
One of the most classical and fundamental mathematical problems in kinetic theory is to study the diffusive limit of the neutron transport equation. As ε→0, the phase space density uε(x,w)
w⋅∇xuε+ε−1(uε−¯uε)=0,uε|x∈∂Ω,w⋅n<0=g,¯uε(x):=14π∫S2uε(x,w)dw, (0.1)
converges to the interior solution U0(x):
−ΔxU0=0,U0|∂Ω=UB0,∞, (0.2)
in which UB0,∞ is obtained by solving the Milne problem for the celebrated boundary layer correction UB0. The function g represents the inflow data, and n is the unit outward normal to the smooth bounded domain Ω. Surprisingly, we found [
‖uε−U0−UB0‖L∞≲ε (0.3)
is invalid due to the grazing singularity of UB0. As a result, the corresponding well-known mathematical theory breaks down, and the diffusive limit has remained an outstanding question. A satisfactory theory was developed for convex domains [
‖uε−U0‖L2≲ε12 (0.4)
holds for general smooth domains, including non-convex ones. We achieve this by discovering a novel and optimal L2 expansion theory that reveals a surprising ε12 gain for the average of the remainder, and by choosing a test function with a new cancellation via conservation of mass. We also introduce a cutoff boundary layer UB0 and investigate its delicate regularity estimates to control the source terms of the remainder equation with the help of Hardy's inequality. Notably, our new cutoff boundary layer UB0 determines U0, despite its absence in the estimate.
Citation: Yan Guo, Lei Wu. L2 diffusive expansion for neutron transport equation[J]. Communications in Analysis and Mechanics, 2025, 17(2): 365-386. doi: 10.3934/cam.2025015
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One of the most classical and fundamental mathematical problems in kinetic theory is to study the diffusive limit of the neutron transport equation. As ε→0, the phase space density uε(x,w)
w⋅∇xuε+ε−1(uε−¯uε)=0,uε|x∈∂Ω,w⋅n<0=g,¯uε(x):=14π∫S2uε(x,w)dw, (0.1)
converges to the interior solution U0(x):
−ΔxU0=0,U0|∂Ω=UB0,∞, (0.2)
in which UB0,∞ is obtained by solving the Milne problem for the celebrated boundary layer correction UB0. The function g represents the inflow data, and n is the unit outward normal to the smooth bounded domain Ω. Surprisingly, we found [
‖uε−U0−UB0‖L∞≲ε (0.3)
is invalid due to the grazing singularity of UB0. As a result, the corresponding well-known mathematical theory breaks down, and the diffusive limit has remained an outstanding question. A satisfactory theory was developed for convex domains [
‖uε−U0‖L2≲ε12 (0.4)
holds for general smooth domains, including non-convex ones. We achieve this by discovering a novel and optimal L2 expansion theory that reveals a surprising ε12 gain for the average of the remainder, and by choosing a test function with a new cancellation via conservation of mass. We also introduce a cutoff boundary layer UB0 and investigate its delicate regularity estimates to control the source terms of the remainder equation with the help of Hardy's inequality. Notably, our new cutoff boundary layer UB0 determines U0, despite its absence in the estimate.
We consider the steady neutron transport equation in a three-dimensional C3 bounded domain (convex or non-convex) with in-flow boundary condition. In the spatial domain Ω∋x=(x1,x2,x3) and the velocity domain S2∋w=(w1,w2,w3), the neutron density uε(x,w) satisfies (0.1) with the Knudsen number 0<ε≪1. We intend to study the asymptotic behavior of uε as ε→0.
Based on the flow direction, we can divide the boundary γ:={(x0,w): x0∈∂Ω,w∈S2} into the incoming boundary γ−, the outgoing boundary γ+, and the grazing set γ0 according to the sign of w⋅n(x0). In particular, the boundary condition of (0.1) is only given on γ−.
We follow the approach in [4,6] to define the geometric quantities, and the details can be found in Section 2.2. For smooth manifold ∂Ω, there exists an orthogonal curvilinear coordinates system (ι1,ι2) such that the coordinate lines coincide with the principal directions at any x0∈∂Ω. Assume that ∂Ω is parameterized by r=r(ι1,ι2). Let the vector length be Li:=|∂ιir| and let the unit vector be ςi:=L−1i∂ιir for i=1,2.
Consider the corresponding new coordinate system (μ,ι1,ι2), where μ denotes the normal distance to the boundary surface ∂Ω, i.e.
x=r−μn. | (1.1) |
Define the orthogonal velocity substitution for w:=(φ,ψ) as
−w⋅n=sinφ,w⋅ς1=cosφsinψ,w⋅ς2=cosφcosψ. | (1.2) |
Finally, we define the scaled normal variable η=με, which implies ∂∂μ=1ε∂∂η. We then write x:=(η,ι1,ι2).
We seek a solution to (0.1) in the form
uε=U+UB+R=(U0+εU1+ε2U2)+UB0+R, | (1.3) |
where the interior solution is
U(x,w):=U0(x)+εU1(x,w)+ε2U2(x,w), | (1.4) |
and the boundary layer is
UB(x,w):=UB0(x,w). | (1.5) |
Here U0, U1, U2, and UB0 are constructed in Section 2.1 and Section 2.2, and R(x,w) is the remainder satisfying
w⋅∇xR+ε−1(R−¯R)=S,R|x∈∂Ω,w⋅n<0=h,¯R(x)=14π∫S2R(x,w)dw, | (1.6) |
where h and S are as defined in (3.4) and (3.6)–(3.9).
The study of the neutron transport equation in bounded domains has received a lot of attention since the dawn of the atomic age. This equation is not only significant in nuclear sciences and medical imaging but is also regarded as a linear prototype of the more important and complicated nonlinear Boltzmann equation. As a result, it serves as an ideal starting point to develop new theories and techniques.
For the formal expansion with respect to ε and its explicit solution, [7,8,9,10,11,12,13,14,15] provide relevant literature. The discussion on the bounded domain and half-space cases can be found in [16,17,18,19,20,21,22,23]. In the more general context, we refer to [24,25,26,27,28,29,30,31,32,33,34] for the hydrodynamic limits of Boltzmann equations in bounded domains, and the recent progress on the diffusive limit of the transfer equation (which is a coupled system of the transport equation and the heat equation) [35,36].
The classical boundary layer analysis of the neutron transport equation leads to the Milne problem, which dictates that UB0(η,ι1,ι2,w) satisfies the equation given by
sinφ∂UB0∂η+UB0−¯UB0=0. | (1.7) |
Based on the formal expansion in ε (see (2.6)), it is natural to expect the following remainder estimate [16]:
‖R‖L∞=‖uε−U0−UB0‖L∞≲ε. | (1.8) |
While this estimate holds for domains with flat boundaries, a surprising counter-example was constructed [1] that shows (1.8) to be invalid for a two-dimensional (2D) disk due to the grazing set singularity.
To provide more specific details, demonstrating the validity of the remainder estimates (1.8), necessitates the use of the higher-order boundary layer expansion UB1∈L∞. In this case, the bound ∂ιiUB0∈L∞ is required, and even though UB0∈L∞, it has been proven that the normal derivative ∂ηUB0 is singular at the grazing set φ=0. This singularity is then transferred to ∂ιiUB0∉L∞. A meticulous construction of the boundary data [1] reveals that both the method and the result of the boundary layer (1.7) are problematic, which justifies this invalidity.
A new approach to constructing the boundary layer has been proposed in recent works [1,3,4,5,6]. It is based on the ε-Milne problem with geometric corrections for ~UB0(x,w), given by
sinφ∂~UB0∂η−εRκ−εηcosφ∂~UB0∂φ+~UB0−¯~UB0=0, | (1.9) |
where Rκ(ι1,ι2)>0 denotes the radius of curvature on ∂Ω. This new construction has been shown to provide a satisfactory characterization of the L∞ diffusive expansion in two-dimension (2D) or three-dimensional (3D) convex domains. The proof relies on a detailed analysis of W1,∞ regularity and boundary layer decomposition techniques for (1.9).
In non-convex domains, where Rκ(ι1,ι2)<0, the boundary layer with geometric correction is described in [2] as follows:
sinφ∂~UB0∂η+ε|Rκ|+εηcosφ∂~UB0∂φ+~UB0−¯~UB0=0. | (1.10) |
This sign flipping of the geometric correction term in contrast to (1.9) dramatically changes the characteristics of the boundary layer.
In Figure 1 and Figure 2 [2], the horizontal axis represents the scaled normal variable η, while the vertical axis represents the velocity φ. The inflow boundary is located on the left boundary where η=0 and φ>0. It is apparent from Figure 2 that there exists a "hollow" region where the characteristics may never track back to the inflow boundary. This discrepancy in the information source results in a strong discontinuity across the boundary of the "hollow" region, making it impossible to obtain W1,∞ estimates, which, in turn, prevents higher-order boundary layer expansion.
In this paper, we employ a fresh approach to design a cutoff boundary layer without the geometric correction and justify the L2 diffusive expansion in smooth non-convex domains.
Let ⟨ ⋅ ⋅ ⟩w denote the inner product for w∈S2, ⟨ ⋅ ⋅ ⟩x for x∈Ω, and ⟨ ⋅ ⋅ ⟩ for (x,w)∈Ω×S2. Moreover, let ⟨ ⋅ ⋅ ⟩γ± denote the inner product on γ± with the measure dγ:=|w⋅n|dwdSx=|sinφ|cosφdwdSx. Denote the bulk and boundary norms as follows:
‖f‖L2:=(∬Ω×S2|f(x,w)|2dwdx)12,|f|L2γ±:=(∫γ±|f(x,w)|2dγ)12. | (1.11) |
Define the L∞ norms as follows:
‖f‖L∞:=ess sup(x,w)∈Ω×S2|f(x,w)|,|f|L∞γ±:=ess sup(x,w)∈γ±|f(x,w)|. | (1.12) |
Let ‖⋅‖Wk,px denote the usual Sobolev norm for x∈Ω and |⋅|Wk,px for x∈∂Ω, and ‖⋅‖Wk,pxLqw denote the Wk,p norm for x∈Ω and the Lq norm for w∈S2. Similar notation also applies when we replace Lq by Lqγ. When there is no possibility of confusion, we will ignore the (x,w) variables in the norms.
Throughout this paper, C>0 denotes a constant that only depends on the domain Ω, but does not depend on the data or ε. It is referred to as universal and can change from one inequality to another. We write a≲b to denote a≤Cb and a≳b to denote a≥Cb. We also write a≃b if a≲b and a≳b. We use o(1) to denote a sufficiently small constant that is independent of the data.
