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Symmetric Stationary Boundary Layer

Chen Gao, Liqun Zhang and Chuankai Zhao
Abstract

Considering the boundary layer problem in the case of two-dimensional flow past a wedge with the wedge angle φ=π2mm+1\varphi=\pi\frac{2m}{m+1}, Oleinik and Samokhin[13] obtained the local well-posedness results for m1m\geq 1. In this paper, we establish the existence and uniqueness of classical solutions to the Prandtl systems for arbitrary m>0m>0, which solves the steady case in Open problem 6 proposed by Oleinik and Samokhin [13]. Our proof is based on the maximum principle technique at the Crocco coordinates and the most important observation that when the fluid approaches a sharp point, it seems the self-similar solutions. Then we obtain the existence and uniqueness of the solution with the help of the self-similar solutions by the Line Method. Furthermore, we similarly establish the well-posedness results of three-dimensional flow past a cone.  

Keywords: boundary layer, stagnation point, self-similar solution, asymptotic behavior.

1 Introduction

It is well-known that the Prandtl system is obtained as a simplification of the Navier-Stokes system and describes the motion of a fluid with small viscosity about a solid body in boundary layer. In this paper, we consider the following Prandtl system for the plane stationary symmetric incompressible flow:

uux+vuy=UdUdx+ν2uy2,ux+vy=0\begin{gathered}u\frac{\partial u}{\partial x}+v\frac{\partial u}{\partial y}=U\frac{dU}{dx}+\nu\frac{\partial^{2}u}{\partial y^{2}},\\ \frac{\partial u}{\partial x}+\frac{\partial v}{\partial y}=0\end{gathered} (1.1)

in the domain D={0<x<X,0<y<}D=\{0<x<X,0<y<\infty\} with the boundary conditions

u(0,y)=0,u(x,0)=0,v(x,0)=v0(x),u(x,y)U(x)asy.\begin{gathered}u(0,y)=0,u(x,0)=0,v(x,0)=v_{0}(x),\\ u(x,y)\rightarrow U(x)\quad\text{as}\quad y\rightarrow\infty.\end{gathered} (1.2)

Where ν>0\nu>0 is the coefficient of kinematic viscosity, the fluid density ρ\rho is equal to 1, and the function U(x)U(x) is a given longitudinal velocity component of the outer flow: U(0)=0U(0)=0, U(x)>0U(x)>0 for x>0x>0.

For instance, when parallel flow flows through a wedge with the wedge angle 0<φ<2π0<\varphi<2\pi, the system described above appears near the edge of the wedge. The flow past a wedge can be regarded as a coupling of two angular flows, and its external flow corresponds to the Euler flow of the angular flow. Then the flow velocity varies according to the law U(x)CxmU(x)\sim Cx^{m} for φ=π2mm+1\varphi=\pi\frac{2m}{m+1} where C,m=const>0C,m=\text{const}>0 (cf.Figure 1.1). Perhaps, due to the curvature of the surface, lower-order terms appear in the asymptotics.

Refer to caption
Figure 1.1: Flow parallel to the symmetry axis of a wedge

There is a lot of literature on theoretical, numerical, and experimental studies on Prandtl’s system, see [13][14] and the references therein. In particular, Oleinik and Samokhin [13] gave a systematic exposition of the main rigorous mathematical results. The main results of Oleinik and Samokhin can be summarized as that, when m1m\geq 1, there exists a unique classical solution to the problem (1.1), (1.2) for x<Xx<X, where XX is small, in the class of functions having a certain behavior at infinity with respect to yy, namely, U(x)u(x,y)eαy2U(x)-u(x,y)\sim e^{-\alpha y^{2}} as yy\rightarrow\infty, where α=const>0\alpha=\text{const}>0.

It is necessary to mention the well-posedness results of the plate boundary layer equations. For the monotonic data, Oleinik and Samokhin [13] obtained the local existence of classical solutions of 2D Prandtl equations basing on the Crocco transformation. And Wang and Zhang [20] proved the global-in-xx CC^{\infty} regularity up to the boundary y=0y=0 using the maximum principle technique. For non-stationary case, Xin and Zhang [22] proved the global existence of weak solutions for the favorable pressure. And then Xin, Zhang and Zhao [23] proved the global existence of smooth solutions in the case of favorable pressure gradient.

There are some results for the asymptotic behavior of the steady Prandtl equation as xx\rightarrow\infty. Serrin [10] proved that Oleinik’s solution uu converges to the famous Blasius solution u¯\bar{u} in LyL_{y}^{\infty} sense as xx\rightarrow\infty. Iyer [15] proved the explicit decay estimates of uu¯u-\bar{u} and its derivatives when the initial data is a small localized perturbation of the Blasius profile. Wang and Zhang [21] proved that the explicit decay estimate of uu¯u-\bar{u} in LyL_{y}^{\infty} sense for general initial data with exponential decay, and also proved that the decay estimates of its derivatives when the data has an additional concave assumption.

Boundary layer separation is also an important concern, and some results have been given by predecessors. The initial work belongs van Dommelen and Shen [12]. Recently in the case of adverse pressure gradient, Dalibard and Masmoudi [1] as well as Shen, Wang, and Zhang [19] justified the physical phenomenon of boundary layer separation and studied the local behavior of the solution near the separation point. The relevant results about the unsteady Prandtl equation can be found in [9][17].

The main purpose of this paper is to establish the existence and uniqueness of solutions to the problem (1.1), (1.2) for arbitrary m>0m>0. This generalizes the local well-posedness results for m1m\geq 1 due to Oleinik[13]. Furthermore, we similarly obtain the well-posedness results to three-dimensional flow past a cone with the cone angle. In the last section, we will describe the work on the three-dimensional symmetry case in more detail.

Our main result in this paper can be stated as

Theorem 1.1.

Assume that

U(x)=xmV(x),v0(x)=xm12v1(x),V(x)=a+a1(x),V(0)=a>0,v1(0)=0,|a1(x)|N1x,|v1(x)|N2x.\begin{gathered}U(x)=x^{m}V(x),\quad v_{0}(x)=x^{\frac{m-1}{2}}v_{1}(x),\\ V(x)=a+a_{1}(x),\quad V(0)=a>0,\quad v_{1}(0)=0,\\ |a_{1}(x)|\leq N_{1}x,\quad|v_{1}(x)|\leq N_{2}x.\end{gathered} (1.3)

where N1,N2=const>0N_{1},N_{2}=\text{const}>0. Then the initial boundary value problem (1.1),(1.2) in the domain D={0<x<X,0<y<}D=\{0<x<X,0<y<\infty\}, for some XX depending on UU and v0v_{0}, has a unique classical solution u(x,y),v(x,y)u(x,y),v(x,y) with the following properties: uy>0u_{y}>0 for y0,x>0y\geq 0,x>0 ; u/U,uy/(x(m1)/2U(x))u/U,u_{y}/(x^{(m-1)/2}U(x)) are bounded and continuous in D¯\bar{D} ; u>0u>0 for y>0y>0 and x>0x>0; u(x,y)U(x)u(x,y)\rightarrow U(x), uy0u_{y}\rightarrow 0 as yy\rightarrow\infty; moreover, the solution u(x,y)u(x,y) has the following property as x0x\rightarrow 0:

u(x,y)xmf(yxm12),u(x,y)\sim x^{m}f^{{}^{\prime}}\left(yx^{\frac{m-1}{2}}\right), (1.4)

where ff will be mentioned in the following section; and the solution u(x,y)u(x,y) has the following inequalities as yy\rightarrow\infty:

M1exp(M2xm1y2)1uUM3exp(M4xm1y2),M_{1}\exp(-M_{2}x^{m-1}y^{2})\leq 1-\frac{u}{U}\leq M_{3}\exp(-M_{4}x^{m-1}y^{2}), (1.5)

where Mi=const>0,i=1,2,3,4M_{i}=\text{const}>0,i=1,2,3,4.

Remark 1.1.

It is easy to verify that the results in this paper can be generalized to the following situations:

v0(x)=xm12v1(x),v1(x)=b+b1(x),b0,|b1(x)|N3x.\begin{gathered}v_{0}(x)=x^{\frac{m-1}{2}}v_{1}(x),\quad v_{1}(x)=b+b_{1}(x),\\ b\leq 0,\quad|b_{1}(x)|\leq N_{3}x.\end{gathered} (1.6)

It should be noted that when m1m\geq 1, v0(x)0v_{0}(x)\rightarrow 0 as x0x\rightarrow 0 and v0=0v_{0}=0 at the stagnation point. When 0<m<10<m<1 and b<0b<0, v0(x)v_{0}(x)\rightarrow-\infty as x0x\rightarrow 0, which is physically impossible.

Remark 1.2.

From the theorem 1.1, we note that a point x0x_{0}, 0<x0<X0<x_{0}<X can be found as the initial location of the continuation problem for boundary layer, where u(x0,y)>0u(x_{0},y)>0 and U(x0)>0U(x_{0})>0. With the help of the results of the continuation problem for boundary layer mentioned earlier, we can naturally obtain the existence of the Prandtl system (1.1), (1.2) for any X>0X>0 in the case of favorable condition either Ux0U_{x}\geq 0 and v0(x)0v_{0}(x)\leq 0 or Ux>0U_{x}>0. Furthermore, through the previously mentioned results, we can prove the global-in-xx CC^{\infty} regularity up to the boundary y=0y=0 and obtain the asymptotic behavior of the Prandtl equation when xx\rightarrow\infty.

We now comment on the proof of Theorem 1.1.

First, we use a generalization of the Crocco transformation:

ξ=x,η=u(x,y)U(x),\xi=x,\quad\eta=\frac{u(x,y)}{U(x)}, (1.7)

we obtain for ω(ξ,η)=uy(x,y)xm12U(x)\omega(\xi,\eta)=\frac{u_{y}(x,y)}{x^{\frac{m-1}{2}}U(x)} the following equation:

L(ω):=νω2ωηηηAωξ+(η21)BωηηCω=0,L(\omega):=\nu\omega^{2}\omega_{\eta\eta}-\eta A\omega_{\xi}+(\eta^{2}-1)B\omega_{\eta}-\eta C\omega=0, (1.8)

in the domain Ω={0<ξ<X,0<η<1}\varOmega=\{0<\xi<X,0<\eta<1\}, with the boundary conditions

ω|η=1=0,(νωωηv1ω+B)|η=0=0,\omega|_{\eta=1}=0,\quad(\nu\omega\omega_{\eta}-v_{1}\omega+B)|_{\eta=0}=0, (1.9)

where

A=ξV(ξ),B=mV(ξ)+ξVξ(ξ),C=3m12V(ξ)+ξVξ(ξ).A=\xi V(\xi),\quad B=mV(\xi)+\xi V_{\xi}(\xi),\quad C=\frac{3m-1}{2}V(\xi)+\xi V_{\xi}(\xi). (1.10)

Note that the equation (1.8) is a degenerate parabolic equation. When ξ0\xi\rightarrow 0, let Y(η)=ω(0,η)Y(\eta)=\omega(0,\eta), it degenerates to the following elliptic equation:

L(Y):=νY2Yηη+(η21)maYηη3m12aY=0,0<η<1,L(Y):=\nu Y^{2}Y_{\eta\eta}+(\eta^{2}-1)maY_{\eta}-\eta\frac{3m-1}{2}aY=0,\quad 0<\eta<1, (1.11)

and the boundary conditions become

Y(1)=0,(νYYη+ma)|η=0=0.Y(1)=0,\quad(\nu YY_{\eta}+ma)|_{\eta=0}=0. (1.12)

Second, the key point is to establish the existence and prior estimations of the solution to the problem (1.11), (1.12). Oleinik and Samokhin solve the above difficulties through the maximum principle of the elliptic equation for m1m\geq 1. This method cannot extend to the problem for m<13m<\frac{1}{3}. Our basic idea is to establish equivalence between a solution to the problem (1.11), (1.12) and the self-similar solution, and to use the properties of self-similar solutions to obtain the properties of this solution.

Next, we note the solution Y(η)Y(\eta) to the equation (1.11) is an approximation of the solution ω(ξ,η)\omega(\xi,\eta) to the Prandtl equation (1.1) when ξ0\xi\rightarrow 0. And we establish the existence of solutions for problem (1.8), (1.9) by the line method: replacing ωξ\omega_{\xi} with the difference quotient, obtain a series of ordinary differential equations, prove the existence theorem and, passing to the limit, establish the existence of a solution to the original equation. Furthermore, we obtain prior estimates of ω(ξ,η)\omega(\xi,\eta) based on the properties of Y(η)Y(\eta).

Finally, we use the inverse change of variables (1.7) to pass from the solution ω(ξ,η)\omega(\xi,\eta) of problem (1.8), (1.9) to the solutions of problem (1.1), (1.2). And then we obtain Theorem 1.1 with the help of the properties of the solution ω(ξ,η)\omega(\xi,\eta).

We finish this introduction by outlining the rest of the paper. First, in Section II, we establish the existence and uniqueness of the solution to the problem (1.11), (1.12) with the help of the self-similar solution. Based on the results in section II, we use the line method to obtain the existence and prior estimates of the solutions for problem (1.8), (1.9) and then establish the local well-posedness of solutions for the Prandtl system (1.1), (1.2) in Section III. Finally, we similarly obtain the well-posedness results to three-dimensional flow around a cone similar to the two-dimensional symmetry case in Section IV.

