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We now turn to the local existence theory for the initial value problem for the incompressible Euler equations

\displaystyle \partial_t u + (u \cdot \nabla) u = - \nabla p \ \ \ \ \ (1)


\displaystyle \nabla \cdot u = 0

\displaystyle u(0,x) = u_0(x).

For sake of discussion we will just work in the non-periodic domain {{\bf R}^d}, {d \geq 2}, although the arguments here can be adapted without much difficulty to the periodic setting. We will only work with solutions in which the pressure {p} is normalised in the usual fashion:

\displaystyle p = - \Delta^{-1} \nabla \cdot \nabla \cdot (u \otimes u). \ \ \ \ \ (2)


Formally, the Euler equations (with normalised pressure) arise as the vanishing viscosity limit {\nu \rightarrow 0} of the Navier-Stokes equations

\displaystyle \partial_t u + (u \cdot \nabla) u = - \nabla p + \nu \Delta u \ \ \ \ \ (3)


\displaystyle \nabla \cdot u = 0

\displaystyle p = - \Delta^{-1} \nabla \cdot \nabla \cdot (u \otimes u)

\displaystyle u(0,x) = u_0(x)

that was studied in previous notes. However, because most of the bounds established in previous notes, either on the lifespan {T_*} of the solution or on the size of the solution itself, depended on {\nu}, it is not immediate how to justify passing to the limit and obtain either a strong well-posedness theory or a weak solution theory for the limiting equation (1). (For instance, weak solutions to the Navier-Stokes equations (or the approximate solutions used to create such weak solutions) have {\nabla u} lying in {L^2_{t,loc} L^2_x} for {\nu>0}, but the bound on the norm is {O(\nu^{-1/2})} and so one could lose this regularity in the limit {\nu \rightarrow 0}, at which point it is not clear how to ensure that the nonlinear term {u_j u} still converges in the sense of distributions to what one expects.)

Nevertheless, by carefully using the energy method (which we will do loosely following an approach of Bertozzi and Majda), it is still possible to obtain local-in-time estimates on (high-regularity) solutions to (3) that are uniform in the limit {\nu \rightarrow 0}. Such a priori estimates can then be combined with a number of variants of these estimates obtain a satisfactory local well-posedness theory for the Euler equations. Among other things, we will be able to establish the Beale-Kato-Majda criterion – smooth solutions to the Euler (or Navier-Stokes) equations can be continued indefinitely unless the integral

\displaystyle \int_0^{T_*} \| \omega(t) \|_{L^\infty_x( {\bf R}^d \rightarrow \wedge^2 {\bf R}^d )}\ dt

becomes infinite at the final time {T_*}, where {\omega := \nabla \wedge u} is the vorticity field. The vorticity has the important property that it is transported by the Euler flow, and in two spatial dimensions it can be used to establish global regularity for both the Euler and Navier-Stokes equations in these settings. (Unfortunately, in three and higher dimensions the phenomenon of vortex stretching has frustrated all attempts to date to use the vorticity transport property to establish global regularity of either equation in this setting.)

There is a rather different approach to establishing local well-posedness for the Euler equations, which relies on the vorticity-stream formulation of these equations. This will be discused in a later set of notes.

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In the previous set of notes we developed a theory of “strong” solutions to the Navier-Stokes equations. This theory, based around viewing the Navier-Stokes equations as a perturbation of the linear heat equation, has many attractive features: solutions exist locally, are unique, depend continuously on the initial data, have a high degree of regularity, can be continued in time as long as a sufficiently high regularity norm is under control, and tend to enjoy the same sort of conservation laws that classical solutions do. However, it is a major open problem as to whether these solutions can be extended to be (forward) global in time, because the norms that we know how to control globally in time do not have high enough regularity to be useful for continuing the solution. Also, the theory becomes degenerate in the inviscid limit {\nu \rightarrow 0}.

However, it is possible to construct “weak” solutions which lack many of the desirable features of strong solutions (notably, uniqueness, propagation of regularity, and conservation laws) but can often be constructed globally in time even when one us unable to do so for strong solutions. Broadly speaking, one usually constructs weak solutions by some sort of “compactness method”, which can generally be described as follows.

  1. Construct a sequence of “approximate solutions” to the desired equation, for instance by developing a well-posedness theory for some “regularised” approximation to the original equation. (This theory often follows similar lines to those in the previous set of notes, for instance using such tools as the contraction mapping theorem to construct the approximate solutions.)
  2. Establish some uniform bounds (over appropriate time intervals) on these approximate solutions, even in the limit as an approximation parameter is sent to zero. (Uniformity is key; non-uniform bounds are often easy to obtain if one puts enough “mollification”, “hyper-dissipation”, or “discretisation” in the approximating equation.)
  3. Use some sort of “weak compactness” (e.g., the Banach-Alaoglu theorem, the Arzela-Ascoli theorem, or the Rellich compactness theorem) to extract a subsequence of approximate solutions that converge (in a topology weaker than that associated to the available uniform bounds) to a limit. (Note that there is no reason a priori to expect such limit points to be unique, or to have any regularity properties beyond that implied by the available uniform bounds..)
  4. Show that this limit solves the original equation in a suitable weak sense.

The quality of these weak solutions is very much determined by the type of uniform bounds one can obtain on the approximate solution; the stronger these bounds are, the more properties one can obtain on these weak solutions. For instance, if the approximate solutions enjoy an energy identity leading to uniform energy bounds, then (by using tools such as Fatou’s lemma) one tends to obtain energy inequalities for the resulting weak solution; but if one somehow is able to obtain uniform bounds in a higher regularity norm than the energy then one can often recover the full energy identity. If the uniform bounds are at the regularity level needed to obtain well-posedness, then one generally expects to upgrade the weak solution to a strong solution. (This phenomenon is often formalised through weak-strong uniqueness theorems, which we will discuss later in these notes.) Thus we see that as far as attacking global regularity is concerned, both the theory of strong solutions and the theory of weak solutions encounter essentially the same obstacle, namely the inability to obtain uniform bounds on (exact or approximate) solutions at high regularities (and at arbitrary times).

For simplicity, we will focus our discussion in this notes on finite energy weak solutions on {{\bf R}^d}. There is a completely analogous theory for periodic weak solutions on {{\bf R}^d} (or equivalently, weak solutions on the torus {({\bf R}^d/{\bf Z}^d)} which we will leave to the interested reader.

In recent years, a completely different way to construct weak solutions to the Navier-Stokes or Euler equations has been developed that are not based on the above compactness methods, but instead based on techniques of convex integration. These will be discussed in a later set of notes.

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We now begin the rigorous theory of the incompressible Navier-Stokes equations

\displaystyle  \partial_t u + (u \cdot \nabla) u = \nu \Delta u - \nabla p \ \ \ \ \ (1)

\displaystyle  \nabla \cdot u = 0,

where {\nu>0} is a given constant (the kinematic viscosity, or viscosity for short), {u: I \times {\bf R}^d \rightarrow {\bf R}^d} is an unknown vector field (the velocity field), and {p: I \times {\bf R}^d \rightarrow {\bf R}} is an unknown scalar field (the pressure field). Here {I} is a time interval, usually of the form {[0,T]} or {[0,T)}. We will either be interested in spatially decaying situations, in which {u(t,x)} decays to zero as {x \rightarrow \infty}, or {{\bf Z}^d}-periodic (or periodic for short) settings, in which one has {u(t, x+n) = u(t,x)} for all {n \in {\bf Z}^d}. (One can also require the pressure {p} to be periodic as well; this brings up a small subtlety in the uniqueness theory for these equations, which we will address later in this set of notes.) As is usual, we abuse notation by identifying a {{\bf Z}^d}-periodic function on {{\bf R}^d} with a function on the torus {{\bf R}^d/{\bf Z}^d}.

