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Mathematical tools for hydrodynamic limits Mathematical tools for the study of hydrodynamic limits Laure Saint-Raymond D epartement de Math ematiques et Applications Ecole Normale Sup erieure de Paris, France 17 juin 2008


  1. Mathematical tools for hydrodynamic limits Mathematical tools for the study of hydrodynamic limits Laure Saint-Raymond D´ epartement de Math´ ematiques et Applications Ecole Normale Sup´ erieure de Paris, France 17 juin 2008

  2. Mathematical tools for hydrodynamic limits Notations Notations • Nondimensional form of the Boltzmann equation 1 Ma ∂ t f + v · ∇ x f = Kn Q ( f , f ) • Fluctuations around a global equilibrium M f = M (1 + Ma g ) controlled by the relative entropy �� � � f log f dvdx ≤ C Ma 2 H ( f | M ) = M − f + M • Perturbative form of the Boltzmann equation Ma ∂ t g + v · ∇ x g = − 1 Kn L g + Ma Kn Q ( g , g )

  3. Mathematical tools for hydrodynamic limits Physical a priori estimates The entropy inequality Physical a priori estimates ◮ The entropy inequality Starting from • the local conservation of mass, momentum and energy • the local entropy inequality and integrating by parts using • Maxwell’s boundary condition with accomodation coefficient α we get formally the entropy inequality � t � t 1 � D ( f )( s , x ) dsdx + α � H ( f | M )( t ) + E ( f | M )( s , x ) d σ x ds KnMa Ma 0 Ω 0 ∂ Ω ≤ H ( f in | M ) ≤ C Ma 2 (which will be actually satisfied even for very weak solutions of the Boltzmann equation)

  4. Mathematical tools for hydrodynamic limits Physical a priori estimates The entropy inequality The three controlled quantities are • the relative entropy �� H ( f | M ) = Mh ( Ma g ) dvdx with h ( z ) = (1 + z ) log(1 + z ) − z • the entropy dissipation � D ( f ) = − Q ( f , f ) log fdv � f ′ f ′ � = 1 � ∗ − 1 bdvdv ∗ d ω with r ( z ) = z log(1 + z ) ff ∗ r 4 ff ∗ • the Darroz` es-Guiraud information 1 E ( f | M ) = √ � h ( Ma g ) − h ( � Ma g � ∂ Ω ) � ∂ Ω 2 π √ def � with � G � ∂ Ω = 2 π ( v · n ( x )) + dv GM

  5. Mathematical tools for hydrodynamic limits Physical a priori estimates The relative entropy ◮ The relative entropy The relative entropy bound �� Mh ( Ma g ) dvdx ≤ C Ma 2 controls the size of the fluctuation . • By Young’s inequality (1 + | v | 2 ) g = O (1) L ∞ loc ( dx : L 1 ( Mdv ))) . t ( L 1 • Heuristically 1 2 z 2 h ( z ) ∼ z → 0 so that we expect g to be almost in L ∞ t ( L 2 ( dxMdv )).

  6. Mathematical tools for hydrodynamic limits Physical a priori estimates The relative entropy • We therefore define the renormalized fluctuation 2 � ˆ g = Ma ( 1 + Ma g − 1) . The functional inequality √ 1 1 + z − 1) 2 , 2 h ( z ) ≥ ( ∀ z > − 1 implies that g = O (1) L ∞ ˆ t ( L 2 ( dxMdv )) . That refined a priori estimate will be used together with the identity g + 1 g 2 . g = ˆ 4 Ma ˆ

  7. Mathematical tools for hydrodynamic limits Physical a priori estimates The entropy dissipation ◮ The entropy dissipation The bound on the entropy dissipation � t � f ′ f ′ 1 � � � ∗ bdvdv ∗ d ω dxds ≤ C Ma 3 Kn ff ∗ r − 1 4 ff ∗ 0 controls some renormalized collision integral. The functional inequality y ≥ 4( √ x − √ y ) 2 , ( x − y ) log x x , y > 0 coupled with the Cauchy-Schwarz inequality, implies indeed √ √ 1 1 ˆ = √ M Q ( Mf , Mf ) q Ma 3 Kn = O (1) L 2 loc ( dt , L 2 ( M ν − 1 dvdx ) Remark : In order to control the relaxation process, we will further need estimates on the nonlinearity based on the continuity properties of Q and bounds on g .

  8. Mathematical tools for hydrodynamic limits Physical a priori estimates The Darroz` es-Guiraud information ◮ The Darroz` es-Guiraud information The bound on the boundary term � t � h ( Ma g ) − h ( � Ma g � ∂ Ω ) � ∂ Ω d σ x ds ≤ C Ma 3 � α 0 ∂ Ω controls the variation of the trace in v . By Taylor’s formula (with cancellation of the first order), one indeed has � α �� � � η ˆ = 2 1 + Ma g − � 1 + Ma g � ∂ Ω Ma 3 = O (1) L 2 loc ( dt , L 2 ( M ( v · n ( x )) + d σ x dv )) Remark : In order to control the trace g | ∂ Ω , we will further need estimates coming from the inside, on g and on v · ∇ x g .

