KOLMOGOROV’S THEORY OF TURBULENCE AND

INVISCID LIMIT OF THE NAVIER-STOKES

EQUATIONS IN R3
arXiv:1008.1546v1 [math.AP] 9 Aug 2010

GUI-QIANG CHEN AND JAMES GLIMM

Abstract. We are concerned with the inviscid limit of the Navier-

Stokes equations to the Euler equations in R3 . In this paper, we
first observe that the Kolmogorov hypotheses imply the uniform
boundedness of the αth -order fractional derivative of the velocity,
α ∈ (0, 1/3), in the space variable in L2 . It is shown that this
observation yields the uniform bound in Lq , 2 ≤ q < 18/7, and
the L2 -equicontinuity in the time of the velocity with respect to
the viscosity µ > 0. These results lead to the strong convergence
of solutions of the Navier-Stokes equations to a solution of the
Euler equations in R3 . We also consider passive scalars coupled
to the incompressible Navier-Stokes equations and, in this case,
find weak-star convergence for the passive scalars with a limit in
the form of a Young measure (pdf depending on space and time).
Not only do we offer a framework for mathematical existence the-
ories, but we offer a framework for the interpretation of numerical
solutions through the identification of a function space in which
convergence should take place, with bounds that are independent
of µ > 0, that is in the high Reynolds number limit.

1. Introduction
Consider the incompressible Navier-Stokes equations in R3 :
∂t u + ∇ · (u ⊗ u) + ∇p = µ∆u,

(1.1)
∇ · u = 0,
with Cauchy data:
u|t=0 = u0 (x), (1.2)
where u is the fluid velocity, p is the pressure, µ > 0 is the viscosity, ∇
is the gradient with respect to the space variable x ∈ R3 , and u ⊗ u =
(ui uj ) is the 3 × 3 matrix for u = (u1 , u2 , u3).
Date: January 8, 2019.
2010 Mathematics Subject Classification. 76D05, 35Q30, 76D09, 76F02, 65M12.
Key words and phrases. Inviscid limit, convergence, Navier-Stokes equations,
vanishing viscosity, Kolmogorov’s hypotheses, turbulence, equicontinuity, existence,
weak solutions, Euler equations, numerical convergence.
1
2 GUI-QIANG CHEN AND JAMES GLIMM

The global existence theory for the Cauchy problem (1.1)–(1.2) was
first established by J. Leray [9, 10, 11]; also see Hopf [6], Temam [22],
J.-L. Lions [14], P.-L. Lions [15], and the references cited therein:
Theorem 1.1. Let u0 ∈ L2 (R3 ). Then, for any T > 0, there exists a
weak solution uµ = uµ (t, x) and a pressure field pµ (t, x) of (1.1)–(1.2)
such that the equations in (1.1) hold in the sense of distributions in
R3T := [0, T ) × R3 , and the following properties hold:
uµ ∈ L2 (0, T ; H 1) ∩ C([0, T ]; L2 ) ∩ C([0, T ]; Ls (BR )), (1.3)
3s
−1, 3s−2
∂t uµ ∈ L2 (0, T ; H −1) + Ls (0, T ; W ) ∩ Lq (0, T ; Lr ) , (1.4)


3s
pµ ∈ L2 ((0, T ) × BR ) + Ls (0, T ; L 3s−2 ), (1.5)
∇pµ ∈ L2 (0, T ; H −1) + Lq (0, T ; Lr ), (1.6)
3q
where 1 ≤ s < ∞, 1 ≤ q < 2, R ∈ (0, ∞), and r = 2(2q−1)
; and, in
addition,
1 1 |uµ |2
∂t ( |uµ |2 ) + ∇ · (uµ ( |uµ |2 + pµ )) + µ|∇uµ |2 − µ∆( ) ≤ 0 (1.7)
2 2 2
in the sense of distributions in R3T , where BR = BR (0) ⊂ R3 is the ball
with center at the origin x = 0 and radius R > 0.
In contrast, less is known regarding the existence theory for the Euler
equations (defined with µ = 0 in (1.1)). For the compressible case, the
analysis of [5, 17] gives convergence subsequences, but to a very weak
limit as a measure-valued vector function. Moreover, this limit is not
shown to satisfy the original equations, in that the interchange of limits
with nonlinear terms in the equation is not justified in this analysis.
On this basis, we state that the existence of solutions for the Euler
equations in R3 is open as is the convergence of the inviscid limit from
the Navier-Stokes to the Euler equations.
The purpose of this paper is to establish a framework for the exis-
tence theory for the Euler equations. We introduce a physically well
accepted hypothesis by Kolmogorov [7, 8], Assumption (K41), which
assures sufficient regularity of the Navier-Stokes solutions that con-
vergence through a subsequence to solutions of the Euler equations is
guaranteed. Mathematically, our result has the status of an informed
conjecture and mathematically rigorous consequences of this conjec-
ture. Numerical analysts may find the framework useful, in view of the
many difficulties involved in assessing convergence of numerical simu-
lations of turbulent and turbulent mixing flows. We expect that many
physicists will probably accept the conclusions as being correct, even if
unproven mathematically. There has been some discussion regarding
 KOLMOGOROV’S THEORY AND INVISCID LIMIT 3