In order for the system (1) to even make sense, one requires some level of regularity on the unknown fields {u,p}; this turns out to be a relatively important technical issue that will require some attention later in this set of notes, and we will end up transforming (1) into other forms that are more suitable for lower regularity candidate solution. Our focus here will be on local existence of these solutions in a short time interval {[0,T]} or {[0,T)}, for some {T>0}. (One could in principle also consider solutions that extend to negative times, but it turns out that the equations are not time-reversible, and the forward evolution is significantly more natural to study than the backwards one.) The study of Euler equations, in which {\nu=0}, will be deferred to subsequent lecture notes.

As the unknown fields involve a time parameter {t}, and the first equation of (1) involves time derivatives of {u}, the system (1) should be viewed as describing an evolution for the velocity field {u}. (As we shall see later, the pressure {p} is not really an independent dynamical field, as it can essentially be expressed in terms of the velocity field without requiring any differentiation or integration in time.) As such, the natural question to study for this system is the initial value problem, in which an initial velocity field {u_0: {\bf R}^d \rightarrow {\bf R}^d} is specified, and one wishes to locate a solution {(u,p)} to the system (1) with initial condition

\displaystyle  u(0,x) = u_0(x) \ \ \ \ \ (2)

for {x \in {\bf R}^d}. Of course, in order for this initial condition to be compatible with the second equation in (1), we need the compatibility condition

\displaystyle  \nabla \cdot u_0 = 0 \ \ \ \ \ (3)

and one should also impose some regularity, decay, and/or periodicity hypotheses on {u_0} in order to be compatible with corresponding level of regularity etc. on the solution {u}.

The fundamental questions in the local theory of an evolution equation are that of existence, uniqueness, and continuous dependence. In the context of the Navier-Stokes equations, these questions can be phrased (somewhat broadly) as follows:

  • (a) (Local existence) Given suitable initial data {u_0}, does there exist a solution {(u,p)} to the above initial value problem that exists for some time {T>0}? What can one say about the time {T} of existence? How regular is the solution?
  • (b) (Uniqueness) Is it possible to have two solutions {(u,p), (u',p')} of a certain regularity class to the same initial value problem on a common time interval {[0,T)}? To what extent does the answer to this question depend on the regularity assumed on one or both of the solutions? Does one need to normalise the solutions beforehand in order to obtain uniqueness?
  • (c) (Continuous dependence on data) If one perturbs the initial conditions {u_0} by a small amount, what happens to the solution {(u,p)} and on the time of existence {T}? (This question tends to only be sensible once one has a reasonable uniqueness theory.)

The answers to these questions tend to be more complicated than a simple “Yes” or “No”, for instance they can depend on the precise regularity hypotheses one wishes to impose on the data and on the solution, and even on exactly how one interprets the concept of a “solution”. However, once one settles on such a set of hypotheses, it generally happens that one either gets a “strong” theory (in which one has existence, uniqueness, and continuous dependence on the data), a “weak” theory (in which one has existence of somewhat low-quality solutions, but with only limited uniqueness results (or even some spectacular failures of uniqueness) and almost no continuous dependence on data), or no satsfactory theory whatsoever. In the former case, we say (roughly speaking) that the initial value problem is locally well-posed, and one can then try to build upon the theory to explore more interesting topics such as global existence and asymptotics, classifying potential blowup, rigorous justification of conservation laws, and so forth. With a weak local theory, it becomes much more difficult to address these latter sorts of questions, and there are serious analytic pitfalls that one could fall into if one tries too strenuously to treat weak solutions as if they were strong. (For instance, conservation laws that are rigorously justified for strong, high-regularity solutions may well fail for weak, low-regularity ones.) Also, even if one is primarily interested in solutions at one level of regularity, the well-posedness theory at another level of regularity can be very helpful; for instance, if one is interested in smooth solutions in {{\bf R}^d}, it turns out that the well-posedness theory at the critical regularity of {\dot H^{\frac{d}{2}-1}({\bf R}^d)} can be used to establish globally smooth solutions from small initial data. As such, it can become quite important to know what kind of local theory one can obtain for a given equation.

This set of notes will focus on the “strong” theory, in which a substantial amount of regularity is assumed in the initial data and solution, giving a satisfactory (albeit largely local-in-time) well-posedness theory. “Weak” solutions will be considered in later notes.

The Navier-Stokes equations are not the simplest of partial differential equations to study, in part because they are an amalgam of three more basic equations, which behave rather differently from each other (for instance the first equation is nonlinear, while the latter two are linear):

  • (a) Transport equations such as {\partial_t u + (u \cdot \nabla) u = 0}.
  • (b) Diffusion equations (or heat equations) such as {\partial_t u = \nu \Delta u}.
  • (c) Systems such as {v = F - \nabla p}, {\nabla \cdot v = 0}, which (for want of a better name) we will call Leray systems.

Accordingly, we will devote some time to getting some preliminary understanding of the linear diffusion and Leray systems before returning to the theory for the Navier-Stokes equation. Transport systems will be discussed further in subsequent notes; in this set of notes, we will instead focus on a more basic example of nonlinear equations, namely the first-order ordinary differential equation

\displaystyle  \partial_t u = F(u) \ \ \ \ \ (4)

where {u: I \rightarrow V} takes values in some finite-dimensional (real or complex) vector space {V} on some time interval {I}, and {F: V \rightarrow V} is a given linear or nonlinear function. (Here, we use “interval” to denote a connected non-empty subset of {{\bf R}}; in particular, we allow intervals to be half-infinite or infinite, or to be open, closed, or half-open.) Fundamental results in this area include the Picard existence and uniqueness theorem, the Duhamel formula, and Grönwall’s inequality; they will serve as motivation for the approach to local well-posedness that we will adopt in this set of notes. (There are other ways to construct strong or weak solutions for Navier-Stokes and Euler equations, which we will discuss in later notes.)

A key role in our treatment here will be played by the fundamental theorem of calculus (in various forms and variations). Roughly speaking, this theorem, and its variants, allow us to recast differential equations (such as (1) or (4)) as integral equations. Such integral equations are less tractable algebraically than their differential counterparts (for instance, they are not ideal for verifying conservation laws), but are significantly more convenient for well-posedness theory, basically because integration tends to increase the regularity of a function, while differentiation reduces it. (Indeed, the problem of “losing derivatives”, or more precisely “losing regularity”, is a key obstacle that one often has to address when trying to establish well-posedness for PDE, particularly those that are quite nonlinear and with rough initial data, though for nonlinear parabolic equations such as Navier-Stokes the obstacle is not as serious as it is for some other PDE, due to the smoothing effects of the heat equation.)

One weakness of the methods deployed here are that the quantitative bounds produced deteriorate to the point of uselessness in the inviscid limit {\nu \rightarrow 0}, rendering these techniques unsuitable for analysing the Euler equations in which {\nu=0}. However, some of the methods developed in later notes have bounds that remain uniform in the {\nu \rightarrow 0} limit, allowing one to also treat the Euler equations.

In this and subsequent set of notes, we use the following asymptotic notation (a variant of Vinogradov notation that is commonly used in PDE and harmonic analysis). The statement {X \lesssim Y}, {Y \gtrsim X}, or {X = O(Y)} will be used to denote an estimate of the form {|X| \leq CY} (or equivalently {Y \geq C^{-1} |X|}) for some constant {C}, and {X \sim Y} will be used to denote the estimates {X \lesssim Y \lesssim X}. If the constant {C} depends on other parameters (such as the dimension {d}), this will be indicated by subscripts, thus for instance {X \lesssim_d Y} denotes the estimate {|X| \leq C_d Y} for some {C_d} depending on {d}.

