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Lecture Notes in Mathematical Fluid Mechanics

Eduard Feireisl
Trygve G. Karper
Milan Pokorný

Mathematical
Theory of
Compressible
Viscous Fluids
Analysis and Numerics
Advances in Mathematical Fluid Mechanics

Lecture Notes in Mathematical Fluid Mechanics

Editor-in-Chief:
Galdi, Giovanni P

Series Editors
Bresch, D.
John, V.
Hieber, M.
Kukavica, I.
Robinson, J.
Shibata, Y.

Lecture Notes in Mathematical Fluid Mechanics as a subseries of ‘Advances in


Mathematical Fluid Mechanics’ is a forum for the publication of high quality
monothematic work as well lectures on a new field or presentations of a new angle
on the mathematical theory of fluid mechanics, with special regards to the Navier-
Stokes equations and other significant viscous and inviscid fluid models.

In particular, mathematical aspects of computational methods and of applications to


science and engineering are welcome as an important part of the theory as well as
works in related areas of mathematics that have a direct bearing on fluid mechanics.

More information about this series at http://www.springer.com/series/15480


Eduard Feireisl • Trygve G. Karper • Milan Pokorný

Mathematical Theory
of Compressible
Viscous Fluids
Analysis and Numerics
Eduard Feireisl Trygve G. Karper
Institute of Mathematics CAS Department of Mathematical Sciences
Praha, Czech Republic Norwegian University of Science & Tech.
Trondheim, Norway

Milan Pokorný
Charles University
Faculty Mathematics and Physics
Charles University
Praha, Czech Republic

ISSN 2297-0320 ISSN 2297-0339 (electronic)


Advances in Mathematical Fluid Mechanics
ISSN 2510-1374 ISSN 2510-1382 (electronic)
Lecture Notes in Mathematical Fluid Mechanics
ISBN 978-3-319-44834-3 ISBN 978-3-319-44835-0 (eBook)
DOI 10.1007/978-3-319-44835-0

Library of Congress Control Number: 2016951227

© Springer International Publishing Switzerland 2016


This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of
the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation,
broadcasting, reproduction on microfilms or in any other physical way, and transmission or information
storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology
now known or hereafter developed.
The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication
does not imply, even in the absence of a specific statement, that such names are exempt from the relevant
protective laws and regulations and therefore free for general use.
The publisher, the authors and the editors are safe to assume that the advice and information in this book
are believed to be true and accurate at the date of publication. Neither the publisher nor the authors or
the editors give a warranty, express or implied, with respect to the material contained herein or for any
errors or omissions that may have been made.

Printed on acid-free paper

This book is published under the trade name Birkhäuser, www.birkhauser-science.com


The registered company is Springer International Publishing AG
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
Preface

Despite the concerted effort of generations of excellent mathematicians, the fun-


damental problems in partial differential equations related to continuum fluid
mechanics remain largely open. Solvability of the Navier–Stokes system describing
the motion of an incompressible viscous fluid is one in the sample of Millennium
Problems proposed by Clay Institute, see [32]. In contrast with these apparent
theoretical difficulties, the Navier–Stokes system became a well-established model
serving as a reliable basis of investigation in continuum fluid mechanics, including
the problems involving turbulence phenomena. Mathematicians developed an alter-
native approach to problems in continuum fluid mechanics based on the concept
of weak solutions. As a matter of fact, the balance laws, expressed in classical
fluid mechanics in the form of partial differential equations, have their origin in
integral identities that seem to be much closer to the modern weak formulation of
these problems. Leray [67] constructed the weak solutions to the incompressible
Navier–Stokes system as early as in 1930, and his “turbulent solutions” are still
the only ones available for investigating large data and/or problems on large time
intervals. Recently, the real breakthrough in the theory is the work of Lions [68]
who generalized Leray’s theory to the case of barotropic compressible viscous fluids
(see also Vaigant and Kazhikhov [94]). The quantities playing a crucial role in the
description of density oscillations as the effective viscous flux were identified and
used in combination with a renormalized version of the equation of continuity to
obtain first large data/large time existence results in the framework of compressible
viscous fluids.
The main goal of this book is to present the mathematical theory of compressible
barotropic fluids in the framework of weak solutions proposed by Lions [68],
including the extensions developed in [34], in a close connection with the associated
numerical analysis based on the scheme proposed in [58]. Our main aim was to
present the material in a concise and, at the same time, elementary way accessible
to graduate students, engineers and researchers interested in mathematical fluid
mechanics. The book consists of three major parts. After a short introduction to the
mathematical model, we first focus on the crucial question of stability of a family of
weak solutions that is the core of the abstract theory, with the relevant implications

v
vi Preface

to the numerical analysis and the associated real world applications. For the sake
of clarity of presentation, we discuss first the case, where the pressure term grows
sufficiently fast for large value of the density yielding strong energy bounds. The
main novelty of our approach is a detailed existence proof performed in the second
part, where the approximate solutions are constructed by means of a mixed finite
element finite volume numerical scheme. In particular we show that the numerical
solutions, up to a subsequence, converge to a weak solution of the (compressible)
Navier–Stokes system at least for the pressure that increases sufficiently fast for
large values of the density. The final third part of the book is devoted to the
mathematical theory with (nowadays) optimal restriction on the pressure function.

Praha, Czech Republic Eduard Feireisl


Trondheim, Norway Trygve G. Karper
Praha, Czech Republic Milan Pokorný
Acknowledgements

The research of Eduard Feireisl leading to these results has received funding from
the European Research Council under the European Union’s Seventh Framework
Programme (FP7/2007–2013)/ERC Grant Agreement 320078. The Institute of
Mathematics of the Academy of Sciences of the Czech Republic is supported by
RVO:67985840. The work of Milan Pokorný was supported by the GAČR (Czech
Science Foundation) project No. 16-03230S.
The authors thank Martin Michálek for preparing the graphic material and Radim
Hošek and Martin Michálek for critical reading and valuable comments on the final
version of the manuscript.

vii
Contents

1 Preliminaries, Notation, and Spaces of Functions . .. . . . . . . . . . . . . . . . . . . . 1


1.1 Notation .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1
1.1.1 Numbers.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 1
1.1.2 Topological Objects, Domains, and Boundaries . . . . . . . . . . 2
1.1.3 Vectors and Algebraic Operations . . . . .. . . . . . . . . . . . . . . . . . . . 2
1.2 Derivatives and Differential Operators . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 3
1.2.1 Gradient . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 4
1.2.2 Divergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 4
1.2.3 Other Differential Operators . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 5
1.3 Function Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 5
1.3.1 Continuous Functions . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 5
1.3.2 Integrable Functions .. . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 7
1.4 Sobolev Spaces .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 10
1.4.1 Nonlinear Compositions . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 12
1.4.2 Dual Spaces to Sobolev Spaces . . . . . . . .. . . . . . . . . . . . . . . . . . . . 12
1.4.3 Embeddings .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 13
1.4.4 Sobolev–Slobodeckii Spaces . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 14
1.4.5 Trace Theorem for Sobolev Functions
and Green’s Formula . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 15
1.4.6 Poincaré’s Inequality . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 16
1.4.7 Functions of Bounded Variations . . . . . .. . . . . . . . . . . . . . . . . . . . 16
1.5 Fourier Transform .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 17
1.5.1 Pseudodifferential Operators .. . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 18
1.5.2 Hörmander–Mikhlin Theorem . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 20
1.6 Weak Convergence of Integrable Functions.. . . .. . . . . . . . . . . . . . . . . . . . 20
1.7 Fixed-Point Theorem .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 22

