On the Dirichlet Problem for the Stokes System in Multiply Connected Domains
Abstract
The Dirichlet problem for the Stokes system in a multiply connected domain of ℝn (n ≥ 2) is considered in the present paper. We give the necessary and sufficient conditions for the representability of the solution by means of a simple layer hydrodynamic potential, instead of the classical double layer hydrodynamic potential.
1. Introduction
Potential theory methods have been employed for a long time in the study of boundary value problems. In particular they were widely used in BVPs for the Stokes system, starting from [1, 2].
Recently some papers have used the integral representations of solutions for studying some BVPs for the Stokes system also in multiply connected domains [3–8]. All these papers concern the double layer hydrodynamic potential approach for the Dirichlet problem and the simple layer hydrodynamic potential approach for the traction problem.
We use a new method which hinges on a singular integral system in which the unknown is a usual vector valued function, while the data is a vector whose components are differential forms.
The paper is organized as follows. In Section 2 we give an outlook of the method with a brief description of some previous results.
After the preliminary Section 3, in Section 4 we study in detail the case n = 2, where some particular phenomena appear.
Section 5 is devoted to determine the eigenspace of a certain singular integral system in which the unknowns are differential forms of degree n − 2 on ∂Ω. In the same section, we recall some known results concerning the eigenspaces of some classical integral systems.
In Section 6 we construct a left reduction for the singular integral system under study. Such a singular integral system is equivalent in a precise sense to the Fredholm system obtained through the reduction.
Finally, in the last section, we find the solution of the Dirichlet problem for the Stokes system in a multiply connected domain by means of a simple layer hydrodynamic potential.
2. Sketch of the Method
The aim of this section is to give a better understanding of the method we are going to use in the present paper.
The integral on the left hand side is a singular integral and it can be considered as a linear and continuous operator from Lp(Σ) to (we denote by the space of the differential forms of degree h whose coefficients belong to Lp(Σ) in every local coordinate system).
It must be remarked that, if n ≥ 3, the space in which we look for the solution of (8) and the space in which the data is given are different.
We recall that, if B and B′ are two Banach spaces and S : B → B′ is a continuous linear operator, S can be reduced on the left if there exists a continuous linear operator S′ : B′ → B such that S′S = I + T, where I stands for the identity operator on B, and T : B → B is compact. Analogously, one can define an operator S reducible on the right. One of the main properties of such operators is that the equation Sα = β has a solution if, and only if, 〈γ, β〉 = 0 for any γ such that S*γ = 0, S* being the adjoint of S (for more details see, e.g., [10, 11]).
A left reduction is said to be equivalent if N(S′) = {0}, where N(S′) denotes the kernel of S′ (see, e.g., [11, page 19-20]). Obviously this means that Sx = y if, and only if, S′Sx = S′y. In [12] it was remarked that if N(S′S) = N(S), we still have a kind of equivalence. Indeed the coincidence of these two kernels implies the following fact: if y is such that the equation Sx = y is solvable, then this equation is satisfied if, and only if, S′Sx = S′y.
Since N(S′S) = N(S), then we have (8) equivalent to the Fredholm equation S′Sφ = S′(dg). These results lead to a simple layer potential theory for the Dirichlet problem (5).
As a consequence one can obtain also a double layer representation for the Neumann problem for Laplace equation [12].
A characteristic of this method is that it uses neither the theory of pseudodifferential operators nor the concept of hypersingular integrals.
This method has been used also for studying other BVPs. In particular in [13] it was used to study the Dirichlet and the Neumann problems in multiply connected domains. Among other things, an interesting by-product of these results was obtained as follows (see [13, Theorem 6.1]).
An explicit integral expression for v was also given. We recall that the 2-form v is conjugate to u if du = δv, dv = 0.
The method has been applied to different BVPs for several PDEs (see [12–19]).
3. Preliminaries
In this paper Ω denotes an (m + 1)-connected domain of ℝn (n ≥ 2), that is an open-connected set of the form (1), where each Ωj (j = 0, …, m) is a bounded domain of ℝn with connected boundaries Σj ∈ C1,λ (λ ∈ (0,1]), and such that and , j, k = 1, …, m, j ≠ k. Let ν be the outwards unit normal on the boundary Σ = ∂Ω.
Through this paper, p indicates a real number such that 1 < p < +∞. We denote by [Lp(Σ)] n the space of all measurable vector-valued functions u = (u1, …, un) such that |uj|p is integrable over Σ (j = 1, …, n). If h is any nonnegative integer, is the vector space of all differential forms of degree h (briefly h-forms) defined on Σ such that their components are integrable functions belonging to Lp(Σ) in a coordinate system of class C1 and consequently in every coordinate system of class C1. The space is constituted by the vectors (v1, …, vn) such that vj is a differential form of (j = 1, …, n). [W1,p(Σ)] n is the vector space of all measurable vector-valued functions u = (u1, …, un) such that uj belongs to the Sobolev space W1,p(Σ) (j = 1, …, n).
