Existence and analyticity of solutions of the Kuramoto-Sivashinsky equation with singular data
Abstract.
We prove existence of solutions to the Kuramoto-Sivashinsky equation with low-regularity data, in function spaces based on the Wiener algebra and in pseudomeasure spaces. In any spatial dimension, we allow the data to have its antiderivative in the Wiener algebra. In one spatial dimension, we also allow data which is in a pseudomeasure space of negative order. In two spatial dimensions, we also allow data which is in a pseudomeasure space one derivative more regular than in the one-dimensional case. In the course of carrying out the existence arguments, we show a parabolic gain of regularity of the solutions as compared to the data. Subsequently, we show that the solutions are in fact analytic at any positive time in the interval of existence.
1. Introduction
The scalar form of the Kuramoto-Sivashinsky equation is
(1) |
This is taken with initial data
(2) |
The spatial domain we consider is the -dimensional torus which is given by
for some given lengths and with periodic boundary conditions. Equation (1) was introduced separately by Kuramoto and Tsuzuki when studying pattern formation in reaction-diffusion equations [24] and by Sivashinsky in modeling the evolution of flame fronts [34]. As a model of flame fronts, the surface gives the location of the interface between the burnt and unburnt phases of a gas undergoing combustion. As such, the physical cases are (representing the interface between two two-dimensional gases) and (representing the interface between two three-dimensional gases).
Demonstrating local well-posedness of the initial value problem (1), (2) is straightforward for relatively smooth data. For global well-posedness, the situation is only clear in dimension In this case the nonlinearity has a simpler structure, and there are many results, especially that of Tadmor [35], but also those of Bronski and Gambill [10], Goodman [19], and Nicolaenko, Scheurer, and Temam [30]. These papers all assume the same regularity on the initial data, which is that
In two space dimensions, there are two types of global existence results, both of which have limitations. The earliest global existence result in two dimensions was the thin domain result of Sell and Taboado [33]; this was then followed by the other thin-domain results [8], [23], [29]. Other than these, the first author and Mazzucato have demonstrated global existence of small solutions for the two-dimensional Kuramoto-Sivashinsky equation for certain domain sizes (i.e. placing certain conditions on and ), but without the anisotropy inherent in the thin-domain results [2], [3].
Other global results rely upon modifying either the linear or nonlinear parts of (1). For instance, by no longer considering fourth-order linear terms a maximum principle may be introduced, leading to global existence of solutions [25], [28]. Changing the power in the nonlinear term leads to global existence or singularity formation, depending on the power, as demonstrated in [7]. Global existence also follows from the introduction of appropriate transport terms, as shown in [14], [16].
Grujić and Kukavica demonstrated existence of solutions for the Kuramoto-Sivashinsky equation in one dimension, with and also demonstrated analyticity of the solutions at positive times [20]. Biswas and Swanson considered the Kuramoto-Sivashinsky equation in general dimension. Their results include improving the assumption made by Grujić and Kukavica, in dimension one, on the regularity of the data (by one); Biswas and Swanson also study higher regularity through estimates of Gevrey norms [9].
This research is naturally related to work on the Navier-Stokes equations, for which there have been many studies of existence of solutions starting from low-regularity data. The optimal result in critical spaces is due to Koch and Tataru for data in [22]. The present work draws more from other studies, such as by Cannone and Karch for data in and by Lei and Lin for data in [13, 26] (see Sections 2 and 4 in the present work for the definition of these spaces). In [5], Bae proved a version of the Lei-Lin result using a two-norm approach, which also gives analyticity of the solution at positive times, and which drew upon the earlier work [6]. The authors of the present paper adapted the work of [5] to the spatially periodic case, finding an improved estimate for the radius of analyticity [1].
The primary contribution of the present work is to weaken the assumed regularity of the initial data as compared to prior works on existence of solutions for the Kuramoto-Sivashinsky equation (1). Our primary motivation is to examine how the two-norm approach may be used to improve regularity requirements and analyticity estimates beyond the Navier-Stokes system.