2 Self-similar solutions

In the analysis of differential equations describing actual physical processes, it is often useful to examine some special solutions, which allow us to make conclusions about the main properties of the phenomena in equation. The simplest case of special solutions is that of a problem with the so-called property of self-similarity. A characteristic feature of self-similar problems of the boundary layer theory is that velocity component profiles for the flow in this case form a family of homothetic curves.

Assume U(x)U(x) and v0(x)v_{0}(x) satisfy the condition (1.3), consider u(x,y)u(x,y) has the form

u(x,y)=xmfz(z,x),u(x,y)=x^{m}f^{{}^{\prime}}_{z}(z,x), (2.1)

where z=yxm12z=yx^{\frac{m-1}{2}}. And we can obtain the following differential equation:

νfz′′′+(m+12V+xVx)ffZ′′+(mV+xVx)(1fz2)xV(fzfzx(ff(0,x))xfz′′)=0\nu f^{{}^{\prime\prime\prime}}_{z}+\left(\frac{m+1}{2}V+xV_{x}\right)ff^{{}^{\prime\prime}}_{Z}+(mV+xV_{x})(1-f^{{}^{\prime}2}_{z})-xV\left(f^{{}^{\prime}}_{z}\frac{\partial f^{{}^{\prime}}_{z}}{\partial x}-\frac{\partial(f-f(0,x))}{\partial x}f^{{}^{\prime\prime}}_{z}\right)=0 (2.2)

where f0f(0,x)=v11+m2V+xVxf_{0}\equiv f(0,x)=-\frac{v_{1}}{\frac{1+m}{2}V+xV_{x}}, with the boundary conditions

f(0,x)=f0,fz(0,x)=0,fz(z,x)1,asz.f(0,x)=f_{0},\quad f^{{}^{\prime}}_{z}(0,x)=0,\quad f^{{}^{\prime}}_{z}(z,x)\rightarrow 1,\quad\text{as}\quad z\rightarrow\infty. (2.3)

Introduce new variable ξ=x,η=f(z)\xi=x,\eta=f^{{}^{\prime}}(z) in (2.2), we obtain the following equation for ω(ξ,η)=f′′(z)\omega(\xi,\eta)=f^{{}^{\prime\prime}}(z):

νω2ωηηηξVωξ+(η21)(mV+ξVξ)ωηη(3m12V+ξVξ)ω=0,\nu\omega^{2}\omega_{\eta\eta}-\eta\xi V\omega_{\xi}+(\eta^{2}-1)(mV+\xi V_{\xi})\omega_{\eta}-\eta\left(\frac{3m-1}{2}V+\xi V_{\xi}\right)\omega=0, (2.4)

with the boundary conditions

ω|η=1=0,(νωωηv1ω+(mV+ξVξ))|η=0=0,\omega|_{\eta=1}=0,\quad\left.\left(\nu\omega\omega_{\eta}-v_{1}\omega+(mV+\xi V_{\xi})\right)\right|_{\eta=0}=0, (2.5)

This is exactly the equation (1.8), (1.9) mentioned earlier.

When x0x\rightarrow 0, we can obtain u(x,y)u(x,y) has the following self-similarity form:

u(x,y)=xmf(z),u(x,y)=x^{m}f^{{}^{\prime}}(z), (2.6)

where z=yxm12z=yx^{\frac{m-1}{2}} and f(z)f(z) satisfies the following equation:

f′′′+m+12aff′′+ma(1f2)=0,f^{{}^{\prime\prime\prime}}+\frac{m+1}{2}aff^{{}^{\prime\prime}}+ma(1-f^{{}^{\prime}2})=0, (2.7)

with the boundary conditions

f(0)=0,f(0)=0,f(z)1asz.f(0)=0,\quad f^{{}^{\prime}}(0)=0,\quad f^{{}^{\prime}}(z)\rightarrow 1\quad\text{as}\quad z\rightarrow\infty. (2.8)

Introduce new variable η=f(z)\eta=f^{{}^{\prime}}(z) in (2.7), we obtain the following equation for Y(η)=f′′(z)Y(\eta)=f^{{}^{\prime\prime}}(z):

νY2Yηη+(η21)maYηη3m12aY=0,0<η<1,\nu Y^{2}Y_{\eta\eta}+(\eta^{2}-1)maY_{\eta}-\eta\frac{3m-1}{2}aY=0,\quad 0<\eta<1, (2.9)

and the boundary conditions become

Y(1)=0,(νYYη+ma)|η=0=0.Y(1)=0,\quad(\nu YY_{\eta}+ma)|_{\eta=0}=0. (2.10)

This is exactly the equation (1.11), (1.12) mentioned earlier. It is easy to see that the solution Y(η)Y(\eta) is an approximation of the solution ω(ξ,η)\omega(\xi,\eta) when ξ0\xi\rightarrow 0, since u(x,y)xmf(yxm12)u(x,y)\sim x^{m}f^{{}^{\prime}}(yx^{\frac{m-1}{2}}) as x0x\rightarrow 0.

Consider the following Falkner-Skan equation[16]:

f′′′+ff′′+β(1f2)=0,f^{{}^{\prime\prime\prime}}+ff^{{}^{\prime\prime}}+\beta(1-f^{{}^{\prime}2})=0, (2.11)

with the boundary conditions

f(0)=f0,f(0)=0,f(z)1asz.f(0)=f_{0},\quad f^{{}^{\prime}}(0)=0,\quad f^{{}^{\prime}}(z)\rightarrow 1\quad\text{as}\quad z\rightarrow\infty. (2.12)

The special case β=0\beta=0 of equation (2.11), in which the wedge reduces to a flat plate, was solved numerically by Blasius (1908 [2]). And the case β=12\beta=\frac{1}{2}, which describes the three-dimensional flow of a viscous fluid against a plane wall or the planar flow of a viscous fluid against a wedge with φ=π2\varphi=\frac{\pi}{2}, was solved by Homann(1936 [8]). Weyl(1942 [18]) gave rigorous proof of the solubility of the boundary-value problem (2.11) and (2.12) for any non-negative constant β\beta. He showed that the problem has a solution f(z)f(z) whose first derivative increases with zz and whose second derivative decreases and tends to zero as zz\rightarrow\infty. Coppel(1959 [3]) simplified Weyl’s approach to studying the equation from the standpoint of the theory of differential equations. Schlichting(1968 [14]) and Hartman(1964 [6], 1972 [7]) have investigated the boundary value problem (2.11), (2.12) by using numerical and analytical methods. Wang, Gao, and Zhang (1998 [11]) presented a new approach to studying the problem (2.11), (2.12) and provided some new information about a normal solution to the problem.

Next, following Hartman[6], Ch.XIV, Part II, we list several results concerning the existence, uniqueness, and asymptotic behavior of solutions to certain boundary conditions for equation (2.11).

Consider equation (2.11) with the boundary conditions

f(0)=f0,f(0)=f1,f(z)1 as z,f(0)=f_{0},\quad f^{{}^{\prime}}(0)=f_{1},\quad f^{{}^{\prime}}(z)\rightarrow 1\text{ as }z\rightarrow\infty, (2.13)

where f0,f1=constf_{0},f_{1}=\text{const}. On solutions of problem (2.11), (2.13) we impose the following additional restriction:

0<f(z)<1for0z<.0<f^{{}^{\prime}}(z)<1\quad\text{for}\quad 0\leq z<\infty. (2.14)
Theorem 2.1.

Let β>0,<f0<+,0f1<1\beta>0,-\infty<f_{0}<+\infty,0\leq f_{1}<1. Then there exists one and only one solution of problem (2.11), (2.13), (2.14) such that

f′′(z)>0 for 0z<.f^{{}^{\prime\prime}}(z)>0\quad\text{ for }\quad 0\leq z<\infty. (2.15)

Theorem 2.2.

Let β0\beta\geq 0, and let f(z)f(z) be a solution of problem (2.11), (2.13), (2.14). Then there exist constants c1>0c_{1}>0 and c2c_{2} such that the following asymptotic formulas hold as zz\rightarrow\infty :

1fc1z12βexp(z22c2z),f′′z(1f).1-f^{{}^{\prime}}\sim c_{1}z^{-1-2\beta}exp(-\frac{z^{2}}{2}-c_{2}z),\quad f^{{}^{\prime\prime}}\sim z(1-f^{{}^{\prime}}). (2.16)

Obviously, we can obtain the existence, uniqueness and asymptotic behavior of solutions for equation (2.7) similar to Theorem 2.1 and Theorem 2.2. Furthermore, we obtain these properties of solutions for equation (1.11),(1.12).

Theorem 2.3.

Problem (1.11),(1.12) has one and only one solution with the following properties:

M5(1η)σY(η)M6(1η)σ,M6(1η)(σK)Y,for0<η0η<1,M7σYηM8σ,M9YYηηM10,\begin{gathered}M_{5}(1-\eta)\sigma\leq Y(\eta)\leq M_{6}(1-\eta)\sigma,\\ M_{6}(1-\eta)(\sigma-K)\leq Y,\quad\text{for}\quad 0<\eta_{0}\leq\eta<1,\\ -M_{7}\sigma\leq Y_{\eta}\leq-M_{8}\sigma,\\ -M_{9}\leq YY_{\eta\eta}\leq-M_{10},\end{gathered} (2.17)

where Mi,K=const>0,i=5,,10M_{i},K=\text{const}>0,i=5,\cdots,10, σ(η)=lnμ(1η)\sigma(\eta)=\sqrt{-\ln\mu(1-\eta)}, μ=const\mu=\text{const}, 0<μ<10<\mu<1, σ>K\sigma>K for η>η0>0\eta>\eta_{0}>0.

Proof.

The solution of equation (2.7) has the following properties:

f(0)0,f(z)>0,for0<z<,0<f(z)<1,for0<z<,f′′(z)>0,for0z<,f′′′(z)<0,for0<z<,1f(z)C1z12βexp(z22C2z),asz,\begin{gathered}f(0)\geq 0,\quad f(z)>0,\quad\text{for}\quad 0<z<\infty,\\ 0<f^{{}^{\prime}}(z)<1,\quad\text{for}\quad 0<z<\infty,\\ f^{{}^{\prime\prime}}(z)>0,\quad\text{for}\quad 0\leq z<\infty,\\ f^{{}^{\prime\prime\prime}}(z)<0,\quad\text{for}\quad 0<z<\infty,\\ 1-f^{{}^{\prime}}(z)\sim C_{1}z^{-1-2\beta}exp(-\frac{z^{2}}{2}-C_{2}z),\quad\text{as}\quad z\rightarrow\infty,\end{gathered} (2.18)

where C1,C2=constC_{1},C_{2}=\text{const}, C1>0C_{1}>0. We can easily obtain Y(η)Y(\eta) is bounded from below and above for 0<η<1δ0<\eta<1-\delta, where δ\delta is sufficiently small. And we have

1f(z)C1z12βexp(z22C2z)C3exp(C4z2),asz,1-f^{{}^{\prime}}(z)\sim C_{1}z^{-1-2\beta}exp(-\frac{z^{2}}{2}-C_{2}z)\sim C_{3}exp(-C_{4}z^{2}),\quad\text{as}\quad z\rightarrow\infty, (2.19)

where C3,C4=const>0C_{3},C_{4}=\text{const}>0. It is easy to obtain

Y(η)C5(1η)σ(η),asη1.Y(\eta)\sim C_{5}(1-\eta)\sigma(\eta),\quad\text{as}\quad\eta\rightarrow 1. (2.20)

Thus, choosing suitable M5,M6,KM_{5},M_{6},K, we complete the proof of the first two inequalities.

By the method in [11], it is easy to see that a solution for equation (1.11) if and only if it solves the integral equation

νY(η)=η1(1s)(m+ms+m+12s)aY(s)𝑑s+(1η)m+12a0ηsY(s)𝑑s.\nu Y(\eta)=\int_{\eta}^{1}\frac{(1-s)(m+ms+\frac{m+1}{2}s)a}{Y(s)}ds+(1-\eta)\frac{m+1}{2}a\int_{0}^{\eta}\frac{s}{Y(s)}ds. (2.21)

From this we know that

νYη(η)=ma1η2Y(η)m+12a0ηsY(s)𝑑s.\nu Y_{\eta}(\eta)=-ma\frac{1-\eta^{2}}{Y(\eta)}-\frac{m+1}{2}a\int_{0}^{\eta}\frac{s}{Y(s)}ds. (2.22)

We can obtain the following properties:

νYη\displaystyle\nu Y_{\eta} ma1η2M5(1η)σm+12a0ηsM5(1s)σ(s)𝑑s\displaystyle\geq-ma\frac{1-\eta^{2}}{M_{5}(1-\eta)\sigma}-\frac{m+1}{2}a\int_{0}^{\eta}\frac{s}{M_{5}(1-s)\sigma(s)}ds (2.23)
ma1+ηM5σ+m+12a(ηM5σ2(σσ(0))M5)\displaystyle\geq-ma\frac{1+\eta}{M_{5}\sigma}+\frac{m+1}{2}a(\frac{\eta}{M_{5}\sigma}-\frac{2(\sigma-\sigma(0))}{M_{5}})
M7σ,\displaystyle\geq-M_{7}\sigma,
νYη\displaystyle\nu Y_{\eta} ma1η2M6(1η)σm+12a0ηsM6(1s)σ(s)𝑑s\displaystyle\leq-ma\frac{1-\eta^{2}}{M_{6}(1-\eta)\sigma}-\frac{m+1}{2}a\int_{0}^{\eta}\frac{s}{M_{6}(1-s)\sigma(s)}ds
=ma1+ηM6σ+m+12a(0ηdsM6σ(s)2(σσ(0))M6)\displaystyle=-ma\frac{1+\eta}{M_{6}\sigma}+\frac{m+1}{2}a\left(\int_{0}^{\eta}\frac{ds}{M_{6}\sigma(s)}-\frac{2(\sigma-\sigma(0))}{M_{6}}\right)
M8σ.\displaystyle\leq-M_{8}\sigma.

