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On admissible positions of Transonic Shocks for Steady Euler Flows In A 3-D Axisymmetric Cylindrical Nozzle

Beixiang Fang  and  Xin Gao B.X. Fang: School of Mathematical Sciences, MOE-LSC, and SHL-MAC, Shanghai Jiao Tong University, Shanghai 200240, China [email protected] X. Gao: School of Mathematical Sciences, Shanghai Jiao Tong University, Shanghai 200240, China [email protected]
(Date: January 2, 2025)
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, 76N10

1. 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:

div(ρ𝐮)=0,\displaystyle\operatorname{div}(\rho\mathbf{u})=0, (1.1)
div(ρ𝐮𝐮)+p=0,\displaystyle\operatorname{div}(\rho\mathbf{u}\otimes\mathbf{u})+\nabla p=0, (1.2)
div(ρ(e+12|𝐮|2+pρ)𝐮)=0,\displaystyle\operatorname{div}(\rho(e+\frac{1}{2}|\mathbf{u}|^{2}+\displaystyle\frac{p}{\rho})\mathbf{u})=0, (1.3)

where 𝐱:=(x1,x2,x3)\mathbf{x}:=(x_{1},x_{2},x_{3}) are the space variables, “div\operatorname{div}” is the divergence operator with respect to 𝐱\mathbf{x}, 𝐮=(u1,u2,u3)T\mathbf{u}=(u_{1},u_{2},u_{3})^{T} is the velocity field, ρ\rho, pp and ee stand for the density, pressure, and the internal energy respectively. Moreover, the fluid is supposed to be a polytropic gas with the state equation

p=A(s)ργ,p=A(s){\rho}^{\gamma},

where ss is the entropy, γ>1\gamma>1 is the adiabatic exponent, and A(s)=(γ1)exp(ss0cv)A(s)=(\gamma-1)\exp(\displaystyle\frac{s-s_{0}}{c_{v}}) with cvc_{v} the specific heat at constant volume.

Refer to caption
Figure 1.1. The transonic shock flows in the cylindrical nozzle.

It is well-known, in the Euler system, the equation (1.3)\eqref{eq3} can be replaced by the Bernoulli’s law below:

div(ρ𝐮B)=0,\operatorname{div}(\rho\mathbf{u}B)=0, (1.4)

where the Bernoulli constant BB is given by, with i=γp(γ1)ρi=\displaystyle\frac{\gamma p}{(\gamma-1)\rho} being the enthalpy,

B=12|𝐮|2+i.B=\displaystyle\frac{1}{2}|\mathbf{u}|^{2}+i. (1.5)

For Euler flows, a shock front is a strong discontinuity of the distribution functions of the state parameters U𝒩=(u1,u2,u3,p,ρ)TU_{\mathcal{N}}=(u_{1},u_{2},u_{3},p,\rho)^{T} of the fluid. Let Γs𝒩:={x1=ψ𝒩(x)}\Gamma_{\mathrm{s}}^{\mathcal{N}}:=\left\{x_{1}=\psi_{\mathcal{N}}(x^{\prime})\right\}, with x:=(x2,x3)x^{\prime}:=(x_{2},x_{3}), be the position of a shock front, then the following Rankine-Hugoniot(R-H) conditions should be satisfied:

[(1,xψ𝒩(x))ρ𝐮]=0,\displaystyle[(1,-\nabla_{x^{\prime}}\psi_{\mathcal{N}}(x^{\prime}))\cdot\rho\mathbf{u}]=0, (1.6)
[((1,xψ𝒩(x))ρ𝐮)𝐮]+(1,xψ𝒩(x))T[p]=0,\displaystyle[((1,-\nabla_{x^{\prime}}\psi_{\mathcal{N}}(x^{\prime}))\cdot\rho\mathbf{u})\mathbf{u}]+(1,-\nabla_{x^{\prime}}\psi_{\mathcal{N}}(x^{\prime}))^{T}[p]=0, (1.7)
[(1,xψ𝒩(x))ρ𝐮B]=0,\displaystyle[(1,-\nabla_{x^{\prime}}\psi_{\mathcal{N}}(x^{\prime}))\cdot\rho\mathbf{u}B]=0, (1.8)

where [][\cdot] denotes the jump of the quantity across the shock front Γs𝒩\Gamma_{\mathrm{s}}^{\mathcal{N}}, and x:=(x2,x3)\nabla_{x^{\prime}}:=(\partial_{x_{2}},\partial_{x_{3}}). Moreover, the entropy condition [p]>0[p]>0 should also hold, which means that the pressure increases across Γs𝒩\Gamma_{\mathrm{s}}^{\mathcal{N}}.

1.1. Steady plane normal shocks in a flat cylindrical nozzle.

Given a flat cylindrical nozzle:

𝒩:={(x1,x2,x3)3:0<x1<L, 0x22+x32<1},\mathcal{N}:=\left\{(x_{1},x_{2},x_{3})\in{\mathbb{R}}^{3}:0<x_{1}<L,\ 0\leq x_{2}^{2}+x_{3}^{2}<1\right\}, (1.9)

with the entrance 𝒩0\mathcal{N}_{0}, the exit 𝒩L\mathcal{N}_{L}, and the wall 𝒩w\mathcal{N}_{w} being

𝒩0:=𝒩{(x1,x2,x3)3:x1=0},𝒩L:=𝒩{(x1,x2,x3)3:x1=L},𝒩w:=𝒩{(x1,x2,x3)3:x22+x32=1},\begin{split}\mathcal{N}_{0}&:=\mathcal{N}\cap\{(x_{1},x_{2},x_{3})\in{\mathbb{R}}^{3}:x_{1}=0\},\\ \mathcal{N}_{L}&:=\mathcal{N}\cap\{(x_{1},x_{2},x_{3})\in{\mathbb{R}}^{3}:x_{1}=L\},\\ \mathcal{N}_{w}&:=\mathcal{N}\cap\{(x_{1},x_{2},x_{3})\in{\mathbb{R}}^{3}:x_{2}^{2}+x_{3}^{2}=1\},\end{split}

it is well-known that there may exist plane normal shocks in it with the shock front being a plane perpendicular to the x1x_{1}-axis (see Figure 1.1). Let x1=x¯sx_{1}=\bar{x}_{\mathrm{s}} with x¯s(0,L)\bar{x}_{\mathrm{s}}\in(0,L) be the position of the plane shock front, U¯𝒩:=(q¯,0,0,p¯,ρ¯)\bar{U}_{\mathcal{N}_{-}}:=(\bar{q}_{-},0,0,\bar{p}_{-},\bar{\rho}_{-}) be the state of the uniform supersonic flow ahead of it, and U¯𝒩+:=(q¯+,0,0,p¯+,ρ¯+)\bar{U}_{\mathcal{N}_{+}}:=(\bar{q}_{+},0,0,\bar{p}_{+},\bar{\rho}_{+}) 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 (1.6)\eqref{eq810}-(1.8)\eqref{eq813} yield

{[ρ¯q¯]=ρ¯+q¯+ρ¯q¯=0,[p¯+ρ¯q¯2]=(p¯++ρ¯+q¯+2)(p¯+ρ¯q¯2)=0,[B¯]=B¯+B¯=0.\left\{\begin{aligned} &[\bar{\rho}\bar{q}]=\bar{\rho}_{+}\bar{q}_{+}-\bar{\rho}_{-}\bar{q}_{-}=0,\\ &[\bar{p}+\bar{\rho}\bar{q}^{2}]=(\bar{p}_{+}+\bar{\rho}_{+}\bar{q}_{+}^{2})-(\bar{p}_{-}+\bar{\rho}_{-}\bar{q}_{-}^{2})=0,\\ &[\bar{B}]=\bar{B}_{+}-\bar{B}_{-}=0.\end{aligned}\right. (1.10)

Then direct computations yield that

p¯+=((1+μ2)M¯2μ2)p¯,\displaystyle\bar{p}_{+}=\Big{(}(1+{\mu}^{2})\bar{M}_{-}^{2}-{\mu}^{2}\Big{)}\bar{p}_{-}, (1.11)
q¯+=μ2(q¯+2γ+1c¯2q¯),\displaystyle\bar{q}_{+}={\mu}^{2}\Big{(}\bar{q}_{-}+\frac{2}{\gamma+1}\frac{\bar{c}_{-}^{2}}{\bar{q}_{-}}\Big{)}, (1.12)
ρ¯+=ρ¯q¯q¯+=ρ¯q¯2c¯2,\displaystyle\bar{\rho}_{+}=\frac{{\bar{\rho}_{-}\bar{q}_{-}}}{\bar{q}_{+}}=\frac{{\bar{\rho}_{-}\bar{q}_{-}^{2}}}{\bar{c}_{*}^{2}}, (1.13)

where c=γpρc=\sqrt{\displaystyle\frac{\gamma p}{\rho}} is the sonic speed, M=qcM=\displaystyle\frac{q}{c} is the Mach number, and

c¯2:=q¯+q¯=μ2(q¯2+2γ+1c¯2),μ2=γ1γ+1,M¯2=q¯2c¯2.\displaystyle\bar{c}_{*}^{2}:=\bar{q}_{+}\bar{q}_{-}={\mu}^{2}\Big{(}\bar{q}_{-}^{2}+\frac{2}{\gamma+1}\bar{c}_{-}^{2}\Big{)},\,\,\,{\mu}^{2}=\frac{\gamma-1}{\gamma+1},\,\,\,\bar{M}_{-}^{2}=\frac{\bar{q}_{-}^{2}}{\bar{c}_{-}^{2}}. (1.14)
Remark 1.1.

By applying the entropy condition [p¯]>0[\bar{p}]>0, the equation (1.11) yields that M¯>1\bar{M}_{-}>1, that is, q¯>c¯\bar{q}_{-}>\bar{c}_{*}. Then, since q¯+q¯=c¯2\bar{q}_{+}\bar{q}_{-}=\bar{c}_{*}^{2}, it is obvious that q¯+<c¯\bar{q}_{+}<\bar{c}_{*}, which implies that M¯+<1\bar{M}_{+}<1. That is, the flow is supersonic ahead of the shock front, and is subsonic behind it.

Remark 1.2.

For each x¯s(0,L)\bar{x}_{\mathrm{s}}\in(0,L), it is obvious that (U¯𝒩+;U¯𝒩;x¯s)(\bar{U}_{\mathcal{N}_{+}};\ \bar{U}_{\mathcal{N}_{-}};\ \bar{x}_{\mathrm{s}}) 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 Γ¯s𝒩:={x1=x¯s,x22+x321}\bar{\Gamma}_{{\mathrm{s}}}^{\mathcal{N}}:=\left\{x_{1}=\bar{x}_{\mathrm{s}},\ x_{2}^{2}+x_{3}^{2}\leq 1\right\}, the state of the fluid U𝒩U¯𝒩{U}_{\mathcal{N}}\equiv\bar{U}_{\mathcal{N}_{-}} within the region between 𝒩0\mathcal{N}_{0} and Γ¯s𝒩\bar{\Gamma}_{{\mathrm{s}}}^{\mathcal{N}} in the nozzle 𝒩\mathcal{N}, and the state of the fluid U𝒩U¯𝒩+{U}_{\mathcal{N}}\equiv\bar{U}_{\mathcal{N}_{+}} within the region between Γ¯s𝒩\bar{\Gamma}_{{\mathrm{s}}}^{\mathcal{N}} and 𝒩L\mathcal{N}_{L}. Therefore, as the state U¯𝒩\bar{U}_{\mathcal{N}_{-}} is given, the state of the flow behind the shock front U¯𝒩+\bar{U}_{\mathcal{N}_{+}} is uniquely determined by (1.11)-(1.13), while the position of the plane shock front could be arbitrary in the flat nozzle 𝒩\mathcal{N}.

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 (z,r,ϖ)(z,r,\varpi) be the cylindrical coordinate in 3\mathbb{R}^{3} such that

(x1,x2,x3)=(z,rcosϖ,rsinϖ),\displaystyle(x_{1},x_{2},x_{3})=(z,r\cos\varpi,r\sin\varpi),

and the perturbed nozzle is axisymmetric with respect to x1x_{1}-axis:

𝒩~:={(z,r,ϖ)3:0<z<L, 0<r<1+φ(z)},\widetilde{\mathcal{N}}:=\{(z,r,\varpi)\in{\mathbb{R}}^{3}:0<z<L,\ 0<r<1+\varphi(z)\}, (1.15)

where, with σ>0\sigma>0 sufficiently small and Θ()\Theta(\cdot) a given function defined on [0,L][0,\ L],

φ(z):=0ztan(σΘ(τ))dτ.\varphi(z):=\int_{0}^{z}\tan(\sigma\Theta(\tau))\mathrm{d}\tau. (1.16)

In this paper, we further assume that the states of the fluid in the nozzle are also axisymmetric with respect to x1x_{1}-axis such that U𝒩U_{\mathcal{N}} are independent of ϖ\varpi, and

u2sinϖ+u3cosϖ=0.-u_{2}\sin\varpi+u_{3}\cos\varpi=0.

Then direct computations yield that the 3-D steady Euler equations (1.1)\eqref{eq1}-(1.3)\eqref{eq3} are reduced to

{z(rρu)+r(rρv)=0,z(ρuv)+r(p+ρv2)+ρv2r=0,z(p+ρu2)+r(ρuv)+ρuvr=0,z(rρuB)+r(rρvB)=0,\left\{\begin{array}[]{l}\partial_{z}(r\rho u)+\partial_{r}(r\rho v)=0,\\ \\ \partial_{z}(\rho uv)+\partial_{r}(p+\rho v^{2})+\displaystyle\frac{\rho v^{2}}{r}=0,\\ \\ \partial_{z}(p+\rho u^{2})+\partial_{r}(\rho uv)+\displaystyle\frac{\rho uv}{r}=0,\\ \\ \partial_{z}(r\rho uB)+\partial_{r}(r\rho vB)=0,\end{array}\right. (1.17)

where

u=u1,v=u2cosϖ+u3sinϖ.u=u_{1},\,\,\,v=u_{2}\cos\varpi+u_{3}\sin\varpi. (1.18)

Hence, it suffices to determine U:=(θ,p,q,s)U:=(\theta,p,q,s), with θ=arctanvu\theta=\arctan\displaystyle\frac{v}{u} the flow angle and q=u2+v2q=\sqrt{u^{2}+v^{2}} the magnitude of the flow velocity, as functions of variables (z,r)(z,r).

Moreover, under the cylindrical coordinate, the position of a shock front which is axisymmetric with respect to x1x_{1}-axis can be denoted as {z=ψ𝒩~(r)}\left\{z=\psi_{\widetilde{\mathcal{N}}}(r)\right\}, and the Rankine-Hugoniot conditions (1.6)\eqref{eq810}-(1.8)\eqref{eq813} across it become

[ρu]ψ𝒩~[ρv]=0,\displaystyle[\rho u]-\psi_{\widetilde{\mathcal{N}}}^{{}^{\prime}}[\rho v]=0, (1.19)
[ρuv]ψ𝒩~[p+ρv2]=0,\displaystyle[\rho uv]-\psi_{\widetilde{\mathcal{N}}}^{{}^{\prime}}[p+\rho v^{2}]=0, (1.20)
[p+ρu2]ψ𝒩~[ρuv]=0,\displaystyle[p+\rho u^{2}]-\psi_{\widetilde{\mathcal{N}}}^{{}^{\prime}}[\rho uv]=0, (1.21)
[B]=0.\displaystyle[B]=0. (1.22)

In the (z,r)(z,r)-space, let

𝒩~:={(z,r)2:0<z<L, 0<r<1+φ(z)},\widetilde{\mathcal{N}}:=\{(z,r)\in\mathbb{R}^{2}:0<z<L,\ 0<r<1+\varphi(z)\}, (1.23)

denotes the domain of the nozzle with the boundaries

E0={(z,r)2:z=0,   0<r<1+φ(0)},\displaystyle E_{0}=\{(z,r)\in\mathbb{R}^{2}:z=0,\,\,\,0<r<1+\varphi(0)\}, (1.24)
W0={(z,r)2:0<z<L,r=0},\displaystyle W_{0}=\{(z,r)\in\mathbb{R}^{2}:0<z<L,\,\,\,r=0\},
EL={(z,r)2:z=L,   0<r<1+φ(L)},\displaystyle E_{L}=\{(z,r)\in\mathbb{R}^{2}:z=L,\,\,\,0<r<1+\varphi(L)\},
Wφ={(z,r)2:0<z<L,r=1+φ(z)},\displaystyle W_{\varphi}=\{(z,r)\in\mathbb{R}^{2}:0<z<L,\,\,\,r=1+\varphi(z)\},

in which E0E_{0} is the entry, ELE_{L} is the exit, WφW_{\varphi} is the nozzle wall, and W0W_{0} 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 𝒩~\widetilde{\mathcal{N}}, satisfying the slip boundary condition on the nozzle wall WφW_{\varphi}, for given supersonic states at the entry E0E_{0} and given pressure condition at the exit ELE_{L}. The problem is formulated as a free boundary problem described in detail below.


The Free Boundary Problem FBPC

Refer to caption
Figure 1.2. The shock front in the cylindrical coordinate.

Let α(12,1)\alpha\in(\frac{1}{2},1). Given U¯:=(0,p¯,q¯,s¯)\bar{U}_{-}:=(0,\bar{p}_{-},\bar{q}_{-},\bar{s}_{-}), Pe𝒞2,α(¯+)P_{\mathrm{e}}\in\mathcal{C}^{2,\alpha}(\bar{\mathbb{R}}_{+}), Θ𝒞2,α([0,L])\Theta\in\mathcal{C}^{2,\alpha}([0,L]), try to determine the states of the fluid UU in the nozzle with a single shock front Γs𝒩~:={z=ψ𝒩~(r)}\Gamma_{\mathrm{s}}^{\widetilde{\mathcal{N}}}:=\{z=\psi_{\widetilde{\mathcal{N}}}(r)\} ( see Figure 1.2) such that:

  1. (i).

    The nozzle domain 𝒩~\widetilde{\mathcal{N}} is divided by Γs𝒩~\Gamma_{\mathrm{s}}^{\widetilde{\mathcal{N}}} into two parts:

    𝒩~={(z,r)2:0<z<ψ𝒩~(r), 0<r<1+φ(z)},\displaystyle\widetilde{\mathcal{N}}_{-}=\{(z,r)\in\mathbb{R}^{2}:0<z<\psi_{\widetilde{\mathcal{N}}}(r),\ 0<r<1+\varphi(z)\}, (1.25)
    𝒩~+={(z,r)2:ψ𝒩~(r)<z<L, 0<r<1+φ(z)},\displaystyle\widetilde{\mathcal{N}}_{+}=\{(z,r)\in\mathbb{R}^{2}:\psi_{\widetilde{\mathcal{N}}}(r)<z<L,\ 0<r<1+\varphi(z)\}, (1.26)

    where 𝒩~\widetilde{\mathcal{N}}_{-} denotes the region of the supersonic flow ahead of the shock front, and 𝒩~+\widetilde{\mathcal{N}}_{+} is the region of the subsonic flow behind it;

  2. (ii).

    In 𝒩~\widetilde{\mathcal{N}}_{-}, the states of the fluid U=U(z,r)U=U_{-}(z,r), which satisfies the Euler system (1.17)\eqref{eq536}, given supersonic state at the entry of the nozzle

    U=U¯,onE0,U_{-}=\bar{U}_{-},\quad\text{on}\quad E_{0}, (1.27)

    and the slip boundary condition on the wall of the nozzle

    θ=σΘ(z),onWφ𝒩~¯;\theta_{-}=\sigma\Theta(z),\quad\text{on}\quad W_{\varphi}\cap\overline{\widetilde{\mathcal{N}}_{-}}; (1.28)
  3. (iii).

    In 𝒩~+\widetilde{\mathcal{N}}_{+}, the states of the fluid U=U+(z,r)U=U_{+}(z,r), which satisfies the Euler system (1.17)\eqref{eq536}, the slip boundary condition on the wall of the nozzle

    θ+=σΘ(z),onWφ𝒩~+¯,\theta_{+}=\sigma\Theta(z),\quad\text{on}\quad W_{\varphi}\cap\overline{\widetilde{\mathcal{N}}_{+}}, (1.29)

    and given pressure at the exit of the nozzle

    p+=pe(L,r):=p¯++σPe(r),onEL;p_{+}=p_{\mathrm{e}}(L,r):=\bar{p}_{+}+\sigma P_{\mathrm{e}}(r),\quad\text{on}\quad E_{L}; (1.30)
  4. (iv).

    On the shock front Γs𝒩~\Gamma_{\mathrm{s}}^{\widetilde{\mathcal{N}}}, the Rankine-Hugoniot conditions (1.19)\eqref{eq889}-(1.22)\eqref{eq899} hold for the states (U,U+)(U_{-},U_{+});

  5. (v).

    Finally, on the axis Γ2\Gamma_{2}, under the assumption of axisymmetric, both UU_{-} and U+U_{+} satisfy

    θ=0,r(p,q,s)=0,r2θ=0,onW0𝒩~¯,\theta_{-}=0,\quad\partial_{r}(p_{-},q_{-},s_{-})=0,\quad\partial_{r}^{2}\theta_{-}=0,\quad\text{on}\quad W_{0}\cap\overline{\widetilde{\mathcal{N}}_{-}}, (1.31)

    and

    θ+=0,r(p+,q+,s+)=0,r2θ+=0,onW0𝒩~+¯.\theta_{+}=0,\quad\partial_{r}(p_{+},q_{+},s_{+})=0,\quad\partial_{r}^{2}\theta_{+}=0,\quad\text{on}\quad W_{0}\cap\overline{\widetilde{\mathcal{N}}_{+}}. (1.32)
Remark 1.3.

α(12,1)\alpha\in(\frac{1}{2},1) 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.

The condition (1.31) guarantees that the compatibility conditions hold for the supersonic solution (see Lemma 4.1 in Section 4). The condition (1.32) will be verified in Section 3 - Section 6.


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

Θ(z)>0,for any z(0,L),\Theta(z)>0,\quad\text{for any }z\in(0,L), (1.33)

and

Θ(0)=Θ(0)=Θ′′(0)=0.\Theta(0)=\Theta^{\prime}(0)=\Theta^{\prime\prime}(0)=0. (1.34)

Let

(z):=\displaystyle\mathcal{R}(z):= 0LΘ(τ)dτk˙0zΘ(τ)dτ,\displaystyle\int_{0}^{L}\Theta(\tau)\mathrm{d}\tau-\dot{k}\int_{0}^{z}\Theta(\tau)\mathrm{d}\tau, (1.35)
𝒫e:=\displaystyle\mathcal{P}_{\mathrm{e}}:= 21M¯+2ρ¯+2q¯+301tPe(t)dt,\displaystyle 2\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}tP_{\mathrm{e}}(t)\mathrm{d}t, (1.36)

with k˙:=[p¯](γ1γp¯++1ρ¯+q¯+2)>0\dot{k}:=[\bar{p}]\Big{(}\displaystyle\frac{\gamma-1}{\gamma\bar{p}_{+}}+\displaystyle\frac{1}{\bar{\rho}_{+}\bar{q}_{+}^{2}}\Big{)}>0, such that

:=supz(0,L)(z)=0LΘ(τ)dτ,:=infz(0,L)(z)=(1k˙)0LΘ(τ)dτ.\begin{split}&\mathcal{R}^{*}:=\sup\limits_{z\in(0,L)}\mathcal{R}(z)=\int_{0}^{L}\Theta(\tau)\mathrm{d}\tau,\\ &\mathcal{R}_{*}:=\inf\limits_{z\in(0,L)}\mathcal{R}(z)=(1-\dot{k})\int_{0}^{L}\Theta(\tau)\mathrm{d}\tau.\end{split} (1.37)

Then, if

<𝒫e<,\mathcal{R}_{*}<\mathcal{P}_{\mathrm{e}}<\mathcal{R}^{*}, (1.38)

then there exists a sufficiently small constant σ0>0\sigma_{0}>0, such that for any 0<σσ00<\sigma\leq\sigma_{0}, there exists at least a transonic shock solution (U,U+;ψ𝒩~(r))(U_{-},U_{+};\ \psi_{\widetilde{\mathcal{N}}}(r)) 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 Θ()\Theta(\cdot) if (1.38) holds and there exists z(0,L)z_{*}\in(0,L) such that

(z)=𝒫e,and Θ(z)0.\mathcal{R}(z_{*})=\mathcal{P}_{\mathrm{e}},\quad\text{and }\quad\Theta(z_{*})\not=0. (1.39)

Actually, for general Θ()\Theta(\cdot), 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 η(z,0)=0\eta(z,0)=0,

{ξ=z,η=(0,0)(z,r)tρu(s,t)dttρv(s,t)ds.\left\{\begin{aligned} &\xi=z,\\ &\eta=\int_{(0,0)}^{(z,r)}t\rho u(s,t)\mathrm{d}t-t\rho v(s,t)\mathrm{d}s.\end{aligned}\right. (2.1)

It can be easily verified that its Jacobi matrix degenerates along the symmetric axis r=0r=0, 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

{ξ~=ξ,η~=η12.\left\{\begin{aligned} &\tilde{\xi}=\xi,\\ &\tilde{\eta}=\eta^{\frac{1}{2}}.\end{aligned}\right. (2.2)

Then the Jacobian of the modified transformation is

(ξ~,η~)(z,r)=|zξ~rξ~zη~rη~|=|10rρv2η~rρu2η~|=rρu2η~.\displaystyle\frac{\partial(\tilde{\xi},\tilde{\eta})}{\partial(z,r)}=\left|\begin{matrix}\partial_{z}\tilde{\xi}&\partial_{r}\tilde{\xi}\\ \partial_{z}\tilde{\eta}&\partial_{r}\tilde{\eta}\end{matrix}\right|=\left|\begin{matrix}1&0\\ -\displaystyle\frac{r\rho v}{2\tilde{\eta}}&\displaystyle\frac{r\rho u}{2\tilde{\eta}}\end{matrix}\right|=\displaystyle\frac{r\rho u}{2\tilde{\eta}}.

For the background steady plane normal shock solution U¯±\bar{U}_{\pm}, it is easily seen that

η(z,r)=0rtρ¯±q¯±dt=12ρ¯±q¯±r2,{\eta}(z,r)=\int_{0}^{r}t\bar{\rho}_{\pm}\bar{q}_{\pm}\mathrm{d}t=\displaystyle\frac{1}{2}\bar{\rho}_{\pm}\bar{q}_{\pm}r^{2}, (2.3)

such that η~(z,r)=r\tilde{\eta}(z,r)=r, where it is assume that, without loss of generality, ρ¯+q¯+=ρ¯q¯=2\bar{\rho}_{+}\bar{q}_{+}=\bar{\rho}_{-}\bar{q}_{-}=2. Therefore, it can be anticipated that, if U±U_{\pm} is close to the background solution U¯±\bar{U}_{\pm}, then there exist positive constants C1C_{1} and C2C_{2}, depending only on U¯±\bar{U}_{\pm}, such that C1rη~(z,r)C2rC_{1}r\leq\tilde{\eta}(z,r)\leq C_{2}r, which implies that there exists a constant C3C_{3}, depending on U¯±\bar{U}_{\pm}, such that the Jacobian of the modified Lagrange transformation satisfies

(ξ~,η~)(z,r)C3>0,\displaystyle\frac{\partial(\tilde{\xi},\tilde{\eta})}{\partial(z,r)}\geq C_{3}>0, (2.4)

that is, it does not degenerate and is invertible.

Under the modified Lagrange transformation, we have r(ξ~,0)=0r(\tilde{\xi},0)=0 and

dz=dξ~,dr=2η~rρudη~+vudξ~.\displaystyle\mathrm{d}z=\mathrm{d}\tilde{\xi},\quad\mathrm{d}r=\displaystyle\frac{2\tilde{\eta}}{r\rho u}\mathrm{d}\tilde{\eta}+\displaystyle\frac{v}{u}\mathrm{d}\tilde{\xi}. (2.5)

It follows that

r=r(ξ~,η~)=(20η~2tρu(ξ~,t)dt)12.\displaystyle r=r(\tilde{\xi},\tilde{\eta})=\left(2\int_{0}^{\tilde{\eta}}\displaystyle\frac{2t}{\rho u(\tilde{\xi},t)}\mathrm{d}t\right)^{\frac{1}{2}}. (2.6)

In particular, at the background state, one has

r¯=(20η~2tρ¯±q¯±dt)12=2ρ¯±q¯±η~.\displaystyle\bar{r}=\Big{(}2\int_{0}^{\tilde{\eta}}\displaystyle\frac{2t}{\bar{\rho}_{\pm}\bar{q}_{\pm}}\mathrm{d}t\Big{)}^{\frac{1}{2}}=\sqrt{\frac{2}{\bar{\rho}_{\pm}\bar{q}_{\pm}}}\tilde{\eta}. (2.7)

Then, it follows after direct computations that, under the modified Lagrange transformation, the Euler system (1.17)\eqref{eq536} becomes

ξ~(2η~rρu)η~(vu)=0,\displaystyle\partial_{\tilde{\xi}}\Big{(}\frac{2{\tilde{\eta}}}{r\rho u}\Big{)}-\partial_{\tilde{\eta}}\Big{(}\frac{v}{u}\Big{)}=0, (2.8)
ξ~v+r2η~η~p=0,\displaystyle\partial_{\tilde{\xi}}v+\frac{r}{2{\tilde{\eta}}}\partial_{\tilde{\eta}}p=0,
ξ~(u+pρu)r2η~η~(pvu)pvrρu2=0,\displaystyle\partial_{\tilde{\xi}}\Big{(}u+\frac{p}{\rho u}\Big{)}-\frac{r}{2{\tilde{\eta}}}\partial_{\tilde{\eta}}\Big{(}\frac{pv}{u}\Big{)}-\frac{pv}{r\rho u^{2}}=0,
ξ~B=0.\displaystyle\partial_{\tilde{\xi}}B=0.

For simplicity of the notations, we drop “ ~\tilde{} ” hereafter as there is no confusion taking place.

