Applications To Maxwell S Equations 4h5pmd5e8x
Applications To Maxwell S Equations 4h5pmd5e8x
Applications To Maxwell S Equations 4h5pmd5e8x
Mathematics
(cs) zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
ε u tΐ + u
σ t + L(u)u = 0
when the small parameter ε > 0 tends to zero. There are two main
questions which are related: (A) whether the solutions of (cs), which we
denote by uε , tend in some sense to a solution of the parabolic system
and (B) to compare in some sense the solutions of (cs) to any solution of
(qs) that can be obtained independently.
Singular perturbation problems of this type are extensively considered
in Lions' book [4], in which however the above type of "hyperbolic - »
parabolic" convergence is studied only in the linear case. We present here
some results for the quasi- linear case in a rather special situation, consid-
ering three- dimensional vectors u = u(x,t) defined on a bounded region
Ω x[ 0, + oo[ of R 3+ 1 (although the method of proof suggests that a
proper extension would provide results in any number of dimensions). A
more stringent limitation is that the coefficients of the elliptic operator
L{u)u depend only on the spatial derivatives of u; suitable dependence on
u and ut could be allowed, although it seems possible to obtain ap-
propriate results only if this dependence is on e1/ 2ut rather than on ur
in
112 ALBERT MILANI
The results we obtain are local in time, and we make essential use of
both the strong ellipticity ofzyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHG
L(u) and of the presence in (cs) of the
"positive" dissipation term uσ t (we mention in passing that such a term is
essential also in investigating the long time behavior of the solutions of
(cs); see [7]). We are motivated in our study by the "approximation"
problem that arises when displacement currents are neglected in the
determination of the electromagnetic field in a ferromagnetic material.
Such neglect, which is usual for instance in the study of transformer cores,
has the effect of reducing the complete system CS of Maxwell's equations,
which is of hyperbolic type, to the parabolic type system of the quasi- sta-
tionary equations QS. These systems are quasi- linear, because of the
nonlinearity of the magnetic characteristic in ferromagnetic materials; and
it is precisely in this case that displacement currents are known to be
negligible. A first step in studying the related singular perturbation
problem was taken in [6], where we provided results in all of R 3 showing
that indeed the reduced equations QS are the singular limit of the
complete equations CS at the vanishing of the dielectric constant ε.
However, since the quasilinear nature of the equations is due to the
electromagnetic field in a ferromagnetic material, it is physically more
relevant to obtain the same results in a bounded region of space. This in
general presents more difficulties, both because fewer results are available
for the initial- boundary value problem for quasi- linear hyperbolic sys-
tems, and because the (rather standard) technique that is used to obtain
the necessary stability estimates on the solutions of CS in the whole space
would not be effective in a bounded domain, due to the presence of
boundary conditions and the prescription of compatibility conditions on
the initial data that make direct differentiation of the equations with
respect to the space variables of no use. The aim of this work is to show
how, using only differentiation with respect to time, it is possible to
establish for the bounded domain case essentially the same type of
estimate and results that were obtained in [6] for the whole space case.
Differently than in [6], we shall not consider Maxwell's equations directly,
which are a first order system, but rather transform them into a second
order system of the type (cs), using scalar and vector potentials for the
fields, with a procedure already followed in [8]. We conclude by mention-
ing that when the magnetic characteristic is linear, Lions' techniques can
be applied directly to the Maxwell equations; an illustration of this can be
found in [9].
