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On explicit geometric solutions of some inviscid flows with free boundary.

Yucong Huang and Aram Karakhanyan
Abstract

The aim of this paper is to discuss some well known explicit examples of the three dimensional inviscid flows with free boundary constructed by John [John] and Ovsyannikov [Ovsyannikov], and provide a detailed analysis of its long time behaviour.

1 Introduction

The aim of this paper is to discuss some well known explicit examples of the three dimensional inviscid flows with free boundary constructed by John [John] and Ovsyannikov [Ovsyannikov], and provide a detailed analysis of its long time behaviour. It is rare to have such explicit examples of flows even in the two dimensional case [Higgins], [Gilbarg], which among other things, makes these solutions special as they describe the instability of the free boundary as tt\to\infty. It is important to note that in all these examples the free boundary, regarded as a surface, is a conic section.

In section 2 we study an irrotational inviscid flow from [Ovsyannikov] where the free boundary is a round cylinder. This example provides an explicit asymptotics in time exhibiting blow up in finite time and shrinking to a line in infinite time.

In section 3 and 4 we provide a similar analysis for the solutions of John [John]. The time asymptotics results are new and did not appear in [John].

Finally, in section 5 we discuss the case of rotational flow [Ovsyannikov], which in finite time transform from unit sphere to an ellipsoid and then back to sphere, after which the flow continues as a needle that collapses to a plane at infinity.

For each t0t\geq 0, let Ω(t)3\Omega(t)\subset\mathbb{R}^{3} be the moving domain containing the fluid. Denote the Cartesian coordinates as x(x,y,z)\vec{x}\equiv(x,y,z), and let v(t,x):=(vx,vy,vz)(t,x)\vec{\mathrm{v}}(t,\vec{x})\vcentcolon=(\mathrm{v}^{x},\mathrm{v}^{y},\mathrm{v}^{z})(t,\vec{x}) be the velocity vector field. Suppose the flow is incompressible, i.e. divv=xvx+yvy+zvz=0\textnormal{{div}}\vec{\mathrm{v}}=\partial_{x}\mathrm{v}^{x}+\partial_{y}\mathrm{v}^{y}+\partial_{z}\mathrm{v}^{z}=0. Moreover, we also assume the flow is irrotational, i.e. curlv=0\textnormal{{curl}}\vec{\mathrm{v}}=0. Then there exists ϕ(t,x):[0,)×3\phi(t,\vec{x})\vcentcolon[0,\infty)\times\mathbb{R}^{3}\to\mathbb{R} such that v=ϕ(xϕ,yϕ,zϕ)\vec{\mathrm{v}}=\nabla\phi\equiv(\partial_{x}\phi,\partial_{y}\phi,\partial_{z}\phi). This then implies that

Δϕ(x2ϕ+y2ϕ+z2ϕ)=0for xΩ(t) and t0.-\Delta\phi\equiv-\big{(}\partial_{x}^{2}\phi+\partial_{y}^{2}\phi+\partial_{z}^{2}\phi\big{)}=0\qquad\text{for }\ \vec{x}\in\Omega(t)\ \text{ and }\ t\geq 0. (1.1)

Moreover, the flow at free boundary Ω(t)\partial\Omega(t) is modelled by the two postulations:

  1. (i)

    The free boundary is following the particle path (Kinematic equation);

  2. (ii)

    The Bernoulli’s principle is satisfied at the free boundary (Dynamic equation).

Formulation of kinematic equation.

Let tX(t)t\mapsto\vec{X}(t) be a point on Ω(t)\partial\Omega(t) that moves along with the free boundary. Then postulation (i) indicates that

dXdt(t)=v(t,X(t))=ϕ(t,X(t))for t0 and X(0)Ω(0).\dfrac{{\mathrm{d}}\vec{X}}{{\mathrm{d}}t}(t)=\vec{\mathrm{v}}(t,\vec{X}(t))=\nabla\phi(t,\vec{X}(t))\quad\text{for }\ t\geq 0\ \text{ and }\ \vec{X}(0)\in\partial\Omega(0). (1.2)

Suppose that the moving domain is described by the implicit inequality of the form:

Ω(t)={x3|F(t,x)<0},at time t0,\Omega(t)=\big{\{}\vec{x}\in\mathbb{R}^{3}\,\big{|}\,F(t,\vec{x})<0\big{\}},\quad\text{at time }\ t\geq 0,

for some function F:1+3F\vcentcolon\mathbb{R}^{1+3}\to\mathbb{R}. Then the free boundary is determined by

Ω(t)={x3|F(t,x)=0},at time t0.\partial\Omega(t)=\big{\{}\vec{x}\in\mathbb{R}^{3}\,\big{|}\,F(t,\vec{x})=0\big{\}},\quad\text{at time }\ t\geq 0.

Since X(t)\vec{X}(t) is a point on the surface, it follows that F(t,X(t))=0F(t,\vec{X}(t))=0 for all t0t\geq 0. Thus by chain rule, we obtain:

{tF+ϕF}(t,X(t))=0,for t0.\Big{\{}\partial_{t}F+\nabla\phi\cdot\nabla F\Big{\}}(t,\vec{X}(t))=0,\quad\text{for }\ t\geq 0. (1.3)

In particular, for each given point (x,t)Γ:={(τ,y)[0,)×3|yΩ(τ)}(\vec{x},t)\in\Gamma\vcentcolon=\{(\tau,\vec{y})\in[0,\infty)\times\mathbb{R}^{3}\,|\,\vec{y}\in\partial\Omega(\tau)\}, let {X(s;x,t)}0stΓ\{\vec{X}(s;\vec{x},t)\}_{0\leq s\leq t}\in\Gamma be the backward characteristic satisfying

X(t;t,x)=x and Xs(s;t,x)=ϕ(s,X(s;t,x)),for s[0,t].\vec{X}(t;t,\vec{x})=\vec{x}\quad\text{ and }\quad\dfrac{\partial\vec{X}}{\partial s}(s;t,\vec{x})=\nabla\phi\big{(}s,\vec{X}(s;t,\vec{x})\big{)},\quad\text{for }\ s\in[0,t]. (1.4)

Then the following differential equation also holds:

{tF+ϕF}(s,X(s;t,x))=0,for s[0,t].\Big{\{}\partial_{t}F+\nabla\phi\cdot\nabla F\Big{\}}(s,\vec{X}(s;t,\vec{x}))=0,\quad\text{for }\ s\in[0,t]. (1.5)

Formulation of dynamic equation.

The Bernoulli’s principle at the surface is:

{tϕ+12|ϕ|2+P}|xΩ(t)=0,\Big{\{}\partial_{t}\phi+\dfrac{1}{2}|\nabla\phi|^{2}+P\Big{\}}\Big{|}_{\vec{x}\in\partial\Omega(t)}=0,

where PP is the pressure. In the present paper, we consider the model for which there is no surface tension. Then P=c(t)P=-c(t) for some function of time c(t):[0,)c(t)\vcentcolon[0,\infty)\to\mathbb{R}.

In summary the incompressible irrotational flow with free boundary is governed by the following system of equations

Δϕ=0\displaystyle-\Delta\phi=0 in the domain xΩ(t).\displaystyle\text{in the domain }\ \vec{x}\in\Omega(t). (1.6a)
tF+ϕF=0\displaystyle\partial_{t}F+\nabla\phi\cdot\nabla F=0 at the surface xΩ(t),\displaystyle\text{at the surface }\ \vec{x}\in\partial\Omega(t), (1.6b)
tϕ+12|ϕ|2=c(t)\displaystyle\partial_{t}\phi+\dfrac{1}{2}|\nabla\phi|^{2}=c(t)\qquad at the surface xΩ(t).\displaystyle\text{at the surface }\ \vec{x}\in\partial\Omega(t). (1.6c)

Since the domain Ω(t)={x3|F(t,x)<0}\Omega(t)=\{\vec{x}\in\mathbb{R}^{3}\,|\,F(t,\vec{x})<0\} is entirely determined by FF, (1.6) is a system of 33 equations with 33 unknowns, which are F(t,x)F(t,\vec{x}), ϕ(t,x)\phi(t,\vec{x}), and c(t)c(t).

Acknowledgements

The authors were partially supported by EPSRC grant EP/S03157X/1 Mean curvature measure of free boundary.

2 Flow of Cylinder

In this section, we present the explicit solution to (1.6) first obtained by Ovsjannikov in [Ovsyannikov]. For a function α(t)\alpha(t), and constant γ\{0}\gamma\in\mathbb{R}\backslash\{0\}, we consider the following ansatz for potential function:

ϕ(t,x,y,z):=α(t)4γα(t)(x2+y22z2).\phi(t,x,y,z)\vcentcolon=\dfrac{\alpha^{\prime}(t)}{4\gamma\alpha(t)}(x^{2}+y^{2}-2z^{2}). (2.1)

It can be easily verified that Δϕ=x2ϕ+y2ϕ+z2ϕ=0\Delta\phi=\partial_{x}^{2}\phi+\partial_{y}^{2}\phi+\partial_{z}^{2}\phi=0. Here we are looking for a free boundary taking the form of cylinder, which means that the surface is described by the equation of the form:

0=F(t,x,y,z)=f(t,x2+y2)for some function f(t,r):[0,)2.0=F(t,x,y,z)=f\big{(}t,\sqrt{x^{2}+y^{2}}\big{)}\qquad\text{for some function }f(t,r)\vcentcolon[0,\infty)^{2}\to\mathbb{R}. (2.2)

Inferences from the surface evolution equation (1.6b).

Suppose that the equation F(t,x)=0F(t,\vec{x})=0 describes the free boundary surface. For a given time t>0t>0, fix xΩ(t)\vec{x}\in\partial\Omega(t). Let {X(s;t,x)=(Xx,Xy,Xz)(s;t,x)}0st\{\vec{X}(s;t,\vec{x})=(X^{x},X^{y},X^{z})(s;t,\vec{x})\}_{0\leq s\leq t} be the backward characteristic curve emanating from (t,x)(t,\vec{x}), i.e. sXs\mapsto\vec{X} solves (1.4). Using the ansatz (2.1), one has

Xxs=α(s)2γα(s)Xx,Xys=α(s)2γα(s)Xy,Xzs=α(s)γα(s)Xz.\dfrac{\partial X^{x}}{\partial s}=\dfrac{\alpha^{\prime}(s)}{2\gamma\alpha(s)}X^{x},\qquad\dfrac{\partial X^{y}}{\partial s}=\dfrac{\alpha^{\prime}(s)}{2\gamma\alpha(s)}X^{y},\qquad\dfrac{\partial X^{z}}{\partial s}=-\dfrac{\alpha^{\prime}(s)}{\gamma\alpha(s)}X^{z}.

Solving the above ODEs we have for α0:=α(0)\alpha_{0}\vcentcolon=\alpha(0),

x(α0α(t))12γ=Xx(0;t,x),y(α0α(t))12γ=Xy(0;t,x),z(α(t)α0)1γ=Xz(0;t,x).x\Big{(}\dfrac{\alpha_{0}}{\alpha(t)}\Big{)}^{\frac{1}{2\gamma}}=X^{x}(0;t,\vec{x}),\quad y\Big{(}\dfrac{\alpha_{0}}{\alpha(t)}\Big{)}^{\frac{1}{2\gamma}}=X^{y}(0;t,\vec{x}),\quad z\Big{(}\dfrac{\alpha(t)}{\alpha_{0}}\Big{)}^{\frac{1}{\gamma}}=X^{z}(0;t,\vec{x}).

Suppose that at s=0s=0, the initial configuration for the free boundary is determined by a given function f~(x)3\tilde{f}(\vec{x})\in\mathbb{R}^{3}\to\mathbb{R}, i.e. F(0,x)=f~(x)=0F(0,\vec{x})=\tilde{f}(\vec{x})=0, Then it follows that

0=F(t,x)=f~(X(0;t,x))=f~(x(α0α(t))12γ,y(α0α(t))12γ,z(α(t)α0)1γ).0=F(t,\vec{x})=\tilde{f}\big{(}\vec{X}(0;t,\vec{x})\big{)}=\tilde{f}\Big{(}x\big{(}\dfrac{\alpha_{0}}{\alpha(t)}\big{)}^{\frac{1}{2\gamma}},y\big{(}\dfrac{\alpha_{0}}{\alpha(t)}\big{)}^{\frac{1}{2\gamma}},z\big{(}\dfrac{\alpha(t)}{\alpha_{0}}\big{)}^{\frac{1}{\gamma}}\Big{)}. (2.3)

Thus the general equations for the free surface takes the form (2.3), with xf~(x)\vec{x}\to\tilde{f}(\vec{x}) being a function independent of the variables (t,x,y,z)(t,x,y,z).

Inferences from the Bernoulli’s principle (1.6c).

Substituting the ansatz (2.1) into the Bernoulli’s principle (1.6c), one has

{2γα′′α+(12γ)|α|28γ2α2(x2+y2)+(γ+1)|α|2γα′′α2γ2α2z2}|F(t,x,y,z)=0=c(t).\Big{\{}\dfrac{2\gamma\alpha^{\prime\prime}\alpha+(1-2\gamma)|\alpha^{\prime}|^{2}}{8\gamma^{2}\alpha^{2}}(x^{2}+y^{2})+\dfrac{(\gamma+1)|\alpha^{\prime}|^{2}-\gamma\alpha^{\prime\prime}\alpha}{2\gamma^{2}\alpha^{2}}z^{2}\Big{\}}\Big{|}_{F(t,x,y,z)=0}=c(t). (2.4)

Since we are seeking free boundaries taking the form of a cylinder described in (2.2), we impose that the coefficient for z2z^{2} in (2.4) must be zero, which implies

(γ+1)|α|2γα′′α=0 for t.(\gamma+1)|\alpha^{\prime}|^{2}-\gamma\alpha^{\prime\prime}\alpha=0\qquad\text{ for }\ t\in\mathbb{R}.

Hence α′′α=γ+1γαα\frac{\alpha^{\prime\prime}}{\alpha^{\prime}}=\frac{\gamma+1}{\gamma}\cdot\frac{\alpha^{\prime}}{\alpha}, which then gives αα0=(αα0)(γ+1)/γ\frac{\alpha^{\prime}}{\alpha_{0}^{\prime}}=(\frac{\alpha}{\alpha_{0}})^{(\gamma+1)/\gamma} where we denote α0:=α(0)\alpha_{0}^{\prime}\vcentcolon=\alpha^{\prime}(0). Solving this ODE, it has the solution:

α(t)=α0(1k0t)γwhere k0:=α0γα0.\alpha(t)=\alpha_{0}(1-k_{0}t)^{-\gamma}\qquad\text{where }\ k_{0}\vcentcolon=\frac{\alpha_{0}^{\prime}}{\gamma\alpha_{0}}. (2.5)

Substituting this into (2.4), one has

3k028(1k0t)2(x2+y2)|F(t,x,y,z)=0=c(t).\dfrac{3k_{0}^{2}}{8(1-k_{0}t)^{2}}(x^{2}+y^{2})\Big{|}_{F(t,x,y,z)=0}=c(t). (2.6)

In addition, putting (2.5) into (2.3), it implies that the free surface must take the form:

0=f~(x1k0t,y1k0t,z1k0t)for some function f~:3.0=\tilde{f}\Big{(}x\sqrt{1-k_{0}t},y\sqrt{1-k_{0}t},\dfrac{z}{1-k_{0}t}\Big{)}\quad\text{for some function }\ \tilde{f}\vcentcolon\mathbb{R}^{3}\to\mathbb{R}. (2.7)

Since (2.6) and (2.7) must be consistent, it follows that there exists some constant KK\in\mathbb{R} such that c(t)=K(1k0t)3c(t)=K(1-k_{0}t)^{-3}. Suppose c(0)=c0>0c(0)=c_{0}>0, then K=c0K=c_{0}. Thus,

c(t)=c0(1k0t)3.c(t)=\dfrac{c_{0}}{(1-k_{0}t)^{3}}.