the exponent 5/3 which occurs in Assumption (K41). We note that

the main results (if not the detailed estimates) are not sensitive to this
specific number, and corrections to it due to intermittency will not af-
fect our result. In fact, such corrections, if valid, no doubt will increase
the number 5/3, and strengthen our bounds.
Not only do we offer a framework for mathematical existence theo-
ries, but we offer a framework for the interpretation of numerical so-
lutions of (1.1). Only for very modest problems and with the largest
computers can converged solutions of (1.1) be achieved. These solu-
tions are called direct numerical solutions (DNS). For most solutions
of interest to science or engineering, the large eddy simulations (LES)
or Reynolds Averaged Navier Stokes (RANS) simulations are required.
We discuss here the more accurate LES methodology. Briefly, it em-
ploys a numerical grid which will resolve some but not all of the turbu-
lent eddies. The smallest of those, below the level of the grid spacing,
are not resolved. However, either (a) the equations in (1.1) are modi-
fied with additional subgrid scale (SGS) terms to model the influence
of the unresolved scales on those that are being computed or (b) the
numerical algorithm is modified in some manner to accomplish this
effect in some other way. The present article contributes to this analy-
sis through the introduction of a function space in which convergence
should take place, with bounds that are independent of µ, that is in
the high Reynolds number limit.
Because of the common occurrence of high Reynolds numbers in
flows of practical and scientific interest and the need to perform LES
simulations to achieve scientific understanding and engineering designs,
we observe that existence theories for the Euler equations are relevant
to the mathematical theories of numerical analysis.

2. The Kolmogorov Hypotheses (1941)

By the definition of weak solutions, we know that

kuµ kL∞ (0,T ;L2 (R3 )) ≤ ku0 kL2 (R3 ) for any T > 0.

For L2 –solutions in an infinite space R3 , the only possible mean value

for the velocity uµ is zero. Likewise, an additive constant to the pres-
sure does not affect the solution. Thus we assume that the mean veloc-
ity and pressure are zero, and interpret uµ as the fluctuating velocity.
4 GUI-QIANG CHEN AND JAMES GLIMM

Then the total energy E(t) per unit mass at time t for isotropic turbu-
lence is:
Z ∞ Z ∞
1
Z
µ 2
E(t) = |u (t, x)| dx = E(t, k)dk = 4πq(t, k)k 2 dk.
2 R3 0 0
(2.1)
Here E(t, k), k = |k|, is the energy wavenumber spectrum, q(t, k) can
be interpreted as the density of contributions in wavenumber space to
the total energy, which is sometimes called the spectral density, and
k ∈ R3 is the wavevector in the Fourier transform û(t, k) of the velocity
u(t, x) in the x-variable.
Kolmogorov’s two assumptions in his description of isotropic turbu-
lence in Kolmogorov [7, 8] (also see McComb [16]) are:
(i) At sufficiently high wavenumbers, the energy spectrum E(t, k),
can depend only on the fluid viscosity µ, the dissipation rate ε,
and the wavenumber k itself.
(ii) E(t, k) should become independent of the viscosity as the Reynolds
number tends to infinity:

E(t, k) ≈ αε2/3 k −5/3 (2.2)

in the limit of infinite Reynolds number, where α may depend
on t but independent of k and ε.
For general turbulence, the energy wavenumber spectrum E(t, k)
in (2.2) may be replaced by E(t, k) = E(t, k, φ, θ) in the spherical
coordinates (k, φ, θ), 0 ≤ φ ≤ π, 0 ≤ θ ≤ 2π, in the k-space, but should
be in the same asymptotics as in (2.2) for sufficiently high wavenumber
k = |k|.
For the remainder of this paper, we assume these two hypotheses,
which we interpret in mathematical terms for convenience in our proofs,
as
Assumption (K41): For any T > 0, there exists CT > 0 and k∗
(sufficiently large) depending on u0 but independent of the viscosity µ
such that, for k = |k| ≥ k∗ ,
E(t, k) ≤ CT k −5/3 . (2.3)