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This coming fall quarter, I am teaching a class on topics in the mathematical theory of incompressible fluid equations, focusing particularly on the incompressible Euler and Navier-Stokes equations. These two equations are by no means the only equations used to model fluids, but I will focus on these two equations in this course to narrow the focus down to something manageable. I have not fully decided on the choice of topics to cover in this course, but I would probably begin with some core topics such as local well-posedness theory and blowup criteria, conservation laws, and construction of weak solutions, then move on to some topics such as boundary layers and the Prandtl equations, the Euler-Poincare-Arnold interpretation of the Euler equations as an infinite dimensional geodesic flow, and some discussion of the Onsager conjecture. I will probably also continue to more advanced and recent topics in the winter quarter.

In this initial set of notes, we begin by reviewing the physical derivation of the Euler and Navier-Stokes equations from the first principles of Newtonian mechanics, and specifically from Newton’s famous three laws of motion. Strictly speaking, this derivation is not needed for the mathematical analysis of these equations, which can be viewed if one wishes as an arbitrarily chosen system of partial differential equations without any physical motivation; however, I feel that the derivation sheds some insight and intuition on these equations, and is also worth knowing on purely intellectual grounds regardless of its mathematical consequences. I also find it instructive to actually see the journey from Newton’s law

\displaystyle F = ma

to the seemingly rather different-looking law

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

\displaystyle \nabla \cdot u = 0

for incompressible Navier-Stokes (or, if one drops the viscosity term {\nu \Delta u}, the Euler equations).

Our discussion in this set of notes is physical rather than mathematical, and so we will not be working at mathematical levels of rigour and precision. In particular we will be fairly casual about interchanging summations, limits, and integrals, we will manipulate approximate identities {X \approx Y} as if they were exact identities (e.g., by differentiating both sides of the approximate identity), and we will not attempt to verify any regularity or convergence hypotheses in the expressions being manipulated. (The same holds for the exercises in this text, which also do not need to be justified at mathematical levels of rigour.) Of course, once we resume the mathematical portion of this course in subsequent notes, such issues will be an important focus of careful attention. This is a basic division of labour in mathematical modeling: non-rigorous heuristic reasoning is used to derive a mathematical model from physical (or other “real-life”) principles, but once a precise model is obtained, the analysis of that model should be completely rigorous if at all possible (even if this requires applying the model to regimes which do not correspond to the original physical motivation of that model). See the discussion by John Ball quoted at the end of these slides of Gero Friesecke for an expansion of these points.

Note: our treatment here will differ slightly from that presented in many fluid mechanics texts, in that it will emphasise first-principles derivations from many-particle systems, rather than relying on bulk laws of physics, such as the laws of thermodynamics, which we will not cover here. (However, the derivations from bulk laws tend to be more robust, in that they are not as reliant on assumptions about the particular interactions between particles. In particular, the physical hypotheses we assume in this post are probably quite a bit stronger than the minimal assumptions needed to justify the Euler or Navier-Stokes equations, which can hold even in situations in which one or more of the hypotheses assumed here break down.)

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We now approach conformal maps from yet another perspective. Given an open subset {U} of the complex numbers {{\bf C}}, define a univalent function on {U} to be a holomorphic function {f: U \rightarrow {\bf C}} that is also injective. We will primarily be studying this concept in the case when {U} is the unit disk {D(0,1) := \{ z \in {\bf C}: |z| < 1 \}}.

Clearly, a univalent function {f: D(0,1) \rightarrow {\bf C}} on the unit disk is a conformal map from {D(0,1)} to the image {f(D(0,1))}; in particular, {f(D(0,1))} is simply connected, and not all of {{\bf C}} (since otherwise the inverse map {f^{-1}: {\bf C} \rightarrow D(0,1)} would violate Liouville’s theorem). In the converse direction, the Riemann mapping theorem tells us that every open simply connected proper subset {V \subsetneq {\bf C}} of the complex numbers is the image of a univalent function on {D(0,1)}. Furthermore, if {V} contains the origin, then the univalent function {f: D(0,1) \rightarrow {\bf C}} with this image becomes unique once we normalise {f(0) = 0} and {f'(0) > 0}. Thus the Riemann mapping theorem provides a one-to-one correspondence between open simply connected proper subsets of the complex plane containing the origin, and univalent functions {f: D(0,1) \rightarrow {\bf C}} with {f(0)=0} and {f'(0)>0}. We will focus particular attention on the univalent functions {f: D(0,1) \rightarrow {\bf C}} with the normalisation {f(0)=0} and {f'(0)=1}; such functions will be called schlicht functions.

One basic example of a univalent function on {D(0,1)} is the Cayley transform {z \mapsto \frac{1+z}{1-z}}, which is a Möbius transformation from {D(0,1)} to the right half-plane {\{ \mathrm{Re}(z) > 0 \}}. (The slight variant {z \mapsto \frac{1-z}{1+z}} is also referred to as the Cayley transform, as is the closely related map {z \mapsto \frac{z-i}{z+i}}, which maps {D(0,1)} to the upper half-plane.) One can square this map to obtain a further univalent function {z \mapsto \left( \frac{1+z}{1-z} \right)^2}, which now maps {D(0,1)} to the complex numbers with the negative real axis {(-\infty,0]} removed. One can normalise this function to be schlicht to obtain the Koebe function

\displaystyle  f(z) := \frac{1}{4}\left( \left( \frac{1+z}{1-z} \right)^2 - 1\right) = \frac{z}{(1-z)^2}, \ \ \ \ \ (1)

which now maps {D(0,1)} to the complex numbers with the half-line {(-\infty,-1/4]} removed. A little more generally, for any {\theta \in {\bf R}} we have the rotated Koebe function

\displaystyle  f(z) := \frac{z}{(1 - e^{i\theta} z)^2} \ \ \ \ \ (2)

that is a schlicht function that maps {D(0,1)} to the complex numbers with the half-line {\{ -re^{-i\theta}: r \geq 1/4\}} removed.

Every schlicht function {f: D(0,1) \rightarrow {\bf C}} has a convergent Taylor expansion

\displaystyle  f(z) = a_1 z + a_2 z^2 + a_3 z^3 + \dots

for some complex coefficients {a_1,a_2,\dots} with {a_1=1}. For instance, the Koebe function has the expansion

\displaystyle  f(z) = z + 2 z^2 + 3 z^3 + \dots = \sum_{n=1}^\infty n z^n

and similarly the rotated Koebe function has the expansion

\displaystyle  f(z) = z + 2 e^{i\theta} z^2 + 3 e^{2i\theta} z^3 + \dots = \sum_{n=1}^\infty n e^{(n-1)\theta} z^n.

Intuitively, the Koebe function and its rotations should be the “largest” schlicht functions available. This is formalised by the famous Bieberbach conjecture, which asserts that for any schlicht function, the coefficients {a_n} should obey the bound {|a_n| \leq n} for all {n}. After a large number of partial results, this conjecture was eventually solved by de Branges; see for instance this survey of Korevaar or this survey of Koepf for a history.

It turns out that to resolve these sorts of questions, it is convenient to restrict attention to schlicht functions {g: D(0,1) \rightarrow {\bf C}} that are odd, thus {g(-z)=-g(z)} for all {z}, and the Taylor expansion now reads

\displaystyle  g(z) = b_1 z + b_3 z^3 + b_5 z^5 + \dots

for some complex coefficients {b_1,b_3,\dots} with {b_1=1}. One can transform a general schlicht function {f: D(0,1) \rightarrow {\bf C}} to an odd schlicht function {g: D(0,1) \rightarrow {\bf C}} by observing that the function {f(z^2)/z^2: D(0,1) \rightarrow {\bf C}}, after removing the singularity at zero, is a non-zero function that equals {1} at the origin, and thus (as {D(0,1)} is simply connected) has a unique holomorphic square root {(f(z^2)/z^2)^{1/2}} that also equals {1} at the origin. If one then sets

\displaystyle  g(z) := z (f(z^2)/z^2)^{1/2} \ \ \ \ \ (3)

it is not difficult to verify that {g} is an odd schlicht function which additionally obeys the equation

\displaystyle  f(z^2) = g(z)^2. \ \ \ \ \ (4)

Conversely, given an odd schlicht function {g}, the formula (4) uniquely determines a schlicht function {f}.

