Steady flows of ideal incompressible fluid
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
(1) | |||
(2) |
describe steady flows of ideal incompressible fluid. The equations are also of some mathematical interest in an arbitrary dimension. Here is a vector field on an open set (the fluid velocity) and is a scalar function on (the pressure). We consider only smooth real solutions to the Euler equations, i.e., and are assumed to be real functions (the term “smooth” is used as the synonym of “”). We say that a solution to (1)–(2) is a Gavrilov flow if it satisfies
(3) |
i.e., the velocity is orthogonal to the pressure gradient at all points of . We use also the abbreviation GF for “Gavrilov flow”.
Equations (1)–(3) constitute the overdetermined system of first order differential equations: equations in 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 given by
(4) |
where 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 , let be a regular value of the function such that is a compact hypersurface in . Then we can construct a compactly supported smooth solution to the Euler equations on the whole of by choosing as a cutoff function with support in a small neighborhood of . Indeed, the new velocity vector field and the gradient are supported in some compact neighborhood of the surface , as is seen from (4), and we define as zero in . Thus, the new pressure is constant on every connected component of . Since only the gradient participates in (1)–(3), we can assume without lost of generality that on the “exterior component” of . It is now clear that can be extended to a compactly supported function .
For some neighborhood of the circle , Gavrilov [5] proved the existence of a solution of the Euler equations satisfying (3), and such that for some regular value of the function , the surface is diffeomorphic to the torus. Gavrilov’s formulas involve an arbitrary positive constant , without lost of generality we set . Using the localization procedure described above, Gavrilov proved the existence of a solution of the Euler equations supported in a small neighborhood of . Thus, Gavrilov gave a positive answer to the long standing question: Is there a smooth compactly supported solution to the Euler equations on 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 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 and , defined on the same open set , are equivalent if (4) holds with a smooth non-vanishing function . For example, and 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 for a regular value 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 . 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 to the Euler equations is defined on the whole of and sufficiently fast decays at infinity, then the quadratic form integrates to zero over every 2D affine plane , where is the normal vector to and is an arbitrary vector parallel to . For a GF, the two-dimensional integral over can be reduced to a one-dimensional integral over the curve . 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 5–8 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 . 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 -direction.
The existence of an axisymmetric GF in the open set is proved in [5] such that the pressure function is smooth in a neighborhood of the point that is a nondegenerate minimum point of . 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 7–8, we present two geometric illustrations for better understanding axisymmetric GFs: one with isobaric surfaces diffeomorphic to a torus and second one periodic in the -direction.
Some open questions on GFs are posed in Section 9.
2. Geometry of a Gavrilov flow
Let be a GF on an open set . Integral curves of the vector field are also called particle trajectories. The following statement immediately follows from (3).
Proposition 1.
The pressure is constant on every integral curve of the vector field .
We say that is a regular point if . The vector field does not vanish at regular points as is seen from (1). The sets will be called isobaric hypersurfaces. A particle trajectory starting at a point of an isobaric hypersurface does not leave “for ever”. In the general case, an arbitrary closed subset of can be an isobaric hypersurface . But is indeed a smooth hypersurface of in a neighborhood of a regular point . We say that is a regular isobaric hypersurface if it consists of regular points.
Recall that a vector field on a manifold with a Riemannian metric is called a geodesic vector field if
(6) |
where stands for the covariant derivative with respect to the Levi-Civita connection of . Integral curves of a geodesic vector field are geodesics. In the case of a GF, regular isobaric hypersurfaces are considered with the Riemannian metric induced by the Euclidean metric of .
Proposition 2.
Given a GF , the restriction of to every regular isobaric hypersurface is a non-vanishing geodesic vector field.
Proof.
It consists of one line
(7) |
with the following comment. is the orthogonal projection onto the tangent hyperplane of . On the left-hand side of (7), stands for the covariant derivative with respect to the Levi-Civita connection on . But the second 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 does not vanish at regular points, no integral curve of living on a regular hypersurface degenerates to a point. Thus, integral curves of constitute a geodesic foliation of a regular part of any isobaric hypersurface.
Proposition 3.