ix
x Contents

Part I Mathematics of Compressible Fluid Flows


2 Mathematical Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 25
2.1 Mass Conservation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 26
2.2 Balance of Momentum .. . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 27
2.3 Constitutive Relations and Navier–Stokes System . . . . . . . . . . . . . . . . . 28
2.4 Spatial Domain and Boundary Conditions .. . . . .. . . . . . . . . . . . . . . . . . . . 29
2.5 Initial Conditions and Well Posedness . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 30
3 Weak Solutions.. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 31
3.1 Equation of Continuity: Weak Formulation .. . . .. . . . . . . . . . . . . . . . . . . . 32
3.1.1 Weak–Strong Compatibility.. . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 32
3.1.2 Weak Continuity in Time .. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 32
3.1.3 Total Mass Conservation, Positive Density,
and Vacuum .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 35
3.2 Balance of Momentum: Weak Formulation .. . . .. . . . . . . . . . . . . . . . . . . . 36
3.2.1 Weak Continuity in Time .. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 37
3.2.2 Admissibility Criteria . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 38
4 A Priori Bounds. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 39
4.1 Total Mass Conservation .. . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 39
4.2 Total Energy Balance . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 40
4.3 Pressure Estimates. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 43
5 Weak Formulation Revisited . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 49
5.1 Regularity Class . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 50
5.2 Renormalized Equation of Continuity.. . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 50
5.3 Momentum Equation .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 51
5.4 Energy Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 52
6 Weak Sequential Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 55
6.1 Uniform Bounds .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 56
6.1.1 Energy Bounds.. . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 56
6.1.2 Pressure Estimates . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 58
6.2 Limit Passage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 60
6.2.1 Compactness in Convective Terms . . . .. . . . . . . . . . . . . . . . . . . . 61
6.2.2 Limit in the Equation of Continuity . . .. . . . . . . . . . . . . . . . . . . . 62
6.2.3 Limit in the Momentum Equation . . . . .. . . . . . . . . . . . . . . . . . . . 64
6.3 Strong Convergence of the Densities . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 65
6.3.1 Amplitude of Density Oscillations. . . . .. . . . . . . . . . . . . . . . . . . . 65
6.3.2 Effective Viscous Flux . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 68
6.3.3 Compactness via Div–Curl Lemma.. . .. . . . . . . . . . . . . . . . . . . . 70
Contents xi

Part II Existence of Weak Solutions via a Numerical Method


7 Numerical Method. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 81
7.1 Time Discretization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 82
7.2 Spatial Discretization . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 83
7.2.1 Spatial Domain, Triangulation, and Mesh .. . . . . . . . . . . . . . . . 83
7.2.2 Finite Elements, Finite Volumes, and Function Spaces .. . 86
7.2.3 Discretization of Convective Terms, Upwind . . . . . . . . . . . . . 87
7.3 Numerical Scheme . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 90
7.4 Discrete Renormalization . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 91
7.5 Energy Inequality . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 94
7.5.1 Pressure Potential .. . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 95
7.5.2 Time Derivative of the Total Energy .. .. . . . . . . . . . . . . . . . . . . . 95
7.5.3 Convective Term .. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 95
7.5.4 Conclusion . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 98
7.6 Well Posedness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 99
7.6.1 Positivity of the Numerical Densities . .. . . . . . . . . . . . . . . . . . . . 99
7.6.2 Solvability of the Numerical Scheme . .. . . . . . . . . . . . . . . . . . . . 101
8 Stability of the Numerical Method. . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 103
8.1 Function Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 103
8.1.1 Approximation by Smooth Functions .. . . . . . . . . . . . . . . . . . . . 105
8.1.2 Discrete Sobolev Embeddings . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 106
8.2 Stability Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 107
8.2.1 Total Mass Conservation . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 108
8.2.2 Energy Estimates . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 108
8.2.3 Numerical Dissipation .. . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 109
9 Consistency .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 111
9.1 Preliminaries and Useful Estimates . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 111
9.1.1 Projections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 112
9.1.2 Interpolation Inequalities .. . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 113
9.1.3 Trace Estimates . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 114
9.2 Consistency Formulation of the Continuity Method.. . . . . . . . . . . . . . . 114
9.3 Consistency Formulation of the Momentum Method.. . . . . . . . . . . . . . 122
9.3.1 Discretized Time Derivative . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 123
9.3.2 Upwind in the Momentum Equation . .. . . . . . . . . . . . . . . . . . . . 125
9.3.3 Momentum Consistency: Conclusion .. . . . . . . . . . . . . . . . . . . . 133
10 Convergence .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 135
10.1 Refined Pressure Estimates . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 135
10.2 Convergence in Field Equations, Convective Terms,
and Time Derivatives .. . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 139
10.2.1 Convergence in Convective Terms . . . . .. . . . . . . . . . . . . . . . . . . . 140
10.2.2 Time Derivatives .. . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 143
10.2.3 Limit in Fields Equations . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 144
xii Contents

10.3 Strong Convergence of the Numerical Densities . . . . . . . . . . . . . . . . . . . 145


10.3.1 Effective Viscous Flux Identity . . . . . . . .. . . . . . . . . . . . . . . . . . . . 149
10.3.2 Density Convergence: Conclusion .. . . .. . . . . . . . . . . . . . . . . . . . 151
10.4 Energy Inequality and Convergence of Numerical Solutions . . . . . . 152
10.5 Weak Solutions to the Navier–Stokes System . .. . . . . . . . . . . . . . . . . . . . 153

Part III Existence Theory for General Pressure


11 Weak Solutions with Artificial Pressure . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 157
11.1 Uniform Bounds .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 158
11.2 Energy Estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 159
11.3 Pressure Estimates. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 159
11.4 Weak Limit of the Sequence of Approximate Solutions . . . . . . . . . . . 163
12 Strong Convergence of the Approximate Densities .. . . . . . . . . . . . . . . . . . . . 165
12.1 Effective Viscous Flux . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 165
12.2 Oscillations Defect Measure .. . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 167
12.2.1 Oscillations Defect Measure and Renormalization . . . . . . . 168
12.2.2 Oscillations Defect Measure and Effective
Viscous Flux . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 171
12.3 Existence of Weak Solutions . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 173
13 Concluding Remarks and Suggestions for Further Reading . . . . . . . . . . 177

References .. .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 179

Index . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . 185
Chapter 1
Preliminaries, Notation, and Spaces of Functions

This chapter introduces notation as well as the basic mathematical tools used in the
book such as the function spaces, embedding theorems, and elementary inequalities.
We suppose the reader to be familiar with this material and will refer to it throughout
the text without further specification.

1.1 Notation

Unless otherwise indicated, the symbols and the basic notation will be used as stated
below.

1.1.1 Numbers

The symbols Z, N, and C denote the sets of integers, positive integers, and complex
numbers, respectively. The symbol R denotes the set of real numbers, and RN is the
N-dimensional Euclidean space.
The symbol const, c, or ci will be used for a generic positive constant. These
constants may have different values at different parts of the book. We will also write
< < <
u  v if u  cv; and u  v if u  v and v  u:

© Springer International Publishing Switzerland 2016 1


E. Feireisl et al., Mathematical Theory of Compressible Viscous Fluids, Advances
in Mathematical Fluid Mechanics, DOI 10.1007/978-3-319-44835-0_1
2 1 Preliminaries, Notation, and Spaces of Functions

1.1.2 Topological Objects, Domains, and Boundaries

The symbol ˝  RN will be used for a domain—an open connected subset of the
Euclidean space RN , mostly N D 3. The closure of a set Q  RN is denoted by Q,
its boundary is @Q. The symbol 1Q stands for the characteristic function of the set
Q. The outer normal vector to @Q is denoted by n.