3
2. Let Ω c R be a bounded open
The singular limit problem. zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQ
domain with smooth boundary 3Ω . We consider the following initial-
uε = uε (x, ί ) e R 3 , x 6 ί l , / > 0:
boundary value problem forzyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJ
(2.1) ou[ -
in Ω ,
(2.2) « e ( 0) = zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLK
uOε , u'M = ulε
(2.3) «εl 9 Ω = 0
where ε and σ are positive constants, u' = du/ dt, djU = {9 M , fyw2, 3yt/ 3}, /
/
1
djUh = duh/ dxj etc.; the α / y's are 3 X 3 real valued matrices satisfying
t
aiJ = β i 7 and du represents the collection of all first order spatial deriva-
tives of u. We assume that for all (sufficiently regular) vector functions
p(x, t) e R 3, the (linear) operator
3
L(p)u= - Σ fl, y (p)9, 9/ w
we also assume that the matrices α / y are at least three times continuously
differentiable, with uniformly bounded derivatives, so that L{p), consid-
ered for each fixed p as a linear operator between two Banach spaces, has
uniformly bounded derivatives:
(2.5) Vp, \\L^(p)\\<δ k, 0<k<3,
the norm being that of the proper spaces of linear functional (this
assumption might be somewhat relaxed, assuming instead for L{p) a
polynomial growth of suitable degree). We have explicitly noted in (H ε )
the dependence of the unknown u on the parameter ε, since we want to
compare this system with the reduced parabolic system
(2.6) u
σ '- atj(du)dtdju = 0
in Ω ,
(2.7)
(2.8) =0
w
σ n;
where wn is a given sequence. Then, given a pair of smooth vector
functions {w^v^}, we generate a finite sequence w7 = ^ ( H ^ H ^ ) by
setting
WO
= M ;
O; ^ = ^ 5
w2 = - ε ~ ι {L(dwQ)w0 + w
σ λ );
1 /
w3 = - ε~ {L (3vv0)(9w1)w0 + £ ( 9 ^ ) ^ + σw2 };
1 //
w4 = - ε" {L (3w0 )(3w1 , 3w1 )w0 + L'(dwo)(dw2)wo
We are now ready to state our main results. U nder the assumptions
(2.5), (2.6), (3.1) and (3.2) we claim:
TH EOR EM 2.zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
There exist a subsequence {uε } and a vector function u
such that uε - > u in L°°(0, Γo ; H 4) weak* and C(0, Γo ; H 3) uniformly;
u'ε - * u' in L 2 (0, T o; H 3) weak and u is the unique solution of (P) with
u0 = w- lim ε_> 0 uOε in H 4.
(H ere and in the sequel, w- lim and s- lim mean limits taken respec-
tively in the weak and in the strong topologies). We note from Theorem 2
that we do not have uniform convergence of uε to u'\ this singularity is to
be expected, due to the loss of the initial condition on «'. Indeed, from
(2.6) we deduce that the solution u of (P) determined by Theorem 2
2
satisfies u" e L (0, Γo ; H λ ) 9 so that u' e C(0, T O; H 2) (and therefore
u e C(0, Γ o ; H 4), see Remark 2); however, there is not, in general, any
relation between w'(0) and the wlε, and even if \ \ ulε \ \ 3 = 0(1), so that there
exists uλ e H 3 such that uλ = w- lim ε_> 0 ulε in H 3 and ux = s- lim ε _ 0 ulε in
H 2 (by compactness), it need not to be true that uγ = w'(0), unless ulε and
uOε satisfy additional restrictions. These are the so called initialization
conditions; in the present case a sufficient one is the requirement that
o ) wo - L(duOε )uOε \ \ o
the fact that ux = wr(0). We do not require here any such initialization
condition (we remark that (3.5), together with (3.2), implies that ||wl ε ||0 =
0( 1) , which is in itself one type of initialization condition); indeed, we
have a boundary layer in time. Estimates on the differences uε — u and
uε - u' are provided by
Sτ =
7= 0
and for φ e S τ the weighted norm
- sup
•Ό
ll2 ^ Δ 0 ( l + Δ 0 ) 2 ( l
118 ALBERT MILAN I
wherezyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
T o > 0 and Δ o > 0 are to be determined: more precisely, for φ G X
let ψ = θφ and define u = j/ ( φ ) to be the solution of the linear problem
leu" + σw' + L(ψ) u =0
( L O f) |«( 0 ) = «Oe , «'(0) = MiP in Ω ,
We claim that
{
re[0, Γ 0 ]
u du
(4.3) (L(p)u9υ ) = {Σ <*,j(p)dι >djv) - ^ ( P ^ P ' * > v)>
where {f,g}*- >ζo(p,'d\ f,g) is for all fixed p a bilinear continuous form
2
on L (Ω ) such that, because of (2.5), for suitable M(p) and M > 0
(4.4)
V/ Vg e L 2 (Ω ), \ UP, dp f, g)\ < Aί(/ ;)||/ l|o|g
(here and in the sequel we write | \ mfor the norm in C m ( Ω ) ) .
