Contents

1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Symbols . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.2 Euclidean space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.3 Norms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.4 Differential operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.2 Measures and distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2.1 Continuously differentiable functions . . . . . . . . . . . . . . . . . 4
1.2.2 Compactness of sets of continuous functions . . . . . . . . . . 5
1.2.3 Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.2.4 Distributions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3 Bochner and Sobolev spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3.1 Lebesgue (Bochner) spaces . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3.2 Sobolev spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3.3 Dual Sobolev spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.3.4 Embeddings for dual Sobolev spaces . . . . . . . . . . . . . . . . . 12
1.3.5 Traces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.3.6 Interpolation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4 Fourier analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4.1 Fourier transform of tempered distributions . . . . . . . . . . . 15
1.4.2 Boundedness of Fourier multipliers . . . . . . . . . . . . . . . . . . 16
1.5 Compactness of families of functions . . . . . . . . . . . . . . . . . . . . . . . 17
1.5.1 Weak compactness of integrable functions . . . . . . . . . . . . 17
1.5.2 Young measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.6 Gronwalls lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

2 Dynamical systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.1 Dynamical systems and attractors . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.2 Fractal dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.3 Exponential attractor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.4 Method of trajectories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
X Contents

2.5 Method of Lyapunov exponents . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

2.5.1 Coverings of ellipsoids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.5.2 Lyapunov exponents and solution operators . . . . . . . . . . . 48
2.6 Extension to the case without uniqueness . . . . . . . . . . . . . . . . . . . 53
2.7 Bibliographical remarks. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56

3 Viscous fluid systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59

3.1 Fields and balance laws . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3.1.1 Balance law - integral formulation . . . . . . . . . . . . . . . . . . . 61
3.1.2 Balance law - formal interpretation . . . . . . . . . . . . . . . . . . 64
3.1.3 Weak sequential stability . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.2 Kinematics of mass transport . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
3.2.1 Renormalization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
3.3 Momentum equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
3.4 Total energy balance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
3.4.1 Kinetic and internal energy balance . . . . . . . . . . . . . . . . . . 72
3.4.2 Conservative boundary conditions and the total
energy balance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
3.5 Entropy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
3.5.1 Entropy production as a non-negative Radon measure . . 74
3.6 Fluid description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
3.6.1 General constitutive relations . . . . . . . . . . . . . . . . . . . . . . . 76
3.6.2 Navier-Stokes-Fourier system . . . . . . . . . . . . . . . . . . . . . . . 77
3.7 Constitutive equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 81
3.7.1 Hypothesis of thermodynamic stability . . . . . . . . . . . . . . . 82
3.7.2 Monoatomic gas state equation . . . . . . . . . . . . . . . . . . . . . . 82
3.7.3 Third law of thermodynamics, entropy . . . . . . . . . . . . . . . 83
3.7.4 Radiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 84
3.7.5 Transport coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85

4 Complete fluid systems, analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . 87

4.1 Equilibrium states . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
4.1.1 Total mass conservation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
4.1.2 Total dissipation balance . . . . . . . . . . . . . . . . . . . . . . . . . . . 88
4.1.3 Static states . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 90
4.2 Weak sequential stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 94
4.2.1 Stability of solutions under a uniform energy bound . . . 95
4.3 Global-in-time solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
4.3.1 Existence theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
4.4 Long-time behavior of conservative systems . . . . . . . . . . . . . . . . . 120

5 Large time behavior . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125

5.1 Large time behavior revisited . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
5.1.1 Uniform decay of density oscillations . . . . . . . . . . . . . . . . . 129
5.2 Energy blow up . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138
 Contents XI

5.2.1 A general result . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 138

5.2.2 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
5.3 Rapidly oscillating driving forces . . . . . . . . . . . . . . . . . . . . . . . . . . 146
5.3.1 Energy estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
5.3.2 Uniform bounds via iteration . . . . . . . . . . . . . . . . . . . . . . . 151
5.3.3 Convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
5.3.4 Concluding remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153

6 Complete and simplified fluid systems . . . . . . . . . . . . . . . . . . . . . 155

6.1 Dynamical systems approach . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
6.1.1 Dissipativity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
6.1.2 Global trajectories and attractors . . . . . . . . . . . . . . . . . . . 158
6.2 Dynamics of reduced systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
6.2.1 Barotropic compressible fluids . . . . . . . . . . . . . . . . . . . . . . . 161
6.2.2 Incompressible fluids . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
6.3 Bibliographical comments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 165

