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Hölder bound for filtered subfilter energy transfer

Statement

Assume the Axiom of Countable Choice required by the normalized periodic torus convention. Let d∈{1,2,3}, L>0, and TLd=(R/LZ)d with normalized Haar measure dμL=L−ddx. Let K:Rd→[0,∞) be smooth, vanish outside a compact subset of B1(0), and satisfy ∫K(s) ds=1. Let I⊆R be an open interval, and let 0<ℓ<L/2. For a finite-dimensional field q:I×TLd→Rm whose spatial slices are smooth and periodic, use the periodized filter on each fixed-time slice

Gℓ(r)=∑n∈Zdℓ−dK ⁣(r+Lnℓ),q‾ℓ(x,t)=∫TLdGℓ(r)q(x−r,t) dx.

Here dx is volume measure on a period cell, and each Euclidean s-integral is the Riemann integral of a compactly supported continuous function on any box containing its support.

Let u:I×TLd→Rd. Assume that ∂tu exists and is jointly continuous on I×TLd, and that for every spatial multi-index β, ∂xβu exists and is jointly continuous there, including β=0. No time derivatives of positive-order spatial derivatives are assumed. Define

τℓ=u⊗u‾ℓ−u‾ℓ⊗u‾ℓ,Πℓ=−τℓ:∇u‾ℓ.

For 0<α<1, let A:I→[0,∞) and assume that for every (x,t)∈TLd×I and every s∈supp⁡K,

∣u(x−ℓs,t)−u(x,t)∣≤A(t)ℓα∣s∣α.

Using the finite dimensionless kernel moments Mγ=∫K(s)∣s∣γ ds and Nγ=max⁡j∫∣∂jK(s)∣ ∣s∣γ ds, define Cd,K,α:=d2(M2α+Mα2)Nα. Then for every (x,t),

∣Πℓ(x,t)∣≤Cd,K,αA(t)3ℓ3α−1.

For every compact interval J⊂I such that A3 is Lebesgue measurable on J and ∫JA(t)3 dt<∞ (equivalently, A3∈L1(J,dt), with dt denoting Lebesgue measure),

∫Jsup⁡x∈TLd∣Πℓ(x,t)∣ dt≤Cd,K,αℓ3α−1∫JA(t)3 dt.

Consequently this upper bound tends to zero as ℓ↓0 when α>1/3. At α=1/3 it is scale-independent and gives no decay conclusion. With x,L,ℓ measured in m, t in s, and u in m s−1, the Hölder factor A has units m1−α s−1, the moments and constant Cd,K,α are dimensionless, and Πℓ has units m2 s−3. The estimate is conditional on the stated Hölder increment bound; it neither supplies that bound nor proves an endpoint conservation theorem, a turbulent 4/5 law, or positive anomalous dissipation.

Statement references

Facts & Assumptions

Given: Countable Choice, the periodic kernel and field with the regularity in the Statement, an exponent 0<α<1, the increment bound in the Statement, and a nonnegative function A. The time-integrated conclusion additionally assumes the stated Lebesgue measurability and integrability of A3 on J.

[A1]

The increment hypothesis is ∣δsu(x,t)∣≤A(t)ℓα∣s∣α for δsu(x,t):=u(x−ℓs,t)−u(x,t) and s∈supp⁡K.

[A2]

Adopt Countable Choice: every countable family of nonempty sets has a choice function (The Axiom of Countable Choice (ACω)); the Fourier-Sobolev torus convention is stated and proved under this axiom.

[F1]

Positive periodic convolution filter and subfilter stress: q‾ℓ(x)=∫TLdGℓ(r)q(x−r) dx, τℓ=u⊗u‾ℓ−u‾ℓ⊗u‾ℓ, and Πℓ=−τℓ:∇u‾ℓ.

[F2]

Normalization, periodization, and derivative commutation for the positive fluid filter: the kernel has unit mass, the filter has Euclidean representation, spatial derivatives commute with filtering at each fixed time, and Mγ,Nγ are finite for γ>0. The spatial commutation clause applies to each time slice by extending that slice constantly in time. Its proof establishes Riemann integrability of the continuous compactly supported kernel factors and their products with periodic fields and spatial derivatives used here.

[F3]

If u,v are differentiable on [a,b] with u′,v′ integrable, then ∫abuv′=u(b)v(b)−u(a)v(a)−∫abu′v: differentiable factors on a compact interval whose derivatives are Riemann integrable satisfy the integration-by-parts identity; the integrability hypotheses ensure both product integrals exist.

[F4]

Riemann--Fubini on product rectangles, with lower and upper section integrals and content-zero exceptional sections: a Riemann-integrable function on a product of nondegenerate rectangles, with integrable sections, has equal multiple and iterated integrals; continuous compactly supported integrands here satisfy those conditions.

[F5]

Linearity, monotonicity, the absolute-value estimate and coordinate-slice additivity for the Riemann integral in Rm: for Riemann-integrable functions on a nondegenerate rectangle, the integral is linear and order preserving, ∣g∣ is integrable, and ∣∫g∣≤∫∣g∣.

[F6]

Integrable real and complex functions, and their integrals: a real Lebesgue-measurable function is in L1(J,dt) exactly when ∫J∣g∣ dt<∞; for nonnegative g, this is ∫Jg dt<∞.