Theorem 1.1. Under the assumption
|g|W3,∞W1,∞γ−≲1, | (1.13) |
there exists a unique solution uε(x,w)∈L∞(Ω×S2) to (0.1). Moreover, the solution obeys the estimate
‖uε−U0‖L2≲ε12. | (1.14) |
Here, U0(x) satisfies the Laplace equation with the Dirichlet boundary condition
{ΔxU0(x)=0 in Ω,U0(x0)=Φ∞(x0) on ∂Ω, | (1.15) |
in which Φ∞(ι1,ι2)=Φ∞(x0) for x0∈∂Ω is given by solving the Milne problem for Φ(x,w)
{sinφ∂Φ∂η+Φ−¯Φ=0,Φ(0,ι1,ι2,w)=g(ι1,ι2,w) for sinφ>0,limη→∞Φ(η,ι1,ι2,w)=Φ∞(ι1,ι2). | (1.16) |
Remark 1.2. In [1,5,6] for 2D/3D convex domains, as well as [2] for a 2D annulus domain, it is justified that for any 0<δ≪1
‖uε−~U0−~UB0‖L2≲ε56−δ, | (1.17) |
where ~UB0(x,w) is the boundary layer with geometric correction defined in (1.9), and ~U0 is the corresponding interior solution. Previous work [23, Theorem 2.1] has revealed that the difference between two types of interior solutions satisfies
‖~U0−U0‖L2≲ε23. | (1.18) |
Due to the rescaling η=ε−1μ, for the general in-flow boundary data g, the boundary layer ~UB0≠0 satisfies
‖~UB0‖L2≃ε12. | (1.19) |
Hence, we conclude that
‖uε−U0‖L2≃ε12. | (1.20) |
Therefore, this indicates that (1.14) in Theorem 1.1 achieves the optimal L2 bound of the diffusive approximation.
It is well-known that the key of the remainder estimate is to control ¯R. In a series of works [1,2,3,4,5,6], it has been shown that the kernel estimate
‖¯R‖L2≲ε−1‖R−¯R‖L2+ε−12|R|L2γ−+1 | (1.21) |
and the basic energy (entropy production) bound
ε−1‖R−¯R‖L2+ε−12|R|L2γ−≲o(1)‖¯R‖L2+1. | (1.22) |
provide a full control of the remainder R:
‖R‖L2≲ε−1‖R−¯R‖L2+‖¯R‖L2≲1. | (1.23) |
Although (1.23) alone is not enough to justify
limε→0‖uε−U0−UB0‖L2=0, | (1.24) |
expanding the boundary layer approximation beyond the leading order UB0 further improves the righ-hand side (RHS) of (1.23) to εα with α>0, and leads to (1.24). While this technique works well for convex domains, as our previous analysis revealed, it is impossible to expand to UB1 for non-convex domains due to the lack of the W1,∞ estimate in (1.10).
The bottleneck of the L2 bound (1.23) lies in the kernel estimate (1.21), which stems from the weak formulation of (1.6) with the test function w⋅∇xξ
∫γR(w⋅∇xξ)(w⋅n)−⟨R,w⋅∇x(w⋅∇xξ)⟩+ε−1⟨R−¯R,w⋅∇xξ⟩=⟨S,w⋅∇xξ⟩. | (1.25) |
Here, the auxiliary function ξ(x) satisfies
−Δxξ=¯R,ξ|∂Ω=0. | (1.26) |
In (1.25), ⟨R,w⋅∇x(w⋅∇xξ)⟩≃‖¯R‖2L2, and ε−1⟨R−¯R,w⋅∇xξ⟩ leads to the worst and critical contribution ε−1‖R−¯R‖L2.
The key improvement in our work is an upgraded (compared with (1.21)) kernel estimate
‖¯R‖L2≲ε−12‖R−¯R‖L2+|R|L2γ−+ε12 | (1.27) |
which, combined with (1.22), leads to
‖¯R‖L2≲ε−12‖R−¯R‖L2+‖¯R‖L2≲ε12. | (1.28) |
The extra ε12 gain in (1.27) follows from a crucial observation. We consider the conservation law of (1.6) with the test function ξ defined in (1.26):
−⟨R,w⋅∇xξ⟩=−⟨R−¯R,w⋅∇xξ⟩=⟨S,ξ⟩. | (1.29) |
We discover that the combination ε−1×(1.29) and (1.25) yields
∫γR(w⋅∇xξ)(w⋅n)−⟨R,w⋅∇x(w⋅∇xξ)⟩=ε−1⟨S,ξ⟩+⟨S,w⋅∇xξ⟩, | (1.30) |
which exactly cancels out the worst contribution ε−1⟨R−¯R,w⋅∇xξ⟩. This key cancellation leads to an additional crucial gain of ε12 in (1.27). Consequently, we can deduce the remainder estimate (1.28) without any further expansion of the (singular) boundary layer approximation.
Technically, to estimate the source terms ε−1⟨S,ξ⟩ and ⟨S,w⋅∇xξ⟩ in (1.30), and ε−1⟨S,R⟩ in deriving (1.22), particularly the derivatives of the boundary layers, we construct a new cut-off boundary layer
UB0(x,w):=˜χ(ε−1φ)χ(εη)Ψ(x,w), | (1.31) |
where Ψ solves the Milne problem. With the grazing set cutoff ˜χ(ε−1φ), we are able to perform delicate and precise estimates to control the resulting complex forcing term S (see (3.6)–(3.9)). In addition, with the help of integration by parts in φ and Hardy's inequality [37,38] in the μ direction, we have
|ε−1⟨cosφ∂UB0∂φ,ξ⟩|≲|ε−1⟨UB0,ξ⟩|≲|⟨ηUB0,1μ∫μ0∂ξ∂μ⟩|≲‖ηUB0‖L2xL1w‖1μ∫μ0∂ξ∂μ‖L2≲‖ηUB0‖L2xL1w‖∂ξ∂μ‖L2≲ε12‖ξ‖H1≲ε12‖¯R‖L2, | (1.32) |
we can bound all source contributions in terms of the desired order of ε for closure.