Given a Gavrilov flow on an open set , let us restrict the vector field onto a regular isobaric hypersurface , and let be the -dimensional divergence of the restriction which is understood in the sense of intrinsic geometry of . Then
(8) |
On the right-hand side of (8), the vector field is considered as a differentiation of the algebra of smooth functions on .
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 into isobaric hypersurfaces. Fix a regular point and set . For sufficiently close to , the isobar is a regular hypersurface near . Choose local curvilinear coordinates on the hypersurface . Let
be the parametrization of in these coordinates. Assume that and . In some neighborhood of , we introduce local curvilinear coordinates in as follows. Define the vector field
(9) |
For sufficiently close to , let
be the integral curve of the vector field starting at the point at the initial moment . Thus is the solution to the Cauchy problem
(10) |
Obviously, is a diffeomorphism between some neighborhood of the point and a neighborhood of ; therefore constitute a local coordinate system in near the point . By our construction, satisfies the identity , which means that the coordinate coincides with the pressure . Nevertheless, we use the different notation for the coordinate since is considered as an independent variable while is a function on . For every sufficiently close to , are local coordinates on the isobaric hypersurface Let
be the first quadratic form of . We use the following convention: Greek indices vary from 1 to and the summation from 1 to is assumed over a repeating Greek index; while Roman indices vary from 1 to with the corresponding summation rule. We also write the Euclidean metric of in coordinates as , where . Obviously, and
The last equality holds since the vector is tangent to the hypersurface at the point while the vector is orthogonal to at the same point. Similarly, we get Thus,
Let be the Christoffel symbols of in coordinates and be the Christoffel symbols of the Euclidean metric in coordinates . As follows from the above relations, the Christoffel symbols satisfy
(11) | ||||
The velocity can be represented in the chosen coordinates as , since it is tangent to . The velocity can be thought as a smooth vector field either on the -dimensional open set or on each isobaric hypersurface smoothly depending on the parameter . We remain the notation for the -dimensional divergence of while the -dimensional divergence of on will be denoted by . Thus,
(12) |
By the same formula, since , this becomes
In particular, the incompressibility equation (2) is written in the chosen coordinates as Using this equation, (12) becomes . By the formulas for Christoffel symbols, Using this expression in the previous formula for , we get This is equivalent to (8). ∎
Let be the second quadratic form of a regular isobaric hypersurface . 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 is replaced with ). We choose the unit normal vector for a regular isobaric surface to be a positive multiple of .
Proposition 4.
Given a GF , the restriction of the vector field onto a regular isobaric hypersurface satisfies
(13) |
Proof.
We use the same local coordinates as in the previous proof. To prove (13), we write down the equation (1) as Setting here, we obtain nothing new; more precisely, we obtain the same result: integral curves of are geodesics of . Thus, we set in the latter formula
By (9)–(10), and our equation becomes
(14) |
By a well-known formula for covariant derivatives, Since , this becomes Using from (11), we get
(15) |
Differentiating the equality with respect to , we obtain
This can be written as
Both expressions in parentheses are equal to zero, and we obtain
(16) |
Let be the unit normal vector of the hypersurface . By classic formulas of differential geometry (so called derived formulas [13]),
where are coefficients of the second quadratic form for in coordinates . Taking the scalar product of this equality with and using the orthogonality of to , we obtain . Since , we get . Using this equality, formula (16) becomes . Substituting this value into (15), we get
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 and smooth real function be defined on an open set . Choose a point such that . Assume that integral curves of are tangent to level hypersurfaces and equations (6), (8), (13) hold in some neighborhood of . Then is a Gavrilov flow in some neighborhood of .
Now, we discuss an easy example of GF which exists in any even dimension. Let be Cartesian coordinates in . Set
(17) |
It is easy to check that the equations (1)–(3) hold in . Observe that . Every is a regular point. Isobaric hypersurfaces are spheres . Integral curves of (particle trajectories) are circles centered at the origin. Every sphere is foliated by particle trajectories. This foliation coincides with the well-known Hopf fiber bundle of an odd-dimensional sphere over the complex projective space.
A GF on can be obtained as a direct product of the flow (17) with a constant velocity flow. Namely,
(18) |
and . Isobaric hypersurfaces are cylinders , and particle trajectories are either circles (if ) or helices (if ).
