On admissible positions of Transonic Shocks for Steady Euler Flows In A 3-D Axisymmetric Cylindrical Nozzle
Abstract.
This paper concerns with the existence of transonic shocks for steady Euler flows in a 3-D axisymmetric cylindrical nozzle, which are governed by the Euler equations with the slip boundary condition on the wall of the nozzle and a receiver pressure at the exit. Mathematically, it can be formulated as a free boundary problem with the shock front being the free boundary to be determined. In dealing with the free boundary problem, one of the key points is determining the position of the shock front. To this end, a free boundary problem for the linearized Euler system will be proposed, whose solution gives an initial approximating position of the shock front. Compared with 2-D case, new difficulties arise due to the additional 0-order terms and singularities along the symmetric axis. New observation and careful analysis will be done to overcome these difficulties. Once the initial approximation is obtained, a nonlinear iteration scheme can be carried out, which converges to a transonic shock solution to the problem.
Key words and phrases:
steady Euler system; axisymmetric nozzles; transonic shocks; receiver pressure; existence;2010 Mathematics Subject Classification:
35A01, 35A02, 35B20, 35B35, 35B65, 35J56, 35L65, 35L67, 35M30, 35M32, 35Q31, 35R35, 76L05, 76N101. Introduction
In this paper, we are concerned with the existence of steady transonic shocks, especially the position of the shock front, in a 3-D axisymmetric cylindrical nozzle (see Figure 1.1). The steady flow in the nozzle is supposed to be governed by the Euler system which reads:
(1.1) | |||
(1.2) | |||
(1.3) |
where are the space variables, “” is the divergence operator with respect to , is the velocity field, , and stand for the density, pressure, and the internal energy respectively. Moreover, the fluid is supposed to be a polytropic gas with the state equation
where is the entropy, is the adiabatic exponent, and with the specific heat at constant volume.

It is well-known, in the Euler system, the equation can be replaced by the Bernoulli’s law below:
(1.4) |
where the Bernoulli constant is given by, with being the enthalpy,
(1.5) |
For Euler flows, a shock front is a strong discontinuity of the distribution functions of the state parameters of the fluid. Let , with , be the position of a shock front, then the following Rankine-Hugoniot(R-H) conditions should be satisfied:
(1.6) | |||
(1.7) | |||
(1.8) |
where denotes the jump of the quantity across the shock front , and . Moreover, the entropy condition should also hold, which means that the pressure increases across .
1.1. Steady plane normal shocks in a flat cylindrical nozzle.
Given a flat cylindrical nozzle:
(1.9) |
with the entrance , the exit , and the wall being
it is well-known that there may exist plane normal shocks in it with the shock front being a plane perpendicular to the -axis (see Figure 1.1). Let with be the position of the plane shock front, be the state of the uniform supersonic flow ahead of it, and be the state of the uniform subsonic flow behind it. (In this paper, the subscript “” will be used to denote the parameters ahead of the shock front and the subscript “” behind the shock front.) Then the R-H conditions - yield
(1.10) |
Then direct computations yield that
(1.11) | |||
(1.12) | |||
(1.13) |
where is the sonic speed, is the Mach number, and
(1.14) |
Remark 1.1.
By applying the entropy condition , the equation (1.11) yields that , that is, . Then, since , it is obvious that , which implies that . That is, the flow is supersonic ahead of the shock front, and is subsonic behind it.
Remark 1.2.
For each , it is obvious that gives a plane transonic shock solution to the steady Euler system (1.1)-(1.3) in the following sense: the position of the shock front is , the state of the fluid within the region between and in the nozzle , and the state of the fluid within the region between and . Therefore, as the state is given, the state of the flow behind the shock front is uniquely determined by (1.11)-(1.13), while the position of the plane shock front could be arbitrary in the flat nozzle .
1.2. The steady transonic shock problem in an axisymmetric perturbed nozzle.
Based on the above steady plane normal shock solutions in a flat cylindrical nozzle, this paper is going to study the existence of transonic shocks in an axisymmetric 3-D nozzle, which is a small perturbation of a flat cylindrical nozzle, with a pressure condition at the exit.
Let be the cylindrical coordinate in such that
and the perturbed nozzle is axisymmetric with respect to -axis:
(1.15) |
where, with sufficiently small and a given function defined on ,
(1.16) |
In this paper, we further assume that the states of the fluid in the nozzle are also axisymmetric with respect to -axis such that are independent of , and
Then direct computations yield that the 3-D steady Euler equations - are reduced to
(1.17) |
where
(1.18) |
Hence, it suffices to determine , with the flow angle and the magnitude of the flow velocity, as functions of variables .
Moreover, under the cylindrical coordinate, the position of a shock front which is axisymmetric with respect to -axis can be denoted as , and the Rankine-Hugoniot conditions - across it become
(1.19) | |||
(1.20) | |||
(1.21) | |||
(1.22) |
In the -space, let
(1.23) |
denotes the domain of the nozzle with the boundaries
(1.24) | ||||
in which is the entry, is the exit, is the nozzle wall, and denotes the symmetry axis of the nozzle. In this paper, we are going to determine the steady flow pattern with a single shock front in , satisfying the slip boundary condition on the nozzle wall , for given supersonic states at the entry and given pressure condition at the exit . The problem is formulated as a free boundary problem described in detail below.
The Free Boundary Problem FBPC

Let . Given , , , try to determine the states of the fluid in the nozzle with a single shock front ( see Figure 1.2) such that:
-
(i).
The nozzle domain is divided by into two parts:
(1.25) (1.26) where denotes the region of the supersonic flow ahead of the shock front, and is the region of the subsonic flow behind it;
-
(ii).
In , the states of the fluid , which satisfies the Euler system , given supersonic state at the entry of the nozzle
(1.27) and the slip boundary condition on the wall of the nozzle
(1.28) -
(iii).