SINGULAR LIMITS OF QUASI- LINEAR HYPERBOLIC SYSTEMS 119
X 2
and the bilinear form on H (Ω ) X L (Ω )
β 3 ( Λg ) = ^ o ( ^ , 9p ; 9Λg)
and notice that because of (2.4), (2.5) and Poincare's inequality, Qx is an
equivalent norm on H x and Q2 and ^3 satisfy
(4.6) \ Q2{u)\ < φ'lollwlli,
ί
εMu +M
σ u + L{ψ) Mu = MGh
1+h
Mu»(0) = Muhε , Mu (0) = Mu1+htε in Ω ,
120 ALBERT MILAN I
We proceed now to carry out suitable a priori estimates for such norms
from (L hε ) and (L*ε ). We have from (L O ε ), times uf and recalling (4.5):
+
(5.3) ί {**<"»»
r/
) + 2(MG19 Mu")
and finally from (L*J> times M 2u":
d /Ί, , ^ .., , 2
(5.4) zyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
Λ
fM") + Q3{Mu", M 2u") + 2(MG2, M U"). 2
= {β 2 ( w) + β 2 ( ^ 0 + eβ 2 (M iι / / )}
^ 5 5^ + {β 3 (w, w') + Qz{Mu\ Mu") + ( ? 3 ( M t Λ M 2 w/ r )}
+ 2( M G l 5 M M ") + 2(M G 2 , M 2U")
— A A. A A. A
Λ τ/ 1 τ/ 1
~ 1 2 3
(5.6) ([ψ]
SINGULAR LIMITS OF QUASI- LINEAR HYPERBOLIC SYSTEMS 121
- G2 = L
- G 3 = L '"
« + 3L'(ψ)(Aίψ')«'
')«' ~ 2σL"(ψ)(ψ', ψ')«
Because of (2.5) and the Sobolev' imbedding theorems we have then
+ HΨΊIi)ll«Ίl
122 ALBERT MILANI
Combining these with the elliptic estimates (5.1) we arrive after a rather
lengthy but straightforward computation at
ι
cj \ \ MG2\ \ 0
2
, M u") < A(Δ){|ψ'||2Λ(Δ)
+ θ\ \ u'\ \ l + θ\ \ Mu"\ \ l
with arbitrary θ > 0 and cθ determined accordingly. These inequalities,
together with (5.7) and (5.8) permit us to deduce (5.6) easily. Taking θ so
SINGULAR LIMITS OF QUASI- LINEAR HYPERBOLIC SYSTEMS 123
Since φ e l w e have
4 2
ζ tft + a~\ l + Δ) Δ (1 - *- '/ • ) - «0(ί, Δ);
moreover the uniform bounds (3.2) on the initial data are sufficient to
ensure that ^Ki(w(0)) < k, independently of ε. Therefore, setting
α ( Γ 0 , Δ 0 ) < l n ( Δ 0 Λm ) 2
(we observe that α(2Γ, Δ o ) is an increasing function of T such that
α(0, Δ o ) = 0); from (5.11) we have then that
^ ( */ ( 0 ) < Δ 0 / m V/ e [ 0 , Γ 0 ] ,
and since from (5.1) we have for all t e [0, T o]
[u(ί)]i ^ cΔ 2 0 ^(u(/ )) ^ cΔ 2 0 ^i( «( / ) ) ,
we can deduce that
sup [ w( ί ) ] i ^ Δ 0 / 2
whence
lettingzyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
ε - > 0 and recalling (3.2) we have then
T
( {σ( w' 9ψ ) + (L(w)w 9ψ ) } = 0,
zyxwvutsrqponmlkjihgfedcbaZYXWV
6.2. Suppose now that (P) has a solution u satisfying the assumptions
of Theorem 3: then it follows from (2.6) that
f 2
u G C (0, T\ H 2), u" G C (0, Γ; 7/ 0) Π L ( 0 ? T\ H λ ).