7 Incompressible model of Ladyzhenskaya . . . . . . . . . . . . . . . . . . . 169

7.1 Statement of the problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 170
7.1.1 Assumptions on the stress tensor . . . . . . . . . . . . . . . . . . . . 171
7.1.2 Mathematical formulation of the problem . . . . . . . . . . . . . 173
7.1.3 Existence and uniqueness results . . . . . . . . . . . . . . . . . . . . 175
7.2 2D Navier-Stokes equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
7.2.1 Dissipativity and absorbing set . . . . . . . . . . . . . . . . . . . . . . 181
7.2.2 Differentiability of the solution operator . . . . . . . . . . . . . . 183
7.2.3 Estimates of the trace. Attractor dimension . . . . . . . . . . . 184
7.3 2D Ladyzhenskaya model; case r 2 . . . . . . . . . . . . . . . . . . . . . . . 187
7.3.1 Dissipativity and absorbing set . . . . . . . . . . . . . . . . . . . . . . 188
7.3.2 Differentiability of the solution semigroup . . . . . . . . . . . . 190
7.3.3 Estimates of the trace. Attractor dimension. . . . . . . . . . . 192
7.4 3D Ladyzhenskaya model; case r > 11/5 . . . . . . . . . . . . . . . . . . . 194
7.4.1 Existence of exponential attractor . . . . . . . . . . . . . . . . . . . 195
7.4.2 Explicit dimension estimates for r > 12/5 . . . . . . . . . . . . 203

8 2D Model of Ladyzhenskaya for r < 2 . . . . . . . . . . . . . . . . . . . . . 217

8.1 2D Ladyzhenskaya model; case r (1, 2) . . . . . . . . . . . . . . . . . . . 218
8.1.1 Basic mathematical theory . . . . . . . . . . . . . . . . . . . . . . . . . 218
8.1.2 Dissipativity and the dynamics of trajectories . . . . . . . . . 224
8.1.3 Exponential attractor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
8.1.4 Improved estimates for r > 4/3 . . . . . . . . . . . . . . . . . . . . . . 234
8.2 Fluids with pressure-dependent viscosities . . . . . . . . . . . . . . . . . . 238
8.2.1 Basic mathematical theory . . . . . . . . . . . . . . . . . . . . . . . . . 241
8.2.2 Dissipativity and absorbing set . . . . . . . . . . . . . . . . . . . . . . 246
8.2.3 Existence of exponential attractor . . . . . . . . . . . . . . . . . . . 251
8.3 Bibliographical remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
XII Contents

9 Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
9.1 Embeddings and interpolations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
9.2 Korn and Poincare type inequalities . . . . . . . . . . . . . . . . . . . . . . . 262
9.3 Div-Curl lemma and related topics . . . . . . . . . . . . . . . . . . . . . . . . . 264
9.4 A result of P.-L. Lions on weak continuity . . . . . . . . . . . . . . . . . . 267
9.5 Coverings of compacts in Bochner spaces. . . . . . . . . . . . . . . . . . . . 272
9.5.1 Bochner spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 272
9.5.2 Asymptotics of the sequences . . . . . . . . . . . . . . . . . . . . . . . 275
9.5.3 Aubin-Lions lemma . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 277
9.6 Lieb-Thirring inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 280
9.7 Properties of the stress tensor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 295
1
Notation and basic definitions

1.1 Notation

If not indicated otherwise, the symbols throughout the book are used in the
following manner:

1.1.1 Symbols

The symbols const, c, ci denote generic real constants. Their concrete value
may change at different parts of the text.
The symbols Z and C denote the sets of integers, and complex numbers,
respectively. The symbol R denotes the set of real numbers, RN is the N -
dimensional Euclidean space.

1.1.2 Euclidean space

The symbol RN stands for a domain - an open connected subset of

the Euclidean space RN . The closure of a set Q RN is denoted by Q, its
boundary is Q. By the symbol 1Q we denote the characteristic function of
the set Q. The outer normal vector to Q is usually denoted by n . The symbol
B(a; r) denotes an (open) ball in RN of center a RN and radius r > 0.
We also write BX (a; r) to indicate a ball with respect to a more general
norm X.
Vectors and vector valued functions ranging in an Euclidean space are
denoted by symbols beginning by a boldface minuscule, for example u , v .
Matrices (tensors) and matrix valued functions are represented by special
Roman characters as S, T, in particular, the identity matrix is denoted by
I = {i,j }N
i,j=1 . The symbol I may also be used to denote the identity operator
in a general setting.
2 1 Preliminaries
T
The transpose of a square matrix A = {ai,j }N N
i,j=1 is A = {aj,i }i,j=1 . The
P N
trace of a square matrix A = {ai,j }N
i,j=1 is trace[A] = i=1 ai,i .

