Far Field Asymptotics of Nematic Flows Around a Small Spherical Particle
Abstract
Given a small spherical particle, we consider flow of a nematic liquid crystal in the corresponding exterior domain. Our focus is on precise far field asymptotic behavior of the flow in a parameter regime when the governing equations can be reduced to a system of linear partial differential equations. We are able to analytically characterize the velocity of the flow and compare it to the classical expression for the Stokes flow. The expression for velocity away from the particle can be computed either numerically or symbolically.
1 Introduction
This paper analyzes the flow pattern around a small spherical particle in a nematic liquid crystalline environment. Although a similar phenomenon in a classical isotropic fluid has been well-studied, the understanding in the case of a complex fluid is far from complete, despite the fact that it is of utmost importance in many physical and biological systems. Here we are particularly interested in flows around solid particles immersed in a nematic liquid crystalline medium. A typical nematic liquid crystal consists of molecules which possess a degree of orientational order but no positional order so that this medium can be thought of as an anisotropic Newtonian fluid with additional elastic properties. Hence, in order to understand the flow field around a particle, one needs to analyze the behavior of solutions to a coupled system of PDEs that describes both flow and orientational elasticity.
In a broader context, we are interested in multi-particle systems such as colloidal suspensions of both passive and active particles in complex media. The overall behavior of these systems certainly depends on both the particle-fluid and particle-particle interactions. As a typical initial step, one would consider a dilute system in which particles are far from each other. Therefore, it is crucial to understand far field interactions between the particles.
As a starting point, one then can investigate a single particle in a host medium and determine the far-field asymptotics of the corresponding flow patterns. In the present case, these asymptotics should also include the far-field orientational information about the liquid crystal. This is the situation considered in our work for the parameter regime in which we are able to obtain explicit asymptotics in the same spirit as those known for the classical Stokes flow. Our work seems to be the first to give a precise characterization of the flow around a particle immersed in a nematic liquid crystal.
First, we briefly discuss prior work on liquid crystalline flows with or without particles. The theory of nematic flows has proceeded along two somewhat different but related directions that rely on distinct continuum descriptions of the nematics. The first and most widely used approach, due to Ericksen and Leslie [1, 2], is based on the -valued nematic director used to model local orientation of nematic molecules, along with the velocity of the flow. The corresponding system of equations is derived by assuming local balances of mass as well as linear and angular momentum and then specifying the energy dissipation density in the form that conforms with the second law of thermodynamics. As the result, the system consists of a coupled Navier-Stokes and Ginzburg-Landau type equations. The Ericksen-Leslie model has been a subject of numerous studies [3, 4, 5, 6, 7].
The alternative approach relies on the Landau-de Gennes description of orientational elasticity that is designed to take into account certain symmetry properties of orientational distribution of nematic molecules. The Landau-de Gennes variational theory replaces the nematic director with a so-called -tensor—a symmetric traceless matrix the eigenvectors of which encode orientational properties of the nematic. The energetics of is modeled by the Landau-de Gennes functional – see (1). When applied to nematic flow, the evolution of and the velocity of the nematic is given by a coupled system of the Landau-de Gennes and Navier-Stokes equations and can be derived following the procedure outlined by Sonnet and Virga (SV) on the basis of the principle of minimum constrained dissipation [8, 9, 10]. Another related but more popular model, due to Beris and Edward (BE) [11], was obtained by making use of the concept of a Poisson bracket with dissipation–in a later work, we will in fact show that the BE model is a specific example of the SV formulation. The BE model has been studied extensively in recent years, see for example, [12, 13, 14] just to name a few.
Particulate flows in a classical fluid is another widely studied subject, see [15, 16] for overview of relevant literature and mathematical theory. Motion of particles in a complex fluid, and in particular in a nematic host, has also attracted attention of many investigators, especially with the expanding interest in motion of immersed active particles [17, 18, 19, 20]. The experimental and modeling work in this field has so far outpaced the analysis effort [21, 22, 23]. The goal of the present paper is to make inroads into rigorous understanding of a nematic flow around a single particle within the framework of a -tensor-based model.
The details of the model are outlined in Section 2. Here we highlight some key physically justifiable assumptions that we make in order to obtain precise asymptotics of the flow pattern. These assumptions allow us to reduce the overall dynamics to a linear system of PDEs describing an anisotropic Stokes flow with elastic contribution. We emphasize that the distinction with the standard isotropic Stokes flow is not only due to orientability of the medium (described by ) that makes the flow anisotropic, but also because the flow is coupled to the elastic properties of the medium (described by ).
Our principal assumptions are as follows. We set both Ericksen (Er) and Reynolds (Re) numbers to be small. This means that the dynamics is dominated by the elastic effects of the nematics and the flow is highly dissipative in the sense that inertial effects are negligible. As the result, our model becomes a partially decoupled system (32)–(34) in which satisfies an equation that does not involve . The solution of this equation can then be treated as a prescribed function which enters into an inhomogeneous linear Stokes-like equation describing the evolution of .
To obtain an explicit solution for , we further take advantage of the small particle limit considered in [24]. In this regime, the equation for becomes a Laplace equation with an exact solution given by a harmonic function.
Our main result is the precise far-field asymptotics for where we are able to analytically characterize the deviation of from the solution for the classical Stokes flow. In particular, we are able to obtain an analytical expression for that can be computed either numerically or symbolically.