A mathematical proof of Assumption (K41) may well depend on de-

veloping a mathematical version of the renormalization group. The
renormalization group has proved to be very powerful in theoretical
physics calculations. The basic idea is to integrate differentially a seg-
ment of the problem, say from k to k − dk, following by a rescaling of
all variables, so that all variables are redefined to be integrated through
 KOLMOGOROV’S THEORY AND INVISCID LIMIT 5

k only. The integration is quite a messy operation, but in the rescaling,

it is important to examine the scaling dimensions of all terms. Most
of them get smaller under rescaling and are called inessential. The few
that are preserve their magnitude are called essential and serve to define
the key parameters of the problem. These must be reset (renormalized)
to their observed (interaction) values after the integration. Since the
method is generally applied to self-similar problems, the result of in-
tegration does not change the form of the equations. That is, it looks
the same at k as at k − dk rescaled back to k. Thus, one has a kind of
group operation, if the steps are discrete, and a differential equation, if
the steps, as the present notation suggests, are infinitesimal. In either
case, the desired solution is a fixed point.

3. L2 –Equicontinuity of the Velocity in the Space

Variable, Independent of the Viscosity
In this section, we show that the Kolmogorov hypotheses, Assump-
tion (K41), imply the uniform equicontinuity of the velocity uµ (t, µ) in
the space variables in L2 and a uniform bound in L∞ (0, T ; Lq (R3 )), q =
6
3−2α
> 2 for α ∈ (0, 1/3).

Proposition 3.1. Under Assumption (K41), for any T ∈ (0, ∞), there
exists MT > 0 depending on u0 and T > 0 but independent of µ > 0
such that, for t ∈ [0, T ],

kuµ kL∞ (0,T ;H α (R3 )) ≤ MT < ∞, (3.1)

where α ∈ (0, 1/3).

6 GUI-QIANG CHEN AND JAMES GLIMM

Proof. Using the definition of fractional derivatives via the Fourier

transform and the Parseval identity, we have
Z
|Dxα uµ (t, x)|2 dx
R3
Z
= |k|2α |uˆµ (t, k)|2 dk
R 3

1
Z
= |k|2(α−1) E(t, k)dk
2π R3
Z ∞ Z 2π Z π
1
= k 2α E(t, k, φ, θ) sin φ dφdθdk
2π 0 0 0
2α Z k∗ Z 2π Z π Z ∞
k∗ 5
= E(t, k, φ, θ) sin φ dφdθdk + 2CT k 2α− 3 dk
2π 0 0 0 k∗
k∗2α 6CT
Z
1
≤ |k|−2 E(t, k)dk + k 2(α− 3 ) |∞
k=k∗
2π R3 2(1 − 3α)
6CT
Z
1
≤ k∗2α |uµ (t, x)|2 dx + k∗ 2(α− 3 )
3 2(1 − 3α)
ZR
6CT 1
≤ k∗2α |u0 (x)|2 dx + k∗ 2(α− 3 )
R3 2(1 − 3α)
≤ MT < ∞,
since α < 1/3, where we have employed the spherical coordinates
(k, φ, θ) in the k-space. This completes the proof. 
Proposition 3.1 directly yields the uniform equicontinuity of uµ (t, x)
in x in L2 with respect to µ > 0.
Then, by the Sobolev imbedding theorem, we have
6
Proposition 3.2. Under Assumption (K41), for q = 3−2α
∈ [2, 18/7),
kuµ kL∞ (0,T ;Lq (R3 )) ≤ MT < ∞. (3.2)
In particular, for α = 3/10, we have
kuµ kL∞ (0,T ;L5/2 (R3 )) ≤ MT < ∞. (3.3)

4. L2 –Equicontinuity of the Velocity in the

Time-Variable, Independent of the Viscosity
In this section, we show that Proposition 3.1 implies the uniform
equicontinuity of the velocity in the time variable t > 0 in L2 .
 KOLMOGOROV’S THEORY AND INVISCID LIMIT 7

Proposition 4.1. For any T > 0, there exists MT > 0 depending on

u0 and T > 0 but independent of µ > 0 such that, for all small △t > 0,
Z T −△t Z
2α
|uµ (t+△t, x)−uµ (t, x)|2 dxdt ≤ MT (△t) 5+2α → 0 as △t → 0.
0 R3
(4.1)

Proof. For simplicity, we drop the superscript µ > 0 of uµ in the proof.

Fix △t > 0. For t ∈ [0, T − △t], set

w(t, ·) = u(t + △t, ·) − u(t, ·).

