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Consider a free boundary problem of compressible-incompressible two-phase flows with surface tension and phase transition in bounded domains , , where the domains are separated by a sharp compact interface . We prove a global in time unique existence theorem for such free boundary problem under the assumption that the initial data are sufficiently small and the initial domain of the incompressible fluid is close to a ball. In particular, we obtain the solution in the maximal -regularity class with and and exponential stability of the corresponding analytic semigroup on the infinite time interval.
The purpose of this paper is to prove the global solvability of the free boundary problem of compressible–incompressible two-phase flows with phase transitions in bounded domains. Two fluids are separated by a free boundary and a surface tension and phase transitions are taken into account. Our problem is formulated as follows: Let be a bounded domain in N-dimensional Euclidean space , , surrounded by a smooth boundary . For , the hypersurface represents a sharp moving interface that separates into and such that . Through this article, we suppose that the two fluids are immiscible and no boundary contact occurs. Let and for any function f defined on , we write . We consider the following Cauchy problem:
with the interfacial boundary conditions on :
and the homogeneous Dirichlet boundary conditions on :
and the initial conditions:
where and are the densities, the velocity fields, the Helmholtz free energy functions, and are positive constants, the -times mean curvature of , a positive constant describing the coefficient of the surface tension, the velocity of evolution of with respect to , the interfacial velocity, the outer unit normal to pointed from to , and the outer unit normal to . Here, is the phase flux and are the Stress tensors defined by
where are the pressure fields. Here, for any vector fields , the deformation tensor is defined by whose th components are given by . Besides,
is called the Korteweg tensor, which essentially ensures an additional smoothing for the density. In this article, the coefficients , , , and are assumed to be constants satisfying , , , . Notice that if phase transitions occur on the moving interface , the phase flux j should be taken arbitrary. Furthermore, the jump of a quantity defined on across the interface is defined by
for all , where is the outer unit normal to at . In addition, we adopt the notations for all .
Prüss et al. [1,2,3,4] and Shimizu and Yagi [5,6] studied the thermodynamically consistent model of the incompressible and incompressible two-phase flows with phase transitions. In particular, Prüss, Shimizu, and Wilke [2] proved the stability of the equilibria of the problem. On the other hand, the compressible and incompressible two-phase flows with phase transitions was studied by Shibata [7]. However, his result includes the derivative loss in the nonlinear term with respect to due to the kinetic equation: . Namely, we can not prove the local solvability of the problem based on his result. To overcome this difficulty, the new model using the Navier–Stokes–Korteweg equations was proposed by the author [8]. The new model is an extension of the Navier–Stokes–Fourier equations, and the physical consistency was discussed in Section 2 of [8]. Here, the second and third conditions of (2) stand for the conservation laws of mass and momentum on , respectively. Besides, the condition not only guarantees the generalized Gibbs-Thomson law
but also implies the interstitial working: vanishes in the normal direction of the interface . Recently, the local solvability of the problem was showed in the previous paper [9]. For further historical review or physical backgrounds of our model, the readers may consult the introduction in [3,4,8,9] and references therein.
Now, let us formulate the problem. Let and . In this paper, we suppose the following.
Assumption1.
Let denote the Lebesgue measure of a Lebesgue measurable set D in . We assume the following conditions:
1.
It holds , where is the area of .
2.
The barycenter point of is suited at the origin, i.e.,
3.
The initial free surface is a normal perturbation of given by
with given small function defined on .
Let the free boundary be given by
where is an unknown function such that for . Here, denotes the barycenter point of the incompressible domain defined by
which is also an unknown function. Here, we have due to Assumption 1 (2). Since it holds in , the transport theorem implies
which means that is independent of t, i.e., it holds . Hence, from the transport theorem, we have
Furthermore, the transport theorem also yields an important formula
because and are independent of t so that is independent of t as well. For given function , let be a solution to the Dirichlet problem: in , on . From the K-method in real interpolation theory [10], we have
We may assume that there exists a small number such that . Let be a cutoff function that equals one for and zero for . Let . Notice that for . Setting , we assume that
with some small constant . In the following, we choose so small that the map is bijective from onto itself. In fact, for any and , it holds
which implies the injectivety of the map for any provided that . Furthermore, by the inverse mapping theorem, the map is surgective from onto itself since for . Let
Here, is the unit outer normal to for .