In , the states of the fluid , which satisfies the Euler system , the slip boundary condition on the wall of the nozzle
(1.29) and given pressure at the exit of the nozzle
(1.30) -
(iv).
On the shock front , the Rankine-Hugoniot conditions - hold for the states ;
-
(v).
Finally, on the axis , under the assumption of axisymmetric, both and satisfy
(1.31) and
(1.32)
Remark 1.3.
is a sufficient condition, which is needed to establish a prior estimates of the solution. One is referred to Section 3 for details.
Remark 1.4.
This paper will deal with the problem FBPC and establish the existence of the transonic shock solution in the 3-D axisymmetric nozzle by showing the following theorem.
Theorem 1.5.
Assume that
(1.33) |
and
(1.34) |
Let
(1.35) | ||||
(1.36) |
with , such that
(1.37) |
Then, if
(1.38) |
then there exists a sufficiently small constant , such that for any , there exists at least a transonic shock solution to the free boundary problem FBPC.
Remark 1.6.
In Theorem 1.5, the assumption (1.33) is imposed in order to the simplicity of the presentation of this paper. The existence of the transonic shock solutions can also be established for general if (1.38) holds and there exists such that
(1.39) |
Actually, for general , similar as the existence of transonic shock solutions in a 2-D nozzle established in [9], there may exist more than one transonic shock solutions to the free boundary problem FBPC.
In dealing with the free boundary problem FBPC, one of the key difficulties is determining the position of the shock front. However, there is no information on it since the problem FBPC is going to be solved near the steady plane normal shock solutions and, as pointed out in Remark 1.2, the position of the shock front can be arbitrary in the flat nozzle. This difficulty also arises for 2-D transonic shock problem in an almost flat nozzle and Fang and Xin successfully overcome it in [9] by designing a free boundary problem of the linearized 2-D Euler system based on the background normal shock solution, which provides information on the position of the shock front as long as it is solvable: the free boundary can be regarded as an initial approximating position of the shock front. It turns out that this idea also works for the 3-D axisymmetric case studied in this paper, and an initial approximating position of the shock front can be obtained by solving the free boundary problem of the linearized 3-D axisymmetric Euler system based on the plane normal shocks (see Section 4 for details). Different from the problem for 2-D case in [9], there exist additional 0-order terms and singularities along the symmetric axis in the linearized Euler system for 3-D axisymmetric case. These differences will bring new difficulties in solving the free boundary problem and determining the position of the free boundary. They need further observation and careful analysis which will be done in this paper. Once the initial approximation of the transonic shock solution is obtained, nonlinear iteration process similar as in [9] can be executed which converges to a transonic shock solution to the problem FBPC.
The study on gas flows with shocks in a nozzle plays a fundamental role in the operation of turbines, wind tunnels and rockets. Thanks to steady efforts made by many mathematicians, there have been plenty of results on it from different viewpoints and for different models, for instance, see [1, 2, 3, 4, 5, 6, 7, 9, 16, 20, 21, 22, 23, 24] and references therein. For steady multi-dimensional flows with shocks in a finite nozzle, in order to determine the position of the shock front, Courant and Friedrichs pointed out in [7] that, without rigorous mathematical analysis, additional conditions are needed to be imposed at the exit of the nozzle and the pressure condition is preferred among different possible options. From then on, many mathematicians have been working on this issue and there have been many substantial progresses. In particular, Chen-Feldman proved in [3] the existence of transonic shock solutions in a finite flat nozzle for multi-dimensional potential flows with given potential value at the exit and an assumption that the shock front passes through a given point. Later in [2], with given vertical component of the velocity at the exit, Chen-Chen-Song established the existence of the shock solutions for 2-D steady Euler flows. See also [18] for a recent result for 3-D axisymmetric case. Both existence results are established under the assumption that the shock front passes through a given point, which is employed to deal with the same difficulty as the problem in this paper that the position of the shock front of the unperturbed shock solutions can be arbitrary in the nozzle. Without such an artificial assumption, recently in [9], Fang-Xin establish the existence of the transonic shock solutions in an almost flat nozzle with the pressure condition at the exit, as suggested by Courant-Friedrichs in [7]. It is interesting that the results in [9] indicate that, for a generic nozzle and given pressure condition at the exit, there may exist more than one shock solutions, that is, there may exist more than one admissible positions of the shock front. It should be noted that, in a diverging nozzle which is an expanding angular sector, the position of the shock front can be uniquely determined by the pressure condition at the exit under the assumption that the flow states depend only on the radius (see [7]). And the structural stability of this shock solution under small perturbation of the nozzle boundary as well as the pressure condition at the exit has been established for 2-D case in a series of papers [15], [16] by Li-Xin-Yin and in [6] by Chen. See also [19, 20] for a recent advance towards 3-D axisymmetric case.
1.3. Organization of the paper.
The paper is organized as follows. In Section 2, the problem FBPC is reformulated by a modified Lagrange transformation, introduced by Weng-Xie-Xin in [20], which straightens the stream line without the degeneracy along the symmetric axis. Then the free boundary problem for the linearized Euler system is described, which serves to determine the initial approximation. Finally, the main theorem to be proved is given. In Section 3, we shall establish a well-posed theory for boundary value problem of the elliptic sub-system of the linearized Euler system at the subsonic state behind the shock front. It turns out that there exists a solution to the problem if and only if a solvability condition is satisfied for the boundary data. This solvability condition will be employed to determine the position of the free boundary. In Section 4, we prove the existence of the initial approximation by applying the theorem proved in Section 3. Then a nonlinear iteration scheme will be described, starting from the initial approximation, in Section 5. Finally, in Section 6, the nonlinear iteration scheme will be verified to be well-defined and contractive, which concludes the proof for the main theorem.