4. On the Bidimensional Case
It is also known that such domains do not occur in higher dimensions. For similar questions for the Laplace equation and the elasticity system, see [13, Section 3] and [16, Section 4], respectively.
In this section we show that also for the Stokes system there are similar domains. We say that the boundary of the domain Ω is exceptional if there exists some constant vector which cannot be represented in Ω by a simple layer potential.
Denoting by ΣR the circle of radius R centered at the origin, we have the following lemma.
Lemma 1. The circle ΣR with R = exp (1/2) is exceptional for the Stokes system.
Proof. Keeping in mind that (see, e.g., [16, Section 4])
Taking R = exp (1/2) we obtain the result.
Let us consider now the exceptional boundaries of not simply connected domains.
Proposition 2. Let Ω ⊂ ℝ2 be an (m + 1)-connected domain. Denote by 𝒫 the eigenspace in [Lp(Σ)] 2 of the singular integral system
Proof. As in the proof of [16, Lemma 12], one can show that
Theorem 3. Let Ω ⊂ ℝ2 be an (m + 1)-connected domain. The following conditions are equivalent
- (1)
There exists a Hölder continuous vector function φ≢0 such that
() - (2)
There exists a constant vector which cannot be represented in Ω by a simple layer potential;
- (3)
Σ0 is exceptional.
- (4)
Let φ1, …, φ2m+2 be linearly independent vectors of 𝒫 (see Proposition 2), and let cjk = (αjk, βjk) ∈ ℝ2 be given by
()Then det 𝒞 = 0, where()
Proof. The proof runs as in [16, Theorem 1] with obvious modifications. We omit the details.
5. Some Eigenspaces
We begin by proving the following result.
Lemma 4. Let . Then, for any x ∈ ℝn,
Proof. By the well-known Stokes identity we have
Then
In the same manner it is possible to show formula (29) for n = 2 and n = 4 after observing that, if n = 2, we have
Lemma 5. Let ζ1, …, ζn be differential forms in such that dζj = (−1) n−1νjdσ on Σ. One has ψ ∈ 𝒩p if, and only if,
Proof. It is easy to construct the differential forms ζ1, …, ζn. For example, one can take the restriction on Σ of the following forms: ζ1 = (−1) n−1x2dx3 ⋯ dxn, (j = 2, …, n). We remark that (37) holds if, and only if, the weak differentials dψj exist and
Let us prove that (39) holds if, and only if,
It is obvious that (40) implies (39).
Conversely, suppose that (39) is true. Define , where 0 < ε < min 0≤h<k≤mdist (Σh, Σk). Let be such that vk = 1 in . Since , we may write
Suppose now that (39) is true. From (40) it follows that
An integration by parts shows that
Taking the exterior angular boundary value (for the definition of internal (external) angular boundary values see, e.g., [20, page 53] or [21, page 293]), we have
Conversely, suppose (28) holds. Arguing again as in [9, pages 189-190], from (28) it follows that
The first term of the right hand side vanishes because of (47). As far as the second one is concerned, integrating by parts we get
Remark 6. Lemma 5 shows that the dimension of the kernel 𝒩p is infinite. However, if we consider the quotient space 𝒩p/Ξp, Ξp being the space of weakly closed differential forms in , we have dim (𝒩p/Ξp) = m + 1.
We conclude this section by recalling some properties concerning the following eigenspaces:
Proposition 7. The sets 𝒱+ and 𝒲− are linear subspaces of L1(Σ) and
A basis of 𝒲− is expressed by the fields {ψih, ν : i = 1, …, n(n + 1)/2, h = 1, …, m}. The simple layer potentials vih whose densities are ψik such that: , i = 1, …, n(n + 1)/2, h, k = 1, …, m, where ρi are rigid displacement in ℝn, specifically ρi(x) = ei, i = 1, …, n, and, for i = n + 1, …, n(n + 1)/2, ρi(x) = (eh∧ek)x, h = 1, …, n − 1, k = h + 1, …, n, h[n − (h + 1)/2]+ k = i.
In addition, every ψ ∈ 𝒲− has the property that , where v is the simple layer potential with density ψ.
Proposition 8. The sets 𝒱− and 𝒲+ are linear subspaces of L1(Σ) and
Finally, every function φ which is the restriction to Σ of a rigid displacement belongs to 𝒱−.
One recalls that if φ ∈ [L1(Σ)] n belongs to one of the eigenspaces 𝒱±, 𝒲±, then φ ∈ [Cλ(Σ)] n. This follows from general results about integral equations (see [8, Lemma 31] and [7, page 81]).
Remark 9. We can make the statement of Proposition 8 slightly more precise, saying that the simple layer potentials with density ψi are n(n + 1)/2 rigid displacement in Ω0 linear independent for any n ≥ 2, unless n = 2 and Σ0 is exceptional. Indeed, let us show that if n = 2 and Σ0 is not exceptional, such rigid displacements are linearly independent. Let ci be such that
6. Reduction of a Certain Singular Integral Operator
In the sequel du denotes the vector (du1, …, dun) whose elements are 1-forms, and .