Inserting (1.4) into (0.1) and comparing the order of ε, and following the analysis in [4,6], we deduce that
U0=¯U0,Δx¯U0=0, | (2.1) |
U1=¯U1−w⋅∇xU0,Δx¯U1=0, | (2.2) |
U2=¯U2−w⋅∇xU1,Δx¯U2=0. | (2.3) |
We need the boundary layer to determine the boundary conditions for ¯U0, ¯U1, and ¯U2.
The construction of the boundary layer requires a local description in a neighborhood of the physical boundary ∂Ω. We follow the procedure in [4,6].
Substitution 1: Spatial Substitution Following the notation in Section 1.2, under the coordinate system (μ,ι1,ι2), we have
w⋅∇x=−(w⋅n)∂∂μ−w⋅ς1L1(κ1μ−1)∂∂ι1−w⋅ς2L2(κ2μ−1)∂∂ι2, | (2.4) |
where κi(ι1,ι2) for i=1,2 is the principal curvature.
Substitution 2: Velocity Substitution Under the orthogonal velocity substitution (1.2) for φ∈[−π2,π2] and ψ∈[−π,π], we have
w⋅∇x=sinφ∂∂μ−(sin2ψR1−μ+cos2ψR2−μ)cosφ∂∂φ+cosφsinψL1(1−κ1μ)∂∂ι1+cosφcosψL2(1−κ2μ)∂∂ι2+sinψR1−μ{R1cosφL1L2(ς1⋅(ς2×(∂ι1ι2r×ς2)))−sinφcosψ}∂∂ψ−cosψR2−μ{R2cosφL1L2(ς2⋅(ς1×(∂ι1ι2r×ς1)))−sinφsinψ}∂∂ψ, | (2.5) |
where Ri=κ−1i represents the radius of curvature. Note that the Jacobian dw=cosφdφdψ will be present when we perform integration.
Substitution 3: Scaling Substitution Considering the scaled normal variable η=ε−1μ, we have
w⋅∇x=ε−1sinφ∂∂η−(sin2ψR1−εη+cos2ψR2−εη)cosφ∂∂φ+R1cosφsinψL1(R1−εη)∂∂ι1+R2cosφcosψL2(R2−εη)∂∂ι2+sinψR1−εη{R1cosφL1L2(ς1⋅(ς2×(∂ι1ι2r×ς2)))−sinφcosψ}∂∂ψ−cosψR2−εη{R2cosφL1L2(ς2⋅(ς1×(∂ι1ι2r×ς1)))−sinφsinψ}∂∂ψ. | (2.6) |
Let Φ(x,w) be the solution to the Milne problem
sinφ∂Φ∂η+Φ−¯Φ=0,¯Φ(x)=14π∫π−π∫π2−π2Φ(x,w)cosφdφdψ, | (2.7) |
with the boundary condition
Φ(0,ι1,ι2,w)=g(ι1,ι2,w) for sinφ>0. | (2.8) |
We are interested in the solution that satisfies
limη→∞Φ(η,ι1,ι2,w)=Φ∞(ι1,ι2) | (2.9) |
for some Φ∞(ι1,ι2). Based on [4, Section 4], we have the well-posedness and regularity of (2.7).
Proposition 2.1. Under the assumption (1.13), there exist Φ∞(ι1,ι2) and a unique solution Φ to (2.7)such that Ψ:=Φ−Φ∞ satisfies
{sinφ∂Ψ∂η+Ψ−¯Ψ=0,Ψ(0,ι1,ι2,w)=g(ι1,ι2,w)−Φ∞(ι1,ι2),limη→∞Ψ(η,ι1,ι2,w)=0, | (2.10) |
and for some constant K>0 and any 0<r≤3, we have
|Φ∞|W3,∞ι1,ι2+‖eKηΨ‖L∞≲1, | (2.11) |
‖eKηsinφ∂Ψ∂η‖L∞+‖eKηsinφ∂Ψ∂φ‖L∞+‖eKη∂Ψ∂ψ‖L∞≲1, | (2.12) |
‖eKη∂rΨ∂ιr1‖L∞+‖eKη∂rΨ∂ιr2‖L∞≲1. | (2.13) |
Let χ(y)∈C∞(R) and ˜χ(y)=1−χ(y) be smooth cut-off functions satisfying χ(y)=1 if |y|≤1 and χ(y)=0 if |y|≥2. We define the boundary layer as follows:
UB0(x,w):=˜χ(ε−1φ)χ(εη)Ψ(x,w). | (2.14) |
Remark 2.2. Due to the cutoff in (2.14), we have
UB0(0,ι1,ι2,w)=˜χ(ε−1φ)(g(ι1,ι2,w)−Φ∞(ι1,ι2))=˜χ(ε−1φ)Ψ(0,ι1,ι2,w), | (2.15) |
and
sinφ∂UB0∂η+UB0−¯UB0=−¯˜χ(ε−1φ)χ(εη)Ψ+¯Ψ˜χ(ε−1φ)χ(εη)+sinϕ˜χ(ε−1φ)∂χ(εη)∂ηΨ. | (2.16) |
We plan to enforce the matching condition for x0∈∂Ω and w⋅n<0
U0(x0)+UB0(x0,w)=g(x0,w)+O(ε). | (2.17) |
Considering (2.15), it suffices to require
U0(x0)=Φ∞(x0):=Φ∞(ι1,ι2), | (2.18) |
