Anal.Math.Phys.

(2016) 6:109140
DOI 10.1007/s13324-015-0110-8

Classical solvability of the stationary free boundary

problem describing the interface formation between two
immiscible fluids

Yoshiaki Kusaka1

Received: 21 May 2015 / Revised: 27 July 2015 / Accepted: 2 September 2015 /

Published online: 21 September 2015
Springer Basel 2015

Abstract Stationary free boundary problems related to the formation of the inter-
face between two immiscible fluids are investigated. The corresponding models were
introduced originally by Shikhmurzaev to remove singularities arising in contact-line
problems. We consider two models which are derived under different assumptions for
the structure of the interfacial layer, and prove the existence of rotationally symmet-
ric solutions in Hlder spaces for a sufficiently small rotationally symmetric external
force.

Keywords Interface formation model Free boundary NavierStokes equations

Mathematics Subject Classification 35R35 76D03 76D45

1 Introduction

Physically unacceptable situations are known to arise when we apply classical hydro-
dynamics to describe certain flows. For example, for the classical no-slip boundary
condition on a rigid plate in moving contact-line problems, a non-integrable shear-
stress arises at the contact point. To remove such a singularity Shikhmurzaev developed
a new theory through [1216], aimed at replacing the classical boundary conditions,
causing the above mentioned mathematical inconsistency, by physically more correct
conditions. The central feature of Shikhmurzaevs models is that the interface between
two different materials is described as an independent phase with mass. This phase is

B Yoshiaki Kusaka
kusaka@eng.tamagawa.ac.jp

1 Department of Mathematics, Faculty of Engineering, Tamagawa University,

6-1-1 Tamagawa-Gakuen, Machida, Tokyo 194-8610, Japan
110 Y. Kusaka

referred to as the interfacial layer in Shikhmurzaevs theory. Physically, this layer

is considered to be a thin layer between two different materials in which a density
variation is induced through the action of asymmetric intermolecular forces from the
different materials present. The classical no-slip condition on the rigid wall is replaced
by a generalized Navier condition described in Eq. (17) in this model.
As pointed out in Blake [1], Shikhmurzaevs model has several advantages for
contact-line problems, and the validity of the model has been investigated through
numerical and asymptotic methods (see, e.g., MonnierWitomski [8], Sibley et al.
[18], Shikhmurzev [12,14,16]). In contrast, we find only a few results from a mathe-
matically rigorous analysis, i.e., MonnierWitomski [8], Kusaka [6,7]. Monnier and
Witomski [8] investigated a sub-model of Shikhmurzaevs full model, which was
referred to as the local hydrodynamic model, and proved the existence of solutions.
The article also gave numerical results for some contact-line problems described by
the local surface model. Kusaka [6,7] proved the existence of classical solutions of
Shikhmurzaevs full models for a single phase liquid with no contact points. A time-
dependent model is considered in [6], and stationary models in [7]. The present paper
investigates stationary models for two immiscible liquid phases describing the inter-
face formation between these two liquids without assuming the presence of contact
points. In Shikhmurzaevs theory, there are two models of the interfacial layer between
two fluids, obtained under different assumptions for the structure of the interfacial
layer. Specifically, one describes the interfacial layer as a two-component system, and
the other describes it as a two-phase system. The present paper deals with both models
and proves classical solvability. The basic method of the proof is the same as that used
in [7], however the problems considered herein are far more complicated.
Let us introduce our problems. Let R3 be a bounded domain with outer
boundary . is separated into two regions + and by a boundary , where
+ = , = , and we assume that has no intersections with .
We assume that the regions + and are filled with two incompressible viscous
fluids, and represents the interface between these fluids. We assume that the motion
of each fluid is governed by the steady-state Navier-Stokes equations:

v + (v )v + p = f, v = 0 in . (1)

We represent parameters of the bulk fluids in + and with subscripts + and ,

respectively. In the above equations, v denote the velocities, p denote the pressures,
denote kinematic viscosities for each fluid, and f denotes the external force.
Next we introduce two models of the interfacial layer between two fluids. One is
the following:

 +  +
T (v , p )n = , n T (v , p )n = H, (2)

T (v , p )n = 2 (v + v ), (3)

1 1e 2 2e
1 v s = , (4)
11 12
Classical solvability of the stationary free boundary problem. . . 111

1 1e 2 2e
2 v s = , (5)
21 22
1 1e 2 2e
+ (v + v s ) n = + , (6)
11 12
1 1e 2 2e
(v v s ) n = , (7)
21 22
1
v s = (v + + v ) + , (8)
2
= 1 (1,0 1 ) + 2 (2,0 2 ). (9)

Here, 1 and 2 denote the densities of the components of the fluids in + and in
the interfacial layer, respectively. v s is the velocity of the components in the interfacial
layer. T (v , p ) = 2 D(v ) p I are the stress tensors, where
 
1 vi v
j
D(v ) = +
2 x j xi
i, j=1,2,3

are the rate-of-strain tensors. H is twice the mean curvature of at the point x, which
is negative if is convex in the neighborhood of x. n is the unit normal to directing
into + . The bracket [ f ]+ +
denotes the difference f f . is the projection
operator onto the tangent plane of . is the gradient operator defined on . With
i, j = 1, 2, , ie , i,0 , i j , , , i are phenomenological constants assumed to
be positive. More specifically, are the densities of the bulk fluids in + and ,
respectively, ie are equilibrium surface densities corresponding to the components
i = 1, 2, i j (i, j = 1, 2) are characteristic time scales over which the surface density
j relaxes to its equilibrium value je . Particularly, the time scales i j (i = j) are
used to describe the effect of deficiency/excess of the component corresponding to j
in the interfacial layer on adsorption/desorption of the component corresponding to i.
The above model is obtained assuming that the interfacial layer is a multicomponent
system of the components of the two bulk fluids. In this formulation, it is assumed
that the density of the interfacial layer is given by 1 + 2 , and the difference in the
velocities of the two components is negligible.
The other model describes the interfacial layer as a two-phase system in which the
layer is separated into two sublayers by a fictitious surface. Because the interfacial
layer is modeled as a geometric surface in Shikhmurzaevs theory, this fictitious surface
corresponds to . Each of the sublayers consists of the component of the liquid
adjacent to the sublayer. The model is described by the following equations: in addition
to Eq. (2), we assume

1
2 + D(v + )n = 1 + 1 (v + v s ), (10)
2
1
2 D(v )n = 2 2 (v v s ), (11)
2
i ie
i v is = (i = 1, 2), (12)
i
112 Y. Kusaka

(v is v s ) n = (v v s ) n = 0 (i = 1, 2), (13)
1
v s1 = (v + + v s ) + 1 1 , (14)
2
1
v 2 = (v + v s ) + 2 2 ,
s
(15)
2
i = i (i,0 i ) (i = 1, 2). (16)

Here v s1 and v s2 are the velocities in the sublayers adjacent to + and , respectively,
v s is the velocity of the fictitious surface separating the sublayers, and i , i , i , i ,
ie , i,0 (i = 1, 2) are positive constants.
The model incorporating Eqs. (2) and (10)(16) was derived in [13,14,16]. The
model incorporating Eqs. (2)(9) was introduced later in [17], aimed at describing the
interfacial layer without the physical structure assumed in the former model. In these
models, Eq. (2) represents the momentum balance in the interfacial layer. Eqs. (4),
(5), and (12) are the mass balance equations with source terms consisting of a flow of
molecules from (or into) the bulk. Eqs. (9) and (16) are linearized equations of state
for the interfacial layers. The remaining relations in these models, which are obtained
through the method of irreversible thermodynamics, describe conditions ensuring that
entropy production in the interfacial layer is positive.
Finally, on , we assume the interfacial layer arises between the rigid wall and
the liquid in + as described by the following:

1
2 + D(v + )n + = v + , (17)
2
e
+v+ n = , (18)

e
( v ) = , (19)

1
v = v + + , (20)
2
= (,0 ). (21)

Here, and v are the density and the velocity of the interfacial layer on , respec-
tively. is the gradient operator on , is the projection operator on , and n is
the unit normal on directing into + . , , , e , ,0 , and are positive
constants. This model is obtained in the same manner as the above models for the
interfacial layer on , for details, see, e.g., [12,17].
In the present paper, we investigate a particular case, specifically, instead of the
conditions given in Eqs. (6), (7), and (18), we assume the following:

v + n = v n = 0 on , (22)

and
v + n = 0 on . (23)
Classical solvability of the stationary free boundary problem. . . 113

The above assumptions mean that the effect of mass exchange between the interface
and the bulk on the bulk fluid velocity is neglected. In [14,16], this assumption is
considered to be physically reasonable, and the conditions in Eq. (22) are originally
given as Eq. (13) (note that for the stationary case, v s n = 0 is satisfied, since the
interface is static). We have not succeed to prove the corresponding result to Theorem
1 for the problems with conditions Eqs. (6), (7), and (18). The basic difficulty lies in
the derivation of estimate corresponding to Eq. (87) that ensures the solvability of the
linearized problem.
Now, eliminating v s from Eqs. (4) and (5) using Eq. (8), we have

1 1 1e 2 2e
1 (1 1 +2 2 )+ 1 (v + +v ) = (24)
2 11 12

and
1 1 1e 2 2e
2 (1 1 +2 2 )+ 2 (v + +v ) = . (25)
2 21 22

Because the linearized equations of Eqs. (24) and (25) have the same principal terms,
it is difficult to determine both 1 and 2 from these equations. Therefore, instead of
Eqs. (24) and (25), we assume the single equation

1
+ (v + + v ) = 0 (26)
2
for the new unknown 1 1 + 2 2 . This equation is obtained by adding equations
1 (24) and 2 (25) whose right-hand sides are assumed to be zero. Mass exchange
between the interface and the bulk is completely neglected in this formulation, hence
we additionally assume the following condition, which ensures that the total mass on
the interface is conserved: 
d S = M, (27)

where M > 0 is a constant. Similarly, eliminating v s1 , v s2 and v , from Eqs. (12) and
(19), we have also the following equations for 1 , 2 , and :

1 1 1e
1 1 1 1 + 1 (v + + v s ) = , (28)
2 1
1 2 2e
2 2 2 2 + 2 (v + v s ) = , (29)
2 2

and
1 e
+ v + = . (30)
2
In addition, we note that v s is found in the following form from Eqs. (2)1 , (10), and
(11):
1  2
1 + 2 1 v + 2 v .
1
vs = (31)
1 + 2 2 2
114 Y. Kusaka

We are now in a position to specify our problems. In the present paper, we investigate
the problem consisting of Eqs. (1)(3), (9), (17), (21)(23), (26), (27), (30) and the
problem consisting of Eqs. (1), (2)2 , (10), (11), (13), (16), (17), (21), (23), (28)(31).
In what follows, these two problems in that order are referred to as problems P1 and
P2 . We assume that the external force f and the boundary satisfy the following
conditions of symmetry. Let (r, , ) be spherical coordinates with center (0, 0, 0).
We assume that the external force f = ( fr , f , f ) satisfies the following conditions:
f = 0, fr , f depend only on r and , and

fr (r, ) = fr (r, ),
(32)
f (r, ) = f (r, ),

and, also that the boundary is given by the equation |x| = (x/|x|) (x R3 ) with
function (x/|x|) depending only on and satisfying the condition

( ) = ( ) . (33)

Our aim is to find flows with the same symmetry as f induced by this force from equi-
librium states. Our approach is standard in dealing with the stationary free boundary
problems with surface tension (see, e.g., [911]). Specifically, the problems are solved
based on the contraction mapping principle with the aid of estimates of solutions to
the linearized problems. In each iteration, the free boundary is found from the normal
component of the stress balance on the interface (2)2 , and the flow is determined with
the remaining equations defined in a prescribed domain.
Before stating our main result, we introduce some function spaces used throughout
this paper. Let D be a domain in Rn , l be a non-negative integer and (0, 1). We
denote by C l+ (D), the space of functions f (x), x D, with norm

(l+)
 (0) (l+) (0)
| f |D |xm f | D + [ f ] D , | f | D sup | f (x)|,
|m|l xD

(l+)
 ()
 |xm f (x) ym f (y)|
[ f ]D [xm f ] D sup ,
x,yD, |m|=l |x y|
|m|=l
x= y

where


n
|m|
|m| = m i (m i ( 0) Z), xm = .
i=1
xm11 xmnn

(l+L)
We also introduce the notation C l+L (D) and | f | D to represent the space and the
norm defined above with = 1.
By C0l+ (D) we denote the function space

 
f C l+ (D) | f (x)d x = 0 .
D
Classical solvability of the stationary free boundary problem. . . 115

(l+) (l1+)
Note that, for each f C0l+ (D), the norm | f | D is equivalent to | f | D for
all integers l 1.
Finally, let 1 p < . By W pl (D) we denote the space of functions equipped
with the norm defined by

  1
p
(l)
 f  p,D xm f  p,D ,  f  p,D | f (x)| d x
p
.
|m|l D

The following is our main result.

Theorem 1 Let 0 < < 1. Assume that C 2+ and satisfies condition

(L)
Eq. (33). Assume also that f C L (), f satisfy condition Eq. (32), and |f| is
sufficiently small. Then problem P1 has a unique solution (v , p , , , ), p +

and p are unique up to additive constants whose values are equal, satisfying the
symmetry properties described in Eqs. (99)(101) with the following smoothness:

v C 2+ ( ), p C 1+ ( ), C 3+ ( ),
C 2+ (), C 3+ ,

and problem P2 has a unique solution (v , p , 1 , 2 , , ), p + and p are unique

up to additive constants whose values are equal, satisfying the symmetry properties
described in Eqs. (99)(101) with the following smoothness:

v C 2+ ( ), p C 1+ ( ), 1 , 2 C 3+ ( ),
C 2+ (), C 3+ .

2 Model problems

The main aim of this and the following section is to prove the solvability and derive
estimates to the linear problems, Eqs. (72) and (73), based on Schauders method.
Because the domain on which the equations are defined is bounded, we can choose a
finite set of balls with sufficiently small radius by which the domain is covered. We
assume the centers of the balls are in the regions + or , or on the boundaries
or . We assume that the balls are centered in + or are completely contained in
+ or , and that or are covered by the balls centered on them. Eqs. (34)(37)
are obtained by localizing the problems, Eqs. (72) and (73), in each ball with a partition
of unity subordinated to the above set of balls. In particular, Eqs. (36) and (37) are the
equations obtained by localizing the problems, Eqs. (72) and (73), respectively, near
the boundary .
In this section, we consider the problems given in Eqs. (34)(37), where R3 denotes
the whole space, and R+ 3 and R3 denote the spaces {(z , z , z ) R3 |z > 0} and
1 2 3 3
{(z 1 , z 2 , z 3 ) R |z 3 < 0}, respectively:
3

v + p = f, v = g in R3 , (34)
116 Y. Kusaka

v + p = f, v = g in R+ 3,


v3 = b,

vi v3 (35)

+ vi = + ci (i = 1, 2),

z 3 z i 2 z i

z  + lz  v + m = h on R2 ,

v + p = f , v = g in R 3,




v3 = b ,



  +

vi v3

+ = + ci (i = 1, 2),
z 3 z i z i (36)

 

 vi

v

+ 3 2(vi+ vi ) = di (i = 1, 2),

z 3 z i


z  + l z  v = h on R2 ,


v + p = f , v = g in R 3,



v =b ,
3 


+
v3+

+ vi i i

+ i (vi+ vis ) = + ci+ (i = 1, 2),

z z 2 z

 3 i
 i


v3
vi i i
+ + i (vi vis ) = + ci (i = 1, 2),
z 3 z i 2 z i (37)



1 1 1 2 2

vis = + 1 vi+ 2 vi + di (i = 1, 2),

+ 2 z 2 z


1 2 i i
1

1 +


1 1 z 1  + z  (v + v s
) + = h1,

2 1

1 2

2 2 z  2 + z  (v + v s ) + = h 2 on R2 .
2 2

For the above problems, we obtain the following results, which will be used to obtain
the desired regularity of the solutions to Eqs. (72) and (73) in the following section.

Theorem 2 Let 0 < < 1. Assume that f C (R3 ), g C 1+ (R3 ). If v, p satisfy

Eq. (34) and the condition

(v, p) (0, 0) as |z| , (38)

then the following estimate holds:


(2+) () () (1+)
[v]R3 + [ p]R3 C [f]R3 + [g]R3 , (39)

where C is a positive constant independent of f, g.

Theorem 3 Let 0 < < 1. Assume that f C (R+ 3 ), g C 1+ (R3 ), b

+
C 2+ (R ), c = (c1 , c2 ) C
2 1+ 2
(R ), h C (R ). If v, p, satisfy Eq. (35) and the
2

conditions
Classical solvability of the stationary free boundary problem. . . 117

(v, p) (0, 0) as |z| ,

(40)
0 as |z  | ,

then the following estimate holds:

(2+) () (2+)
[v]R3 + [ p]R3 + []R2
+ +

() (1+) (2+) (1+) ()
C [f]R3 + [g]R3 + [b]R2 + [c]R2 + [h]R2 , (41)
+ +

where C is a positive constant independent of f, g, b, c, and h.

Theorem 4 Let 0 < < 1. Assume that f C (R 3 ), g C 1+ (R3 ), b

C 2+ (R ), c = (c1 , c2 ), d = (d1 , d2 ) C
2 1+ (R ), h C (R2 ). If v , p , satisfy
2

Eq. (36) and the conditions

(v , p ) (0, 0) as |z| ,
(42)
0 as |z  | ,

then the following estimate holds:


 
[v ](2+)
R3 + [ p ]()
R3 + [](2+)
R2
C ([f ]()
R3


(1+)
+ [g ]R 3 + [b ](2+)
R2
(1+)
) + [c]R 2
(1+)
+ [d]R 2 + [h]()
R2
, (43)

where C is a positive constant independent of f , g , b , c, d, and h.

Theorem 5 Let 0 < < 1. Assume that f C (R 3 ), g C 1+ (R3 ), b

C 2+ (R2 ), c = (c1 , c2 ), d = (d1 , d2 ) C 1+ (R2 ), h 1 , h 2 C (R2 ). If v , p ,
1 , 2 satisfy Eq. (37) and the conditions

(v , p ) (0, 0) as |z| ,
(44)
1 , 2 0 as |z  | ,

then the following estimate holds:


 (2+) ()

(2+)
 ()
[v ]R3 + [ p ]R3 + [i ]R2 C ([f ]R3

i=1,2


(1+) (2+) (1+) (1+) ()
+ [g ]R3 + [b ]R2 + [c ]R2 ) + [d]R2 + [h i ]R2 , (45)

i=1,2

where C is a positive constant independent of f , g , b , c , d, and h 1 , h 2 .

118 Y. Kusaka

Since Theorem 2 is well known, and Theorem 3 can be obtained in the same, and
simpler, manner as the proof of Theorems 4 and 5, we give below only the proofs of
Theorems 4 and 5.
We first prove Theorem 4.
Proof We construct a solution to Eq. (36) in the form

(v , p , ) = (w + u , + q , ),

where (w , ) and (u , q , ) are the solutions to the following problems:

w + = f , w = g in R 3,



w =b ,
3 +


+ wi w3+
+ = ci (i = 1, 2), (46)
z 3 z i

 


w3

wi


z 3
+
z i
= 0 (i = 1, 2) on R2 ,

and

u + q = 0, u = 0 in R 3,



u = 0,

3  +

u i u



+ 3
= (i = 1, 2),

z 3 z i z i

 
 u i u
+ 3 2(u i+ u i ) (47)

z 3 z i

 




 wi w3


= di
+ + 2(wi+ wi ) Di (i = 1, 2),

z 3 z i


 

z  u = h l z  w H on R2 .
z  + l

For problem Eq. (46), it is well known that the following estimate holds for
(w , ):

(2+) ()
[w ]R3 + [ ]R3


 
 () (1+) (2+) (1+)
C ([f ]R3 + [g ]R3 + [b ]R2 ) + [c]R2 . (48)

Let us proceed to Eq. (47). Applying a Fourier transformation with respect to

z  = (z 1 , z 2 ),

  1  
F( f )( , z 3 ) f ( , z 3 ) ei z f (z  , z 3 )dz  (  = (1 , 2 )),
2 R2
Classical solvability of the stationary free boundary problem. . . 119

to Eq. (47), we obtain the following system of ordinary differential equations:

 

d2 




| | 2 u j + i j q
 2 = 0 ( j = 1, 2),

 dz


3

2 d q

d


|  |2 2 u
+ = 0,

dz 3 3
dz 3



d u



i u
1 1 + i u
2 2 + 3
=0 in R ,

dz


3
u
3 = 0,
+ (49)

d u
j


+ i j u
= i j ( j = 1, 2),

dz 3 3





 
d u
+ i j u
2(u + 
j

j u j ) = D j ( j = 1, 2),

dz 3

3




|  |2 + l (i1 u 
1 + i2 u 2 ) = H on z 3 = 0,



u j , q 0 (z ) ( j = 1, 2, 3),
3

where R+ {z 3 R|z 3 > 0}, R {z 3 R|z 3 < 0}.

Solving Eq. (49) through a direct calculation, we have

i j
u

j = 
( |  | + )e | |z 3
2| |K 2
( )2 i j
(i 1 1 + i2 D 2 )e|  |z 3 D j e|  |z 3
D
2|  |K 1 K 2 2K 1
i j  
( | | + )z 3 e| |z 3
2K 2
i j 
 (i1 D 1 + i2 D 2 )z 3 e| |z 3 , (50)
2| |K 2
|  | 
u

3 = ( | | + )z 3 e| |z 3
2K 2

(i1 D 1 + i2 D 2 )z 3 e| |z 3 , (51)
2K 2
1
=  # +  2 $
| | 4 | | + (2 + l)( + + )|  | + 2l
[l( + )(i1 D 1 + i2 D 2 ) + 2K 2 H ], (52)

where

K 1 = + |  | + ( + + ), K 2 = 2 + |  | + ( + + ).
120 Y. Kusaka

Let us estimate u +
1 . Set

i1 + ( )2 i1 |  |z 3
L


+
( 
| | + )e |  |z 3
, 
L +
e ,


1
2|  |K 2 2
2|  |K 1 K 2

i1 
L e| |z 3 , L
+  + 
3 4 ( | | + )z 3 e| |z 3 ,

2K 2K


1 2

+ i1 |  |z 3
L5  z3e .
2| |K 2

For

1
L i+ F 1 ( L ei z L
+   +  
i ) i ( , z 3 )d (i = 1, . . . , 5),
2 R2

we can obtain estimates

C
|L + 2 + + + 2 +
1 |, |z  L 2 |, |z j L 3 | ( j = 1, 2), |L 4 |, |z  L 5 | (53)
|z|2

for a positive constant C independent of z as follows.

Let us estimate L +1 . Introducing the integration variables (1 , 2 ) R(1 , 2 ),
 


where R is an orthogonal matrix such that Rz = (|z |/ 2, |z |/ 2), then replacing
the path of integration for j by j = j + i|j | with a constant > 0, we have
 
1
j=1,2 ( j +i| j |)
|z
|

i1 ( | | + ) | |z 3 
L+ d ,
i
1 (z) = e e
2
2 R2 2| |K 2

With the following inequality for a positive constant C independent of 

% %
% i1 ( | | + ) %
% % C,
% 2| |K 2 %

which holds for a sufficiently small > 0, we have the desired estimate for L +
1,

  C
|L +
1 (z)| C eC| |(|z |+z 3 ) d  .
R2 |z|2

L+ +
2 , L 3 can be estimated in the same manner as above. Noting further the inequality
 |z 
z3e | 3 Ce C| |z 3 /|  |, L + , L + can also be estimated in the same manner. Thus
4 5
we have obtained the estimates given in Eq. (53).
Next, to estimate convolution operators, we apply the method developed in
Golovkin [3], GolovkinSolonnikov [4,5]. We introduce the following semi-norm
(l)
equivalent to the semi-norm [ f ]R3 :

1 
3 % %
% q %
sup sup % j (h)zkj f (z)% (54)
h>0 h lk 3
j=1 zR
Classical solvability of the stationary free boundary problem. . . 121

q
for all integers q, k satisfying q > l k > 0. Here j (h) f (z) denotes the q-th order
finite difference of f (z) with respect to z j with mesh-size h > 0:

q

q
j (h) f (z) = (1)qk q Ck f (z + e j kh),
k=0

where e j is the unit vector for which the j-th component equals unity.
(2+)
Let us estimate [L + 1 ]R3 , where


(L +
1 )(z) L+    
1 (z , z 3 )( )d .
R2

For j = 1, 2, noting the relation


(1j (h)z2j L +
1 )(z) = 1 + 
L
j 1 ( , z 3 ) 2
zj (z 

) 2
zj (z 
) ,

we have
% % 
% 1 2 + %
%( j (h)z j L 1 )(z)% C |L +  
1 ( , z 3 )|| | d

|  |h
  h
+ | j L +
1 ( 
+ e j t, z 3 )dt|| 
| d 
[](2+)
R2
|  |h 0
 
1 h (2+) (2+)
C d  + d  []R2 Ch []R2 . (55)
|  |h |  |2 
| |h |  |3

For j = 3, noting the relation


(13 (h)z23 L + 1 +  2   2 
1 )(z) = 3 L 1 ( , z 3 ) z  (z ) z  (z ) ,

we have the same estimate as Eq. (55). The other convolutions with the kernels L +j
( j = 2, . . . , 5) can be estimated as above. Hence, we have

(2+)

[u +
1 ]R 3 C [](2+)
R2
+ (1+)
[Di ]R 2 . (56)
+
i=1,2

A similar procedure holds for the other components of u .

Next, using the inequality,

|  | + K 2 C
# $  2,
 +  + 
| | 4 | | + (2 + l)( + )| | + 2l
2 | |
122 Y. Kusaka

the following estimate for can be derived similarly as above (see Kusaka [7]):

(2+)
 () ()
[]R2 C [Di ]R2 + [H ]R2 . (57)
i=1,2

Finally, noting that the estimate of q can be obtained with Eq. (47)1 , we have

 (2+) ()

(2+)
 (1+) ()
[u ]R3 +[q ]R3 + []R2 C [Di ]R2 + [H ]R2 . (58)
+ +
i=1,2

Thus, combining estimates given in Eqs. (48) and (58), we have estimate
Eq. (43). 

Let us proceed to the proof of Theorem 5, which is achieved in a similar manner to
that of Theorem 4.
Proof We construct a solution in the form

(v , p , 1 , 2 ) = (w + u , + q , 1 , 2 ),

where (w , ) and (u , q , 1 , 2 ) are the solutions to the following problems:

w + = f , w = g in R 3,



w3 = b , 

+ +
w w
+ i
+ 3
i wi+ = ci+ (i = 1, 2), (59)
z 3 z i




w3

wi

+ + i wi = ci (i = 1, 2) on R2 ,
z 3 z i

and


u + q = 0, u = 0 in R 3,
u = 0,


3  +




u i u + i i



+
+ 3
i (u i+ vis ) = (i = 1, 2),
 z 3


z i

2 z i



u i + u 3 + (u v s ) = i i (i = 1, 2),
i i
z 3 z i i
2 z i (60)



1 1 1 2 2


vis = + 1 u i+ 2 u i + di (i = 1, 2),

1 + 2 2 z i 2 z i

1 1

1 1 z  1 + z  (u+ + v s ) + = h 1 ,



2 1

1
2 2 z  2 + z  (u + v s ) + 2 = h 2 on R2 ,
2 2
Classical solvability of the stationary free boundary problem. . . 123

where

1 1
h 1 = h 1 z  w+ , h 2 = h 2 z  w ,
2 2
di = di 1 wi+ 2 wi (i = 1, 2).

For (w , ), the following estimate is easily obtained:


(2+) ()
[w ]R3 + [ ]R3



() (1+) (2+) (1+)
C [f ]R3 + [g ]R3 + [b ]R2 + [c ]R2 . (61)

For (u , q , 1 , 2 ), we have the following representations for the Fourier-

transformed functions (u 
, q ,
&1 , &2 ) obtained in the same manner as Eqs. (50)
(52):

i j 1 |  |z 3
u (i1 '
D1 + i2 ' D2 )e| |z 3 '

j = 
Dj e
| |K L K
i j
 (i1 ' D1 + i2 '

D2 )z 3 e| |z 3 ( j = 1, 2), (62)
| |L
1

u 3 = (i1 ' D1 + i2 '

D2 )z 3 e| |z 3 , (63)
L

( + 1 K + 2 K + )|  | 1 i1 &1 2 i1 &2
v&1s = +
P K L+ K + L
+ 1 K L (|  |2 L + + 1 22 ) + 2 K + L + (|  |2 L + 2 22 ) &
+ d1
|  |K + L + K L
1 2 ( + 12 K L + 22 K + L + ) &
d2 , (64)
|  |K + L + K L

& ( + 1 K 1 + 2 K + )|  | 1 i2 &1 2 i2 &2
v2 =
s + +
P K L+ K L
1 2 ( + 12 K L + 22 K + L + ) &
d1
|  |K + L + K L
+ 1 K L (|  |2 L + + 1 12 ) + 2 K + L + (|  |2 L + 2 12 ) &
+ d2 , (65)
|  |K + L + K L

2 |  |2 1
&1 = 2 2 |  |2 + +
4L 2
 +
| |( 1 K + 2 K ) +
(i1 d&1 + i2 d&2 )
P Q L+ K
124 Y. Kusaka


1 2 |  |2 2 ( + 1 K + 2 K + )K |  |3 1 &
+ 2 2 |  |2 + + + h1
Q 4L P K + (L )2 2
2 ( + 1 K + 2 K + )|  |3 &
h2, (66)
P Q L+ L

1 |  |2 1
&2 = 1 1 |  |2 + +
+
4L 1
|  |( + 1 K + 2 K + )
(i1 d&1 + i2 d&2 )
P Q L+ K
1 ( + 1 K + 2 K + )|  |3 &
h1
P Q L+ L

1 1 |  |2 1 ( + 1 K + 2 K + )K + |  |3 1 &
+ 1 1 |  |2 + + + h2,
Q 4L + P(L + )2 K 1
(67)

where

' j
D j = i j &j j v&sj ( j = 1, 2),
2
K + = + |  | + 1 , L + = 2 + |  | + 1 ,
K = |  | + 2 , L = 2 |  | + 2 ,
2|  |2 ( + 1 K + 2 K + )( + 1 L + 2 L + )
P= ,
K + L+ K L
 
1 |  |2 1 2 |  |2 1
Q = 1 1 |  |2 + +
2 2 |  2
| + +
4L + 1 4L 2
 
1 | | 2 1 2 ( 1 K + 2 K + )K |  |3
+
+ 1 1 |  |2 + +
4L + 1 P K + (L )2
 
2 | | 2 1 1 ( 1 K + 2 K + )K + |  |3
+
+ 2 2 |  |2 + + .
4L 2 P K (L + )2

Based on the inequalities

C|  |2
K , L C(1 + |  |), P , Q C(1 + |  |4 ) (68)
1 + |  |2

for a positive constant C independent of  , we can obtain the estimate

 
(2+) () (2+)
[u ]R3 + [q ]R3 + [i ]R2

i=1,2
 (1+) ()
C ([di ]R2 + [h i ]R2 ) (69)
i=1,2
Classical solvability of the stationary free boundary problem. . . 125

using the similar method to obtain estimate Eq. (58). Combining estimates given by
Eqs. (61) and (69), we have the desired estimate Eq. (45). 


3 Linear problems

We begin with the following problem:

( S2 + 2)R = h on S 2 , (70)

where S 2 is the unit sphere in R3 and S2 is the LaplaceBeltrami operator on S 2 . For

this problem, the following theorem is well known (see, e.g., Solonnikov [20]). Let
C l (S 2 ) be the space of functions in C l (S 2 ) satisfying the same symmetry property for
R in Eq. (101). Then the following theorem holds:
Theorem 6 Let k ( 0) Z, 0 < < 1. Assume that h C k+ (S 2 ). Then Eq. (70)
has a unique solution R C k+2+ (S 2 ) satisfying the inequality

|R|(k+2+)
S2
C|h|(k+)
S2
(71)

for a positive constant C independent of h.

Next we consider the following problems:

v + p = f , v = g in ,



v n = b ,

 +



2 D(v )n = + c,

 +
2 D(v )n 2 (v v( ) = d, (72)


2 + l (v + + v ) = h, d S = 0 on ,

+ n = 0,

v



2 + D(v + )n v + 2 = d ,


2 + l v+ + m = h
on ,

and

v + p = f , v = g in ,



v n = b ,



2 + D(v + )n 21 1 1 (v + v s ) = c+ ,



2 D(v )n + 2 + (v v s ) = c ,

2

s ) 1 2 2
2
*
v = 1 + + +
2 2 1 v 2 v + d ,

1
2 2 1 (73)

+
1 1 1 + 2 (v + v ) + 1 1 = h 1 ,
2 1 s 1



2 2 2 2 + 21 (v + v s ) + 12 2 = h 2 on ,



v + n = 0,



2 + D(v + )n v + 2 = d ,


2 + l v+ + m = h
on ,
126 Y. Kusaka

where, , , l, i , i , i , i (i = 1, 2), , , l , and m are positive constants,

and and are the gradient operators defined on and , respectively.
For the above problems we prove the following theorems.

Theorem 7 Let 0 < < 1. Let be a bounded domain with outer boundary
which is separated by a surface into two regions + and . We assume that ,
+ , , , and satisfy the following conditions:

= , + = , = , = .

Let us assume that

, C 2+ , f C ( ), g C 1+ ( ),
b C 2+ ( ), c, d C 1+ ( ), h C ( ), d C 1+ (), h C ().

Assume further the following compatibility conditions:

 
gd x = b d S.

Then Eq. (72) has a unique solution (v + , v , p + , p , , ) C 2+ ( )

C01+ ( ) C 2+ ( ) C 2+ () satisfying the inequality

 (2+) (1+)

(2+) (2+)
|v | + | p | + || + | |


 () (1+) (2+)
C (|f | + |g | + |b | )


(1+) (1+) () (1+) ()
+ |c| + |d| + |h| + |d | + |h | (74)

for a positive constant C independent of data.

Theorem 8 Let 0 < < 1. Let , , have the same properties stated in Theorem
7. Let us assume that

, C 2+ , f C ( ), g C 1+ ( ), b C 2+ ( ),
c , d C 1+ ( ), h i (i = 1, 2) C ( ), d C 1+ (), h C ().

Assume further the following compatibility conditions:

 

g dx = b d S.

Classical solvability of the stationary free boundary problem. . . 127

Then Eq. (73) has a unique solution (v + , v , p + , p , 1 , 2 , ) C 2+ ( )

C01+ ( ) C 2+ ( ) C 2+ ( ) C 2+ () satisfying the inequality
 
|v |(2+)
+ | p (1+)
| + |i |(2+)
+ | |(2+)

i=1,2

 () (1+) (2+) (1+)
C (|f | + |g | + |b | + |c | )



+|d|(1+) + |h i |() (1+)
+ |d | + |h |()
(75)

i=1,2

for a positive constant C independent of data.

Remark Because, in the argument to prove Theorem 1 in Sect. 4, the free boundary
is found in the class C 3+ , the estimates Eqs. (74) and (75) with the norms of higher
(3+)  (3+)
differential order for and i (i = 1, 2), specifically || and i=1,2 |i | ,
are used in Sect. 4. Such estimates are derived in the same way under the higher
order regularity assumptions C 3+ and h C 1+ ( ) for Eq. (74), C 3+ ,
d C 2+ ( ), and h 1 , h 2 C 1+ ( ) for Eq. (75).
Let us first prove Theorem 7.
Proof We seek a solution in the form:

(v , p , , ) = (w + u , r + q , , ),

where (w , r ) and (u , q , , ) are the solutions to the following problems:

w + r = f , w = g in ,

w n = b ,
(76)
2 + D(w+ )n = c, 2 D(w )n = 0 on ,

+
w n = 0, 2 + D(w+ )n = d on ,

and


u + q = 0, u = 0 in ,





u n = 0,

 +



2 D(u )n = ,


 2 D(u )n 2(u+ u ) = d ,


( (77)

2 + l (u+ + u ) = h  , d S = 0 on ,





u+ n = 0,





2 + D(u+ )n u+ 2 = d ,



2 + l u+ + m = h 
on ,
128 Y. Kusaka

where
 

d = d 2 D(w )n + 2 (w+ w ),

d = 2 + D(w+ )n + w+ ,

h  = h l (w+ + w ),

h = h l w + .

It is well known that the solution to Eq. (76) satisfies the following estimate:

 (2+) (1+)
 () (1+)
|w | + |r | C (|f | + |g |


(2+) (1+) (1+)
+|b | ) + |c| + |d | . (78)

Now, we prove the existence of a weak solution for Eq. (77). Let be a bounded
domain and introduce a function space J () defined by
+ ,
J () = f W21 ()| f = 0, f n| = 0 .

If is a region obtained by rotation about a vector B, we use the same symbol J ()

to denote the same space introduced above with the following additional condition:

f B xd x = 0,

where x is the position vector function on .

In addition, for a compact Riemannian manifold without boundary M, we introduce
a function space W2,0 1 (M) defined by

 
1
W2,0 (M) f W21 (M)| f dS = 0 .
M

The following lemmas are used in the proof below.

Lemma 1 [19] Let be a bounded domain with C 2 boundary. Then, for each f
J (), the following inequality holds for a positive constant C = C():
 
(1) 2
f2, C D(f) : D(f)d x. (79)

Lemma 2 [2] Let M be a compact Riemannian manifold without boundary. Then, for
each f W2,0
1 (M), the following inequality holds for a positive constant C = C(M):

 f 2,M C M f 2,M , (80)

where M is the gradient operator on M.

Classical solvability of the stationary free boundary problem. . . 129

By integration by parts, we have from Eq. (77)1 the relation:

 

2 D(u ) : D(u )d x

 
+ + + 
= 2 D(u )n u d S 2 D(u )n u d S


2 + D(u+ )n u+ d S. (81)

Then using condition Eq. (77)9 and the relations

1 1
2 D(u )n = + (u+ u ) + d , (82)
2 2

which are obtained from conditions given by Eqs. (77)4 and (77)5 , we have

  
  
2 D(u ) : D(u )d x = (u+ u ) (u+ u )d S

 
1   1  
(u+ + u )d S d (u+ u )d S
2 2
  
+ + +  
u d S u u dS d u+ d S. (83)
2

Furthermore, through integration by parts, from Eqs. (77)6 and (77)10 we have
  
 d S l (u+ + u )  d S = h   d S, (84)

and
   
 +  
dS l u dS + m dS = h 

d S.

(85)
From Eqs. (83), (84), and (85), we finally have

  
  
2 D(u ) : D(u )d x + (u+ u ) (u+ u )d S

 
 1
+ u+ u+ d S +
 d S
2l
 
 m 
+ d S + dS
2l 2l
 + ,
1  
+ (u+ + u )  (u+ + u ) d S
2
130 Y. Kusaka



+ ( u+ 
u+ )d S
2
 
1  +   
= d (u u )d S d u+ d S
2
 
1    
+ h dS + h d S. (86)
2l 2l

  )] by the left-hand
We define a bilinear form B[(u+ , u , , ), (u+ , u ,  ,
side of the above equality. Then, using Lemmas 1 and 2, it is easy to see the following
condition is satisfied:

 
B (u+ , u , , ), (u+ , u , , )
 

(1) 2 (1) 2 (1) 2
C (u 2, ) + (2, ) + ( 2, ) . (87)

Thus, from the LaxMilgram theorem, we can obtain the following result:

Theorem 9 Let be a domain possessing the same property stated in Theorem 7

 , h  L () there exists a
with , C 2 . Then for arbitrary d , h  L 2 ( ), d 2
+ +
unique solution (u , u , , ) J ( ) J ( ) W2,0 1 ( ) W 1 () satisfying
2
   ) J ( + ) J ( ) W 1 ( ) W 1 ().
Eq. (86) for arbitrary (u+ , u ,  , 2,0 2

Now, summing all the estimates of the solutions to the localized problems Eqs.
(39), (41), and (43) with the aid of a partitions of unity subordinated to the covering
we have the following estimate for the solution to Eq. (77):
of ,

 (2+) (1+) (2+) (2+)

(|u | + |q | ) + || + | |

(1+) () (1+) ()
C(|d | + |h  | + |d

| + |h  |

+ u 2, + 2, +  2, ). (88)

The last three terms on the right-hand side can be eliminated with estimate Eq. (87).
Hence, combining Eqs. (78) and (88), we have estimate Eq. (74). 

Let us proceed to Theorem 8.

Proof We seek a solution in the form

(v , p , 1 , 2 , ) = (w + u , r + q , 1 , 2 , ),

where (w , r ) and (u , q , 1 , 2 , ) are the solutions to the following problems:

Classical solvability of the stationary free boundary problem. . . 131

w +
r = f , w = g in ,



w n =b ,
+
2 D(w+ )n 1 w+ = c+ ,
(89)
2 D(w )n + 2 w = c on ,



w+ n = 0,

+
2 D(w+ )n w+ = d on ,

and


u + q = 0, u = 0 in ,



u n = 0,



2 + D(u+ )n 21 1 1 (u+ v s ) = 0,






2 D(u )n + 22 2 + 2 (u v s ) = 0,
s
) 1 2 + 
*
v = 1 + 1
2 1 + 2 2 1 u 2 u + d ,
2 (90)

1 1 2 1 + 21 (u+ + v s ) + 11 1 = h 1 ,



2 2 2 2 + 1 (u + v s ) + 1 2 = h  on ,



+
2 2 2

u n = 0,



2 + D(u+ )n u+ 2 = 0,


2 + l u+ + m = h 
on ,

where

d = d 1 w + 2 w , h 1 = h 1 21 w+ ,

h 2 = h 2 2 w ,
1 
h = h l w + .

For Eq. (89), the following estimate is easily obtained:

 (2+) (1+)
(|w | + |r | )

 
 () (1+) (2+) (1+) (1+)
C (|f | + |g | + |b | + |c | ) + |d | . (91)

In a similar manner to obtain Eq. (86), we obtain from Eq. (90) the following
equality:
  
 1 2  
2 D(u ) : D(u )d x + (u+ u ) (u+ u )d S
1 + 2

1
+ (1 1 + 2 2 ) (1 1 + 2 2 )d S
4(1 + 2 )
 

+ 1 12
1 1 d S + 2 2 2
2 2 d S

 
1  2
+ 1 1 d S + 2 2 d S
1 2
132 Y. Kusaka

  
 m  
+ dS + d S + u+ u+ d S
2l 2l

1 
+ ( 1 u+ 1 u+ )d S
2

2 
+ ( 2 u 2 u )d S
2
 +
1  
+ (1 1 + 2 2 ) (1 u+ + 2 u )
2(1 + 2 )
,
(1 u+ + 2 u ) (1 1 + 2 2 ) d S

1   1 2
= d (1 u+ + 2 u + 1 + 2 )d S
1 + 2 2 2
  

+ 1 h 1 1 d S + 2 h 2 2 d S + h   d S. (92)
2l

Using the above equality, and following the same argument in proving Theorem 9
(in this case Lemma 2 is not used), we have the following theorem.

Theorem 10 Let be a domain possessing the same property stated in Theorem 7

with , C 2 . Then, for arbitrary d , h 1 , h 2 L 2 ( ), h  L 2 (), there exists
a unique solution (u+ , u , 1 , 2 , ) J ( + ) J ( ) W21 ( ) W21 ( )
 
W21 () satisfying Eq. (92) for arbitrary (u+ , u , 1 , 2 ,  ) J ( + ) J ( )

W2 ( ) W2 ( ) W2 ().
1 1 1

Hence, using the above theorem and the estimates Eqs. (39), (41), and (45), in the
same manner in proving Theorem 7, we have estimate Eq. (75). 


4 Nonlinear problem

In this section we prove Theorem 1.

We begin by finding rest states of our problems subject to the condition that f = 0.
If we assume that v = v s = v = 0, then it follows from Eqs. (1)1 , (8), and (20)
that p , , = const, and therefore it follows from Eq. (2)2 that H = const. Thus,
we can assume that the region is the ball B R = {x R3 | |x| R} for a positive
+ +
constant R. Then for problem P1 , the rest state (v , v , p , p , ,
) is found to
be

2 M
v = 0, p + = P, p = + P, = , = e ,

R 4 R 2

where P is an arbitrary constant and = 1 1,0 + 2 2,0 .

Similarly, we can find the following rest state for problem P2 :

2
v = 0, p + = P  , p = + P  , i = ie (i = 1, 2), = e ,
R
Classical solvability of the stationary free boundary problem. . . 133

where P  is an arbitrary constant and = 1 (1,0 1 ) + 2 (2,0 2 ).

We now find a solution as a perturbation of the above states. Since both problems
P1 and P2 can be solved in almost the similar manner, we give the proof only for P1 .
Let us set

p + = p + p + , p = p p pc , = ,
= ,

where pc is a constant to be determined, and let us represent the free boundary R

as

R {x R3 | |x| = R + R(x/|x|)}.

