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A strong solution of the projected periodic equation with all Sobolev norms continuous in time is C∞

Statement

Assume the Axiom of Countable Choice ACω (The Axiom of Countable Choice (ACω)). Let ν≥0, let T>0, and let u:[0,T]→⋂p∈RHp(T3;R3) be a curve such that, in the notation of Periodic vector Sobolev spaces on the three-torus, the weight family, and the Leray projection:

  1. for every real p, t↦u(t) is continuous into Hp;
  2. for every real p, t↦u(t) is differentiable into Hp, with u′(t)=νΔu(t)−P((u(t)⋅∇)u(t))(0≤t≤T), the right-hand side being an element of Hp for every p (which follows from the other hypotheses as below);
  3. u(t) is divergence-free and real for every t.

Then the map (t,x)↦u(t,x) belongs to C∞([0,T]×T3;R3) (with one-sided time derivatives at the endpoints). For every integer r≥0 and spatial multi-index α=(α1,α2,α3)∈N03, with ∂xα:=∂1α1∂2α2∂3α3, one has ∂tr∂xαu=∂xαΦr, where Φ0:=u and, for integers r≥1, Φr:=νΔ(∂tr−1u)−P ⁣(∑j=0r−1(r−1j)(∂tju⋅∇)∂tr−1−ju). Thus for r≥1 the identity uses r−1 differentiations of the equation for u′, while r=0 is the spatial derivative of u itself.

Facts & Assumptions

[F1]

If v∈C([0,T],Hp) for all p, then for every multi-index α the map (t,x)↦∂xαv(t,x) is continuous: choose p>∣α∣+3/2 and apply the embedding Hp⊆C∣α∣ of Sobolev embedding on the torus: Hσ⊆Cj for σ>j+3/2, with continuous representatives to each time slice. In particular the norms ∥v(t)∥Hp and the pointwise values vary continuously.

[F2]

If f∈C([0,T],Hp) and g∈C([0,T],Hp) with p>5/2, then t↦f(t)g(t) and t↦(f(t)⋅∇)g(t) are continuous into Hp (respectively Hp−1), by claim 2 at order p and claim 3 at order p−1>3/2, because the product maps are continuous and t↦(f(t),g(t)) is continuous (Discrete Young inequality, the Sobolev product bound, and the transport product bound on the torus, claims 2 and 3).

[F3]

The product rule for a continuous bilinear map: if X,Y,Z are normed real vector spaces, B:X×Y→Z is continuous bilinear (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms, Vector space over a field), and x:[0,T]→X, y:[0,T]→Y are differentiable, then t↦B(x(t),y(t)) is differentiable with derivative B(x′(t),y(t))+B(x(t),y′(t)): the difference quotient equals B((x(t+h)−x(t))/h,y(t+h))+B(x(t),(y(t+h)−y(t))/h), which tends to the claimed value by continuity of B.

[F4]

If t↦v(t) is differentiable into Hp+2 for every p, then so are t↦Δv(t) (into Hp) and t↦∂jv(t) (into Hp+1), with the expected derivatives, because these are bounded linear operators (Periodic vector Sobolev spaces on the three-torus, the weight family, and the Leray projection).

[F5]

If t↦v(t) is continuous into Hp for all p, then t↦Pv(t) is continuous into Hp for all p (bounded linear operator), with the same for Δ and Λs (Periodic vector Sobolev spaces on the three-torus, the weight family, and the Leray projection).

Proof

technique · direct; identify the equation as an identity between curves, verify the first-order regularity from the product estimates and the embedding, and iterate the product rule for bilinear maps

Given: The curve u with hypotheses 1-3 and the facts [F1]-[F5].

1.1F1F2F4F5given

By hypothesis 3 and the divergence-free condition, (u(t)⋅∇)u(t)=∑juj(t)∂ju(t) is well defined as a field; by [F1] and [F2] with p arbitrarily large, t↦(u(t)⋅∇)u(t) is continuous into Hp for every p>3/2. Hence t↦G(t):=νΔu(t)−P((u(t)⋅∇)u(t)) is continuous into every real-order Hp by [F5], the boundedness of Δ:Hp+2→Hp, and inclusion from arbitrarily high orders. Since u′=G by hypothesis 2, this also shows that G is the derivative of u in every Hp.

2.1step 1.1F1

Choose q>3/2. For each x, evaluation Ex:Hq→R3, Exv=v~(x), is bounded linear with ∣Exv∣2≤Wq∥v∥Hq by the embedding. Applying Ex to the Hq difference quotient identifies the pointwise derivative ∂tu(t,x)=G(t,x). More generally, v↦∂xαv~(x) is bounded on Hq when q>∣α∣+3/2, so it also commutes with time differentiation. In particular ∂tu=G is a continuous field whose spatial derivatives of every order are continuous, by [F1]; so u is C1 on [0,T]×T3 and u∈C([0,T],Hp) for every p.

2.2step 1.1given

Induction claim. We prove by induction on integers r≥1 that u is Cr into every Hp and, for 0≤j≤r, ∂tju=Φj with Φj as in the Statement, continuous into every Hp. The zeroth identity is ∂t0u=u=Φ0 by convention and hypothesis 1. For the base r=1, step 1.1 gives u′=G=Φ1 continuous into every Hp, so u is C1 there and both j=0,1 are covered.

3.1step 2.2F2F3F4F5

Induction step. Suppose u is Cr into every Hp, with r≥1. For any target order p, choose q>max⁡(p,3/2). The product bound [F2] makes (f,g)↦(f⋅∇)g a continuous bilinear map Hq+1×Hq+1→Hq⊆Hp. Applying the ordinary bilinear product rule [F3] repeatedly therefore shows that t↦(u⋅∇)u is Cr into Hp; its derivatives through order r use only derivatives of u already supplied by the induction hypothesis. Likewise Δ:Hp+2→Hp and P:Hp→Hp are bounded linear maps [F4,F5], so G=νΔu−P((u⋅∇)u) is Cr into Hp. Since u′=G, this proves u is Cr+1 into Hp, with derivative of order r+1 equal to the formal Leibniz expression. No differentiability of u(r+1) was assumed to reach this conclusion. As p was arbitrary, induction proves the claim of step 2.2.

4.1step 2.2step 3.1F1∎

By step 2.2 with r arbitrary, for every r≥0 and every p the derivative ∂tru is continuous into Hp; by [F1], every mixed derivative ∂tr∂xαu is continuous on [0,T]×T3. Hence u∈C∞([0,T]×T3;R3), with one-sided time derivatives at the endpoints, and the differentiated identities of the equation hold by construction of the Φj.

Remarks

  • The lemma separates the smoothness of a strong solution from its construction: the main theorem supplies a curve satisfying hypotheses 1-3, and this lemma upgrades it to a classical smooth solution.
  • Only the product estimates of the torus Sobolev scale and the boundedness of P,∇,Δ are used; no parabolic regularity or Schauder theory is presupposed.

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