The scalar product of vectors a = [a1 , . . . , aN ], b = [b1 , . . . , bN ] is denoted

by
N
X
a b = ai b i ,
i=1

the scalar product of tensors A = {Ai,j }N N

i,j=1 , B = {Bi,j }i,j=1 reads

N
X
A:B= Ai,j Bj,i .
i,j=1

The symbol a b denotes the tensor product of vectors a , b , specifically,

a b }i,j = ai bj .
a b = {a

The vector product a b is the antisymmetric part of a b. If N = 3, the

vector product of vectors a = (a1 , a2 , a3 ), b = (b1 , b2 , b3 ) is identified with a
vector
a b = (a2 b3 a3 b2 , a3 b1 a1 b3 , a1 b2 a2 b1 ).

The product of a matrix A with a vector b is a vector Abb whose components

are
N
X
[Abb]i = Ai,j bj for i = 1, . . . , N,
j=1

while the product of a matrix A = {Ai,j }N,M M,S

i,j=1 and a matrix B = {Bi,j }i,j=1
is a matrix AB with components
M
X
[AB]i,j = Ai,k Bk,j .
k=1

1.1.3 Norms

The norm in a Banach space X is denoted by the symbol kkX . The Euclidean
norm of a vector a RN is denoted by
v
uN
uX
a| = a a = t
|a a2i .
i=1
 1.1 Notation 3

The distance of a vector a to a set K RN is denoted as

a, K] = inf{|a
dist[a a k | | k K},

the semidistance of sets A, B is

dist[A, B] = sup{dist[x, B] | x A}.

We occasionally use the symbol distX [A, B] to indicate the metric used.
The diameter of K is

diam[K] = sup |x y|.

(x,y)K 2

The closure of K with respect to the topology X is denoted by clX (K), the
Lebesgue measure of a set Q is |Q| or vol Q.

1.1.4 Differential operators

The symbol
g
yi g(y) (y), i = 1, . . . , N,
yi
denotes the partial derivative of a function g = g(y), y = [y1 , . . . , yN ], with
respect to the variable yi evaluated at a point y RN . The same notation is
used for the generalized (distributional) derivatives introduced below. In most
cases, we consider functions g = g(t, x) of the time variable t (0, T ) and
the spatial coordinate x = [x1 , x2 , x3 ] R3 . We use italics rather than
boldface minuscules to denote the independent variables although they may
be vectors as the case may be.
Occasionally, we write d/dt to indicate the derivative with respect to the
variable t; it is also often used if u = u(t, x) is considered as a Bochner
function, namely a function t 7 u(t, ) with values in suitable function space,
thus suppressing the variable x.
The gradient of a scalar function g = g(t, x) with respect to the spatial
variable x is a vector

x g(t, x) = [x1 g(t, x), x2 g(t, x), x3 g(t, x)].

The gradient of a vector function v = [v1 (t, x), v2 (t, x), v3 (t, x)] with re-
spect to the space variables x is the matrix

xv (t, x) = {xj vi (t, x)}3i,j=1 ;

4 1 Preliminaries

The divergence of a vector valued function depending on the spatial and

time variables v = [v1 (t, x), v2 (t, x), v3 (t, x)] with respect to the space variable
x is a scalar
X3
divxv (t, x) = xi vi (t, x).
i=1

The divergence of a tensor (matrix-valued) function B = {Bi,j (t, x)}3i,j=1 with

respect to the space variable x is a vector
3
X
[divB]i = [divx B(t, x)]i = xj Bi,j (t, x), i = 1, . . . , 3.
j=1

The vorticity of a vectorial function v = [v1 (t, x), . . . , v3 (t, x)] is an antisym-
metric matrix
n o3
curlxv = xv Tx v = xj vi xi vj .
i,j=1

The vorticity operator in R3 may be interpreted as a vector curl v = x v .

The symbol = x denotes the Laplace operator,

x = divx x .

1.2 Measures and distributions

If not otherwise stated, all function spaces considered in what follows are real.
The duality pairing between an abstract vector space X and its dual X is
denoted as h; iX ;X , or simply h; i. In particular, if X is a Hilbert space, the
symbol h; i denotes the scalar product in X.

1.2.1 Continuously differentiable functions

For Q RN , the symbol C(Q) denotes the set of all continuous functions on
Q. In Q is bounded, the symbol C(Q) denotes the Banach space of functions
continuous on the closure Q endowed with norm

kgkC(Q) = sup |g(y)|.

yQ

Similarly, C(Q; X) denotes the Banach space of vectorial functions continuous

in Q and ranging in a Banach space X with norm
 1.2 Measures and distributions 5

kgkC(Q) = sup kg(y)kX .

yQ

The symbol Cweak (Q; X) denotes the space of all vector-valued functions on
Q ranging in a Banach space X continuous with respect to the weak topology.
More specifically, g Cweak (Q; X) if the mapping y 7 kg(y)kX is bounded
and
y 7 hf ; g(y)iX ;X
is continuous on Q for any linear form f belonging to the dual space X .
We say that gn g in Cweak (Q; X) if

hf ; gn iX ;X hf ; giX ;X in C(Q) for all f X .