Lemma 10. Let (w, q) be the double layer hydrodynamic potential of (17)-(18) with density u ∈ [W1,p(Σ)] n. Then, for x ∉ Σ,
Proof. Note that, even if one could prove (66)-(67) directly, it seems easier to deduce them from the similar results we have already obtained for the elasticity system (see [16, Section 3]). For k > (n − 2)/n, let be the double layer elastic potential with density u, that is,
Thanks to [16, Lemma 1], we know that
From [16, formula (5)] (where we set ξ = 1), letting k → +∞, we get
For the next lemma it is convenient to recall here two jump formulas proved in [16, Lemmas 2 and 3].
Lemma 11. Let . Let one write ψ as ψ = ψhdxh and suppose that (73) holds. Then, for almost every η ∈ Σ,
Proof. We have
Lemma 12. Let . Then, for almost every η ∈ Σ,
Proof. Let us write ψi as ψi = ψihdxh with
Remark 13. Whenever we consider external boundary values, we have just to change the sign in the first term on the right hand sides in (72), (74), and (75), while (79) remains unchanged.
Lemma 14. Let w be the double layer potential (17) with density u ∈ [W1,p(Σ)] n. Then T+,jw = T−,jw = μ[2δijΘh(duh) + ℋij(du) + ℋji(du)]νi a.e. on Σ, where T+w and T−w denote the internal and the external angular boundary limits of Tw, respectively, and Θh is given by (60) and ℋ by (64).
Proposition 15. Let be the following singular integral operator
7. The Dirichlet Problem
The aim of the present section is to study the representability of the solution of this problem by means of a simple layer hydrodynamic potential (15)-(16).
We will see that condition (4) is not sufficient to prove the existence of the solution in the class 𝒮p, but it must be satisfied on each Σj, j = 0,1, …, m.
We begin by proving the following result.
Theorem 16. Given , there exists a solution φ ∈ [Lp(Σ)] n of the singular integral system
Proof. Consider the adjoint of R (see (83)), , that is, the operator whose components are given by
Proposition 17. Given f ∈ [W1,p(Σ)] n, there exists a solution of the BVP
Proof. Clearly, there exists a solution of this BVP if, and only if, there exists a solution φ ∈ [Lp(Σ)] n of the singular integral system
In view of Theorem 16, there exists a solution φ of this system if, and only if,
Proposition 18. Let ah ∈ ℝn (h = 0, …, m). Let ψik, i = 1, …, n, k = 1, …, m, be the elements of the basis of 𝒲− given by Proposition 7. The pair
Proof. The pair (v0, r0) belongs to 𝒮p (for n = 2, see Remark 9). Obviously it satisfies the Stokes system, and it satisfies the boundary conditions since, thanks to Proposition 7,
Theorem 19. Given f ∈ [W1,p(Σ)] n, the Dirichlet problem
Proof. Suppose conditions (3) are satisfied. Let be a solution of the problem (96). Since on Σ, on Σh (h = 0, …, m) for some ah ∈ ℝn. The pair (v0, r0), where v0 and r0 are given by (100), solves the problem (103).
Conversely, if there exists a solution (v, r) of (103), the compatibility condition (4) has to be satisfied. Moreover, for any j = 1, …, m, (v, r) is the solution of the Stokes system also in Ωj. Therefore conditions (3) are satisfied for j = 1, …, m. These, together with (4), imply (3) also for j = 0. The uniqueness is known [7, Theorem 5.5].
Remark 20. The density (φ, ε) of (v, r) can be written as (φ, ε) = (φ0 + λ0, ε), where φ0 solves the singular integral system (97), and (λ0, ε) is the density of a simple layer potential which is constant on every connected component of Σ.
Remark 21. If n ≥ 3 or n = 2 and Σ0 is not exceptional, denoting by φ the density of the simple layer potential (15)-(16) obtained in Theorem 19, we have φ that solves the integral system of the first kind
If n = 2 and Σ0 is exceptional, we have the existence of a solution (φ, c)∈[Lp(Σ)] 2 × ℝ2 of the integral equation
Remark 22. Observe that the solvability of the Dirichlet problem (90) by means of a simple layer potential hinges on the singular integral system (97). Thanks to Proposition 15, the operator R′ provides a left reduction for such a system. This reduction is not an equivalent one, but, as in [25, pages 253-254], one can show that R′ is a weakly equivalent reduction (see definition in Section 3). Since the system Rφ = df is solvable, we have Rφ = df if, and only if, φ is solution of the Fredholm system R′Rφ = R′df. In this sense, such Fredholm system is equivalent to the problem (103).
In order to obtain a similar integral representation for the solution of the Dirichlet problem (90) when f satisfies the only condition (4), we need to modify the representation of the solution by adding an extra term.
By we denote the space of all pairs (v, r) written as
Theorem 23. Given f ∈ [W1,p(Σ)] n satisfying (4), the Dirichlet problem
Proof. Let v be given by (108); imposing the boundary condition, we get (the symbol w+ (w−) stands for the interior (exterior) value of the double layer potential (17) on Σ)