2. Reformulation by Lagrange Transformation and Main Results
For 2-D steady Euler system, it is convenient to introduce the Lagrange transformation which straighten the streamline (see, for instance, [4, 9, 16]). The idea also applies to the 3-D steady axisymmetric Euler system. However, degeneracy occurs along the symmetric axis such that it is not invertible. Weng-Xie-Xin introduced in [20] a modified Lagrange transformation which successfully overcame this difficulty. We are going to apply this modified Lagrange transformation to reformulate the problem FBPC.
2.1. The modified Lagrange transformation.
For the 3-D steady axisymmetric Euler system, the Lagrange transformation is defined as, with ,
(2.1) |
It can be easily verified that its Jacobi matrix degenerates along the symmetric axis , which yields that it is not invertible. This difficulty can be overcome with a modification introduced in [20] by Weng-Xie-Xin, which will be used in this paper.
The modification is as follows. Let
(2.2) |
Then the Jacobian of the modified transformation is
For the background steady plane normal shock solution , it is easily seen that
(2.3) |
such that , where it is assume that, without loss of generality, . Therefore, it can be anticipated that, if is close to the background solution , then there exist positive constants and , depending only on , such that , which implies that there exists a constant , depending on , such that the Jacobian of the modified Lagrange transformation satisfies
(2.4) |
that is, it does not degenerate and is invertible.
Under the modified Lagrange transformation, we have and
(2.5) |
It follows that
(2.6) |
In particular, at the background state, one has
(2.7) |
Then, it follows after direct computations that, under the modified Lagrange transformation, the Euler system becomes
(2.8) | ||||
For simplicity of the notations, we drop “ ” hereafter as there is no confusion taking place.
Further computation yields that the system (2.8) can be rewritten as
(2.9) | |||
(2.10) | |||
(2.11) | |||
(2.12) |
where the equation (2.11) can also be replaced by the following equation in the conservative form:
(2.13) |
Remark 2.1.
It is easy to see that the equations (2.11) and (2.12) are transport equations which are hyperbolic. Moreover, the equations and can be rewritten in the matrix form as below:
(2.14) |
where , and
Direct computations yield that the eigenvalues of are
(2.15) |
which yields that, for supersonic flows with the Mach number such that are real, the system is hyperbolic, while for subsonic flows with such that are a pair of conjugate complex numbers, the system is elliptic. Therefore, the system (2.9)-(2.12) is hyperbolic as , while it is elliptic-hyperbolic composite as .
Let be the position of a shock front, under the modified Lagrange transformation, the Rankine-Hugoniot conditions - across the shock front become
(2.16) | |||
(2.17) | |||
(2.18) | |||
(2.19) |
Using the equation , we can eliminate the quantity in the equations and respectively to obtain
(2.20) | ||||
(2.21) |
moreover, we denote
(2.22) | |||
(2.23) |
Under the modified Lagrange transformation, the domain becomes
(2.24) |
and it is separated by a shock front into two parts (see Figure 2.1): the supersonic region and subsonic region, denoted by
(2.25) |
(2.26) |
respectively. The boundaries , , , become
(2.27) | ||||
Thus, the free boundary problem FBPC is reformulated as follows under the modified Lagrange transformation.
The Free Boundary Problem FBPL

Try to determine in such that:
- (i).
- (ii).
-
(iii).
On the shock front , the Rankine-Hugoniot conditions - hold for the states ;
-
(iv).
Finally, on , both and satisfy
(2.33) and
(2.34)
In this paper, the free boundary problem FBPL is going to be solved near the background solution . Once it is solved, the existence of shock solutions to the problem FBPC can be established since the modified Lagrange transformation is invertible.
2.2. The free boundary problem for the initial approximation.
To solve the free boundary problem FBPL, one of the key step is to obtain information on the position of the shock front. Motivated by the ideas in [9], we are going to design a free boundary problem for the linearized Euler system based on the background shock solution , whose solution could serve as an initial approximation.

Assume the initial approximating position of the shock front is
(2.35) |
where is unknown and will be determined later (see Figure 2.2). Then the whole domain is divided by into two parts:
(2.36) | |||
(2.37) |
where is considered as the initial approximating domain of the supersonic flow ahead of the shock front, and is the subsonic flow behind the shock front. Let defined in satisfies the linearized Euler system at the supersonic state below which will be taken as the initial approximation for the supersonic flow ahead of the shock front:
(2.38) | |||
(2.39) | |||
(2.40) | |||
(2.41) |
Moreover, let defined in satisfies the linearized Euler system at the subsonic state below which will be taken as the initial approximation for the subsonic flow behind the shock front:
(2.42) | |||
(2.43) | |||
(2.44) | |||
(2.45) |
Then the following free boundary problem will be served to determine an initial approximation , , , and together with the updated approximating shock profile .
The Free Boundary Problem IFBPL for the initial approximation
Try to determine in such that:
- (i).
- (ii).
-
(iii).
On the free boundary , and satisfy the following linearized R-H conditions:
(2.50) (2.51) where
(2.52) -
(iv).
Finally, on , both and satisfy
(2.53) and
(2.54)
Remark 2.2.
It should be noted that direct computations yield that the coefficients of the linearized R-H conditions (2.50) and (2.51) on the free boundary have explicit forms given below:
(2.55) | |||
(2.56) | |||
(2.57) | |||
(2.58) |
Moreover, by taking as known data, the equations (2.50) form a closed linear algebraic equations for such that they can be expressed by on the free boundary . And it turns out that, in order to determine , , and , it is sufficient to only impose (2.50) on . This yields that the condition (2.51) is only employed to determine , which will be used in the next step of the iteration.
Remark 2.3.
Since is a subsonic state, the sub-system (2.42)-(2.43) is an elliptic system of first order and there may exists no solutions for its boundary value problem unless the prescribed boundary data satisfy certain solvability conditions, which will be used to determine the unknown variable and the free boundary . The mechanism is similar as the 2-D problem in [9]. However, different from the linearized elliptic sub-system in [9], there exists an additional lower order term with variable coefficients in (2.43) and singularity occurs as . These differences bring new difficulties in formulating the solvability condition and establishing the existence of the solution to the problem IFBPL. More efforts need to be made to deal with them, which will be done in this paper.