The symbol C k (Q), Q RN , where k is a non-negative integer, denotes

the space of functions on Q that are restrictions of k-times continuously dif-
ferentiable functions on RN . C k, (Q), (0, 1) is the subspace of C k (Q) of
functions having their k-th derivatives -Holder continuous in Q. C k,1 (Q) is a
subspace of C k (Q) of functions whose k-th derivatives are Lipschitz on Q. For
a bounded domain Q, the spaces C k (Q) and C k, (Q), (0, 1] are Banach
spaces with norms
kukC k (Q) = max sup | u(x)|
||k xQ

and
| u(x) u(y)|
kukC k, (Q) = kukC k (Q) + max sup ,
||=k (x,y)Q2 , x6=y |x y|

where u stands for the partial derivative x11 . . . xNN u of order || =

PN
i=1 i . The spaces C
k,
(Q; RM ) are defined in a similar way. Finally, we
k
set C = k=0 C .

1.2.2 Compactness of sets of continuous functions

Arzel`
a-Ascoli Theorem:
Theorem 1.1 Let Q RM be a compact set and X a compact topological
metric space endowed with a metric dX . Let {vn }n=1 be a sequence of func-
tions in C(Q; X) that is equi-continuous, meaning, for any > 0 there is
> 0 such that
h i
dX vn (y), vn (z) provided |y z| < independently of n = 1, 2, ...
6 1 Preliminaries

Then {vn }n=1 is precompact in C(Q; X), that is, there exists a subse-
quence (not relabeled) and a function v C(Q; X) such that
h i
sup dX vn (y), v(y) 0 as n .
yQ

Proof: See Kelley [96, Chapter 7, Theorem 17].



1.2.3 Measures

The symbol Cc (Q) denotes the space of continuous functions with compact
support in a locally compact Hausdorff metric space Q. The symbol M(Q)
stands for the space of signed Borel measures on Q. The symbol M+ (Q)
denotes the cone of non-negative Borel measures on Q. A measure M+ (Q)
such that [Q] = 1 is called probability measure. Lebesgue measure of a set
A RN is denoted |A| or vol A.

Riesz Representation Theorem:

Theorem 1.2 Let Q be a locally compact Hausdorff metric space. Let f be

a non-negative linear functional defined on the space Cc (Q).
Then there exist a algebra of measurable sets containing all Borel sets
and a unique non-negative measure on f M+ (Q) such that

hf ; gi = g df for any g Cc (Q). (1.1)
Q

Moreover, the measure f enjoys the following properties:

f [K] < for any compact K Q.

f [E] = sup {f [K] | K E, K compact}

for any open set E Q.

f [V ] = inf {(E) | V E, E open}

for any Borel set V .
If E is f measurable, f (E) = 0, and A E, then A is f measurable.

Proof: See Rudin [140, Chapter 2, Theorem 2.14].


 1.3 Bochner and Sobolev spaces 7

Corollary 1.1 Assume that f : Cc (Q) R is a linear and non-negative

functional, where Q is a domain in RN .
Then there exists a measure f enjoying the same properties as in The-
orem 1.2 such that f is represented through (1.1).

Proof: See Evans and Gariepy [61, Chapter 1.8, Corollary 1].


1.2.4 Distributions

The symbol Cck (Q; RM ), k {0, 1, . . . , } denotes the vector space of func-
tions belonging to C k (Q; RM ) and having compact support in Q. The space
Cc (Q; RM ) may be endowed with the topology induced by the convergence:

n Cc (Q)

if
supp[n ] K, K Q a compact set,
(1.2)
n in C k (K) for any k = 0, 1, . . .
We write Cc (Q) instead of Cc (Q; R).
The dual space [Cc (Q; RM )] is the space of distributions on with values
in RM . Continuity of a linear form belonging to this space is understood with
respect to the convergence introduced in (1.2).
A differential operator of order || can be identified with a distribution

||
h v; i = (1) v dy
Q

for any locally integrable function v.

1.3 Bochner and Sobolev spaces

1.3.1 Lebesgue (Bochner) spaces

The Lebesgue spaces Lp (Q; X) are spaces of (Bochner) measurable functions

v ranging in a Banach space X such that the norm

kvkpLp (Q;X) = kvkpX dy is finite, 1 p < .
Q

Similarly, v L (Q; X) if v is (Bochner) measurable and

8 1 Preliminaries

kvkL (Q;X) = ess sup kv(y)kX < .

yQ

The symbol Lploc (Q; X) denotes the vector space of locally Lp -integrable
functions, meaning

v Lploc (Q; X) if v Lp (K; X) for any compact set K in Q.

We write Lp (Q) for Lp (Q; R).

