Abstract
Consider the limit \(\varepsilon \rightarrow 0\) of the steady Boltzmann problem
where \(M_{w}(x_0,v):=\frac{1}{2\pi (T_{w}(x_0))^2}\exp \big (-\frac{|v|^2}{2T_{w}(x_0)}\big )\) for \(x_0\in \partial \Omega \) is the wall Maxwellian in the diffuse-reflection boundary condition. We normalize
In the case of \(|\nabla T_{w}|=O(\varepsilon )\), the Hilbert expansion confirms \(\mathfrak {F}\approx (2\pi )^{-\frac{3}{2}}\textrm{e}^{-\frac{|v|^2}{2}}+\varepsilon (2\pi )^{-\frac{3}{4}}\textrm{e}^{-\frac{|v|^2}{4}}\big (\rho _1+T_1\frac{|v|^2-3}{2}\big )\) where \((2\pi )^{-\frac{3}{2}}\textrm{e}^{-\frac{|v|^2}{2}}\) is a global Maxwellian and \((\rho _1,T_1)\) satisfies the celebrated Fourier law
In the natural case of \(|\nabla T_{w}|=O(1)\), for any constant \(P>0\), the Hilbert expansion leads to
where \(\mu (x,v):=\frac{\rho (x)}{(2\pi T(x))^{\frac{3}{2}}}\exp \big (-\frac{|v|^2}{2T(x)}\big )\), and \((\rho ,u_1,T)\) is determined by a Navier–Stokes–Fourier system with “ghost” effect
with the boundary condition
Here \(\kappa [T]>0\) is the heat conductivity, \((\iota _1,\iota _2)\) are two tangential variables and n is the normal variable, \(\beta _0=\beta _0[T_{w}]\) is a function of \(T_{w}\), \(\tau ^{(1)}:=\lambda \left( \nabla _{x}u_1+(\nabla _{x}u_1)^t-\frac{2}{3}(\nabla _{x}\cdot u_1)\textbf{1}\right) \) and \(\tau ^{(2)}:=\frac{\lambda ^2}{P}\left( K_1\big (\nabla _{x}^2T-\frac{1}{3}\Delta _x T\textbf{1}\big )+\frac{K_2}{T}\big (\nabla _{x}T\otimes \nabla _{x}T-\frac{1}{3}|\nabla _{x}T|^2\textbf{1}\big )\right) \) for some smooth function \(\lambda [T]>0\), the viscosity coefficient, and positive constants \(K_1\) and \(K_2\). Tangential temperature variation creates non-zero first-order velocity \(u_1\) at the boundary (0.3), which plays a surprising “ghost” effect [26, 27] in determining zeroth-order density and temperature field \((\rho ,T)\) in (0.2). Such a ghost effect cannot be predicted by the classical fluid theory, while it has been an intriguing outstanding mathematical problem to justify (0.2) from (0.1) due to fundamental analytical challenges. The goal of this paper is to construct \(\mathfrak {F}\) in the form of
for interior solutions \(f_1\), \(f_2\) and boundary layer \(f^{B}_1\), where \(\mu _w\) is \(\mu \) computed for \(T= T_{w}\), and derive equation for the remainder R with some constant \(\alpha \ge 1\). To prove the validity of the expansion suitable bounds on R are needed, which are provided in the companion paper (Esposito 2023).
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1 Introduction
The diffusive hydrodynamic limit of the Boltzmann equation in the low Mach number regime is described by the incompressible Navier–Stokes–Fourier equations under the extra assumption that the initial density and temperature profiles differ from constants at most for terms of the order of the Knudsen number. Such behavior has been proved in several papers and an overview is provided in [23] and [13], to which we refer for a partial list of references on the subject. We also stress that a similar result can be obtained starting from the compressible Navier–Stokes equations, which converge, in the low Mach number limit, to the solutions of the incompressible Navier–Stokes equations [18].
When the density and temperature do not satisfy the above mentioned assumptions, the limiting behavior of the Boltzmann equation deviates from the Navier–Stokes–Fourier equations. Such a discrepancy, called “ghost effect” [27], shows up in the macroscopic equations with the presence of some extra terms reminiscent of the limiting procedure such as some heat flow induced by the vanishingly small velocity field. Thus they are genuine kinetic effects which would be never detected in the standard hydrodynamic equations. Y. Sone has given the suggestive name of “ghost effects” to such phenomena. The meaning of the name is that the velocity field \(u_1\) acts like a ghost since it appears at order \(\varepsilon \) in the expansion and still affects \(\rho \) and T at order 1. In [22] the local well-posedness of the time dependent equations is proven.
In this paper we confine our analysis to the stationary Boltzmann equation for a rarefied gas in a bounded domain with diffuse-reflection boundary data describing a non-homogeneous wall temperature with a gradient of order 1. In this situation the gradient of temperature along the boundary wall produces a flow called in literature thermal creep. For relevant physical background and discussion, we refer to [24].