The outline of our paper is as follows. In Section 2, we provide a detailed description of our model and relevant parameter regimes. In Section 3, we recall the explicit solutions for a -tensor and the classical Stokes flow in the exterior of a small particle that we use in subsequent sections. In Section 4, we analyze the structure of our anisotropic Stokes system. Then in Sections 5 and 6, we prove existence of solutions to the governing system of equations and analyze their far-field asymptotic behavior, in particular their deviation from the isotropic Stokes flow. Finally, in Section 7, we present numerical results. Given the generality of the model considered in this work, the analysis relies on some tedious but routine computations that we summarize in the Appendices A-D, along with verification of our numerical experiments.
We conclude this section with the list of notation and conventions that will be used in this paper. We remind the reader that we work with objects defined on .
-
(a).
For any vector , its components are represented by , for and is the unit vector with the same direction as . Hence we have . Whenever there is no ambiguity, we will omit . Euclidean inner product between vectors is denoted by . Furthermore, the symbols and represent the coordinate vectors of .
-
(b).
For any , matrices, and .
-
(c).
Einstein’s convention for repeated indices will be used whenever possible.
-
(d).
For any matrix or second order tensor field , denotes its -th row. The divergence is to be taken row-wise, i.e. for all , .
-
(e).
A symbol such as denotes either a generic point or a dummy integration variable in . For convenience, we will also use to denote
-
(f).
The (3-dimensional) volume integration element is denoted by
The (2-dimensional) area integration element is denoted by
The unit outward normal to the domain occupied by the liquid crystal is given by .
-
(g).
We use the to denote spatial partial derivatives.
-
(h).
Sometimes we find it advantageous to use the symbol and to denote the matrix-vector multiplication and the dot product, respectively.
-
(i).
The symbol will be used to denote a generic tensor contraction. It will be explicitly defined whenever necessary.
-
(j).
The symbol will be used to refer to an inequality that holds up to a multiplicative constant. This constant can change from one line to another but is not important to the ultimate conclusion.
2 Problem formulation
2.1 A model for the dynamics of nematic liquid crystals
Suppose that a nematic liquid crystal occupies a region and let the -tensor
and the velocity describe the local state of the nematic. We introduce the Landau-de Gennes energy density and the corresponding energy functional as:
(1) |
The parameter is the elastic constant of the liquid crystal. The nonlinear Landau-de Gennes potential is given by
(2) |
with . The minimum of over is attained at the nematic states given by
(3) |
Let
(4) |
where denotes the convective derivative
The expression will be used below instead of because it is frame indifferent [10, Section 2.1.3, Eq. (2.87), Section 4.1.3]. The -matrices and are respectively symmetric and skew-symmetric, and the expressions such as and so forth refer to matrix multiplications. From the definition of , we infer that it is also a symmetric, traceless matrix.
We consider the incompressible flow of the nematic in described by the following system of equations
(5) | ||||
(6) | ||||
(7) |
where we have
(8) | |||||
(9) |
The parameter denotes the density of the nematic and through are the viscosity coefficients of the nematic with being the isotropic viscosity. The pressure and the function are the Lagrange multipliers corresponding, respectively, to the incompressibility and tracelessness constraints for and . The viscous and elastic stress tensors are
(10) | |||||
and
(11) | |||||
respectively, so that component-wise.
The model (5)–(7) is established in [10, Section 4.1.3], where a dissipation function is introduced from which the viscous stress tensor (10) can be derived. In particular, the following general form of a dissipation function is proposed in [10, Eq. (4.23)]:
(12) |
We remark that [10] considers only the terms involving to so that is exactly quadratic in the rates and and at most quadratic in but the idea can certainly be generalized. In particular, can involve a linear combination of nineteen invariants of the tensor triple [10, p. 223]. A simpler version of (12), introduced in [25], given by , also appears in [10, Eq. (4.25)]. Here, we include the terms with coefficients to because with these terms the model (5)-(7) subsumes the model in [11], derived by Beris and Edward. In a forthcoming work, we will show that the Beris-Edward model is, in fact, a particular version of (5)-(7), corresponding to a specific choice of dissipation constants , .
The above Sonnet-Virga model is derived using a variational framework together with the Principle of Minimum Constrained Dissipation [10, Section 2.2, Eqn. (2.172), (2.178), (2.179)]. Using , we can rewrite (5)-(7) as – see also [10, Eq. (4.21) and (4.22)]:
(13) | ||||
(14) | ||||
(15) |
where
(16) |
and
(17) |
To complete the description of the model, we point out that the dissipation function has to be positive semidefinite. The set of conditions satisfied by and to ensure that this property holds is too complicated to list here but some of these conditions can be found in [10, pp. 221-222]. However, if only has the terms associated with and , i.e.
then is positive semidefinite if and only if
(18) |
2.2 Non-dimensionalization
Suppose is the characteristic length of the system and is the characteristic velocity. With these, we introduce
so that
The forms of and are consistent with the following change of variable relation for the Ginzburg-Landau functional,
If we further introduce as the ratio between the nematic correlation length and , we can then write the energy density in the following non-dimensional form,
If , then the potential function imposes a heavy penalty on deviations of from the nematic states (3).
The nondimensional system of the governing equations (5)-(7) is then
(19) | |||
(20) | |||
(21) |
where the nondimensional viscous and elastic stress tensors are
(22) | |||||
and
(23) |
respectively. In the above, the nondimensional groups
(24) |
are respectively, the Ericksen and Reynolds number with
(25) |
We note that the constant gives the ratio between the viscous and elastic forces while gives the ratio between the inertial and viscous forces.