In order to apply the Gavrilov localization to the flow (17), choose a compactly supported smooth function such that for with some and define the function by . Then
is a smooth compactly supported GF on the whole of satisfying with a function uniquely determined by . In particular, if is supported in for some , then the velocity is supported in the spherical layer , and the pressure is supported in the ball with in the smaller ball . 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 of the Euler equations (1)–(2) be defined on the whole of . 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
(19) |
holds for every affine hyperplane and every vector parallel to , where is the normal vector to the hyperplane and stands for the -dimensional Lebesgue measure on . Actually there are independent equations in (19) since the vector can take linearly independent values from the space .
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 be a smooth GF defined on the whole of and sufficiently fast decaying at infinity together with first order derivatives. Let be a regular isobaric surface and let an affine plane transversally intersect . Then, for any sufficiently close to and for any affine plane sufficiently close to ,
(20) |
where is the restriction of the function to the plane , is the unit normal vector to , and is an arbitrary vector parallel to . The integration in (20) is performed with respect to the arc length of the curve .
Proof.
Since and intersect transversally, the same is true for and for any close to and for any plane close to . We fix such and , set and . Observe that is a regular curve on the plane and the gradient does not vanish in some neighborhood of . Therefore the integral on the left-hand side of (20) is well defined.
We parameterize the curve by the arc length, . Then we choose local coordinates in a neighborhood of in the same way as in the proof of Proposition 3. Namely, the coordinates are chosen so that and . For every , the coordinate line starts at orthogonally to with the initial speed . Therefore the area form of the plane is written in the chosen coordinates as .
Fix a smooth function such that for , for , and . For , set . Using the latter function, we define the localized GF by . Applying (19) to , we obtain . In the chosen coordinates, this is written as
(21) |
The integrand can be represented as
The variables and are separated up to on the right-hand side of the latter formula. Using this representation and , we obtain from (21) In the limit as , this gives (20). ∎
4. Differential equations for a Gavrilov flow
We consider the 3D case in this section. Let a GF be defined on an open set of . Let be Cartesian coordinates. We assume that, for , the regular isobar surface coincides with the graph of a smooth function
(22) |
for some open domain . The first and the second quadratic forms of are
(23) |
where the sign depends on the choice of the unit vector normal to . Christoffel symbols of this metric are
(24) | ||||
Let be geometric coordinates of the vector field , i.e., , where and are considered as coordinate vector fields tangent to the surface . Using (24), we compute covariant derivatives
(25) | ||||
In particular,
(26) |
Substituting expressions (25) into the formula we get
Being a geodesic vector field, solves the equation . We thus arrive to the system
(27) | ||||
Let us express in terms of the function . Let be the pressure in Cartesian coordinates. We have the identity . Differentiate the identity to get
From this we get . The derivative does not vanish on a regular isobaric surface (22). Thus,
(28) |
Substituting expressions (26) and (28) into (8), we arrive to the equation
After the obvious simplification, it becomes
Substituting expressions (23) and (28) into (13), we arrive to the equation . Using this, equations (27) can be written as
We have proved the following
Proposition 6.
Let a GF be defined on an open set of . Assume that for the isobaric surface is regular and coincides with the graph of a smooth function . Write the restriction of the vector field to the surface in the form . Then the derivative does not vanish and the functions and satisfy the equations
(29) | |||
(30) | |||
(31) | |||
(32) |
It is easy to check that the system (29)–(32) has the following solution:
(33) | |||
(34) |
where is a smooth positive function with non-vanishing derivative, and is an arbitrary smooth function. For every , the graph of the function is the half of the cylinder . Observe that is a surface of revolution around the -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 . We do not know any solution to the system (30)–(33) different of the (modified) solution (33)–(34).
5. Axisymmetric Gavrilov flows
Let be cylindrical coordinates in related to Cartesian coordinates by We study a GF invariant under rotations around the -axis. The flow is defined in an open set invariant under rotations around the -axis. Such a rotationally invariant set is uniquely determined by the two-dimensional set . For brevity we say that an axisymmetric GF is defined in .