We give a formal derivation of such new equations when the Mach number, proportional to the Knudsen number \(\varepsilon \), goes to 0, and prove their well-posedness. In the companion paper [12] we study the much more involved problem of the rigorous proof of such a derivation. Here we construct the formal solution by a truncated expansion in \(\varepsilon \) plus a remainder, both in the interior and in a boundary layer of size \(\varepsilon \). In view of the control of the remainder, we carefully prepare the expansion by truncating at the second order in \(\varepsilon \) in the bulk and at the first order in the boundary layer. Then a matching procedure allows to determine the boundary conditions for the limiting equations.
The explicit form of the equations for \((\rho , u_1, T, \mathfrak {p})\) is given in (0.2). The main difference between these equations and the incompressible ones is that \(\nabla _{x}\cdot u_1\) is not anymore zero but is related to the gradient of the temperature. This is the analog of the constraint \(\nabla _{x}\cdot u_1=0\) in the incompressible Navier–Stokes equations and is compensated by the Lagrangian multiplier \(\mathfrak {p}\) in the equation for \(u_1\). Moreover, in the equation for \(u_1\) there are the usual Navier–Stokes terms involving \(u_1\) and also a term \(\tau ^{(2)}\) depending on the first and second gradient of the temperature. In particular, the “thermal stress” \(\tau ^{(2)}\) is a new contribution different from the standard fluid theories. It is exactly this term that cannot be obtained from the compressible Navier–Stokes equation. The relevance of these equations, as also noted by Bobylev [5], is that they cannot be derived from the compressible Navier–Stokes equations. Let us notice that the particular solution corresponding to homogeneous initial condition for density and temperature is also solution of the incompressible Navier–Stokes equations.
We give also the proof of the existence of the solution to (0.2) under the assumption of small temperature gradient. The main difficulty in getting a rigorous proof of the hydrodynamic limit is the control of the remainder. This is achieved in [12].
Before stating the main results, we briefly introduce the history of the study of the ghost effect. Sone [25] and [19, 20] pointed out the new thermal effects in stationary situations. In [11], the equations from the Boltzmann equations in the time dependent case were formally derived, but without computing the transport coefficients. These equations were then discussed by Bobylev [5], who analyzed the behavior of the solutions in particular situations. He also showed that the thermodynamic entropy decreases in time. Finally, Sone and the Kyoto group exploited many other kinds of ghost effects in many papers [28, 29], both analytically and numerically and gave computations of the transport coefficients for the hard sphere case and for Maxwellian molecules. A detailed analysis can be found in [26] and [27] and references therein. Rigorous results in deriving the equations where obtained only in one-dimensional stationary cases [7, 8] and [1]. There are no rigorous results in the time dependent case, not even on the torus, but for [16] where the Korteweg theory is derived from the one-dimensional Boltzmann equation on the infinite line. We also refer to [15, 17] and the references therein.
1.1 Formulation of the Problem
We consider the stationary Boltzmann equation in a bounded three-dimensional \(C^3\) domain \(\Omega \ni x=(x_1,x_2,x_3)\) with velocity \(v=(v_1,v_2,v_3)\in \mathbb {R}^3\). The density function \(\mathfrak {F}(x,v)\) satisfies
Here Q is the hard-sphere collision operator
with \(\mathfrak {u}_{*}:=\mathfrak {u}+\omega ((v-\mathfrak {u})\cdot \omega )\), \(v_{*}:=v-\omega ((v-\mathfrak {u})\cdot \omega )\), and the hard-sphere collision kernel \(q(\omega ,|\mathfrak {u}-v|):=q_0|\omega \cdot (v-\mathfrak {u})|\) for a positive constant \(q_0\).
In the diffuse-reflection boundary condition
\(n(x_0)\) is the unit outward normal vector at \(x_0\), and the Knudsen number \(\varepsilon \) satisfies \(0<\varepsilon \ll 1\). The wall Maxwellian
for any \(T_{w}(x_0)>0\) satisfies
The boundary condition in (1.1) implies that the total max flux across the boundary is zero.
1.2 Notation and Convention
Based on the flow direction, we can divide the boundary \(\gamma :=\{(x_0,v): x_0\in \partial \Omega ,v\in \mathbb {R}^3\}\) into the incoming boundary \(\gamma _-\), the outgoing boundary \(\gamma _+\), and the grazing set \(\gamma _0\) based on the sign of \(v\cdot n(x_0)\). In particular, the boundary condition of (1.1) is only given on \(\gamma _{-}\).