For instance, if {f} is the Koebe function (1), {g} becomes

\displaystyle  g(z) = \frac{z}{1-z^2} = z + z^3 + z^5 + \dots, \ \ \ \ \ (5)

which maps {D(0,1)} to the complex numbers with two slits {\{ \pm iy: y > 1/2 \}} removed, and if {f} is the rotated Koebe function (2), {g} becomes

\displaystyle  g(z) = \frac{z}{1- e^{i\theta} z^2} = z + e^{i\theta} z^3 + e^{2i\theta} z^5 + \dots. \ \ \ \ \ (6)

De Branges established the Bieberbach conjecture by first proving an analogous conjecture for odd schlicht functions known as Robertson’s conjecture. More precisely, we have

Theorem 1 (de Branges’ theorem) Let {n \geq 1} be a natural number.

  • (i) (Robertson conjecture) If {g(z) = b_1 z + b_3 z^3 + b_5 z^5 + \dots} is an odd schlicht function, then

    \displaystyle  \sum_{k=1}^n |b_{2k-1}|^2 \leq n.

  • (ii) (Bieberbach conjecture) If {f(z) = a_1 z + a_2 z^2 + a_3 z^3 + \dots} is a schlicht function, then

    \displaystyle  |a_n| \leq n.

It is easy to see that the Robertson conjecture for a given value of {n} implies the Bieberbach conjecture for the same value of {n}. Indeed, if {f(z) = a_1 z + a_2 z^2 + a_3 z^3 + \dots} is schlicht, and {g(z) = b_1 z + b_3 z^3 + b_5 z^5 + \dots} is the odd schlicht function given by (3), then from extracting the {z^{2n}} coefficient of (4) we obtain a formula

\displaystyle  a_n = \sum_{j=1}^n b_{2j-1} b_{2(n+1-j)-1}

for the coefficients of {f} in terms of the coefficients of {g}. Applying the Cauchy-Schwarz inequality, we derive the Bieberbach conjecture for this value of {n} from the Robertson conjecture for the same value of {n}. We remark that Littlewood and Paley had conjectured a stronger form {|b_{2k-1}| \leq 1} of Robertson’s conjecture, but this was disproved for {k=3} by Fekete and Szegö.

To prove the Robertson and Bieberbach conjectures, one first takes a logarithm and deduces both conjectures from a similar conjecture about the Taylor coefficients of {\log \frac{f(z)}{z}}, known as the Milin conjecture. Next, one continuously enlarges the image {f(D(0,1))} of the schlicht function to cover all of {{\bf C}}; done properly, this places the schlicht function {f} as the initial function {f = f_0} in a sequence {(f_t)_{t \geq 0}} of univalent maps {f_t: D(0,1) \rightarrow {\bf C}} known as a Loewner chain. The functions {f_t} obey a useful differential equation known as the Loewner equation, that involves an unspecified forcing term {\mu_t} (or {\theta(t)}, in the case that the image is a slit domain) coming from the boundary; this in turn gives useful differential equations for the Taylor coefficients of {f(z)}, {g(z)}, or {\log \frac{f(z)}{z}}. After some elementary calculus manipulations to “integrate” this equations, the Bieberbach, Robertson, and Milin conjectures are then reduced to establishing the non-negativity of a certain explicit hypergeometric function, which is non-trivial to prove (and will not be done here, except for small values of {n}) but for which several proofs exist in the literature.

The theory of Loewner chains subsequently became fundamental to a more recent topic in complex analysis, that of the Schramm-Loewner equation (SLE), which is the focus of the next and final set of notes.

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The Boussinesq equations for inviscid, incompressible two-dimensional fluid flow in the presence of gravity are given by

\displaystyle (\partial_t + u_x \partial_x+ u_y \partial_y) u_x = -\partial_x p \ \ \ \ \ (1)

\displaystyle (\partial_t + u_x \partial_x+ u_y \partial_y) u_y = \rho - \partial_y p \ \ \ \ \ (2)

\displaystyle (\partial_t + u_x \partial_x+ u_y \partial_y) \rho = 0 \ \ \ \ \ (3)

\displaystyle \partial_x u_x + \partial_y u_y = 0 \ \ \ \ \ (4)

where {u: {\bf R} \times {\bf R}^2 \rightarrow {\bf R}^2} is the velocity field, {p: {\bf R} \times {\bf R}^2 \rightarrow {\bf R}} is the pressure field, and {\rho: {\bf R} \times {\bf R}^2 \rightarrow {\bf R}} is the density field (or, in some physical interpretations, the temperature field). In this post we shall restrict ourselves to formal manipulations, assuming implicitly that all fields are regular enough (or sufficiently decaying at spatial infinity) that the manipulations are justified. Using the material derivative {D_t := \partial_t + u_x \partial_x + u_y \partial_y}, one can abbreviate these equations as

\displaystyle D_t u_x = -\partial_x p

\displaystyle D_t u_y = \rho - \partial_y p

\displaystyle D_t \rho = 0

\displaystyle \partial_x u_x + \partial_y u_y = 0.

One can eliminate the role of the pressure {p} by working with the vorticity {\omega := \partial_x u_y - \partial_y u_x}. A standard calculation then leads us to the equivalent “vorticity-stream” formulation

\displaystyle D_t \omega = \partial_x \rho

\displaystyle D_t \rho = 0

\displaystyle \omega = \partial_x u_y - \partial_y u_x

\displaystyle \partial_x u_y + \partial_y u_y = 0

of the Boussinesq equations. The latter two equations can be used to recover the velocity field {u} from the vorticity {\omega} by the Biot-Savart law

\displaystyle u_x := -\partial_y \Delta^{-1} \omega; \quad u_y = \partial_x \Delta^{-1} \omega.

It has long been observed (see e.g. Section 5.4.1 of Bertozzi-Majda) that the Boussinesq equations are very similar, though not quite identical, to the three-dimensional inviscid incompressible Euler equations under the hypothesis of axial symmetry (with swirl). The Euler equations are

\displaystyle \partial_t u + (u \cdot \nabla) u = - \nabla p

\displaystyle \nabla \cdot u = 0

where now the velocity field {u: {\bf R} \times {\bf R}^3 \rightarrow {\bf R}^3} and pressure field {p: {\bf R} \times {\bf R}^3 \rightarrow {\bf R}} are over the three-dimensional domain {{\bf R}^3}. If one expresses {{\bf R}^3} in polar coordinates {(z,r,\theta)} then one can write the velocity vector field {u} in these coordinates as

\displaystyle u = u^z \frac{d}{dz} + u^r \frac{d}{dr} + u^\theta \frac{d}{d\theta}.

If we make the axial symmetry assumption that these components, as well as {p}, do not depend on the {\theta} variable, thus

\displaystyle \partial_\theta u^z, \partial_\theta u^r, \partial_\theta u^\theta, \partial_\theta p = 0,

then after some calculation (which we give below the fold) one can eventually reduce the Euler equations to the system

\displaystyle \tilde D_t \omega = \frac{1}{r^4} \partial_z \rho \ \ \ \ \ (5)

\displaystyle \tilde D_t \rho = 0 \ \ \ \ \ (6)

\displaystyle \omega = \frac{1}{r} (\partial_z u^r - \partial_r u^z) \ \ \ \ \ (7)

\displaystyle \partial_z(ru^z) + \partial_r(ru^r) = 0 \ \ \ \ \ (8)

where {\tilde D_t := \partial_t + u^z \partial_z + u^r \partial_r} is the modified material derivative, and {\rho} is the field {\rho := (r u^\theta)^2}. This is almost identical with the Boussinesq equations except for some additional powers of {r}; thus, the intuition is that the Boussinesq equations are a simplified model for axially symmetric Euler flows when one stays away from the axis {r=0} and also does not wander off to {r=\infty}.