Therefore the free surface is described by the equation f(t,x2+y2)=0f(t,\sqrt{x^{2}+y^{2}})=0, with

0=f(t,x2+y2):=x2+y28c03k02(1k0t),where k0:=α0γα0.0=f\big{(}t,\sqrt{x^{2}+y^{2}}\big{)}\vcentcolon=x^{2}+y^{2}-\dfrac{8c_{0}}{3k_{0}^{2}(1-k_{0}t)},\quad\text{where }\ k_{0}\vcentcolon=\dfrac{\alpha_{0}^{\prime}}{\gamma\alpha_{0}}.

Time Asymptotic.

The behaviour of free surface f(t,x2+y2)=0f(t,x^{2}+y^{2})=0 can be categorised into two cases: k0>0k_{0}>0 and k0<0k_{0}<0. If k0>0k_{0}>0 then the radius of free surface blows up to infinity in finite time as t1k0t\to\frac{1}{k_{0}}^{-}. If k0<0k_{0}<0, then the radius is shrinking to 0 as tt\to\infty.

3 Flow of Ellipsoid, Hyperboloid, and Cone

We solve (1.6) assuming that potential function takes the following form:

ϕ(t,x,y,z)=x2+y22z2A(t),for some function A(t).\phi(t,x,y,z)=\dfrac{x^{2}+y^{2}-2z^{2}}{A(t)},\ \ \text{for some function }\ A(t). (3.1)

This ansatz was first proposed and studied by F. John in [John].

3.1 ODE for A(t)A(t)

Inferences from the surface evolution equation (1.6b).

Suppose that the equation F(t,x)=F(t,x,y,z)=0F(t,\vec{x})=F(t,x,y,z)=0 describes the moving free boundary surface. For xΩ(t)\vec{x}\in\partial\Omega(t) at time t0t\geq 0, let {X(s;t,x)}0st\{\vec{X}(s;t,\vec{x})\}_{0\leq s\leq t} be the backward characteristic curve emanating from (t,x)(t,\vec{x}). Then F(s,X(s;t,x))=0F(s,\vec{X}(s;t,\vec{x}))=0 for all 0st0\leq s\leq t. Putting the ansatz (3.1) into the differential equation (1.4), one has

Xxs=2XxA(s),Xys=2XyA(s),Xzs=4XzA(s).\dfrac{\partial X^{x}}{\partial s}=\dfrac{2X^{x}}{A(s)},\qquad\dfrac{\partial X^{y}}{\partial s}=\dfrac{2X^{y}}{A(s)},\qquad\dfrac{\partial X^{z}}{\partial s}=-\dfrac{4X^{z}}{A(s)}.

For simplicity, denote X0σXσ(0;t,x)X^{\sigma}_{0}\equiv X^{\sigma}(0;t,\vec{x}) for σ=x,y,z\sigma=x,\,y,\,z. Then solving this, one has

xeg(t)=X0x,yeg(t)=X0y,ze2g(t)=X0z,where g(t):=0t2A(s)ds.xe^{-g(t)}=X^{x}_{0},\quad ye^{-g(t)}=X^{y}_{0},\quad ze^{2g(t)}=X^{z}_{0},\quad\text{where }\ g(t)\vcentcolon=\int_{0}^{t}\!\!\frac{2}{A(s)}\,{\mathrm{d}}s.

Suppose that at s=0s=0, the initial configuration for the free boundary is determined by a given function xf(x)\vec{x}\to f(\vec{x})\in\mathbb{R}, i.e. F(0,x)=f(x)=0F(0,\vec{x})=f(\vec{x})=0, Then it follows that

0=F(t,x)=f(X(0;t,x))=f(xeg(t),yeg(t),ze2g(t)).0=F(t,\vec{x})=f\big{(}\vec{X}(0;t,\vec{x})\big{)}=f\big{(}xe^{-g(t)},ye^{-g(t)},ze^{2g(t)}\big{)}. (3.2)

Thus the general equations for the free surface takes the form (3.2), with xf(x)\vec{x}\to f(\vec{x}) being function independent of the variables (t,x,y,z)(t,x,y,z).

Inferences from the Bernoulli’s principle (1.6c).

Substituting the ansatz (3.1) into the Bernoulli’s principle (1.6c), one has

{2AA2(x2+y2)+2(A+4)A2z2}|F(t,x,y,z)=0=c(t).\Big{\{}\dfrac{2-A^{\prime}}{A^{2}}(x^{2}+y^{2})+\dfrac{2(A^{\prime}+4)}{A^{2}}z^{2}\Big{\}}\Big{|}_{F(t,x,y,z)=0}=c(t).

Rewriting the above equally in accordance to (3.2), we have

{2AA2e2g(|xeg|2+|yeg|2)+2(A+4)A2e4g|ze2g|2}|F(t,x,y,z)=0=c(t).\Big{\{}\dfrac{2-A^{\prime}}{A^{2}}e^{2g}\big{(}|xe^{-g}|^{2}+|ye^{-g}|^{2}\big{)}+\dfrac{2(A^{\prime}+4)}{A^{2}}e^{-4g}|ze^{2g}|^{2}\Big{\}}\Big{|}_{F(t,x,y,z)=0}=c(t). (3.3)

Two equations (3.2) and (3.3) must be consistent, which means that we must have

2AA2e2g(t)=c12(A+4)A2e4g(t),2AA2e2g(t)=c2c(t),\dfrac{2-A^{\prime}}{A^{2}}e^{2g(t)}=c_{1}\dfrac{2(A^{\prime}+4)}{A^{2}}e^{-4g(t)},\qquad\dfrac{2-A^{\prime}}{A^{2}}e^{2g(t)}=c_{2}c(t), (3.4)

for some fixed constants c1,c2c_{1},\,c_{2}\in\mathbb{R}. The first equation of the above can be rewritten as 6g(t)=ln(2c14+A2A)6g(t)=\ln(2c_{1}\frac{4+A^{\prime}}{2-A^{\prime}}). Taking derivative, and noting that g(t)=0t2Adsg(t)=\int_{0}^{t}\frac{2}{A}{\mathrm{d}}s, one gets

A′′4+A+A′′2A=12AA′′=2(4+A)(2A)A.\dfrac{A^{\prime\prime}}{4+A^{\prime}}+\dfrac{A^{\prime\prime}}{2-A^{\prime}}=\dfrac{12}{A}\iff A^{\prime\prime}=\dfrac{2(4+A^{\prime})(2-A^{\prime})}{A}. (3.5)

Multiplying the above with AA^{\prime} we have that A′′A(4+A)(2A)=2AA\frac{A^{\prime\prime}A^{\prime}}{(4+A^{\prime})(2-A^{\prime})}=\frac{2A^{\prime}}{A}. Applying the partial fraction decomposition on the left hand side of this equation, we have

ddtln(4+A)23(2A)13={2/34+A+1/32A}A′′=2AA=ddtlnA2\dfrac{{\mathrm{d}}}{{\mathrm{d}}t}\ln(4+A^{\prime})^{-\frac{2}{3}}(2-A^{\prime})^{-\frac{1}{3}}=\Big{\{}\dfrac{-2/3}{4+A^{\prime}}+\dfrac{1/3}{2-A^{\prime}}\Big{\}}A^{\prime\prime}=\dfrac{2A^{\prime}}{A}=\dfrac{{\mathrm{d}}}{{\mathrm{d}}t}\ln A^{2}

Multiplying the above with 33, then integrating the resultant equation we obtain that

A6(2A)(4+A)2=μ,where μ:=A06(2A0)(4+A0)2,A^{6}(2-A^{\prime})(4+A^{\prime})^{2}=\mu,\qquad\text{where }\ \mu\vcentcolon=A_{0}^{6}(2-A^{\prime}_{0})(4+A^{\prime}_{0})^{2}, (3.6)

with (A0,A0)(A(0),A(0))(A_{0},A^{\prime}_{0})\equiv(A(0),A^{\prime}(0)). Next, substituting 6g(t)=ln(2c14+A2A)6g(t)=\ln(2c_{1}\frac{4+A^{\prime}}{2-A^{\prime}}) into the second equation of (3.4), then using (3.6), we also obtain that for c0c(0)c_{0}\equiv c(0),

c(t)=ν(2A)(4+A),where ν:=2c1c23μ3=c0(2A0)(4+A0).c(t)=\nu(2-A^{\prime})(4+A^{\prime}),\quad\text{where }\ \nu\vcentcolon=\sqrt[\scriptstyle 3]{\dfrac{2c_{1}}{c_{2}^{3}\mu}}=\dfrac{c_{0}}{(2-A_{0}^{\prime})(4+A_{0}^{\prime})}. (3.7)

3.2 Solution for A(t)A(t) and convergence behaviour

Expanding the identity (3.6), one obtains (A)3+6(A)2+μA632=0(A^{\prime})^{3}+6(A^{\prime})^{2}+\frac{\mu}{A^{6}}-32=0. Setting x=A+2x=A^{\prime}+2. Then we obtain the depressed cubic equation of the form:

x3+px+q=0where x=A+2,p=12,q=μA616.x^{3}+px+q=0\qquad\text{where }\ x=A^{\prime}+2,\ \ p=-12,\ \ q=\dfrac{\mu}{A^{6}}-16. (3.8)

We consider the quantity

D:=q24+p327=μ4A6(μA632).D\vcentcolon=\frac{q^{2}}{4}+\frac{p^{3}}{27}=\dfrac{\mu}{4A^{6}}\big{(}\dfrac{\mu}{A^{6}}-32\big{)}.

By the formula for depressed cubic equations, if D>0D>0 then (3.8) has 1 real root and 2 complex roots, and the real root in this case can be obtained using Cardano’s formula

if D>0,x=q2+q24+p3273+q2q24+p3273\text{if $D>0$,}\quad x=\sqrt[\scriptstyle 3]{-\dfrac{q}{2}+\sqrt{\frac{q^{2}}{4}+\frac{p^{3}}{27}}}+\sqrt[\scriptstyle 3]{-\dfrac{q}{2}-\sqrt{\frac{q^{2}}{4}+\frac{p^{3}}{27}}} (3.9)

Furthermore, this real root can also be represented in terms of hyperbolic function:

if D>0,x=2sgn(q)p3cosh{13arccosh(3|q|2p3p)},\text{if $D>0$,}\quad x=-2\,\textrm{sgn}(q)\sqrt{\dfrac{-p}{3}}\cosh\Big{\{}\dfrac{1}{3}\textrm{arccosh}\Big{(}\dfrac{-3|q|}{2p}\sqrt{\dfrac{-3}{p}}\Big{)}\Big{\}}, (3.10)

where sgn(q)=|q|q\textrm{sgn}(q)=\frac{|q|}{q} denotes the sign function. On the other hand, if D<0D<0 then it has 3 distinct real roots, and if D=0D=0 then it has 2 distinct real roots with one of them having multiplicity 2. In these cases, the solution is given by Viète’s trigonometric formula

if D0,x=2p3cos{13arccos(3q2p3p)2πk3},for k=0, 1, 2.\text{if $D\leq 0$,}\quad x=2\sqrt{-\dfrac{p}{3}}\cos\Big{\{}\dfrac{1}{3}\arccos\Big{(}\dfrac{3q}{2p}\sqrt{\dfrac{-3}{p}}\Big{)}-\dfrac{2\pi k}{3}\Big{\}},\quad\text{for }\ k=0,\,1,\,2. (3.11)

Setting a(t):=A(t)/A0a(t)\vcentcolon=A(t)/A_{0}. By the definition of μ\mu in (3.6), it follows that

D>0 if and only if 1|a(t)|6:=|A0A(t)|6>32(2A0)(4+A0)2=:β(A0).D>0\ \text{ if and only if }\ \dfrac{1}{|a(t)|^{6}}\vcentcolon=\Big{|}\dfrac{A_{0}}{A(t)}\Big{|}^{6}>\dfrac{32}{(2-A_{0}^{\prime})(4+A_{0}^{\prime})^{2}}=\vcentcolon\beta(A_{0}^{\prime}). (3.12)

Suppose that A(t)A(t) is continuous near t=0t=0. Then for small time 0<t<<10<t<\!\!<1, one has |a(t)1|<<1|a(t)-1|<\!\!<1. Therefore according to (3.12), the root of (3.8) on a neighbourhood of t=0t=0 is given by Cardano’s formula (3.9) if 1>β(A0)1>\beta(A_{0}^{\prime}), and Viète’s formula (3.11) if 1β(A0)1\leq\beta(A_{0}^{\prime}). It can be verified that 1>β(y)1>\beta(y) for y(,6)(2,)y\in(\infty,-6)\cup(2,\infty) and 1β(y)1\leq\beta(y) for y[6,4)(4,2)y\in[-6,-4)\cup(-4,2). Therefore we split the analysis into 2 cases:

Case 1: A0[6,4)(4,2)A_{0}^{\prime}\in[-6,-4)\cup(-4,2).

The root for (3.8) is given by one of the three possible solutions of Viète’s trigonometric formula (3.11):

A(t)+2=Vk(a(t)):=4cos{13arccos(12|a(t)|6β(A0))2πk3},A^{\prime}(t)+2\!=\!V_{k}(a(t))\!\vcentcolon=\!4\cos\Big{\{}\dfrac{1}{3}\arccos\Big{(}1-\dfrac{2}{|a(t)|^{6}\beta(A_{0}^{\prime})}\Big{)}-\dfrac{2\pi k}{3}\Big{\}}, (3.13)

for k=0, 1, 2k=0,\,1,\,2. The relevant integer kk must be chosen so that solution satisfies the initial condition A0+2=Vk(1)A_{0}^{\prime}+2=V_{k}(1). By the definition of β()\beta(\cdot) in (3.12), it can be verified that arccos(12β(A0))[0,π]\arccos(1-\tfrac{2}{\beta(A_{0}^{\prime})})\in[0,\pi] for A0[6,2]A_{0}^{\prime}\in[-6,2]. Using this, we have

V2(1)2[6,4],V1(1)2[4,0],V0(1)2[0,2], for A0[6,2].V_{2}(1)-2\in[-6,-4],\quad V_{1}(1)-2\in[-4,0],\quad V_{0}(1)-2\in[0,2],\qquad\text{ for }\ A_{0}^{\prime}\in[-6,2].

Therefore, depending on the initial data A0A_{0}^{\prime}, a(t)a(t) solves the differential equation:

A0dadt=A(t)={V2(a(t))2if A0[6,4),V1(a(t))2if A0(4,0],V0(a(t))2if A0[0,2).A_{0}\dfrac{{\mathrm{d}}a}{{\mathrm{d}}t}=A^{\prime}(t)=\left\{\begin{aligned} &V_{2}\big{(}a(t)\big{)}-2&&\text{if }\ A_{0}^{\prime}\in[-6,-4),\\ &V_{1}\big{(}a(t)\big{)}-2&&\text{if }\ A_{0}^{\prime}\in(-4,0],\\ &V_{0}\big{(}a(t)\big{)}-2&&\text{if }\ A_{0}^{\prime}\in[0,2).\end{aligned}\right. (3.14)

Integrating the above in s[0,t]s\in[0,t], and by the fact that a(0)=1a(0)=1, we have for t0t\geq 0,

k(a(t)):=1a(t)dsVk(s)2=tA0,for {k=2 if A0[6,4),k=1 if A0(4,0],k=0 if A0[0,2).\mathcal{I}_{k}\big{(}a(t)\big{)}\vcentcolon=\int_{1}^{a(t)}\dfrac{{\mathrm{d}}s}{V_{k}(s)-2}=\dfrac{t}{A_{0}},\qquad\text{for }\ \left\{\begin{aligned} &k=2\ \text{ if }\ A_{0}^{\prime}\in[-6,-4),\\ &k=1\ \text{ if }\ A_{0}^{\prime}\in(-4,0],\\ &k=0\ \text{ if }\ A_{0}^{\prime}\in[0,2).\end{aligned}\right. (3.15)

Let T>0T>0 be the maximal time for which a(t)k(a(t))a(t)\mapsto\mathcal{I}_{k}(a(t)) is invertible. Then

A(t)=A0k1(tA0)for k=0, 1, 2 and t[0,T).A(t)=A_{0}\mathcal{I}_{k}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)}\qquad\text{for }\ k=0,\,1,\,2\ \text{ and }\ t\in[0,T). (3.16)

Case 2: A0(,6](2,)A_{0}^{\prime}\in(-\infty,-6]\cup(2,\infty).

In this case, the one physical real root for (3.8) is given by the Cardano’s formula (3.9):

A(t)=W(a(t)):=W+(a(t))+W(a(t)),\displaystyle A^{\prime}(t)=W(a(t))\vcentcolon=W_{+}\big{(}a(t)\big{)}+W_{-}\big{(}a(t)\big{)}, (3.17a)
where W±(a):=2(12a6β(A0){1±1a6β(A0)})13.\displaystyle W_{\pm}(a)\vcentcolon=2\Big{(}1-\dfrac{2}{a^{6}\beta(A_{0}^{\prime})}\big{\{}1\pm\sqrt{1-a^{6}\beta(A_{0}^{\prime})}\big{\}}\Big{)}^{\frac{1}{3}}. (3.17b)
We remark that WW can also be represented in terms of hyperbolic function
W(a)=4sgn(2a6β(A0)1)cosh{13arccosh(|12|a(t)|6β(A0)|)}.W(a)=-4\,\textrm{sgn}\Big{(}\dfrac{2}{a^{6}\beta(A_{0}^{\prime})}-1\Big{)}\cosh\Big{\{}\dfrac{1}{3}\textrm{arccosh}\Big{(}\big{|}1-\dfrac{2}{|a(t)|^{6}\beta(A_{0}^{\prime})}\big{|}\Big{)}\Big{\}}. (3.17c)

Let T:=sup{t>0:|a(t)|6>β(A0)}T\vcentcolon=\sup\{t>0\vcentcolon|a(t)|^{6}>\beta(A_{0}^{\prime})\}, then a(t)a(t) satisfies the differential equation

A0dadt=A(t)=W(a(t))2,for t[0,T).A_{0}\dfrac{{\mathrm{d}}a}{{\mathrm{d}}t}=A^{\prime}(t)=W\big{(}a(t)\big{)}-2,\qquad\text{for }\ t\in[0,T). (3.18)

Integrating the above in s[0,t]s\in[0,t], and using a(0)=1a(0)=1 we have that for t[0,T)t\in[0,T),

H(a(t)):=1a(t)dsW(s)2=tA0A(t)=A0H1(tA0).\mathcal{I}_{H}\big{(}a(t)\big{)}\vcentcolon=\int_{1}^{a(t)}\dfrac{{\mathrm{d}}s}{W(s)-2}=\dfrac{t}{A_{0}}\ \Rightarrow\ A(t)=A_{0}\mathcal{I}_{H}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)}. (3.19)

Using the integral expressions (3.15) and (3.19), one can numerically plot the curve a0(a),1(a),2(a),H(a)a\mapsto\mathcal{I}_{0}(a),\mathcal{I}_{1}(a),\mathcal{I}_{2}(a),\mathcal{I}_{H}(a), which is then analysed to determine the convergence of (A(t),A(t))(A(t),A^{\prime}(t)) as t±t\to\pm\infty. Without loss of generality, we restrict our analysis to the case A0>0A_{0}>0. The case A0<0A_{0}<0 can be obtained by the transformation: (t,A)(t,A)(t,A)\mapsto(-t,-A), which preserves the differential equations (3.5)–(3.6). We consider initial data (A0,A0)(A_{0},A_{0}^{\prime}) in 55 distinct regimes. The statements and figures listed below, describing the behaviour of (A,A)(A,A^{\prime}) as tt\to\infty are based on the numerical integration of (3.15) and (3.19).

Regime 1: A0(,6]A_{0}^{\prime}\in(-\infty,-6].

In this case, 1β(A0)1\geq\beta(A_{0}^{\prime}) and the differential equation is given by A(t)=W(A(t)A0)2A^{\prime}(t)=W(\frac{A(t)}{A_{0}})-2. Moreover, (3.6) implies that μ>0\mu>0 and tA(t)t\mapsto A^{\prime}(t) is monotone decreasing due to A>0A>0 and (3.5). From the fact that μ>0\mu>0 and (3.6), it follows that as tt increases from 0, one has the limit A0+A\to 0^{+} and AA^{\prime}\to-\infty. On the other hand, as tt decreases from 0, one has the limit AAA\to A_{\ast}^{-} and A6A^{\prime}\to-6^{-} where A:=(μ(2A)(4+A)2)16|A=6A_{\ast}\vcentcolon=(\frac{\mu}{(2-A^{\prime})(4+A^{\prime})^{2}})^{\frac{1}{6}}|_{A^{\prime}=-6}. Thus, we aim to find the times: T+>0T_{+}>0 for which AA^{\prime}\to-\infty, and T<0T_{-}<0 for which A6A^{\prime}\to-6. By the numerical simulation, we have

  1. fnum@enumiitem (i)(i)

    For the case of increasing t>0t>0, the integral (3.19) converges to a positive finite time: H(a)T+A0>0\mathcal{I}_{H}(a)\to\frac{T_{+}}{A_{0}}>0 as a=AA00a=\frac{A}{A_{0}}\to 0. Thus (A,A)(0,)(A,A^{\prime})\to(0,-\infty) in finite time as tT+t\to T_{+}.

  2. fnum@enumiitem (ii)(ii)

    For the case of decreasing t<0t<0, the integral (3.19) converges to a negative finite time: H(a)TA0<0\mathcal{I}_{H}(a)\to\frac{T_{-}}{A_{0}}<0 as a=AA0AA0a=\frac{A}{A_{0}}\to\frac{A_{\ast}}{A_{0}}. Thus (A,A)(A,6)(A,A^{\prime})\to(A_{\ast},-6) in finite time as tTt\to T_{-}. In this scenario, we take (A,A)|t=T=(A,6)(A,A^{\prime})|_{t=T_{-}}=(A_{\ast},-6) as an initial data starting in Regime 2(ii) then concatenate the resulting solution with A(t)|Tt0A(t)|_{T_{-}\leq t\leq 0}.

    Refer to caption
    Figure 3.1: the plot of curve (tA0,H(AA0))(\frac{t}{A_{0}},\mathcal{I}_{H}(\frac{A}{A_{0}})) with A0=10A_{0}^{\prime}=-10 for Regime 1.

    Regime 2: A0[6,4)A_{0}^{\prime}\in[-6,-4).

    In this case, 1<β(A0)1<\beta(A_{0}^{\prime}) and AA solves A(t)=V2(A(t)A0)2A^{\prime}(t)=V_{2}(\frac{A(t)}{A_{0}})-2 according to (3.14). Moreover, (3.6) implies that μ>0\mu>0, and tA(t)t\mapsto A^{\prime}(t) is monotone decreasing since A>0A>0 and (3.5). From the fact that μ>0\mu>0 and (3.6), it follows that as tt increases from 0, one has the limit AA+A\to A_{\ast}^{+} and A6+A^{\prime}\to-6^{+}, where A:=(μ(2A)(4+A)2)16|A=6A_{\ast}\vcentcolon=(\frac{\mu}{(2-A^{\prime})(4+A^{\prime})^{2}})^{\frac{1}{6}}|_{A^{\prime}=-6}. On the other hand, as tt decreases from 0, one has the limit AA\to\infty and A4A^{\prime}\to-4^{-}. Thus, we aim to find the times T+>0T_{+}>0 for which A6A^{\prime}\to-6, and T<0T_{-}<0 for which A4A^{\prime}\to-4^{-}. According to the numerical simulation, we have

    1. fnum@enumiiitem (i)(i)

      For the case of increasing t>0t>0, the integral (3.15) converges to a positive finite time: 2(a)T+A0>0\mathcal{I}_{2}(a)\to\frac{T_{+}}{A_{0}}>0 as a=AA0AA0a=\frac{A}{A_{0}}\to\frac{A_{\ast}}{A_{0}}. Thus (A,A)(A,6)(A,A^{\prime})\to(A_{\ast},-6) in finite time as tT+t\to T_{+}. In this scenario, we take (A,A)|t=T+=(A,6)(A,A^{\prime})|_{t=T_{+}}=(A_{\ast},-6) as an initial data starting in Regime 1(i) then concatenate the resulting solution with A(t)|0tT+A(t)|_{0\leq t\leq T_{+}}.

    2. fnum@enumiiitem (ii)(ii)

      For the case of decreasing t<0t<0, it can be verified that 1V2(a)214\frac{1}{V_{2}(a)-2}\to-\frac{1}{4} as aa\to\infty. Hence the integral (3.15) diverges to negative infinity: 2(a)\mathcal{I}_{2}(a)\to-\infty as a=AA0a=\frac{A}{A_{0}}\to\infty, which implies that T=T_{-}=-\infty. Thus (A,A)(,4)(A,A^{\prime})\to(\infty,-4) in infinite time as tt\to-\infty.

      Refer to caption
      Figure 3.2: the plot of curve (tA0,2(AA0))(\frac{t}{A_{0}},\mathcal{I}_{2}(\frac{A}{A_{0}})) with A0=5A_{0}^{\prime}=-5 for Regime 2.
      Refer to caption
      Figure 3.3: the plot of curve (tA0,1(AA0))(\frac{t}{A_{0}},\mathcal{I}_{1}(\frac{A}{A_{0}})) with A0=3A_{0}^{\prime}=-3 for Regime 3.

      Regime 3: A0(4,0]A_{0}^{\prime}\in(-4,0].

      In this case, 1<β(A0)1<\beta(A_{0}^{\prime}) and the differential equation is given by A(t)=V1(A(t)A0)2A^{\prime}(t)=V_{1}(\frac{A(t)}{A_{0}})-2 according to (3.14). Moreover, (3.6) implies that μ>0\mu>0, and tA(t)t\mapsto A^{\prime}(t) is monotone increasing since A>0A>0 and (3.5). From the fact that μ>0\mu>0 and (3.6), it follows that as tt increases from 0, one has the limit AA+A\to A_{\ast}^{+} and A0A^{\prime}\to 0^{-}, where A:=(μ(2A)(4+A)2)16|A=0A_{\ast}\vcentcolon=(\frac{\mu}{(2-A^{\prime})(4+A^{\prime})^{2}})^{\frac{1}{6}}|_{A^{\prime}=0}. On the other hand, as tt decreases from 0, one has the limit AA\to\infty and A4+A^{\prime}\to-4^{+}. Thus, we aim to find the times T+>0T_{+}>0 for which A0A^{\prime}\to 0, and T<0T_{-}<0 for which A4A^{\prime}\to-4. According to the numerical simulation, we have

      1. fnum@enumiiiitem (i)(i)

        For the case of increasing t>0t>0, the integral (3.15) converges to a positive finite time: 1(a)T+A0>0\mathcal{I}_{1}(a)\to\frac{T_{+}}{A_{0}}>0 as a=AA0AA0a=\frac{A}{A_{0}}\to\frac{A_{\ast}}{A_{0}}. Thus (A,A)(A,0)(A,A^{\prime})\to(A_{\ast},0) in finite time as tT+t\to T_{+}. In this scenario, we take (A,A)|t=T+=(A,0)(A,A^{\prime})|_{t=T_{+}}=(A_{\ast},0) as an initial data starting in Regime 4(i) then concatenate the resulting solution with A(t)|0tT+A(t)|_{0\leq t\leq T_{+}}.

      2. fnum@enumiiiitem (ii)(ii)

        For the case of decreasing t<0t<0, it can be verified that 1V1(a)214\frac{1}{V_{1}(a)-2}\to-\frac{1}{4} as aa\to\infty. Hence the integral (3.15) diverges to negative infinity: 1(a)\mathcal{I}_{1}(a)\to-\infty as a=AA0a=\frac{A}{A_{0}}\to\infty, which implies that T=T_{-}=-\infty. Thus (A,A)(,4)(A,A^{\prime})\to(\infty,-4) as tt\to-\infty.

        Regime 4: A0[0,2)A_{0}^{\prime}\in[0,2).