Further computation yields that the system (2.8) can be rewritten as

ηp2ηrsinθρqξp+2ηrqcosθξθ=0,\displaystyle\partial_{\eta}p-\displaystyle\frac{2{\eta}}{r}\cdot\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}p+\displaystyle\frac{2{\eta}}{r}\cdot q\cos\theta\cdot\partial_{\xi}\theta=0, (2.9)
ηθ2ηrsinθρqξθ+2ηrcosθρqM21ρq2ξp+2ηr2sinθρq=0,\displaystyle\partial_{\eta}\theta-\displaystyle\frac{2{\eta}}{r}\cdot\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}\theta+\displaystyle\frac{2{\eta}}{r}\cdot\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{M^{2}-1}{\rho q^{2}}\partial_{\xi}p+\displaystyle\frac{2{\eta}}{r^{2}}\cdot\displaystyle\frac{\sin\theta}{\rho q}=0, (2.10)
ρqξq+ξp=0,\displaystyle\rho q\partial_{\xi}q+\partial_{\xi}p=0, (2.11)
ξs=0,\displaystyle\partial_{\xi}s=0, (2.12)

where the equation (2.11) can also be replaced by the following equation in the conservative form:

ξB=0.\partial_{{\xi}}{B}=0. (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 (2.9)\eqref{eq2916} and (2.10)\eqref{eq2917} can be rewritten in the matrix form as below:

η(θ,p)T+A(U)ξ(θ,p)T+a(U)=0,\partial_{\eta}(\theta,p)^{T}+A(U)\partial_{\xi}(\theta,p)^{T}+a(U)=0, (2.14)

where a(U)=(2ηr2sinθρq, 0)Ta(U)=\Big{(}\displaystyle\frac{2{\eta}}{r^{2}}\cdot\displaystyle\frac{\sin\theta}{\rho q},\,0\Big{)}^{T}, and

A(U)=2ηr1ρq(sinθM21ρq2cosθρq2cosθsinθ).A(U)=\displaystyle\frac{2{\eta}}{r}\displaystyle\frac{1}{\rho q}\begin{pmatrix}-\sin\theta&\displaystyle\frac{M^{2}-1}{\rho q^{2}}\cos\theta\\ \rho q^{2}\cos\theta&-\sin\theta\end{pmatrix}.

Direct computations yield that the eigenvalues of A(U)A(U) are

λ±=2ηr1ρq(sinθ±M21cosθ),\lambda_{\pm}=\displaystyle\frac{2{\eta}}{r}\displaystyle\frac{1}{\rho q}\Big{(}-\sin\theta\pm\sqrt{M^{2}-1}\cos\theta\Big{)}, (2.15)

which yields that, for supersonic flows with the Mach number M>1M>1 such that λ±\lambda_{\pm} are real, the system (2.14)\eqref{eq080} is hyperbolic, while for subsonic flows with M<1M<1 such that λ±\lambda_{\pm} are a pair of conjugate complex numbers, the system (2.14)\eqref{eq080} is elliptic. Therefore, the system (2.9)-(2.12) is hyperbolic as M>1M>1, while it is elliptic-hyperbolic composite as M<1M<1.

Let Γs:={(ξ,η)2:ξ=ψ(η),  0<η<1}{\Gamma}_{\mathrm{s}}:=\{({{\xi}},{{\eta}})\in\mathbb{R}^{2}:{\xi}={\psi}({\eta}),\,\,0<{\eta}<1\} be the position of a shock front, under the modified Lagrange transformation, the Rankine-Hugoniot conditions (1.19)\eqref{eq889}-(1.22)\eqref{eq899} across the shock front become

2ηr[1ρu]+ψ[vu]=0,\displaystyle\displaystyle\frac{2\eta}{r}\Big{[}\displaystyle\frac{1}{\rho u}\Big{]}+\psi^{\prime}\Big{[}\displaystyle\frac{v}{u}\Big{]}=0, (2.16)
[v]ψr2η[p]=0,\displaystyle[v]-\psi^{\prime}\displaystyle\frac{r}{2\eta}[p]=0, (2.17)
[u+pρu]+ψr2η[pvu]=0,\displaystyle\Big{[}u+\displaystyle\frac{p}{\rho u}\Big{]}+\psi^{\prime}\displaystyle\frac{r}{2\eta}\Big{[}\displaystyle\frac{pv}{u}\Big{]}=0, (2.18)
[B]=0.\displaystyle[B]=0. (2.19)

Using the equation (2.17)\eqref{eq2904}, we can eliminate the quantity ψ\psi^{\prime} in the equations (2.16)\eqref{eq2903} and (2.18)\eqref{eq2905} respectively to obtain

G1(U+,U):=[1ρu][p]+[vu][v]=0,\displaystyle G_{1}(U_{+},U_{-}):=\Big{[}\displaystyle\frac{1}{\rho u}\Big{]}[p]+\Big{[}\displaystyle\frac{v}{u}\Big{]}[v]=0, (2.20)
G2(U+,U):=[u+pρu][p]+[pvu][v]=0,\displaystyle G_{2}(U_{+},U_{-}):=\Big{[}u+\displaystyle\frac{p}{\rho u}\Big{]}[p]+\Big{[}\displaystyle\frac{pv}{u}\Big{]}[v]=0, (2.21)

moreover, we denote

G3(U+,U):=[12q2+i]=0,\displaystyle G_{3}(U_{+},U_{-}):=\Big{[}\frac{1}{2}q^{2}+i\Big{]}=0, (2.22)
G4(U+,U;ψ):=[v]ψr2η[p]=0.\displaystyle G_{4}(U_{+},U_{-};\psi^{\prime}):=[v]-\psi^{\prime}\displaystyle\frac{r}{2\eta}[p]=0. (2.23)

Under the modified Lagrange transformation, the domain 𝒩~\widetilde{\mathcal{N}} becomes

Ω={(ξ,η)2:0<ξ<L,   0<η<1},\displaystyle{\Omega}=\{({\xi},{\eta})\in\mathbb{R}^{2}:0<{\xi}<L,\,\,\,0<{\eta}<1\}, (2.24)

and it is separated by a shock front Γs{\Gamma}_{\mathrm{s}} into two parts (see Figure 2.1): the supersonic region and subsonic region, denoted by

Ω={(ξ,η)2:0<ξ<ψ(η),   0<η<1},{\Omega}_{-}=\{({\xi},{\eta})\in\mathbb{R}^{2}:0<{\xi}<\psi({\eta}),\,\,\,0<{\eta}<1\}, (2.25)
Ω+={(ξ,η)2:ψ(η)<ξ<L,   0<η<1}{\Omega}_{+}=\{({\xi},{\eta})\in\mathbb{R}^{2}:\psi({\eta})<{\xi}<L,\,\,\,0<{\eta}<1\} (2.26)

respectively. The boundaries E0E_{0}, W0W_{0}, ELE_{L}, WφW_{\varphi} become

Γ1={(ξ,η)2:ξ=0,   0<η<1},\displaystyle{\Gamma}_{1}=\{({{\xi}},{{\eta}})\in\mathbb{R}^{2}:{\xi}=0,\,\,\,0<{\eta}<1\}, (2.27)
Γ2={(ξ,η)2:0<ξ<L,η=0},\displaystyle{\Gamma}_{2}=\{({{\xi}},{{\eta}})\in\mathbb{R}^{2}:0<{\xi}<L,\,\,\,{\eta}=0\},
Γ3={(ξ,η)2:ξ=L,   0<η<1},\displaystyle{\Gamma}_{3}=\{({{\xi}},{{\eta}})\in\mathbb{R}^{2}:{\xi}=L,\,\,\,0<{\eta}<1\},
Γ4={(ξ,η)2:0<ξ<L,η=1}.\displaystyle{\Gamma}_{4}=\{({{\xi}},{{\eta}})\in\mathbb{R}^{2}:0<{\xi}<L,\,\,\,{\eta}=1\}.

Thus, the free boundary problem FBPC is reformulated as follows under the modified Lagrange transformation.


The Free Boundary Problem FBPL

Refer to caption
Figure 2.1. The transonic shock flows in the Lagrangian coordinate.

Try to determine (U(ξ,η),U+(ξ,η),ψ(η))(U_{-}(\xi,\eta),\ U_{+}(\xi,\eta),\ \psi(\eta)) in Ω\Omega such that:

  1. (i).

    U(ξ,η)U_{-}(\xi,\eta) satisfies the equations (2.9)-(2.12) in Ω\Omega_{-}, and the following boundary conditions:

    U=U¯,\displaystyle U_{-}=\bar{U}_{-}, onΓ1,\displaystyle\text{on}\,\,\,\Gamma_{1}, (2.28)
    θ=σΘ(ξ).\displaystyle\theta_{-}=\sigma\Theta(\xi). onΓ4Ω¯.\displaystyle\text{on}\,\,\,\Gamma_{4}\cap\overline{\Omega_{-}}. (2.29)
  2. (ii).

    U+(ξ,η)U_{+}(\xi,\eta) satisfies the equations (2.9)-(2.12) in Ω+\Omega_{+}, and the following boundary conditions:

    θ+=σΘ(ξ),\displaystyle\theta_{+}=\sigma\Theta(\xi), onΓ4Ω+¯,\displaystyle\text{on}\quad\Gamma_{4}\cap\overline{\Omega_{+}}, (2.30)
    p+=pe(L,η):=p¯++σPe(r(L,η)),\displaystyle p_{+}=p_{\mathrm{e}}(L,\eta):=\bar{p}_{+}+\sigma P_{\mathrm{e}}(r(L,\eta)), onΓ3,\displaystyle\text{on}\quad\Gamma_{3}, (2.31)

    where

    r(L,η)=(20η2tρu(L,t)dt)12.r(L,\eta)=\Big{(}2\int_{0}^{{\eta}}\displaystyle\frac{2t}{\rho u(L,t)}\mathrm{d}t\Big{)}^{\frac{1}{2}}. (2.32)
  3. (iii).

    On the shock front Γs\Gamma_{\mathrm{s}}, the Rankine-Hugoniot conditions (2.16)\eqref{eq2903}-(2.19)\eqref{eq2906} hold for the states (U,U+)(U_{-},U_{+});

  4. (iv).

    Finally, on Γ2\Gamma_{2}, both UU_{-} and U+U_{+} satisfy

    θ=0,η(p,q,s)=0,η2θ=0,onΓ2Ω¯,\theta_{-}=0,\quad\partial_{\eta}(p_{-},q_{-},s_{-})=0,\quad\partial_{\eta}^{2}\theta_{-}=0,\quad\text{on}\quad\Gamma_{2}\cap\overline{\Omega_{-}}, (2.33)

    and

    θ+=0,η(p+,q+,s+)=0,η2θ+=0,onΓ2Ω+¯.\theta_{+}=0,\quad\partial_{\eta}(p_{+},q_{+},s_{+})=0,\quad\partial_{\eta}^{2}\theta_{+}=0,\quad\text{on}\quad\Gamma_{2}\cap\overline{\Omega_{+}}. (2.34)

In this paper, the free boundary problem FBPL is going to be solved near the background solution U¯±\bar{U}_{\pm}. 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 U¯±\bar{U}_{\pm}, whose solution could serve as an initial approximation.

Refer to caption
Figure 2.2. The domain for the linearized problem.

Assume the initial approximating position of the shock front is

Γ˙s={(ξ,η):ξ=ξ˙,   0<η<1},\dot{\Gamma}_{\mathrm{s}}=\{(\xi,\eta):\xi=\dot{\xi}_{*},\,\,\,0<\eta<1\}, (2.35)

where 0<ξ˙<L0<\dot{\xi}_{*}<L is unknown and will be determined later (see Figure 2.2). Then the whole domain Ω\Omega is divided by Γ˙s\dot{\Gamma}_{\mathrm{s}} into two parts:

Ω˙={(ξ,η)2:0<ξ<ξ˙,   0<η<1},\displaystyle\dot{\Omega}_{-}=\{(\xi,\eta)\in\mathbb{R}^{2}:0<\xi<\dot{\xi}_{*},\,\,\,0<\eta<1\}, (2.36)
Ω˙+={(ξ,η)2:ξ˙<ξ<L,   0<η<1},\displaystyle\dot{\Omega}_{+}=\{(\xi,\eta)\in\mathbb{R}^{2}:\dot{\xi}_{*}<\xi<L,\,\,\,0<\eta<1\}, (2.37)

where Ω˙\dot{\Omega}_{-} is considered as the initial approximating domain of the supersonic flow ahead of the shock front, and Ω˙+\dot{\Omega}_{+} is the subsonic flow behind the shock front. Let U˙=(θ˙,p˙,q˙,s˙)T\dot{U}_{-}=(\dot{\theta}_{-},\dot{p}_{-},\dot{q}_{-},\dot{s}_{-})^{T} defined in Ω˙\dot{\Omega}_{-} satisfies the linearized Euler system at the supersonic state U¯\bar{U}_{-} below which will be taken as the initial approximation for the supersonic flow ahead of the shock front:

ηp˙+2q¯ξθ˙=0,\displaystyle\partial_{\eta}\dot{p}_{-}+2\bar{q}_{-}\partial_{\xi}\dot{\theta}_{-}=0, (2.38)
ηθ˙+2M¯21ρ¯2q¯3ξp˙+1ηθ˙=0,\displaystyle\partial_{\eta}\dot{\theta}_{-}+2\displaystyle\frac{\bar{M}_{-}^{2}-1}{\bar{\rho}_{-}^{2}\bar{q}_{-}^{3}}\partial_{\xi}\dot{p}_{-}+\displaystyle\frac{1}{\eta}\dot{\theta}_{-}=0, (2.39)
ρ¯q¯ξq˙+ξp˙=0,\displaystyle\bar{\rho}_{-}\bar{q}_{-}\partial_{\xi}\dot{q}_{-}+\partial_{\xi}\dot{p}_{-}=0, (2.40)
ξs˙=0.\displaystyle\partial_{\xi}\dot{s}_{-}=0. (2.41)

Moreover, let U˙+=(θ˙+,p˙+,q˙+,s˙+)T\dot{U}_{+}=(\dot{\theta}_{+},\dot{p}_{+},\dot{q}_{+},\dot{s}_{+})^{T} defined in Ω˙+\dot{\Omega}_{+} satisfies the linearized Euler system at the subsonic state U¯+\bar{U}_{+} below which will be taken as the initial approximation for the subsonic flow behind the shock front:

ηp˙++2q¯+ξθ˙+=0,\displaystyle\partial_{\eta}\dot{p}_{+}+2\bar{q}_{+}\partial_{\xi}\dot{\theta}_{+}=0, (2.42)
ηθ˙++2M¯+21ρ¯+2q¯+3ξp˙++1ηθ˙+=0,\displaystyle\partial_{\eta}\dot{\theta}_{+}+2\displaystyle\frac{\bar{M}_{+}^{2}-1}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\partial_{\xi}\dot{p}_{+}+\displaystyle\frac{1}{\eta}\dot{\theta}_{+}=0, (2.43)
ξ(q¯+q˙++1ρ¯+p˙++T¯+s˙+)=0,\displaystyle\partial_{\xi}\Big{(}\bar{q}_{+}\dot{q}_{+}+\displaystyle\frac{1}{\bar{\rho}_{+}}\dot{p}_{+}+\bar{T}_{+}\dot{s}_{+}\Big{)}=0, (2.44)
ξs˙+=0.\displaystyle\partial_{\xi}\dot{s}_{+}=0. (2.45)

Then the following free boundary problem will be served to determine an initial approximation U˙\dot{U}_{-}, U˙+\dot{U}_{+}, ξ˙\dot{\xi}_{*}, and together with the updated approximating shock profile ψ˙\dot{\psi}^{\prime}.


The Free Boundary Problem IFBPL for the initial approximation

Try to determine (U˙(ξ,η),U˙+(ξ,η),ξ˙;ψ˙(η))(\dot{U}_{-}(\xi,\eta),\ \dot{U}_{+}(\xi,\eta),\ \dot{\xi}_{*};\ \dot{\psi}^{\prime}(\eta)) in Ω\Omega such that:

  1. (i).

    U˙(ξ,η)\dot{U}_{-}(\xi,\eta) satisfies the equations (2.38)-(2.41) in Ω˙\dot{\Omega}_{-}, and the following boundary conditions:

    U˙=0,\displaystyle\dot{U}_{-}=0, onΓ1,\displaystyle\text{on}\quad\Gamma_{1}, (2.46)
    θ˙=σΘ(ξ),\displaystyle\dot{\theta}_{-}=\sigma\Theta(\xi), onΓ4Ω˙¯.\displaystyle\text{on}\quad\Gamma_{4}\cap\overline{\dot{\Omega}_{-}}. (2.47)
  2. (ii).

    U˙+(ξ,η)\dot{U}_{+}(\xi,\eta) satisfies the equations (2.42)-(2.45) in Ω˙+\dot{\Omega}_{+}, and the following boundary conditions:

    θ˙+=σΘ˙:=σΘ(ξ),\displaystyle\dot{\theta}_{+}=\sigma\dot{\Theta}:=\sigma{\Theta}(\xi), onΓ4Ω˙+¯,\displaystyle\text{on}\quad\Gamma_{4}\cap\overline{\dot{\Omega}_{+}}, (2.48)
    p˙+=σP˙e:=σPe(η),\displaystyle\dot{p}_{+}=\sigma\dot{P}_{\mathrm{e}}:=\sigma P_{\mathrm{e}}(\eta), onΓ3.\displaystyle\text{on}\quad\Gamma_{3}. (2.49)
  3. (iii).

    On the free boundary Γ˙s\dot{\Gamma}_{\mathrm{s}}, U˙\dot{U}_{-} and U˙+\dot{U}_{+} satisfy the following linearized R-H conditions:

    αj+U˙++αjU˙=0,(j=1,2,3),\displaystyle{\mathbf{\alpha}}_{j+}\cdot{\dot{U}}_{+}+{\mathbf{\alpha}}_{j-}\cdot{\dot{U}}_{-}=0,(j=1,2,3), (2.50)
    α4+U˙++α4U˙12[p¯]ψ˙=0,\displaystyle{\mathbf{\alpha}}_{4+}\cdot{\dot{U}}_{+}+{\mathbf{\alpha}}_{4-}\cdot{\dot{U}}_{-}-\frac{1}{2}[\bar{p}]{\dot{\psi}}^{\prime}=0, (2.51)

    where

    αj±=U±Gj(U¯+,U¯),α4±=U±G4(U¯+,U¯;0).\displaystyle{\mathbf{\alpha}}_{j\pm}={{\nabla_{{U}_{\pm}}}}G_{j}(\bar{U}_{+},\bar{U}_{-}),\,\,\,{\mathbf{\alpha}}_{4\pm}={{\nabla_{{U}_{\pm}}}}G_{4}(\bar{U}_{+},\bar{U}_{-};0). (2.52)
  4. (iv).

    Finally, on Γ˙2\dot{\Gamma}_{2}, both U˙\dot{U}_{-} and U˙+\dot{U}_{+} satisfy

    θ˙=0,η(p˙,q˙,s˙)=0,η2θ˙=0,onΓ2Ω˙¯,\dot{\theta}_{-}=0,\quad\partial_{\eta}(\dot{p}_{-},\dot{q}_{-},\dot{s}_{-})=0,\quad\partial_{\eta}^{2}\dot{\theta}_{-}=0,\quad\text{on}\quad\Gamma_{2}\cap\overline{\dot{\Omega}_{-}}, (2.53)

    and

    θ˙+=0,η(p˙+,q˙+,s˙+)=0,η2θ˙+=0,onΓ2Ω˙+¯.\dot{\theta}_{+}=0,\quad\partial_{\eta}(\dot{p}_{+},\dot{q}_{+},\dot{s}_{+})=0,\quad\partial_{\eta}^{2}\dot{\theta}_{+}=0,\quad\text{on}\quad\Gamma_{2}\cap\overline{\dot{\Omega}_{+}}. (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 Γ˙s\dot{\Gamma}_{\mathrm{s}} have explicit forms given below:

α1±=±[p¯]ρ¯±q¯±(0,1ρ¯±c¯±2,1q¯±,1γcv)T,\displaystyle{\mathbf{\alpha}}_{1\pm}=\pm\displaystyle\frac{[\bar{p}]}{\bar{\rho}_{\pm}\bar{q}_{\pm}}\Big{(}0,\,-\displaystyle\frac{1}{\bar{\rho}_{\pm}\bar{c}_{\pm}^{2}},\,-\displaystyle\frac{1}{\bar{q}_{\pm}},\,\displaystyle\frac{1}{\gamma c_{v}}\Big{)}^{T}, (2.55)
α2±=±[p¯]ρ¯±q¯±(0, 1p¯±ρ¯±c¯±2,ρ¯±q¯±p¯±q¯±,p¯±γcv)T,\displaystyle{\mathbf{\alpha}}_{2\pm}=\pm\displaystyle\frac{[\bar{p}]}{\bar{\rho}_{\pm}\bar{q}_{\pm}}\Big{(}0,\,1-\displaystyle\frac{\bar{p}_{\pm}}{\bar{\rho}_{\pm}\bar{c}_{\pm}^{2}},\,\bar{\rho}_{\pm}\bar{q}_{\pm}-\displaystyle\frac{\bar{p}_{\pm}}{\bar{q}_{\pm}},\,\displaystyle\frac{\bar{p}_{\pm}}{\gamma c_{v}}\Big{)}^{T}, (2.56)
α3±=±(0,1ρ¯±,q¯±,1(γ1)cvp¯±ρ¯±)T,\displaystyle{\mathbf{\alpha}}_{3\pm}=\pm\Big{(}0,\,\displaystyle\frac{1}{\bar{\rho}_{\pm}},\,{\bar{q}_{\pm}},\,\displaystyle\frac{1}{(\gamma-1)c_{v}}\cdot\displaystyle\frac{\bar{p}_{\pm}}{\bar{\rho}_{\pm}}\Big{)}^{T}, (2.57)
α4±=±(q¯±, 0, 0, 0)T.\displaystyle{\mathbf{\alpha}}_{4\pm}=\pm\Big{(}\bar{q}_{\pm},\,0,\,0,\,0\Big{)}^{T}. (2.58)

Moreover, by taking U˙\dot{U}_{-} as known data, the equations (2.50) form a closed linear algebraic equations for (p˙+,q˙+,s˙+)(\dot{p}_{+},\dot{q}_{+},\dot{s}_{+}) such that they can be expressed by U˙\dot{U}_{-} on the free boundary Γ˙s\dot{\Gamma}_{\mathrm{s}}. And it turns out that, in order to determine U˙\dot{U}_{-}, U˙+\dot{U}_{+}, and ξ˙\dot{\xi}_{*}, it is sufficient to only impose (2.50) on Γ˙s\dot{\Gamma}_{\mathrm{s}}. This yields that the condition (2.51) is only employed to determine ψ˙\dot{\psi}^{\prime}, which will be used in the next step of the iteration.

Remark 2.3.

Since U¯+\bar{U}_{+} 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 ξ˙\dot{\xi}_{*} and the free boundary Γ˙s\dot{\Gamma}_{\mathrm{s}}. 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 η=0\eta=0. 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 Ωn\Omega\subset\mathbb{R}^{n} be a bounded domain, k0k\geq 0 be an integer, and 0<α<10<\alpha<1, 𝒞k,α\mathcal{C}^{k,\alpha} denote the classical Hölder spaces with the index (k,α)(k,\alpha) for functions with continuous derivatives up to kk-th order, equipped with the classical 𝒞k,α\mathcal{C}^{k,\alpha} norm:

u𝒞k,α(Ω):=|𝐦|ksup𝐱Ω|D𝐦u(𝐱)|+|𝐦|=ksup𝐱,𝐲Ω;𝐱𝐲|D𝐦u(𝐱)D𝐦u(𝐲)||𝐱𝐲|α,\|u\|_{\mathcal{C}^{k,\alpha}(\Omega)}:=\sum_{|\mathbf{m}|\leq k}\sup\limits_{\mathbf{x}\in\Omega}|D^{\mathbf{m}}u(\mathbf{x})|+\sum_{|\mathbf{m}|=k}\sup\limits_{\mathbf{x},\mathbf{y}\in\Omega;\mathbf{x}\neq\mathbf{y}}\frac{|D^{\mathbf{m}}u(\mathbf{x})-D^{\mathbf{m}}u(\mathbf{y})|}{|\mathbf{x}-\mathbf{y}|^{\alpha}}, (2.59)

where D𝐦=x1m1x2m2xnmnD^{\mathbf{m}}=\partial_{x_{1}}^{m_{1}}\partial_{x_{2}}^{m_{2}}\cdots\partial_{x_{n}}^{m_{n}}, and 𝐦=(m1,m2,,mn)\mathbf{m}=(m_{1},m_{2},\ldots,m_{n}) is a multi-index with mi0m_{i}\geq 0 an integer and |𝐦|=i=1nmi|\mathbf{m}|=\sum\limits_{i=1}^{n}m_{i}. For elliptic part of the problem, since the boundary of the domain has corner singularities, weighted Hölder norms will be employed. Let Γ\Gamma be an open portion of Ω\partial\Omega, for any 𝐱\mathbf{x}, 𝐲\mathbf{y} \in Ω\Omega, define

d𝐱:=dist(𝐱,Γ),andd𝐱,𝐲:=min(d𝐱,d𝐲).d_{\mathbf{x}}:=\operatorname*{dist}(\mathbf{x},\Gamma),\,\,\,\text{and}\,\,\,d_{\mathbf{x},\mathbf{y}}:=\min(d_{\mathbf{x}},d_{\mathbf{y}}). (2.60)

Let α(0,1)\alpha\in(0,1) and δ\delta\in\mathbb{R}, we define:

[u]k,0;Ω(δ;Γ):=sup𝐱Ω,|𝐦|=k(d𝐱max(k+δ,0)|D𝐦u(𝐱)|),\displaystyle[u]_{k,0;\Omega}^{(\delta;\Gamma)}:=\sup\limits_{\mathbf{x}\in\Omega,|\mathbf{m}|=k}\Big{(}d_{\mathbf{x}}^{\max(k+\delta,0)}|D^{\mathbf{m}}u(\mathbf{x})|\Big{)}, (2.61)
[u]k,α;Ω(δ;Γ):=sup𝐱,𝐲Ω,𝐱𝐲,|𝐦|=k(d𝐱,𝐲max(k+α+δ,0)|D𝐦u(𝐱)D𝐦u(𝐲)||𝐱𝐲|α),\displaystyle[u]_{k,\alpha;\Omega}^{(\delta;\Gamma)}:=\sup\limits_{{\mathbf{x},\mathbf{y}}\in\Omega,\mathbf{x}\neq\mathbf{y},|\mathbf{m}|=k}\left(d_{\mathbf{x},\mathbf{y}}^{\max(k+\alpha+\delta,0)}\displaystyle\frac{|D^{\mathbf{m}}u(\mathbf{x})-D^{\mathbf{m}}u(\mathbf{y})|}{|\mathbf{x}-\mathbf{y}|^{\alpha}}\right), (2.62)
uk,α;Ω(δ;Γ):=i=0k[u]i,0;Ω(δ;Γ)+[u]k,α;Ω(δ;Γ),\displaystyle\|u\|_{k,\alpha;\Omega}^{(\delta;\Gamma)}:=\sum_{i=0}^{k}[u]_{i,0;\Omega}^{(\delta;\Gamma)}+[u]_{k,\alpha;\Omega}^{(\delta;\Gamma)}, (2.63)

with the corresponding function space defined as

𝐇k,α(δ;Γ)(Ω):={u:uk,α;Ω(δ;Γ)<+}.\mathbf{H}_{k,\alpha}^{(\delta;\Gamma)}(\Omega):=\{u:\|u\|_{k,\alpha;\Omega}^{(\delta;\Gamma)}<+\infty\}. (2.64)

Moreover, since the Euler system for subsonic flows is elliptic-hyperbolic composite, for the flow state U=(θ,p,q,s)TU=(\theta,p,q,s)^{T}, the function spaces for (θ,p)(\theta,p) are different from (q,s)(q,s).

Define

U(Ω˙+;Γ˙s):=(θ,p)1,α;Ω˙+(α;{Q3,Q4})+(q,s)1,α;Γ˙s(α;Q4)+(q,s)0,α;Ω˙+(1α;{Q3,Q4}),\|{U}\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}:=\|(\theta,{p})\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}+\|({q},{s})\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}+\|({q},{s})\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}, (2.65)

where the points Q3Q_{3} and Q4Q_{4} are defined in Figure 2.2.

Since the shock front Γs:={ξ=ψ(η)}\Gamma_{\mathrm{s}}:=\{{\xi}={\psi}({\eta})\} is a free boundary. To fix the shock front, we introduce the following coordinate transformation

𝒯:{ξ~=L+Lξ˙Lψ(η)(ξL),η~=η,\displaystyle\mathcal{T}:\begin{cases}\tilde{\xi}=L+\displaystyle\frac{L-\dot{\xi}_{*}}{L-{\psi}(\eta)}(\xi-L),\\ \tilde{\eta}=\eta,\end{cases}

with the inverse

𝒯1:{ξ=L+Lψ(η~)Lξ˙(ξ~L),η=η~.\displaystyle\mathcal{T}^{-1}:\begin{cases}\xi=L+\displaystyle\frac{L-{\psi}(\tilde{\eta})}{L-\dot{\xi}_{*}}(\tilde{\xi}-L),\\ \eta=\tilde{\eta}.\end{cases}

Obviously, under this transformation, the free boundary Γs\Gamma_{\mathrm{s}} is changed into the fixed boundary Γ˙s\dot{\Gamma}_{\mathrm{s}}. Correspondingly, the domain Ω+{\Omega}_{+} becomes the fixed domain Ω˙+\dot{\Omega}_{+} (see Figure 2.1).

Therefore, we define the norm of UU in the domain Ω+{\Omega}_{+} as below:

U(Ω+;Γs):=U𝒯1(Ω˙+;Γ˙s).\|{U}\|_{({\Omega}_{+};{\Gamma}_{\mathrm{s}})}:=\|{U}\circ\mathcal{T}^{-1}\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}. (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 α(12,1)\alpha\in(\frac{1}{2},1). Suppose the assumptions in Theorem 1.5 hold. Then there exists a unique solution (U˙(ξ,η),U˙+(ξ,η),ξ˙;ψ˙(η))(\dot{U}_{-}(\xi,\eta),\ \dot{U}_{+}(\xi,\eta),\ \dot{\xi}_{*};\ \dot{\psi}^{\prime}(\eta)) to the free boundary problem IFBPL, where the unknown constant 0<ξ˙<L0<\dot{\xi}_{*}<L and the free boundary Γ˙s\dot{\Gamma}_{\mathrm{s}} is determined by the following equation:

(ξ˙)=𝒫e,\mathcal{R}(\dot{\xi}_{*})=\mathcal{P}_{\mathrm{e}}, (2.67)

where the function ()\mathcal{R}(\cdot) is defined in (1.35), the constant 𝒫e\mathcal{P}_{\mathrm{e}} is defined in (1.36), and (1.38) holds.

Moreover, it holds that

U˙𝒞2,α(Ω¯)C˙σ,\displaystyle\|\dot{U}_{-}\|_{\mathcal{C}^{2,\alpha}(\bar{\Omega})}\leq\dot{C}_{-}\sigma, (2.68)
U˙+(Ω˙+;Γ˙s)+ψ˙1,α;Γ˙s(α;Q4)C˙+σ,\displaystyle\|\dot{U}_{+}\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}+\|\dot{\psi}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq\dot{C}_{+}\sigma, (2.69)

where the constants C˙±\dot{C}_{\pm} depend on U¯±\bar{U}_{\pm}, LL, ξ˙\dot{\xi}_{*} and α\alpha.

Remark 2.5.

Similar as the 2-D problem in [9], for a generic function Θ\Theta, the existence of the solution to the free boundary problem IFBPL is still valid as long as the condition (1.38) holds, while the uniqueness fails since there may exist more than one solutions.

With the obtained initial approximation (U˙(ξ,η),U˙+(ξ,η),ξ˙;ψ˙(η))(\dot{U}_{-}(\xi,\eta),\ \dot{U}_{+}(\xi,\eta),\ \dot{\xi}_{*};\ \dot{\psi}^{\prime}(\eta)), 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 α(12,1)\alpha\in(\frac{1}{2},1). Suppose the assumptions in Theorem 1.5 hold. Then there exists a sufficiently small positive constant σ0\sigma_{0}, only depends on U¯±\bar{U}_{\pm}, LL, ξ˙\dot{\xi}_{*}, as well as 1|Θ(ξ˙)|\displaystyle\frac{1}{|\Theta(\dot{\xi}_{*})|}, such that for any 0<σσ00<\sigma\leq\sigma_{0}, there exists a solution (U,U+;ψ)(U_{-},U_{+};\psi) for the free boundary problem FBPL, and the solution satisfies the following estimates:

|ψ(1)ξ˙|Csσ,ψ1,α;Γs(α;O4)Csσ,\displaystyle|\psi(1)-\dot{\xi}_{*}|\leq C_{\mathrm{s}}\sigma,\quad\|{\psi}^{\prime}\|_{1,\alpha;{\Gamma}_{\mathrm{s}}}^{(-\alpha;O_{4})}\leq C_{\mathrm{s}}\sigma, (2.70)
UU¯𝒞2,α(Ω)Cσ,\displaystyle\|U_{-}-\bar{U}_{-}\|_{\mathcal{C}^{2,\alpha}(\Omega_{-})}\leq C_{-}\sigma, (2.71)
U+U¯+(Ω+;Γs)C+σ,\displaystyle\|{U}_{+}-\bar{U}_{+}\|_{({\Omega}_{+};{\Gamma}_{\mathrm{s}})}\leq C_{+}\sigma, (2.72)
U(U¯+U˙)𝒞1,α(Ω)12σ32,\displaystyle\|U_{-}-(\bar{U}_{-}+\dot{U}_{-})\|_{\mathcal{C}^{1,\alpha}(\Omega_{-})}\leq\frac{1}{2}\sigma^{\frac{3}{2}}, (2.73)
U+𝒯1(U¯++U˙+)(Ω˙+;Γ˙s)12σ32,\displaystyle\|U_{+}\circ\mathcal{T}^{-1}-(\bar{U}_{+}+\dot{U}_{+})\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}\leq\frac{1}{2}\sigma^{\frac{3}{2}}, (2.74)
ψψ˙1,α;Γ˙s(α;Q4)12σ32,\displaystyle\|{\psi}^{\prime}-\dot{\psi}^{\prime}\|_{1,\alpha;\dot{{\Gamma}}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq\frac{1}{2}\sigma^{\frac{3}{2}}, (2.75)

where the constants CsC_{\mathrm{s}} and C±C_{\pm} depend on U¯±\bar{U}_{\pm}, LL, ξ˙\dot{\xi}_{*}, 1|Θ(ξ˙)|\displaystyle\frac{1}{|\Theta(\dot{\xi}_{*})|} and α\alpha.

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 (θ˙+,p˙+)(\dot{\theta}_{+},\dot{p}_{+}). 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.

Refer to caption
Figure 3.1. The domain for the boundary value problem in the (ξ,η)(\xi,\eta) coordinate.

Let ξ0\xi_{0} and LL be two positive constants, and

Ω={(ξ,η)2:ξ0<ξ<L,   0<η<1},{\Omega}=\{(\xi,\eta)\in\mathbb{R}^{2}:\xi_{0}<\xi<L,\,\,\,0<\eta<1\}, (3.1)

be a rectangle with the boundaries (see Figure 3.1)

Γs={(ξ,η)2:ξ=ξ0,   0<η<1},\displaystyle\Gamma_{\mathrm{s}}=\{(\xi,\eta)\in\mathbb{R}^{2}:\xi=\xi_{0},\,\,\,0<\eta<1\},
Γ2={(ξ,η)2:ξ0<ξ<L,η=0},\displaystyle\Gamma_{2}=\{(\xi,\eta)\in\mathbb{R}^{2}:\xi_{0}<{\xi}<L,\,\,\,\eta=0\},
Γ3={(ξ,η)2:ξ=L,   0<η<1},\displaystyle\Gamma_{3}=\{(\xi,\eta)\in\mathbb{R}^{2}:\xi=L,\,\,\,0<\eta<1\},
Γ4={(ξ,η)2:ξ0<ξ<L,η=1}.\displaystyle\Gamma_{4}=\{(\xi,\eta)\in\mathbb{R}^{2}:\xi_{0}<{\xi}<L,\,\,\,\eta=1\}.

Consider the following boundary value problem for unknowns (H1,H2)(H_{1},H_{2}):

ηH1+𝒜ξH2=£1,\displaystyle\partial_{\eta}H_{1}+\mathcal{A}\partial_{\xi}H_{2}=\pounds_{1}, inΩ\displaystyle\text{in}\quad\Omega (3.2)
(ηH2+1ηH2)ξH1=£2,\displaystyle\Big{(}\partial_{\eta}H_{2}+\displaystyle\frac{1}{\eta}H_{2}\Big{)}-\mathcal{B}\partial_{\xi}H_{1}=\pounds_{2}, inΩ\displaystyle\text{in}\quad\Omega (3.3)
H1=1,\displaystyle H_{1}=\hbar_{1}, onΓs\displaystyle\text{on}\quad{\Gamma}_{\mathrm{s}} (3.4)
H2=0,\displaystyle H_{2}=0, onΓ2\displaystyle\text{on}\quad\Gamma_{2} (3.5)
H1=3,\displaystyle H_{1}=\hbar_{3}, onΓ3\displaystyle\text{on}\quad\Gamma_{3} (3.6)
H2=4,\displaystyle H_{2}=\hbar_{4}, onΓ4\displaystyle\text{on}\quad\Gamma_{4} (3.7)

where 𝒜\mathcal{A} and \mathcal{B} are two constants satisfying 𝒜>0\mathcal{A}\mathcal{B}>0.

Theorem 3.1.

Let α(12,1)\alpha\in(\frac{1}{2},1). Suppose £i𝐇0,α(1α;{P3,P4})(Ω)\pounds_{i}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\{P_{3},P_{4}\})}({\Omega}), i=1,2i=1,2, £1(ξ,0)=0\pounds_{1}(\xi,0)=0, 1𝐇1,α(α;P4)(Γs)\hbar_{1}\in\mathbf{H}_{1,\alpha}^{(-\alpha;P_{4})}(\Gamma_{\mathrm{s}}), 3𝐇1,α(α;P3)(Γ3)\hbar_{3}\in\mathbf{H}_{1,\alpha}^{(-\alpha;P_{3})}(\Gamma_{3}), and 4𝐇1,α(α;{P3,P4})(Γ4)\hbar_{4}\in\mathbf{H}_{1,\alpha}^{(-\alpha;\{P_{3},P_{4}\})}(\Gamma_{4}), then for the boundary value problem (3.2)\eqref{eq078}-(3.7)\eqref{eq0078}, there exists a unique solution (H1,H2)(H_{1},H_{2}) if and only if

Ωη£2dξdη=01η(13)dη+ξ0L4dξ.\int_{\Omega}\eta\pounds_{2}\mathrm{d}\xi\mathrm{d}\eta=\mathcal{B}\int_{0}^{1}\eta(\hbar_{1}-\hbar_{3})\mathrm{d}\eta+\int_{{\xi}_{0}}^{L}\hbar_{4}\mathrm{d}\xi. (3.8)

Moreover, (H1,H2)(H_{1},H_{2}) satisfies the following estimate:

i=12Hi1,α;Ω(α;{P3,P4})\displaystyle\sum_{i=1}^{2}\|H_{i}\|_{1,\alpha;{\Omega}}^{(-\alpha;\{P_{3},P_{4}\})}
\displaystyle\leq C(i=12£i0,α;Ω(1α;{P3,P4})+11,α;Γs(α;P4)+31,α;Γ3(α;P3)+41,α;Γ4(α;{P3,P4})),\displaystyle C\left(\sum_{i=1}^{2}\|\pounds_{i}\|_{0,\alpha;{\Omega}}^{(1-\alpha;\{P_{3},P_{4}\})}+\|\hbar_{1}\|_{1,\alpha;\Gamma_{\mathrm{s}}}^{(-\alpha;P_{4})}+\|\hbar_{3}\|_{1,\alpha;\Gamma_{3}}^{(-\alpha;P_{3})}+\|\hbar_{4}\|_{1,\alpha;\Gamma_{4}}^{(-\alpha;\{P_{3},P_{4}\})}\right), (3.9)

where the constant CC depends on 𝒜\mathcal{A}, \mathcal{B}, ξ0\xi_{0}, LL and α\alpha.

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

(x,y)=(1𝒜ξ,η),(V1,V2)=(𝒜H1,H2).(x,y)=\Big{(}\sqrt{\frac{1}{\mathcal{A}\mathcal{B}}}\xi,\eta\Big{)},\quad(V_{1},V_{2})=\Big{(}\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}H_{1},H_{2}\Big{)}. (3.10)

Denote x0:=1𝒜ξ0x_{0}:=\sqrt{\frac{1}{\mathcal{A}\mathcal{B}}}\xi_{0}, L~:=1𝒜L\tilde{L}:=\sqrt{\frac{1}{\mathcal{A}\mathcal{B}}}L.

Refer to caption
Figure 3.2. The domain for the boundary value problem in the (x,y)(x,y) coordinate.

Then the problem (3.2)\eqref{eq078}-(3.7)\eqref{eq0078} becomes

yV1+xV2=𝒜£1:=F1,\displaystyle\partial_{y}V_{1}+\partial_{x}V_{2}=\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}{\pounds}_{1}:=F_{1}, inΩ~\displaystyle\text{in}\quad\tilde{\Omega} (3.11)
y(yV2)x(yV1)=y£2:=yF2,\displaystyle\partial_{y}(yV_{2})-\partial_{x}(yV_{1})=y{\pounds}_{2}:=yF_{2}, inΩ~\displaystyle\text{in}\quad\tilde{\Omega} (3.12)
V1=𝒜1,\displaystyle V_{1}=\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}{\hbar}_{1}, onΣs\displaystyle\text{on}\quad{{\Sigma}}_{\mathrm{s}} (3.13)
V2=0,\displaystyle V_{2}=0, onΣ2\displaystyle\text{on}\quad{\Sigma}_{2} (3.14)
V1=𝒜3,\displaystyle V_{1}=\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}{\hbar}_{3}, onΣ3\displaystyle\text{on}\quad\Sigma_{3} (3.15)
V2=4,\displaystyle V_{2}={\hbar}_{4}, onΣ4\displaystyle\text{on}\quad\Sigma_{4} (3.16)

where Ω~\tilde{\Omega} is a rectangle with the boundaries Σs{{\Sigma}}_{\mathrm{s}} and Σi\Sigma_{i}, (i=2,3,4)(i=2,3,4),(see Figure 3.2).

Then we decompose the problem (3.11)\eqref{eq901}-(3.16)\eqref{eq0901} into two boundary value problems with different inhomogeneous terms as follows.

Let (V1,V2)T=(𝒰1,𝒰2)T+(𝒲1,𝒲2)T(V_{1},V_{2})^{T}=(\mathcal{U}_{1},\mathcal{U}_{2})^{T}+(\mathcal{W}_{1},\mathcal{W}_{2})^{T}, where (𝒰1,𝒰2)T(\mathcal{U}_{1},\mathcal{U}_{2})^{T} is the solution to the problem

y(y𝒰2)x(y𝒰1)=0,\displaystyle\partial_{y}(y\mathcal{U}_{2})-\partial_{x}(y\mathcal{U}_{1})=0, inΩ~\displaystyle\text{in}\quad\tilde{\Omega} (3.17)
y𝒰1+x𝒰2=F1,\displaystyle\partial_{y}\mathcal{U}_{1}+\partial_{x}\mathcal{U}_{2}=F_{1}, inΩ~\displaystyle\text{in}\quad\tilde{\Omega} (3.18)
𝒰1=0,\displaystyle\mathcal{U}_{1}=0, onΣsΣ3\displaystyle\text{on}\quad{{\Sigma}}_{\mathrm{s}}\cup{\Sigma}_{3} (3.19)
𝒰2=0,\displaystyle\mathcal{U}_{2}=0, onΣ2Σ4\displaystyle\text{on}\quad{\Sigma}_{2}\cup{\Sigma}_{4} (3.20)

and (𝒲1,𝒲2)T(\mathcal{W}_{1},\mathcal{W}_{2})^{T} satisfies the following problem

y(y𝒲2)x(y𝒲1)=yF2,\displaystyle\partial_{y}(y\mathcal{W}_{2})-\partial_{x}(y\mathcal{W}_{1})=yF_{2}, inΩ~\displaystyle\text{in}\quad\tilde{\Omega} (3.21)
y𝒲1+x𝒲2=0,\displaystyle\partial_{y}\mathcal{W}_{1}+\partial_{x}\mathcal{W}_{2}=0, inΩ~\displaystyle\text{in}\quad\tilde{\Omega} (3.22)
𝒲1=𝒜1,\displaystyle\mathcal{W}_{1}=\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}{\hbar}_{1}, onΣs\displaystyle\text{on}\quad{{\Sigma}}_{\mathrm{s}} (3.23)
𝒲2=0,\displaystyle\mathcal{W}_{2}=0, onΣ2\displaystyle\text{on}\quad{\Sigma}_{2} (3.24)
𝒲1=𝒜3,\displaystyle\mathcal{W}_{1}=\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}{\hbar}_{3}, onΣ3\displaystyle\text{on}\quad{\Sigma}_{3} (3.25)
𝒲2=4.\displaystyle\mathcal{W}_{2}={\hbar}_{4}. onΣ4\displaystyle\text{on}\quad{\Sigma}_{4} (3.26)

Step 2: In this step, the problem (3.17)\eqref{A}-(3.20)\eqref{A1} will be solved. Note the equation (3.17) implies that there exists a potential function ϕ\phi such that

(xϕ,yϕ)=(y𝒰2,y𝒰1).(\partial_{x}{\phi},\partial_{y}{\phi})=(y\mathcal{U}_{2},y\mathcal{U}_{1}). (3.27)

Let Φ=ϕy\Phi=\displaystyle\frac{\phi}{y}, then (3.27) yields that

(𝒰1,𝒰2)=(yΦ+Φy,xΦ).\displaystyle(\mathcal{U}_{1},\mathcal{U}_{2})=\Big{(}\partial_{y}{\Phi}+\frac{\Phi}{y},\partial_{x}{\Phi}\Big{)}. (3.28)

Then the problem (3.17)\eqref{A}-(3.20)\eqref{A1} can be rewritten as the following form:

xxΦ+yyΦ+yΦyΦy2=F1,\displaystyle\partial_{xx}\Phi+\partial_{yy}\Phi+\displaystyle\frac{\partial_{y}{\Phi}}{y}-\displaystyle\frac{\Phi}{y^{2}}=F_{1}, inΩ~\displaystyle\text{in}\quad\tilde{\Omega} (3.29)
yΦ+Φy=0,\displaystyle\partial_{y}{\Phi}+\frac{\Phi}{y}=0, onΣsΣ3\displaystyle\text{on}\quad{\Sigma}_{\mathrm{s}}\cup\Sigma_{3} (3.30)
xΦ=0.\displaystyle\partial_{x}{\Phi}=0. onΣ2Σ4\displaystyle\text{on}\quad\Sigma_{2}\cup\Sigma_{4} (3.31)

Without loss of generality, we may assume Φ(x0,0)=0\Phi(x_{0},0)=0, then it is easy to see that Φ=0\Phi=0 on the boundary of Ω~\tilde{\Omega} since the boundary condition (3.30) can be rewritten as y(yΦ)=0\partial_{y}(y\Phi)=0, which is exactly a tangential derivative.

It is obvious that, the coefficients of equation (3.29)\eqref{AA} tend to infinity as yy goes to zero, therefore the traditional estimates for the elliptic equations are not valid near Σ2\Sigma_{2}. 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 Φ=yΦ~{\Phi}=y\tilde{\Phi}, the equation (3.29)\eqref{AA} can be reduced into

xxΦ~+yyΦ~+3yyΦ~=F1y:=F~1.\partial_{xx}\tilde{\Phi}+\partial_{yy}\tilde{\Phi}+\displaystyle\frac{3}{y}\partial_{y}\tilde{\Phi}=\frac{F_{1}}{y}:=\tilde{F}_{1}. (3.32)

Define

F1(x,y):=1y40yτ3F~1(x,τ)dτ.{F_{1}^{*}}(x,y):=\frac{1}{{y}^{4}}\int_{0}^{{y}}\tau^{3}\tilde{F}_{1}(x,\tau)\mathrm{d}\tau. (3.33)

Then, let

𝐅1(x,𝐲)=(0,F1(x,y)y1,F1(x,y)y2,F1(x,y)y3,F1(x,y)y4),in𝒟,\mathbf{{F}}_{1}(x,\mathbf{y})=\Big{(}0,{F_{1}^{*}}(x,y)y_{1},{F_{1}^{*}}(x,y)y_{2},{F_{1}^{*}}(x,y)y_{3},{F_{1}^{*}}(x,y)y_{4}\Big{)},\quad\text{in}\quad\mathcal{D}, (3.34)

where

𝒟:={(x,𝐲):x(x0,L~),𝐲4,|𝐲|<1},\mathcal{D}:=\{(x,\mathbf{y}):x\in(x_{0},\tilde{L}),\,\mathbf{y}\in\mathbb{R}^{4},\,|\mathbf{y}|<1\}, (3.35)

with 𝐲=(y1,y2,y3,y4)\mathbf{y}=(y_{1},y_{2},y_{3},y_{4}) and i=14yi2=y2\sum\limits_{i=1}^{4}y_{i}^{2}=y^{2}. Denote 𝐘:=(x,𝐲)𝒟\mathbf{Y}:=(x,\mathbf{y})\in\mathcal{D}, then one has

F~1(x,y)=div𝐘𝐅1(x,𝐲).\tilde{F}_{1}(x,y)={\rm{div}}_{\mathbf{Y}}{\mathbf{{F}}}_{1}(x,\mathbf{y}). (3.36)

Therefore, it follows from (3.32) that

𝐘Φ~=div𝐘𝐅1,in𝒟,\triangle_{\mathbf{Y}}\tilde{\Phi}={\rm{div}}_{\mathbf{Y}}\mathbf{{F}}_{1},\,\,\,\text{in}\,\,\,\mathcal{D}, (3.37)

with the boundary condition

Φ~=0,on𝒟.\displaystyle\tilde{\Phi}=0,\quad\text{on}\quad\partial\mathcal{D}. (3.38)

By Lax-Milgram theorem and Fredholm alternative theorem (cf. [8]), there exists a unique solution Φ~H01(𝒟)\tilde{\Phi}\in H_{0}^{1}(\mathcal{D}) to the problem (3.37)-(3.38) satisfying

Φ~H01(𝒟)CF10,α;Ω~(1α;{P~3,P~4}).\|\tilde{\Phi}\|_{H_{0}^{1}(\mathcal{D})}\leq C\|{F}_{1}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}. (3.39)

To obtain (3.39), first, by applying £1(ξ,0)=0\pounds_{1}(\xi,0)=0 and the definition of F1F_{1}, it holds that F1(x,0)=0F_{1}(x,0)=0, then, for all y(0,1)y\in(0,1), one has

F~1(x,y)=F1(x,y)F1(x,0)y=F1(x,y)F1(x,0)yαyα1.\tilde{F}_{1}(x,y)=\frac{F_{1}(x,y)-F_{1}(x,0)}{y}=\frac{F_{1}(x,y)-F_{1}(x,0)}{y^{\alpha}}y^{\alpha-1}. (3.40)

Since F1𝐇0,α(1α;{P~3,P~4})(Ω~)F_{1}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}(\tilde{\Omega}), it is easy to check that

𝐅10,α;𝒟(1α;𝒟)CF10,α;Ω~(1α;{P~3,P~4}).\|\mathbf{{F}}_{1}\|_{0,\alpha;\mathcal{D}}^{(1-\alpha;\partial\mathcal{D})}\leq C\|{F}_{1}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}. (3.41)

Multiplying Φ~\tilde{\Phi} on the both sides of the equation (3.37), integrating over 𝒟\mathcal{D} and then employing the formula of integration by parts, one obtains

𝒟|Φ~|2d𝐘=𝒟𝐅1Φ~d𝐘.\displaystyle\int_{\mathcal{D}}|\nabla\tilde{\Phi}|^{2}\mathrm{d}\mathbf{Y}=\int_{\mathcal{D}}\mathbf{{F}}_{1}\cdot\nabla\tilde{\Phi}\mathrm{d}\mathbf{Y}. (3.42)

Applying (3.41), one has 𝐅1𝐇0,α(1α;𝒟)(𝒟)\mathbf{{F}}_{1}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\partial\mathcal{D})}(\mathcal{D}). According to the definition of the weighted Hölder norms, it follows that

|𝐅1(𝐘)|d𝐘α1𝐅10,α;𝒟(1α;𝒟),|\mathbf{{F}}_{1}(\mathbf{Y})|\leq d_{\mathbf{Y}}^{\alpha-1}\|\mathbf{{F}}_{1}\|_{0,\alpha;\mathcal{D}}^{(1-\alpha;\partial\mathcal{D})}, (3.43)

where d𝐘:=dist(𝐘,𝒟)d_{\mathbf{Y}}:=\operatorname*{dist}(\mathbf{Y},\partial\mathcal{D}) with 𝐘𝒟\mathbf{Y}\in\mathcal{D}, which yields that

𝒟|𝐅1|2d𝐘C(𝐅10,α;𝒟(1α;𝒟))2,forα(12,1).\int_{\mathcal{D}}|\mathbf{{F}}_{1}|^{2}\mathrm{d}\mathbf{Y}\leq C\Big{(}\|\mathbf{{F}}_{1}\|_{0,\alpha;\mathcal{D}}^{(1-\alpha;\partial\mathcal{D})}\Big{)}^{2},\quad\text{for}\quad\alpha\in(\frac{1}{2},1). (3.44)

Furthermore, by Cauchy’s inequality with ϵ\epsilon, (3.42) implies that

Φ~L2(𝒟)2ϵΦ~L2(𝒟)2+14ϵ𝐅1L2(𝒟)2,\|\nabla\tilde{\Phi}\|_{L^{2}(\mathcal{D})}^{2}\leq\epsilon\|\nabla\tilde{\Phi}\|_{L^{2}(\mathcal{D})}^{2}+\frac{1}{4\epsilon}\|\mathbf{{F}}_{1}\|_{L^{2}(\mathcal{D})}^{2}, (3.45)

where ϵ>0\epsilon>0 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 Φ~\tilde{\Phi}.

By employing 𝐅1𝐇0,α(1α;𝒟)(𝒟)\mathbf{{F}}_{1}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\partial\mathcal{D})}(\mathcal{D}) and Theorem 5.19 of [10], it holds that DΦ~𝒞0,αD\tilde{\Phi}\in\mathcal{C}^{0,\alpha} for the point 𝐘\mathbf{Y} away from the boundary of domain 𝒟\mathcal{D}. Therefore, it suffices to estimate Φ~\tilde{\Phi} in the case that 𝐘\mathbf{Y} near the boundary of the domain 𝒟\mathcal{D}. Similar as Theorem 5.21 of [10], for any fixed point 𝐘0𝒟¯\mathbf{Y}_{0}\in\bar{\mathcal{D}} and a constant RR\in\mathbb{R} with 0<R<120<R<\frac{1}{2}, let

BR(𝐘0):={𝐘5:|𝐘𝐘0|<R},BR+:=BR(𝐘0)𝒟.\displaystyle B_{R}(\mathbf{Y}_{0}):=\{\mathbf{Y}\in\mathbb{R}^{5}:|\mathbf{Y}-\mathbf{Y}_{0}|<R\},\quad B_{R}^{+}:=B_{R}(\mathbf{Y}_{0})\cap\mathcal{D}. (3.46)

Suppose that ΦH1(BR+)\Phi_{*}\in H^{1}(B_{R}^{+}) is a weak solution of

𝐘Φ=0,\displaystyle\triangle_{\mathbf{Y}}{\Phi}_{*}=0, inBR+,\displaystyle\text{in}\quad{B_{R}^{+}}, (3.47)
Φ=Φ~,\displaystyle\Phi_{*}=\tilde{\Phi}, onBR+.\displaystyle\text{on}\quad\partial B_{R}^{+}. (3.48)

Obviously, the function Φ:=Φ~Φ\Phi^{*}:=\tilde{\Phi}-\Phi_{*} satisfies the following relation

BR+iΦiζd𝐘=BR+𝐅1ζd𝐘,forζH01(BR+).\int_{B_{R}^{+}}\partial_{i}\Phi^{*}\partial_{i}\zeta\mathrm{d}\mathbf{Y}=\int_{B_{R}^{+}}\mathbf{{F}}_{1}\cdot\nabla\zeta\mathrm{d}\mathbf{Y},\quad\text{for}\quad\zeta\in H_{0}^{1}(B_{R}^{+}). (3.49)

Taking the test function ζ=Φ\zeta=\Phi^{*}, and using Hölder inequality, it holds that

BR+|Φ|2d𝐘(BR+|𝐅1|2d𝐘)12(BR+|Φ|2d𝐘)12,\displaystyle\int_{B_{R}^{+}}|\nabla{\Phi}^{*}|^{2}\mathrm{d}\mathbf{Y}\leq\Big{(}\int_{B_{R}^{+}}|\mathbf{{F}}_{1}|^{2}\mathrm{d}\mathbf{Y}\Big{)}^{\frac{1}{2}}\cdot\Big{(}\int_{B_{R}^{+}}|\nabla{\Phi}^{*}|^{2}\mathrm{d}\mathbf{Y}\Big{)}^{\frac{1}{2}}, (3.50)

which yields that

BR+|Φ|2d𝐘BR+|𝐅1|2d𝐘.\displaystyle\int_{B_{R}^{+}}|\nabla{\Phi}^{*}|^{2}\mathrm{d}\mathbf{Y}\leq\int_{B_{R}^{+}}|\mathbf{{F}}_{1}|^{2}\mathrm{d}\mathbf{Y}. (3.51)

Applying 𝐅1𝐇0,α(1α;𝒟)(𝒟)\mathbf{{F}}_{1}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\partial\mathcal{D})}(\mathcal{D}), one obtains

BR+|Φ|2d𝐘(𝐅0,α;𝒟(1α;𝒟))2BR+d𝐘2(α1)d𝐘C(𝐅0,α;𝒟(1α;𝒟))2R3+2α.\displaystyle\int_{B_{R}^{+}}|\nabla{\Phi}^{*}|^{2}\mathrm{d}\mathbf{Y}\leq\Big{(}\|\mathbf{F}\|_{0,\alpha;\mathcal{D}}^{(1-\alpha;\partial\mathcal{D})}\Big{)}^{2}\int_{B_{R}^{+}}d_{\mathbf{Y}}^{2(\alpha-1)}\mathrm{d}\mathbf{Y}\leq C\Big{(}\|\mathbf{F}\|_{0,\alpha;\mathcal{D}}^{(1-\alpha;\partial\mathcal{D})}\Big{)}^{2}R^{3+2\alpha}. (3.52)

For any 0<rR0<r\leq R, let Br+:=Br(𝐘0)𝒟B_{r}^{+}:=B_{r}(\mathbf{Y}_{0})\cap\mathcal{D}, similar as step 3 in Theorem 5.21 of [10], one has

Br+|Φ~|2d𝐘\displaystyle\int_{B_{r}^{+}}|\nabla\tilde{\Phi}|^{2}\mathrm{d}\mathbf{Y} C((rR)5BR+|Φ~|2d𝐘+BR+|Φ|2d𝐘)\displaystyle\leq C\left(\Big{(}\frac{r}{R}\Big{)}^{5}\int_{B_{R}^{+}}|\nabla\tilde{\Phi}|^{2}\mathrm{d}\mathbf{Y}+\int_{B_{R}^{+}}|\nabla{\Phi}^{*}|^{2}\mathrm{d}\mathbf{Y}\right) (3.53)
C((rR)5BR+|Φ~|2d𝐘+R3+2α(𝐅10,α;𝒟(1α;𝒟))2).\displaystyle\leq C\left(\Big{(}\frac{r}{R}\Big{)}^{5}\int_{B_{R}^{+}}|\nabla\tilde{\Phi}|^{2}\mathrm{d}\mathbf{Y}+R^{3+2\alpha}\Big{(}\|\mathbf{{F}}_{1}\|_{0,\alpha;{\mathcal{D}}}^{(1-\alpha;\partial{\mathcal{D}})}\Big{)}^{2}\right).