3
Then, for all ϕ(t, x) ∈ C0∞ (R3T ) , we have
Z Z t+△t Z
w(t, x) · ϕ(t, x) dx = ∂s u(s, x) · ϕ(t, x) dxds
R3 t R3
Z t+△t Z
= (u ⊗ u)(s, x) : ∇ϕ(t, x) dxds
t
Z t+△t Z
+ p(s, x)∇ · ϕ(t, x) dxds
t R3
Z t+△t Z
−µ ∇u(s, x) : ∇ϕ(t, x) dxds, (4.2)
t R3

where ∇ϕ
P = (∂xj ϕi ) is the 3 × 3 matrix, and A : B is the matrix
product i,j aij bij for A = (aij ) and B = (bij ).
By approximation, equality (4.2) still holds for

3
ϕ ∈ L∞ (0, T ; H 1(R3 )) ∩ C([0, T ]; L2) ∩ L∞ (R3T ) .

Choose
Z
δ
ϕ = ϕ (t, x) := (jδ ∗ w)(t, x) = jδ (x − y)w(t, y) dy ∈ R3

for δ > 0, whereR jδ (x) = δ13 j( xδ ) ≥ 0 is a standard mollifier with

j ∈ C0∞ (R3 ) and j(x)dx = 1. Then

∇ · ϕδ (t, x) = 0, (4.3)

since ∇ · w(t, x) = 0.
8 GUI-QIANG CHEN AND JAMES GLIMM

Integrating (4.2) in t over [0, T − △t) with ϕ = ϕδ (t, x) and using

(4.3), we have

Z T −△t Z
|w(t, x)|2dxdt
0 R3
Z T −△t Z t+△t Z
= (u ⊗ u)(s, x) : ∇ϕδ (t, x) dxdsdt
0 t R 3
Z T −△t Z Z t+∆t
−µ ∇u(s, x) : ∇ϕδ (t, x) dsdxdt
0 R 3 t
Z T −△t Z
w(t, x) · w(t, x) − ϕδ (t, x) dxdt


+
0 R3
=: J1δ + J2δ + J3δ . (4.4)

Notice that

1 
Z 
δ
|∇ϕ (t, x)| ≤ jδ′ (x − y)w(t, y) dy

δ R3

C
Z

1/2
≤ 5/2 |j ′(y)|2 dy kw(t, ·)kL2(R3 )
δ
C
≤ 5/2 .
δ

Here and hereafter, we use C > 0 as a universal constant independent

of µ > 0.
Then

CT △t CT △t C1 △t
|J1δ | ≤ 5/2
ku(t, ·)k2L2 ≤ 5/2 ku0 k2L2 ≤ 5/2 , (4.5)
δ δ δ

where C1 is a constant independent of µ > 0.

 KOLMOGOROV’S THEORY AND INVISCID LIMIT 9

Furthermore, we have

Z T −△t Z Z t+△t
|J2δ | ≤ µ|∇u(s, x)||∇ϕδ (t, x)| dsdxdt
0 R3 t
T −△t t+∆t
√ √
Z Z Z
≤ µ|∇u(s, x)|ds µ|∇ϕδ (t, x)| dxdt
0 R3 t
T −△t t+△t
Z √
Z Z 1/2
2
≤ µ|∇u(s, x)|ds dxdt
0 R3 t
Z T −△t Z 1/2
× µ|∇ϕδ (t, x)|2 dxdt
0 R3
 Z T −△t Z Z t+△t 1/2
1/2 2
≤ (△t) µ|∇u(s, x)| dsdxdt
0 R3 t
 Z T −△t Z Z

2 1/2
× µ jδ (y)|∇w(t, x − y)|dy dxdt
0 R3 |y|≤δ
 Z Z Z T −△t Z 1/2
2
≤ C△t µ |jδ (y)| dy µ|∇w(t, x − y)|2 dxdtdy
R3 |y|≤δ 0 R3
≤ C2 △t, (4.6)

where we have used

√ 1
k µ∇uk2L2 (R3 ) ≤ ku0 k2L2 (R3 )
T 2

from (1.7) for the weak solutions in Theorem 1.1.