If one deals with the global existence issue of the free boundary problem of the Navier–Stokes equations with surface tension in a bounded domain, it is known that spectral analysis of the Stokes operator and the Laplace-Beltrami operator are crucial. To this end, we follow the approach due to Shibata [11] in order to fixed the free boundary, where the corresponding transformation is given by . The essential point of his approach is that an eigenvalue of the principal linearization does not appear on , which yields the exponential stability of solutions as follows from the standard semigroup theory. Here, the similar approach was also used for the incompressible-incompressible two-phase flow case [12,13]. In our case, however, the domain of is occupied by the compressible fluid so that further dedication is required, where the relation (5) becomes crucial. The details will be explained in Section 2.
Let , where is a unique solution of the Dirichelt problem: in and on . In the following, we set and , where and are initial data (4). For functions , , and satisfying the system (1)–(3), we set
Then the fixed boundary system associated with (1), (2), (3), and (4) can be read as the following:
where denotes the the outer unit normal to pointed from into and we have set
with and . By abuse of notation, here and in the following, we may write
and we let and be “linearized” stress tensors defined by
and stands for the following interface conditions on :
where , , and for any N vector . Furthermore, () denote the spherical harmonics of degree 1 on , where . The right-hand members of (7) and (8) stands for the nonlinear terms that are independent of , which will be explained in the next section.
Before stating our main results, we finally introduce some technical assumptions.
Assumption2.
It holds . The coefficients , , , , and satisfy
We further assume the following properties:
1.
The pressure field is a -function defined on such that with some positive constant for any .
2.
The Helmholtz free energy is a -function defined on such that with some positive constant for any . Besides, we assume that .
3.
There exists positive constants such that
which stands for the Gibbs-Thomson condition and the Young-Laplace law, respectively. Especially, is given by .
Remark1.
The conditions (9) are imposed to avoid multiple roots of the characteristic equation arising in the model problems in the half space and the whole space with flat interface. In fact, in those cases, applying the partial Fourier transform to the generalized resolvent problem yields the ODEs with respect to , and the solution formula is obtained by the inverse partial Fourier transform, see Section 2 of [14] and Section 4 of [8]. The condition (9) expect to be removed by employing the similar argument due to Saito [14].
We now state our main result of this article. To this end, we record the necessary compatibility conditions for the given function . According to Assumption 1, it follows that should satisfy the following conditions:
where denotes the surface element of . Namely, we have the compatibility condition for as follows:
where , , are the binomial coefficients. Finally, we set
Then, our main result in this article can be read as follows.
Theorem1.
Let p and q be real numbers such that , , and . Assume that Assumptions 1 and 2 are valid. Then, there exists a small number such that for any initial data , , and satisfying the smallness condition:
and the compatibility conditions:
and (10) the problem (7) with admits a unique solution and the estimate
with some positive constants C and α independent of ε.
Remark2.
Since is a -diffeomorphism from Ω onto itself, we see that is the unique solution to the problem (1)–(4) for any . Besides, , , and h possess the regularities
where denotes the Banach space of all X-valued bounded uniformly continuous functions and is the subset of all bounded uniformly continuous functions that has bounded partial derivatives up to order .
The rest of this paper is organized as follows: In the next section, we give brief remarks on the derivation of the Equation (7). Section 3 is concerned with decay estimates for the linearized problem, where exponential stability of continuous analytic semigroup associated with the linearized problem is shown in Section 4. In Section 5, we prove our main result, Theorem 1.
Notation
Let , , be the sets of all natural numbers, real numbers, and complex numbers, respectively. Let be a domain and let and . Then, , , , and denote the usual Lebesgue spaces Sobolev spaces, and Besov spaces on D, respectively. In addition, we may write if . For a Banach space X, the m-product space of X is denoted by and the norm of is denoted by instead of if there is no confusion. For and , let and be the X-valued Lebesgue spaces on I and the X-valued Sobolev spaces on I, respectively. Let
where is the surface element of and f denotes the complex conjugate of f. The letter C denotes generic constants. Besides, denotes a constant depending on the quantities a, b, ⋯ The values of C and may change from line to line.
