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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 ${d}$.

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.)