Hydrodynamics in Two Dimensions and Vortex Theory : Physics
Hydrodynamics in Two Dimensions and Vortex Theory : Physics
Hydrodynamics in Two Dimensions and Vortex Theory : Physics
1. Introduction
In this paper we deal with an incompressible, viscid or inviscid fluid in two
dimensions and study the connection between the equations governing the motion
of such a fluid and the vortex theory. Furthermore we investigate some aspects of
the hydrodynamical equations that, in particular, will suggest a quite natural
proof of the existence and uniqueness of the solutions for a wide class of initial
conditions.
It is well known that an incompressible and viscous two dimensional fluid,
under the action of an external conservative field, is described by the following
evolution equations
~(
du2 dtti
ω(x, t) = curl w(χ, t)=- — , (1.1)
oxί ox2
0010-3616/82/0084/0483/S04.20
484 C. Marchioro and M. Pulvirenti
(1.3)
lϊx1 ...xN^>x1(t)...xN(t) is the solution of the initial value problem (1.3), (assuming
that such a solution exists and is unique) then the signed measure ωf(dx)
N
= Σ a^^^idx) [here δJ^dx) denotes the Dirac measure based on x] satisfies the
following identity:
^ ω f ( / ) = ωf[(Mo-P)/] (1.4)
otherwise.
In fact, by a direct computation,
i= 1
Σ aι Σ β/
i=l j*i
ωf[(M0 F ) / ] . (1.7)
Vortex Theory 485
Thus Eq. (1.4) is a weak version of the E equation, except that the self-energy factor
(that would give an infinite contribution) is neglected in the definition of the
velocity field.
The problem of finding a rigorous connection between the evolution problems
(1.3) and (1.4) in case v = 0 arises quite naturally. What is expected to be true is the
following. Let ω be a sufficiently smooth initial condition for the E equation and
N
conditions for the initial value problem (1.3)]. Then ωf would approximate ωp the
solution of the E equation with initial datum ω.
Although such an approximation problem has been widely investigated for
numerical purposes (see [2] for example), as far as we know it has not been solved
(see [3, p. 110]). In this paper we treat this problem, also in the presence of
viscosity, giving a precise connection between the NS equation and a generaliza-
tion of the vortex theory.
We describe the basic idea. The E equation in two dimensions is described by
characteristics. In fact, by a direct inspection of the equation, we realize that each
molecule of vorticity evolves under the force field generated by all other molecules.
Such an idea has been used by Kato (and previously by other authors) to obtain an
existence and uniqueness theorem for classical solutions of such an equation [4].
The presence of the Laplace operator in the NS equation suggests the use of
stochastic characteristics in place of deterministic ones. Such a natural idea has
already been used in [5] to give a derivation of the NS equation 1 . Other attempts
in this direction, different and independent from ours, are going to be developed
[6].
Our approach is the following. We first deal with a regularized version of the
initial value problem associated to (1.1), i.e. we replace g by gε, a smooth function
different from g in an ε-sphere around the origin. For such a new initial value
problem we prove existence and uniqueness of the solutions, by the use of the
contraction principle (Sect. 2).
The techniques used in Sect. 2 are inspired by the approach proposed by
Dobrushin in [7] for the Vlasov equation that is very similar to the E equation.
The only difference with our case is that we deal with stochastic differential
equations in place of ordinary differential problems, in order to take into account
the viscosity term. The main part of the results of this section have also been
obtained by McKean [8] in a different physical context.
In Sect. 3 we remove the cutoff, proving that the above solutions are a
convergent sequence when £->0. In particular we obtain, for a large class of initial
conditions, an existence and uniqueness theorem by means of a constructive
procedure.
In Sect. 4 we show that a system of N vortices, interacting via a potential g&
under a stochastic perturbation, has a solution which converges to the solution of
the NS equation in the limit N-+oo and ε = ε(JV)^0, once the initial datum of the
vortex systems approach the initial datum of the NS equation, at time zero.
1 It is also the basis of a numerical method due to Chorin for the study of slightly viscous flow: J.
Fluid Mech. 57, 785 (1973)
486 C. Marchioro and M. Pulvirenti
All the results we obtain hold for the NS equation as well as for the E equation,
all our estimates being independent of v, with the exception of Sect. 4 in which a
stronger result is obtained for the deterministic case.
