Dirichlet form and Hele-Shaw: Difference between pages

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A Dirichlet form refers to a quadratic functional defined by an integral of the form
The Hele-Shaw model describes an incompressible flow lying between two nearby horizontal plates<ref name="MR0097227"/>. The following equations are given for a non-negative pressure $u$, supported in in a time dependent domain,
\[ \iint_{\R^n \times \R^n} (u(y)-u(x))^2 k(x,y)\, \dd x \dd y, \]
\begin{align*}
for some nonnegative kernel $K$.
\Delta u &= 0 \text{ in } \Omega^+ = \{u>0\}\cap \Omega\\
\frac{\partial_t u}{|Du|} &= |Du| \text{ on } \partial \{u>0\}\cap \Omega
\end{align*}
The first equation expresses the incompressibility of the fluid. The second equation, also known as the free boundary condition, says that the normal speed of the inter-phase (left-hand side) is the velocity of the fluid (right-hand side).
Particular solutions are given for instance by the planar profiles
\[
P(x,t) = a(t)(x_n-A(t))_+ \qquad\text{where}\qquad  A(t) = \int_t^0 a(s)ds \qquad\text{and}\qquad a(t)>0
\]


If the kernel $K$ satisfies the bound $K(x,y) \leq \Lambda |x-y|^{-n-s}$, then the quadratic form is bounded in $\dot H^{s/2}$. If moreover, $\lambda |x-y|^{-n-s} \leq K(x,y)$, then the form is comparable to the norm in $\dot H^{s/2}$ squared.
Non-local aspects of the equation can be appreciated by noticing that a given deformation of the domain $\Omega^+$ affects all the values of $|Du|$, at least in the corresponding connected component. To be more precise let us also formally show that the linearization about a planar profile leads to a fractional heat equation of order one.


Dirichlet forms are natural generalizations to fractional order of the Dirichlet integrals
Let $u = P + \varepsilon v$. Then $u$ and $P$ harmonic in their positivity sets imply $v$ harmonic in the intersection, notice that as $\varepsilon\searrow0$, $v$ becomes harmonic in $\{x_n>A(t)\}$. On the other hand, the free boundary relation over $\{x_n=A(t)\}$ gives
\[ \int a_{ij}(x) \partial_i u \partial_j u \dd x, \]
\[
where $a_{ij}$ is elliptic.
\frac{a^2+\varepsilon \partial_t v}{|ae_n+\varepsilon Dv|} = |ae_n+\varepsilon Dv| \qquad\Rightarrow\qquad \partial_t v = 2a\partial_n v+\varepsilon |Dv|^2
 
\]
The Euler-Lagrange equation of a Dirichlet form is a fractional order version of elliptic equations in divergence form. They are studied using variational methods and they are expected to satisfy similar properties <ref name="BBCK"/><ref name="K"/><ref name="CCV"/>.
By taking the reparametrization $w(x,t) = v(x+Ae_n,t)$ and letting $\varepsilon\searrow0$ we get that $w$ satisfies
\begin{align*}
\Delta w &= 0 \text{ in } \{x_n>0\}\\
\partial_t w &= a\partial_n w \text{ on } \{x_n=0\}
\end{align*}
Or in terms of the half-laplacian in $\mathbb R^{n-1} = \{x_n=0\}$,
\[
\partial_t w = a\Delta_{\mathbb R^{n-1}}^{1/2} w
\]


== References ==
== References ==
(There should be a lot more references here)
{{reflist|refs=
{{reflist|refs=
<ref name="CCV">{{Citation | last1=Caffarelli | first1=Luis | last2=Chan | first2=Chi Hin | last3=Vasseur | first3=Alexis | title= | doi=10.1090/S0894-0347-2011-00698-X | year=2011 | journal=[[Journal of the American Mathematical Society]] | issn=0894-0347 | issue=24 | pages=849–869}}</ref>
 