Denote the bulk and boundary norms
Define the weighted \(L^{\infty }\) norms for \(T_M>0\), \(0\le \varrho <\frac{1}{2}\) and \(\vartheta \ge 0\) (see (4.7))
Denote the \(\nu \)-norm
Let \(\Vert \cdot \Vert _{W^{k,p}}\) denote the usual Sobolev norm for \(x\in \Omega \) and \(|\cdot |_{W^{k,p}}\) for \(x\in \partial \Omega \). Let \(\Vert \cdot \Vert _{W^{k,p}L^q}\) denote \(W^{k,p}\) norm for \(x\in \Omega \) and \(L^q\) norm for \(v\in \mathbb {R}^3\). The similar notation also applies when we replace \(L^q\) by \(L^{\infty }_{\varrho ,\vartheta }\) or \(L^q_{\gamma }\).
Define the quantities (where \(\mathcal {L}\) is defined in (2.2))
Throughout this paper, \(C>0\) denotes a constant that only depends on the domain \(\Omega \), but does not depend on the data or \(\varepsilon \). It is referred as universal and can change from one inequality to another. When we write C(z), it means a certain positive constant depending on the quantity z. We write \(a \lesssim b\) to denote \(a\le Cb\) and \(a \gtrsim b\) to denote \(a\ge Cb\).
In this paper, we will use o(1) to denote a sufficiently small constant independent of the data. Also, let \(o_T\) be a small constant depending on \(T_{w}\) satisfying
In principle, while \(o_T\) is determined by \(\nabla T_{w}\) a priori, we are free to choose o(1) depending on the estimate.
1.3 Main Theorem
Throughout this paper, we assume that
Theorem 1.1
Under the assumption (1.4), for any given \(P>0\), there exists a unique solution \((\rho ,u_1,T; \mathfrak {p})\) (where \(\mathfrak {p}\) has zero average) to the ghost-effect (0.2) and (0.3) satisfying for any \(s\in [2,\infty )\)
Also, we can construct \(f_1\), \(f_2\) and \(f^{B}_1\) as in (2.31), (2.32), (2.48) such that
and for some \(K_0>0\) and any \(0<r \le 3\)
2 Asymptotic Analysis
In this section we construct a solution to (1.1) by a truncated expansion in \(\varepsilon \) and determine the ghost effect equation in terms of the first terms of the expansion.
We seek a solution in the form
where f is the interior solution
and \( f^{B}\) is the boundary layer term
Here R(x, v) is the remainder, \(\mu (x,v)\) denotes a local Maxwellian which will be specified below and \(\mu _{w}(x_0,v)=\mu (x_0,v)\) the boundary Maxwellian. The parameter \(\alpha \ge 1\), will be equal to 1 in the companion paper [12].
We start to determine the first terms of the expansion. Inserting (2.1) into (1.1), at the lowest order of \(\varepsilon \), we have
This equation guarantees that \(\mu \) is a local Maxwellian. Denote
where \(\rho (x)>0\) and \(T(x)>0\) will be determined later in terms of the solutions of the ghost equations. Notice that this local Maxwellian does not contain the velocity field since we are assuming the Mach number of order \(\varepsilon \).
Linearized Boltzmann Operator Define the symmetrized version of Q
Clearly, \(Q[F,F]=Q^{*}[F,F]\). Denote the linearized Boltzmann operator \(\mathcal {L}\)
where for some kernels \(k(\mathfrak {u},v)\) (see [10, 14]),
Note that \(\mathcal {L}\) is self-adjoint in \(L^2_{\nu }(\mathbb {R}^3)\). Also, the null space \(\mathcal {N}\) of \(\mathcal {L}\) is a five-dimensional space spanned by the orthogonal basis
Denote \(\mathcal {N}^{\perp }\) the orthogonal complement of \(\mathcal {N}\) in \(L^2(\mathbb {R}^3)\), and \(\mathcal {L}^{-1}: \mathcal {N}^{\perp }\rightarrow \mathcal {N}^{\perp }\) the quasi-inverse of \(\mathcal {L}\). Define the kernel operator \({\textbf {P}}\) as the orthogonal projection onto the null space \(\mathcal {N}\) of \(\mathcal {L}\), and the non-kernel operator \({\textbf {I}}-{\textbf {P}}\). Also, denote the nonlinear Boltzmann operator \(\Gamma \) as
2.1 Derivation of Interior Solution
Further inserting (2.1) into (1.1), we have
Inspired by the continuation of the expansion, we also require an additional condition that
Note that we stop the bulk expansion at order \(\varepsilon ^2\), so we do not need the orthogonality with \(\mu ^{\frac{1}{2}}\) and \(|v|^2\mu ^{\frac{1}{2}}\).