Then by Lemma 5.13 of [10], it follows that

Br+|Φ~|2d𝐘C(1R3+2αBR+|Φ~|2d𝐘+(𝐅10,α;𝒟(1α;𝒟))2)r3+2α.\int_{B_{r}^{+}}|\nabla\tilde{\Phi}|^{2}\mathrm{d}\mathbf{Y}\leq C\left(\frac{1}{R^{3+2\alpha}}\int_{B_{R}^{+}}|\nabla\tilde{\Phi}|^{2}\mathrm{d}\mathbf{Y}+\Big{(}\|\mathbf{{F}}_{1}\|_{0,\alpha;{\mathcal{D}}}^{(1-\alpha;\partial{\mathcal{D}})}\Big{)}^{2}\right)r^{3+2\alpha}. (3.54)

Applying Poincaré inequality (see Proposition 3.12 of [10]), one has

Br+|Φ~(Φ~)𝐘𝟎,r|2d𝐘C(1R2(3+2α)Φ~H1(BR+)+𝐅10,α;𝒟(1α;𝒟))2r5+2α,\displaystyle\int_{B_{r}^{+}}|\tilde{\Phi}-(\tilde{\Phi})_{\mathbf{Y_{0}},r}|^{2}\mathrm{d}\mathbf{Y}\leq C\left(\frac{1}{R^{2(3+2\alpha)}}\|\tilde{\Phi}\|_{H^{1}(B_{R}^{+})}+\|\mathbf{{F}}_{1}\|_{0,\alpha;{\mathcal{D}}}^{(1-\alpha;\partial{\mathcal{D}})}\right)^{2}r^{5+2\alpha}, (3.55)

where (Φ~)𝐘0,r=1|Br+|Br+Φ~d𝐘(\tilde{\Phi})_{\mathbf{Y}_{0},r}=\frac{1}{|B_{r}^{+}|}\int_{B_{r}^{+}}\tilde{\Phi}\mathrm{d}\mathbf{Y}. Furthermore, applying Theorem 3.1 of [12], together with (3.55) and Theorem 5.19 of [10], one has

Φ~0,α;𝒟CF10,α;Ω~(1α;{P~3,P~4}).\|\tilde{\Phi}\|_{0,\alpha;\mathcal{D}}\leq C\|{F}_{1}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}. (3.56)

Therefore, by standard elliptic theory (cf.[11, 14]), it follows that

Φ~1,α;𝒟(α;𝒟)CF10,α;Ω~(1α;{P~3,P~4}).\|\tilde{\Phi}\|_{1,\alpha;\mathcal{D}}^{(-\alpha;\partial\mathcal{D})}\leq C\|{F}_{1}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}. (3.57)

By the rotational invariance of the boundary value problem (3.37)-(3.38) and the uniqueness of the solution Φ~\tilde{\Phi}, the solution itself is rotationally invariant, i.e., it depends only on the variables xx and yy. Thus, (3.57) implies that

Φ~1,α;Ω~(α;{P~3,P~4})CF10,α;Ω~(1α;{P~3,P~4}).\|\tilde{\Phi}\|_{1,\alpha;\tilde{\Omega}}^{(-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}\leq C\|{F}_{1}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}. (3.58)

By (3.29), which yields that

xxΦ+yyΦ=F1yΦy+Φy2=F1yΦ~𝐇0,α(1α;{P~3,P~4})(Ω~),\partial_{xx}\Phi+\partial_{yy}\Phi=F_{1}-\frac{\partial_{y}\Phi}{y}+\frac{\Phi}{y^{2}}=F_{1}-\partial_{y}\tilde{\Phi}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}(\tilde{\Omega}), (3.59)

furthermore, applying Theorem 4.6 of [14], one has

Φ2,α;Ω~(1α;{P~3,P~4})CF10,α;Ω~(1α;{P~3,P~4}).\|{\Phi}\|_{2,\alpha;\tilde{\Omega}}^{(-1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}\leq C\|{F}_{1}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}. (3.60)

Therefore, according to the definition of Φ\Phi in (3.28), one has

i=12𝒰i1,α;Ω~(α;{P~3,P~4})CF10,α;Ω~(1α;{P~3,P~4}).\sum_{i=1}^{2}\|\mathcal{U}_{i}\|_{1,\alpha;\tilde{\Omega}}^{(-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}\leq C\|{F}_{1}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}. (3.61)

Step 3: In this step, the boundary value problem (3.21)\eqref{B}-(3.26)\eqref{B1} will be solved. By (3.22), there exists a potential function Ψ\Psi such that

Ψ=(xΨ,yΨ)=(𝒲1,𝒲2).\nabla{\Psi}=(\partial_{x}{\Psi},\partial_{y}{\Psi})=(-\mathcal{W}_{1},\mathcal{W}_{2}). (3.62)

Then the original problem (3.21)\eqref{B}-(3.26)\eqref{B1} can be reformulated as the following problem:

x(yxΨ)+y(yyΨ)=yF2,\displaystyle\partial_{x}(y\partial_{x}{\Psi})+\partial_{y}(y\partial_{y}{\Psi})=yF_{2}, inΩ~\displaystyle\text{in}\quad\tilde{\Omega} (3.63)
xΨ=𝒜1,\displaystyle-\partial_{x}{\Psi}=\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}\hbar_{1}, onΣs\displaystyle\text{on}\quad{\Sigma}_{\mathrm{s}} (3.64)
yΨ=0,\displaystyle\partial_{y}{\Psi}=0, onΣ2\displaystyle\text{on}\quad\Sigma_{2} (3.65)
xΨ=𝒜3,\displaystyle-\partial_{x}{\Psi}=\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}\hbar_{3}, onΣ3\displaystyle\text{on}\quad\Sigma_{3} (3.66)
yΨ=4.\displaystyle\partial_{y}{\Psi}=\hbar_{4}. onΣ4\displaystyle\text{on}\quad\Sigma_{4} (3.67)

To deal with the singularity near Σ2\Sigma_{2}, we define

𝐱:=(x1,x2,x3)=(x,ycosω,ysinω),\mathbf{x}:=(x_{1},x_{2},x_{3})=(x,y\cos\omega,y\sin\omega), (3.68)
𝒫:={(x1,x2,x3)3:x0<x1<L~,0x22+x32<1}.\mathcal{P}:=\{(x_{1},x_{2},x_{3})\in{\mathbb{R}}^{3}:x_{0}<x_{1}<\tilde{L},0\leq x_{2}^{2}+x_{3}^{2}<1\}. (3.69)

Then the equation (3.63)\eqref{B2} becomes

ΔΨ=F2,in𝒫,\Delta\Psi=F_{2},\quad\text{in}\quad\mathcal{P}, (3.70)

with the following boundary conditions

x1Ψ(x0,x2,x3)=𝒜1(x0,y),\displaystyle\partial_{x_{1}}{\Psi}(x_{0},x_{2},x_{3})=-\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}\hbar_{1}({x}_{0},y), on𝒫x0\displaystyle\text{on}\quad\mathcal{P}_{x_{0}} (3.71)
x2x2Ψ(x1,x2,x3)+x3x3Ψ(x1,x2,x3)=y4(x1),\displaystyle x_{2}\partial_{x_{2}}{\Psi}(x_{1},x_{2},x_{3})+x_{3}\partial_{x_{3}}\Psi(x_{1},x_{2},x_{3})=y\hbar_{4}(x_{1}), on𝒫w\displaystyle\text{on}\quad\mathcal{P}_{w} (3.72)
x1Ψ(L~,x2,x3)=𝒜3(L~,y),\displaystyle\partial_{x_{1}}{\Psi}(\tilde{L},x_{2},x_{3})=-\sqrt{\displaystyle\frac{\mathcal{B}}{\mathcal{A}}}\hbar_{3}(\tilde{L},y), on𝒫L~\displaystyle\text{on}\quad\mathcal{P}_{\tilde{L}} (3.73)

where 𝒫x0\mathcal{P}_{{x}_{0}}, 𝒫L~\mathcal{P}_{\tilde{L}} and 𝒫w\mathcal{P}_{w} represent the entrance, exit and the surface of the pipe 𝒫\mathcal{P} respectively.

First, by Lax-Milgram theorem, the problem (3.70)-(3.73) has a weak solution ΨH1(𝒫){\Psi}\in H^{1}(\mathcal{P}), if and only if

𝒫F2d𝐱\displaystyle\int_{\mathcal{P}}F_{2}\mathrm{d}\mathbf{x} =𝒫ΨndS\displaystyle=\int_{\partial\mathcal{P}}\nabla\Psi\cdot\vec{n}\mathrm{d}S
=2π(𝒜01y(13)dy+x0L~4dx1),\displaystyle=2\pi\left(\sqrt{\frac{\mathcal{B}}{\mathcal{A}}}\int_{0}^{1}y(\hbar_{1}-\hbar_{3})\mathrm{d}y+\int_{x_{0}}^{\tilde{L}}\hbar_{4}\mathrm{d}x_{1}\right), (3.74)

where n\vec{n} is the unit outer normal vector.

Moreover, assume that Ψ1\Psi_{1} and Ψ2\Psi_{2} are two solutions to the system (3.70)-(3.73). Let Ψ~:=Ψ2Ψ1\tilde{\Psi}:=\Psi_{2}-\Psi_{1}, then it is easy to see that 𝒫|Ψ~|2d𝐱=0\int_{\mathcal{P}}|\nabla\tilde{\Psi}|^{2}\mathrm{d}\mathbf{x}=0, which yields that Ψ~constant\tilde{\Psi}\equiv constant. That is, this solution is unique up to an additive constant.

Then we follow the same procedure as the step 2, multiplying Ψ\Psi on the both sides of the equation (3.70), integrating over 𝒫\mathcal{P} and employing the formula of integration by parts, for α(12,1)\alpha\in(\frac{1}{2},1), one has

ΨL2(𝒫)2\displaystyle\|\nabla\Psi\|_{L^{2}(\mathcal{P})}^{2}\leq CF20,α;𝒫(1α;𝒫)ΨL2(𝒫)\displaystyle C\|{F}_{2}\|_{0,\alpha;\mathcal{P}}^{(1-\alpha;\partial\mathcal{P})}\|\Psi\|_{L^{2}(\mathcal{P})} (3.75)
+C(α,𝒫)max{1L(𝒫x0),4L(𝒫w),3L(𝒫L~)}ΨL2(𝒫).\displaystyle+C_{(\alpha,\mathcal{P})}\max\Big{\{}\|\hbar_{1}\|_{L^{\infty}(\mathcal{P}_{{x}_{0}})},\|\hbar_{4}\|_{L^{\infty}(\mathcal{P}_{w})},\|\hbar_{3}\|_{L^{\infty}(\mathcal{P}_{\tilde{L}})}\Big{\}}\|\Psi\|_{L^{2}(\partial\mathcal{P})}.

Without loss of generality, we may assume 𝒫Ψd𝐱=0\int_{\mathcal{P}}\Psi\mathrm{d}\mathbf{x}=0. Therefore, by Poincaré inequality, there exists a constant C(𝒫)C_{(\mathcal{P})} such that

ΨL2(𝒫)C(𝒫)ΨL2(𝒫).\|\Psi\|_{L^{2}(\mathcal{P})}\leq C_{(\mathcal{P})}\|\nabla\Psi\|_{L^{2}(\mathcal{P})}. (3.76)

By applying (3.76) and Trace theorem, then (3.75) implies that

ΨH1(𝒫)C(F20,α;𝒫(1α;𝒫)+11,α;𝒫x0(α;𝒫)+31,α;𝒫L~(α;𝒫)+41,α;𝒫w(α;𝒫)).\|\Psi\|_{H^{1}(\mathcal{P})}\leq C\left(\|F_{2}\|_{0,\alpha;\mathcal{P}}^{(1-\alpha;\partial\mathcal{P})}+\|\hbar_{1}\|_{1,\alpha;\mathcal{P}_{{x}_{0}}}^{(-\alpha;\partial\mathcal{P})}+\|\hbar_{3}\|_{1,\alpha;\mathcal{P}_{\tilde{L}}}^{(-\alpha;\partial\mathcal{P})}+\|\hbar_{4}\|_{1,\alpha;\mathcal{P}_{w}}^{(-\alpha;\partial\mathcal{P})}\right). (3.77)

Furthermore, by an analogous argument as in step 2, we can obtain the 𝒞0,α\mathcal{C}^{0,\alpha} estimate for Ψ\Psi. Then, one obtains

Ψ2,α;𝒫(1α;𝒫)\displaystyle\|\Psi\|_{2,\alpha;\mathcal{P}}^{(-1-\alpha;\partial\mathcal{P})}
\displaystyle\leq C(F20,α;𝒫(1α;𝒫)+11,α;𝒫x0(α;𝒫)+31,α;𝒫L~(α;𝒫)+41,α;𝒫w(α;𝒫)).\displaystyle C\left(\|F_{2}\|_{0,\alpha;\mathcal{P}}^{(1-\alpha;\partial\mathcal{P})}+\|\hbar_{1}\|_{1,\alpha;\mathcal{P}_{{x}_{0}}}^{(-\alpha;\partial\mathcal{P})}+\|\hbar_{3}\|_{1,\alpha;\mathcal{P}_{\tilde{L}}}^{(-\alpha;\partial\mathcal{P})}+\|\hbar_{4}\|_{1,\alpha;\mathcal{P}_{w}}^{(-\alpha;\partial\mathcal{P})}\right). (3.78)

By applying the rotational invariance of the boundary value problem and the uniqueness of the solution Ψ{\Psi} and (3), in the (x,y)(x,y) coordinate, there exists a unique solution Ψ(x,y)\Psi(x,y) if and only if

Ω~yF2dxdy=𝒜01y(13)dy+x0L~4dx.\displaystyle\int_{\tilde{\Omega}}yF_{2}\mathrm{d}x\mathrm{d}y=\sqrt{\frac{\mathcal{B}}{\mathcal{A}}}\int_{0}^{1}y(\hbar_{1}-\hbar_{3})\mathrm{d}y+\int_{x_{0}}^{\tilde{L}}\hbar_{4}\mathrm{d}x. (3.79)

Moreover, Ψ(x,y)\Psi(x,y) satisfies

Ψ2,α;Ω~(1α;{P~3,P~4})\displaystyle\|\Psi\|_{2,\alpha;\tilde{\Omega}}^{(-1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}\leq C(F20,α;Ω~(1α;{P~3,P~4})+11,α;Σs(α;P~4))\displaystyle C\left(\|F_{2}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}+\|\hbar_{1}\|_{1,\alpha;\Sigma_{\mathrm{s}}}^{(-\alpha;\tilde{P}_{4})}\right) (3.80)
+C(31,α;Σ3(α;P~3)+41,α;Σ4(α;{P~3,P~4})).\displaystyle+C\left(\|\hbar_{3}\|_{1,\alpha;\Sigma_{3}}^{(-\alpha;\tilde{P}_{3})}+\|\hbar_{4}\|_{1,\alpha;\Sigma_{4}}^{(-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}\right).

According to the definition of Ψ\Psi, it holds that

i=12𝒲i1,α;Ω~(α;{P~3,P~4})\displaystyle\sum_{i=1}^{2}\|\mathcal{W}_{i}\|_{1,\alpha;\tilde{\Omega}}^{(-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}\leq C(F20,α;Ω~(1α;{P~3,P~4})+11,α;Σs(α;P~4))\displaystyle C\left(\|F_{2}\|_{0,\alpha;\tilde{\Omega}}^{(1-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}+\|\hbar_{1}\|_{1,\alpha;\Sigma_{\mathrm{s}}}^{(-\alpha;\tilde{P}_{4})}\right) (3.81)
+C(31,α;Σ3(α;P~3)+41,α;Σ4(α;{P~3,P~4})).\displaystyle+C\left(\|\hbar_{3}\|_{1,\alpha;\Sigma_{3}}^{(-\alpha;\tilde{P}_{3})}+\|\hbar_{4}\|_{1,\alpha;\Sigma_{4}}^{(-\alpha;\{\tilde{P}_{3},\tilde{P}_{4}\})}\right).

Step 4: By recalling that the transformation (3.10)\eqref{e} and applying (3.79), then there exists a unique solution (H1,H2)(H_{1},H_{2}) to the boundary value problem (3.2)\eqref{eq078}-(3.7)\eqref{eq0078} if and only if

Ωη£2dξdη=01η(13)dη+ξ0L4dξ,\int_{\Omega}\eta\pounds_{2}\mathrm{d}\xi\mathrm{d}\eta=\mathcal{B}\int_{0}^{1}\eta(\hbar_{1}-\hbar_{3})\mathrm{d}\eta+\int_{{\xi}_{0}}^{L}\hbar_{4}\mathrm{d}\xi, (3.82)

which is exactly the solvability condition (3.8)\eqref{eq082}. Moreover, (H1,H2)(H_{1},H_{2}) satisfies the following estimate

i=12Hi1,α;Ω(α;{P3,P4})\displaystyle\sum_{i=1}^{2}\|H_{i}\|_{1,\alpha;{\Omega}}^{(-\alpha;\{{P}_{3},{P}_{4}\})}
\displaystyle\leq C(i=12£i0,α;Ω(1α;{P3,P4})+11,α;Γs(α;P4)+31,α;Γ3(α;P3)+41,α;Γ4(α;{P3,P4})).\displaystyle C\left(\sum_{i=1}^{2}\|\pounds_{i}\|_{0,\alpha;{\Omega}}^{(1-\alpha;\{{P}_{3},{P}_{4}\})}+\|\hbar_{1}\|_{1,\alpha;\Gamma_{\mathrm{s}}}^{(-\alpha;P_{4})}+\|\hbar_{3}\|_{1,\alpha;\Gamma_{3}}^{(-\alpha;P_{3})}+\|\hbar_{4}\|_{1,\alpha;\Gamma_{4}}^{(-\alpha;\{P_{3},P_{4}\})}\right). (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 yΦ~(x,0)=0\partial_{y}\tilde{\Phi}(x,0)=0 can be naturally satisfied, which implies that

Φ(x,0)=yyΦ(x,0)=0.\displaystyle\Phi(x,0)=\partial_{yy}\Phi(x,0)=0.

Furthermore, one can obtain that 𝒰2(x,0)=y𝒰1(x,0)=0\mathcal{U}_{2}(x,0)=\partial_{y}\mathcal{U}_{1}(x,0)=0. Moreover, in the step 3 of the proof, one has yΨ(x,0)=xyΨ(x,0)=0\partial_{y}\Psi(x,0)=\partial_{xy}\Psi(x,0)=0, it follows that 𝒲2(x,0)=y𝒲1(x,0)=0\mathcal{W}_{2}(x,0)=\partial_{y}\mathcal{W}_{1}(x,0)=0. Therefore, under the coordinate transformations, one can deduce that H2(ξ,0)=ηH1(ξ,0)=0H_{2}(\xi,0)=\partial_{\eta}H_{1}(\xi,0)=0 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 U˙\dot{U}_{-} in Ω\Omega

Since M>1{M}_{-}>1, it is obvious that U˙\dot{U}_{-} is governed by a system of hyperbolic type. Then it can be solved in Ω\Omega by applying classical theory for initial-boundary value problems of hyperbolic system of first order.

Lemma 4.1.

Suppose (1.33)\eqref{eq:assumption_001} and (1.34)\eqref{eq20000} hold, then there exists a unique solution U˙\dot{U}_{-} satisfying the linearized equations (2.38)\eqref{eq80-}-(2.41)\eqref{eq845-}, and the initial-boundary conditions (2.46)\eqref{eq8561}, (2.47)\eqref{eq8564}, (2.53)\eqref{eq451}. The solution U˙\dot{U}_{-} satisfies the following estimate:

U˙𝒞2,α(Ω¯)C˙σΘ(ξ)𝒞2,α(Γ4)C˙σ,\|\dot{U}_{-}\|_{{\mathcal{C}}^{2,\alpha}(\bar{\Omega})}\leq\dot{C}\|\sigma\Theta(\xi)\|_{{\mathcal{C}}^{2,\alpha}(\Gamma_{4})}\leq\dot{C}_{-}\sigma, (4.1)

where the constant C˙\dot{C}_{-} depends on U¯\bar{U}_{-} and LL.

Moreover, in the domain Ω\Omega, it holds that

p˙+ρ¯q¯q˙=0,\displaystyle\dot{p}_{-}+\bar{\rho}_{-}\bar{q}_{-}\dot{q}_{-}=0, (4.2)
s˙=0.\displaystyle\dot{s}_{-}=0. (4.3)

Finally, for any fixed ξ¯(0,L)\bar{\xi}\in(0,L), it holds that

21M¯2ρ¯2q¯301ηp˙(ξ¯,η)dη=0ξ¯σΘ(ξ)dξ.2\frac{1-{\bar{M}_{-}}^{2}}{{\bar{\rho}_{-}^{2}\bar{q}_{-}^{3}}}\int_{0}^{1}\eta\dot{p}_{-}(\bar{\xi},\eta)\mathrm{d}\eta=\int_{0}^{\bar{\xi}}\sigma\Theta(\xi)\mathrm{d}\xi. (4.4)
Proof.

First, the equations (2.38)-(2.39) can be rewritten as

1ξ(θ˙,p˙)T+2η(θ˙,p˙)T+𝔐=0,\mathcal{M}_{1}\partial_{\xi}(\dot{\theta}_{-},\dot{p}_{-})^{T}+\mathcal{M}_{2}\partial_{\eta}(\dot{\theta}_{-},\dot{p}_{-})^{T}+\mathfrak{M}=0, (4.5)

where 𝔐=(0,1ηθ˙)T\mathfrak{M}=(0,\frac{1}{\eta}\dot{\theta}_{-})^{T},

1=(2q¯002M¯21ρ¯2q¯3,),2=(0110).\mathcal{M}_{1}=\begin{pmatrix}2\bar{q}_{-}&0\\ 0&2\displaystyle\frac{\bar{M}_{-}^{2}-1}{\bar{\rho}_{-}^{2}\bar{q}_{-}^{3}},\par\end{pmatrix},\,\,\mathcal{M}_{2}=\begin{pmatrix}0&1\\ 1&0\end{pmatrix}.

Direct calculation gives us the eigenvalues and the corresponding left eigenvectors of the matrix (2λ1)(\mathcal{M}_{2}-\lambda\mathcal{M}_{1}), i.e.

λ±=±ρ¯q¯2M¯21,±=(1,2q¯λ±)T.\lambda_{\pm}=\pm\displaystyle\frac{\bar{\rho}_{-}\bar{q}_{-}}{2\sqrt{\bar{M}_{-}^{2}-1}},\quad\vec{\ell}_{\pm}=(1,2\bar{q}_{-}\lambda_{\pm})^{T}. (4.6)

Then, (4.5) implies that

±1ξ(θ˙,p˙)T+λ±±1η(θ˙,p˙)T+±𝔐=0.\vec{\ell}_{\pm}\mathcal{M}_{1}\partial_{\xi}(\dot{\theta}_{-},\dot{p}_{-})^{T}+\lambda_{\pm}\vec{\ell}_{\pm}\mathcal{M}_{1}\partial_{\eta}(\dot{\theta}_{-},\dot{p}_{-})^{T}+\vec{\ell}_{\pm}\mathfrak{M}=0. (4.7)

That is

ξ(2q¯θ˙±2M¯21ρ¯q¯p˙)+λ±η(2q¯θ˙±2M¯21ρ¯q¯p˙)\displaystyle\partial_{\xi}\Big{(}2\bar{q}_{-}\dot{\theta}_{-}\pm 2\displaystyle\frac{\sqrt{\bar{M}_{-}^{2}-1}}{\bar{\rho}_{-}\bar{q}_{-}}\dot{p}_{-}\Big{)}+\lambda_{\pm}\partial_{\eta}\Big{(}2\bar{q}_{-}\dot{\theta}_{-}\pm 2\displaystyle\frac{\sqrt{\bar{M}_{-}^{2}-1}}{\bar{\rho}_{-}\bar{q}_{-}}\dot{p}_{-}\Big{)}
±ρ¯q¯2M¯211ηθ˙=\displaystyle\pm\displaystyle\frac{\bar{\rho}_{-}\bar{q}_{-}^{2}}{\sqrt{\bar{M}_{-}^{2}-1}}\cdot\frac{1}{\eta}\dot{\theta}_{-}= 0.\displaystyle 0. (4.8)

Let

w±=2q¯θ˙±2M¯21ρ¯q¯p˙,\displaystyle w_{\pm}=2\bar{q}_{-}\dot{\theta}_{-}\pm 2\frac{\sqrt{\bar{M}_{-}^{2}-1}}{\bar{\rho}_{-}\bar{q}_{-}}\dot{p}_{-}, (4.9)

then (4.1) can be rewritten as the following form

ξw+ληwρ¯q¯2M¯211ηθ˙=0,\displaystyle\partial_{\xi}w_{-}+\lambda_{-}\partial_{\eta}w_{-}-\displaystyle\frac{\bar{\rho}_{-}\bar{q}_{-}^{2}}{\sqrt{\bar{M}_{-}^{2}-1}}\cdot\frac{1}{\eta}\dot{\theta}_{-}=0, (4.10)
ξw++λ+ηw++ρ¯q¯2M¯211ηθ˙=0,\displaystyle\partial_{\xi}w_{+}+\lambda_{+}\partial_{\eta}w_{+}+\displaystyle\frac{\bar{\rho}_{-}\bar{q}_{-}^{2}}{\sqrt{\bar{M}_{-}^{2}-1}}\cdot\frac{1}{\eta}\dot{\theta}_{-}=0, (4.11)

in addition, the initial-boundary conditions (2.46)\eqref{eq8561}-(2.47)\eqref{eq8564} and (2.53)\eqref{eq451} yield that:

w±(0,η)=0,θ˙(ξ,0)=0,θ˙(ξ,1)=σΘ(ξ).w_{\pm}(0,\eta)=0,\quad\dot{\theta}_{-}(\xi,0)=0,\quad\dot{\theta}_{-}(\xi,1)=\sigma\Theta(\xi). (4.12)
Refer to caption
Figure 4.1. The supersonic flow in the whole domain.

Using the method of characteristic and for any fixed point (ξ,η)(\xi,\eta), letting τΥ±(τ;ξ,η)\tau\mapsto\Upsilon_{\pm}(\tau;\xi,\eta) be the characteristic line through (ξ,η)(\xi,\eta), one has

dΥ±(τ;ξ,η)dτ=±ρ¯q¯2M¯21,Υ±(ξ;ξ,η)=η.\displaystyle\frac{\mathrm{d}\Upsilon_{\pm}(\tau;\xi,\eta)}{\mathrm{d}\tau}=\pm\displaystyle\frac{\bar{\rho}_{-}\bar{q}_{-}}{2\sqrt{\bar{M}_{-}^{2}-1}},\quad\Upsilon_{\pm}(\xi;\xi,\eta)=\eta. (4.13)

Direct calculation yields that

Υ±(τ;ξ,η)=η±ρ¯q¯2M¯21(τξ).\Upsilon_{\pm}(\tau;\xi,\eta)=\eta\pm\displaystyle\frac{\bar{\rho}_{-}\bar{q}_{-}}{2\sqrt{\bar{M}_{-}^{2}-1}}(\tau-\xi). (4.14)

In the domains II and IIII (see Figure 4.1), by the characteristic method and Picard iteration (see [17]), one can obtain the solution (θ˙,p˙)(\dot{\theta}_{-},\dot{p}_{-}), which belong to 𝒞2,α{\mathcal{C}}^{2,\alpha}. In the domain IIIIII, 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 η=0\eta=0.

Direct calculations yield that

w(ξ,η)=ρ¯q¯2M¯210ξθ˙(τ,Υ(τ;ξ,η))Υ(τ;ξ,η)dτ.w_{-}(\xi,\eta)=\displaystyle\frac{\bar{\rho}_{-}\bar{q}_{-}^{2}}{\sqrt{\bar{M}_{-}^{2}-1}}\int_{0}^{\xi}\frac{\dot{\theta}_{-}(\tau,\Upsilon_{-}(\tau;\xi,\eta))}{\Upsilon_{-}(\tau;\xi,\eta)}\mathrm{d}\tau. (4.15)

Then, employing the equations (4.9) and (4.12), one has

w+(ξ,0)=w(ξ,0),w_{+}(\xi,0)=-w_{-}(\xi,0), (4.16)

therefore,

w+(ξ,η)=w(ξ,0)ρ¯q¯2M¯21ξξθ˙(τ,Υ+(τ;ξ,η))Υ+(τ;ξ,η)dτ,\displaystyle w_{+}(\xi,\eta)=-w_{-}(\xi^{*},0)-\frac{\bar{\rho}_{-}\bar{q}_{-}^{2}}{\sqrt{\bar{M}_{-}^{2}-1}}\int_{\xi^{*}}^{\xi}\frac{\dot{\theta}_{-}(\tau,\Upsilon_{+}(\tau;\xi,\eta))}{\Upsilon_{+}(\tau;\xi,\eta)}\mathrm{d}\tau, (4.17)

where ξ=ξ2M¯21ρ¯q¯η\xi^{*}=\xi-\displaystyle\frac{2\sqrt{\bar{M}_{-}^{2}-1}}{\bar{\rho}_{-}\bar{q}_{-}}\eta.

Since θ˙\dot{\theta}_{-} belongs to 𝒞2,α\mathcal{C}^{2,\alpha} in the domain IIIIII when η(η0,12)\eta\in(\eta_{0},\frac{1}{2}) with any fixed η0>0\eta_{0}>0. Then, by employing the condition θ˙(ξ,0)=0\dot{\theta}_{-}(\xi,0)=0, thus (4.15) and (4.17) are well-defined as η\eta 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,

w(ξ,η)η\displaystyle\frac{\partial w_{-}(\xi,\eta)}{\partial\eta}
=\displaystyle= ρ¯q¯2M¯210ξΥΥθ˙(τ,Υ(τ;ξ,η))θ˙(τ,Υ(τ;ξ,η))Υ2(τ;ξ,η)Υηdτ.\displaystyle\displaystyle\frac{\bar{\rho}_{-}\bar{q}_{-}^{2}}{\sqrt{\bar{M}_{-}^{2}-1}}\int_{0}^{\xi}\frac{\Upsilon_{-}\partial_{\Upsilon_{-}}\dot{\theta}_{-}(\tau,\Upsilon_{-}(\tau;\xi,\eta))-\dot{\theta}_{-}(\tau,\Upsilon_{-}(\tau;\xi,\eta))}{\Upsilon_{-}^{2}(\tau;\xi,\eta)}\frac{\partial\Upsilon_{-}}{\partial\eta}\mathrm{d}\tau. (4.18)

Notice that

ηηθ˙(ξ,η)θ˙(ξ,η)η212η2θ˙(ξ,0),asη0+,\displaystyle\frac{\eta\partial_{\eta}\dot{\theta}_{-}(\xi,\eta)-\dot{\theta}_{-}(\xi,\eta)}{\eta^{2}}\rightarrow-\frac{1}{2}\partial_{\eta}^{2}\dot{\theta}_{-}(\xi,0),\quad\text{as}\quad\eta\rightarrow 0+, (4.19)

thus (4.1) is well-defined as η\eta tends to zero. Other cases can be treated in a similar way by applying the conditions θ˙(ξ,0)=0\dot{\theta}_{-}(\xi,0)=0 and η2θ˙(ξ,0)=0\partial_{\eta}^{2}\dot{\theta}_{-}(\xi,0)=0. Thus, by employing Picard iteration, w±w_{\pm} are well defined in IIIIII and belong to 𝒞2,α{\mathcal{C}}^{2,\alpha}. In the regions IVIV and ξ>ξ1:=2M¯21ρ¯q¯\xi>\xi_{1}:=\displaystyle\frac{2\sqrt{\bar{M}_{-}^{2}-1}}{\bar{\rho}_{-}\bar{q}_{-}}, the proof is analogous. Therefore, (θ˙,p˙)(\dot{\theta}_{-},\dot{p}_{-}) satisfies

(θ˙,p˙)𝒞2,α(Ω¯)C˙σΘ(ξ)𝒞2,α(Γ4).\|(\dot{\theta}_{-},\dot{p}_{-})\|_{{\mathcal{C}}^{2,\alpha}(\bar{\Omega})}\leq\dot{C}\|\sigma\Theta(\xi)\|_{{\mathcal{C}}^{2,\alpha}(\Gamma_{4})}. (4.20)

Moreover, by applying (2.40) and (2.41), (4.2)\eqref{eq028}-(4.3) can be obtained immediately. Furthermore, (4.1) holds.

To show (4.4) holds, one observes that the equation (2.39)\eqref{eq843-} implies that

Ωξ¯(η(ηθ˙)+2M¯21ρ¯2q¯3ξ(ηp˙))dξdη=0,\displaystyle\int_{\Omega_{\bar{\xi}}}\Big{(}\partial_{\eta}(\eta\dot{\theta}_{-})+2\displaystyle\frac{{\bar{M}_{-}}^{2}-1}{{\bar{\rho}_{-}^{2}\bar{q}_{-}^{3}}}\partial_{\xi}(\eta\dot{p}_{-})\Big{)}\mathrm{d}\xi\mathrm{d}\eta=0, (4.21)

where

Ωξ¯={(ξ,η)2:0<ξ<ξ¯,   0<η<1}.\displaystyle{\Omega}_{\bar{\xi}}=\{(\xi,\eta)\in\mathbb{R}^{2}:0<\xi<\bar{\xi},\,\,\,0<\eta<1\}.

Furthermore, (4.21) yields that

0=\displaystyle 0= Ωξ¯2M¯21ρ¯2q¯3(ηp˙)dη(ηθ˙)dξ\displaystyle\int_{\partial\Omega_{\bar{\xi}}}2\displaystyle\frac{{\bar{M}_{-}}^{2}-1}{{\bar{\rho}_{-}^{2}\bar{q}_{-}^{3}}}(\eta\dot{p}_{-})\mathrm{d}\eta-(\eta\dot{\theta}_{-})\mathrm{d}\xi
=\displaystyle= 2M¯21ρ¯2q¯301ηp˙(ξ¯,η)dη+0ξ¯σΘ(ξ)dξ,\displaystyle 2\displaystyle\frac{{\bar{M}_{-}}^{2}-1}{{\bar{\rho}_{-}^{2}\bar{q}_{-}^{3}}}\int_{0}^{1}\eta\dot{p}_{-}(\bar{\xi},\eta)\mathrm{d}\eta+\int_{0}^{\bar{\xi}}\sigma\Theta(\xi)\mathrm{d}\xi, (4.22)

which is exactly the equation (4.4). ∎

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 (p˙+,q˙+,s˙+)(\dot{p}_{+},\dot{q}_{+},\dot{s}_{+}) such that they can be expressed by U˙\dot{U}_{-} on the free boundary Γ˙s\dot{\Gamma}_{\mathrm{s}}. Although the computations are almost the same as in [9], we still give them below for convenience of the readers.

First, the equations (2.50) can be rewritten as the following form:

As(p˙+,q˙+,s˙+)T=(J˙1,J˙2,J˙3)T,A_{\mathrm{s}}(\dot{p}_{+},\dot{q}_{+},\dot{s}_{+})^{T}=(\dot{J}_{1},\dot{J}_{2},\dot{J}_{3})^{T}, (4.23)

where J˙i:=αjU˙\dot{J}_{i}:=-{\mathbf{\alpha}}_{j-}\cdot{\dot{U}}_{-},

As:=[p¯]ρ¯+q¯+(1ρ¯+c¯+21q¯+1γcv1p¯+ρ¯+c¯+2ρ¯+q¯+p¯+q¯+p¯+γcvq¯+[p¯]ρ¯+q¯+2[p¯]p¯+(γ1)cvq¯+[p¯]).A_{\mathrm{s}}:=\displaystyle\frac{[\bar{p}]}{\bar{\rho}_{+}\bar{q}_{+}}\begin{pmatrix}-\displaystyle\frac{1}{\bar{\rho}_{+}\bar{c}_{+}^{2}}&-\displaystyle\frac{1}{\bar{q}_{+}}&\displaystyle\frac{1}{\gamma c_{v}}\\ 1-\displaystyle\frac{\bar{p}_{+}}{\bar{\rho}_{+}\bar{c}_{+}^{2}}&\bar{\rho}_{+}\bar{q}_{+}-\displaystyle\frac{\bar{p}_{+}}{\bar{q}_{+}}&\displaystyle\frac{\bar{p}_{+}}{\gamma c_{v}}\\ \displaystyle\frac{\bar{q}_{+}}{[\bar{p}]}&\displaystyle\frac{\bar{\rho}_{+}\bar{q}_{+}^{2}}{[\bar{p}]}&\displaystyle\frac{\bar{p}_{+}}{(\gamma-1)c_{v}}\displaystyle\frac{\bar{q}_{+}}{[\bar{p}]}\end{pmatrix}.

Then we have the following lemma.

Lemma 4.2.

On Γ˙s\dot{\Gamma}_{\mathrm{s}}, it holds that

detAs=1(γ1)cv[p¯]2p¯+(ρ¯+q¯+)3(1M¯+2)0,asM¯+1,\displaystyle\det A_{\mathrm{s}}=\displaystyle\frac{1}{(\gamma-1)c_{v}}\displaystyle\frac{[\bar{p}]^{2}\bar{p}_{+}}{(\bar{\rho}_{+}\bar{q}_{+})^{3}}(1-\bar{M}_{+}^{2})\neq 0,\quad\text{as}\quad\bar{M}_{+}\neq 1, (4.24)
p˙+=ρ¯+q¯+2M¯+21M¯21ρ¯q¯2(1k˙)p˙:=g˙1,\displaystyle\dot{p}_{+}=\displaystyle\frac{\bar{\rho}_{+}\bar{q}_{+}^{2}}{\bar{M}_{+}^{2}-1}\cdot\displaystyle\frac{\bar{M}_{-}^{2}-1}{\bar{\rho}_{-}\bar{q}_{-}^{2}}(1-\dot{k})\dot{p}_{-}:=\dot{g}_{1}, (4.25)
q˙+=M¯21ρ¯q¯2([p¯]ρ¯+q¯+2M¯+21(1k˙))p˙:=g˙2,\displaystyle\dot{q}_{+}=\displaystyle\frac{\bar{M}_{-}^{2}-1}{\bar{\rho}_{-}\bar{q}_{-}^{2}}\left([\bar{p}]-\displaystyle\frac{\bar{\rho}_{+}\bar{q}_{+}^{2}}{\bar{M}_{+}^{2}-1}(1-\dot{k})\right)\dot{p}_{-}:=\dot{g}_{2}, (4.26)
s˙+=(γ1)cvp¯+M¯21ρ¯q¯2[p¯]p˙:=g˙3,\displaystyle\dot{s}_{+}=-\displaystyle\frac{(\gamma-1)c_{v}}{\bar{p}_{+}}\cdot\displaystyle\frac{\bar{M}_{-}^{2}-1}{\bar{\rho}_{-}\bar{q}_{-}^{2}}[\bar{p}]\dot{p}_{-}:=\dot{g}_{3}, (4.27)
ψ˙=2q¯+θ˙+q¯θ˙[p¯]:=g˙4,\displaystyle{\dot{\psi}}^{\prime}=2\displaystyle\frac{\bar{q}_{+}\dot{\theta}_{+}-\bar{q}_{-}\dot{\theta}_{-}}{[\bar{p}]}:=\dot{g}_{4}, (4.28)

where k˙:=[p¯](γ1γp¯++1ρ¯+q¯+2)>0\dot{k}:=[\bar{p}]\Big{(}\displaystyle\frac{\gamma-1}{\gamma\bar{p}_{+}}+\displaystyle\frac{1}{\bar{\rho}_{+}\bar{q}_{+}^{2}}\Big{)}>0.

Proof.

The proof of (4.24)-(4.27) is similar as Lemma 3.2 in [9]. Moreover, combining (2.51) with (2.58) yields (4.28). ∎

4.3. Determine ξ˙\dot{\xi}_{*} and U˙+\dot{U}_{+}.

We are now ready to determine ξ˙\dot{\xi}_{*} and U˙+\dot{U}_{+}. Applying Theorem 3.1, we can obtain the following lemma.

Lemma 4.3.

Let α(12,1)\alpha\in(\frac{1}{2},1). Assume (1.33)\eqref{eq:assumption_001} and (1.34)\eqref{eq20000} hold. If

<𝒫e<,\mathcal{R}_{*}<{\mathcal{P}}_{\mathrm{e}}<\mathcal{R}^{*}, (4.29)

where

𝒫e:=21M¯+2ρ¯+2q¯+301ηPe(η)dη,\displaystyle{\mathcal{P}}_{\mathrm{e}}:=2\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta P_{\mathrm{e}}(\eta)\mathrm{d}\eta, (4.30)
:=0LΘ(ξ)dξ,:=(1k˙)0LΘ(ξ)dξ,\displaystyle\mathcal{R}^{*}:=\int_{0}^{L}\Theta(\xi)\mathrm{d}\xi,\,\,\,\mathcal{R}_{*}:=(1-\dot{k})\int_{0}^{L}\Theta(\xi)\mathrm{d}\xi, (4.31)

with k˙:=[p¯](γ1γp¯++1ρ¯+q¯+2)>0\dot{k}:=[\bar{p}]\Big{(}\displaystyle\frac{\gamma-1}{\gamma\bar{p}_{+}}+\displaystyle\frac{1}{\bar{\rho}_{+}\bar{q}_{+}^{2}}\Big{)}>0, then there exists ξ˙(0,L)\dot{\xi}_{*}\in(0,L) such that

(ξ˙)=𝒫e.\mathcal{R}(\dot{\xi}_{*})={\mathcal{P}}_{\mathrm{e}}. (4.32)

Thus, there exists a unique solution (θ˙+,p˙+)(\dot{\theta}_{+},\dot{p}_{+}) to the equations (2.42)\eqref{eq80+}-(2.43)\eqref{eq843+} with the boundary conditions (2.48)\eqref{eq8584}-(2.49)\eqref{eq8583}, (2.54)\eqref{eq461} and (4.25)\eqref{eq10002}. Moreover, the solution satisfies the following estimate:

(θ˙+,p˙+)1,α;Ω˙+(α;{Q3,Q4})Cσ(Θ𝒞2,α(Γ4)+Pe𝒞2,α(Γ3))C˙+σ,\displaystyle\|(\dot{\theta}_{+},\dot{p}_{+})\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}\leq C\sigma\Big{(}\|\Theta\|_{\mathcal{C}^{2,\alpha}({\Gamma}_{4})}+\|P_{\mathrm{e}}\|_{\mathcal{C}^{2,\alpha}(\Gamma_{3})}\Big{)}\leq\dot{C}_{+}\sigma, (4.33)

where the constant C˙+\dot{C}_{+} depends on U¯+\bar{U}_{+}, LL, ξ˙\dot{\xi}_{*} and α\alpha.

Proof.

Applying Theorem 3.1 and taking

𝒜:=2q¯+,:=21M¯+2ρ¯+2q¯+3,H1:=p˙+,H2:=θ˙+,\displaystyle\mathcal{A}:=2\bar{q}_{+},\quad\mathcal{B}:=2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}},\quad H_{1}:=\dot{p}_{+},\quad H_{2}:=\dot{\theta}_{+},
£1=£2=0,1:=g˙1,3:=σP˙e,4:=σΘ˙,\displaystyle\pounds_{1}=\pounds_{2}=0,\quad\hbar_{1}:=\dot{g}_{1},\quad\hbar_{3}:=\sigma\dot{P}_{\mathrm{e}},\quad\hbar_{4}:=\sigma\dot{\Theta}, (4.34)

one has that there exists a unique solution (θ˙+,p˙+)(\dot{\theta}_{+},\dot{p}_{+}) to the initial linearized problem (2.42)\eqref{eq80+}-(2.43)\eqref{eq843+} with the boundary conditions (2.48)\eqref{eq8584}-(2.49)\eqref{eq8583}, (2.54)\eqref{eq461} and (4.25)\eqref{eq10002} as long as

0=21M¯+2ρ¯+2q¯+301η(g˙1(ξ˙,η)σP˙e)dη+ξ˙LσΘ˙dξ.\displaystyle 0=2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta\cdot\Big{(}\dot{g}_{1}(\dot{\xi}_{*},\eta)-\sigma\dot{P}_{\mathrm{e}}\Big{)}\mathrm{d}\eta+\int_{\dot{\xi}_{*}}^{L}\sigma\dot{\Theta}\mathrm{d}\xi. (4.35)

Applying (4.25) in Lemma 4.2, one has

0=\displaystyle 0= 21ρ¯+q¯+1M¯2ρ¯q¯2(1k˙)01ηp˙(ξ˙,η)dη21M¯+2ρ¯+2q¯+3σ01ηPe(η)dη\displaystyle 2\frac{1}{\bar{\rho}_{+}\bar{q}_{+}}\frac{1-\bar{M}_{-}^{2}}{\bar{\rho}_{-}\bar{q}_{-}^{2}}(1-\dot{k})\int_{0}^{1}\eta\dot{p}_{-}(\dot{\xi}_{*},\eta)\mathrm{d}\eta-2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\sigma\int_{0}^{1}\eta P_{\mathrm{e}}(\eta)\mathrm{d}\eta (4.36)
+ξ˙LσΘ(ξ)dξ.\displaystyle+\int_{\dot{\xi}_{*}}^{L}\sigma\Theta(\xi)\mathrm{d}\xi.

Then, by employing (4.4)\eqref{eq822} in Lemma 4.1, it holds that

(1k˙)0ξ˙σΘ(ξ)dξ21M¯+2ρ¯+2q¯+3σ01ηPe(η)dη+ξ˙LσΘ(ξ)dξ=0,(1-\dot{k})\int_{0}^{\dot{\xi}_{*}}\sigma\Theta(\xi)\mathrm{d}\xi-2\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\sigma\int_{0}^{1}\eta P_{\mathrm{e}}(\eta)\mathrm{d}\eta+\int_{\dot{\xi}_{*}}^{L}\sigma\Theta(\xi)\mathrm{d}\xi=0, (4.37)

that is

0LΘ(ξ)dξk˙0ξ˙Θ(ξ)dξ=21M¯+2ρ¯+2q¯+301ηPe(η)dη.\displaystyle\int_{0}^{L}\Theta(\xi)\mathrm{d}\xi-\dot{k}\int_{0}^{\dot{\xi}_{*}}\Theta(\xi)\mathrm{d}\xi=2\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta P_{\mathrm{e}}(\eta)\mathrm{d}\eta. (4.38)

Let

(ξ):=\displaystyle\mathcal{R}(\xi):= 0LΘ(τ)dτk˙0ξΘ(τ)dτ,\displaystyle\int_{0}^{L}\Theta(\tau)\mathrm{d}\tau-\dot{k}\int_{0}^{\xi}\Theta(\tau)\mathrm{d}\tau, (4.39)
𝒫e:=\displaystyle{\mathcal{P}}_{\mathrm{e}}:= 21M¯+2ρ¯+2q¯+301ηPe(η)dη.\displaystyle 2\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta P_{\mathrm{e}}(\eta)\mathrm{d}\eta. (4.40)

If (1.33)\eqref{eq:assumption_001} holds, it is easy to see that (ξ)=k˙Θ(ξ)<0\mathcal{R}^{\prime}(\xi)=-\dot{k}\Theta(\xi)<0 for all ξ(0,L)\xi\in(0,L), which implies that \mathcal{R} is strictly decreasing, then one has

:=supξ(0,L)(ξ)=(0)=0LΘ(ξ)dξ,\displaystyle\mathcal{R}^{*}:=\sup\limits_{\xi\in(0,L)}\mathcal{R}(\xi)=\mathcal{R}(0)=\int_{0}^{L}\Theta(\xi)\mathrm{d}\xi, (4.41)
:=infξ(0,L)(ξ)=(L)=(1k˙)0LΘ(ξ)dξ.\displaystyle\mathcal{R}_{*}:=\inf\limits_{\xi\in(0,L)}\mathcal{R}(\xi)=\mathcal{R}(L)=(1-\dot{k})\int_{0}^{L}\Theta(\xi)\mathrm{d}\xi. (4.42)

Obviously, there exists a unique ξ˙\dot{\xi}_{*} such that (ξ˙)=𝒫e\mathcal{R}(\dot{\xi}_{*})={\mathcal{P}}_{\mathrm{e}} if and only if

(1k˙)0LΘ(ξ)dξ<𝒫e<0LΘ(ξ)dξ.(1-\dot{k})\int_{0}^{L}\Theta(\xi)\mathrm{d}\xi<{\mathcal{P}}_{\mathrm{e}}<\int_{0}^{L}\Theta(\xi)\mathrm{d}\xi. (4.43)

Moreover, applying (3.1)\eqref{eq083} of Theorem 3.1, one obtains

(θ˙+,p˙+)1,α;Ω˙+(α;{Q3,Q4})C(g˙11,α;Γ˙s(α;Q4)+σΘ𝒞2,α(Γ4)+σPe𝒞2,α(Γ3)).\|(\dot{\theta}_{+},\dot{p}_{+})\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}\leq C\left(\|\dot{g}_{1}\|_{1,\alpha;{\dot{\Gamma}_{\mathrm{s}}}}^{(-\alpha;Q_{4})}+\sigma\|\Theta\|_{\mathcal{C}^{2,\alpha}(\Gamma_{4})}+\sigma\|P_{\mathrm{e}}\|_{\mathcal{C}^{2,\alpha}(\Gamma_{3})}\right). (4.44)

By employing Lemma 4.1 and Lemma 4.2, (4.33)\eqref{iz} can be obtained immediately.

Once ξ˙\dot{\xi}_{*} is determined, then we can determine U˙+\dot{U}_{+} in the domain Ω˙+\dot{\Omega}_{+}, and obtain the following lemma:

Lemma 4.4.

Let α(12,1)\alpha\in(\frac{1}{2},1). Under the assumptions of Lemma 4.3, then there exists a unique solution U˙+\dot{U}_{+} satisfying the linearized equations (2.42)\eqref{eq80+}-(2.45)\eqref{eq845+} in Ω˙+\dot{\Omega}_{+} and the boundary conditions (2.48)\eqref{eq8584}-(2.49)\eqref{eq8583}, (2.54)\eqref{eq461} and (4.25)\eqref{eq10002}-(4.27). Moreover, one has the following estimate:

U˙+(Ω˙+,Γ˙s)+ψ˙1,α;Γ˙s(α;Q4)Cσ(Θ𝒞2,α(Γ4)+Pe𝒞2,α(Γ3))C˙+σ,\displaystyle\|\dot{U}_{+}\|_{(\dot{\Omega}_{+},\dot{\Gamma}_{\mathrm{s}})}+\|\dot{\psi}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq C\sigma\left(\|\Theta\|_{\mathcal{C}^{2,\alpha}({\Gamma}_{4})}+\|P_{\mathrm{e}}\|_{\mathcal{C}^{2,\alpha}(\Gamma_{3})}\right)\leq\dot{C}_{+}\sigma, (4.45)

where the constant C˙+\dot{C}_{+} depends on U¯+\bar{U}_{+}, LL, ξ˙\dot{\xi}_{*} and α\alpha.

Proof.

It suffices to show the existence of (q˙+,s˙+,ψ˙)(\dot{q}_{+},\dot{s}_{+},\dot{\psi}^{\prime}) and establish the estimates.

It is obvious that (2.44) and (2.45) indicate that

s˙+(ξ,η)=s˙+(ξ˙,η),\displaystyle\dot{s}_{+}(\xi,\eta)=\dot{s}_{+}(\dot{\xi}_{*},\eta), (4.46)
q˙+(ξ,η)=1q¯+((q¯+q˙++1ρ¯+p˙++T¯+s˙+)(ξ˙,η)(1ρ¯+p˙++T¯+s˙+)(ξ,η)).\displaystyle\dot{q}_{+}(\xi,\eta)=\displaystyle\frac{1}{\bar{q}_{+}}\left(\Big{(}\bar{q}_{+}\dot{q}_{+}+\displaystyle\frac{1}{\bar{\rho}_{+}}\dot{p}_{+}+\bar{T}_{+}\dot{s}_{+}\Big{)}(\dot{\xi}_{*},\eta)-\Big{(}\displaystyle\frac{1}{\bar{\rho}_{+}}\dot{p}_{+}+\bar{T}_{+}\dot{s}_{+}\Big{)}(\xi,\eta)\right). (4.47)

Therefore, there exists a unique solution (q˙+,s˙+)(\dot{q}_{+},\dot{s}_{+}) satisfying

(q˙+,s˙+)1,α;Γ˙s(α;Q4)+(q˙+,s˙+)0,α;Ω˙+(1α;{Q3,Q4})\displaystyle\|(\dot{q}_{+},\dot{s}_{+})\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}+\|(\dot{q}_{+},\dot{s}_{+})\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})} (4.48)
\displaystyle\leq C(i=13g˙i1,α;Γ˙s(α;Q4)+p˙+0,α;Ω˙+(1α;{Q3,Q4})).\displaystyle C\Big{(}\sum_{i=1}^{3}\|\dot{g}_{i}\|_{1,\alpha;{\dot{\Gamma}_{\mathrm{s}}}}^{(-\alpha;Q_{4})}+\|\dot{p}_{+}\|_{0,\alpha;\dot{{\Omega}}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}\Big{)}.

Finally, according to the definition of ψ˙\dot{\psi}^{\prime} in (4.28), there exists a unique ψ˙\dot{\psi}^{\prime} satisfying

ψ˙1,α;Γ˙s(α;Q4)C(θ˙+1,α;Γ˙s(α;Q4)+θ˙1,α;Γ˙s(α;Q4)).\|\dot{\psi}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq C\Big{(}\|\dot{\theta}_{+}\|_{1,\alpha;{\dot{\Gamma}_{\mathrm{s}}}}^{(-\alpha;Q_{4})}+\|\dot{\theta}_{-}\|_{1,\alpha;{\dot{\Gamma}_{\mathrm{s}}}}^{(-\alpha;Q_{4})}\Big{)}. (4.49)

By employing Lemma 4.1 and Lemma 4.2, (4.45)\eqref{eq089} can be obtained immediately.

Remark 4.5.

On the the axis η=0\eta=0, the condition (2.54) is naturally satisfied.

First, according to Remark 3.2, it follows that θ˙+(ξ,0)=0\dot{\theta}_{+}(\xi,0)=0 and ηp˙+(ξ,0)=0\partial_{\eta}\dot{p}_{+}(\xi,0)=0. Moreover, differentiating both sides of equation (2.43) with respect to η\eta, one can obtain that η2θ˙+(ξ,0)=0\partial_{\eta}^{2}\dot{\theta}_{+}(\xi,0)=0. Finally, according to ηp˙(ξ,0)=0\partial_{\eta}\dot{p}_{-}(\xi,0)=0, it follows from (4.25)(4.27)\eqref{eq10002}-\eqref{eq10003} that

η(p˙+,q˙+,s˙+)(ξ˙,0)=0.\displaystyle\partial_{\eta}(\dot{p}_{+},\dot{q}_{+},\dot{s}_{+})(\dot{\xi}_{*},0)=0. (4.50)

Differentiating both sides of equation (2.45) with respect to η\eta gives that

ξ(ηs˙+)=0,\partial_{\xi}(\partial_{\eta}\dot{s}_{+})=0, (4.51)

by applying (4.50), it is easy to see that ηs˙+(ξ,0)=0\partial_{\eta}\dot{s}_{+}(\xi,0)=0. Differentiating both sides of equation (2.44) with respect to η\eta, one can also obtain ηq˙+(ξ,0)=0\partial_{\eta}\dot{q}_{+}(\xi,0)=0.

5. The nonlinear iteration scheme and the linearized problem

In this section, we shall take solution (U˙,U˙+,ξ˙;ψ˙)(\dot{U}_{-},\ \dot{U}_{+},\ \dot{\xi}_{*};\ \dot{\psi}^{\prime}) 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 UU_{-} in Ω\Omega

If the shock front does not appear in Ω\Omega, then we have the following lemma with respect to UU_{-}.

Lemma 5.1.

Suppose (1.33)\eqref{eq:assumption_001} and (1.34)\eqref{eq20000} hold, then there exists a positive constant σL\sigma_{L} depending on U¯\bar{U}_{-} and LL, such that for any 0<σ<σL0<\sigma<\sigma_{L}, there exists a unique solution U𝒞2,α(Ω¯)U_{-}\in{\mathcal{C}}^{2,\alpha}(\bar{\Omega}) to the equations (2.9)\eqref{eq2916}-(2.12)\eqref{eq2919} with the initial-boundary conditions (2.28)\eqref{eq808}-(2.29)\eqref{eq909} and (2.33)\eqref{45}, moreover, denote U:=U¯+δUU_{-}:=\bar{U}_{-}+\delta U_{-}, then the following estimates hold for α(12,1)\alpha\in(\frac{1}{2},1):

δU𝒞2,α(Ω¯)CLσ,\displaystyle\|\delta U_{-}\|_{{\mathcal{C}}^{2,\alpha}(\bar{\Omega})}\leq C_{L}\sigma, (5.1)
δUU˙𝒞1,α(Ω¯)CLσ2,\displaystyle\|\delta U_{-}-\dot{U}_{-}\|_{\mathcal{C}^{1,\alpha}(\bar{\Omega})}\leq C_{L}\sigma^{2}, (5.2)

where the constant CLC_{L} depends on U¯\bar{U}_{-} and LL.

Proof.

Similar as Lemma 4.1, the unique existence of the solution U𝒞2,α(Ω¯)U_{-}\in{\mathcal{C}}^{2,\alpha}(\bar{\Omega}) can be obtained by employing the characteristic method and Picard iteration as in the book [17]. Thus, it suffices to show that (5.2)\eqref{eq838} holds.

The equations (2.9)\eqref{eq2916}-(2.12)\eqref{eq2919} can be rewritten as the following matrix form:

B0ηU+B1(U)ξU+b(U)=0,B_{0}\partial_{\eta}U+B_{1}(U)\partial_{\xi}U+b(U)=0, (5.3)

where U=(θ,p,q,s)TU=(\theta,p,q,s)^{T}, b(U)=(0,2ηr2sinθρq,0,0)T,b(U)=(0,\displaystyle\frac{2\eta}{r^{2}}\displaystyle\frac{\sin\theta}{\rho q},0,0)^{T}, and

B0=(0100100000000000),B1(U)=(2ηrqcosθ2ηrsinθρq002ηrsinθρq2ηrcosθρqM21ρq20001ρq00001).B_{0}=\begin{pmatrix}0&1&0&0\\ 1&0&0&0\\ 0&0&0&0\\ 0&0&0&0\end{pmatrix},\quad B_{1}(U)=\begin{pmatrix}\displaystyle\frac{2\eta}{r}q\cos\theta&-\displaystyle\frac{2\eta}{r}\displaystyle\frac{\sin\theta}{\rho q}&0&0\\ -\displaystyle\frac{2\eta}{r}\displaystyle\frac{\sin\theta}{\rho q}&\displaystyle\frac{2\eta}{r}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{M^{2}-1}{\rho q^{2}}&0&0\\ 0&1&\rho q&0\\ 0&0&0&1\end{pmatrix}.