From equation (1.11) we find that

νYYηη=(1η2)maYηY+η3m12.\nu YY_{\eta\eta}=(1-\eta^{2})ma\frac{Y_{\eta}}{Y}+\eta\frac{3m-1}{2}. (2.24)

We have

|νYYηη|M9,|\nu YY_{\eta\eta}|\leq M_{9}, (2.25)

And for m13m\leq\frac{1}{3}, we have

νYYηη(1+η)maM8M6+η3m12M10.\nu YY_{\eta\eta}\leq-(1+\eta)ma\frac{M_{8}}{M_{6}}+\eta\frac{3m-1}{2}\leq-M_{10}. (2.26)

Now, let prove the estimates for m>13m>\frac{1}{3}. It follows from (1.11) that

νYYηη=(1η2)maYηY+η3m12a.\nu YY_{\eta\eta}=\left(1-\eta^{2}\right)ma\frac{Y_{\eta}}{Y}+\eta\frac{3m-1}{2}a. (2.27)

Set R=YYηηR=YY_{\eta\eta}. Differentiating equation (1.11) with respect to η\eta,we obtain the following equation for RR:

Q(R):=νYRη+[νYη+(η21)maYνYη]R=maYηη+ηm12aYη.Q(R):=\nu YR_{\eta}+\left[\nu Y_{\eta}+(\eta^{2}-1)\frac{ma}{Y}-\frac{\nu Y}{\eta}\right]R=-\frac{maY_{\eta}}{\eta}+\eta\frac{m-1}{2}aY_{\eta}. (2.28)

Let us consider R+M10R+M_{10}. We have

Q(R+M10)=maYηη+ηm12aYη+[νYη+(η21)maYνYη]M10>0,Q(R+M_{10})=-\frac{maY_{\eta}}{\eta}+\eta\frac{m-1}{2}aY_{\eta}+\left[\nu Y_{\eta}+(\eta^{2}-1)\frac{ma}{Y}-\frac{\nu Y}{\eta}\right]M_{10}>0, (2.29)

provided that M10M_{10} is small enough.

It follows from the second inequality for YY that there is a sequence ηn1\eta_{n}\rightarrow 1, nn\rightarrow\infty, such that

Yη|η=ηn\displaystyle Y_{\eta}|_{\eta=\eta_{n}} M6(σ+K+12σ)|η=ηn,\displaystyle\leq M_{6}\left.\left(-\sigma+K+\frac{1}{2\sigma}\right)\right|_{\eta=\eta_{n}}, (2.30)
R|η=ηn\displaystyle R|_{\eta=\eta_{n}} =1ν((1η2)maYηY+η3m12a)|η=ηn\displaystyle=\frac{1}{\nu}\left.\left((1-\eta^{2})ma\frac{Y_{\eta}}{Y}+\eta\frac{3m-1}{2}a\right)\right|_{\eta=\eta_{n}}
1ν[ma(1+η)σ(σ+K+12σ+η3m12a)]|η=ηn\displaystyle\leq\frac{1}{\nu}\left.\left[\frac{ma(1+\eta)}{\sigma}\left(-\sigma+K+\frac{1}{2\sigma}+\eta\frac{3m-1}{2}a\right)\right]\right|_{\eta=\eta_{n}}
<M10,\displaystyle<-M_{10},

if nn is sufficiently large.

And we have

R(0)=maYη(0)νY(0)<M10.R(0)=\frac{maY_{\eta}(0)}{\nu Y(0)}<-M_{10}. (2.31)

Therefore, R+M10<0R+M_{10}<0 for 0ηηn0\leq\eta\leq\eta_{n}. Since ηn1\eta_{n}\rightarrow 1 as nn\rightarrow\infty, we have R<M10R<-M_{10} for 0η<10\leq\eta<1.

3 Symmetric stationary boundary

The proof of the existence of solutions for problem (1.8), (1.9) is accomplished by the line method which amounts to the construction of approximate solutions for the given problem by means of solutions of a ordinary differential equations.

Set fkfk(η)f(kh,η)f^{k}\equiv f^{k}(\eta)\equiv f(kh,\eta), where h=const>0,k=0,1,2,,[X/h]h=\text{const}>0,k=0,1,2,\cdots,[X/h]. We replace (1.8), (1.9) with the system of differential equations:

Lk(ω):=ν(ωk)2ωηηkη(Ak+μkh)ωkωk1h+(η21)BkωηkηCkωk=0,\displaystyle L_{k}(\omega):=\nu(\omega^{k})^{2}\omega^{k}_{\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{\omega^{k}-\omega^{k-1}}{h}+(\eta^{2}-1)B^{k}\omega^{k}_{\eta}-\eta C^{k}\omega^{k}=0, (3.1)
0η<1,k=0,1,,[X/h],\displaystyle\quad 0\leq\eta<1,\quad k=0,1,\cdots,[X/h],

with the conditions

ωk(1)=0,(νωkωηkv1kωk+Bk)|η=0=0.\omega^{k}(1)=0,\quad(\nu\omega^{k}\omega^{k}_{\eta}-v_{1}^{k}\omega^{k}+B^{k})|_{\eta=0}=0. (3.2)

Here μk=0\mu_{k}=0 for k=0k=0, and μk\mu_{k}, for k1k\geq 1, is a sufficiently large constant to be chosen later and μkμk1\mu_{k}\geq\mu_{k-1}. It should be noted that when m<1m<1, μk0\mu_{k}\equiv 0 for k0k\geq 0. Obviously, the system (3.1), (3.2) is just the system (1.11) and (1.12) when k=0k=0. Next, we use the solution of problem (1.11),(1.12) to proof the existence of solutions for problem (3.1),(3.2).

In what follows, MiM_{i}, KiK_{i}, CiC_{i}, NiN_{i} stand for positive constants independent of hh.

Lemma 3.1.

Problem (3.1), (3.2) admits a solution ωk(η),k=1,2,,[X/h]\omega^{k}(\eta),k=1,2,\cdots,[X/h], which is continuous for 0η10\leq\eta\leq 1 and infinitely differentiable on the segment 0η<10\leq\eta<1, provided that U,v0U,v_{0} satisfy the conditions (1.3). The following estimate holds for this solution

K1(1η)ωk(η)K2(1η)σK_{1}(1-\eta)\leq\omega^{k}(\eta)\leq K_{2}(1-\eta)\sigma (3.3)

for khX,hh0,h0=const>0kh\leq X,h\leq h_{0},h_{0}=\text{const}>0, where σ(η)=lnμ(1η)\sigma(\eta)=\sqrt{-\ln\mu(1-\eta)}, μ=const\mu=\text{const}, 0<μ<10<\mu<1.

Proof.

We obtain the solution of problem (3.1), (3.2) as a limit (ε0\varepsilon\rightarrow 0) of solutions of the following system

Lε,k(ω):=(ν(ωk)2+ε)ωηηkη(Ak+μkh)ωkωk1h+(η21)BkωηkηCkωk=0,\displaystyle L_{\varepsilon,k}(\omega):=(\nu(\omega^{k})^{2}+\varepsilon)\omega^{k}_{\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{\omega^{k}-\omega^{k-1}}{h}+(\eta^{2}-1)B^{k}\omega^{k}_{\eta}-\eta C^{k}\omega^{k}=0, (3.4)
0η<1,k=1,,[X/h],ε>0,\displaystyle 0\leq\eta<1,\quad k=1,\cdots,[X/h],\quad\varepsilon>0,

supplemented with the conditions (3.2). We have established these result for k=0k=0 in Theorem 2.3. we obtain a prior estimate from below by induction. Setting Hk=K1(1η)H^{k}=K_{1}(1-\eta), we find that

Lε,k(H)K1(1η)[(1+η)BkηCk]>0L_{\varepsilon,k}(H)\geq K_{1}(1-\eta)\left[(1+\eta)B^{k}-\eta C^{k}\right]>0 (3.5)

for 0<η<10<\eta<1 and khXkh\leq X. Setting lε,k(ω):=(νωηv1k+Bkωk)|η=0l_{\varepsilon,k}(\omega):=\left.\left(\nu\omega_{\eta}-v_{1}^{k}+\frac{B^{k}}{\omega^{k}}\right)\right|_{\eta=0}, we obtain

lε,k(H)=νK1v1k+BkK1>0,l_{\varepsilon,k}(H)=-\nu K_{1}-v^{k}_{1}+\frac{B^{k}}{K_{1}}>0, (3.6)

provided that K1K_{1} is sufficiently small. Set Sk=ωkHkS^{k}=\omega^{k}-H^{k}. Then we have

(ν(ωk)2+ε)Sηηkη(Ak+μkh)SkSk1h+(η21)BkSηkηCkSk<0,(νSηkBkHkωkSk)|η=0<0.\begin{gathered}(\nu(\omega^{k})^{2}+\varepsilon)S^{k}_{\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{S^{k}-S^{k-1}}{h}+(\eta^{2}-1)B^{k}S^{k}_{\eta}-\eta C^{k}S^{k}<0,\\ \left.\left(\nu S^{k}_{\eta}-\frac{B^{k}}{H^{k}\omega^{k}}S^{k}\right)\right|_{\eta=0}<0.\end{gathered} (3.7)

This inequalities imply that Sk0S^{k}\geq 0 and ωkK1(1η)\omega^{k}\geq K_{1}(1-\eta), since η(Ak+μkh)hηCk0-\eta\frac{(A^{k}+\mu_{k}h)}{h}-\eta C^{k}\leq 0 and BkHkωk<0-\frac{B^{k}}{H^{k}\omega^{k}}<0.

Consider the system (3.4) with the boundary conditions:

ωk(1)=0,(νωηkv1k+Bkψ(ωk))|η=0=0.\omega^{k}(1)=0,\quad\left.\left(\nu\omega^{k}_{\eta}-v_{1}^{k}+\frac{B^{k}}{\psi(\omega^{k})}\right)\right|_{\eta=0}=0. (3.8)

where ψ(x)\psi(x) is an infinitely differentiable function defined for <x<-\infty<x<\infty and such that ψ(x)=x\psi(x)=x for xK1x\geq K_{1}, ψ(x)=K1/2\psi(x)=K_{1}/2 for xK1/4x\leq K_{1}/4 and 0ψ(x)10\leq\psi^{\prime}(x)\leq 1 for K1/4xK1K_{1}/4\leq x\leq K_{1}.

For a solution ω~k\tilde{\omega}^{k} of problem (3.4), (3.8), we have ω~kHk\tilde{\omega}^{k}\geq H^{k}. Indeed, let S~k=ω~kHk\tilde{S}^{k}=\tilde{\omega}^{k}-H^{k}. Then

(νHηkv1k+Bkψ(Hk))|η=0=νK1v1k+BkK1>0,\left.\left(\nu H^{k}_{\eta}-v_{1}^{k}+\frac{B^{k}}{\psi(H^{k})}\right)\right|_{\eta=0}=-\nu K_{1}-v^{k}_{1}+\frac{B^{k}}{K_{1}}>0, (3.9)

because of the choice of K3K_{3}, and

(νS~ηkBkψ(χk)ψ(Hk)Ψ(ω~k)S~k)|η=0<0,ψ(χk)0.\left.\left(\nu\tilde{S}^{k}_{\eta}-\frac{B^{k}\psi^{\prime}(\chi_{k})}{\psi(H^{k})\Psi(\tilde{\omega}^{k})}\tilde{S}^{k}\right)\right|_{\eta=0}<0,\quad\psi^{\prime}(\chi_{k})\geq 0. (3.10)

Hence, ψ(ω~k)=ω~k\psi(\tilde{\omega}^{k})=\tilde{\omega}^{k}, and the solution ω~k\tilde{\omega}^{k} is also a solution of problem (3.4), (3.2).

The existence of solutions for problem (3.4), (3.8) for ε>0\varepsilon>0 can be established by the well-known method based on the Leray-Schauder theorem.

Theorem 3.1.

(Leray-Schauder) In a Banach space XX, consider a family of mappings y=T(x,k)y=T(x,k), where x,yXx,y\in X, kk is a real parameter varying on the segment akba\leq k\leq b.

Assume that:

1) T(x,k)T(x,k) is defined for all xXx\in X and akba\leq k\leq b;

2) for any fixed kk, the operator T(x,k)T(x,k) is continuous on XX, i.e., for any x0Xx^{0}\in X and any ε>0\varepsilon>0, there is a constant δ>0\delta>0 such that T(x,k)T(x0,k)<ε\left\|T(x,k)-T\left(x^{0},k\right)\right\|<\varepsilon, provided that xx0<δ\left\|x-x^{0}\right\|<\delta;

3) on bounded subsets of XX, the operators T(x,k)T(x,k) are uniformly continuous with respect to kk, i.e., for any bounded set X0XX_{0}\subset X and any ε>0\varepsilon>0, there is a constant δ>0\delta>0 such that for xX0x\in X_{0} and |k1k2|<δ|k_{1}-k_{2}|<\delta, k1,k2[a,b]k_{1},k_{2}\in[a,b] we have T(x,k1)T(x,k2)<ε\left\|T\left(x,k_{1}\right)-T\left(x,k_{2}\right)\right\|<\varepsilon;

4) for any fixed k,T(x,k)k,T(x,k) is a compact operator, i.e, it maps each bounded subset of XX into a compact subset of XX;

5) there exists a constant MM such that for any solution xx of the equation xT(x,k)=0(xX,k[a,b])x-T(x,k)=0(x\in X,k\in[a,b]), we have xM\|x\|\leq M;

6) the equation xT(x,a)=0x-T(x,a)=0 has a unique solution in XX.

Then the equation xT(x,b)=0x-T(x,b)=0 admits a solution in XX.

Consider the following system of differential equations depending on a parameter γ[0,1]\gamma\in[0,1]:

(νγ(ωk)2+ε)ωηηkη(Ak+μkh)ωkωk1h+(η21)BkωηkηCkωk=0,(\nu\gamma(\omega^{k})^{2}+\varepsilon)\omega^{k}_{\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{\omega^{k}-\omega^{k-1}}{h}+(\eta^{2}-1)B^{k}\omega^{k}_{\eta}-\eta C^{k}\omega^{k}=0, (3.11)

together with the boundary conditions

ωk(1)=0,(νωηkv1k+Bk[φ(γωk)ωk+1ψ(0)])|η=0=0,\omega^{k}(1)=0,\quad\left.\left(\nu\omega^{k}_{\eta}-v_{1}^{k}+B^{k}\left[\varphi(\gamma\omega^{k})\omega^{k}+\frac{1}{\psi(0)}\right]\right)\right|_{\eta=0}=0, (3.12)

where

xφ(x)=1ψ(x)1Ψ(0)=x01ψ(sx)ψ2(sx)ds,φ(x)0.x\varphi(x)=\frac{1}{\psi(x)}-\frac{1}{\Psi(0)}=-x\int_{0}^{1}\frac{\psi^{\prime}(sx)}{\psi^{2}(sx)ds},\quad\varphi(x)\leq 0. (3.13)

For γ=0\gamma=0, problem (3.11), (3.12) is linear, and it turns into problem (3.4), (3.8) for γ=1\gamma=1.

Let us verify the conditions of the Leray-Schauder theorem 3.1 for this system. Consider the operator T(θ,γ)=ωT(\theta,\gamma)=\omega which maps any vector valued function θ\theta of class Cα([0,1])C^{\alpha}([0,1]) into ω(ω1,,ωm),m=[X/h]\omega\equiv(\omega^{1},\cdots,\omega^{m}),m=[X/h], where ω\omega is a solution of the following linear system of differential equations:

(νγ(θk)2+ε)ωηηkη(Ak+μkh)ωkωk1h+(η21)BkωηkηCkωk=0,(\nu\gamma(\theta^{k})^{2}+\varepsilon)\omega^{k}_{\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{\omega^{k}-\omega^{k-1}}{h}+(\eta^{2}-1)B^{k}\omega^{k}_{\eta}-\eta C^{k}\omega^{k}=0, (3.14)

with the boundary conditions

ωk(1)=0,(νωηkv1k+Bk[φ(γθk)ωk+1ψ(0)])|η=0=0.\omega^{k}(1)=0,\quad\left.\left(\nu\omega^{k}_{\eta}-v_{1}^{k}+B^{k}\left[\varphi(\gamma\theta^{k})\omega^{k}+\frac{1}{\psi(0)}\right]\right)\right|_{\eta=0}=0. (3.15)

For γ=0\gamma=0, problem (3.14), (3.15) admits a unique solution, which follows from the fact that the problem is linear, the coefficient of ωk\omega^{k} in (3.14) is negative, and φ(x)0\varphi(x)\leq 0 for khXkh\leq X.

The solutions ωk\omega^{k} of the problem (3.11), (3.12) are uniformly (with respect to γ\gamma) bounded, together with their second derivatives. We have

(νHηkv1k+Bk[φ(γωk)Hk+1ψ(0)])|η=0=νK1v1k+Bk[φ(γωk)K1+2K1]>0,\left.\left(\nu H^{k}_{\eta}-v_{1}^{k}+B^{k}\left[\varphi(\gamma\omega^{k})H^{k}+\frac{1}{\psi(0)}\right]\right)\right|_{\eta=0}=-\nu K_{1}-v_{1}^{k}+B^{k}\left[\varphi(\gamma\omega^{k})K_{1}+\frac{2}{K_{1}}\right]>0, (3.16)

provided that K1K_{1} is small enough and is independent of γ,h,ε\gamma,h,\varepsilon. Hence, for Sk=ωkHkS^{k}=\omega^{k}-H^{k}, we obtain

(νγ(ωk)2+ε)Sηηkη(Ak+μkh)SkSk1h+(η21)BkSηkηCkSk<0,(νSηk+Bkφ(γωk)Sk)|η=0<0,\begin{gathered}(\nu\gamma(\omega^{k})^{2}+\varepsilon)S^{k}_{\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{S^{k}-S^{k-1}}{h}+(\eta^{2}-1)B^{k}S^{k}_{\eta}-\eta C^{k}S^{k}<0,\\ \left.\left(\nu S^{k}_{\eta}+B^{k}\varphi(\gamma\omega^{k})S^{k}\right)\right|_{\eta=0}<0,\end{gathered} (3.17)

which readily imply that Sk0S^{k}\geq 0 and ωkK1(1η)\omega^{k}\geq K_{1}(1-\eta) for all γ\gamma, khX,0η1,0<ε1kh\leq X,0\leq\eta\leq 1,0<\varepsilon\leq 1.

Let ωk=(K3eαη)ω¯k\omega^{k}=(K_{3}-e^{\alpha\eta})\bar{\omega}^{k}. Choosing α,K3\alpha,K_{3} suitably large, we obtain

(νγ(ωk)2+ε)ω¯ηηkη(Ak+μkh)ω¯kω¯k1h+B¯kω¯ηk+C¯kω¯k=0,(\nu\gamma(\omega^{k})^{2}+\varepsilon)\bar{\omega}^{k}_{\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{\bar{\omega}^{k}-\bar{\omega}^{k-1}}{h}+\bar{B}^{k}\bar{\omega}^{k}_{\eta}+\bar{C}^{k}\bar{\omega}^{k}=0, (3.18)

where C¯k<0\bar{C}^{k}<0, and the boundary conditions

ω¯k(1)=0,(νω¯ηk+D¯kω¯k+E¯k)|η=0=0,\bar{\omega}^{k}(1)=0,\quad\left.\left(\nu\bar{\omega}^{k}_{\eta}+\bar{D}^{k}\bar{\omega}^{k}+\bar{E}^{k}\right)\right|_{\eta=0}=0, (3.19)

where D¯k<0\bar{D}^{k}<0. Indeed, we have

C¯k\displaystyle\bar{C}^{k} =ηCk(νγ(ωk)2+ε)α2eαηK3eαη(η21)BkαeαηK3eαη,\displaystyle=-\eta C^{k}-\frac{(\nu\gamma(\omega^{k})^{2}+\varepsilon)\alpha^{2}e^{\alpha\eta}}{K_{3}-e^{\alpha\eta}}-\frac{(\eta^{2}-1)B^{k}\alpha e^{\alpha\eta}}{K_{3}-e^{\alpha\eta}}, (3.20)
D¯k\displaystyle\bar{D}^{k} =Bkφ(γωk)αeαηK3eαη.\displaystyle=B^{k}\varphi(\gamma\omega^{k})-\frac{\alpha e^{\alpha\eta}}{K_{3}-e^{\alpha\eta}}.

By the maximum principle, it easily follows that ωk\omega^{k} is bounded uniformly in γ\gamma.

The estimate for the derivatives ωηk\omega^{k}_{\eta}, uniform in γ\gamma, follows from the first order equations obtained from (3.11) for the function ωηk\omega^{k}_{\eta}, as well as from the estimate for ωηk\omega^{k}_{\eta} at η=0\eta=0 obtained from (3.12). Indeed, it follows from (3.11), for zk=ωηkz^{k}=\omega^{k}_{\eta}, that

(νγ(ωk)2+ε)zηk+(η21)Bkzk=ηCkωk+η(Ak+μkh)ωkωk1h.(\nu\gamma(\omega^{k})^{2}+\varepsilon)z^{k}_{\eta}+(\eta^{2}-1)B^{k}z^{k}=\eta C^{k}\omega^{k}+\eta(A^{k}+\mu_{k}h)\frac{\omega^{k}-\omega^{k-1}}{h}. (3.21)

Let

I(η)=(η21)Bkνγ(ωk)2+ε,J(η)=ηCkωk+η(Ak+μkh)ωkωk1hνγ(ωk)2+ε,I(\eta)=\frac{(\eta^{2}-1)B^{k}}{\nu\gamma(\omega^{k})^{2}+\varepsilon},J(\eta)=\frac{\eta C^{k}\omega^{k}+\eta(A^{k}+\mu_{k}h)\frac{\omega^{k}-\omega^{k-1}}{h}}{\nu\gamma(\omega^{k})^{2}+\varepsilon}, (3.22)

and we can obtain

zηk+Izk=J,z^{k}_{\eta}+Iz^{k}=J, (3.23)

we have

zk(η)=(zk(0)+0ηJ(τ)e0τI(s)𝑑s𝑑τ)e0ηI(s)𝑑s.z^{k}(\eta)=\left(z^{k}(0)+\int_{0}^{\eta}J(\tau)e^{\int_{0}^{\tau}I(s)ds}d\tau\right)e^{-\int_{0}^{\eta}I(s)ds}. (3.24)

Hence, |ωηk|K4(ε)|\omega^{k}_{\eta}|\leq K_{4}(\varepsilon).

The derivatives ωηηk\omega^{k}_{\eta\eta} are found from (3.11), since we have

ε|ωηηk||η(Ak+μkh)ωkωk1h+(1η2)Bkωηk+ηCkωk|K5(ε).\varepsilon|\omega^{k}_{\eta\eta}|\leq\left|\eta(A^{k}+\mu_{k}h)\frac{\omega^{k}-\omega^{k-1}}{h}+(1-\eta^{2})B^{k}\omega^{k}_{\eta}+\eta C^{k}\omega^{k}\right|\leq K_{5}(\varepsilon). (3.25)

According to the well-known estimates of Schauder type (see Gilbarg and Trudinger [4]), we can estimate (uniformly in γ\gamma) the C2,αC^{2,\alpha} norm of solution ωk\omega^{k} to problem (3.14), (3.15). The constant in this estimates depends on the CαC^{\alpha} norm of θ(η)\theta(\eta).

It follows that the operator T(θ,γ)T(\theta,\gamma) maps a bounded set formed by functions θ\theta in Cα([0,1])C^{\alpha}([0,1]) into a compact set formed by ω\omega in C2([0,1])C^{2}([0,1]). The continuity properties of T(θ,γ)T(\theta,\gamma) required by the Leray-Schauder theorem follow from the continuity of the conditions that hold for the difference of the solutions of problem (3.14), (3.15) for different θ\theta and γ\gamma, as well as from the estimates, which hold uniformly with respect to γ\gamma, for these solutions and their derivatives.

Thus, the existence of a solution for problem (3.4), (3.8) with ε>0\varepsilon>0 is a consequence of the Leray-Schauder theorem.

Now, for these solutions, let us prove uniform estimates from above. Set H1=K2(1η)σH_{1}=K_{2}(1-\eta)\sigma. For μ\mu, we can take any constant such that μ<1\mu<1 and σ>1\sigma>1 for 0η<10\leq\eta<1. We have

Lε,k(H1)=\displaystyle L_{\varepsilon,k}(H_{1})= εK2(12(1η)σ+14(1η)σ3)νK2(1η)σ(K222+K224σ)\displaystyle-\varepsilon K_{2}(\frac{1}{2(1-\eta)\sigma}+\frac{1}{4(1-\eta)\sigma^{3}})-\nu K_{2}(1-\eta)\sigma(\frac{K^{2}_{2}}{2}+\frac{K^{2}_{2}}{4\sigma})
+(η21)BkK2(σ+12σ)ηCkK2(1η)σ\displaystyle+(\eta^{2}-1)B^{k}K_{2}(-\sigma+\frac{1}{2\sigma})-\eta C^{k}K_{2}(1-\eta)\sigma
\displaystyle\leq K2(1η)σ[νK222+νK224σ(1+η)(112σ2)Bk+ηCk]\displaystyle-K_{2}(1-\eta)\sigma\left[\nu\frac{K^{2}_{2}}{2}+\nu\frac{K^{2}_{2}}{4\sigma}-(1+\eta)(1-\frac{1}{2\sigma^{2}})B^{k}+\eta C^{k}\right]
<\displaystyle< 0\displaystyle 0

for 0<η<10<\eta<1, provided that K2K_{2} is suitably large and independent of h,εh,\varepsilon. Further, we have

lε,k(H1)=(νK2(σ+12σ)v1k+BkK2σ)|η=0<0,l_{\varepsilon,k}(H_{1})=\left.\left(\nu K_{2}(-\sigma+\frac{1}{2\sigma})-v^{k}_{1}+\frac{B^{k}}{K_{2}\sigma}\right)\right|_{\eta=0}<0, (3.26)

if μ<e1/2\mu<e^{-1/2} and K2K_{2} is chosen sufficiently large. The difference S1k=ωkH1kS^{k}_{1}=\omega^{k}-H^{k}_{1} satisfies the inequalities

(ν(ωk)2+ε)S1ηηkη(Ak+μkh)S1kS1k1h+(η21)BkS1ηkηCkS1k+νH1ηηk(ωk+H1k)Sk>0,(νS1ηkBkH1kωkS1k)|η=0>0.\begin{gathered}(\nu(\omega^{k})^{2}+\varepsilon)S^{k}_{1\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{S^{k}_{1}-S^{k-1}_{1}}{h}+(\eta^{2}-1)B^{k}S^{k}_{1\eta}-\eta C^{k}S^{k}_{1}+\nu H^{k}_{1\eta\eta}(\omega^{k}+H^{k}_{1})S^{k}>0,\\ \left.\left(\nu S^{k}_{1\eta}-\frac{B^{k}}{H^{k}_{1}\omega^{k}}S^{k}_{1}\right)\right|_{\eta=0}>0.\end{gathered} (3.27)

These inequalities readily imply that S1k0S^{k}_{1}\leq 0 and ωkK2(1η)σ\omega^{k}\leq K_{2}(1-\eta)\sigma for 0η10\leq\eta\leq 1 and khXkh\leq X, since η(Ak+μkh)hηCk+νH1ηηk(ωk+H1k)<0-\eta\frac{(A^{k}+\mu_{k}h)}{h}-\eta C^{k}+\nu H^{k}_{1\eta\eta}(\omega^{k}+H^{k}_{1})<0 and BkV1kωk<0-\frac{B^{k}}{V^{k}_{1}\omega^{k}}<0.

From equations (3.4) and the boundary conditions (3.2) for η=0\eta=0, in combination with the two-sided estimates for ωk\omega^{k}, we obtain estimates for ωηk,ωηηk\omega_{\eta}^{k},\omega_{\eta\eta}^{k} which hold on any segment 0η1δ,δ=const>00\leq\eta\leq 1-\delta,\delta=\text{const}>0, uniformly with respect to ε\varepsilon. Differentiating equation (3.4) with respect to η\eta, we can show that the derivatives of ωk\omega_{k} up to any given order are bounded on the segment 0η1δ0\leq\eta\leq 1-\delta, uniformly with respect to ε\varepsilon.

Consequently, from the family of solutions wkw^{k} of problem (3.4), (3.2) depending on the parameter ε\varepsilon, 0<ε10<\varepsilon\leq 1, we can extract a sequence ωk\omega^{k} such that ωk\omega^{k}, together with their derivatives of any given order, are uniformly convergent on the segment 0η1δ0\leq\eta\leq 1-\delta, as ε0\varepsilon\rightarrow 0. Obviously, the estimates (3.3) hold for the limit functions ωk\omega^{k}. Further the limit function is continuous on 0η10\leq\eta\leq 1, it vanishes for η=1\eta=1 and satisfies (3.1), (3.2).

Lemma 3.2.

Assume U(x)U(x) and v0(x)v_{0}(x) satisfy the conditions (1.3). Then, if khXkh\leq X and X>0X>0 is sufficiently small, problem (3.1),(3.2) has a solution with the following properties:

Y(1M11kh)ωkY(1+M12kh),|ωkωk1h|M13Y,Yη(1+M14kh)ωηkYη(1M15kh),form13,M16σωηkM17σ,for0<m<13,M18ωkωηηkM19,\begin{gathered}Y(1-M_{11}kh)\leq\omega^{k}\leq Y(1+M_{12}kh),\\ |\frac{\omega^{k}-\omega^{k-1}}{h}|\leq M_{13}Y,\\ Y_{\eta}(1+M_{14}kh)\leq\omega^{k}_{\eta}\leq Y_{\eta}(1-M_{15}kh),\quad\text{for}\quad m\geq\frac{1}{3},\\ -M_{16}\sigma\leq\omega^{k}_{\eta}\leq-M_{17}\sigma,\quad\text{for}\quad 0<m<\frac{1}{3},\\ -M_{18}\leq\omega^{k}\omega^{k}_{\eta\eta}\leq-M_{19},\end{gathered} (3.28)

where σ(η)=lnμ(1η)\sigma(\eta)=\sqrt{-\ln\mu(1-\eta)}, μ=const\mu=\text{const}, 0<μ<10<\mu<1, δ1<δ\delta_{1}<\delta , δ\delta is sufficiently small.

Proof.

The inequalities will be prove by induction. We have established these inequalities for k=0k=0 in Theorem 2.3. Let us show that there exist constants M11,,M19M_{11},\cdots,M_{19} such that these inequalities being valid for k1k-1 imply their validity for k,k1k,k\geq 1, if khXkh\leq X and XX is independent of kk. Set

Φk=Y(1M11kh).\Phi^{k}=Y(1-M_{11}kh). (3.29)

Then

Lk(Φ)\displaystyle L^{k}(\Phi) =νY2Yηη(1M11kh)3+η(Ak+μkh)M11Y+(η21)BkYη(1M11kh)\displaystyle=\nu Y^{2}Y_{\eta\eta}(1-M_{11}kh)^{3}+\eta(A^{k}+\mu_{k}h)M_{11}Y+(\eta^{2}-1)B^{k}Y_{\eta}(1-M_{11}kh) (3.30)
ηCkY(1M11kh)\displaystyle\qquad-\eta C^{k}Y(1-M_{11}kh)
=L(Y)(1M11kh)+νY2Yηη[(1M11kh)21](1M11kh)\displaystyle=L(Y)(1-M_{11}kh)+\nu Y^{2}Y_{\eta\eta}[(1-M_{11}kh)^{2}-1](1-M_{11}kh)
+ηM11Y(kh(a+a1k)+μkh)+(η21)Yη(ma1k+kha1ξk)(1M11kh)\displaystyle\qquad+\eta M_{11}Y(kh(a+a_{1}^{k})+\mu_{k}h)+(\eta^{2}-1)Y_{\eta}(ma_{1}^{k}+kha_{1\xi}^{k})(1-M_{11}kh)
ηY(3m12a1k+kha1ξk)(1M11kh)\displaystyle\qquad-\eta Y(\frac{3m-1}{2}a_{1}^{k}+kha_{1\xi}^{k})(1-M_{11}kh)
2M11M10Ykh+ηM11Y(akh+μkh)+(η21)Yη(ma1k+kha1ξk)\displaystyle\geq 2M_{11}M_{10}Ykh+\eta M_{11}Y(akh+\mu_{k}h)+(\eta^{2}-1)Y_{\eta}(ma_{1}^{k}+kha_{1\xi}^{k})
ηY(3m12a1k+kha1ξk)N1(kh)2\displaystyle\qquad-\eta Y(\frac{3m-1}{2}a_{1}^{k}+kha_{1\xi}^{k})-N_{1}(kh)^{2}
>0,\displaystyle>0,

for 0<η<10<\eta<1, khX1kh\leq X_{1}, where M11M_{11} is sufficiently large and independent of h,kh,k.

Setting lk(ω):=(νωηv1k+Bkωk)|η=0l_{k}(\omega):=\left.\left(\nu\omega_{\eta}-v_{1}^{k}+\frac{B^{k}}{\omega^{k}}\right)\right|_{\eta=0}, we obtain

lk(Φ)\displaystyle l_{k}(\Phi) =(νYη(1M11kh)(b+b1k)+BkY(1M11kh))|η=0\displaystyle=(\nu Y_{\eta}(1-M_{11}kh)-(b+b_{1}^{k})+\frac{B^{k}}{Y(1-M_{11}kh)})|_{\eta=0} (3.31)
=νM11Yη(0)khb1k+maM11khY(0)(1M11kh)+ma1k+kha1ξkY(0)(1M11kh)\displaystyle=-\nu M_{11}Y_{\eta}(0)kh-b_{1}^{k}+\frac{maM_{11}kh}{Y(0)(1-M_{11}kh)}+\frac{ma_{1}^{k}+kha_{1\xi}^{k}}{Y(0)(1-M_{11}kh)}
>0,\displaystyle>0,

if khX1kh\leq X_{1} and M11M_{11} is sufficiently large.

Consider the functions sk=ωkΦks^{k}=\omega^{k}-\Phi^{k}. we have

ν(ωk)2sηηkη(Ak+μkh)sksk1h+(η21)BksηkηCksk+Φηηk(Φk+ωk)sk<0,\nu(\omega^{k})^{2}s^{k}_{\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{s^{k}-s^{k-1}}{h}+(\eta^{2}-1)B^{k}s^{k}_{\eta}-\eta C^{k}s^{k}+\Phi^{k}_{\eta\eta}(\Phi^{k}+\omega^{k})s^{k}<0, (3.32)

for 0<η<10<\eta<1, khX1kh\leq X_{1}. We also have

sk(1)=0,(νsηkBkΦkωksk)|η=0<0,s^{k}(1)=0,\quad\left.\left(\nu s^{k}_{\eta}-\frac{B^{k}}{\Phi^{k}\omega^{k}}s^{k}\right)\right|_{\eta=0}<0, (3.33)

for khX1kh\leq X_{1}. And we have

η(Ak+μkh)hηCk+Φηηk(Φk+ωk)ηkaημkη3m12a+ηN2kh0,BkΦkωk<0.\begin{gathered}-\eta\frac{(A^{k}+\mu_{k}h)}{h}-\eta C^{k}+\Phi^{k}_{\eta\eta}(\Phi^{k}+\omega^{k})\leq-\eta ka-\eta\mu_{k}-\eta\frac{3m-1}{2}a+\eta N_{2}kh\leq 0,\\ -\frac{B^{k}}{\Phi^{k}\omega^{k}}<0.\end{gathered} (3.34)

Since the coefficients of sks^{k} in (3.32) and (3.33) are negative for khX1kh\leq X_{1}, we can obtain sk0s^{k}\geq 0, i.e. ωkY(1M11kh)\omega^{k}\geq Y(1-M_{11}kh) for 0η10\leq\eta\leq 1 and khX1kh\leq X_{1}. In a similar way we show that

ωkY(1+M12kh),\omega^{k}\leq Y(1+M_{12}kh), (3.35)

for 0η10\leq\eta\leq 1 and khX2kh\leq X_{2}, where M12M_{12} is sufficiently large and independent of h,kh,k.

Set

ωηk=zk,wkwk1h=rk.\omega^{k}_{\eta}=z^{k},\quad\frac{w^{k}-w^{k-1}}{h}=r^{k}. (3.36)

Let us write out the equations for zkz^{k} and rkr^{k}, k1k\geq 1. Differentiating (3.1) with respect to η\eta, we get

Pk(z):=\displaystyle P_{k}(z):= ν(ωk)2zηηk+(η21)Bkzηk+η(2BkCk)zkη(Ak+μkh)zkzk1h\displaystyle\nu(\omega^{k})^{2}z^{k}_{\eta\eta}+(\eta^{2}-1)B^{k}z^{k}_{\eta}+\eta(2B^{k}-C^{k})z^{k}-\eta(A^{k}+\mu_{k}h)\frac{z^{k}-z^{k-1}}{h} (3.37)
+2νωkzkzηk(Ak+μkh)rkCkωk=0.\displaystyle\quad+2\nu\omega^{k}z^{k}z^{k}_{\eta}-(A^{k}+\mu_{k}h)r^{k}-C^{k}\omega^{k}=0.

From the boundary condition (3.2) we get

(νzkv1k+Bkwk)|η=0=0.\left.\left(\nu z^{k}-v_{1}^{k}+\frac{B^{k}}{w^{k}}\right)\right|_{\eta=0}=0. (3.38)

Subtracting from the equation (3.1) for ωk\omega^{k} that for ωk1\omega^{k-1} and dividing the result by hh, we obtain

ν(ωk)2rηηk+(η21)Bkrηkη(Ak1+μk1h)rkrk1hηCkrkη(AkAk1h+(μkμk1))rk\displaystyle\nu(\omega^{k})^{2}r^{k}_{\eta\eta}+(\eta^{2}-1)B^{k}r^{k}_{\eta}-\eta(A^{k-1}+\mu_{k-1}h)\frac{r^{k}-r^{k-1}}{h}-\eta C^{k}r^{k}-\eta\left(\frac{A^{k}-A^{k-1}}{h}+(\mu_{k}-\mu_{k-1})\right)r^{k} (3.39)
+ωk+ωk1(ωk1)2(η(Ak1+μk1h)rk1+(1η2)Bk1zk1+ηCk1ωk1)rk\displaystyle+\frac{\omega^{k}+\omega^{k-1}}{(\omega^{k-1})^{2}}\left(\eta(A^{k-1}+\mu_{k-1}h)r^{k-1}+(1-\eta^{2})B^{k-1}z^{k-1}+\eta C^{k-1}\omega^{k-1}\right)r^{k}
+(η21)BkBk1hzk1ηCkCk1hωk1=0.\displaystyle+(\eta^{2}-1)\frac{B^{k}-B^{k-1}}{h}z^{k-1}-\eta\frac{C^{k}-C^{k-1}}{h}\omega^{k-1}=0.