F rom (2.1) and (2.6) we have
'eu" + uσ ' ε + L(3wf )wf = 0,
m" + σw' + L ( 3 M ) M = eu",
(6.2)
2 2
« o + Hlί + */ o'Kllo
K - "'(o)Ho + I K - «ollϊ + / ' ( i +Il«;!l3)ikeii; +
126 ALBERT MILAN I
We now have for all η > 0, using well known interpolation inequalities:
1 71 3 3
II l l " / !! llf/
1
/ .T o ί rT O \ 1~ " ? / 3/ /.7" 0
\ η/ 3
that is (3.6).
whence
(cs)
= 0 onθΩ
where π is the outward normal to 3Ω , ε and σ are positive constants and
ζ : R 3 - > R 3 is a nonlinear function. It is well known that (7.2) are
redundent if they are satisfied by the initial data (7.4), and that if
n - Bo = 0 on ΘΩ then the additional boundary condition
(7.6) n- B = 0 onθΩ
can be derived from (7.5) and the second of (7.1). It was shown in [8] that
because of (7.1), (7.2) and (7.6), scalar and vector potentials φ and u can
be determined to satisfy the coupled system of equations
( curl u = B
divwr + εφ ' + σφ = 0
uf + Vφ = - E
in Ω ,
XW= 9Ω
(7.8) ί^ π° ™ >
v }
\ div u = 0
so that (CS) transforms into the second order hyperbolic system
ί
eu" + ou'ε + curl ξ (curl uε ) - V div uε = 0
Wε
(0) = wOε, u'ε (0) = ulε in Ω ,
π X uε = 0, div wε = ^ on ΘΩ ,
128 ALBERT MILAN I
where curlzyxwvutsrqponmlkjihgfedcbaZYXWVUTSRQPONMLKJIHGFEDCBA
uQε = Bo and ε u lε = - Do. The corresponding quasistationary
equations can be transformed into the parabolic system
βu' + curl ξ (curl u) — V div u = 0
ί n X u = 0,
κ(0) = κ 0 ,
div w = 0 on Ω ,
which is related to the fields B and E by the coupled relations
in Ω ,
B = curl w,
' '' U= - M' + v
These systems are somewhat different from those considered in §2, in that
the first order differential operator div appears in the boundary condi-
tions. It will be shown however that, as a peculiarity of Maxwell's
equations, the divergence of u enjoys the same regularity as u itself.
Indeed, we need to modify the spaces H j in the following way, defining
2 2
H o= [u(Ξ L (Ω ) I div u e L (Ω )},
m m
H m= {u(Ξ H ( Ω ) |divw e # ( Ω ) ; n X u = div u = 0 on 3Ω }
for 1 < m < 4; we recall from [1] that /fm coincides with the space
[u G L (Ω ) I curl u e H ^ ^ Ω ) , div u e 7/ m (Ω );
2
n X u = div w = 0 on 3Ω }
on which the norms
|| curl u\ \ m- i + ||div w||m, ||w||m + ||div u\ \ m
are equivalent. We shall denote | \ m the first of these norms in H m. In [8]
a local existence result in time for (M ε ) in a bounded domain was
established, for fixed ε, adapting Kato's results of [3]; such results how-
ever are not stable with respect to ε. We recall from that paper that the
non linear operator u - > curl ξ (curl u) can be written in explicit fashion
as a quasilinear operator
3
u - > Γ(curl u)u = X) atJ(cuή w)3/ 3yw
U nder the assumptions made on ξ as in [8] and [6], that is essentially the
requirements that ξ be a strongly monotone asymptotically linear func-
3
tion, derivative of a convex function F: R - > R whose derivatives up to
SIN G U LAR LIMITS OF QUASI- LIN EAR H YPERBOLIC SYSTEMS 129
the fifth order at least are uniformly bounded, it was shown in [8] that
'a^ = aJi9 that the operator L(p)u is uniformly strongly elliptic, that the
boundary conditions (7.8) are complementing and that integration by
parts formulas analogous to (4.3) and (4.5) hold. We can therefore apply
Theorems 1, 2 and 3 to (M ε ), provided we can take care of the additional
regularity required of div u.