2.3. Main results.
In this paper, we are going to solve the free boundary problem IFBPL and obtain an initial approximation of the shock solution. Then a nonlinear iteration scheme based on this initial approximation can be carried out. The iteration scheme will be shown to be convergent and the limit is a shock solution to the problem FBPL.
Before describing the main theorems in detail, we first introduce the function spaces for the solutions and associated norms. For the hyperbolic part of the problem, it is natural to use the classical Hölder spaces. Let be a bounded domain, be an integer, and , denote the classical Hölder spaces with the index for functions with continuous derivatives up to -th order, equipped with the classical norm:
(2.59) |
where , and is a multi-index with an integer and . For elliptic part of the problem, since the boundary of the domain has corner singularities, weighted Hölder norms will be employed. Let be an open portion of , for any , , define
(2.60) |
Let and , we define:
(2.61) | |||
(2.62) | |||
(2.63) |
with the corresponding function space defined as
(2.64) |
Moreover, since the Euler system for subsonic flows is elliptic-hyperbolic composite, for the flow state , the function spaces for are different from .
Since the shock front is a free boundary. To fix the shock front, we introduce the following coordinate transformation
with the inverse
Obviously, under this transformation, the free boundary is changed into the fixed boundary . Correspondingly, the domain becomes the fixed domain (see Figure 2.1).
Therefore, we define the norm of in the domain as below:
(2.66) |
Now we are going to describe the main theorems of this paper. We first give a theorem showing the existence of the solution to the free boundary problem IFBPL.
Theorem 2.4.
Let . Suppose the assumptions in Theorem 1.5 hold. Then there exists a unique solution to the free boundary problem IFBPL, where the unknown constant and the free boundary is determined by the following equation:
(2.67) |
where the function is defined in (1.35), the constant is defined in (1.36), and (1.38) holds.
Moreover, it holds that
(2.68) | |||
(2.69) |
where the constants depend on , , and .
Remark 2.5.
With the obtained initial approximation , we are able to carry out a nonlinear iteration to obtain the following theorem showing the existence of solutions to the free boundary problem FBPL.
Theorem 2.6.
Let . Suppose the assumptions in Theorem 1.5 hold. Then there exists a sufficiently small positive constant , only depends on , , , as well as , such that for any , there exists a solution for the free boundary problem FBPL, and the solution satisfies the following estimates:
(2.70) | |||
(2.71) | |||
(2.72) | |||
(2.73) | |||
(2.74) | |||
(2.75) |
where the constants and depend on , , , and .
3. The Elliptic Sub-problem in the Linearized Problem.
In solving the free boundary problem IFBPL, as well as the linearized problem for the nonlinear iteration, one of the key step is to solve the elliptic sub-problem for . In this section, we extract this elliptic sub-problem and establish a well-posedness theorem for it. Note that the notations used in this section are independent and have no relations to the ones in other parts of the paper.

Consider the following boundary value problem for unknowns :
(3.2) | |||||
(3.3) | |||||
(3.4) | |||||
(3.5) | |||||
(3.6) | |||||
(3.7) |
where and are two constants satisfying .
Theorem 3.1.
Let . Suppose , , , , , and , then for the boundary value problem -, there exists a unique solution if and only if
(3.8) |
Moreover, satisfies the following estimate:
(3.9) |
where the constant depends on , , , and .
Proof.
The proof is divided into four steps.
Step 1: In this step, the problem (3.2)-(3.7) will be reduced to a typical form and in order to solve it, it is further decomposed into two auxiliary problems.
Let
(3.10) |
Denote , .

Then the problem - becomes
(3.11) | |||||
(3.12) | |||||
(3.13) | |||||
(3.14) | |||||
(3.15) | |||||
(3.16) |
where is a rectangle with the boundaries and , ,(see Figure 3.2).
Then we decompose the problem - into two boundary value problems with different inhomogeneous terms as follows.
Let , where is the solution to the problem
(3.17) | |||||
(3.18) | |||||
(3.19) | |||||
(3.20) |
and satisfies the following problem
(3.21) | |||||
(3.22) | |||||
(3.23) | |||||
(3.24) | |||||
(3.25) | |||||
(3.26) |
Step 2: In this step, the problem - will be solved. Note the equation (3.17) implies that there exists a potential function such that
(3.27) |
Let , then (3.27) yields that
(3.28) |
Then the problem - can be rewritten as the following form:
(3.29) | |||||
(3.30) | |||||
(3.31) |
Without loss of generality, we may assume , then it is easy to see that on the boundary of since the boundary condition (3.30) can be rewritten as , which is exactly a tangential derivative.
It is obvious that, the coefficients of equation tend to infinity as goes to zero, therefore the traditional estimates for the elliptic equations are not valid near . By applying the methods of [1, 13], the problem (3.29)-(3.31) can be transformed into a 5-D Laplace equation with Dirichlet boundary conditions. Then the well-posedness theory can be established as below.
Let , the equation can be reduced into
(3.32) |
Define
(3.33) |
Then, let
(3.34) |
where
(3.35) |
with and . Denote , then one has
(3.36) |
Therefore, it follows from (3.32) that
(3.37) |
with the boundary condition
(3.38) |
By Lax-Milgram theorem and Fredholm alternative theorem (cf. [8]), there exists a unique solution to the problem (3.37)-(3.38) satisfying
(3.39) |
To obtain (3.39), first, by applying and the definition of , it holds that , then, for all , one has
(3.40) |
Since , it is easy to check that
(3.41) |
Multiplying on the both sides of the equation (3.37), integrating over and then employing the formula of integration by parts, one obtains
(3.42) |
Applying (3.41), one has . According to the definition of the weighted Hölder norms, it follows that
(3.43) |
where with , which yields that
(3.44) |
Furthermore, by Cauchy’s inequality with , (3.42) implies that
(3.45) |
where is a sufficiently small constant. Then, applying poincaré inequality and the inequalities (3.41), (3.44), one can obtain (3.39).