Noting that the free boundary is given by , the kinematic boundary condition reads as
To represent , we introduce the Jacobian of , which is denoted by with some polynomial satisfying . Besides, choosing so small, then by (6) the inverse of the Jacobi matrix of the transformation exists, i.e., we can write
and hence there exists an matrix of functions defined on such that and . Hence, it follows that
Employing the similar argument given in Appendix of [9], we see that the functions , , , and h satisfy
where the right-hand members represent the nonlinear terms. See Appendix of [9] for the exact expressions of the nonlinearities. Here, the boundary condition is given by
We next show that the solution to (7) satisfies the system (12). To this end, we recall Assumption 1 and the representation of . By using polar coordinates we have
and
where () denote the spherical harmonics of degree 1 on normalized by . These formulas imply
It remains to give a representation of the evolution equation for the height function. Let be the th component of . Then we have
and hence the transport theorem (5) can be read as
Thus, the evolution equation of h becomes
where we have set
3. Decay Estimates for the Linearized Problem
To prove Theorem 1, the crucial ingredient is decay properties of solutions of the Stokes equations:
where . Let be given by and () that denote the spherical harmonics of degree 1 on , where . Then, forms an orthogonal basis of the space with respect to the inner-product . In this section, we will prove the following theorem.
Theorem2.
Let , , , and . There exists a constant such that the following assertion is valid: Let , , and . In addition, let be functions in the right-hand members of (16) such that
where the compatibility condition holds in . Furthermore, we suppose the compatibility conditions:
provided , while we suppose the compatibility conditions: , on provided . Then the problem (16) has a unique solution possessing the estimate
for some constant independent of η and T. Here and in the following, we set
To show Theorem 2, we first consider the shifted equations
For the shifted Equation (17), the following theorem can be shown.
Theorem3.
Let , , , and . Then, there exists a constant such that if , then the following assertion holds: Let , , and be the initial data for Equation (17) and let , , , , D, be given functions on the right-hand side of (17) with
where the compatibility condition is valid in . Suppose the compatibility conditions:
if , while
if . Then, the problem (17) admits a unique solution possessing the estimate
for some constant C independent of T.
Proof.
Employing the argument in [9], we can show the unique existence of possessing the estimate (18). In fact, we can show the existence of the -bounded solution operators for the generalized resolvent problem that is obtained by the Laplace transform of (17) with respect to time t, and hence the operator valued Fourier multiplier theorem (cf. Weis [15]) yields the estimate (18). We refer to [9] for the detailed proof. □
For any , we see that satisfies the equations:
For given we choose such that , from Theorem 3, we obtain the next corollary.
Corollary1.
Let , , , , and . Let , , and . In addition, let be functions in the right-hand members of (17) such that
where the compatibility condition holds in . Furthermore, we suppose the compatibility conditions:
provided , while we suppose the compatibility conditions:
provided . Then, there exists a constant such that the problem (17) admits a unique solution possessing the estimate
for some constant independent of η and T.
We seek the solution of (16) of the form: , , , and , where enjoys the shifted Equation (17). Then, we find that satisfies
For , we define solenoidal spaces by
where is defined by with . Since is bounded, we know that is dense in , so that the necessary and sufficient condition in order that is that in . Define
with for and . According to ([9] Thm. 6.3), the operator generates a -analytic semigroup on . As usual, the resolvent of is denoted by . Furthermore, for some and , the set
is included in the resolvent set of . We define
To address some exponential decay property of (22), we here record some simple but important fact that the closed subspace is -invariant, i.e., for any .
Lemma1.
Let be given in (25). Then the subspace is -invariant for every . Namely, for given , the solution to
belongs to .
Proof.
It suffices to prove that . Integrating (26), we have since . Noting that , we obtain . This completes the proof. □
According to Lemma 1, the restriction operator with its domain given by is the generator of the induced -semigroup , which is analytic. Since is bounded, we can show that is included in the resolvent set of , which implies that the induced -semigroup is exponentially stable on .
Theorem4.
Let . Then, the induced -semigroup is exponentially stable on , that is,
for any and with some positive constants C and . Here, we have set
We will give the proof of Theorem 4 in the next section and we now continue the proof of Theorem 2. Set . Notice that it holds . Let
and then by the Duhamel principle, we see that satisfies
From Theorem 4, we have
Choosing suitably small if necessary, we may suppose that without loss of generality. Hence, for any it holds
Finally, we find that , , , and satisfy (16). Especially, from the estimate
which follows from (19), we see that satisfies the required estimate. This completes the proof of Theorem 2.