        In this case, 1<β(A0)1<\beta(A_{0}^{\prime}) and the differential equation is given by A(t)=V0(A(t)A0)2A^{\prime}(t)=V_{0}(\frac{A(t)}{A_{0}})-2 according to (3.14). Moreover, (3.6) implies that μ>0\mu>0, and tA(t)t\mapsto A^{\prime}(t) is monotone increasing since A>0A>0 and (3.5). From the fact that μ>0\mu>0 and (3.6), it follows that as tt increases from 0, one has the limit AA\to\infty and A2A^{\prime}\to 2^{-}. On the other hand, as tt decreases from 0, one has the limit AA+A\to A_{\ast}^{+} and A0+A^{\prime}\to 0^{+}, where A:=(μ(2A)(4+A)2)16|A=0A_{\ast}\vcentcolon=(\frac{\mu}{(2-A^{\prime})(4+A^{\prime})^{2}})^{\frac{1}{6}}|_{A^{\prime}=0}. Thus, we aim to find the times T+>0T_{+}>0 for which A2A^{\prime}\to 2^{-}, and T<0T_{-}<0 for which A0+A^{\prime}\to 0^{+}. By the numerical simulation, we have

        1. fnum@enumivitem (i)(i)

          For the case of increasing t>0t>0, it can be verified that 1V0(a)212\frac{1}{V_{0}(a)-2}\to\frac{1}{2} as aa\to\infty. Hence the integral (3.15) diverges to positive infinity: 0(a)\mathcal{I}_{0}(a)\to\infty as a=AA0a=\frac{A}{A_{0}}\to\infty, which implies that T+=T_{+}=\infty. Thus (A,A)(,2)(A,A^{\prime})\to(\infty,2) in infinite time as tt\to\infty.

        2. fnum@enumivitem (ii)(ii)

          For the case of decreasing t<0t<0, the integral (3.15) converges to a negative finite time: 0(a)TA0<0\mathcal{I}_{0}(a)\to\frac{T_{-}}{A_{0}}<0 as a=AA0AA0a=\frac{A}{A_{0}}\to\frac{A_{\ast}}{A_{0}}. Thus (A,A)(A,0)(A,A^{\prime})\to(A_{\ast},0) in finite time as tTt\to T_{-}. In this scenario, we take (A,A)|t=T=(A,0)(A,A^{\prime})|_{t=T_{-}}=(A_{\ast},0) as an initial data starting in Regime 3(ii) then concatenate the resulting solution with A(t)|Tt0A(t)|_{T_{-}\leq t\leq 0}.

          Refer to caption
          Figure 3.4: the plot of curve (tA0,0(AA0))(\frac{t}{A_{0}},\mathcal{I}_{0}(\frac{A}{A_{0}})) with A0=1.8A^{\prime}_{0}=1.8 for Regime 4.

          Regime 5: A0(2,)A_{0}^{\prime}\in(2,\infty).

          In this case, 1>β(A0)1>\beta(A_{0}^{\prime}) and the differential equation is given by A(t)=W(A(t)A0)2A^{\prime}(t)=W(\frac{A(t)}{A_{0}})-2. Moreover, (3.6) implies that μ<0\mu<0, and tA(t)t\mapsto A^{\prime}(t) is monotone decreasing since A>0A>0 and (3.5). From the fact that μ<0\mu<0 and (3.6), it follows that as tt increases from 0, one has the limit AA\to\infty and A2+A^{\prime}\to 2^{+}. On the other hand, as tt decreases from 0, one has the limit A0+A\to 0^{+} and AA^{\prime}\to\infty. Thus, we aim to find the time T+T_{+} for which A2+A^{\prime}\to 2^{+}. From (3.6), we see that AA\to\infty as A2+A^{\prime}\to 2^{+}, and T<0T_{-}<0 for which AA^{\prime}\to\infty. By the numerical simulation, we have

          1. fnum@enumv(i)(i)

            For the case of increasing t>0t>0, it can be verified that 1W(a)212\frac{1}{W(a)-2}\to\frac{1}{2} as aa\to\infty. Hence the integral (3.19) diverges to positive infinity: H(a)\mathcal{I}_{H}(a)\to\infty as a=AA0a=\frac{A}{A_{0}}\to\infty, which implies that T+=T_{+}=\infty. Thus (A,A)(,2)(A,A^{\prime})\to(\infty,2) in infinite time as tt\to\infty.

          2. fnum@enumv(ii)(ii)

            For the case of decreasing t<0t<0, the integral (3.19) converges to a negative finite time: 0(a)TA0<0\mathcal{I}_{0}(a)\to\frac{T_{-}}{A_{0}}<0 as a=AA00a=\frac{A}{A_{0}}\to 0. Thus (A,A)(0,)(A,A^{\prime})\to(0,\infty) in finite time as tTt\to T_{-}.

            Refer to caption
            Figure 3.5: the plot of curve (tA0,H(AA0))(\frac{t}{A_{0}},\mathcal{I}_{H}(\frac{A}{A_{0}})) with A0=10A_{0}^{\prime}=10 for Regime 5.

            3.3 Free boundary surface and phase space

            The free boundary surface of the flow is determined by (3.3), (3.6), and (3.7). This is stated as:

            (2A)(4+A)(x2+y2)+2(4+A)2z2=μνA4,(2-A^{\prime})(4+A^{\prime})(x^{2}+y^{2})+2(4+A^{\prime})^{2}z^{2}=\dfrac{\mu\nu}{A^{4}}, (3.20)

            with μ=A06(2A0)(4+A0)2\mu=A_{0}^{6}(2-A_{0}^{\prime})(4+A_{0}^{\prime})^{2} and ν=c0(2A0)(4+A0)\nu=\frac{c_{0}}{(2-A_{0}^{\prime})(4+A_{0}^{\prime})}. From this, we see that

            • If A<4A^{\prime}<-4 or A>2A^{\prime}>2, then the surface is either an one-sheeted or two-sheeted hyperboloid, or a cone;

            • If 4<A<2-4<A^{\prime}<2, then the surface is an ellipsoid.

            For a given initial data A0=A(0)A_{0}=A(0) and A0=A(0)A_{0}^{\prime}=A^{\prime}(0), the solution to (3.5)–(3.6) exists up to the maximum time of existence T0T\neq 0 and A(t)𝒞2([0,T))A(t)\in\mathcal{C}^{2}\big{(}[0,T)\big{)} or A(t)𝒞2((T,0])A(t)\in\mathcal{C}^{2}\big{(}(T,0]\big{)} due to the construction given in the previous section. In what follows, we study the evolution of its corresponding free surface. Once again, due to the time symmetry of the differential equations (3.5)–(3.6) for (t,A)(t,A)(t,A)\leftrightarrow(-t,-A), we restrict our analysis to the case A0>0A_{0}>0. We split the initial data into 9 cases:

            Case I(a): A0<4A_{0}^{\prime}<-4 and c0>0c_{0}>0. The initial free boundary is an One-Sheeted Hyperboloid.

            In this case, μ>0\mu>0 and ν<0\nu<0. Rewriting (3.20) using (3.6), we have

            x2+y2+2(4+A)2Az2=νμ(4+A)2A3.x^{2}+y^{2}+\dfrac{2(4+A^{\prime})}{2-A^{\prime}}z^{2}=\nu\sqrt[\scriptstyle 3]{\dfrac{\mu(4+A^{\prime})}{2-A^{\prime}}}. (3.21)

            By the analysis of Regime 1 and Regime 2 in the previous section, we have

            1. fnum@enumvi(i)(i)

              For increasing t>0t>0, there exists a finite time T+>0T_{+}>0 such that A(t)0A(t)\to 0, A(t)A^{\prime}(t)\to-\infty as tT+t\to T_{+}. Thus, as tT+t\to T_{+}, the free surface converges to an One-Sheeted Hyperboloid given by the following equation:

              x2+y22z2=νμ3>0.x^{2}+y^{2}-2z^{2}=-\nu\sqrt[\scriptstyle 3]{\mu}>0.
            2. fnum@enumvi(ii)(ii)

              For decreasing t<0t<0, we have the limit A(t)A(t)\to\infty, A(t)4A^{\prime}(t)\to-4 as tt\to-\infty. Thus, as tt\to-\infty, the free surface collapses to the zz-axis described by the equation x2+y2=0x^{2}+y^{2}=0.

              Case I(b): A0<4A_{0}^{\prime}<-4 and c0<0c_{0}<0. The initial free boundary is a Two-Sheeted Hyperboloid.

              In this case, μ>0\mu>0 and ν>0\nu>0. The evolution of surface is described by the same equation as (3.21). According to Regime 1 and Regime 2, we have

              1. fnum@enumvii()()

                For increasing t>0t>0, there exists a finite time T+>0T_{+}>0 such that A(t)0A(t)\to 0, A(t)A^{\prime}(t)\to-\infty as tT+t\to T_{+}. Thus, as tT+t\to T_{+}, the free surface converges to a Two-Sheeted Hyperboloid given by the following equation

                x2+y22z2=νμ3<0.x^{2}+y^{2}-2z^{2}=-\nu\sqrt[\scriptstyle 3]{\mu}<0.
              2. fnum@enumvii()()

                For decreasing t<0t<0, we have the limit A(t)A(t)\to\infty, A(t)4A^{\prime}(t)\to-4 as tt\to-\infty. Thus, as tt\to-\infty, the free surface collapses to the zz-axis described by the equation x2+y2=0x^{2}+y^{2}=0.

                Case I(c): A0<4A_{0}^{\prime}<-4 and c0=0c_{0}=0. The initial free boundary is a Cone.

                In this case, μ>0\mu>0 and ν=0\nu=0. The evolution of surface is described by the same equation as (3.21). By the analysis of Regime 1 and Regime 2 in the previous section, we have

                1. fnum@enumviii()()

                  For increasing t>0t>0, there exists a finite time T+>0T_{+}>0 such that A(t)0A(t)\to 0, A(t)A^{\prime}(t)\to-\infty as tT+t\to T_{+}. Thus, as tT+t\to T_{+}, the free surface converges to a Cone with slope 22 given by the equation

                  x2+y22z2=0.x^{2}+y^{2}-2z^{2}=0.
                2. fnum@enumviii()()

                  For decreasing t<0t<0, we have the limit A(t)A(t)\to\infty, A(t)4A^{\prime}(t)\to-4 as tt\to-\infty. Thus, as tt\to-\infty, the free surface collapses to the zz-axis described by the equation x2+y2=0x^{2}+y^{2}=0.

                  Case II: 4<A0<2-4<A_{0}^{\prime}<2 and c00c_{0}\geq 0. The initial free boundary is an Ellipsoid or a point.

                  The free surface is described by (3.20) and solution A(t)A(t) as

                  (2A)(4+A)(x2+y2)+2(4+A)2z2=μνA4.(2-A^{\prime})(4+A^{\prime})(x^{2}+y^{2})+2(4+A^{\prime})^{2}z^{2}=\dfrac{\mu\nu}{A^{4}}.

                  If c0=0c_{0}=0 then (3.20) reduces to the equation (2A)(x2+y2)+2(4+A)z2=0(2-A^{\prime})(x^{2}+y^{2})+2(4+A^{\prime})z^{2}=0 which describes a point at the origin. In addition, we remark that c0<0c_{0}<0 is not possible in this case. By the analysis of Regime 3 and Regime 4 in the previous section, we have

                  1. fnum@enumix()()

                    For increasing t>0t>0, we have A(t)A(t)\to\infty, A(t)2A^{\prime}(t)\to 2 as tt\to\infty. Therefore in the limit tt\to\infty, the equation (3.20) reduces to z2=0z^{2}=0, which means that the free surface collapses into the (x,y)(x,y)-Plane.

                  2. fnum@enumix()()

                    For decreasing t<0t<0, we have the limit A(t)A(t)\to\infty, A(t)4A^{\prime}(t)\to-4 as tt\to-\infty. Thus, as tt\to-\infty, the free surface collapses to the zz-Axis described by the equation x2+y2=0x^{2}+y^{2}=0.

                    Case III(a): A0>2A_{0}^{\prime}>2 and c0>0c_{0}>0. The initial free boundary is a Two-Sheeted Hyperboloid.

                    In this case, μ<0\mu<0 and ν<0\nu<0. The free surface is described by the same equation as (3.21). By the analysis of Regime 5 in the previous section, we have

                    1. fnum@enumx()()

                      For increasing t>0t>0, we have A(t)A(t)\to\infty, A(t)2+A^{\prime}(t)\to 2^{+} as tt\to\infty. Taking this limit in (3.20), the equation reduces to z2=0z^{2}=0 as tt\to\infty. Thus, the free surface collapses to the (x,y)-Plane in the limit tt\to\infty.

                    2. fnum@enumx()()

                      For decreasing t<0t<0, there exists a finite time <T<0-\infty<T_{-}<0 such that A(t)0A(t)\to 0, A(t)A^{\prime}(t)\to\infty as tTt\to T_{-}. Thus, as tTt\to T_{-}, the free surface converges to a Two-Sheeted Hyperboloid described by the equation:

                      x2+y22z2=νμ3<0x^{2}+y^{2}-2z^{2}=-\nu\sqrt[\scriptstyle 3]{\mu}<0

                      Case III(b): A0>2A_{0}^{\prime}>2 and c0<0c_{0}<0. The initial free boundary is an One-Sheeted Hyperboloid.

                      In this case, μ<0\mu<0 and ν>0\nu>0. The free surface is described by the same equation as (3.21). According to Regime 5 in the previous section, we have

                      1. fnum@enumxi()()

                        For increasing t>0t>0, we have A(t)A(t)\to\infty, A(t)2+A^{\prime}(t)\to 2^{+} as tt\to\infty. Taking this limit in (3.20), the equation reduces to z2=0z^{2}=0 as tt\to\infty. Thus, the free surface collapses to the (x,y)-Plane in the limit tt\to\infty.

                      2. fnum@enumxi()()

                        For decreasing t<0t<0, there exists a finite time <T<0-\infty<T_{-}<0 such that A(t)0A(t)\to 0, A(t)A^{\prime}(t)\to\infty as tTt\to T_{-}. Thus, as tTt\to T_{-}, the free surface converges to an One-Sheeted Hyperboloid described by the equation:

                        x2+y22z2=νμ3>0x^{2}+y^{2}-2z^{2}=-\nu\sqrt[\scriptstyle 3]{\mu}>0

                        Case III(c): A0>2A_{0}^{\prime}>2 and c0=0c_{0}=0. The initial free boundary is a Cone.

                        In this case, μ<0\mu<0 and ν=0\nu=0. The free surface is an evolving cone described by the same equation as (3.21). By the analysis in Regime 5, we have

                        1. fnum@enumxii()()

                          For increasing t>0t>0, we have A(t)A(t)\to\infty, A(t)2+A^{\prime}(t)\to 2^{+} as tt\to\infty. Taking this limit in (3.20), the equation reduces to z2=0z^{2}=0 as tt\to\infty. Thus, the free surface collapses to the (x,y)-Plane in the limit tt\to\infty.

                        2. fnum@enumxii()()

                          For decreasing t<0t<0, there exists a finite time <T<0-\infty<T_{-}<0 such that A(t)0A(t)\to 0, A(t)A^{\prime}(t)\to\infty as tTt\to T_{-}. Thus, as tTt\to T_{-}, the free surface converges to the Cone with slope 22 described by the equation:

                          x2+y22z2=0x^{2}+y^{2}-2z^{2}=0

                          Case IV: A0A_{0}\in\mathbb{R} and A0=4A_{0}^{\prime}=-4. The initial free boundary is the zz-axis.

                          For this initial data, μν=0\mu\nu=0 and the solution is explicitly given by A(t)=4t+A0A(t)=-4t+A_{0}. The equation (3.20) for the surface remains as the zz-Axis given by the equation x2+y2=0x^{2}+y^{2}=0.

                          Case V: A0A_{0}\in\mathbb{R} and A0=2A_{0}^{\prime}=2. The initial free boundary is a Two-Sheeted Plane perpendicular to the zz-axis.

                          For this initial data, μ=0\mu=0 and μν=6c0A06\mu\nu=6c_{0}A_{0}^{6}. The solution is explicitly given by A(t)=2t+A0A(t)=2t+A_{0}, and the equation (3.20) for the surface is:

                          z2=c0|A(t)|69=c09|2t+A0|2.z^{2}=\dfrac{c_{0}|A(t)|^{6}}{9}=\dfrac{c_{0}}{9}|2t+A_{0}|^{2}.

                          This describes a two-sheeted plane perpendicular to the zz-axis moving along the zz-direction with velocities ±c0(2t+A0)9\pm\frac{c_{0}(2t+A_{0})}{9}. Note that in this case c0<0c_{0}<0 is impossible.

                          [Uncaptioned image]
                          Remark 3.1.

                          The point (A0,A0)(A_{0}^{\prime},A_{0}) for which A0(t){4,2}A_{0}^{\prime}(t)\notin\{-4,2\} and A0=0A_{0}=0 cannot exist as a solution to (3.6). Thus the set {(q,p)2:q(,4)(4,2)(2,) and p=0}\{(q,p)\in\mathbb{R}^{2}\vcentcolon q\in(-\infty,-4)\cup(-4,2)\cup(2,\infty)\text{ and }p=0\} is excluded from the phase space of (A,A)(A^{\prime},A).

                          3.4 Time asymptotic of (A,A)(A,A^{\prime})

                          In this section, we study the time asymptotic behaviour of A(t)A(t) and A(t)A^{\prime}(t). As before, we restrict our study to the case A0>0A_{0}>0 since the solution for A0<0A_{0}<0 can be obtained by the transformation: (t,A)(t,A)(t,A)\mapsto(-t,-A).

                          Time asymptotic for Case I.

                          The initial data in this case satisfies A0(,4)A_{0}^{\prime}\in(-\infty,-4) and c0c_{0}\in\mathbb{R}. According to Regime 1(i) and Regime 2(i), if we set

                          T+:=H(0)=A010dsW(s)2>0,T_{+}\vcentcolon=\mathcal{I}_{H}(0)=A_{0}\int_{1}^{0}\dfrac{{\mathrm{d}}s}{W(s)-2}>0,

                          then (A(t),A(t))(0,)(A(t),A^{\prime}(t))\to(0,-\infty) as tT+t\nearrow T_{+}. It follows from (3.19) that

                          A00A/A0dsW(s)2=tT+.A_{0}\int_{0}^{A/A_{0}}\dfrac{{\mathrm{d}}s}{W(s)-2}=t-T_{+}. (3.22)

                          Since A0<4A_{0}^{\prime}<-4, (3.12) implies that β(A0)<0\beta(A_{0}^{\prime})<0. By the expression (3.17), the following series expansion holds:

                          1W(s)2=(|β(A0)|16)13s2+𝒪(s4)as s0+.\dfrac{1}{W(s)-2}=\Big{(}\dfrac{|\beta(A_{0}^{\prime})|}{16}\Big{)}^{\frac{1}{3}}s^{2}+\mathcal{O}(s^{4})\quad\text{as }\ s\to 0^{+}.

                          Substituting the above into (3.22), it follows that as A0+A\to 0^{+},

                          tT+=A00A/A0{(|β(A0)|16)13s2+𝒪(s4)}ds=13A02(|β(A0)|16)13A3+𝒪(A5).t-T_{+}=A_{0}\int_{0}^{A/A_{0}}\!\!\Big{\{}\Big{(}\dfrac{|\beta(A_{0}^{\prime})|}{16}\Big{)}^{\frac{1}{3}}s^{2}+\mathcal{O}(s^{4})\Big{\}}\,{\mathrm{d}}s=\dfrac{1}{3A_{0}^{2}}\Big{(}\dfrac{|\beta(A_{0}^{\prime})|}{16}\Big{)}^{\frac{1}{3}}A^{3}+\mathcal{O}(A^{5}).

                          Therefore we obtain the convergence rate

                          A(t)=𝒪(T+t3)as tT+.A(t)=\mathcal{O}\big{(}\sqrt[\scriptstyle 3]{T_{+}-t}\big{)}\qquad\text{as }\ t\nearrow T_{+}.

                          Combining the above convergence rate with (3.17), we conclude that

                          A(t)=W(A(t)A0)2=𝒪((T+t)2/3)as tT+.A^{\prime}(t)=W\big{(}\dfrac{A(t)}{A_{0}}\big{)}-2=\mathcal{O}\Big{(}(T_{+}-t)^{-2/3}\Big{)}\qquad\text{as }\ t\nearrow T_{+}.

                          Next, we consider the asymptotic of (A,A)(A,A^{\prime}) in the limit tt\to-\infty. According to the analysis given in Regime 1(ii) and Regime 2(ii), as tt\to-\infty, A(t)A(t) takes the form:

                          A(t)=A021(tA0), with 2(x):=1xdsV2(s)2,\displaystyle A(t)=A_{0}\mathcal{I}_{2}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)},\quad\text{ with }\ \mathcal{I}_{2}(x)\vcentcolon=\int_{1}^{x}\dfrac{{\mathrm{d}}s}{V_{2}(s)-2},
                          where V2(s)=4cos{13arccos(12s6β(A0))4π3}.\displaystyle\text{where }\ V_{2}(s)=4\cos\Big{\{}\dfrac{1}{3}\arccos\Big{(}1-\dfrac{2}{s^{6}\beta(A_{0}^{\prime})}\Big{)}-\dfrac{4\pi}{3}\Big{\}}. (3.23)

                          It can be verified that limsV2(s)=2\lim_{s\to\infty}V_{2}(s)=-2. This implies limx2(x)=\lim_{x\to\infty}\mathcal{I}_{2}(x)=-\infty. Hence its inverse satisfies limt21(t)=\lim_{t\to-\infty}\mathcal{I}_{2}^{-1}(t)=\infty. In addition, there exists NN\in\mathbb{N} such that for all xNx\geq N, 5V2(x)23-5\leq V_{2}(x)-2\leq-3, hence

                          |2(x)|Nxds|V2(s)2||2(N)|x5N5|2(N)|,for all xN.|\mathcal{I}_{2}(x)|\geq\int_{N}^{x}\dfrac{{\mathrm{d}}s}{|V_{2}(s)-2|}-|\mathcal{I}_{2}(N)|\geq\dfrac{x}{5}-\dfrac{N}{5}-|\mathcal{I}_{2}(N)|,\quad\text{for all }\ x\geq N.

                          Thus we have lim infx|2(x)|x15\liminf_{x\to\infty}\frac{|\mathcal{I}_{2}(x)|}{x}\geq\frac{1}{5}. For inverse function 21(t)\mathcal{I}_{2}^{-1}(t), we have that

                          lim supt|21(t)||t|=lim supxx|2(x)|=(lim infx|2(x)|x)15.\limsup\limits_{t\to-\infty}\dfrac{|\mathcal{I}_{2}^{-1}(t)|}{|t|}=\limsup\limits_{x\to\infty}\dfrac{x}{|\mathcal{I}_{2}(x)|}=\Big{(}\liminf\limits_{x\to\infty}\dfrac{|\mathcal{I}_{2}(x)|}{x}\Big{)}^{-1}\leq 5.

                          Therefore we conclude

                          A(t)=A021(tA0)=𝒪(t)as t.A(t)=A_{0}\mathcal{I}_{2}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)}=\mathcal{O}(t)\qquad\text{as }\ t\to-\infty.

                          Since limx2(x)=14\lim_{x\to\infty}\mathcal{I}_{2}^{\prime}(x)=-\frac{1}{4}, by inverse function theorem,

                          limtA(t)=limt12(21(t/A0))=4, which implies A(t)+4=o(1).\lim\limits_{t\to-\infty}A^{\prime}(t)=\lim\limits_{t\to-\infty}\dfrac{1}{\mathcal{I}_{2}^{\prime}\big{(}\mathcal{I}_{2}^{-1}(t/A_{0})\big{)}}=-4,\ \text{ which implies }\ A^{\prime}(t)+4=o(1).

                          The following series expansion holds:

                          arccos(1x6)=2x3+162x9+𝒪(x15)\displaystyle\arccos(1-x^{-6})=\sqrt{2}x^{-3}+\dfrac{1}{6\sqrt{2}}x^{-9}+\mathcal{O}(x^{-15}) as x,\displaystyle\text{as }\ x\to\infty,
                          4cos(x34π3)+2=23x+19x2+𝒪(x3)\displaystyle 4\cos\big{(}\dfrac{x}{3}-\dfrac{4\pi}{3}\big{)}+2=-\dfrac{2}{\sqrt{3}}x+\dfrac{1}{9}x^{2}+\mathcal{O}(x^{3}) as x0.\displaystyle\text{as }\ x\to 0.

                          Using these in the expression (3.23), we obtain the series expansion:

                          V2(s)+2=(163β(A0))12s3+49β(A0)s6+𝒪(s9)=𝒪(s3)as s.V_{2}(s)+2=-\Big{(}\dfrac{16}{3\beta(A_{0}^{\prime})}\Big{)}^{\frac{1}{2}}s^{-3}+\dfrac{4}{9\beta(A_{0}^{\prime})}s^{-6}+\mathcal{O}(s^{-9})=\mathcal{O}(s^{-3})\qquad\text{as }\ s\to\infty.

                          Applying the fact that 21(t)=𝒪(t)\mathcal{I}_{2}^{-1}(t)=\mathcal{O}(t) as tt\to-\infty, we conclude that

                          A(t)+4=V2(21(tA0))+2=𝒪(|21(tA0)|3)=𝒪(t3)as t.\displaystyle A^{\prime}(t)+4=V_{2}\big{(}\mathcal{I}_{2}^{-1}(\tfrac{t}{A_{0}})\big{)}+2=\mathcal{O}\big{(}|\mathcal{I}_{2}^{-1}(\tfrac{t}{A_{0}})|^{-3}\big{)}=\mathcal{O}(t^{-3})\qquad\text{as }\ t\to-\infty.

                          In summary if A0(,4)A_{0}^{\prime}\in(-\infty,-4) and c0c_{0}\in\mathbb{R}, then the corresponding solution A(t)A(t) satisfies the following asymptotic behaviour: there exists T+=T+(A0,A0)(0,)T_{+}=T_{+}(A_{0},A_{0}^{\prime})\in(0,\infty) such that

                          A(t)=𝒪(T+t3),\displaystyle A(t)=\mathcal{O}\big{(}\sqrt[\scriptstyle 3]{T_{+}-t}\big{)}, andA(t)=𝒪((T+t)2/3)\displaystyle\quad\text{and}\quad A^{\prime}(t)=\mathcal{O}\Big{(}(T_{+}-t)^{-2/3}\Big{)}\qquad as tT+,\displaystyle\text{as }\ t\nearrow T_{+},
                          A(t)=𝒪(t),\displaystyle A(t)=\mathcal{O}(t), andA(t)=4+𝒪(t3)\displaystyle\quad\text{and}\quad A^{\prime}(t)=-4+\mathcal{O}(t^{-3}) as t.\displaystyle\text{as }\ t\to-\infty.

                          Time asymptotic for Case II.

                          The initial data in this case satisfies A0(4,2)A_{0}^{\prime}\in(-4,2) and c00c_{0}\geq 0. According to the analysis given in Regime 3(i) and Regime 4(i), in the limit tt\to\infty, the solution A(t)A(t) is takes the form:

                          A(t)=A001(tA0), with 0(x):=1xdsV0(s)2,\displaystyle A(t)=A_{0}\mathcal{I}_{0}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)},\quad\text{ with }\ \mathcal{I}_{0}(x)\vcentcolon=\int_{1}^{x}\dfrac{{\mathrm{d}}s}{V_{0}(s)-2},
                          where V0(s)=4cos{13arccos(12s6β(A0))}.\displaystyle\text{where }\ V_{0}(s)=4\cos\Big{\{}\dfrac{1}{3}\arccos\Big{(}1-\dfrac{2}{s^{6}\beta(A_{0}^{\prime})}\Big{)}\Big{\}}. (3.24)

                          It can be verified that limsV0(s)=4\lim_{s\to\infty}V_{0}(s)=4. This implies limx0(x)=\lim_{x\to\infty}\mathcal{I}_{0}(x)=\infty. Hence its inverse satisfies limt01(t)=\lim_{t\to\infty}\mathcal{I}_{0}^{-1}(t)=\infty. In addition, there exists NN\in\mathbb{N} such that for all xNx\geq N, 1V0(x)231\leq V_{0}(x)-2\leq 3, hence

                          |0(x)|Nxds|V0(s)2||0(N)|x3N3|0(N)|,for all xN.|\mathcal{I}_{0}(x)|\geq\int_{N}^{x}\dfrac{{\mathrm{d}}s}{|V_{0}(s)-2|}-|\mathcal{I}_{0}(N)|\geq\dfrac{x}{3}-\dfrac{N}{3}-|\mathcal{I}_{0}(N)|,\quad\text{for all }\ x\geq N.

                          Thus we have lim infx|0(x)|x13\liminf_{x\to\infty}\frac{|\mathcal{I}_{0}(x)|}{x}\geq\frac{1}{3}. For inverse function 01(t)\mathcal{I}_{0}^{-1}(t), we have that

                          lim supt|01(t)|t=lim supxx|0(x)|=(lim infx|0(x)|x)13.\limsup\limits_{t\to\infty}\dfrac{|\mathcal{I}_{0}^{-1}(t)|}{t}=\limsup\limits_{x\to\infty}\dfrac{x}{|\mathcal{I}_{0}(x)|}=\Big{(}\liminf\limits_{x\to\infty}\dfrac{|\mathcal{I}_{0}(x)|}{x}\Big{)}^{-1}\leq 3.

                          Therefore we conclude

                          A(t)=A001(tA0)=𝒪(t)as t.A(t)=A_{0}\mathcal{I}_{0}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)}=\mathcal{O}(t)\qquad\text{as }\ t\to\infty.

                          Since limx0(x)=12\lim_{x\to\infty}\mathcal{I}_{0}^{\prime}(x)=\frac{1}{2}, by inverse function theorem,

                          limtA(t)=limt10(01(t/A0))=2, which implies A(t)2=o(1).\lim\limits_{t\to\infty}A^{\prime}(t)=\lim\limits_{t\to\infty}\dfrac{1}{\mathcal{I}_{0}^{\prime}\big{(}\mathcal{I}_{0}^{-1}(t/A_{0})\big{)}}=2,\ \text{ which implies }\ A^{\prime}(t)-2=o(1).

