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Steady flows of ideal incompressible fluid

Vladimir Yu. Rovenski and Vladimir A. Sharafutdinov Sobolev Institute of Mathematics; 4 Koptyug Avenue, Novosibirsk, 630090, Russia. [email protected] Department of Mathematics, University of Haifa, 3498838 Haifa, Israel. [email protected]
Abstract.

A new important relation between fluid mechanics and differential geometry is established. We study smooth steady solutions to the Euler equations with the additional property: the velocity vector is orthogonal to the gradient of the pressure at any point. Such solutions are called Gavrilov flows. Local structure of a Gavrilov flow is described in terms of geometry of isobaric hypersurfaces. In the 3D case, we obtain a system of PDEs for an axisymmetric Gavrilov flow and find consistency conditions for the system. Two numerical examples of axisymmetric Gavrilov flows are presented: with pressure function periodic in the axial direction, and with isobaric surfaces diffeomorphic to the torus.

Keywords: Euler equations, ideal fluid, Gavrilov flow, geodesic vector field

Mathematics Subject Classifications (2010) 76B03, 76M99, 76A02, 53Z05

1. Introduction

In dimensions 2 and 3, the Euler equations

uu+gradp=0,\displaystyle u\cdot\nabla u+{\rm grad}\,p=0, (1)
u=0\displaystyle\nabla\cdot u=0 (2)

describe steady flows of ideal incompressible fluid. The equations are also of some mathematical interest in an arbitrary dimension. Here u=(u1(x),,un(x))u=\big{(}u_{1}(x),\dots,u_{n}(x)\big{)} is a vector field on an open set UnU\subset{\mathbb{R}}^{n} (the fluid velocity) and pp is a scalar function on UU (the pressure). We consider only smooth real solutions to the Euler equations, i.e., uiC(U)(i=1,,n)u_{i}\in C^{\infty}(U)\ (i=1,\dots,n) and pC(U)p\in C^{\infty}(U) are assumed to be real functions (the term “smooth” is used as the synonym of “CC^{\infty}”). We say that a solution (u,p)(u,p) to (1)–(2) is a Gavrilov flow if it satisfies

ugradp=0,u\cdot{\rm grad}\,p=0, (3)

i.e., the velocity is orthogonal to the pressure gradient at all points of UU. We use also the abbreviation GF for “Gavrilov flow”.

Equations (1)–(3) constitute the overdetermined system of first order differential equations: n+2n+2 equations in n+1n+1 unknown function. Therefore every GF is an exception in a certain sense. Nevertheless, such flows exist and deserve study. Such flows satisfy the following important property: a pair of functions (u~,p~)(\tilde{u},\tilde{p}) given by

u~=φ(p)u,gradp~=φ2(p)gradp,\tilde{u}=\varphi(p)u,\quad{{\rm grad}}\,\tilde{p}=\varphi^{2}(p){\rm grad}\,p, (4)

where φ(p)\varphi(p) is an arbitrary smooth function, is again a GF. This property underlies the following construction that will be called the Gavrilov localization. Given a GF in a domain UU, let p0Up_{0}\in U be a regular value of the function pp such that Mp0={xUp(x)=p0}M_{p_{0}}=\{x\in U\mid p(x)=p_{0}\} is a compact hypersurface in UU. Then we can construct a compactly supported smooth solution to the Euler equations on the whole of n{\mathbb{R}}^{n} by choosing φ(p)\varphi(p) as a cutoff function with support in a small neighborhood of p0p_{0}. Indeed, the new velocity vector field u~\tilde{u} and the gradient gradp~{{\rm grad}}\,\tilde{p} are supported in some compact neighborhood U~U\tilde{U}\subset U of the surface Mp0M_{p_{0}}, as is seen from (4), and we define u~\tilde{u} as zero in nU{\mathbb{R}}^{n}\setminus U. Thus, the new pressure p~\tilde{p} is constant on every connected component of UU~U\setminus\tilde{U}. Since only the gradient gradp{\rm grad}\,p participates in (1)–(3), we can assume without lost of generality that p~=0\tilde{p}=0 on the “exterior component” of UU~U\setminus\tilde{U}. It is now clear that p~\tilde{p} can be extended to a compactly supported function p~C(n)\tilde{p}\in C^{\infty}({\mathbb{R}}^{n}).

For some neighborhood O(𝒞)O({\mathcal{C}}) of the circle 𝒞={(x1,x2,0)3x12+x22=R2}{\mathcal{C}}=\{(x_{1},x_{2},0)\in{\mathbb{R}}^{3}\mid x_{1}^{2}+x_{2}^{2}=R^{2}\}, Gavrilov [5] proved the existence of a solution uC(O(𝒞)𝒞;3),pC(O(𝒞)𝒞)u\in C^{\infty}\big{(}O({\mathcal{C}})\setminus{\mathcal{C}};{\mathbb{R}}^{3}\big{)},\ p\in C^{\infty}\big{(}O({\mathcal{C}})\setminus{\mathcal{C}}\big{)} of the Euler equations satisfying (3), and such that for some regular value p0p_{0} of the function pp, the surface Mp0O(𝒞)𝒞M_{p_{0}}\subset O({\mathcal{C}})\setminus{\mathcal{C}} is diffeomorphic to the torus. Gavrilov’s formulas involve an arbitrary positive constant RR, without lost of generality we set R=1R=1. Using the localization procedure described above, Gavrilov proved the existence of a solution u~C(3;3),p~C(3)\tilde{u}\in C^{\infty}({\mathbb{R}}^{3};{\mathbb{R}}^{3}),\ \tilde{p}\in C^{\infty}({\mathbb{R}}^{3}) of the Euler equations supported in a small neighborhood of Mp0M_{p_{0}}. Thus, Gavrilov gave a positive answer to the long standing question: Is there a smooth compactly supported solution to the Euler equations on 3{\mathbb{R}}^{3} that is not identically equal to zero? Unfortunately, [5] is written in terse language and many technical details are omitted. Actually the same idea is implemented in the subsequent article [3] by Constantin – La – Vicol. The latter paper starts with the so called Grad – Shafranov ansatz that has appeared in plasma physics. Unlike [5], the article [3] involves a thorough analysis of nonlinear ODEs that arise while constructing a solution.

We emphasize that in both papers [3, 5] the existence of a Gavrilov axisymmetric smooth compactly supported flow on 3{\mathbb{R}}^{3} is proved only. Indeed, [5] starts with the Euler equations in cylindrical coordinates for axisymmetric solutions. To authors’ knowledge, The Grad – Shafranov ansatz is adapted to the study of axisymmetric solutions.

Existence (or non existence) of compactly supported steady flows of another kind (i.e., not GFs) is discussed in [2, 7, 11, 12].

We say that two GFs (u,p)(u,p) and (u~,p~)(\tilde{u},\tilde{p}), defined on the same open set UnU\subset{\mathbb{R}}^{n}, are equivalent if (4) holds with a smooth non-vanishing function φ(p)\varphi(p). For example, (u,p)(u,p) and (u,p)(-u,p) are equivalent GFs. In the present article, GFs are considered up to the equivalence. We mostly study the structure of such a flow in a neighborhood of the hypersurface Mp0UM_{p_{0}}\subset U for a regular value p0p_{0} of the pressure.

The article is organized as follows. In Section 2, we present a complete description of a GF in terms of first and second quadratic forms of isobaric hypersurfaces MpM_{p}. After the description is obtained, the Euler equations can be forgotten.

A.V. Gavrilov was so kind as told his results to the second author and some other colleagues before the article [5] was published. While discussing Gavrilov’s results, Ya.V. Bazaykin suggested an explicit example of a GF in any even dimension (private communication, 2018). The example was independently reproduced in the recent paper by A. Enciso, D. Peralta-Salas, and F. Torres de Lizaur [4, Proposition 2.1]. The example is discussed at the end of Section 2.

The following observation is widely used in [12]. If a solution (u,p)(u,p) to the Euler equations is defined on the whole of 3{\mathbb{R}}^{3} and sufficiently fast decays at infinity, then the quadratic form (νu)(ξu)(\nu\cdot u)(\xi\cdot u) integrates to zero over every 2D affine plane P3P\subset{\mathbb{R}}^{3}, where ν\nu is the normal vector to PP and ξ\xi is an arbitrary vector parallel to PP. For a GF, the two-dimensional integral over PP can be reduced to a one-dimensional integral over the curve PMpP\cap M_{p}. The reduction is presented in Section 3. This property of GFs is interesting by itself, but so far we do not know any application of the property. Therefore Section 3 can be skipped on first reading.

In Section 4, we obtain a system of PDEs for GFs in three dimensions. It is an overdetermined system: 4 equations in 3 unknown functions. The problem of deriving consistency conditions for the system is the main problem in the study of GFs. The problem remains open in the general case.

Sections 58 are devoted to axisymmetric GFs in the 3D case. Unlike [3, 5], our analysis of such flows is based on the well-known geometric fact: the equation for geodesics admits a first integral for surfaces of revolution, the Clairaut integral. In Section 5, we reduce the system of Section 4 to a simpler system of PDEs for axisymmetric GFs: two equations in one unknown function of two variables, including also two functions of one variable pp. Consistency conditions for the latter system are derived in Section 6.

In Section 7, we discuss a numerical method of constructing axisymmetric GFs. In the general case, our method gives only a local GF in a neighborhood of a given point. Nevertheless, global axisymmetric GFs can be found due to periodicity in the zz-direction.

The existence of an axisymmetric GF in the open set O(𝒞)𝒞O({\mathcal{C}})\setminus{\mathcal{C}} is proved in [5] such that the pressure function p(r,z)p(r,z) is smooth in a neighborhood of the point (r,z)=(1,0)(r,z)=(1,0) that is a nondegenerate minimum point of pp. We study such flows in Section 8. The corresponding system of PDEs can be solved in series.

We emphasize that [3, 5] only prove the existence of axisymmetric GFs but do not give numerical examples. In our opinion, numerical and geometric examples are of a great importance since they can lead to new hypotheses. In Sections 78, we present two geometric illustrations for better understanding axisymmetric GFs: one with isobaric surfaces diffeomorphic to a torus and second one periodic in the zz-direction.

Some open questions on GFs are posed in Section 9.

2. Geometry of a Gavrilov flow

Let (u,p)(u,p) be a GF on an open set UnU\subset{\mathbb{R}}^{n}. Integral curves of the vector field uu are also called particle trajectories. The following statement immediately follows from (3).

Proposition 1.

The pressure pp is constant on every integral curve of the vector field uu.

By Proposition 1, the Bernoulli law

|u|2/2+p=constalong a particle trajectory|u|^{2}/2+p={\rm{const}}\quad\mbox{along a particle trajectory}

splits, for a GF, into two conservation laws:

p=c=const,|u|=C=constalong a particle trajectory.p=c={\rm{const}},\quad{|u|}=C={\rm{const}}\quad\mbox{along a particle trajectory}. (5)

We say that xUx\in U is a regular point if gradp(x)0{\rm grad}\,p(x)\neq 0. The vector field uu does not vanish at regular points as is seen from (1). The sets Mp0={xUp(x)=p0=const}M_{p_{0}}=\{x\in U\mid p(x)=p_{0}={\rm{const}}\} will be called isobaric hypersurfaces. A particle trajectory starting at a point of an isobaric hypersurface MpM_{p} does not leave MpM_{p} “for ever”. In the general case, an arbitrary closed subset of UU can be an isobaric hypersurface MpM_{p}. But MpM_{p} is indeed a smooth hypersurface of n{\mathbb{R}}^{n} in a neighborhood of a regular point xMpx\in M_{p}. We say that MpM_{p} is a regular isobaric hypersurface if it consists of regular points.

Recall that a vector field uu on a manifold MM with a Riemannian metric gg is called a geodesic vector field if

uu=0,\nabla_{\!u}\,u=0, (6)

where \nabla stands for the covariant derivative with respect to the Levi-Civita connection of (M,g)(M,g). Integral curves of a geodesic vector field are geodesics. In the case of a GF, regular isobaric hypersurfaces MpnM_{p}\subset{\mathbb{R}}^{n} are considered with the Riemannian metric induced by the Euclidean metric of n{\mathbb{R}}^{n}.

Proposition 2.

Given a GF (u,p)(u,p), the restriction of uu to every regular isobaric hypersurface MpM_{p} is a non-vanishing geodesic vector field.

Proof.

It consists of one line

uu=P(uu)=P(gradp)=0\nabla_{\!u}\,u=P(u\cdot\nabla u)=-P({\rm grad}\,p)=0 (7)

with the following comment. PP is the orthogonal projection onto the tangent hyperplane of MpM_{p}. On the left-hand side of (7), \nabla stands for the covariant derivative with respect to the Levi-Civita connection on MpM_{p}. But the second \nabla stands for the Euclidean gradient, the same operator as in the Euler equations (1)–(2). The first equality in (7) is the main relationship between intrinsic geometry of a hypersurface and geometry of the ambient space; it goes back to Gauss and is valid in a more general setting [10, Chapter VII, Proposition 3.1]. The second equality in (7) holds by (1), and the last equality holds by (3). ∎

Since the vector field uu does not vanish at regular points, no integral curve of uu living on a regular hypersurface MpM_{p} degenerates to a point. Thus, integral curves of uu constitute a geodesic foliation of a regular part of any isobaric hypersurface.

Proposition 3.

Given a Gavrilov flow (u,p)(u,p) on an open set UnU\subset{\mathbb{R}}^{n}, let us restrict the vector field uu onto a regular isobaric hypersurface MpM_{p}, and let divu{\rm{div}}\,u be the (n1)(n-1)-dimensional divergence of the restriction which is understood in the sense of intrinsic geometry of MpM_{p}. Then

divu=u(log|gradp|).{\rm{div}}\,u=u(\log|{\rm grad}\,p\,|). (8)

On the right-hand side of (8), the vector field uu is considered as a differentiation of the algebra C(Mp)C^{\infty}(M_{p}) of smooth functions on MpM_{p}.

Proof.

We will show that the equation (8) is equivalent to the incompressibility equation (2). To this end we will rewrite the equation (2) in local curvilinear coordinates adapted to the foliation of UU into isobaric hypersurfaces. Fix a regular point x0Ux_{0}\in U and set p0=p(x0)p_{0}=p(x_{0}). For pp\in{\mathbb{R}} sufficiently close to p0p_{0}, the isobar MpM_{p} is a regular hypersurface near x0x_{0}. Choose local curvilinear coordinates (z1,,zn1)(z^{1},\dots,z^{n-1}) on the hypersurface Mp0M_{p_{0}}. Let

n1Ωrn,r=r(z1,zn1){\mathbb{R}}^{n-1}\supset\Omega\ {\stackrel{{\scriptstyle r}}{{\longrightarrow}}}\ {\mathbb{R}}^{n},\quad r=r(z^{1}\dots,z^{n-1})

be the parametrization of Mp0M_{p_{0}} in these coordinates. Assume that 0Ω0\in\Omega and r(0)=x0r(0)=x_{0}. In some neighborhood of x0x_{0}, we introduce local curvilinear coordinates (z1,,zn)(z^{1},\dots,z^{n}) in n{\mathbb{R}}^{n} as follows. Define the vector field

ξ=gradp|gradp|2.\xi=\frac{{\rm grad}\,p}{|{\rm grad}\,p\,|^{2}}. (9)

For (z1,,zn1)n1(z^{1},\dots,z^{n-1})\in{\mathbb{R}}^{n-1} sufficiently close to 0, let

R(z1,,zn1;zn),(p0ε<zn<p0+ε)R(z^{1},\dots,z^{n-1};z^{n}),\quad(p_{0}-\varepsilon<z^{n}<p_{0}+\varepsilon)

be the integral curve of the vector field ξ\xi starting at the point r(z1,,zn1)r(z^{1},\dots,z^{n-1}) at the initial moment zn=p0z^{n}=p_{0}. Thus R(z)nR(z)\in{\mathbb{R}}^{n} is the solution to the Cauchy problem

Rzn(z)=ξ(R(z)),R(z1,,zn1;p0)=r(z1,,zn1).\frac{\partial R}{\partial z^{n}}(z)=\xi\big{(}R(z)\big{)},\quad R(z^{1},\dots,z^{n-1};p_{0})=r(z^{1},\dots,z^{n-1}). (10)

Obviously, RR is a diffeomorphism between some neighborhood of the point (0,,0,p0)(0,\dots,0,p_{0}) and a neighborhood of x0x_{0}; therefore (z1,,zn)(z^{1},\dots,z^{n}) constitute a local coordinate system in n{\mathbb{R}}^{n} near the point x0x_{0}. By our construction, RR satisfies the identity p(R(z))=znp\big{(}R(z)\big{)}=z^{n}, which means that the coordinate znz^{n} coincides with the pressure pp. Nevertheless, we use the different notation for the coordinate since znz^{n} is considered as an independent variable while pp is a function on UU. For every znz^{n} sufficiently close to p0p_{0}, (z1,,zn1)(z^{1},\dots,z^{n-1}) are local coordinates on the isobaric hypersurface Mzn={xUp(x)=zn}.M_{z^{n}}=\{x\in U\mid p(x)=z^{n}\}. Let

dszn2=gαβdzαdzβ,gαβ=RzαRzαds_{z^{n}}^{2}=g_{\alpha\beta}dz^{\alpha}dz^{\beta},\quad g_{\alpha\beta}=\frac{\partial R}{\partial z^{\alpha}}\cdot\frac{\partial R}{\partial z^{\alpha}}

be the first quadratic form of MznM_{z^{n}}. We use the following convention: Greek indices vary from 1 to n1n-1 and the summation from 1 to n1n-1 is assumed over a repeating Greek index; while Roman indices vary from 1 to nn with the corresponding summation rule. We also write the Euclidean metric of n{\mathbb{R}}^{n} in coordinates (z1,,zn)(z^{1},\dots,z^{n}) as ds2=hijdzidzjds^{2}=h_{ij}dz^{i}dz^{j}, where hij=RziRzjh_{ij}=\frac{\partial R}{\partial z^{i}}\cdot\frac{\partial R}{\partial z^{j}}. Obviously, hαβ=gαβ,h_{\alpha\beta}=g_{\alpha\beta}, and

hαn(z)=Rzα(z)Rzn(z)=Rzα(z)gradp|gradp|2(R(z))=0.h_{\alpha n}(z)=\frac{\partial R}{\partial z^{\alpha}}(z)\cdot\frac{\partial R}{\partial z^{n}}(z)=\frac{\partial R}{\partial z^{\alpha}}(z)\cdot\frac{{\rm grad}\,p}{|{\rm grad}\,p\,|^{2}}\big{(}R(z)\big{)}=0.