1.1.3 Vectors and Algebraic Operations

Vectors as well as functions ranging in an Euclidean space are represented by


symbols beginning by a boldface minuscule, for example u, v. Matrices (tensors)
and matrix valued functions are represented by special Roman characters as S, T, in
particular, the identity matrix is denoted by I D fıi;j gNi;jD1 .
The transpose of a square matrix A D fai;j gNi;jD1 is AT D faj;i gNi;jD1 . The trace of
P
a square matrix A D fai;j gNi;jD1 is traceŒA D NiD1 ai;i .
The scalar product of two vectors a D Œa1 ; : : : ; aN , b D Œb1 ; : : : ; bN  is denoted
by

X
N
abD ai bi ;
iD1

the scalar product of tensors A D fAi;j gNi;jD1 , B D fBi;j gNi;jD1 is

X
N
AWBD Ai;j Bi;j :
i;jD1

The symbol a ˝ b denotes the tensor product of vectors a, b,

a ˝ b D fai bj gNi;jD1 :

The vector product a  b is the antisymmetric part of a ˝ b. If N D 3, the vector


product of vectors a D .a1 ; a2 ; a3 /, b D .b1 ; b2 ; b3 / can be identified with a vector

a  b D .a2 b3  a3 b2 ; a3 b1  a1 b3 ; a1 b2  a2 b1 /:

The product of a matrix A with a vector b is a vector A  b with components

X
N
ŒA  bi D Ai;j bj for i D 1; : : : ; N;
jD1
1.2 Derivatives and Differential Operators 3

while the product of a matrix A D fAi;j gN;M


i;jD1 with a matrix B D fBi;j gi;jD1 is a matrix
M;S

AB with components

X
M
ŒABi;j D Ai;k Bk;j :
kD1

The Euclidean norm of a vector a 2 RN is


v
u N
p uX
jaj D a  a D t a2i :
iD1

The distance of a vector a to a set K  RN is denoted as

distŒa; K D inffja  kj j k 2 Kg;

and the diameter of K is

diamŒK D sup jx  yj:


.x;y/2K 2

The ball centered at a 2 RM of radius r is denoted


n ˇ o
ˇ
B.a; r/ D x 2 RM ˇ ja  xj < r :

1.2 Derivatives and Differential Operators

The symbol

@g
@yi g.y/ D .y/; i D 1; : : : ; N;
@yi

will denote the partial derivative of a function g D g.y/, y D Œy1 ; : : : ; yN , with


respect to the variable yi calculated at a point y 2 RN . The same notation will be
used for distributional derivatives. Frequently, we consider functions g D g.t; x/ of
the time variable t 2 .0; T/ and the spatial coordinate x D Œx1 ; x2 ; x3  2 ˝  R3 .
We use italics rather than boldface minuscules to denote these independent variables
although x can be in fact identified with a vector in R3 .
4 1 Preliminaries, Notation, and Spaces of Functions

1.2.1 Gradient

The gradient of a scalar function g D g.y/ is a vector

rg D ry g D Œ@y1 g.y/; : : : ; @yN g.y/I

r T g denotes the transposed vector to rg.


To distinguish the temporal and spatial variables, we denote the gradient of a
scalar function g D g.t; x/ with respect to the spatial variable x as

rx g.t; x/ D Œ@x1 g.t; x/; @x2 g.t; x/; @x3 g.t; x/:

The gradient of a vector function v D Œv1 .y/; : : : ; vN .y/ is the matrix

rv D ry v D f@yj vi gNi;jD1 I

r T v denotes the transposed matrix to rv. Similarly, the gradient of a vector


function v D Œv1 .t; x/; v2 .t; x/; v3 .t; x/ with respect to the space variables x is the
matrix

rx v.t; x/ D f@xj vi .t; x/g3i;jD1 :

1.2.2 Divergence

The divergence of a vector function v D Œv1 .y/; : : : ; vN .y/ is a scalar

X
N
div v D divy v D @yi vi : (1.1)
iD1

The divergence of a vector function of the spatial and temporal variables v D


Œv1 .t; x/; v2 .t; x/; v3 .t; x/ with respect to the space variable x is a scalar

3
X
divx v.t; x/ D @xi vi .t; x/:
iD1

The divergence of a tensor (matrix-valued) function B D fBi;j .t; x/g3i;jD1 with


respect to the space variable x is a vector

3
X
Œdiv Bi D Œdivx B.t; x/i D @xj Bi;j .t; x/; i D 1; : : : ; 3:
jD1
1.3 Function Spaces 5

1.2.3 Other Differential Operators

The symbol  D x will denote the standard Laplace operator (Laplacian),

x D divx rx :

The vorticity (rotation) curl of a vectorial function v D Œv1 .y/; : : : ; vN .y/ is the
skew-symmetric matrix

n oN
curl v D curly v D rv  r T v D @yj vi  @yi vj : (1.2)
i;jD1

The vorticity of a vectorial function v D Œv1 .t; x/; : : : ; v3 .t; x/ is a skew-
symmetric matrix
n o3
curlx v D rx v  rxT v D @xj vi  @xi vj :
i;jD1

The vorticity operator in R3 will be sometimes interpreted as a vector curl v D


rx  v.

1.3 Function Spaces

If not otherwise stated, all vectorial spaces considered in this book are real. For a
normed linear space X, we denote by k  kX the norm on X. The duality pairing
between an abstract vector space X and its dual X  is denoted as < I  >X IX , or
simply < I  > in case the underlying spaces are clearly identified in the context. In
particular, if X is a Hilbert space, the symbol < I  > denotes also the scalar product
in X.
The symbol spanfMg, where M is a subset of a vector space X, denotes the space
of all finite linear combinations of vectors contained in M.

1.3.1 Continuous Functions

For Q  RN , the symbol C.Q/ denotes the set of continuous functions on Q. For a
bounded set Q, the symbol C.Q/ denotes the Banach space of functions continuous
on the closure Q endowed with norm

kgkC.Q/ D sup jg.y/j:


y2Q
6 1 Preliminaries, Notation, and Spaces of Functions

Similarly, C.QI X/ is the Banach space of vectorial functions continuous in Q and


ranging in a Banach space X with norm

kgkC.Q/ D sup kg.y/kX :


y2Q

The symbol Cweak .QI X/ denotes the space of vector-valued functions on Q


ranging in a Banach space X continuous with respect to the weak topology. More
specifically, g 2 Cweak .QI X/ if the mapping y 7! kg.y/kX is bounded and

y 7!< f I g.y/ >X IX

is continuous on Q for any linear form f belonging to the dual space X  . We shall
say that gn ! g in Cweak .QI X/ if

< f I gn >X  IX !< f I g >X  IX in C.Q/ for all f 2 X  :

The symbol Ck .Q/, Q  RN , where k is a nonnegative integer, denotes the


space of functions on Q that are restrictions of k-times continuously differentiable
functions on RN . Ck; .Q/,  2 .0; 1/ is the subspace of Ck .Q/ of functions having
their kth derivatives -Hölder continuous in Q. Ck;1 .Q/ is a subspace of Ck .Q/ of
functions whose kth derivatives are Lipschitz on Q. For a bounded domain Q, the
spaces Ck .Q/ and Ck; .Q/,  2 .0; 1 are Banach spaces with norms

kukCk .Q/ D max sup j@˛ u.x/j


j˛jk x2Q

and

j@˛ u.x/  @˛ u.y/j


kukCk; .Q/ D kukCk .Q/ C max sup ;
j˛jDk .x;y/2Q2 ; x¤y jx  yj

P
where @˛ u stands for the partial derivative @˛x11 : : : @˛xNN u of order j˛j D NiD1 ˛i . The
spaces Ck; .QI RM / are defined in a similar way. Finally, we set C1 D \1 k
kD0 C .
We recall the standard Arzelà–Ascoli Theorem:
Theorem 1 Let Q  RM be compact and X a compact topological metric space
endowed with a metric dX . Let fvn g1
nD1 be a sequence of functions in C.QI X/ that is
equi-continuous, meaning, for any " > 0 there is ı > 0 such that
h i
dX vn .y/; vn .z/  " provided jy  zj < ı independently of n D 1; 2; : : : :
1.3 Function Spaces 7

Then fvn g1
nD1 is precompact in C.QI X/, that is, there exists a subsequence (not
relabeled) and a function v 2 C.QI X/ such that
h i
sup dX vn .y/; v.y/ ! 0 as n ! 1:
y2Q

See Kelley [60, Chap. 7, Theorem 17] for the proof.


For Q  RN an open set and a function g W Q ! R, the symbol suppŒg denotes
the support of g in Q, specifically,

suppŒg D closure Œfy 2 Q j g.y/ ¤ 0g :

The symbol Cck .QI RM /, k 2 f0; 1; : : : ; 1g denotes the vector space of functions
belonging to Ck .QI RM / and having compact support in Q. If Q  RN is an open set,
the symbol D.QI RM / will be used alternatively for the space Cc1 .QI RM / endowed
with the topology induced by the convergence:

'n ! ' 2 D.Q/

if

suppŒ'n   K; K  Q a compact set; 'n ! ' in Ck .K/ for any k D 0; 1; : : : :


(1.3)

We write D.Q/ instead of D.QI R/.