On the other hand, for

Z T −△t Z
J3δ w(t, x) w(t, x) − ϕδ (t, x) dxdt,


:=
0 R3
10 GUI-QIANG CHEN AND JAMES GLIMM

we find
 Z T −△t Z Z  
|J3δ | = w(t, x) jδ (x − y)(w(t, x) − w(t, y))dy dxdt
 

0 R3 R3
Z T −△t Z Z
≤ j(y)|w(t, x)||w(t, x) − w(t, x − δy)| dydxdt
0 R3 R3
Z T −△t Z Z 
≤ j(y) |w(t, x)||w(t, x) − w(t, x − δy)| dx dydt
0 R3 R3
Z T −△t Z Z 1/2
≤ C j(y) |w(t, x) − w(t, x − δy)|2dx dydt
0 R3 R3
Z T −△t Z
α
≤ Cδ j(y)|y|α dydt
0 R3
Z
≤ Cδ α T j(y)|y|αdy ≤ C3 δ α . (4.7)
R3

Here we have used the fact that kw(t, ·)kL2(R3 ) ≤ C and

Z Z
2
|w(t, x) − w(t, x − δy)| dx = |ŵ(t, k)|2 (1 − eiδk·y )2 dk
R 3 R 3
Z
2α 2α
≤ Cδ |y| |k|2α |ŵ(t, k)|2 dk
R3
2α 2α
≤ Cδ |y| .
Combining (4.4)–(4.6) with (4.7), we have
Z T −△t Z
△t
|w(t, x)|2 dxdt ≤ inf {C1 5/2 + C2 △t + C3 δ α }
0 R3 δ>0 δ
△t
≤ inf {C4 5/2 + C3 δ α }. (4.8)
δ>0 δ
Choose
 5C  5+2α2
4 2
δ= (△t) 5+2α .
2αC3
We conclude
Z T −△t Z
2α
|w(t, x)|2dxdt ≤ C(△t) 5+2α . (4.9)
0 R3
This completes the proof. 

5. Inviscid Limit
In this section we show the inviscid limit from the Navier-Stokes to
the Euler equations under Assumption (K41).
 KOLMOGOROV’S THEORY AND INVISCID LIMIT 11

Theorem 5.1. The Kolmogorov hypotheses, Assumption (K41), im-

ply the strong compactness in Lq (R3T ), 2 ≤ q < 18/7, of the solutions
uµ (t, x) of the Navier-Stoke equations in R3 when the viscosity µ tends
to zero. That is, there exist a subsequence (still denoted) uµ (t, x) and a
function u ∈ L∞ (0, T ; Lq (R3 )) with a corresponding pressure function
p such that
uµ (t, x) → u(t, x) a.e. as µ → 0,
and u(t, x) is a weak solution of the incompressible Euler equations
with Cauchy data u0 (x) along with the corresponding pressure p. Fur-
thermore, Z Z
2
|u(t, x)| dx ≤ |u0 (x)|2 dx. (5.1)
R3 R3

Proof. Propositions 3.1 and 4.1 imply the L2 –equicontinuity of uµ (t, x)

in (t, x) ∈ R3T , independent of µ > 0. This yields that there exists a
subsequence (still denoted) uµ (t, x) and a function u(t, x) ∈ L2 such
that
uµ (t, x) → u(t, x) in L2 as µ → 0,
which implies that
uµ (t, x) → u(t, x) a.e. as µ → 0,
(uµ ⊗ uµ )(t, x) → (u ⊗ u)(t, x) a.e. as µ → 0, (5.2)
and
∇ · u(t, x) = 0 (5.3)
in the sense of distributions in R3T .
From Proposition 3.2, we have
kuµ kL∞ (0,T ;Lq (R3 )) ≤ MT < ∞ (5.4)
for any q ∈ [2, 18/7). Then we conclude that
u ∈ L∞ (0, T ; Lq (R3 )), 2 ≤ q < 18/7,
and
uµ (t, x) → u(t, x) in Lq (R3T ) as µ → 0
for any q ∈ [2, 18/7).
Furthermore, for any ϕ ∈ C0∞ (R3T ) with ∇ · ϕ = 0, we multiply ϕ
both sides (1.1) and integrate over R3T to obtain
Z TZ Z
µ µ µ


u ϕt + (u ⊗ u ) : ∇ϕ dxdt + u0 (x)ϕ(0, x) dx
0 R3 R3
Z TZ
= −µ uµ · △ϕ dxdt.
0 R3
12 GUI-QIANG CHEN AND JAMES GLIMM