A regular isobaric surface is a surface of revolution determined by its generatrix . We parameterize the curve by the arc length ,
(35) |
The variables serve as coordinates on the isobaric surface . Since the vector field is tangent to , it is uniquely represented as , where are geometric coordinates of . Physical coordinates of are defined by
(36) |
where are unit coordinate vectors. Physical and geometric coordinates are related by
(37) |
We are going to write down differential equations for a GF in terms of the functions . First of all, the first quadratic form of in coordinates is
(38) |
Christoffel symbols of the metric are . Using these formulas, we calculate
In particular,
(39) |
The restriction of to is a geodesic vector field, i.e., . This gives the system
(40) |
Let us express in terms of the functions and . Let be the pressure in cylindric coordinates (it is independent of ). We have the identity Differentiating the identity with respect to and , we arrive to the linear algebraic system with unknowns and
Solving the system, we have
where
(41) |
is the Jacobian of the transformation . The Jacobian does not vanish. This implies with the help of (35)
(42) |
Substituting expressions (39) and (42) into (8), we arrive to the equation
(43) |
The second quadratic form of the surface is expressed in coordinates by
The sign on the right-hand side is chosen taking our agreement into account: the unit normal vector to the surface must coincide with . Recall that the curvature of the plane curve is expressed, under the condition (35), by
(44) |
Using the latter equality, the previous formula takes the form
(45) |
By (42) and (45), the equation (13) takes the form
(46) |
We have thus obtained the system of five equations (35), (40a,b), (43), (46) in four unknown functions . The functions and participating in the system are expressed through by (41) and (44) respectively. We proceed to the analysis of the system.
All isobaric surfaces under consideration are assumed to be regular and connected. The equation (43) implies the following alternative for every : either for all or . The second case of the alternative is realized in the example (18) with . The converse statement is true at least partially: If , then coincides with the cylinder and particle trajectories living on are horizontal circles. Indeed, if then, as is seen from (35) and (40b), and . Nevertheless, it is possible that but for close to ; the corresponding example can be constructed by a slight modification of (18).
To avoid degenerate cases of the previous paragraph, we additionally assume for all . Recall that we study flows up to the equivalence (4). In particular, GFs and are equivalent. Therefore the latter assumption can be written without lost of generality in the form
(47) |
The equation (40a) simplifies under the assumption (47) to the following one:
(48) |
If for some , then (48) implies that for all . On the other hand, assuming that for all and for a fixed , we can rewrite (48) in the form . From this we get
(49) |
with some function . This equality is also true for such that for all , just by setting . The equality (49) implies smoothness of the function .
Substituting the expression (49) into (40a), we get , that can be written in the form . From this we obtain
(50) |
where is a smooth function satisfying
(51) |
By (38), . Substituting values (49)–(50), we get
(52) |
We have thus discovered the important phenomenon: for an axisymmetric GF, all particles living on an isobaric surface move with the same speed. In other words, constants and 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 by a non-vanishing smooth function . This opportunity was already used to fix the sign of in (47). We still have the freedom of multiplying by a positive smooth function together with the corresponding change of the pressure. Choosing and denoting the new GF by again, we simplify (52) to the following one:
(53) |
The inequality (51) becomes now , and formula (50) takes the form
(54) |
We continue our analysis under assumptions (47) and (53). In virtue of (47), the equation (43) can be written in the form This implies
(55) |
with some positive smooth function . Comparing (54) and (55), we arrive to the equation .
Finally, we simplify the equation (46). Substituting expressions (49) and (54) for and into (46), we obtain . Expressing from (55) and substituting the expression into the latter formula, we arrive to the equation We have thus proved the following
Theorem 2.
Let an axisymmetric Gavrilov flow be defined on an open set . Assume that every isobaric surface is regular and connected. For the surface of revolution , let be the arc length parametrization of the generatrix of . Assume also that in the representation the function does not vanish. Then
(1) there exists a smooth positive function such that . Replacing with an equivalent Gavrilov flow and denoting the new flow by again, we can assume without lost of generality that and
(56) |
(2) under the assumption (56), the functions and satisfy the equations
(57) | |||
(58) | |||
(59) |
with some smooth functions and , where is the curvature of the plane curve . The functions and are expressed through by
(60) |
Let us make some remarks on Theorem 2.