2.3 Decoupling of the governing equations
In this section, we introduce physical regimes in which the far-field behavior of and can be explicitly characterized. In particular, we will assume that the Ericksen number is small so that – as we will see shortly – the equation for the tensor decouples from the equation for the velocity . To this end, observe that
(26) | |||||
from which can be eliminated. More precisely, using (19), we have
(27) |
where the disappears as : . Combining (26) and (27), we have
Hence
(28) |
Absorbing the gradient of the Landau-de Gennes energy density into the pressure field leads to the following form of our system (19)–(21):
In this paper, we consider a specific regime of the above system so that the far-field spatial behavior can be revealed explicitly. This is described as follows.
-
(a).
The Ericksen number is small, i.e. , so that the elastic stress in the liquid crystal dominates the viscous stress. Formally, this leads to
where there is no need for as the tracelessness condition for is already incorporated in (8). Note that the first equation is the Euler-Lagrange equation for the Landau-de Gennes energy and it is decoupled from the equation for the velocity. In other words, the tensor field serves as the inhomogeneous source term for the velocity field .
-
(b).
The characteristic length of the problem is much smaller than the nematic correlation length, i.e., so that . Hence we are led to the following system:
(29) (30) (31) Note that now is harmonic. We remark that the positive semidefiniteness of the dissipation function is ensured if among others, the inequality (18) is satisfied. However, as is fixed or actually “prescribed” by (29) in our asymptotic regime, these inequalities can simply be replaced by the condition that all the coefficients, through are sufficiently small.
- (c).
To conclude, the current paper analyzes the stationary system (32)-(34) in the domain exterior to a sphere of radius . We are particularly interested in the far-field spatial behavior of the flow.
To complete the description of the above system, we need to incorporate boundary conditions for and which are discussed next.
2.4 Boundary conditions
We will solve the above system in the exterior domain in a moving frame. The following boundary conditions will be imposed for and :
(36) |
(37) |
In the above, are the far-field states for and , and are to be specified, is some positive number, and is the outward unit normal for (or inward to ). We make the following remarks about the above boundary conditions.
Remark 1
The boundary condition for is associated with the following surface anchoring energy:
We will choose so as to have an explicit solution for – see Section 3.1.
Remark 2
The problem (29)-(31), (36)-(37) describes the flow of a nematic liquid crystal in the exterior of a colloidal particle under various scenarios. We emphasize that the quantity is defined in the frame associated with the moving particle.
-
(a).
For a passive particle, the condition describes no-slip boundary conditions on the surface of a particle that is stationary with respect to an inertial frame. The second condition in (36) imposes the constant velocity of the flow at infinity.
-
(b).
Now suppose the passive particle moves in the nematic fluid with an externally imposed velocity subject to the no-slip boundary condition, while the nematic is stationary at infinity, then the velocity on the boundary of the particle and at infinity equal and , respectively. In this case, if we go to a frame moving with the particle, then the velocity of the nematic liquid crystal at infinity will equal and the velocity on the surface of the particle will vanish, that is, . However, this change of frame will induce an additional forcing term in (33) due to the presence of the convective derivative of . This term will be described more explicitly in Section 4.1, in particular, equation (93).
-
(c).
For a general active particle, is typically prescribed and nonconstant on the surface of the particle. Similar to the previous paragraph, if the particle moves with constant velocity , then changing to a frame moving with the particle, we can replace and by and . The value of can be determined by solving the problem (29)-(31), (36)-(37) and choosing so that the total stress on the surface of the particle vanishes.
From the mathematical point of view, in dimensons three or higher, the problem (29)-(31), (36)-(37) is uniquely solvable in exterior domains for any and . This is in contrast to the situation in bounded domain for which, due to the incompressibility condition, the total flux at the boundary must vanish. In dimension two, in general, there is no solution in the exterior domain with a bounded velocity field. This is the origin of Stokes’ paradox.
As a final remark, we point out that it is certainly advantageous to consider our problem in the frame of the (moving) particle so that the domain does not change in time. Thus, in the case of passive particle which is the emphasis of the current paper, we set and to be some prescribed value. (As mentioned above, the extension to active particle in the current framework is achieved by setting to be some general non-constant function. See [26] for examples of such a function.) Our goal is then to compute and analyze the flow pattern of the nematic fluid.
3 Preliminary information
We will make use of a known explicit stationary solution for in the exterior domain and investigate its role in determining the flow pattern.
3.1 Stationary state for .
Under the physical regime and boundary conditions considered in the Sections 2.3 and 2.4, we are looking for a -tensor function satisfying
The work Alama-Bronsard-Lamy [24, Theorem 1] gives the following explicit solution:
(38) | |||||
(39) | |||||
(40) |
with parameters and the particle radius is taken to be one. Note that is harmonic and the boundary function is of “hedgehog” type. The function has the following far-field spatial asymptotics
(41) |
We remark that [24] derives the above equation in the small particle regime , corresponding to . For large particle, , corresponding to , the solution tends to a harmonic map into taking the form, [24, Theorem 2]. From the work [27], it is also shown that has comparable spatial decay as the harmonic .
3.2 Green’s function for classical isotropic Stokes system
We introduce here the fundamental solution of the Stokes system which solves the system of equations,
(42) |
Following [16, Chapter 4.2, p. 238], is given as:
(43) | |||||
(44) |
Note that
The above fundamental solution can be used to produce solutions of Stokes system on the whole . More precisely, if solves
then it is given by:
(45) |
The above integrals are well-defined for with sufficient spatial decay, for example, . For general existence theorems in , we refer to [28, 16].
Similarly, in the case of a Stokes system in an exterior domain, for example,
then and can be represented by:
(46) | |||||
(47) | |||||
In the above, for any given vector and scalar fields and , we define the stress tensor as
(48) |
and for any matrix and vector fields and and vector , is a matrix with its -th row given by
We also recall the convention as stated in item (i) at the end of the Introduction.