4. Exponential Stability of Continuous Analytic Semigroup
In this section, we shall prove Theorems 4 and 2 given in the previous section. To prove Theorem 4, we consider the resolvent problem associated to (24):
for and . According to ([9] Sec. 6.1), there exists and such that for any and , the resolvent estimate
holds. To prove Theorem 4, we shall prove that the resolvent set of contains .
Theorem5.
Let . Then, for any and , the problem (33) admits a unique solution that satisfies the estimate (34).
Recalling Lemma 1, we obtain the following lemma.
Lemma3.
Let . Then there exists such that for any there is a constant with the following property holds. For every and , the resolvent problem (33) has a unique solution possessing the estimate (34).
In view of Lemma 3, it suffices to show the next theorem.
Theorem6.
Let and be the same number as in Lemma 3. For any and , the Equation (33) admits a unique solution that enjoys the estimate with some constant C independent of λ.
In the following, we shall prove Lemma 6. We first observe that
which implies . From (36) and the divergence theorem, it holds due to in . Hence, we obtain (35).
In view of Lemma 3, the inverse exists as a bounded linear operator from onto . Then, the Equation (33) is rewritten as
If the inverse of exists as a bounded linear operator from onto itself, it holds
Hence, it remains to prove the existence of the operator . Here, is a compact operator from onto itself due to the Rellich compact embedding theorem. Hence, in view of the Riesz-Schauder theory, it suffices to show that the kernel of the map is trivial, i.e., if satisfies
so that we observe , i.e., . This equivalents to the fact that satisfies the homogeneous equations:
We first notice that the spectrum of is independent of q, so that we may let , cf., [16]. Taking the inner product of the problem for with and , an integration by parts infers
On the other hand, the inner product of the equations for with by an integration by parts leads to
Since we have
it holds
Furthermore, by
the equation of h implies
Since the components of are eigenfunctions of the Laplace-Beltrami operator , it holds , , so that
From (39) and (41), we see that (40) can be rewritten as
Hence, taking the real part of (42), it follows that
To handle , we introduce the following lemma essentially proved in [11] (Lem. 4.5).
Lemma4.
Let be defined on with domain . Then the following holds.
1.
is self-adjoint. The spectrum of consists entirely of eigenvalues of finite algebraic multiplicity and is given by .
2.
There is precisely one negative eigenvalue with eigenfunction , which is simple.
3.
The kernel of is spanned by , .
4.
is positive semi-definite on and positive definite on
From the equation of h and the divergence theorem of Gauss, we have
where denotes the area of . Since in , we have
provided that with . Hence, it follows from Lemma 4 that is positive semi-definite. Besides, noting that , we have
for all such that , . Since , we have when and . Hence, from the equation of h, we obtain if . If , the inequality (45) yields in and in . Recalling (43), we find that in . Using the Korn inequality, we observe due to the no-slip boundary condition on and the boundary condition on , see also [4] (Lem. 1.2.1). Then, from the equation of , we find that because . Besides, by the equation of h, we also obtain due to . This investigation shows that is not an eigenvalue of if and . We now show that belongs to a resolvent set of as well. As we discussed above, we easily observe that . By (38), we see that is a constant in . Here, by the interface condition for the stress tensor, we have
Integrating this formula on and using (44), we arrive at on , i.e.,
Taking the inner product of this identity with , we observe due to Lemma 4. Hence, we see that on , which implies on . Now, from (38), it holds in , where we have on . Taking the inner product of this elliptic problem with , we have
This gives that is a constant. However, recalling on and the stress boundary condition, we obtain in . Since , we deduce that in . This completes the proof of Theorem 6. Finally, we give the proof of Theorem 2. Let . Then, it holds
for any subject to
Namely, we have
Noting that is a constant, i.e., , we observe that satisfies (31) with . Hence, by (35) and Theorem 6 with , it holds . Therefore, combined with the estimate:
we obtain (32). This completes the proof of Lemma 2.
5. Nonlinear Well-Posedness
5.1. Local Well-Posedness
Before we prove Theorem 1, we state the local well-posedness result of (7).