2.1.1 Equation (2.3)
Lemma 2.1
Equation (2.3) is equivalent to
and for some \(\rho _1(x)\), \(u_1(x)\), \(T_1(x)\),
Proof
Equation (2.3) can be rewritten as
Then, by the orthogonality of \(\mathcal {L}\) to \(\mathcal {N}\), to satisfy (2.8) we must have
Note that
Then the first and third conditions in (2.9) are satisfied by oddness. The second condition in (2.9) can be rewritten in the component form for \(i\in \{1,2,3\}\) and summation over \(j\in \{1,2,3\}\)
Hence, (2.11) is actually (2.6).
Since \(T\nabla _{x}\rho +\rho \nabla _{x}T=0\), we deduce \(\frac{\nabla _{x}\rho }{\rho }=-\frac{\nabla _{x}T}{T}\). Thus, inserting this into (2.10), we have
Considering (2.8) and (2.12), we know
and (2.7) holds.\(\square \)
2.1.2 Equation (2.4)
Lemma 2.2
Equation (2.4) is equivalent to
and for some \(\rho _2(x)\), \(u_2(x)\), \(T_2(x)\),
Proof
Since the \(Q^*\) terms in (2.4) are orthogonal to \(\mathcal {N}\), we must have
Using (2.7), the first condition in (2.17) can be rewritten as
Since \(\mathscr {A}\) is orthogonal to \(\mathcal {N}\), the first term in (2.18) vanishes. Due to oddness, the \(\rho _1\) and \(T_1\) terms in (2.18) vanish. Hence, we are left with (2.13).
Similarly, the second condition in (2.17) can be rewritten as
Due to the oddness of \(\mathscr {A}\), the first term in (2.19) vanishes. For the same reason, the \( u_1\) term in (2.19) also vanishes. Thus we are left with (2.14).
Finally, the third condition in (2.17) can be rewritten as
Using the orthogonality of \(\mathscr {A}\) to \(\mathcal {N}\), we know
where \(\kappa \) is defined in (1.2).
Due to oddness, the \(\rho _1\) and \(T_1\) terms in (2.20) vanish, so the \(u_1\) term in (2.20) can be computed
Hence, (2.20) becomes
which is equivalent to (2.15).
Equation (2.4) can be rewritten as
and thus (2.16) holds.\(\square \)
2.1.3 Equation (2.5)
Lemma 2.3
We have the identity
Proof
We follow the idea in [4]. Denote the translated quantities
and
Note that translation will not change the orthogonality, i.e. for any \(s\in \mathbb {R}\)
Taking s derivative, we know
which is equivalent to
For the first term in (2.22), due to oddness and orthogonality, we can directly verify that
For the second term in (2.22), we have
Notice that for any g(v)
Hence, we have
For the third term in (2.22), we have
Inserting (2.23), (2.24) and (2.25) into (2.22), we have
Hence, we know that
This verifies (2.21).\(\square \)
Lemma 2.4
We have the identity
Proof
The proof can be found in [3, (60)]. A different derivation can be achieved by considering the expansion with respect to \(\varepsilon \) in \(Q[\mu _F,\mu _F]=0\) where
\(\square \)
Lemma 2.5
Equation (2.5) is equivalent to
where
Proof
Equation (2.5) is equivalent to
Using (2.16), (2.27) can be rewritten as
First Term in 2.28 For the first term in (2.28), by orthogonality, since \(\mathcal {L}^{-1}\) is self-adjoint, using (2.7), we have
Due to oddness, the \(\rho _1\) and \(T_1\) terms in (2.29) vanish. Hence, the first term in (2.28) is actually
where
and
Second Term of 2.28 For the second term of (2.28), we have
For the first term in (2.30), denote
Then denote
For the second term in (2.30), using identity (2.21), we obtain
Then we have
For the third term in (2.30), direct computation using (2.26) and oddness reveals that
Third Term of 2.28 For the third term of (2.28), due to oddness, \(u_2\) terms vanish, and thus we have
\(\square \)
2.1.4 Ghost-Effect Equations
Collecting all above and rearranging the terms, we have
and
where \((\rho ,0,T)\), \((\rho _1,u_1,T_1)\) and \((\rho _2,u_2,T_2)\) satisfy
-
Order 1 equation:
$$\begin{aligned} \nabla _{x} P=\nabla _{x}(\rho T)=0. \end{aligned}$$(2.33) -
Order \(\varepsilon \) system:
$$\begin{aligned} \nabla _{x}\cdot (\rho u_1)= & {} 0,\end{aligned}$$(2.34)$$\begin{aligned} \nabla _{x} P_1=\nabla _{x}(T\rho _1+\rho T_1)= & {} 0,\nonumber \\ \nabla _{x}\cdot \left( \kappa \frac{\nabla _{x}T}{2T^2}\right)= & {} 5P(\nabla _{x}\cdot u_1). \end{aligned}$$(2.35) -
Order \(\varepsilon ^2\) system:
$$\begin{aligned} \rho (u_1\cdot \nabla _{x} u_1)+\nabla _{x} \mathfrak {p}=\nabla _{x}\cdot \left( \tau ^{(1)}-\tau ^{(2)}\right) . \end{aligned}$$(2.36)
Here \(u_k=(u_{k,1},u_{k,2},u_{k,3})\),
and
for smooth functions \(\lambda [T]>0\), and positive constants \(K_1\) and \(K_2\) [5, 20, 26].