In the above and the bulk of this paper, we are dealing with solutions that converge to their far-field limits with rate . With this in mind, we expect the following estimates for the boundary integrals,
(49) | |||||
(50) | |||||
(51) | |||||
(52) |
Clearly (49) gives the dominating far-field behavior. It can be decomposed as:
(53) | |||||
where
(54) |
denotes the boundary stress or drag force on the particle. The decomposition (53) is the same as [29, Theorem 1, Eq. (4.2a)].
3.3 Uniform Stokes Flow
Here we provide the solution of a uniform Stokes flow with far-field velocity , passing a sphere of radius . It solves the following system of equations:
(55) | |||||
(56) | |||||
(57) | |||||
(58) |
Using the spherical coordinates (following the physicists’ convention) with being the polar angle (measured from the polar axis) and being the azimuthal angle (measured from the meridian plane), we can write the velocity flowing along the polar axis as . Following [30, Section 7.2], we have
(59) |
where
(60) | ||||
(61) | ||||
(62) |
We note that the form of is found by solving . The method of finding in a bounded (annular) domain will be presented in Appendix D.
If the flow is in the direction of the -axis, i.e., , then we have in Cartesian coordinates that
(63) | |||||
(64) |
More generally, in vector form, we have
(65) | |||||
Making use of the Green’s function (43) and upon introducing
(66) |
we have
or more compactly,
(67) |
We note the following asymptotics,
so that
(68) |
Next we compute the drag force (54) on the moving particle. For this purpose, the components of on , expressed in spherical coordinates are:
With the above, , in the direction of , is given by
(69) |
or in vector form, written as,
(70) |
which is the celebrated Stokes Law.
Remark 3
The classical isotropic Stokeslet fundamental solution given by
for any corresponds to Stokes flow driven by a point source of strength located at the origin. Note that the far-field behavior of the Stokeslet is the same as the leading order asymptotics of classical Stokes flow in the exterior of a spherical domain. See [31] for a explanation and application of such a notion.
4 Structure of the anisotropic Stokes equation (33)
Here we will start our analysis for the stationary system (32)–(34) with boundary conditions (36)–(37). We emphasize again the feature that the tensor field given by (38)–(40) acts as an inhomogeneous term for the Stokes equation (33) for . The key is to understand the far-field spatial behavior () of .
4.1 Decomposition of equation (33)
Here we decompose system (29)–(31) into a form amenable for asymptotic analysis. We first substitute form (38) for into (33) for and analyze the resulting system.
-
(a).
Recall the decay property (41) of : and . We look for a solution satisfying and . Hence, we expect
-
(b).
With the above, the right hand side of (33) becomes
(71) -
(c).
Here we analyze the terms constituting the viscous stress given by (35).
-
(a)
The -term:
(72) For the first bracketed term in (72), we have the following decomposition
(73) For the second bracketed term in (72), we have
(74) In the above, and are linear in and respectively, both having coefficients depending only on . Furthermore both and decay as . A similar structure exists for all the remaining terms in the stress tensor as it will become clear while we proceed through the rest of this computation.
-
(b)
The -term:
where
(75) -
(c)
The -term:
where
(76) -
(d)
The -term:
(77) -
(e)
The -term:
(78) -
(f)
The -term:
(79) -
(g)
The -term:
(80) -
(h)
The -term:
(81) where we have used the fact that as for any with symmetric.
-
(i)
The -term:
(82) -
(j)
The -term:
(83)
From the above, we note that
(84) -
(a)
Taking into account the items (a)-(c) above, we can write equation (33) as
(85) |
where
(86) | |||||
(87) | |||||
(88) | |||||
In the above and what follows, we will use the symbol to denote an expression or quantity that genuinely depends on . Furthermore, we set
(90) |
We might omit if the dependence is clear from the context.
The advantage of representation (85)–(4.1) is highlighted as follows.
-
(a).
The linear form in corresponds to the leading order far-field contribution to the diffusivity matrix originating from the stress tensor. In particular, is linear in with constant coefficients depending only on .
-
(b).
The term decays as for . It can be treated as a purely inhomogeneous forcing term involving , and . Note that it is linear in the expression so it vanishes if .
-
(c).
The terms and decay as for . They are integrable in the exterior domain ,
(91)
We point out that the presence of and is due to the dependence of the interacting potential function on so that only and appear in the expressions for and . (See the form (12) of .)
For the purpose of analyzing equation (85), we will keep in the left hand side but move to the right of that equation and re-write it as:
(92) |
Note that is a second order differential operator in with constant coefficients.
Before proceeding further, we will express and in more transparent forms.
Note that given , both and are linear in .
Combining the above with the explicit expression (38) of , the terms on the right hand side of (92) take the following forms:
(93) | |||||
(94) | |||||
for some spatially bounded vector or tensor fields defined on which depend on and but not on and . We again recall the convention about the symbol stated in item (i) at the end of Introduction. The precise forms of the contractions between tensors are not too important for our analysis. The key is the homogeneity in leading to appropriate spatial decays. The presence of on the right hand side refers to the fact that the terms are multiplied by ’s. In particular, are all bounded in magnitude by . Hence, if , then (92) simply becomes the classical isotropic Stokes equation (55).
Relating back to Section 2.4, Remark 2, note that the system (32)–(34) with boundary conditions (36)–(37) is solvable for any and . From the form of written in (93), it seems the system becomes simpler by setting . This can be achieved by a change of frame or simply consider the new vector field . However, due to the presence of the convective derivative of , either of these procedures will necessarily give rise to the term which at leading order is embedded in .