Then we raise the regularity of .
By employing and Theorem 5.19 of [10], it holds that for the point away from the boundary of domain . Therefore, it suffices to estimate in the case that near the boundary of the domain . Similar as Theorem 5.21 of [10], for any fixed point and a constant with , let
(3.46) |
Suppose that is a weak solution of
(3.47) | |||||
(3.48) |
Obviously, the function satisfies the following relation
(3.49) |
Taking the test function , and using Hölder inequality, it holds that
(3.50) |
which yields that
(3.51) |
Applying , one obtains
(3.52) |
For any , let , similar as step 3 in Theorem 5.21 of [10], one has
(3.53) | ||||
Then by Lemma 5.13 of [10], it follows that
(3.54) |
Applying Poincaré inequality (see Proposition 3.12 of [10]), one has
(3.55) |
where . Furthermore, applying Theorem 3.1 of [12], together with (3.55) and Theorem 5.19 of [10], one has
(3.56) |
Therefore, by standard elliptic theory (cf.[11, 14]), it follows that
(3.57) |
By the rotational invariance of the boundary value problem (3.37)-(3.38) and the uniqueness of the solution , the solution itself is rotationally invariant, i.e., it depends only on the variables and . Thus, (3.57) implies that
(3.58) |
By (3.29), which yields that
(3.59) |
furthermore, applying Theorem 4.6 of [14], one has
(3.60) |
Therefore, according to the definition of in (3.28), one has
(3.61) |
Step 3: In this step, the boundary value problem - will be solved. By (3.22), there exists a potential function such that
(3.62) |
Then the original problem - can be reformulated as the following problem:
(3.63) | |||||
(3.64) | |||||
(3.65) | |||||
(3.66) | |||||
(3.67) |
To deal with the singularity near , we define
(3.68) |
(3.69) |
Then the equation becomes
(3.70) |
with the following boundary conditions
(3.71) | |||||
(3.72) | |||||
(3.73) |
where , and represent the entrance, exit and the surface of the pipe respectively.
First, by Lax-Milgram theorem, the problem (3.70)-(3.73) has a weak solution , if and only if
(3.74) |
where is the unit outer normal vector.
Moreover, assume that and are two solutions to the system (3.70)-(3.73). Let , then it is easy to see that , which yields that . That is, this solution is unique up to an additive constant.
Then we follow the same procedure as the step 2, multiplying on the both sides of the equation (3.70), integrating over and employing the formula of integration by parts, for , one has
(3.75) | ||||
Without loss of generality, we may assume . Therefore, by Poincaré inequality, there exists a constant such that
(3.76) |
By applying (3.76) and Trace theorem, then (3.75) implies that
(3.77) |
Furthermore, by an analogous argument as in step 2, we can obtain the estimate for . Then, one obtains
(3.78) |
By applying the rotational invariance of the boundary value problem and the uniqueness of the solution and (3), in the coordinate, there exists a unique solution if and only if
(3.79) |
Moreover, satisfies
(3.80) | ||||
According to the definition of , it holds that
(3.81) | ||||
Step 4: By recalling that the transformation and applying (3.79), then there exists a unique solution to the boundary value problem - if and only if
(3.82) |
which is exactly the solvability condition . Moreover, satisfies the following estimate
(3.83) |
Thus, the proof of Theorem 3.1 is completed. ∎
Remark 3.2.
In light of Lemma 2.1 of [24], in the step 2 of the proof, the condition can be naturally satisfied, which implies that
Furthermore, one can obtain that . Moreover, in the step 3 of the proof, one has , it follows that . Therefore, under the coordinate transformations, one can deduce that immediately.
4. The initial approximation
In this section, we are going to prove Theorem 2.4 and establish the existence of the solution to the free boundary problem IFBPL.
4.1. The solution in
Since , it is obvious that is governed by a system of hyperbolic type. Then it can be solved in by applying classical theory for initial-boundary value problems of hyperbolic system of first order.
Lemma 4.1.
Suppose and hold, then there exists a unique solution satisfying the linearized equations -, and the initial-boundary conditions , , . The solution satisfies the following estimate:
(4.1) |
where the constant depends on and .
Moreover, in the domain , it holds that
(4.2) | |||
(4.3) |
Finally, for any fixed , it holds that
(4.4) |
Proof.
Direct calculation gives us the eigenvalues and the corresponding left eigenvectors of the matrix , i.e.
(4.6) |
Then, (4.5) implies that
(4.7) |
That is
(4.8) |
Let
(4.9) |
then (4.1) can be rewritten as the following form
(4.10) | |||
(4.11) |
in addition, the initial-boundary conditions - and yield that:
(4.12) |

Using the method of characteristic and for any fixed point , letting be the characteristic line through , one has
(4.13) |
Direct calculation yields that
(4.14) |
In the domains and (see Figure 4.1), by the characteristic method and Picard iteration (see [17]), one can obtain the solution , which belong to . In the domain , since the singularity of the coefficients in the equations (4.10)-(4.11), one needs to pay more attention to the area near the axis .
Direct calculations yield that
(4.15) |
Then, employing the equations (4.9) and (4.12), one has
(4.16) |
therefore,
(4.17) |
where .
Since belongs to in the domain when with any fixed . Then, by employing the condition , thus (4.15) and (4.17) are well-defined as tends to zero.
