A few days ago, I released a preprint entitled “Localisation and compactness properties of the Navier-Stokes global regularity problem“, discussed in this previous blog post.  As it turns out, I was somewhat impatient to finalise the paper and move on to other things, and the original preprint was still somewhat rough in places (contradicting my own advice on this matter), with a number of typos of minor to moderate severity.  But a bit more seriously, I discovered on a further proofreading that there was a subtle error in a component of the argument that I had believed to be routine – namely the persistence of higher regularity for mild solutions.   As a consequence, some of the implications stated in the first version were not exactly correct as stated; but they can be repaired by replacing a “bad” notion of global regularity for a certain class of data with a “good” notion.   I have completed (and proofread) an updated version of the ms, which should appear at the arXiv link of the paper in a day or two (and which I have also placed at this link).  (In the meantime, it is probably best not to read the original ms too carefully, as this could lead to some confusion.)   I’ve also added a new section that shows that, due to this technicality, one can exhibit smooth H^1 initial data to the Navier-Stokes equation for which there are no smooth solutions, which superficially sounds very close to a negative solution to the global regularity problem, but is actually nothing of the sort.

Let me now describe the issue in more detail (and also to explain why I missed it previously).  A standard principle in the theory of evolutionary partial differentiation equations is that regularity in space can be used to imply regularity in time.  To illustrate this, consider a solution u to the supercritical nonlinear wave equation

-\partial_{tt} u + \Delta u = u^7  (1)

for some field u: {\bf R} \times {\bf R}^3 \to {\bf R}.   Suppose one already knew that u had some regularity in space, and in particular the C^0_t C^2_x \cap C^1_t C^1_x norm of u was bounded (thus u and up to two spatial derivatives of u were bounded).  Then, by (1), we see that two time derivatives of u were also bounded, and one then gets the additional regularity of C^2_t C^0_x.

In a similar vein, suppose one initially knew that u had the regularity C^0_t C^3_x \cap C^1_t C^2_x.  Then (1) soon tells us that u also has the regularity C^2_t C^1_x; then, if one differentiates (1) in time to obtain

-\partial_{ttt} u + \Delta \partial_t u = 7 u^6 \partial_t u

one can conclude that u also has the regularity of C^3_t C^0_x.  One can continue this process indefinitely; in particular, if one knew that u \in C^0_t C^\infty_x \cap C^1_t C^\infty_x, then these sorts of manipulations show that u is infinitely smooth in both space and time.

The issue that caught me by surprise is that for the Navier-Stokes equations

\partial_t u + (u \cdot \nabla) u =\Delta u -\nabla p  (2)

\nabla \cdot u = 0

(setting the forcing term f equal to zero for simplicity), infinite regularity in space does not automatically imply infinite regularity in time, even if one assumes the initial data lies in a standard function space such as the Sobolev space H^1_x({\bf R}^3).  The problem lies with the pressure term p, which is recovered from the velocity via the elliptic equation

\Delta p = -\nabla^2 \cdot (u \otimes u) (3)

that can be obtained by taking the divergence of (2).   This equation is solved by a non-local integral operator:

\displaystyle p(t,x) = \int_{{\bf R}^3} \frac{\nabla^2 \cdot (u \otimes u)(t,y)}{4\pi |x-y|}\ dy.

If, say, u lies in H^1_x({\bf R}^3), then there is no difficulty establishing a bound on p in terms of u (for instance, one can use singular integral theory and Sobolev embedding to place p in L^3_x({\bf R}^3).  However, one runs into difficulty when trying to compute time derivatives of p.  Differentiating (3) once, one gets

\Delta \partial_t p = -2\nabla^2 \cdot (u \otimes \partial_t u).

At the regularity of H^1, one can still (barely) control this quantity by using (2) to expand out \partial_t u and using some integration by parts.  But when one wishes to compute a second time derivative of the pressure, one obtains (after integration by parts) an expansion of the form

\Delta \partial_{tt} p = -4\nabla^2 \cdot (\Delta u \otimes \Delta u) + \ldots

and now there is not enough regularity on u available to get any control on \partial_{tt} p, even if one assumes that u is smooth.   Indeed, following this observation, I was able to show that given generic smooth H^1 data, the pressure p will instantaneously fail to be C^2 in time, and thence (by (2)) the velocity will instantaneously fail to be C^3 in time.  (Switching to the vorticity formulation buys one further degree of time differentiability, but does not fully eliminate the problem; the vorticity \omega will fail to be C^4 in time.  Switching to material coordinates seems to makes things very slightly better, but I believe there is still a breakdown of time regularity in these coordinates also.)

For later times t>0 (and assuming homogeneous data f=0 for simplicity), this issue no longer arises, because of the instantaneous smoothing effect of the Navier-Stokes flow, which for instance will upgrade H^1_x regularity to H^\infty_x regularity instantaneously.  It is only the initial time at which some time irregularity can occur.

This breakdown of regularity does not actually impact the original formulation of the Clay Millennium Prize problem, though, because in that problem the initial velocity is required to be Schwartz class (so all derivatives are rapidly decreasing).  In this class, the regularity theory works as expected; if one has a solution which already has some reasonable regularity (e.g. a mild H^1 solution) and the data is Schwartz, then the solution will be smooth in spacetime.   (Another class where things work as expected is when the vorticity is Schwartz; in such cases, the solution remains smooth in both space and time (for short times, at least), and the Schwartz nature of the vorticity is preserved (because the vorticity is subject to fewer non-local effects than the velocity, as it is not directly affected by the pressure).)

This issue means that one of the implications in the original paper (roughly speaking, that global regularity for Schwartz data implies global regularity for smooth H^1 data) is not correct as stated.  But this can be fixed by weakening the notion of global regularity in the latter setting, by limiting the amount of time differentiability available at the initial time.  More precisely, call a solution u: [0,T] \times {\bf R}^3 \to {\bf R}^3 and p: [0,T] \times {\bf R}^3 \to {\bf R} almost smooth if

  • u and p are smooth on the half-open slab (0,T] \times {\bf R}^3; and
  • For every k \geq 0, \nabla^k_x u, \nabla^k_x p, \nabla^x_u \partial_t u exist and are continuous on the full slab [0,T] \times {\bf R}^3.

Thus, an almost smooth solution is the same concept as a smooth solution, except that at time zero, the velocity field is only C^1_t C^\infty_x, and the pressure field is only C^0_t C^\infty_x.  This is still enough regularity to interpret the Navier-Stokes equation (2) in a classical manner, but falls slightly short of full smoothness.

(I had already introduced this notion of almost smoothness in the more general setting of smooth finite energy solutions in the first draft of this paper, but had failed to realise that it was also necessary in the smooth H^1 setting also.)

One can now “fix” the global regularity conjectures for Navier-Stokes in the smooth H^1 or smooth finite energy setting by requiring the solutions to merely be almost smooth instead of smooth.  Once one does so, the results in my paper then work as before: roughly speaking, if one knows that Schwartz data produces smooth solutions, one can conclude that smooth H^1 or smooth finite energy data produces almost smooth solutions (and the paper now contains counterexamples to show that one does not always have smooth solutions in this category).

The diagram of implications between conjectures has been adjusted to reflect this issue, and now reads as follows: