ISSN 0001-4346, Mathematical Notes, 2011, Vol. 89, No. 5, pp. 726733. Pleiades Publishing, Ltd., 2011.

Original Russian Text M. Otelbaev, 2011, published in Matematicheskie Zametki, 2011, Vol. 89, No. 5, pp. 771779.
Examples of Equations of NavierStokes Type
Not Strongly Solvable in the Large
M. Otelbaev
*
Eurasian National University, Astana, Kazakhstan
Received July 17, 2007; in nal form, May 17, 2008
AbstractIn the space of functions with values in Hilbert space, we consider the Cauchy problem
u

t
+Au +B(u, u) = f(t), u(0) = 0, 0 t T. We construct examples of a self-adjoint operator
A E and a bilinear transformation B satisfying the condition B(u, v), v = 0 such that the
Cauchy problemis not strongly solvable.
DOI: 10.1134/S0001434611050129
Keywords: NavierStokes equation, self-adjoint operator, bilinear transformation, Cauchy
problem, Hilbert space, Sobolev class.
Suppose that H is a separable Hilbert space, Ais a linear nonnegative self-adjoint operator in H with
a completely continuous resolvent, and B( , ) is the bilinear transformation H H in H. Suppose that
if w, u, v belong to D(A), then the pairs (w, u), (w, v), (u, v) belong to D(B) and
B(w, u), v = B(w, v), u. (1)
Here D( ) is the domain of denition, E is the unit operator, and , is the inner product in H.
Let
1
,
2
, . . . denote the eigenvalues of the operator A numbered in nondecreasing order, counting
multiplicity, and let e
1
, e
2
, . . . denote the corresponding complete orthonormal system of eigenvectors.
On the closed interval [0, T], we consider the Cauchy problem
_
u

t
+Au +B(u, u) = f(t),
u(0) = 0, 0 t T,
(2)
where f(t) is a function with values in H such that

T
0
|f()|
2
d < . (3)
Here and elsewhere. | | denotes the norm on H. Problem (2) is regarded as the equality

T
0
_

(t)e
n
, u(t) +
n
(t)e
n
, u(t) +(t)e
n
, B(u, u)

dt =

T
0
(t)e
n
, f(t) dt,
which holds for any n = 1, 2, . . . and for any continuously dierentiable scalar function (t) such that
(T) = 0.
Let us multiply Eq. (2) scalarly by u and use condition (1). Then, integrating the resulting expression
from 0 to t, we obtain the estimate
|u|
2
2
+

t
0
|

Au|
2
d

t
0
f, u d

t
0
|f|
2
d +
1
4T

t
0
|u|
2
d
T

T
0
|f|
2
d +
1
4
sup
0T
|u|
2
.
*
E-mail: otelbayev_m@rambler.ru
726
EXAMPLES OF EQUATIONS OF NAVIERSTOKES TYPE 727
Hence, since t is an arbitrary point from [0, T], we obtain the inequality
1
4
sup
0tT

u(t)
2

2
T

T
0
|f()|
2
d.
But, in that case,
sup
0tT

u(t)
2

2
+

T
0

Au

2
d 5T

T
0
|f()|
2
d. (4)
Using estimates of the form (4), an existence theorem for the weak solution of the NavierStokes
equation was obtained in [1, p. 83 (Russian transl.)]. The system of NavierStokes equations can
be reduced to an abstract equation of the form (2). This will be shown for the case in which periodic
boundary conditions are given for the spatial variables.
Suppose that Q is the cube centered at zero with edges equal to 2. Consider the system of Navier
Stokes equations
_

t
u
j
u
j
+

3
k=1
u
k

x
k
u
j
+

x
j
P = f
j
,
div u

3
k=1

x
k
u
k
= 0, x = (x
1
, x
2
, x
3
) Q.
(5)
We supplement this system with the Cauchy initial conditions
u
j
(t, x)|
t=0
= 0, j = 1, 2, 3, (6)
and the following periodic boundary conditions for the spatial variables (j, k = 1, 2, 3):
u
j
(t, x)|
x
k
=
= u
j
(t, x)|
x
k
=
,

x
k
u
j

x
k
=
=

x
k
u
j

x
k
=
, P|
x
k
=
= P|
x
k
=
. (7)
System (5) is usually written in the following vector form:
_
u

t
u + (u, )u + grad P = f(t),
div u = 0.
(8)
In (5)(7), f = (f
1
, f
2
, f
3
) is the vector function describing the acting force, u = (u
1
, u
2
, u
3
) is the
vector function describing the velocity, and P is the pressure.
We introduce the operator (

)
1
acting by the formula
(

)
1
v =

k=(0,0,0)
|k|
2
c
k
e
ik,x
if v =

k
c
k
e
ik,x
,
where k = (k
1
, k
2
, k
3
) and |k|
2
= k
2
1
+k
2
2
+k
2
3
. In these sums, k ranges over the set of all possible
three-component integer vectors.
Let us dene another operator by the formula
Ru = [E grad(

)
1
div]u,
where E is the identity operator. Using the relation div grad u = u, which holds for periodic functions,
and performing direct calculations, we prove the following statement.
Lemma 1. Suppose that u and P are suciently smooth vector function and scalar function,
respectively, satisfying the periodicity conditions (7). Then
div Ru = 0, Rgrad P = 0,
and if div u = 0, then Ru = u.
MATHEMATICAL NOTES Vol. 89 No. 5 2011
728 OTELBAEV
Taking trigonometric polynomials for trial functions and specifying, accordingly, generalized func-
tions (distributions) and operations over them, we can extend Lemma 1 to all periodic generalized
functions.
Now consider the equation
_
w

t
w +R(Rw, )Rw = g,
w|
t=0
= 0.
(9)
Let us apply the operator R to (5) (or (8)). Then, using Lemma 1 and the relation div u = 0, we obtain
Eq. (9) in which w = u and g = Rf. For g = Rf, there is no need to write div w = 0 in Eq. (9), because,
performing the operation div in (9), we obtain the following equation for div w:
_
(div w)

t
(div w) = 0,
(div w)|
t=0
= 0.
(9

)
This implies div w = 0 for all t > 0. Therefore, problem (9) is equivalent to problem (5)(7).
Now for H we take the space L
2
(Q), for A the operator (), and for B( , ) the bilinear
transformation given by the formula
B(u, v) R(Ru, )Rv.
Then problem (9) can be written as the abstract problem (2). Recall that problems (9), (9

), (8), and
(5)(7) are considered for the class of periodic functions.
Lemma 2. If w, v, g belong to the Sobolev class W
2
2
(Q) of periodic functions, then the following
relations hold:
R(Rw, )Rv, g = R(Rw, )Rv, Rg = (Rw, )Rv, Rg
= (Rw, )Rg, Rv = R(Rw, )Rg, v,
where , is the inner product in L
2
(Q).
Lemma 2 is proved by direct calculations. Note that this lemma can easily be extended to all
functions w, v, g L
2
(Q) for which Rv, Rg W
1
2
(Q); all ve expressions appearing in the lemma
are meaningful and nite.
Thus, we have written the Cauchy problemfor the systemof NavierStokes equations in the abstract
form (2) and, in view of Lemma 2, condition (1) holds.
2. EXAMPLE OF A TIME-INDEPENDENT EQUATION OF NAVIERSTOKES TYPE
WHICH IS NOT STRONGLY SOLVABLE
Consider the time-independent equation
Au +B(u, u) = f, (10)
corresponding to the evolution equation (2). Here A = A

E, and B( , ) is a bilinear operator for

which condition (1) holds. In view of condition (1), if u D(A) D(B( , )), then the following a
priori estimate holds:

Au

2
|Au +B(u, u)|
2
|f|
2
. (4

)
Using this estimate, we can prove the existence of a solution (10) under certain constraints on A
and B( , ).
Denition 1. Suppose that (, ). We say that problem (10) is -strongly solvable if the
solution u(t) of Eq. (10), in which |A

f| < , satises the inequality |A

+1
u| < .
MATHEMATICAL NOTES Vol. 89 No. 5 2011
EXAMPLES OF EQUATIONS OF NAVIERSTOKES TYPE 729
In this section, we construct an example of A and B( , ) such that problem (10) is not -strongly
solvable for belonging to some interval which is given below.
Suppose that {
n
}
n1
and {e
n
}
n1
are the eigenvalues of the operator A and the corresponding
complete orthonormal system of its eigenvectors, respectively. We dene the bilinear operator B( , )
as follows. If
u =

n1
u
n
e
n
and v =

n1
v
n
e
n
,
then
B(u, v) = B(u)v =

s1
_

j1
b
sj
v
j
_
e
s
, b
sj
=
_

_
0, if s = j,
c
s
c
j
u
s
, if s < j,
c
s
c
j
u
j
, if s > j,
(11)
where {c
j
}
j1
are real numbers. We choose {
s
}
s1
and {c
s
}
s1
as follows:

s
= as

, c
s
= s
c
, a =

j1
j
3c2
, c <
1
2
, 2c < 1, > 0. (12)
Suppose that
u =

n1
u
n
e
n
, u
n
= n
c
, n = 1, 2, . . . . (12

)
Let us calculate Au +B(u, u), e
s
. Using the relations (11), (12), and (12

), we obtain
Au +B(u, u), e
s
=
s
u
s
+

j1
b
sj
u
j
=
s
u
s
+

s<j
c
s
c
j
u
s
u
j

s>j1
c
s
c
j
u
2
j
= as

s
c

j1
s
c
j
c
j
2(c)
+

sj
s
c
j
c
j
2(c)
+

s<j
s
c
s
c
j
c
j
c
Ks
4c2+1
.
Combining this with (12) and (12

), we see that
|A

(Au +B(u, u))|

2
K
2
a
2

s1
s
2+8c4+2
,
|A
+1
u|
2
= a
2(+1)

s1
s
2+2c2
s
2
= a
2(+1)

s1
s
2+2c
.
It follows from these two relations that Eq. (10) is not -strongly solvable if
2 + 8c 4 + 2 < 1, 2 + 2c 1. (13)
The set satisfying these two inequalities is not empty if the inequalities in (12) hold. Therefore, we
have constructed an example of an equation of type (10) in which A = A

E and B( , ) satises
condition (1) and which is not -strongly solvable if conditions (13) hold. Complicating the example
given above, one can construct equations of the form(10) that, in addition to (1), possess some properties
of the equations to which the time-independent NavierStokes equation can be reduced. Nevertheless,
the author has not succeeded in constructing a counterexample to the problem of strong solvability in
the large for the system of NavierStokes equations for n 5. For this reason, we restrict ourselves to
the simplest example.
3. EXAMPLE OF AN EVOLUTION EQUATION OF NAVIERSTOKES TYPE
WHICH IS NOT STRONGLY SOLVABLE IN THE LARGE
In this section, we consider the Cauchy problem (2). For it, the weak (energy) a priori estimate (4)
is valid. But, nevertheless, we show that the problem is not always strongly solvable in the large.
MATHEMATICAL NOTES Vol. 89 No. 5 2011
730 OTELBAEV
Denition 2. Suppose that (, ). We say that problem (2) is -strongly solvable in the
large if, for any T > 0, the inequality
sup
0T
|A

f()|
2
<
implies that the inequality
sup
0T
|A

(u

+Au)|
2
<
holds for all

< , where u( ) is a solution of problem (2).
In order to simplify the calculations, we chose the denition of the -strong solvability corresponding
to the choice of the space of norm-bounded vector functions fromC[(0, T), H]. This space is not Hilbert,
nor is it reexive. We can also use the following statement.
Denition 3. Problem (2) is -strongly solvable in the large if, for any T > 0, the inequality

