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Grundlehren dermathematischen Wissenschaften
343
A Series of Comprehensive Studies in MathematicsSeries editors
M. Berger P. de la Harpe F. HirzebruchN.J. Hitchin L. Hörmander A. KupiainenG. Lebeau F.-H. Lin B.C. NgôM. Ratner D. Serre Ya.G. SinaiN.J.A. Sloane A.M. Vershik M. Waldschmidt
Editor-in-Chief
A. Chenciner J. Coates S.R.S. Varadhan
For further volumes:http://www.springer.com/series/138
Hajer Bahouri
Jean-Yves Chemin
Raphaël Danchin
Fourier Analysisand Nonlinear PartialDifferential Equations
Hajer BahouriDépartment de MathématiquesFaculté des Sciences de TunisCampus UniversitaireUniversité de TunisEl Manar2092 TunisTunisiahajer.bahouri@fst.rnu.tnJean-Yves CheminLaboratoire Jacques-Louis LionsUniversité Pierre et Marie CurieBoîte courrier 18775252 Paris Cedex 05Francechemin@ann.jussieu.frRaphaël DanchinCentre de MathématiquesFaculté de Sciences et TechnologieUniversité Paris XII-Val de Marne61, avenue du Général de Gaulle94 010 Créteil CedexFrancedanchin@univ-paris12.frISSN 0072-7830ISBN 978-3-642-16829-1 e-ISBN 978-3-642-16830-7DOI 10.1007/978-3-642-16830-7Springer Heidelberg Dordrecht London New York
Mathematics Subject Classification: 35Q35, 76N10, 76D05, 35Q31, 35Q30c
Springer-Verlag Berlin Heidelberg 2011This work is subject to copyright. All rights are reserved, whether the whole or part of the material isconcerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting,reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publicationor parts thereof is permitted only under the provisions of the German Copyright Law of September 9,1965, in its current version, and permission for use must always be obtained from Springer. Violations areliable to prosecution under the German Copyright Law.Theuseofgeneraldescriptive names,registered names,trademarks, etc.inthis publication doesnot imply,even in the absence of a specific statement, that such names are exempt from the relevant protective lawsand regulations and therefore free for general use.
Cover design
: VTEX, VilniusPrinted on acid-free paperSpringer is part of Springer Science+Business Media (www.springer.com)
A la m´emoire de Noomann Bassou
Preface
Since the 1980s, Fourier analysis methods have become of ever greater interestin the study of linear and nonlinear partial differential equations. In partic-ular, techniques based on
Littlewood–Paley decomposition
have proven to bevery efficient in the study of evolution equations. Littlewood–Paley decom-position originates with Littlewood and Paley’s works in the early 1930s andprovides an elementary device for splitting a (possibly rough) function into asequence of spectrally well localized smooth functions. In particular, differen-tiation acts almost as a multiplication on each term of the sequence. However,its systematic use for nonlinear partial differential equations is rather recent.In this context, the main breakthrough was achieved after J.-M. Bony intro-duced the
paradifferential calculus
in his pioneering 1981 paper (see [39]) andits avatar, the
paraproduct
.Surprisingly, despite the growing number of authors who now use suchtechniques, to the best of our knowledge, there is no textbook presentingFourier analysis tools in such a way that they may be directly used for solvingnonlinear partial differential equations.The aim of this book is threefold. First, we want to give a detailed presen-tation of harmonic analysis tools that are of constant use for solving nonlinearpartial differential equations. Second, we want to convince the reader that therough frequency splitting supplied by Littlewood–Paley decomposition (whichturns out to be much simpler than, e.g., Calderon–Zygmund decompositionor wavelet theory) may still provide elementary and elegant proofs of someclassical inequalities (such as Sobolev embedding and Gagliardo–Nirenberg orHardy inequalities). Third, we give a few examples of how to use these basicFourier analysis tools to solve linear or nonlinear evolution partial differentialequations. We have chosen to present the most popular evolution equations,namely, transport and heat equations, (linear or quasilinear) symmetric hy-perbolic systems, (linear, semilinear, or quasilinear) wave equations, and the(linear or semilinear) Schr¨odinger equation. We place a special emphasis onmodels coming from fluid mechanics (in particular, on the incompressibleNavier–Stokes and Euler equations) for which, historically, the Littlewood-
vii
viii Preface
Paley decomposition was first used. It goes without saying that our methodsare also relevant for solving a variety of other equations. In fact, there has beena plethora of recent papers dedicated to more complicated nonlinear partialdifferential equations in which Littlewood–Paley decomposition proves to bea crucial tool.This book is almost self-contained, inasmuch as having an undergraduatelevel understanding of analysis is the only prerequisite. There are rare excep-tions where we have had to admit nontrivial mathematical results, in whichcase references are given. Apart from these, we have postponed references,historical background, and discussion of possible future developments to theend of each chapter. The book does not contain any definitively new results.However, we have tried to provide an exhaustivity that cannot be found in anysingle paper. Also, we have provided new proofs for some well-known results.We have also decided not to discuss the theory of wavelets, even though thiswould be the natural extension of