Letting µ → 0, we conclude that

Z TZ Z


uϕt + (u ⊗ u) : ∇ϕ dxdt + u0 (x)ϕ(0, x) dx = 0. (5.5)
0 R3 R3

Combining (5.5) with (5.2) yields that u(t, x) is a weak solution of the
Euler equations (1.1) (µ = 0) with Cauchy data (1.2) along with the
corresponding pressure p.
Integrating (1.7) over R3T yields
Z Z
µ 2
|u (t, x)| dx ≤ |u0 (x)|2 dx.
R3 R3
Letting µ → 0, we have
Z Z
2
|u(t, x)| dx ≤ |u0 (x)|2 dx.
R3 R3
This completes the proof. 
Remark 5.1. The question whether the energy inequality in (5.1) be-
comes identical is exactly Onsager’s conjecture [19]. It states that
weak solutions of the Euler equations for incompressible fluids in R3
conserve energy only if they have a certain minimal smoothness of the
order of 1/3 fractional derivatives in x ∈ R3 and that they dissipate en-
ergy if they are rougher. Indeed, in Cheskidov-Constantin-Friedlander-
Shvydkoy [2], it is proved that energy is conserved when u(t, x) is in the
1/3
Besov space of tempered distributions B2,c(N) . This is a space in which
the Hölder exponent is exactly 1/3, but the slightly better regularity
is encoded in the summability condition. We show in Proposition 3.1
that Assumption (K41) implies the uniform boundedness in the norm
of H α (R3 ) with exponent α less than 1/3 for the solutions to the Navier-
Stokes equations, with respect to the viscosity coefficient µ > 0. From
the point of view of physics, strengthening the Kolmogorov exponent
5/3, as would be needed to obtain a stronger α = 1/3 bound, may
result from some theory of intermittency.

6. Incompressible Navier-Stokes Equations with Passive

Scalar Fields
Consider the incompressible Navier-Stokes equations with passive
scalar fields in R3 :

 ∂t u + ∇ · (u ⊗ u) + ∇p = µ0 ∆u,

∂t χi + ∇ · (χi u) = µi ∆χi , i = 1, · · · , I, (6.1)

 ∇ · u = 0,
 KOLMOGOROV’S THEORY AND INVISCID LIMIT 13

with Cauchy data:

(u, χ1 , · · · , χI )|t=0 = (u0 , χ10 , · · · , χI0 )(x), (6.2)
P
where χi0 (x) ≥ 0 and i χi0 (x) = 1.
These equations are interpreted as describing concentrations χi , i <
I, of minority species, such as dilute chemical reagants in a majority
carrier species χI , in an approximation that the minority species do
not influence the bulk fluid density nor the bulk fluid viscosity. Thus,
they do not interact with (influence) the bulk fluid, but are passively
transported by it; hence the name passive scalars. The new physics
introduced by the χi is mixing, with new dimensionless parameters,
the species Schmidt numbers µ0 /µi , and the associated length scales
for diffusion, the Batchelor scales. See Monin-Yaglom [18] for further
information.
Similarly to Theorem 1.1, for each fixed µ = (µ0 , µ1, · · · , µI ), µj >
0, j = 0, 1, · · · , I, there exists a global solution (uµ , χµ µ
1 , · · · , χI )(t, x)
with a corresponding pressure function pµ (t, x) of the Cauchy prob-
lem (6.1)–(6.2) such that the equations in (6.1) hold in the sense of
distributions, and the following properties hold:
uµ ∈ L2 (0, T ; H 1) ∩ C([0, T ]; L2 ) ∩ C([0, T ]; Ls (BR )),
3s
∂t uµ ∈ L2 (0, T ; H −1) + Ls (0, T ; W −1, 3s−2 ) ∩ Lq (0, T ; Lr ) ,


3s
pµ ∈ L2 ((0, T ) × BR ) + Ls (0, T ; L 3s−2 ),
∇pµ ∈ L2 (0, T ; H −1) + Lq (0, T ; Lr ),
0 ≤ χµ
i (t, x) ≤ 1, i = 1, 2, · · · , I,
χi ∈ L (0, T ; H ) ∩ C([0, T ]; L2w ) ∩ C([0, T ]; L∞ (BR )),
µ 2 1

6s
2 −1
) + (Ls (0, T ; W −1, 3s−2 ) ∩ Lq (0, T ; L2r ) ,


∂t χµ
i ∈ L (0, T ; H
3q
where 1 ≤ s < ∞, 1 ≤ q < 2, R ∈ (0, ∞), and r = 2(2q−1)
; and, in
addition,
1 1 |uµ |2
∂t ( |uµ |2 ) + ∇ · (uµ ( |uµ |2 + pµ )) + µ0 |∇uµ |2 − µ0 ∆( ) ≤ 0,
2 2 2
∂t β(χµ µ
i ) + ∇ · (u β(χi )) ≤ µi ∆β(χi )
µ µ

in the sense of distributions, for any C 2 –function β(χ), β ′′(χ) ≥ 0.