We observe that (2.33), (2.34), (2.35) and (2.36) are a set of equations sufficient to determine \((\rho , u_1,T, \nabla _{x}\mathfrak {p})\) uniquely once suitable boundary conditions are specified:
Notice that \(\mathfrak {p}\) enters in the equations only through its gradient so we are free to choose a definite value by imposing \(\int _{\Omega }\mathfrak {p}=0\).
Also, we are left with an additional requirement:
The higher-order terms of the expansion will be discussed in Section 3.
2.2 Normal Chart Near Boundary
In order to define the boundary layer correction, we need to design a coordinate system based on the normal and tangential directions on the boundary surface. Our main goal is to rewrite the three-dimensional transport operator \(v\cdot \nabla _{x}\) in this new coordinate system. This is basically textbook-level differential geometry, so we omit the details.
Substitution 1: Spatial Substitution: For a smooth manifold \(\partial \Omega \), there exists an orthogonal curvilinear coordinates system \((\iota _1,\iota _2)\) such that the coordinate lines coincide with the principal directions at any \(x_0\in \partial \Omega \) (at least locally).
Assume \(\partial \Omega \) is parameterized by \(\textbf{r}=\textbf{r}(\iota _1,\iota _2)\). Let \(|\cdot |\) denote the length. Hence, \(\partial _{\iota _1}\textbf{r}\) and \(\partial _{\iota _2}\textbf{r}\) represent two orthogonal tangential vectors. Denote \(L_i=|\partial _{\iota _i}\textbf{r}|\) for \(i=1,2\). Then define the two orthogonal unit tangential vectors
Also, the outward unit normal vector is
Obviously, \((\varsigma _1,\varsigma _2,n)\) forms a new orthogonal frame. Hence, consider the corresponding new coordinate system \((\iota _1,\iota _2,\mathfrak {n})\), where \(\mathfrak {n}\) denotes the normal distance to boundary surface \(\partial \Omega \), i.e.
Note that \(\mathfrak {n}=0\) means \(x\in \partial \Omega \) and \(\mathfrak {n}>0\) means \(x\in \Omega \) (before reaching the other side of \(\partial \Omega \)). Using this new coordinate system and denoting \(\kappa _i\) the principal curvatures, the transport operator becomes
Substitution 2: Velocity Substitution: Define the orthogonal velocity substitution for \(\mathfrak {v}:=(v_{\eta },v_{\phi },v_{\psi })\) as
Then the transport operator becomes
where \(R_i=\kappa _i^{-1}\) represent the radii of principal curvature.
Substitution 3: Scaling Substitution: Finally, we define the scaled variable \(\eta =\frac{\mathfrak {n}}{\varepsilon }\), which implies \(\frac{\partial }{\partial \mathfrak {n}}=\frac{1}{\varepsilon }\frac{\partial }{\partial \eta }\). Then the transport operator becomes
2.3 Milne Problem with Tangential Dependence
To construct the Hilbert expansion in a general domain, it is important to study the Milne problem depending on the tangential variable \((\iota _1,\iota _2)\). Notice that, in the new variables, \(\mu _{w}=\mu _{w}(\iota _1,\iota _2,\mathfrak {v})\). Set
Let \(\Phi (\eta ,\iota _1,\iota _2,\mathfrak {v})\) be solution to the Milne problem
with in-flow boundary condition at \(\eta =0\)
and the zero mass-flux condition
Theorem 2.6
Assume that \(\nabla _{x}T\in W^{k,\infty }(\partial \Omega )\) for some \(k\in \mathbb {N}\) and \(|T|_{L_{\partial \Omega }^\infty }\lesssim 1\). Then there exists
for \(\rho _w:=P T_{w}^{-1}\) and some \((\rho ^B(\iota _1,\iota _2), u^B(\iota _1,\iota _2),T^B(\iota _1,\iota _2))\) such that
and a unique solution \(\Phi (\eta ,\iota _1,\iota _2,\mathfrak {v})\) to (2.39) such that \(\widetilde{\Phi }:=\Phi -\Phi _{\infty }\) satisfies
and for some \(K_0>0\) and any \(0< r \le k\)
Proof
Based on [2] and [30], we have the well-posedness of (2.39). Also, estimates (2.44), (2.45) and (2.46) follow. Hence, we will focus on (2.47). Let \(W:=\frac{\partial \widetilde{\Phi }}{\partial \iota _i}\) for \(i=1,2\). Then W satisfies
Multiplying \(|\mathfrak {v}|^2\mu _{w}^{\frac{1}{2}}\) on both sides of (2.43) and integrating over \(\mathbb {R}^3\) yield
which, combined with the zero mass-flux of \(\widetilde{\Phi }\), further implies
Hence, W still satisfies the zero mass-flux condition. Also, notice that
Therefore, based on [2], there exists a unique \(W_{\infty }\in \mathcal {N}\) such that
In particular, since \(\widetilde{\Phi }\rightarrow 0\) as \(\eta \rightarrow \infty \), we must have \(W_{\infty }=0\). Hence, (2.47) is verified for \(r=1\). The \(r>1\) cases follow inductively.\(\square \)
Let \(\chi (y)\in C^{\infty }(\mathbb {R})\) and \(\overline{\chi }(y)=1-\chi (y)\) be smooth cut-off functions satisfying
In view of the later regularity estimates (see the companion paper [12]), we define a cutoff boundary layer \(f^{B}_1\):
We can verify that \(f^{B}_1\) satisfies
with
Due to the cutoff \(\overline{\chi }\), \( f^{B}_1\) cannot preserve the zero mass-flux condition, i.e.