We finally remark that from the point of view of our approach, we are
interested in weak solutions of our initial value problems. In the case of sufficiently
smooth initial conditions, the uniqueness guarantees that we actually obtain
classical solutions, which, as it is known, do exist.
2. Regularized Problem
Let M be a separable and complete metric space, with a uniformly bounded metric
d\M x M->IR"\ Let Jί(M) be the space of the Borel, signed measures on M and
Ji + {M) its positive part. For all με Ji(M) let us denote μ + and μ~ the positive and
negative part of μ according to the Jordan decomposition of μ and ||μ||
+ \dμ~ its total variation. We introduce the following spaces
Ji+(M;a,b)={μεMM)\\\μ+\\=a,\\μ-\\=b}.
A metric topology can be given on Ji{M,a,b) in the following way. Let
μ,veJi+(M, 1) and ^(μ, v) be the set of all joint representations of μ and v. We
recall that a joint representation P is a probability measure o n M x M such that
$P(dx,dy)f(x)=$μ(dx)f(x),
\P(dx,dy)f{y)=\v(dy)f{y),
for all Borel functions / .
We define:
Rϊ{μ,v)= pmiJP(dx,dy)d(x,y). (2.3)
,), (2.4)
\a a)
and if μ, ve Jί(M, a, b) we put
(2.5)
The topology induced by the metric (2.5) is equivalent to the weak convergence
topology on Jί(M, α, b) and makes it separable and complete. We specialize the
+ + + + 2
For notational simplicity we put Ji =Ji {β?\ Jΐ {a) = Jί (1R ,al Jί(a,b)
With the above tools we shall treat a regularized version of the NS equation.
2
Let g be the fundamental solution of the Poisson equation in 1R and gε defined as
1
gε(r) = g(r) if | r | ^ ε and arbitrarily extended to an even C^IR ) function such that
L 2
\gE(r)\S\g'(r)\, |ffe"(r)|g|0"(r)|. Defining Kε(x) = (V gε) (\x\), xeR we have:
+
Theorem 2.1. Let ωeJi{a ,a~) and vϊ O. There exists a unique function
R + Bt-*ωεteJ?(a+,a~) with the following properties: for all /e^^IR 2 ), such that
2
IF/I and ΔfeLJR )
(2.6)
ω'0
where
uε{x,t)=\Ke(x-y)of,{dy). (2.7)
with — = v.
Proof. Let T > 0 and Ji(a*\a T) the space of the continuous functions
[0,T]9i-^^e^(a+,a~). (2.10)
where ft = {μί} t e [ O f Γ ] .
Let (Ω, Σ, P) be a probability space (such space will not play any significant role
in the rest of the section) and w a standard Wiener process on it.
We consider the processes solutions of the following stochastic differential
equation
Denoting by x-(ί, x) the unique process solution of (2.12) starting almost surely
from x at time zero, and by E the expectation with respect to P, we have the
following estimate
g(xt(5, x), 5 ) - ul(x2(s, x), 5)| + \ul(x2(s, x), 5)-t/ε2(x2(5, x), s)\}
0
l(dy) [Kε(Xl(s,x)-y)-Kε(x2(s,x)
0
+ If Kε(x2(s, x) - y) [μl(dy) -
0
x 1 (s, x), x2(s, x))
ί
+ s
\ds{a lP +(dy1,dy2)\Kε(x2(s,x)-y1)-Kε(x2(S,x)-y2)\
0
,2± ,,2±N
for all
(2.16)
b J
that implies (2.14).