Let f L1loc (Q) where Q is an open set. A Lebesgue point a Q of f in
Q is characterized by the property

1
lim f (x)dx = f (a). (1.3)
r0+ |B(a, r)| B(a;r)

For f L1 (Q) the set of all Lebesgue points is of full measure, meaning
its complement in Q is of zero Lebesgue measure. A similar statement holds
for vector valued functions f L1 (Q; X), where X is a Banach space (see
Brezis [16]).
If f C(Q), then identity (1.3) holds for all points a in Q.

Aubin-Lions lemma:

Theorem 1.3 Let p, q [1, ), let X, Y and Z be Banach spaces, such

that Y X Z, the embedding Y Z being compact, and let moreover Y ,
Z be reflexive.
Then the space
 d
u Lp (0, T ; Y ) | u Lq (0, T ; Z)
dt
is compactly embedded into the space Lp (0, T ; X).

Proof: See Simon [149] for a general case; a constructive proof for certain
special cases is also given in Section 9.5 of the Appendix.


Linear Functionals on Lp (Q; X):

Theorem 1.4 Let Q RN be a measurable set, X a Banach space that is

reflexive and separable, 1 p < .
Then any continuous linear form [Lp (Q; X)] admits a unique rep-

resentation w Lp (Q; X ),

h; viLp (Q,X );Lp (Q;X)

 1.3 Bochner and Sobolev spaces 9

= hw (y); v(y)iX ;X dy for all v Lp (Q; X),
Q

where
1 1
+ = 1.
p p
Moreover the norm on the dual space is given as

kk[Lp(Q;X)] = kw kLp (Q;X ) .

Accordingly, the spaces Lp (Q; X) are reflexive for 1 < p < as soon as X
is reflexive and separable.

Proof: See Gajewski et al. [74, Chapter IV, Theorem 1.14, Remark 1.9].


Identifying with w , we write

[Lp (Q; RN )] = Lp (Q; RN ), kk[Lp (Q;RN )] = kkLp (Q;RN ) , 1 p < .

This formula is known as Riesz representation theorem.

If the Banach space X in Theorem 1.4 is merely separable, we have

[Lp (Q; X)] = Lpweak() (Q; X ) for 1 p < ,

where
Lpweak() (Q; X )
n 

:= : Q X  y Q 7 h(y); viX ;X measurable for any fixed v X,

o
y 7 k(y)kX Lp (Q)

(see Edwards [56], Pedregal [128, Chapter 6, Theorem 6.14]).

H
olders inequality reads
1 1 1
kuvkLr (Q) kukLp(Q) kvkLq (Q) , = +
r p q

for any u Lp (Q), v Lq (Q), Q RN (see Adams and Fournier [1, Chapter
2]).
Interpolation inequality for Lp spaces reads

(1) 1 1
kvkLr (Q) kvkLp(Q) kvkLq (Q) , = + , p < r < q, (0, 1)
r p q

for any v Lp Lq (Q), Q RN (see Adams and Fournier [1, Chapter 2]).
10 1 Preliminaries

1.3.2 Sobolev spaces

The Sobolev spaces W k,p (Q; RM ), 1 p , k a positive integer, are

the spaces of functions having all distributional derivatives up to order k
in Lp (Q; RM ). The norm in W k,p (Q; RM ) is defined as
 1/p
PM P p
i=1 ||k k v k
i Lp (Q) if 1 p <
kvv kW k,p (Q;RM ) = ,




max1iM, ||k {k vi kL (Q) } if p =

where the symbol stands for any partial derivative of order ||.
If Q is a bounded domain with boundary of class C k1,1 , then there exists
a continuous linear operator which maps W k,p (Q) to W k,p (RN ); it is called
extension operator. If, in addition, 1 p < , then W k,p (Q) is separable and
the space C k (Q) is its dense subspace.
By a regular domain, we will understand a bounded domain with boundary
of class C 3,1 ; that is to say, the boundary can be covered by a finite number
of graphs of C 3 functions.
The space W 1, (Q), where Q is a bounded domain, is isometrically iso-
morphic to the space C 0,1 (Q) of Lipschitz functions on Q.
For basic properties of Sobolev functions, see Adams and Fournier [1,
Chapter 2] or Ziemer [163].

1.3.3 Dual Sobolev spaces

The symbol W0k,p (Q; RM ) denotes the completion of Cc (Q; RM ) with respect
to the norm k kW k,p (Q;RM ) . In what follows, we identify W 0,p (; RN ) =
W00,p (; RN ) with Lp (; RN ).

1,p (Q) = W 1,p (Q)
We denote L p (Q) = {u Lp (Q) | Q u dy = 0} and W
Lp (Q). If Q R is a bounded domain, then Lp (Q) and W
N 1,p (Q) can be
p 1,p
viewed as closed subspaces of L (Q) and W (Q), respectively.