which yields
U0(x0)+Ψ(x0,w)=g(x0,w). | (2.19) |
Hence, we obtain
U0(x0,w)+UB0(x0,w)=g(x0,w)−χ(ε−1φ)Ψ(0,ι1,ι2,w). | (2.20) |
Construction of U0_ Based on (2.1) and (2.18), we define U0(x) satisfying
U0=¯U0,Δx¯U0=0,U0(x0)=Φ∞(x0). | (2.21) |
From standard elliptic estimates [39, Chapter 9: Section 2], trace theorem, and Proposition 2.1, we have for any s∈[2,∞)
‖U0‖W3+1s,s+|U0|W3,s≲1. | (2.22) |
Construction of U1_ Based on (2.2), we define U1(x,w) satisfying
U1=¯U1−w⋅∇xU0,Δx¯U1=0,¯U1(x0)=0. | (2.23) |
From (2.22), we have that for any s∈[2,∞)
‖U1‖W2+1s,sL∞+|U1|W2,sL∞≲1. | (2.24) |
Construction of U2_ Based on (2.2), define U2(x,w) satisfying
U2=¯U2−w⋅∇xU1,Δx¯U2=0,¯U2(x0)=0. | (2.25) |
From (2.24), we have for any s∈[2,∞)
‖U2‖W1+1s,sL∞+|U2|W1,sL∞≲1. | (2.26) |
Summarizing the analysis above, we have the well-posedness and regularity estimates of the interior solution and boundary layer.
Proposition 2.3. Under the assumption (1.13), we can construct U0,U1,U2, and UB0 as in (2.21), (2.23), (2.25), and (2.14) satisfying for any s∈[2,∞)
‖U0‖W3+1s,s+|U0|W3,s≲1, | (2.27) |
‖U1‖W2+1s,sL∞+|U1|W2,sL∞≲1, | (2.28) |
‖U2‖W1+1s,sL∞+|U2|W1,sL∞≲1, | (2.29) |
and, for some constant K>0 and any 0<r≤3, we have
‖eKηUB0‖L∞+‖eKη∂rUB0∂ιr1‖L∞+‖eKη∂rUB0∂ιr2‖L∞≲1. | (2.30) |
Denote the approximate solution
ua:=(U0+εU1+ε2U2)+UB0. | (3.1) |
Inserting (1.3) into (0.1), we have
w⋅∇x(ua+R)+ε−1(ua+R)−ε−1(¯ua+¯R)=0,(ua+R)|γ−=g, | (3.2) |
which yields
w⋅∇xR+ε−1(R−¯R)=−w⋅∇xua−ε−1(ua−¯ua),R|γ−=(g−ua)|γ−. | (3.3) |
Now we consider the remainder equation (1.6), where the boundary data h is given by
h:=−εw⋅∇xU0−ε2w⋅∇xU1−χ(ε−1φ)Ψ(0), | (3.4) |
and the source term S is given by
S:=S0+S1+S2+S3, | (3.5) |
where
S0:=−ε2w⋅∇xU2, | (3.6) |
S1:=(sin2ψR1−εη+cos2ψR2−εη)cosφ∂UB0∂φ, | (3.7) |
S2:=ε−1sinϕ˜χ(ε−1φ)∂χ(εη)∂ηΨ+R1cosφsinψL1(R1−εη)∂UB0∂ι1+R2cosφcosψL2(R2−εη)∂UB0∂ι2 | (3.8) |
+sinψR1−εη{R1cosφL1L2(ς1⋅(ς2×(∂ι1ι2r×ς2)))−sinφcosψ}∂UB0∂ψ−cosψR2−εη{R2cosφL1L2(ς2⋅(ς1×(∂ι1ι2r×ς1)))−sinφsinψ}∂UB0∂ψ,S3:=ε−1(¯˜χ(ε−1φ)χ(εη)Ψ−¯Ψ˜χ(ε−1φ)χ(εη)). | (3.9) |
Lemma 3.1 (Green's identity, Lemma 2.2 of [40]). Assume f(x,w), g(x,w)∈L2(Ω×S2), and w⋅∇xf, w⋅∇xg∈L2(Ω×S2) with f, g∈L2γ. Then
∬Ω×S2((w⋅∇xf)g+(w⋅∇xg)f)dxdw=∫γfg(w⋅n)=∫γ+fgdγ−∫γ−fgdγ. | (3.10) |
Using Lemma 3.1, we can derive the weak formulation of (1.6). For any test function g(x,w)∈L2(Ω×S2) with w⋅∇xg∈L2(Ω×S2) with g∈L2γ, we have
∫γRg(w⋅n)−∬Ω×S2R(w⋅∇xg)+ε−1∬Ω×S2(R−¯R)g=∬Ω×S2Sg. | (3.11) |
Lemma 3.2. Under the assumption (1.13), for h defined in (3.4), we have
|h|L2γ−≲ε. | (3.12) |
Proof. Based on Proposition 2.3, we have
|εw⋅∇xU0|L2γ−+|ε2w⋅∇xU1|L2γ−≲ε. | (3.13) |
Noting that the cutoff χ(ε−1φ) restricts the support to |φ|≲ε and that the dγ measure contributes an extra sinφ, we have
|χ(ε−1φ)Ψ(0)|L2γ−≲ε. | (3.14) |
Hence, our result follows.
