With the continuous innovation of financial instruments, the financing structure presents a diversified development trend, and the proportion of direct financing in Aggregate Financing to the Real Economy (AFRE) has been increasing. We utilized monthly data from January 2002 to March 2023 to establish a time-varying spillover index model and a large TVP-VAR model in order to investigate the dynamic impact of the social financing structure on various industry sectors. The empirical results suggested that the impact of financing structure on different industry sectors varies. Direct financing had the least impact on the industry compared to on-balance-sheet financing and off-balance-sheet financing. Lagging effects had the most significant influence on all industries. Furthermore, since 2015, the impact of different industries on the proportion of direct financing has significantly changed, indicating that the impact of direct financing on different industries became apparent during the 'stock crash'. Moreover, the impact of different financing methods on the economic development of various industry sectors was susceptible to external events, and the degree of impact varied. Our results are useful in helping policy makers better understand the changes in different industries affected by the financing structure, which can inform their policy formulation.
Citation: Xianghua Wu, Hongming Li, Yuanying Jiang. The impact of social financing structures on different industry sectors: A new perspective based on time-varying and high-dimensional methods[J]. AIMS Mathematics, 2024, 9(5): 10802-10831. doi: 10.3934/math.2024527
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Wedad Albalawi, Muhammad Imran Liaqat, Fahim Ud Din, Kottakkaran Sooppy Nisar, Abdel-Haleem Abdel-Aty .
The analysis of fractional neutral stochastic differential equations in |
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With the continuous innovation of financial instruments, the financing structure presents a diversified development trend, and the proportion of direct financing in Aggregate Financing to the Real Economy (AFRE) has been increasing. We utilized monthly data from January 2002 to March 2023 to establish a time-varying spillover index model and a large TVP-VAR model in order to investigate the dynamic impact of the social financing structure on various industry sectors. The empirical results suggested that the impact of financing structure on different industry sectors varies. Direct financing had the least impact on the industry compared to on-balance-sheet financing and off-balance-sheet financing. Lagging effects had the most significant influence on all industries. Furthermore, since 2015, the impact of different industries on the proportion of direct financing has significantly changed, indicating that the impact of direct financing on different industries became apparent during the 'stock crash'. Moreover, the impact of different financing methods on the economic development of various industry sectors was susceptible to external events, and the degree of impact varied. Our results are useful in helping policy makers better understand the changes in different industries affected by the financing structure, which can inform their policy formulation.
The 2D compressible Navier-Stokes equations (CNS) with density-dependent viscosity coefficients and the free boundary condition can be formulated in the following form:
{ρt+div(ρu)=0,inΩ(t),(ρu)t+div(ρu⊗u)+∇P=div(h(ρ)D(u))+∇(g(ρ)divu),inΩ(t),ρ>0,inΩ(t),ρ=0,on∂Ω(t),(ρ,u)(x,0)=(ρ0,u0),onΩ(0), | (1.1) |
where ρ(x,t) and u(x,t) with (x,t)∈Ω(t)×(0,+∞) are the density and the velocity, respectively. P=P(ρ) is the pressure, and we use the γ-law on the pressure, i.e.,
P=kργ(k≥0, γ≥1), | (1.2) |
where γ stands for the adiabatic exponent, γ=cpcv≥1 is the ratio of the specific heats, and cp and cv are the specific heats per unit mass under constant pressure and constant volume, respectively. The system (1.1) is called pressureless if k=0. In particular, if k>0, γ=1, the fluid is called isothermal, which can be used for constructing models with non-degenerate isothermal fluid; if k>0, γ>1, the fluid is called isentropic. Ω(t)⊂R2 characterizes the instantaneous spatial region occupied by the fluid at time t. D(u) is the strain tensor given by ∇u+∇uT2, and h(ρ) and g(ρ) are the Lamé viscosity coefficients. ∂Ω(t)=Ψ(∂Ω(0),t) is the free boundary separating fluid from a vacuum, ρ=0 on ∂Ω(t) is the continuous density boundary condition which completes the Navier-Stokes equations, and ∂Ω(0)={x∈R2:|x|=a0} is the initial free boundary. Ψ is the particle path of the flow, which satisfies
{∂tΨ(x,t)=u(Ψ(x,t),t),x∈R2,Ψ(x,0)=x. |
For a more detailed introduction of the Navier-Stokes equations, see [1,2,3].
Equations (1.1) were introduced by Liu, Xin, and Yang in [4]. Since then, significant progress has been achieved by many authors. For the one-dimensional case with h(ρ)=ρα, g(ρ)=0(α∈(0,32)) and the free boundary conditions, there are many studies on the well-posedness theory, see [5,6,7] and the references therein. However, few results are available for the multi-dimensional problems. The first multi-dimensional result is due to Mellet and Vasseur [8], where they proved the L1 stability of weak solutions to (1.1) based on a new entropy estimate established in [9,10], which extended the corresponding L1 stability result of [9].
The reason for the viscosity depending on the density (variable viscosity) is that when we study fluid motion, especailly when we encounter a vacuum state, this makes the problem complicated. First, in [4,11,12], we can see that the Cauchy problem of the Navier-Stokes equations with constant coefficients including the vacuum state is ill-posed, which is reflected in the fact that the solution of this system has no continuous dependence on the initial value, and when the initial density has a compact support set, the system may have a global regular solution. According to the theory of physics, Liu, Xin, and Yang introduced the density-dependent Navier-Stokes equation in [4] and proved the local well-posedness. In fact, we know that the real fluids can be approximated by the ideal fluids only if the temperature and density vary within the appropriate range by the literature [13,14]. Second, we obtain the Navier-Stokes equations from the Boltzmann equation by the second-order expansion of Chapman-Enskog (see [4,15,16]), where the viscosity coefficient is temperature dependent in the derivation process. For example, for the hard sphere collision model, the viscosity coefficient is directly proportional to the square root of the temperature. If we consider the motion of an isentropic fluid, according to the second law of thermodynamics, it can be deduced that the viscosity coefficient is density-dependent. Therefore, we need to take into account the effect of density on the viscosity coefficient when studying the problem of initial density containing a vacuum. In addition, in geophysics, many of the mathematical models that are used to study fluid motion are similar to the Navier-Stokes equations whose viscosity depends on density, such as the Saint-Venant system for shallow water waves (see [3,10,17]).
In the recent decades, there have been many references considering the analytical solutions or blow-up solutions to the Navier-Stokes equations [18,19,20], Euler-Poisson equations [21,22,23], Euler equations [24,25,26], or Euler equations with time-dependent damping [27] and the references therein. In [19], Yeung and Yuen considered (1.1) radial symmetry solutions with h(ρ)=0,g(ρ)=ρθ in RN, and showed that there exists a family of analytical solutions for the Navier-Stokes equations with pressure for θ=γ=1 and θ=γ>1. Dong, Xue, and Zhang in [28] constructed a class of spherically symmetric and self-similar analytical solutions to the pressureless Navier-Stokes equations with density-dependent viscosity coefficients satisfying h(ρ)=ρθ, g(ρ)=(θ−1)ρθ, and they investigated the large time behavior of the solutions according to various θ>1 and 0<θ<1. In [29], Dou and Zhao found an interesting phenomenon on the solution to 1D compressible isentropic Navier-Stokes equations with a constant viscosity coefficient on (x,t)∈[0,+∞)×R+: The solutions to the initial boundary value problem to 1D compressible Navier-Stokes equations in half space can be transformed to the solution to the Riccati differential equation under some suitable conditions. In [23], Yuen considered the Euler-Poisson equations in spherical symmetry in the two dimensional isothermal case, and the following analytical solutions were given:
ρ(t,r)=ey(ra(t))a2(t), u(t,r)=a′(t)a(t)r, | (1.3) |
where a(t),y(z)∈C2 are two functions satisfying some ordinary differential equations, and the blow-up rate of the solution is
limt→Tρ(t,0)(T−t)η≥o(1), |
with η<2.
In this paper, we mainly consider the compressible Navier-Stokes equations with density-dependent viscosity coefficients and a continuous density boundary condition. The Lamé viscosity coefficients are
h(ρ)=0, g(ρ)=κρφ(φ≥1). | (1.4) |
Without loss of generality, we let κ=1, and then g(ρ)=ρφ. Therefore, system (1.1) is transformed into
{ρt+div(ρu)=0,(ρu)t+div(ρu⊗u)+∇P(ρ)=∇(ρφdivu). | (1.5) |
Similar to [30], if we consider the shear viscosity, the Lamé viscosity coefficients are taken as h(ρ)=μ, g(ρ)=μ+ρφ, and there is no essential difficulty. The corresponding conclusion can also be obtained by using the method in this paper.
We consider the fluid region Ω(t) in 2D space, which is written as
Ω(t)={(r,t)∈R+×[0,+∞)|0≤r≤a(t), t≥0}, | (1.6) |
where r=√x21+x22 is the polar diameter, and a(t) is the free boundary satisfying
ddta(t)=ur(a(t),t), a(0)=a0, | (1.7) |
where ur is the radial component of the velocity field u as in (1.8).
Let er=(x1,x2)r, eθ=(−x2,x1)r be two orthogonal unit vectors along the radial and angular directions, respectively. Then the velocity field u can be written in the following form:
u(r,t)=ur(r,t)er+uθ(r,t)eθ, |
which can be equivalently expressed in the Euler coordinates as
u=(u1,u2)=(x1ur−x2uθr,x2ur+x1uθr). |
The compressible Navier-Stokes equations (1.5) in the Euler coordinates can be written in the following polar coordinates form:
{ρt+∂r(ρur)+ρurr=0,ρurt+ρ[ur∂rur−|uθ|2r]+∂r(kργ)=(ρφ)r(urr+∂rur)+ρφ(r∂rur−urr2+∂2rur),ρuθt+ρ[ur∂ruθ+uθurr]=0. | (1.8) |
By (1.8) and the following Theorems 2.1 and 2.6, we see that uθ has nothing to do with θ, but with the polar diameter, and in this sense the Navier-Stokes equation in the 2D polar coordinates can be viewed as radially symmetric.
Accordingly, the initial condition is
(ρ,ur,uθ)(r,t)|t=0=(ρ0,ur0,uθ0)(r),r∈(0,a0). |
The continuous density boundary condition is
ρ(a(t),t)=0. | (1.9) |
In the following Theorems 2.1 and 2.6, the solutions to (1.8) is radially symmetric and smooth at the center of symmetry, so the velocity at the center of symmetry is 0, and we impose the Dirichlet boundary condition at the center of symmetry
ur(0,t)=uθ(0,t)=0. | (1.10) |
In the following, according to the different properties of pressure and different types of fluid, we first consider the self-similar solutions of 2D CNS under the boundary conditions (1.9) and (1.10) in the isentropic case k>0, γ=φ>1; and then we consider the self-similar solutions of 2D CNS in the isothermal case k>0, γ=φ=1.