4.2 Identification of
In this section, we express in (92) in more explicit form. More precisely, we will write
(95) |
for some constant fourth order tensor . Upon introducing the coordinates , the right hand side of the above is understood as
(96) |
The main purpose of this section is to identify explicitly. We note the following symmetry action of with respect to and ,
(97) |
Furthermore, we emphasize that will only act on incompressible vector fields : .
Before proceeding, using (39), we record that
(98) |
With that, we compute.
-
(a).
where
(99) In the above, we have used the symmetry property (97) of and the incompressibility of :
(100) The above property will be used in several places in what follows.
-
(b).
Here
(101) -
(c).
Here
(102) -
(d).
Here
(103) -
(e).
Here
(104) -
(f).
Here
(105) -
(g).
Here
(106) -
(h).
Here
(107) -
(i).
Here
(108)
5 Analysis of the anisotropic Stokes equation (33)–(34)
Collecting the forms from (93) and (94), we write again here the governing system as:
(111) | |||||
(112) | |||||
(113) | |||||
(114) |
where
(115) | |||||
(116) | |||||
Note that we have emphasized the dependence of and on . Given , this dependence is in fact linear in so that
(117) |
making the above a linear system which we designate as our anisotropic Stokes system.
We remark again that the above system describes the flow in the moving frame attached to the particle. The far-field velocity is prescribed. For passive particle which is the case in this paper, we take while for active particle, it is in general some prescribed, non-constant function. Note also that if and , then we have only the trivial solution .
Upon introducing
(118) |
we can write (111) as
(119) |
In terms of , we have so that it is consistent with .
The main purpose of the next few sections is to prove the existence and uniqueness of a solution for (111)–(114) in a suitable function space when .
5.1 Computation of the Green’s Function for .
Given a function or vector field defined on , its Fourier transform and inverse are given by
where . Based on (95) and (96), we introduce the matrix :
(120) |
Then taking the Fourier transform of (92) gives
(121) |
where is the right hand side of (92). Using the incompressibility condition written in Fourier mode , we have,
Hence,
i.e.
or equivalently,
To conclude, the solution and is given by
(122) |
and
(123) |
Note that the matrix inverse in the above is well-defined if .
Let and be the inverse Fourier transforms respectively of
(124) |
and
(125) |
Then we have that and are homogeneous with degrees and so that
(126) |
The above leads to the following properties: for ,
(127) |
and
(128) |
Using the and above, we are looking for a solution of (111) with suitable decay property at infinity such that the following representation holds for :
(129) | |||||
(130) |
so that . More precise far-field asymptotics of will be given in Section 6. However, in preparation for the proof of existence of , we will first analyze the dominating term of given by .
5.2 Far-field behavior of the inhomogeneous term
We recall form (93) for the dominating term of :
Hence, in order for the property to hold, from the representation formula (129), it is necessary to have . By (222), this is true only if
(131) |
To verify the above for our system, we write explicitly as:
(132) | |||||
By considering only the dominating term in the expression (38) of , we have
Hence we can write for some constant matrix that,
(133) |
Note that the term in multiplied by completely vanishes.
5.3 Existence of solution of (111) in Schauder spaces
We recall the form of equation (111), its inhomogeneous term (116), and the Green’s function (126). Estimate (127) for plays an important role in our analysis.
We will show the existence and uniqueness of a solution by means of the Banach Fixed Point Theorem in a suitable weighted Schauder space . For this purpose, we define
(137) |
where
(138) |
In the above, , and
(139) |
Now, given a , let be the solution of (111)–(114) with . We will find a fixed point of : . To achieve this, we will show the following two properties of :
-
(a).
maps into , in particular, there is a such that for any ,
(140) -
(b).
For , there exists a such that for any , we have
(141)
The proof can be obtained via the following steps.
(I) Well-posedness of . General existence and uniqueness theory for can be found in [32], also described in the encyclopedic reference [16, Chapter V]. But as has specific spatial decay property and we are looking for classical solutions, we find it convenient to follow the classical approach outlined in [33, Chapter 3] using the theory of single and double layer potentials, and Schauder estimates. This theory is also outlined in [34]. The recent survey [35] covers the existence and uniqueness of solutions for the Stokes equation in Schauder spaces. For the convenience of the reader, we now outline the approach that demonstrates existence.
Given , we write as
(142) | |||||
(143) | |||||
(144) |
From (93) and (94), we have and for . The solution is found by the following steps.
- (a).
-
(b).
We find and on that solve the following equation:
Following [34, Theorem 6.1, eqn. (6.3)], we can have that in the class , the solution exists, is unique, and it satisfies .
- (c).
The spatial decay property of shows that it can have the following representation,
(145) |
Next we use (145) to estimates . For estimates near the boundary, we can invoke [33, Chapter 3, Theorem 5] to deduce that
(146) |
where . In particular, on the boundary, we have
(147) |
Furthermore, from the form of (116), we have for some constant that
(148) |
Now we proceed with the following two proofs.
(II) Proof of (140). With boundary estimates given by (146), we will just concentrate here on interior weighted estimates, i.e., for such that . Again, we will utilize the representation (145).
For the boundary integrals in (145), we have
and more generally, for ,
Furthermore, for with ,
Hence,
Using the same technique, we can similarly have,
6 Properties of anisotropic Stokes flows
Here we make more precise the far-field behavior of the solution . As an application of our analysis, we will analyze the symmetry property of the solution and give a decomposition formula for the Stokes drag. They will be validated and illustrated by numerical simulations.