1. First, we attract reader’s attention to the hypothesis: are connected surfaces. Otherwise functions and can be different on different connected components.
2. Equations (57)–(60) are invariant under some transformations. First, the parameter is defined up to a shift, i.e., nothing changes after the replacement . Second, the equations are invariant under the changes and , which mean a vertical shift of the origin in and the change of the direction of the -axis, respectively.
3. Compared with Proposition 6, Theorem 2 has an important advantage. The unknown functions are not separated in the system (29)–(32) and, probably, cannot be separated. On the other hand, equations (57)–(59) involve only the functions that determine isobaric surfaces (the equations involve also and that appear as integration constants). If the system (57)–(59) was solved, the velocity vector field 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 of the velocity vector field are defined by (36). The function is called the swirl. As follows from (37) and (60),
(61) |
Theorem 2 has two other useful forms.
Case A. Assume, under hypotheses of Theorem 2, that the curve is the graph of a function . Then and equations (57)–(59) are equivalent to the system
(62) | |||
(63) |
with the same functions and . The function must satisfy . The velocity vector is now represented as , where the functions and are expressed through by and is the sign of that is assumed do not vanish.
Case B. Assume, under hypotheses of Theorem 2, that the curve is the graph of a function . Then equations (57)–(59) are equivalent to the system
(64) | |||
(65) |
with the same functions and . The function is considered for with . The velocity vector is now represented as , where the functions and are expressed through by and is the sign of 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
(66) |
where is an unknown function and . We assume and to be sufficiently smooth functions defined for and for all , where is an open set. The system (66) is supplied with the initial condition
(67) |
for a point . The Jacobi brackets (sometimes also called Mayer brackets) of functions and are defined by
(68) |
The system (66) is said to be an involutory system if for . The system (66) is said to be a complete system on the open set if the equation
(69) |
is an algebraic corollary of the system (66), i.e., if (69) holds for 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 , the initial value problem (66)–(67) has a unique solution at least in some neighborhood of the point . 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 is one-to-one. Therefore the derivative does not vanish. Note that only is involved in (62)–(63), not the function itself. To simplify our formulas a little bit, we introduce the function and rewrite the system (62)–(63) as
(70) | |||
(71) |
The function is assumed to satisfy the inequality
(72) |
Given functions and , (70)–(71) is an overdetermined system of two PDEs in one unknown function . 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 for solvability of the system (70)–(71) at least locally, i.e., in a neighborhood of a given point ? For a fixed , (71) can be considered as a second order ODE with an unknown function . Observe that the variable 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 -functions and be defined on an interval , where . Then the following statements are valid.
Proof.
First of all we find from (70)
(76) |
where is the sign of , and substitute the expression into (71)
(77) |
Let us show that equations (76) and (77) imply
(78) |
To this end we implement the differentiation in (78). The result can be written as
(79) |
By (77), the left-hand side of (79) is identically zero. This proves (78). The equation (78) means the existence of a function such that This can be written in the form
(80) |
By (72), and . 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 on the left-hand side of (79). To do this, it suffices to assume that for every , the derivative is not identically zero on any interval . ∎
By Lemma 1, the system (70)–(71) is equivalent to the following one:
(81) | ||||
Introducing the notations , we write the system as
(82) |
where
(83) | ||||
Assume that and are defined and smooth on an interval , where . Then and are defined and smooth in , where
(84) |
The functions and are actually independent of and depend on through the functions only. Up to notations, the system (82) is of the form (66).
Theorem 3.
Given -functions and on an interval , define and by (83) and consider the system of PDEs (82), where is an unknown function and . Define an open set by (84). Then
Proof.
