliptic regularization, noncylindrical domain, Navier{Stokes
system, Gralerkin method.

166

1. Notation and Main Results


Let T > 0 be a number and f
t g0tT be a family of bounded open
sets
t of Rn+1 with regular boundaries ?t . We consider the noncylindrical
domain Qb in Rn+1 de ned by
Qb = 0<t<T
[
t  ftg;

with the lateral boundary

b = 0<t<T
[ ?t  ftg:

We suppose this boundary b to be regular.


We will consider the Navier-Stokes system in Qb
8
>
>
>
<

@u = f ? rp on Q;
b
Dt u ?  u + nj=1 y @x
j
b
div u = 0 on Q;
(1)
>
u = 0 on b ;
>
>
:
u(x; 0) = u0 (x) on
0 :
Here x is a vector (x1 ; x2 ; : : : ; xn ) of Rn and u(x; t) is the velocity vector (u1 (x; t); u2 (x; t); : : : ; un (x; t)), u = (u1 ; u2 ; : : : ; un ), with  the
Laplace operator in x, Dt is @t@ and r=grad is the operator (@x@ 1 ; @x@ 2 ;: : : ; @x@n ).
Note that  is the viscosity of the uid and is supposed to be a positive conP

stant.
By D(
t ) we denote the space of all real C 1 -functions with a compact
support in
t , and
o
n
Vt = ' 2 (D(
t ))n ; div ' = 0 on
t :

We denote by H s (
t ) the Sobolev space of the order s > 0 on
t and by
Vs (
t ) the closure of Vt in (H s (
t ))n . The particular cases important for
the present work are
V1 (
t ) = V (
t ) and V0 (
t ) = H (
t )
with Hilbert structure given respectively by
(u; v)H (
t ) =

n Z
X

i=1
t

ui vi dx and ((u; v))V (


t ) =

n Z
X

i;j =1
t

@ui @vi
@xj @xj dx:

When s > n2 , we know by Sobolev theorem that H 1 (


t ) is continuously
embedded in H01 (
t ). Then, for s > n2 we have
n

V (
t ) = u 2 (H01 (
t ))n ; div u = 0 on
t
(cf. Lions [9]). Note that H (
t ) is the closure of Vt in (L2 (
t ))n and the
embedding V (
t )  H (
t ) is continuous and dense.

167

We consider a trilinear form b(u; v; w) de ned for u, v, w 2 V (


t ) by

b(u; v; w) =

n Z
X
i;j =1
t

@vi w dx:
uj @x
i
j

We also consider the space


n

W = ' 2 L2(0; T ; V (
t )); Dt ' 2 L2(0; T ; H (
t))
and 'i (x; T ) = 0 in
t ; i = 1; 2; : : : ; n

equipped with the Hilbert structure


ZT

ZT

('; )W = (('; ))V (


t ) dt + (Dt '; Dt )H (
t ) dt;
so

k'k2

W=

ZT

k'k2

V (
t ) dt +

ZT

jDt 'j2H (
t ) dt:

Let us consider ' = ('1 ; '2 ; : : : ; 'n ) in W . Multiply the i-component of


the vector u in (1) by 'i and integrate on Qb. We obtain
ZT Z

0
t

Dt ui  'i dxdt +

n ZT Z
X

j =1 0
t
n ZT Z
X
uj
+
j =1 0
t

@ui @'i dx +
@xj @xj
TZ

@ui ' dxdt = Z


@xj i

0
t

fi 'i dxdt:

(2)

Remark 1. By the Gauss Lemma, we obtain


n Z
X
i=1 b
Q

Dt (ui  'i ) dxdt =

n Z
X
i=1

@ Qb

ui  'i t d(@ Q = ?
b)

n Z
X
i=1
0

ui (x; 0)'i (x; 0) dx

since we have u = 0 on b by (1) and 'i (x; T ) = 0 on


T by ' 2 W . Note
that @ Qb = b [
0 [
T with  = (0; 0; : : : ; ?1) on
0 and  = (0; 0; : : :; 1)
on
T .