[F7]

Monotonicity and nonnegative homogeneity of the nonnegative integral: on any measure space, nonnegative measurable f≤g implies ∫f≤∫g, and multiplication by a nonnegative finite scalar commutes with the nonnegative integral, with the zero case stated separately.

[F10]

Assuming countable choice, every Borel subset of Rn is Lebesgue measurable: under Countable Choice every Borel subset of R, in particular every open set, belongs to L(R).

Proof

technique · direct
1.1F1F2F5algebra

Put δsu(x,t)=u(x−ℓs,t)−u(x,t) and mℓ(x,t)=∫K(s)δsu(x,t) ds. By unit mass and the Euclidean representation in [F2], mℓ=u‾ℓ−u. Expanding componentwise and using linearity [F5] gives ∫K(s)δs,iu δs,ju ds=uiuj‾ℓ−u‾ℓ,iuj−uiu‾ℓ,j+uiuj. Subtracting mℓ,imℓ,j=(u‾ℓ,i−ui)(u‾ℓ,j−uj) yields τℓ,ij. Thus the covariance identity holds at each fixed time under the stated spatial regularity, without a time-regularity hypothesis on its spatial derivatives.

1.2A1F1F2F5algebra

By [F1], each stress component is τℓ,ij=∫K(s)δs,iu δs,ju ds−mℓ,imℓ,j. From [F5], nonnegativity of K, and [A1], ∣∫K(s)δs,iu δs,ju ds∣≤A(t)2ℓ2αM2α and ∣mℓ,i∣≤A(t)ℓαMα. Therefore ∣τℓ,ij∣≤A(t)2ℓ2α(M2α+Mα2).

1.3A1F2F3F4F5algebra

By [F2], spatial differentiation at fixed t passes through the convolution. Since ∂sjui(x−ℓs,t)=−ℓ∂jui(x−ℓs,t), integration by parts in sj over a box containing supp⁡K gives ∂ju‾ℓ,i=ℓ−1∫∂jK(s)ui(x−ℓs,t) ds. Compact support gives ∫∂jK(s) ds=0, so this equals ℓ−1∫∂jK(s)δs,iu(x,t) ds. The product-rectangle integrals are justified by [F4], and integration by parts by [F3]. Applying [F5] and [A1] gives ∣∂ju‾ℓ,i(x,t)∣≤A(t)ℓα−1∫∣∂jK(s)∣ ∣s∣α ds≤A(t)ℓα−1Nα.

2.1F1step 1.3step 1.2algebra

Summing the d2 products in Πℓ=−∑i,jτℓ,ij∂ju‾ℓ,i and using steps 1.3 and 1.2 gives ∣Πℓ(x,t)∣≤d2(M2α+Mα2)NαA(t)3ℓ3α−1=Cd,K,αA(t)3ℓ3α−1.

3.1A2F2F6F7F8F9F10step 2.1algebra∎

Fix a compact interval J⊂I. By [A2] and [F9], J is Lebesgue measurable, including when it is a singleton. Set LJ:={J∩E:E∈L(R)} and λJ(B):=λ1(B) for B∈LJ; this is a measure on J, since its empty-set value and countable additivity are inherited from λ1. Here dt means dλJ. If J is empty, both displayed time integrals are zero; otherwise lift the fields periodically to a period cell Q=[0,L]d. Choose closed boxes S⊂Rd and Q′⊂Rd with supp⁡K⊂S, Q⊂Q′, and x−ℓs∈Q′ whenever x∈Q and s∈S. By [F8], Q′×J and Q×J×S are compact. The lifts of u and ∂ju are uniformly continuous on Q′×J, so the maps (x,t,s)↦u(x−ℓs,t) and (x,t,s)↦∂ju(x−ℓs,t) are uniformly continuous on Q×J×S. The convolution formulas and the spatial derivative formula from [F2] therefore make u‾ℓ, u⊗u‾ℓ, ∇u‾ℓ, and Πℓ continuous on Q×J. Thus Fℓ(t):=sup⁡x∈TLd∣Πℓ(x,t)∣ is finite and continuous: ∣Fℓ(t)−Fℓ(s)∣≤sup⁡x∣Πℓ(x,t)−Πℓ(x,s)∣→0 as s→t. For each open set V⊆R, continuity makes Fℓ−1(V) relatively open in J, hence equal to J∩O for some open O⊆R; [F10] gives O∈L(R), so Fℓ−1(V)∈LJ. Thus Fℓ:J→[0,∞) is LJ-measurable. By step 2.1, 0≤Fℓ(t)≤Cd,K,αℓ3α−1A(t)3 on J. The given A3 is nonnegative and LJ-measurable with finite λJ integral, while Cd,K,αℓ3α−1 is a finite nonnegative scalar by [F2] and ℓ>0. Apply [F7] on the measure space (J,LJ,λJ) and use [F6] to obtain the claimed finite integral inequality, including the zero-scalar case without forming 0⋅∞. When α>1/3, 3α−1>0, so its right-hand side tends to zero as ℓ↓0; at α=1/3 its scale factor is 1, which gives no decay conclusion.

Remarks

The bound is obtained from exact filter identities plus an explicit Hölder increment assumption. The exponent 1/3 marks the threshold of this estimate only; no regularity premise for three-dimensional Euler or Navier–Stokes solutions is inferred.

Depends on

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