Our main results are as follows:
For the isentropic case, we have:
Theorem 2.1. For the 2D CNS (1.8)–(1.10) in the isentropic case k>0, γ=φ>1, there exist a family of self-similar solutions of the form
ρ(t,r)=[φ−12(1−r2a2)]1φ−1a2(t), | (2.1) |
ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r, | (2.2) |
where ξ is a constant that represents the strength effects of rotation, and a(t)∈C2([0,+∞)) is a free boundary satisfying (1.6), (1.7), and the following generalized Emden equation:
{a′′(t)−ξ2a3(t)−kφa2φ−1(t)+2φa′(t)a2φ(t)=0,a(0)=a0>0, a′(0)=˜a1. | (2.3) |
In particular, the generalized Emden equation (2.3) is a non-conservative system, the trajectory of the solution a(t) in the Poincaré phase plane is moving toward a state that has a lower total energy, and a(t) satisfies the estimate
0<C2<a(t)<C1(1+t), |
where
C1=max{a0,√˜a21+ξ2a−20+kφφ−1a2−2φ0}, | (2.4) |
C2=max{|ξ|√˜a21+ξ2a−20+kφφ−1a2−2φ0,[kφ(φ−1)(˜a21+ξ2a−20+kφφ−1a2−2φ0)]12φ−2}. | (2.5) |
Moreover, if
C2≥2k√˜a21+ξ2a−20+kφφ−1a2−2φ0, | (2.6) |
the limit limt→+∞a′(t) exists, and the large time behavior of a(t) is
limt→+∞a(t)t=limt→+∞a′(t)=A. | (2.7) |
There are several remarks in order.
Remark 2.2. For the 2D irrotational case k>0, γ>1, ξ=0, the Emden equation (2.3) is reduced to
a′′(t)−kφa2φ−1(t)+2φa′(t)a2φ(t)=0, a(0)=a0>0, a′(0)=˜a1. | (2.8) |
Accordingly, the condition (2.6) is reduced to
[kφ(φ−1)(˜a21+kφφ−1a2−2φ0)]12φ−2≥2k√˜a21+kφφ−1a2−2φ0, |
or equivalently,
kφφ−1(k2)2φ−2≥(˜a21+kφφ−1a2−2φ0)φ, | (2.9) |
which can be guaranteed by selecting suitable initial values a0>0 and ˜a1 in (2.3). Moreover, similar to the proof of Step 2 in Lemma 3.8, we have that if ˜a1>2φ2φ−1a1−2φ0, the free boundary a(t) increases in [0,+∞) and limt→+∞a(t)=+∞, and the fluid density ρ(t,r) satisfies that limt→+∞ρ(t,r)=0.
Remark 2.3. For the 2D pressureless case k=0, φ>1, the corresponding generalized Emden equation becomes
a′′(t)−ξ2a3(t)+2φa′(t)a2φ(t)=0, a(0)=a0>0, a′(0)=˜a1. | (2.10) |
To investigate the large time behavior in (2.7), we require φ≥32, and
a′′(t)=ξ2a3(t)−2φa′(t)a2φ(t)=ξ2a2φ−3(t)−2φa′(t)a2φ(t)≥0, |
and the condition (2.6) is turned into
φ≥32,ξ2(|ξ|√˜a21+ξ2a−20)2φ−3≥2φ√˜a21+ξ2a−20. | (2.11) |
Remark 2.4. For the 2D irrotational and pressureless case k=0, φ>1, ξ=0, the Emden equation (2.3) is reduced to
a′′(t)+2φa′(t)a2φ(t)=0, a(0)=a0>0, a′(0)=˜a1. | (2.12) |
By a similar way as was done in [28], one can obtain that if ˜a1≥2φ2φ−1a1−2φ0, the free boundary a(t) increases in [0,+∞) and limt→+∞a(t)=+∞ (at most, it increases linearly as in (2.7)); and if ˜a1<2φ2φ−1a1−2φ0, a(t) tends to a positive bounded constant [(a1−2φ0−2φ−12φa1)]11−2φ.
Remark 2.5. One can see different effects of the pressure and the swirl from the above remarks. More precisely, Remark 2.4 implies that, for the irrotational and pressureless case, the free boundary a(t) increases linearly or sub-linearly in time; however, taking the pressure effect or the swirl effect into account, we can find some classes of solutions with linear growth under the conditions in (2.9) or (2.11). In this sense, rotation or pressure effects may accelerate the growth of the boundary. Moreover, comparing the conditions in (2.9) and (2.11), the result demonstrates the predominance of pressure effects relative to swirl effects.
For the isothermal case k>0, γ=φ=1, the formula of fluid density is different from the isentropic case, and we have the following:
Theorem 2.6. For the 2D CNS (1.8) in the isothermal case k>0, γ=φ=1, there exist a family of self-similar solutions with the form
ρ(t,r)=e12(1−r2a2)+βa2(t), ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r, | (2.13) |
where β is a constant, ξ is a constant that represents the strength effects of rotation, and a(t)∈C2([0,T)) satisfies the following generalized Emden equation:
{a′′(t)−ξ2a3(t)−ka(t)+2a′(t)a2(t)=0,a(0)=a0>0,a′(0)=˜a1. | (2.14) |
Likewise, (2.14) is a non-conservative system, and the trajectory of the solution a(t) in the Poincaré phase plane is moving toward a state that has a lower total energy. Moreover, if ˜a1≥2a0, a(t) increases on [0,+∞) and limt→+∞a(t)=+∞, and the fluid density ρ(t,r) satisfies that limt→+∞ρ(t,r)=0.
Remark 2.7. By Theorems 2.1 and 2.6, we see that in the self-similar solution in the 2D polar coordinates, the density ρ is radially symmetric, the velocity has a rotational part uθ, if initially uθ=0, and the solution is radially symmetric.
Remark 2.8. One can easily extend this result to the isothermal Euler/Navier-Stokes equations with frictional damping term
{ρt+∂r(ρur)+ρurr=0,ρurt+ρ[ur∂rur−|uθ|2r]+∂r(kρ)+ηρur=(ρφ)r(urr+∂rur)+ρφ(r∂rur−urr2+∂2rur),ρuθt+ρ[ur∂ruθ+uθurr]+ηρuθ=0, | (2.15) |
where η≥0. The solutions are also given by (2.13), and a(t) satisfies the following equation:
{a′′(t)−ξ2a3(t)−ka(t)+2a′(t)a2(t)+ηa′(t)=0,a(0)=a0>0, a′(0)=˜a1. | (2.16) |
First, similar to [26], we give a lemma for the mass conservation equation in the polar coordinates, whose proof is direct.
Lemma 3.1. For the mass conservation equation of CNS (1.8) in the polar coordinates form
ρt+∂r(ρur)+ρurr=0, | (3.1) |
there exist solutions of the form
ρ(t,r)=f(ra(t))a2(t), ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r, | (3.2) |
where f≥0, f∈C1, a(t)>0, and a(t)∈C1([0,+∞)).
Precisely, we show the following result.
Lemma 3.2. For the 2D CNS (1.8) under the continuous density boundary condition (1.9) in the isentropic case k>0, γ=φ>1, there exist a family of self-similar solutions of the form
ρ(t,r)=[φ−12(1−r2a2)]1φ−1a2(t), | (3.3) |
ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r, | (3.4) |
where ξ is a constant that represents the strength effects of rotation, a(t)∈C2([0,+∞)) is the free boundary satisfying (1.6), (1.7), and the following generalized Emden equation:
{a′′(t)−ξ2a3(t)−kφa2φ−1(t)+2φa′(t)a2φ(t)=0,a(0)=a0>0,a′(0)=˜a1. | (3.5) |
Proof. According to Lemma 3.1, the solutions possess the following form:
ρ(t,r)=f(ra(t))a2(t), ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r. |
Substituting them into (1.8)2, one has
urt=ra′′(t)a(t)−[a′(t)]2a2(t), ∂rur=a′(t)a(t), ∂2rur=0, |
∂rP=∂r(kργ)=kγργ−1ρr, ρr=f′(ra(t))1a(t)a2(t)=f′(ra(t))a3(t), |
where f′ represents the derivative of function f with respect to ra(t), and then
ρra′′(t)a(t)−[a′(t)]2a2(t)+ρr[(a′(t)a(t))2−ξ2a4(t)]+kγργ−1f′(ra(t))a3(t)=φρφ−1f′(ra(t))a3(t)(a′(t)a(t)+a′(t)a(t)). |
It follows that
ρr[a′′(t)a(t)−ξ2a4(t)]+kγρfγ−2f′a2γ−1−φρ2fφ−2f′a′(t)a2φ=0. |
For simplicity, we let γ=φ, and the above equation can be written as
ρr[a′′(t)a(t)−ξ2a4(t)]+kφρfφ−2f′a2φ−1−φρ2fφ−2f′a′(t)a2φ=0, |
i.e.,
(a′′(t)a(t)−ξ2a4(t))r+kφfφ−2f′a2φ−1−φ2fφ−2f′a′(t)a2φ=0. | (3.6) |
Denoting z=ra(t), we require
z=−fφ−2(z)f′(z), | (3.7) |
and note that for the continuous density boundary condition (1.9), we have f(1)=0, and then
f(z)=[φ−12(1−z2)]1φ−1. | (3.8) |
Substituting (3.7) and (3.8) into (3.6), we get the following generalized Emden equation:
{a′′(t)−ξ2a3(t)−kφa2φ−1(t)+2φa′(t)a2φ(t)=0,a(0)=a0>0,a′(0)=˜a1. |
Similarly, if one substitutes ρ(t,r)=f(ra(t))a2(t), ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r into (1.8)3, the same conclusion can be made, and the proof is complete.
In the following, we will consider the local existence and uniqueness of the generalized Emden equation (3.5). The main result is the following:
Lemma 3.3. There exists a sufficiently small T, such that, for the generalized Emden equation (3.5), there exists a unique solution a(t)∈C1[0,T], satisfying 0<12a0<a(t)<2a0.
Proof. We prove the local existence and uniqueness of the generalized Emden equation (3.5) by using Banach's fixed point theorem [31,32,33] in functional analysis theory, which consists of the following three steps.
Step 1: We transform the Cauchy problem of the second-order nonlinear generalized Emden equation (3.5) into the Cauchy problem of the corresponding differential-integral equation.
We integrate over (0,t) on both sides of Eq (3.5)1, and note that a(0)=a0>0, a′(0)=˜a1. Then
a′(t)=˜a1−2φ2φ−1a1−2φ0+2φ2φ−1a1−2φ(t)+kφ∫t0a1−2φ(s)ds+ξ2∫t0a−3(s)ds. |
Therefore, a(t) satisfies the following differential-integral equation:
{a′(t)=˜a1−2φ2φ−1a1−2φ0+2φ2φ−1a1−2φ(t)+kφ∫t0a1−2φ(s)ds+ξ2∫t0a−3(s)ds,a(0)=a0>0,a′(0)=˜a1. | (3.9) |
Step 2: In the metric space X, a nonlinear mapping T(a(t)) is constructed, and we will prove that T(a(t))∈X.
Suppose T1 is a small positive constant, and we define the metric space
X={a(t)∈C1[0,T],0<12a0<a(t)<2a0,∀t∈[0,T1]}. |
For ∀a1(t)∈X,a2(t)∈X, let
h(a(t))=˜a1−2φ2φ−1a1−2φ0+2φ2φ−1a1−2φ(t)+kφ∫t0a1−2φ(s)ds+ξ2∫t0a−3(s)ds. |
Equation (3.9) can be transformed into
{da(t)dt=h(a(t)),a(0)=a0>0,h(a(0))=a′(0)=˜a1. |
Then
|h(a1(t))−h(a2(t))|=|2φ2φ−1(a1−2φ1−a1−2φ2)+kφ∫t0(a1−2φ1(s)−a1−2φ2(s))ds+ξ2∫t0(a−31(s)−a−32(s))ds|≤|2φ2φ−1a2φ−11−a2φ−12a2φ−11a2φ−12|+kφ∫t0|a1−2φ1(s)−a1−2φ2(s)|ds+ξ2∫t0|a−31(s)−a−32(s)|ds:=H1+H2+H3. |
For the terms Hi (i=1,2,3), one has
H1=|2φ2φ−1a2φ−11−a2φ−12a2φ−11a2φ−12|≤2φ2φ−1|a2φ−11−a2φ−12|(12a0)2φ−1≤2φ2φ−1(12a0)1−2φ|a1−a2|2φ−1, |
H2=kφ∫t0(a1−2φ1(s)−a1−2φ2(s))ds≤kφ(12a0)1−2φ∫t0|a1−a2|2φ−1ds, |
and
H3=ξ2∫t0|a−31(s)−a−32(s)|ds≤ξ2(12a0)−3∫t0|a1−a2|3ds. |
Suppose
2φ2φ−1(12a0)1−2φ|a1−a2|2φ−1+kφ(12a0)1−2φ∫t0|a1−a2|2φ−1ds+ξ2(12a0)−3∫t0|a1−a2|3ds≤Lsup0≤t≤T1|a1(t)−a2(t)|, |
where L=2φ2φ−132φ−2(12a0)−1+kφT132φ−2(12a0)−1+9ξ2T1(12a0)−1 is a constant, and then
|h(a1(t))−h(a2(t))|≤H1+H2+H3≤Lsup0≤t≤T1|a1(t)−a2(t)|. | (3.10) |
We now define a mapping T on X, such that T satisfies
Ta(t)=a0+∫t0h(a(s))ds,∀t∈[0,T1], | (3.11) |
and it is easy to know that Ta(t)∈C1[0,T1].
Next, let us find the condition satisfying Ta(t)∈X.
If
Ta(t)≤a0+t(|˜a1|+2φ2φ−1(12a0)1−2φ+kφT1(12a0)1−2φ+ξ2T1(12a0)−3)≤2a0, |
we have
t≤a0|˜a1|+2φ2φ−1(12a0)1−2φ+kφT1(12a0)1−2φ+ξ2T1(12a0)−3=T2. |
If
Ta(t)=a0+∫toh(a(s))ds≥a0−|˜a1|t−2φ2φ−1a1−2φ0t≥12a0, |
we have
|˜a1|t+2φ2φ−1a1−2φ0t≤12a0, |
and
0<t≤12a0|˜a1|+2φ2φ−1a1−2φ0=T3. |
Therefore, if T1≤min{T2,T3}, then Ta(t)∈X.
Step 3: By Banach's fixed point theorem, we can prove that the Cauchy problem of differential-integral equation
Ta(t)=a(t), a′(t)=h(a(t)) |
has a unique solution in X.
If T is a contraction mapping, by (3.10) and (3.11), which satisfies
sup0≤t≤T1|Ta1(t)−Ta2(t)|≤|∫t0h(a1(s))ds−∫t0h(a2(s))ds|≤LT1sup0≤t≤T1|a1(t)−a1(t)|, |
and LT1<1, then
2φ2φ−132φ−2(12a0)−1T1+kφT2132φ−2(12a0)−1+9ξ2T21(12a0)−1<1, |
and we have
(kφ⋅32φ−2(12a0)−1+9ξ2(12a0)−1)T21+2φ2φ−132φ−2(12a0)−1T1−1<0, |
T1≤√(2φ2φ−132φ−2(a02)−1)2+4(kφ⋅32φ−2(a02)−1+9ξ2(a02)−1)−2φ2φ−132φ−2(a02)−12(kφ⋅32φ−2(a02)−1+9ξ2(a02)−1)=T4. |
Therefore, if T=min{T1,T2,T3,T4}, the mapping T:X↦X is a contraction mapping.
By Banach's fixed point theorem, there exists a unique a(t)∈C1[0,T], s.t.
Ta(t)=a(t), a′(t)=h(a(t)), |
and the lemma is proved.
Next, we focus on Eq (3.5) and give an estimate for the solution a(t). From the perspective of ordinary differential equations, we use the standard energy method [34] in autonomous systems to get some properties of the generalized Emden equation (3.5).
Lemma 3.4. There exist two positive constants
C1=max{a0,√˜a21+ξ2a−20+kφφ−1a2−2φ0}, | (3.12) |
and
C2=max{|ξ|√˜a21+ξ2a−20+kφφ−1a2−2φ0,[kφ(φ−1)(˜a21+ξ2a−20+kφφ−1a2−2φ0)]12φ−2}, | (3.13) |
s.t. the solution a(t) of the generalized Emden equation (3.5) satisfies
0<C2<a(t)<C1(1+t). | (3.14) |
Proof. Multiplying both sides of the generalized Emden equation (3.5) by a′(t), we have
a′(t)a′′(t)−ξ2a′(t)a3(t)−kφa′(t)a2φ−1(t)+2φ(a′(t))2a2φ(t)=0. |
Integrating over (0,t), we have
∫t0a′(s)a′′(s)ds−∫t0ξ2a′(s)a3(s)ds−∫t0kφa′(s)a2φ−1(s)ds+∫t02φ(a′(s))2a2φ(s)ds=0. |
Then, it follows that
12(a′(t))2+12ξ2a−2(t)+kφ2φ−2a2−2φ(t)+∫t02φ(a′(s))2a2φ(s)ds=12˜a21+12ξ2a−20+kφ2φ−2a2−2φ0, | (3.15) |
and this implies that
12(a′(t))2<12˜a21+12ξ2a−20+kφ2φ−2a2−2φ0, |
a′(t)<√˜a21+ξ2a−20+kφφ−1a2−2φ0. |
So
a(t)<a(0)+√˜a21+ξ2a−20+kφφ−1a2−2φ0t≤C1(1+t), |
where
C1=max{a0,√˜a21+ξ2a−20+kφφ−1a2−2φ0}. |
From (3.15), we have
12ξ2a−2(t)<12˜a21+12ξ2a−20+kφ2φ−2a2−2φ0, |
i.e.,
a2(t)>ξ2˜a21+ξ2a−20+kφφ−1a2−2φ0. |
Likewise, one has
kφ2φ−2a2−2φ(t)<12˜a21+12ξ2a−20+kφ2φ−2a2−2φ0, |
and
a2(t)>[kφ(φ−1)(˜a21+ξ2a−20+kφφ−1a2−2φ0)]1φ−1. |
Therefore,
a(t)>max{|ξ|√˜a21+ξ2a−20+kφφ−1a2−2φ0,[kφ(φ−1)(˜a21+ξ2a−20+kφφ−1a2−2φ0)]12φ−2}=C2. |
So this completes the proof of Lemma 3.4.
The following lemma is a direct consequence of Lemmas 3.3 and 3.4.
Lemma 3.5. For the generalized Emden equation (3.5), there exists a global solution a(t) in [0,+∞), which satisfies the estimate in (3.14).
For the generalized Emden equation (3.5), let
w(a,dadt)=2φa′(t)a2φ(t),g(a)=−ξ2a3(t)−kφa2φ−1(t), |
and then (3.5) can be written as
a′′(t)+w(a,dadt)+g(a)=0. | (3.16) |
Let
G(a)=∫g(a)da=ξ22a−2−kφ2−2φa2−2φ+C, |
and we can define the kinetic energy of the generalized Emden equation (3.5):
Ekin=12(dadt)2. |
Likewise, the potential energy of (3.5) is defined as
Epot=G(a)=∫g(a)da=ξ22a−2−kφ2−2φa2−2φ+C. |
The total energy of the generalized Emden equation (3.5) is
E=Ekin+Epot=12(dadt)2+G(a). |
Then
dEdt=dadtd2adt2+G′(a)dadt=dadt(d2adt2+g(a))=−dadtw(a,dadt). |
For w(a,dadt)=2φa′(t)a2φ(t), we have
dEdt=dadtd2adt2+G′(a)dadt=dadt(d2adt2+g(a))=−dadtw(a,dadt)=−2φ[a′(t)]2a2φ(t)<0. | (3.17) |
The total energy of (3.5) decreases monotonically, it is a non-conservative system, and the trajectory of the solution a(t) to the generalized Emden equation (3.5) in the Poincaré phase plane is moving toward a state that has a lower total energy. In summary, we get the following lemma:
Lemma 3.6. For the generalized Emden equation (3.5), the solution a(t) has the following properties: (3.5) is a non-conservative system and the trajectory of the solution a(t) in the Poincaré phase plane is moving toward a state that has a lower total energy.
Remark 3.7. The related results about the other types of generalized Emden equations may be referred to [19,20,21].
Furthermore, a(t) possesses the following large time behavior:
Lemma 3.8. For the generalized Emden equation (3.5), if
C2≥2k√˜a21+ξ2a−20+kφφ−1a2−2φ0, | (3.18) |
where C2 is the same as (3.13), then the limit limt→+∞a′(t) exists, and let A=limt→+∞a′(t). We have
limt→+∞a(t)t=limt→+∞a′(t)=A. |
Proof. We prove the lemma by three steps:
Step 1: In the proof of Lemma 3.4, we have
a′(t)<√˜a21+ξ2a−20+kφφ−1a2−2φ0, | (3.19) |
and
a(t)>C2>0, |
where C2 is the same as (3.13).
By (3.18), we have
a′′(t)=ξ2a3(t)+kφa2φ−1(t)−2φa′(t)a2φ(t)>kφa(t)−2φa′(t)a2φ(t)≥0, | (3.20) |
so a(t) is a strictly convex function, and a′(t) is monotonically increasing in [0,+∞). In particular, the convexity of a(t) is very important in the following proof.
By (3.19), we have that a′(t) is bounded, and according to the monotone bounded theorem [35,36], the limit limt→+∞a′(t) exists.
Step 2: In this step, we will prove that a(t)→+∞ as t→+∞.
First, we transform the generalized Emden equation (3.5) into the differential-integral form:
{a′(t)=˜a1−2φ2φ−1a1−2φ0+2φ2φ−1a1−2φ(t)+kφ∫t0a1−2φ(s)ds+ξ2∫t0a−3(s)ds,a(0)=a0>0,a′(0)=˜a1, |
and we divide into two cases to prove the results:
Case 1: If ˜a1≥2φ2φ−1a1−2φ0−2φ2φ−1a1−2φ(t), then a′(t)>0 is always true in [0,+∞). So a(t) is monotonically increasing in [0,+∞), note the convexity of a(t), and then a(t)→+∞ as t→+∞.
Case 2: If ˜a1<2φ2φ−1a1−2φ0−2φ2φ−1a1−2φ(t), as a′(t) is monotonically increasing in [0,+∞), due to the continuity property, the behavior of a(t) may be:
(ⅰ). a(t) is first monotonically decreasing in [0,t0] (t0<+∞), and then a(t) is monotonically increasing in [t0,+∞).
(ⅱ). a(t) is monotonically decreasing in [0,+∞).
In the following, we will prove that (ⅱ) does not hold, and only (ⅰ) is true.
By Lemma 3.4, we have that a(t0)>0, a′(t0)=0.
If t0=+∞, then
a′(t0)=a′(+∞)=˜a1−2φ2φ−1a1−2φ0+2φ2φ−1a1−2φ(+∞)+kφ∫+∞0a1−2φ(s)ds+ξ2∫+∞0a−3(s)ds=+∞, |
while in the proof of Step 1, a′(t) is bounded, so a contradiction is met. So t0≠+∞, and (ⅱ) can not happen.
Therefore, a(t) is monotonically decreasing in [0,t0] (t0<+∞), and then a(t) is monotonically increasing in [t0,+∞). Note that the convexity of a(t) implies that a(t)→+∞ as t→+∞.
In conclusion, we have that a(t)→+∞ as t→+∞.
Step 3: Since the limit limt→+∞a′(t) exists, by the L'Hospital's rule [35,36], we have
limt→+∞a(t)t=limt→+∞a′(t)=A. |
This completes the proof of Lemma 3.8.
The proof of Theorem 2.1 is a direct consequence of Lemmas 3.2–3.8.
In this part, we discuss the formulas and properties of analytical solutions to (1.8) in the isothermal case k>0, γ=φ=1. We have the following result:
Lemma 4.1. For the 2D CNS (1.8) in the isothermal case k>0, γ=φ=1, there exist a family of self-similar solutions of the form
ρ(t,r)=e12(1−r2a2)+βa2(t), ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r, | (4.1) |
where β is a constant, ξ is a constant that represents the strength effects of rotation, and a(t)∈C2([0,+∞)) is a differential function satisfying the following generalized Emden equation:
{a′′(t)−ξ2a3(t)−ka(t)+2a′(t)a2(t)=0,a(0)=a0>0,a′(0)=˜a1. | (4.2) |
Proof. We check that (4.1) is a solution by direct calculations.
First, according to Lemma 3.1, one can suppose the solutions in the following form:
ρ(t,r)=ef(ra(t))a2(t), ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r. | (4.3) |
Obviously, the solutions above satisfy (1.8)3.
Next, substituting (4.3) into (1.8)2, one has
urt=ra′′(t)a(t)−[a′(t)]2a2(t), ∂rur=a′(t)a(t), ∂2rur=0, |
and
ρr=ef(ra(t))f′(ra(t))1a(t)a2(t)=ef(ra(t))f′(ra(t))a3(t), |
where f′ represents the derivative of function f with respect to ra(t), and then
ρra′′(t)a(t)−[a′(t)]2a2(t)+ρr[(a′(t)a(t))2−ξ2a4(t)]+kef(ra(t))f′(ra(t))a3(t)=ef(ra(t))f′(ra(t))a3(t)(a′(t)a(t)+a′(t)a(t)). |
It follows that
(a′′(t)a(t)−ξ2a4(t))r+kf′(ra(t))a(t)−2f′(ra(t))a′(t)a2(t)=0. | (4.4) |
Denoting z=ra(t), similarly as was done in (3.7), we require
z=−f′(z). | (4.5) |
Suppose f(1)=β and β is a constant, and then we get
f(z)=12−12z2+β. | (4.6) |
Substituting (4.5) and (4.6) into (4.4), we get the Emden equation (4.2).
This finishes the proof of Lemma 4.1.
As the proof of Case (i) of Theorem 2.3 in [28], one integrates the generalized Emden equation (4.2) on [0,t] to obtain
a′(t)=˜a1−2a0+2a(t)+∫t0(ξ2a3(s)+ka(s))ds. | (4.7) |
It follows that
a(t)=a0+(˜a1−2a0)t+∫t02a(s)ds+∫t0∫q0(ξ2a3(s)+ka(s))dsdq, | (4.8) |
and if ˜a1≥2a0, a′(t)>0, a(t) increases in [0,+∞]. By the contradiction method, we can get limt→+∞a(t)=+∞, so the fluid density ρ(t,r) satisfies that limt→+∞ρ(t,r)=0.
Similar to the proof of Lemma 3.3 and Lemma 3.6, we can also get the local existence and uniqueness of the generalized Emden equation (4.2), and by Lemma 4.1, we can prove Theorem 2.6.
In this part, we consider some examples of blow-up solutions to (1.8) without a(t) being the free boundary.