  9. Mathematical tools for hydrodynamic limits Additional integrability in v coming from the relaxation Control of the relaxation Additional integrability in v coming from the relaxation ◮ Control of the relaxation The fundamental identity From the bilinearity of Q and the definition of ˆ g , we have obviously √ √ = Ma 2 1 L ˆ g 2 Q (ˆ g , ˆ g ) − M Q ( Mf , Mf ) Ma √ = Ma 2 Q (ˆ g , ˆ g ) − 2 MaKn ˆ q For simplicity, we assume that ν is bounded from up and below. Else we would have to use some truncated ˜ b , ˜ L and ˜ Q Control of the quadratic term By the continuity of Q : L 2 ( Mdv ) × L 2 ( M ν dv ) → L 2 ( M ν − 1 dv ) and the L 2 bound on ˆ g , we get Ma 2 Q (ˆ g , ˆ g ) = O ( Ma ) L ∞ t ( L 1 x ( L 2 ( Mdv ))

  10. Mathematical tools for hydrodynamic limits Additional integrability in v coming from the relaxation Control of the relaxation Control coming from the entropy dissipation By the entropy dissipation bound, √ √ 2 MaKn ˆ q = O ( MaKn ) L 2 loc ( dt , L 2 ( dxMdv )) The relaxation estimate From the coercivity inequality for L � g L M g ( v ) M ( v ) dv ≥ C � g − Π g � 2 L 2 ( M ν dv ) . we then deduce √ g − Πˆ ˆ g = O ( Ma ) L ∞ x ( L 2 ( Mdv )) + O ( MaKn ) L 2 t ( L 1 loc ( dt , L 2 ( dxMdv ))

  11. Mathematical tools for hydrodynamic limits Additional integrability in v coming from the relaxation Control of large velocities ◮ Control of large velocities By Young’s inequality Ma 2 | Ma g | (1 + | v | p ) 2 δ 2 (1 + | v | p ) 2 | ˆ g | 2 ≤ δ 2 δ 2 � (1 + | v | p ) 2 � �� h ( Ma g ) + h ∗ ≤ Ma 2 δ 2 Therefore, for any δ > 0, p < 1, q < + ∞ � C δ, q � (1 + | v | p ) | ˆ g | = O ( δ ) L ∞ t ( L 2 ( Mdvdx )) + O Ma L ∞ t , x ( L q ( Mdv )) Remark : for p = 1 one can actually obtain a bound.

  12. Mathematical tools for hydrodynamic limits Additional integrability in v coming from the relaxation Moments and equiintegrability in v ◮ Moments and equiintegrability in v From the decomposition g = (ˆ ˆ g − Πˆ g ) + Πˆ g we deduce that for r < 2, q < + ∞ , p < 1 (1 + | v | p ) 2 | ˆ g | 2 = (1 + | v | 2 p )ˆ g + (1 + | v | 2 p )(ˆ g Πˆ g − Πˆ g )ˆ g x ( L r ( Mdv )) + (1 + | v | p ) | ˆ = O (1) L ∞ g − Πˆ g | O ( δ ) L ∞ t ( L 1 t ( L 2 ( Mdvdx )) � C δ, q � +(1 + | v | p ) | ˆ g − Πˆ g | O Ma L ∞ t , x ( L q ( Mdv )) By the relaxation estimate, choosing δ sufficiently small, we get g | 2 = O (1) L 1 (1 + | v | p ) 2 | ˆ loc ( dtdx , L 1 ( Mdv )) uniformly integrable in v .

  13. Mathematical tools for hydrodynamic limits Additional integrability in x coming from the free transport Additional integrability in x coming from the free transport In viscous regime, we further use properties of the free-transport equation Ma ∂ t g + v · ∇ x g = S (1) • The free transport is the prototype of hyperbolic operators � t g ( t , x , v ) = g in ( x − Ma tv , v ) + S ( x − Ma sv , v , t − s ) ds 0 No regularizing effect on g . Propagation of singularities at finite speed. • Ellipticity of the symbol outside from a small subset of R 3 v a ( τ, ξ, v ) = i ( Ma τ + v · ξ ) � Regularity in x of the averages g ϕ ( v ) dv (moments).

  14. Mathematical tools for hydrodynamic limits Additional integrability in x coming from the free transport Averaging properties ◮ Averaging properties v 2 ξ |St τ +v. ξ | < α |St τ +v. ξ | > α Ellipticity of the symbol v 1 |St τ +v. ξ | > α Ellipticity of Small contribution the symbol to the average

  15. Mathematical tools for hydrodynamic limits Additional integrability in x coming from the free transport Averaging properties Theorem [ L 2 averaging lemma] (Golse, Lions, Perthame, Sentis) : Let g ∈ L 2 t , x , v be the solution of the transport equation (1). Then, for all ϕ ∈ L ∞ ( R 3 v ) � � � ≤ C ϕ � g � 1 / 2 t , x , v � S � 1 / 2 � � g ϕ ( v ) dv t , x , v . � � L 2 L 2 L 2 ( R t , H 1 / 2 � � ) x Sketch of the proof • Take Fourier transform • Split the integral into two contributions • Estimate each contribution with the Cauchy-Schwarz inequality • Optimize with respect to α Can be extended to L p spaces with 1 < p < ∞ .

  16. Mathematical tools for hydrodynamic limits Additional integrability in x coming from the free transport Averaging properties Remark 1 : Because of concentration phenomena, velocity averaging fails in L 1 and L ∞ (as proved by the following counterexample). Consider ( S n ) bounded in L 1 t , x , v such that S n → St χ ′ ( t ) δ x − Ma − 1 v 0 t ⊗ δ v − v 0 Let ( f n ) be the corresponding solutions to (1). Then, � R 3 f n ϕ ( v ) dv ⇀ ρ in M t , x , support( ρ ) ⊂ R × R + v 0 . Remark 2 : It is actually sufficient to control the concentration effects in v (non concentration in x will follow automatically).

  17. Mathematical tools for hydrodynamic limits Additional integrability in x coming from the free transport Mixing properties ◮ Mixing properties v (t-s)v E(s) E(t) x A set of “small measure in x ” becomes a set of “small measure in v ”

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