Therefore, δUU˙\delta U_{-}-\dot{U}_{-} satisfies the following equation

B0η(δUU˙)+B1(U¯)ξ(δUU˙)+b(U¯)(δUU˙)\displaystyle B_{0}\partial_{\eta}(\delta U_{-}-\dot{U}_{-})+B_{1}(\bar{U}_{-})\partial_{\xi}(\delta U_{-}-\dot{U}_{-})+\nabla b(\bar{U}_{-})(\delta U_{-}-\dot{U}_{-})
=\displaystyle= F(δU),inΩ\displaystyle F(\delta U_{-}),\quad\text{in}\quad\Omega (5.4)

with the initial-boundary conditions

δUU˙=0,\displaystyle\delta U_{-}-\dot{U}_{-}=0, onΓ1\displaystyle\text{on}\quad\Gamma_{1}
δθθ˙=0,η(δpp˙,δqq˙,δss˙)=0,η2(δθθ˙)=0,\displaystyle\delta\theta_{-}-\dot{\theta}_{-}=0,\partial_{\eta}(\delta p_{-}-\dot{p}_{-},\delta q_{-}-\dot{q}_{-},\delta s_{-}-\dot{s}_{-})=0,\partial_{\eta}^{2}(\delta\theta_{-}-\dot{\theta}_{-})=0, onΓ2\displaystyle\text{on}\quad\Gamma_{2}
δθθ˙=0,\displaystyle\delta\theta_{-}-\dot{\theta}_{-}=0, onΓ4\displaystyle\text{on}\quad\Gamma_{4}

where

F(δU):=\displaystyle F(\delta U_{-}):= (B1(U¯)B1(U))ξδU(b(U)b(U¯)b(U¯)δU).\displaystyle\Big{(}B_{1}(\bar{U}_{-})-B_{1}({U}_{-})\Big{)}\partial_{\xi}\delta U_{-}-\Big{(}b(U_{-})-b(\bar{U}_{-})-\nabla b(\bar{U}_{-})\delta U_{-}\Big{)}. (5.5)

Similar as the proof of Lemma 4.1, one can obtain that

δUU˙𝒞1,α(Ω¯)\displaystyle\|\delta U_{-}-\dot{U}_{-}\|_{{\mathcal{C}}^{1,\alpha}(\bar{\Omega})}\leq CF(δU)𝒞1,α(Ω¯)\displaystyle C\|F(\delta U_{-})\|_{{\mathcal{C}}^{1,\alpha}(\bar{\Omega})} (5.6)
\displaystyle\leq C(ξδU𝒞1,α(Ω¯)δU𝒞1,α(Ω¯)+δU𝒞1,α(Ω¯)2)\displaystyle C\Big{(}\|\partial_{\xi}\delta U_{-}\|_{{\mathcal{C}}^{1,\alpha}(\bar{\Omega})}\cdot\|\delta U_{-}\|_{{\mathcal{C}}^{1,\alpha}(\bar{\Omega})}+\|\delta U_{-}\|_{{\mathcal{C}}^{1,\alpha}(\bar{\Omega})}^{2}\Big{)}
\displaystyle\leq CLσ2.\displaystyle C_{L}\sigma^{2}.

5.2. The shock front and subsonic flow

Assume that for the given quantities Θ\Theta and PeP_{\mathrm{e}}, there exists a shock front Γs\Gamma_{\mathrm{s}} whose location is close to the initial approximating location Γ˙s\dot{\Gamma}_{\mathrm{s}}:

Γs:={(ξ,η)2:ξ=ψ(η):=ξ˙+δψ(η), 0<η<1}.\displaystyle\Gamma_{\mathrm{s}}:=\{(\xi,\eta)\in\mathbb{R}^{2}:\xi=\psi(\eta):=\dot{\xi}_{*}+\delta\psi(\eta),\,0<\eta<1\}. (5.7)

Then the subsonic region is

Ω+={(ξ,η)2:ψ(η)<ξ<L, 0<η<1},\displaystyle{\Omega}_{+}=\{(\xi,\eta)\in\mathbb{R}^{2}:\psi(\eta)<\xi<L,\,0<\eta<1\}, (5.8)

and the subsonic flow U+U_{+} is supposed to be closed to U¯+\bar{U}_{+}.

Thus, (U+;ψ)(U_{+};\psi) satisfies the following free boundary value problem

B0ηU++B1(U+)ξU++b(U+)=0,\displaystyle B_{0}\partial_{\eta}U_{+}+B_{1}(U_{+})\partial_{\xi}U_{+}+b(U_{+})=0, inΩ+\displaystyle\text{in}\quad\Omega_{+} (5.9)
The R-H conditions(2.20)(2.23),\displaystyle\text{The R-H conditions}\quad\eqref{eq82}-\eqref{eq3999}, onΓs\displaystyle\text{on}\quad\Gamma_{\mathrm{s}} (5.10)
θ+=0,η(p+,q+,s+)=0,η2θ+=0,\displaystyle\theta_{+}=0,\quad\partial_{\eta}(p_{+},q_{+},s_{+})=0,\quad\partial_{\eta}^{2}\theta_{+}=0, onΓ2Ω+¯\displaystyle\text{on}\quad\Gamma_{2}\cap\overline{\Omega_{+}} (5.11)
θ+=σΘ(ξ),\displaystyle\theta_{+}=\sigma\Theta(\xi), onΓ4Ω+¯\displaystyle\text{on}\quad\Gamma_{4}\cap\overline{\Omega_{+}} (5.12)
p+=σPe(r(L,η)),\displaystyle p_{+}=\sigma P_{\mathrm{e}}(r(L,\eta)), onΓ3\displaystyle\text{on}\quad\Gamma_{3} (5.13)

where, in the R-H conditions (2.20)-(2.23), UU_{-} are given by the supersonic flow determined in Lemma 5.1. Thus, the next step is to solve this free boundary value problem near (U¯+;ψ˙)(\bar{U}_{+};\dot{\psi}). It should be pointed out that the free boundary ψ\psi will be determined by the shape of the shock front ψ\psi^{\prime} and an exact point ξ:=ψ(1)\xi_{*}:=\psi(1) on the nozzle. That is, ψ(η)\psi(\eta) will be rewritten as below:

ψ(η)=ξη1δψ(τ)dτ,\psi(\eta)=\xi_{*}-\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau, (5.14)

where ξ:=ξ˙+δξ\xi_{*}:=\dot{\xi}_{*}+\delta\xi_{*}, δξ\delta\xi_{*} will be determined by the solvability condition for the existence of the solution U+U_{+} and ψ\psi^{\prime} will be determined by the R-H conditions.

First, the following transformation will be employed

𝒯:{ξ~=L+Lξ˙Lψ(η)(ξL),η~=η,\displaystyle\mathcal{T}:\begin{cases}\tilde{\xi}=L+\displaystyle\frac{L-\dot{\xi}_{*}}{L-{\psi}(\eta)}(\xi-L),\\ \tilde{\eta}=\eta,\end{cases}

with the inverse

𝒯1:{ξ=L+Lψ(η~)Lξ˙(ξ~L),η=η~.\displaystyle\mathcal{T}^{-1}:\begin{cases}\xi=L+\displaystyle\frac{L-{\psi}(\tilde{\eta})}{L-\dot{\xi}_{*}}(\tilde{\xi}-L),\\ \eta=\tilde{\eta}.\end{cases}

Under this transformation, the domain Ω+\Omega_{+} becomes

Ω˙+={(ξ,η)2:ξ˙<ξ<L,0<η<1},\dot{\Omega}_{+}=\{(\xi,\eta)\in\mathbb{R}^{2}:\dot{\xi}_{*}<\xi<L,0<\eta<1\}, (5.15)

which is exactly the domain of initial approximating subsonic domain.

Let U~(ξ~,η~):=U+𝒯1(ξ~,η~)\tilde{U}(\tilde{\xi},\tilde{\eta}):=U_{+}\circ\mathcal{T}^{-1}(\tilde{\xi},\tilde{\eta}). Direct calculations yield that U~\tilde{U} satisfies the following equations in Ω˙+\dot{\Omega}_{+}

(ξ~L)ψ(η~)Lψ(η~)B0ξ~U~+B0η~U~+Lξ˙Lψ(η~)B1(U~)ξ~U~+b(U~)=0,\displaystyle\frac{(\tilde{\xi}-L)\cdot\psi^{\prime}(\tilde{\eta})}{L-\psi(\tilde{\eta})}B_{0}\partial_{\tilde{\xi}}\tilde{U}+B_{0}\partial_{\tilde{\eta}}\tilde{U}+\frac{L-\dot{\xi}_{*}}{L-{\psi}(\tilde{\eta})}B_{1}(\tilde{U})\partial_{\tilde{\xi}}\tilde{U}+b(\tilde{U})=0, (5.16)

with the boundary conditions

θ~=0,𝒫1(p~,q~,s~)=0,𝒫2θ~=0,\displaystyle\tilde{\theta}=0,\,\mathscr{P}_{1}(\tilde{p},\tilde{q},\tilde{s})=0,\,\mathscr{P}_{2}\tilde{\theta}=0, on Γ2Ω˙+¯\displaystyle\Gamma_{2}\cap\overline{\dot{\Omega}_{+}} (5.17)
θ~=σΘ(ξ)𝒯1(ξ~,1),\displaystyle\tilde{\theta}=\sigma\Theta(\xi)\circ\mathcal{T}^{-1}(\tilde{\xi},1), on Γ4Ω˙+¯\displaystyle\Gamma_{4}\cap\overline{\dot{\Omega}_{+}} (5.18)
p~=σPe(r(L,η~)),\displaystyle\tilde{p}=\sigma P_{\mathrm{e}}(r(L,\tilde{\eta})), on Γ3\displaystyle\Gamma_{3} (5.19)

where the operators

𝒫1:=\displaystyle\mathscr{P}_{1}:= (ζ1ξ~+η~),\displaystyle(\zeta_{1}\partial_{\tilde{\xi}}+\partial_{\tilde{\eta}}),
𝒫2:=\displaystyle\mathscr{P}_{2}:= (ζ12ξ~2+2ζ1ξη+η~2+ζ2ξ~),\displaystyle(\zeta_{1}^{2}\partial_{\tilde{\xi}}^{2}+2\zeta_{1}\partial_{\xi\eta}+\partial_{\tilde{\eta}}^{2}+\zeta_{2}\partial_{\tilde{\xi}}),

with

ζ1(η):=(ξ~L)ψ(η~)Lψ(η~),ζ2(η):=(ξ~L)ψ′′(η~)(Lψ(η~))+(ψ(η~))2(Lψ(η~))2.\displaystyle\zeta_{1}(\eta):=\displaystyle\frac{(\tilde{\xi}-L)\cdot\psi^{\prime}(\tilde{\eta})}{L-\psi(\tilde{\eta})},\quad\zeta_{2}(\eta):=(\tilde{\xi}-L)\displaystyle\frac{\psi^{\prime\prime}(\tilde{\eta})(L-\psi(\tilde{\eta}))+(\psi^{\prime}(\tilde{\eta}))^{2}}{(L-\psi(\tilde{\eta}))^{2}}.

By axisymmetry, it can be anticipated that ζ1(0)=0\zeta_{1}(0)=0.

Moreover, the R-H conditions (2.20)-(2.23) become

Gi(U~,U(ψ,ξ))=0,i=1,2,3,\displaystyle G_{i}(\tilde{U},U_{-}(\psi^{\prime},\xi_{*}))=0,\quad i=1,2,3,\quad onΓ˙s,\displaystyle\text{on}\quad\dot{\Gamma}_{\mathrm{s}}, (5.20)
G4(U~,U(ψ,ξ);ψ)=0,\displaystyle G_{4}(\tilde{U},U_{-}(\psi^{\prime},\xi_{*});\psi)=0,\quad onΓ˙s,\displaystyle\text{on}\quad\dot{\Gamma}_{\mathrm{s}}, (5.21)

where U(ψ,ξ):=U(ψ(η~),η~)U_{-}(\psi^{\prime},\xi_{*}):=U_{-}(\psi(\tilde{\eta}),\tilde{\eta}).

In particular, the nonlinear and nonlocal term r(ξ,η)r(\xi,\eta) becomes

r~(ξ~,η~)=(20η~2tρ~q~cosθ~(ϑ(ξ~,t),t)dt)12,\displaystyle\tilde{r}(\tilde{\xi},\tilde{\eta})=\left(2\int_{0}^{\tilde{\eta}}\displaystyle\frac{2t}{\tilde{\rho}\tilde{q}\cos\tilde{\theta}\Big{(}\vartheta(\tilde{\xi},t),t\Big{)}}\mathrm{d}t\right)^{\frac{1}{2}}, (5.22)

with ϑ(ξ~,t):=(Lξ+t1δψ(τ)dτ)ξ~+(δξt1δψ(τ)dτ)LLξ˙\vartheta(\tilde{\xi},t):=\displaystyle\frac{\Big{(}L-\xi_{*}+\int_{t}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau\Big{)}\tilde{\xi}+\Big{(}\delta\xi_{*}-\int_{t}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau\Big{)}L}{L-\dot{\xi}_{*}}.

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 “ ~\tilde{} ” 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 U=U¯++δUU=\bar{U}_{+}+\delta U of the subsonic flow behind the shock front, as well as approximating shape of the shock front ψ=δψ\psi^{\prime}=\delta\psi^{\prime}, then we update them by a new state U=U¯++δU{U}^{*}=\bar{U}_{+}+\delta{U}^{*} of the subsonic flow and the shape of the shock front ψ=δψ{\psi^{*}}^{\prime}=\delta{{\psi}^{*}}^{\prime}, which are the solution to the problem described below.

Then try to determine (δU(ξ,η),δξ;δψ(η))(\delta{U}^{*}(\xi,\eta),\ \delta{\xi}_{*};\ \delta{\psi^{*}}^{\prime}(\eta)) in Ω˙+\dot{\Omega}_{+} such that:

  1. (i).

    δU:=(δθ,δp,δq,δs)\delta{U}^{*}:=(\delta\theta^{*},\delta p^{*},\delta q^{*},\delta s^{*}) satisfies the following linearized equations in Ω˙+\dot{\Omega}_{+}

    ηδp+2q¯+ξδθ=f1(δU,δψ,δξ),\displaystyle\partial_{\eta}\delta p^{*}+2\bar{q}_{+}\partial_{\xi}\delta\theta^{*}=f_{1}(\delta U,\delta\psi^{\prime},\delta\xi_{*}), (5.23)
    (ηδθ+δθη)21M¯+2ρ¯+2q¯+3ξδp=f2(δU,δψ,δξ),\displaystyle(\partial_{\eta}\delta\theta^{*}+\displaystyle\frac{\delta\theta^{*}}{\eta})-2\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\partial_{\xi}\delta p^{*}=f_{2}(\delta U,\delta\psi^{\prime},\delta\xi_{*}), (5.24)
    ξ(q¯+δq+1ρ¯+δp+T¯+δs)=ξf3(δU),\displaystyle\partial_{\xi}\Big{(}\bar{q}_{+}\delta q^{*}+\displaystyle\frac{1}{\bar{\rho}_{+}}\delta p^{*}+\bar{T}_{+}\delta s^{*}\Big{)}=\partial_{\xi}f_{3}(\delta U), (5.25)
    ξδs=0,\displaystyle\partial_{\xi}\delta s^{*}=0, (5.26)

    where

    f1(δU,δψ,δξ):=\displaystyle f_{1}(\delta U,\delta\psi^{\prime},\delta\xi_{*}):= 2q¯+ξδθ2ηr(sinθρqξp+qcosθξθ)(ξL)ψ(η)Lψ(η)ξp\displaystyle 2\bar{q}_{+}\partial_{\xi}\delta\theta-\displaystyle\frac{2\eta}{r}\Big{(}-\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}p+q\cos\theta\partial_{\xi}\theta\Big{)}-\frac{({\xi}-L)\cdot\psi^{\prime}({\eta})}{L-\psi({\eta})}\partial_{\xi}p
    +2ηrδξη1δψ(τ)dτLψ(η)(sinθρqξpqcosθξθ),\displaystyle+\displaystyle\frac{2\eta}{r}\displaystyle\frac{\delta\xi_{*}-\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau}{L-\psi(\eta)}\Big{(}\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}p-q\cos\theta\partial_{\xi}\theta\Big{)},
    f2(δU,δψ,δξ):=\displaystyle f_{2}(\delta U,\delta\psi^{\prime},\delta\xi_{*}):= (2M¯+21ρ¯+2q¯+3ξδp+δθη)(2ηrcosθρqM21ρq2ξp+2ηr2sinθρq)\displaystyle\Big{(}2\displaystyle\frac{\bar{M}_{+}^{2}-1}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\partial_{\xi}\delta p+\displaystyle\frac{\delta\theta}{\eta}\Big{)}-\Big{(}\displaystyle\frac{2\eta}{r}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{M^{2}-1}{\rho q^{2}}\partial_{\xi}p+\displaystyle\frac{2\eta}{r^{2}}\displaystyle\frac{\sin\theta}{\rho q}\Big{)}
    (ξL)ψ(η)Lψ(η)ξθ+2ηrδξη1δψ(τ)dτLψ(η)\displaystyle-\frac{({\xi}-L)\cdot\psi^{\prime}({\eta})}{L-\psi({\eta})}\partial_{\xi}\theta+\displaystyle\frac{2\eta}{r}\displaystyle\frac{\delta\xi_{*}-\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau}{L-\psi(\eta)}
    (sinθρqξθcosθρqM21ρq2ξp),\displaystyle\cdot\Big{(}\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}\theta-\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{M^{2}-1}{\rho q^{2}}\partial_{\xi}p\Big{)},
    f3(δU):=\displaystyle f_{3}(\delta U):= (q¯+δq+1ρ¯+δp+T¯+δs)B(U).\displaystyle\Big{(}\bar{q}_{+}\delta q+\displaystyle\frac{1}{\bar{\rho}_{+}}\delta p+\bar{T}_{+}\delta s\Big{)}-B(U).
  2. (ii).

    On the nozzle walls Γ2\Gamma_{2} and Γ4\Gamma_{4},

    δθ=0,η(δp,δq,δs)=0,η2δθ=0,\displaystyle\delta\theta^{*}=0,\,\partial_{{\eta}}(\delta p^{*},\delta q^{*},\delta s^{*})=0,\,\partial_{\eta}^{2}\delta\theta^{*}=0, onΓ2Ω˙+¯,\displaystyle\text{on}\quad\Gamma_{2}\cap\overline{\dot{\Omega}_{+}}, (5.27)
    δθ=σΘ(ξ,δξ),\displaystyle\delta\theta^{*}=\sigma\Theta^{*}(\xi,\delta\xi_{*}), on Γ4Ω˙+¯,\displaystyle\text{on }\quad\Gamma_{4}\cap\overline{\dot{\Omega}_{+}}, (5.28)

    where Θ(ξ,δξ):=Θ(ξ)𝒯1(ξ,1)=Θ(LξLξ˙ξ+δξLξ˙L)\Theta^{*}(\xi,\delta\xi_{*}):=\Theta(\xi)\circ\mathcal{T}^{-1}({\xi},1)=\Theta\Big{(}\displaystyle\frac{L-{\xi}_{*}}{L-\dot{\xi}_{*}}{\xi}+\displaystyle\frac{\delta\xi_{*}}{L-\dot{\xi}_{*}}L\Big{)};

  3. (iii).

    On the exit of the nozzle Γ3\Gamma_{3},

    δp=σPe(r(L,η;δU)):=σPe((20η2tρu(L,t)dt)12),onΓ3;\delta p^{*}=\sigma P_{\mathrm{e}}^{*}(r(L,\eta;\delta U)):=\sigma P_{\mathrm{e}}\Big{(}(2\int_{0}^{{\eta}}\displaystyle\frac{2t}{\rho u(L,t)}\mathrm{d}t)^{\frac{1}{2}}\Big{)},\quad\text{on}\quad\Gamma_{3}; (5.29)
  4. (iv).

    On the fixed shock front Γ˙s\dot{\Gamma}_{\mathrm{s}}, the linearized R-H conditions are as below:

    αj+δU=Gj(δU,δU,δψ,δξ),j=1,2,3,\displaystyle\alpha_{j+}\cdot\delta U^{*}=G_{j}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*}),\quad{j=1,2,3}, (5.30)
    α4+δU12[p¯]δψ=G4(δU,δU,δψ,δξ),\displaystyle\alpha_{4+}\cdot\delta U^{*}-\frac{1}{2}[\bar{p}]\delta{\psi^{*}}^{\prime}=G_{4}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*}), (5.31)

    where

    Gj(δU,δU,δψ,δξ):=αj+δUGj(U,U(ψ,ξ)),\displaystyle G_{j}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*}):=\alpha_{j+}\cdot\delta U-G_{j}(U,U_{-}(\psi^{\prime},\xi_{*})), (5.32)
    G4(δU,δU,δψ,δξ):=α4+δU12[p¯]δψG4(U,U(ψ,ξ);ψ).\displaystyle G_{4}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*}):=\alpha_{4+}\cdot\delta U-\frac{1}{2}[\bar{p}]\delta\psi^{\prime}-G_{4}(U,U_{-}(\psi^{\prime},\xi_{*});\psi^{\prime}). (5.33)
Remark 5.2.

The boundary conditions (5.30) can be rewritten as

As(δp,δq,δs)T=(G1,G2,G3)T:=𝐆,A_{\mathrm{s}}(\delta{p}^{*},\delta{q}^{*},\delta{s}^{*})^{T}=(G_{1}^{*},G_{2}^{*},G_{3}^{*})^{T}:=\mathbf{G}, (5.34)

where AsA_{\mathrm{s}} is defined by (4.23). By Lemma 4.2, we have detAs0\det A_{\mathrm{s}}\neq 0. Thus, one has

δp:=\displaystyle\delta{p}^{*}:= g1,\displaystyle g_{1}^{*}, (5.35)
δq:=\displaystyle\delta{q}^{*}:= g2,\displaystyle g_{2}^{*}, (5.36)
δs:=\displaystyle\delta{s}^{*}:= g3,\displaystyle g_{3}^{*}, (5.37)

where (g1,g2,g3)=As1𝐆(g_{1}^{*},\,g_{2}^{*},\,g_{3}^{*})=A_{\mathrm{s}}^{-1}\mathbf{G}.

Moreover, by (5.31), one has

δψ=2(α4+δUG4(δU,δU,δψ,δξ)[p¯]):=g4.\delta{\psi^{*}}^{\prime}=2\left(\displaystyle\frac{\alpha_{4}^{+}\cdot\delta U^{*}-G_{4}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*})}{[\bar{p}]}\right):=g_{4}^{*}. (5.38)

Obviously, one needs to construct a suitable function space for (δU,δψ)(\delta U,\delta\psi^{\prime}) such that δξ\delta\xi_{*} can be determined, and the iteration mapping

𝚷:(δU;δψ)(δU;δψ;δξ)\displaystyle\mathbf{\Pi}:(\delta U;\delta\psi^{\prime})\mapsto(\delta{U}^{*};\delta{\psi^{*}}^{\prime};\delta\xi_{*})

is well defined and contractive.

For simplicity of notations, define the solution (δU;δψ;δξ)(\delta{U}^{*};\delta{\psi^{*}}^{\prime};\delta\xi_{*}) to the linearized problem (5.23)-(5.31) near (U˙+;ψ˙;0)(\dot{U}_{+};\dot{\psi}^{\prime};0) as an operator:

(δU;δψ;δξ)=𝒯e(;𝒢;σΘ;σPe),\displaystyle(\delta{U}^{*};\delta{\psi^{*}}^{\prime};\delta\xi_{*})=\mathscr{T}_{e}(\mathscr{F};\mathscr{G};\sigma\Theta^{*};\sigma P_{\mathrm{e}}^{*}), (5.39)

where :=(f1,f2,f3)\mathscr{F}:=(f_{1},f_{2},f_{3}), 𝒢:=(G1,G2,G3,G4)\mathscr{G}:=(G_{1}^{*},G_{2}^{*},G_{3}^{*},G_{4}^{*}). In particular,

(U˙+;ψ˙;0)=𝒯e(˙;𝒢˙;σΘ˙;σPe˙),\displaystyle(\dot{U}_{+};\dot{\psi}^{\prime};0)=\mathscr{T}_{e}(\dot{\mathscr{F}};\dot{\mathscr{G}};\sigma\dot{\Theta};\sigma\dot{P_{\mathrm{e}}}), (5.40)

where ˙:=(0,0,B(U¯+))\dot{\mathscr{F}}:=(0,0,B(\bar{U}_{+})), 𝒢˙:=(g˙1,g˙2,g˙3,g˙4)\dot{\mathscr{G}}:=(\dot{g}_{1},\dot{g}_{2},\dot{g}_{3},\dot{g}_{4}).

When δξ\delta\xi_{*} is omitted, it will be denoted by

(δU;δψ)=𝒯(;𝒢;σΘ;σPe),\displaystyle(\delta{U}^{*};\delta{\psi^{*}}^{\prime})=\mathscr{T}(\mathscr{F};\mathscr{G};\sigma\Theta^{*};\sigma P_{\mathrm{e}}^{*}), (5.41)

and

(U˙+;ψ˙)=𝒯(˙;𝒢˙;σΘ˙;σPe˙)\displaystyle(\dot{U}_{+};\dot{\psi}^{\prime})=\mathscr{T}(\dot{\mathscr{F}};\dot{\mathscr{G}};\sigma\dot{\Theta};\sigma\dot{P_{\mathrm{e}}}) (5.42)

respectively.


Applying Theorem 3.1 and taking

𝒜:=2q¯+,:=21M¯+2ρ¯+2q¯+3,H1:=δp,H2:=δθ,£1:=f1,\displaystyle\mathcal{A}:=2\bar{q}_{+},\quad\mathcal{B}:=2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}},\quad H_{1}:=\delta p^{*},\quad H_{2}:=\delta{\theta}^{*},\quad\pounds_{1}:=f_{1},
£2:=f2,1:=g1,3:=σPe(r(L,η;δU)),4:=σΘ(ξ,δξ),\displaystyle\pounds_{2}:=f_{2},\quad\hbar_{1}:={g}_{1}^{*},\quad\hbar_{3}:=\sigma P_{\mathrm{e}}^{*}(r(L,\eta;\delta U)),\quad\hbar_{4}:=\sigma\Theta^{*}(\xi,\delta\xi_{*}), (5.43)

one obtains that the boundary value problem (5.23)\eqref{eq978}-(5.24)\eqref{eq0234} with the boundary conditions (5.27)\eqref{eq240}-(5.29)\eqref{eq867} and (5.35)\eqref{p^*} can be solved if and only if

Ω˙+ηf2(δU,δψ,δξ)dξdη\displaystyle\int_{\dot{\Omega}_{+}}\eta f_{2}(\delta U,\delta\psi^{\prime},\delta\xi_{*})\mathrm{d}\xi\mathrm{d}\eta
=\displaystyle= 21M¯+2ρ¯+2q¯+301η(g1(δU,δU,δψ,δξ)σPe(r(L,η;δU)))dη\displaystyle 2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta\cdot\Big{(}g_{1}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*})-\sigma P_{\mathrm{e}}^{*}(r(L,\eta;\delta U))\Big{)}\mathrm{d}\eta
+ξ˙LσΘ(ξ,δξ)dξ.\displaystyle+\int_{\dot{\xi}_{*}}^{L}\sigma\Theta^{*}(\xi,\delta\xi_{*})\mathrm{d}\xi. (5.44)

Then the following lemma holds:

Lemma 5.3.

Suppose that, for given (δU;δψ)(\delta U;\delta\psi^{\prime}) satisfies δU𝐇1,α(α;{Q3,Q4})(Ω˙+)\delta U\in\mathbf{H}_{1,\alpha}^{(-\alpha;\{Q_{3},Q_{4}\})}(\dot{\Omega}_{+}), δψ𝐇1,α(α;Q4)(Γ˙s)\delta\psi^{\prime}\in\mathbf{H}_{1,\alpha}^{(-\alpha;Q_{4})}(\dot{\Gamma}_{s}), f1(ξ,0)=0f_{1}(\xi,0)=0, and there exists a δξ\delta\xi_{*} such that (5.3)\eqref{eq248} holds. Then there exists a solution (δU;δψ)(\delta U^{*};\delta{\psi^{*}}^{\prime}) to the linearized problem (5.23)-(5.31), and satisfying the following estimates:

(δθ,δp)1,α;Ω˙+(α;{Q3,Q4})\displaystyle\|(\delta\theta^{*},\delta p^{*})\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}
\displaystyle\leq C(i=12fi0,α;Ω˙+(1α;{Q3,Q4})+g11,α;Γ˙s(α;Q4))\displaystyle C\Big{(}\sum_{i=1}^{2}\|f_{i}\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}+\|g_{1}^{*}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\Big{)}
+C(σPe1,α;Γ3(α;Q3)+σΘ1,α;Γ4(α;{Q3,Q4})),\displaystyle+C\left(\|\sigma P_{\mathrm{e}}^{*}\|_{1,\alpha;{\Gamma}_{3}}^{(-\alpha;Q_{3})}+\|\sigma\Theta^{*}\|_{1,\alpha;{\Gamma}_{4}}^{(-\alpha;\{Q_{3},Q_{4}\})}\right), (5.45)
(δq,δs)1,α;Γ˙s(α;Q4)+(δq,δs)0,α;Ω˙+(1α;{Q3,Q4})\displaystyle\|(\delta q^{*},\delta s^{*})\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}+\|(\delta q^{*},\delta s^{*})\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}
\displaystyle\leq C(i=13gi1,α;Γ˙s(α;Q4)+f3f3(ξ˙,η)0,α;Ω˙+(1α;{Q3,Q4})+δp0,α;Ω˙+(1α;{Q3,Q4})),\displaystyle C\Big{(}\sum_{i=1}^{3}\|g_{i}^{*}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}+\|f_{3}-f_{3}(\dot{\xi}_{*},\eta)\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}+\|\delta p^{*}\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}\Big{)}, (5.46)
δψ1,α;Γ˙s(α;Q4)C(δU1,α;Γ˙s(α;Q4)+G41,α;Γ˙s(α;Q4)),\displaystyle\|\delta{\psi^{*}}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq C\Big{(}\|\delta U^{*}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}+\|G_{4}^{*}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\Big{)}, (5.47)

where the constant CC depends on U¯±\bar{U}_{\pm}, LL, ξ˙\dot{\xi}_{*} and α\alpha.

Proof.

By employing Theorem 3.1, there exists a unique solution (δθ,δp)(\delta\theta^{*},\delta p^{*}) to the boundary value problem (5.23)\eqref{eq978}-(5.24)\eqref{eq0234} with the boundary conditions (5.27)\eqref{eq240}-(5.29)\eqref{eq867} and (5.35)\eqref{p^*} and satisfying the estimate (5.45).