168

Summing in (2) with respect to 1  i  n, we have by Remark 1


ZT

ZT

ZT

(u(t); '(t)) V (
t ) dt ? (u(t); Dt '(t))H (
t ) dt + b(u(t); u(t); '(t))dt =
ZT

= (f (t); '(t))H (
t ) dt + (u0 ; '(0))H (
0 ) :

(3)

De nition 1. By a solution of the system (1) we mean a function


u 2 L2 (0; T ; V (
t ))
satisfying (3) for all ' 2 W .
Theorem 1. Given
u0 2 H (
0 ) and f 2 L2 (0; T ; H (
t));
the system (1) is solvable for n  3.
The proof of Theorem 1 will be carried out by the elliptic regularization
method as in LionsR [7]. The method consists in considering a perturbation of
(3) by the term " 0T (Dt u; Dt')H (
t ) dt in order to obtain the scalar product
of W in the right-hand side of (3), which permits to employ successfully the
Galerkin method. We prove that the perturbed problem has a solution u"
for each " > 0, which converges to a solution u claimed in Theorem 1.
Proposition 1. Let u0 and f be as in Theorem 1. Then for each " > 0
and ' 2 W there exists in W a solution u" of the equation
ZT


(u" (t); '(t))

ZT

"
V (
t ) dt + " (Dt u ; Dt ')H (
t ) dt +
0

ZT

ZT

?

+ b u" (t); u" (t); '(t) dt ? (u" (t); Dt '(t))H (
t ) dt =

ZT

= (f (t); '(t))H (
t ) dt + (u0 ; '(0))H (
0 ) :
0

(4)

Proof. Let (wk (x; t)) be a Hilbert basis for W (cf. Brezis [1]). Denote
by Wm the subspace of W generated by the rst m vectors wk (x; t). If
um(x; t) 2 Wm , then

um(x; t) =
with real j , 1  j  m.

m
X
j =1

j wj (x; t)

169

The approximate problem consists in nding a solution um 2 Wm of the


system of algebraic equations
ZT

ZT

((um (t); wi ))V (


t ) dt + " (Dt um (t); Dt wi )H (
t ) dt +
ZT

ZT

+ b um (t); um (t); wi dt ? (um (t); Dt wi )H (


t ) dt =
0

ZT

= (f (t); wi )H (
t ) dt + (u0 ; '(0))H (
t ) dt:

(5)

We need to prove that (5) has a solution um in Wm . To this end, we will


apply the sharp angle lemma (cf. Lions [9], Visik [17] or Temam [14]). In
fact, consider the vector  = (i )1im of Rm de ned by
ZT

ZT

ZT

i = ((um ; wi ))V (
t ) dt + " (Dt um ; Dt wi )H (
t ) dt + b(um ; um; wi ) dt ?
0

ZT

ZT

? (um ; Dt wi )H (
t ) dt ? (f; wi )H (
t ) dt ? (u0 ; '(0))H (
t ) :
Let  = (i )1im be the components of the vector um of Wm . The
mapping P : Rn ! Rn de ned by P =  is continuous. If we prove that
(P;  )  0 for k kRn = , with an appropriate , it will follow by the sharp
angle lemma that there exists a  in the ball B (0)  Rm such that P = 0.
This implies the existence of a solution to (5). In fact, we have
(P;  ) =

m
X
i=1

ZT

ZT

i i = kum k2V (
t ) dt + " jDt um j2H (
t ) dt +
0

ZT

+ 21 jum (x; 0)j2H (


0 ) ? (f; um )H (
t ) dt ? (u0 ; um (0))H (
0 ) ;
0

because b(u; v; w) = 0 if v = w. This implies that


(P;  )  akumk2W ? bkumkW ? c;
where a, b, c are positive constants.
We can consider  to be so large that (P;  )  0 for k kRm = . Then
P = 0 for some  2 B(0), which implies that the system (5) has a solution
um 2 Wm corresponding to this  . Therefore, for any " > 0 there exists a
solution u"m 2 Wm to (5). 

170

ESTIMATES

Multiplying both sides of (5) by i and summing with respect to 1  i 

m, we obtain

ZT

ku"m(t)k2V (
t ) dt + "
ZT

ZT

jDt u"m(t)j2H (
t ) dt +

+ 21 ju"m(0)j2H (
0 ) + (f; u"m(t))H (
t ) dt + (u0 ; u"m (0))H (
0 ) :

(6)

From (6), we get:

u"m; as a function of " > 0 and m; is bounded in


L2((0; T ; V (
)) as " ! 0;
(7)
p"D u" ; as a function of" t> 0 and m; is bounded in
t m
L2(0; T ; V (
t )) as " ! 0:
(8)
Now, if we x " > 0, we can extract a subsequence (u"k ) of (u"m ) such

that

u" * u" weakly in L2 (0; T ; V (


));

p"D uk" * p"D u" weakly in L2 (0; Tt; H (


));
t k
t
t
u"m (0) * u" (0) in H (
0 ):

Analysis of the Nonlinear Term


Fixed " > 0, from (9) and (10) we have
u"k is bounded in L2 (0; T ; V (
t ));
Dt u"k is bounded in L2 (0; T ; H (
t)):
Then
u"k ! u" strongly in L2 (0; T ; H (
t))
since the embedding V (
t )  H (
t ) is compact.
There exists a subsequence such that
b i = 1; 2; 3:
u"ki ! u"i a.e. on Q;
Then,
u"k` u"ks ! u"` u"s a.e. on Qb
as k ! 1 for 1  `, s  3 and " > 0 xed.