Lemma 3.3. Under the assumption (1.13), for S0 defined in (3.6), we have
‖S0‖L2≲ε2. | (3.15) |
Proof. This follows from Proposition 2.3.
Lemma 3.4. Under the assumption (1.13), for S1 defined in (3.7), we have
‖(1+η)S1‖L2≲1. | (3.16) |
Also, for the boundary layer UB0 defined in (2.14), we have
‖(1+η)UB0‖L2≲ε12,‖(1+η)UB0‖L2xL1w≲ε12, | (3.17) |
and
|⟨(1+η)S1,g⟩|≲‖(1+η)⟨w⟩2UB0‖L2‖∇wg‖L2≲ε12‖∇wg‖L2. | (3.18) |
Proof. We split
S1=S11+S12:=(sin2ψR1−εη+cos2ψR2−εη)cosφ∂Ψ∂φ˜χ(ε−1φ)χ(εη)+(sin2ψR1−εη+cos2ψR2−εη)cosφ∂˜χ(ε−1φ)∂φχ(εη)Ψ. | (3.19) |
Note that S11 is nonzero only when |φ|≥ε and thus based on Proposition 2.1, we know |∂Ψ∂φ|≤|sinφ|−1|Ψ|≲ε−1. Hence, using dμ=εdη, we have
‖S11‖L2≲(∬|φ|≥ε|∂Ψ∂φ|2dφdμ)12≲(∬|φ|≥ε|sinφ|−2|Ψ|2dφdμ)12≲(∬|φ|≥ε|sinφ|−2e−2Kηdφdμ)12≲(ε∬|φ|≥ε|sinφ|−2e−2Kηdφdη)12≲(εε−1)12=1. | (3.20) |
Noticing that ∂˜χ(ε−1φ)∂φ=ε−1˜χ′(ε−1φ) and ˜χ′(ε−1φ) is nonzero only when ε<|φ|<2ε, based on Proposition 2.1, we have
‖S12‖L2≲ε−1(∬ε<|φ|<2ε|Ψ|2dφdμ)12≲ε−1(∬ε<|φ|<2εe−2Kηdφdμ)12≲ε−1(ε∬ε<|φ|<2εe−2Kηdφdη)12≲ε−1(εε)12=1. | (3.21) |
Combining (3.20) and (3.21), we have (3.16). Note that e−Kη will suppress the growth from the pre-factor 1+η.
Naturally, (3.17) comes from Proposition 2.1. We now turn to (3.18). The most difficult term in |⟨S1,g⟩| is essentially |⟨∂UB0∂φ,g⟩|. Integration by parts with respect to φ implies that
|⟨∂UB0∂φ,g⟩|≲|⟨UB0,∂g∂φ⟩|≲‖UB0‖L2‖∂g∂φ‖L2. | (3.22) |
From (1.2) and ∂x∂φ=0, we know that the substitution (μ,ι1,ι2,w)→(μ,ι1,ι2,w) implies
−∂w∂φ⋅n=cosφ,∂w∂φ⋅ς1=−sinφsinψ,∂w∂φ⋅ς2=−sinφcosψ. | (3.23) |
Hence, we know |∂w∂φ|≲1, and thus
|∂g∂φ|≲|∇wg||∂w∂φ|≲|∇wg|. | (3.24) |
Hence, we know that
|⟨∂UB0∂φ,g⟩|≲‖UB0‖L2‖∇wg‖L2≲ε12‖∇wg‖L2. | (3.25) |
Lemma 3.5. Under the assumption (1.13), for S2 defined in (3.8), we have
‖(1+η)S2‖L2≲ε12,‖(1+η)S2‖L2xL1w≲ε12. | (3.26) |
Proof. Notice that |ε−1sinϕ˜χ(ε−1φ)∂χ(εη)∂η|≲1. Based on Proposition 2.1 and Proposition 2.3, we directly bound
‖S2‖L2≲(∬(|Φ|2+|∂Φ∂ι1|2+|∂Φ∂ι2|2+|∂Φ∂ψ|2)dφdμ)12≲(∬e−2Kηdφdμ)12≲(ε∬e−2Kηdφdη)12≲ε12. | (3.27) |
Then the L2xL1w estimate follows from a similar argument, noting that there is no rescaling in w variables.