Moreover, by the equations (5.25)\eqref{eq979}-(5.26)\eqref{eq980} with the initial data (5.35)-(5.37), direct calculation implies that

δs=g3,\displaystyle\delta s^{*}=g_{3}^{*}, (5.48)
q¯+δq+1ρ¯+δp+T¯+δs=(q¯+δq+1ρ¯+δp+T¯+δs)(ξ˙,η)\displaystyle\bar{q}_{+}\delta q^{*}+\displaystyle\frac{1}{\bar{\rho}_{+}}\delta p^{*}+\bar{T}_{+}\delta s^{*}=\Big{(}\bar{q}_{+}\delta q^{*}+\displaystyle\frac{1}{\bar{\rho}_{+}}\delta p^{*}+\bar{T}_{+}\delta s^{*}\Big{)}(\dot{\xi}_{*},\eta)
+(f3f3(ξ˙,η)),\displaystyle\qquad\qquad\qquad\qquad\qquad\quad+\Big{(}f_{3}-f_{3}(\dot{\xi}_{*},\eta)\Big{)}, (5.49)

which yields that there exists a unique solution (δq,δs)(\delta q^{*},\delta s^{*}) and it satisfies the estimate (5.46).

Finally, by (5.38)\eqref{eq870}, 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 (δU,δψ)(\delta U,\delta\psi^{\prime}) such that δξ\delta\xi_{*} can be determined, and the iteration mapping 𝚷\mathbf{\Pi} is well defined and contractive.

Let ε>0\varepsilon>0. Define

N(ε):=\displaystyle\textsl{N}(\varepsilon):= {(δU,δψ):δU(Ω˙+;Γ˙s)+δψ1,α;Γ˙s(α;Q4)ε,δψ(0)=0,\displaystyle\Big{\{}(\delta U,\delta\psi^{\prime}):\|\delta U\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}+\|\delta\psi^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq\varepsilon,\quad\delta\psi^{\prime}(0)=0,
δθ(ξ,0)=0,η(δp,δq,δs)(ξ,0)=0,η2δθ(ξ,0)=0}.\displaystyle\quad\delta\theta(\xi,0)=0,\quad\partial_{\eta}(\delta p,\delta q,\delta s)(\xi,0)=0,\quad\partial_{\eta}^{2}\delta\theta(\xi,0)=0\Big{\}}.

First, one needs to show that for given (δU,δψ)(\delta U,\delta\psi^{\prime}), there exists a δξ\delta\xi_{*} such that the solvability condition (5.3) holds. We have the following lemma.

Lemma 6.1.

There exists a positive constant σ1\sigma_{1} with 0<σ110<\sigma_{1}\ll 1, such that for any 0<σσ10<\sigma\leq\sigma_{1}, if (δUU˙+;δψψ˙)N(12σ32)(\delta U-\dot{U}_{+};\delta\psi^{\prime}-\dot{\psi}^{\prime})\in\textsl{N}(\frac{1}{2}\sigma^{\frac{3}{2}}), then there exists a solution δξ\delta\xi_{*} to the equation (5.3)\eqref{eq248} satisfying the following estimate:

|δξ|Csσ,|\delta\xi_{*}|\leq C_{\mathrm{s}}\sigma, (6.1)

where the constant CsC_{\mathrm{s}} depends on ξ˙\dot{\xi}_{*}, 1|Θ(ξ˙)|\displaystyle\frac{1}{|\Theta(\dot{\xi}_{*})|}, U¯±\bar{U}_{\pm}, LL and α\alpha.

Proof.

Define

I(δξ,δU,δψ,δU)\displaystyle I(\delta\xi_{*},\delta{U},\delta\psi^{\prime},\delta U_{-}) (6.2)
:=\displaystyle:= Ω˙+ηf2(δU,δψ,δξ)dξdη+ξ˙LσΘ(ξ,δξ)dξ\displaystyle-\int_{\dot{\Omega}_{+}}\eta f_{2}(\delta U,\delta\psi^{\prime},\delta\xi_{*})\mathrm{d}\xi\mathrm{d}\eta+\int_{\dot{\xi}_{*}}^{L}\sigma\Theta^{*}(\xi,\delta\xi_{*})\mathrm{d}\xi
+21M¯+2ρ¯+2q¯+301η(g1(δU,δU,δψ,δξ)σPe(r(L,η;δU)))dη.\displaystyle+2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta\Big{(}g_{1}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*})-\sigma P_{\mathrm{e}}^{*}(r(L,\eta;\delta U))\Big{)}\mathrm{d}\eta.

It is easy to verify that

I(0,0,0,U˙)=0.I(0,0,0,\dot{U}_{-})=0. (6.3)

We claim that there exists a sufficiently small constant σ1>0\sigma_{1}>0, such that for any 0<σσ10<\sigma\leq\sigma_{1}, if (δUU˙+;δψψ˙)N(12σ32)(\delta U-\dot{U}_{+};\delta\psi^{\prime}-\dot{\psi}^{\prime})\in\textsl{N}(\frac{1}{2}\sigma^{\frac{3}{2}}), it holds that

I(δξ)(0,0,0,U˙)0.\displaystyle\frac{\partial I}{\partial(\delta\xi_{*})}(0,0,0,\dot{U}_{-})\neq 0. (6.4)

Therefore, by applying the implicit function theorem, there exists a δξ\delta\xi_{*} to the equation (6.2). To prove this, one needs to analyze each term of II.

First, by applying (δUU˙+;δψψ˙)N(12σ32)(\delta U-\dot{U}_{+};\delta\psi^{\prime}-\dot{\psi}^{\prime})\in\textsl{N}(\frac{1}{2}\sigma^{\frac{3}{2}}) and Lemma 4.4, it is easy to see that

δU(Ω˙+;Γ˙s)+δψ1,α;Γ˙s(α;Q4)Cσ.\displaystyle\|\delta U\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}+\|\delta\psi^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq C_{*}\sigma. (6.5)

By (6.5), it follows that

Pe(r(L,η;δU))\displaystyle P_{\mathrm{e}}^{*}(r(L,\eta;\delta U)) =Pe(η)+(Pe((20η2tρu(L,t)dt)12)Pe((20η2tρ¯+q¯+dt)12))\displaystyle={P}_{\mathrm{e}}(\eta)+\Big{(}P_{\mathrm{e}}((2\int_{0}^{{\eta}}\frac{2t}{\rho u(L,t)}\mathrm{d}t)^{\frac{1}{2}})-P_{\mathrm{e}}((2\int_{0}^{{\eta}}\frac{2t}{\bar{\rho}_{+}\bar{q}_{+}}\mathrm{d}t)^{\frac{1}{2}})\Big{)} (6.6)
=Pe(η)+O(1)σ,\displaystyle={P}_{\mathrm{e}}(\eta)+O(1)\sigma,

where we use the assumption ρ¯+q¯+=2\bar{\rho}_{+}\bar{q}_{+}=2, and O(1)O(1) depends on CC_{*} and Pe{P}_{\mathrm{e}}^{{}^{\prime}}. Thus,

01η(σPe(r(L,η;δU)))dη=01η(σPe(η))dη+O(1)σ2.\displaystyle\int_{0}^{1}\eta\Big{(}\sigma P_{\mathrm{e}}^{*}(r(L,\eta;\delta U))\Big{)}\mathrm{d}\eta=\int_{0}^{1}\eta\Big{(}\sigma{P}_{\mathrm{e}}(\eta)\Big{)}\mathrm{d}\eta+O(1)\sigma^{2}. (6.7)

Moreover, direct calculations yield that

ξ˙LσΘ(ξ,δξ)dξ\displaystyle\int_{\dot{\xi}_{*}}^{L}\sigma\Theta^{*}(\xi,\delta\xi_{*})\mathrm{d}\xi
=\displaystyle= σξ˙LΘ(τ)dτ+σξ˙+δξ˙ξ˙Θ(τ)dτ+σδξLξξ˙+δξLΘ(τ)dτ.\displaystyle\sigma\int_{\dot{\xi}_{*}}^{L}\Theta(\tau)\mathrm{d}\tau+\sigma\int_{\dot{\xi}_{*}+\delta\dot{\xi}_{*}}^{\dot{\xi}_{*}}\Theta(\tau)\mathrm{d}\tau+\sigma\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\int_{\dot{\xi}_{*}+\delta\xi_{*}}^{L}\Theta(\tau)\mathrm{d}\tau. (6.8)

To estimate g1g_{1}^{*}, recalling (5.30), for j=1,2,3j=1,2,3, one has

Gj=\displaystyle G_{j}^{*}= αj+δUGj(U,U(δψ,ξ))\displaystyle\alpha_{j}^{+}\cdot\delta U-G_{j}\Big{(}U,U_{-}(\delta\psi^{\prime},\xi_{*})\Big{)}
=\displaystyle= (αj+δU+αjδU(δψ,ξ)Gj(U,U(δψ,ξ)))\displaystyle\Big{(}\alpha_{j}^{+}\cdot\delta U+\alpha_{j}^{-}\cdot\delta U_{-}(\delta\psi^{\prime},\xi_{*})-G_{j}(U,U_{-}(\delta\psi^{\prime},\xi_{*}))\Big{)}
αj(δU(δψ,ξ)U˙(ξ˙,η))αjU˙(ξ˙,η),\displaystyle-\alpha_{j}^{-}\cdot\Big{(}\delta U_{-}(\delta\psi^{\prime},\xi_{*})-\dot{U}_{-}(\dot{\xi}_{*},\eta)\Big{)}-\alpha_{j}^{-}\cdot\dot{U}_{-}(\dot{\xi}_{*},\eta), (6.9)

where

αj+δU+αjδU(δψ,ξ)Gj(U,U(δψ,ξ))\displaystyle\alpha_{j}^{+}\cdot\delta U+\alpha_{j}^{-}\cdot\delta U_{-}(\delta\psi^{\prime},\xi_{*})-G_{j}(U,U_{-}(\delta\psi^{\prime},\xi_{*})) (6.10)
=\displaystyle= 1201D2Gj(U¯++tδU;U¯+tδU)dt(δU;δU)2\displaystyle\frac{1}{2}\int_{0}^{1}D^{2}G_{j}(\bar{U}_{+}+t\delta U;\bar{U}_{-}+t\delta U_{-})\mathrm{d}t\cdot(\delta U;\delta U_{-})^{2}
=\displaystyle= O(1)σ2.\displaystyle O(1)\sigma^{2}.

Moreover, by Lemma 4.1 and Lemma 5.1, it holds that

δU(δψ,ξ)U˙(ξ˙,η)\displaystyle\delta U_{-}(\delta\psi^{\prime},\xi_{*})-\dot{U}_{-}(\dot{\xi}_{*},\eta)
=\displaystyle= (δU(δψ,ξ)U˙(ξη1δψ(τ)dτ,η))\displaystyle\Big{(}\delta U_{-}(\delta\psi^{\prime},\xi_{*})-\dot{U}_{-}(\xi_{*}-\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau,\eta)\Big{)}
+(U˙(ξη1δψ(τ)dτ,η)U˙(ξ,η))+(U˙(ξ,η)U˙(ξ˙,η))\displaystyle+\Big{(}\dot{U}_{-}(\xi_{*}-\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau,\eta)-\dot{U}_{-}({\xi}_{*},\eta)\Big{)}+\Big{(}\dot{U}_{-}({\xi}_{*},\eta)-\dot{U}_{-}(\dot{\xi}_{*},\eta)\Big{)}
=\displaystyle= O(1)σ2+(U˙(ξ,η)U˙(ξ˙,η)).\displaystyle O(1)\sigma^{2}+\Big{(}\dot{U}_{-}({\xi}_{*},\eta)-\dot{U}_{-}(\dot{\xi}_{*},\eta)\Big{)}. (6.11)

Therefore

Gj=αjU˙(ξ˙+δξ,η)+O(1)σ2,G_{j}^{*}=-\alpha_{j}^{-}\cdot\dot{U}_{-}(\dot{\xi}_{*}+\delta\xi_{*},\eta)+O(1)\sigma^{2}, (6.12)

which yields that

gj=g˙j(ξ˙+δξ,η)+O(1)σ2,g_{j}^{*}=\dot{g}_{j}(\dot{\xi}_{*}+\delta\xi_{*},\eta)+O(1)\sigma^{2}, (6.13)

where O(1)O(1) depends on CC_{*}, U¯±\bar{U}_{\pm}, LL and Θ\Theta. Thus,

01ηg1(δU,δU,δψ,δξ)dη=01ηg˙j(ξ˙+δξ,η)dη+O(1)σ2.\displaystyle\int_{0}^{1}\eta g_{1}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*})\mathrm{d}\eta=\int_{0}^{1}\eta\dot{g}_{j}(\dot{\xi}_{*}+\delta\xi_{*},\eta)\mathrm{d}\eta+O(1)\sigma^{2}. (6.14)

It remains to estimate f2f_{2}. One has

f2(δU;δψ,δξ)\displaystyle f_{2}(\delta U;\delta\psi^{\prime},\delta\xi_{*})
=\displaystyle= (2M¯+21ρ¯+2q¯+32ηrcosθρqM21ρq2)ξδp+(δθη2ηr2sinθρq)\displaystyle\Big{(}2\displaystyle\frac{\bar{M}_{+}^{2}-1}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}-\displaystyle\frac{2\eta}{r}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{M^{2}-1}{\rho q^{2}}\Big{)}\partial_{\xi}\delta p+\Big{(}\displaystyle\frac{\delta\theta}{\eta}-\displaystyle\frac{2\eta}{r^{2}}\displaystyle\frac{\sin\theta}{\rho q}\Big{)}
+LξLψ(η)δψ(η)ξδθ+2ηrδξη1δψ(τ)dτLψ(η)sinθρqξδθ\displaystyle+\displaystyle\frac{L-\xi}{L-\psi(\eta)}\delta\psi^{\prime}(\eta)\partial_{\xi}\delta\theta+\displaystyle\frac{2\eta}{r}\displaystyle\frac{\delta\xi_{*}-\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau}{L-\psi(\eta)}\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}\delta\theta
+2ηrη1δψ(τ)dτLψ(η)cosθρqM21ρq2ξp\displaystyle+\displaystyle\frac{2\eta}{r}\displaystyle\frac{\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau}{L-\psi(\eta)}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{M^{2}-1}{\rho q^{2}}\partial_{\xi}p
+(2ηrδξLψ(η)cosθρq1M2ρq2ξp).\displaystyle+\Big{(}\displaystyle\frac{2\eta}{r}\displaystyle\frac{\delta\xi_{*}}{L-\psi(\eta)}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{1-M^{2}}{\rho q^{2}}\partial_{\xi}p\Big{)}. (6.15)

Notice that by (6.5), it holds that

r=\displaystyle r= r¯+((20η2tρqcosθdt)12(20η2tρ¯+q¯+dt)12)\displaystyle\bar{r}+\left(\Big{(}2\int_{0}^{\eta}\frac{2t}{\rho q\cos\theta}\mathrm{d}t\Big{)}^{\frac{1}{2}}-\Big{(}2\int_{0}^{\eta}\frac{2t}{\bar{\rho}_{+}\bar{q}_{+}}\mathrm{d}t\Big{)}^{\frac{1}{2}}\right)
=\displaystyle= η+O(1)ση,\displaystyle\eta+O(1)\sigma\cdot\eta, (6.16)

where r¯=η\bar{r}=\eta under the assumption ρ¯+q¯+=2\bar{\rho}_{+}\bar{q}_{+}=2, and O(1)O(1) depends on CC_{*}. Thus, (6.5) and (6) yield that

Ω˙+η((2M¯+21ρ¯+2q¯+32ηrcosθρqM21ρq2)ξδp+(δθη2ηr2sinθρq))dξdη\displaystyle\int_{\dot{\Omega}_{+}}\eta\left(\Big{(}2\displaystyle\frac{\bar{M}_{+}^{2}-1}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}-\displaystyle\frac{2\eta}{r}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{M^{2}-1}{\rho q^{2}}\Big{)}\partial_{\xi}\delta p+\Big{(}\displaystyle\frac{\delta\theta}{\eta}-\displaystyle\frac{2\eta}{r^{2}}\displaystyle\frac{\sin\theta}{\rho q}\Big{)}\right)\mathrm{d}\xi\mathrm{d}\eta
=\displaystyle= O(1)δU(Ω˙+;Γ˙s)2=O(1)σ2,\displaystyle O(1)\|\delta U\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}^{2}=O(1)\sigma^{2}, (6.17)

where O(1)O(1) depends on U¯+\bar{U}_{+}, ξ˙\dot{\xi}_{*}, CC_{*} and α\alpha. Moreover,

Ω˙+η(LξLψ(η)δψ(η)ξδθ+2ηrδξη1δψ(τ)dτLψ(η)sinθρqξδθ)dξdη\displaystyle\int_{\dot{\Omega}_{+}}\eta\Big{(}\displaystyle\frac{L-\xi}{L-\psi(\eta)}\delta\psi^{\prime}(\eta)\partial_{\xi}\delta\theta+\displaystyle\frac{2\eta}{r}\displaystyle\frac{\delta\xi_{*}-\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau}{L-\psi(\eta)}\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}\delta\theta\Big{)}\mathrm{d}\xi\mathrm{d}\eta
+Ω˙+η(2ηrη1δψ(τ)dτLψ(η)cosθρqM21ρq2ξp)dξdη\displaystyle+\int_{\dot{\Omega}_{+}}\eta\Big{(}\displaystyle\frac{2\eta}{r}\displaystyle\frac{\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau}{L-\psi(\eta)}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{M^{2}-1}{\rho q^{2}}\partial_{\xi}p\Big{)}\mathrm{d}\xi\mathrm{d}\eta
=\displaystyle= O(1)δψL(Γ˙s)δθ1,α;Ω˙+(α;{Q3,Q4})+O(1)δψL(Γ˙s)δU(Ω˙+;Γ˙s)2\displaystyle O(1)\|\delta\psi^{\prime}\|_{L^{\infty}(\dot{\Gamma}_{s})}\|\delta\theta\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}+O(1)\|\delta\psi^{\prime}\|_{L^{\infty}(\dot{\Gamma}_{s})}\|\delta U\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}^{2}
+O(1)δU(Ω˙+;Γ˙s)2δξ+O(1)δψL(Γ˙s)δU(Ω˙+;Γ˙s)\displaystyle+O(1)\|\delta U\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}^{2}\delta\xi_{*}+O(1)\|\delta\psi^{\prime}\|_{L^{\infty}(\dot{\Gamma}_{s})}\|\delta U\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}
=\displaystyle= O(1)σ2+O(1)σ2δξ,\displaystyle O(1)\sigma^{2}+O(1)\sigma^{2}\cdot\delta\xi_{*}, (6.18)

where O(1)O(1) depends on U¯+\bar{U}_{+}, ξ˙\dot{\xi}_{*}, CC_{*} and α\alpha. Finally, it holds that

2ηrδξLψ(η)cosθρq1M2ρq2ξp\displaystyle\displaystyle\frac{2\eta}{r}\displaystyle\frac{\delta\xi_{*}}{L-\psi(\eta)}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{1-M^{2}}{\rho q^{2}}\partial_{\xi}p
=\displaystyle= (2ηr2ηr¯)δξLψ(η)cosθρq1M2ρq2ξp\displaystyle\Big{(}\displaystyle\frac{2\eta}{r}-\displaystyle\frac{2\eta}{\bar{r}}\Big{)}\displaystyle\frac{\delta\xi_{*}}{L-\psi(\eta)}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{1-M^{2}}{\rho q^{2}}\partial_{\xi}p
+2δξLψ(η)(cosθρq1M2ρq21ρ¯+q¯+1M¯+2ρ¯+q¯+2)ξδp\displaystyle+2\displaystyle\frac{\delta\xi_{*}}{L-\psi(\eta)}\Big{(}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{1-M^{2}}{\rho q^{2}}-\displaystyle\frac{1}{\bar{\rho}_{+}\bar{q}_{+}}\cdot\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}\bar{q}_{+}^{2}}\Big{)}\partial_{\xi}\delta p
+2δξLψ(η)1ρ¯+q¯+1M¯+2ρ¯+q¯+2ξ(δpp˙+)\displaystyle+2\displaystyle\frac{\delta\xi_{*}}{L-\psi(\eta)}\displaystyle\frac{1}{\bar{\rho}_{+}\bar{q}_{+}}\cdot\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}\bar{q}_{+}^{2}}\partial_{\xi}(\delta p-\dot{p}_{+})
2δξη1δψ(τ)𝑑τ(Lψ(η))(Lξ)1ρ¯+q¯+1M¯+2ρ¯+q¯+2ξp˙+\displaystyle-2\displaystyle\frac{\delta\xi_{*}\cdot\int_{\eta}^{1}\delta\psi^{\prime}(\tau)d\tau}{(L-\psi(\eta))(L-\xi_{*})}\cdot\displaystyle\frac{1}{\bar{\rho}_{+}\bar{q}_{+}}\cdot\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}\bar{q}_{+}^{2}}\partial_{\xi}\dot{p}_{+}
+2δξLξ1ρ¯+q¯+1M¯+2ρ¯+q¯+2ξp˙+.\displaystyle+2\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\displaystyle\frac{1}{\bar{\rho}_{+}\bar{q}_{+}}\cdot\displaystyle\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}\bar{q}_{+}^{2}}\partial_{\xi}\dot{p}_{+}. (6.19)

By employing (2.43)\eqref{eq843+}, it holds that

Ω˙+21ρ¯+q¯+1M¯+2ρ¯+q¯+2ξ(ηp˙+)dξdη=ξ˙L01η(ηθ˙+)dηdξ=σξ˙LΘ(ξ)dξ.\displaystyle\int_{\dot{\Omega}_{+}}2\frac{1}{\bar{\rho}_{+}\bar{q}_{+}}\cdot\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}\bar{q}_{+}^{2}}\partial_{\xi}(\eta\dot{p}_{+})\mathrm{d}\xi\mathrm{d}\eta=\int_{\dot{\xi}_{*}}^{L}\int_{0}^{1}\partial_{\eta}(\eta\dot{\theta}_{+})\mathrm{d}\eta\mathrm{d}\xi=\sigma\int_{\dot{\xi}_{*}}^{L}\Theta(\xi)\mathrm{d}\xi. (6.20)

Thus, one has

Ω˙+η(2ηrδξLψ(η)cosθρq1M2ρq2ξp)dξdη\displaystyle\int_{\dot{\Omega}_{+}}\eta\Big{(}\displaystyle\frac{2\eta}{r}\displaystyle\frac{\delta\xi_{*}}{L-\psi(\eta)}\displaystyle\frac{\cos\theta}{\rho q}\displaystyle\frac{1-M^{2}}{\rho q^{2}}\partial_{\xi}p\Big{)}\mathrm{d}\xi\mathrm{d}\eta
=\displaystyle= O(1)σδp1,α;Ω˙+(α;{Q3,Q4})δξ+O(1)δUL(Ω˙+)δp1,α;Ω˙+(α;{Q3,Q4})\displaystyle O(1)\sigma\|\delta p\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}\cdot\delta\xi_{*}+O(1)\|\delta U\|_{L^{\infty}(\dot{\Omega}_{+})}\|\delta p\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}
+O(1)δpp˙+1,α;Ω˙+(α;{Q3,Q4})δξ\displaystyle+O(1)\|\delta p-\dot{p}_{+}\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}\cdot\delta\xi_{*}
+O(1)δψL(Γ˙s)p˙+1,α;Ω˙+(α;{Q3,Q4})δξ+δξLξσξ˙LΘ(ξ)dξ\displaystyle+O(1)\|\delta\psi^{\prime}\|_{L^{\infty}(\dot{\Gamma}_{s})}\|\dot{p}_{+}\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}\cdot\delta\xi_{*}+\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\sigma\int_{\dot{\xi}_{*}}^{L}\Theta(\xi)\mathrm{d}\xi
=\displaystyle= δξLξσξ˙LΘ(ξ)dξ+O(1)σ32δξ,\displaystyle\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\sigma\int_{\dot{\xi}_{*}}^{L}\Theta(\xi)\mathrm{d}\xi+O(1)\sigma^{\frac{3}{2}}\cdot\delta\xi_{*}, (6.21)

where O(1)O(1) depends on U¯+\bar{U}_{+}, ξ˙\dot{\xi}_{*}, CC_{*} and α\alpha.

Therefore, concluding the estimates (6)-(6) for terms of f2f_{2} in (6), one obtains

Ω˙+ηf2(δU,δψ,δξ)dξdη\displaystyle-\int_{\dot{\Omega}_{+}}\eta f_{2}(\delta U,\delta\psi^{\prime},\delta\xi_{*})\mathrm{d}\xi\mathrm{d}\eta
=\displaystyle= δξLξσξ˙LΘ(ξ)dξ+O(1)σ32δξ+O(1)σ2.\displaystyle-\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\sigma\int_{\dot{\xi}_{*}}^{L}\Theta(\xi)\mathrm{d}\xi+O(1)\sigma^{\frac{3}{2}}\cdot\delta\xi_{*}+O(1)\sigma^{2}. (6.22)

Hence, it holds that

I(δξ,δU,δψ,δU)\displaystyle I(\delta\xi_{*},\delta{U},\delta\psi^{\prime},\delta U_{-})
=\displaystyle= δξLξσξ˙LΘ(ξ)dξ+O(1)σ32δξ+O(1)σ2\displaystyle-\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\sigma\int_{\dot{\xi}_{*}}^{L}\Theta(\xi)\mathrm{d}\xi+O(1)\sigma^{\frac{3}{2}}\cdot\delta\xi_{*}+O(1)\sigma^{2}
+σξ˙LΘ(τ)dτ+σξ˙+δξ˙ξ˙Θ(τ)dτ+σδξLξξ˙+δξLΘ(τ)dτ\displaystyle+\sigma\int_{\dot{\xi}_{*}}^{L}\Theta(\tau)\mathrm{d}\tau+\sigma\int_{\dot{\xi}_{*}+\delta\dot{\xi}_{*}}^{\dot{\xi}_{*}}\Theta(\tau)\mathrm{d}\tau+\sigma\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\int_{\dot{\xi}_{*}+\delta\xi_{*}}^{L}\Theta(\tau)\mathrm{d}\tau
+21M¯+2ρ¯+2q¯+301ηg˙1(ξ˙+δξ,η)dη+O(1)σ2\displaystyle+2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta\dot{g}_{1}(\dot{\xi}_{*}+\delta\xi_{*},\eta)\mathrm{d}\eta+O(1)\sigma^{2}
21M¯+2ρ¯+2q¯+3σ01ηPe(η)dη+O(1)σ2\displaystyle-2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\sigma\int_{0}^{1}\eta{P}_{\mathrm{e}}(\eta)\mathrm{d}\eta+O(1)\sigma^{2}
=\displaystyle= 21M¯+2ρ¯+2q¯+301η(g˙1(ξ˙,η)σPe(η))dη+σξ˙LΘ(τ)dτ\displaystyle 2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta\left(\dot{g}_{1}(\dot{\xi}_{*},\eta)-\sigma{P}_{\mathrm{e}}(\eta)\right)\mathrm{d}\eta+\sigma\int_{\dot{\xi}_{*}}^{L}\Theta(\tau)\mathrm{d}\tau
+21M¯+2ρ¯+2q¯+301η(g˙1(ξ˙+δξ,η)g˙1(ξ˙,η))dη+σξ˙+δξξ˙Θ(τ)dτ\displaystyle+2\frac{1-\bar{M}_{+}^{2}}{\bar{\rho}_{+}^{2}\bar{q}_{+}^{3}}\int_{0}^{1}\eta\left(\dot{g}_{1}(\dot{\xi}_{*}+\delta\xi_{*},\eta)-\dot{g}_{1}(\dot{\xi}_{*},\eta)\right)\mathrm{d}\eta+\sigma\int_{\dot{\xi}_{*}+\delta\xi_{*}}^{\dot{\xi}_{*}}\Theta(\tau)\mathrm{d}\tau
+δξLξσ(ξ˙LΘ(τ)dτ+ξ˙+δξLΘ(τ)dτ)+O(1)σ32δξ+O(1)σ2.\displaystyle+\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\sigma\left(-\int_{\dot{\xi}_{*}}^{L}\Theta(\tau)\mathrm{d}\tau+\int_{\dot{\xi}_{*}+\delta\xi_{*}}^{L}\Theta(\tau)\mathrm{d}\tau\right)+O(1)\sigma^{\frac{3}{2}}\cdot\delta\xi_{*}+O(1)\sigma^{2}. (6.23)

Then, by employing the equations (4.35)\eqref{eq150}, (4.25) and (4.4), it holds that

I(δξ,δU,δψ,δU)\displaystyle I(\delta\xi_{*},\delta{U},\delta\psi^{\prime},\delta U_{-})
=\displaystyle= (1k˙)σ(0ξ˙+δξΘ(τ)dτ0ξ˙Θ(τ)dτ)+σξ˙+δξξ˙Θ(τ)dτ\displaystyle(1-\dot{k})\sigma\left(\int_{0}^{\dot{\xi}_{*}+\delta\xi_{*}}\Theta(\tau)\mathrm{d}\tau-\int_{0}^{\dot{\xi}_{*}}\Theta(\tau)\mathrm{d}\tau\right)+\sigma\int_{\dot{\xi}_{*}+\delta\xi_{*}}^{\dot{\xi}_{*}}\Theta(\tau)\mathrm{d}\tau
+δξLξσξ˙+δξξ˙Θ(τ)dτ+O(1)σ32δξ+O(1)σ2\displaystyle+\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\sigma\int_{\dot{\xi}_{*}+\delta\xi_{*}}^{\dot{\xi}_{*}}\Theta(\tau)\mathrm{d}\tau+O(1)\sigma^{\frac{3}{2}}\cdot\delta\xi_{*}+O(1)\sigma^{2}
=\displaystyle= (σk˙Θ(ξ˙)δξ+O(1)σδξ2)+σδξLξ(Θ(ξ˙)δξ+O(1)δξ2)\displaystyle\Big{(}-\sigma\dot{k}\Theta(\dot{\xi}_{*})\delta\xi_{*}+O(1)\sigma\cdot\delta\xi_{*}^{2}\Big{)}+\sigma\cdot\displaystyle\frac{\delta\xi_{*}}{L-\xi_{*}}\Big{(}-\Theta(\dot{\xi}_{*})\delta\xi_{*}+O(1)\delta\xi_{*}^{2}\Big{)}
+O(1)σ32δξ+O(1)σ2\displaystyle+O(1)\sigma^{\frac{3}{2}}\cdot\delta\xi_{*}+O(1)\sigma^{2}
=\displaystyle= (σk˙Θ(ξ˙)+O(1)σ32)δξ+O(1)σδξ2+O(1)σ2,\displaystyle\Big{(}-\sigma\dot{k}\Theta(\dot{\xi}_{*})+O(1)\sigma^{\frac{3}{2}}\Big{)}\cdot\delta\xi_{*}+O(1)\sigma\cdot\delta\xi_{*}^{2}+O(1)\sigma^{2}, (6.24)

where O(1)O(1) depends on ξ˙\dot{\xi}_{*}, U¯±\bar{U}_{\pm}, LL, α\alpha and PeP_{\mathrm{e}}^{{}^{\prime}}.