Moreover, one can follow the proofs in the Chapter1-Chapter2 of the book [17] to obtain the first and second order derivative estimates. For example,
(4.18) |
Notice that
(4.19) |
thus (4.1) is well-defined as tends to zero. Other cases can be treated in a similar way by applying the conditions and . Thus, by employing Picard iteration, are well defined in and belong to . In the regions and , the proof is analogous. Therefore, satisfies
(4.20) |
4.2. Reformulation of the linearized R-H conditions (2.50).
As previously pointed out in Remark 2.2, the equations (2.50) form a closed linear algebraic equations for such that they can be expressed by on the free boundary . Although the computations are almost the same as in [9], we still give them below for convenience of the readers.
Then we have the following lemma.
Lemma 4.2.
On , it holds that
(4.24) | |||
(4.25) | |||
(4.26) | |||
(4.27) | |||
(4.28) |
where .
4.3. Determine and .
We are now ready to determine and . Applying Theorem 3.1, we can obtain the following lemma.
Lemma 4.3.
Let . Assume and hold. If
(4.29) |
where
(4.30) | |||
(4.31) |
with , then there exists such that
(4.32) |
Thus, there exists a unique solution to the equations - with the boundary conditions -, and . Moreover, the solution satisfies the following estimate:
(4.33) |
where the constant depends on , , and .
Proof.
Applying Theorem 3.1 and taking
(4.34) |
one has that there exists a unique solution to the initial linearized problem - with the boundary conditions -, and as long as
(4.35) |
Applying (4.25) in Lemma 4.2, one has
(4.36) | ||||
Then, by employing in Lemma 4.1, it holds that
(4.37) |
that is
(4.38) |
Let
(4.39) | ||||
(4.40) |
If holds, it is easy to see that for all , which implies that is strictly decreasing, then one has
(4.41) | |||
(4.42) |
Obviously, there exists a unique such that if and only if
(4.43) |
Moreover, applying of Theorem 3.1, one obtains
(4.44) |
By employing Lemma 4.1 and Lemma 4.2, can be obtained immediately.
∎
Once is determined, then we can determine in the domain , and obtain the following lemma:
Lemma 4.4.
Proof.
It suffices to show the existence of and establish the estimates.
It is obvious that (2.44) and (2.45) indicate that
(4.46) | |||
(4.47) |
Therefore, there exists a unique solution satisfying
(4.48) | ||||
Finally, according to the definition of in (4.28), there exists a unique satisfying
(4.49) |
∎
Remark 4.5.
On the the axis , the condition (2.54) is naturally satisfied.
First, according to Remark 3.2, it follows that and . Moreover, differentiating both sides of equation (2.43) with respect to , one can obtain that . Finally, according to , it follows from that
(4.50) |
Differentiating both sides of equation (2.45) with respect to gives that
(4.51) |
by applying (4.50), it is easy to see that . Differentiating both sides of equation (2.44) with respect to , one can also obtain .
5. The nonlinear iteration scheme and the linearized problem
In this section, we shall take solution as an initial approximating solution and design a nonlinear iteration scheme to determine the shock solution to the problem FBPL.
5.1. The supersonic flow in
If the shock front does not appear in , then we have the following lemma with respect to .
Lemma 5.1.
Suppose and hold, then there exists a positive constant depending on and , such that for any , there exists a unique solution to the equations - with the initial-boundary conditions - and , moreover, denote , then the following estimates hold for :
(5.1) | |||
(5.2) |
where the constant depends on and .
Proof.
Similar as Lemma 4.1, the unique existence of the solution can be obtained by employing the characteristic method and Picard iteration as in the book [17]. Thus, it suffices to show that holds.
The equations - can be rewritten as the following matrix form:
(5.3) |
where , and
Therefore, satisfies the following equation
(5.4) |
with the initial-boundary conditions
where
(5.5) |
Similar as the proof of Lemma 4.1, one can obtain that
(5.6) | ||||
∎
5.2. The shock front and subsonic flow
Assume that for the given quantities and , there exists a shock front whose location is close to the initial approximating location :
(5.7) |
Then the subsonic region is
(5.8) |
and the subsonic flow is supposed to be closed to .
Thus, satisfies the following free boundary value problem
(5.9) | |||||
(5.10) | |||||
(5.11) | |||||
(5.12) | |||||
(5.13) |
where, in the R-H conditions (2.20)-(2.23), are given by the supersonic flow determined in Lemma 5.1. Thus, the next step is to solve this free boundary value problem near . It should be pointed out that the free boundary will be determined by the shape of the shock front and an exact point on the nozzle. That is, will be rewritten as below:
(5.14) |
where , will be determined by the solvability condition for the existence of the solution and will be determined by the R-H conditions.
First, the following transformation will be employed
with the inverse
Under this transformation, the domain becomes
(5.15) |
which is exactly the domain of initial approximating subsonic domain.
Let . Direct calculations yield that satisfies the following equations in
(5.16) |
with the boundary conditions
on | (5.17) | ||||||
on | (5.18) | ||||||
on | (5.19) |
where the operators
with
By axisymmetry, it can be anticipated that .
In particular, the nonlinear and nonlocal term becomes
(5.22) |
with .
Therefore, the free boundary problem (5.9)-(5.13) becomes the fixed boundary problem (5.16)-(5.21). Then we will design an iteration scheme to prove the existence of the solutions.
To simplify the notations, we drop “ ” in the sequel arguments.
5.3. The linearized problem for the iteration
This subsection is devoted to describe the linearized problem for the nonlinear iteration scheme, which will be used to prove the existence of solution to the problem (5.16)-(5.21) in the next section.
Given approximating states of the subsonic flow behind the shock front, as well as approximating shape of the shock front , then we update them by a new state of the subsonic flow and the shape of the shock front , which are the solution to the problem described below.
Then try to determine in such that:
-
(i).
satisfies the following linearized equations in
(5.23) (5.24) (5.25) (5.26) where
-
(ii).
On the nozzle walls and ,
(5.27) (5.28) where ;
-
(iii).
On the exit of the nozzle ,
(5.29) -
(iv).
On the fixed shock front , the linearized R-H conditions are as below:
(5.30) (5.31) where
(5.32) (5.33)
Remark 5.2.