Similarly, from (3.2) we obtain

rk(1)=0,(νrηkBkωkωk1rkv1kv1k1h+BkBk1hωk1)|η=0=0.r^{k}(1)=0,\quad\left.\left(\nu r^{k}_{\eta}-\frac{B^{k}}{\omega^{k}\omega^{k-1}}r^{k}-\frac{v^{k}_{1}-v^{k-1}_{1}}{h}+\frac{B^{k}-B^{k-1}}{h\omega^{k-1}}\right)\right|_{\eta=0}=0. (3.40)

Let us introduce the following functions:

Rk(φ):=\displaystyle R_{k}(\varphi):= ν(ωk)2φηηk+(η21)Bkφηkη(Ak1+μk1h)φkφk1h\displaystyle\nu(\omega^{k})^{2}\varphi^{k}_{\eta\eta}+(\eta^{2}-1)B^{k}\varphi^{k}_{\eta}-\eta(A^{k-1}+\mu_{k-1}h)\frac{\varphi^{k}-\varphi^{k-1}}{h} (3.41)
ηCkφkη(AkAk1h+(μkμk1))φk\displaystyle\quad-\eta C^{k}\varphi^{k}-\eta\left(\frac{A^{k}-A^{k-1}}{h}+(\mu_{k}-\mu_{k-1})\right)\varphi^{k}
+ωk+ωk1(ωk1)2(η(Ak1+μk1h)rk1+(1η2)Bk1zk1+ηCk1ωk1)φk,\displaystyle\quad+\frac{\omega^{k}+\omega^{k-1}}{(\omega^{k-1})^{2}}\left(\eta(A^{k-1}+\mu_{k-1}h)r^{k-1}+(1-\eta^{2})B^{k-1}z^{k-1}+\eta C^{k-1}\omega^{k-1}\right)\varphi^{k},
ρk(φ):=\displaystyle\rho_{k}(\varphi):= (νφηkBkωkωk1φk)|η=0.\displaystyle\left.\left(\nu\varphi^{k}_{\eta}-\frac{B^{k}}{\omega^{k}\omega^{k-1}}\varphi^{k}\right)\right|_{\eta=0}.

Setting φk=M13Y\varphi^{k}=M_{13}Y, we find that

Rk(φ)=\displaystyle R_{k}(\varphi)= M13{ν(ωk)2Yηη+(η21)BkYηηCkYη(AkAk1h+(μkμk1))Y\displaystyle M_{13}\{\nu(\omega^{k})^{2}Y_{\eta\eta}+(\eta^{2}-1)B^{k}Y_{\eta}-\eta C^{k}Y-\eta\left(\frac{A^{k}-A^{k-1}}{h}+(\mu_{k}-\mu_{k-1})\right)Y (3.42)
+ωk+ωk1(ωk1)2(η(Ak1+μk1h)rk1+(1η2)Bk1zk1+ηCk1ωk1)Y}\displaystyle\quad+\frac{\omega^{k}+\omega^{k-1}}{(\omega^{k-1})^{2}}\left(\eta(A^{k-1}+\mu_{k-1}h)r^{k-1}+(1-\eta^{2})B^{k-1}z^{k-1}+\eta C^{k-1}\omega^{k-1}\right)Y\}
=\displaystyle= M13{L(Y)+ν[(ωk)2Y2]Yηη+(η21)(ma1k+kha1ξk)Yη\displaystyle M_{13}\{L(Y)+\nu[(\omega^{k})^{2}-Y^{2}]Y_{\eta\eta}+(\eta^{2}-1)(ma^{k}_{1}+kha^{k}_{1\xi})Y_{\eta}
η(3m12a1k+kha1ξk)Yη(AkAk1h+(μkμk1))Y\displaystyle\quad-\eta(\frac{3m-1}{2}a^{k}_{1}+kha^{k}_{1\xi})Y-\eta\left(\frac{A^{k}-A^{k-1}}{h}+(\mu_{k}-\mu_{k-1})\right)Y
+ωk+ωk1(ωk1)2(η(Ak1+μk1h)rk1+(1η2)Bk1zk1+ηCk1ωk1)Y}.\displaystyle\quad+\frac{\omega^{k}+\omega^{k-1}}{(\omega^{k-1})^{2}}\left(\eta(A^{k-1}+\mu_{k-1}h)r^{k-1}+(1-\eta^{2})B^{k-1}z^{k-1}+\eta C^{k-1}\omega^{k-1}\right)Y\}.

And we have

Rk(φ)+|(η21)BkBk1hzk1ηCkCk1hωk1|<0,R_{k}(\varphi)+\left|(\eta^{2}-1)\frac{B^{k}-B^{k-1}}{h}z^{k-1}-\eta\frac{C^{k}-C^{k-1}}{h}\omega^{k-1}\right|<0, (3.43)

for 0<η<10<\eta<1, provided khX3kh\leq X_{3} and M13M_{13} is sufficiently large and does not depend on k,hk,h. This is possible, since

M13ωk+ωk1(ωk1)2(1η2)Bk1zk1Y+|(η21)BkBk1hzk1|0,M13ωk+ωk1(ωk1)2ηCk1ωk1Y+|ηCkCk1hωk1|0,|ν[(ωk)2Y2]Yηη+(η21)(ma1k+kha1ξk)Yηη(3m12a1k+kha1ξk)Y|C1Ykh,ωk+ωk1(ωk1)2(η(Ak1+μk1h)rk1+(1η2)Bk1zk1+ηCk1ωk1)YC2Y.\begin{gathered}M_{13}\frac{\omega^{k}+\omega^{k-1}}{(\omega^{k-1})^{2}}(1-\eta^{2})B^{k-1}z^{k-1}Y+\left|(\eta^{2}-1)\frac{B^{k}-B^{k-1}}{h}z^{k-1}\right|\leq 0,\\ M_{13}\frac{\omega^{k}+\omega^{k-1}}{(\omega^{k-1})^{2}}\eta C^{k-1}\omega^{k-1}Y+\left|-\eta\frac{C^{k}-C^{k-1}}{h}\omega^{k-1}\right|\leq 0,\\ \left|\nu[(\omega^{k})^{2}-Y^{2}]Y_{\eta\eta}+(\eta^{2}-1)(ma^{k}_{1}+kha^{k}_{1\xi})Y_{\eta}-\eta(\frac{3m-1}{2}a^{k}_{1}+kha^{k}_{1\xi})Y\right|\leq C_{1}Ykh,\\ \frac{\omega^{k}+\omega^{k-1}}{(\omega^{k-1})^{2}}\left(\eta(A^{k-1}+\mu_{k-1}h)r^{k-1}+(1-\eta^{2})B^{k-1}z^{k-1}+\eta C^{k-1}\omega^{k-1}\right)Y\leq-C_{2}Y.\end{gathered} (3.44)

Let us calculate ρk(φ)\rho_{k}(\varphi). We have

ρk(φ)=M13(νYηBkωkωk1Y)|η=0<M13γ,\rho_{k}(\varphi)=\left.M_{13}\left(\nu Y_{\eta}-\frac{B^{k}}{\omega^{k}\omega^{k-1}}Y\right)\right|_{\eta=0}<-M_{13}\gamma, (3.45)

where γ\gamma is a positive constant. It is easy to see that

ρk(φ)+|v1kv1k1h+BkBk1hωk1||η=0<0,\rho_{k}(\varphi)+\left.\left|-\frac{v^{k}_{1}-v^{k-1}_{1}}{h}+\frac{B^{k}-B^{k-1}}{h\omega^{k-1}}\right|\right|_{\eta=0}<0, (3.46)

if khX3kh\leq X_{3} and M13M_{13} is sufficiently large and does not depend on k,hk,h.

Consider the functions ϕ±k=φk±rk\phi^{k}_{\pm}=\varphi^{k}\pm r^{k}. We have

Rk(ϕ±)=\displaystyle R_{k}(\phi_{\pm})= ν(ωk)2ϕ±ηηk+(η21)Bkϕ±ηkηAk1ϕ±kϕ±k1h\displaystyle\nu(\omega^{k})^{2}\phi^{k}_{\pm\eta\eta}+(\eta^{2}-1)B^{k}\phi^{k}_{\pm\eta}-\eta A^{k-1}\frac{\phi^{k}_{\pm}-\phi^{k-1}_{\pm}}{h} (3.47)
+[(ωk+ωk1)νωηηk1ηCkηAkAk1h]ϕ±k<0,\displaystyle+\left[(\omega^{k}+\omega^{k-1})\nu\omega^{k-1}_{\eta\eta}-\eta C^{k}-\eta\frac{A^{k}-A^{k-1}}{h}\right]\phi^{k}_{\pm}<0,

for 0<η<10<\eta<1, if khX3kh\leq X_{3}. We also have

ρk(ϕ±)=(νϕ±ηkBkωkωk1ϕ±k)|η=0<0,ϕ±k(1)=0,\rho_{k}(\phi_{\pm})=\left.\left(\nu\phi^{k}_{\pm\eta}-\frac{B^{k}}{\omega^{k}\omega^{k-1}}\phi^{k}_{\pm}\right)\right|_{\eta=0}<0,\quad\phi^{k}_{\pm}(1)=0, (3.48)

if khX3kh\leq X_{3}. And we have

ωk+ωk1(ωk1)2(η(Ak1+μk1h)rk1+(1η2)Bk1zk1+ηCk1ωk1)\displaystyle\frac{\omega^{k}+\omega^{k-1}}{(\omega^{k-1})^{2}}\left(\eta(A^{k-1}+\mu_{k-1}h)r^{k-1}+(1-\eta^{2})B^{k-1}z^{k-1}+\eta C^{k-1}\omega^{k-1}\right) (3.49)
ηCkη(AkAk1h+(μkμk1))η(Ak1+μk1h)h\displaystyle\quad-\eta C^{k}-\eta\left(\frac{A^{k}-A^{k-1}}{h}+(\mu_{k}-\mu_{k-1})\right)-\eta\frac{(A^{k-1}+\mu_{k-1}h)}{h}
\displaystyle\leq η3m12aηaη(k1)aημk+ηN3kh0,\displaystyle-\eta\frac{3m-1}{2}a-\eta a-\eta(k-1)a-\eta\mu_{k}+\eta N_{3}kh\leq 0,

for khX3kh\leq X_{3}. Since the coefficients of ϕ±k\phi^{k}_{\pm} in (3.47) and (3.48) are negative for khX3kh\leq X_{3}, we can obtain ϕ±k0\phi^{k}_{\pm}\geq 0, i.e. |ωkωk1h|M13Y\left|\frac{\omega^{k}-\omega^{k-1}}{h}\right|\leq M_{13}Y for 0η10\leq\eta\leq 1 and khX3kh\leq X_{3}.

Let us estimate zk=wηkz^{k}=w^{k}_{\eta} when m13m\geq\frac{1}{3}. Setting F1k=Yη(1+M14kh)F^{k}_{1}=Y_{\eta}(1+M_{14}kh), we find that

Pk(F1)=\displaystyle P_{k}(F_{1})= ν(ωk)2Yηηη(1+M14kh)+(η21)BkYηη(1+M14kh)+η(2BkCk)Yη(1+M14kh)\displaystyle\nu(\omega^{k})^{2}Y_{\eta\eta\eta}(1+M_{14}kh)+(\eta^{2}-1)B^{k}Y_{\eta\eta}(1+M_{14}kh)+\eta(2B^{k}-C^{k})Y_{\eta}(1+M_{14}kh) (3.50)
η(Ak+μkh)YηM14+2ωkYηYηη(1+M14kh)2(Ak+μkh)rkCkωk\displaystyle\quad-\eta(A^{k}+\mu_{k}h)Y_{\eta}M_{14}+2\omega^{k}Y_{\eta}Y_{\eta\eta}(1+M_{14}kh)^{2}-(A^{k}+\mu_{k}h)r^{k}-C^{k}\omega^{k}
=\displaystyle= (1+M14kh)[(L(Y))η+((ωk)2Y2)Yηηη+(η21)(ma1k+kha1ξk)Yηη\displaystyle(1+M_{14}kh)[(L(Y))_{\eta}+((\omega^{k})^{2}-Y^{2})Y_{\eta\eta\eta}+(\eta^{2}-1)(ma^{k}_{1}+kha^{k}_{1\xi})Y_{\eta\eta}
+η(2ma1k+2kha1ξk3m12a1kkha1ξk)Yη]η(Ak+μkh)M14Yη\displaystyle\quad+\eta(2ma^{k}_{1}+2kha^{k}_{1\xi}-\frac{3m-1}{2}a^{k}_{1}-kha^{k}_{1\xi})Y_{\eta}]-\eta(A^{k}+\mu_{k}h)M_{14}Y_{\eta}
+2YηYηη(ωk(1+M14kh)Y)(1+M14kh)(Ak+μkh)rk\displaystyle\quad+2Y_{\eta}Y_{\eta\eta}(\omega^{k}(1+M_{14}kh)-Y)(1+M_{14}kh)-(A^{k}+\mu_{k}h)r^{k}
Ckωk+3m12aY(1+M14kh).\displaystyle\quad-C^{k}\omega^{k}+\frac{3m-1}{2}aY(1+M_{14}kh).