Then, using the formula:

2 R 1 2R
R H (R) = S + S S R , (93)
g g g

where H (R) means twice the mean curvature of the surface |x| = R(x/|x|), g = R 2 +
| S R|2 , and S denote the gradient operator on the sphere S 2 = {x R3 | |x| = 1},
we can write condition Eq. (2)2 as the equation to determine R given by

2
( S + 2) R = F(v + , v , p + , p , , R) ( R + R) pc on S 2 , (94)
R

where

F(v + , v , p + , p , , R)

f 2 1 2| S R|2
= S R + S f S R
R R g(R + g)
 
S2 R 1 2| S R|2
+ S f S R +
g R g(R + g)

( R + R)[n 2 D(v )n p ]+
2 (95)

with

R R + R 2 + | S R|2
2 R
R = R + R, f =1 = .
g g( R + g)

We can also express pc in the form

 
2
pc = (4 R + Q( R))1 Q( R) + Fd S , (96)
R S2
134 Y. Kusaka

by integrating Eq. (94) on S 2 , where

 
1 1
Q( R) R2d S R 3 d S.
R S 2 3 R 2 S 2

The expression for Q( R) follows from the equality

  
1 1
Rd S = R2d S R 3 d S, (97)
S 2
R S 2 3
R 2
S 2

which is equivalent to the relation

 
( R + R)3 R 3 d S = 0
S2

reflecting the fact that the volume of R is conserved, specifically, |R | = B R ,

where R {x R3 | |x| < R + R(x/|x|)}.
The remaining equations are written as follows:


v + p = f (v )v f (v ),




v = 0 in R ,




[2 D(v )n]+
= R , v n = 0,


2 D(v )n 2(v + v ) = 0,
(98)

2R + l R (v + + v ) = h(v + , v , ),

( (

d S = M R d S on R ,



R



2 + D(v + )n v + = 0, v + n = 0,

2
2
+ l v + + m = h (v + , ) on ,

where +R = {x R3 | |x| > R + R(x/|x|)}, R and are the

gradient operators on R and , respectively, l = 1/(2), l = 1/(2 ),
m = 1/( ),

1 1
h(v + , v , ) R R R (v + + v ),
2

and
1 1
h (v + , ) v + .
2

We construct a solution with rotational symmetry. Let (r, , ) be spherical coor-

dinates. For v = (vr , v , v ), it is assumed that v = 0, vr , v depend only on r
and , and they satisfy the following conditions:

vr (r, ) = vr (r, ), v (r, ) = v (r, ). (99)

Classical solvability of the stationary free boundary problem. . . 135

p is assumed to depend only on r and , and satisfy the condition

p (r, ) = p (r, ). (100)

R, , are assumed to depend only on and satisfy conditions

R)( ) = R ( * ) , ) *
R + R( ), = R + R( ), , (101)

(( ), ) = (( ), ) .

Furthermore, f and are assumed to satisfy conditions Eqs. (32) and (33), respectively.
Let us introduce function spaces X  and Y, R defined by
+ ,
(3+)
X  R C 3+ (S 2 )| | R| S 2 2K  ,
+

(v , v , p + , p , , ) C 2+ (R ) C01+ (R )

3+
C ( R ) C 2+ ()
Y, R ,



| |v |(2+) + |p |(1+) + ||(3+) + | |(2+) 

R R
R

where  and K are independent positive constants to be determined later.

We can readily obtain the following estimates for the nonlinear terms.

Lemma 3 Assume that 0 <  < 1, and that (v + , v , p + , p , ) Y, R . Then

for arbitrary R X  , the following inequality holds:

(1+)
|F(v + , v , p + , p , s , R) ( R + R) pc | S 2 C  + (K + K 4 ) 2 ,
(102)
where C is a positive constant independent of  and K .

Lemma 4 Assume that R X  , and that f satisfies the inequality |f|()

R
C 2 for a positive constant C independent of . Then, for (v + , v , , ),
   )Y
(v + , v ,  , , R , the following inequalities hold:

() (1+) ()
|f (v )| , |h(v + , v , )| R , |h (v + , )| C 2 , (103)
R
 ()  (1+)
|f (v ) f (v )| C()|v v | , (104)
R R
  (1+)
|h(v + , v , ) h(v + , v ,  )| R
 

 (2+)  (3+)
C() |v v | + | | R , (105)
R

 ()
|h (v + , ) h (v + ,  )|

 (1+)  (2+)
C() |v + v + | + + | | , (106)
R
136 Y. Kusaka

where C is a positive constant independent of , and C() denotes a positive constant

such that C() 0 as  0.

With the above estimates, we can prove the solvability of Eq. (98) for given R:
specifically, we have

Lemma 5 There exists an  > 0 such that for any R X  a unique solution
(v + , v , p + , p , , ) Y, R exists for Eq. (98).

The proof is almost the same as that for Lemma 7 in Kusaka [7], and hence we omit it.
Next, let us introduce a transformation that maps R onto R  . Let x =
(x1 , x2 , x3 ) and x  = (x1 , x2 , x3 ) be Cartesian coordinates in R and R  , and
(r, , ) and (r  ,  ,  ) be spherical coordinates corresponding to x and x  . Let be
the transformation defined by

r
: r = r + (r, , ),  = ,  = ,
R + R

where () is a smooth function such that

 
1 1
() = 0 0< , () = 1 > ,
4 2

and

R + R
(r, , ) = r 1 .
R + R

Because the estimate

(3+)
|| C| R R  |(3+)
S2
(107)
R

holds for a positive constant C independent of R and R  , then if we assume that the
(3+)
norm | R R  | S 2 is sufficiently small, the Jacobian of is bounded away from
zero.
     ) be
Now, let (v + , v , p + , p , , ) and (v + , v , p + , p ,  ,

solutions of Eq. (98) for given R and R , respectively. We then consider the following
equations:
 
v v- 
 + p p 

 
= f (v ) f (v- 2 v-
) + 2 
p

F1 (v , v- 
 , p  , R, R  ), (108)
 
v v-  = v- -
 F (v
2
 , R, R  ), (109)

[2 D(v v-
 )n]+ (  )
R
Classical solvability of the stationary free boundary problem. . . 137

.   /+
= 2 D(v-
 )n v-
2 D(  )n
+ ( R R  ) 

F3 (v-+, v -  ,  , R, R  ), (110)
(v v-  ) n = v -  (n n) F4 (v-
 , R, R  ), (111)
 
2 D(v v-  )n 2 (v + v ) (v -+ v -)

 
= 2 D(v-
 )n v-
D(  )n

F5 (v- -
+, v  , R, R  ), (112)

2R (  ) + l R (v + + v ) (v- -
+ + v )

= h(v + , v , ) h(v- -
+, v  ,  )

+(2R 2R  )  l( R R  ) (v- -
+ + v )

F6 (v + , v , v- -
+, v  , ,  , R, R  ), (113)
      
  
( )d S d S d S d
S d
S
R R R  R R 

F7 (  , R, R  ), (114)

2 + D(v + v-
-
+  )n (v + v +  ) (  ) = 0,
(115)
2
+ - 
(v v + ) n = 0, (116)
2 (  ) + l (v + v-

+  ) + m (  )

= h (v , ) h (v-
+
8
-
+  ,  ) F (v + , v +  , ,  ).
(117)

) *t
In Eqs. (108)(117), the notation f denotes f , J 1 J , where
J denotes the Jacobian matrix of , At means the transpose of the matrix A, n
J n/|J n|, where n is the unit normal on the surfaces R and , and are
the operators defined by f = f (n f)f and f = f (n f)f, respectively,

and D(v ) denotes the tensor consisting of the elements (1/2) 3k=1 (A jk ( v0i / xk ) +


(Aik ( v0j / xk )) (i, j = 1, 2, 3), where Ai j is the (i,j)-element of J .