To agree (66) and (82), we need to change the variables in (66) as follows: and . Then the formula (68) takes the form
(88) |
We find the derivatives by differentiating (83):
(89) |
Since , the formula (88) simplifies to the following one:
(90) |
Substituting values (89) into (90), we obtain
(91) | ||||
The right-hand side of (91) is a 7th degree polynomial in and the coefficient at is . Thus, (82) is not an involutory system. Now, we prove that (82) is a complete system. To this end we derive from (82)–(83)
(92) |
and , where is the sign of . We find from two last equalities
(93) |
Substituting expressions (92)–(93) into (91), we obtain
(94) | ||||
We are interested in the case when . Equating the right-hand side of (94) to zero and multiplying the resulting equality by , we arrive to the equation
(95) | ||||
The left-hand side of the equation (95) is a polynomial of 10th degree in . 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:
(96) | ||||
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 does not vanish on . Therefore the equation (96) is equivalent to the following one:
(97) |
Equating coefficients of the polynomial on the left-hand side of (97) to zero, we arrive to the system of ODEs
(98) | ||||
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 to have at least three distinct such that the values are pairwise different and (97) holds at and . The existence of such is guaranteed by the hypothesis of the second assertion of Theorem 3: For each , there exists such that the system (82) has a solution in a neighborhood of satisfying . ∎
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 to the system (81) with and
(99) |
The functions (99) do not satisfy the consistency conditions (85)–(87). For this solution, 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 are replaced by , the function is replaced by , etc.). The corresponding system of two first order PDEs looks as follows:
(100) | ||||
where and are the same functions as in (81) and is the sign of 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 -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 , we can assume without lost of generality that since the system (81) is invariant under the change and . Thus, the initial condition for is
(101) |
First, we will find the functions . The function is given explicitly by (85) with an arbitrary constant . The functions and solve the system (86)–(87) supplied with the initial conditions
(102) |
In particular, . For the possibility to write the system (86)–(87) in the form , we have to impose the restrictions
(103) |
In particular, and must satisfy these inequalities. Let be the maximal interval such that the solution to the Cauchy problem (86)–(87), (102) exists on and satisfies (103). Here, . By Theorem 3, the system (81) is complete on , where 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 at least in some neighborhood of .
Thus, a solution to the IVP (81), (101) exists in some neighborhood of and is uniquely determined by 5 constants chosen so that
(104) | ||||
The inequalities on the second line of (104) come from (84). Let us denote this unique solution by .
In the general case, is a local solution, i.e., is defined in some neighborhood of the point . Nevertheless, for some values of the parameters, it can happen that for some , in such a case we speak on a global solution defined on . Global solutions are of particular interest. Unfortunately, so far we have neither necessary nor sufficient conditions on the parameters 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.
Proof.
By the implicit function theorem, there exists a smooth function defined for with some such that and
(106) |
We are going to prove that is actually a constant function. To this end we differentiate (106): . By choosing a smaller , we can assume that . Thus, to prove the equality , we have to demonstrate that . To this end we differentiate the first equation of the system (81) with respect to (recall that and are independent of ) Setting here and using (106), we obtain . Since and , this implies . We have thus proved
(107) |
The system (81) is invariant under the change . Therefore (107) implies (105). ∎
Now, under hypotheses of Lemma 2, assume the existence of a second point such that and . An analog of (105) holds for with some . Assume additionally that
Using symmetries with respect to and , we extend to a global -periodic solution defined on . The period is equal to if , otherwise the period is equal to .
An example of -periodic GF is presented on Figure 1. The solution to the IVP (81), (101) was computed for . The solution to the Cauchy problem (86)–(87), (102) exists for . For , the flow turns out to be -periodic with the period approximately equal to . Graphs of functions for and are drawn on the left-hand side of Figure 1. Each curve is the generatrix of the isobaric surface . The velocity vector field is drawn on the right picture for and . We used (61) for computing physical coordinates of . The two-dimensional vector field is tangent to and , and the vector field (the swirl) is orthogonal to the plane of the picture. The latter vector field is drawn by vectors orthogonal to and in order to avoid 3D pictures. In order to make a nice picture, both fields and are drawn in the scale , i.e., on the picture. But we remember that actually .
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 close to the critical value , the flow is close to the -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 . The hypothesis of Lemma 2 is violated at . All our numerics become very unstable when approaches . The flow shown on Figure 1 exists for as well, but it does not need to be periodic with the same period for .