The boundary conditions (5.30) can be rewritten as
(5.34) |
where is defined by (4.23). By Lemma 4.2, we have . Thus, one has
(5.35) | ||||
(5.36) | ||||
(5.37) |
where .
Moreover, by (5.31), one has
(5.38) |
Obviously, one needs to construct a suitable function space for such that can be determined, and the iteration mapping
is well defined and contractive.
For simplicity of notations, define the solution to the linearized problem (5.23)-(5.31) near as an operator:
(5.39) |
where , . In particular,
(5.40) |
where , .
When is omitted, it will be denoted by
(5.41) |
and
(5.42) |
respectively.
Applying Theorem 3.1 and taking
(5.43) |
one obtains that the boundary value problem - with the boundary conditions - and can be solved if and only if
(5.44) |
Then the following lemma holds:
Lemma 5.3.
Proof.
By employing Theorem 3.1, there exists a unique solution to the boundary value problem - with the boundary conditions - and and satisfying the estimate (5.45).
Moreover, by the equations - with the initial data (5.35)-(5.37), direct calculation implies that
(5.48) | |||
(5.49) |
which yields that there exists a unique solution and it satisfies the estimate (5.46).
Finally, by , one can obtain (5.47) immediately. ∎
6. Well-posedness and contractiveness of the iteration scheme
In order to carry out the iteration scheme, one needs to construct a suitable function space for such that can be determined, and the iteration mapping is well defined and contractive.
Let . Define
First, one needs to show that for given , there exists a such that the solvability condition (5.3) holds. We have the following lemma.
Lemma 6.1.
There exists a positive constant with , such that for any , if , then there exists a solution to the equation satisfying the following estimate:
(6.1) |
where the constant depends on , , , and .
Proof.
Define
(6.2) | ||||
It is easy to verify that
(6.3) |
We claim that there exists a sufficiently small constant , such that for any , if , it holds that
(6.4) |
Therefore, by applying the implicit function theorem, there exists a to the equation (6.2). To prove this, one needs to analyze each term of .
First, by applying and Lemma 4.4, it is easy to see that
(6.5) |
By (6.5), it follows that
(6.6) | ||||
where we use the assumption , and depends on and . Thus,
(6.7) |
Moreover, direct calculations yield that
(6.8) |
To estimate , recalling (5.30), for , one has
(6.9) |
where
(6.10) | ||||
Moreover, by Lemma 4.1 and Lemma 5.1, it holds that
(6.11) |
Therefore
(6.12) |
which yields that
(6.13) |
where depends on , , and . Thus,
(6.14) |
It remains to estimate . One has
(6.15) |
Notice that by (6.5), it holds that
(6.16) |
where under the assumption , and depends on . Thus, (6.5) and (6) yield that
(6.17) |
where depends on , , and . Moreover,
(6.18) |
where depends on , , and . Finally, it holds that
(6.19) |
By employing , it holds that
(6.20) |
Thus, one has
(6.21) |
where depends on , , and .
Hence, it holds that
(6.23) |
Then, by employing the equations , (4.25) and (4.4), it holds that
(6.24) |
where depends on , , , and .
Obviously, (6) implies that, as long as and small enough, one has
(6.25) |
By applying the implicit function theorem, there exists a solution satisfying the equation , and
(6.26) |
∎
Define
Lemma 5.3 and Lemma 6.1 imply that the existence of the solution to the linearized problem (5.23)-(5.31) as . Furthermore, it can be proved that if sufficiently small, i.e., the iteration mapping is well defined, as the following lemma shows:
Lemma 6.2.
Proof.
The proof is divided into three steps.
Step 1: In this step, we prove the existence of the solution .
Since , then there exist positive constants and depending only on the background solution , such that
(6.27) |
which implies that
(6.28) |
Recalling the definition of , since and , it is easy to check that and by employing (6.28).
Moreover, notice that
(6.29) |
where we use the assumption and depends on and . Then it is easy to see that due to . Thus is not singular on and one has . Then, by employing Theorem 3.1, there exists a solution to the linearized problem - with the boundary conditions - and . Furthermore, by Lemma 5.3, the existence of the solution to the linearized problem (5.23)-(5.31) can be established.
Step 2: In this step, we will establish the estimate for the solution .
Applying the definitions (5.41)-(5.42), one has
(6.30) |
where
Similar as the proof of Lemma 5.3, one has
(6.31) |
Now, we analyze the terms on the right hand side of (6). By the definition of and the estimate in Lemma 6.1, one has
(6.32) |
where the constant depends on , and .
Similarly, one has
(6.33) |
Moreover, since
(6.34) | ||||
one can obtain that
(6.35) |
For the boundary conditions, on , one has
(6.36) | ||||
By (6.1), it follows that
(6.37) |
On the exit , by recalling (6.6), it holds that
(6.38) |
thus,
(6.39) |
Finally, on the fixed boundary , employing (6.13), (6.1) and (4.1), for , one has
(6.40) |
A similar argument yields that
(6.41) |
Therefore, for sufficiently small , (6) implies that
(6.42) |
Step 3: Finally, it remains to show that the conditions in the space hold for . By Remark 4.5, it suffices to show that the condition (5.27) holds.
According to Remark 3.2, one has . Moreover, differentiating both sides of equation (5.24) with respect to , applying the conditions , one has
(6.43) |
Then by employing the conditions on the axis for , direct calculation shows that . Thus, one has . Moreover, by the expression of in (5.38), it is easy to check that . Finally, by (5.30), it can be easily verified that . Then differentiating both sides of equation (5.26) with respect to , one has
(6.44) |
Therefore, . Differentiating both sides of equation (5.25) with respect to , one can also obtain directly. Therefore, the condition (5.27) holds.
Thus, we complete the proof of the Lemma 6.2.
∎
The Theorem 2.6 will be proved as long as that the mapping can be proved to be contractive in , which will be done in the following lemma.