Where

(L(Y))η=νY2Yηηη+2νYYηYηη+(η21)maYηη+2ηmaYηη3m12aYη3m12aY=0.(L(Y))_{\eta}=\nu Y^{2}Y_{\eta\eta\eta}+2\nu YY_{\eta}Y_{\eta\eta}+(\eta^{2}-1)maY_{\eta\eta}+2\eta maY_{\eta}-\eta\frac{3m-1}{2}aY_{\eta}-\frac{3m-1}{2}aY=0. (3.51)

It follows that |Y2Yηηη|C3|Yη||Y^{2}Y_{\eta\eta\eta}|\leq C_{3}|Y_{\eta}|. And we have

|(1+M14kh)[((ωk)2Y2)Yηηη+(η21)(ma1k+kha1ξk)Yηη\displaystyle\left|(1+M_{14}kh)[((\omega^{k})^{2}-Y^{2})Y_{\eta\eta\eta}+(\eta^{2}-1)(ma^{k}_{1}+kha^{k}_{1\xi})Y_{\eta\eta}\right.
+η(2ma1k+2kha1ξk3m12a1kkha1ξk)Yη]|C4|Yη|kh,\displaystyle\left.+\eta(2ma^{k}_{1}+2kha^{k}_{1\xi}-\frac{3m-1}{2}a^{k}_{1}-kha^{k}_{1\xi})Y_{\eta}]\right|\leq C_{4}|Y_{\eta}|kh,
2YηYηη(ωk(1+M14kh)Y)(1+M14kh)2C5|Yη|(M14M11)kh,\displaystyle 2Y_{\eta}Y_{\eta\eta}(\omega^{k}(1+M_{14}kh)-Y)(1+M_{14}kh)\geq 2C_{5}|Y_{\eta}|(M_{14}-M_{11})kh,
(Ak+μkh)rkCkωk+3m12aY(1+M14kh)C6Y(M14C7)kh.\displaystyle-(A^{k}+\mu_{k}h)r^{k}-C^{k}\omega^{k}+\frac{3m-1}{2}aY(1+M_{14}kh)\geq C_{6}Y(M_{14}-C_{7})kh.

Then Pk(F1)>0P_{k}(F_{1})>0 for 0<η<10<\eta<1 and khX4kh\leq X_{4}, where X4X_{4} is sufficiently small, if M14M_{14} is chosen large enough.

It follows the first inequality of (3.28) that there exist sequences ηn1,ηn′′1(n)\eta^{\prime}_{n}\rightarrow 1,\eta^{\prime\prime}_{n}\rightarrow 1(n\rightarrow\infty) such that

zk|η=ηnYη(ηn)(1M11kh),zk|η=ηn′′Yη(ηn′′)(1+M12kh).\begin{gathered}z^{k}|_{\eta=\eta^{\prime}_{n}}\leq Y_{\eta}(\eta^{\prime}_{n})(1-M_{11}kh),\\ z^{k}|_{\eta=\eta^{\prime\prime}_{n}}\geq Y_{\eta}(\eta^{\prime\prime}_{n})(1+M_{12}kh).\end{gathered} (3.52)

Let M14>M12M_{14}>M_{12}. Consider the function yk=zkF1ky^{k}=z^{k}-F^{k}_{1}. Then we have yk|η=ηn′′>0y^{k}|_{\eta=\eta^{\prime\prime}_{n}}>0. It is easy to see that

yk(0)=[YηM14kh+v1kν+1ν(maYBkωk)]|η=00y^{k}(0)=\left.\left[-Y_{\eta}M_{14}kh+\frac{v_{1}^{k}}{\nu}+\frac{1}{\nu}\left(\frac{ma}{Y}-\frac{B^{k}}{\omega^{k}}\right)\right]\right|_{\eta=0}\geq 0 (3.53)

for large enough M14M_{14}.

For 0<η<10<\eta<1, the function yky^{k} satisfies the following relation:

Pk(z)Pk(F1)=\displaystyle P_{k}(z)-P_{k}(F_{1})= ν(ωk)2yηηk+(η21)Bkyηk+η(2BkCk)yk\displaystyle\nu(\omega^{k})^{2}y^{k}_{\eta\eta}+(\eta^{2}-1)B^{k}y^{k}_{\eta}+\eta(2B^{k}-C^{k})y^{k} (3.54)
η(Ak+μkh)ykyk1h+2ωkzkyηk+2ωkF1ηkyk<0.\displaystyle-\eta(A^{k}+\mu_{k}h)\frac{y^{k}-y^{k-1}}{h}+2\omega^{k}z^{k}y^{k}_{\eta}+2\omega^{k}F^{k}_{1\eta}y^{k}<0.

We see that the coefficient of yky^{k} is negative since

η(2BkCk)η(Ak+μkh)h+2ωkF1ηkηm+12aηkaημk+ηN4kh0.\eta(2B^{k}-C^{k})-\eta\frac{(A^{k}+\mu_{k}h)}{h}+2\omega^{k}F^{k}_{1\eta}\leq\eta\frac{m+1}{2}a-\eta ka-\eta\mu_{k}+\eta N_{4}kh\leq 0. (3.55)

We need to choose μk\mu_{k} large enough when m1m\geq 1. Therefore yk0y^{k}\geq 0, i.e. ωηkYη(1+M14kh)\omega^{k}_{\eta}\geq Y_{\eta}(1+M_{14}kh), for 0<η<10<\eta<1, since ηn′′1\eta^{\prime\prime}_{n}\rightarrow 1 as nn\rightarrow\infty. In a similar way, we show that

ωηkYη(1M15kh)\omega^{k}_{\eta}\leq Y_{\eta}(1-M_{15}kh) (3.56)

for khX5kh\leq X_{5} and 0<η<10<\eta<1, where M15M_{15} is sufficiently large and independent of h,kh,k.

Next, let us estimate zk=wηkz^{k}=w^{k}_{\eta} when 0<m<130<m<\frac{1}{3}. Setting G1k=M16σG_{1}^{k}=-M_{16}\sigma, we find that

Pk(G1)=\displaystyle P_{k}(G_{1})= M16ν(ωk)2(12σ(1η)214σ3(1η)2)M16(η21)Bk12σ(1η)\displaystyle-M_{16}\nu(\omega^{k})^{2}\left(\frac{1}{2\sigma(1-\eta)^{2}}-\frac{1}{4\sigma^{3}(1-\eta)^{2}}\right)-M_{16}(\eta^{2}-1)B^{k}\frac{1}{2\sigma(1-\eta)} (3.57)
M16η(2BkCk)σ+νωkM16211η(Ak+μkh)rkCkωk\displaystyle\quad-M_{16}\eta(2B^{k}-C^{k})\sigma+\nu\omega^{k}M_{16}^{2}\frac{1}{1-\eta}-(A^{k}+\mu_{k}h)r^{k}-C^{k}\omega^{k}
\displaystyle\geq νM16M62σ2(1+M12kh)2+νM16M624σ(1+M12kh)2+M16(1+η)Bk2σ\displaystyle-\frac{\nu M_{16}M_{6}^{2}\sigma}{2}(1+M_{12}kh)^{2}+\frac{\nu M_{16}M_{6}^{2}}{4\sigma}(1+M_{12}kh)^{2}+M_{16}(1+\eta)\frac{B^{k}}{2\sigma}
M16η(2BkCk)σ+νM162M5σ(1M11kh)(Ak+μkh)rkCkωk\displaystyle\quad-M_{16}\eta(2B^{k}-C^{k})\sigma+\nu M_{16}^{2}M_{5}\sigma(1-M_{11}kh)-(A^{k}+\mu_{k}h)r^{k}-C^{k}\omega^{k}
>\displaystyle> 0.\displaystyle 0.

for khX6kh\leq X_{6}, provided that M16M_{16} is suitably large. Let us choose M16M_{16} to be independent of k,hk,h and such that zkG1k0z^{k}-G^{k}_{1}\geq 0 for η=ηn′′\eta=\eta^{\prime\prime}_{n}, and moreover, zkG1k0z^{k}-G^{k}_{1}\geq 0 for η=0\eta=0.

For the difference s1k=zkG1ks_{1}^{k}=z^{k}-G^{k}_{1}, 0η<10\leq\eta<1, we obtain the following inequality

ν(ωk)2s1ηηk+(η21)Bks1ηk+η(2BkCk)s1k\displaystyle\nu(\omega^{k})^{2}s^{k}_{1\eta\eta}+(\eta^{2}-1)B^{k}s^{k}_{1\eta}+\eta(2B^{k}-C^{k})s_{1}^{k} (3.58)
η(Ak+μkh)s1ks1k1h+2ωkzks1ηk+2ωkG1ηks1k<0.\displaystyle-\eta(A^{k}+\mu_{k}h)\frac{s_{1}^{k}-s_{1}^{k-1}}{h}+2\omega^{k}z^{k}s^{k}_{1\eta}+2\omega^{k}G^{k}_{1\eta}s_{1}^{k}<0.

Moreover,

s1k(ηn′′)0,s1k(0)0.s_{1}^{k}(\eta^{\prime\prime}_{n})\geq 0,\quad s_{1}^{k}(0)\geq 0. (3.59)

The coefficient of s1ks_{1}^{k} is equal to

η(2BkCk)ηAk+μkhh+2ωkG1ηk<0.\eta(2B^{k}-C^{k})-\eta\frac{A^{k}+\mu_{k}h}{h}+2\omega^{k}G^{k}_{1\eta}<0.

Therefore s1k0s_{1}^{k}\geq 0, i.e. ωηkM16σ\omega^{k}_{\eta}\geq-M_{16}\sigma, for 0<η<10<\eta<1, since ηn′′1\eta^{\prime\prime}_{n}\rightarrow 1 as nn\rightarrow\infty.

Now, let us estimate zkz^{k} from above. It follows from (3.1) that

Λk(z)=ν(ωk)2zηk+(η21)Bkzk=η(Ak+μkh)rk+ηCkωk0.\Lambda_{k}(z)=\nu(\omega^{k})^{2}z^{k}_{\eta}+(\eta^{2}-1)B^{k}z^{k}=\eta(A^{k}+\mu_{k}h)r^{k}+\eta C^{k}\omega^{k}\leq 0. (3.60)

Therefore, it is easy to obtain zkz^{k} is bounded from above for 0η1δ,δ>00\leq\eta\leq 1-\delta,\forall\delta>0 by the Gronwall theorem, as well as from the estimate for zkz^{k} at η=0\eta=0 obtained from the boundary condition (3.2). This is possible, since

zk(η)\displaystyle z^{k}(\eta) =(zk(0)+0ηJ(τ)e0τI(s)𝑑s𝑑τ)e0ηI(s)𝑑s\displaystyle=\left(z^{k}(0)+\int_{0}^{\eta}J(\tau)e^{\int_{0}^{\tau}I(s)ds}d\tau\right)e^{-\int_{0}^{\eta}I(s)ds} (3.61)
zk(0),\displaystyle\leq z^{k}(0),

where we have

I(η)=(η21)Bkν(ωk)20,J(η)=η(Ak+μkh)rk+ηCkωkν(ωk)20.\begin{gathered}I(\eta)=\frac{(\eta^{2}-1)B^{k}}{\nu(\omega^{k})^{2}}\leq 0,\\ J(\eta)=\frac{\eta(A^{k}+\mu_{k}h)r^{k}+\eta C^{k}\omega^{k}}{\nu(\omega^{k})^{2}}\leq 0.\end{gathered} (3.62)

Next, let us estimate zkz^{k} from above in the neighborhood of η=1\eta=1. Setting G2k=M20σG^{k}_{2}=-M_{20}\sigma, we obtain the following inequality

Pk(G2)\displaystyle P_{k}(G_{2}) =M20ν(ωk)2(12σ(1η)214σ3(1η)2)M20(η21)Bk12σ(1η)\displaystyle=-M_{20}\nu(\omega^{k})^{2}\left(\frac{1}{2\sigma(1-\eta)^{2}}-\frac{1}{4\sigma^{3}(1-\eta)^{2}}\right)-M_{20}(\eta^{2}-1)B^{k}\frac{1}{2\sigma(1-\eta)}
M20η(2BkCk)σ+νωkM20211η(Ak+μkh)rkCkωk\displaystyle\quad-M_{20}\eta(2B^{k}-C^{k})\sigma+\nu\omega^{k}M_{20}^{2}\frac{1}{1-\eta}-(A^{k}+\mu_{k}h)r^{k}-C^{k}\omega^{k}
\displaystyle\leq νM20M52σ2(1M11kh)2+νM20M524σ(1M11kh)2+M20(1+η)Bk2σ\displaystyle-\frac{\nu M_{20}M_{5}^{2}\sigma}{2}(1-M_{11}kh)^{2}+\frac{\nu M_{20}M_{5}^{2}}{4\sigma}(1-M_{11}kh)^{2}+M_{20}(1+\eta)\frac{B^{k}}{2\sigma}
M20η(2BkCk)σ+νM202M6σ(1+M12kh)(Ak+μkh)rkCkωk\displaystyle\quad-M_{20}\eta(2B^{k}-C^{k})\sigma+\nu M_{20}^{2}M_{6}\sigma(1+M_{12}kh)-(A^{k}+\mu_{k}h)r^{k}-C^{k}\omega^{k}
<\displaystyle< 0.\displaystyle 0.

for 1δ1η<11-\delta_{1}\leq\eta<1 and khX7kh\leq X_{7}, provide that M20M_{20} and δ1\delta_{1} are sufficiently small (M20M_{20} and δ1\delta_{1} are independent of k,hk,h).