8. Structure of an axisymmetric Gavrilov flow in a neighborhood of a minimum point of the pressure
In [5], the existence of a pair is proved such that (a) is a non-degenerate minimum point of the function and , where is a neighborhood of ; (b) is an axisymmetric GF in ; (c) the split Bernoulli law for the flow is of the simplest form
(108) |
The flow does not satisfy the normalization condition (56). To apply our equations, we must replace with an equivalent GF such that . By the definition (4) of equivalent GFs, with some non-vanishing function . As is seen from (108), . Thus,
(109) |
Hence, the pressure function gets a logarithmic singularity at the point after normalization. Comparing (85) and (109), we conclude that
(110) |
Since as , it is natural to choose initial conditions for the system (86)–(87) at . The conditions are
(111) |
Indeed, for “close” to , is a “small” closed curve around . The tangent line to is vertical at some point . In a neighborhood of , the curve is the graph of a function solving the system (81) and satisfying . Setting in the second equation of (81), we get
(112) |
In view of our assumption , see (72), the factor remains bounded when . Also as . Thus, the second term on the left-hand side of (112) runs to 0 as . The same is true for the first term. Taking into account that as , we obtain .
Since is the sign of in (112), by a similar analysis of the system (100), we demonstrate that 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 ) is easily solved in series and Equations (86)–(87) imply some recurrent relations that allow us to compute all coefficients. In particular,
(113) | |||
(114) |
The series converge for all real . We omit the proof of the convergence which is not easy.
The system (81) can be equivalently written in terms of the function . Indeed, as is seen from (109), a solution to the system (81) is related to by Starting with this equation, we derive from (81) the system
(115) | ||||
where is the constant from (110).
By the change of the unknown function, (115) is transformed to the same system with . Therefore we can assume without lost of generality, i.e.,
(116) | ||||
The equality (110) becomes . The function is defined and smooth in a neighborhood of the point and satisfies . Let us show that is an even function of . Indeed, the second equation of the system (116) gives Since by (111), we obtain
(117) |
Then we differentiate the first equation of the system (116) with respect to
(118) |
Since depends on only, where . Together with (109), this gives . Substituting this expression into (118) and setting , we arrive to the linear first order ODE for the function :
(119) |
The coefficient of the equation is a bounded smooth function in a neighborhood of as is seen from (114). Together with the initial condition (117), the equation (119) implies . The system (116) is invariant under the change . Therefore the equality implies that is an even function of .
The system (116) allows us to compute term-by-term all Taylor coefficients of the function at the point . In particular,
(120) | ||||
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.

This GF is shown on Figure 2. In our calculations we used the 5th order segment of the Taylor series of the function , i.e., we ignored the remainder denoted by dots on the right-hand side of (120). Six isolines are drawn on the left-hand side of Figure 2. Each of the curves consists of two connected components while has one component. The same curves are isolines of the pressure function, see (109). We set , thus the formula (109) becomes . Each curve is the generatrix of the isobaric surface , where . In our case, . The velocity vector field is drawn on the right picture for and .
Observe the interesting phenomenon on Figure 2: besides the minimum point , the function has the saddle point at . 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 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 and in the Bernoulli law (5) can be expressed through each other. In other words, all particles living on an isobaric surface 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 , then on .
We mostly studied GFs locally in a neighborhood of a regular point. The most interesting questions relate to GFs with regular compact isobaric hypersurfaces . As mentioned in Introduction, application of the Gavrilov localization to such a flow gives a compactly supported GF on the whole of . Since a compact regular isobaric hypersurface is endowed with a non-vanishing tangent vector field , the Euler characteristic of is equal to zero. In the most important 3D-case this means that is diffeomorphic to the two-dimensional torus . The restriction of onto is a non-vanishing geodesic vector field. There are Riemannian metrics on 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 induced from the Euclidean metric of by an embedding . Apart from surfaces of revolution, we do not know any example related to the following problem.
Problem 1.
Classify triples , where is an embedding of the torus, is a non-vanishing geodesic vector field on endowed with the Riemannian metric induced from the Euclidean metric of by embedding , and is a smooth function on satisfying the equations
(121) |
where is the second quadratic form of .
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 with the Morse function , i.e., all critical points of are non-degenerate. For such a flow, is still a regular hypersurface for a regular value of the pressure; but undergoes a Morse surgery when changes near a critical value of the pressure. Which Morse surgeries are compatible with the Euler equations?
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