Lemma 3.6. Under the assumption (1.13), for S3 defined in (3.9), we have
‖(1+η)S3‖L2≲1,‖(1+η)S3‖L2xL1w≲ε12. | (3.28) |
Proof. Using χ=1−˜χ, we split
S3=S31+S32:=ε−1¯Ψχ(ε−1φ)χ(εη)−ε−1¯χ(ε−1φ)χ(εη)Ψ. | (3.29) |
Noting that S31 is nonzero only when |φ|≤ε, based on Proposition 2.1, we have
‖S31‖L2≲(∬|φ|≤ε|ε−1¯Ψ|2dφdμ)12≲(ε−2∬|φ|≤εe−2Kηdφdμ)12≲(ε−1∬|φ|≤εe−2Kηdφdη)12≲(ε−1ε)12≲1. | (3.30) |
Analogously, noting that S32 contains a w integral, we have
‖S32‖L2≲(∬|ε−1¯Ψχ(ε−1φ)|2dφdμ)12≲(ε−2∬|∫|φ|≤εΨdφ|2dφdμ)12≲(ε−2∬|∫|φ|≤εe−Kηdφ|2dφdμ)12≲(ε−2∬ε2e−2Kηdφdμ)12≲(∬e−2Kηdφdμ)12≲(ε∬e−2Kηdφdη)12≲ε12. | (3.31) |
Combining (3.30) and (3.31), we have the L2 estimate. Similarly, we derive the L2xL1w bound:
‖S31‖L2xL1w≲(∫(∫|φ|≤ε|ε−1¯Ψ|dφ)2dμ)12≲(∫e−2Kηdμ)12≲(ε∫e−2Kηdη)12≲ε12, | (3.32) |
‖S32‖L2xL1w≲(∫(∫|ε−1¯Ψχ(ε−1φ)|dφ)2dμ)12≲(ε−2∫(∫|∫|φ|≤εΨdφ|dφ)2dμ)12≲(ε−2∫(∫εe−Kηdφ)2dμ)12≲(∫e−2Kηdμ)12≲(ε∫e−2Kηdη)12≲ε12. | (3.33) |
Lemma 4.1. Under the assumption (1.13), we have
ε−1|R|2L2γ++ε−2‖R−¯R‖2L2≲o(1)ε−1‖¯R‖2L2+1. | (4.1) |
Proof. Taking g=ε−1R in (3.11), we obtain
ε−12∫γ|R|2(w⋅n)+ε−2⟨R,R−¯R⟩=ε−1⟨R,S⟩. | (4.2) |
By using the orthogonality of ¯R and R−¯R, we have
ε−12|R|2L2γ++ε−2‖R−¯R‖2L2=ε−1⟨R,S⟩+ε−12|h|2L2γ−. | (4.3) |
Using Lemma 3.2, we know that
ε−1|R|2L2γ++ε−2‖R−¯R‖2L2≲ε+ε−1⟨R,S0+S1+S2+S3⟩. | (4.4) |
Using Lemma 3.3, we have
|ε−1⟨R,S0⟩|≲ε−1‖R‖L2‖S0‖L2≲ε‖R‖L2≲o(1)‖R‖2L2+ε2. | (4.5) |
Using Lemma 3.4, Lemma 3.5, and Lemma 3.6, we have
|ε−1⟨R−¯R,S1+S2+S3⟩|≲ε−1‖R−¯R‖L2‖S1+S2+S3‖L2≲ε−1‖R−¯R‖L2≲o(1)ε−2‖R−¯R‖2L2+1. | (4.6) |
Finally, we turn to ε−1⟨¯R,S1+S2+S3⟩. For S1, we integrate by parts with respect to φ and use Lemma 3.4 to obtain
|ε−1⟨¯R,S1⟩|=ε−1|⟨¯R,(sin2ψR1−εη+cos2ψR2−εη)cosφ∂UB0∂φ⟩|=ε−1|⟨¯R,(sin2ψR1−εη+cos2ψR2−εη)UB0sinφ⟩|≲ε−1‖¯R‖L2‖UB0‖L2xL1w≲ε−12‖¯R‖L2≲o(1)ε−1‖¯R‖2L2+1. | (4.7) |
In addition, Lemma 3.5 and Lemma 3.6 yield
|ε−1⟨¯R,S2+S3⟩|≲ε−1‖¯R‖L2(‖S2‖L2xL1w+‖S3‖L2xL1w)≲ε−12‖¯R‖L2≲o(1)ε−1‖¯R‖2L2+1. | (4.8) |
Combining (4.5)–(4.8), we obtain
|ε−1⟨R,S0+S1+S2+S3⟩|≲o(1)ε−2‖R−¯R‖2L2+o(1)ε−1‖R‖2L2+1. | (4.9) |
Combining (4.9) and (4.4), we have (4.1).
Lemma 4.2. Under the assumption (1.13), we have
‖¯R‖2L2≲‖R−¯R‖2L2+|R|2L2γ++ε. | (4.10) |
Proof. Denote ξ(x) satisfying
{−Δxξ=¯R in Ω,ξ(x0)=0 on ∂Ω. | (4.11) |
Based on standard elliptic estimates and trace estimates [41, Chapter 6: Section 6.3], we have
‖ξ‖H2+|∇xξ|H12≲‖¯R‖L2. | (4.12) |
Taking g=ξ in (3.11), we have
∫γRξ(w⋅n)−⟨R,w⋅∇xξ⟩+ε−1⟨R−¯R,ξ⟩=⟨S,ξ⟩. | (4.13) |
Using oddness, orthogonality, and ξ|∂Ω=0, we obtain (1.29)
−⟨R,w⋅∇xξ⟩=−⟨R−¯R,w⋅∇xξ⟩=⟨S,ξ⟩, | (4.14) |
Then taking g=w⋅∇xξ in (3.11), we obtain (1.25)
∫γR(w⋅∇xξ)(w⋅n)−⟨R,w⋅∇x(w⋅∇xξ)⟩+ε−1⟨R−¯R,w⋅∇xξ⟩=⟨S,w⋅∇xξ⟩. | (4.15) |
Adding ε−1×(4.14) and (4.15) to eliminate ε−1⟨R−¯R,w⋅∇xξ⟩, we obtain
∫γR(w⋅∇xξ)(w⋅n)−⟨R,w⋅∇x(w⋅∇xξ)⟩=ε−1⟨S,ξ⟩+⟨S,w⋅∇xξ⟩. | (4.16) |
Notice that
−⟨R,w⋅∇x(w⋅∇xξ)⟩=−⟨¯R,w⋅∇x(w⋅∇xξ)⟩−⟨R−¯R,w⋅∇x(w⋅∇xξ)⟩, | (4.17) |