The last equality holds since the vector Rzα(z)\frac{\partial R}{\partial z^{\alpha}}(z) is tangent to the hypersurface MznM_{z^{n}} at the point R(z)R(z) while the vector gradp(R(z)){\rm grad}\,p(R(z)) is orthogonal to MznM_{z^{n}} at the same point. Similarly, we get hnn(z)=|Rzn(z)|2=|gradp(R(z))|2.h_{nn}(z)=\big{|}\frac{\partial R}{\partial z^{n}}(z)\big{|}^{2}=\big{|}{\rm grad}\,p\big{(}R(z)\big{)}\big{|}^{-2}. Thus,

(hij)=(gαβ00|gradp|2),(hij)=(hij)1=(gαβ00|gradp|2).(h_{ij})=\Big{(}\begin{array}[]{cc}g_{\alpha\beta}&0\\ 0&|{\rm grad}\,p\,|^{-2}\end{array}\Big{)},\quad(h^{ij})=(h_{ij})^{-1}=\Big{(}\begin{array}[]{cc}g^{\alpha\beta}&0\\ 0&|{\rm grad}\,p\,|^{2}\end{array}\Big{)}.

Let Γβγα=12gαδ(gβδzγ+gγδzβgβγzδ)\Gamma^{\alpha}_{\beta\gamma}=\frac{1}{2}g^{\alpha\delta}\big{(}\frac{\partial g_{\beta\delta}}{\partial z^{\gamma}}+\frac{\partial g_{\gamma\delta}}{\partial z^{\beta}}-\frac{\partial g_{\beta\gamma}}{\partial z^{\delta}}\big{)} be the Christoffel symbols of MznM_{z^{n}} in coordinates (z1,,zn1)(z^{1},\dots,z^{n-1}) and GjkiG^{i}_{jk} be the Christoffel symbols of the Euclidean metric in coordinates (z1,,zn)(z^{1},\dots,z^{n}). As follows from the above relations, the Christoffel symbols satisfy

Gnnα\displaystyle G^{\alpha}_{nn} =12gαδ|gradp|2zδ,Gβnn=12|gradp|2|gradp|2zβ,Gnnn=12|gradp|2|gradp|2zn,\displaystyle=-\frac{1}{2}g^{\alpha\delta}\,\frac{\partial|{\rm grad}\,p\,|^{-2}}{\partial z^{\delta}},\ G^{n}_{\beta n}=\frac{1}{2}|{\rm grad}\,p\,|^{2}\,\frac{\partial|{\rm grad}\,p\,|^{-2}}{\partial z^{\beta}},\ G^{n}_{nn}=\frac{1}{2}|{\rm grad}\,p\,|^{2}\,\frac{\partial|{\rm grad}\,p\,|^{-2}}{\partial z^{n}}, (11)
Gβγα\displaystyle G^{\alpha}_{\beta\gamma} =Γβγα,Gβγn=12|gradp|2gβγzn,Gβnα=12gαδgβδzn.\displaystyle=\Gamma^{\alpha}_{\beta\gamma},\quad G^{n}_{\beta\gamma}=-\frac{1}{2}|{\rm grad}\,p\,|^{2}\,\frac{\partial g_{\beta\gamma}}{\partial z^{n}},\quad G^{\alpha}_{\beta n}=\frac{1}{2}g^{\alpha\delta}\,\frac{\partial g_{\beta\delta}}{\partial z^{n}}.

The velocity uu can be represented in the chosen coordinates as u(z)=uα(z)R(z)zαu(z)=u^{\alpha}(z)\frac{\partial R(z)}{\partial z^{\alpha}}, since it is tangent to MznM_{z^{n}}. The velocity uu can be thought as a smooth vector field either on the nn-dimensional open set UU or on each isobaric hypersurface MznM_{z^{n}} smoothly depending on the parameter znz^{n}. We remain the notation u\nabla\cdot u for the nn-dimensional divergence of uu while the (n1)(n-1)-dimensional divergence of uu on MznM_{z^{n}} will be denoted by divu{\rm{div}}\,u. Thus,

divu=αuα=uαzα+Γαβαuβ.{\rm{div}}\,u=\nabla_{\alpha}u^{\alpha}=\frac{\partial u^{\alpha}}{\partial z^{\alpha}}+\Gamma^{\alpha}_{\alpha\beta}u^{\beta}. (12)

By the same formula, u=uizi+Gijiuj,\nabla\cdot u=\frac{\partial u^{i}}{\partial z^{i}}+G^{i}_{ij}u^{j}, since un=0u^{n}=0, this becomes

u=uαzα+Giβiuβ.\nabla\cdot u=\frac{\partial u^{\alpha}}{\partial z^{\alpha}}+G^{i}_{i\beta}u^{\beta}.

In particular, the incompressibility equation (2) is written in the chosen coordinates as uαzα+Giβiuβ=0.\frac{\partial u^{\alpha}}{\partial z^{\alpha}}+G^{i}_{i\beta}u^{\beta}=0. Using this equation, (12) becomes divu=(GiβiΓαβα)uβ{\rm{div}}\,u=-(G^{i}_{i\beta}-\Gamma^{\alpha}_{\alpha\beta})u^{\beta}. By the formulas for Christoffel symbols, GiβiΓαβα=(log|gradp|)zβ.G^{i}_{i\beta}-\Gamma^{\alpha}_{\alpha\beta}=-\frac{\partial(\log|{\rm grad}\,p\,|)}{\partial z^{\beta}}. Using this expression in the previous formula for divu{\rm{div}}\,u, we get divu=(log|gradp|)zβuβ.{\rm{div}}\,u=\frac{\partial(\log|{\rm grad}\,p\,|)}{\partial z^{\beta}}\,u^{\beta}. This is equivalent to (8). ∎

Remark. Proposition 3 is not completely new, compare with [1, Theorem 3.4.12].

Let II{\rm{II}} be the second quadratic form of a regular isobaric hypersurface MpM_{p}. Recall that the second quadratic form depends on the choice of the unit normal vector to a hypersurface (the second quadratic form changes its sign if the unit normal vector NN is replaced with N-N). We choose the unit normal vector for a regular isobaric surface to be a positive multiple of gradp{\rm grad}\,p.

Proposition 4.

Given a GF (u,p)(u,p), the restriction of the vector field uu onto a regular isobaric hypersurface MpM_{p} satisfies

II(u,u)=|gradp|.{\rm{II}}(u,u)=-|{\rm grad}\,p\,|. (13)
Proof.

We use the same local coordinates (z1,,zn)(z^{1},\dots,z^{n}) as in the previous proof. To prove (13), we write down the equation (1) as (uu)i+(gradp)i=0.(u\cdot\nabla u)^{i}+({\rm grad}\,p)^{i}=0. Setting i=αi=\alpha here, we obtain nothing new; more precisely, we obtain the same result: integral curves of uu are geodesics of MpM_{p}. Thus, we set i=ni=n in the latter formula

(uu)n+(gradp)n=0.(u\cdot\nabla u)^{n}+({\rm grad}\,p)^{n}=0.

By (9)–(10), (gradp)n=|gradp|2({\rm grad}\,p)^{n}=|{\rm grad}\,p\,|^{2} and our equation becomes

(uu)n=|gradp|2.(u\cdot\nabla u)^{n}=-|{\rm grad}\,p\,|^{2}. (14)

By a well-known formula for covariant derivatives, (uu)n=ui(unzi+Gijnuj).(u\cdot\nabla u)^{n}=u^{i}\big{(}\frac{\partial u^{n}}{\partial z^{i}}+G^{n}_{ij}u^{j}\big{)}. Since un=0u^{n}=0, this becomes (uu)n=Gαβnuαuβ.(u{\cdot}\nabla u)^{n}\!=G^{n}_{\alpha\beta}u^{\alpha}u^{\beta}. Using Gαβn=12|gradp|2gαβznG^{n}_{\alpha\beta}\!=\!-\frac{1}{2}\,|{\rm grad}\,p\,|^{2}\,\frac{\partial g_{\alpha\beta}}{\partial z^{n}} from (11), we get

(uu)n=12|gradp|2gαβznuαuβ.(u\cdot\nabla u)^{n}=-\frac{1}{2}\,|{\rm grad}\,p\,|^{2}\,\frac{\partial g_{\alpha\beta}}{\partial z^{n}}u^{\alpha}u^{\beta}. (15)

Differentiating the equality gαβ=RzαRzβg_{\alpha\beta}=\frac{\partial R}{\partial z^{\alpha}}\cdot\frac{\partial R}{\partial z^{\beta}} with respect to znz^{n}, we obtain

gαβzn=2RzαznRzβ+2RzβznRzα.\frac{\partial g_{\alpha\beta}}{\partial z^{n}}=\frac{\partial^{2}R}{\partial z^{\alpha}\partial z^{n}}\cdot\frac{\partial R}{\partial z^{\beta}}+\frac{\partial^{2}R}{\partial z^{\beta}\partial z^{n}}\cdot\frac{\partial R}{\partial z^{\alpha}}.

This can be written as

gαβzn=zα(RznRzβ)+zβ(RznRzα)22RzαzβRzn.\frac{\partial g_{\alpha\beta}}{\partial z^{n}}=\frac{\partial}{\partial z^{\alpha}}\Big{(}\frac{\partial R}{\partial z^{n}}\cdot\frac{\partial R}{\partial z^{\beta}}\Big{)}+\frac{\partial}{\partial z^{\beta}}\Big{(}\frac{\partial R}{\partial z^{n}}\cdot\frac{\partial R}{\partial z^{\alpha}}\Big{)}-2\frac{\partial^{2}R}{\partial z^{\alpha}\partial z^{\beta}}\cdot\frac{\partial R}{\partial z^{n}}.

Both expressions in parentheses are equal to zero, and we obtain

gαβzn=22RzαzβRzn.\frac{\partial g_{\alpha\beta}}{\partial z^{n}}=-2\frac{\partial^{2}R}{\partial z^{\alpha}\partial z^{\beta}}\cdot\frac{\partial R}{\partial z^{n}}. (16)

Let N=gradp|gradp|=|gradp|RznN=\frac{{\rm grad}\,p}{|{\rm grad}\,p\,|}=|{\rm grad}\,p\,|\,\frac{\partial R}{\partial z^{n}} be the unit normal vector of the hypersurface MznM_{z^{n}}. By classic formulas of differential geometry (so called derived formulas [13]),

2Rzαzβ=ΓαβγRzγ+bαβN,\frac{\partial^{2}R}{\partial z^{\alpha}\partial z^{\beta}}=\Gamma^{\gamma}_{\alpha\beta}\frac{\partial R}{\partial z^{\gamma}}+b_{\alpha\beta}N,

where bαβb_{\alpha\beta} are coefficients of the second quadratic form for MznM_{z^{n}} in coordinates (z1,,zn1)(z^{1},\dots,z^{n-1}). Taking the scalar product of this equality with NN and using the orthogonality of NN to Rzγ\frac{\partial R}{\partial z^{\gamma}}, we obtain 2RzαzβN=bαβ\frac{\partial^{2}R}{\partial z^{\alpha}\partial z^{\beta}}\cdot N=b_{\alpha\beta}. Since N=|gradp|RznN=|{\rm grad}\,p\,|\,\frac{\partial R}{\partial z^{n}}, we get 2RzαzβRzn=|gradp|1bαβ\frac{\partial^{2}R}{\partial z^{\alpha}\partial z^{\beta}}\cdot\frac{\partial R}{\partial z^{n}}=|{\rm grad}\,p\,|^{-1}b_{\alpha\beta}. Using this equality, formula (16) becomes gαβzn=2|gradp|1bαβ\frac{\partial g_{\alpha\beta}}{\partial z^{n}}=-2|{\rm grad}\,p\,|^{-1}b_{\alpha\beta}. Substituting this value into (15), we get

(uu)n=|gradp|bαβuαuβ=|gradp|II(u,u).(u\cdot\nabla u)^{n}=|{\rm grad}\,p\,|\,b_{\alpha\beta}u^{\alpha}u^{\beta}=|{\rm grad}\,p\,|\,{\rm{II}}(u,u).

Inserting this expression into (14), we arrive to (13). ∎

Although some special coordinates have been used in the proof, the resulting equations (8) and (13) are of an invariant nature, i.e., independent of a coordinates choice.

All our arguments in this section are invertible, i.e., the following statement is valid.

Proposition 5.

The Euler – Gavrilov system (1)–(3) is equivalent to the system (6), (8), (13). More precisely, let a smooth vector field uu and smooth real function pp be defined on an open set UnU\subset{\mathbb{R}}^{n}. Choose a point x0Ux_{0}\in U such that gradp(x0)0{\rm grad}\,p(x_{0})\neq 0. Assume that integral curves of uu are tangent to level hypersurfaces MpM_{p} and equations (6), (8), (13) hold in some neighborhood of x0x_{0}. Then (u,p)(u,p) is a Gavrilov flow in some neighborhood of x0x_{0}.

Now, we discuss an easy example of GF which exists in any even dimension. Let (x1,,x2n)(x_{1},\dots,x_{2n}) be Cartesian coordinates in 2n{\mathbb{R}}^{2n}. Set

u2j1(x)=x2j,u2j(x)=x2j1(j=1,,n),p(x)=12|x|2.u_{2j-1}(x)=-x_{2j},\ u_{2j}(x)=x_{2j-1}\ (j=1,\dots,n),\quad p(x)=\frac{1}{2}\,|x|^{2}. (17)

It is easy to check that the equations (1)–(3) hold in 2n{\mathbb{R}}^{2n}. Observe that |u|2=2p|u|^{2}=2p. Every x0x\neq 0 is a regular point. Isobaric hypersurfaces are spheres Mp={x2n:|x|2=2p}M_{p}=\{x\in{\mathbb{R}}^{2n}:|x|^{2}=2p\}. Integral curves of uu (particle trajectories) are circles centered at the origin. Every sphere MpM_{p} is foliated by particle trajectories. This foliation coincides with the well-known Hopf fiber bundle 𝕊2n1Pn1{\mathbb{S}}^{2n-1}\rightarrow{\mathbb{C}}P^{n-1} of an odd-dimensional sphere over the complex projective space.

A GF on 2n+1{\mathbb{R}}^{2n+1} can be obtained as a direct product of the flow (17) with a constant velocity flow. Namely,

u2j1(x)=x2j,u2j(x)=x2j1(j=1,,n),u2n+1(x)=a=constu_{2j-1}(x)=-x_{2j},\ u_{2j}(x)=x_{2j-1}\ (j=1,\dots,n),\quad u_{2n+1}(x)=a=\mbox{const} (18)

and p(x)=12(x12++xn2)p(x)=\frac{1}{2}(x_{1}^{2}+\dots+x_{n}^{2}). Isobaric hypersurfaces are cylinders 𝕊2n1×{\mathbb{S}}^{2n-1}\times{\mathbb{R}}, and particle trajectories are either circles (if a=0a=0) or helices (if a0a\neq 0).

In order to apply the Gavrilov localization to the flow (17), choose a compactly supported smooth function α:[0,)\alpha:[0,\infty)\rightarrow{\mathbb{R}} such that α(r)=0\alpha(r)=0 for rεr\leq\varepsilon with some ε>0\varepsilon>0 and define the function β:[0,)\beta:[0,\infty)\rightarrow{\mathbb{R}} by β(r)=rsα2(s)𝑑s\beta(r)=-\int_{r}^{\infty}s\,\alpha^{2}(s)\,ds. Then

u~(x)=α(|x|)u(x),p~(x)=β(|x|)\tilde{u}(x)=\alpha(|x|)u(x),\quad\tilde{p}(x)=\beta(|x|)

is a smooth compactly supported GF on the whole of 2n{\mathbb{R}}^{2n} satisfying |u~|2=ψ(p~)|\tilde{u}|^{2}=\psi(\tilde{p}) with a function ψ\psi uniquely determined by α\alpha. In particular, if α\alpha is supported in (r0δ,r0+δ)(r_{0}-\delta,r_{0}+\delta) for some r0>δ>0r_{0}>\delta>0, then the velocity u~\tilde{u} is supported in the spherical layer {x2n:r0δ<|x|<r0+δ}\{x\in{\mathbb{R}}^{2n}:r_{0}-\delta<|x|<r_{0}+\delta\}, and the pressure p~\tilde{p} is supported in the ball {x2n:|x|<r0+δ}\{x\in{\mathbb{R}}^{2n}:|x|<r_{0}+\delta\} with p~=const\tilde{p}=\mbox{const} in the smaller ball {x2n:|x|r0δ}\{x\in{\mathbb{R}}^{2n}:|x|\leq r_{0}-\delta\}. Then we can take a linear combination of several such localized flows with disjoints supports. In particular, a periodic GF can be constructed in this way.

3. Plane sections of a Gavrilov flow

Let a sufficiently smooth solution (u,p)(u,p) of the Euler equations (1)–(2) be defined on the whole of n{\mathbb{R}}^{n}. Assume the solution to decay sufficiently fast at infinity together with first order derivatives (e.g., it can be a smooth compactly supported solution). Then [12] the equality

P(ξu(x))(νu(x))𝑑x=0\int\nolimits_{P}\big{(}\xi\cdot u(x)\big{)}\big{(}\nu\cdot u(x)\big{)}\,dx=0 (19)

holds for every affine hyperplane PnP\subset{\mathbb{R}}^{n} and every vector ξn\xi\in{\mathbb{R}}^{n} parallel to PP, where ν\nu is the normal vector to the hyperplane PP and dxdx stands for the (n1)(n-1)-dimensional Lebesgue measure on PP. Actually there are n1n-1 independent equations in (19) since the vector ξ\xi can take n1n-1 linearly independent values from the space ν={ξnνξ=0}\nu^{\bot}=\{\xi\in{\mathbb{R}}^{n}\mid\nu\cdot\xi=0\}.

For a GF, the equation (19), combined with the Gavrilov localization, yields an interesting statement. The following theorem can be easily generalized to an arbitrary dimension.

Theorem 1.

Let (u,p)(u,p) be a smooth GF defined on the whole of 3{\mathbb{R}}^{3} and sufficiently fast decaying at infinity together with first order derivatives. Let Mp0M_{p_{0}} be a regular isobaric surface and let an affine plane P0P_{0} transversally intersect Mp0M_{p_{0}}. Then, for any pp sufficiently close to p0p_{0} and for any affine plane PP sufficiently close to P0P_{0},

MpP1|gradq(x)|(ξu(x))(νu(x))𝑑s=0,\int\limits_{M_{p}\cap P}\frac{1}{|{\rm grad}\,q(x)|}\big{(}\xi\cdot u(x)\big{)}\big{(}\nu\cdot u(x)\big{)}\,ds=0, (20)

where qC(P)q\in C^{\infty}(P) is the restriction of the function pp to the plane PP, ν\nu is the unit normal vector to PP, and ξ\xi is an arbitrary vector parallel to PP. The integration in (20) is performed with respect to the arc length dsds of the curve MpPM_{p}\cap P.

Proof.

Since Mp0M_{p_{0}} and P0P_{0} intersect transversally, the same is true for MpM_{p} and PP for any pp close to p0p_{0} and for any plane PP close to P0P_{0}. We fix such pp and PP, set q=p|Pq=p\,|_{P} and γ=MpP\gamma=M_{p}\cap P. Observe that γ\gamma is a regular curve on the plane PP and the gradient gradq{\rm grad}\,q does not vanish in some neighborhood of γ\gamma. Therefore the integral on the left-hand side of (20) is well defined.

We parameterize the curve γ\gamma by the arc length, γ=γ(s)\gamma=\gamma(s). Then we choose local coordinates (s,τ)(s,\tau) in a neighborhood UPU\subset P of γ\gamma in the same way as in the proof of Proposition 3. Namely, the coordinates are chosen so that x(s,0)=γ(s)x(s,0)=\gamma(s) and q(x(s,τ))=p+τq(x(s,\tau))=p+\tau. For every s0s_{0}, the coordinate line δ(τ)=x(s0,τ)\delta(\tau)=x(s_{0},\tau) starts at γ(s0)\gamma(s_{0}) orthogonally to γ\gamma with the initial speed |δ˙(0)|=1|q(γ(s0))||\dot{\delta}(0)|=\frac{1}{|\nabla q(\gamma(s_{0}))|}. Therefore the area form dxdx of the plane PP is written in the chosen coordinates as dx=(1|gradq(γ(s))|+o(τ))dsdτdx=\big{(}\frac{1}{|{\rm grad}\,q(\gamma(s))|}+o(\tau)\big{)}ds\,d\tau.

Fix a smooth function μ:\mu:{\mathbb{R}}\rightarrow{\mathbb{R}} such that μ(r)=0\mu(r)=0 for |r|1|r|\geq 1, μ(r)>0\mu(r)>0 for |r|<1|r|<1, and 11μ(r)𝑑r=1\int_{-1}^{1}\mu(r)\,dr=1. For ε>0\varepsilon>0, set αε(r)=μ((rc)/ε)\alpha_{\varepsilon}(r)=\sqrt{\mu((r-c)/\varepsilon)}. Using the latter function, we define the localized GF (u~,p~)(\tilde{u},\tilde{p}) by u~=αε(p)u,gradp~=αε2(p)gradp\tilde{u}=\alpha_{\varepsilon}(p)\,u,\ {\rm grad}\,\tilde{p}=\alpha_{\varepsilon}^{2}(p)\,{\rm grad}\,p. Applying (19) to (u~,p~)(\tilde{u},\tilde{p}), we obtain Pαε(q(x))(ξu(x))(νu(x))𝑑x=0\int_{P}\alpha_{\varepsilon}(q(x))\big{(}\xi\cdot u(x)\big{)}\big{(}\nu\cdot u(x)\big{)}\,dx=0. In the chosen coordinates, this is written as

γεεμ(τ/ε)(1|gradq(γ(s))|+o(τ))(ξu(x(s,τ)))(mu(x(s,τ)))𝑑τ𝑑s=0.\int\limits_{\gamma}\int\limits_{-\varepsilon}^{\varepsilon}\mu(\tau/\varepsilon)\Big{(}\frac{1}{|{\rm grad}\,q(\gamma(s))|}+o(\tau)\Big{)}\big{(}\xi\cdot u(x(s,\tau))\big{)}\big{(}m\cdot u(x(s,\tau))\big{)}\,d\tau\,ds=0. (21)

The integrand can be represented as

μ(τ/ε)(1|gradq(γ(s))|+o(τ))(ξu(x(s,τ)))(νu(x(s,τ)))\displaystyle\mu(\tau/\varepsilon)\Big{(}\frac{1}{|{\rm grad}\,q(\gamma(s))|}+o(\tau)\Big{)}\big{(}\xi\cdot u(x(s,\tau))\big{)}\big{(}\nu\cdot u(x(s,\tau))\big{)}
=μ(τ/ε)1|gradq(γ(s))|(ξu(γ(s)))(νu(γ(s)))+o(1).\displaystyle\qquad=\mu(\tau/\varepsilon)\frac{1}{|{\rm grad}\,q(\gamma(s))|}\big{(}\xi\cdot u(\gamma(s))\big{)}\big{(}\nu\cdot u(\gamma(s))\big{)}+o(1).

The variables ss and τ\tau are separated up to o(τ)o(\tau) on the right-hand side of the latter formula. Using this representation and εεμ(τ/ε)𝑑τ=ε\int_{-\varepsilon}^{\varepsilon}\mu(\tau/\varepsilon)\,d\tau=\varepsilon, we obtain from (21) εγ1|gradq(γ(s))|(ξu(γ(s)))(νu(γ(s)))𝑑s+o(ε)=0.\varepsilon\int\limits_{\gamma}\frac{1}{|{\rm grad}\,q(\gamma(s))|}\big{(}\xi\cdot u(\gamma(s))\big{)}\big{(}\nu\cdot u(\gamma(s))\big{)}\,ds+o(\varepsilon)=0. In the limit as ε0\varepsilon\rightarrow 0, this gives (20). ∎

4. Differential equations for a Gavrilov flow

We consider the 3D case in this section. Let a GF (u,p)(u,p) be defined on an open set of 3{\mathbb{R}}^{3}. Let (x,y,z)(x,y,z) be Cartesian coordinates. We assume that, for p(p0,p0)p\in(-p_{0},p_{0}), the regular isobar surface MpM_{p} coincides with the graph of a smooth function

z=f(p;x,y)((x,y)U)z=f(p;x,y)\quad\big{(}(x,y)\in U\big{)} (22)

for some open domain U2U\subset{\mathbb{R}}^{2}. The first and the second quadratic forms of MpM_{p} are

I=(1+fx)2dx2+2fxfydxdy+(1+fy)2dy2,\displaystyle I=(1+f^{\prime}_{x}{}^{2})dx^{2}+2f^{\prime}_{x}f^{\prime}_{y}\,dxdy+(1+f^{\prime}_{y}{}^{2})dy^{2},
II=±11+fx+2fy2(fxx′′dx2+2fxy′′dxdy+fyy′′dy2),\displaystyle II=\pm\frac{1}{\sqrt{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}}\big{(}f^{\prime\prime}_{xx}\,dx^{2}+2f^{\prime\prime}_{xy}\,dxdy+f^{\prime\prime}_{yy}\,dy^{2}\big{)}, (23)

where the sign depends on the choice of the unit vector normal to MpM_{p}. Christoffel symbols of this metric are

Γxxx\displaystyle\Gamma^{x}_{xx} =fxfxx′′1+fx+2fy2,Γxyx=fxfxy′′1+fx+2fy2,Γyyx=fxfyy′′1+fx+2fy2,\displaystyle=\frac{f^{\prime}_{x}f^{\prime\prime}_{xx}}{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}},\quad\Gamma^{x}_{xy}=\frac{f^{\prime}_{x}f^{\prime\prime}_{xy}}{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}},\quad\Gamma^{x}_{yy}=\frac{f^{\prime}_{x}f^{\prime\prime}_{yy}}{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}, (24)
Γxxy\displaystyle\Gamma^{y}_{xx} =fyfxx′′1+fx+2fy2,Γxyy=fyfxy′′1+fx+2fy2,Γyyy=fyfyy′′1+fx+2fy2.\displaystyle=\frac{f^{\prime}_{y}f^{\prime\prime}_{xx}}{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}},\quad\Gamma^{y}_{xy}=\frac{f^{\prime}_{y}f^{\prime\prime}_{xy}}{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}},\quad\Gamma^{y}_{yy}=\frac{f^{\prime}_{y}f^{\prime\prime}_{yy}}{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}.

Let (ux,uy)(u^{x},u^{y}) be geometric coordinates of the vector field uu, i.e., u=ux(p;x,y)x+uy(p;x,y)yu=u^{x}(p;x,y)\frac{\partial}{\partial x}+u^{y}(p;x,y)\frac{\partial}{\partial y}, where x\frac{\partial}{\partial x} and y\frac{\partial}{\partial y} are considered as coordinate vector fields tangent to the surface MpM_{p}. Using (24), we compute covariant derivatives

xux\displaystyle\nabla_{\!x}u^{x} =uxx+fx(fxx′′ux+fxy′′uy)1+fx+2fy2,yux=uxy+fx(fxy′′ux+fyy′′uy)1+fx+2fy2,\displaystyle=\frac{\partial u^{x}}{\partial x}+\frac{f^{\prime}_{x}(f^{\prime\prime}_{xx}u^{x}+f^{\prime\prime}_{xy}u^{y})}{1+f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}},\quad\nabla_{\!y}u^{x}=\frac{\partial u^{x}}{\partial y}+\frac{f^{\prime}_{x}(f^{\prime\prime}_{xy}u^{x}+f^{\prime\prime}_{yy}u^{y})}{1+f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}}, (25)
xuy\displaystyle\nabla_{\!x}u^{y} =uyy+fy(fxx′′ux+fxy′′uy)1+fx+2fy2,yuy=uyy+fy(fxy′′ux+fyy′′uy)1+fx+2fy2.\displaystyle=\frac{\partial u^{y}}{\partial y}+\frac{f^{\prime}_{y}(f^{\prime\prime}_{xx}u^{x}+f^{\prime\prime}_{xy}u^{y})}{1+f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}},\quad\nabla_{\!y}u^{y}=\frac{\partial u^{y}}{\partial y}+\frac{f^{\prime}_{y}(f^{\prime\prime}_{xy}u^{x}+f^{\prime\prime}_{yy}u^{y})}{1+f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}}.

In particular,

divu=xux+yuy=uxx+uyy+(fxfxx′′+fyfxy′′)ux+(fxfxy′′+fyfyy′′)uy1+fx+2fy2.\mbox{div}\,u=\nabla_{\!x}u^{x}{+}\nabla_{\!y}u^{y}=\frac{\partial u^{x}}{\partial x}{+}\frac{\partial u^{y}}{\partial y}+\frac{(f^{\prime}_{x}f^{\prime\prime}_{xx}{+}f^{\prime}_{y}f^{\prime\prime}_{xy})u^{x}{+}(f^{\prime}_{x}f^{\prime\prime}_{xy}{+}f^{\prime}_{y}f^{\prime\prime}_{yy})u^{y}}{1\!+\!f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}}. (26)

Substituting expressions (25) into the formula uu=(uxxux+uyyux)x+(uxxuy+uyyuy)y,\nabla_{\!u}u=(u^{x}\nabla_{\!x}u^{x}+u^{y}\nabla_{\!y}u^{x})\frac{\partial}{\partial x}+(u^{x}\nabla_{\!x}u^{y}+u^{y}\nabla_{\!y}u^{y})\frac{\partial}{\partial y}, we get

uu\displaystyle\nabla_{\!u}u =(uxuxx+uyuxy+fx1+fx+2fy2(fxx′′(ux)2+2fxy′′uxuy+fyy′′(uy)2))x\displaystyle=\Big{(}u^{x}\frac{\partial u^{x}}{\partial x}+u^{y}\frac{\partial u^{x}}{\partial y}{+}\frac{f^{\prime}_{x}}{1\!+\!f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}}\big{(}f^{\prime\prime}_{xx}(u^{x})^{2}{+}2f^{\prime\prime}_{xy}u^{x}u^{y}{+}f^{\prime\prime}_{yy}(u^{y})^{2}\big{)}\Big{)}\frac{\partial}{\partial x}
+(uxuyx+uyuyy+fy1+fx+2fy2(fxx′′(ux)2+2fxy′′uxuy+fyy′′(uy)2))y.\displaystyle+\Big{(}u^{x}\frac{\partial u^{y}}{\partial x}+u^{y}\,\frac{\partial u^{y}}{\partial y}{+}\frac{f^{\prime}_{y}}{1\!+\!f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}}\big{(}f^{\prime\prime}_{xx}(u^{x})^{2}{+}2f^{\prime\prime}_{xy}u^{x}u^{y}{+}f^{\prime\prime}_{yy}(u^{y})^{2}\big{)}\Big{)}\frac{\partial}{\partial y}\,.

Being a geodesic vector field, uu solves the equation uu=0\nabla_{\!u}u=0. We thus arrive to the system

uxuxx+uyuxy+fx1+fx+2fy2(fxx′′(ux)2+2fxy′′uxuy+fyy′′(uy)2)\displaystyle u^{x}\,\frac{\partial u^{x}}{\partial x}+u^{y}\,\frac{\partial u^{x}}{\partial y}+\frac{f^{\prime}_{x}}{1\!+\!f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}}\big{(}f^{\prime\prime}_{xx}(u^{x})^{2}+2f^{\prime\prime}_{xy}u^{x}u^{y}+f^{\prime\prime}_{yy}(u^{y})^{2}\big{)} =0,\displaystyle=0, (27)
uxuyx+uyuyy+fy1+fx+2fy2(fxx′′(ux)2+2fxy′′uxuy+fyy′′(uy)2)\displaystyle u^{x}\,\frac{\partial u^{y}}{\partial x}+u^{y}\,\frac{\partial u^{y}}{\partial y}+\frac{f^{\prime}_{y}}{1\!+\!f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}}\big{(}f^{\prime\prime}_{xx}(u^{x})^{2}+2f^{\prime\prime}_{xy}u^{x}u^{y}+f^{\prime\prime}_{yy}(u^{y})^{2}\big{)} =0.\displaystyle=0.

Let us express |gradp||{\rm grad}\,p\,| in terms of the function ff. Let p(x,y,z)p(x,y,z) be the pressure in Cartesian coordinates. We have the identity p(x,y,f(p;x,y))=pp(x,y,f(p;x,y))=p. Differentiate the identity to get

px(x,y,f(p;x,y))+pz(x,y,f(p;x,y))fx(p;x,y)\displaystyle p^{\prime}_{x}(x,y,f(p;x,y))+p^{\prime}_{z}(x,y,f(p;x,y))f^{\prime}_{x}(p;x,y) =0,\displaystyle=0,
py(x,y,f(p;x,y))+pz(x,y,f(p;x,y))fy(p;x,y)\displaystyle p^{\prime}_{y}(x,y,f(p;x,y))+p^{\prime}_{z}(x,y,f(p;x,y))f^{\prime}_{y}(p;x,y) =0,\displaystyle=0,
pz(x,y,f(p;x,y))fp(p;x,y)\displaystyle p^{\prime}_{z}(x,y,f(p;x,y))f^{\prime}_{p}(p;x,y) =1.\displaystyle=1.

From this we get px=fxfp,py=fyfp,pz=1fpp^{\prime}_{x}=-\frac{f^{\prime}_{x}}{f^{\prime}_{p}},\ p^{\prime}_{y}=-\frac{f^{\prime}_{y}}{f^{\prime}_{p}},\ p^{\prime}_{z}=\frac{1}{f^{\prime}_{p}}. The derivative fpf^{\prime}_{p} does not vanish on a regular isobaric surface (22). Thus,

|gradp|2=px+2py+2pz=21+fx+2fy2fp2.|{\rm grad}\,p\,|^{2}=p^{\prime}_{x}{}^{2}+p^{\prime}_{y}{}^{2}+p^{\prime}_{z}{}^{2}=\frac{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}{f^{\prime}_{p}{}^{2}}. (28)

Substituting expressions (26) and (28) into (8), we arrive to the equation

uxx+uyy+(fxfxx′′+fyfxy′′)ux+(fxfxy′′+fyfyy′′)uy1+fx+2fy2\displaystyle\frac{\partial u^{x}}{\partial x}+\frac{\partial u^{y}}{\partial y}+\frac{(f^{\prime}_{x}f^{\prime\prime}_{xx}+f^{\prime}_{y}f^{\prime\prime}_{xy})u^{x}+(f^{\prime}_{x}f^{\prime\prime}_{xy}+f^{\prime}_{y}f^{\prime\prime}_{yy})u^{y}}{1\!+\!f^{\prime}_{x}{}^{2}\!+\!f^{\prime}_{y}{}^{2}}
=12fp21+fx+2fy2[uxx(1+fx+2fy2fp2)+uyy(1+fx+2fy2fp2)].\displaystyle=\frac{1}{2}\cdot\frac{f^{\prime}_{p}{}^{2}}{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}\Big{[}u^{x}\frac{\partial}{\partial x}\Big{(}\frac{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}{f^{\prime}_{p}{}^{2}}\Big{)}+u^{y}\frac{\partial}{\partial y}\Big{(}\frac{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}{f^{\prime}_{p}{}^{2}}\Big{)}\Big{]}.

After the obvious simplification, it becomes

uxx+uyy+1fp(uxfpx′′+uyfpy′′)=0.\frac{\partial u^{x}}{\partial x}+\frac{\partial u^{y}}{\partial y}+\frac{1}{f^{\prime}_{p}}(u^{x}f^{\prime\prime}_{px}+u^{y}f^{\prime\prime}_{py})=0.

Substituting expressions (23) and (28) into (13), we arrive to the equation fxx′′(ux)2+2fxy′′uxuy+fyy′′(uy)2=1+fx+2fy2|fp|f^{\prime\prime}_{xx}(u^{x})^{2}+2f^{\prime\prime}_{xy}u^{x}u^{y}+f^{\prime\prime}_{yy}(u^{y})^{2}=\frac{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}{|f^{\prime}_{p}|}. Using this, equations (27) can be written as

uxuxx+uyuxy+fx|fp|=0,uxuyx+uyuyy+fy|fp|=0.u^{x}\,\frac{\partial u^{x}}{\partial x}+u^{y}\,\frac{\partial u^{x}}{\partial y}+\frac{f^{\prime}_{x}}{|f^{\prime}_{p}|}=0,\quad u^{x}\,\frac{\partial u^{y}}{\partial x}+u^{y}\,\frac{\partial u^{y}}{\partial y}+\frac{f^{\prime}_{y}}{|f^{\prime}_{p}|}=0.

We have proved the following

Proposition 6.

Let a GF (u,p)(u,p) be defined on an open set of 3{\mathbb{R}}^{3}. Assume that for p(p0,p0)p\in(-p_{0},p_{0}) the isobaric surface MpM_{p} is regular and coincides with the graph of a smooth function z=f(p;x,y)((x,y)U2)z=f(p;x,y)\ \big{(}(x,y)\in U\subset{\mathbb{R}}^{2}\big{)}. Write the restriction of the vector field uu to the surface MpM_{p} in the form u=ux(p;x,y)x+uy(p;x,y)yu=u^{x}(p;x,y)\frac{\partial}{\partial x}+u^{y}(p;x,y)\frac{\partial}{\partial y}. Then the derivative fpf^{\prime}_{p} does not vanish and the functions f(p;x,y),ux(p;x,y)f(p;x,y),u^{x}(p;x,y) and uy(p;x,y)u^{y}(p;x,y) satisfy the equations

(fpux)x+(fpuy)y=0,\displaystyle\frac{\partial(f^{\prime}_{p}u^{x})}{\partial x}+\frac{\partial(f^{\prime}_{p}u^{y})}{\partial y}=0, (29)
uxuxx+uyuxy+fx|fp|=0,\displaystyle u^{x}\,\frac{\partial u^{x}}{\partial x}+u^{y}\,\frac{\partial u^{x}}{\partial y}+\frac{f^{\prime}_{x}}{|f^{\prime}_{p}|}=0, (30)
uxuyx+uyuyy+fy|fp|=0,\displaystyle u^{x}\,\frac{\partial u^{y}}{\partial x}+u^{y}\,\frac{\partial u^{y}}{\partial y}+\frac{f^{\prime}_{y}}{|f^{\prime}_{p}|}=0, (31)
fxx′′(ux)2+2fxy′′uxuy+fyy′′(uy)2=1+fx+2fy2|fp|.\displaystyle f^{\prime\prime}_{xx}(u^{x})^{2}+2f^{\prime\prime}_{xy}u^{x}u^{y}+f^{\prime\prime}_{yy}(u^{y})^{2}=\frac{1+f^{\prime}_{x}{}^{2}+f^{\prime}_{y}{}^{2}}{|f^{\prime}_{p}|}. (32)

It is easy to check that the system (29)–(32) has the following solution:

f(x,y,p)=f(x,p)=r2(p)x2(r(p)<x<r(p)),\displaystyle f(x,y,p)=f(x,p)=-\sqrt{r^{2}(p)-x^{2}}\quad\big{(}-r(p)<x<r(p)\big{)}, (33)
ux(x,y,p)=ux(x,p)=r2(p)x2r(p)|r(p)|,uy(x,y,p)=uy(p)=b(p),\displaystyle u^{x}(x,y,p)=u^{x}(x,p)=\frac{\sqrt{r^{2}(p)-x^{2}}}{\sqrt{r(p)|r^{\prime}(p)|}},\quad u^{y}(x,y,p)=u^{y}(p)=b(p), (34)

where r(p)r(p) is a smooth positive function with non-vanishing derivative, and b(p)b(p) is an arbitrary smooth function. For every pp, the graph MpM_{p} of the function (x,y)f(x,p)(x,y)\mapsto f(x,p) is the half of the cylinder M~p={(x,y,z)x2+z2=r2(p)}{\tilde{M}}_{p}=\{(x,y,z)\mid x^{2}+z^{2}=r^{2}(p)\}. Observe that M~p{\tilde{M}}_{p} is a surface of revolution around the yy-axis. Thus, (33)–(34) is an axisymmetric GF. We will study axisymmetric Gavrilov flows in the next section. The solution (33)–(34) can be slightly modified by a change of Cartesian coordinates in 3{\mathbb{R}}^{3}. We do not know any solution to the system (30)–(33) different of the (modified) solution (33)–(34).

5. Axisymmetric Gavrilov flows

Let (r,z,θ)(r,z,\theta) be cylindrical coordinates in 3{\mathbb{R}}^{3} related to Cartesian coordinates (x1,x2,x3)(x_{1},x_{2},x_{3}) by x1=rcosθ,x2=rsinθ,x3=z.x_{1}=r\cos\theta,\ x_{2}=r\sin\theta,\ x_{3}=z. We study a GF (u,p)(u,p) invariant under rotations around the zz-axis. The flow is defined in an open set U~{(r,z,θ):r>0}\tilde{U}\subset\{(r,z,\theta):r>0\} invariant under rotations around the zz-axis. Such a rotationally invariant set U~\tilde{U} is uniquely determined by the two-dimensional set U=U~{θ=0}{(r,z):r>0}U=\tilde{U}\cap\{\theta=0\}\subset\{(r,z):r>0\}. For brevity we say that an axisymmetric GF is defined in UU.

A regular isobaric surface MpM_{p} is a surface of revolution determined by its generatrix Γp=MpU\Gamma_{p}=M_{p}\cap\,U. We parameterize the curve Γp\Gamma_{p} by the arc length r=R(p,t)>0,z=Z(p,t)r=R(p,t)>0,\ z=Z(p,t),

Rt+2Zt=21.R^{\prime}_{t}{}^{2}+Z^{\prime}_{t}{}^{2}=1. (35)

The variables (t,θ)(t,\theta) serve as coordinates on the isobaric surface MpM_{p}. Since the vector field uu is tangent to MpM_{p}, it is uniquely represented as u=ut(p,t)t+uθ(p,t)θu=u^{t}(p,t)\frac{\partial}{\partial t}+u^{\theta}(p,t)\frac{\partial}{\partial\theta}, where (ut(p,t),uθ(p,t))\big{(}u^{t}(p,t),u^{\theta}(p,t)\big{)} are geometric coordinates of uu. Physical coordinates of uu are defined by

u=ur(r,z)er+uz(r,z)ez+uθ(r,z)eθ,u=u_{r}(r,z)e_{r}+u_{z}(r,z)e_{z}+u_{\theta}(r,z)e_{\theta}, (36)

where er,ez,eθe_{r},e_{z},e_{\theta} are unit coordinate vectors. Physical and geometric coordinates are related by

ur=Rtut,uz=Ztut,uθ=Ruθ.u_{r}=R^{\prime}_{t}u^{t},\quad u_{z}=Z^{\prime}_{t}u^{t},\quad u_{\theta}=Ru^{\theta}. (37)

We are going to write down differential equations for a GF in terms of the functions (R,Z,ut,uθ)(R,Z,u^{t},u^{\theta}). First of all, the first quadratic form of MpM_{p} in coordinates (t,θ)(t,\theta) is

I=dt2+R2dθ2.I=dt^{2}+R^{2}d\theta^{2}. (38)

Christoffel symbols of the metric are Γθθt=RRt,Γtθθ=RtR,Γttt=Γtθt=Γttθ=Γθθθ=0\Gamma^{t}_{\theta\theta}=-RR^{\prime}_{t},\ \Gamma^{\theta}_{t\theta}=\frac{R^{\prime}_{t}}{R},\ \Gamma^{t}_{tt}=\Gamma^{t}_{t\theta}=\Gamma^{\theta}_{tt}=\Gamma^{\theta}_{\theta\theta}=0. Using these formulas, we calculate

tut=utt,θut=RRtuθ,tuθ=uθt+RtRuθ,θuθ=RtRut.\nabla_{\!t}u^{t}=\frac{\partial u^{t}}{\partial t},\quad\nabla_{\!\theta}u^{t}=-RR^{\prime}_{t}\,u^{\theta},\quad\nabla_{\!t}u^{\theta}=\frac{\partial u^{\theta}}{\partial t}+\frac{R^{\prime}_{t}}{R}\,u^{\theta},\quad\nabla_{\!\theta}u^{\theta}=\frac{R^{\prime}_{t}}{R}\,u^{t}.

In particular,

divu=tut+θuθ=utt+RtRut.\mbox{div}\,u=\nabla_{\!t}u^{t}+\nabla_{\!\theta}u^{\theta}=\frac{\partial u^{t}}{\partial t}+\frac{R^{\prime}_{t}}{R}\,u^{t}. (39)

The restriction of uu to MpM_{p} is a geodesic vector field, i.e., uu=0\nabla_{\!u}u=0. This gives the system

ututtRRt(uθ)2=0,utuθt+2RtRutuθ=0.u^{t}\,\frac{\partial u^{t}}{\partial t}-RR^{\prime}_{t}(u^{\theta})^{2}=0,\quad u^{t}\,\frac{\partial u^{\theta}}{\partial t}+\frac{2R^{\prime}_{t}}{R}\,u^{t}u^{\theta}=0. (40)

Let us express |gradp||{\rm grad}\,p\,| in terms of the functions R(p,t)R(p,t) and Z(p,t)Z(p,t). Let p=p(r,z)p=p(r,z) be the pressure in cylindric coordinates (it is independent of θ\theta). We have the identity p(R(p,t),Z(p,t))=p.p\big{(}R(p,t),Z(p,t)\big{)}=p. Differentiating the identity with respect to pp and tt, we arrive to the linear algebraic system with unknowns pr(R(p,t),Z(p,t))p^{\prime}_{r}\big{(}R(p,t),Z(p,t)\big{)} and pz(R(p,t),Z(p,t))p^{\prime}_{z}\big{(}R(p,t),Z(p,t)\big{)}

Rp(p,t)pr(R(p,t),Z(p,t))+Zp(p,t)pz(R(p,t),Z(p,t))\displaystyle R^{\prime}_{p}(p,t)p^{\prime}_{r}\big{(}R(p,t),Z(p,t)\big{)}+Z^{\prime}_{p}(p,t)p^{\prime}_{z}\big{(}R(p,t),Z(p,t)\big{)} =1,\displaystyle=1,
Rt(p,t)pr(R(p,t),Z(p,t))+Zt(p,t)pz(R(p,t),Z(p,t))\displaystyle R^{\prime}_{t}(p,t)p^{\prime}_{r}\big{(}R(p,t),Z(p,t)\big{)}+Z^{\prime}_{t}(p,t)p^{\prime}_{z}\big{(}R(p,t),Z(p,t)\big{)} =0.\displaystyle=0.

Solving the system, we have

pr(R(p,t),Z(p,t))=J1(p,t)Zt(p,t),pz(R(p,t),Z(p,t))=J1(p,t)Rt(p,t),p^{\prime}_{r}\big{(}R(p,t),Z(p,t)\big{)}=J^{-1}(p,t)Z^{\prime}_{t}(p,t),\ p^{\prime}_{z}\big{(}R(p,t),Z(p,t)\big{)}=-J^{-1}(p,t)R^{\prime}_{t}(p,t),

where

J=|RpRtZpZt|J=\left|\begin{array}[]{cc}R^{\prime}_{p}&R^{\prime}_{t}\\ Z^{\prime}_{p}&Z^{\prime}_{t}\end{array}\right| (41)

is the Jacobian of the transformation r=R(p,t),z=Z(p,t)r=R(p,t),\quad z=Z(p,t). The Jacobian does not vanish. This implies with the help of (35)

|gradp|=|J|1.|{\rm grad}\,p\,|=|J|^{-1}. (42)

Substituting expressions (39) and (42) into (8), we arrive to the equation

utt+(RtR+JtJ)ut=0.\frac{\partial u^{t}}{\partial t}+\Big{(}\frac{R^{\prime}_{t}}{R}+\frac{J^{\prime}_{t}}{J}\Big{)}u^{t}=0. (43)

The second quadratic form of the surface MpM_{p} is expressed in coordinates (t,θ)(t,\theta) by

II=((RtZtt′′ZtRtt′′)dt2+RZtdθ2).II=-((R^{\prime}_{t}Z^{\prime\prime}_{tt}-Z^{\prime}_{t}R^{\prime\prime}_{tt})\,dt^{2}+RZ^{\prime}_{t}\,d\theta^{2}).

The sign on the right-hand side is chosen taking our agreement into account: the unit normal vector to the surface MpM_{p} must coincide with gradp|gradp|\frac{{\rm grad}\,p}{|{\rm grad}\,p\,|}. Recall that the curvature κ=κ(p,t)\kappa=\kappa(p,t) of the plane curve r=R(p,t),z=Z(p,t)r=R(p,t),z=Z(p,t) is expressed, under the condition (35), by

κ=RtZtt′′ZtRtt′′.\kappa=R^{\prime}_{t}Z^{\prime\prime}_{tt}-Z^{\prime}_{t}R^{\prime\prime}_{tt}. (44)

Using the latter equality, the previous formula takes the form

II=(κdt2+RZtdθ2).II=-(\kappa\,dt^{2}+RZ^{\prime}_{t}\,d\theta^{2}). (45)

By (42) and (45), the equation (13) takes the form

κ(ut)2+RZt(uθ)2=|J|1.\kappa(u^{t})^{2}+RZ^{\prime}_{t}(u^{\theta})^{2}=|J|^{-1}. (46)

We have thus obtained the system of five equations (35), (40a,b), (43), (46) in four unknown functions (R,Z,ut,uθ)(R,Z,u^{t},u^{\theta}). The functions JJ and κ\kappa participating in the system are expressed through (R,Z)(R,Z) by (41) and (44) respectively. We proceed to the analysis of the system.

All isobaric surfaces MpM_{p} under consideration are assumed to be regular and connected. The equation (43) implies the following alternative for every p0p_{0}: either ut(p0,t)0u^{t}(p_{0},t)\neq 0 for all tt or ut(p0,t)0u^{t}(p_{0},t)\equiv 0. The second case of the alternative is realized in the example (18) with a=0a=0. The converse statement is true at least partially: If ut(p0,t)0u^{t}(p_{0},t)\equiv 0, then Mp0M_{p_{0}} coincides with the cylinder {r=const>0}\{r=\mbox{const}>0\} and particle trajectories living on Mp0M_{p_{0}} are horizontal circles. Indeed, if ut(p0,t)0u^{t}(p_{0},t)\equiv 0 then, as is seen from (35) and (40b), Rt(p0,t)0R^{\prime}_{t}(p_{0},t)\equiv 0 and Zt(p0,t)±1Z^{\prime}_{t}(p_{0},t)\equiv\pm 1. Nevertheless, it is possible that ut(p0,t)0u^{t}(p_{0},t)\equiv 0 but ut(p,t)0u^{t}(p,t)\neq 0 for pp close to p0p_{0}; the corresponding example can be constructed by a slight modification of (18).

To avoid degenerate cases of the previous paragraph, we additionally assume ut(p,t)0u^{t}(p,t)\neq 0 for all (p,t)(p,t). Recall that we study flows up to the equivalence (4). In particular, GFs (u,p)(u,p) and (u,p)(-u,p) are equivalent. Therefore the latter assumption can be written without lost of generality in the form

ut(p,t)>0for all(p,t).u^{t}(p,t)>0\quad\mbox{for all}\quad(p,t). (47)

The equation (40a) simplifies under the assumption (47) to the following one:

uθt+2RtRuθ=0.\frac{\partial u^{\theta}}{\partial t}+\frac{2R^{\prime}_{t}}{R}\,u^{\theta}=0. (48)

If uθ(p,t0)=0u^{\theta}(p,t_{0})=0 for some t0t_{0}, then (48) implies that uθ(p,t)=0u^{\theta}(p,t)=0 for all tt. On the other hand, assuming that uθ(p,t)0u^{\theta}(p,t)\neq 0 for all tt and for a fixed pp, we can rewrite (48) in the form (loguθ)t+(logR2)t=0\frac{\partial(\log u^{\theta})}{\partial t}+\frac{\partial(\log R^{2})}{\partial t}=0. From this we get

uθ(p,t)=b(p)R2(p,t)u^{\theta}(p,t)=\frac{b(p)}{R^{2}(p,t)} (49)

with some function b(p)b(p). This equality is also true for such p0p_{0} that uθ(p0,t)=0u^{\theta}(p_{0},t)=0 for all tt, just by setting b(p0)=0b(p_{0})=0. The equality (49) implies smoothness of the function bb.

