We consider a class of active scalar equations which includes, for example, the 2D Euler equations, the 2D Navier–Stokes equations, and various aggregation equations including the Keller–Segel model. For this class of equations, we establish uniqueness of solutions in the Zygmund space . This result improves upon that in (Trans. Amer. Math. Soc.367 (2015) 3095–3118), where the authors show uniqueness of solutions in . As a corollary of our methods, we establish the uniform in space vanishing viscosity limit of Hölder continuous solutions to the aggregation equation with Newtonian potential.
In this paper we investigate uniqueness of solutions for a class of active scalar equations of the form
where is a fixed constant, V is, broadly speakly, a linear smoothing operator of order one, and is the unknown scalar-valued function of space and time variables. Examples of PDE in this class include the two-dimensional Euler equations or Navier–Stokes equations, where ρ denotes the scalar vorticity, and some aggregation equations, including the Keller–Segel model [3,5] and the inviscid aggregation equation with Newtonian potential [4,8], where ρ typically denotes the density of some population.
Our goal is to show uniqueness of weak solutions to (1.1) in the Zygmund space , with or 3. This is, to our knowledge, the strongest uniqueness result for this class of equations, improving upon a recent result of Azzam and Bedrossian [1], who establish uniqueness in the space . To prove our result, we use Littlewood–Paley theory and Bony’s paraproduct decomposition to estimate the difference of two solutions to (1.1) in a homogeneous Besov space , with . Our methods are similar to those in [1] in that our uniqueness proof utilizes energy methods in a homogeneous space (in [1] the authors use the space ). Unlike [1], however, we make use of Littlewood–Paley operators to prove estimates which are localized in Fourier space, allowing for a sharper result. Our techniques are motivated by those in [11], where Vishik applies Littlewood–Paley methods to prove uniqueness of solutions to the Euler equations in a Besov type space which contains .
As a corollary of our uniqueness theorem, in Section 4 we establish the uniform-in-space vanishing viscosity limit of the aggregation equation with Newtonian potential for weak solutions in a Hölder space , . This result is an improvement of a result in [8], in which the authors establish the vanishing viscosity limit for strong solutions in with . Our strategy is to first apply methods from the uniqueness proof to establish a estimate for the difference of the solutions of the viscous and inviscid equations, respectively. We then use interpolation and Hölder regularity of the solutions to derive an estimate in the -norm.
The paper is organized as follows: in Section 2, we introduce the Littlewood–Paley operators and useful function spaces. We also state a few useful lemmas. We then introduce properties of solutions to the aggregation equation with Newtonian potential. In Section 3, we prove uniqueness of solutions to (1.1) in . In Section 4, we apply estimates from Section 3 to establish the vanishing viscosity limit of solutions to the aggregation equation with Newtonian potential.
Background and preliminary lemmas
Littlewood–Paley operators and function spaces
We first define the Littlewood–Paley operators. We let satisfy , and for every we let (so ). Observe that, if , then . We define by the equality
for all . For and , we define the inhomogeneous Littlewood–Paley operators by
and for all , we define the homogeneous Littlewood–Paley operators by
Note that when .
Finally, for we define the operator by
It is well known that for all , converges to f in the sense of distributions (see, for example, [7]).
In the proof of the main theorem we use the paraproduct decomposition introduced by J.-M. Bony in [6]. We recall the definition of the paraproduct and remainder used in this decomposition.
Define the paraproduct of two functions f and g by
We use to denote the remainder. is given by the following bilinear operator:
Bony’s decomposition then gives
We now define the homogeneous and inhomogeneous Besov spaces.
Let , . The inhomogeneous Besov space is defined to be the space of tempered distributions f on such that
When , write
Let , . The homogeneous Besov space is defined to be the space of tempered distributions f on such that
When , write
We also define the Zygmund spaces.
Let . The Zygmund space is the set of all tempered distributions f on such that
It is well-known that coincides with the classical Hölder space when s is not an integer and .
Useful lemmas
We will make frequent use of Bernstein’s Lemma. We refer the reader to [7], chapter 2, for a proof of the lemma.
(Bernstein’s Lemma).
Letandsatisfy, and let p and q satisfy. There exists a positive constant C such that for every integer k, if u belongs to, and, thenFurthermore, if, then
We also make use of the following positivity lemma. A proof of the lemma can be found in [9].
Assume f satisfiesfor some. Then
Finally, Osgood’s Lemma will be useful in what follows. A proof of the lemma can be found in [7].
(Osgood’s Lemma).
Let ρ be a positive Borel function, let γ be a locally integrable positive function, and let μ be a continuous, increasing function. Assume that for some number, the function ρ satisfiesIf, thenwhere. If, and μ satisfiesthen ρ is identically zero.