However, this heuristic is not rigorous; the above calculations do not actually give an embedding of the Boussinesq equations into Euler. (The equations do match on the cylinder {r=1}, but this is a measure zero subset of the domain, and so is not enough to give an embedding on any non-trivial region of space.) Recently, while playing around with trying to embed other equations into the Euler equations, I discovered that it is possible to make such an embedding into a four-dimensional Euler equation, albeit on a slightly curved manifold rather than in Euclidean space. More precisely, we use the Ebin-Marsden generalisation

\displaystyle \partial_t u + \nabla_u u = - \mathrm{grad}_g p

\displaystyle \mathrm{div}_g u = 0

of the Euler equations to an arbitrary Riemannian manifold {(M,g)} (ignoring any issues of boundary conditions for this discussion), where {u: {\bf R} \rightarrow \Gamma(TM)} is a time-dependent vector field, {p: {\bf R} \rightarrow C^\infty(M)} is a time-dependent scalar field, and {\nabla_u} is the covariant derivative along {u} using the Levi-Civita connection {\nabla}. In Penrose abstract index notation (using the Levi-Civita connection {\nabla}, and raising and lowering indices using the metric {g = g_{ij}}), the equations of motion become

\displaystyle \partial_t u^i + u^j \nabla_j u^i = - \nabla^i p \ \ \ \ \ (9)


\displaystyle \nabla_i u^i = 0;

in coordinates, this becomes

\displaystyle \partial_t u^i + u^j (\partial_j u^i + \Gamma^i_{jk} u^k) = - g^{ij} \partial_j p

\displaystyle \partial_i u^i + \Gamma^i_{ik} u^k = 0 \ \ \ \ \ (10)

where the Christoffel symbols {\Gamma^i_{jk}} are given by the formula

\displaystyle \Gamma^i_{jk} := \frac{1}{2} g^{il} (\partial_j g_{lk} + \partial_k g_{lj} - \partial_l g_{jk}),

where {g^{il}} is the inverse to the metric tensor {g_{il}}. If the coordinates are chosen so that the volume form {dg} is the Euclidean volume form {dx}, thus {\mathrm{det}(g)=1}, then on differentiating we have {g^{ij} \partial_k g_{ij} = 0}, and hence {\Gamma^i_{ik} = 0}, and so the divergence-free equation (10) simplifies in this case to {\partial_i u^i = 0}. The Ebin-Marsden Euler equations are the natural generalisation of the Euler equations to arbitrary manifolds; for instance, they (formally) conserve the kinetic energy

\displaystyle \frac{1}{2} \int_M |u|_g^2\ dg = \frac{1}{2} \int_M g_{ij} u^i u^j\ dg

and can be viewed as the formal geodesic flow equation on the infinite-dimensional manifold of volume-preserving diffeomorphisms on {M} (see this previous post for a discussion of this in the flat space case).

The specific four-dimensional manifold in question is the space {{\bf R} \times {\bf R}^+ \times {\bf R}/{\bf Z} \times {\bf R}/{\bf Z}} with metric

\displaystyle dx^2 + dy^2 + y^{-1} dz^2 + y dw^2

and solutions to the Boussinesq equation on {{\bf R} \times {\bf R}^+} can be transformed into solutions to the Euler equations on this manifold. This is part of a more general family of embeddings into the Euler equations in which passive scalar fields (such as the field {\rho} appearing in the Boussinesq equations) can be incorporated into the dynamics via fluctuations in the Riemannian metric {g}). I am writing the details below the fold (partly for my own benefit).

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Let {P(z) = z^n + a_{n-1} z^{n-1} + \dots + a_0} be a monic polynomial of degree {n} with complex coefficients. Then by the fundamental theorem of algebra, we can factor {P} as

\displaystyle  P(z) = (z-z_1) \dots (z-z_n) \ \ \ \ \ (1)

for some complex zeroes {z_1,\dots,z_n} (possibly with repetition).

Now suppose we evolve {P} with respect to time by heat flow, creating a function {P(t,z)} of two variables with given initial data {P(0,z) = P(z)} for which

\displaystyle  \partial_t P(t,z) = \partial_{zz} P(t,z). \ \ \ \ \ (2)

On the space of polynomials of degree at most {n}, the operator {\partial_{zz}} is nilpotent, and one can solve this equation explicitly both forwards and backwards in time by the Taylor series

\displaystyle  P(t,z) = \sum_{j=0}^\infty \frac{t^j}{j!} \partial_z^{2j} P(0,z).

For instance, if one starts with a quadratic {P(0,z) = z^2 + bz + c}, then the polynomial evolves by the formula

\displaystyle  P(t,z) = z^2 + bz + (c+2t).

As the polynomial {P(t)} evolves in time, the zeroes {z_1(t),\dots,z_n(t)} evolve also. Assuming for sake of discussion that the zeroes are simple, the inverse function theorem tells us that the zeroes will (locally, at least) evolve smoothly in time. What are the dynamics of this evolution?

For instance, in the quadratic case, the quadratic formula tells us that the zeroes are

\displaystyle  z_1(t) = \frac{-b + \sqrt{b^2 - 4(c+2t)}}{2}


\displaystyle  z_2(t) = \frac{-b - \sqrt{b^2 - 4(c+2t)}}{2}

after arbitrarily choosing a branch of the square root. If {b,c} are real and the discriminant {b^2 - 4c} is initially positive, we see that we start with two real zeroes centred around {-b/2}, which then approach each other until time {t = \frac{b^2-4c}{8}}, at which point the roots collide and then move off from each other in an imaginary direction.

In the general case, we can obtain the equations of motion by implicitly differentiating the defining equation

\displaystyle  P( t, z_i(t) ) = 0

in time using (2) to obtain

\displaystyle  \partial_{zz} P( t, z_i(t) ) + \partial_t z_i(t) \partial_z P(t,z_i(t)) = 0.

To simplify notation we drop the explicit dependence on time, thus

\displaystyle  \partial_{zz} P(z_i) + (\partial_t z_i) \partial_z P(z_i)= 0.

From (1) and the product rule, we see that

\displaystyle  \partial_z P( z_i ) = \prod_{j:j \neq i} (z_i - z_j)


\displaystyle  \partial_{zz} P( z_i ) = 2 \sum_{k:k \neq i} \prod_{j:j \neq i,k} (z_i - z_j)

(where all indices are understood to range over {1,\dots,n}) leading to the equations of motion

\displaystyle  \partial_t z_i = \sum_{k:k \neq i} \frac{2}{z_k - z_i}, \ \ \ \ \ (3)

at least when one avoids those times in which there is a repeated zero. In the case when the zeroes {z_i} are real, each term {\frac{2}{z_k-z_i}} represents a (first-order) attraction in the dynamics between {z_i} and {z_k}, but the dynamics are more complicated for complex zeroes (e.g. purely imaginary zeroes will experience repulsion rather than attraction, as one already sees in the quadratic example). Curiously, this system resembles that of Dyson brownian motion (except with the brownian motion part removed, and time reversed). I learned of the connection between the ODE (3) and the heat equation from this paper of Csordas, Smith, and Varga, but perhaps it has been mentioned in earlier literature as well.