Substituting the expression (49) into (40a), we get (ut)2t=2RtR3b2(p)\frac{\partial(u^{t})^{2}}{\partial t}=2\,\frac{R^{\prime}_{t}}{R^{3}}b^{2}(p), that can be written in the form (ut)2t=t(b2(p)R2)\frac{\partial(u^{t})^{2}}{\partial t}=-\frac{\partial}{\partial t}\big{(}\frac{b^{2}(p)}{R^{2}}\big{)}. From this we obtain

ut(p,t)=d(p)R2(p,t)b2(p)R(p,t),u^{t}(p,t)=\frac{\sqrt{d(p)R^{2}(p,t)-b^{2}(p)}}{R(p,t)}, (50)

where d(p)d(p) is a smooth function satisfying

d(p)R2(p,t)b2(p)>0.d(p)R^{2}(p,t)-b^{2}(p)>0. (51)

By (38), |u|2=(ut)2+R2(uθ)2|u|^{2}=(u^{t})^{2}+R^{2}(u^{\theta})^{2}. Substituting values (49)–(50), we get

|u(p,t)|2=d(p).|u(p,t)|^{2}=d(p). (52)

We have thus discovered the important phenomenon: for an axisymmetric GF, all particles living on an isobaric surface MpM_{p} move with the same speed. In other words, constants cc and CC in the Bernoulli law (5) can be expressed through each other. The phenomenon is actually expected since it holds for the Grad — Shafranov ansatz [3]. Most likely, the phenomenon is absent for a general (not axisymmetric) GF, at least we cannot derive a relation like (52) from (29)–(32).

Studying GFs up to equivalence, we can multiply u(p,t)u(p,t) by a non-vanishing smooth function φ(p)\varphi(p). This opportunity was already used to fix the sign of utu^{t} in (47). We still have the freedom of multiplying u(p,t)u(p,t) by a positive smooth function φ(p)\varphi(p) together with the corresponding change of the pressure. Choosing φ(p)=d(p)1/2\varphi(p)=d(p)^{-1/2} and denoting the new GF by (u,p)(u,p) again, we simplify (52) to the following one:

|u(p,t)|2=1.|u(p,t)|^{2}=1. (53)

The inequality (51) becomes now |b(p)|<R(p,t)|b(p)|<R(p,t), and formula (50) takes the form

ut(p,t)=R2(p,t)b2(p)R(p,t),u^{t}(p,t)=\frac{\sqrt{R^{2}(p,t)-b^{2}(p)}}{R(p,t)}, (54)

We continue our analysis under assumptions (47) and (53). In virtue of (47), the equation (43) can be written in the form (logut)t+(log(|J|R))t=0.\frac{\partial(\log u^{t})}{\partial t}+\frac{\partial(\log(|J|R))}{\partial t}=0. This implies

ut(p,t)=α2(p)|J(p,t)|R(p,t)u^{t}(p,t)=\frac{\alpha^{2}(p)}{|J(p,t)|R(p,t)} (55)

with some positive smooth function α(p)\alpha(p). Comparing (54) and (55), we arrive to the equation R2(p,t)b2(p)|J(p,t)|=α2(p)\sqrt{R^{2}(p,t)-b^{2}(p)}\,|J(p,t)|=\alpha^{2}(p).

Finally, we simplify the equation (46). Substituting expressions (49) and (54) for uθu^{\theta} and utu^{t} into (46), we obtain κR(R2b2)+b2Zt=R3|J|1\kappa R(R^{2}-b^{2})+b^{2}Z^{\prime}_{t}=R^{3}|J|^{-1}. Expressing |J||J| from (55) and substituting the expression into the latter formula, we arrive to the equation κR(R2b2)+b2Zt=R3R2b2α2.\kappa R(R^{2}-b^{2})+b^{2}Z^{\prime}_{t}=\frac{R^{3}\sqrt{R^{2}-b^{2}}}{\alpha^{2}}. We have thus proved the following

Theorem 2.

Let an axisymmetric Gavrilov flow (u,p)(u,p) be defined on an open set U{(r,z)r>0}U\subset\{(r,z)\mid r>0\}. Assume that every isobaric surface MpM_{p} is regular and connected. For the surface of revolution MpM_{p}, let r=R(p,t)>0,z=Z(p,t)r=R(p,t)>0,\ z=Z(p,t) be the arc length parametrization of the generatrix Γp\Gamma_{p} of MpM_{p}. Assume also that in the representation u=ut(p,t)t+uθ(p,t)θu=u^{t}(p,t)\frac{\partial}{\partial t}+u^{\theta}(p,t)\frac{\partial}{\partial\theta} the function ut(p,t)u^{t}(p,t) does not vanish. Then

(1) there exists a smooth positive function d(p)d(p) such that |u|2=d(p)|u|^{2}=d(p). Replacing (u,p)(u,p) with an equivalent Gavrilov flow and denoting the new flow by (u,p)(u,p) again, we can assume without lost of generality that ut(p,t)>0u^{t}(p,t)>0 and

|u|2=1.|u|^{2}=1. (56)

(2) under the assumption (56), the functions R(p,t)R(p,t) and Z(p,t)Z(p,t) satisfy the equations

Rt+2Zt=21,\displaystyle R^{\prime}_{t}{}^{2}+Z^{\prime}_{t}{}^{2}=1, (57)
R2b2(p)|RpZtRtZp|=α2(p),\displaystyle\sqrt{R^{2}-b^{2}(p)}\,\big{|}R^{\prime}_{p}Z^{\prime}_{t}-R^{\prime}_{t}Z^{\prime}_{p}\big{|}=\alpha^{2}(p), (58)
κR(R2b2(p))+b2(p)Zt=R3R2b2(p)α2(p)\displaystyle\kappa R\big{(}R^{2}-b^{2}(p)\big{)}+b^{2}(p)Z^{\prime}_{t}=\frac{R^{3}\sqrt{R^{2}-b^{2}(p)}}{\alpha^{2}(p)} (59)

with some smooth functions α(p)>0\alpha(p)>0 and b(p)b(p), where κ=κ(p,t)\kappa=\kappa(p,t) is the curvature of the plane curve r=R(p,t),z=Z(p,t)r=R(p,t),z=Z(p,t). The functions ut(p,t)u^{t}(p,t) and uθ(p,t)u^{\theta}(p,t) are expressed through (R(p,t),b(p))\big{(}R(p,t),b(p)\big{)} by

ut=R2b2(p)R,uθ=b(p)R2.u^{t}=\frac{\sqrt{R^{2}-b^{2}(p)}}{R},\quad u^{\theta}=\frac{b(p)}{R^{2}}. (60)

Let us make some remarks on Theorem 2.

1. First, we attract reader’s attention to the hypothesis: MpM_{p} are connected surfaces. Otherwise functions α(p)\alpha(p) and b(p)b(p) can be different on different connected components.

2. Equations (57)–(60) are invariant under some transformations. First, the parameter tt is defined up to a shift, i.e., nothing changes after the replacement R(p,t)=R~(p,t+t0(p)),Z(p,t)=Z~(p,t+t0(p))R(p,t)=\tilde{R}\big{(}p,t+t_{0}(p)\big{)},Z(p,t)=\tilde{Z}\big{(}p,t+t_{0}(p)\big{)}. Second, the equations are invariant under the changes Z(p,t)=Z~(p,t)+z0Z(p,t)=\tilde{Z}(p,t)+z_{0} and Z(p,t)=Z~(p,t),κ=κ~Z(p,t)=-\tilde{Z}(p,t),\ \kappa=-\tilde{\kappa}, which mean a vertical shift of the origin in 3{\mathbb{R}}^{3} and the change of the direction of the zz-axis, respectively.

3. Compared with Proposition 6, Theorem 2 has an important advantage. The unknown functions (f,ux,uy)(f,u^{x},u^{y}) are not separated in the system (29)–(32) and, probably, cannot be separated. On the other hand, equations (57)–(59) involve only the functions (R,Z)(R,Z) that determine isobaric surfaces MpM_{p} (the equations involve also α(p)\alpha(p) and b(p)b(p) that appear as integration constants). If the system (57)–(59) was solved, the velocity vector field uu would be determined by explicit formulas (60). Of course, the simplification is possible due to the Clairaut integral for the equation of geodesics on a surface of revolution. Although the Clairaut integral is not mentioned in our proof of Theorem 2, formulas (60) are actually equivalent to the Clairaut integral.

Recall that physical coordinates (ur,uz,uθ)(u_{r},u_{z},u_{\theta}) of the velocity vector field uu are defined by (36). The function uθu_{\theta} is called the swirl. As follows from (37) and (60),

(ur2+uz2)(r,z)=1β(p)r2,uθ(r,z)=β(p)r.(u_{r}^{2}+u_{z}^{2})(r,z)=1-\frac{\beta(p)}{r^{2}},\quad u_{\theta}(r,z)=\frac{\sqrt{\beta(p)}}{r}. (61)

Theorem 2 has two other useful forms.

Case A. Assume, under hypotheses of Theorem 2, that the curve Γp\Gamma_{p} is the graph of a function r=f(p,z)r=f(p,z). Then fp0f^{\prime}_{p}\neq 0 and equations (57)–(59) are equivalent to the system

fp2=α(p)(1+fz2)f2b2(p),\displaystyle{f^{\prime}_{p}}^{2}=\frac{\alpha(p)(1+{f^{\prime}_{z}}^{2})}{f^{2}-b^{2}(p)}, (62)
α(p)ffzz′′=b2(p)fp2f3fp(1+fz2)\displaystyle\alpha(p)ff^{\prime\prime}_{zz}=b^{2}(p){f^{\prime}_{p}}^{2}-f^{3}f^{\prime}_{p}(1+{f^{\prime}_{z}}^{2}) (63)

with the same functions α(p)>0\alpha(p)>0 and b(p)b(p). The function ff must satisfy f(z,p)>|b(p)|f(z,p)>|b(p)|. The velocity vector uu is now represented as u=uz(z,p)z+uθ(z,p)θu=u^{z}(z,p)\frac{\partial}{\partial z}+u^{\theta}(z,p)\frac{\partial}{\partial\theta}, where the functions uzu^{z} and uθu^{\theta} are expressed through (f,α,b)(f,\alpha,b) by uz=sgn(uz)α(p)f|fp|,uθ=b(p)f2u^{z}=\mbox{sgn}(u^{z})\,\frac{\sqrt{\alpha(p)}}{f|f^{\prime}_{p}|},\ u^{\theta}=\frac{b(p)}{f^{2}} and sgn(uz)=±1\mbox{sgn}(u^{z})=\pm 1 is the sign of uzu^{z} that is assumed do not vanish.

Case B. Assume, under hypotheses of Theorem 2, that the curve Γp\Gamma_{p} is the graph of a function z=g(p,r)z=g(p,r). Then equations (57)–(59) are equivalent to the system

(r2b2(p))gp2α(p)(1+gr)2=0,\displaystyle\big{(}r^{2}-b^{2}(p)\big{)}g^{\prime}_{p}{}^{2}-\alpha(p)(1+g^{\prime}_{r}{}^{2})=0, (64)
rα(p)grr′′+b2(p)grgp+2r3gp(1+gr)2=0\displaystyle r\alpha(p)g^{\prime\prime}_{rr}+b^{2}(p)g^{\prime}_{r}g^{\prime}_{p}{}^{2}+r^{3}g^{\prime}_{p}(1+g^{\prime}_{r}{}^{2})=0 (65)

with the same functions α(p)>0\alpha(p)>0 and b(p)b(p). The function g(p,r)g(p,r) is considered for r(r1(p),r2(p))r\in\big{(}r_{1}(p),r_{2}(p)\big{)} with |b(p)|<r1(p)|b(p)|<r_{1}(p). The velocity vector uu is now represented as u=ur(p,r)r+uθ(p,r)θu=u^{r}(p,r)\frac{\partial}{\partial r}+u^{\theta}(p,r)\frac{\partial}{\partial\theta}, where the functions uru^{r} and uθu^{\theta} are expressed through (g,α,b)(g,\alpha,b) by ur=sgn(ur)α(p)r|gp|,uθ=b(p)r2u^{r}=\mbox{sgn}(u^{r})\,\frac{\sqrt{\alpha(p)}}{r|g^{\prime}_{p}|},\ u^{\theta}=\frac{b(p)}{r^{2}} and sgn(ur)=±1\mbox{sgn}(u^{r})=\pm 1 is the sign of uru^{r} that does not vanish.

6. Consistency conditions

We will first recall some basic facts from theory of first order PDEs following [9, Part I, Section 14]. Let us consider the system of two first order PDEs

F(x,y,z,p,q)=0,G(x,y,z,p,q)=0,F(x,y,z,p,q)=0,\quad G(x,y,z,p,q)=0, (66)

where z=z(x,y)z=z(x,y) is an unknown function and p=zx,q=zyp=z^{\prime}_{x},q=z^{\prime}_{y}. We assume FF and GG to be sufficiently smooth functions defined for (x,y,z)U(x,y,z)\in U and for all (p,q)2(p,q)\in{\mathbb{R}}^{2}, where U3U\subset{\mathbb{R}}^{3} is an open set. The system (66) is supplied with the initial condition

z(x0,y0)=z0z(x_{0},y_{0})=z_{0} (67)

for a point (x0,y0,z0)U(x_{0},y_{0},z_{0})\in U. The Jacobi brackets (sometimes also called Mayer brackets) of functions F(x,y,z,p,q)F(x,y,z,p,q) and G(x,y,z,p,q)G(x,y,z,p,q) are defined by

[F,G]=(Fx+pFz)Gp(Gx+pGz)Fp+(Fy+qFz)Gq(Gy+qGz)Fq.[F,G]=(F^{\prime}_{x}+pF^{\prime}_{z})G^{\prime}_{p}-(G^{\prime}_{x}+p\,G^{\prime}_{z})F^{\prime}_{p}+(F^{\prime}_{y}+qF^{\prime}_{z})G^{\prime}_{q}-(G^{\prime}_{y}+qG^{\prime}_{z})F^{\prime}_{q}. (68)

The system (66) is said to be an involutory system if [F,G]0[F,G]\equiv 0 for (x,y;z,p,q)U×2(x,y;z,p,q)\in U\times{\mathbb{R}}^{2}. The system (66) is said to be a complete system on the open set U×2U\times{\mathbb{R}}^{2} if the equation

[F,G]=0[F,G]=0 (69)

is an algebraic corollary of the system (66), i.e., if (69) holds for (x,y;z,p,q)U×2(x,y;z,p,q)\in U\times{\mathbb{R}}^{2} satisfying (66). The equation (69) is called the consistency condition (or integrability condition) for the system (66). In the case of a complete system, for an arbitrary point (x0,y0,z0)U(x_{0},y_{0},z_{0})\in U, the initial value problem (66)–(67) has a unique solution at least in some neighborhood of the point (x0,y0)(x_{0},y_{0}). Several methods are known for the numerical solution of the IVP (66)–(67), the Mayer method is the most popular one [9].

We return to axisymmetric GFs. Under certain additional conditions, systems (62)–(63) and (64)–(65) are equivalent. We study the system (62)–(63) as the simplest one. Recall that the system is considered in a neighborhood of a regular point, where the transform (p,z)(f(p,z),z)(p,z)\mapsto\big{(}f(p,z),z\big{)} is one-to-one. Therefore the derivative fpf^{\prime}_{p} does not vanish. Note that only b2b^{2} is involved in (62)–(63), not the function bb itself. To simplify our formulas a little bit, we introduce the function β(p)=b2(p)0\beta(p)=b^{2}(p)\geq 0 and rewrite the system (62)–(63) as

(f2β)fp2α(1+fz2)=0,\displaystyle(f^{2}-\beta){f^{\prime}_{p}}^{2}-\alpha(1+{f^{\prime}_{z}}^{2})=0, (70)
αffzz′′βfp2+f3fp(1+fz2)=0.\displaystyle\alpha ff^{\prime\prime}_{zz}-\beta{f^{\prime}_{p}}^{2}+f^{3}f^{\prime}_{p}(1+{f^{\prime}_{z}}^{2})=0. (71)

The function ff is assumed to satisfy the inequality

f(p,z)>β(p).f(p,z)>\sqrt{\beta(p)}. (72)

Given functions α(p)>0\alpha(p)>0 and β(p)0\beta(p)\geq 0, (70)–(71) is an overdetermined system of two PDEs in one unknown function f(p,z)f(p,z). The overdeterminess is caused by the circumstance mentioned in Introduction: a GF is defined by the overdetermined system (1)–(3). We pose the question: What conditions should be imposed on (α(p),β(p))\big{(}\alpha(p),\beta(p)\big{)} for solvability of the system (70)–(71) at least locally, i.e., in a neighborhood of a given point (p0,z0)(p_{0},z_{0})? For a fixed pp, (71) can be considered as a second order ODE with an unknown function fp(z)=f(p,z)f_{p}(z)=f(p,z). Observe that the variable zz does not explicitly participate in (71). As well known [8, Ssection 15.3], such an equation can be reduced to a first order ODE. The observation is realized by the following statement.

Lemma 1.

Let C1C^{1}-functions α(p)>0\alpha(p)>0 and β(p)0\beta(p)\geq 0 be defined on an interval (p1,p2)(p_{1},p_{2}), where p1<p2-\infty\leq p_{1}<p_{2}\leq\infty. Then the following statements are valid.