<ref name="BBCK">{{Citation | last1=Barlow | first1=Martin T. | last2=Bass | first2=Richard F. | last3=Chen | first3=Zhen-Qing | last4=Kassmann | first4=Moritz | title=Non-local Dirichlet forms and symmetric jump processes | url=http://dx.doi.org/10.1090/S0002-9947-08-04544-3 | doi=10.1090/S0002-9947-08-04544-3 | year=2009 | journal=[[Transactions of the American Mathematical Society]] | issn=0002-9947 | volume=361 | issue=4 | pages=1963–1999}}</ref>
<ref name="MR0097227">{{Citation | last1=Saffman | first1= P. G. | last2=Taylor | first2= Geoffrey | title=The penetration of a fluid into a porous medium or Hele-Shaw cell containing a more viscous liquid | journal=Proc. Roy. Soc. London. Ser. A | issn=0962-8444 | year=1958 | volume=245 | pages=312--329. (2 plates)}}</ref>
<ref name="K">{{Citation | last1=Kassmann | first1=Moritz | title=A priori estimates for integro-differential operators with measurable kernels | url=http://dx.doi.org/10.1007/s00526-008-0173-6 | doi=10.1007/s00526-008-0173-6 | year=2009 | journal=Calculus of Variations and Partial Differential Equations | issn=0944-2669 | volume=34 | issue=1 | pages=1–21}}</ref>
 
}}
}}

Revision as of 12:20, 29 July 2016

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The Hele-Shaw model describes an incompressible flow lying between two nearby horizontal plates[1]. The following equations are given for a non-negative pressure $u$, supported in in a time dependent domain, \begin{align*} \Delta u &= 0 \text{ in } \Omega^+ = \{u>0\}\cap \Omega\\ \frac{\partial_t u}{|Du|} &= |Du| \text{ on } \partial \{u>0\}\cap \Omega \end{align*} The first equation expresses the incompressibility of the fluid. The second equation, also known as the free boundary condition, says that the normal speed of the inter-phase (left-hand side) is the velocity of the fluid (right-hand side). Particular solutions are given for instance by the planar profiles \[ P(x,t) = a(t)(x_n-A(t))_+ \qquad\text{where}\qquad A(t) = \int_t^0 a(s)ds \qquad\text{and}\qquad a(t)>0 \]

Non-local aspects of the equation can be appreciated by noticing that a given deformation of the domain $\Omega^+$ affects all the values of $|Du|$, at least in the corresponding connected component. To be more precise let us also formally show that the linearization about a planar profile leads to a fractional heat equation of order one.

Let $u = P + \varepsilon v$. Then $u$ and $P$ harmonic in their positivity sets imply $v$ harmonic in the intersection, notice that as $\varepsilon\searrow0$, $v$ becomes harmonic in $\{x_n>A(t)\}$. On the other hand, the free boundary relation over $\{x_n=A(t)\}$ gives \[ \frac{a^2+\varepsilon \partial_t v}{|ae_n+\varepsilon Dv|} = |ae_n+\varepsilon Dv| \qquad\Rightarrow\qquad \partial_t v = 2a\partial_n v+\varepsilon |Dv|^2 \] By taking the reparametrization $w(x,t) = v(x+Ae_n,t)$ and letting $\varepsilon\searrow0$ we get that $w$ satisfies \begin{align*} \Delta w &= 0 \text{ in } \{x_n>0\}\\ \partial_t w &= a\partial_n w \text{ on } \{x_n=0\} \end{align*} Or in terms of the half-laplacian in $\mathbb R^{n-1} = \{x_n=0\}$, \[ \partial_t w = a\Delta_{\mathbb R^{n-1}}^{1/2} w \]

References

  1. Saffman, P. G.; Taylor, Geoffrey (1958), "The penetration of a fluid into a porous medium or Hele-Shaw cell containing a more viscous liquid", Proc. Roy. Soc. London. Ser. A 245: 312--329. (2 plates), ISSN 0962-8444