We start from representation (145) for the solution :
(150) | |||||
where
We re-arrange the above terms in the following way,
(155) | |||||
Note that for , we have
(155) | ||||
(155) | ||||
(155) and (155) | ||||
(155) |
so that up to , (155) and (155) are the dominant terms in the expression for the anisotropic flow.
6.1 Precise asymptotics: deviation from isotropic Stokes flow
The purpose of this section is to reveal more clearly the difference between and the classical Stokes flow which is set to satisfy
(156) | |||||
Define . Then we have
Note that and . Now let solve
(157) | |||||
(158) | |||||
(159) |
Then the same approach in deriving estimates for gives
(160) |
Hence we have
(161) |
Finally, using the Green’s function (43) for the classical Stokes flow, we have the following representation of ,
(162) | |||||
where is the Stokes stress tensor (48). Note that the last term in the above decays as . Hence we have,
(163) | |||||
(164) | |||||
(165) |
The rest of this section will describe more explicitly the bulk and boundary integrals and .
6.1.1 Analysis of
For this purpose, recalling from (67) that , we then have
(167) |
Note that decays as because the integrand is integrable. By (205), the integral decays as .
For , we will show that satisfies the mean zero condition. (Such a condition is already verified for in Section 5.2.) By (222), we can then conclude that decays as . To this end, by (232), we have
(168) | |||||
Using spherical coordinates and considering symmetry, we check
-
(a).
, or
-
(b).
,
-
(c).
or
-
(d).
-
(e).
-
(f).
-
(g).
Hence we can invoke (222) to conclude that
6.1.2 Analysis of
To obtain an explicit formula for the boundary stress associated with , we multiply (157) by a test function given by where solves the following equation:
with an arbitrary . Using integration by parts – see [33, p.53 (10), (11)], we obtain
The above is justified by the decay estimates for and :
which all vanish as . Hence we have
As on , the following holds for any ,
Hence we have
(171) | |||||
6.2 Symmetry properties of solution and drag force
Here we investigate the symmetries of with respect to our far-field data and . Note that the interacting potential in (12) is chosen to be frame indifferent. Hence our solution is naturally invariant with respect to orthogonal transformations. For the reader’s convenience, we outline the derivation.
Let and be an orthogonal matrix and its transpose (and inverse). Upon introducing
we have,
The above shows that the Navier-Stokes equation
is equivalent to
To take into account of our model (5)–(7), we first note that for any order two tensors (or tensor fields) and , suppose and are such that and , then it holds that
As application, consider , , and , then we have
For , let be such that . In particular, if , then . In general, the following hold,
and
Hence for and , upon defining and , from (10) and (11), it holds that
Furthermore, let , from (8) and (9), then
We then conclude that system (5)–(7) is invariant under orthogonal transformations. In particular, we say that a solution , is invariant under an orthogonal transformation if
(172) | |||||
(173) |
Next we investigate the symmetry property of the drag force on the particle which according to (6) is defined as
(174) |
By the invariance property just demonstrated, we have
(175) |
Note that in the above, we have used the fact that the area element does not change under orthogonal transformation. Now if the solution is invariant under , then . Hence
This leads to
(176) |
Next we make use of the above to analyze the symmetries of the drag force . For convenience, we use to denote the dependence of on and . Note that for our linear system (111)–(116), with , given , its solution and hence is linear in the far-field velocity field . To take advantage of this, for concreteness, we let in (39). Now we decompose as,
(177) |
Then the solution and the drag force can be decomposed as
where solve (111)–(116) with as the far-field velocity field. Furthermore, we have
(178) |
for any orthogonal transformation of . The following arguments reveal the symmetry properties of with respect to , .
-
•
Since and are invariant under any orthogonal transformation of that leaves fixed, we can infer that satisfies the same property. Hence the drag force must be parallel to . By linearity, we have for some constant that
(179) -
•
For , we have in general that
(180) for any reflection of that leaves the plane spanned by and fixed. Hence we must have . By linearity, we have for some constant and vector from the -plane that
Now for any orthogonal transformation of that leaves fixed, using
we have
Hence for any . Thus must be zero. We then conclude that
(181)
Combining the above, we finally have the following same formula as [23, (6.9)]:
(182) |
This is also consistent with the fact that if we replace by , remains unchanged and so does the the overall system.
Even though our system of equation is a reduced version of the original model, it does not seem easy to write down an asymptotic formula for the coefficients and . This is because of the presence of in the stress tensor (20) which cannot be easily computed in the limit of vanishing Er. See [23] for a discussion of some analysis and conjectures about the drag force.
6.3 Analytical calculations
We demonstrate here analytical calculations of (6.1.1), (6.1.1) and (171). In principle, we can give analytical expressions for all the terms as they only involve homogeneous functions of negative integral degrees. More precisely, we have
and with (67). Furthermore, the terms and involve multiplications between the following matrices
For convenience, we introduce the following conventions:
arbitrary linear combinations and products between , , , | (183) | ||||
and their powers; | |||||
linear combinations between , , . | (184) |
From Appendix C.1, we have
(185) | |||||
(186) |
so that
(187) | |||||
(188) |
From Appendix C.2 and C.3, we have
(189) | |||||
(191) |
Note that all the terms in , and have already been computed explicitly in the Appendix C.1 and C.2. From Appendix C.3, all the coefficients appearing in and are amenable for symbolic computations.
Using the above, we can give the following representations of the bulk and boundary terms appearing in (6.1.1), (6.1.1) and (171).