One interesting consequence of these equations is that if the zeroes are real at some time, then they will stay real as long as the zeroes do not collide. Let us now restrict attention to the case of real simple zeroes, in which case we will rename the zeroes as {x_i} instead of {z_i}, and order them as {x_1 < \dots < x_n}. The evolution

\displaystyle  \partial_t x_i = \sum_{k:k \neq i} \frac{2}{x_k - x_i}

can now be thought of as reverse gradient flow for the “entropy”

\displaystyle  H := -\sum_{i,j: i \neq j} \log |x_i - x_j|,

(which is also essentially the logarithm of the discriminant of the polynomial) since we have

\displaystyle  \partial_t x_i = \frac{\partial H}{\partial x_i}.

In particular, we have the monotonicity formula

\displaystyle  \partial_t H = 4E

where {E} is the “energy”

\displaystyle  E := \frac{1}{4} \sum_i (\frac{\partial H}{\partial x_i})^2

\displaystyle  = \sum_i (\sum_{k:k \neq i} \frac{1}{x_k-x_i})^2

\displaystyle  = \sum_{i,k: i \neq k} \frac{1}{(x_k-x_i)^2} + 2 \sum_{i,j,k: i,j,k \hbox{ distinct}} \frac{1}{(x_k-x_i)(x_j-x_i)}

\displaystyle  = \sum_{i,k: i \neq k} \frac{1}{(x_k-x_i)^2}

where in the last line we use the antisymmetrisation identity

\displaystyle  \frac{1}{(x_k-x_i)(x_j-x_i)} + \frac{1}{(x_i-x_j)(x_k-x_j)} + \frac{1}{(x_j-x_k)(x_i-x_k)} = 0.

Among other things, this shows that as one goes backwards in time, the entropy decreases, and so no collisions can occur to the past, only in the future, which is of course consistent with the attractive nature of the dynamics. As {H} is a convex function of the positions {x_1,\dots,x_n}, one expects {H} to also evolve in a convex manner in time, that is to say the energy {E} should be increasing. This is indeed the case:

Exercise 1 Show that

\displaystyle  \partial_t E = 2 \sum_{i,j: i \neq j} (\frac{2}{(x_i-x_j)^2} - \sum_{k: i,j,k \hbox{ distinct}} \frac{1}{(x_k-x_i)(x_k-x_j)})^2.

Symmetric polynomials of the zeroes are polynomial functions of the coefficients and should thus evolve in a polynomial fashion. One can compute this explicitly in simple cases. For instance, the center of mass is an invariant:

\displaystyle  \partial_t \frac{1}{n} \sum_i x_i = 0.

The variance decreases linearly:

Exercise 2 Establish the virial identity

\displaystyle  \partial_t \sum_{i,j} (x_i-x_j)^2 = - 4n^2(n-1).

As the variance (which is proportional to {\sum_{i,j} (x_i-x_j)^2}) cannot become negative, this identity shows that “finite time blowup” must occur – that the zeroes must collide at or before the time {\frac{1}{4n^2(n-1)} \sum_{i,j} (x_i-x_j)^2}.

Exercise 3 Show that the Stieltjes transform

\displaystyle  s(t,z) = \sum_i \frac{1}{x_i - z}

solves the viscous Burgers equation

\displaystyle  \partial_t s = \partial_{zz} s - 2 s \partial_z s,

either by using the original heat equation (2) and the identity {s = - \partial_z P / P}, or else by using the equations of motion (3). This relation between the Burgers equation and the heat equation is known as the Cole-Hopf transformation.

The paper of Csordas, Smith, and Varga mentioned previously gives some other bounds on the lifespan of the dynamics; roughly speaking, they show that if there is one pair of zeroes that are much closer to each other than to the other zeroes then they must collide in a short amount of time (unless there is a collision occuring even earlier at some other location). Their argument extends also to situations where there are an infinite number of zeroes, which they apply to get new results on Newman’s conjecture in analytic number theory. I would be curious to know of further places in the literature where this dynamics has been studied.

I’ve just uploaded to the arXiv my paper “On the universality of the incompressible Euler equation on compact manifolds“, submitted to Discrete and Continuous Dynamical Systems. This is a variant of my recent paper on the universality of potential well dynamics, but instead of trying to embed dynamical systems into a potential well {\partial_{tt} u = -\nabla V(u)}, here we try to embed dynamical systems into the incompressible Euler equations

\displaystyle  \partial_t u + \nabla_u u = - \mathrm{grad}_g p \ \ \ \ \ (1)

\displaystyle  \mathrm{div}_g u = 0

on a Riemannian manifold {(M,g)}. (One is particularly interested in the case of flat manifolds {M}, particularly {{\bf R}^3} or {({\bf R}/{\bf Z})^3}, but for the main result of this paper it is essential that one is permitted to consider curved manifolds.) This system, first studied by Ebin and Marsden, is the natural generalisation of the usual incompressible Euler equations to curved space; it can be viewed as the formal geodesic flow equation on the infinite-dimensional manifold of volume-preserving diffeomorphisms on {M} (see this previous post for a discussion of this in the flat space case).

The Euler equations can be viewed as a nonlinear equation in which the nonlinearity is a quadratic function of the velocity field {u}. It is thus natural to compare the Euler equations with quadratic ODE of the form

\displaystyle  \partial_t y = B(y,y) \ \ \ \ \ (2)

where {y: {\bf R} \rightarrow {\bf R}^n} is the unknown solution, and {B: {\bf R}^n \times {\bf R}^n \rightarrow {\bf R}^n} is a bilinear map, which we may assume without loss of generality to be symmetric. One can ask whether such an ODE may be linearly embedded into the Euler equations on some Riemannian manifold {(M,g)}, which means that there is an injective linear map {U: {\bf R}^n \rightarrow \Gamma(TM)} from {{\bf R}^n} to smooth vector fields on {M}, as well as a bilinear map {P: {\bf R}^n \times {\bf R}^n \rightarrow C^\infty(M)} to smooth scalar fields on {M}, such that the map {y \mapsto (U(y), P(y,y))} takes solutions to (2) to solutions to (1), or equivalently that

\displaystyle  U(B(y,y)) + \nabla_{U(y)} U(y) = - \mathrm{grad}_g P(y,y)

\displaystyle  \mathrm{div}_g U(y) = 0

for all {y \in {\bf R}^n}.

For simplicity let us restrict {M} to be compact. There is an obvious necessary condition for this embeddability to occur, which comes from energy conservation law for the Euler equations; unpacking everything, this implies that the bilinear form {B} in (2) has to obey a cancellation condition

\displaystyle  \langle B(y,y), y \rangle = 0 \ \ \ \ \ (3)

for some positive definite inner product {\langle, \rangle: {\bf R}^n \times {\bf R}^n \rightarrow {\bf R}} on {{\bf R}^n}. The main result of the paper is the converse to this statement: if {B} is a symmetric bilinear form obeying a cancellation condition (3), then it is possible to embed the equations (2) into the Euler equations (1) on some Riemannian manifold {(M,g)}; the catch is that this manifold will depend on the form {B} and on the dimension {n} (in fact in the construction I have, {M} is given explicitly as {SO(n) \times ({\bf R}/{\bf Z})^{n+1}}, with a funny metric on it that depends on {B}).

As a consequence, any finite dimensional portion of the usual “dyadic shell models” used as simplified toy models of the Euler equation, can actually be embedded into a genuine Euler equation, albeit on a high-dimensional and curved manifold. This includes portions of the self-similar “machine” I used in a previous paper to establish finite time blowup for an averaged version of the Navier-Stokes (or Euler) equations. Unfortunately, the result in this paper does not apply to infinite-dimensional ODE, so I cannot yet establish finite time blowup for the Euler equations on a (well-chosen) manifold. It does not seem so far beyond the realm of possibility, though, that this could be done in the relatively near future. In particular, the result here suggests that one could construct something resembling a universal Turing machine within an Euler flow on a manifold, which was one ingredient I would need to engineer such a finite time blowup.