(9)
(10)
(11)

(12)
(13)
(14)
(15)
(16)

171

By Sobolev's embedding theorem, (u"kj )k2N , 1  j  3, is bounded in


L4(Qb), which yields
(u"k` uks )k2N ; 1  `; s  3; is bounded in L2(0; T ; L2(
t )): (17)
By Lions [9], it follows from (16) and (17) that
u"k` u"ks * u"` u"s weakly in L2 (0; T ; L2(
t )):
(18)
We have from (18)
ZT Z

s "
u"k` @w
@x` uks dxdt !

0
t

as k ! 1 for all ws 2 Wm  W , or
ZT

b(u"k ; u"k ; wi ) dt !

ZT Z

0
t

ZT

s "
u"` @w
@x us dxdt
`

b(u" ; u" ; wi ) dt

(19)

for all wi 2 Wm .
If we insert m = k in (5) and take the limits as k ! 1 and " > 0 is
xed, we obtain
u" 2 L2 (0; T ; V (
t )); Dt u" 2 L2 (0; T ; H (
t))
and
ZT

ZT
ZT
"
"
((u ; '))V (
t ) dt + " (Dt u ; Dt ')H (
t ) dt + b(u" ; u" ; ') dt ?
ZT

ZT

? (u" ; Dt ')H (
t ) dt = (f; ')H (
t ) dt ? (u0 ; '(0))H (
0 )
0

(20)

for all ' 2 W .


Proof of the Theorem 1. We must obtain estimates for Dt u" , where u" is a
solution of (20), which would permit to pass to limit as " ! 0. To this end,
we apply an argument suggested by Lions [7] which consists in proving that
Dt u" is bounded in the L2-norm in each cylinder contained in Qb.
In fact, let O be an open bounded subset of Rn . By V (O) and H (O)
we denote the usual function spaces as de ned in the case of
t , (cf. x1).
Identifying H (O) with its dual H (O)0 , we obtain the continuous and dense
embeddings V (O)  H (O)  V (O)0 . We denote by h ; i the scalar product
of the objects from V (O)0 and V (O). Consider an interval ]t0 ; t1 [ contained
in ]0; T [ and a cylinder O ]t0 ; t1 [ such that
b
O  [t0 ; t1 ]  Q;

172

where O is the closure of O. For 2 D(]t0 ; t1 [) and v 2 V (O), we consider


the function ' =
v de ned by
'(x; t) = (t)  v(x) for all (x; t) 2 O ]t0 ; t1 [ :
Extend by zero outside of its support and v by zero outside of O, and
still denote their product by ', which belongs to W . Then, inserting ' in
(20), we get
Zt1

Zt1
Zt1
"
"
((u (t); v))V (
t ) (t)dt + " (Dt u (t); v)Dt dt? b(u" (t); v; u" (t)) (t) dt ?
t0
t0
t0
Zt1
Zt1
? (u" (t); v)Dt (t) dt = (f (t); v) (t) dt:
(21)
t0
t0

We have n = 1; 2; 3, which implies that the linear form


v ! b(u" ; v; u" )
is continuous on L2(t0 ; t1 ; V (O)). Then there exists Bu" 2 L1 (t0 ; t1 ; V (O)0 )
such that hBu" ; vi = b(u" ; v; u" ). Note that f 2 L2(t0 ; t1 ; H (O)). Then
from (21) we obtain

?"