- •
-
•
. The terms and decay at least and hence are integrable. Using their forms, we have
For , it can be conveniently represented using Divergence Theorem:
(194) -
•
. As decays at least as , the following integral is integrable:
(195) (196) where we recall the form of from (67). The remaining term with can also be dealt with using Divergence Theorem:
(197)
Before moving on to the next section, we consider one “simplistic model” in which is taken to be uniform in space, i.e. it equals its end state . Such an approximation was in fact used in some works, see for example [22, 37]. In this case, all the terms , and vanish as they involve either or . Then we have
(198) | |||||
(199) |
As demonstrated numerically in Section 7.1, we see that the actual velocity flow does depend on the overall structure of , not just its end state .
7 Numerical simulations
Here we provide numerical simulations to illustrate our analysis. The simulations are performed using a commercial finite elements software package COMSOL [38]. For validation, we used this package to compute the classical Stokes flow. The results are benchmarked against analytical solutions in a finite domain, more precisely in the annulus . For details, we refer to Appendix D.
In the following, we record our numerical results for the anisotropic Stokes system (32)-(34). Some remarks are in order.
-
(a).
For simplicity, we assume that only and are nonzero. They are fixed to be and , except in Section 7.3 where we allow them to vary.
-
(b).
Our analytical results show that . To better illustrate this, we will plot rescaled versions of components of . More precisely, let . If is along , then we will plot the following quantity for
(200) along various two-dimensional planes.
- (c).
7.1 ,
In this section, we choose and to be non-parallel to each other. Besides plotting various (rescaled) components of ’s, we aim to illustrate the clear differences between the solution of our anisotropic Stokes system when is set to be and given by (38).
(a)
(b)
Figure 1. 3D, rescaled plot of in the -plane.
(a) is set to be ; (b) is given by (38).
The following figures are 2D zoomed plots for different ’s.
(a)
(b)
Figure 3. Zoomed, 2D, rescaled plot of in the -plane.
(a) is set to be ; (b) is given by (38).
(a)
(b)
Figure 4. Zoomed, 2D, rescaled plot of in the -plane.
(a) is set to be ; (b) is given by (38).
(a)
(b)
Figure 5. Zoomed, 2D, rescaled plot of in the -plane.
(a) is set to be ; (b) is given by (38).
Note that in Figures 1, 2, and 3, there is reflection symmetry for in the -plane with respect to both the - and -axes. This is due to the fact that the -plane is perpendicular to the -plane, the plane spanned by and .
7.2 ,
In this section, the and are parallel to each other, both pointing in the direction of -axis. In this case, should be rotational symmetric with respect to the -axis. This is clearly demonstrated in the plot for in the -plane – see Figure 6.
(a)
(b)
Figure 6. 2D, rescaled plot of in the -plane:
(a) whole computational domain; (b) zoomed version.
(a)
(b)
Figure 7. 2D, rescaled plot of in the -plane:
(a) whole computational domain; (b) zoomed version.
(a)
(b)
Figure 8. 2D, rescaled plot of in the -plane:
(a) whole computational domain; (b) zoomed version.
(a)
(b)
Figure 9. 2D, rescaled plot of in the -plane:
(a) whole computational domain; (b) zoomed version.
Note that by symmetry the behavior of in the -plane and in the -plane should be “identical”, as illustrated by Figures 8 and 9.
7.3 ,
In this section, we demonstrate the decomposition (161). This is validated by plotting
(201) |
with three samples of and :
(a) , ; (b) , ; (c) , . |
As , we expect converging to some fixed function. This is clearly demonstrated in the following plots, in terms of both the pattern and order of magnitude.
(a)
(b)
(c)
Figure 10. 2D, rescaled plot of in the -plane:
(a) , ; (b) , ; (c) , .
(a)
(b)
(c)
Figure 11. 2D, rescaled plot of in the -plane:
(a) , ; (b) , ; (c) , .
(a)
(b)
(c)
Figure 12. 2D, rescaled plot of in the -plane:
(a) , ; (b) , ; (c) , .
8 Acknowledgements
The work of DG was partially supported by the NSF grant DMS-2106551. The authors would like to acknowledge useful discussions with Leonid Berlyand and Mykhailo Potomkin.
9 Declaration of Interests
The authors report no conflict of interest.
Appendix A Far-field behavior of Stokes system
Consider equation (111) and the representation of its solution in (145). The asymptotics of the boundary integrals are given in step (II) of the proof in Section 5.3. Here, we will analyze the asymptotics of the bulk integral
The property of homogeneous of degree (126) for plays an important role in our analysis. The precise asymptotics naturally also depends on the far-field behavior of . We present these results in the following cases.
A.1 Case I
We assume that and
(202) |
We compute
(203) | |||||
In order to characterize the term, we assume that
(204) |
Let . Then we have
(205) | |||||
Note that in the above, we have used the fact that is an integrable singularity at in .
A.2 Case II
Next, we assume that has the following large spatial asymptotic behavior:
(206) |
Then we compute,
(209) | |||||
(note that the singularity at is integrable) | |||||
Similarly,
(212) | |||||
Note that for , even if , a -term can appear in the bulk integrals.
A.3 Case III
In order to do a more careful analysis of the case of which we are concerned most, we further assume that is homogeneous of degree , i.e.
(213) |
Note that the integrand is integrable . Hence we can use Fubini’s Theorem to compute iteratively as , where and . To this end, we have
For , we write
Now for , define
(214) |
Then we have
(215) |
On the other hand, we have . To analyze this term, we compute
where
(217) |
because as . Lastly, we have
(218) |
Appendix B estimates for bulk integral
Here we prove the decay estimates for the bulk integral in (145)
with and given by (116). These are needed in step (II) of the existence proof of solution in Section 5.3.