+ +
We define the following map Jί{a ,a" T)^Jί{a ,a~ T),
where Pf( \y) are the transition probabilities of the process solution of (2.12) with
+ 2
μf replaced by μ. Obviously S^ωe^(a , a"). Moreover, for all fe C2(IR ) such that
\Vf\ and Δf are bounded, the following holds [10]:
(2.19)
+
We prove that the map μ-+S^ω is a contraction in Jί(a , a~ T) for small T as
consequence of (2.14). Putting ω\ = S^ω, we define Q^(dxvdx2) via the relations:
±
j Qf{dxv dx2) f{xv x2) = —^ J ω (Jx) E^fix^t, x), x 2 (ί, x)] . (2.20)
a
ι± 2± 1
ω ω \ _ . . . * , , ω _ ,
Then Q^eΉl—r-,—+- . Thus, integrating both members ofΛ (2.14) with
\a- a~ j a
and summing
R(ωl,ω?) ^ (2αLε exp2αLεT) j ds ^(μ,1, μ s 2 ). (2.21)
o
From (2.21) we obtain the existence of a unique fixed point of the map μ-+S^ω
for small T and hence a unique solution of the initial value problem (2.6). Such a
solution may be extended to arbitrary times so the proof is complete. •
Remark. Theorem 2.1 deals in particular with the regularized Euler problem. In
this case
x)dx9 (2.22)
where y-*Tfy is the solution of the initial value problem
d _
(2.23)
and hence
£[d(x(ί, x), x(ί, y))] ^ |x — y\ exp 2αLεί, that implies
(2.27)
E[φc(t, x), x(ί, 3;))] ^ d(x, y) exp2αLεί
because E[d(x(ί, x), x(ί, 3;))] ^ 1.
We define P^ by
J P^ίdx, dy) /(x, y) = J P * ^ , dy) £[/(x(ί, x), x(ί, y))] (2.28)
jtωt(f)=ω,[{u-V)n+vωt(Af)
(3.1)
Vortex Theory 491
2 2
for all /eC2(IR ), such that |F/|, ΔfeLJJR ), where
u{x,t)=\K{x-y)ωt{y)dy
λ 2 (3 2)
κ{x)={V g)(\x\), xeR . '
Moreover
ωt{f)=\imω*{f) (3.3)
for all fe C n L ^ ϊ R 2 ) and the above limit holds uniformly in v and t on compact sets.
Finally, there exists a unique solution of the following stochastic differential
equation
dx(t) = u(x{t\ ήdt + σ dw(t) (3.4)
once specified the distribution of the random variable x{ ), and denoting by Pt(dx\y)
lω1{x)dx=\Pt(A\y)ω{y)dy. (3.5)
A
We need a preliminary lemma (essentially Lemma 1.4 in [4]), whose proof will
be postponed to the end of the section.
Lemma 3.1. Let t->ωt(x) be a family of LίnLao(ΊR2) functions such that
ϊ\ωt(y)\\Ke(x-y)\dy^c1{Ai+A2), (3.7)
J|ω f ()0|\K ε (x-y)-K ε (x'-y)\dy ύ2Cl{Ax+ A2)φ(x9x'), (3.8)
where
ψ{x,x') = φ{\x-x'\),
ίr(l-lnr) if 0<r<l
( 1 9 )
if r i s
i.
Proof of Theorem 3.1. We first observe, by general properties of the diffusion
processes with smooth drift, (see e.g. [10]) that, if ωeL1nLOD(ΊR2), then
Let xε(ί), xε'(t) be two processes constructed in Theorem 2.1, with ε > ε ' > 0 , and
starting from xelR 2 at time zero almost surely, then <P—1),
+ \uε(xε'(s),s)-uE,(xε'(s),s)\}. (3.10)
492 C. Marchioro and M. Pulvirenti
c*'(s)-J')l] (3.14)
Since
j dy ωl(y) Kε(xe'(s) - y) = j dy ω(y) £,[K e (x e '(s) - /(s))], (3.15)
we obtain
J5*D J dy(ω%y) - ofs{y)) Kε(x°'(s) - y)\]
= EXU j dy ω(y) Ey[Kε(x*'(s) - /(s)) - Kε(x°'(s) - / ( s )
|^ j y
. (3.16)
Thus
ω~(y)
:-/(s))-Xε(x-/(s
J
(3.17)
Vortex Theory 493
Defining, finally:
1
ί ^ ^ } ϊ ( 3 . 1 8 )
we obtain
f
]sY2{εiε 9s)9 (3.20)
where
Then if x o < 1,
-e~Bt) if h<\
= l+B{t-t0) if fe^l,
where
and if x 0 ^ 1,
h(
The last term in (3.30) goes to zero as ε->0 by (3.27) and standard arguments. Thus
(3.29) follows since η is arbitrary.
Moreover
ωί[(« F ) / ] = l i m ω ? [ ( M ί - F ) / ] (3.31)
ε->0
2
for all feC^lR2) such that
Proof of (3.31).