(1) Let f(p,z)f(p,z) be a solution to the system (70)–(71) on a rectangle

(p,z)(p1,p2)×(z1,z2),(p,z)\in(p_{1},p_{2})\times(z_{1},z_{2}), (73)

and let the inequality (72) be valid on the rectangle. Then there exists a C1C^{1}-function γ(p)\gamma(p) on the interval (p1,p2)(p_{1},p_{2}) satisfying the equation

f2(εf2+γ)2(1+fz)24α(f2β)=0f^{2}(\varepsilon f^{2}+\gamma)^{2}(1+f^{\prime}_{z}{}^{2})-4\alpha(f^{2}-\beta)=0 (74)

and the inequalities

0<εf2+γ2α1/2f2βf,0<\varepsilon f^{2}+\gamma\leq\frac{2\alpha^{1/2}\sqrt{f^{2}-\beta}}{f}, (75)

where ε=±1\varepsilon=\pm 1 is the sign of fpf^{\prime}_{p} that does not vanish.

(2) Conversely, let f(p,z)>0f(p,z)>0 and γ(p)\gamma(p) satisfy (70) and (74)–(75). Assume additionally that, for every p(p1,p2)p\in(p_{1},p_{2}), the derivative fz(p,z)f^{\prime}_{z}(p,z) is not identically equal to zero on any interval (z1,z2)(z1,z2)(z^{\prime}_{1},z^{\prime}_{2})\subset(z_{1},z_{2}). Then ff solves (70)–(71) on the rectangle (73).

Proof.

First of all we find from (70)

fp=εα1/21+fz2f2β,f^{\prime}_{p}=\varepsilon\,\frac{\alpha^{1/2}\sqrt{1+{f^{\prime}_{z}}^{2}}}{\sqrt{f^{2}-\beta}}, (76)

where ε=±1\varepsilon=\pm 1 is the sign of fpf^{\prime}_{p}, and substitute the expression into (71)

fzz′′=β(1+fz2)f(f2β)εf2(1+fz2)3/2α1/2f2β.f^{\prime\prime}_{zz}=\frac{\beta(1+{f^{\prime}_{z}}^{2})}{f(f^{2}-\beta)}-\varepsilon\,\frac{f^{2}(1+{f^{\prime}_{z}}^{2})^{3/2}}{\alpha^{1/2}\sqrt{f^{2}-\beta}}. (77)

Let us show that equations (76) and (77) imply

z(f2βf1+fz2εf22α1/2)=0.\frac{\partial}{\partial z}\Big{(}\frac{\sqrt{f^{2}-\beta}}{f\sqrt{1+{f^{\prime}_{z}}^{2}}}-\varepsilon\,\frac{f^{2}}{2\alpha^{1/2}}\Big{)}=0. (78)

To this end we implement the differentiation in (78). The result can be written as

(fzz′′β(1+fz2)f(f2β)+εf2(1+fz2)3/2α1/2f2β)fz=0.\Big{(}f^{\prime\prime}_{zz}-\frac{\beta(1+{f^{\prime}_{z}}^{2})}{f(f^{2}-\beta)}+\varepsilon\,\frac{f^{2}(1+{f^{\prime}_{z}}^{2})^{3/2}}{\alpha^{1/2}\sqrt{f^{2}-\beta}}\Big{)}f^{\prime}_{z}=0. (79)

By (77), the left-hand side of (79) is identically zero. This proves (78). The equation (78) means the existence of a function γ(p)\gamma(p) such that f2βf1+fz2εf22α1/2=γ2α1/2.\frac{\sqrt{f^{2}-\beta}}{f\sqrt{1+{f^{\prime}_{z}}^{2}}}-\varepsilon\,\frac{f^{2}}{2\alpha^{1/2}}=\frac{\gamma}{2\alpha^{1/2}}. This can be written in the form

2α1/2f2β=f1+fz2(εf2+γ).2\alpha^{1/2}\sqrt{f^{2}-\beta}=f\sqrt{1+{f^{\prime}_{z}}^{2}}(\varepsilon f^{2}+\gamma). (80)

By (72), f>0f>0 and f2β>0f^{2}-\beta>0. Therefore (80) implies the inequalities (75). Squaring the equation (80), we get (74). We have proved the first statement of the lemma.

The second statement of the lemma is proved by reversing presented arguments with the following additional remark. To pass from (79) to (77), we need to remove the factor fzf^{\prime}_{z} on the left-hand side of (79). To do this, it suffices to assume that for every p(p1,p2)p\in(p_{1},p_{2}), the derivative fz(p,z)f^{\prime}_{z}(p,z) is not identically zero on any interval (z1,z2)(z1,z2)(z^{\prime}_{1},z^{\prime}_{2})\subset(z_{1},z_{2}). ∎

By Lemma 1, the system (70)–(71) is equivalent to the following one:

(f2β)fp2α(1+fz2)\displaystyle(f^{2}-\beta){f^{\prime}_{p}}^{2}-\alpha(1+{f^{\prime}_{z}}^{2}) =0,\displaystyle=0, (81)
f2(εf2+γ)2(1+fz)24α(f2β)\displaystyle f^{2}(\varepsilon f^{2}+\gamma)^{2}(1+f^{\prime}_{z}{}^{2})-4\alpha(f^{2}-\beta) =0.\displaystyle=0.

Introducing the notations π=fp,ζ=fz\pi=f^{\prime}_{p},\quad\zeta=f^{\prime}_{z}, we write the system as

F(p,z,f,π,ζ)=0,G(p,z,f,π,ζ)=0,F(p,z,f,\pi,\zeta)=0,\quad G(p,z,f,\pi,\zeta)=0, (82)

where

F(p,z,f,π,ζ)\displaystyle F(p,z,f,\pi,\zeta) =(f2β)π2α(ζ2+1),\displaystyle=(f^{2}-\beta)\pi^{2}-\alpha(\zeta^{2}+1), (83)
G(p,z,f,π,ζ)\displaystyle G(p,z,f,\pi,\zeta) =f2(εf2+γ)2(ζ2+1)4α(f2β).\displaystyle=f^{2}(\varepsilon f^{2}+\gamma)^{2}(\zeta^{2}+1)-4\alpha(f^{2}-\beta).

Assume that α(p)>0,β(p)0\alpha(p)>0,\,\beta(p)\geq 0 and γ(p)\gamma(p) are defined and smooth on an interval (p1,p2)(p_{1},p_{2}), where p1<p2-\infty\leq p_{1}<p_{2}\leq\infty. Then FF and GG are defined and smooth in U×2U\times{\mathbb{R}}^{2}, where

U={(p,z,f)3|p1<p<p2,f>β, 0<εf2+γ<2αf2β/f}.U=\big{\{}(p,z,f)\in{\mathbb{R}}^{3}|\ p_{1}<p<p_{2},\ f>\!\sqrt{\beta},\ 0<\varepsilon f^{2}+\gamma<2\sqrt{\alpha}\sqrt{f^{2}-\beta}/f\big{\}}. (84)

The functions FF and GG are actually independent of zz and depend on pp through the functions α(p),β(p),γ(p)\alpha(p),\beta(p),\gamma(p) only. Up to notations, the system (82) is of the form (66).

Theorem 3.

Given C1C^{1}-functions α(p)>0,β(p)0\alpha(p)>0,\beta(p)\geq 0 and γ(p)\gamma(p) on an interval (p1,p2)(p_{1},p_{2}), define FF and GG by (83) and consider the system of PDEs (82), where f=f(p,z)f=f(p,z) is an unknown function and π=fp,ζ=fz\pi=f^{\prime}_{p},\zeta=f^{\prime}_{z}. Define an open set U3U\subset{\mathbb{R}}^{3} by (84). Then

1. The system (82) is complete on U×2U\times{\mathbb{R}}^{2} if the functions α,β,γ\alpha,\beta,\gamma satisfy

α(p)=α0e3pwith some constantα0>0,\alpha(p)=\alpha_{0}e^{3p}\quad\mbox{\rm with some constant}\ \alpha_{0}>0, (85)
β+2εγ+3β+εγ=0,\beta^{\prime}+2\varepsilon\gamma^{\prime}+3\beta+\varepsilon\gamma=0, (86)
γβ2βγ+3βγ4εα+εγ2=0,\gamma\beta^{\prime}-2\beta\gamma^{\prime}+3\beta\gamma-4\varepsilon\alpha+\varepsilon\gamma^{2}=0, (87)

where either ε=1\varepsilon=1 or ε=1\varepsilon=-1 and β+εγ0\beta+\varepsilon\gamma\neq 0. But (82) is not an involutory system.

2. Conversely, assume (82) to be a complete system on U×2U\times{\mathbb{R}}^{2}, where the open set U3U\subset{\mathbb{R}}^{3} is defined by (84). Assume additionally that for every p0(p1,p2)p_{0}\in(p_{1},p_{2}) there exists z0z_{0} such that (82) has a solution f(p,z)f(p,z) in a neighborhood of (p0,z0)(p_{0},z_{0}) satisfying fz(p0,z0)0f^{\prime}_{z}(p_{0},z_{0})\neq 0. Then the functions α,β,γ\alpha,\beta,\gamma satisfy (85)–(87) with some ε=±1\varepsilon=\pm 1.

Proof.

To agree (66) and (82), we need to change the variables in (66) as follows: x:=p,y:=z,z:=f,p:=πx:=p,\ y:=z,\ z:=f,\ p:=\pi and q:=ζq:=\zeta. Then the formula (68) takes the form

[F,G]=(Fp+πFf)Gπ(Gp+πGf)Fπ+(Fz+ζFf)Gζ(Gz+ζGf)Fζ.[F,G]=(F^{\prime}_{p}+\pi F^{\prime}_{f})G^{\prime}_{\pi}-(G^{\prime}_{p}+\pi G^{\prime}_{f})F^{\prime}_{\pi}+(F^{\prime}_{z}+\zeta F^{\prime}_{f})G^{\prime}_{\zeta}-(G^{\prime}_{z}+\zeta G^{\prime}_{f})F^{\prime}_{\zeta}. (88)

We find the derivatives by differentiating (83):

Fp=βπ2α(ζ2+1),Gp=2γf2(εf2+γ)(ζ2+1)4α(f2β)+4αβ,Fz=0,Gz=0,Ff=2fπ2,Gf=2f(εf2+γ)2(ζ2+1)+4εf3(εf2+γ)(ζ2+1)8αf,Fπ=2(f2β)π,Gπ=0,Fζ=2αζ,Gζ=2f2(εf2+γ)2ζ.\begin{array}[]{ll}F^{\prime}_{p}=-\beta^{\prime}\pi^{2}{-}\alpha^{\prime}(\zeta^{2}+1),&G^{\prime}_{p}=2\gamma^{\prime}f^{2}(\varepsilon f^{2}{+}\gamma)(\zeta^{2}{+}1)-4\alpha^{\prime}(f^{2}{-}\beta)+4\alpha\beta^{\prime},\\[5.0pt] F^{\prime}_{z}=0,&G^{\prime}_{z}=0,\\[5.0pt] F^{\prime}_{f}=2f\pi^{2},&G^{\prime}_{f}=2f(\varepsilon f^{2}{+}\gamma)^{2}(\zeta^{2}{+}1){+}4\varepsilon f^{3}(\varepsilon f^{2}{+}\gamma)(\zeta^{2}{+}1){-}8\alpha f,\\[5.0pt] F^{\prime}_{\pi}=2(f^{2}-\beta)\pi,&G^{\prime}_{\pi}=0,\\[5.0pt] F^{\prime}_{\zeta}=-2\alpha\zeta,&G^{\prime}_{\zeta}=2f^{2}(\varepsilon f^{2}+\gamma)^{2}\zeta.\end{array} (89)

Since Gπ=Fz=Gz=0G^{\prime}_{\pi}=F^{\prime}_{z}=G^{\prime}_{z}=0, the formula (88) simplifies to the following one:

[F,G]=GpFππGfFπ+ζFfGζζGfFζ.[F,G]=-G^{\prime}_{p}F^{\prime}_{\pi}-\pi G^{\prime}_{f}F^{\prime}_{\pi}+\zeta F^{\prime}_{f}G^{\prime}_{\zeta}-\zeta G^{\prime}_{f}F^{\prime}_{\zeta}. (90)

Substituting values (89) into (90), we obtain

14[F,G]=π(f2β)(γf2(εf2+γ)(ζ2+1)2α(f2β)+2αβ)\displaystyle\frac{1}{4}[F,G]=-\pi(f^{2}-\beta)\big{(}\gamma^{\prime}f^{2}(\varepsilon f^{2}+\gamma)(\zeta^{2}+1)-2\alpha^{\prime}(f^{2}-\beta)+2\alpha\beta^{\prime}\big{)} (91)
π2f(f2β)((εf2+γ)2(ζ2+1)+2εf2(εf2+γ)(ζ2+1)4α)\displaystyle-\pi^{2}f(f^{2}-\beta)\big{(}(\varepsilon f^{2}+\gamma)^{2}(\zeta^{2}+1)+2\varepsilon f^{2}(\varepsilon f^{2}+\gamma)(\zeta^{2}+1)-4\alpha\big{)}
+π2ζ2f3(εf2+γ)2+ζ2αf((εf2+γ)2(ζ2+1)+2εf2(εf2+γ)(ζ2+1)4α).\displaystyle+\pi^{2}\zeta^{2}f^{3}(\varepsilon f^{2}+\gamma)^{2}+\zeta^{2}\alpha f\big{(}(\varepsilon f^{2}+\gamma)^{2}(\zeta^{2}+1)+2\varepsilon f^{2}(\varepsilon f^{2}+\gamma)(\zeta^{2}+1)-4\alpha\big{)}.

The right-hand side of (91) is a 7th degree polynomial in ff and the coefficient at f7f^{7} is π2(2ζ2+3)0-\pi^{2}(2\zeta^{2}+3)\neq 0. Thus, (82) is not an involutory system. Now, we prove that (82) is a complete system. To this end we derive from (82)–(83)

ζ2=4α(f2β)f2(εf2+γ)21\zeta^{2}=\frac{4\alpha(f^{2}-\beta)}{f^{2}(\varepsilon f^{2}+\gamma)^{2}}-1 (92)

and π=εα1/2ζ2+1f2β\pi=\varepsilon\,\frac{\alpha^{1/2}\sqrt{\zeta^{2}+1}}{\sqrt{f^{2}-\beta}}, where ε=±1\varepsilon=\pm 1 is the sign of π\pi. We find from two last equalities

π=2εαf(εf2+γ).\pi=\frac{2\varepsilon\alpha}{f(\varepsilon f^{2}+\gamma)}. (93)

Substituting expressions (92)–(93) into (91), we obtain

116α2[F,G]\displaystyle\frac{1}{16\alpha^{2}}[F,G] =ε2(f2β)f(εf2+γ)(γ(f2β)εf2+γα2α(f2β)+β2)\displaystyle=-\varepsilon\frac{2(f^{2}-\beta)}{f(\varepsilon f^{2}+\gamma)}\big{(}\frac{\gamma^{\prime}(f^{2}-\beta)}{\varepsilon f^{2}+\gamma}-\frac{\alpha^{\prime}}{2\alpha}(f^{2}-\beta)+\frac{\beta^{\prime}}{2}\big{)} (94)
4α(f2β)f(εf2+γ)2(f2βf2+2εf2βεf2+γ1)+f(4α(f2β)f2(εf2+γ)21)\displaystyle-\frac{4\alpha(f^{2}-\beta)}{f(\varepsilon f^{2}+\gamma)^{2}}\big{(}\frac{f^{2}-\beta}{f^{2}}+2\varepsilon\,\frac{f^{2}-\beta}{\varepsilon f^{2}+\gamma}-1\big{)}+f\big{(}\frac{4\alpha(f^{2}-\beta)}{f^{2}(\varepsilon f^{2}+\gamma)^{2}}-1\big{)}
+f(4α(f2β)f2(εf2+γ)21)(f2βf2+2εf2βεf2+γ1).\displaystyle+f\big{(}\frac{4\alpha(f^{2}-\beta)}{f^{2}(\varepsilon f^{2}+\gamma)^{2}}-1\big{)}\big{(}\frac{f^{2}-\beta}{f^{2}}+2\varepsilon\,\frac{f^{2}-\beta}{\varepsilon f^{2}+\gamma}-1\big{)}.

We are interested in the case when [F,G]=0[F,G]=0. Equating the right-hand side of (94) to zero and multiplying the resulting equality by f3(εf2+γ)3f^{3}(\varepsilon f^{2}+\gamma)^{3}, we arrive to the equation

2εf2(f2β)(εf2+γ)(γ(f2β)α2α(f2β)(εf2+γ)+β2(εf2+γ))\displaystyle-2\varepsilon f^{2}(f^{2}-\beta)(\varepsilon f^{2}+\gamma)\big{(}\gamma^{\prime}(f^{2}-\beta)-\frac{\alpha^{\prime}}{2\alpha}(f^{2}-\beta)(\varepsilon f^{2}+\gamma)+\frac{\beta^{\prime}}{2}(\varepsilon f^{2}+\gamma)\big{)} (95)
4α(f2β)((f2β)(εf2+γ)+2εf2(f2β)f2(εf2+γ))\displaystyle-4\alpha(f^{2}-\beta)\big{(}(f^{2}-\beta)(\varepsilon f^{2}+\gamma)+2\varepsilon f^{2}(f^{2}-\beta)-f^{2}(\varepsilon f^{2}+\gamma)\big{)}
+4αf2(f2β)(εf2+γ)f4(εf2+γ)3\displaystyle+4\alpha f^{2}(f^{2}-\beta)(\varepsilon f^{2}+\gamma)-f^{4}(\varepsilon f^{2}+\gamma)^{3}
+(4α(f2β)f2(εf2+γ)2)((f2β)(εf2+γ)+2εf2(f2β)f2(εf2+γ))=0.\displaystyle+\big{(}4\alpha(f^{2}{-}\beta)-f^{2}(\varepsilon f^{2}{+}\gamma)^{2}\big{)}\big{(}(f^{2}{-}\beta)(\varepsilon f^{2}{+}\gamma)+2\varepsilon f^{2}(f^{2}{-}\beta)-f^{2}(\varepsilon f^{2}{+}\gamma)\big{)}=0.