Littlewood–Paley decomposition. Indeed, itturns out that, to the best of our knowledge, there are almost no theoreticalresults for nonlinear partial differential equations in which wavelets cannot bereplaced by a simple Littlewood–Paley decomposition.When writing this book, we tried as much as possible to make a distinctionbetween what may be proven by means of classical analysis tools and whatreally does require Littlewood–Paley decomposition (and the paraproduct).In fact, with only a few exceptions, all the material concerning Littlewood–Paley decomposition is contained in Chapter 2 so that the reader who is notaccustomed to (or who is afraid of) those techniques may still read a great dealof the book. In fact, the whole of Chapter 1, the first section of Chapter 3, thefirst half of Chapter 4, Chapter 5 (except for the last section), the first sectionof Chapter 6, and the first two sections of Chapter 8 may be read completelyindependently of Chapter 2. In most of the other parts of the book, Chapter 2may be used freely as a “black box” that does not need to be opened.Roughly speaking, the book may be divided into two principal parts: Toolsare developed in the first two chapters, then applied to a variety of linear andnonlinear partial differential equations (Chapters 3–10). A detailed plan of the book is as follows.Chapter 1 is devoted to a self-contained elementary presentation of clas-sical Fourier analysis results. Even though none of the results are new, someof the proofs that we present are not the standard ones and are likely to beuseful in other contexts. We also pay attention to the construction of explicitexamples which illustrate the optimality of some refined estimates.In Chapter 2 we give a detailed presentation on Littlewood–Paley de-composition and define homogeneous and nonhomogeneous Besov spaces. Weshould emphasize that we have replaced the usual definition of homogeneousspaces (which are quotient distribution spaces modulo polynomials) by some-thing better adapted to the study of partial differential equations (indeed,dealing with distributions modulo polynomials is not appropriate in this con-
Preface ix
text). We also establish technical results (commutator estimates and func-tional inequalities, in particular) which will be used in the following chapters.In Chapter 3 we give a very complete theory of strong solutions for trans-port and transport-diffusion equations. In particular, we provide a priori es-timates which are the key to solving nonlinear systems coming from fluidmechanics. Chapter 4 is devoted to solving linear and quasilinear symmetricsystems with data in Sobolev spaces. Blow-up criteria and results concerningthe continuity of the flow map are also given. The case of data with criticalregularity (in a Besov space) is also investigated.In Chapter 5 we take advantage of the tools introduced in the previouschapters to establish most of the classical results concerning the well-posednessof the incompressible Navier–Stokes system for data with critical regularity.In order to emphasize the robustness of the tools that have been introducedhitherto in this book, we present in Chapter 6 a nonlinear system of partialdifferential equations with degenerate parabolicity. In fact, we show that someof the classical results for the Navier–Stokes system may be extended to thecase where there is no vertical diffusion. Most of the results of this chapterare based on the use of an
anisotropic
Littlewood–Paley decomposition.Chapter 7 is the natural continuation of the previous chapter: The diffu-sion term is removed, leading to the study of the Euler system for inviscidincompressible fluids. Here, we state local (in dimension
d
≥
3) and global(in dimension two) well-posedness results for data in general Besov spaces.In particular, we study the case where the data belong to Besov spaces forwhich the embedding in the set of Lipschitz functions is critical. In the two-dimensional case, we also give results concerning the inviscid limit. We stressthe case of data with (generalized) vortex patch structure.Chapter 8 is devoted to
Strichartz estimates
for dispersive equations with afocus on Schr¨odinger and wave equations. After proving a dispersive inequality(i.e., decay in time of the
L
∞
norm in space) for these equations, we present,in a self-contained way, the celebrated
TT
argument based on a dualitymethod and on bilinear estimates. Some examples of applications to semilinearSchr¨odinger and wave equations are given at the end of the chapter.Chapter 9 is devoted to the study of a class of quasilinear wave equationswhich can be seen as a toy model for the Einstein equations. First, by takingadvantage of energy methods in the spirit of those of Chapter 4, we establishlocal well-posedness for “smooth” initial data (i.e., for data in Sobolev spacesembedded in the set of Lipschitz functions). Next, we weaken our regularityassumptions by taking advantage of the dispersive nature of the wave equa-tion. The key to that improvement is a quasilinear Strichartz estimate and arefinement of the paradifferential calculus. To prove the quasilinear Strichartzestimate, we use a microlocal decomposition of the time interval (i.e., a de-composition in some interval, the length of which depends on the size of thefrequency) and geometrical optics.In Chapter 10 we present a more complicated system of partial differentialequations coming from fluid mechanics, the so-called
barotropic compressible
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