The dual space to Cc .Q/ is the space M.Q/ of Radon measures on an open set
Q. The dual space D0 .QI RM / is the space of distributions on Q with values in RM .
Continuity of a linear form belonging to D0 .Q/ is understood with respect to the
convergence introduced in (1.3).

1.3.2 Integrable Functions

The Lebesgue measure of a set Q  RM is denoted by jQj. We denote


Z
v dx
˝

the Lebesgue integral of a measurable function v D v.x/ over a measurable set


˝  R3 , Similarly, we write
Z
v dx dt; Q  R  R3 ;
Q
8 1 Preliminaries, Notation, and Spaces of Functions

if v D v.t; x/. We denote


Z tD2 Z Z
v.t; x/ dx D v.t2 ; x/ dx  v.t1 ; x/ dx;
˝ tD1 ˝ ˝

and the convolution


Z
.u v/.x/ D u.x  y/v.y/ dy:
Q

The Lebesgue spaces L p .QI X/ are spaces of (Bochner) measurable functions v


ranging in a Banach space X such that the norm
Z
p p
kvkL p .QIX/ D kvkX dy is finite; 1  p < 1:
Q

Similarly, v 2 L1 .QI X/ if v is (Bochner) measurable and

kvkL1 .QIX/ D ess sup kv.y/kX < 1:


y2Q

p
The symbol Lloc .QI X/ denotes the vector space of locally L p -integrable func-
tions, meaning
p
v 2 Lloc .QI X/ if v 2 L p .KI X/ for any compact set K in Q:

We write L p .Q/ for L p .QI R/.


Let f 2 L1loc .Q/, where Q is an open set. A Lebesgue point a 2 Q of f in Q is
characterized by the property
Z
1
lim f .x/dx D f .a/: (1.4)
r!0C jB.a; r/j B.a;r/

For f 2 L1 .Q/ the set of all Lebesgue points is of full measure, meaning its
complement in Q is of zero Lebesgue measure. A similar statement holds for vector
valued functions f 2 L1 .QI X/, where X is a Banach space (see Brezis [8]). If f 2
C.Q/, then identity (1.4) holds for all points a in Q.
Linear functionals on L p .QI X/ are characterized as follows:
Theorem 2 Let Q  RN be a measurable set, X a Banach space that is reflexive
and separable, 1  p < 1.
Then any continuous linear form  2 ŒL p .QI X/ admits a unique representation
0
w 2 L p .QI X  /,
Z
< I v >.Lp .QIX//IL p .QIX/ D < w .y/I v.y/ >X IX dy for all v 2 L p .QI X/;
Q
1.3 Function Spaces 9

where
1 1
C 0 D 1:
p p

Moreover the norm on the dual space is given as

kkŒL p .QIX/ D kw kL p0 .QIX / :

Accordingly, the spaces L p .QI X/ are reflexive for 1 < p < 1 as soon as X is
reflexive and separable.
See Gajewski et al. [45, Chap. IV, Theorem 1.14, Remark 1.9].
Identifying  with w , we write
0
ŒL p .QI X/ D L p .QI X  /; kkŒL p .QIX/ D kkL p0 .QIX / ; 1  p < 1:

This formula is known as Riesz representation Theorem.


If the Banach space X in Theorem 2 is merely separable, we have

p0
ŒL p .QI X/ D Lweak./ .QI X  / for 1  p < 1;

where
p0
Lweak./ .QI X  /
n ˇ
ˇ
 W Q ! X  ˇ y 2 Q 7!< .y/I v >X IX measurable for any fixed v 2 X;

0
o
y 7! k.y/kX  2 L p .Q/

(see Edwards [27], Pedregal [80, Chap. 6, Theorem 6.14]).


Hölder’s inequality reads

1 1 1
kuvkLr .Q/  kukL p .Q/ kvkLq .Q/ ; D C ; 1  p; q; r  1
r p q

for any u 2 L p .Q/, v 2 Lq .Q/, Q  RN (see Adams [1, Chap. 2]).


Interpolation inequality for L p -spaces reads

.1/ 1  1
kvkLr .Q/  kvkL p .Q/ kvkLq .Q/ ; D C ; 1  p < r < q  1;  2 .0; 1/
r p q

for any v 2 L p \ Lq .Q/, Q  RN (see Adams [1, Chap. 2]).


10 1 Preliminaries, Notation, and Spaces of Functions

Jensen’s inequality reads


Z  Z
˚ v dy  ˚.v/ dy
Q Q

whenever ˚ is convex on the range of v and Q  RM , jQj D 1, see, e.g., Ziemer


[99, Chap. 1, Sect. 1.5].
Finally, we report Gronwall’s Lemma:
Lemma 1 Let a 2 L1 .0; T/, a 0, ˇ 2 L1 .0; T/, b0 2 R, and
Z 
b./ D b0 C ˇ.t/ dt
0

be given. Let r 2 L1 .0; T/ satisfy


Z 
r./  b./ C a.t/r.t/ dt for a.a.  2 Œ0; T:
0

Then
Z   Z  Z  
r./  b0 exp a.t/ dt C ˇ.t/ exp a.s/ ds dt
0 0 t

for a.a.  2 Œ0; T.


See Carroll [13].

1.4 Sobolev Spaces

A domain ˝  RN is of class C if for each point x 2 @˝, there exist r > 0 and a
mapping  W RN1 ! R belonging to a function class C such that—upon rotating
and relabeling the coordinate axes if necessary—we have
9
˝ \ B.xI r/ D fy j .y0 / < yN g \ B.x; r/ =
; where y0 D .y1 ; : : : ; yN1 /:
;
@˝ \ B.xI r/ D fy j .y0 / D yN g \ B.x; r/

In particular, ˝ is called Lipschitz domain if  is Lipschitz.


If A  WD @˝ \ B.xI r/,  is Lipschitz and f W A ! R, then one can define the
surface integral
v
u
Z Z u X  @ 2
N1
0 0 t
f dSx WD f .y ; .y // 1 C dy0 ;
A ˚ .A/ iD1
@y i
1.4 Sobolev Spaces 11

where ˚ W RN 7! RN , ˚ .y0 ; yN / D .y0 ; yN  .y0 //, whenever R the (Lebesgue)


integral at the right-hand side exists. If f D 1A , then SN1 .A/ D A dSx is the surface
measure on @˝ of A that can be identified with the .N  1/-Hausdorff measure on
@˝ of A (cf. Evans
R and Gariepy [31, Chap. 4.2]). In the general case of A  @˝,
one can define A f dSx using a covering B D fB.xi I r/gM iD1 , xi 2 @˝, M 2 N of @˝
by balls of radii r and subordinated partition of unity F D f'i gM iD1 , and set

Z M Z
X
f dSx D 'i f dSx ; i D @˝ \ B.xi I r/;
A iD1 i

see Nečas [75, Section I.2] or Kufner et al. [64, Sect. 6.3].
A Lipschitz domain ˝ admits the outer normal vector n.x/ for a.a. x 2 @˝. Here
a:a: refers to the surface measure on @˝.
A differential operator @˛ of order j˛j can be identified with a distribution
Z
< @˛ vI ' >D0 .Q/ID.Q/ D .1/j˛j v@˛ ' dy
Q

for any locally integrable function v. The Sobolev spaces W k;p .QI RM /, 1  p  1,
k a positive integer, are the spaces of functions having all distributional derivatives
up to order k in L p .QI RM /. The norm in W k;p .QI RM / is defined as
8P P 1=p 9
ˆ
<
M
k@˛
v k
p
if 1  p < 1 >
=
iD1 j˛jk i L .Q/
p
kvkW k;p .QIRM / D ;
:̂ >
;
˛
max1iM; j˛jk fk@ vi kL1 .Q/ g if p D 1

where the symbol @˛ stands for any partial derivative of order j˛j.
If Q is a bounded domain with boundary of class Ck1;1 , then there exists a
continuous linear operator which maps W k;p .Q/ to W k;p .RN /; it is called extension
operator. For 1 < p < 1 the extension operator exists even for the boundary of
class C0;1 . If 1  p < 1, then W k;p .Q/ is separable and the space Ck .Q/ is its dense
subspace.
The space W 1;1 .Q/, where Q is a bounded domain, is isometrically isomorphic
to the space C0;1 .Q/ of Lipschitz functions on Q.
The symbol W0 .QI RM / denotes the completion of Cc1 .QI RM / with respect to
k;p
0;p
the norm k  kW k;p .QIRM / . In what follows, we identify W 0;p .˝I RN / D W0 .˝I RN /
with L p .˝I RN /. R
We denote LP p .Q/ D fu 2 L p .Q/ j Q u dy D 0g and W P 1;p .Q/ D W 1;p .Q/\LPp .Q/.
If Q  R is a bounded domain, then LPp .Q/ and W
N P .Q/ can be viewed as closed
1;p

subspaces of Lp .Q/ and W 1;p .Q/, respectively.