The left-hand side of the equation (95) is a polynomial of 10th degree in ff. It is almost unbelievable, but the degree of the polynomial can be decreased to 4. Namely, the equation (95) is equivalent to the following one:

f2(f2β)(εf2+γ)[\displaystyle-f^{2}(f^{2}-\beta)(\varepsilon f^{2}+\gamma)\big{[} (3αα)f4+(2εγεααγ+ααβ+β+4εγ)f2\displaystyle\big{(}3-\frac{\alpha^{\prime}}{\alpha}\big{)}f^{4}+\big{(}2\varepsilon\gamma^{\prime}-\varepsilon\frac{\alpha^{\prime}}{\alpha}\gamma+\frac{\alpha^{\prime}}{\alpha}\beta+\beta^{\prime}+4\varepsilon\gamma\big{)}f^{2} (96)
+(2εβγ+εααβγ+εγβ4α+γ2)]=0.\displaystyle+\big{(}-2\varepsilon\beta\gamma^{\prime}+\varepsilon\frac{\alpha^{\prime}}{\alpha}\beta\gamma+\varepsilon\gamma\beta^{\prime}-4\alpha+\gamma^{2}\big{)}\big{]}=0.

Indeed, a simple (though rather cumbersome) calculation shows that the polynomials on the left-hand sides of (95) and (96) are identically equal. By (84), the factor f2(f2β)(εf2+γ)f^{2}(f^{2}-\beta)(\varepsilon f^{2}+\gamma) does not vanish on UU. Therefore the equation (96) is equivalent to the following one:

(3αα)f4+(2εγεααγ+ααβ+β+4εγ)f2+(2εβγ+εααβγ+εγβ4α+γ2)=0.\big{(}3-\frac{\alpha^{\prime}}{\alpha}\big{)}f^{4}+\big{(}2\varepsilon\gamma^{\prime}-\varepsilon\frac{\alpha^{\prime}}{\alpha}\gamma+\frac{\alpha^{\prime}}{\alpha}\beta+\beta^{\prime}+4\varepsilon\gamma\big{)}f^{2}+\big{(}-2\varepsilon\beta\gamma^{\prime}+\varepsilon\frac{\alpha^{\prime}}{\alpha}\beta\gamma+\varepsilon\gamma\beta^{\prime}-4\alpha+\gamma^{2}\big{)}=0. (97)

Equating coefficients of the polynomial on the left-hand side of (97) to zero, we arrive to the system of ODEs

α3α=0,\displaystyle\alpha^{\prime}-3\alpha=0, (98)
β+2εγ+3β+εγ=0,\displaystyle\beta^{\prime}+2\varepsilon\gamma^{\prime}+3\beta+\varepsilon\gamma=0,
εγβ2εβγ+3εβγ4α+γ2=0.\displaystyle\varepsilon\gamma\beta^{\prime}-2\varepsilon\beta\gamma^{\prime}+3\varepsilon\beta\gamma-4\alpha+\gamma^{2}=0.

This is equivalent to (85)–(87).

It remains to discuss the passage from (97) to (98). Of course, (98) implies (97). This proves the first statement of Theorem 3. To prove that (97) implies (98), we need for each p0(p1,p2)p_{0}\in(p_{1},p_{2}) to have at least three distinct z1,z2,z3z_{1},z_{2},z_{3} such that the values f2(p0,z1),f2(p0,z2),f2(p0,z3)f^{2}(p_{0},z_{1}),\,f^{2}(p_{0},z_{2}),\,f^{2}(p_{0},z_{3}) are pairwise different and (97) holds at (p0,z1),(p0,z2)(p_{0},z_{1}),(p_{0},z_{2}) and (p0,z3)(p_{0},z_{3}). The existence of such z1,z2,z3z_{1},z_{2},z_{3} is guaranteed by the hypothesis of the second assertion of Theorem 3: For each p0(p1,p2)p_{0}\in(p_{1},p_{2}), there exists z0z_{0} such that the system (82) has a solution f(p,z)f(p,z) in a neighborhood of (p0,z0)(p_{0},z_{0}) satisfying fz(p0,z0)0f^{\prime}_{z}(p_{0},z_{0})\neq 0. ∎

Remark. Roughly speaking, Theorem 3 means that the relations (85)–(87) constitute the consistency condition for the system (82). Nevertheless, we emphasize that two statements of Theorem 3 are not exactly converse to each other. For example, the axisymmetric GF (18) (isobaric surfaces are cylinders and particle trajectories are either circles or spiral lines) corresponds to the solution f(p,z)=2p1/2f(p,z)=2p^{1/2} to the system (81) with (p1,p2)=(0,)(p_{1},p_{2})=(0,\infty) and

α(p)=4a0,β(p)=4(1a0)p,γ(p)=4(a0p)(a0=const, 0<a01).\alpha(p)=4a_{0},\ \ \beta(p)=4(1-a_{0})p,\ \ \gamma(p)=4(a_{0}-p)\ \ (a_{0}=\mbox{const},\,0<a_{0}\leq 1). (99)

The functions (99) do not satisfy the consistency conditions (85)–(87). For this solution, fz0f^{\prime}_{z}\equiv 0 and the second statement of Theorem 3 does not apply.

An analog of Lemma 1 is valid for the system (64)–(65) with minor changes (the variables (p,z)(p,z) are replaced by (p,r)(p,r), the function ff is replaced by gg, etc.). The corresponding system of two first order PDEs looks as follows:

(r2β)gp2α(1+gr)2\displaystyle(r^{2}-\beta)g^{\prime}_{p}{}^{2}-\alpha(1+g^{\prime}_{r}{}^{2}) =0,\displaystyle=0, (100)
r2(γτr2)2(1+gr)24α(r2β)gr2\displaystyle r^{2}(\gamma-\tau r^{2})^{2}(1+g^{\prime}_{r}{}^{2})-4\alpha(r^{2}-\beta)g^{\prime}_{r}{}^{2} =0,\displaystyle=0,

where α(p)>0,β(p)0\alpha(p)>0,\beta(p)\geq 0 and γ(p)\gamma(p) are the same functions as in (81) and τ=±1\tau=\pm 1 is the sign of gpg^{\prime}_{p} that does not vanish. An analog of Theorem 3 is valid for the system (100) with the same consistency conditions (85)–(87).

7. Local and zz-periodic axisymmetric Gavrilov flows

Here, we discuss the numerical method for constructing axisymmetric GFs on the base of the system (81). For the initial condition f(p0,z0)=f0f(p_{0},z_{0})=f_{0}, we can assume without lost of generality that p0=z0=0p_{0}=z_{0}=0 since the system (81) is invariant under the change pp+constp\to p+\mbox{const} and zz+constz\to z+\mbox{const}. Thus, the initial condition for ff is

f(0,0)=f0.f(0,0)=f_{0}. (101)

First, we will find the functions α(p),β(p),γ(p)\alpha(p),\beta(p),\gamma(p). The function α\alpha is given explicitly by (85) with an arbitrary constant α0=α(0)>0\alpha_{0}=\alpha(0)>0. The functions β(p)0\beta(p)\geq 0 and γ(p)\gamma(p) solve the system (86)–(87) supplied with the initial conditions

β(0)=β0,γ(0)=γ0.\beta(0)=\beta_{0},\quad\gamma(0)=\gamma_{0}. (102)

In particular, β00\beta_{0}\geq 0. For the possibility to write the system (86)–(87) in the form β=B(β,γ),γ=Γ(β,γ)\beta^{\prime}=B(\beta,\gamma),\ \gamma^{\prime}=\Gamma(\beta,\gamma), we have to impose the restrictions

β0,β+εγ0.\beta\geq 0,\quad\beta+\varepsilon\gamma\neq 0. (103)

In particular, β0\beta_{0} and γ0\gamma_{0} must satisfy these inequalities. Let (p1,p2)(p_{1},p_{2}) be the maximal interval such that the solution to the Cauchy problem (86)–(87), (102) exists on (p1,p2)(p_{1},p_{2}) and satisfies (103). Here, p1=p1(α0,β0,γ0)<0<p2=p2(α0,β0,γ0)p_{1}=p_{1}(\alpha_{0},\beta_{0},\gamma_{0})<0<p_{2}=p_{2}(\alpha_{0},\beta_{0},\gamma_{0}). By Theorem 3, the system (81) is complete on U×2U\times{\mathbb{R}}^{2}, where U3U\subset{\mathbb{R}}^{3} is defined by (84). General theory [8, Chapter 1, Section 14] guarantees the existence and uniqueness of a solution to the IVP (81), (101) for any (0,0,f0)U(0,0,f_{0})\in U at least in some neighborhood of (p0,z0)=(0,0)(p_{0},z_{0})=(0,0).

Thus, a solution f(p,z)f(p,z) to the IVP (81), (101) exists in some neighborhood of (0,0)(0,0) and is uniquely determined by 5 constants (α0,β0,γ0,f0,ε)(\alpha_{0},\beta_{0},\gamma_{0},f_{0},\varepsilon) chosen so that

α0>0,β00,β0+εγ00,f0>0,ε=±1,\displaystyle\alpha_{0}>0,\quad\beta_{0}\geq 0,\quad\beta_{0}+\varepsilon\gamma_{0}\neq 0,\quad f_{0}>0,\quad\varepsilon=\pm 1, (104)
f0>β01/2,0<εf02+γ0<2α01/2f01f02β0.\displaystyle f_{0}>\beta_{0}^{1/2},\quad 0<\varepsilon f_{0}^{2}+\gamma_{0}<2\alpha_{0}^{1/2}f_{0}^{-1}\sqrt{f_{0}^{2}-\beta_{0}}.

The inequalities on the second line of (104) come from (84). Let us denote this unique solution by f(p,z;α0,β0,γ0,f0,ε)f(p,z;\alpha_{0},\beta_{0},\gamma_{0},f_{0},\varepsilon).

In the general case, f(p,z;α0,β0,γ0,f0,ε)f(p,z;\alpha_{0},\beta_{0},\gamma_{0},f_{0},\varepsilon) is a local solution, i.e., is defined in some neighborhood U(α0,β0,γ0,f0,ε)2U(\alpha_{0},\beta_{0},\gamma_{0},f_{0},\varepsilon)\subset{\mathbb{R}}^{2} of the point (0,0)(0,0). Nevertheless, for some values of the parameters, it can happen that (p1,p2)×U(α0,β0,γ0,f0,ε)(p^{\prime}_{1},p^{\prime}_{2})\times{\mathbb{R}}\subset U(\alpha_{0},\beta_{0},\gamma_{0},f_{0},\varepsilon) for some p1<0<p2-\infty\leq p^{\prime}_{1}<0<p^{\prime}_{2}\leq\infty, in such a case we speak on a global solution defined on (p1,p2)×(p^{\prime}_{1},p^{\prime}_{2})\times{\mathbb{R}}. Global solutions are of particular interest. Unfortunately, so far we have neither necessary nor sufficient conditions on the parameters (α0,β0,γ0,f0,ε)(\alpha_{0},\beta_{0},\gamma_{0},f_{0},\varepsilon) for the existence of a global solution.

Everything said above in this section is valid for the numerical method based on the system (100).

Global solutions most often appear due to periodicity with the help of the following

Lemma 2.

Let a solution f(p,z)f(p,z) of the system (81) be defined on a rectangle (p1,p2)×(z1,z2)(p_{1},p_{2})\times(z_{1},z_{2}) and satisfy (72). Assume the existence of (p0,z0)(p1,p2)×(z1,z2)(p_{0},z_{0})\in(p_{1},p_{2})\times(z_{1},z_{2}) such that fz(p0,z0)=0f^{\prime}_{z}(p_{0},z_{0})=0 and fzz′′(p0,z0)0f^{\prime\prime}_{zz}(p_{0},z_{0})\neq 0. Then, at least in some neighborhood of p0p_{0}, the solution is symmetric with respect to z0z_{0}, i.e.,

f(p,z)=f(p,z+2z0)forp(p0δ,p0+δ)with someδ>0.f(p,z)=f(p,-z+2z_{0})\quad\mbox{\rm for}\ p\in(p_{0}-\delta,p_{0}+\delta)\ \mbox{\rm with some}\ \delta>0. (105)

Hence, ff can be extended to a solution defined in (p0δ,p0+δ)×(z0Δ,z0+Δ)(p_{0}-\delta,p_{0}+\delta)\times(z_{0}-\Delta,z_{0}+\Delta) such that (z1,z2)(z0Δ,z0+Δ)(z_{1},z_{2})\subset(z_{0}-\Delta,z_{0}+\Delta).

Proof.

By the implicit function theorem, there exists a smooth function z=ζ(p)z=\zeta(p) defined for p(p0δ,p0+δ)p\in(p_{0}-\delta,p_{0}+\delta) with some δ>0\delta>0 such that ζ(p0)=z0\zeta(p_{0})=z_{0} and

fz(p,ζ(p))=0.f^{\prime}_{z}(p,\zeta(p))=0. (106)

We are going to prove that ζ(p)\zeta(p) is actually a constant function. To this end we differentiate (106): fpz′′(p,ζ(p))+fzz′′(p,ζ(p))ζ(p)=0f^{\prime\prime}_{pz}(p,\zeta(p))+f^{\prime\prime}_{zz}(p,\zeta(p))\,\zeta^{\prime}(p)=0. By choosing a smaller δ\delta, we can assume that fzz′′(p,ζ(p))0f^{\prime\prime}_{zz}(p,\zeta(p))\neq 0. Thus, to prove the equality ζ=0\zeta^{\prime}=0, we have to demonstrate that fpz′′(p,ζ(p))=0f^{\prime\prime}_{pz}(p,\zeta(p))=0. To this end we differentiate the first equation of the system (81) with respect to zz (recall that α\alpha and β\beta are independent of zz) (f2β)fpfpz′′+f(fp)2fzαfzfzz′′=0.(f^{2}-\beta)f^{\prime}_{p}f^{\prime\prime}_{pz}+f(f^{\prime}_{p})^{2}f^{\prime}_{z}-\alpha f^{\prime}_{z}f^{\prime\prime}_{zz}=0. Setting z=ζ(p)z=\zeta(p) here and using (106), we obtain (f2β)fpfpz′′|z=ζ(p)=0(f^{2}-\beta)f^{\prime}_{p}f^{\prime\prime}_{pz}|_{z=\zeta(p)}=0. Since fp0f^{\prime}_{p}\neq 0 and f2β>0f^{2}-\beta>0, this implies fpz′′(p,ζ(p))=0f^{\prime\prime}_{pz}(p,\zeta(p))=0. We have thus proved

fz(p,z0)=0forp(p0δ,p0+δ).f^{\prime}_{z}(p,z_{0})=0\quad\mbox{for}\ p\in(p_{0}-\delta,p_{0}+\delta). (107)

The system (81) is invariant under the change z2z0zz\to 2z_{0}-z. Therefore (107) implies (105). ∎

Now, under hypotheses of Lemma 2, assume the existence of a second point (p0,z0)(p1,p2)×(z1,z2)(z0z0)(p^{\prime}_{0},z^{\prime}_{0})\in(p_{1},p_{2})\times(z_{1},z_{2})\ (z_{0}\neq z^{\prime}_{0}) such that fz(p0,z0)=0f^{\prime}_{z}(p^{\prime}_{0},z^{\prime}_{0})=0 and fzz′′(p0,z0)0f^{\prime\prime}_{zz}(p^{\prime}_{0},z^{\prime}_{0})\neq 0. An analog of (105) holds for z0z^{\prime}_{0} with some δ>0\delta^{\prime}>0. Assume additionally that

(p~1,p~2)=(p0δ,p0+δ)(p0δ,p0+δ).({\tilde{p}}_{1},{\tilde{p}}_{2})=(p_{0}-\delta,p_{0}+\delta)\cap(p^{\prime}_{0}-\delta^{\prime},p^{\prime}_{0}+\delta^{\prime})\neq\emptyset.

Using symmetries with respect to z0z_{0} and z0z^{\prime}_{0}, we extend f(p,z)f(p,z) to a global zz-periodic solution defined on (p~1,p~2)×({\tilde{p}}_{1},{\tilde{p}}_{2})\times{\mathbb{R}}. The period is equal to |z0z0||z_{0}-z^{\prime}_{0}| if p0=p0p_{0}=p^{\prime}_{0}, otherwise the period is equal to 2|z0z0|2|z_{0}-z^{\prime}_{0}|.

An example of zz-periodic GF is presented on Figure 1. The solution f(p,z)=f(p,z;f(p,z)=f(p,z; α0,β0,γ0,f0,ε)\alpha_{0},\beta_{0},\gamma_{0},f_{0},\varepsilon) to the IVP (81), (101) was computed for α0=1,β0=0.01,γ0=0.5,f0=0.97,ε=1\alpha_{0}=1,\beta_{0}=0.01,\gamma_{0}=0.5,f_{0}=0.97,\varepsilon=1. The solution to the Cauchy problem (86)–(87), (102) exists for 0.07<p<7.48-0.07<p<7.48. For 0<p<pc0.250<p<p_{c}\approx 0.25, the flow turns out to be zz-periodic with the period approximately equal to 2.82.8. Graphs Γi\Gamma_{i} of functions r=f(pi,z)r=f(p_{i},\,z) for pi=0.02ip_{i}=0.02\,i and i=0,,8i=0,\dots,8 are drawn on the left-hand side of Figure 1. Each curve Γi\Gamma_{i} is the generatrix of the isobaric surface MpiM_{p_{i}}. The velocity vector field uu is drawn on the right picture for Γ0\Gamma_{0} and Γ8\Gamma_{8}. We used (61) for computing physical coordinates of uu. The two-dimensional vector field urer+uzezu_{r}e_{r}+u_{z}e_{z} is tangent to Γ0\Gamma_{0} and Γ8\Gamma_{8}, and the vector field uθeθu_{\theta}e_{\theta} (the swirl) is orthogonal to the plane of the picture. The latter vector field is drawn by vectors orthogonal to Γ0\Gamma_{0} and Γ8\Gamma_{8} in order to avoid 3D pictures. In order to make a nice picture, both fields urer+uzezu_{r}e_{r}+u_{z}e_{z} and uθeθu_{\theta}e_{\theta} are drawn in the scale 1:41:4, i.e., |u|=0.25|u|=0.25 on the picture. But we remember that actually |u|=1|u|=1.