Properties of the smoothing operator V
In what follows, we assume that V is a linear operator satisfying the following properties:
For each and , .
V commutes with the Littlewood–Paley operators, and for all , there exists such that for all , .
Given p and q with and , for all , there exists such that .
Note that P1 is motivated by the boundedness of Calderón-Zygmund operators on , , while P3 is motivated by the Hardy-Littlewood-Sobolev inequality.
We will use the following definition of a weak solution to (1.1) in Section 3.
We say that is a weak solution to (1.1) on if ρ belongs to and if for all ,
Equivalently, to say that ρ is a weak solution to (1.1) means that (1.1) holds in the sense of distributions.
The aggregation equation with Newtonian potential
The aggregation equation with Newtonian potential is given by
Here Φ denotes the Newtonian potential, is the density, and is the velocity. The system () represents a limiting case of the Keller–Segel equation modeling chemotaxis. Note also that () is a special case of () with .
In Section 4, we establish the vanishing viscosity limit of solutions to () for any fixed . The vanishing viscosity limit for () is addressed in [8], where the authors establish the limit under the assumption that the solutions belong to for .
The solutions under consideration in Section 4 are weak solutions, satisfying Definition 2.7 above. We will assume in addition that the limiting solution to () is a so-called Lagrangian solution. Properties of Lagrangian solutions to () are discussed at length in Section 5 of [8]. We define Lagrangian solutions here and state a few properties that will be useful in Section 4. We refer the reader to [4] and Section 5 of [8] for further details.
Fix . Let with a homeomorphism for all and let . Define by
and let . Here, is defined by for all . Then (or more simply ) is a Lagrangian solution to () with initial density if X is the flow map for ; that is, if
for all , .
We remark that a Lagrangian solution to () is also a weak solution to (); see, for example, Theorem 5.4 of [8] and its proof.
The short-time existence of Lagrangian solutions to () in dimensions 2 and 3 with compactly supported initial density was first established in [4], with an alternate proof given in [8]. It follows from the equality (2.3) that, for each , Lagrangian solutions satisfy
and for all ,
Moreover, if the support of the initial density is contained in a ball of radius , then for each fixed , has compactly support in , and the support of is contained in a ball of radius
Finally, for Lagrangian solutions to (), , the following inequality holds for each :
If, in addition, is in , then by the quotient rule, for each ,
Statement and proof of uniqueness
In this section we prove the following theorem.
Letand, and assumeandsatisfy. Supposeandare weak solutions of (
1.1
) inwith. Thenfor every.
To prove Theorem 3.1, we estimate the difference between and in the homogeneous Besov space for q sufficiently large.
Assume that and solve (1.1). Let . Then satisfies
For fixed , we apply the operator to (3.1). This gives
We must manipulate further. By the product rule,
where
In order to utilize Property P3 of V in what follows, we assume s satisfies , and we fix sufficiently large to justify the calculations. We multiply (3.2) by and integrate to obtain
It follows from Lemma 2.5 that
Moreover, it follows from integration by parts that
Then (3.3) reduces to
After taking the time derivative of the left hand side and dividing through by , we conclude that
We now estimate the terms on the right hand side. In what follows, we assume is fixed (to be chosen later).
We begin with . First note that when , so we may assume that . For the case , Bernstein’s Lemma and property P2 of V imply that
This gives
We now estimate . Following [10], we define
and we use Bony’s paraproduct decomposition to write
We first estimate in the -norm. By Bernstein’s Lemma and properties P1 and P2 of V,
Multiplying by and taking the supremum over gives
We now estimate in the -norm. Again by Bernstein’s Lemma and properties P1 and P2 of V,
Multiplying by and taking the supremum over gives
Finally, we estimate . By Bernstein’s Lemma and properties of Littlewood–Paley operators,
By Bernstein’s Lemma and property P1 of V,
where we used that to get the last inequality. Substituting this estimate into (3.8), multiplying by , and taking the supremum over gives
Combining the estimates for , , and , we conclude that
We now estimate . We follow techniques used in [11] and [2]. Specifically, we write
where
By estimating each of the four terms individually, we will show that
We begin with . By Bernstein’s Lemma and property P2 of V,
Multiplying by and taking the supremum over gives
We now estimate . Writing out the commutator and using properties of Littlewood–Paley operators gives
Applying the -norm, Bernstein’s Lemma, and property P2 of V gives
where we used the mean value theorem to get the last equality, and we applied a change of variables to get the second-to-last inequality. Multiplying the resulting estimate by and taking the supremum over gives
We now estimate . First note that by the product rule and properties of Littlewood–Paley operators,
We consider three cases separately: , , and . For the first case, is identically zero. For the second case, Bernstein’s Lemma and properties P1 and P2 of V give
Finally, for the third case, we can again use Bernstein’s Lemma and property P2 of V to write
Combining the three cases above, multiplying by , and taking the supremum over gives
Finally, we estimate . We do this without utilizing the difference. We first write
Then using an argument similar to that in [10], we apply Bernstein’s Lemma and property P2 of V to deduce that
Multiplying by and taking the supremum over gives
By the definition of and Bernstein’s Lemma,
where we used that to get the last inequality. After substituting this estimate into (3.17), we conclude that
We now estimate . We apply the definition of the remainder term, the product rule, properties of Littlewood–Paley operators, Bernstein’s Lemma, and property P2 of V to write
Multiplying by and taking the supremum over gives
Combining the estimates for through , we conclude that
We now estimate . Note that is identically zero when . For , write
where we used Bernstein’s Lemma and properties P1 and P2 of V to get the last inequality. Multiplying by and taking the supremum over gives
We now estimate the high frequencies. By Bernstein’s Lemma,
since by assumption.