For basic properties of Sobolev functions, see Adams [1] or Ziemer [99].
12 1 Preliminaries, Notation, and Spaces of Functions

1.4.1 Nonlinear Compositions

Let Q  RN be an open set, 1  p  1 and v 2 W 1;p .Q/. Then we have:


(a) ŒvC , Œv 2 W 1;p .Q/ and
8 9 8 9
< @xk v a.a. in fv > 0g = < @xk v a.a. in fv < 0g =
@xj ŒvC D ; @xj Œv D ;
: ; : ;
0 a.a. in fv  0g 0 a.a. in fv 0g

j D 1; : : : ; N, where ŒvC D maxfu; 0g denotes a positive part and Œv D


minfv; 0g a negative part of v.
(b) If f W R ! R is a Lipschitz function and v 2 W 1;p .Q/, then f ı v 2 W 1;p .Q/ and

@xj Œf ı v.x/ D f 0 .v.x//@xj v.x/ for a.a. x 2 Q:

For more details see Ziemer [99, Sect. 2.1].

1.4.2 Dual Spaces to Sobolev Spaces

Theorem 3 Let ˝  RN be a domain, and let 1  p < 1. Then the dual space
ŒW0 .˝/ is a proper subspace of the space of distributions D0 .˝/. Moreover, any
k;p

linear form f 2 ŒW0 .˝/ admits a representation


k;p

XZ
< f I v >ŒW k;p .˝/ IW k;p .˝/ D .1/j˛j w˛ @˛ v dx; (1.5)
0 0
˝
j˛jk

0 1 1
where w˛ 2 L p .˝/; C 0 D 1:
p p

The norm of f in the dual space is given as


8 n 1=p0 ˇ o
ˆ P p0 ˇ
ˆ
ˆ inf kw ˛ k ˇ w˛ satisfy (1.5)
ˆ
ˆ j˛jk 0
L p .˝/
ˆ
ˆ
ˆ
ˆ
ˆ
ˆ
< for 1 < p < 1I
k f kŒW k;p .˝/ D
0 ˆ
ˆ n ˇ o
ˆ
ˆ ˇ
ˆ
ˆ inf maxj˛jk fkw k 1 g
˛ L .Q/ ˇ w˛ satisfy (1.5)
ˆ
ˆ
ˆ
ˆ

if p D 1:
1.4 Sobolev Spaces 13

The infimum is attained in both cases.


See Adams [1, Theorem 3.8], Mazya [72, Sect. 1.1.14].
0
The dual space to the Sobolev space W0 .˝/ is denoted as W k;p .˝/.
k;p

The dual to the Sobolev space W .˝/ admits formally the same representation
k;p

formula as (1.5). However it cannot be identified as a subspace of distributions on


˝. A typical example is the linear form
Z
< f I v >D wf  rx v dx; with divx wf D 0
˝

that vanishes on D.˝/ but generates a nonzero linear form when applied to v 2
W 1;p .˝/.

1.4.3 Embeddings

We report the celebrated Rellich–Kondrachov Embedding Theorem:


Theorem 4 Let ˝  RN be a bounded Lipschitz domain.
(i) Then, if kp < N and p 1, the space W k;p .˝/ is continuously embedded in
Lq .˝/ for any

Np
1  q  p D :
N  kp

Moreover, the embedding is compact if k > 0 and q < p .


(ii) If kp D N, the space W k;p .˝/ is compactly embedded in Lq .˝/ for any q 2
Œ1; 1/.
(iii) If kp > N then W k;p .˝/ is continuously embedded in CkŒN=p1; .˝/, where
Π  denotes the integer part and
8
ˆ
< ΠNp  C 1  N
p
if N
p
… Z;
D
:̂ arbitrary positive number in .0; 1/ if N
2 Z:
p

Moreover, the embedding is compact if 0 <  < ΠNp  C 1  Np .


See Ziemer [99, Theorem 2.5.1, Remark 2.5.2].
The symbol ,! will denote continuous embedding, ,!,! indicates compact
embedding.
14 1 Preliminaries, Notation, and Spaces of Functions

The following result may be seen as a direct consequence of Theorem 4 and


represents an Embedding Theorem for Dual Sobolev Spaces:
Theorem 5 Let ˝  RN be a bounded domain. Let k > 0 and q < 1 satisfy

p Np
q> ; where p D if kp < N;
p  1 N  kp
q > 1 for kp D N;

or

q 1 if kp > N:
0
Then the space Lq .˝/ is compactly embedded into the space W k;p .˝/, 1=p C
1=p0 D 1.

1.4.4 Sobolev–Slobodeckii Spaces

The Sobolev–Slobodeckii spaces W kCˇ;p .Q/, 1  p < 1, 0 < ˇ < 1, k D 0; 1; : : :,


where Q is a domain in RL , L 2 N, are Banach spaces of functions with finite norm
0 1 1p
X Z Z ˛ ˛
j@ v.y/  @ v.z/j p
W kCˇ;p .Q/ D @kvkW k;p .Q/ C dy dzA ;
p

Q Q jy  zjLCˇp
j˛jDk

see, e.g., Nečas [75, Sect. 2.3.8].


Let ˝  RN be a bounded Lipschitz domain. Referring to the notation introduced
at the beginning of Sect. 1.4, we say that f 2 W kCˇ;p .@˝/ if .'f / ı .I0 ;  / 2
W kCˇ;p .RN1 / for any D @˝ \ B with B belonging to the covering B of @˝
and ' the corresponding term in the partition of unity F containing M components.
The space W kCˇ;p .@˝/ is a Banach space endowed with an equivalent norm
k  kW kCˇ;p .@˝/ , where

X
M
k.v'i / ı .I0 ;  /kW kCˇ;p .RN1 / :
p p
kvkW kCˇ;p .@˝/ D
iD1

In the above formulas .I0 ;  / W RN1 ! RN maps y0 to .y0 ; .y0 //. For more details
see, e.g., Nečas [75, Sect. 3.8].
In the situation when ˝  RN is a bounded Lipschitz domain, the Sobolev-
Slobodeckii spaces admit similar embeddings as classical Sobolev spaces. Namely,
1.4 Sobolev Spaces 15

the embeddings

W kCˇ;p .˝/ ,! Lq .˝/ and W kCˇ;p .˝/ ,! Cs .˝/

are compact provided .k C ˇ/p < N, 1  q < N.kCˇ/p Np


, and s D 0; 1; : : : ; k,
.k  s C ˇ/p > N, respectively. The former embedding remains continuous (but not
Np
compact) at the border case q D N.kCˇ/p .

1.4.5 Trace Theorem for Sobolev Functions and Green’s


Formula

Theorem 6 Let ˝  RN be a bounded Lipschitz domain.