This is done observing that, as a straightforward computation shows,
di\ T(u)u = 0 because of the symmetry of \ζ u) that follows from the
assumption ζ = dF. Since divL(u)u = —div V div w, we derive from the
linearized form of (M ε ) that v = div u is a solution of the linear problem
with constant coefficients
(
ε υ " + υσ ' - div Vί; = 0,
v(0) = div wOε, v'(0) = div uu in Ω ,
[1] V. G irault and P. A. Raviart, Finite Element Approximation of the Naυ ier- Stokes
Equations, Lect. N otes M ath. 749; Springer- Verlag, Berlin, 1979.
[2] F . H oppensteadt, Properties of solutions of ordinary differential equations with small
parameters, Comm. Pure Appl. M ath., 24 (1971), 807- 840.
[3] T. Kato, Linear and Quasi- Linear Equations of Evolution of Hyperbolic Type, I n :
Hyperbolicity, II ciclo C I M E (1976); Liguori, N apoli, 1977.
[4] J. L. Lions, Perturbation Singulieres dans les Problemes aux Limites et en Control
Optimal, Lect. N otes M ath. 323; Springer- Verlag, Berlin 1973.
[5] A. M ilani, A regularity result for strongly elliptic systems, Boll. U .M .I., (6) 2- B (1983),
641- 654.
[6] , The quasi- stationary Maxwell equations as singular limit of the completed
equations: the Quasi- Linear Case, J. M ath. Anal. Appl., zyxwvutsrqponmlkjihgfedcbaZYXW
102 (1984).
[7] , On the global existence of solutions to the complete quasi- linear Maxwell
equations, in print, Boll. U n . M at. Ital.
[8] , Local in time existence for the complete Maxwell equations with monotone
characteristic in a bounded domain, (IV), Ann. M at. P ura Appl. CXXXI (1982),
233- 254.
[9] , On a singular perturbation problem for the linear Maxwell equations, Rend.
Sem. Mat. Univ. Polit. Torino, 3 8 / 3 (1980), 99- 110.
[10] A. M ilani and A. N egro, On the quasi- stationary Maxwell equations with monotone
characteristics in a multiply connected domain, J. M ath. Anal. Appl., 8 8 / 1 (1982),
216- 230.
Received April 25, 1983. This work has been performed while the author was visiting the
U niversity of California at Berkeley under grant n o. 203.1.27 of the Italian C.N .R.
U N IVERSITA Ό I TORIN O
VI A C. ALBE R TO 10
1- 10123 T O R I N O , ITALY
PACIFIC JOURNAL OF MATHEMATICS
EDITORS
DONALD BABBITT (Managing Editor) C. C. MOORE
University of California University of California
Los Angeles, CA 90024 Berkeley, CA 94720
J. DUGUNDJI ARTHUR OGUS
University of Southern California University of California
Los Angeles, CA 90089-1113 Berkeley, CA 94720
R. FINN H U G O ROSSI
Stanford University University of Utah
Stanford, CA 94305 Salt Lake City, UT 84112
HERMANN FLASCHKA H. SAMELSON
University of Arizona Stanford University
Tucson, AZ 85721 Stanford, CA 94305
ASSOCIATE EDITORS
R. ARENS E. F. BECKENBACH B. H. NEUMANN F. WOLF K . YOSHIDA
(1906-1982)
SUPPORTING INSTITUTIONS
UNIVERSITY OF ARIZONA UNIVERSITY OF OREGON
UNIVERSITY OF BRITISH COLUMBIA UNIVERSITY OF SOUTHERN CALIFORNIA
CALIFORNIA INSTITUTE OF TECHNOLOGY STANFORD UNIVERSITY
UNIVERSITY OF CALIFORNIA UNIVERSITY OF HAWAII
MONTANA STATE UNIVERSITY UNIVERSITY OF TOKYO
UNIVERSITY OF NEVADA, RENO UNIVERSITY OF UTAH
NEW MEXICO STATE UNIVERSITY WASHINGTON STATE UNIVERSITY
OREGON STATE UNIVERSITY UNIVERSITY OF WASHINGTON
Pacific Journal of Mathematics
Vol. 116, No. 1 November, 1985