First of all, as in [23], we give the definition of a blow-up:
Definition: (Blow-up) We say a solution blows up if one of the following conditions is satisfied.
(1) The solution becomes infinitely large at some point x and some finite time T.
(2) The derivative of the solution becomes infinitely large at some point x and some finite time T.
In this section, we consider the forms and properties of the analytical solutions to the 2D CNS without the continuous density boundary condition. Since we remove the free boundary condition, we only consider the formal analytical solutions to the CNS.
The first result is related to the isothermal case k>0, γ=φ=1:
Theorem 5.1. For the 2D CNS (1.8) in the isothermal case k>0, γ=φ=1, there exists a family of self-similar solutions of the form
ρ(t,r)=er22a2+αa2(t), ur(t,r)=a′(t)a(t)r, uθ(t,r)=ξa2(t)r, | (5.1) |
where α is a constant, ξ is a constant that represents the strength effects of rotation, and a(t)∈C2([0,T)) is a differential function satisfying the following generalized Emden equation:
{a′′(t)−ξ2a3(t)+ka(t)−2a′(t)a2(t)=0,a(0)=a0>0, a′(0)=~a1. | (5.2) |
In particular, if a0>0 is small enough, ~a1<0, and
2~a1a20+ξ2a30−ka0<0, | (5.3) |
then there exists a δ>0, where −a0~a1≤δ<T, and there exists a finite time t∗∈[0,δ) such that a(t∗)=0, and then the solutions (5.1) blow up.
Proof. Similar to the proof of Lemma 4.1, denoting z=ra(t), we require z=f′(z) instead of (4.5), and we will obtain that (5.1)–(5.2) are self-similar solutions of the CNS.
In the following, we will prove the blow-up result. Different from the proof by the contradiction method in the references [19,20,23], we use a new method to prove the blow-up solutions directly by attaching conditions to the initial value of the generalized Emden equation (5.2).
Because a(0)=a0>0 is small enough, a′(0)=˜a1<0, and (5.3), by the existence theorem of solutions of the ordinary differential equations and the local sign-preserving property of the continuously differentiable functions, there exists a δ>0, s.t. as t∈[0,δ), there exists a solution for the generalized Emden equation (5.2)1, meanwhile a′′(t) exists in [0,δ) and a′′(t)<0.
Thus a′(t) monotonically decreases in [0,δ) and a′(t)<~a1, a(t) also monotonically decreases, so we have that the curve (t,a(t)) is below the line
a2(t)=~a1t+a0. | (5.4) |
Note that a′(t) and a(t) monotonically decrease in [0,δ), −a0~a1≤δ<T, and the line equation (5.4) intersects the t-axis, so the point of intersection t=−a0~a1 is in the interval [0,δ).
Therefore, the curve (t,a(t)) also intersects the t-axis and the point of intersection is in the interval [0,δ), i.e., there exists t∗∈[0,δ), such that a(t∗)=0. Moreover, the solutions (5.1) blow up.
This completes the proof of Theorem 5.1.
Similar to the results in Theorem 5.1, for the isentropic case k>0, γ=φ>1, we have:
Theorem 5.2. For the 2D CNS (1.8) in the isentropic case k>0, γ=φ>1, there exist a family of self-similar solutions of the form
ρ(t,r)=[φ−12r2a2+αφ−1]1φ−1a2(t),ur(t,r)=a′(t)a(t)r,uθ(t,r)=ξa2(t)r, | (5.5) |
where α is a constant, ξ is a constant that represents the strength effects of rotation, and a(t)∈C2([0,T)) is a differential function satisfying the following generalized Emden equation:
{a′′(t)−ξ2a3(t)+kφa2φ−1(t)−2φa′(t)a2φ(t)=0,a(0)=a0>0, a′(0)=˜a1. | (5.6) |
In particular, if a0>0 is small enough, ~a1<0, and
2φ~a1a2φ0+ξ2a30−kφa2φ−10<0, | (5.7) |
then there exists a δ>0, where −a0~a1≤δ<T, and there exists a finite time t∗∈[0,δ) such that a(t∗)=0, and then the solutions (5.5) blow up.
Remark 5.3. Although the system (5.2) can be seen as a limit system of (5.6) in the sense that φ→1, the expressions for the density in (5.1) and (5.5) are different. The properties of these equations need to be further studied.
In this work, we establish a class of analytical, rotational, and self-similar solutions to the 2D compressible Navier-Stokes equations with density-dependent viscosity coefficients. According to the different properties of pressure and different types of fluid, we maily consider the isentropic case k>0, γ=φ>1 and the isothermal case k>0, γ=φ=1. For both of the two cases, we give the formulas of self-similar analytical solutions. Especially, for the isentropic case, we prove the well-posedness and the large time behavior for the corresponding generalized Emden equation. The result in this paper demonstrates the predominance of pressure effects relative to swirl effects. Compared with the irrotational and pressureless case, when the free boundary a(t) increases linearly or sub-linearly in time, we can find some classes of solutions with linear growth by taking the pressure effect or the swirl effect into account. In this sense, rotation or pressure effects may accelerate the growth of the boundary. In the end, we give some examples of blow-up solutions, and a new direct method is adopted to prove the blow-up results.
The author declares he has not used Artificial Intelligence (AI) tools in the creation of this article.
The author would like to thank the anonymous referees for their careful reading and valuable comments. The author also thanks Professor Zhengguang Guo, Professor Haibiao Zheng, and Doctor Kunquan Li for their discussion and encouragement.
The author states that there is no conflict of interest.
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