                          The following series expansion holds:

                          arccos(1x6)=2x3+162x9+𝒪(x15)\displaystyle\arccos(1-x^{-6})=\sqrt{2}x^{-3}+\dfrac{1}{6\sqrt{2}}x^{-9}+\mathcal{O}(x^{-15}) as x,\displaystyle\text{as }\ x\to\infty,
                          4cos(x3)4=29x2+1486x4+𝒪(x5)\displaystyle 4\cos\big{(}\dfrac{x}{3}\big{)}-4=-\dfrac{2}{9}x^{2}+\dfrac{1}{486}x^{4}+\mathcal{O}(x^{5}) as x0.\displaystyle\text{as }\ x\to 0.

                          Using these in the expression (3.24), we obtain the series expansion:

                          V0(s)4=89β(A0)s6+8243β(A0)s12+𝒪(s15)=𝒪(s6)as s.V_{0}(s)-4=-\dfrac{8}{9\beta(A_{0}^{\prime})}s^{-6}+\dfrac{8}{243\beta(A_{0}^{\prime})}s^{-12}+\mathcal{O}(s^{-15})=\mathcal{O}(s^{-6})\qquad\text{as }\ s\to\infty.

                          Applying the fact that 01(t)=𝒪(t)\mathcal{I}_{0}^{-1}(t)=\mathcal{O}(t) as tt\to\infty, we conclude that

                          A(t)2=V0(01(tA0))4=𝒪(|01(tA0)|6)=𝒪(t6)as t.\displaystyle A^{\prime}(t)-2=V_{0}\big{(}\mathcal{I}_{0}^{-1}(\tfrac{t}{A_{0}})\big{)}-4=\mathcal{O}\big{(}|\mathcal{I}_{0}^{-1}(\tfrac{t}{A_{0}})|^{-6}\big{)}=\mathcal{O}(t^{-6})\qquad\text{as }\ t\to\infty.

                          Next we consider the asymptotic behaviour of A(t)A(t), A(t)A^{\prime}(t) in the limit tt\to-\infty. In this case, according to Regime 3(ii) and Regime 4(ii), the solution A(t)A(t) is given by

                          A(t)=A011(tA0), with 1(x):=1xdsV1(s)2,\displaystyle A(t)=A_{0}\mathcal{I}_{1}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)},\quad\text{ with }\ \mathcal{I}_{1}(x)\vcentcolon=\int_{1}^{x}\dfrac{{\mathrm{d}}s}{V_{1}(s)-2},
                          where V1(s)=4cos{13arccos(12s6β(A0))2π3}.\displaystyle\text{where }\ V_{1}(s)=4\cos\Big{\{}\dfrac{1}{3}\arccos\Big{(}1-\dfrac{2}{s^{6}\beta(A_{0}^{\prime})}\Big{)}-\dfrac{2\pi}{3}\Big{\}}. (3.25)

                          It can be verified that limsV1(s)=2\lim_{s\to\infty}V_{1}(s)=-2. This implies limx1(x)=\lim_{x\to\infty}\mathcal{I}_{1}(x)=-\infty. Hence its inverse satisfies limt11(t)=\lim_{t\to-\infty}\mathcal{I}_{1}^{-1}(t)=\infty. In addition, there exists NN\in\mathbb{N} such that for all xNx\geq N, 5V0(x)23-5\leq V_{0}(x)-2\leq-3, hence

                          |1(x)|Nxds|V1(s)2||1(N)|x5N5|1(N)|,for all xN.|\mathcal{I}_{1}(x)|\geq\int_{N}^{x}\dfrac{{\mathrm{d}}s}{|V_{1}(s)-2|}-|\mathcal{I}_{1}(N)|\geq\dfrac{x}{5}-\dfrac{N}{5}-|\mathcal{I}_{1}(N)|,\quad\text{for all }\ x\geq N.

                          Thus we have lim infx|1(x)|x15\liminf_{x\to\infty}\frac{|\mathcal{I}_{1}(x)|}{x}\geq\frac{1}{5}. For inverse function 11(t)\mathcal{I}_{1}^{-1}(t), we have that

                          lim supt|11(t)||t|=lim supxx|1(x)|=(lim infx|1(x)|x)15.\limsup\limits_{t\to-\infty}\dfrac{|\mathcal{I}_{1}^{-1}(t)|}{|t|}=\limsup\limits_{x\to\infty}\dfrac{x}{|\mathcal{I}_{1}(x)|}=\Big{(}\liminf\limits_{x\to\infty}\dfrac{|\mathcal{I}_{1}(x)|}{x}\Big{)}^{-1}\leq 5.

                          Therefore we conclude

                          A(t)=A011(tA0)=𝒪(t)as t.A(t)=A_{0}\mathcal{I}_{1}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)}=\mathcal{O}(t)\qquad\text{as }\ t\to-\infty.

                          Since limx1(x)=14\lim_{x\to\infty}\mathcal{I}_{1}^{\prime}(x)=-\frac{1}{4}, by inverse function theorem,

                          limtA(t)=limt11(11(t/A0))=4, which implies A(t)+4=o(1).\lim\limits_{t\to-\infty}A^{\prime}(t)=\lim\limits_{t\to-\infty}\dfrac{1}{\mathcal{I}_{1}^{\prime}\big{(}\mathcal{I}_{1}^{-1}(t/A_{0})\big{)}}=-4,\ \text{ which implies }\ A^{\prime}(t)+4=o(1).

                          The following series expansion holds:

                          arccos(1x6)=2x3+162x9+𝒪(x15)\displaystyle\arccos(1-x^{-6})=\sqrt{2}x^{-3}+\dfrac{1}{6\sqrt{2}}x^{-9}+\mathcal{O}(x^{-15}) as x,\displaystyle\text{as }\ x\to\infty,
                          4cos(x32π3)+2=23x+19x2+𝒪(x3)\displaystyle 4\cos\big{(}\dfrac{x}{3}-\dfrac{2\pi}{3}\big{)}+2=\dfrac{2}{\sqrt{3}}x+\dfrac{1}{9}x^{2}+\mathcal{O}(x^{3}) as x0.\displaystyle\text{as }\ x\to 0.

                          Using these in the expression (3.25), we obtain the series expansion:

                          V1(s)+2=(163β(A0))12s3+49β(A0)s6+𝒪(s9)=𝒪(s3)as s.V_{1}(s)+2=\Big{(}\dfrac{16}{3\beta(A_{0}^{\prime})}\Big{)}^{\frac{1}{2}}s^{-3}+\dfrac{4}{9\beta(A_{0}^{\prime})}s^{-6}+\mathcal{O}(s^{-9})=\mathcal{O}(s^{-3})\qquad\text{as }\ s\to\infty.

                          Applying the fact that 11(t)=𝒪(t)\mathcal{I}_{1}^{-1}(t)=\mathcal{O}(t) as tt\to-\infty, we conclude that

                          A(t)+4=V1(11(tA0))+2=𝒪(|11(tA0)|3)=𝒪(t3)as t.\displaystyle A^{\prime}(t)+4=V_{1}\big{(}\mathcal{I}_{1}^{-1}(\tfrac{t}{A_{0}})\big{)}+2=\mathcal{O}\big{(}|\mathcal{I}_{1}^{-1}(\tfrac{t}{A_{0}})|^{-3}\big{)}=\mathcal{O}(t^{-3})\qquad\text{as }\ t\to-\infty.

                          In summary, if A0(4,2)A_{0}^{\prime}\in(-4,2) and c00c_{0}\geq 0, then the corresponding solution A(t)A(t) satisfies the following time asymptotic behaviour:

                          A(t)=𝒪(t),andA(t)=2+𝒪(t6)\displaystyle A(t)=\mathcal{O}(t),\quad\text{and}\quad A^{\prime}(t)=2+\mathcal{O}(t^{-6}) as t,\displaystyle\text{as }\ t\to\infty,
                          A(t)=𝒪(t),andA(t)=4+𝒪(t3)\displaystyle A(t)=\mathcal{O}(t),\quad\text{and}\quad A^{\prime}(t)=-4+\mathcal{O}(t^{-3}) as t.\displaystyle\text{as }\ t\to-\infty.

                          Time asymptotic for Case III.

                          The initial data in this case satisfies A0(2,)A_{0}^{\prime}\in(2,\infty) and c0c_{0}\in\mathbb{R}. According to Regime 5(i), as tt\to\infty, the solution A(t)A(t) takes the form:

                          A(t)=A0H1(tA0), with H(x):=1xdsW(s)2,A(t)=A_{0}\mathcal{I}_{H}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)},\quad\text{ with }\ \mathcal{I}_{H}(x)\vcentcolon=\int_{1}^{x}\dfrac{{\mathrm{d}}s}{W(s)-2},

                          where W(s)W(s) is defined in (3.17). It can be verified that limsW(s)=4\lim_{s\to\infty}W(s)=4. This implies limxH(x)=\lim_{x\to\infty}\mathcal{I}_{H}(x)=\infty. Hence its inverse satisfies limtH1(t)=\lim_{t\to\infty}\mathcal{I}_{H}^{-1}(t)=\infty. In addition, there exists NN\in\mathbb{N} such that for all xNx\geq N, 1W(x)231\leq W(x)-2\leq 3, hence

                          |H(x)|Nxds|W(s)2||H(N)|x3N3|H(N)|,for all xN.|\mathcal{I}_{H}(x)|\geq\int_{N}^{x}\dfrac{{\mathrm{d}}s}{|W(s)-2|}-|\mathcal{I}_{H}(N)|\geq\dfrac{x}{3}-\dfrac{N}{3}-|\mathcal{I}_{H}(N)|,\quad\text{for all }\ x\geq N.

                          Thus we have lim infx|H(x)|x13\liminf_{x\to\infty}\frac{|\mathcal{I}_{H}(x)|}{x}\geq\frac{1}{3}. For inverse function H1(t)\mathcal{I}_{H}^{-1}(t), we have that

                          lim supt|H1(t)|t=lim supxx|H(x)|=(lim infx|H(x)|x)13.\limsup\limits_{t\to\infty}\dfrac{|\mathcal{I}_{H}^{-1}(t)|}{t}=\limsup\limits_{x\to\infty}\dfrac{x}{|\mathcal{I}_{H}(x)|}=\Big{(}\liminf\limits_{x\to\infty}\dfrac{|\mathcal{I}_{H}(x)|}{x}\Big{)}^{-1}\leq 3.

                          Therefore we conclude

                          A(t)=A0H1(tA0)=𝒪(t)as t.A(t)=A_{0}\mathcal{I}_{H}^{-1}\big{(}\dfrac{t}{A_{0}}\big{)}=\mathcal{O}(t)\qquad\text{as }\ t\to\infty.

                          Since limxH(x)=12\lim_{x\to\infty}\mathcal{I}_{H}^{\prime}(x)=\frac{1}{2}, by inverse function theorem,

                          limtA(t)=limt1H(H1(t/A0))=2, which implies A(t)2=o(1).\lim\limits_{t\to\infty}A^{\prime}(t)=\lim\limits_{t\to\infty}\dfrac{1}{\mathcal{I}_{H}^{\prime}\big{(}\mathcal{I}_{H}^{-1}(t/A_{0})\big{)}}=2,\ \text{ which implies }\ A^{\prime}(t)-2=o(1).

                          From (3.17), one has the following series expansion:

                          W(s)4=8(3|β(A0)|22)9(β(A0))3s6+𝒪(s9)=𝒪(s6)as s.W(s)-4=-\dfrac{8(3|\beta(A_{0}^{\prime})|^{2}-2)}{9(\beta(A_{0}^{\prime}))^{3}}s^{-6}+\mathcal{O}(s^{-9})=\mathcal{O}(s^{-6})\qquad\text{as }\ s\to\infty.

                          Applying the fact that H1(t)=𝒪(t)\mathcal{I}_{H}^{-1}(t)=\mathcal{O}(t) as tt\to\infty, we conclude that

                          A(t)2=W(H1(tA0))4=𝒪(|H1(tA0)|6)=𝒪(t6)as t.\displaystyle A^{\prime}(t)-2=W\big{(}\mathcal{I}_{H}^{-1}(\tfrac{t}{A_{0}})\big{)}-4=\mathcal{O}\big{(}|\mathcal{I}_{H}^{-1}(\tfrac{t}{A_{0}})|^{-6}\big{)}=\mathcal{O}(t^{-6})\qquad\text{as }\ t\to\infty.

                          Next, we consider the asymptotic of (A,A)(A,A^{\prime}) as tt decreases. According to the analysis given in Regime 5(ii), if we set

                          T:=H(0)=A010dsW(s)2<0,T_{-}\vcentcolon=\mathcal{I}_{H}(0)=A_{0}\int_{1}^{0}\dfrac{{\mathrm{d}}s}{W(s)-2}<0,

                          then (A(t),A(t))(0,)(A(t),A^{\prime}(t))\to(0,\infty) as tTt\searrow T_{-}. It follows from (3.19) that

                          A00A/A0dsW(s)2=tT.A_{0}\int_{0}^{A/A_{0}}\dfrac{{\mathrm{d}}s}{W(s)-2}=t-T_{-}. (3.26)

                          Since A0>2A_{0}^{\prime}>2, (3.12) implies that β(A0)>0\beta(A_{0}^{\prime})>0. By the expression (3.17), the following series expansion holds:

                          1W(s)2=(|β(A0)|16)13s2+𝒪(s4)as s0+.\dfrac{1}{W(s)-2}=-\Big{(}\dfrac{|\beta(A_{0}^{\prime})|}{16}\Big{)}^{\frac{1}{3}}s^{2}+\mathcal{O}(s^{4})\quad\text{as }\ s\to 0^{+}.

                          Substituting the above into (3.26), it follows that as A0+A\to 0^{+},

                          tT=A00A/A0{(|β(A0)|16)13s2+𝒪(s4)}ds=13A02(|β(A0)|16)13A3+𝒪(A5).t-T_{-}=A_{0}\int_{0}^{A/A_{0}}\!\!\Big{\{}-\Big{(}\dfrac{|\beta(A_{0}^{\prime})|}{16}\Big{)}^{\frac{1}{3}}s^{2}+\mathcal{O}(s^{4})\Big{\}}\,{\mathrm{d}}s=-\dfrac{1}{3A_{0}^{2}}\Big{(}\dfrac{|\beta(A_{0}^{\prime})|}{16}\Big{)}^{\frac{1}{3}}A^{3}+\mathcal{O}(A^{5}).

                          Therefore we obtain the convergence rate

                          A(t)=𝒪(tT3)as tT.A(t)=\mathcal{O}\big{(}\sqrt[\scriptstyle 3]{t-T_{-}}\big{)}\qquad\text{as }\ t\searrow T_{-}.