Lemma 6.3.
There exists a positive constant with , such that for any , the mapping is contractive.
Proof.
Suppose that , , then by Lemma 6.1 and Lemma 6.2, there exists satisfying the estimate (6.1) and such that
(6.45) |
where
To prove the mapping is contractive, it suffices to show that, for sufficiently small , it holds that
(6.46) |
By (6.45), one has
(6.47) | ||||
Since the right hand side of (6.47) includes , which is determined by Lemma 6.1 with given , one has to estimate first.
According to the definition in , it follows that
(6.48) |
where
(6.49) |
Similar calculations as in Lemma 6.1, one has
(6.50) |
Moreover,
(6.51) |
where depends on , , , , , and .
Finally, employing the estimate (6.52), by similar computations as in Lemma 6.2, one has that the estimate (6) holds for sufficiently small , which completes the proof.
∎
Acknowlegements
The research of Beixiang Fang was supported in part by Natural Science Foundation of China under Grant Nos. 11971308, 11631008 and 11371250, the Shanghai Committee of Science and Technology (Grant No. 15XD1502300). The research of Xin Gao was supported in part by China Scholarship Council (No.201906230072).
References
- [1] M. Bae, S. Weng; 3-D axisymmetric subsonic flows with nonzero swirl for the compressible Euler-Poisson system. Ann. Inst. H. Anal. Non 35 (2018) no. 1, 161-186.
- [2] G.-Q. Chen, J. Chen, K. Song; Transonic nozzle flows and free boundary problems for the full Euler equation. J. Differential Equation 229(2006), no. 1, 92-120.
- [3] G.-Q. Chen, M. Feldman; Multidimensional transonic shocks and free boundary problems for nonlinear equations of mixed type, J. Amer . Math. Soc. 16(2003) 461-494.
- [4] S. Chen; Stability of transonic shock fronts in two-dimensional Euler systems. Trans. Amer. Math. Soc. 357(2005), no. 1, 287-308.
- [5] S. Chen, H. Yuan; Transonic shocks in compressible flow passing a duct for three-dimensional Euler system. Arch. Ration. Mech. Anal. 187 (2008), no. 3, 523-556.
- [6] S. Chen; Compressible flow and transonic shock in a diverging nozzle. Comm. Math. Phys. 289 (2009), no. 1, 75-106.
- [7] R. Courant, K.O. Friedrichs; Supersonic Flow and Shock Waves. Interscience Publishers, Inc., New York, N. Y. 1948.
- [8] L. C. Evans; Partial differential equations. Graduate Studies in Mathematics, 19. American Mathematical Society, Providence, RI, 1998. xviii+662 pp. ISBN: 0-8218-0772-2
- [9] B. Fang, Z. Xin; On Admissible Locations of Transonic Shock Fronts for Steady Euler Flows in an Almost Flat Finite Nozzle with Prescribed Receiver Pressure. arXiv:1908.02463
- [10] M. Giaquinta, L. Martinazzi; An introduction to the regularity theory for elliptic systems, harmonic maps and minimal graphs. Second edition. Appunti. Scuola Normale Superiore di Pisa (Nuova Serie) [Lecture Notes. Scuola Normale Superiore di Pisa (New Series)], 11. Edizioni della Normale, Pisa, 2012. xiv+366 pp. ISBN: 978-88-7642-442-7; 978-88-7642-443-4 35-02 (35B65 35J20 35J60 58E20)
- [11] D. Gilbarg, N.S. Trudinger; Elliptic Partial Differential Equations of Second Order, 2nd ed., Springer-Verlag, Berlin, 2011.
- [12] Q. Han, F. Lin; Elliptic Partial Differential Equations, Courant Institute of Math. Sci., NYU, 2011.
- [13] G. Koch, N. Nadirashvili, G. Seregin, V. Sverak; Liouville theorems for the Navier-Stokes equations and applications. Acta Math. 203 (2009), no. 1, 83–105.
- [14] G.M. Lieberman; Oblique derivative problems for elliptic equations. World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ, 2013.
- [15] J. Li, Z. Xin, H. Yin; A free boundary value problem for the full Euler system and 2-D transonic shock in a large variable nozzle. Math. Res. Lett. 16 (2009), no. 5, 777–796.
- [16] J. Li, Z. Xin, H. Yin; Transonic shocks for the full compressible Euler system in a general two-dimensional de Laval nozzle. Arch. Ration. Mech. Anal. 207 (2013), no. 2, 533-581.
- [17] T.-T. Li, W.-C. Yu; Boundary value problem for quasilinear hyperbolic system. Duke University Mathematics Series 5. Duke University, Mathematics Department, Durham, N.C.,(1985).
- [18] H. Park, H. Ryu; Transonic shocks for 3-D axisymmetric compressible inviscid flows in cylinders. Preprint: arXiv:1910.10607.
- [19] Y. Park; 3-D axisymmetric transonic shock solutions of the full Euler system in divergent nozzles. Preprint: arXiv:1908.04945.
- [20] S. Weng, C. Xie, Z. Xin; Structural stability of the transonic shock problem in adivergent three-dimensional axi-symmetric perturbed nozzle. arXiv:1908.01694
- [21] Z. Xin, W. Yan, H. Yin; Transonic shock problem for the Euler system in a nozzle. Arch. Ration. Mech. Anal. 194 (2009), no. 1, 1-47.
- [22] Z. Xin, H. Yin; Transonic shock in a nozzle I: Two-dimensional case. Comm. Pure Appl. Math. 58 (2005), no. 8, 999-1050.
- [23] H. Yuan; On transonic shocks in two-dimensional variable-area ducts for steady Euler system. SIAM J. Math.Anal. 38(2006), no. 4, 1343-1370.
- [24] H. Yuan; Transonic shocks for steady Euler flows with cylindrical symmetry. Nonlinear Analysis 66 (2007) 1853-1878.