The proof of the main theorem proceeds by an “elimination of variables” strategy that was used in some of my previous papers in this area, though in this particular case the Nash embedding theorem (or variants thereof) are not required. The first step is to lessen the dependence on the metric {g} by partially reformulating the Euler equations (1) in terms of the covelocity {g \cdot u} (which is a {1}-form) instead of the velocity {u}. Using the freedom to modify the dimension of the underlying manifold {M}, one can also decouple the metric {g} from the volume form that is used to obtain the divergence-free condition. At this point the metric can be eliminated, with a certain positive definiteness condition between the velocity and covelocity taking its place. After a substantial amount of trial and error (motivated by some “two-and-a-half-dimensional” reductions of the three-dimensional Euler equations, and also by playing around with a number of variants of the classic “separation of variables” strategy), I eventually found an ansatz for the velocity and covelocity that automatically solved most of the components of the Euler equations (as well as most of the positive definiteness requirements), as long as one could find a number of scalar fields that obeyed a certain nonlinear system of transport equations, and also obeyed a positive definiteness condition. Here I was stuck for a bit because the system I ended up with was overdetermined – more equations than unknowns. After trying a number of special cases I eventually found a solution to the transport system on the sphere, except that the scalar functions sometimes degenerated and so the positive definiteness property I wanted was only obeyed with positive semi-definiteness. I tried for some time to perturb this example into a strictly positive definite solution before eventually working out that this was not possible. Finally I had the brainwave to lift the solution from the sphere to an even more symmetric space, and this quickly led to the final solution of the problem, using the special orthogonal group rather than the sphere as the underlying domain. The solution ended up being rather simple in form, but it is still somewhat miraculous to me that it exists at all; in retrospect, given the overdetermined nature of the problem, relying on a large amount of symmetry to cut down the number of equations was basically the only hope.

I’ve just uploaded to the arXiv my paper “On the universality of potential well dynamics“, submitted to Dynamics of PDE. This is a spinoff from my previous paper on blowup of nonlinear wave equations, inspired by some conversations with Sungjin Oh. Here we focus mainly on the zero-dimensional case of such equations, namely the potential well equation

\displaystyle  \partial_{tt} u = - (\nabla F)(u) \ \ \ \ \ (1)

for a particle {u: {\bf R} \rightarrow {\bf R}^m} trapped in a potential well with potential {F: {\bf R}^m \rightarrow {\bf R}}, with {F(z) \rightarrow +\infty} as {z \rightarrow \infty}. This ODE always admits global solutions from arbitrary initial positions {u(0)} and initial velocities {\partial_t u(0)}, thanks to conservation of the Hamiltonian {\frac{1}{2} |\partial_t u|^2 + F(u)}. As this Hamiltonian is coercive (in that its level sets are compact), solutions to this equation are always almost periodic. On the other hand, as can already be seen using the harmonic oscillator {\partial_{tt} u = - k^2 u} (and direct sums of this system), this equation can generate periodic solutions, as well as quasiperiodic solutions.

All quasiperiodic motions are almost periodic. However, there are many examples of dynamical systems that admit solutions that are almost periodic but not quasiperiodic. So one can pose the question: are the dynamics of potential wells universal in the sense that they can capture all almost periodic solutions?

A precise question can be phrased as follows. Let {M} be a compact manifold, and let {X} be a smooth vector field on {M}; to avoid degeneracies, let us take {X} to be non-singular in the sense that it is everywhere non-vanishing. Then the trajectories of the first-order ODE

\displaystyle  \partial_t u = X(u) \ \ \ \ \ (2)

for {u: {\bf R} \rightarrow M} are always global and almost periodic. Can we then find a (coercive) potential {F: {\bf R}^m \rightarrow {\bf R}} for some {m}, as well as a smooth embedding {\phi: M \rightarrow {\bf R}^m}, such that every solution {u} to (2) pushes forward under {\phi} to a solution to (1)? (Actually, for technical reasons it is preferable to map into the phase space {{\bf R}^m \times {\bf R}^m}, rather than position space {{\bf R}^m}, but let us ignore this detail for this discussion.)

It turns out that the answer is no; there is a very specific obstruction. Given a pair {(M,X)} as above, define a strongly adapted {1}-form to be a {1}-form {\phi} on {M} such that {\phi(X)} is pointwise positive, and the Lie derivative {{\mathcal L}_X \phi} is an exact {1}-form. We then have

Theorem 1 A smooth compact non-singular dynamics {(M,X)} can be embedded smoothly in a potential well system if and only if it admits a strongly adapted {1}-form.

For the “only if” direction, the key point is that potential wells (viewed as a Hamiltonian flow on the phase space {{\bf R}^m \times {\bf R}^m}) admit a strongly adapted {1}-form, namely the canonical {1}-form {p dq}, whose Lie derivative is the derivative {dL} of the Lagrangian {L := \frac{1}{2} |\partial_t u|^2 - F(u)} and is thus exact. The converse “if” direction is mainly a consequence of the Nash embedding theorem, and follows the arguments used in my previous paper.

Interestingly, the same obstruction also works for potential wells in a more general Riemannian manifold than {{\bf R}^m}, or for nonlinear wave equations with a potential; combining the two, the obstruction is also present for wave maps with a potential.

It is then natural to ask whether this obstruction is non-trivial, in the sense that there are at least some examples of dynamics {(M,X)} that do not support strongly adapted {1}-forms (and hence cannot be modeled smoothly by the dynamics of a potential well, nonlinear wave equation, or wave maps). I posed this question on MathOverflow, and Robert Bryant provided a very nice construction, showing that the vector field {(\sin(2\pi x), \cos(2\pi x))} on the {2}-torus {({\bf R}/{\bf Z})^2} had no strongly adapted {1}-forms, and hence the dynamics of this vector field cannot be smoothly reproduced by a potential well, nonlinear wave equation, or wave map:

On the other hand, the suspension of any diffeomorphism does support a strongly adapted {1}-form (the derivative {dt} of the time coordinate), and using this and the previous theorem I was able to embed a universal Turing machine into a potential well. In particular, there are flows for an explicitly describable potential well whose trajectories have behavior that is undecidable using the usual ZFC axioms of set theory! So potential well dynamics are “effectively” universal, despite the presence of the aforementioned obstruction.

In my previous work on blowup for Navier-Stokes like equations, I speculated that if one could somehow replicate a universal Turing machine within the Euler equations, one could use this machine to create a “von Neumann machine” that replicated smaller versions of itself, which on iteration would lead to a finite time blowup. Now that such a mechanism is present in nonlinear wave equations, it is tempting to try to make this scheme work in that setting. Of course, in my previous paper I had already demonstrated finite time blowup, at least in a three-dimensional setting, but that was a relatively simple discretely self-similar blowup in which no computation occurred. This more complicated blowup scheme would be significantly more effort to set up, but would be proof-of-concept that the same scheme would in principle be possible for the Navier-Stokes equations, assuming somehow that one can embed a universal Turing machine into the Euler equations. (But I’m still hopelessly stuck on how to accomplish this latter task…)

Fifteen years ago, I wrote a paper entitled Global regularity of wave maps. II. Small energy in two dimensions, in which I established global regularity of wave maps from two spatial dimensions to the unit sphere, assuming that the initial data had small energy. Recently, Hao Jia (personal communication) discovered a small gap in the argument that requires a slightly non-trivial fix. The issue does not really affect the subsequent literature, because the main result has since been reproven and extended by methods that avoid the gap (see in particular this subsequent paper of Tataru), but I have decided to describe the gap and its fix on this blog.