As we have mentioned in the remark written after the proof of Theorem 3, the axisymmetric GF (18) is an exception in a certain sense: it cannot be obtained in the scope of Theorem 3. We can state now the important phenomenon: the simplest axisymmetric GF (18) constitutes the main obstacle for our numerical method. As is seen from the Figure 1, for pp close to the critical value pcp_{c}, the flow is close to the zz-independent solution (18): isobaric surfaces are close to circular cylinders and particle trajectories are close to spiral lines intersecting parallels approximately at the angle of π/4\pi/4. The hypothesis fzz′′(p0,z0)0f^{\prime\prime}_{zz}(p_{0},z_{0})\neq 0 of Lemma 2 is violated at p0=pcp_{0}=p_{c}. All our numerics become very unstable when pp approaches pcp_{c}. The flow shown on Figure 1 exists for p>pcp>p_{c} as well, but it does not need to be periodic with the same period 2.8\approx 2.8 for p>pcp>p_{c}.

Refer to caption
Figure 1. Periodic axisymmetric GF.

8. Structure of an axisymmetric Gavrilov flow in a neighborhood of a minimum point of the pressure

In [5], the existence of a pair (u~,p~)(\tilde{u},\tilde{p}) is proved such that (a) (1,0)(1,0) is a non-degenerate minimum point of the function p~=ψ(r,z)C(U)\tilde{p}=\psi(r,z)\in C^{\infty}(U) and ψ(1,0)=0\psi(1,0)=0, where U{(r,z)r>0}U\subset\{(r,z)\mid r>0\} is a neighborhood of (1,0)(1,0); (b) (u~,p~)(\tilde{u},\tilde{p}) is an axisymmetric GF in U{(1,0)}U\setminus\{(1,0)\}; (c) the split Bernoulli law for the flow is of the simplest form

|u~|2=3p~.|\tilde{u}|^{2}=3\tilde{p}. (108)

The flow (u~,p~)(\tilde{u},\tilde{p}) does not satisfy the normalization condition (56). To apply our equations, we must replace (u~,p~)(\tilde{u},\tilde{p}) with an equivalent GF (u,p)(u,p) such that |u|2=1|u|^{2}=1. By the definition (4) of equivalent GFs, u=φ(p~)u~,gradp=φ2(p~)gradp~u=\varphi(\tilde{p})\tilde{u},\ {\rm grad}\,p=\varphi^{2}(\tilde{p}){\rm grad}\,\tilde{p} with some non-vanishing function φ(p~)\varphi(\tilde{p}). As is seen from (108), φ2(p~)=1/|u~|2=1/3p~\varphi^{2}(\tilde{p})=1/|\tilde{u}|^{2}=1/3\,\tilde{p}. Thus,

p(r,z)=13lnψ(r,z)+C(C=const),p(r,z)=\frac{1}{3}\ln\psi(r,z)+C\quad(C=\mbox{const}), (109)

Hence, the pressure function gets a logarithmic singularity at the point (1,0)(1,0) after normalization. Comparing (85) and (109), we conclude that

α=cψ(c=const>0).\alpha=c\,\psi\quad(c=\mbox{const}>0). (110)

Since pp\to-\infty as (r,z)(1,0)(r,z)\to(1,0), it is natural to choose initial conditions for the system (86)–(87) at p=p=-\infty. The conditions are

β()=limpβ(p)=1/3,γ()=limpγ(p)=1.\beta(-\infty)=\lim\limits_{p\to-\infty}\beta(p)=1/3,\quad\gamma(-\infty)=\lim\limits_{p\to-\infty}\gamma(p)=-1. (111)

Indeed, for pp “close” to -\infty, Γp\Gamma_{p} is a “small” closed curve around (1,0)(1,0). The tangent line to Γp\Gamma_{p} is vertical at some point (r1,z1)=(r1(p),z1(p))Γp(r_{1},z_{1})=\big{(}r_{1}(p),z_{1}(p)\big{)}\in\Gamma_{p}. In a neighborhood of (r1,z1)(r_{1},z_{1}), the curve Γp\Gamma_{p} is the graph of a function r=f(p,z)r=f(p,z) solving the system (81) and satisfying fz(p,z1)=0f^{\prime}_{z}(p,z_{1})=0. Setting z=z1z=z_{1} in the second equation of (81), we get

f2(p,z1)(εf2(p,z1)+γ(p))24α(p)(f2(p,z1)β(p))=0.f^{2}(p,z_{1})\big{(}\varepsilon f^{2}(p,z_{1})+\gamma(p)\big{)}^{2}-4\alpha(p)\big{(}f^{2}(p,z_{1})-\beta(p)\big{)}=0. (112)

In view of our assumption f2(p,z)β(p)>0f^{2}(p,z)-\beta(p)>0, see (72), the factor (f2(p,z1)β(p))\big{(}f^{2}(p,z_{1})-\beta(p)\big{)} remains bounded when pp\to-\infty. Also α(p)=α0e3p0\alpha(p)=\alpha_{0}e^{3p}\to 0 as pp\to-\infty. Thus, the second term on the left-hand side of (112) runs to 0 as pp\to-\infty. The same is true for the first term. Taking into account that f2(p,z1)1f^{2}(p,z_{1})\to 1 as pp\to-\infty, we obtain γ()=ε\gamma(-\infty)=-\varepsilon.

Since ε=±1\varepsilon=\pm 1 is the sign of fpf^{\prime}_{p} in (112), by a similar analysis of the system (100), we demonstrate that ε=1\varepsilon=1 in our setting. This proves the second equality in (111). The first equality in (111) is proved similarly.

The “Cauchy problem” (86)–(87), (111) (with ε=1\varepsilon=1) is easily solved in series β=13+k=1βkαk\beta=\frac{1}{3}+\sum\nolimits_{k=1}^{\infty}\beta_{k}\alpha^{k} and γ=13+k=1γkαk.\gamma=\frac{1}{3}+\sum\nolimits_{k=1}^{\infty}\gamma_{k}\alpha^{k}. Equations (86)–(87) imply some recurrent relations that allow us to compute all coefficients. In particular,

β=1376α+1372α21331728α3+57513824α4207782944α5+372304α6+,\displaystyle\beta=\frac{1}{3}-\frac{7}{6}\alpha{+}\frac{13}{72}\alpha^{2}{-}\frac{133}{1728}\alpha^{3}{+}\frac{575}{13824}\alpha^{4}{-}\frac{2077}{82944}\alpha^{5}{+}\frac{37}{2304}\alpha^{6}+\dots, (113)
γ=1+α18α2+7144α31154608α4+674608α57768α6+.\displaystyle\gamma=-1+\alpha-\frac{1}{8}\alpha^{2}+\frac{7}{144}\alpha^{3}-\frac{115}{4608}\alpha^{4}+\frac{67}{4608}\alpha^{5}-\frac{7}{768}\alpha^{6}+\dots. (114)

The series converge for all real α\alpha. We omit the proof of the convergence which is not easy.

The system (81) can be equivalently written in terms of the function ψ(r,z)\psi(r,z). Indeed, as is seen from (109), a solution f(p,z)f(p,z) to the system (81) is related to ψ\psi by 13lnψ(f(p,z),z)+C=p.\frac{1}{3}\ln\psi(f(p,z),z)+C=p. Starting with this equation, we derive from (81) the system

2cψr3r(r2+γ)\displaystyle 2c\psi^{\prime}_{r}-3r(r^{2}+\gamma) =0,\displaystyle=0, (115)
c2ψz29c(r2β)ψ+94r2(r2+γ)2\displaystyle c^{2}\psi^{\prime}_{z}{}^{2}-9c(r^{2}-\beta)\psi+\frac{9}{4}r^{2}(r^{2}+\gamma)^{2} =0,\displaystyle=0,

where cc is the constant from (110).

By the change ψ=1cψ~\psi=\frac{1}{c}\tilde{\psi} of the unknown function, (115) is transformed to the same system with c=1c=1. Therefore we can assume c=1c=1 without lost of generality, i.e.,

2ψr3r(r2+γ)\displaystyle 2\psi^{\prime}_{r}-3r(r^{2}+\gamma) =0,\displaystyle=0, (116)
ψz29(r2β)ψ+94r2(r2+γ)2\displaystyle\psi^{\prime}_{z}{}^{2}-9(r^{2}-\beta)\psi+\frac{9}{4}r^{2}(r^{2}+\gamma)^{2} =0.\displaystyle=0.

The equality (110) becomes α=ψ\alpha=\psi. The function ψ(r,z)\psi(r,z) is defined and smooth in a neighborhood of the point (1,0)(1,0) and satisfies ψ(1,0)=0\psi(1,0)=0. Let us show that ψ(r,z)\psi(r,z) is an even function of zz. Indeed, the second equation of the system (116) gives ψz(1,0)2+94r2(1+γ())2=0.\psi^{\prime}_{z}{}^{2}(1,0)+\frac{9}{4}r^{2}(1+\gamma(-\infty))^{2}=0. Since γ()=1\gamma(-\infty)=-1 by (111), we obtain

ψz(1,0)=0.\psi^{\prime}_{z}(1,0)=0. (117)

Then we differentiate the first equation of the system (116) with respect to zz

2ψrz′′3rγz=0.2\psi^{\prime\prime}_{rz}-3r\gamma^{\prime}_{z}=0. (118)

Since γ\gamma depends on pp only, γz=γpz,\gamma^{\prime}_{z}=\gamma^{\prime}p^{\prime}_{z}, where γ=dγ/dp\gamma^{\prime}=d\gamma/dp. Together with (109), this gives γz=γψz3ψ\gamma^{\prime}_{z}=\frac{\gamma^{\prime}\psi^{\prime}_{z}}{3\psi}. Substituting this expression into (118) and setting z=0z=0, we arrive to the linear first order ODE for the function ψz(r,0)\psi^{\prime}_{z}(r,0):

2dψz(r,0)dr3rγ(p(r,0))3ψ(r,0)ψz(r,0)=0.2\frac{d\psi^{\prime}_{z}(r,0)}{dr}-3\frac{r\gamma^{\prime}(p(r,0))}{3\psi(r,0)}\,\psi^{\prime}_{z}(r,0)=0. (119)

The coefficient rγ(p(r,0))3ψ(r,0)\frac{r\gamma^{\prime}(p(r,0))}{3\psi(r,0)} of the equation is a bounded smooth function in a neighborhood of r=1r=1 as is seen from (114). Together with the initial condition (117), the equation (119) implies ψz(r,0)=0\psi^{\prime}_{z}(r,0)=0. The system (116) is invariant under the change zzz\to-z. Therefore the equality ψz(r,0)=0\psi^{\prime}_{z}(r,0)=0 implies that ψ(r,z)\psi(r,z) is an even function of zz.

The system (116) allows us to compute term-by-term all Taylor coefficients of the function ψ(r,z)\psi(r,z) at the point (1,0)(1,0). In particular,

ψ(r,z)\displaystyle\psi(r,z) =32(r1)2+32z2+94(r1)3+94(r1)z2+5732(r1)4\displaystyle=\frac{3}{2}(r-1)^{2}+\frac{3}{2}z^{2}+\frac{9}{4}(r-1)^{3}+\frac{9}{4}(r-1)z^{2}+\frac{57}{32}(r-1)^{4} (120)
+4516(r1)2z2+3332z4+98(r1)5+94(r1)3z2+94(r1)z4+\displaystyle+\frac{45}{16}(r-1)^{2}z^{2}+\frac{33}{32}z^{4}+\frac{9}{8}(r-1)^{5}+\frac{9}{4}(r-1)^{3}z^{2}+\frac{9}{4}(r-1)z^{4}+\dots

Second and 3d order terms on the right-hand side of (120) are easily derived from (116), and we used Maple for computing 4th and 5th order terms.

Refer to caption
Figure 2. Structure of GF in a neighborhood of a minimum point of the pressure.

This GF is shown on Figure 2. In our calculations we used the 5th order segment of the Taylor series of the function ψ\psi, i.e., we ignored the remainder denoted by dots on the right-hand side of (120). Six isolines Γi={(r,z):ψ(r,z)=ψi=0.04i}(i=1,,6)\Gamma_{i}=\{(r,z):\psi(r,z)=\psi_{i}=0.04\,i\}\ (i=1,\dots,6) are drawn on the left-hand side of Figure 2. Each of the curves Γ1,,Γ5\Gamma_{1},\dots,{\Gamma}_{5} consists of two connected components while Γ6\Gamma_{6} has one component. The same curves Γi\Gamma_{i} are isolines of the pressure function, see (109). We set C=13lnψ1C=-\frac{1}{3}\ln\psi_{1}, thus the formula (109) becomes p(r,z)=13lnψ(r,z)ψ1p(r,z)=\frac{1}{3}\ln\frac{\psi(r,z)}{\psi_{1}}. Each curve Γi\Gamma_{i} is the generatrix of the isobaric surface MpiM_{p_{i}}, where pi=13lnψiψ1p_{i}=\frac{1}{3}\ln\frac{\psi_{i}}{\psi_{1}}. In our case, pi=13lnip_{i}=\frac{1}{3}\ln i. The velocity vector field uu is drawn on the right picture for Γ3\Gamma_{3} and Γ5\Gamma_{5}.

Observe the interesting phenomenon on Figure 2: besides the minimum point (1,0)(1,0), the function ψ(r,z)\psi(r,z) has the saddle point at (r,z)=(1/3,0)(r,z)=(1/3,0). The saddle point disappears when the 5th degree polynomial (120) is replaced with the corresponding 6th degree polynomial, and again appears at the same point for the 7th degree polynomial. We have no idea whether the phenomenon is essential for this type GFs, or it is just an artefact of ignoring higher degree terms in (120).

9. Some open questions

In our opinion, the main open question is: are there GFs on 3{\mathbb{R}}^{3} which are not axisymmetric? From an analytical point of view, this is a question on the consistency conditions for the system (29)–(32). The most expected answer to the question is “yes”. However, the question is not easy because of the following. For an axisymmetric GF, the constants cc and CC in the Bernoulli law (5) can be expressed through each other. In other words, all particles living on an isobaric surface MpM_{p} move with the same speed in the case of an axisymmetric GF. Most likely, this statement is not true for a general (not axisymmetric) GF, at least we cannot prove it by local reasoning. But maybe simple global arguments will help answer the question. For instance, if there exists a particle trajectory dense in MpM_{p}, then |u|=const|u|=\mbox{const} on MpM_{p}.

We mostly studied GFs locally in a neighborhood of a regular point. The most interesting questions relate to GFs with regular compact isobaric hypersurfaces MpnM_{p}\subset{\mathbb{R}}^{n}. As mentioned in Introduction, application of the Gavrilov localization to such a flow gives a compactly supported GF on the whole of n{\mathbb{R}}^{n}. Since a compact regular isobaric hypersurface MpM_{p} is endowed with a non-vanishing tangent vector field uu, the Euler characteristic of MpM_{p} is equal to zero. In the most important 3D-case this means that MpM_{p} is diffeomorphic to the two-dimensional torus 𝕋2{\mathbb{T}}^{2}. The restriction of uu onto MpM_{p} is a non-vanishing geodesic vector field. There are Riemannian metrics on 𝕋2{\mathbb{T}}^{2} admitting a non-vanishing geodesic vector field, the corresponding example can be found in the class of so called double-twisted products [6]. But we are interested in metrics on 𝕋2{\mathbb{T}}^{2} induced from the Euclidean metric of 3{\mathbb{R}}^{3} by an embedding i:𝕋23i:{\mathbb{T}}^{2}\subset{\mathbb{R}}^{3}. Apart from surfaces of revolution, we do not know any example related to the following problem.

Problem 1.

Classify triples (i,u,λ)(i,u,\lambda), where i:𝕋23i:{\mathbb{T}}^{2}\subset{\mathbb{R}}^{3} is an embedding of the torus, uu is a non-vanishing geodesic vector field on 𝕋2{\mathbb{T}}^{2} endowed with the Riemannian metric induced from the Euclidean metric of 3{\mathbb{R}}^{3} by embedding ii, and λ>0\lambda>0 is a smooth function on 𝕋2{\mathbb{T}}^{2} satisfying the equations

divu=u(logλ),II(u,u)=λ,\mbox{\rm div}\,u=u(\log\lambda),\quad II(u,u)=-\lambda, (121)

where IIII is the second quadratic form of 𝕋2\,{\mathbb{T}}^{2}.

Equations (121) are obtained from (8) and (13) by setting λ=|gradp|\lambda=|{\rm grad}\,p\,|.

In this paper, we did not discuss the behavior of a GF near a critical point of the pressure. Such a discussion could be of great interest. For instance, it makes sense to study a GF (u,p)(u,p) with the Morse function pp, i.e., all critical points of pp are non-degenerate. For such a flow, MpM_{p} is still a regular hypersurface for a regular value of the pressure; but MpM_{p} undergoes a Morse surgery when pp changes near a critical value of the pressure. Which Morse surgeries are compatible with the Euler equations?

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