The first term on the right hand side of (3.32)—»0 because of (3.3) since (u- V) f is a
continuous and bounded function by virtue of (3.28) and Lemma 3.1.
The second term on the right hand side of
f |tt(χ,ί)-«β(χ,ί)l
\x\<r
where X({ }) is the indicator of the set {}. Then, j ...dx~+0 because of (3.29)
\x\<r
and the dominated convergence theorem. Hence by (3.3),
The processes starting almost surely form x at time zero and satisfying
dx\t) = ΰε(xε(t\ t) dt + σdw(ή, (3.39)
where
ΰε(x, t) = J Kε(x - y) ωt(y) dy (3.40)
are a Cauchy sequence in 8$. By Lemma 3.1 we have <P = 1>,
Proceeding as above we get E(<i(xε(ί) — xε'(t))) ^ fi(O(ε), ί) and hence the existence of a
ε
process such that x(t) = limx (ί) in J*. Moreover the differential of x(t) is w(x(ί), t) dt
+ σdw as follows by the use of the same arguments leading to (3.41). To complete
the proof it remains to show the uniqueness of the solution and of the process we
have constructed. Let ω-^ώt be another solution of the NS equation such that
ώtEL1nLa0{]R2). Proceeding as in the existence part one can prove that
R(ώvωε)->0 and hence the uniqueness follows. In the same way one proves the
uniqueness of the process. If x(t) is another process satisfying (3.37), by (3.41) it
ε
follows that || 3c — x ||—>0 and this concludes the proof. •
Proof of Lemma 3.ί. By definition of gε there exists a constant c > 0 such that
dxf x
496 C. Marchioro and M. Pulvirenti
Hence
(3.43)
To prove (3.8) we put r = | x - x ' | and Λ = {y\\x-y\^2r}. If r>ί then (3.8)
follows by (3.7). Otherwise
We have
u u
j i c y
/. (3.45)
On the other hand, for all x" in the segment (x,x;) one has \x" — y\>^\y — x|, and
hence
I ...dy. (3.46)
llJ*. D (3.47)
2r Q
(4Λ)
Vortex Theory 497
Defining
μ?{dx)= Σ « Λ - ( t ) (4-2)
±
with Hμ^H = α , we have:
2
Theorem 4.1 (Mean field limit). Leί v = 0 αnrf ωeL1nLO3(ΊR ) such that
+
ωdxeJi{a ,a~). For all μ^ such that
limε(N) = 0
t/zen
and hence Theorem 4.1 is proved by virtue of (3.3), that implies R(ωt, ωf) N_>oo >0,
and assumption (4.4). •
We consider now the viscous case. To simulate the solution of the Navier-
Stokes equation in terms of a finite dimensional motion, a natural idea would be to
study the vortex dynamics perturbed by a white noise.
More precisely, for all positive ε>0, we consider the following stochastic
differential equation
dX + {t)=UΪQCMdt + σdW(t)9
(4.11)
498 C. Marchioro and M. Pulvirenti
where
i=ί...N,
(4.12)
2
σ
σ
— = v,σ>0;
2iV
and W is the standard Wiener process in IR .
Equation (4.11) describes the motion of N identical vortices with positive
1
circulation given by ^ i V " and N identical vortices with negative circulation
γ
given by —a~N~ . (We assume all vortices of the same intensity for the sake of
simplicity.)
We fix a sequence of positive numbers ε = ε(]V) such that lim ε(]V) = 0. The
N-> oo
process XN(t,XN) = {xf±(t,XN)}^1 solution of (4.11), starting almost surely from
XN = (Xχ,Xΰ) is uniquely determined by a±, N, a,ndXN.