Through simple calculations, the terms on the right-hand side of each of Eqs. (108)
(117) can be estimated as follows.
(L)
Lemma 6 Assume that f satisfies the inequality [f] C(). Then, for R,
R

R  X  , (v + , v , p + , p , , ), (v- -
+, v 
 , p 
+  , p  ,  ,  ) Y
, R ,
the following estimates hold:

|F1 (v , v- 
 , p  , R, R  )|()
R

C() |v v-  |(2+) + | R R  |(2+) ,
S2
(118)
R
138 Y. Kusaka

|F2 (v-
 , R, R  )|(1+) C()| R R  |(2+) ,
S2
(119)
R

|F3 (v- -
+, v  ,  , R, R  )|(1+) C()| R R  |(2+) ,
R S2
(120)
|F4 (v-
 , R, R  )|(2+) C()| R R  |(3+) ,
R S2
(121)
|F5 (v- -
+, v  , R, R  )|(1+) C()| R R  |(2+) ,
R S2
(122)
|F6 (v + , v , v- -
+, v  , ,  , R, R  )|(1+)
R
 

C() -  (2+)  (3+)  (3+)
|v v | + | | R + | R R | S 2 , (123)
R

(1)
|F7 (  , R, R  )| C()| R R  | S 2 , (124)
|F8 (v + , v-
+  , ,  )|()


C() |v + v-
+  |(1+) + |  |(2+) ,
+ (125)
R

where C() is a positive constant such that C() 0 ( 0).

Let us now prove the solvability of problem P1 . In the following argument, C()
denotes positive constants possessing the property stated in Lemma 6.
Let F be a map from an arbitrary R X  to  R which is the solution to the
problem

2
R = F(v + , v , p + , p , , R) ( R + R) pc ,
( S + 2) (126)
R

where (v + , v , p + , p , ) is the solution of Eq. (98) in Y, R with the above R.

Applying Theorem 6 to the above problem, and with Lemma 3, we have the estimate

R|(3+)
| S 2 C 1  + (K + K )
4 2
, (127)

for a positive constant C1 independent of  and K .

If we choose C1 as K and choose an  such that (K + K 4 ) < 1/2, we have the
(3+)
estimate |R| S 2 2K , which implies that F maps X  into itself.
Next, we consider the problem

 2

S + 2 (
R 
R)
R

= F(v + , v , p + , p , , R) F v- -
+, v 
 , p 
+  , p  ,  , R 

( R R  ) pc ( R + R)( pc pc ), (128)

where R is the solution of Eq. (126) in which R and (v + , v , p + , p , ) on the
right-hand side are replaced by R  and (v- -
+, v 
 , p 
+  , p  ,  ), and p  is defined
c
by Eq. (96) with R = R  .
Classical solvability of the stationary free boundary problem. . . 139

Noting that the following estimate is obtained for a sufficiently small  by applying
Theorem 7 to the problem given by Eqs. (108)(117) along with Lemma 6:


|v v-



 |(2+) + |p p  |(1+)

R R

(3+) (2+) (3+)
+|  | R 
+ | | C()| R R  | S 2 , (129)

we have the following estimate for the right-hand side of Eq. (128):

|F(v + , v , p + , p , ) F(v- -
+, v 
 , p 
+  , p  ,  )|(1+)
S2
(1+)
+ |( R R  ) pc + ( R + R)( pc pc )| S 2
(3+)
C()| R R  | S 2 . (130)

Therefore, applying Theorem 6 to Eq. (128), we have the estimate

 (3+) (3+)
|
R 
R |S2 C()| R R  | S 2 , (131)

which implies that F is a contraction in X  for a sufficiently small  > 0.

Thus, by the contraction mapping principle, Theorem 1 has been proved.

Acknowledgments The author would like to thank the anonymous reviewers for their valuable comments
to improve the quality of the paper.

References
1. Blake, T.D.: The physics of moving wetting lines. J Colloid Interface Sci. 299(1), 113 (2006)
`
2. Bykhovski, B.B.: The Poincar inequality for two-dimensional manifolds without boundary. An ele-
mentary proof (Russian). Vestnik Leningrad. Univ. Mat. Mekh. Astronom. 130(2):811 (1988) [English
transl. in Vestnik Leningrad Univ. Math. 21 (1988), no. 2, 812]
3. Golovkin, K.K.: On equivalent normalizations of fractional spaces (Russian). Trudy Mat. Inst. Steklov.
66, 364383 (1962) [English transl. in Amer. Math. Soc. Transl. 81 (1969), 257280]
4. Golovkin, K.K., Solonnikov, V.A.: Estimates for integral operators in translation-invariant norms
(Russian). Trudy Mat. Inst. Steklov. 70, 4758 (1964) [English transl. in Amer. Math. Soc. Transl.
61(1967), 97112]
5. Golovkin, K.K., Solonnikov, V.A.: Estimates for integral operators in translation-invariant norms. II
(Russian). Trudy Mat. Inst. Steklov. 92, 530 (1966) [English transl. in Proc. Steklov Inst. Math. 92
(1968), 332]
6. Kusaka, Y.: Classical solvability of a free boundary problem for an incompressible viscous fluid with
a surface density equation. Abstr. Appl. Anal. 9 (2013) (Art. ID 495408)
7. Kusaka, Y.: Classical solvability of a stationary free boundary problem for an incompressible viscous
fluid describing the process of interface formation. Anal. Math. Phys. 5(1), 6786 (2015)
8. Monnier, J., Witomski, P.: Analysis of a local hydrodynamic model with Marangoni effect. J. Sci.
Comput. 21(3), 369403 (2004)
9. Osmolovski, V.G.: The free surface of a drop in a symmetric force field (Russian). Zap. Naucn. Sem.
Leningrad. Otdel. Mat. Inst. Steklov 52, 160174 (1975) [English transl. in J. Soviet Math. 9 (1978),
792803]
10. Pileckas, K., Zajaczkowski, W.M.: On the free boundary problem for stationary compressible Navier
Stokes equations. Commun. Math. Phys. 129(1), 169204 (1990)
140 Y. Kusaka

11. Pukhnachov, V.V.: Plane stationary problem with a free boundary for the NavierStokes equations
(Russian). Zh. Prikl. Mech. Techn. Fiz. 3, 91102 (1972) [English transl. in J. Appl. Mech. Tech. Phys.
13 (1972), 340349]
12. Shikhmurzaev, Y.D.: The moving contact line on a smooth solid surface. Int. J. Multi-phase Flow.
19(4), 589610 (1993)
13. Shikhmurzaev, Y.D.: A two-layer model of an interface between immiscible fluids. Phys. A. 192, 4762
(1993)
14. Shikhmurzaev, Y.D.: Mathematical modeling of wetting hydrodynamics. Fluid Dyn. Res. 13, 4564
(1994)
15. Shikhmurzaev, Y.D.: Dynamic contact angles and flow in vicinity of moving contact line. AIChE J.
42, 601612 (1996)
16. Shikhmurzaev, Y.D.: Moving contact lines in liquid/liquid/solid systems. J. Fluid Mech. 334, 211249
(1997)
17. Shikhmurzaev, Y.D.: Capillary flows with forming interfaces. Chapman and Hall/CRC, Boca Raton
(2008)
18. Sibley, D.N., Savva, N., Kalliadasis, S.: Slip or not slip? A methodical examination of the interface for-
mation model using two-dimensional droplet spreading on a horizontal planar substrate as a prototype
system. Phys. Fluids 24, 082105 (2012)
19. Solonnikov, V.A., cadilov, V.E.: A certain boundary value problem for the stationary system of
NavierStokes equations (Russian). Trudy Mat. Inst. Steklov. 125, 196210 (1973) [English transl.
Proc. Steklov Inst. Math. 125 (1973), 186199]
20. Solonnikov, V.A.: Unsteady motions of a finite isolated mass of a self-gravitating fluid (Russian).
Algebra i Analiz 1(1):207249 (1989) [English transl. in Leningrad Math. J.1 (1990), no. 1, 227276]