                          Combining the above convergence rate with (3.17), we conclude that

                          A(t)=W(A(t)A0)2=𝒪((tT)2/3)as tT.A^{\prime}(t)=W\big{(}\dfrac{A(t)}{A_{0}}\big{)}-2=\mathcal{O}\Big{(}(t-T_{-})^{-2/3}\Big{)}\qquad\text{as }\ t\searrow T_{-}.

                          In summary if A0(2,)A_{0}^{\prime}\in(2,\infty) and c0c_{0}\in\mathbb{R}, then the corresponding solution A(t)A(t) satisfies the following asymptotic behaviour: there exists T=T(A0,A0)(,0)T_{-}=T_{-}(A_{0},A_{0}^{\prime})\in(-\infty,0) such that

                          A(t)=𝒪(t),\displaystyle A(t)=\mathcal{O}(t), andA(t)=2+𝒪(t6)\displaystyle\quad\text{and}\quad A^{\prime}(t)=2+\mathcal{O}(t^{-6})\qquad as t,\displaystyle\text{as }\ t\to\infty,
                          A(t)=𝒪(tT3),\displaystyle A(t)=\mathcal{O}\big{(}\sqrt[\scriptstyle 3]{t-T_{-}}\big{)}, andA(t)=𝒪((tT)2/3)\displaystyle\quad\text{and}\quad A^{\prime}(t)=\mathcal{O}\Big{(}(t-T_{-})^{-2/3}\Big{)}\qquad as tT.\displaystyle\text{as }\ t\searrow T_{-}.

                          4 Flow of Parabola with Drift

                          Suppose that A(t)A(t) is a solution to (3.5)–(3.6). We consider the following ansatz:

                          ϕ(t,x,y,z)=x2+y22z2A(t)+B(t)z\phi(t,x,y,z)=\dfrac{x^{2}+y^{2}-2z^{2}}{A(t)}+B(t)z (4.1)

                          For each point xΩ(t)\vec{x}\in\partial\Omega(t) at time tt, let X(s;t,x)=(Xx,Xy,Xz)(s;t,x)\vec{X}(s;t,\vec{x})=(X^{x},X^{y},X^{z})(s;t,\vec{x}) be the backward characteristic curve emanating from (t,x)(t,\vec{x}), which satisfies X(t;t,x)=x\vec{X}(t;t,x)=\vec{x} and the differential equations

                          Xxs=2XxA(s),Xys=2XyA(s),Xzs=B(s)4XzA(s).\dfrac{\partial X^{x}}{\partial s}=\dfrac{2X^{x}}{A(s)},\qquad\dfrac{\partial X^{y}}{\partial s}=\dfrac{2X^{y}}{A(s)},\qquad\dfrac{\partial X^{z}}{\partial s}=B(s)-\dfrac{4X^{z}}{A(s)}.

                          For simplicity denote X0σXσ(0;t,x)X^{\sigma}_{0}\equiv X^{\sigma}(0;t,\vec{x}) for σ=x,y,z\sigma=x,\,y,\,z. Solving these, one has

                          X0x=xeg(t),X0y=yeg(t),X0z=ze2g(t)h(t),\displaystyle X^{x}_{0}=xe^{-g(t)},\quad X^{y}_{0}=ye^{-g(t)},\ \quad X^{z}_{0}=ze^{2g(t)}-h(t), (4.2)
                          where h(t):=0tB(s)e2g(s)ds, and g(t)=0t2A(s)ds.\displaystyle\text{where }\quad h(t)\vcentcolon=\int_{0}^{t}\!\!B(s)e^{2g(s)}\,{\mathrm{d}}s,\quad\text{ and }\quad g(t)=\int_{0}^{t}\!\!\dfrac{2}{A(s)}\,{\mathrm{d}}s.

                          Therefore, the equation describing the free surface must satisfies the form:

                          f(X0x,X0y,X0z)=f(xeg(t),yeg(t),ze2g(t)h(t))=0,f\big{(}X^{x}_{0},X^{y}_{0},X^{z}_{0}\big{)}=f\big{(}xe^{-g(t)},ye^{-g(t)},ze^{2g(t)}-h(t)\big{)}=0, (4.3)

                          for some function f(,,)f(\cdot,\cdot,\cdot) independent of (t,x,y,z)(t,x,y,z). On the other hand, substituting (4.1) into (1.6c), we have

                          {2AA2(x2+y2)+2(4+A)A2z2+(B4BA)z}|F(t,x)=0=c(t)B22.\Big{\{}\dfrac{2-A^{\prime}}{A^{2}}(x^{2}+y^{2})+\dfrac{2(4+A^{\prime})}{A^{2}}z^{2}+\big{(}B^{\prime}-\dfrac{4B}{A}\big{)}z\Big{\}}\Big{|}_{F(t,\vec{x})=0}=c(t)-\dfrac{B^{2}}{2}. (4.4)

                          Rewriting the above in terms of (X0x,X0y,X0z)\big{(}X^{x}_{0},X^{y}_{0},X^{z}_{0}\big{)} given in (4.2), one obtains

                          0=\displaystyle 0= 2AA2e2g|X0x|2+2AA2e2g|X0y|2+2(4+A)A2e4g|X0z|2\displaystyle\dfrac{2-A^{\prime}}{A^{2}}e^{2g}|X^{x}_{0}|^{2}+\dfrac{2-A^{\prime}}{A^{2}}e^{2g}|X^{y}_{0}|^{2}+\dfrac{2(4+A^{\prime})}{A^{2}}e^{-4g}|X^{z}_{0}|^{2}
                          +e2g(4(4+A)A2he2g+B4BA)X0z\displaystyle+e^{-2g}\Big{(}\dfrac{4(4+A^{\prime})}{A^{2}}he^{-2g}+B^{\prime}-\dfrac{4B}{A}\Big{)}X^{z}_{0}
                          +he2g(B4BA+2(4+A)A2he2g)+B22c(t).\displaystyle+he^{-2g}\Big{(}B^{\prime}-\dfrac{4B}{A}+\dfrac{2(4+A^{\prime})}{A^{2}}he^{-2g}\Big{)}+\dfrac{B^{2}}{2}-c(t).

                          Since the above equation must be consistent with (4.3), it follows that there exists constants c1c_{1}, c2c_{2}, c3c_{3}\in\mathbb{R} such that

                          2AA2e2g=c12(4+A)A2e4g,\displaystyle\dfrac{2-A^{\prime}}{A^{2}}e^{2g}=c_{1}\dfrac{2(4+A^{\prime})}{A^{2}}e^{-4g}, (4.5a)
                          2AA2e2g=c2e2g(4(4+A)A2he2g+B4BA),\displaystyle\dfrac{2-A^{\prime}}{A^{2}}e^{2g}=c_{2}e^{-2g}\Big{(}\dfrac{4(4+A^{\prime})}{A^{2}}he^{-2g}+B^{\prime}-\dfrac{4B}{A}\Big{)}, (4.5b)
                          2AA2e2g=c3{(B4BA)he2g+2(4+A)A2h2e4g+B22c(t)}.\displaystyle\dfrac{2-A^{\prime}}{A^{2}}e^{2g}=c_{3}\Big{\{}\big{(}B^{\prime}-\dfrac{4B}{A}\big{)}he^{-2g}+\dfrac{2(4+A^{\prime})}{A^{2}}h^{2}e^{-4g}+\dfrac{B^{2}}{2}-c(t)\Big{\}}. (4.5c)

                          From (4.5a), we have the identity 12c1=4+A2Ae6g\frac{1}{2c_{1}}=\frac{4+A^{\prime}}{2-A^{\prime}}e^{-6g}. Substituting this into (4.5b),

                          1=2c2c1h+c2(BA4B)A2Ae4gh=c12{1c2+4ABBA22Ae4g}.\displaystyle 1=\dfrac{2c_{2}}{c_{1}}h+c_{2}\Big{(}B^{\prime}A-4B\Big{)}\dfrac{A}{2-A^{\prime}}e^{-4g}\ \iff\ h=\dfrac{c_{1}}{2}\Big{\{}\dfrac{1}{c_{2}}+\dfrac{4AB-B^{\prime}A^{2}}{2-A^{\prime}}e^{-4g}\Big{\}}.

                          Taking derivative on the above equation, and using the definition h(t)=0tB(s)e2g(s)dsh(t)=\int_{0}^{t}\!\!B(s)e^{2g(s)}\,{\mathrm{d}}s, we obtain

                          0=2Bc1+{B′′A+4(A1)B12AAB}A2Ae6g.0=\dfrac{2B}{c_{1}}+\Big{\{}B^{\prime\prime}A+4(A^{\prime}-1)B^{\prime}-\dfrac{12A^{\prime}}{A}B\Big{\}}\dfrac{A}{2-A^{\prime}}e^{-6g}.

                          Using the identity 12c1=4+A2Ae6g\frac{1}{2c_{1}}=\frac{4+A^{\prime}}{2-A^{\prime}}e^{-6g} on the above equation once again, then rearranging terms, we have

                          B′′+4(A1)AB+8(2A)A2B=0.B^{\prime\prime}+\dfrac{4(A^{\prime}-1)}{A}B^{\prime}+\dfrac{8(2-A^{\prime})}{A^{2}}B=0. (4.6)

                          Assuming further that A(t)=4t+4a0A(t)=-4t+4a_{0} where a0=A040a_{0}=\frac{A_{0}}{4}\neq 0, then one has the equation

                          B′′+5Bta0+3B(ta0)2=0, which implies B(t)=k1ta0+k2(ta0)3,\displaystyle B^{\prime\prime}+\dfrac{5B^{\prime}}{t-a_{0}}+\dfrac{3B}{(t-a_{0})^{2}}=0,\quad\text{ which implies }\quad B(t)=\dfrac{k_{1}}{t-a_{0}}+\dfrac{k_{2}}{(t-a_{0})^{3}},
                          where k1:=a02(a0B03B0),k2:=a032(B0a0B0),(B0,B0):=(B(0),B(0)).\displaystyle\text{where }\quad k_{1}\vcentcolon=\frac{a_{0}}{2}(a_{0}B_{0}^{\prime}-3B_{0}),\quad k_{2}\vcentcolon=\frac{a_{0}^{3}}{2}(B_{0}-a_{0}B_{0}^{\prime}),\quad(B_{0},B_{0}^{\prime})\vcentcolon=(B(0),B^{\prime}(0)).

                          In addition, using the expression (4.5c), one can calculate to get that c(t)-B22 = ( c_0 - B022 )a03(a0-t)3. where c0c(0)c_{0}\equiv c(0). Substituting these expression of AA and BB into (4.4), we conclude that the free surface is a Paraboloid described by the equation

                          z=3(ta0)216k2(x2+y2)+a032k2(c0B022)(ta0).z=\dfrac{3(t-a_{0})^{2}}{16k_{2}}(x^{2}+y^{2})+\dfrac{a_{0}^{3}}{2k_{2}}\Big{(}c_{0}-\dfrac{B_{0}^{2}}{2}\Big{)}(t-a_{0}). (4.7)

                          As |t||t|\to\infty, this paraboloid will collapse to zz-Axis described by x2+y2=0x^{2}+y^{2}=0.

                          5 Flow of Ellipsoid with Constant Vorticity

                          In this section we construct an explicit solution to (1.6b)–(1.6c) with vorticity, i.e. when the condition (1.6a) is not satisfied. More precisely, the solution has constant vorticity curlv=2εz^\textnormal{{curl}}\vec{\mathrm{v}}=-2\varepsilon\hat{z} for some constant ε>0\varepsilon>0. We remark that such solution was first studied by Ovsjannikov in [Ovsyannikov].

                          Let X(t)=(x(t),y(t),z(t))\vec{X}(t)=(x(t),y(t),z(t)) be the position vector of the free surface at time t0t\geq 0, and denote X0:=X(0)=:(x0,y0,z0)\vec{X}_{0}\vcentcolon=\vec{X}(0)=\vcentcolon(x_{0},y_{0},z_{0}). We impose the following ansatz:

                          X(t)=A(t)X0whereA(t):=(αβ0βα000γ).\vec{X}(t)=A(t)\cdot\vec{X}_{0}\qquad\text{where}\qquad A(t)\vcentcolon=\begin{pmatrix}\alpha&\beta&0\\ -\beta&\alpha&0\\ 0&0&\gamma\end{pmatrix}. (5.1)

                          Here α(t),β(t),γ(t)\alpha(t),\,\beta(t),\,\gamma(t) are functions of tt such that A(0)=IA(0)=I with II being the 33-by-33 identity matrix. Let P=P(t,X)P=P(t,\vec{X}) be the pressure. By chain rule one has,

                          X0(P(t,X))=X0(P(t,AX0))=AXP|X=AX0.\nabla_{\vec{X}_{0}}\big{(}P(t,\vec{X})\big{)}=\nabla_{\vec{X}_{0}}\big{(}P(t,A\cdot\vec{X}_{0})\big{)}=A^{\top}\cdot\nabla_{\vec{X}}P\big{|}_{\vec{X}=A\vec{X}_{0}}.

                          Then Newton’s second law yields

                          X′′(t)=XP|X=AX0=(A)1X0(P(t,X)).\vec{X}^{\prime\prime}(t)=-\nabla_{\vec{X}}P\big{|}_{\vec{X}=A\vec{X}_{0}}=-(A^{\top})^{-1}\cdot\nabla_{\vec{X}_{0}}\big{(}P(t,\vec{X})\big{)}.

                          Substituting the ansatz X(t)=A(t)X0\vec{X}(t)=A(t)\vec{X}_{0} into the above equation, we obtain that,

                          A(t)A′′(t)X0=X0(P(t,X)).A^{\top}(t)\cdot A^{\prime\prime}(t)\cdot\vec{X}_{0}=-\nabla_{\vec{X}_{0}}\big{(}P(t,\vec{X})\big{)}.

                          Integrating in X0\vec{X}_{0} and noting that on the free surface, pressure is constant for given time tt, we get that

                          12X0A(t)A′′(t)X0=c(t).\frac{1}{2}\vec{X}_{0}^{\top}\cdot A^{\top}(t)\cdot A^{\prime\prime}(t)\cdot\vec{X}_{0}=c(t).

                          In addition, we also impose the following similarity relations:

                          AA′′=a(t)I,c(t)=a(t)|X0|22,A^{\top}A^{\prime\prime}=a(t)I,\qquad c(t)=a(t)\dfrac{|\vec{X}_{0}|^{2}}{2}, (5.2)

                          Our aim is then to find α,β,γ,\alpha,\beta,\gamma, and aa that solve the problem with initial conditions:

                          α(0)=1,β(0)=0,γ(0)=1,a(0)=a0.\alpha(0)=1,\quad\beta(0)=0,\quad\gamma(0)=1,\quad a(0)=a_{0}. (5.3)

                          Since X(t)\vec{X}(t) is also the particle trajectory, if we set v(t,X)\vec{\mathrm{v}}(t,\vec{X}) as the velocity, then

                          v(t,X(t))=dXdt(t)=A(t)X0=AA1X(t).\vec{\mathrm{v}}\big{(}t,\vec{X}(t)\big{)}=\dfrac{{\mathrm{d}}\vec{X}}{{\mathrm{d}}t}(t)=A^{\prime}(t)\vec{X}_{0}=A^{\prime}A^{-1}\vec{X}(t).