The zero mass-flux condition will be restored with the help of \(f_2\) in (3.11).
2.4 Analysis of Boundary Matching
Considering the boundary condition in (1.1) and the expansion (0.4), we require the matching condition for \(x_0\in \partial \Omega \) and \(v\cdot n<0\):
In order to guarantee (2.50), we deduce that
This determines the boundary conditions for T.
In order to guarantee (2.51), due to (2.49), it suffices to require that at \(\eta =0\)
Lemma 2.7
With the boundary condition (2.40) for (2.39), and for \(x_0\in \partial \Omega \)
(2.53) is valid.
Proof
Using (2.31) and (2.42), we have for \(x_0\in \partial \Omega \)
With (2.54), we have
Since direct computation reveals that
in order to verify (2.53), it suffices to require
When (2.40) is valid, we know that
Also, due to (2.41) and orthogonality of \(\mathscr {A}\), we have
which, combined with (2.56), yields
Then clearly (2.55) is true.\(\square \)
3 Construction of Expansion
In this section, we will present the detailed construction of ghost-effect solution, \(f_1\), \(f_2\) and \( f^{B}_1\) based on the analysis in Section 2.4. Since the boundary conditions are tangled together, we divide the construction into several stages.
3.1 Construction of Boundary Layer \(f^{B}_1\)-Stage I
Since (2.40) involves \(\nabla _{n}T\), which is not fully provided by \( T_{w}\), we will have to split the tangential and normal parts of the boundary layer
Define
where \(\mathcal {H}^{(i)}\) for \(i=1,2\) solves the Milne problem
with the zero mass-flux condition
Denote
Since we lack the information of \(\Phi _n\) at this stage, we are not able to determine the boundary condition \(T_1=T^B\) yet. However, we can fully determine the boundary condition \(u_1=u^B\). Denote \(u_1=(u_{1,\iota _1},u_{1,\iota _2},u_{1,n})\) for the two tangential components \((u_{1,\iota _1},u_{1,\iota _2})\) and one normal component \(u_{1,n}\). Due to (2.41), we have
Due to oddness, the projection of \(\mathcal {H}^{(i)}\) and \(\mathcal {H}^{(i)}_{\infty }\) on \(v\mu _{w}^{\frac{1}{2}}\) only has contribution on \((v\cdot \varsigma _i)\mu ^{\frac{1}{2}}\). Hence, from (2.54), we deduce
where \(\beta _{i}\) are functions depending on \(T_{w}\). Due to isotropy, we know that \(\beta _1=\beta _2\), and we denote it \(\beta _0\). Hence, we arrive at
Lemma 3.1
Under the assumption (1.4), for any \(s\ge 1\), the boundary data of \(u_1\) satisfies
Proof
Taking \(\iota _i\) derivatives for \(i=1,2\) on both sides of (3.1), using (1.4) and (2.44), we conclude that
Then using (3.2), we obtain the desired estimates.\(\square \)
Remark 3.2
Note that the boundary condition of \(u_1\) only depends on \(T_{w}\) and \(\nabla T_{w}\) directly without referring to T in the bulk.
3.2 Well-Posedness of Ghost-Effect Equation
Based on our analysis above, the ghost-effect equation (0.2) will be accompanied with the boundary conditions (2.52), (3.2) and (3.3).