We define the following family of measures in Jί(α+,α~) for ίe[0, T] :
a+f(xΓ(t,XN))-a-f(x?-(t,XNm, (4.13)
Λ= 1
2 +
Theorem4.2. Let v>0, ωeZ^nL^fΊR ) such that ω(dx)eJί(a ,a~). Then, for
ω^-a.a. XeΓ, there exists a sequence such that
1 +
Hmμ o (/;X^) S ΠmJV- £ {a f(x + )-a-f(χ7)}=ω(f) (4.14)
and
lim μt(f ;XN) = ωt(f), t>0 (4.15)
[XN{t,X;ρ))i9 (4.16)
where X = {x* }t°L x e Γ. Then XN(t,X ρ) is, for all ί, a family of random variables in
(Ω00, Σ 0 0 , P$), where P^3 = ( P 0 x p o ) N a n d p o i s l h e Wiener measure (supported on
the trajectories of Ω starting from 0). Obviously xf ± (ί,X;ρ) depends only on XN
and ρ^ ...ρN. The process (4.16) is a realization of the solution of (4.11). Such a
solution may also be thought of as realized on (Ω00, Σ°°, P£), where
00
P ^ = ]^J (P x + x PxΓ) and where j Px(dη) f(η) = J P0(dη) f(η — x). Denoting it by
±
{xf (ί, I)}, then
i= 1
Then
Λ ί / , ^ ) - J P£(d|) /if(/ ξ). (4.19)
where
ug(y, s) = J Kε(y - x) μ»(dx ξ). (4.21)
We have to estimate R(ωt,μt( ;XN)). Then
R(ωp μt( ;XN)) ^ R(ωt9 ω?) + R(ω?, μt( ;XN)), (4.22)
where ω^ = ωεt(N\ lΐε = ε(N)->0 when N->oo the first term in the right hand side of
(4.22) goes to zero by (3.3). To estimate the second term in the right hand side of
(4.22), we try an estimate for each trajectory.
2aUT
R(ω?,ώf(-\ξ))ύ2aLεe JdsK(ω* μf( ξ)). (4.25)
o
Furthermore, realizing that xN±(t, ξ;ξ^) = xf ± (ί, ξ), we have
(4.28)
This implies
^(t,ξ;)7l),xΛ'(ί,|;^2))^|)7ι(ί)-)72(ί)[exp2LεαΓ, (4.29)
and hence
d(xN(t,ξ;ηi),xN(t,ξ;η2))Sd(ηι,η2)e2^τ. (4.30)
Denoting by v^( ξ) the positive and negative part of vw( ; | ) , putting λ±(dη)
= \ω±(x)dx § PJdη) and λ — λ+—λ~, we define joint representations
Q±e(£{{a±)~ιμ^±{- ξ), ( α * ) " 1 ώf*(• ξ)) via joint representations
Q ± 6«ίf((a ± Γ 1 v±( > | ) > ( α ± Γ U ± ) = ^ :
$Q±(dxJy)f(x,y)=$Q±(dη,dQ)f(xN(t,~ξ;η),xN(t,ξ~;Q)). (4.31)
Vortex Theory 501
&N±
— i h μ'+~ (
a~
S inf [Q±{dxjy)d(x,y)
= inf lQ±{dη,dQ)d{xN{t9ξ;η\xN(t,ξ;ρ))
S inf ΪQ±{dη,dρ)exp2LεaTd(η,ρ)
(^#^) (4.32)
and hence
2 L T
^ ? v N ( - , ξ ) , λ ) . (4.33)
Defining λ00 = —:Γ x -3- as a probability measure on (Ω00,1"00) we prove that for
λ^-almost all ξ
where ί are rational instants in [0, T] and τ4f = [αf, b ), α , b^elR2 α?, b", α = 1,2 are
rational numbers.
By the strong law of large numbers, there exists a set Ω°° C Ω°° such that
^ ( Ω 0 0 ) - ! and for all ξeΩ™
± N χ±
ς i V A > Λ
± ^ ί i ί k ' ^ Δ ί i ί k vsί J V ^ ^ + \ t l t k
h v+ Ji)
α
ί=1
)=^~ 1 Σ iα
^ - * , )i4) = const | ί Λ - ί / . (4.38)
Hence
admits a vortex description. A fluid in which the velocities field has a cyclindrical
symmetry and lies in a plane containing the symmetry axis preserves the same
structure at any time. Thus this system may be described in terms of a two
dimensional fluid in half plane.
Finally, an interesting problem is the study of the vortex theory and the mean
field limit in bounded regions. In this case the Green's function has to be modified
and the right boundary conditions for E and NS equations have to be taken into
account. The Euler case follows from our analysis with minor modification while
the Navier-Stokes case seems to be more complicated. This is because the right
boundary conditions on the velocity (i.e. (7 = 0 on the boundary) imply rather
complicated boundary conditions on the vorticity.
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Communicated by J. Glimm