I will assume familiarity with the notation of my paper. In Section 10, some complicated spaces {S[k] = S[k]({\bf R}^{1+n})} are constructed for each frequency scale {k}, and then a further space {S(c) = S(c)({\bf R}^{1+n})} is constructed for a given frequency envelope {c} by the formula

\displaystyle  \| \phi \|_{S(c)({\bf R}^{1+n})} := \|\phi \|_{L^\infty_t L^\infty_x({\bf R}^{1+n})} + \sup_k c_k^{-1} \| \phi_k \|_{S[k]({\bf R}^{1+n})} \ \ \ \ \ (1)

where {\phi_k := P_k \phi} is the Littlewood-Paley projection of {\phi} to frequency magnitudes {\sim 2^k}. Then, given a spacetime slab {[-T,T] \times {\bf R}^n}, we define the restrictions

\displaystyle  \| \phi \|_{S(c)([-T,T] \times {\bf R}^n)} := \inf \{ \| \tilde \phi \|_{S(c)({\bf R}^{1+n})}: \tilde \phi \downharpoonright_{[-T,T] \times {\bf R}^n} = \phi \}

where the infimum is taken over all extensions {\tilde \phi} of {\phi} to the Minkowski spacetime {{\bf R}^{1+n}}; similarly one defines

\displaystyle  \| \phi_k \|_{S_k([-T,T] \times {\bf R}^n)} := \inf \{ \| \tilde \phi_k \|_{S_k({\bf R}^{1+n})}: \tilde \phi_k \downharpoonright_{[-T,T] \times {\bf R}^n} = \phi_k \}.

The gap in the paper is as follows: it was implicitly assumed that one could restrict (1) to the slab {[-T,T] \times {\bf R}^n} to obtain the equality

\displaystyle  \| \phi \|_{S(c)([-T,T] \times {\bf R}^n)} = \|\phi \|_{L^\infty_t L^\infty_x([-T,T] \times {\bf R}^n)} + \sup_k c_k^{-1} \| \phi_k \|_{S[k]([-T,T] \times {\bf R}^n)}.

(This equality is implicitly used to establish the bound (36) in the paper.) Unfortunately, (1) only gives the lower bound, not the upper bound, and it is the upper bound which is needed here. The problem is that the extensions {\tilde \phi_k} of {\phi_k} that are optimal for computing {\| \phi_k \|_{S[k]([-T,T] \times {\bf R}^n)}} are not necessarily the Littlewood-Paley projections of the extensions {\tilde \phi} of {\phi} that are optimal for computing {\| \phi \|_{S(c)([-T,T] \times {\bf R}^n)}}.

To remedy the problem, one has to prove an upper bound of the form

\displaystyle  \| \phi \|_{S(c)([-T,T] \times {\bf R}^n)} \lesssim \|\phi \|_{L^\infty_t L^\infty_x([-T,T] \times {\bf R}^n)} + \sup_k c_k^{-1} \| \phi_k \|_{S[k]([-T,T] \times {\bf R}^n)}

for all Schwartz {\phi} (actually we need affinely Schwartz {\phi}, but one can easily normalise to the Schwartz case). Without loss of generality we may normalise the RHS to be {1}. Thus

\displaystyle  \|\phi \|_{L^\infty_t L^\infty_x([-T,T] \times {\bf R}^n)} \leq 1 \ \ \ \ \ (2)


\displaystyle  \|P_k \phi \|_{S[k]([-T,T] \times {\bf R}^n)} \leq c_k \ \ \ \ \ (3)

for each {k}, and one has to find a single extension {\tilde \phi} of {\phi} such that

\displaystyle  \|\tilde \phi \|_{L^\infty_t L^\infty_x({\bf R}^{1+n})} \lesssim 1 \ \ \ \ \ (4)


\displaystyle  \|P_k \tilde \phi \|_{S[k]({\bf R}^{1+n})} \lesssim c_k \ \ \ \ \ (5)

for each {k}. Achieving a {\tilde \phi} that obeys (4) is trivial (just extend {\phi} by zero), but such extensions do not necessarily obey (5). On the other hand, from (3) we can find extensions {\tilde \phi_k} of {P_k \phi} such that

\displaystyle  \|\tilde \phi_k \|_{S[k]({\bf R}^{1+n})} \lesssim c_k; \ \ \ \ \ (6)

the extension {\tilde \phi := \sum_k \tilde \phi_k} will then obey (5) (here we use Lemma 9 from my paper), but unfortunately is not guaranteed to obey (4) (the {S[k]} norm does control the {L^\infty_t L^\infty_x} norm, but a key point about frequency envelopes for the small energy regularity problem is that the coefficients {c_k}, while bounded, are not necessarily summable).

This can be fixed as follows. For each {k} we introduce a time cutoff {\eta_k} supported on {[-T-2^{-k}, T+2^{-k}]} that equals {1} on {[-T-2^{-k-1},T+2^{-k+1}]} and obeys the usual derivative estimates in between (the {j^{th}} time derivative of size {O_j(2^{jk})} for each {j}). Later we will prove the truncation estimate

\displaystyle  \| \eta_k \tilde \phi_k \|_{S[k]({\bf R}^{1+n})} \lesssim \| \tilde \phi_k \|_{S[k]({\bf R}^{1+n})}. \ \ \ \ \ (7)

Assuming this estimate, then if we set {\tilde \phi := \sum_k \eta_k \tilde \phi_k}, then using Lemma 9 in my paper and (6), (7) (and the local stability of frequency envelopes) we have the required property (5). (There is a technical issue arising from the fact that {\tilde \phi} is not necessarily Schwartz due to slow decay at temporal infinity, but by considering partial sums in the {k} summation and taking limits we can check that {\tilde \phi} is the strong limit of Schwartz functions, which suffices here; we omit the details for sake of exposition.) So the only issue is to establish (4), that is to say that

\displaystyle  \| \sum_k \eta_k(t) \tilde \phi_k(t) \|_{L^\infty_x({\bf R}^n)} \lesssim 1

for all {t \in {\bf R}}.

For {t \in [-T,T]} this is immediate from (2). Now suppose that {t \in [T+2^{k_0-1}, T+2^{k_0}]} for some integer {k_0} (the case when {t \in [-T-2^{k_0}, -T-2^{k_0-1}]} is treated similarly). Then we can split

\displaystyle  \sum_k \eta_k(t) \tilde \phi_k(t) = \Phi_1 + \Phi_2 + \Phi_3


\displaystyle  \Phi_1 := \sum_{k < k_0} \tilde \phi_k(T)

\displaystyle  \Phi_2 := \sum_{k < k_0} \tilde \phi_k(t) - \tilde \phi_k(T)

\displaystyle  \Phi_3 := \eta_{k_0}(t) \tilde \phi_{k_0}(t).

The contribution of the {\Phi_3} term is acceptable by (6) and estimate (82) from my paper. The term {\Phi_1} sums to {P_{<k_0} \phi(T)} which is acceptable by (2). So it remains to control the {L^\infty_x} norm of {\Phi_2}. By the triangle inequality and the fundamental theorem of calculus, we can bound

\displaystyle  \| \Phi_2 \|_{L^\infty_x} \leq (t-T) \sum_{k < k_0} \| \partial_t \tilde \phi_k \|_{L^\infty_t L^\infty_x({\bf R}^{1+n})}.

By hypothesis, {t-T \leq 2^{-k_0}}. Using the first term in (79) of my paper and Bernstein’s inequality followed by (6) we have

\displaystyle  \| \partial_t \tilde \phi_k \|_{L^\infty_t L^\infty_x({\bf R}^{1+n})} \lesssim 2^k \| \tilde \phi_k \|_{S[k]({\bf R}^{1+n})} \lesssim 2^k;

and then we are done by summing the geometric series in {k}.

It remains to prove the truncation estimate (7). This estimate is similar in spirit to the algebra estimates already in my paper, but unfortunately does not seem to follow immediately from these estimates as written, and so one has to repeat the somewhat lengthy decompositions and case checkings used to prove these estimates. We do this below the fold.

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