Dual Sobolev Spaces:

Theorem 1.5 Let RN be a domain, and let 1 p < . Then the dual
space [W0k,p ()] is a proper subspace of the space of distributions d ().
Moreover, any linear form f [W0k,p ()] admits a representation
X 
hf ; vi[W k,p ()] ;W k,p () = (1)|| w v dx, (1.4)
0 0
||k

1 1
where w Lp (), + = 1.
p p
 1.3 Bochner and Sobolev spaces 11

The norm of f in the dual space is given as

n P 1/p  o

p 

inf ||k kw k
Lp ()
 w satisfy (1.4)






for 1 < p < ;
kf k[W k,p()] =
0
n  o



inf max ||k {kw k L (Q) }  w satisfy (1.4)





if p = 1.

The infimum is attained in both cases.

Proof: See Adams and Fournier [1, Theorem 3.12], Mazya [121, Section
1.1.14].


The dual space to the Sobolev space W0k,p () is denoted as W k,p ().

The dual to the Sobolev space W k,p () admits formally the same representa-
tion formula as (1.4). However it cannot be identified as a space of distributions
on . A typical example is the linear form

hf ; vi = w f x v dx, with divxw f = 0

that vanishes on d() but generates a non-zero linear form when applied to
v W 1,p ().

Rellich-Kondrachov Embedding Theorem:

Theorem 1.6 Let RN be a bounded Lipschitz domain.

(i) Then, if kp < N and p 1, the space W k,p () is continuously embedded
in Lq () for any
Np
1 q p = .
N kp
Moreover, the embedding is compact if k > 0 and q < p .
(ii) If kp = N , the space W k,p () is compactly embedded in Lq () for any
q [1, ).
(iii) If kp > N then W k,p () is continuously embedded in C k[N/p]1, (),
where [ ] denotes the integer part and
12 1 Preliminaries

[ Np ] + 1 N
p if N
p
/ Z,
=
N
arbitrary positive number in (0, 1) if p Z.

Moreover, the embedding is compact if 0 < < [ Np ] + 1 N

p.

Proof: See Ziemer [163, Theorem 2.5.1, Remark 2.5.2].



1.3.4 Embeddings for dual Sobolev spaces

The following result may be regarded as a direct consequence of Theorem 1.6.

Embedding Theorem for Dual Sobolev Spaces:

Theorem 1.7 Let RN be a bounded domain. Let k > 0 and q <

satisfy
p Np
q> , where p = if kp < N,
p 1 N kp
q > 1 for kp = N,
or
q 1 if kp > N.

Then the space L () is compactly embedded into the space W k,p (),
q

1/p + 1/p = 1.

1.3.5 Traces

The Sobolev-Slobodeckii spaces W k+,p (Q), 1 p < , 0 < < 1, k =

0, 1, . . ., where Q is a domain in RL , L a positive integer, are Banach spaces
of functions with finite norm
p1
X   p
| v(y) v(z)|
W k+,p (Q) = kvkpW k,p (Q) + dy dz ,
Q Q |y z|L+p
||=k

see Necas[126, Section 2.3.8] for example.

Let RN be a bounded Lipschitz domain. Referring to the notation in-
troduced in (i), we say that f W k+,p () if (f )(I , ) W k+,p (RN 1 )
for any = B with B belonging to the covering B of and the
 1.3 Bochner and Sobolev spaces 13

corresponding term in the partition of unity F. The space W k+,p () is a

Banach space endowed with a norm
M
X
kvkpW k+,p () = k(vi ) (I , )kpW k+,p (RN 1 ) .
i=1

In the above formulas (I , ) : RN 1 RN maps y to (y , (y )). For more

details see for example Necas [126, Section 3.8].

In the situation when RN is a bounded Lipschitz domain, the Sobolev-
Slobodeckii spaces admit similar embeddings as classical Sobolev spaces. The
embeddings
W k+,p () Lq () and W k+,p () C s ()
Np
are compact provided 0 < (k + )p < N , 1 q < N (k+)p , and s =
0, 1, . . . , k, (k s + )p > N , respectively. The former embedding remains
Np
continuous (but not compact) at the border case q = N (k+)p . See Adams
and Fournier [1, Chapter 6].

Trace Theorem for Sobolev Spaces and Greens formula:

Theorem 1.8 Let RN be a bounded Lipschitz domain.

Then there exists a linear operator 0 with the following properties:

[0 (v)](x) = v(x) for x provided v C (),

k0 (v)k 1 1 ,p
p
ckvkW 1,p () for all v W 1,p (),
W ()

ker[0 ] = W01,p ()
provided 1 < p < .
Conversely, there exists a continuous linear operator
1
: W 1 p ,p () W 1,p ()

such that 1
0 ((v)) = v for all v W 1 p ,p ()
provided 1 < p < .
In addition, the following formula holds:
  
xi uv dx + uxi v dx = 0 (u)0 (v)ni dSx , i = 1, . . . , N,


for any u W 1,p (), v W 1,p (), where n is the outer normal vector to
the boundary .
14 1 Preliminaries

Proof: See Necas [126, Theorems 5.5, 5.7].