Then there exists a linear operator 0 with the following properties:

Œ0 .v/.x/ D v.x/ for x 2 @˝ provided v 2 C1 .˝/;


k0 .v/k 1 p1 ;p  ckvkW 1;p .˝/ for all v 2 W 1;p .˝/;
W .@˝/
1;p
kerŒ0  D W0 .˝/

provided 1 < p < 1.


Conversely, there exists a continuous linear operator
1
` W W 1 p ;p .@˝/ ! W 1;p .˝/

such that
1
0 .`.v// D v for all v 2 W 1 p ;p .@˝/

provided 1 < p < 1.


In addition, the following formula holds:
Z Z Z
@xi uv dx C u@xi v dx D 0 .u/0 .v/ni dSx ; i D 1; : : : ; N;
˝ ˝ @˝

0
for any u 2 W 1;p .˝/, v 2 W 1;p .˝/, where n is the outer normal vector to the
boundary @˝.
See Nečas [75, Theorems 5.5, 5.7].
1 1
The dual ŒW 1 p ;p .@˝/ to the Sobolev–Slobodeckii space W 1 p ;p .@˝// D
1
;p  p10 ;p0
W p0 .@˝/ is denoted by W .@˝/.
16 1 Preliminaries, Notation, and Spaces of Functions

If ˝  RN is a bounded Lipschitz domain, then we have the interpolation


inequality

kvkW ˛;r .˝/  ckvkW ˇ;p .˝/ kvkW


1
;q .˝/ ; 0    1; (1.6)

for

1  1
0  ˛; ˇ;   1; 1 < p; q; r < 1; ˛ D ˇ C .1  /; D C
r p q

(see Sects. 2.3.1, 2.4.1, 4.3.2 in Triebel [90]).

1.4.6 Poincaré’s Inequality

Theorem 7 Let 1  p < 1, and let ˝  RN be a bounded Lipschitz domain. Then


the following holds:
(i) For any A  @˝ with the nonzero surface measure there exists a positive
constant c D c. p; N; A; ˝/ such that
 Z 
kvkL p .˝/  c krvkL p .˝IRN / C jvj dSx for any v 2 W 1;p .˝/:
A

(ii) There exists a positive constant c D c. p; ˝/ such that


 Z 
 1 
v  v dx p  ckrvkL p .˝IRN / for any v 2 W 1;p .˝/:
j˝j ˝ L .˝/

The above theorem can be viewed as a particular case of more general results,
for which we refer to Ziemer [99, Chap. 4, Theorem 4.5.1].

1.4.7 Functions of Bounded Variations

The symbol BV.Q/ denotes the space of functions in L1 .Q/, with distributional
derivatives belonging to the space of measures M.Q/. Functions belonging to
BVŒ0; T possess well-defined right and left-hand limits and as such can be defined
at any t 2 Œ0; 1.
More generally, we may define the space BV.Œ0; TI X/ of functions of bounded
variation from a real interval Œ0; T into a metric space X endowed with a metric d,

X
m
VX Œv D sup d.v.ti /I v.ti1 //:
0t1 <<tm T iD1
1.5 Fourier Transform 17

We report the following variant of the celebrated Helly’s Theorem, see Fleischer
and Porter [43, Theorem 2.3]:
Theorem 8 Let fvn g1 nD1  BV.Œ0; TI X/ be sequence ranging in a complete metric
space X that is bounded,

sup VX Œvn  < 1


n1

and pointwise precompact,

[1
nD1 vn .t/ is precompact in X for any t 2 Œ0; T:

Then, up to a subsequence,

vn .t/ ! v.t/ for any t 2 Œ0; T; where v 2 BV.Œ0; TI X/;
VX Œv  sup VX Œvn :
n1

1.5 Fourier Transform

The symbol S.RN / denotes the space of smooth rapidly decreasing (complex
valued) functions, specifically, S.RN / consists of functions u such that

sup sup .1 C jxj2 /s j@˛ uj < 1


j˛jm x2RN

for all s; m D 0; 1; : : : .
Let v D v.x/ be a complex valued function from S.RN /. The Fourier transform
of v is a complex valued function Fx! Œv of the variable  2 RN defined as
 N=2 Z
1
Fx! Œv./ D v.x/ exp.i  x/ dx: (1.7)
2 RN

The Fourier transform is an operator from S.RN / onto S.RN /. Its inverse reads
 1 N=2 Z
1
F!x Œf D f ./ exp.ix  /d: (1.8)
2 RN

Indeed the Fourier transform can be by density argument extended as a bounded


operator from L1 .RN / to (but not onto) L1 .RN /. Further, for functions u, v from
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of Germinal, 271;
of Prairial, 272;
of Vendémiaire, 281.

Intendants, position of, 7-10;


decline of, 47;
fall of, 62.

Isnard, 184, 266.

Issy l'Evêque, priest of, 138.

J.

Jacobin Club, origin of, 105,106;


organisation of, 142-145;
attitude of, in summer of 1791, 150-154;
protests against war, 167;
share of, in elections of 1792, 182, 183;
under the Terror, 213;
parties at, in 1793-94, 241-246;
under Robespierre, 255, 259;
close of, 263, 265.

Jacobins, rise of the, 129-154;


theory of the, 137-140, 209;
numbers and organisation of the, 142-147, 199;
leaders of the, 143, 229-235;
in the Constituent, 105, 149-153;
in the Legislative, 163, 164;
opposed to war, 166, 167;
attitude of, towards Prison Massacres, 178, 179;
in the Convention, 182-183;
attitude of, on question of Louis' death, 191;
struggle with Girondists, 189-206;
Government of, 212-216;
principles applied, 218-229;
character of, 187, 216, 217, 229-235, 283;
schisms and struggles among, 237-260, 262-273.

Jansenists, the, 103.

Javogues, 217, 231.

Jemappes, Battle of, 180.

Jeunes Gens, the, 264, 272, 279.

Jeunesse Dorée, the, 264.

Jews, attacks on the, 61.

Joseph, Emperor, 42, 156-158.

Jourdan, 206, 274, 275.

Journal de Paris, the, 106.

Journal des Débats, 108.

Journal des Etats-Généraux, Mirabeau's journal, 107.

Journal Général de la Cour et de la Ville, Reactionary journal, 112.

K.

Kellermann, 255.

King. See Louis XVI.

Kléber, 274, 276.


Kosciusko, 277.

L.

Labourers. See Peasants and Artisans.

Laclos, 113, 144.

Lacombe, Proconsul in Bordeaux, 217;


Rose, 186.

Lacretelle, 264.

Lacroix, 237.

Lafayette, and the National Guard, 67, 68, 118, 153;


on 5th October, 70;
Marat and, 111;
Orleans and, 114;
character and views of, 116-118;
Mirabeau and, 73, 121, 122;
party of, 131, 135, 150, 153, 163;
at Massacre of Champ de Mars, 151;
not elected Mayor, 165;
policy of, in spring and summer, 1792, 166-173;
flight of, 177.

Lakanal, 216.

Lally-Tollendal, 100.

La Marck, 121, 123.

Lameths, the, in the Constituent, 104;


party of, 131, 135, 150.
Landes, District of the, 217.

Languedoc, one of the Pays d'État, 6.

Lanjuinais, 103, 184, 266.

Laon, distress in, 270.

Laplanche, 231.

Lebon, 143, 217, 232, 273.

Lecarpentier, 216.

Lecointre, 237, 263.

Legendre, 237, 263, 265.

Legislative Assembly, meeting of, 163;


parties in, 163, 164;
policy of, 165, 167, 168, 169, 171, 172, 173, 178, 179.

Le Mans, Battle of, 276.

Leopold II, succeeds Emperor Joseph, 157, 158;


policy of, 159-163;
death of, 168.

Lepelletier Section, the, 281.

Lindet, 214, 215, 234, 273.

Linguet, 107.

Local Government, new system of, 75-79.

Locke, 110
Loire, war on the, 205.

London, Journalism in, 107.

Longwy, surrender of, 177.

Louis XI, 5.

Louis XIV, 14.