As mentioned before, the key of the proof is based on the estimates of Newtonian potentials [36, Chapter 4] as is homogeneous with degree . For estimates near the boundary, we can refer to (146). Hence we will just concentrate here on interior weighted estimates at . Only the proof involving the term in will be given as it is the dominant term in terms of spatial decay property. All the other terms can be handled similarly. The proof is divided into , and estimates.
B.1 estimates
These are relatively simple as is integrable near . Since , then as shown in Appendix A, we have
Similarly, we have by the mean zero condition again that
Hence
We remark that the mean zero condition is preserved during each iteration as the function does not depend on the solution .
B.2 estimates
We now proceed to the estimates for of the bulk integrals. One difficulty is that now the singularity of is not integrable. We follow the approach of [36, Chapter 4, Lemma 4.2].
Let . Consider
For , we have
For , we have
For , by Divergence Theorem, we have
and hence
For , we have
Note that the singularity at is now integrable due to the presence of in the numerator. On the other hand, the singularity behavior of near is tempered by the mean zero condition again:
Then similar to the computation leading to (222), we have
Combing the estimates for and gives,
B.3 estimates
For the estimates for the second derivatives of the bulk integrals, we follow [36, Chapter 4, Lemma 4.4].
Using the computation for from the previous section and letting again , we have
For , in fact, it is differentiable in :
Hence
(223) |
For , consider the following estimates,
Then we have
(224) |
For , consider
where and . We estimate,
and similarly,
Furthermore, we have by Divergence Theorem
so that
For the last term,
For , we estimate
(where is some point between and ) | ||||
For , we have
For ,
For , we again make use of the mean zero condition for to have that
Combining the above, we conclude that
(225) |
Appendix C Calculation of and
C.1 Formula for
Here we list the formulas for where is some divergence free vector field with homogeneous degree , for .
The above are applied to and .
-
•
.
(231) (232) -
•
.
(233) (234) -
•
,
where .(235) (236)
We now recall the operation (95), (96) and (109) for :
Given any matrix valued function , upon introducing the contraction,
(237) |
then we have
(238) |
Note that we will only consider those such that is divergence free for all , i.e.
(239) |
This condition is indeed satisfied by (43), (67), and hence (66).
With the above, we proceed to find:
-
•
Formula for . From (110), we need to compute the following:
We tabulate the result in the following:
With the above, we have explicitly,
We note that , .
-
•
Formula for . Similarly, we need to compute the following:
We again tabulate the result in the following:
Similar to , we have the following:
From the above, we can conclude that and are linear combinations of the following matrices
with coefficients given by for . Concisely, we can write,
and
where the and ’s are polynomials of degree at most three.
C.2 Formula for
C.3 Formula for and
From the form of and , it can be seen that they involve multiplications between the following matrices
- •
- •
-
•
From the above, we have
(248)
Hence taking appropriate products of all the above, we have
(249) | |||||
For , note that , we have
Hence
(250) |
Appendix D Solution of isotropic Stokes flow in bounded domain
Even though our analysis is in the exterior domain the simulation domain is assumed to be an annulus with the inner and outer radii and respectively, with As a validation of our numerical code, we verify that our simulations for the standard isotropic Stokes flow match with the analytical solution in this finite domain. We also establish that the solution in the bounded domain retains the decay properties in an infinite domain as long as we stay away from the outer boundary.
We first compute the analytical solution to the Stokes flow in an annular domain . In this case, we still have (59) and the first part of (60). Now the boundary conditions for become:
at : | ||||
at : |
which are translated to:
(251) |
The Stokes equation () leads to following form of :
where the coefficients are determined by the boundary conditions (251). We then have the following system of linear equations:
Upon introducing , the solution to above system is given by
(252) | |||||
(253) | |||||
(254) | |||||
(255) |
Then we have
(256) | |||||
(257) | |||||
We note the self-similarity or decay structures of the solution. These can be used to benchmark the numerical solution. In particular, if so that , we have
One can identify three distinct parameter regimes (a) , (b) , and (c) . We will mostly interested in regime (b) as it corresponds to the flow far away from the particle, yet it is unaffected by the boundary of the computational domain. From (256) and (257), we have the following asymptotics:
-
(a).
If then then
(258) and
(259) -
(b).
If then then
(260) and
(261) -
(c).
If then
(262) and
(263)
Note that regimes (a) and (b) are consistent with the exact solution (61) and (62) in the exterior domain.
In the following, we compute classical Stokes’ flow with . We will plot on the -plane demonstrating its radially symmetric behavior. To this end, note that . On the -plane, and hence by (257) we have,
(264) |
Our numerical results recover the above three asymptotics (a), (b), and (c). To illustrate this, we plot the rescaled radial profile of for ,
(265) |
The results are depicted in Figures 13 and 14.
(a)
(b)
Figure 13. for classical Stokes flow:
(a) in -plane; (b) in -plane.
(a)
(b)
Figure 14. (Rescaled) radial profile for classical Stokes flow (in the -plane):
(a) ; (b) zoomed version of (a).
As further demonstrations, we compare the radial behavior between (along the -axis) the in the finite and infinite domain calculations. Although the overall profiles differ, due to the finite size effect, they do coincide very well near the core, i.e. in regimes (a) and (b) above.
(a)
(b)
Figure 15. Comparision between the rescaled radial profiles of (along the -axis) for classical Stokes flows:
(a) blue: finite domain; red: infinite domain; (b) zoomed version of (a).
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