Obviously, (6) implies that, as long as Θ(ξ˙)0\Theta(\dot{\xi}_{*})\neq 0 and σ\sigma small enough, one has

Iδξ(0,0,0,U˙)=σk˙Θ(ξ˙)+O(1)σ320.\frac{\partial I}{\partial{\delta\xi_{*}}}(0,0,0,\dot{U}_{-})=-\sigma\dot{k}\Theta(\dot{\xi}_{*})+O(1)\sigma^{\frac{3}{2}}\neq 0. (6.25)

By applying the implicit function theorem, there exists a solution δξ\delta\xi_{*} satisfying the equation (5.3)\eqref{eq248}, and

|δξ||O(1)σk˙Θ(ξ˙)|Csσ.|\delta\xi_{*}|\leq\Big{|}\frac{O(1)\sigma}{\dot{k}\Theta(\dot{\xi}_{*})}\Big{|}\leq C_{\mathrm{s}}\sigma. (6.26)

Define

𝒩(U˙+;ψ˙):={(δU;δψ):(δUU˙+;δψψ˙)N(12σ32)}.\displaystyle\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}):=\Big{\{}(\delta U;\delta\psi^{\prime}):(\delta U-\dot{U}_{+};\delta\psi^{\prime}-\dot{\psi}^{\prime})\in\textsl{N}\Big{(}\frac{1}{2}\sigma^{\frac{3}{2}}\Big{)}\Big{\}}.

Lemma 5.3 and Lemma 6.1 imply that the existence of the solution (δU,δψ;δξ)(\delta U^{*},\delta{\psi^{*}}^{\prime};\delta\xi_{*}) to the linearized problem (5.23)-(5.31) as (δU;δψ)𝒩(U˙+;ψ˙)(\delta U;\delta\psi^{\prime})\in\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}). Furthermore, it can be proved that (δU;δψ)𝒩(U˙+;ψ˙)(\delta{U}^{*};\delta{\psi^{*}}^{\prime})\in\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}) if σ\sigma sufficiently small, i.e., the iteration mapping 𝚷\mathbf{\Pi} is well defined, as the following lemma shows:

Lemma 6.2.

There exists a positive constant σ2\sigma_{2} with 0<σ210<\sigma_{2}\ll 1, such that for any 0<σσ20<\sigma\leq\sigma_{2}, if (δU;δψ)𝒩(U˙+;ψ˙)(\delta U;\delta\psi^{\prime})\in\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}), then there exists a solution (δU;δψ)(\delta{U}^{*};\delta{\psi^{*}}^{\prime}) to the linearized problem (5.23)-(5.31) and satisfies (δU;δψ)𝒩(U˙+;ψ˙)(\delta{U}^{*};\delta{\psi^{*}}^{\prime})\in\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}).

Proof.

The proof is divided into three steps.

Step 1: In this step, we prove the existence of the solution (δU;δψ)(\delta{U}^{*};\delta{\psi^{*}}^{\prime}).

By Lemma 5.3 and Lemma 6.1, it suffices to verify that f1(ξ,0)=0f_{1}(\xi,0)=0 and fi𝐇0,α(1α;{Q3,Q4})(Ω˙+)f_{i}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\{Q_{3},Q_{4}\})}(\dot{\Omega}_{+}), (i=1,2)(i=1,2).

Since (δU;δψ)𝒩(U˙+;ψ˙)(\delta U;\delta\psi^{\prime})\in\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}), then there exist positive constants κ1\kappa_{1} and κ2\kappa_{2} depending only on the background solution U¯+\bar{U}_{+}, such that

κ1ηrκ2η,\displaystyle\kappa_{1}\eta\leq r\leq\kappa_{2}\eta, (6.27)

which implies that

1κ2ηr1κ1.\displaystyle\frac{1}{\kappa_{2}}\leq\displaystyle\frac{\eta}{r}\leq\frac{1}{\kappa_{1}}. (6.28)

Recalling the definition of f1f_{1}, since δθ(ξ,0)=0\delta\theta(\xi,0)=0 and δψ(0)=0\delta\psi^{\prime}(0)=0, it is easy to check that f1(ξ,0)=0f_{1}(\xi,0)=0 and f1𝐇0,α(1α;{Q3,Q4})(Ω˙+)f_{1}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\{Q_{3},Q_{4}\})}(\dot{\Omega}_{+}) by employing (6.28).

Moreover, notice that

δθη2ηr2sinθρq=O(1)(δθ)2η,\displaystyle\frac{\delta\theta}{\eta}-\displaystyle\frac{2\eta}{r^{2}}\displaystyle\frac{\sin\theta}{\rho q}=O(1)\frac{(\delta\theta)^{2}}{\eta}, (6.29)

where we use the assumption ρ¯+q¯+=2\bar{\rho}_{+}\bar{q}_{+}=2 and O(1)O(1) depends on U¯+\bar{U}_{+} and ξ˙\dot{\xi}_{*}. Then it is easy to see that (δθ)2η(ξ,0+)=0\displaystyle\frac{(\delta\theta)^{2}}{\eta}(\xi,0+)=0 due to δθ(ξ,0+)=0\delta\theta(\xi,0+)=0. Thus f2f_{2} is not singular on {η=0}\{\eta=0\} and one has f2𝐇0,α(1α;{Q3,Q4})(Ω˙+)f_{2}\in\mathbf{H}_{0,\alpha}^{(1-\alpha;\{Q_{3},Q_{4}\})}(\dot{\Omega}_{+}). Then, by employing Theorem 3.1, there exists a solution (δθ,δp)(\delta\theta^{*},\delta{p}^{*}) to the linearized problem (5.23)\eqref{eq978}-(5.24)\eqref{eq0234} with the boundary conditions (5.27)\eqref{eq240}-(5.29)\eqref{eq867} and (5.35)\eqref{p^*}. Furthermore, by Lemma 5.3, the existence of the solution (δU;δψ)(\delta{U}^{*};\delta{\psi^{*}}^{\prime}) to the linearized problem (5.23)-(5.31) can be established.

Step 2: In this step, we will establish the estimate for the solution (δUU˙+;δψψ˙)(\delta{U}^{*}-\dot{U}_{+};\delta{\psi^{*}}^{\prime}-\dot{\psi}^{\prime}).

Applying the definitions (5.41)-(5.42), one has

(δUU˙+;δψψ˙)=𝒯(˙;𝒢𝒢˙;σΘσΘ˙;σPeσP˙e),\displaystyle(\delta{U}^{*}-\dot{U}_{+};\delta{\psi^{*}}^{\prime}-\dot{\psi}^{\prime})=\mathscr{T}(\mathscr{F}-\dot{\mathscr{F}};\mathscr{G}-\dot{\mathscr{G}};\sigma\Theta^{*}-\sigma\dot{\Theta};\sigma P_{\mathrm{e}}^{*}-\sigma\dot{P}_{\mathrm{e}}), (6.30)

where

:=\displaystyle\mathscr{F}:= (f1(δU,δψ,δξ),f2(δU,δψ,δξ),f3(δU)),\displaystyle(f_{1}(\delta U,\delta\psi^{\prime},\delta\xi_{*}),f_{2}(\delta U,\delta\psi^{\prime},\delta\xi_{*}),f_{3}(\delta U)),
˙:=\displaystyle\dot{\mathscr{F}}:= (0,0,B(U¯+)),\displaystyle(0,0,B(\bar{U}_{+})),
𝒢:=\displaystyle\mathscr{G}:= (Gj(δU,δU,δψ,δξ);j=1,2,3,4),\displaystyle(G_{j}^{*}(\delta U,\delta U_{-},\delta\psi^{\prime},\delta\xi_{*});j=1,2,3,4),
𝒢˙:=\displaystyle\dot{\mathscr{G}}:= (g˙1,g˙2,g˙3,g˙4).\displaystyle(\dot{g}_{1},\dot{g}_{2},\dot{g}_{3},\dot{g}_{4}).

Similar as the proof of Lemma 5.3, one has

δUU˙+(Ω˙+;Γ˙s)+δψψ˙1,α;Γ˙s(α;Q4)\displaystyle\|\delta U^{*}-\dot{U}_{+}\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}+\|\delta{\psi^{*}}^{\prime}-\dot{\psi}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}
\displaystyle\leq C(j=12fj0,α;Ω˙+(1α;{Q3,Q4})+j=14gjg˙j1,α;Γ˙s(α;Q4)+f3+B(U¯+)0,α;Ω˙+(1α;{Q3,Q4})\displaystyle C\Big{(}\sum_{j=1}^{2}\|f_{j}\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}+\sum_{j=1}^{4}\|g_{j}^{*}-\dot{g}_{j}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}+\|f_{3}+B(\bar{U}_{+})\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}
+σPeP˙e1,α;Γ3(α;Q3)+σΘΘ˙1,α;Γ4(α;{Q3,Q4})).\displaystyle+\sigma\cdot\|P_{\mathrm{e}}^{*}-\dot{P}_{\mathrm{e}}\|_{1,\alpha;{\Gamma}_{3}}^{(-\alpha;Q_{3})}+\sigma\cdot\|\Theta^{*}-\dot{\Theta}\|_{1,\alpha;{\Gamma}_{4}}^{(-\alpha;\{Q_{3},Q_{4}\})}\Big{)}. (6.31)

Now, we analyze the terms on the right hand side of (6). By the definition of f1f_{1} and the estimate (6.1)\eqref{d} in Lemma 6.1, one has

f1(δU,δψ,δξ)0,α;Ω˙+(1α;{Q3,Q4})\displaystyle\|f_{1}(\delta U,\delta\psi^{\prime},\delta\xi_{*})\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}
\displaystyle\leq 2(q¯+ηrqcosθ)ξδθ+2ηrsinθρqξδp0,α;Ω˙+(1α;{Q3,Q4})\displaystyle\Big{\|}2\Big{(}\bar{q}_{+}-\displaystyle\frac{\eta}{r}q\cos\theta\Big{)}\partial_{\xi}\delta\theta+\displaystyle\frac{2\eta}{r}\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}\delta p\Big{\|}_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}
+(Lξ)δψ(η)Lψ(η)ξδp0,α;Ω˙+(1α;{Q3,Q4})\displaystyle+\Big{\|}\frac{(L-{\xi})\cdot\delta\psi^{\prime}({\eta})}{L-\psi({\eta})}\partial_{\xi}\delta p\Big{\|}_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}
+2ηrδξη1δψ(τ)dτLψ(η)(sinθρqξδpqcosθξδθ)0,α;Ω˙+(1α;{Q3,Q4})\displaystyle+\Big{\|}\displaystyle\frac{2\eta}{r}\displaystyle\frac{\delta\xi_{*}-\int_{\eta}^{1}\delta\psi^{\prime}(\tau)\mathrm{d}\tau}{L-\psi(\eta)}\Big{(}\displaystyle\frac{\sin\theta}{\rho q}\partial_{\xi}\delta p-q\cos\theta\partial_{\xi}\delta\theta\Big{)}\Big{\|}_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}
\displaystyle\leq C(δUL(Ω˙+)(δθ,δp)1,α;Ω˙+(α;{Q3,Q4})+δψL(Γ˙s)δp1,α;Ω˙+(α;{Q3,Q4}))\displaystyle C\Big{(}\|\delta U\|_{L^{\infty}(\dot{\Omega}_{+})}\|(\delta\theta,\delta p)\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}+\|\delta\psi^{\prime}\|_{L^{\infty}(\dot{\Gamma}_{s})}\|\delta p\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}\Big{)}
+C(ξ˙)(|δξ|(δθ,δp)1,α;Ω˙+(α;{Q3,Q4})+δψL(Γ˙s)(δθ,δp)1,α;Ω˙+(α;{Q3,Q4}))\displaystyle+C(\dot{\xi}_{*})\Big{(}|\delta\xi_{*}|\|(\delta\theta,\delta p)\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}+\|\delta\psi^{\prime}\|_{L^{\infty}(\dot{\Gamma}_{s})}\|(\delta\theta,\delta p)\|_{1,\alpha;\dot{\Omega}_{+}}^{(-\alpha;\{Q_{3},Q_{4}\})}\Big{)}
\displaystyle\leq Cσ2,\displaystyle C\sigma^{2}, (6.32)

where the constant CC depends on U¯+\bar{U}_{+}, CsC_{\mathrm{s}} and ξ˙\dot{\xi}_{*}.

Similarly, one has

f2(δU,δψ,δξ)0,α;Ω˙+(1α;{Q3,Q4})Cσ2.\|f_{2}(\delta U,\delta\psi^{\prime},\delta\xi_{*})\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}\leq C\sigma^{2}. (6.33)

Moreover, since

f3(δU)+B(U¯+)\displaystyle f_{3}(\delta U)+B(\bar{U}_{+}) =(B(U)B(U¯+)(q¯+δq+1ρ¯+δp+T¯+δs))\displaystyle=-\left(B(U)-B(\bar{U}_{+})-(\bar{q}_{+}\delta q+\frac{1}{\bar{\rho}_{+}}\delta p+\bar{T}_{+}\delta s)\right) (6.34)
=01DU2B(U¯++tδU)dt(δU)2,\displaystyle=-\int_{0}^{1}D_{U}^{2}B(\bar{U}_{+}+t\delta U)\mathrm{d}t\cdot(\delta U)^{2},

one can obtain that

f3+B(U¯+)0,α;Ω˙+(1α;{Q3,Q4})Cσ2.\|f_{3}+B(\bar{U}_{+})\|_{0,\alpha;\dot{\Omega}_{+}}^{(1-\alpha;\{Q_{3},Q_{4}\})}\leq C\sigma^{2}. (6.35)

For the boundary conditions, on Γ4\Gamma_{4}, one has

ΘΘ˙\displaystyle\Theta^{*}-\dot{\Theta} =Θ(ξ+LξLξ˙δξ)Θ(ξ)\displaystyle=\Theta\Big{(}\xi+\frac{L-\xi}{L-\dot{\xi}_{*}}\delta\xi_{*}\Big{)}-\Theta(\xi) (6.36)
=01Θ(ξ+sLξLξ˙δξ)dsLξLξ˙δξ.\displaystyle=\int_{0}^{1}\Theta^{\prime}\Big{(}\xi+s\frac{L-\xi}{L-\dot{\xi}_{*}}\delta\xi_{*}\Big{)}\mathrm{d}s\cdot\frac{L-\xi}{L-\dot{\xi}_{*}}\delta\xi_{*}.

By (6.1), it follows that

ΘΘ˙1,α;Γ4(α;{Q3,Q4})CΘ𝒞1,α(Γ4)|δξ|CCsσCσ.\|\Theta^{*}-\dot{\Theta}\|_{1,\alpha;{\Gamma}_{4}}^{(-\alpha;\{Q_{3},Q_{4}\})}\leq C\|\Theta^{\prime}\|_{\mathcal{C}^{1,\alpha}(\Gamma_{4})}\cdot|\delta\xi_{*}|\leq C\cdot C_{\mathrm{s}}\sigma\leq C\sigma. (6.37)

On the exit Γ3\Gamma_{3}, by recalling (6.6), it holds that

Pe=Pe(η)+O(1)σ,P_{\mathrm{e}}^{*}={P}_{\mathrm{e}}(\eta)+O(1)\sigma, (6.38)

thus,

PeP˙e1,α;Γ3(α;Q3)Cσ.\|P_{\mathrm{e}}^{*}-\dot{P}_{\mathrm{e}}\|_{1,\alpha;{\Gamma}_{3}}^{(-\alpha;Q_{3})}\leq C\sigma. (6.39)

Finally, on the fixed boundary Γ˙s\dot{\Gamma}_{\mathrm{s}}, employing (6.13), (6.1) and (4.1), for j=1,2,3j=1,2,3, one has

gjg˙j1,α;Γ˙s(α;Q4)CξU˙𝒞1,α(Ω¯)|δξ|+O(1)σ2Cσ2.\displaystyle\|g_{j}^{*}-\dot{g}_{j}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq C\|\partial_{\xi}\dot{U}_{-}\|_{{\mathcal{C}}^{1,\alpha}(\bar{\Omega})}\cdot|\delta\xi_{*}|+O(1)\sigma^{2}\leq C\sigma^{2}. (6.40)

A similar argument yields that

g4g˙41,α;Γ˙s(α;Q4)Cσ2.\displaystyle\|g_{4}^{*}-\dot{g}_{4}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq C\sigma^{2}. (6.41)

Therefore, for sufficiently small σ\sigma, (6) implies that

δUU˙+(Ω˙+;Γ˙s)+δψψ˙1,α;Γ˙s(α;Q4)Cσ212σ32.\|\delta U^{*}-\dot{U}_{+}\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}+\|\delta{\psi^{*}}^{\prime}-\dot{\psi}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\leq C\sigma^{2}\leq\frac{1}{2}\sigma^{\frac{3}{2}}. (6.42)

Step 3: Finally, it remains to show that the conditions in the space 𝒩(U˙+;ψ˙)\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}) hold for (δUU˙+;δψψ˙)(\delta{U}^{*}-\dot{U}_{+};\delta{\psi^{*}}^{\prime}-\dot{\psi}^{\prime}). By Remark 4.5, it suffices to show that the condition (5.27) holds.

According to Remark 3.2, one has δθ(ξ,0)=ηδp(ξ,0)=0\delta\theta^{*}(\xi,0)=\partial_{\eta}\delta p^{*}(\xi,0)=0. Moreover, differentiating both sides of equation (5.24) with respect to η\eta, applying the conditions δθ(ξ,0)=ηδp(ξ,0)=0\delta\theta^{*}(\xi,0)=\partial_{\eta}\delta p^{*}(\xi,0)=0, one has

12η2δθ(ξ,0)=ηf2(ξ,0).\displaystyle\frac{1}{2}\partial_{\eta}^{2}\delta\theta^{*}(\xi,0)=\partial_{\eta}f_{2}(\xi,0). (6.43)

Then by employing the conditions on the axis Γ2\Gamma_{2} for δU\delta U, direct calculation shows that ηf2(ξ,0)=0\partial_{\eta}f_{2}(\xi,0)=0. Thus, one has η2δθ(ξ,0)=0\partial_{\eta}^{2}\delta{\theta}^{*}(\xi,0)=0. Moreover, by the expression of δψ\delta{\psi^{*}}^{\prime} in (5.38), it is easy to check that δψ(0)=0\delta{\psi^{*}}^{\prime}(0)=0. Finally, by (5.30), it can be easily verified that η(δp,δq,δs)(ξ˙,0)=0\partial_{\eta}(\delta p^{*},\delta q^{*},\delta s^{*})(\dot{\xi}_{*},0)=0. Then differentiating both sides of equation (5.26) with respect to η\eta, one has

ξ(ηδs)=0.\partial_{\xi}(\partial_{\eta}\delta s^{*})=0. (6.44)

Therefore, ηδs(ξ,0)=0\partial_{\eta}\delta s^{*}(\xi,0)=0. Differentiating both sides of equation (5.25) with respect to η\eta, one can also obtain ηδq(ξ,0)=0\partial_{\eta}\delta q^{*}(\xi,0)=0 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 𝚷\mathbf{\Pi} can be proved to be contractive in N(12σ32)\textsl{N}(\frac{1}{2}\sigma^{\frac{3}{2}}), which will be done in the following lemma.

Lemma 6.3.

There exists a positive constant σ3\sigma_{3} with 0<σ310<\sigma_{3}\ll 1, such that for any 0<σσ30<\sigma\leq\sigma_{3}, the mapping 𝚷\mathbf{\Pi} is contractive.

Proof.

Suppose that (δUk;δψk)𝒩(U˙+;ψ˙)(\delta U_{k};\delta\psi_{k}^{{}^{\prime}})\in\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}), (k=1,2)(k=1,2), then by Lemma 6.1 and Lemma 6.2, there exists δξk\delta\xi_{*k} satisfying the estimate (6.1) and (δUk;δψk)𝒩(U˙+;ψ˙)(\delta{U}_{k}^{*};\delta\psi_{k}^{*^{\prime}})\in\mathscr{N}(\dot{U}_{+};\dot{\psi}^{\prime}) such that

(δUk;δψk;δξk)=𝒯e(k;𝒢k;σΘ(ξ;δξk);σPe(η;δUk)),\displaystyle(\delta{U}_{k}^{*};\delta{\psi_{k}^{*}}^{\prime};\delta\xi_{*k})=\mathscr{T}_{e}(\mathscr{F}_{k};\mathscr{G}_{k};\sigma\Theta^{*}(\xi;\delta\xi_{*k});\sigma P_{\mathrm{e}}^{*}(\eta;\delta U_{k})), (6.45)

where

k:=\displaystyle\mathscr{F}_{k}:= (f1(δUk,δψk,δξk),f2(δUk,δψk,δξk),f3(δUk)),\displaystyle(f_{1}(\delta U_{k},\delta\psi_{k}^{{}^{\prime}},\delta\xi_{*k}),f_{2}(\delta U_{k},\delta\psi_{k}^{{}^{\prime}},\delta\xi_{*k}),f_{3}(\delta U_{k})),
𝒢k:=\displaystyle\mathscr{G}_{k}:= (Gj(δUk,δU,δψk,δξk);j=1,2,3,4).\displaystyle(G_{j}^{*}(\delta U_{k},\delta U_{-},\delta\psi_{k}^{{}^{\prime}},\delta\xi_{*k});j=1,2,3,4).

To prove the mapping 𝚷\mathbf{\Pi} is contractive, it suffices to show that, for sufficiently small σ>0\sigma>0, it holds that

δU2δU1(Ω˙+;Γ˙s)+δψ2δψ11,α;Γ˙s(α;Q4)\displaystyle\|\delta U_{2}^{*}-\delta U_{1}^{*}\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}+\|\delta\psi_{2}^{*^{\prime}}-\delta\psi_{1}^{*^{\prime}}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}
\displaystyle\leq 12(δU2δU1(Ω˙+;Γ˙s)+δψ2δψ11,α;Γ˙s(α;Q4)).\displaystyle\frac{1}{2}\Big{(}\|\delta U_{2}-\delta U_{1}\|_{(\dot{\Omega}_{+};\dot{\Gamma}_{\mathrm{s}})}+\|\delta{\psi_{2}}^{\prime}-\delta{\psi_{1}}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\Big{)}. (6.46)

By (6.45), one has

(δU2δU1;δψ2δψ1)\displaystyle(\delta U_{2}^{*}-\delta U_{1}^{*};\delta\psi_{2}^{*^{\prime}}-\delta\psi_{1}^{*^{\prime}}) (6.47)
=\displaystyle= 𝒯e(21;𝒢2𝒢1;σΘ(ξ;δξ2)σΘ(ξ;δξ1);σPe(η;δU2)σPe(η;δU1)).\displaystyle\mathscr{T}_{e}(\mathscr{F}_{2}-\mathscr{F}_{1};\mathscr{G}_{2}-\mathscr{G}_{1};\sigma\Theta^{*}(\xi;\delta\xi_{*2})-\sigma\Theta^{*}(\xi;\delta\xi_{*1});\sigma P_{\mathrm{e}}^{*}(\eta;\delta U_{2})-\sigma P_{\mathrm{e}}^{*}(\eta;\delta U_{1})).

Since the right hand side of (6.47) includes δξk\delta\xi_{*k}, which is determined by Lemma 6.1 with given (δUk;δψk)(\delta U_{k}^{*};\delta\psi_{k}^{*^{\prime}}), one has to estimate |δξ2δξ1||\delta\xi_{*2}-\delta\xi_{*1}| first.

According to the definition II in (6.2)\eqref{eq249}, it follows that

0=\displaystyle 0= I(δξ2,δU2,δψ2,δU)I(δξ1,δU1,δψ1,δU)\displaystyle I(\delta\xi_{*2},\delta{U}_{2},\delta{\psi_{2}}^{\prime},\delta U_{-})-I(\delta\xi_{*1},\delta{U}_{1},\delta{\psi_{1}}^{\prime},\delta U_{-})
=\displaystyle= I(δξ2,δU2,δψ2,δU)I(δξ1,δU2,δψ2,δU)\displaystyle I(\delta\xi_{*2},\delta U_{2},\delta{\psi_{2}}^{\prime},\delta U_{-})-I(\delta\xi_{*1},\delta U_{2},\delta{\psi_{2}}^{\prime},\delta U_{-})
+I(δξ1,δU2,δψ2,δU)I(δξ1,δU1,δψ1,δU)\displaystyle+I(\delta\xi_{*1},\delta U_{2},\delta{\psi_{2}}^{\prime},\delta U_{-})-I(\delta\xi_{*1},\delta U_{1},\delta{\psi_{1}}^{\prime},\delta U_{-})
=\displaystyle= 01I(δξ)(δξt,δU2,δψ2,δU)dt(δξ2δξ1)\displaystyle\int_{0}^{1}\frac{\partial I}{\partial(\delta\xi_{*})}(\delta\xi_{*t},\delta U_{2},\delta{\psi_{2}}^{\prime},\delta U_{-})\mathrm{d}t\cdot(\delta\xi_{*2}-\delta\xi_{*1})
+01(δU,δψ)I(δξ1,δUt,δψt,δU)dt(δU2δU1,δψ2δψ1),\displaystyle+\int_{0}^{1}\nabla_{(\delta U,\delta\psi^{\prime})}I(\delta\xi_{*1},\delta U_{t},\delta{\psi_{t}}^{\prime},\delta U_{-})\mathrm{d}t\cdot(\delta U_{2}-\delta U_{1},\delta{\psi_{2}}^{\prime}-\delta{\psi_{1}}^{\prime}), (6.48)

where

δξt:=tδξ2+(1t)δξ1,δUt:=tδU2+(1t)δU1,\displaystyle\delta\xi_{*t}:=t\delta\xi_{*2}+(1-t)\delta\xi_{*1},\quad\delta U_{t}:=t\delta U_{2}+(1-t)\delta U_{1},
δψt:=tδψ2+(1t)δψ1.\displaystyle\delta{\psi_{t}}^{\prime}:=t\delta{\psi_{2}}^{\prime}+(1-t)\delta{\psi_{1}}^{\prime}. (6.49)

Similar calculations as in Lemma 6.1, one has

I(δξ)(δξt,δU2,δψ2,δU)\displaystyle\frac{\partial I}{\partial(\delta\xi_{*})}(\delta\xi_{*t},\delta U_{2},\delta{\psi_{2}}^{\prime},\delta U_{-})
=\displaystyle= I(δξ)(0,0,0;U˙)+01(δξ,δU,δψ,δU)I(δξ)(sδξt,sδU2,sδψ2,sδU)ds\displaystyle\frac{\partial I}{\partial(\delta\xi_{*})}(0,0,0;\dot{U}_{-})+\int_{0}^{1}\nabla_{(\delta\xi_{*},\delta U,\delta\psi^{\prime},\delta U_{-})}\frac{\partial I}{\partial(\delta\xi_{*})}(s\delta\xi_{*t},s\delta U_{2},s\delta{\psi_{2}}^{\prime},s\delta U_{-})\mathrm{d}s
(δξt,δU2,δψ2,δUU˙)\displaystyle\cdot(\delta\xi_{*t},\delta U_{2},\delta{\psi_{2}}^{\prime},\delta U_{-}-\dot{U}_{-})
=\displaystyle= σk˙Θ(ξ˙)+O(1)σ32+O(1)σ2.\displaystyle-\sigma\dot{k}\Theta(\dot{\xi}_{*})+O(1)\sigma^{\frac{3}{2}}+O(1)\sigma^{2}. (6.50)

Moreover,

(δU,δψ)I(δξ1,δUt,δψt,δU)=O(1)σ,\displaystyle\nabla_{(\delta U,\delta\psi^{\prime})}I(\delta\xi_{*1},\delta U_{t},\delta{\psi_{t}}^{\prime},\delta U_{-})=O(1)\sigma, (6.51)

where O(1)O(1) depends on k˙Θ(ξ˙)\dot{k}\Theta(\dot{\xi}_{*}), ξ˙\dot{\xi}_{*}, U¯±\bar{U}_{\pm}, LL, PeP_{\mathrm{e}} ,Θ\Theta and α\alpha.

Therefore, (6) yields that

|δξ2δξ1|\displaystyle|\delta\xi_{*2}-\delta\xi_{*1}| |O(1)σ(δU2δU11,α;Γ˙s(α;Q4)+δψ2δψ11,α;Γ˙s(α;Q4))σk˙Θ(ξ˙)+O(1)σ32+O(1)σ2|\displaystyle\leq\Big{|}\frac{O(1)\sigma\Big{(}\|\delta U_{2}-\delta U_{1}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}+\|\delta{\psi_{2}}^{\prime}-\delta{\psi_{1}}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\Big{)}}{-\sigma\dot{k}\Theta(\dot{\xi}_{*})+O(1)\sigma^{\frac{3}{2}}+O(1)\sigma^{2}}\Big{|} (6.52)
C(δU2δU11,α;Γ˙s(α;Q4)+δψ2δψ11,α;Γ˙s(α;Q4)),\displaystyle\leq C\Big{(}\|\delta U_{2}-\delta U_{1}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}+\|\delta{\psi_{2}}^{\prime}-\delta{\psi_{1}}^{\prime}\|_{1,\alpha;\dot{\Gamma}_{\mathrm{s}}}^{(-\alpha;Q_{4})}\Big{)},

where the constant CC depends on k˙Θ(ξ˙)\dot{k}\Theta(\dot{\xi}_{*}), ξ˙\dot{\xi}_{*}, U¯±\bar{U}_{\pm}, LL, PeP_{\mathrm{e}} ,Θ\Theta and α\alpha.

Finally, employing the estimate (6.52), by similar computations as in Lemma 6.2, one has that the estimate (6) holds for sufficiently small σ\sigma, 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).

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