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Characteristic existence and total-variation preservation for regularized signed vorticity
Statement
Assume AC and Countable Choice. Let be a finite signed Borel measure on whose total variation has finite first moment, and let be the smooth mollified Biot-Savart kernel of Smooth mollified Biot-Savart kernel. There is a unique signed characteristic solution in the sense of Characteristic solution for a finite signed regularized vorticity on every finite interval , and it represents the measure curve with velocity The flow is a homeomorphism of at each time and If , the only transported measure curve is identically zero.
Facts & Assumptions
Given: A finite signed Borel measure with finite first moment of its total variation, , and the stated smooth globally Lipschitz kernel.
Assume AC to obtain the Jordan decomposition (The Axiom of Choice, Jordan decomposition of a signed measure into unique mutually singular positive parts).
Countable Choice is used for the weighted continuous path space completeness supplier (The Axiom of Countable Choice (), Completeness of the weighted continuous trajectory space).
The mollified kernel is smooth and globally Lipschitz for fixed (The mollified Biot-Savart kernel is smooth and globally Lipschitz).
The signed characteristic solution uses the Jordan-label probability and the weighted path integrability convention (Characteristic solution for a finite signed regularized vorticity).
The weighted trajectory space is complete and the contraction theorem gives a unique fixed point (Completeness of the weighted continuous trajectory space, A contraction of a nonempty complete metric space into itself has exactly one fixed point, the limit of the iterates from any starting point).
Local Lipschitz ODEs have unique local solutions and unique maximal solutions (Picard-Lindelöf local existence and uniqueness for first-order systems, Every Picard–Lindelöf initial value problem has one maximal solution on an open interval).
Gronwall bounds a nonnegative function satisfying a linear integral inequality (Gronwall's integral inequality with variable and constant coefficients).
Dominated convergence passes the kernel integral through continuous time changes under an integrable path-supremum bound (Dominated convergence).
For Jordan parts, total variation is (For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal).
For , the Jordan-label probability has first moment . For nonnegative simple functions this follows by summing the defining label masses on the two sign components and using ; increasing simple approximation and monotone convergence extend the equality to (For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal, The nonnegative Lebesgue integral, The integral of a nonnegative simple function, Every nonnegative measurable function is the increasing limit of simple measurable functions, Monotone convergence for the integral).
The label product measure exists and Tonelli justifies the nonnegative label bounds. For each fixed sign pair, composing the Borel label maps with the continuous kernel after forming the pair is measurable in the Euclidean product Borel sigma-algebra; the finite sign coordinates are handled componentwise (For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique, Tonelli's theorem for nonnegative measurable functions on a sigma-finite product, The Borel product of R^m and R^n is the Borel sigma-algebra of R^{m+n}).
Proof
Let . If , [F7] implies , the represented curve is zero by [F2], and has the identity flow; all claims follow. Hence suppose . By [A1], write with mutually singular positive parts. The definition [F2] supplies the label probability on , with ; [F8] and the assumed total-variation moment give its finite first moment.
On a subinterval , use the weighted path space over and fix the attained initial label map (with at the first interval). The constant-in-time path shows the space is nonempty. Define Linear growth and the integrable path supremum make this a well-defined continuous-path map; [F9] supplies measurability of the paired kernel integrand. The Lipschitz bound in [F1] gives on each interval. Choose (any finite if ); [F3] gives a unique fixed point. Its endpoint has finite first moment by the weighted path norm, so the same construction restarts there; finitely many intervals cover .
The fixed point defines the curve in [F2]. The positive and negative label masses remain fixed, and its signed integral defines . The integrable path supremum and [F6] give dominated continuity in ; [F1] gives spatial Lipschitz constant at most and at most linear growth.
By [F4], the velocity field has a unique maximal flow from each point. The linear-growth estimate and [F5] bound every trajectory on by a finite constant depending on its initial point, , , and . A bounded trajectory has a limit at any finite endpoint because its derivative is bounded on the resulting compact time-state set; local existence at that endpoint extends it. Hence the maximal flow exists for all . Each label path from step 2.1 solves this same ODE from its initial position, so ODE uniqueness gives for -almost every label. Solving the time-reversed equation gives an inverse; Gronwall [F5] applied to two initial states in both time orientations makes the forward and inverse maps Lipschitz on each finite interval. Thus each time map is a homeomorphism and both Jordan parts follow that common position flow.
The initial Jordan parts are mutually singular by [A1]. The common homeomorphism in step 4.1 transports a witnessing disjoint Borel partition to a disjoint Borel partition, so their pushforwards remain mutually singular. They are therefore the Jordan parts of ; their masses are unchanged by pushforward under the bijection. Thus by [F7]. Every solution in [F2] is a fixed point of the same contraction on each subinterval, so uniqueness in [F3] gives uniqueness of the represented curve.
Depends on
- Smooth mollified Biot-Savart kernel
- Characteristic solution for a finite signed regularized vorticity
- The mollified Biot-Savart kernel is smooth and globally Lipschitz
- A signed measure is countably additive and takes at most one infinite value
- The total variation |nu|(E) from countable measurable partitions
- The Axiom of Choice
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Completeness of the weighted continuous trajectory space
- A contraction of a nonempty complete metric space into itself has exactly one fixed point, the limit of the iterates from any starting point
- Jordan decomposition of a signed measure into unique mutually singular positive parts
- For a signed measure, total variation is nu-plus plus nu-minus, finite partitions suffice, and nu-plus and nu-minus are extremal
- The Borel product of R^m and R^n is the Borel sigma-algebra of R^{m+n}
- For sigma-finite factors, the product measure exists, has the rectangle formula, is sigma-finite, and is unique
- Tonelli's theorem for nonnegative measurable functions on a sigma-finite product
- The nonnegative Lebesgue integral
- The integral of a nonnegative simple function
- Every nonnegative measurable function is the increasing limit of simple measurable functions
- Monotone convergence for the integral
- Picard-Lindelöf local existence and uniqueness for first-order systems
- Every Picard–Lindelöf initial value problem has one maximal solution on an open interval
- Gronwall's integral inequality with variable and constant coefficients
- Dominated convergence
Used by
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Sources
- J. Liu and X. Xin, Convergence of Vortex Methods for Weak Solutions to the 2-D Euler Equations with Vortex Sheet Data (standard reference, not scraped)
- Gregory R. Baker and Lan D. Pham, A Comparison of Blob Methods for Vortex Sheet Roll Up (standard reference, not scraped)
- François Golse, Mean-Field Limits in Statistical Dynamics, Lecture 1 (standard reference, not scraped)