Theorem 3.3
Under the assumption (1.4), for any given \(P>0\), there exists a unique solution \((\rho , u_1,T; \mathfrak {p})\) (\(\mathfrak {p}\) has zero average) to the ghost-effect (0.2) with the boundary condition (3.4) satisfying for any \(s\in [2,\infty )\)
Proof
Simplified Equations Denote \(\overline{u}:=\rho u_1\). From the first and third equations in (0.2)
we have
From the second equation in (0.2) and (3.5), we have
Hence, we know
Furthermore, from the fourth equations in (0.2)
we have
Then we know
Setup of Contraction Mapping Collecting (3.5), (3.6) and (3.7), this is a system for the pair \((\overline{u},T)\). Then we can design a mapping \(W^{3,s}\times W^{4,s}\rightarrow W^{3,s}\times W^{4,s}:(\widetilde{u},\widetilde{T})\rightarrow (\overline{u},T)\)
where
Boundedness and Contraction Based on [9] and [6, Theorem IV.5.8], noticing the compatibility condition
we know that
Based on standard elliptic estimates [21], we have
Under the assumption
we directly obtain
Hence, we know that
Hence, this mapping is bounded.
By a similar argument, for \((\widetilde{u}^{[k]},\widetilde{T}^{[k]})\rightarrow (\overline{u}^{[k]},T^{[k]})\) with \(k=1,2\), we can show that
which yields
Hence, this is a contraction mapping.
In summary, we know that there exists a unique solution to (0.2) satisfying
and further
\(\square \)
Remark 3.4
Based on the first equation in (2.37), we have
Then we have
3.3 Construction of Boundary Layer \(f^{B}_1\)-Stage II
Now we can define the full boundary layer. Define
where \(\mathcal {H}^{(n)}\) solves the Milne problem
with the zero mass-flux condition
Denote
Here \(\partial _nT\) comes from the ghost-effect equation (0.2) and is well-defined due to Theorem 3.3.
Finally, we have the full boundary layer from (2.48):
Since the cutoff in \( f^{B}_1\) is only defined in the normal direction, we can deduce tangential regularity estimates from Theorem 2.6:
Theorem 3.5
Under the assumption (1.4), we can construct \( f^{B}_1\) such that for \(i=1,2\), some \(K_0>0\) and any \(0<r\le 3\)
From (2.54) and (2.42), this fully determines the boundary condition of \(T_1\):
3.4 Construction of \((\rho _1,T_1)\)
Theorem 3.6
Under the assumption (1.4), we can construct \((\rho _1,T_1)\) such that for any \(s\in [2,\infty )\)
Proof
The boundary condition in (2.54) and Theorem 3.5 imply that
Then we can freely define a Sobolev extension for \(T_1\) such that
We choose the constant
Then we can deduce that
where we have used \(\int _{\Omega }\mathfrak {p}=\int _{\Omega }(T\rho _2+\rho T_2)=0\).
Then based on (2.38), we have
and thus
Note that \(\rho _1\) is not necessarily equal to \(\rho ^B\) on \(\partial \Omega \). However, (2.53) can still hold due to (2.50).
Hence, we have shown that
\(\square \)
Remark 3.7
We assume that the remainder R satisfies
Hence, combining (3.8), (3.10) and (0.4), we know
3.5 Construction of \((\rho _2, u_2,T_2)\)
Theorem 3.8
Under the assumption (1.4), we can construct \((\rho _2, u_2,T_2)\) such that for any \(s\in [2,\infty )\)
Proof
Denote
Due to (2.49), we have \(|Y|\lesssim o_T\). Then we define \(u_2\) via \(u_2=\nabla _{x}\psi \) where \(\psi \) solves
Due to classical elliptic theory, we know that this equation is well-posed. In particular, due to (3.9), we know \(Y\in W^{3,\infty }(\partial \Omega )\). Then we have \(\psi \in W^{4,s}\) and thus \(u_2\in W^{3,s}\) satisfying
From Theorem 3.3 and the third equation in (2.37), we know that
We are free to take \(\rho _2=0\) in \(\Omega \), and thus \(T_2\) is determined and satisfies
Hence, we have shown that
\(\square \)
Remark 3.9
Such choice of \(u_2\) implies that on the boundary \(\partial \Omega \)
Hence, we know
and thus
We restore the zero mass-flux condition of \(\mu ^{\frac{1}{2}}+\varepsilon f_1+\varepsilon ^2 f_2+\varepsilon f^{B}_1\).
4 Remainder Equation
For sake of completeness, in this section we will present the remainder equation for R and report the main result in [12].
Now we begin to derive the remainder equation for R in (0.4), or equivalently the nonlinear Boltzmann equation (1.1). Denote
Denote \(\mathfrak {F}=\mathfrak {F}_{\text {a}}+\varepsilon ^{\alpha }\mu ^{\frac{1}{2}}R\), where
We can split \(\mathfrak {F}=\mathfrak {F}_+-\mathfrak {F}_-\) where \(\mathfrak {F}_+=\max \{\mathfrak {F},0\}\) and \(\mathfrak {F}_-=\max \{-\mathfrak {F},0\}\) denote the positive and negative parts, and the similar notation also applies to \(\mathfrak {F}_{\text {a}}\) and R.