T
0
|A

f()|
2
d <
implies the inequality

T
0
|A

(u

+Au)|
2
d < ,
where u( ) is the solution of problem (2).
It follows from [2] and [3] or from [4] and [5] that if problem (2), considered in some xed space, is
strongly solvable, then it is also strongly solvable in a whole family of spaces. For this reason, in this
paper, we choose the most suitable denition of strong solvability.
In order to construct an example of a problem not strongly solvable in the large, we use the following
scheme.
We successively construct the vector functions
_
d
dt
+
1
_
u
1
(t) = N
1
(t), u
1
(t)|
t=0
= 0,
_
d
dt
+
n
_
u
n
(t) = N
n
(t) B( u
n
, u
n
), e
n
, u
n
(t)|
t=0
= 0, n = 2, 3, . . .
where
u
1
= 0, u
n
=

kn1
u
k
(t)e
k
,
while the scalar functions N
n
(t) are chosen so that all the expressions given below are meaningful.
Set
u = lim
n
u
n
=

k1
u
k
(t)e
k
, f(t) u

t
+Au +B(u, u).
In view of these constructions, we can write
f(t), e
n
=
d
dt
u
n
+
n
u
n
+B( u
n
+ (u u
n
), u
n
+ (u u
n
), e
n

=
d
dt
u
n
+
n
u
n
+B( u
n
, u
n
), e
n

+B( u
n
, u u
n
) +B(u u
n
, u
n
) +B(u u
n
, u u
n
), e
n

= N
n
(t) +B( u
n
, u u
n
) +B(u u
n
, u
n
) +B(u u
n
, u u
n
), e
n
.
MATHEMATICAL NOTES Vol. 89 No. 5 2011
EXAMPLES OF EQUATIONS OF NAVIERSTOKES TYPE 731
Now, obviously, problem (2) is not -strongly solvable if, for some

< , the following conditions
hold:
sup
0tT

n1
f(t), e
n

2
n
dt sup
0tT

n1
_
N
n
(t) +B( u
n
, u u
n
) +B(u u
n
, u
n
)
+B(u u
n
, u u
n
), e
n

2
n
< ,
sup
0tT

n1

d
dt
u
n
+
n
u
n

n
sup
0tT

n1
(N
n
(t) B( u
n
, u
n
), e
n
)
2

n
= .
We can hope that the quantity

B( u
n
, u u
n
) +B(u u
n
, u
n
) +B(u u
n
, u u
n
), e
n
_
tends to zero faster than B( u
n
, u
n
), e
n
(because of the dierence u u
n
in the rst expression). If
A = A

E and A
1
is completely continuous, then using our scheme, we can construct a bilinear
operator B( , ) satisfying condition (1) so that the corresponding problem(2) is not -strongly solvable
in the large. Essentially, belowwe proceed by following the same scheme. Some insignicant deviations
are needed to simplify calculations.
Suppose that c
1
, c
2
, . . ., where c
1
= 0, is the sequence of real nonnegative numbers, and (t) is a
continuous function on [0, T]. We dene the sequence of functions {u
j
(t)}
j1
on the closed interval
[0, T] as follows: for u
1
(t) we take any continuous function on [0, T] and, for j 2, we dene the
functions u
j
(t) from the equations
d
dt
u
j
+
j
u
j
= c
j
(t), u
j
(t)|
t=0
= 0, j = 2, 3, . . . . (14)
Hence we obtain
u
j
(t) = c
j

t
0
e

j
(t)
() d c
j
(T
j
)(t), j = 2, 3, . . . . (14

)
The following statement is valid.
Lemma 3. If

j2
c
3
j

2
j
= M < , |c
1
u
2
1
(t)| , 16M < 1, 0 < < 1/4,
then one can choose a continuous function (t) so that the following equality holds:
(t) =

j2
c
j
u
2
j
+c
1
u
2
1
.
Proof. In view of (14

), it suces to show that the equation

(t) = F()(t)

j2
c
3
j
(T
j
)
2
(t) +c
1
u
2
1
(15)
for the unknown function (t) has a continuous solution. For the transformation F, we have
|F(t)|

j2
c
3
j

t
0
e

j
(t)
() d

2
+|c
1
u
2
1
(t)|

j2
_
c
3
j
e
2
j
t
[e

j
t
1]
2
1

2
j
_
sup
0t
|()|
2
+|c
1
u
2
1
(t)|
M sup
0t
|()|
2
+|c
1
u
2
1
(t)|.
MATHEMATICAL NOTES Vol. 89 No. 5 2011
732 OTELBAEV
Combining this with the assumptions of the lemma, we see that
|F(t)| M
_