Zt1

t0

D2 (u" ; v)
t

dt +

Zt1

t0

Dt (u" ; v)

Zt1

dt = hg; vi dt
t0

(22)

for all 2 D]t0 ; t1 [ extended by zero outside of its support and with g 2
L1(t0 ; t1 ; V (O)0 ).
From (22) and Temam [13], Ch.III, Lemma 1.1, it follows that

?"Dt2u" + Dt u" = g in L1 (t0 ; t1 ; V (O)0 ):

(23)
Our next step is to obtain from (23) a uniform bound for Dt u" in the space
L1(0 ; 1 ; V (O)0 ), where [0 ; 1 [  [t0 ; t1 [ .
In fact, consider 0 = t0 and 0 < 1 < t1 such that O  [t0 ; t1 ]  Qb. Let
(t) be a smooth real function de ned on [t0 ; t1 ] and satisfying 0  (t)  1,
(t) = 1 near t0 and (t) = 0 near t1 .
If we put v" = Dt u" , we transform (23) into

?"Dt(v" ) + v" = h in L1 (t0 ; t1 ; V (O)0 )

(24)

with h = g ? (Dt )"Dt u" .


Note that h is bounded in L1(0 ; 1 ; V (O)0 ) because "Dtu" is bounded in
2
L (0 ; 1 ; H (O)) for all " > 0. Note that the uniform estimate for Dt u" will
be obtained for each cylinder O ]0 ; 1 [ whose closure is contained in Qb.

173

Let


1

=

t
exp
" if t < 0
E" (t) "
0
if t > 0
for " > 0. This function belongs to L1 (?1; +1) and the solution of (24)
is given by
v" = E"  h;
(25)
where  denotes the convolution of functions. We have E" 2 L1 (?1; +1; R)
and h 2 L1 (0 ; 1 ; V (O)0 ). By the Young inequality it follows that

kE"  hkL2(0 ;1 ;V (O) )  kE" kL1 (?1;+1) khkL1(0 ;1 ;V (O) ) :
But kE" kL1(?1;+1) = 1 and h is bounded in L1 (0 ; 1 ; V (O)0 ). Then, by
0

(25), we have

Z1

0

which implies

Z1

0

kv" k2 dt < c;

kv" k2 dt =

Z1

0

kv" k2 dt < c;

(t) = 1 on [0 ; 1 ]. Hence


Dt u" = v" is bounded in L1 (0 ; 1 ; V (O)0 )
(26)
uniformly with respect to " > 0 as " ! 0.
Thus u" is bounded in L2(0 ; 1 ; V (O)) and Dt u" is bounded in L1(0 ; 1 ;
V (O)0 ). We know that the embeddings V (O)  H (O)  V (O)0 are continuous and V (O)  H (O) is compact. Then, by the compactness theorem
(cf. Lions [9], Temam [14], Simon [11]), we can extract a subsequence u"
of u" such that
u"i ! ui strongly in L1 (0 ; 1 ; L2 (O)); i = 1; 2; 3;
(27)
and a.e. on the cylinder O ]0 ; 1 [ .
Consider "0 = n1 with n 2 N . Then we obtain a subsequence (u0n ) such
0

that

uni ! ui strongly in L1 (0 ; 1 ; L2 (O)) for i = 1; 2; 3


(28)
and a.e. in the cylinder O ]0 ; 1 [ . This argument is true for each cylinder
O ]0 ; 1 [ such that its closure is contained in Qb.
Our next step is to prove, employing the above result, that there exists
a subsequence which we will still denote by (un ), and u 2 L1(Qb) such that
uni ! ui strongly in L1 (Qb) (i = 1; 2; 3)

174

a.e. on Qb. The key points are a geometrical construction of Fujita and
Sauer [5] and the diagonal process.
b but interior
In fact, for  > 0 we consider a strip near the boundary ,
b
to Q. We consider rst


W (; t) = x 2
t ; d(x; ?t ) <  ;
where d(x; ?t ) is the distance from x, in
t , to its boundary ?t . Then we
de ne the strip
c ( ) = [ W (; t)  ftg;
W
0<t<T
b
of length , inside of Qb, near the boundary .
b
Now let us construct, inside of Qb, a domain not near the boundary .
Let ` be a natural number and
n
o

` = x 2
; d(x; ? ) > 1 :

Denoting by (tj ) a dense sequence in [0; T ], we de ne the cylinders contained


in Qb
Gjk` =
`tj  ]tj ; tk [
such that their closure is inside of Qb. Consider the set
n

S = Gjk` ; j; k; ` 2 N and the closure is in Qb ;


which is countable.
c ( ) is compact in
Remark 2. Since for small  > 0 the closure of Qb ? W
Q there exists a nite covering Gj  S , j = 1; 2; : : : ; N () such that
b,

N ()

c ( )  [ Gj ;
Qb ? W
j =1

or

 N ()

c ( ):
Qb  j[=1 Gj [ W

Lemma 1. If  > 0 is small, then for v 2 L2 (0; T ; V (


t )) we have
ZT

jvj2L2 (Wb ())  c2 kv(t)k2V (


t ) dt;
0

where c is a positive constant depending on b .