Theorem7.
Let , , . Besides, let . Suppose that Assumptions 1 and 2 hold. Then, there exists a number depending on T such that if initial data , , and satisfies the smallness condition:
and the compatibility conditions:
the problem (7) has a unique solution and the estimate
Moving the lower-order terms and to the right-hand side and employing the similar argument to that in the proof of [9] (Thm. 3.7), we can prove Theorem 7, and so we may omit the details. Here, by it holds , so that the condition (6) holds if is so small.
5.2. Global Well-Posedness
Finally, we prove Theorem 1. Assume that the initial data , , and satisfy the smallness condition
with small constant as well as the compatibility conditions (10) and (11). In the following, we write
for short. From the proof of [11] (Lem. 5.4) (cf., [12] ((3.212), (3.213)), there exists a constant C independent of T such that the estimate
holds. Hence, we see that
where C is a constant independent of T. Since we choose small enough eventually, we may suppose that .
Let be a given number. From Theorem 7, there exists a small number such that the system (7) admits a unique solution with provided that . Assume the existence of a unique solution of (7) satisfying
In the following, we shall show that the solution to (7) can be prolonged beyond T keeping the estimates (48) provided that is small enough. To this end, it suffices to show the inequality
for any with some constant independent of , T, and , where is the same constant as in Theorem 2. In fact, if , we may deuce that for any . Especially, setting , we obtain
Thus, choosing small enough and employing the same argument as that in proving Theorem 7, we find that there exists a unique solution of the following system:
which satisfies
Here, is given by with the time interval instead of . Let
and then belongs to that satisfies
and the system (7) in the time interval instead of . Since , repeating the above argument, we can prolong the solution to time interval . This completes the proof of Theorem 1.
Below, we show the a priori estimate (49). Since we will choose small enough eventually, we may assume that . We extend the right-hand members
so that we arrive at the estimate (49). This completes the proof of Theorem 1.
Funding
This research was partly supported by JSPS Grant-in-aid for Research Activity Start-up Grant Number 20K22311 and Waseda University Grant for Special Research Projects.
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
Not applicable.
Conflicts of Interest
The author declares no conflict of interest.
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Watanabe, K.
Global Solvability of Compressible–Incompressible Two-Phase Flows with Phase Transitions in Bounded Domains. Mathematics2021, 9, 258.
https://doi.org/10.3390/math9030258
AMA Style
Watanabe K.
Global Solvability of Compressible–Incompressible Two-Phase Flows with Phase Transitions in Bounded Domains. Mathematics. 2021; 9(3):258.
https://doi.org/10.3390/math9030258
Chicago/Turabian Style
Watanabe, Keiichi.
2021. "Global Solvability of Compressible–Incompressible Two-Phase Flows with Phase Transitions in Bounded Domains" Mathematics 9, no. 3: 258.
https://doi.org/10.3390/math9030258
APA Style
Watanabe, K.
(2021). Global Solvability of Compressible–Incompressible Two-Phase Flows with Phase Transitions in Bounded Domains. Mathematics, 9(3), 258.
https://doi.org/10.3390/math9030258
Note that from the first issue of 2016, this journal uses article numbers instead of page numbers. See further details here.
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Watanabe, K.
Global Solvability of Compressible–Incompressible Two-Phase Flows with Phase Transitions in Bounded Domains. Mathematics2021, 9, 258.
https://doi.org/10.3390/math9030258
AMA Style
Watanabe K.
Global Solvability of Compressible–Incompressible Two-Phase Flows with Phase Transitions in Bounded Domains. Mathematics. 2021; 9(3):258.
https://doi.org/10.3390/math9030258
Chicago/Turabian Style
Watanabe, Keiichi.
2021. "Global Solvability of Compressible–Incompressible Two-Phase Flows with Phase Transitions in Bounded Domains" Mathematics 9, no. 3: 258.
https://doi.org/10.3390/math9030258
APA Style
Watanabe, K.
(2021). Global Solvability of Compressible–Incompressible Two-Phase Flows with Phase Transitions in Bounded Domains. Mathematics, 9(3), 258.
https://doi.org/10.3390/math9030258
Note that from the first issue of 2016, this journal uses article numbers instead of page numbers. See further details here.