The first author and Mazzucato proved existence of solutions for the two-dimensional Kuramoto-Sivashinsky equations in the case of small domain sizes with data which has one derivative in the Wiener algebra or one derivative in [2], [3]. Subsequently, Coti Zelati, Dolce, Feng, and Mazzucato treated situations (for an equation with added advection) with data in [14]; Feng and Mazzucato also treated a different class of advective equations, again with data, in [16]. Biswas and Swanson treat the whole-space case rather than the spatially periodic case, and take data such that the Fourier transform is in an space [9], with and (we treat the complementary cases of periodic data with Fourier coefficients in or ). Existence of solutions for the Kuramoto-Sivashinsky equation with pseudomeasure data was treated by Miao and Yuan, but only in non-physical spatial dimensions, specificially and [27]. In the present work, we deal with the physically relevant spatial dimensions and It is notable that our one-dimensional existence theorem allows initial data with Fourier coefficients which grow as the Fourier variable, goes to infinity,
We prove that our solutions are global in time in the case that the linearized problem has no growing Fourier modes. This amounts to an assumption of smallness of the periodic cell that comprises the spatial domain. In the general case of larger period cells, our results are valid up until a finite time. This is consistent with the lack of general global existence theory for the Kuramoto-Sivashinsky equation in dimension two and higher. In addition to proving that solutions exist, we also prove that they are analytic at positive times, following the approach of Bae [5], which the authors also used previously for the Navier-Stokes equations [1].
The plan of the paper is as follows. We establish some preliminaries in Section 2. This includes introducing a number of function spaces, and giving an abstract fixed point result. In Section 3 we establish existence of solutions with data in a space related to the Wiener algebra. In Section 4, we treat existence of solutions with data in pseudomeasure spaces. We establish the associated linear estimates in Section 4.1, the nonlinear estimates in one spatial dimension in Section 4.2, and the nonlinear estimates in two spatial dimensions in Section 4.3. Analyticity of all of these solutions at positive times is demonstrated in Section 5. The main theorems are the existence theorems Theorem 2 at the beginning of Section 3, Theorem 6 at the beginning of Section 4.2, and Theorem 7 at the beginning of Section 4.3, and the analyticity theorems Theorem 10 and Theorem 11 at the end of Section 5. We close with some concluding remarks in Section 6.
2. Preliminaries
We observe that the mean of does not influence the evolution of . We thus introduce the projection which removes the mean of a periodic function, as follows:
We let and we note that we then see that satisfies the equation
(3) |
Recall the Fourier series of a periodic function, given in terms of its Fourier coefficients:
From this we see directly that the symbol of the partial differential operator is
Therefore the symbol of the Laplacian and bi-Laplacian are
We next introduce some spaces based on the Wiener algebra, which we denote as for A periodic function, is in if the norm given by
is finite. If then this space is exactly the Wiener algebra. We let be given, with possibly being infinite. On the space-time domain we also have a related function space, The norm for this space is
In practice we will be dealing with functions with zero mean, so it will be equivalent for us to treat the norms as
We note that the space as used in [1], [5], [26] is equal to our space
Given we also have a related function space on space-time, We define the space according to the norm
(4) |
If has zero mean for all times, then this becomes simply
(5) |
In the results to follow, we will typically take or
We will consider two cases in what follows. We first describe Case A. In Case A, we assume that all and we take Because of the size of the we have for all Then we have
In Case B, we let be given, and we assume there exists at least one such that Then there exists such that
(6) |
In Case B, we make the decomposition where for all the symbol is non-positive, i.e. Then on the complement, of course we have for all Of course the set is finite and is infinite.
We may of course also consider the decomposition in Case A as well, and then we simply have In either case, we have there exists such that
(7) |
We also introduce to be the maximum value of for
(8) |
We will rely on the following classical abstract result:
Lemma 1.
Let ( ) be a Banach space. Assume that is a continuous bilinear operator and let satisfy . Then, for any such that
there exists one and only one solution to the equation
Moreover, .
We may write the mild formulation of the Kuramoto-Sivashinsky equation (3) as
(9) |
Here, the semigroup operator is
(10) |
and the bilinear term is
(11) |
The Fourier coefficients of are
(12) |
In all of the estimates we will perform we will use only bounds from above, with respect to the frequency variable , of . We thus ignore, hereafter, the constants , absorbing them into a positive constant , which is then normalized to .
3. Existence of solutions with data in
In this section, we will prove the following theorem, giving existence of solutions with initial data taken from the space
Theorem 2.
Proof.
To use Lemma 1, we need to establish the bilinear estimate, and also that
For the semigroup, we let be given and we must show We begin by computing the norm in
We next compute the norm in
(13) |
In Case A, the supremum is finite because we may neglect the exponential and In Case B, we may take the supremum separately over the sets and and the reasoning from Case A applies to the supremum over For the supremum over we find that it is finite because is in a bounded set and is finite. In either case, we have concluded that there exists such that and
(14) |
This completes the proof of the needed semigroup properties.
We next need to compute and We begin to compute the norm in
We substitute from (12), and make some elementary bounds, arriving at
As in [26], we use the inequality
(15) |
Using this, we find
(16) |
We then multiply and divide both terms by arriving at
(17) |
We note the elementary bounds
(18) |
This, then, immediately yields the bound
(19) |
We next will consider the higher norm of attempting to bound To begin we have
(20) |
We use the triangle inequality and (15), finding
(21) |
We will only include the details for the estimate of as the estimate of is exactly the same. We decompose further, using the decomposition We have
(22) |
We use the definitions of , (6), and , (8), to immediately bound as
We then multiply and divide by and rearrange, finding
(23) |
Here we have used the definition of to make the elementary bound
We next bound We exchange the order of integration and compute the integral with respect to finding
(24) |
Since is positive for we may neglect the exponential in the numerator, and use the definition of finding
We then multiply and divide by and again use (18), finding
(25) |
We have concluded the bound
and we have by symmetry the corresponding estimate for namely
These bounds immediately imply the desired conclusion, which is
(26) |
(It is understood that if the set is empty then we may take and that in this case the combination is understood as )
∎
4. Existence of solutions with data in pseudomeasure spaces
We prove existence theorems for the Kuramoto-Sivashinsky equation with pseudomeasure data in dimensions and We first define the pseudomeasure spaces.
For any we define the sets and by their norms,
As before, we will hereafter assume that all functions considered have zero mean, and will therefore only need to use these norms on spaces of functions with zero mean. We then get the simpler expressions
In Section 4.1 we give the linear estimates, which are relevant for both dimensions and In Section 4.2 we state the existence theorem in dimension and demonstrate the needed bilinear estimates. Then in Section 4.3 we state the existence theorem for dimension and again give the needed bilinear estimates.
4.1. Linear estimates
We give the linear estimates for pseudomeasure data in the following two lemmas.
Lemma 3.
For any the semigroup operator satisfies with the estimate
Proof.
We begin to estimate We have
(27) |
Using the definition of then, this is
∎
We next estimate with
Lemma 4.
Let and be real numbers satisfying There exists such that for any we have with the estimate
Proof.
We begin by writing out the norm of in the space
We multiply and divide the integrand by and we take out the norm of finding
We then decompose into and we estimate the portion over the finite set This yields
(If we are in Case A, then since then in this case with we may take with the understanding that this would mean that then.) Then we evaluate the remaining integral, finding
We may then neglect the exponential and use (7) to find
The series on the right-hand side converges, so we have concluded that there exists such that
∎
Remark 5.
The quantity describes how many derivatives the solution gains at positive times, compared to the data. Of course one may expect, in -based spaces, to gain four derivatives from a fourth-order parabolic evolution; at the same time, because our nonlinearity only contains first derivatives, we do not require this full gain of four derivatives. Our requirement implies that in one space dimension we may take and in two space dimensions we may take In these cases this is sufficient gain of regularity to establish the bilinear estimates.
4.2. Existence of solutions with pseudomeasure data with
In one space dimension, we can find the existence of solutions with data, for any With the parabolic gain of regularity, we will also have that the solutions are in this gain of derivatives is less than the four full derivatives which might be possible, but this is sufficient gain to deal with the nonlinearity. Note that these choices satisfy the constraints as discussed in Remark 5. Specifically, with and and with we have as desired.
Theorem 6.
Proof.
To apply Lemma 1, we need to conclude is in the space This follows from Lemma 3 and also from Lemma 4 with and since these parameters satisfy the condition
We begin with the estimate of in Using the definition of and the triangle inequality, we have
(28) |
We then use Young’s inequality on and bound the exponentials by (recall the definition of in (6)), finding
(29) |
We multiply and divide by the appropriate powers of and
(30) |
We have the elementary bounds
(31) |
For the first term on the right-hand side of (30), we take the supremum with respect to and for the factor in the integrand. For the second term on the right-hand side, we take the supremum with respect to and for the factor in the integrand. These considerations lead to the following bound:
We may further bound this as
(32) |
We next must estimate in the space We begin with the definition, and use the triangle inequality:
(33) |
Then, as before, we use Young’s inequality on
(34) |
For the first term on the right-hand side, we find the -norm of by multiplying and dividing by and taking a supremum, and we also multiply and divide by We treat the second term on the right-hand side similarly, and we arrive at
(35) |
We may then make the elementary estimates
(36) |
Using these estimates with (35), we have
(37) |
In the second term on the right-hand side we change the variable in the final summation, and we also change the order of integration in both terms on the right-hand side, finding
(38) |
We will work now with the sum with respect to which is the same in both of the terms on the right-hand side. We split it into the sum over and the sum over Considering we have
(We have said that if then we may take and then this product is to be understood as ) Considering we evaluate the integral, finding
Since the denominator is positive for we may neglect the exponential in the numerator. Then we use the definition of finding
We of course have used here that
4.3. Existence of solutions with pseudomeasure data with
We again let be given. In the case of two space dimensions, we will be taking data in and finding solutions in As regards Remark 5, this means that we have and so that as required.
Theorem 7.
Proof.
To apply Lemma 1, we need to conclude is in the space This follows from Lemma 3 and also from Lemma 4 with and since these parameters satisfy the condition
We estimate From the definition of the norm and we have
(40) |
We use the triangle inequality, and the definition of the constant to find
Bounding as this becomes
(41) |
We adjust the factors of and to find
(42) |
We again use (31), which is valid regardless of dimension. In the first term on the right-hand side we take the supremum of with respect to both and and we treat the second term on the right-hand side similarly. It is then immediate that
(43) |
Next we bound in From the definition of the norm and of we have
(44) |
We then write for just one factor of on the right-hand side:
(45) |
We next adjust factors of and finding
(46) |
We again use (36), which is valid regardless of dimension. For the first term on the right-hand side, we bring out and change variables in the sum with respect to In the second term on the right-hand side, we bring out We also change the order of integration in both of these terms, arriving at the bound
(47) |
We again work with the second factor of the integrand (which is the same in both of the terms on the right-hand side). We decompose the sum over using Considering we have
Considering next we evaluate the integral and find
Since the denominator on the right-hand side is positive, we may neglect the exponential in the numerator on the right-hand side, and we may use the definition of to find
Since this sum converges. We then conclude that
(48) |
∎
5. Analyticity
In this section we will show that the solutions produced above are analytic within their time of existence, if needed by further restricting the size of the initial data.
Given initial data we recall the mild formulation of the Kuramoto-Sivashinsky equation (9):
where the semigroup was introduced in (10) and the bilinear term was given in (11).
Our approach to establish analyticity follows the one used by H. Bae in [5], in which one revisits the existence proofs but for an exponentially-weighted modification of . More precisely, let be a given function and consider
(49) |
where . Then should satisfy the equation
(50) |
with . Existence of a solution to this equation for suitable and sufficiently small in certain function spaces then implies analyticity of , as will be made precise at the end of this section. The radius of analyticity is bounded from below by .
We will prove existence of a solution to (50) for initial data in , in any dimension, and in , in dimensions and , with . As before, we use Lemma 1, so we require the following bounds:
(52) | ||||
(53) | ||||
(54) | ||||
(55) |
as well as
(56) | ||||
(57) | ||||
(58) | ||||
(59) |
The Fourier coefficients of are given by:
(60) |
The Fourier coefficients of the nonlinear term are
(61) |
In what follows we will consider two kinds of temporal weights:
(62) | ||||
(63) |
In order to estimate the linear term we will make use of the following technical lemma.
Lemma 8.
Let . Then, if is as in (7), it holds that:
-
(1)
if , with , then
-
(2)
if then there exists such that
for all .
Proof.
Recall the definition of , from (7), such that
Let us first consider the case with . Then, clearly, if is such that , it follows that . It then follows easily that, if ,
as desired. This establishes item (1).
Next consider the case . Then of course we have
(64) |
Consider the function . This function is globally bounded from above. Let
Noting that we obtain item (2).
∎
In view of Lemma 8 all the estimates for , (52), (53), (54) and (55), can be reduced to the corresponding estimates already obtained for , namely (14) and those obtained in Lemmas 3 and 4.
Next we prove another technical lemma, which will be used for the nonlinear term .
Lemma 9.
Let . Then, if is as in (7), it holds that:
-
(1)
if , with , then it follows that
for all , such that and all ;
-
(2)
if then there exists such that
for all , such that and all .
Proof.
Next consider . We first note that
using, again, (7) and the fact that . Next we observe that
where was introduced in the proof of Lemma 8. There are two possibilities: either , in which case we may ignore this term and use the boundedness from above of to obtain (2), or . Let us assume the latter and note that has only two real roots, namely and . In addition, restricted to the positive real axis is only negative on the interval , on which it is also decreasing. Therefore, since , we have , from which (2) follows immediately.
∎
Now we re-write (5) in a more convenient form and estimate:
(65) | ||||
(66) |
where we used the triangle inequality to estimate .
In view of Lemma 9 it is easy to see that the estimates on the term (66), namely (56), (57), (58) and (59), can be reduced to the corresponding ones for , (19), (26), (32), (39), (43) and (48), established in the previous sections.
We now comment on how these results imply analyticity of solutions. By the periodic analogue of Theorem IX.13 of [32], a function is analytic with radius of analyticity at least if its Fourier series decays like for all With a solution then at each time , we have, for any the existence of such that
We see from this that decays like for any and thus is analytic with radius of analyticity at least Similarly, for solutions with the solution of Kuramoto-Sivashinsky, is again analytic with radius of analyticity at least
By virtue of these considerations we have established the following results.
Theorem 10.
6. Concluding remarks
We close now with a few remarks.
First, we comment on our bound for the radius of analyticity. We have shown that our solutions have radius of analyticity which grows at least like and also at least like Of course, the rate is faster for times near zero, and the rate is faster for large times. A fractional-power rate has previously been observed for the Navier-Stokes equations (where the rate is ) and for the Kuramoto-Sivashinsky equation (where the rate is ) for solutions on [5], [18], [20]. For spatially periodic problems, rates like have been observed previously for the Navier-Stokes equations [18] or for more general parabolic equations [17]. We have previously observed for the Navier-Stokes equations that in the periodic case, one gets the improvement that both of these rates hold [1]. The present work shows this improvement in the periodic case of the Kuramoto-Sivashinsky equation. The radius of analyticity of solutions is relevant for the convergence rate of numerical simulations [15].
Let . Then we note that the two function spaces for the initial data we have considered in this work, and , with , are not comparable. Consider, for instance, such that
Then but On the other hand, let be such that
Then but and thus
In the introduction, we mentioned the Navier-Stokes results of Koch and Tataru [22], Cannone and Karch [13], and Lei and Lin [26] as works proving existence of solutions for the Navier-Stokes equations with low-regularity data. It should be noted that the function spaces considered in the aforementioned works, and respectively, are all critical spaces for the Navier-Stokes equations.
If we discard the unstable Laplacian and consider (1) in full space then it is easy to see that this modified Kuramoto-Sivashinsky equation is invariant under the scaling
Thus, among the hierarchy of spaces considered in this work, the spaces and are critical spaces, i.e. whose norms are invariant under this scaling. In the present work we lower the regularity requirements for existence theory for the Kuramoto-Sivashinsky equation as compared to the prior literature, and have proved existence of solutions in spaces of negative index, namely and , for any , but these spaces are not critical. Therefore there remains work to be done to continue lowering the regularity threshold for the initial data.
We also mentioned in the introduction that solutions of the Kuramoto-Sivashinsky equation have been proved to be global in one spatial dimension, when starting from data. In the present work we have shown existence of solutions with rough data, but only until a short time (unless the spatial domain satisfies ). But we have shown that the solutions are analytic at positive times, and thus the solutions instantaneously become solutions which could then be continued for all time. So, our one-dimensional solutions are in fact global. However, the present method would not extend on its own to demonstrate this. The radius of analyticity that we prove grows in time, like both and This growth of the radius for all time is possible in the small-domain case (again, ), but in the presence of linearly growing modes (), one would not expect this. Instead, the solution in some cases tends toward coherent structures such as traveling waves or time-periodic waves, and these attracting solutions tend to have finite radius of analyticity. The long-time behavior of the radius of analyticity for the initial value problem, then, is to tend towards this value of the radius of analyticity rather than to tend towards infinity. This can be seen from computational work such as [21], [31]. Understanding in more detail the time evolution of the radius of analyticity of solutions of the Kuramoto-Sivashinsky problem will be a subject of future work.
Acknowledgments
The second and third authors gratefully acknowledge the hospitality of the Department of Mathematics at Drexel University, where part of this research was done.
DMA gratefully acknowledges support from the National Science Foundation through grants DMS-1907684 and DMS-2307638. MCLF was partially supported by CNPq, through grant # 304990/2022-1, and FAPERJ, through grant # E-26/201.209/2021. HJNL acknowledges the support of CNPq, through grant # 305309/2022-6, and of FAPERJ, through grant # E-26/201.027/2022.
Data availability statement
Data sharing not applicable to this article as no datasets were generated or analysed during the current study.
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