175

Proof. We will prove the lemma for the dense subset V=f' 2D(Qb); div ' =0g
of L2 (0; T ; V (
t )). Suppose v 2 V and let  be the exterior unit normal to
?t at the point (;  ). Since v 2 V , we have v = 0 on ?t , that is, v(;  ) = 0.
Let us consider  > 0 and a point ( ? ;  ) interior to
t . Note that  is
the space variable and  the time variable, 0 <  < T . We have
Z

v( ? ;  ) ? v(;  ) = D v( ? ;  ) d:


0

Then, taking absolute values of both sides,


Z

jv( ? ;  )j  jrv( ? ;  )j d;


0

and applying the Schwarz inequality, we get

jv( ? ;  )j2

Z

  jrv( ? ;  )j2 d;

(29)

where  is a parameter such that 0    .


Note that
Z Z

0 ?t

jv( ? ;  )j2 d?d

is the integral on the strip of length , that is, on W (t; ). If we integrate
c ( ):
this integral with respect to  over ]0; T [ , we obtain the integral on W
ZT Z Z

0 0 ?t

jv( ? ;  )j2 d?dd =

b ()
W

jv( ? ;  )j2 d?dd = jvj2L2 (Wb ()) :

If we integrate the right-hand side of the integral (29) over ]0; T [  ]0; [, we
obtain
ZT  Z

 d

?i 0

T

2Z Z Z

= 2
=

 Z Z

0 ?i 0

2 Z

rv(; 

Qb

This proves the Lemma. 

rv( ? ;  ) dd?d =


2

rv( ? ;  ) dd?d =

2
)

2
2Z

dd = 2 v(t) V (
) dt:

176

Proposition 2. There exists a subsequence of (un ), still denoted by (un ),


such that it converges strongly in L1 (G) for all cylinders G of the family S .
Proof. By (27), (un ) converges strongly in L1 (Gj ) to u in a cylinder Gj ,
j 2 N. By the diagonal process we obtain a subsequence (un ) that converges
strongly in L1(G) for all G 2 S . 

Proposition 3. There exists u 2 L1 (Qb) such that the subsequence of the


Proposition 1 converges to u in the L1 (Qb)-norm.
Proof. It is sucient to prove that (un ) is a Cauchy sequence in the L1(Qb)norm. In fact, given " > 0, choose any  such that 0 <  < ". For this  > 0
there exists Gj 2 S , j = 1; 2; : : : ; N (), such that


 N ()

c ( ):
Qb  j[=1 Gj [ W

We have, for all m; n 2 N,

jum ? un jL1 (Qb) 

NX
()
j =1

jum ? un jL1 (Gj ) + jum ? un jL1 (Wb ()) :

(30)

Further,

jum ? unjL1 (Wb ())  cjum ? unjL2 (Wb ()) ;

(31)

and by Lemma 1 we obtain

jum ? un jL2 (Wb ()) 

c2

ZT

kum ? unk2V (
t ) dt

1=2

(32)

By (20), (un ) is bounded in L2(0; T ; V (


t )) by a constant c. Then, by (31)
and (32), we obtain

jum ? un jL1 (Wb ())  c < c":

(33)

Since (un ) converges strongly in L1 (Gj ) for all cylinders Gj 2 S , it follows


that the sum
NX
()
j =1

jum ? unjL1 (Gj ) ! 0 as m; n ! 1:

(34)

From (32) and (33) it follows that (un ) is a Cauchy sequence in the
L1(Qb)-norm. Then it converges strongly in L1 (Qb) or a.e. in Qb. 

177

After establishing the convergence, we can pass to limit in (20) for " = n1 ,
as n ! 1. Thus we obtain the solution claimed by Theorem 1. 
The authors express their gratitude to M. Milla Miranda for the conversations and suggestions about this work.
References

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2. H. Brezis, Inequations variationelles relatives a l'operateur de Navier-Stokes. J.
Math. Anal. Appl. 19(1972), 150{165.
3. J. Dubinski, E quations paraboliques nonlineaires dans le plan. Mat. Sb. 69(III)
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(Received 25.06.1997)
Authors' addresses:
Luis Adauto Medeiros
Instituto de Matematica UFRJ
CP 68530 - CEP 21944-970, Rio de Janeiro, RJ
Juan Limaco Ferrel
Instituto de Matematica UFF
Rua S~ao Paulo s/n, Rio de Janeiro, RJ
CEP 24210-110 Niteroi, RJ
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