We integrate (3.5) in time, multiply by , take the supremum over , and apply the estimates (3.7), (3.10), (3.18) and (3.19). Combining the resulting estimate with (3.20) gives
Before we apply Osgood’s Lemma, we must estimate several of the terms under the time integral in (3.21). We first estimate . Observe that, by Bernstein’s Lemma and properties P1, P2, and P3 of V,
We must also estimate . By Bernstein’s Lemma,
where we again used property P3 of V.
To estimate , we again apply Bernstein’s Lemma and our choice of to write
Assume that q is sufficiently large to ensure that . Substituting (3.22), (3.23), and (3.24) into (3.21) gives
Observe that, for q sufficiently large, Bernstein’s Lemma gives
Set
and for each , set
Let . Substituting this value of p into (3.25) gives
Integrating both sides from 0 to t and dividing both sides by gives
We apply Osgood’s Lemma with , , and for each . This proves Theorem 3.1. □
The vanishing viscosity limit for ()
In this section we establish the vanishing viscosity limit for Hölder continuous solutions to the aggregation equation with Newtonian potential. These solutions and their properties are discussed in Section 2. We prove the following theorem.
Letandbe fixed, and letor 3. Letandbe solutions to () and (), respectively, in, generated from the same compactly supported initial data. There existssuch that for ν sufficiently small and for anyand,
We first apply Theorem 3.1 to show that converges to as in the -norm for q sufficiently large. Specifically, we show that under the assumptions of Theorem 4.1,
We then use interpolation and spatial regularity of and to complete the proof of Theorem 4.1.
Let be a smooth bump function with for all , and for all . Set for each n and each , and set . Assume and are solutions to () and (), respectively, with initial data . For fixed , write
We apply the proof of Theorem 3.1 to and , keeping in mind that we are now considering the difference of two solutions generated from two distinct initial densities. The resulting estimates on and , while similar to (3.26), will thus have an extra term on the right hand side involving and . Specifically, one can conclude that, for , 3,
We must estimate . Write
Since is compactly supported, for sufficiently large n, . It remains to estimate . By Bernstein’s Lemma, for q sufficiently large,
for all , where we performed a change of variables on to get the second to last inequality, and where C depends on the initial data.
Combining these estimates gives, for sufficiently large n and q,
for any . Substituting this estimate into (4.2) gives, for any , and for , 3,
By Osgood’s Lemma, for , 3,
Taking the exponential twice gives, for , 3,
Now consider the term . In this case, the two solutions in the difference are generated from the same initial data. However, as satisfies the inviscid equation, when taking the difference of and , we see that an equation analogous to (3.1) holds, but with the extra term on the right hand side. Applying the proof of Theorem 3.1 to this slightly modified equation results in the estimate
To estimate , first observe that, by Bernstein’s Lemma,
Using the compact support of and Bernstein’s Lemma, we can write
where the support of is contained in , a ball with radius . By (2.6), it follows that satisfies
Since , and , for sufficiently large n, can be bounded above by . Therefore,
Moreover, by (2.4), (2.7), (2.8), and the estimates
it follows that
Note that , and
Thus,
Substituting this estimate into (4.5) gives, for n sufficiently large,
for any . Setting in (4.4) and applying the above estimate gives
Again applying Osgood’s Lemma and taking the exponential twice gives
Combining the estimates for , , and and using that gives, for all and for ν sufficiently small,
establishing (4.1).
Convergence in
We now apply an interpolation argument to show that the vanishing viscosity limit actually holds in the -norm. By Bernstein’s Lemma, for any fixed ,
where we used that to get the fourth inequality, and where we applied (4.1) to get the last inequality. To optimize the rate of convergence, we choose N such that . This gives
After substituting this value of N into the above calculation, we conclude that
This completes the proof of Theorem 4.1. □
Footnotes
Acknowledgements
The author was supported by Simons Foundation Grant No. 429578.
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