                          From the incompressibility divv=0\textnormal{{div}}\,\vec{\mathrm{v}}=0, and Jacobi’s formula for determinant, one has

                          0=divX(v(t,X))=tr(AA1)=ddtln(detA),0=\textnormal{{div}}_{\vec{X}}\big{(}\vec{\mathrm{v}}(t,\vec{X})\big{)}=\textrm{tr}(A^{\prime}A^{-1})=\dfrac{{\mathrm{d}}}{{\mathrm{d}}t}\ln(\det A),

                          It follows that detA(t)=detA(0)=1\det A(t)=\det A(0)=1, hence by (5.1),

                          α2+β2=1γ.\alpha^{2}+\beta^{2}=\frac{1}{\gamma}. (5.4)

                          Next, by a direct computation one has

                          AA′′=(αβ0βα000γ)(α′′β′′0β′′α′′000γ′′)=(αα′′+ββ′′αβ′′βα′′0βα′′αβ′′ββ′′+αα′′000γγ′′).A^{\top}A^{\prime\prime}=\begin{pmatrix}\alpha&-\beta&0\\ \beta&\alpha&0\\ 0&0&\gamma\end{pmatrix}\begin{pmatrix}\alpha^{\prime\prime}&\beta^{\prime\prime}&0\\ -\beta^{\prime\prime}&\alpha^{\prime\prime}&0\\ 0&0&\gamma^{\prime\prime}\end{pmatrix}=\begin{pmatrix}\alpha\alpha^{\prime\prime}+\beta\beta^{\prime\prime}&\alpha\beta^{\prime\prime}-\beta\alpha^{\prime\prime}&0\\ \beta\alpha^{\prime\prime}-\alpha\beta^{\prime\prime}&\beta\beta^{\prime\prime}+\alpha\alpha^{\prime\prime}&0\\ 0&0&\gamma\gamma^{\prime\prime}\end{pmatrix}.

                          Then the similarity assumption (5.2) yields

                          {αβ′′α′′β=0,αα′′+ββ′′=γγ′′.\left\{\begin{array}[]{lll}\alpha\beta^{\prime\prime}-\alpha^{\prime\prime}\beta=0,\\ \alpha\alpha^{\prime\prime}+\beta\beta^{\prime\prime}=\gamma\gamma^{\prime\prime}.\end{array}\right. (5.5)

                          From here, we wish to reduce the system into a single ODE for γ\gamma and solve it. Using (5.5), we get that (αβαβ)=0,(\alpha\beta^{\prime}-\alpha^{\prime}\beta)^{\prime}=0, hence after integration we have

                          αβαβ=ϵ=const.\alpha\beta^{\prime}-\alpha^{\prime}\beta=\epsilon=\mbox{const}.

                          Moreover, differentiating (5.4), we have αα+ββ=γ2γ2\alpha\alpha^{\prime}+\beta\beta=-\frac{\gamma^{\prime}}{2\gamma^{2}}. Putting these equations together, it forms the system:

                          αβαβ=ϵ,\displaystyle\alpha\beta^{\prime}-\alpha^{\prime}\beta=\epsilon, (5.6)
                          αα+ββ=γ2γ2.\displaystyle\alpha\alpha^{\prime}+\beta\beta=-\frac{\gamma^{\prime}}{2\gamma^{2}}. (5.7)

                          Multiplying the first equation by α\alpha, and the second one by β\beta and adding up we get α2βααβ+ααβ+β2β=αϵγβ2γ2\alpha^{2}\beta^{\prime}-\alpha\alpha^{\prime}\beta+\alpha\alpha^{\prime}\beta+\beta^{2}\beta^{\prime}=\alpha\epsilon-\frac{\gamma^{\prime}\beta}{2\gamma^{2}}, or equivalently

                          (α2+β2)β=αϵγβ2γ2.(\alpha^{2}+\beta^{2})\beta^{\prime}=\alpha\epsilon-\frac{\gamma^{\prime}\beta}{2\gamma^{2}}.

                          Utilizing (5.4) we obtain

                          β=αϵγγβ2γ.\beta^{\prime}=\alpha\epsilon\gamma-\frac{\gamma^{\prime}\beta}{2\gamma}.

                          Repeating the same calculation but with α\alpha and β\beta exchanged, we also obtain

                          α=βϵγγα2γ.\alpha^{\prime}=-\beta\epsilon\gamma-\frac{\gamma^{\prime}\alpha}{2\gamma}.

                          Using the last two equations and (5.4) one more time we get that

                          (α)2+(β)2=α2ϵ2γ2+(γ)2β24γ2+β2ϵ2γ2+(γ)2α24γ2=ϵ2γ+(γ)24γ3.(\alpha^{\prime})^{2}+(\beta^{\prime})^{2}=\alpha^{2}\epsilon^{2}\gamma^{2}+\frac{(\gamma^{\prime})^{2}\beta^{2}}{4\gamma^{2}}+\beta^{2}\epsilon^{2}\gamma^{2}+\frac{(\gamma^{\prime})^{2}\alpha^{2}}{4\gamma^{2}}=\epsilon^{2}\gamma+\frac{(\gamma^{\prime})^{2}}{4\gamma^{3}}. (5.8)

                          Differentiating (5.7) yields

                          (α)2+αα′′+(β)2+ββ′′=γ′′2γ2+(γ)2γ3.(\alpha^{\prime})^{2}+\alpha\alpha^{\prime\prime}+(\beta^{\prime})^{2}+\beta\beta^{\prime\prime}=-\frac{\gamma^{\prime\prime}}{2\gamma^{2}}+\frac{(\gamma^{\prime})^{2}}{\gamma^{3}}.

                          Substituting (5.5) and (5.8) into the above, we obtain

                          ϵ2γ+(γ)24γ3+γγ′′=γ′′2γ2+(γ)2γ3.\epsilon^{2}\gamma+\frac{(\gamma^{\prime})^{2}}{4\gamma^{3}}+\gamma\gamma^{\prime\prime}=-\frac{\gamma^{\prime\prime}}{2\gamma^{2}}+\frac{(\gamma^{\prime})^{2}}{\gamma^{3}}.

                          Hence we get the desired ODE for γ\gamma

                          (γ3+12)γγ′′34(γ)2+ϵ2γ4=0,γ(0)=1.(\gamma^{3}+\frac{1}{2})\gamma\gamma^{\prime\prime}-\frac{3}{4}(\gamma^{\prime})^{2}+\epsilon^{2}\gamma^{4}=0,\qquad\gamma(0)=1. (5.9)

                          In order to solve (5.9) we make the substitution 2ψ(γ)=(γ)22\psi(\gamma)=(\gamma^{\prime})^{2}, for a new unknown ψ\psi. Then ψ\psi solves the following first order ODE

                          (γ3+12)γψ(γ)34ψ(γ)+ϵ2γ4=0.(\gamma^{3}+\frac{1}{2})\gamma\psi^{\prime}(\gamma)-\frac{3}{4}\psi(\gamma)+\epsilon^{2}\gamma^{4}=0.

                          Note that

                          ddγ((γ3+12)ψ(γ)γ3)=ddγ((1+12γ3)ψ(γ))=32γ4+γ3+12γ3ψ(γ).\frac{d}{d\gamma}\left(\frac{(\gamma^{3}+\frac{1}{2})\psi^{\prime}(\gamma)}{\gamma^{3}}\right)=\frac{d}{d\gamma}\left((1+\frac{1}{2\gamma^{3}})\psi(\gamma)\right)=-\frac{3}{2\gamma^{4}}+\frac{\gamma^{3}+\frac{1}{2}}{\gamma^{3}}\psi^{\prime}(\gamma).

                          This yields,

                          ddγ((γ3+12)ψ(γ)γ3+ϵ2γ)=0 or (γ3+12)ψ(γ)γ3+ϵ2γ=C.\frac{d}{d\gamma}\left(\frac{(\gamma^{3}+\frac{1}{2})\psi(\gamma)}{\gamma^{3}}+\epsilon^{2}\gamma\right)=0\quad\text{ or }\quad\frac{(\gamma^{3}+\frac{1}{2})\psi(\gamma)}{\gamma^{3}}+\epsilon^{2}\gamma=C.

                          Recalling the definition of ψ\psi, we finally get

                          (γ)2=2γ3(Cϵ2γ)γ3+12.(\gamma^{\prime})^{2}=\frac{2\gamma^{3}(C-\epsilon^{2}\gamma)}{\gamma^{3}+\frac{1}{2}}.

                          Denote γ=C/ϵ2\gamma^{*}=C/\epsilon^{2}, then

                          (γ)2=2ϵ2γ3(γγ)γ3+12.(\gamma^{\prime})^{2}=\frac{2\epsilon^{2}\gamma^{3}(\gamma^{*}-\gamma)}{\gamma^{3}+\frac{1}{2}}. (5.10)

                          We immediately see that γγ\gamma\leq\gamma^{*}. Using the initial condition γ(0)=1\gamma(0)=1, we get that

                          γ(0)=2|ϵ|γ13,γ1.\gamma^{\prime}(0)=2|\epsilon|\sqrt{\frac{\gamma^{*}-1}{3}},\quad\gamma^{*}\geq 1.

                          For this case, if t>0t>0 and close to t=0t=0, γ(t)\gamma(t) must be increasing. Thus integrating (5.10), we have

                          1γγ322γ3+1dγγγ=2|ϵ|t.\int_{1}^{\gamma}\gamma^{-\frac{3}{2}}\sqrt{2\gamma^{3}+1}\frac{d\gamma}{\sqrt{\gamma^{*}-\gamma}}=2|\epsilon|t.

                          As γ\gamma increases, it attains the value γ\gamma^{*} at t=tt=t^{*}, where tt^{*} is determined from

                          1γγ322γ3+1dγγγ=2|ϵ|t.\int_{1}^{\gamma^{*}}\gamma^{-\frac{3}{2}}\sqrt{2\gamma^{3}+1}\frac{d\gamma}{\sqrt{\gamma^{*}-\gamma}}=2|\epsilon|t^{*}.

                          From (5.9) and (5.10) it follows that γ\gamma has a local maximum at t=tt=t^{*}, and γ(t)\gamma(t) decrease for t>tt>t^{*}. For these values of tt we have

                          γγγ322γ3+1dγγγ=2|ϵ|(tt).\int^{\gamma^{*}}_{\gamma}\gamma^{-\frac{3}{2}}\sqrt{2\gamma^{3}+1}\frac{d\gamma}{\sqrt{\gamma^{*}-\gamma}}=2|\epsilon|(t-t^{*}).

                          From here it follows that as tt\to\infty then γ0\gamma\to 0. The graph of γ\gamma is shown in Figure 5.6.

                          Refer to caption
                          Figure 5.6: The plot of γ\gamma.

                          The functions α,β\alpha,\beta can be calculated as functions of γ\gamma as follows: in light of the incompressibility condition (5.4), and constant vorticity condition (5.6), we let

                          α=1γcosθ,β=1γsinθ.\alpha=\frac{1}{\sqrt{\gamma}}\cos\theta,\quad\beta=\frac{1}{\sqrt{\gamma}}\sin\theta.

                          To determine θ\theta, we use (5.6) to obtain that

                          α=1γcos(ϵ0tγ𝑑t),β=1γsin(ϵ0tγ𝑑t).\alpha=\frac{1}{\sqrt{\gamma}}\cos\left(\epsilon\int_{0}^{t}\gamma dt\right),\quad\beta=\frac{1}{\sqrt{\gamma}}\sin\left(\epsilon\int_{0}^{t}\gamma dt\right).

                          Now let us discuss the geometric picture for this flow. The pressure can be assumed zero on the sphere ξ2+η2+ζ2=1\xi^{2}+\eta^{2}+\zeta^{2}=1, and the mapping given by the matrix AA implies

                          γ(x2+y2)+1γ2z2=1.\gamma(x^{2}+y^{2})+\frac{1}{\gamma^{2}}z^{2}=1.

                          We see that for 0<t<t0<t<t^{*} the sphere Γ0\Gamma_{0} at t=0t=0 turns into an ellipsoid of revolution with axis zz until the moment when its major semiaxis becomes equal to γ\gamma^{*}. After that the ellipsoid reverses its motion back to the unit sphere, and consequently flattens out to the plane z=0z=0, as tt\to\infty (see Figure 5.6). The 3D animation of this flow can be viewed here; https://www.maths.ed.ac.uk/~aram/mov.html .

                          To clarify the mechanical phenomenon, let us look at the velocity v=A(0)X0\vec{\mathrm{v}}=A^{\prime}(0)\vec{X}_{0} at initial data. Since β(0)=ϵ,γ(0)=2|ϵ|γ13\beta^{\prime}(0)=\epsilon,\gamma^{\prime}(0)=2|\epsilon|\sqrt{\frac{\gamma^{*}-1}{3}}, and α(0)=12γ(0)\alpha^{\prime}(0)=-\frac{1}{2}\gamma^{\prime}(0), we have

                          A(0)=(α(0)ϵ0ϵα(0)0002α(0)).A^{\prime}(0)=\begin{pmatrix}\alpha^{\prime}(0)&\epsilon&0\\ -\epsilon&\alpha^{\prime}(0)&0\\ 0&0&-2\alpha^{\prime}(0)\end{pmatrix}.

                          Observe that the matrix A(0)A^{\prime}(0) is not symmetric, which indicates that the motion is not irrotational. In fact curlv=2ϵz^\textnormal{{curl}}\vec{\mathrm{v}}=-2\epsilon\hat{z}. Therefore the initial state of the motion, at t=0t=0, corresponds to uniform rotation of the sphere Γ0\Gamma_{0} about zz axis with angular velocity ϵ.\epsilon. If ϵ=0\epsilon=0 then we get a potential flow discussed earlier, for which the needle stretches to a line as tt\to\infty. However, for ϵ0\epsilon\not=0, the stretching into line is impossible and the flow collapses to a hyperplane, as explained above.

                          The velocity at every point can be written in the form ϕ+θ\nabla\phi+\theta, where ϕ\phi is a potential function and θ\theta is the rotation component about the zz-axis. The kinematic energy of the system is the sum of kinetic energies

                          K=Kϕ+Kθ.K=K_{\nabla\phi}+K_{\theta}.

                          During the flow KϕK_{\nabla\phi} transfers to KθK_{\theta} up to the point t=tt=t^{*}, where Kϕ(t)=0K_{\nabla\phi}(t^{*})=0, after that the transfer reverses its direction from KθK_{\theta} to KϕK_{\nabla\phi} as tt\to\infty, until it purges and gives Kθ()=0K_{\theta}(\infty)=0 and K()=Kϕ()K(\infty)=K_{\nabla\phi}(\infty).

                          References