Louis XVI, Court of, 44;


emancipates serfs, 44;
charities of, 44, 45;
character of, 45;
early reforms of, 45-47;
States-General and, 53, 55, 57, 58, 67;
visit to Paris, 67;
on 5th and 6th October, 69, 70;
Constituent Assembly and, 73, 74, 87, 150, 152;
flight to Varennes, 149;
army under, 81;
deposition demanded, 150;
Legislative Assembly and, 165-173;
Lafayette and, 70, 172;
the Allies and, 173, 174;
Girondists and, 167, 171, 174, 175, 191;
dethroned, 175;
executed, 191, 194.

Loustallot, 108, 109.

Louvet, 184, 266.

Lyons, troubles at, 61, 134, 141;


declares against Jacobin Government, 205, 216, 217;
trade of, ruined by Revolution, 224;
distress in, 225, 270.

M.

Maignet, 217, 258.

Mallet du Pan, 107, 112, 173, 174.

Malmesbury, 277.

Malouet in Constituent Assembly, 64, 100, 101, 152;


his estimate of the Jacobins, 143;
Louis and, 173.

Manfredini, 42.

Marat, editor of Ami du Peuple, 109;


early career and character of, 109-111;
in July, 1791, 150, 151;
protests against war, 167;
approves, September Massacres, 178;
in the Convention, 182, 190, 197, 210;
assassination of, 206.

Maréchaussée, the, 8.

Maret, 108.

Marie Antoinette, character of, 48;


political influence of, 48, 58, 125, 162, 165, 186;
execution of, 207.

Marseilles, disorder in, 141;


declares against Jacobin Government, 205;
under the Terror, 216, 217, 225;
reaction at, 279.
Massacre, of Champ de Mars, 151;
of September, in the prisons, 178.

Masséna, 274.

Maury, 99.

Maximum, the, established, 198, 222, 223;


repealed, 266-270.

Mayence, emigrants at, 159;


retaken by Allies, 205.

Mercure, Constitutional journal, 106, 112.

Méricourt, Théroigne de, 186.

Merlin, of Douai, 105, 263;


of Thionville, 263, 274.

Mesmerists, the, 42.

Messidor, 228.

Métayers, position of the, 20, 21, 132.

Middle classes, under Ancien Régime, 16, 17, 18, 43;


gainers by Revolution, 132;
cease to support Revolution, 202, 203;
Jacobin measures against, 222, 223;
in the Reaction, 264.

Milhaud, 274.

Militia, the, 22, 23.


Mirabeau, Comte de, in the Constituent Assembly, 57, 63, 64, 65,
72, 73,
74, 84, 89, 90, 91, 92, 103, 106, 122, 123;
as journalist, 107;
political aims, 118, 119, 120;
Lafayette and, 121, 122;
notes for the Court, 123-127;
pensioned by the Court, 127, 128;
character of, 128;
death of, 128, 147;
Marquis de, 44;
Vicomte de, 99.

Molleville, Bertrand de, 166.

Momoro, 237; Sophie, 186.

Monasteries, abolition of the, 84, 85.

Monciel, Terrier de, 172, 173.

Moniteur, the, 107, 108.

Monsieur. See Provence.

Montaubon, religious troubles at, 141.

Montesquieu, 31, 32.

Montmartre, relief works at, 69.

Montmorin, 122, 126, 166, 173.

Montreuil-sur-Mer, distress at, 270.

Moreau, 274.
Morelly, 36.

Mounier, 50, 100, 101.

Mountain, the, 197, 198;


after Thermidor, 262, 263, 271.
See Jacobins.

Municipality of Paris. See Commune.

Muscadins, the, 220, 264.

Mysticism, revival of, in eighteenth century, 42.

N.

Nancy, mutiny at, 82;


distress at, 270, 271.

Nantes, Vendéans at, 206;


Carrier at, 217;
decline of commerce at, 224.

Napoleon, at the capture of the Tuileries, 175.


See Bonaparte.

Narbonne, 166, 167.

National Agents, 213.

National Assembly, title taken by Commons, 57.


See Constituent Assembly.

National Debt. See Finance.

National Guard, creation of the, 62, 76, 78;


Lafayette and the, 67, 68, 118, 153, 172;
action of the, 136, 140, 141, 179;
reorganised as battalions of the Sections, 199;
under Hanriot, 204, 205, 212, 256, 260;
changes in the, after Thermidor, 262, 271, 273;
on 13th Vendémiaire, 281.

Necker, reforming ministry of, 14, 42, 46;


fall of, 47, 48;
recall of, 51;
vacillation of, 53, 56;
dismissed again, 58;
finance of, 88, 89;
failure of, 114, 115;
Madame, 185.

Neerwinden, defeat of Dumouriez at, 194.

Newton, 110.

Ney, 274.

Nice, French successes at, 194.

Nîmes, religious troubles at, 141.

Nivôse, 227.

Noailles, Vicomte de, 104.

Nobles, under the Ancien Régime, 11-14, 44;


in States-General, 56, 57.

Notables, of 1787, 49;


of 1788, 53.

Notre Dame, Goddess of Reason installed in, 227.


O.

Orange, tribunal of, 258;


Prince of, 277.

Orateur du Peuple, Fréron's journal, 263.

Orleans, high court at, 80;


Duke of, 12, 14, 69, 112-114, 150, 207.

P.

Pache, minister of war, 190, 192, 193;


Mayor of Paris, 193, 212, 236;
proscription of, 273.

Palais Royal, meetings in, 60, 69, 113, 264.

Panckoucke, 106, 107.

Panis, 178, 212, 273.

Paris, excitement and distress in, 26, 51, 58, 59, 60, 67, 68, 69,
133,
136, 171, 173;
influence of, on finance of Constituent Assembly, 89, 95;
clubs in, 105, 106, 144;
numbers of Jacobins in, 143;
government of, 145-147;
Prison Massacres in, 175-179;
agitation against Louis, 171, 173, 191;
the Girondists and, 193, 196-205;
under the Terror, 222-228, 242, 260;
Reaction in, 263, 264, 271, 272, 273, 279, 281.
Paris, Parlement of, 49, 50.

Parlements, the local, 6, 7, 79.

Parties, in Constituent Assembly, 98-105;


in Legislative Assembly, 163, 164;
in Convention, 183, 184, 237, 240, 259, 262, 263, 273, 279.

Patriote Français, Brissot's journal, 108.

Payan, 256.

Pays d'Élection, provincial assemblies created in, 46.

Pays d'État, the, 6.

Peasantry, condition of, under Ancien Régime, 19-27;


outbreak of, in 1789, 58-62;
disappointed with the Revolution, 132, 133, 136, 137, 139, 141;
under the Terror, 217, 219, 220, 223, 224, 225;
in the Reaction, 270, 282.

Père Duchesne, Hébert's journal, 231.

Pétion, in Constituent Assembly, 105, 106, 153;


Mayor of Paris, 165, 179, 184, 190.

Petit Gautier. See Journal Général de la Cour et de la Ville.

Philippe Egalité. See Orleans.

Philippeaux, 237, 245.

Philosophers, the, in eighteenth century, 28-36.

Physiocrats, the, 36.


Picardy, distress in, 270.

Pichegru, 271, 274, 275, 276.

Pillnitz, conference of, 159-162.

Pitt, policy of, 42, 156, 157, 194;


Robespierre on, 252.
See England.

Pluviôse, 228.

Point du Jour, Barère's paper, 108.

Poland, influence of, on European politics, 157-159, 277;


Kosciusko's revolt in, 277.

Police of Paris, under Ancien Régime, 60;


during Revolution, 199, 200, 202.

Poll-tax, 12, 24, 95.

Pombal, 42.

Pope, the, alienated by Constituent Assembly, 86, 87;


rule of, at Avignon, 141.

Prairial, 228.
See Insurrection.

Press, the, controlled by Church, 15, 33;


new power of, 106-112;
during the Reaction, 263.

Prieur (of the Côte-d'Or), 214, 215.


Prieur (of the Marne), 214, 215.

Provence, Comte de, policy of, 115, 116;


Mirabeau and, 126;
Emigrants and, 161, 165, 279.

Provincial Assemblies, in 1787, 46.

Prudhomme, 106, 107.

Prussia, policy of, 156-162, 276-278.