In order to study (1.1), we first consider an auxiliary equation (which is equivalent to (1.1) when \(\mathfrak {F}\ge 0\))
with diffuse-reflection boundary condition
Here \(\mathfrak {z}=\mathfrak {z}(v)>0\) is a smooth function with support contained in \(\{|v|\le 1\}\) such that \(\int \hspace{-0.5pc}\int _{\Omega \times \mathbb {R}^3}\mathfrak {z}=1\).
The auxiliary system (4.1) is equivalent to
and due to orthogonality of Q, is further equivalent to
Remark 4.1
The extra terms
on the right hand side of (4.2) plays a significant role in justifying the positivity of \(\mathfrak {F}\) (see [12]). Clearly, when \(\mathfrak {F}\ge 0\), i.e. \(\mathfrak {F}=\mathfrak {F}_+\), the above extra terms vanish and the auxiliary equation (4.2) reduces to (1.1).
Inserting \(\mathfrak {F}=\mathfrak {F}_{\text {a}}+\varepsilon ^{\alpha }\mu ^{\frac{1}{2}}R:=\mu +\widetilde{\mathfrak {F}}_{\text {a}}+\varepsilon ^{\alpha }\mu ^{\frac{1}{2}}R\) into (4.2), we have
where
Hence, we know that the equation for the remainder R is
where
with
satisfying the normalization condition
The source term S includes the nonlinear terms and the terms of the expansion coming from higher orders and h is a correction on the boundary condition.
Lemma 4.2
We have
Proof
From (0.4), we know
Then due to (2.53) and (2.54), we know
Then the result follows by adding the \(f_2\) contribution.\(\square \)
Lemma 4.3
We have
where \(\mathscr {S}\) is defined in (4.4). The detailed expression is
where
for
and
Proof
This follows directly from (4.3).\(\square \)
We decompose
We further define the orthogonal split
where \(({\textbf {I}}-\overline{{\textbf {P}}})[{R}]\) is the orthogonal complement to \(\mathscr {A}\cdot {\textbf {d}}_{R}(x)\) in \(\mathcal {N}^{\perp }\) with respect to \((\cdot ,\cdot )_{\mathcal {L}}=(\cdot ,\mathcal {L}[\cdot ])_{\mathcal {L}}\), i.e.
In summary, we decompose the remainder as (4.6),
We can further define the Hodge decomposition \({\textbf {d}}=\nabla _{x}\xi +{\textbf {e}}\) with \(\xi \) solving the Poisson equation
We reformulate the remainder equation with a global Maxwellian in order to obtain \(L^{\infty }\) estimates. Considering \(\Vert \nabla _{x}T\Vert \lesssim o_T\) for \(o_T\) defined in (1.3), choose a constant \(T_M\) such that
Define a global Maxwellian
We can rewrite (4.5) as
where \(R_M=\mu _M^{-\frac{1}{2}}\mu ^{\frac{1}{2}}R\), \(S_M=\mu _M^{-\frac{1}{2}}\mu ^{\frac{1}{2}}S\), \(h_M=\mu _M^{-\frac{1}{2}}\mu ^{\frac{1}{2}} h\) and for \(m_{M,w}:=\mu _M^{-\frac{1}{2}}\mu ^{\frac{1}{2}}(x_0,v)m_w(x_0,v)=M_w\mu _M^{-\frac{1}{2}}\)
Denote the working space X via the norm
In the companion paper [12], we prove the following:
Theorem 4.1
Assume that \(\Omega \) is a bounded \(C^3\) domain and (1.4) holds. Then for any given \(P>0\), there exists \(\varepsilon _0>0\) such that for any \(\varepsilon \in (0,\varepsilon _0)\), there exists a nonnegative solution \(\mathfrak {F}\) to the equation (0.1) represented by (0.4) with \(\alpha =1\) satisfying
and
where the X norm is defined in (4.8). Such a solution is unique among all solutions satisfying (4.9) and (4.10). This further yields that in the expansion (0.4), \(\mu +\varepsilon \mu (u_1\cdot v)\) is the leading-order terms in the sense of
and
where \((\rho , u_1,T)\) is determined by the ghost-effect equations (0.2) and (0.3).
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Acknowledgements
Y. Guo was supported by NSF Grant DMS-2106650. R. Marra is supported by INFN. L. Wu was supported by NSF Grant DMS-2104775. The authors would like to thank Kazuo Aoki and Shigeru Takata for helpful discussions. Also, the authors would like to thank Yong Wang for his comments.
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Esposito, R., Guo, Y., Marra, R. et al. Ghost Effect from Boltzmann Theory: Expansion with Remainder. Vietnam J. Math. 52, 883–914 (2024). https://doi.org/10.1007/s10013-024-00686-y
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DOI: https://doi.org/10.1007/s10013-024-00686-y