Theorem 6.1. The Kolmogorov hypotheses, Assumption (K41), imply
the strong compactness in L∞ (0, T ; Lq (R3 )), q ∈ [2, 18/7), of the veloc-
ity sequence uµ (t, x) when the viscosity µ tends to zero. That is, there
exist a function u ∈ L∞ (0, T ; Lq (R3 )) and a subsequence (still denoted)
14 GUI-QIANG CHEN AND JAMES GLIMM

uµ (t, x) such that

uµ (t, x) → u(t, x) in Lq (R3T ) as µ → 0.
Furthermore,
0 ≤ χµi (x) ≤ 1, i = 1, · · · , I,
which implies the weak-star convergence subsequentially (still denoted)
∞
χµ
i (t, x) in L to some functions χi (t, x), 0 ≤ χi (t, x) ≤ 1, as µ → 0.
Moreover, the limit function (u, χ1 , · · · , χI )(t, x) is a weak solution of
(6.1)–(6.2) and in addition,
Z Z
2
|u(t, x)| dx ≤ |u0 (x)|2 dx. (6.3)
R3 R3
i
Denoting the weak-star limit in terms of Young measures, with νt,x the
µ
Young measure corresponding to the uniform bounded sequence χi for
each i = 1, · · · , I, we have
i
β(χi ) = hνt,x , β(χi )i = w ∗ − lim β(χµ
i )
µ→0

for any C 2 –function βχ. If, in addition, β ′′ (χ) ≥ 0, then

∂t β(χi ) + ∇ · (β(χi )u) ≤ 0 (6.4)
in the sense of distributions.
Proof. The strong convergence of uµ (t, x) can be obtained by following
the same argument as for Theorem 5.1, which implies
uµ (t, x) → u(t, x) in Lq (R3T ), 2 ≤ q < 18/7.

Since 0 ≤ χµ
i ≤ 1, there exists a further subsequence (still denoted)
∞
χµ
i and an L –function χi with 0 ≤ χi ≤ 1 such that
∗
χµ
i ⇀ χi as µ → 0.
Then the strong convergence of uµ (t, x) implies that
χµ
i u (t, x) ⇀ χi u(t, x)
µ

in the sense of distributions as µ → 0.

This implies
∂t χi + ∇ · (χi u) = 0, i = 1, · · · , I,
in the sense of distributions.
Furthermore, for any C 2 –function β(χ), β(χµ
i ) is uniformly bounded.
By the representation theorem of weak limit by Young measures (cf.
[21]; also see [1]), we conclude
∗
i
β(χµ
i ) ⇀ hνt,x , β(χi )i as µ → 0,
 KOLMOGOROV’S THEORY AND INVISCID LIMIT 15

and, using the strong convergence of uµ (t, x), we further have

i
uµ (t, x)β(χµ
i ) ⇀ u(t, x)hνt,x , β(χi )i

in the sense of distributions as µ → 0.

We now assume β ′′ (χ) ≥ 0. Since
∂t β(χµ µ µ
i ) + ∇ · (u β(χi )) ≤ µi ∆β(χi ),
µ

we take the limit µ → 0 above to conclude

i i
∂t hνt,x , β(χi )i + ∇ · (uhνt,x , β(χi )i) ≤ 0
in the sense of distributions. 

7. Implications to Numerical Computations

We discuss what can be expected in terms of numerical convergence,
on the basis of the convergence framework developed in this paper. Be-
cause the framework depends on compactness and subsequences, there
is an implicit hint that uniqueness will be a problem. In fact, nonunique
solutions for the Euler equations has been known for over a decade;
also see Scheffer [20] and De Lellis-Székelyhidi [3, 4]. For numerical
solutions, this means that LES solutions could depend in an essential
manner on the SGS models or the equivalent in the form of modified
numerical algorithms. Stated more directly, the turbulent Schmidt and
Prandtl numbers of the models or the numerical Schmidt and Prantdl
numbers of the algorithms could influence the selection of the numer-
ical LES solution. Distinct but apparently converged solutions from
distinct solutions for the identical problem are thus a possibility. More-
over, the LES solution regime is very sensitive to parameters (other
than turbulent or numerical fluid transport) which introduce a regu-
larizing length scale, and to the dimensionless ratios of these length
scales. The literature for multiphase flow, turbulent mixing and tur-
bulent chemistry has many dimensionless parameters. Those that are
sensitive (experimentally, for example) in a particular problem can be
expected to be also sensitive in the definition of the SGS models and
in their numerical manifestations as numerical analogues of the SGS
models. Our optimistic hope is that a well designed LES algorithm
should employ the SGS terms which eliminate further nonuniqueness
due to numerical or algorithmic issues, and thus should yield a unique
solution.
Assuming uniqueness of solutions has been achieved, within an LES
regime, what does convergence mean? Convergence of the velocity is
strong (norm) in an Lq space. This conventional notion of convergence
requires no further discussion. For the passive scalars, the convergence
16 GUI-QIANG CHEN AND JAMES GLIMM