See Allies.

Q.

Queen. See Marie Antoinette.

Quesnai, 36.

Quiberon, Emigrants at, 279.

R.

Rabaut de St. Etienne, 103.

Reason, worship of, 186, 227, 237.

Representatives on mission, 195, 213, 215-217, 274.

Republic, talk of, 150;


proclamation of, 189.

Réveil du Peuple, Reactionary song, 264.

Révolutions de France et de Brabant, Desmoulins' paper, 109.


Révolutions de Paris, Democratic paper, 107, 108.

Revolutionary Army, the, 199, 212, 233.

Revolutionary Government, the, 212-217.

Revolutionary Tribunal, the, established, 195;


reorganised, 212, 257, 258;
abolished, 273.

Rewbell, 105, 274.

Reynaud, 217.

Rhine, war on the, 194, 276, 277.

Richard, 274.

Richelieu, policy of, 5.

Rights of Man, declaration of the, 66.

Robespierre, in the Constituent Assembly, 105, 106, 147-153;


the typical Jacobin, 41, 143, 147;
policy and position of, in 1791, 147-153;
opposes war, 167;
action on the 20th June, 172;
elected to the Convention, 182;
attacks of Girondists on, 190;
in Committee of Public Safety, 213, 214, 220, 221, 226, 228, 229,
230, 234;
attacks the Commune, 241-246;
deserts Danton, 247;
ascendency of, 248-260;
character of, 148, 248-255;
review of his career, 249-255;
power of, in 1794, 255, 256;
his belief in the Terror, 255-257;
his action when in power, 257, 258;
his fall, 259, 260.

Rochefoucauld-Liancourt, Duc de, 100.

Rohan, Cardinal de, 16.

Roland, Minister of the Interior, 167;


dismissal of, 171;
return of, to office, 175;
and September Massacres, 179;
carries dissolution of Insurrectionary Commune, 189;
resignation of, 192;
Madame, 164, 171, 184, 185, 207.

Romme, 263, 273.

Ronsin, 232, 236, 243.

Rosicrucians, the, 42.

Rouen, Archbishop of, 15, 99;


rising at, 61;
Mirabeau advises the King to retire to, 121;
distress at, 225.

Rousseau, influence of, 31, 34, 36-41.


See Contrat Social.

Rühl, 212, 273.

Russia, policy of, 156-159, 277, 278.


See Catherine and Allies.
S.

Sabran, Madame de, 185.

Sainte-Amaranthe, Mme de, 185.

Santerre, 172.

Sardinia, policy of, 160.

Saverne, Cardinal de Rohan's palace at, 16.

Savoy, war in, 194.

Sections, organisation of the Parisian, 145-147, 199, 200, 212, 213,


242;
insurrections prepared in the, 174, 175, 198, 201, 203, 204, 205,
260, 281;
committees in the, 146, 195, 200, 212, 213;
battalions of the, 199;
police of the, 146, 199, 200;
reaction in the, 264, 271.

Seigneur, rights of. See Feudal.

Sémonville, 126.

Sentinelle du Peuple, Democratic paper, 107.

Serfdom, extinction of, 20, 44.

Sergent, 178.

Servan, 170, 171, 254.

Sieyès, Abbé, writings of, 51;


in the Constituent Assembly, 84, 102;
the Girondists and, 164;
in the Convention, 211;
during the Reaction, 263, 280.

Social Compact. See Contrat Social.

Socialism, beginnings of, 36, 218-226.

Soho, Marat in, 110.

Soubrany, 263, 273.

Soult, 274.

Spain, policy of, 156, 160, 278.

St. André, Jean Bon, 214, 234, 273.

St. Antoine, Faubourg, insurrection of, 174;


disarmed, 273.

St. Domingo, trouble in, 71.

St. Etienne, Terror at, 217.

St. Hurugues, Marquis de, 113.

St. Just, among the Jacobin leaders, 143;


in Committee of Public Safety and Convention, 213, 214, 220,
221,
222, 226, 229, 234, 241;
on mission, 216, 274;
relations with Danton and Robespierre, 245, 246, 255, 256, 257,
259, 260.

Staël, Madame de, 166, 185.


States-General, elections to the, 31-54;
opening of the, 55-57.
See Constituent Assembly.

Strasbourg, Bishop of, 16;


rising at, 61;
plots at, 161;
decline of trade in, 224;
working men imprisoned in, 225.

Subdelegates, powers of, 9, 47.

Suvórof, 277.

Sweden, policy of, 156, 160.


See Gustavus.

Swedenborgians, the, 42.

T.

Taille, the, 23, 24.

Talleyrand, 102, 106.

Tallien, on mission, 216;


in Thermidor, 259;
during the Reaction, 263, 264;
Madame, 186.

Talma, Madame, 185.

Talon, 126.

Tarascon, Reaction at, 279.


Target, 103.

Taxes, under Ancien Régime, 23-25;


of the Constituent Assembly, 93-96;
resistance to, 139, 196, 267;
on the rich, 198, 220.
See Finance.

Tennis Court Oath, the, 57.

Tenures, of the Ancien Régime, 19-21.

Terror, establishment of the, 170, 195, 206, 212;


government of the, 212-217;
principles of the, 218-230;
character of the leaders of the, 230-235, 283;
Danton and the, 238, 240, 242;
Robespierre and the, 256, 257, 258, 261;
end of the, 261, 262, 273.

Thermidor, 228;
insurrection of, 259, 260.

Thermidorians, the, 263, 279.

Thibeaudeau, 263.

Thouret, 103, 126.

Three Hundred, the, 145.

Thugut, 276.

Thuriot, 263, 271.

Tiers-État, importance of the, 51, 52, 53;


constitutes itself the National Assembly, 57.
Toulon, declares against Jacobin government, 205, 216, 217;
capture of, 244.

Toulouse, Archbishop of, 15, 49;


distress in, 134.

Trèves, Emigrants at, 159.

Trianon, the Queen at, 44.

Tronchet, 103.

Troyes, Bishop of, 15;


rising at, 61;
distress in, 270.

Tuileries, attacks on, 172, 175.

Turgot, observations of, 23, 26;


contributes to Encyclopaedia, 34;
one of the economists, 36;
Comptroller-General, 45;
fall of, 47.

Turkey, critical position of, 157.

Turreau, 'Hellish Columns' of, 278.

V.

Vacheron, 231.

Vadier, in Constituent Assembly, 105;


in Committee of General Security, 212, 232;
fall of, 265, 271.
Valenciennes, captured, 205.

Valmy, Battle of, 180.

Varennes, Louis' flight to, 149.

Vaucluse, Terror in the, 217.

Vendée, la, nobles of, 13;


rising in, 199, 205, 206, 276, 278, 279.

Vendémiaire, 227;
insurrection of, 281.

Ventôse, 228.

Verdun, surrender of, 177, 178.

Vergniaud, in the Legislative, 164;


in the Convention, 183, 184;
on the execution of the King, 191;
death of, 207.

Versailles, King's Council at, 7, 9;


Court at, 12, 13;
States General at, 55-58, 63-67;
Parisian mob at, 69;
suggested meeting of Convention at, 201.

Veto, debates on the, 67.

Victor, 274.

Vieux Cordelier, Desmoulins' paper, 242-245.

Vincent, 236, 243.


Vingtièmes, the, 12, 24.

Vizille, Assembly of, 50.

Volney, 107.

Voltaire, 31-33, 110.

W.

War, desired by Girondists, 164;


opposed by Jacobins, 166, 167;
declared against Austria, 168;
effects of, 168, 169, 170, 181, 224;
progress of, 170, 173, 177, 180, 181, 194, 205, 206, 235, 273-
279;
in La Vendée, 199, 205, 206, 276, 278, 279.

Warsaw, Polish revolt at, 277.

Wattignies, Battle of, 206.

Westermann, 237.

West Indies, trade of, affected, 224.

Women, part played by, in the Revolution, 184-186.

Worms, Emigrants at, 161.

Y.

Young, Arthur, observations of, 19, 43, 224.


Ysabeau, 216.
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