1 1
The dual [W 1 p ,p ()] to the Sobolev-Slobodeckii space W 1 p ,p ()) =
1
,p 1 ,p
W p () is denoted simply by W p ().

1.3.6 Interpolation

If RN is a bounded Lipschitz domain, then we have the interpolation

inequality

kvkW ,r () ckvkW ,p () kvk1

W ,q () , 0 1, (1.5)

for
1 1
0 , , 1, 1 < p, q, r < , = + (1 ), = +
r p q
(see Sections 2.3.1, 2.4.1, 4.3.2 in Triebel [155]). We also refer to Appendix for
proofs of several other interpolation, as for example Ladyzhenskaya inequality.

1.4 Fourier analysis

Let v = v(x) be a complex valued function integrable on RN . The Fourier
transform of v is a complex valued function Fx [v] of the variable RN
defined as
 N/2 
1
Fx [v]() = v(x) exp(i x) dx. (1.6)
2 RN

Therefore, the Fourier transform Fx can be viewed as a continuous linear

mapping defined on L1 (RN ) with values in L (RN ).
For u, v complex valued square integrable functions on RN , we have Par-
sevals identity:
 
u(x)v(x) dx = Fx [u]()Fx [v]() d,
RN RN

where bar denotes the complex conjugate. Parsevals identity implies that
Fx can be extended as a continuous linear mapping defined on L2 (RN )
with values in L2 (RN ). Its inverse reads
 1 N/2 
1
Fx [f ] = f ()exp(ix )d. (1.7)
2 RN
 1.4 Fourier analysis 15

1.4.1 Fourier transform of tempered distributions

The symbol S(RN ) denotes the space of smooth rapidly decreasing (complex
valued) functions, specifically, S(RN ) consists of functions u such that

sup sup (1 + |x|2 )s | u| <

||m xRN

for all s, m = 0, 1, . . . . We say that un u in S(RN ) if

sup sup (1 + |x|2 )s | (un u)| 0, s, m = 0, 1, . . . . (1.8)

||m xRN

The space of tempered distributions is identified as the dual S (RN ). Con-

tinuity of a linear form belonging to S (RN ) is understood with respect to
convergence introduced in (1.8).
The Fourier transform of a tempered distribution f S (RN ) is defined
as
hFx [f ]; gi = hf ; Fx [g]ifor any g S(RN ). (1.9)
It is a continuous linear operator defined on S (RN ) onto S (RN ) with the
1
inverse Fx ,
1
hFx 1
[f ], gi = hf, Fx [g]i, f S (RN ), g S(RN ). (1.10)

We recall formulas

k Fx [f ] = Fx [ixk f ], Fx [xk f ] = ik Fx [f ], (1.11)

where f S (RN ), and

   
Fx [f g] = Fx [f ] Fx [g] , (1.12)

where f S(RN ), g S (RN ) and denotes denotes convolution.

A differential operator D of order m,
X
D= a ,
||m

can be defined by means of a Fourier multiplier in the form

X
=
D a (i) , = 11 . . . N
N
,
||m

in the sense that

X
1
D[v](x) = Fx a (i) Fx [v]() , v S(RN ).
||m
16 1 Preliminaries

The operators defined through the right-hand side of the above expression are
called pseudodifferential operators.
Various pseudodifferential operators used in the book are identified through
their Fourier symbols:
Riesz transform:
ij
Rj , j = 1, . . . , N.
||
Inverse Laplacian:
1
()1 .
||2
The double Riesz transform:
i j
{R}N
i,j=1 , R =
1
x x , Ri,j , i, j = 1, . . . , N.
||2
Inverse divergence:
ij
Aj = xj 1 , j = 1, . . . , N.
||2

We denote
3
X 3
X
A:R Ai,j Ri,j , R[vv ]i Ri,j [vj ], i = 1, 2, 3.
i,j=1 j=1

1.4.2 Boundedness of Fourier multipliers

H
ormander-Mikhlin Theorem:

Theorem 1.9 Consider an operator L defined by means of a Fourier mul-

tiplier m = m(),
1
L[v](x) = Fx [m()Fx [v]()] ,

where m L (RN ) has classical derivatives up to order [N/2]+1 in RN \{0}

and satisfies
| m()| c |||| , 6= 0,
for any multiindex such that || [N/2] + 1, where [ ] denotes the integer
part.
Then L is a bounded linear operator on Lp (RN ) for any 1 < p < .

