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Construction of unstable concentrated solutions of the Euler and gSQG equations

Martin Donati111Univ. Grenoble Alpes, Institut Fourier, F-38000 Grenoble, France. Contact : [email protected].
Abstract

In this paper we construct solutions to the Euler and gSQG equations that are concentrated near unstable stationary configurations of point-vortices. Those solutions are themselves unstable, in the sense that their localization radius grows from order ε\varepsilon to order εβ\varepsilon^{\beta} (with β<1\beta<1) in a time of order |lnε||\ln\varepsilon|. This proves in particular that the logarithmic lower-bound obtained in previous papers (in particular [P. Buttà and C. Marchioro, Long time evolution of concentrated Euler flows with planar symmetry, SIAM J. Math. Anal., 50(1):735–760, 2018]) about vorticity localization in Euler and gSQG equations is optimal. In addition we construct unstable solutions of the Euler equations in bounded domains concentrated around a single unstable stationary point. To achieve this we construct a domain whose Robin’s function has a saddle point.

2020 Mathematics Subject Classification : 76B47, 34A34Keywords : Point-vortex dynamics, Euler equations, SQG equations, Vorticity localization, Long time confinement, Hyperbolic critical point

1 Introduction

We are interested in this paper in different active scalar equations from fluid dynamics: the two-dimensional incompressible Euler equations, used to describe an inviscid and incompressible fluid; and the Surface Quasi Geostrophic (SQG) equations, used as a model of geophysical flows. We also consider the generalized Surface Quasi-Geostrophic equations (gSQG) that interpolates between the Euler equations and the SQG equations. Let ω:2\omega:\mathbb{R}^{2}\to\mathbb{R} be the active scalar, which we will refer to as the vorticity as in the Euler equations, and u:22u:\mathbb{R}^{2}\to\mathbb{R}^{2} be the velocity of the fluid. Then the Euler equations, the SQG equations and the gSQG equations in the plane can all be written in the form

{tω(x,t)+uω(x,t)=0,(x,t)2×(0,+)u(x,t)=Δs(ω)(x,t),(x,t)2×[0,+)u(x,t)0,as |x|+,t[0,+)ω(x,0)=ω0(x),x2,\begin{cases}\partial_{t}\omega(x,t)+u\cdot\nabla\omega(x,t)=0,&\forall(x,t)\in\mathbb{R}^{2}\times(0,+\infty)\\ u(x,t)=\nabla^{\perp}\Delta^{-s}(\omega)(x,t),&\forall(x,t)\in\mathbb{R}^{2}\times[0,+\infty)\\ u(x,t)\to 0,&\text{as }|x|\to+\infty,\hskip 5.69046pt\forall t\in[0,+\infty)\\ \omega(x,0)=\omega_{0}(x),&\forall x\in\mathbb{R}^{2},\end{cases}

with s[12,1]s\in[\frac{1}{2},1]. The Euler equations correspond to the case s=1s=1, the SQG equations to the case s=12s=\frac{1}{2}, and the gSQG equations are the family s(12,1)s\in(\frac{1}{2},1). For details on the geophysical model see for instance [24, 28]. Let us recall that the fundamental solution of Δs\Delta^{s} in the plane is given for xyx\neq y by

Gs(x,y)={12πln|xy| if s=1,Γ(1s)22sπΓ(s)1|xy|22s if 12s<1,G_{s}(x,y)=\begin{cases}\frac{1}{2\pi}\ln|x-y|&\text{ if $s=1$},\\ \frac{\Gamma(1-s)}{2^{2s}\,\pi\,\Gamma(s)}\frac{1}{|x-y|^{2-2s}}&\text{ if $\frac{1}{2}\leq s<1$},\end{cases}

where Γ\Gamma is the standard Gamma function. Therefore for every s(12,1]s\in(\frac{1}{2},1] there exists a constant CsC_{s} such that

xGs(x,y)=Csxy|xy|42s.\nabla_{x}G_{s}(x,y)=C_{s}\frac{x-y}{|x-y|^{4-2s}}.

This motivates us to define α:=32s\alpha:=3-2s, so that |xGα(x,y)|Cα|xy|α|\nabla_{x}G_{\alpha}(x,y)|\leq C_{\alpha}|x-y|^{-\alpha}, for α[1,2)\alpha\in[1,2) and the appropriate choice of CαC_{\alpha}. In conclusion, the equations that we consider are the family of equations

{tω(x,t)+u(x,t)ω(x,t)=0,u(x,t)=2Cα(xy)|xy|α+1ω(y,t)dy,ω(x,0)=ω0(x).\begin{cases}\partial_{t}\omega(x,t)+u(x,t)\cdot\nabla\omega(x,t)=0,\vspace{2mm}\\ \displaystyle u(x,t)=\int_{\mathbb{R}^{2}}C_{\alpha}\frac{(x-y)^{\perp}}{|x-y|^{\alpha+1}}\omega(y,t)\mathrm{d}y,\\ \omega(x,0)=\omega_{0}(x).\end{cases} (1)

We recall that the Euler case corresponds to s=α=1s=\alpha=1. We observe that we necessarily have that u=0\nabla\cdot u=0 when it makes sense. When α2\alpha\geq 2, the kernel cease to be Lloc1L^{1}_{\mathrm{loc}} so the Biot-Savart law in (1) does not make sense anymore. In that case the Biot-Savart law should be expressed differently, see for instance [19]. In this paper we only consider α[1,2)\alpha\in[1,2).

For the Euler equations, we have global existence and uniqueness of both strong solutions, and weak solutions in L1LL^{1}\cap L^{\infty} from the Yudovitch theorem [29]. When α(1,2)\alpha\in(1,2), from [13], we know the existence, but not uniqueness, of weak solutions in L1LL^{1}\cap L^{\infty} of equations (1). The existence of strong solutions is only known locally in time, and the blow-up of the SQG equations is an important open problem.

In this paper we construct families of particular initial data ω0\omega_{0} such that any (since it may not be unique) solution of (1) satisfies various constraints. These functions ω0\omega_{0} always lie in L1LL^{1}\cap L^{\infty}, but can also be taken CC^{\infty}. Hence when α=1\alpha=1, the solution remains CC^{\infty} for all time, but in general, we can only consider global in time L1LL^{1}\cap L^{\infty} solutions of (1).

We now focus on the particular situation where the active scalar is concentrated into small blobs as follows. We denote by D(z,r)D(z,r) the disk of radius rr centered in zz. We consider solutions ω\omega satisfying

ω=i=1Nωi and suppωiD(zi(t),r(t)),\omega=\sum_{i=1}^{N}\omega_{i}\hskip 5.69046pt\text{ and }\hskip 5.69046pt\mathrm{supp}\hskip 2.84526pt\omega_{i}\subset D(z_{i}(t),r(t)),

with r(t)r(t) being small in some sense. A classical model to describe concentrated solutions of equations (1) is the point-vortex model. The principle is to approximate the blob ωi\omega_{i} by the Dirac mass aiδzi(t)a_{i}\delta_{z_{i}(t)}, where the intensity

ai=2ωi(x,t)dx,a_{i}=\int_{\mathbb{R}^{2}}\omega_{i}(x,t)\mathrm{d}x,

is constant in time222See [13] Corollary 2.7 for the case of weak solutions. For strong solutions this is a direct consequence of the fact that u=0\nabla\cdot u=0, see for instance [21].. The dynamics of those Dirac masses, that we call point-vortices, is then given by the system

i1,N,ddtzi(t)=Cα1jNjiaj(zi(t)zj(t))|zi(t)zj(t)|α+1.\forall i\in\llbracket 1,N\rrbracket,\quad\frac{\mathrm{d}}{\mathrm{d}t}z_{i}(t)=C_{\alpha}\sum_{\begin{subarray}{c}1\leq j\leq N\\ j\neq i\end{subarray}}a_{j}\frac{(z_{i}(t)-z_{j}(t))^{\perp}}{|z_{i}(t)-z_{j}(t)|^{\alpha+1}}. (α\alpha-PVS)

This system of equations is often called α\alpha-point-vortex system, or α\alpha-model. We recall that this model is mathematically justified, see for instance [22, 27, 26, 2, 6] for the Euler case and [13, 25, 15, 5] for the gSQG case. In particular, on a finite time interval [0,T][0,T], if no collisions of point-vortices occurs, then if

ω0,εε0i=1Naiδzi(0)\omega_{0,\varepsilon}\underset{\varepsilon\to 0}{\longrightarrow}\sum_{i=1}^{N}a_{i}\delta_{z_{i}(0)}

weakly in the sense of measures, then

ωε(t)ε0i=1Naiδzi(t),\omega_{\varepsilon}(t)\underset{\varepsilon\to 0}{\longrightarrow}\sum_{i=1}^{N}a_{i}\delta_{z_{i}(t)},

where the tzi(t)t\mapsto z_{i}(t) are the solutions of the point-vortex dynamics. This means that point-vortices are a singular limit of solutions of the associated PDE. Fore a more detailed introduction of the point-vortex system, we refer the reader to [21].

2 Vorticity confinement and main results

We now introduce the long time vorticity confinement problem, recall some important theorems on the subject and state our main results.

2.1 Long time confinement problem

We define the long time confinement problem as the following – see [2]. Let NN\in\mathbb{N}^{*} and ε>0\varepsilon>0. For each i{1,,N}i\in\{1,\ldots,N\} let zi2z_{i}^{*}\in\mathbb{R}^{2} chosen pairwise distinct and ai={0}a_{i}\in\mathbb{R}^{*}=\mathbb{R}\setminus\{0\}. Assume that ω0\omega_{0} is such that

{ω0=i=1Nω0,i and suppω0,iD(zi,ε),ω0,i has a sign and 2ω0,i(x)dx=ai,|ω0|Cεν, for some ν2,|zi(t)zj(t)|>0,t[0,+),\begin{cases}\displaystyle\omega_{0}=\sum_{i=1}^{N}\omega_{0,i}\hskip 5.69046pt\text{ and }\hskip 5.69046pt\mathrm{supp}\hskip 2.84526pt\omega_{0,i}\subset D(z_{i}^{*},\varepsilon),\vspace{1mm}\\ \displaystyle\omega_{0,i}\text{ has a sign}\hskip 5.69046pt\text{ and }\hskip 5.69046pt\int_{\mathbb{R}^{2}}\omega_{0,i}(x)\mathrm{d}x=a_{i},\vspace{1mm}\\ \displaystyle|\omega_{0}|\leq C\varepsilon^{-\nu},\quad\text{ for some }\nu\geq 2,\vspace{1mm}\\ \displaystyle|z_{i}^{*}(t)-z_{j}^{*}(t)|>0,\quad\forall t\in[0,+\infty),\end{cases} (2)

were we denote by zi(t)z_{i}^{*}(t) the associated solution of the point-vortex dynamics with initial data zi(0)=ziz_{i}^{*}(0)=z_{i}^{*} and intensities aia_{i}. The last hypothesis ensures that the point-vortex dynamics has a global in time solution: no collision occurs. This is not a very restrictive hypothesis since it is known that the point-vortex system has a global solution for almost any initial data, in the sense of the Lebesgue measure. This was proved for the Euler point-vortex dynamics (namely equations (α\alpha-PVS) for α=1\alpha=1) in the torus [10], in bounded domains [7] and in the plane333With an additional hypothesis on the intensities: iPai0\sum_{i\in P}a_{i}\neq 0, for any P{1,,N}P\subset\{1,\ldots,N\}, with PP\neq\emptyset. This hypothesis was then weakened in [14] to P{1,,N}P\neq\{1,\ldots,N\}. [20]. For the general α\alpha-model (α\alpha-PVS) it was proved in the plane444With the same additional hypothesis. [4, 14].

Let β<1\beta<1. We introduce the exit time:

τε,β=sup{t0 such that s[0,t],suppω(,s)i=1ND(zi(s),εβ)}.\tau_{\varepsilon,\beta}=\sup\left\{t\geq 0\text{ such that }\forall s\in[0,t],\hskip 5.69046pt\mathrm{supp}\hskip 2.84526pt\omega(\cdot,s)\subset\bigcup_{i=1}^{N}D(z_{i}^{*}(s),\varepsilon^{\beta})\right\}.

The long time confinement problem consists in obtaining a lower-bound on τε,β\tau_{\varepsilon,\beta} in order to describe how long the approximation of a concentrated solution of equations (1) by the point-vortex model (α\alpha-PVS) remains valid. Results have been obtained in [2, 8, 5]. In the following, we recall some of them and state our main results, starting with the case α=1\alpha=1.

2.2 Result for Euler equations in the plane

A first general result was obtained in [2].

Theorem 2.1 (Marchioro-Buttà, [2]).

Let β<1/2\beta<1/2. Then there exists ξ0>0\xi_{0}>0 such that for every ε>0\varepsilon>0 small enough, for any ω0\omega_{0} satisfying (2) for some ν2\nu\geq 2, the solution ω\omega of the Euler equations satisfies

τε,β>ξ0|lnε|.\tau_{\varepsilon,\beta}>\xi_{0}|\ln\varepsilon|.

In special cases, this can be improved. For instance, with the same hypotheses than those of Theorem 2.1, but assuming furthermore that N=1N=1, one can easily obtain that τε,βεξ0\tau_{\varepsilon,\beta}\geq\varepsilon^{-\xi_{0}}, for some ξ0>0\xi_{0}>0. An extension of this result is the following.

Theorem 2.2 (Marchioro-Buttà, [2]).

Let β<1/2\beta<1/2. Then there exists ξ0>0\xi_{0}>0 and a configuration of point-vortices, namely a choice of aia_{i} and ziz_{i}^{*}, such that for any ε>0\varepsilon>0 small enough and for any ω0\omega_{0} satisfying (2), the solution ω\omega of the Euler equations satisfies

τε,β>εξ0.\tau_{\varepsilon,\beta}>\varepsilon^{-\xi_{0}}.

The configuration is a self-similar expanding configuration of three point-vortices. The key point is that as point-vortices move far from each other, their mutual influence decreases with time.

In this paper, we want to prove that the logarithmic bound obtained in Theorems 2.1 is optimal, namely that there are solutions of (1) satisfying (2) such that τε,βξ1|lnε|\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|. We prove the following result.

Theorem 2.3.

There exists β0<1/2\beta_{0}<1/2, ν2\nu\geq 2 and a configuration ((zi)i,(ai)i)\big{(}(z_{i}^{*})_{i},(a_{i})_{i}\big{)} of point-vortices with N=3N=3 such that for every β(β0,1)\beta\in(\beta_{0},1), for any ξ1>4π3(1β)\xi_{1}>\frac{4\pi}{3}(1-\beta) and for every ε>0\varepsilon>0 small enough there exists ω0\omega_{0} satisfying (2) such that the solution ω\omega of the Euler equations in the plane satisfies

τε,βξ1|lnε|.\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|.

This confirms that the logarithmic bound obtained in Theorems 2.1 is optimal.

2.3 Result for the gSQG equations in the plane

A result similar to Theorem 2.1 has been obtained for the gSQG equations.

Theorem 2.4 (Cavallaro-Garra-Marchioro, [5]).

Let α(1,2)\alpha\in(1,2) and β\beta such that 0<β<42α5α<120<\beta<\frac{4-2\alpha}{5-\alpha}<\frac{1}{2}. Then there exists ξ0>0\xi_{0}>0 such that for every ε>0\varepsilon>0 small enough, for any ω0\omega_{0} satisfying (2) with ν=2\nu=2 and for any ω\omega a weak solution of (1) we have that

τε,β>ξ0|lnε|.\tau_{\varepsilon,\beta}>\xi_{0}|\ln\varepsilon|.
Remark 2.5.

Please note that in the hypotheses of Theorem 2.4 is assumed that ν=2\nu=2, which is not in the hypotheses of Theorem 2.1. Actually, we claim that in their proof of Theorem 2.4, the authors of [5] only need to assume the existence of ν2\nu\geq 2, and not ν=2\nu=2. This is due to Lemma 2.4 of [5].

We then prove the following.

Theorem 2.6.

Let α[1,2)\alpha\in[1,2). Then there exists ν2\nu\geq 2, an initial configuration ((zi)i,(ai)i)\big{(}(z_{i}^{*})_{i},(a_{i})_{i}\big{)} of point-vortices with N=3N=3, and β0<42α5α\beta_{0}<\frac{4-2\alpha}{5-\alpha} such that for every β(β0,1)\beta\in(\beta_{0},1), for every ξ1>1βCα(22α)α\xi_{1}>\frac{1-\beta}{C_{\alpha}(2-2^{-\alpha})\sqrt{\alpha}} and for every ε>0\varepsilon>0 small enough there exists ω0\omega_{0} satisfying (2) such that any solution ω\omega of (1) satisfies

τε,βξ1|lnε|.\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|.

This confirms that the logarithmic bound obtained in Theorems 2.4 is optimal.

Remark 2.7.

Both in Theorems 2.3 and 2.6, the lower-bound for ξ1\xi_{1} is not optimal. Moreover, ω0\omega_{0} is localized initially in a disk of size ε\varepsilon but the size of its support is of order εν/2\varepsilon^{\nu/2}. In Appendix C, we give details how concentrated the initial data needs to be depending on the construction, and give examples constructions involving more point-vortices, which improve the bounds for ξ1\xi_{1} and ν\nu.

2.4 Results for the Euler equations in bounded domains

In a second part of this paper, we turn to a new situation. We focus on the Euler equations, namely the case α=1\alpha=1, but in a bounded domain Ω\Omega. Let us recall the Euler equations in a bounded and simply connected domain Ω2\Omega\subset\mathbb{R}^{2}:

{tω+uω=0,u=Δ1ω,un=0, on Ω,ω(x,0)=ω0(x), on Ω.\begin{cases}\partial_{t}\omega+u\cdot\nabla\omega=0,\vspace{2mm}\\ \displaystyle u=\nabla^{\perp}\Delta^{-1}\omega,\\ u\cdot n=0,&\text{ on }\partial\Omega,\\ \omega(x,0)=\omega_{0}(x),&\text{ on }\Omega.\end{cases} (Eu)

When being far from the boundary, one can express the effect of the boundary as a Lipschitz exterior field. This trick makes it very easy to extend Theorem 2.1 to the case of bounded domains – as it is suggested in [2].

In that same article, the authors proved that when the initial vorticity is concentrated near the center of a disk, namely that Ω=D(0,1)\Omega=D(0,1), N=1N=1 and z1=0z_{1}=0, then we obtain the same power-law lower-bound τε,βεξ0\tau_{\varepsilon,\beta}\geq\varepsilon^{-\xi_{0}} than with expanding self-similar configurations. This result has been generalized to other bounded domains in [8]. This is due to a strong stability property induced by the shape of the boundary. Here we are interested in the opposite situation: we construct a domain whose boundary creates an instability. We then obtain a third and final result, different from Theorems 2.3 and 2.6 because it only involves a single blob.

Theorem 2.8.

There exists a smooth bounded domain Ω\Omega and β0<1/2\beta_{0}<1/2 such that for every β(β0,1)\beta\in(\beta_{0},1), for every ξ1>(1β)2π3\xi_{1}>(1-\beta)\frac{2\pi}{\sqrt{3}} and every ε>0\varepsilon>0 small enough, there exists ω0\omega_{0} satisfying (2) with N=1N=1 and ν=4\nu=4 such that the solution ω\omega of (Eu) satisfies

τε,βξ1|lnε|.\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|.

We prove Theorems 2.3, 2.6 and 2.8 using the same plan: we construct a solution of the point-vortex dynamics that move away from its initial position exponentially fast, then construct a solution concentrated around it in the sense of hypothesis (2).

The paper is organized as follows. In Section 3 we give several definitions and expose in details the plan of the proofs and the main tools. In Section 4 we do the explicit construction to prove Theorems 2.3 and 2.6. Finally in Section 5 we prove Theorem 2.8.

3 Outline of the proofs

In this section we expose the main tools required for the proofs of our results. Before going any further, let us introduce some notation.

In the rest of the paper,

  • |z||z|, for z2z\in\mathbb{R}^{2} designates the usual 22-norm, or modulus,

  • z=(z2,z1)z^{\perp}=(-z_{2},z_{1}),

  • |Z||Z|_{\infty} for Z=(z1,,zN)(2)NZ=(z_{1},\ldots,z_{N})\in(\mathbb{R}^{2})^{N} designates max1iN|zi|\max_{1\leq i\leq N}|z_{i}|,

  • CC is a name reserved for constants whose value is not relevant, and may change from line to line,

  • D(z,r)D(z,r) is the disk (in 2\mathbb{R}^{2}) or radius rr centered in zz.

Please notice that our construction – in particular ω0\omega_{0} – depends on ε\varepsilon, though we do not write the dependence of each quantity in ε\varepsilon for the sake of legibility.

3.1 Plan

The proofs of Theorems 2.3, 2.6 and 2.8 rely on two main steps. We first look for an unstable stationary configuration of point-vortices. Then we control the behaviour of a well prepared solution initially concentrated around this configuration.

Let us give some details on each step.

Step 1: constructing an unstable vortex configuration.

We consider the dynamical system ddtZ(t)=f(Z(t))\frac{\mathrm{d}}{\mathrm{d}t}Z(t)=f(Z(t)). Then we say that ZZ^{*} is a stationary point of the dynamics if f(Z)=0f(Z^{*})=0, and that it is unstable if Df(Z)\mathrm{D}f(Z^{*}) has an eigenvalue with positive real part.

At this step, we first aim to choose NN, Ω\Omega (when necessary), the family of aia_{i} and ziz_{i}^{*}. The trick is following: we choose intensities aia_{i}\in\mathbb{R}^{*} and a point Z=(z1,,zN)(2)NZ^{*}=(z_{1}^{*},\ldots,z_{N}^{*})\in(\mathbb{R}^{2})^{N} which is a stationary and unstable initial datum of the point-vortex dynamics (α\alpha-PVS). Let us notice that choosing a stationary configuration ZZ^{*} ensures that the hypothesis |zi(t)zj(t)|>0|z_{i}^{*}(t)-z_{j}^{*}(t)|>0 for all t0t\geq 0 is always satisfied. The consequence of the instability is that for every ε>0\varepsilon>0, there exists an initial configuration of point-vortices Z0Z_{0} such that

|ZZ0|=ε2,|Z^{*}-Z_{0}|_{\infty}=\frac{\varepsilon}{2},

and the solution tZ(t)t\mapsto Z(t) such that Z(0)=Z0Z(0)=Z_{0} move away exponentially fast from ZZ^{*}, therefore implying that for any β<1\beta<1,

τZ:=sup{t0 such that s[0,t],|Z(s)Z|2εβ}ξ0|lnε|.\tau_{Z}:=\sup\left\{t\geq 0\text{ such that }\forall s\in[0,t]\;,\;|Z(s)-Z^{*}|_{\infty}\leq 2\varepsilon^{\beta}\right\}\leq\xi_{0}|\ln\varepsilon|.

This problem is much simpler than the original one since we are investigating the behaviour of solutions of a system of ordinary differential equations, the point-vortex dynamics, instead of a solution of a partial derivative equation. More precisely, we have the following proposition, obtained as a corollary of Theorem 6.1, Chapter 9 of [17], and proved in Section 3.3.

Proposition 3.1.

Let f:(2)N(2)Nf:(\mathbb{R}^{2})^{N}\to(\mathbb{R}^{2})^{N}. We consider the differential equation

ddtZ(t)=f(Z(t)).\frac{\mathrm{d}}{\mathrm{d}t}Z(t)=f(Z(t)). (3)

Assume that there exists Z(2)NZ^{*}\in(\mathbb{R}^{2})^{N} such that f(Z)=0f(Z^{*})=0. Assume furthermore that Df(Z)\mathrm{D}f(Z^{*}) has an eigenvalue with positive real part λ0>0\lambda_{0}>0.

Then for any λ<λ0\lambda<\lambda_{0}, for every ε>0\varepsilon>0 small enough and for any β(0,1)\beta\in(0,1) there exists and a choice of Z0Z_{0} such that |Z0Z|=ε/2|Z_{0}-Z^{*}|_{\infty}=\varepsilon/2,

τZ1βλ|lnε|.\tau_{Z}\leq\frac{1-\beta}{\lambda}|\ln\varepsilon|.

In conclusion, proving that τZξ1|lnε|\tau_{Z}\leq\xi_{1}|\ln\varepsilon| simply relies on finding an eigenvalue with positive real part of the Jacobian matrix of the dynamic’s functional.

Step 2: constructing the approximation

The idea is then to prove that a solution ω\omega with well prepared initial data ω0\omega_{0} satisfying (2) satisfies that for every tτε,βt\leq\tau_{\varepsilon,\beta},

|B(t)Z(t)|=o(εβ),|B(t)-Z(t)|_{\infty}=o(\varepsilon^{\beta}),

where

Bi(t)=1ai2xωi(x,t)dx,B_{i}(t)=\frac{1}{a_{i}}\int_{\mathbb{R}^{2}}x\omega_{i}(x,t)\mathrm{d}x,

and B(t)=(B1(t),,BN(t))B(t)=(B_{1}(t),\ldots,B_{N}(t)). The conclusion then comes from the fact that by construction (Step 1), there exists t11βλt_{1}\leq\frac{1-\beta}{\lambda} such that |Z(t1)Z|=2εβ|Z(t_{1})-Z^{*}|_{\infty}=2\varepsilon^{\beta} and thus for ε\varepsilon small enough, τε,βt1ξ1|lnε|\tau_{\varepsilon,\beta}\leq t_{1}\leq\xi_{1}|\ln\varepsilon|.

In order to obtain this control on |B(t)Z(t)||B(t)-Z(t)|_{\infty}, we need to estimate the moment of inertia

Ii(t)=1ai2|xBi(t)|2ωi(x,t)dxI_{i}(t)=\frac{1}{a_{i}}\int_{\mathbb{R}^{2}}|x-B_{i}(t)|^{2}\omega_{i}(x,t)\mathrm{d}x

of each blob. The constant ν\nu in (2) intervenes when estimating I(0)I(0). The critical part in this step is the competition between the growth of IiI_{i}, which loosen the control on |B(t)Z(t)||B(t)-Z(t)|_{\infty}, with the growth of |Z(t)Z||Z(t)-Z^{*}|_{\infty}. When we do not have constraints on ν\nu, then one can always choose ν\nu large enough so that IiI_{i} remains small long enough. However the difficulty arises when wanting to construct ω0\omega_{0} with ν=4\nu=4. This requires to be able to estimate precisely the growth of each IiI_{i}, of |Z(t)Z||Z(t)-Z^{*}|_{\infty} and of |B(t)Z(t)||B(t)-Z(t)|_{\infty}.

All of this is captured in Theorem 3.2 presented in Section 3.2.

3.2 Confinement around an unstable configuration

Once the unstable configuration of point-vortices is obtained in Step 1, most of the work needed in the second step does not depend on that configuration nor on the specific framework. Therefore, we establish a general theorem that we will be able to apply for any suitable configuration of vortices, also including when appropriate the presence of a boundary.

To understand better the dynamics of each blob, we describe the influence of the other blobs or of the boundary by an an exterior field. We assume that each blob is a solution of a problem

{tωi(x,t)+(ui(x,t)+Fi(x,t))ωi(x,t)=0,ui(x,t)=2Cα(xy)|xy|α+1ωi(y,t)dy,ωi(x,0)=ωi,0(x),\begin{cases}\partial_{t}\omega_{i}(x,t)+\big{(}u_{i}(x,t)+F_{i}(x,t)\big{)}\cdot\nabla\omega_{i}(x,t)=0,\vspace{2mm}\\ \displaystyle u_{i}(x,t)=\int_{\mathbb{R}^{2}}C_{\alpha}\frac{(x-y)^{\perp}}{|x-y|^{\alpha+1}}\omega_{i}(y,t)\mathrm{d}y,\vspace{1mm}\\ \omega_{i}(x,0)=\omega_{i,0}(x),\\ \end{cases} (4)

where FiF_{i} is an exterior field that satisfies Fi=0\nabla\cdot F_{i}=0. Let Z(2)NZ^{*}\in(\mathbb{R}^{2})^{N} and fC1((2)N,(2)N)f\in C^{1}\Big{(}(\mathbb{R}^{2})^{N}\,,\,(\mathbb{R}^{2})^{N}\Big{)} such that f(Z)=0f(Z^{*})=0. We write f=(f1,,fN)f=(f_{1},\ldots,f_{N}). For any Z0Z_{0}, let tZ(t)t\mapsto Z(t) be the solution of the problem

{ddtZ(t)=f(Z(t))Z(0)=Z0.\begin{cases}\displaystyle\frac{\mathrm{d}}{\mathrm{d}t}Z(t)=f(Z(t))\vspace{1mm}\\ Z(0)=Z_{0}.\end{cases} (5)

In this particular setting, for any β(0,1)\beta\in(0,1), we have

τε,β=sup{t0 such that s[0,t],suppω(,s)i=1ND(zi,εβ)}.\tau_{\varepsilon,\beta}=\sup\left\{t\geq 0\text{ such that }\forall s\in[0,t],\hskip 5.69046pt\mathrm{supp}\hskip 2.84526pt\omega(\cdot,s)\subset\bigcup_{i=1}^{N}D(z_{i}^{*},\varepsilon^{\beta})\right\}.

Assuming that |Z0Z|=ε/2|Z_{0}-Z^{*}|_{\infty}=\varepsilon/2, we recall that

τZ:=sup{t0 such that s[0,t],|Z(s)Z|<2εβ}.\tau_{Z}:=\sup\left\{t\geq 0\text{ such that }\forall s\in[0,t]\;,|Z(s)-Z^{*}|_{\infty}<2\varepsilon^{\beta}\right\}.

We then have the following theorem.

Theorem 3.2.

Let NN\in\mathbb{N}^{*}, aia_{i}\in\mathbb{R}^{*} for every i{1,,N}i\in\{1,\ldots,N\}, Z(2)NZ^{*}\in(\mathbb{R}^{2})^{N}. Let fC1((2)N,(2)N)f\in C^{1}\big{(}(\mathbb{R}^{2})^{N},(\mathbb{R}^{2})^{N}\big{)} and FiF_{i} such that Fi=0\nabla\cdot F_{i}=0. We assume the following.

  • (i)(i)

    f(Z)=0f(Z^{*})=0 and Df(Z)\mathrm{D}f(Z^{*}) has an eigenvalue with positive real part λ0\lambda_{0},

  • (ii)(ii)

    There exists CC such that for all i{1,,N}i\in\{1,\ldots,N\}, tτε,β\forall t\leq\tau_{\varepsilon,\beta},

    |Fi(Bi(t),t)fi(B(t))|Cj=1NIj,\left|F_{i}(B_{i}(t),t)-f_{i}(B(t))\right|\leq C\sum_{j=1}^{N}\sqrt{I_{j}},
  • (iii)(iii)

    There exists constants κ0\kappa_{0}, κ1\kappa_{1} and κ2\kappa_{2} such that i{1,,N}\forall i\in\{1,\ldots,N\}, x,xD(zi,εβ)\forall\,x,x^{\prime}\in D(z_{i}^{*},\varepsilon^{\beta}), tτε,β\forall\,t\leq\tau_{\varepsilon,\beta},

    |Fi(x,t)Fi(x,t)|κ0|xx|,|F_{i}(x,t)-F_{i}(x^{\prime},t)|\leq\kappa_{0}|x-x^{\prime}|, (6)

    and

    |(xx)(Fi(x,t)Fi(x,t))|κ1|xx|2,\Big{|}(x-x^{\prime})\cdot\big{(}F_{i}(x,t)-F_{i}(x^{\prime},t)\big{)}\Big{|}\leq\kappa_{1}|x-x^{\prime}|^{2}, (7)

    and X,X(2)N\forall\,X,X^{\prime}\in(\mathbb{R}^{2})^{N} such that |XZ|2εβ|X-Z^{*}|_{\infty}\leq 2\varepsilon^{\beta} and |XZ|2εβ|X^{\prime}-Z^{*}|_{\infty}\leq 2\varepsilon^{\beta},

    |f(X)f(X)|κ2|XX|.|f(X)-f(X^{\prime})|_{\infty}\leq\kappa_{2}|X-X^{\prime}|_{\infty}. (8)

Then there exists ν2\nu\geq 2 and β0<42α5α\beta_{0}<\frac{4-2\alpha}{5-\alpha} such that for all β(β0,1)\beta\in(\beta_{0},1), for every ξ>1βλ0\xi>\frac{1-\beta}{\lambda_{0}} and for every ε>0\varepsilon>0 small enough, there exists ω0\omega_{0} satisfying (2) such that any ω=i=1Nωi\omega=\sum_{i=1}^{N}\omega_{i} solution of the problem (4) for every ii satisfies

τε,βξ|lnε|.\tau_{\varepsilon,\beta}\leq\xi|\ln\varepsilon|.
Proof.

First, we use Hypothesis (i)(i) to apply Proposition 3.1 and get that for every ε\varepsilon small enough, there exists Z0Z_{0} such that |Z0Z|=ε/2|Z_{0}-Z^{*}|_{\infty}=\varepsilon/2 and for every β(0,1)\beta\in(0,1), the solution ZZ of the problem (5) satisfies

τZ1βλ|lnε|.\tau_{Z}\leq\frac{1-\beta}{\lambda}|\ln\varepsilon|. (9)

Now let ω0\omega_{0} satisfying (2) for some ν2\nu\geq 2 and such that

B(0)=Z0,B(0)=Z_{0}, (10)

and

i{1,,N},Ii(0)εν.\forall i\in\{1,\ldots,N\},\quad I_{i}(0)\leq\varepsilon^{\nu}. (11)

This is always possible as stated in Remark B.1 given in Appendix B. Let ω=i=1Nωi\omega=\sum_{i=1}^{N}\omega_{i} such that each ωi\omega_{i} is a solution of the problem (4).

We observe that if τε,βτZ\tau_{\varepsilon,\beta}\leq\tau_{Z}, then we have the desired result. So for the sake of contradiction, we can assume that τε,β>τZ\tau_{\varepsilon,\beta}>\tau_{Z}.

Recalling that ωi\omega_{i} solves (4), we have that

ddtBi=1aiFi(x,t)ωi(x,t)dx\frac{\mathrm{d}}{\mathrm{d}t}B_{i}=\frac{1}{a_{i}}\int F_{i}(x,t)\omega_{i}(x,t)\mathrm{d}x

and

ddtIi=2ai(xBi(t))(Fi(x,t)Fi(Bi(t),t))ωi(x,t)dx.\frac{\mathrm{d}}{\mathrm{d}t}I_{i}=\frac{2}{a_{i}}\int(x-B_{i}(t))\cdot(F_{i}(x,t)-F_{i}(B_{i}(t),t))\omega_{i}(x,t)\mathrm{d}x.

Indeed, if ωi\omega_{i} is smooth (when α=1\alpha=1 or before a possible regularity blow-up if α>1\alpha>1), these are classical computations. In general, ωiL1L\omega_{i}\in L^{1}\cap L^{\infty} and these relations hold in the weak sense, see for instance [13, Corollary 2.8] or [5].

Now using Hypothesis (iii)(iii), and observing from (2) that ωiai0\frac{\omega_{i}}{a_{i}}\geq 0, we get that

|ddtIi|2κ1|xBi(t)|2ωi(x,t)aidx=2κ1Ii(t).\left|\frac{\mathrm{d}}{\mathrm{d}t}I_{i}\right|\leq 2\kappa_{1}\int|x-B_{i}(t)|^{2}\frac{\omega_{i}(x,t)}{a_{i}}\mathrm{d}x=2\kappa_{1}I_{i}(t).

Therefore, we get that

Ii(t)Ii(0)e2κ1t.I_{i}(t)\leq I_{i}(0)e^{2\kappa_{1}t}. (12)

We now want to estimate |B(t)Z(t)||B(t)-Z(t)|_{\infty}. For every i{1,,N}i\in\{1,\ldots,N\} we have that

|ddtBi(t)fi(B(t))|\displaystyle\left|\frac{\mathrm{d}}{\mathrm{d}t}B_{i}(t)-f_{i}(B(t))\right| =|1ai(Fi(x,t)fi(B(t)))ωi(x,t)dx|\displaystyle=\left|\frac{1}{a_{i}}\int\big{(}F_{i}(x,t)-f_{i}(B(t))\big{)}\omega_{i}(x,t)\mathrm{d}x\right|
=|1ai(Fi(x,t)Fi(Bi(t),t)+Fi(Bi(t),t)fi(B(t)))ωi(x,t)dx|\displaystyle=\left|\frac{1}{a_{i}}\int\big{(}F_{i}(x,t)-F_{i}(B_{i}(t),t)+F_{i}(B_{i}(t),t)-f_{i}(B(t))\big{)}\omega_{i}(x,t)\mathrm{d}x\right|
κ0|xBi(t)|ωi(x,t)aidx+Cj=1NIj(t),\displaystyle\leq\kappa_{0}\int|x-B_{i}(t)|\frac{\omega_{i}(x,t)}{a_{i}}\mathrm{d}x+C\sum_{j=1}^{N}\sqrt{I_{j}(t)},

where we used hypotheses (ii)(ii) and (iii)(iii). By the Cauchy Schwartz inequality we have that

|xB(t)|ωi(x,t)aidx=(|xB(t)|2ωi(x,t)aidx)1/2(ωi(x,t)aidx)1/2Ii(t),\int|x-B(t)|\frac{\omega_{i}(x,t)}{a_{i}}\mathrm{d}x=\left(\int|x-B(t)|^{2}\frac{\omega_{i}(x,t)}{a_{i}}\mathrm{d}x\right)^{1/2}\left(\int\frac{\omega_{i}(x,t)}{a_{i}}\mathrm{d}x\right)^{1/2}\leq\sqrt{I_{i}(t)},

and therefore, since the result is now uniform in ii,

|ddtB(t)f(B(t))|Cj=1NIj(t).\left|\frac{\mathrm{d}}{\mathrm{d}t}B(t)-f(B(t))\right|_{\infty}\leq C\sum_{j=1}^{N}\sqrt{I_{j}(t)}.

The value of CC is irrelevant and changes from line to line. The value of κ0\kappa_{0} is also irrelevant in the end and is absorbed in CC.

We recall that by relation (10), B(0)=Z0=Z(0)B(0)=Z_{0}=Z(0) and that ZZ is a solution of the problem (5) with ff being a Lipschitz map by Hypothesis (iii)(iii). We now use a variant of the Gronwall’s inequality – Lemma B.2 given in appendix – to obtain that

|B(t)Z(t)|Ceκ2t0tj=1NIj(s)ds.\big{|}B(t)-Z(t)\big{|}_{\infty}\leq Ce^{\kappa_{2}t}\int_{0}^{t}\sum_{j=1}^{N}\sqrt{I_{j}(s)}\mathrm{d}s.

Using relation (12), we have that

j=1N0tIj(s)dsj=1N0tIj(0)eκ1sdsj=1NIj(0)κ1eκ1t.\sum_{j=1}^{N}\int_{0}^{t}\sqrt{I_{j}(s)}\mathrm{d}s\leq\sum_{j=1}^{N}\int_{0}^{t}\sqrt{I_{j}(0)}e^{\kappa_{1}s}\mathrm{d}s\leq\sum_{j=1}^{N}\frac{\sqrt{I_{j}(0)}}{\kappa_{1}}e^{\kappa_{1}t}.

Recalling that by relation (11), Ij(0)ενI_{j}(0)\leq\varepsilon^{\nu}, we obtain that

|B(t)Z(t)|Cεν/2(κ1+κ2)t|lnε|.\big{|}B(t)-Z(t)\big{|}_{\infty}\leq C\varepsilon^{\nu/2-(\kappa_{1}+\kappa_{2})t|\ln\varepsilon|}.

We are interested in proving that tτZ\forall t\leq\tau_{Z},

|B(t)Z(t)|=o(εβ),\big{|}B(t)-Z(t)\big{|}_{\infty}=o(\varepsilon^{\beta}), (13)

as ε0\varepsilon\to 0. For ε<1\varepsilon<1 and for all tτZt\leq\tau_{Z}, by relation (9), for any λ<λ0\lambda<\lambda_{0},

t|lnε|1βλ.-t|\ln\varepsilon|\geq\frac{1-\beta}{\lambda}.

Therefore, one sufficient condition to obtain (13) is

ν>2κ1+κ2λ0(1β)+2β,\nu>2\frac{\kappa_{1}+\kappa_{2}}{\lambda_{0}}(1-\beta)+2\beta, (14)

since in that case, one can choose λ\lambda close enough to λ0\lambda_{0} such that

ν/2κ1+κ2λ(1β)>β.\nu/2-\frac{\kappa_{1}+\kappa_{2}}{\lambda}(1-\beta)>\beta.

We observe that necessarily, κ2λ0\kappa_{2}\geq\lambda_{0} so κ1+κ2λ0>1\frac{\kappa_{1}+\kappa_{2}}{\lambda_{0}}>1 and therefore the map ϕ:β2κ1+κ2λ0(1β)+2β\phi:\beta\mapsto 2\frac{\kappa_{1}+\kappa_{2}}{\lambda_{0}}(1-\beta)+2\beta is decreasing on [0,1][0,1]. Let

ν>ϕ(42α5α)=25α((1+α)κ1+κ2λ0+42α).\nu>\phi\left(\frac{4-2\alpha}{5-\alpha}\right)=\frac{2}{5-\alpha}\left((1+\alpha)\frac{\kappa_{1}+\kappa_{2}}{\lambda_{0}}+4-2\alpha\right). (15)

Since ϕ\phi is also continuous, then there exists β0<42α5α\beta_{0}<\frac{4-2\alpha}{5-\alpha} such that β(β0,1)\forall\beta\in(\beta_{0},1),

ν>ϕ(β).\nu>\phi(\beta).

In particular, for every β(β0,1)\beta\in(\beta_{0},1), relation (14) holds true and thus relation (13) too.

We conclude by observing that for ε\varepsilon small enough,

|B(τZ)Z||Z(τZ)Z||B(τZ)Z(τZ)|2εβo(εβ)εβ.|B(\tau_{Z})-Z^{*}|_{\infty}\geq|Z(\tau_{Z})-Z^{*}|_{\infty}-|B(\tau_{Z})-Z(\tau_{Z})|_{\infty}\geq 2\varepsilon^{\beta}-o(\varepsilon^{\beta})\geq\varepsilon^{\beta}.

Since t<τε,β\forall\,t<\tau_{\varepsilon,\beta}, we have that |B(t)Z|<εβ|B(t)-Z^{*}|_{\infty}<\varepsilon^{\beta} by definition of τε,β\tau_{\varepsilon,\beta}, the previous relation is in contradiction with τε,β>τZ\tau_{\varepsilon,\beta}>\tau_{Z}. Therefore,

τε,βτZ1βλ|lnε|,\tau_{\varepsilon,\beta}\leq\tau_{Z}\leq\frac{1-\beta}{\lambda}|\ln\varepsilon|,

for any λ<λ0\lambda<\lambda_{0}. In particular, for every β(β0,1)\beta\in(\beta_{0},1), for every ξ1>1βλ0\xi_{1}>\frac{1-\beta}{\lambda_{0}}, we proved that for ε\varepsilon small enough,

τε,βξ1|lnε|.\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|.

Let us mention that Hypothesis (i)(i) is a consequence of the choice of ZZ^{*} and the aia_{i} made at Step 1, and that Hypothesis (ii)(ii) is a consequence of the nature of the relation between the exterior fields FiF_{i} and the map ff. Of course, the result could not be true if the FiF_{i} and ff were not related to each other.

The existence of κ0\kappa_{0}, κ1\kappa_{1} and κ2\kappa_{2} in the Hypothesis (iii)(iii) is a direct consequence of the fact that every FiF_{i} and ff are Lipschitz maps, which will always be the case in our framework. Even though relation (7) is a consequence of (6), only κ1\kappa_{1} and κ2\kappa_{2} intervene in the condition (15) on ν\nu. This is important when one wants to compute precisely the bounds on ν\nu, as we do in Section 5, and for several other examples in Appendix C.

Finally, we notice that we actually proved that any solution ω\omega starting from any initial data ω0\omega_{0} satisfying (2) and relations (10) and (11) satisfies τε,βξ1|lnε|\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|. Therefore, there is a large family of initial data, in terms for instance of the shape of the blob, that solves our problem.

3.3 Proof of Proposition 3.1.

Let us recall Theorem 6.1, Chapter 9 of [17].

Theorem 3.3.

Let f:(2)N(2)Nf:(\mathbb{R}^{2})^{N}\to(\mathbb{R}^{2})^{N}. We consider the differential equation

ddtZ(t)=f(Z(t)).\frac{\mathrm{d}}{\mathrm{d}t}Z(t)=f(Z(t)).

Assume that there exists Z(2)NZ^{*}\in(\mathbb{R}^{2})^{N} is such that f(Z)=0f(Z^{*})=0. Assume furthermore that Df(Z)\mathrm{D}f(Z^{*}) has an eigenvalue with positive real part λ0>0\lambda_{0}>0. Then there exists a solution of (3) such that Z(t)Z(t) exists some fixed neighbourhood of ZZ^{*}, that

Z(t)tZ,Z(t)\underset{t\to-\infty}{\longrightarrow}Z^{*},

and that

1tln|Z(t)Z|tλ0.\frac{1}{t}\ln|Z(t)-Z^{*}|_{\infty}\underset{t\to-\infty}{\longrightarrow}\lambda_{0}.

We now prove Proposition 3.1. Let β(0,1)\beta\in(0,1) and let Z~\widetilde{Z} a solution of (3) given by Theorem 3.3. Since Z~tZ\widetilde{Z}\underset{t\to-\infty}{\longrightarrow}Z^{*} and since Z~\widetilde{Z} exits some fixed neighbourhood of ZZ^{*}, for ε\varepsilon small enough, there exists t0t_{0} and t1t_{1} such that

{<t0<t1t1 as ε0|Z~(t1)Z|=2εβ|Z~(t0)Z|=ε/2.\begin{cases}-\infty<t_{0}<t_{1}\\ t_{1}\to-\infty&\text{ as }\varepsilon\to 0\\ |\widetilde{Z}(t_{1})-Z^{*}|_{\infty}=2\varepsilon^{\beta}\\ |\widetilde{Z}(t_{0})-Z^{*}|_{\infty}=\varepsilon/2.\end{cases}

Let Z(t)=Z~(t+t0)Z(t)=\widetilde{Z}(t+t_{0}), we have that |Z(0)Z|=ε/2|Z(0)-Z^{*}|_{\infty}=\varepsilon/2 and that τZt1t0\tau_{Z}\leq t_{1}-t_{0} since Z(t1t0)=2εβZ(t_{1}-t_{0})=2\varepsilon^{\beta}. Moreover, since

ln|Z(t)Z|=λ0t+ot(t),\ln|Z(t)-Z^{*}|_{\infty}=\lambda_{0}t+o_{t\to-\infty}(t),

then for any η(0,1)\eta\in(0,1), for t-t big enough we have that

1η<ln|Z(t)Z|λ0t<1+η1-\eta<\frac{\ln|Z(t)-Z^{*}|_{\infty}}{\lambda_{0}t}<1+\eta

Therefore, for ε\varepsilon small enough, applying in t0t_{0} and t1t_{1} (we recall that t1t_{1}\to-\infty as ε0\varepsilon\to 0) we have that

t1<ln|Z(t1)Z|λ0(1+η)=βlnε+ln2λ0(1+η)=β|lnε|+ln2λ0(1+η)t_{1}<\frac{\ln|Z(t_{1})-Z^{*}|_{\infty}}{\lambda_{0}(1+\eta)}=\frac{\beta\ln\varepsilon+\ln 2}{\lambda_{0}(1+\eta)}=\frac{-\beta|\ln\varepsilon|+\ln 2}{\lambda_{0}(1+\eta)}

and

t0<ln|Z(t0)Z|λ0(1η)=|lnε|+ln2λ0(1η)-t_{0}<-\frac{\ln|Z(t_{0})-Z^{*}|_{\infty}}{\lambda_{0}(1-\eta)}=\frac{|\ln\varepsilon|+\ln 2}{\lambda_{0}(1-\eta)}

and thus

t1t0<|lnε|(1λ0(1η)βλ0(1+η)+ln2λ0|lnε|(11+η+11η)).t_{1}-t_{0}<|\ln\varepsilon|\left(\frac{1}{\lambda_{0}(1-\eta)}-\frac{\beta}{\lambda_{0}(1+\eta)}+\frac{\ln 2}{\lambda_{0}|\ln\varepsilon|}\left(\frac{1}{1+\eta}+\frac{1}{1-\eta}\right)\right).

Therefore, by letting η0\eta\to 0, for any λ<λ0\lambda<\lambda_{0}, for ε\varepsilon small enough,

t1t01βλ|lnε|.t_{1}-t_{0}\leq\frac{1-\beta}{\lambda}|\ln\varepsilon|.

By definition, τZt1t01βλ|lnε|\tau_{Z}\leq t_{1}-t_{0}\leq\frac{1-\beta}{\lambda}|\ln\varepsilon|. This concludes the proof.

4 Unstable configurations of multiple vortices in the plane

In this section we show that we can choose a configuration ZZ^{*} and intensities aia_{i} such that we can apply Theorem 3.2 to estimate the exit time τε,β\tau_{\varepsilon,\beta} of a solution of the equations (1). Please notice that Theorem 2.3 is a direct consequence of Theorem 2.6 by taking α=1\alpha=1. Therefore, we work with some general α[1,2)\alpha\in[1,2).

We start by introducing a family of point-vortex configurations ZZ^{*} for any N3N\geq 3. We then construct the exterior fields FiF_{i} such that the blobs ωi\omega_{i} is a solution of the problem (4), and start proving each of the conditions to apply Theorem 3.2. We then prove Theorem 2.3, and Proposition C.1 by computing explicitly the properties of our construction with N=3N=3. In Appendix C, we use the construction with N=7N=7 and N=9N=9.

4.1 Vortex crystals

Let us introduce a family of stationary solutions of the α\alpha-point-vortex model (α\alpha-PVS) that are part of the so called vortex crystals family. For a more general study of vortex crystals and their stability, we refer the reader to [1, 23, 3]. Fore the sake of legibility, we identify =2\mathbb{C}=\mathbb{R}^{2} for the position of point-vortices. We use the notation x=((x)p,(x)q)=(x)p+i(x)qx=\big{(}(x)_{p},(x)_{q}\big{)}=(x)_{p}+i(x)_{q}.

Let N3N\geq 3, and

Kα(x,y)=Cα(xy)|xy|α+1,K_{\alpha}(x,y)=C_{\alpha}\frac{(x-y)^{\perp}}{|x-y|^{\alpha+1}},

so that the point-vortex equation (α\alpha-PVS) becomes

i1,N,ddtzi(t)=1jNjiajKα(zi(t),zj(t)).\forall i\in\llbracket 1,N\rrbracket,\quad\frac{\mathrm{d}}{\mathrm{d}t}z_{i}(t)=\sum_{\begin{subarray}{c}1\leq j\leq N\\ j\neq i\end{subarray}}a_{j}K_{\alpha}\big{(}z_{i}(t),z_{j}(t)\big{)}.

In particular, by setting for all Z=(z1,,zN)Z=(z_{1},\ldots,z_{N}):

f(Z)=(jiajKα(zi,zj))1iN,f(Z)=\left(\sum_{j\neq i}a_{j}K_{\alpha}(z_{i},z_{j})\right)_{1\leq i\leq N},

then we have that

ddtZ(t)=f(Z(t)).\frac{\mathrm{d}}{\mathrm{d}t}Z(t)=f(Z(t)).

We consider NN point-vortices in the following configuration. The first N1N-1 points form a regular (N1)(N-1)-polygon, and the NN-th vortex is placed at the center. For instance, by letting ζ=ei2πN1\zeta=e^{i\frac{2\pi}{N-1}}, where here ii denotes the complex unit, we set

j{1,,N1},zj=ζj,\displaystyle\forall j\in\{1,\ldots,N-1\},\hskip 5.69046ptz_{j}^{*}=\zeta^{j}, aj=1\displaystyle\quad a_{j}=1
zN=0,\displaystyle z_{N}^{*}=0, aN.\displaystyle\quad a_{N}\in\mathbb{R}.

Then, (see for instance [1]) the solution of (α\alpha-PVS) with initial configuration Z=(z1,,zN)Z^{*}=(z_{1}^{*},\ldots,z_{N}^{*}) satisfies zj(t)=eiμtzjz_{j}(t)=e^{i\mu t}z_{j}^{*} for some angular velocity ν\nu that does not depend on jj. The motion of the whole configuration is a rigid rotation around 0, which makes it a so called vortex crystal.

This stands for any choice of aNa_{N}\in\mathbb{R}. Now we make a particular choice. For every N3N\geq 3, there exists aN0a_{N}\neq 0 in the previous configuration such that the solution is stationary (μ=0\mu=0). Indeed, let us compute the velocity of any point vortex (except the one at the center that is always stationary), for instance zN1=ζN1=1z_{N-1}=\zeta^{N-1}=1.

ddtzN1(0)\displaystyle\frac{\mathrm{d}}{\mathrm{d}t}z_{N-1}(0) =j=1N2Kα(1,ζj)+aNKα(1,0)\displaystyle=\sum_{j=1}^{N-2}K_{\alpha}(1,\zeta^{j})+a_{N}K_{\alpha}(1,0)
=Cα(j=1N2(1ζj)|1ζj|α+1+aN).\displaystyle=C_{\alpha}\left(\sum_{j=1}^{N-2}\frac{(1-\zeta^{j})}{|1-\zeta^{j}|^{\alpha+1}}+a_{N}\right)^{\perp}.

Since ζj¯=ζN1j\overline{\zeta^{j}}=\zeta^{N-1-j}, the quantity j=1N2(1ζj)|1ζj|α+1\sum_{j=1}^{N-2}\frac{(1-\zeta^{j})}{|1-\zeta^{j}|^{\alpha+1}} is a non vanishing real number and thus letting

aN=j=1N2(1ζj)|1ζj|α+1a_{N}=-\sum_{j=1}^{N-2}\frac{(1-\zeta^{j})}{|1-\zeta^{j}|^{\alpha+1}}

enforces that ddtzN1(0)=0\frac{\mathrm{d}}{\mathrm{d}t}z_{N-1}(0)=0. By symmetry, ddtzj(0)=0\frac{\mathrm{d}}{\mathrm{d}t}z_{j}(0)=0 for every j1,,N1j\in{1,\ldots,N-1}. As for zNz_{N}, it is always stationary, again by a symmetry argument, or by a simple computation.

In conclusion, for any N3N\geq 3, we constructed a NN-vortex configuration that is stationary. In order to study the stability of the equilibrium ZZ^{*}, we compute Df(Z)\mathrm{D}f(Z^{*}). To this end, let us compute

1Cα\displaystyle\frac{1}{C_{\alpha}} (Kα(zi+x,zj+y)Kα(zi,zj))\displaystyle\big{(}K_{\alpha}(z_{i}+x,z_{j}+y)-K_{\alpha}(z_{i},z_{j})\big{)}
=((zi+x)(zj+y))|(zi+x)(zj+y)|α+1(zizj)|zizj|α+1\displaystyle=\frac{\big{(}(z_{i}+x)-(z_{j}+y)\big{)}^{\perp}}{\big{|}(z_{i}+x)-(z_{j}+y)\big{|}^{\alpha+1}}-\frac{(z_{i}-z_{j})^{\perp}}{|z_{i}-z_{j}|^{\alpha+1}}
=(zizj)|(zi+x)(zj+y)|α+1(zizj)|zizj|α+1+(xy)|(zi+x)(zj+y)|α+1\displaystyle=\frac{(z_{i}-z_{j})^{\perp}}{\big{|}(z_{i}+x)-(z_{j}+y)\big{|}^{\alpha+1}}-\frac{(z_{i}-z_{j})^{\perp}}{|z_{i}-z_{j}|^{\alpha+1}}+\frac{(x-y)^{\perp}}{\big{|}(z_{i}+x)-(z_{j}+y)\big{|}^{\alpha+1}}
=(zizj)|zizj|α+1(1(α+1)(xy)zizj|zizj|2+o(|x|+|y|)1)+(xy)|zizj|α+1+o(|x|+|y|),\displaystyle=\frac{(z_{i}-z_{j})^{\perp}}{|z_{i}-z_{j}|^{\alpha+1}}\left(1-(\alpha+1)(x-y)\cdot\frac{z_{i}-z_{j}}{|z_{i}-z_{j}|^{2}}+o\big{(}|x|+|y|\big{)}-1\right)+\frac{(x-y)^{\perp}}{|z_{i}-z_{j}|^{\alpha+1}}+o\big{(}|x|+|y|\big{)},

and finally, we obtain that

1Cα(Kα(zi+x,zj+y)Kα(zi,zj))=(zizj)|zizj|α+3(α+1)(xy)(zizj)+(xy)|zizj|α+1+o(|x|+|y|).\frac{1}{C_{\alpha}}\big{(}K_{\alpha}(z_{i}+x,z_{j}+y)-K_{\alpha}(z_{i},z_{j})\big{)}\\ =-\frac{(z_{i}-z_{j})^{\perp}}{|z_{i}-z_{j}|^{\alpha+3}}(\alpha+1)(x-y)\cdot(z_{i}-z_{j})+\frac{(x-y)^{\perp}}{|z_{i}-z_{j}|^{\alpha+1}}+o\big{(}|x|+|y|\big{)}. (16)

Since each coordinate ziz_{i} of ff is of dimension two, we need some clarification on the notations. We now think of ff as the map

f~:{2N2N(p1,q1,,pN,qN)(f~p1,f~q1,,f~pN,f~qN)=f(p1+iq1,,pN+iqN).\widetilde{f}:\begin{cases}\mathbb{R}^{2N}\to\mathbb{R}^{2N}\\ \big{(}p_{1},q_{1},\ldots,p_{N},q_{N}\big{)}\mapsto\big{(}\widetilde{f}_{p_{1}},\widetilde{f}_{q_{1}},\ldots,\widetilde{f}_{p_{N}},\widetilde{f}_{q_{N}}\big{)}=f\big{(}p_{1}+iq_{1},\ldots,p_{N}+iq_{N}\big{)}.\end{cases}

Relation (16) yields for iji\neq j that

{1ajCαpjf~pi=(zizj)q|zizj|α+3(α+1)(zizj)p1ajCαpjf~qi=(zizj)p|zizj|α+3(α+1)(zizj)p1|zizj|α+11ajCαqjf~pi=(zizj)q|zizj|α+3(α+1)(zizj)q+1|zizj|α+11ajCαqjf~qi=(zizj)p|zizj|α+3(α+1)(zizj)q,\begin{cases}\displaystyle\frac{1}{a_{j}C_{\alpha}}\partial_{p_{j}}\widetilde{f}_{p_{i}}=-\frac{(z_{i}-z_{j})_{q}}{|z_{i}-z_{j}|^{\alpha+3}}(\alpha+1)(z_{i}-z_{j})_{p}\vspace{1mm}\\ \displaystyle\frac{1}{a_{j}C_{\alpha}}\partial_{p_{j}}\widetilde{f}_{q_{i}}=\frac{(z_{i}-z_{j})_{p}}{|z_{i}-z_{j}|^{\alpha+3}}(\alpha+1)(z_{i}-z_{j})_{p}-\frac{1}{|z_{i}-z_{j}|^{\alpha+1}}\vspace{1mm}\\ \displaystyle\frac{1}{a_{j}C_{\alpha}}\partial_{q_{j}}\widetilde{f}_{p_{i}}=-\frac{(z_{i}-z_{j})_{q}}{|z_{i}-z_{j}|^{\alpha+3}}(\alpha+1)(z_{i}-z_{j})_{q}+\frac{1}{|z_{i}-z_{j}|^{\alpha+1}}\vspace{1mm}\\ \displaystyle\frac{1}{a_{j}C_{\alpha}}\partial_{q_{j}}\widetilde{f}_{q_{i}}=\frac{(z_{i}-z_{j})_{p}}{|z_{i}-z_{j}|^{\alpha+3}}(\alpha+1)(z_{i}-z_{j})_{q},\end{cases}

and for i=ji=j,

{pif~pi=jipjf~pipif~qi=jipjf~qiqif~pi=jiqjf~piqif~qi=jiqjf~qi.\begin{cases}\displaystyle\partial_{p_{i}}\widetilde{f}_{p_{i}}=-\sum_{j\neq i}\partial_{p_{j}}\widetilde{f}_{p_{i}}\vspace{1mm}\\ \displaystyle\partial_{p_{i}}\widetilde{f}_{q_{i}}=-\sum_{j\neq i}\partial_{p_{j}}\widetilde{f}_{q_{i}}\vspace{1mm}\\ \displaystyle\partial_{q_{i}}\widetilde{f}_{p_{i}}=-\sum_{j\neq i}\partial_{q_{j}}\widetilde{f}_{p_{i}}\vspace{1mm}\\ \displaystyle\partial_{q_{i}}\widetilde{f}_{q_{i}}=-\sum_{j\neq i}\partial_{q_{j}}\widetilde{f}_{q_{i}}.\end{cases}

In order to keep the notations as light as possible, we will write Df\mathrm{D}f in place of Df~\mathrm{D}\widetilde{f}.

4.2 Defining the exterior fields

We recall that in order to apply Theorem 3.2, we need to show that every blob ωi\omega_{i} is a solution of a problem (4) with some exterior field FiF_{i}.

Let ω0\omega_{0} satisfying the general hypotheses (2) for N3N\geq 3 and ZZ^{*} the stationary vortex crystal presented in Section 4.1. Let ω\omega be a solution of (1). We observe that each blob ωi\omega_{i} is solution of (1) by letting

F(x,t)=Fi(x,t)=jiKα(x,y)ωj(y,t)dy.F(x,t)=F_{i}(x,t)=\int\sum_{j\neq i}K_{\alpha}(x,y)\omega_{j}(y,t)\mathrm{d}y.

Since xKα(x,y)=0\nabla_{x}\cdot K_{\alpha}(x,y)=0, then F=0\nabla\cdot F=0. Moreover, we have the following lemma, that proves that Hypothesis (ii)(ii) of Theorem 3.2 is satisfied.

Lemma 4.1.

Let i{1,,N}i\in\{1,\ldots,N\}. We have for all tτε,βt\leq\tau_{\varepsilon,\beta} that

|Fi(Bi(t),t)fi(B(t))|Cj=1NIj,\big{|}F_{i}(B_{i}(t),t)-f_{i}(B(t))\big{|}\leq C\sum_{j=1}^{N}\sqrt{I_{j}},

where CC depends only on α\alpha, the aia_{i} and ZZ^{*}.

Proof.
|Fi(Bi(t),t)fi(B(t))|\displaystyle\left|F_{i}(B_{i}(t),t)-f_{i}(B(t))\right| =|jiKα(Bi(t),y)ωj(y,t)dyjiajKα(Bi(t),Bj(t))|\displaystyle=\left|\sum_{j\neq i}\int K_{\alpha}(B_{i}(t),y)\omega_{j}(y,t)\mathrm{d}y-\sum_{j\neq i}a_{j}K_{\alpha}(B_{i}(t),B_{j}(t))\right|
=|ji(Kα(Bi(t),y)Kα(Bi(t),Bj(t)))ωj(y,t)dy|\displaystyle=\left|\sum_{j\neq i}\int\big{(}K_{\alpha}(B_{i}(t),y)-K_{\alpha}(B_{i}(t),B_{j}(t))\big{)}\omega_{j}(y,t)\mathrm{d}y\right|
ji|Kα(Bi(t),y)Kα(Bi(t),Bj(t))||aj|ωj(y,t)ajdy\displaystyle\leq\sum_{j\neq i}\int\big{|}K_{\alpha}(B_{i}(t),y)-K_{\alpha}(B_{i}(t),B_{j}(t))\big{|}\frac{|a_{j}|\omega_{j}(y,t)}{a_{j}}\mathrm{d}y
Cji|aj||yBj(t)|ωj(y,t)ajdy\displaystyle\leq C\sum_{j\neq i}|a_{j}|\int\big{|}y-B_{j}(t)\big{|}\frac{\omega_{j}(y,t)}{a_{j}}\mathrm{d}y
CjiIj(t),\displaystyle\leq C\sum_{j\neq i}\sqrt{I_{j}(t)},

where we used that KαK_{\alpha} and its derivatives are smooth on 2×2{x=y}\mathbb{R}^{2}\times\mathbb{R}^{2}\setminus\{x=y\}, and go to 0 when |xy|+|x-y|\to+\infty, so in particular KαK_{\alpha} is a Lipschitz map on ijD(zi,εβ)×D(zj,εβ)\bigcup_{i\neq j}D(z_{i}^{*},\varepsilon^{\beta})\times D(z_{j}^{*},\varepsilon^{\beta}). ∎

The existence of κ0\kappa_{0}, κ1\kappa_{1} and κ2\kappa_{2} is trivial since FF and ff are Lipschitz maps while the blobs and point-vortices remain far from each other, which is always the case when tτε,βt\leq\tau_{\varepsilon,\beta} and tτZt\leq\tau_{Z}, so Hypothesis (iii)(iii) is always satisfied.

Therefore, in order to apply Theorem 3.2, we come down to prove that there is indeed an eigenvalue of Df(Z)\mathrm{D}f(Z^{*}) with positive real part. Then the only remaining difficult task is to estimate the constants κ1\kappa_{1}, κ2\kappa_{2} and λ0\lambda_{0} to obtain an information on the lowest possible choice of ν\nu.

4.3 Proof of Theorems 2.3 and 2.6

We now prove Proposition C.1, which in turns proves Theorem 2.3. We construct explicitly the vortex crystal as described in Section 4.1 with N=3N=3, namely the configuration:

{z1=(1,0),a1=1z2=(1,0),a2=1z3=(0,0),a3=12α.\begin{cases}z_{1}^{*}=(-1,0),&a_{1}=1\\ z_{2}^{*}=(1,0),&a_{2}=1\\ z_{3}^{*}=(0,0),&a_{3}=-\frac{1}{2^{\alpha}}.\end{cases}

We now compute Df(Z)\mathrm{D}f(Z^{*}) using the method previously described at the end of Section 4.1 to obtain the 6×66\times 6 matrix:

Df(Z)=Cα(02(α+1)02(α+1)02α2(α+1)α02(α+1)α02αα002(α+1)02(α+1)02α2(α+1)α02(α+1)α02αα0010102α0α02α0)\mathrm{D}f(Z^{*})=C_{\alpha}\left(\begin{array}[]{cccccc}0&2^{-(\alpha+1)}&0&2^{-(\alpha+1)}&0&-2^{-\alpha}\\ 2^{-(\alpha+1)}\alpha&0&2^{-(\alpha+1)}\alpha&0&-2^{-\alpha}\alpha&0\\ 0&2^{-(\alpha+1)}&0&2^{-(\alpha+1)}&0&-2^{-\alpha}\\ 2^{-(\alpha+1)}\alpha&0&2^{-(\alpha+1)}\alpha&0&-2^{-\alpha}\alpha&0\\ 0&1&0&1&0&-2\\ \alpha&0&\alpha&0&-2\alpha&0\\ \end{array}\right)

The eigenvalues of this matrix are 0, with multiplicity 4, and ±Cα(22α)α\pm C_{\alpha}(2-2^{-\alpha})\sqrt{\alpha}. So by letting λ0=Cα(22α)α\lambda_{0}=C_{\alpha}(2-2^{-\alpha})\sqrt{\alpha} we have here a positive eigenvalue, associated with the eigenvector

vλ0=(1,α,1,α,2α+1,α2α+1).v_{\lambda_{0}}=\left(-1,\sqrt{\alpha},-1,\sqrt{\alpha},-2^{\alpha+1},\sqrt{\alpha}2^{\alpha+1}\right).

This conclude Step 1.

We now apply Theorem (3.2) and obtain the existence for any α[1,2)\alpha\in[1,2) of ν2\nu\geq 2 and β0<42α5α\beta_{0}<\frac{4-2\alpha}{5-\alpha} such that for every β(β0,1)\beta\in(\beta_{0},1), every

ξ1>1βλ0=1βCα(22α)α\xi_{1}>\frac{1-\beta}{\lambda_{0}}=\frac{1-\beta}{C_{\alpha}(2-2^{-\alpha})\sqrt{\alpha}}

and every ε>0\varepsilon>0 small enough, there exists ω0\omega_{0} satisfying (2) such that any solution ω\omega of (1) satisfies

τε,βξ1|lnε|.\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|.

We proved Theorem 2.6, and by taking α=1\alpha=1 we proved Theorem 2.3 as well.

5 Unstable point-vortex in a bounded domain

In this section we construct a bounded domain Ω\Omega and an initial data ω0\omega_{0} satisfying (2) with N=1N=1, such that the solution of (Eu) satisfies that

τε,βξ1|lnε|,\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|,

for ε\varepsilon small enough and for some ξ1\xi_{1}. Since N=1N=1, we denote by z=z1=Zz^{*}=z_{1}^{*}=Z^{*} and a=a1a=a_{1}.

We start by recalling some facts about the point-vortex dynamics in bounded domain, then we construct the domain. Finally, we prove Theorem 2.8 using again Theorem 3.2.

5.1 Euler equations and point-vortices in bounded domains

For the rest of the paper, we consider the Euler equations (Eu), which differs from before in the sense that now α=s=1\alpha=s=1, and ω:Ω\omega:\Omega\to\mathbb{R}, where Ω\Omega is a bounded simply connected subset of 2\mathbb{R}^{2}. We now recall that the problem

{ΔΨ=ωon ΩΨ=0on Ω\begin{cases}\Delta\Psi=\omega&\quad\text{on }\Omega\\ \Psi=0&\quad\text{on }\partial\Omega\end{cases}

has a unique solution

Ψ(x)=ΩGΩ(x,y)ω(y)dy,\Psi(x)=\int_{\Omega}G_{\Omega}(x,y)\omega(y)\mathrm{d}y,

where GΩ:Ω×Ω{x=y}G_{\Omega}:\Omega\times\Omega\setminus\{x=y\}\to\mathbb{R} is the Green’s function of Δ-\Delta with Dirichlet condition in the domain Ω\Omega. Therefore, we have the Biot-Savart law:

u(x,t)=ΩxGΩ(x,y)ω(y,t)dy.u(x,t)=\int_{\Omega}\nabla_{x}^{\perp}G_{\Omega}(x,y)\omega(y,t)\mathrm{d}y.

An important property of the Green’s function GΩG_{\Omega} is that it decomposes as

GΩ=G2+γΩ,G_{\Omega}=G_{\mathbb{R}^{2}}+\gamma_{\Omega},

where

G2(x,y)=12πln|xy|,G_{\mathbb{R}^{2}}(x,y)=\frac{1}{2\pi}\ln|x-y|,

and γΩ:Ω×Ω+\gamma_{\Omega}:\Omega\times\Omega\to\mathbb{R}_{+} harmonic in both variables. We denote by γ~Ω:xγΩ(x,x)\widetilde{\gamma}_{\Omega}:x\mapsto\gamma_{\Omega}(x,x) the Robin’s function of the domain Ω\Omega. This map plays a crucial role in the study of the point-vortex dynamics in bounded domain. Indeed, the point-vortices in move according to the system

i1,N,ddtzi(t)=1jNjiaj(zi(t)zj(t))|zi(t)zj(t)|2+j=1NajxγΩ(zi(t),zj(t)),\forall i\in\llbracket 1,N\rrbracket,\quad\frac{\mathrm{d}}{\mathrm{d}t}z_{i}(t)=\sum_{\begin{subarray}{c}1\leq j\leq N\\ j\neq i\end{subarray}}a_{j}\frac{\big{(}z_{i}(t)-z_{j}(t)\big{)}^{\perp}}{\big{|}z_{i}(t)-z_{j}(t)\big{|}^{2}}+\sum_{j=1}^{N}a_{j}\nabla^{\perp}_{x}\gamma_{\Omega}\big{(}z_{i}(t),z_{j}(t)\big{)},

which in the case N=1N=1 reduces to

ddtz(t)=a2γ~Ω(z(t)).\frac{\mathrm{d}}{\mathrm{d}t}z(t)=\frac{a}{2}\nabla^{\perp}\widetilde{\gamma}_{\Omega}(z(t)).

Our plan to prove Theorem 2.8 is the same as the proof of Theorem 2.3. The aim is to apply Proposition3.1 and Theorem 3.2. We then straight away notice that when ω0\omega_{0} satisfy (2) with N=1N=1, and thus ω\omega (which we can extend by 0 to 2\mathbb{R}^{2}) is constituted of a unique blob that solves (4) by setting

F(x,t)=xγΩ(x,y)ω(y,t)dy,F(x,t)=\int\nabla_{x}^{\perp}\gamma_{\Omega}(x,y)\omega(y,t)\mathrm{d}y,

and zz is a solution of (5) by setting

f(z)=a2γ~Ω(z(t)).f(z)=\frac{a}{2}\nabla^{\perp}\widetilde{\gamma}_{\Omega}(z(t)).

Therefore, we are looking for zz^{*} an unstable critical point of the Robin’s function γ~Ω\widetilde{\gamma}_{\Omega}, namely such that γ~Ω(z)=0\nabla\widetilde{\gamma}_{\Omega}(z^{*})=0 and Dγ~Ω(z)\mathrm{D}\nabla^{\perp}\widetilde{\gamma}_{\Omega}(z^{*}) has a positive eigenvalue. However the Robin’s function is not known explicitly in general, and the existence of such a point depends on the domain Ω\Omega. Fortunately, we recall that for any simply connected domain Ω\Omega and for any zΩz^{*}\in\Omega, there exists a biholomorphic map T:ΩD:=D(0,1)T:\Omega\to D:=D(0,1) such that T(z0)=0T(z_{0})=0. Such a map also satisfy that

xyΩ,GΩ(x,y)=GD(T(x),T(y)),\forall x\neq y\in\Omega,\quad G_{\Omega}(x,y)=G_{D}\big{(}T(x),T(y)\big{)},

and thus

γ~Ω(x)=γ~D(x)+12πln|T(x)|.\widetilde{\gamma}_{\Omega}(x)=\widetilde{\gamma}_{D}(x)+\frac{1}{2\pi}\ln|T^{\prime}(x)|.

5.2 Known results on critical points of the Robin’s function

In this section we refer to [8] and recall the following results. For more details on the Robin’s function we refer the reader to [16, 12].

Proposition 5.1 ([8], Proposition 2.4).

If T:ΩDT:\Omega\to D is a biholomorphic map such that T(z)=0T(z^{*})=0, then

γ~Ω(z)=0T′′(z)=0.\nabla\widetilde{\gamma}_{\Omega}(z^{*})=0\Longleftrightarrow T^{\prime\prime}(z^{*})=0.

In particular, if the domain Ω\Omega has two axes of symmetry, then the intersection zz^{*} necessarily satisfy γ~Ω(z)=0\nabla\widetilde{\gamma}_{\Omega}(z^{*})=0 and thus T′′(z)=0T^{\prime\prime}(z^{*})=0. For the time being, we assume the existence of such zz^{*} and state some of its properties.

Lemma 5.2 ([8], Lemma 4.1).

Let T:ΩD(0,1)T:\Omega\to D(0,1) and zΩz^{*}\in\Omega such that T(z)=0T(z^{*})=0 and T′′(z)=0T^{\prime\prime}(z^{*})=0, then for every ε>0\varepsilon>0 small enough,

x,y,zD(z,εβ),|xγΩ(x,y)xγΩ(z,y)|=|xz|(|T′′′(z)|6π|T(z)|+𝒪(εβ)).\forall x,y,z\in D(z^{*},\varepsilon^{\beta}),\quad\left|\nabla_{x}^{\perp}\gamma_{\Omega}(x,y)-\nabla_{x}^{\perp}\gamma_{\Omega}(z,y)\right|=|x-z|\left(\frac{|T^{\prime\prime\prime}(z^{*})|}{6\pi|T^{\prime}(z^{*})|}+\mathcal{O}\left(\varepsilon^{\beta}\right)\right).

The direct corollary of this lemma is that FF satisfies (7) with

κ1=|a||T′′′(z)|6π|T(z)|+o(1).\kappa_{1}=|a|\frac{|T^{\prime\prime\prime}(z^{*})|}{6\pi|T^{\prime}(z^{*})|}+o(1).
Proposition 5.3 ([8], Sections 3.2 and 3.3).

Let Ω2\Omega\subset\mathbb{R}^{2} be a bounded simply connected domain. Then for any biholomorphism T:ΩDT:\Omega\to D mapping zz^{*} to 0 such that T′′(z)=0T^{\prime\prime}(z^{*})=0, the hessian matrix D2γ~Ω(z)\mathrm{D}^{2}\widetilde{\gamma}_{\Omega}(z^{*}) has non degenerate eigenvalues of opposite signs if and only if |T′′′(z)|>2|T(z)|3|T^{\prime\prime\prime}(z^{*})|>2|T^{\prime}(z^{*})|^{3}. In that case, these eigenvalues are

λ±=2|T(z)|2±|T′′′(z)|/|T(z)|2π,\lambda_{\pm}=\frac{2|T^{\prime}(z^{*})|^{2}\pm|T^{\prime\prime\prime}(z^{*})|/|T^{\prime}(z^{*})|}{2\pi},

and the eigenvalues of Dγ~Ω(z)\mathrm{D}\nabla^{\perp}\widetilde{\gamma}_{\Omega}(z^{*}) are ±λ+λ\pm\sqrt{-\lambda_{+}\lambda_{-}}, so that

λ0=|a|4π|T(z)||T′′′(z)|24|T(z)|6\lambda_{0}=\frac{|a|}{4\pi|T^{\prime}(z^{*})|}\sqrt{|T^{\prime\prime\prime}(z^{*})|^{2}-4|T^{\prime}(z^{*})|^{6}}

is a positive eigenvalue of Df(z)\mathrm{D}f(z^{*}).

From this we deduce two things. First, the condition |T′′′(z)|>2|T(z)|3|T^{\prime\prime\prime}(z^{*})|>2|T^{\prime}(z^{*})|^{3} is a criteria to establish that Df(z)\mathrm{D}f(z^{*}) has an eigenvalue with positive real part. Second, since D2γ~Ω\mathrm{D}^{2}\widetilde{\gamma}_{\Omega} is a real symmetric matrix, and since D(γ~Ω)=Rπ/2D2γ~Ω\mathrm{D}\nabla^{\perp}(\widetilde{\gamma}_{\Omega})=R_{\pi/2}\mathrm{D}^{2}\widetilde{\gamma}_{\Omega} with Rπ/2=(0110)R_{\pi/2}=\begin{pmatrix}0&-1\\ 1&0\end{pmatrix}, then

|Df(z)|=|a|2|D2γ~Ω|=|a|2λ+,{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\mathrm{D}f(z^{*})\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}=\frac{|a|}{2}{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\mathrm{D}^{2}\widetilde{\gamma}_{\Omega}\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}=\frac{|a|}{2}\lambda_{+},

so that ff satisfies (8) with

κ2=|a|2|T(z)|2+|T′′′(z)|/|T(z)|4π.\kappa_{2}=|a|\frac{2|T^{\prime}(z^{*})|^{2}+|T^{\prime\prime\prime}(z^{*})|/|T^{\prime}(z^{*})|}{4\pi}.

Therefore, in view of relation (15), we will be able in our construction to choose any ν\nu such that

ν>53|T′′′(z)|+2|T(z)|3|T′′′(z)|24|T(z)|6+1.\nu>\frac{\frac{5}{3}|T^{\prime\prime\prime}(z^{*})|+2|T^{\prime}(z^{*})|^{3}}{\sqrt{|T^{\prime\prime\prime}(z^{*})|^{2}-4|T^{\prime}(z^{*})|^{6}}}+1.

which satisfies in particular that

|T′′′(z)||T(z)|3>15+9652853|T′′′(z)|+2|T(z)|3|T′′′(z)|24|T(z)|6+1<4.\frac{|T^{\prime\prime\prime}(z^{*})|}{|T^{\prime}(z^{*})|^{3}}>\frac{15+9\sqrt{65}}{28}\;\Longrightarrow\;\frac{\frac{5}{3}|T^{\prime\prime\prime}(z^{*})|+2|T^{\prime}(z^{*})|^{3}}{\sqrt{|T^{\prime\prime\prime}(z^{*})|^{2}-4|T^{\prime}(z^{*})|^{6}}}+1<4.

In conclusion of this section, in order to prove Theorem 2.8, we need in particular to construct a domain Ω\Omega satisfying the existence of a point zz^{*} and a biholomorphic map T:ΩDT:\Omega\to D such that

T(z)=T′′(z)=0 and |T′′′(z)||T(z)|3>2T(z^{*})=T^{\prime\prime}(z^{*})=0\;\text{ and }\;\frac{|T^{\prime\prime\prime}(z^{*})|}{|T^{\prime}(z^{*})|^{3}}>2

for the construction to be possible with some ν2\nu\geq 2, and that

|T′′′(z)||T(z)|3>15+96528:=c03.12,\frac{|T^{\prime\prime\prime}(z^{*})|}{|T^{\prime}(z^{*})|^{3}}>\frac{15+9\sqrt{65}}{28}:=c_{0}\approx 3.12,

for the construction to be possible with ν=4\nu=4.

5.3 Construction of the domain

Let δ[12,1)\delta\in[\frac{1}{2},1). Let ζ=eiπ3\zeta=e^{i\frac{\pi}{3}}. Using the Schwartz Christoffel formula (see for instance [9]), we define the conformal map Sδ:DΩδ:=Sδ(D)S_{\delta}:D\to\Omega_{\delta}:=S_{\delta}(D) mapping 0 to 0 such that

Sδ(z)\displaystyle S_{\delta}^{\prime}(z) :=1(z1)(12δ)(zζ)δ(zζ2)δ(z+1)(12δ)(zζ4)δ(zζ5)δ\displaystyle:=\frac{1}{(z-1)^{(1-2\delta)}(z-\zeta)^{\delta}(z-\zeta^{2})^{\delta}(z+1)^{(1-2\delta)}(z-\zeta^{4})^{\delta}(z-\zeta^{5})^{\delta}}
=(z21)3δ1(z61)δ.\displaystyle=\frac{(z^{2}-1)^{3\delta-1}}{(z^{6}-1)^{\delta}}.

Let Tδ=Sδ1T_{\delta}=S_{\delta}^{-1}. We compute that |Tδ(0)=|Sδ(0)|=1|T_{\delta}^{\prime}(0)=|S_{\delta}^{\prime}(0)|=1, Tδ′′(0)=Sδ′′(0)=0T_{\delta}^{\prime\prime}(0)=S_{\delta}^{\prime\prime}(0)=0 and

|Tδ′′′(0)|=|Sδ′′′(0)|=6δ2.|T_{\delta}^{\prime\prime\prime}(0)|=|S_{\delta}^{\prime\prime\prime}(0)|=6\delta-2.

Therefore, we have first of all that

|Tδ′′′(0)|>2|Tδ(0)|3δ>23.|T_{\delta}^{\prime\prime\prime}(0)|>2|T_{\delta}^{\prime}(0)|^{3}\Longleftrightarrow\delta>\frac{2}{3}.

So the domain Ωδ\Omega_{\delta} satisfies that Df(0)\mathrm{D}f(0) has an eigenvalue with positive real part and its Robin’s function has a saddle point. In Figure 1 is plotted the domain Ω34\Omega_{\frac{3}{4}}. We can then do our construction of ω0\omega_{0} in Ω34\Omega_{\frac{3}{4}}, but it’s not enough to it with ν=4\nu=4.

Refer to caption
Figure 1: The domain Ω34\Omega_{\frac{3}{4}}.

However, we have that

|Tδ′′′(0)||Tδ(0)|3=6δ2.\frac{|T_{\delta}^{\prime\prime\prime}(0)|}{|T_{\delta}^{\prime}(0)|^{3}}=6\delta-2.

In particular we observe that for δ(c0+26,1)\delta\in\Big{(}\frac{c_{0}+2}{6},1\Big{)}, ν=4\nu=4 satisfies (15). Since 0.9>c0+260.9>\frac{c_{0}+2}{6}, the domain Ω0.9\Omega_{0.9} is a suitable domain to do the construction of ω0\omega_{0} with ν=4\nu=4. More details and illustrations about the family of domains (Ωδ)δ(\Omega_{\delta})_{\delta} are given in Appendix A.

To obtain a smooth domain Ω~d\widetilde{\Omega}_{d} with the same properties, one takes an increasing sequence Ωn\Omega_{n} of smooth domains which are symmetric with respect to both axes and converge towards Ω9/10\Omega_{9/10}. By symmetry, 0 is necessarily a critical point of the Robin’s function of every domain. Then, we introduce TnT_{n} the sequence of conformal maps mapping Ωn\Omega_{n} to D(0,1)D(0,1) satisfying Tn(0)=0T_{n}(0)=0 and Tn(0)+T_{n}^{\prime}(0)\in\mathbb{R}_{+}. The construction can be done so that TnT9/10T_{n}\to T_{9/10} locally in every CkC^{k}, k0k\geq 0, so that

|Tn′′′(0)||Tn(0)|3n+|T9/10′′′(0)||Tn(0)|3>c0,\frac{|T_{n}^{\prime\prime\prime}(0)|}{|T_{n}^{\prime}(0)|^{3}}\underset{n\to+\infty}{\longrightarrow}\frac{|T_{9/10}^{\prime\prime\prime}(0)|}{|T_{n}^{\prime}(0)|^{3}}>c_{0},

so there exists n0n_{0}\in\mathbb{N}, such that the smooth domain Ωn0\Omega_{n_{0}} is such that

4>53|Tn0′′′(0)|+2|Tn0(0)|3|Tn0′′′(0)|24|Tn0(0)|6+1.4>\frac{\frac{5}{3}|T_{n_{0}}^{\prime\prime\prime}(0)|+2|T_{n_{0}}^{\prime}(0)|^{3}}{\sqrt{|T_{n_{0}}^{\prime\prime\prime}(0)|^{2}-4|T_{n_{0}}^{\prime}(0)|^{6}}}+1.

5.4 Proof of Theorem 2.8

Let δ(c0+26,1)\delta\in\Big{(}\frac{c_{0}+2}{6},1\Big{)}, let Ω:=Ωδ\Omega:=\Omega_{\delta} (or Ωn0\Omega_{n_{0}} as described in the previous section to work with a smooth domain), z=0z^{*}=0 and a=1a=1.

From Sections 5.2 and 5.3, Df(0)\mathrm{D}f(0) has an eigenvalue λ0=14π12δ(3δ2)>0,\lambda_{0}=\frac{1}{4\pi}\sqrt{12\delta(3\delta-2)}>0, so Hypothesis (i)(i) of Theorem 3.2 is satisfied. We recall that Hypothesis (iii)(iii) is satisfied since ff and FF are Lipschitz maps far from the boundary.

Therefore, there only remains to prove that Hypothesis (ii)(ii) is satisfied to apply Theorem 3.2 and conclude the proof of Theorem 2.8.

Let us compute.

|F(B(t),t)f(B(t))|\displaystyle\big{|}F(B(t),t)-f(B(t))\big{|} =|xγΩ(B(t),y)ω(y,t)dya2γ~Ω(B(t))|\displaystyle=\left|\int\nabla_{x}^{\perp}\gamma_{\Omega}(B(t),y)\omega(y,t)\mathrm{d}y-\frac{a}{2}\widetilde{\gamma}_{\Omega}(B(t))\right|
=|(xγΩ(B(t),y)(xγΩ(B(t),B(t)))ω(y,t)dy|\displaystyle=\left|\int\big{(}\nabla_{x}^{\perp}\gamma_{\Omega}(B(t),y)-(\nabla_{x}^{\perp}\gamma_{\Omega}(B(t),B(t))\big{)}\omega(y,t)\mathrm{d}y\right|
C|a||yB(t)|ω(y,t)ady\displaystyle\leq C|a|\int|y-B(t)|\frac{\omega(y,t)}{a}\mathrm{d}y
CI(t),\displaystyle\leq C\sqrt{I(t)},

where on the last line the constant CC depends only on Ω\Omega. Letting δ1\delta\to 1, we observe that λ032π\lambda_{0}\to\frac{\sqrt{3}}{2\pi}. Now applying Theorem (3.2), we have that for any β0<1/2\beta_{0}<1/2, one can construct a suitable ω0\omega_{0} satisfying (2) with N=1N=1 and ν=4\nu=4. Theorem 2.8 is now completely proved.

Appendix A The family of biconvex hexagonal domains and their Robin’s function

Let us mention that such domains were drawn and studied already in [11].

We used Wolfram Mathematica to plot several domains in Figure 2. In those cases, the Robin’s function is not a very nice function to plot. Instead we introduce the conformal radius:

rΩ(x)=e2πγ~Ω(x).r_{\Omega}(x)=e^{-2\pi\widetilde{\gamma}_{\Omega}(x)}.

It satisfies the transfer formula (see [11]):

rΩ(S(x))=|S(x)|rD(x)=|S(x)|(1|x|2).r_{\Omega}(S(x))=|S^{\prime}(x)|r_{D}(x)=|S^{\prime}(x)|(1-|x|^{2}).

This map is a lot easier to draw, see Figure 3. We see that the Robin’s function of the domains obtained with δ>2/3\delta>2/3 have a saddle point in 0.

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Figure 2: Plot of the domain Sδ(D)S_{\delta}(D), for, left to right: δ=25\delta=\frac{2}{5}, δ=23\delta=\frac{2}{3} and δ=34\delta=\frac{3}{4}.
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Figure 3: Plot of the map rSδ(D)Sδ:x|Sδ(x)|(1|x|2)r_{S_{\delta}(D)}\circ S_{\delta}:x\mapsto|S_{\delta}^{\prime}(x)|(1-|x|^{2}), for, left to right: a stable case (δ=25\delta=\frac{2}{5}), the critical case (δ=23)\delta=\frac{2}{3}), and an unstable case (δ=910\delta=\frac{9}{10}).

Appendix B Technical lemmas

B.1 Actual construction of the initial data

We formulate the following remark.

Remark B.1.

Let N1N\geq 1, Z(2)NZ^{*}\in(\mathbb{R}^{2})^{N} and aia_{i}\in\mathbb{R}^{*}. For any Z0Z_{0} such that |Z0Z|=ε2|Z_{0}-Z^{*}|=\frac{\varepsilon}{2}, one can always chose ω0C(2)\omega_{0}\in C^{\infty}(\mathbb{R}^{2}) such that

  • ω0\omega_{0} satisfies (2),

  • B(0)=Z0B(0)=Z_{0},

  • i{1,,N},Ii(0)εν\forall i\in\{1,\ldots,N\},\;I_{i}(0)\leq\varepsilon^{\nu}.

Proof.

For N=1N=1, z02z_{0}\in\mathbb{R}^{2}, aa\in\mathbb{R}^{*}, we introduce the vortex patch ω0=16aενπ𝟙D(z0,εν/24)\omega_{0}=16a\frac{\varepsilon^{-\nu}}{\pi}\mathds{1}_{D(z_{0},\frac{\varepsilon^{\nu/2}}{4})} for ε\varepsilon small enough. We verify that

|ω0|Cεν|\omega_{0}|\leq C\varepsilon^{-\nu}

with C=4aπC=\frac{4a}{\pi},

ω0(x)dx=a,\int\omega_{0}(x)\mathrm{d}x=a,
B(0)=1a2xω0(x)dx=z0,B(0)=\frac{1}{a}\int_{\mathbb{R}^{2}}x\omega_{0}(x)\mathrm{d}x=z_{0},

and

I(0)=1a2|xB(0)|2ω0(x)dx=0εν/2402π16r2ενπrdθdr=8ενε2ν256=132εν.I(0)=\frac{1}{a}\int_{\mathbb{R}^{2}}|x-B(0)|^{2}\omega_{0}(x)\mathrm{d}x=\int_{0}^{\frac{\varepsilon^{\nu/2}}{4}}\int_{0}^{2\pi}16r^{2}\frac{\varepsilon^{-\nu}}{\pi}r\mathrm{d}\theta\mathrm{d}r=8\varepsilon^{-\nu}\frac{\varepsilon^{2\nu}}{256}=\frac{1}{32}\varepsilon^{\nu}.

For N>1N>1 we sum patches of this exact form. One can also construct a smooth ω0\omega_{0} satisfying those constraints, by taking a convenient radially mollified version of these vortex patches such that their support lies within D(zi,ε)D(z_{i},\varepsilon). Since εν/24<ε/2\frac{\varepsilon^{\nu/2}}{4}<\varepsilon/2 as ν2\nu\geq 2, it is always possible. ∎

B.2 Variant of the Gronwall’s inequality

From the Gronwall’s inequality, we can write the following.

Lemma B.2.

Let ff be a C1C^{1} map and gg be positive non decreasing such that

|f(x)f(y)|κ|xy|.|f(x)-f(y)|\leq\kappa|x-y|.

Let zz is a solution of

z(t)=f(z(t)),z^{\prime}(t)=f(z(t)),

and let yy such that

{|y(t)f(y(t))|g(t)y(0)=z(0),\begin{cases}\left|y^{\prime}(t)-f(y(t))\right|\leq g(t)\\ y(0)=z(0),\end{cases}

where g:++g:\mathbb{R}_{+}\to\mathbb{R}_{+} is smooth. Then

|y(t)z(t)|eκt0tg(s)ds.|y(t)-z(t)|\leq e^{\kappa t}\int_{0}^{t}g(s)\mathrm{d}s.
Proof.

On has that

|y(t)z(t)|\displaystyle|y(t)-z(t)| =|0t(y(s)+z(s))ds|\displaystyle=\left|\int_{0}^{t}\big{(}y^{\prime}(s)+z^{\prime}(s)\big{)}\mathrm{d}s\right|
0tg(s)ds+|0t(f(y(s))f(z(s)))ds|\displaystyle\leq\int_{0}^{t}g(s)\mathrm{d}s+\left|\int_{0}^{t}\big{(}f(y(s))-f(z(s))\big{)}\mathrm{d}s\right|
0tg(s)ds+κ0t|y(s)z(s)|ds,\displaystyle\leq\int_{0}^{t}g(s)\mathrm{d}s+\kappa\int_{0}^{t}|y(s)-z(s)|\mathrm{d}s,

so using now the classical Gronwall’s inequality, since t0tg(s)dst\mapsto\int_{0}^{t}g(s)\mathrm{d}s is non decreasing, we have that

|y(t)z(t)|eκt0tg(s)ds.|y(t)-z(t)|\leq e^{\kappa t}\int_{0}^{t}g(s)\mathrm{d}s.

Appendix C Computation of the constants

In Theorem 3.2, we proved that the construction is possible as long as

ν>25α((1+α)κ1+κ2λ0+42α),\nu>\frac{2}{5-\alpha}\left((1+\alpha)\frac{\kappa_{1}+\kappa_{2}}{\lambda_{0}}+4-2\alpha\right),

and

ξ1>1βλ0.\xi_{1}>\frac{1-\beta}{\lambda_{0}}.

Since κ1\kappa_{1}, κ2\kappa_{2} and λ0\lambda_{0} ultimately depend on the chosen configuration of point-vortices, so do the bounds on ν\nu and ξ1\xi_{1}.

We now give details and improvements on those bounds.

C.1 Results

We state a few results that will be proved in the following sections.

By computing the constants κ1\kappa_{1} and κ2\kappa_{2} for the construction done in Section 4 with N=3N=3, we obtain the following details on the bound on ν\nu.

Proposition C.1.

One can achieve the construction of Theorem 2.6 for any α[1,2)\alpha\in[1,2) with any ν\nu satisfying

ν>25α((1+α)2+2αα3(1+21+2α)(22α)α+42α),\nu>\frac{2}{5-\alpha}\left((1+\alpha)\frac{2+2^{-\alpha}\alpha\sqrt{3(1+2^{1+2\alpha})}}{(2-2^{-\alpha})\sqrt{\alpha}}+4-2\alpha\right),

which is greater than 44.

Proposition C.2.

Let ν=4\nu=4. There exists α0>1\alpha_{0}>1 such that for any α[1,α0)\alpha\in[1,\alpha_{0}), there exists an initial configuration ((zi)i,(ai)i)\big{(}(z_{i}^{*})_{i},(a_{i})_{i}\big{)} of point-vortices with N=7N=7 and β0<42α5α\beta_{0}<\frac{4-2\alpha}{5-\alpha} such that for every β(β0,1)\beta\in(\beta_{0},1) there exists ξ1\xi_{1} such that for every ε>0\varepsilon>0 small enough, there exists ω0\omega_{0} satisfying (2) such that any solution ω\omega of (1) satisfies

τε,βξ1|lnε|.\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|.

In particular, if α=1\alpha=1, one can take ξ1>4π9(1β)\xi_{1}>\frac{4\pi}{9}(1-\beta).

Unfortunately, we fail to obtain a rigorous estimate of α0\alpha_{0}. However, in Section C.4, we numerically check that a construction using 9 blobs can be done with ν=4\nu=4 for any α[1,2)\alpha\in[1,2). The constant ν=4\nu=4 is not optimal.

C.2 How to compute the constants

We start by giving a general method on how to obtain κ1\kappa_{1} and κ2\kappa_{2}. Let N3N\geq 3.

We recall that for all tτε,βt\leq\tau_{\varepsilon,\beta}, suppωj=1ND(zj,εβ)\mathrm{supp}\hskip 2.84526pt\omega\subset\bigcup_{j=1}^{N}D(z_{j}^{*},\varepsilon^{\beta}). Therefore applying (16) to zi~=x\widetilde{z_{i}}=x, x~=xx\widetilde{x}=x^{\prime}-x, zj~=y\widetilde{z_{j}}=y, y~=0\widetilde{y}=0, we have x,xD(z,εβ)\forall x,x^{\prime}\in D(z^{*},\varepsilon^{\beta}), and tτε,β\forall t\leq\tau_{\varepsilon,\beta},

Fi(x,t)Fi(x,t)\displaystyle F_{i}(x,t)-F_{i}(x^{\prime},t) =ji(Kα(x,y)Kα(x,y))ωj(y,t)dy\displaystyle=\int\sum_{j\neq i}\big{(}K_{\alpha}(x,y)-K_{\alpha}(x^{\prime},y)\big{)}\omega_{j}(y,t)\mathrm{d}y
=jiCα(xy)|xy|α+3(α+1)(xx)(xy)ω(y,t)dy+o(|xx|)\displaystyle=\sum_{j\neq i}C_{\alpha}\int\frac{(x-y)^{\perp}}{|x-y|^{\alpha+3}}(\alpha+1)(x^{\prime}-x)\cdot(x-y)\omega(y,t)\mathrm{d}y+o(|x-x^{\prime}|)

so that

|(xx)(Fi(x,t)Fi(x,t))|\displaystyle\Big{|}(x-x^{\prime})\cdot\big{(}F_{i}(x,t)-F_{i}(x^{\prime},t)\big{)}\Big{|} |xx|2(jiCα|xy|α+1|ω(y,t)|dy+o(1))\displaystyle\leq|x-x^{\prime}|^{2}\left(\sum_{j\neq i}\int\frac{C_{\alpha}}{|x-y|^{\alpha+1}}|\omega(y,t)|\mathrm{d}y+o(1)\right)
|xx|2(jiCα|aj||zizj|α+1+o(1)).\displaystyle\leq|x-x^{\prime}|^{2}\left(\sum_{j\neq i}\frac{C_{\alpha}|a_{j}|}{|z_{i}^{*}-z_{j}^{*}|^{\alpha+1}}+o(1)\right).