is weak-star, meaning that convergence holds for any test function (ob-
servable) in the dual space (L∞ )∗ . This dual space is a space of signed
measures. The measures and the abstract space on which they are
defined can be realized concretely in the form of the space time depen-
dent Young’s measures. In language more familiar to physicists and
applied mathematicians, the Young measures represent the space time
dependent probability distribution function (pdf) of limiting values of
the χi . Although the limit also yields a classical weak solution, we ex-
pect that the pdf description will prove to be more useful. The reason
for this claim is that nonlinear functions of the solution can pass to
the limit in the pdf–Young measure formulation but not in the weak
star limit formulation. The classical weak solution is the mean value
of the Young measure solution, both regarded as space-time dependent
distributions. The classical weak solution has far less information than
the Young measure. Thus we state that the limiting concentrations χi
are pdfs. Clearly, this is a modification of standard ways of judging
convergence, but now with a basis in mathematical theory.
Is the Young measure limit a result of a weak mathematical technol-
ogy, to be improved at some future date? Within the generality of The-
orem 6.1, this seems unlikely. That theorem allows arbitrary and even
infinite Schmidt numbers, meaning that sharp concentration disconti-
nuities can persist for all time. Reasoning theoretically, the essence
of the Kolmogorov theory is that smaller and smaller vortices persist
at all length scales, in the absence of viscosity. Thus the sharp inter-
faces must become ever more convoluted. Numerical evidence [12, 13]
supports this view, in which unregularized simulations display turbu-
lent mixing concentration interfaces proportional to the available mesh
degrees of freedom, uniformly under mesh refinement. More useful is
to ask what can be expected in the case of finite, bounded Schmidt
numbers. According to an analysis in [18], the species diffusion has a
logarithmetic singularity at high Schmidt number. But this argument
omits time scales. A theoretical model [13], which does include time
scales as well as SGS terms to modify the equations, suggests a rapid or
instantaneous smoothing of species concentration discontinuities, but
at length scales that still may lead to Young measure solutions, i.e.,
convergence to a pdf. In view of the importance of the nature of this
convergence, further studies, both numerical and theoretical, are called
for.
Finally, we note that our convergence framework stops at the level
of passive scalar fields. Euler existence theories beyond this level are
known only at the level of measure-valued solutions and even there at
 KOLMOGOROV’S THEORY AND INVISCID LIMIT 17

the level of convergent subsequences, with no proof that the limit is ac-
tually a solution of the original equations. Because the concentrations
are already described by this measure-valued framework, it is plausible
that such a radical change in the convergence framework is required to
move from passive scalars to true multiphase flow. Beyond the phys-
ical issues involved in the extension of Assumption (K41) to variable
and species dependent viscosity and density, the mathematical issue is
the proof of uniform estimates for partial differential equations whose
coefficients are converging to Young measures (pdfs).

Acknowledgments. Gui-Qiang Chen’s research was supported in

part by the National Science Foundation under Grants DMS-0935967,
DMS-0807551, the Natural Science Foundation of China under Grant
NSFC-10728101, the Royal Society-Wolfson Research Merit Award (UK),
and the UK EPSRC Science and Innovation award to the Oxford Cen-
tre for Nonlinear PDE (EP/E035027/1).
James Glimm’s research was supported in part by the U.S. Depart-
ment of Energy grants DE-FC02-06-ER25770, DE-FG07-07ID14889,
DE-FC52-08NA28614, and DE-AC07-05ID14517 and by the Army Re-
search Organization grant W911NF0910306. This manuscript has been
co-authored by Brookhaven Science Associates, LLC, under Contract
No. DE-AC02-98CH1-886 with the U.S. Department of Energy. The
United States Government retains, and the publisher, by accepting this
article for publication, acknowledges, a world-wide license to publish
or reproduce the published form of this manuscript, or allow others to
do so, for the United States Government purposes.

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Gui-Qiang G. Chen, Mathematical Institute, University of Oxford,

Oxford, OX1 3LB, UK; School of Mathematical Sciences, Fudan Uni-
versity, Shanghai 200433, China; Department of Mathematics, North-
western University, Evanston, IL 60208-2730, USA
E-mail address: chengq@maths.ox.ac.uk

James Glimm, Department of Applied Mathematics and Statistics,

Stony Brook University, Stony Brook, NY 11794-3600, USA
E-mail address: glimm@ams.sunysb.edu