Proof: See Stein [150, Chapter 4, Theorem 3].


 1.5 Compactness of families of functions 17

1.5 Compactness of families of functions

Let X be a Banach space, BX the (closed) unit ball in X, and BX the (closed)
unit ball in the dual space X .
Here are some known facts concerning weak compactness:

(1) BX is weakly compact only if X is reflexive. This is stated in Kakutanis

theorem, see Theorem III.6 in Brezis [17].
(2) BX is weakly-(*) compact. This is Banach-Alaoglu-Bourbaki theorem,
see Theorem III.15 in Brezis [17].
(3) If X is separable, then BX is sequentially weakly-(*) compact, see The-
orem III.25 in Brezis [17].
(4) A non-empty subset of a Banach space X is weakly relatively com-
pact only if it is sequentially weakly relatively compact. This is stated
in Eberlein-Shmuliyan-Grothendieck theorem, see Kothe [97], Paragraph
24, 3.(8); 7.

In view of these facts:

(1) Any bounded sequence in Lp (Q), where 1 < p < and Q RN is a
domain, is weakly (relatively) compact.
(2) Any bounded sequence in L (Q), where Q RN is a domain, is weakly-
(*) (relatively) compact.

1.5.1 Weak compactness of integrable functions

Since L1 is neither reflexive nor dual of a Banach space, the uniformly bounded
sequences in L1 are in general not weakly relatively compact in L1 . On the
other hand, the property of weak compactness is equivalent to the property
of sequential weak compactness.

Weak Compactness in the Space L1 :

Theorem 1.10 Let V L1 (Q), where Q RM is a bounded measurable

set.
Then the following statements are equivalent:
(i) any sequence {vn }
n=1 V contains a subsequence weakly converging in
L1 (Q);
(ii) for any > 0 there exists k > 0 such that

|v(y)| dy for all v V;
{|v|k}
18 1 Preliminaries

(iii) for any > 0 there exists > 0 such for all v V

|v(y)|dy <
M

for any measurable set M Q such that

|M | < ;

(iv) there exists a non-negative function C([0, )),

(z)
lim = ,
z z
such that 
sup (|v(y)|) dy < .
vV Q

Proof: See Ekeland and Temam [58, Chapter 8, Theorem 1.3], or Pedregal
[128, Lemma 6.4].


Condition (iii) is termed equi-integrability of a given set of integrable

functions and the equivalence of (i) is Dunford-Pettis theorem (cf. Diestel
[47, p.93]). Condition (iv) is called De la Valle-Poussin criterion, see Pedre-
gal [128, Lemma 6.4]. The statement there exists a non-negative function
C([0, )) in condition (iv) can be replaced by there exists a non-
negative convex function on [0, ).

1.5.2 Young measures

Let Q RN be a domain. We say that : Q RM is a Caratheodory function

on Q RM if

for a. a. x Q, the function 7 (x, ) is continuous on RM ;
(1.13)

for all RM , the function x 7 (x, ) is measurable on Q.

We say that {x }xQ is a family of parametrized measures if x is a prob-

ability measure for a.a. x Q, and if


the function x RM () dx () := hx , i is measurable on Q

for all : RM R, C(RM ) L (RM )).
(1.14)
 1.6 Gronwalls lemma 19

Fundamental Theorem of the Theory of

Parameterized (Young) Measures:

N
Theorem 1.11 Let {vv n } n=1 , v n : Q R RM be a sequence of func-
tions bounded in L (Q; R ), where Q is a domain in RN .
1 M

Then there exist a subsequence (not relabeled) and a parameterized fam-

ily {y }yQ of probability measures on RM depending measurably on y Q
with the following property:
For any Caratheodory function = (y, z), y Q, z RM such that

(, v n ) weakly in L1 (Q),

we have 
(y) = (y, z) dy (z) for a.a. y Q.
RM

Proof: See Pedregal [128, Chapter 6, Theorem 6.2].



The family of measures {y }yQ associated to a sequence {vv n }

n=1 ,

v n v weakly in L1 (Q; RM ),

is termed Young measure. We shall systematically denote by the symbol (, v )

the weak limit associated to {(, v n )}
n=1 via the corresponding Young mea-
sure constructed in Theorem 1.11. Note that Young measure need not be
unique for a given sequence.

1.6 Gronwalls lemma

Gronwalls lemma:

Theorem 1.12 Let be a nonnegative, continuous function, let a be a non-

negative integrable function, and let b 0 be a real constant. Assume that
 t
(t) b + a(s)(s) ds for all t [0, T ].
0

Then  
t
(t) b exp a(s) ds for all t [0, T ].
0

In particular, 0 on [0, T ] if b = 0.
20 1 Preliminaries

Proof: See for example Chicone [31, Chapter 2, Theorem 2.1].