where (4.12) and Cauchy's inequality yield
−⟨¯R,w⋅∇x(w⋅∇xξ)⟩≃‖¯R‖2L2, | (4.18) |
|⟨R−¯R,w⋅∇x(w⋅∇xξ)⟩|≲‖R−¯R‖2L2+o(1)‖¯R‖2L2. | (4.19) |
Also, using (4.12) and Lemma 3.2, we have
|∫γR(w⋅∇xξ)(w⋅n)|≲(|R|L2γ++|h|L2γ−)|∇xξ|L2≲o(1)‖¯R‖2L2+|R|2L2γ++ε2. | (4.20) |
Inserting (4.17)–(4.20) into (4.16), we obtain
‖¯R‖2L2≲ε2+‖R−¯R‖2L2+|R|2L2γ++|ε−1⟨S,ξ⟩|+|⟨S,w⋅∇xξ⟩|. | (4.21) |
Then we turn to the estimate of source terms in (4.21). Cauchy's inequality and Lemma 3.3 yield
|ε−1⟨S0,ξ⟩|+|⟨S0,w⋅∇xξ⟩|≲ε−1‖S0‖L2‖ξ‖H1≲ε‖¯R‖L2≲o(1)‖¯R‖2L2+ε2. | (4.22) |
Similar to (4.7), we first integrate by parts with respect to φ in S1. Using ξ|∂Ω=0, (4.12), Hardy's inequality, Lemma 3.4, Lemma 3.5, and Lemma 3.6, we have
|ε−1⟨S1+S2+S3,ξ⟩|≲|ε−1⟨UB0+S2+S3,∫μ0∂ξ∂μ⟩|=|⟨ηUB0+ηS2+ηS3,1μ∫μ0∂ξ∂μ⟩|≲‖ηUB0+ηS2+ηS3‖L2xL1w‖1μ∫μ0∂ξ∂μ‖L2≲‖ηUB0+ηS2+ηS3‖L2xL1w‖∂ξ∂μ‖L2≲ε12‖ξ‖H1≲ε12‖¯R‖L2≲o(1)‖¯R‖2L2+ε. | (4.23) |
Analogously, we integrate by parts with respect to φ in S1. Then using (4.12), fundamental theorem of calculus, Hardy's inequality, Lemma 3.4, Lemma 3.5, and Lemma 3.6, we bound
|⟨S1+S2+S3,w⋅∇xξ⟩|≲|⟨UB0+S2+S3,∇xξ|μ=0+∫μ0∂(∇xξ)∂μ⟩|≲|⟨UB0+S2+S3,∇xξ|μ=0⟩|+|ε⟨ηUB0+ηS2+ηS3,1μ∫μ0∂(∇xξ)∂μ⟩|≲‖UB0+S2+S3‖L2xL1w|∇xξ|L2+ε‖ηUB0+ηS2+ηS3‖L2‖∂(∇xξ)∂μ‖L2≲ε12|∇xξ|L2∂Ω+ε‖ξ‖H2≲ε12‖¯R‖L2≲o(1)‖¯R‖2L2+ε. | (4.24) |
Hence, inserting (4.22), (4.23), and (4.24) into (4.21), we have shown (4.10).
Proposition 4.3. Under the assumption (1.13), we have
ε−12|R|L2γ++ε−12‖¯R‖L2+ε−1‖R−¯R‖L2≲1. | (4.25) |
Proof. From (4.1), we have
ε−1|R|2L2γ++ε−2‖R−¯R‖2L2≲o(1)ε−1‖¯R‖2L2+1. | (4.26) |
From (4.10), we have
‖¯R‖2L2≲‖R−¯R‖2L2+|R|2L2γ++ε. | (4.27) |
Inserting (4.27) into (4.26), we have
ε−1|R|2L2γ++ε−2‖R−¯R‖2L2≲1. | (4.28) |
Inserting (4.28) into (4.27), we have
‖¯R‖2L2≲ε. | (4.29) |
Hence, adding ε−1×(4.29) and (4.28), we have
ε−1|R|2L2γ++ε−1‖¯R‖2L2+ε−2‖R−¯R‖2L2≲1. | (4.30) |
Then our result follows.
The well-posedness of (0.1) is well-known [1,16,17]. The construction of U0, Φ, and Φ∞ follows from Proposition 2.1 and Proposition 2.3, so we focus on the derivation of (1.14).
Based on Proposition 4.3 and (1.3), we have
‖uε−U0−εU1−ε2U2−UB0‖L2≲ε12. | (5.1) |
Using Proposition 2.3, we have
‖εU1+ε2U2‖L2≲ε. | (5.2) |
Using Proposition 2.3 and the rescaling η=ε−1μ, we have
‖UB0‖L2≲ε12. | (5.3) |
Then (1.14) follows from inserting (5.2) and (5.3) into (5.1).
The authors have equal contribution to this paper.
The authors declare they have not used Artificial Intelligence (AI) tools in the creation of this article.
We sincerely thank the editor and referees for their careful checking and proofreading. Yan Guo's research is supported by NSF grant DMS-2405051. Lei Wu's research is supported by NSF grants DMS-2104775 and DMS-2405161.
The authors claim that there is no conflict of interest.
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