M
+ sup
0t
|()|
2
_
.
Therefore, if |(t)| 4, then |F(t)| + 16
2
M. Thus, if 16M 1, then it follows from this
inequality that the transformation F takes a ball of radius 4 into itself. Further, the transformation F
takes a bounded set to a compact one. Indeed, the assumptions of the lemma imply that the series
in (15) converges in the norm of the space C[0, 1] of continuous functions and the remainders of the
series equipotentially tend to zero when (t) ranges over any bounded set in C[0, 1]. Since the operators
(T
j
)
2
(t) in C[0, 1] are compact, we see that the sum of the series is a compact set in C[0, 1]. Therefore,
the transformation F is compact. Since F takes a ball of radius 4 into itself and is compact, the well-
known Browder theorem implies the lemma.
Let us choose the bilinear transformation B( , ) according to (11) from Sec. 2. Denote
u =

j1
u
j
e
j
, f = u

t
+Au +B(u, u).
Using Lemma 3, we obtain the following expressions for the Fourier coecients of the vector
function f(t):
f
s
(t) = f, e
s
= u

t
+Au +B(u, u), e
s
=
d
dt
u
s
+
s
u
s
+c
s
u
s

j>s
c
j
u
j
c
s

j<s
c
j
u
2
j
=
d
dt
u
s
+
s
u
s
+c
s
u
s

j>s
c
j
u
j
c
s
(t) +c
s

js
c
j
u
2
j
= c
s
u
s

j>s
c
j
u
j
+c
s

js
c
j
u
2
j
.
Let us estimate f
s
(t): |f
s
(t)| J
s1
+J
s2
,
J
s1
= |c
s
u
s
|

j>s
|c
j
u
j
|
_
c
2
s

t
0
e
s(t)
() d
__

j>s
c
2
j

t
0
e

j
(t)
() d
_
Kc
2
s

1
s
(1 e
st
)

j>s
c
2
j

1
j
(1 e

j
t
)
and, just as for J
s2
, we have
J
s2
Kc
s
(1 e
st
)

js
c
3
j

2
j
(1 e

j
t
)
2
,
where K is a constant number depending on (t). Hence

s1

2
s
f
2
s
K
2
_

s1
c
4
s

2
s

2
s
_

j>s
c
2
j

1
j
_
2
+

s1
c
2
s

2
s
_

js
c
3
j

2
j
_
2
_
.
We choose
c
s
= s
c
,
j
= j

, > 0, c < 0, 2c + 1 < 0. (16)

Then we can choose c
1
and u
1
so that the assumptions of Lemma 2 are valid. Further, we have

s1

2
s
f
2
s
K
2
1
_

s1
s
4c2
s
2
(s
2c+1
)
2
+

s1
s
2c
s
2
(s
3c2+1
)
2
_
K
2
2

s1
s
8c4+2+2
.
Therefore, if (16) holds and
8c 4 + 2 + 3 < 0, (16

)
MATHEMATICAL NOTES Vol. 89 No. 5 2011
EXAMPLES OF EQUATIONS OF NAVIERSTOKES TYPE 733
then
sup
0T
|A

f|
2
< .
For A

(u

t
+Au), in view of (14) and the choice (16), we have (

= )
sup
0T
|A

(u

t
+Au)|
2
= sup
0T

s1

22
s
c
2
s

2
(t) K
2

s1

22
s
c
2
s
= K
2

s1
s
2()
s
2c
.
This implies that, for 2 + 2c > 1, we can choose a

, where

< , so that
sup
0T
|A

(u

t
+Au)|
2
= .
Since the set of numbers c, , for which
> 0, c < 0, 2c + 1 < 0, 2 + 8c 4 + 3 < 0, 2 + 2c > 1,
is not empty, we see that an example of problem (2) which is not -strongly solvable in the large is
constructed.
The example described above can be made signicantly more complex, but no example disproving the
strong solvability in the large of the three-dimensional NavierStokes equation has been constructed
yet.
ACKNOWLEDGMENTS
This work was supported by the Intas OPEN CALL Foundation (grant no. 05-1000008-8157).
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Symposium (Elbrus, Nalchik, 2004), pp. 140145 [in Russian].
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MATHEMATICAL NOTES Vol. 89 No. 5 2011