Therefore we obtain that for every i{1,,N}i\in\{1,\ldots,N\}, for every x,xD(z,εβ)x,x^{\prime}\in D(z^{*},\varepsilon^{\beta}) and for every tτε,βt\leq\tau_{\varepsilon,\beta},

|(xx)(Fi(x,t)Fi(x,t))|κ1|xx|2\Big{|}(x-x^{\prime})\cdot\big{(}F_{i}(x,t)-F_{i}(x^{\prime},t)\big{)}\Big{|}\leq\kappa_{1}|x-x^{\prime}|^{2}

with

κ1=Cαmax1iNji|aj||zizj|α+1+o(1).\kappa_{1}=C_{\alpha}\max_{1\leq i\leq N}\sum_{j\neq i}\frac{|a_{j}|}{|z_{i}^{*}-z_{j}^{*}|^{\alpha+1}}+o(1).

For κ2\kappa_{2}, we need a Lipschitz type estimate for ff on j=1ND(zj,2εβ)\bigcup_{j=1}^{N}D(z_{j}^{*},2\varepsilon^{\beta}), and thus have that

κ2=|Df(Z)|,j=1ND(zj,2εβ)=|Df(Z)|+o(εβ)=ρ(Df(Z)[Df(Z)]t)+o(εβ)\kappa_{2}=\Big{\|}{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\mathrm{D}f(Z)\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}\Big{\|}_{\infty,\bigcup_{j=1}^{N}D(z_{j}^{*},2\varepsilon^{\beta})}={\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\mathrm{D}f(Z^{*})\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}+o(\varepsilon^{\beta})=\sqrt{\rho\big{(}\mathrm{D}f(Z^{*})[\mathrm{D}f(Z^{*})]^{t}\big{)}}+o(\varepsilon^{\beta})

where ρ\rho is the spectral radius, that is in our case the greatest eigenvalue in absolute value of the real symmetric matrix Df(Z)[Df(Z)]t\mathrm{D}f(Z^{*})[\mathrm{D}f(Z^{*})]^{t}.

C.3 Proof of Proposition C.1

We now take again N=3N=3 and compute. First, we directly have that

κ1=2Cα+o(1).\kappa_{1}=2C_{\alpha}+o(1).

We now compute the eigenvalues of Df(Z)[Df(Z)]t\mathrm{D}f(Z^{*})[\mathrm{D}f(Z^{*})]^{t} and observe that

|Df(Z)|=Cα2αα3(1+21+2α).{\left|\kern-1.07639pt\left|\kern-1.07639pt\left|\mathrm{D}f(Z^{*})\right|\kern-1.07639pt\right|\kern-1.07639pt\right|}=C_{\alpha}2^{-\alpha}\alpha\sqrt{3(1+2^{1+2\alpha})}.

Therefore, it is possible to choose ν\nu such that

ν>25α((1+α)κ1+κ2λ0+42α)\nu>\frac{2}{5-\alpha}\left((1+\alpha)\frac{\kappa_{1}+\kappa_{2}}{\lambda_{0}}+4-2\alpha\right)

for ε\varepsilon small enough as soon as

ν>25α((1+α)2+2αα3(1+21+2α)(22α)α+42α):=g(α).\nu>\frac{2}{5-\alpha}\left((1+\alpha)\frac{2+2^{-\alpha}\alpha\sqrt{3(1+2^{1+2\alpha})}}{(2-2^{-\alpha})\sqrt{\alpha}}+4-2\alpha\right):=g(\alpha).

The plot of αg(α)\alpha\mapsto g(\alpha) is given in Figure 4. This concludes the proof of Proposition C.1.

Refer to caption
Figure 4: Plot of g(α)g(\alpha) in the range α[1,2)\alpha\in[1,2).

C.4 Proof of Proposition C.2

Using the exact same method, we now construct the vortex crystal with N=7N=7.

Since ij\forall i\neq j, |zizj|1|z_{i}^{*}-z_{j}^{*}|\geq 1, then we obtain directly that one can take κ1=3π+o(1)\kappa_{1}=\frac{3}{\pi}+o(1). However in general, we are not able to compute κ2\kappa_{2} and ν\nu.

We now assume that α=1\alpha=1. We then compute that

Df(Z)=12π×(c13524011231638180133212534543524c11016123183813012325453401c13524321201338181231653454103524c1123213018381612354534123163212035123212123160140521612312323512012321612314052038180133212c13524011231653454183813012323524c110161235453401338181231601c13524321253454130183816123103524c1123254534321212316014123163212035120521232161231401612312323512052032123212013212321201001232123210123212321000)\mathrm{D}f(Z^{*})=\frac{1}{2\pi}\times\\ {\footnotesize\left(\begin{array}[]{cccccccccccccc}c_{1}&-\frac{35}{24}&0&1&-\frac{1}{2\sqrt{3}}&\frac{1}{6}&-\frac{\sqrt{3}}{8}&-\frac{1}{8}&0&-\frac{1}{3}&\frac{\sqrt{3}}{2}&-\frac{1}{2}&\frac{5\sqrt{3}}{4}&\frac{5}{4}\\ -\frac{35}{24}&-c_{1}&1&0&\frac{1}{6}&\frac{1}{2\sqrt{3}}&-\frac{1}{8}&\frac{\sqrt{3}}{8}&-\frac{1}{3}&0&-\frac{1}{2}&-\frac{\sqrt{3}}{2}&\frac{5}{4}&-\frac{5\sqrt{3}}{4}\\ 0&1&-c_{1}&-\frac{35}{24}&-\frac{\sqrt{3}}{2}&-\frac{1}{2}&0&-\frac{1}{3}&\frac{\sqrt{3}}{8}&-\frac{1}{8}&\frac{1}{2\sqrt{3}}&\frac{1}{6}&-\frac{5\sqrt{3}}{4}&\frac{5}{4}\\ 1&0&-\frac{35}{24}&c_{1}&-\frac{1}{2}&\frac{\sqrt{3}}{2}&-\frac{1}{3}&0&-\frac{1}{8}&-\frac{\sqrt{3}}{8}&\frac{1}{6}&-\frac{1}{2\sqrt{3}}&\frac{5}{4}&\frac{5\sqrt{3}}{4}\\ -\frac{1}{2\sqrt{3}}&\frac{1}{6}&-\frac{\sqrt{3}}{2}&-\frac{1}{2}&0&\frac{35}{12}&\frac{\sqrt{3}}{2}&-\frac{1}{2}&\frac{1}{2\sqrt{3}}&\frac{1}{6}&0&\frac{1}{4}&0&-\frac{5}{2}\\ \frac{1}{6}&\frac{1}{2\sqrt{3}}&-\frac{1}{2}&\frac{\sqrt{3}}{2}&\frac{35}{12}&0&-\frac{1}{2}&-\frac{\sqrt{3}}{2}&\frac{1}{6}&-\frac{1}{2\sqrt{3}}&\frac{1}{4}&0&-\frac{5}{2}&0\\ -\frac{\sqrt{3}}{8}&-\frac{1}{8}&0&-\frac{1}{3}&\frac{\sqrt{3}}{2}&-\frac{1}{2}&c_{1}&-\frac{35}{24}&0&1&-\frac{1}{2\sqrt{3}}&\frac{1}{6}&\frac{5\sqrt{3}}{4}&\frac{5}{4}\\ -\frac{1}{8}&\frac{\sqrt{3}}{8}&-\frac{1}{3}&0&-\frac{1}{2}&-\frac{\sqrt{3}}{2}&-\frac{35}{24}&-c_{1}&1&0&\frac{1}{6}&\frac{1}{2\sqrt{3}}&\frac{5}{4}&-\frac{5\sqrt{3}}{4}\\ 0&-\frac{1}{3}&\frac{\sqrt{3}}{8}&-\frac{1}{8}&\frac{1}{2\sqrt{3}}&\frac{1}{6}&0&1&-c_{1}&-\frac{35}{24}&-\frac{\sqrt{3}}{2}&-\frac{1}{2}&-\frac{5\sqrt{3}}{4}&\frac{5}{4}\\ -\frac{1}{3}&0&-\frac{1}{8}&-\frac{\sqrt{3}}{8}&\frac{1}{6}&-\frac{1}{2\sqrt{3}}&1&0&-\frac{35}{24}&c_{1}&-\frac{1}{2}&\frac{\sqrt{3}}{2}&\frac{5}{4}&\frac{5\sqrt{3}}{4}\\ \frac{\sqrt{3}}{2}&-\frac{1}{2}&\frac{1}{2\sqrt{3}}&\frac{1}{6}&0&\frac{1}{4}&-\frac{1}{2\sqrt{3}}&\frac{1}{6}&-\frac{\sqrt{3}}{2}&-\frac{1}{2}&0&\frac{35}{12}&0&-\frac{5}{2}\\ -\frac{1}{2}&-\frac{\sqrt{3}}{2}&\frac{1}{6}&-\frac{1}{2\sqrt{3}}&\frac{1}{4}&0&\frac{1}{6}&\frac{1}{2\sqrt{3}}&-\frac{1}{2}&\frac{\sqrt{3}}{2}&\frac{35}{12}&0&-\frac{5}{2}&0\\ -\frac{\sqrt{3}}{2}&-\frac{1}{2}&\frac{\sqrt{3}}{2}&-\frac{1}{2}&0&1&-\frac{\sqrt{3}}{2}&-\frac{1}{2}&\frac{\sqrt{3}}{2}&-\frac{1}{2}&0&1&0&0\\ -\frac{1}{2}&\frac{\sqrt{3}}{2}&-\frac{1}{2}&-\frac{\sqrt{3}}{2}&1&0&-\frac{1}{2}&\frac{\sqrt{3}}{2}&-\frac{1}{2}&-\frac{\sqrt{3}}{2}&1&0&0&0\\ \end{array}\right)}

with c1=1231338c_{1}=\frac{1}{2\sqrt{3}}-\frac{13\sqrt{3}}{8}.

Eigenvalues are 0 (with multiplicity 4), ±i354π\pm i\frac{\sqrt{35}}{4\pi} (each with multiplicity 2), ±2π\pm\frac{2}{\pi} (each with multiplicity 2) and ±94π\pm\frac{9}{4\pi}, so on can let λ0=94π\lambda_{0}=\frac{9}{4\pi}. Computations show that

κ2=ρ(Df(Z)[Df(Z)]t)+o(1)=572+o(1).\kappa_{2}=\sqrt{\rho\big{(}\mathrm{D}f(Z^{*})[\mathrm{D}f(Z^{*})]^{t}\big{)}}+o(1)=\frac{5\sqrt{7}}{2}+o(1).

Finally, it is easy to check that it is possible to choose ν\nu such that relation (15) holds, for ε\varepsilon small enough as soon as

ν>12+579+1.\nu>\frac{12+5\sqrt{7}}{9}+1.

Observing that 12+579+1<4\frac{12+5\sqrt{7}}{9}+1<4, we can conclude that we can construct ω0\omega_{0} satisfying (2) with N=7N=7 and ν=4\nu=4 for α=1\alpha=1 such that

τε,βξ1|lnε|,\tau_{\varepsilon,\beta}\leq\xi_{1}|\ln\varepsilon|,

for any ξ1>4π1β9\xi_{1}>4\pi\frac{1-\beta}{9}.

In order to conclude the proof of Proposition C.2, we observe that aNa_{N} and thus κ1Cα\frac{\kappa_{1}}{C_{\alpha}}, 1CαDf(Z)\frac{1}{C_{\alpha}}\mathrm{D}f(Z^{*}) and thus λ0Cα\frac{\lambda_{0}}{C_{\alpha}} and κ2Cα\frac{\kappa_{2}}{C_{\alpha}} are all depending continuously on α\alpha. Therefore, it holds true for ε\varepsilon small enough that

25α((1+α)κ1+κ2λ0+42α)<4.\frac{2}{5-\alpha}\left((1+\alpha)\frac{\kappa_{1}+\kappa_{2}}{\lambda_{0}}+4-2\alpha\right)<4.

at least on a small interval [1,α0)[1,\alpha_{0}). This ends the proof.

For a general value of α\alpha, the coefficients of the matrix Df(Z)\mathrm{D}f(Z^{*}) are too complicated to compute mathematically the eigenvalues. However, we use Wolfram Mathematica [18] to plot the map

h:α25α((1+α)max1iNji|aj||zizj|α+1+max|Eigenvalues[Df(Z)[Df(Z)]t]|max(Re(Eigenvalues[Df(Z)])+42α)h:\alpha\mapsto\frac{2}{5-\alpha}\left((1+\alpha)\frac{\displaystyle\max_{1\leq i\leq N}\sum_{j\neq i}\frac{|a_{j}|}{|z_{i}^{*}-z_{j}^{*}|^{\alpha+1}}+\sqrt{\max\big{|}\mathrm{Eigenvalues}\big{[}\mathrm{D}f(Z^{*})[\mathrm{D}f(Z^{*})]^{t}\big{]}\big{|}}}{\max\big{(}\operatorname{Re}(\mathrm{Eigenvalues}[\mathrm{D}f(Z^{*})]\big{)}}+4-2\alpha\right)

to obtain Figure 5, which shows that letting N=9N=9, we have that 25α((1+α)κ1+κ2λ0+42α)<4\frac{2}{5-\alpha}\left((1+\alpha)\frac{\kappa_{1}+\kappa_{2}}{\lambda_{0}}+4-2\alpha\right)<4 for every α[1,2)\alpha\in[1,2). Therefore, we have very strong numerical evidence of the fact that a construction is possible for every α[1,2)\alpha\in[1,2) with ν<4\nu<4 (thus in particular with ν=4\nu=4). Please keep in mind that our method does not yield optimal constants. In particular, ν=4\nu=4 is not optimal.

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Figure 5: Plot of h(α)h(\alpha) in the range α[1,2)\alpha\in[1,2), with N=7N=7 (left) and N=9N=9 (right).

Acknowledgments.

The author whishes to acknowledge useful discussions with Thierry Gallay, Pierre-Damien Thizy and Mickaël Nahon. This work was partly conducted when the author was working at the Université Claude Bernard Lyon 1, Institut Camille Jordan.

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