Consider the difference s2k=zkG2ks_{2}^{k}=z^{k}-G^{k}_{2}. For 1δ1η<11-\delta_{1}\leq\eta<1 and khX7kh\leq X_{7}, the function s2ks_{2}^{k} satisfies the following inequalities

ν(ωk)2s2ηηk+(η21)Bks2ηk+η(2BkCk)s2k\displaystyle\nu(\omega^{k})^{2}s^{k}_{2\eta\eta}+(\eta^{2}-1)B^{k}s^{k}_{2\eta}+\eta(2B^{k}-C^{k})s_{2}^{k} (3.63)
η(Ak+μkh)s2ks2k1h+2ωkzks2ηk+2ωkG2ηks2k>0.\displaystyle\quad-\eta(A^{k}+\mu_{k}h)\frac{s_{2}^{k}-s_{2}^{k-1}}{h}+2\omega^{k}z^{k}s^{k}_{2\eta}+2\omega^{k}G^{k}_{2\eta}s_{2}^{k}>0.
s2k0,forη=1δ1,\displaystyle s_{2}^{k}\leq 0,\quad\text{for}\quad\eta=1-\delta_{1},
s2k0,forη=ηn.\displaystyle s_{2}^{k}\leq 0,\quad\text{for}\quad\eta=\eta^{\prime}_{n}.

Note the coefficient of s2ks_{2}^{k} is negative. Then s2k0s_{2}^{k}\leq 0, i.e. ωηkM20σ\omega^{k}_{\eta}\leq-M_{20}\sigma, for 1δη<11-\delta\leq\eta<1, since ηn1\eta^{\prime}_{n}\rightarrow 1 as nn\rightarrow\infty. Choosing suitable M17M_{17}, we have ωηkM17σ\omega^{k}_{\eta}\leq-M_{17}\sigma, for 0η<10\leq\eta<1 and khX7kh\leq X_{7}.

It follows from (3.1) that

νωkωηηk=ηCk+(1η2)Bkωηkωk+η(Ak+μkh)rkωk.\nu\omega^{k}\omega^{k}_{\eta\eta}=\eta C^{k}+(1-\eta^{2})B^{k}\frac{\omega^{k}_{\eta}}{\omega^{k}}+\eta(A^{k}+\mu_{k}h)\frac{r^{k}}{\omega^{k}}. (3.64)

And we have

|ωkωηηk|\displaystyle|\omega^{k}\omega^{k}_{\eta\eta}| M18,\displaystyle\leq M_{18}, (3.65)
νωkωηηk\displaystyle\nu\omega^{k}\omega^{k}_{\eta\eta} η3m12a+(1η2)maωηkωk+N5kh\displaystyle\leq\eta\frac{3m-1}{2}a+(1-\eta^{2})ma\frac{\omega^{k}_{\eta}}{\omega^{k}}+N_{5}kh
M19,for0<m<13,\displaystyle\leq-M_{19},\quad\text{for}\quad 0<m<\frac{1}{3},
νωkωηηk\displaystyle\nu\omega^{k}\omega^{k}_{\eta\eta} =(1η2)maYηY+ηCk+η(Ak+μkh)rkωk+(1η2)ma(ωηkωkYηY)\displaystyle=(1-\eta^{2})ma\frac{Y_{\eta}}{Y}+\eta C^{k}+\eta(A^{k}+\mu_{k}h)\frac{r^{k}}{\omega^{k}}+(1-\eta^{2})ma\left(\frac{\omega_{\eta}^{k}}{\omega^{k}}-\frac{Y_{\eta}}{Y}\right)
νYYηη+N6kh\displaystyle\leq\nu YY_{\eta\eta}+N_{6}kh
M19,form13.\displaystyle\leq-M_{19},\quad\text{for}\quad m\geq\frac{1}{3}.

for khX8kh\leq X_{8} and 0η<10\leq\eta<1, where X8X_{8} is sufficiently small. Thus, in order to complete the proof, it suffices to take min1i8Xi\mathop{min}\limits_{1\leq i\leq 8}X_{i}.

Next, on the basis of Lemma 3.2, we establish the following existence theorem the problem (1.8), (1.9).

Theorem 3.2.

Assume that U(x)U(x) and v0(x)v_{0}(x) satisfy the conditions (1.3). Then, in the domain Ω\varOmega, with XX depending on U(x)U(x) and v0(x)v_{0}(x), problem (1.8),(1.9) has a unique classical solution ω(ξ,η)\omega(\xi,\eta) which is positive for η<1\eta<1 and has the following properties:

Y(η)(1M11ξ)ωY(η)(1+M12ξ),|ωξ(ξ,η)|M13Y(η),Yη(1+M14ξ)ωηYη(1M15ξ),form13,M16σωηM17σ,for0<m<13,M18ωωηηM19,\begin{gathered}Y(\eta)(1-M_{11}\xi)\leq\omega\leq Y(\eta)(1+M_{12}\xi),\\ |\omega_{\xi}(\xi,\eta)|\leq M_{13}Y(\eta),\\ Y_{\eta}(1+M_{14}\xi)\leq\omega_{\eta}\leq Y_{\eta}(1-M_{15}\xi),\quad\text{for}\quad m\geq\frac{1}{3},\\ -M_{16}\sigma\leq\omega_{\eta}\leq-M_{17}\sigma,\quad\text{for}\quad 0<m<\frac{1}{3},\\ -M_{18}\leq\omega\omega_{\eta\eta}\leq-M_{19},\end{gathered} (3.66)

where σ(η)=lnμ(1η)\sigma(\eta)=\sqrt{-\ln\mu(1-\eta)}, μ=const\mu=\text{const}, 0<μ<10<\mu<1.

Proof.

The functions ωk(η)ω(kh,η)\omega^{k}(\eta)\equiv\omega(kh,\eta) defined as solutions of system (3.1), (3.2) can be extended in ξ\xi for kh<ξ(k+1)hkh<\xi\leq(k+1)h as linear functions. Thus we obtain a family ωh(ξ,η)\omega_{h}(\xi,\eta) such that

ωh(kh(1λ)+(k+1)hλ,η)\displaystyle\omega_{h}(kh(1-\lambda)+(k+1)h\lambda,\eta) =ωk(η)(1λ)+ωk+1(η)λ,\displaystyle=\omega^{k}(\eta)(1-\lambda)+\omega^{k+1}(\eta)\lambda, (3.67)
0λ1,k\displaystyle 0\leq\lambda\leq 1,\quad k =0,1,2,.\displaystyle=0,1,2,\cdots.

According to Lemma 3.2, the functions ωh(ξ,η)\omega_{h}(\xi,\eta) from this family satisfy the Lipschitz condition with respect to ξ\xi and, for 0ξX0\leq\xi\leq X, 0η1ε,0<ε<10\leq\eta\leq 1-\varepsilon,0<\varepsilon<1, have uniformly (in hh ) bounded first derivative in η\eta. By the Arzelà theorem, there is a sequence hi0h_{i}\rightarrow 0 such that ωhi\omega_{h_{i}} uniformly converge, on the rectangle {0xX,0η1ε}\{0\leq x\leq X,0\leq\eta\leq 1-\varepsilon\}, to some ω(ξ,η)\omega(\xi,\eta). Since Y(1M11kh)ωhY(1+M12kh)Y(1-M_{11}kh)\leq\omega_{h}\leq Y(1+M_{12}kh), the sequence ωhi\omega_{h_{i}} can be chosen to be uniformly convergent to ω\omega in Ω\varOmega.

It follows from (3.28) that ω(ξ,η)\omega(\xi,\eta) has bounded weak derivatives ωξ,ωη,ωηη\omega_{\xi},\omega_{\eta},\omega_{\eta\eta} and that ωωηη\omega\omega_{\eta\eta} is bounded in Ω\Omega. The sequence ωhi(ξ,η)\omega_{h_{i}}(\xi,\eta) may be assumed such that the derivatives ωξ,ωη,ωηη\omega_{\xi},\omega_{\eta},\omega_{\eta\eta} in the domain

Ωε={0<x<X,0<η<1ε},ε= const >0,\varOmega_{\varepsilon}=\{0<x<X,0<\eta<1-\varepsilon\},\quad\varepsilon=\text{ const }>0,

coincide with weak limits in L2(Ωε)L_{2}\left(\varOmega_{\varepsilon}\right) of the respective functions

hi1(ωhi(ξ+hi,η)ωhi(ξ,η)),ωhiη,ωhiηη.h_{i}^{-1}\left(\omega_{h_{i}}\left(\xi+h_{i},\eta\right)-\omega_{h_{i}}(\xi,\eta)\right),\quad\omega_{h_{i}\eta},\omega_{h_{i}\eta\eta}.

Let us show that equation (1.8) holds for ω(ξ,η)\omega(\xi,\eta) everywhere in Ω\varOmega. By construction, the function ωhk(η)\omega_{h}^{k}(\eta) satisfies the equation (3.1), i.e.,

ν(ωhk)2ωhηηkη(Ak+μkh)ωhkωhk1h+(η21)BkωhηkηCkωhk=0,\displaystyle\nu(\omega^{k}_{h})^{2}\omega^{k}_{h\eta\eta}-\eta(A^{k}+\mu_{k}h)\frac{\omega^{k}_{h}-\omega^{k-1}_{h}}{h}+(\eta^{2}-1)B^{k}\omega^{k}_{h\eta}-\eta C^{k}\omega^{k}_{h}=0, (3.68)
k=1,2,,m(h),m(h)=[X/h].\displaystyle k=1,2,\cdots,m(h),\quad m(h)=[X/h].

Let φ(ξ,η)\varphi(\xi,\eta) be an infinitely differentiable function with compact support strictly inside Ω\varOmega. Multiplying (3.68) by hφk(η)hφ(kh,η)h\varphi^{k}(\eta)\equiv h\varphi(kh,\eta), integrating the resulting equation in η\eta from 0 to 11 , and taking the sum over kk from 11 to m(h)m(h), we obtain

k=1m(h)h01[ν(ωhk)2ωhηηkφkη(Ak+μkh)(Δωhh)kφk+(η21)BkωhηkφkηCkωhkφk]𝑑η=0,(Δωhh)k=ωhkωhk1h.\begin{gathered}\sum_{k=1}^{m(h)}h\int_{0}^{1}\left[\nu(\omega^{k}_{h})^{2}\omega^{k}_{h\eta\eta}\varphi^{k}-\eta(A^{k}+\mu_{k}h)\left(\frac{\Delta\omega_{h}}{h}\right)^{k}\varphi^{k}+(\eta^{2}-1)B^{k}\omega^{k}_{h\eta}\varphi^{k}-\eta C^{k}\omega^{k}_{h}\varphi^{k}\right]d\eta=0,\\ \quad\left(\frac{\Delta\omega_{h}}{h}\right)^{k}=\frac{\omega^{k}_{h}-\omega^{k-1}_{h}}{h}.\end{gathered} (3.69)

Denote by f¯(ξ,η)\bar{f}(\xi,\eta) a function defined in Ω\varOmega and equal to fk(η)=f(kh,η)f^{k}(\eta)=f(kh,\eta) for (k1)h<ξkh,k=1,2,,m(h)(k-1)h<\xi\leq kh,k=1,2,\cdots,m(h). Using this notation, we can rewrite (3.69) in the form

Ω[ν(ω¯h)2ω¯hηηφ¯ηAφ¯(Δωhh)¯+(η21)Bφ¯ω¯hηηCφ¯ω¯h]𝑑ξ𝑑η=0.\int_{\varOmega}\left[\nu(\overline{\omega}_{h})^{2}\overline{\omega}_{h\eta\eta}\overline{\varphi}-\eta\overline{A\varphi}\overline{\left(\frac{\Delta\omega_{h}}{h}\right)}+(\eta^{2}-1)\overline{B\varphi}\overline{\omega}_{h\eta}-\eta\overline{C\varphi}\overline{\omega}_{h}\right]d\xi d\eta=0. (3.70)

The functions ω¯,Aφ¯,Bφ¯,Cφ¯\overline{\omega},\overline{A\varphi},\overline{B\varphi},\overline{C\varphi} are uniformly convergent to ω,Aφ,Bφ,Cφ\omega,A\varphi,B\varphi,C\varphi, respectively, as hi0h_{i}\rightarrow 0.

For any ε(0,1)\varepsilon\in(0,1), the functions (Δωhh)¯,ω¯hη,ω¯hηη\overline{\left(\frac{\Delta\omega_{h}}{h}\right)},\overline{\omega}_{h\eta},\overline{\omega}_{h\eta\eta} are weakly convergent in L2(Ωε)L_{2}(\varOmega_{\varepsilon}) to ωξ,ωη,ωηη\omega_{\xi},\omega_{\eta},\omega_{\eta\eta}, respectively, as hi0h_{i}\rightarrow 0. Passing to the limit as hi0h_{i}\rightarrow 0 in (3.70), we find that

Ω(νω2ωηηηAωξ+(η21)BωηηCω)φ𝑑ξ𝑑η=0,\int_{\varOmega}\left(\nu\omega^{2}\omega_{\eta\eta}-\eta A\omega_{\xi}+(\eta^{2}-1)B\omega_{\eta}-\eta C\omega\right)\varphi d\xi d\eta=0, (3.71)

which implies, owing to our choice of φ\varphi, that equation (1.8) holds almost everywhere for ω(ξ,η)\omega(\xi,\eta) in Ω\varOmega.

It follows from (1.8) that the function ω(ξ,η)\omega(\xi,\eta) and its derivatives in (1.8) satisfy the Hölder condition in any domain strictly interior to Ω\varOmega, since the Lipschitz condition holds for ω\omega and ω>0\omega>0.

Let us show that the boundary conditions (1.9) are also satisfied. The validity of the first condition follows from the uniform convergence of ωh\omega_{h} and (3.2) for η=1\eta=1. Set

βh(ξ,η)=νω¯hηv1¯+B¯ω¯h.\beta_{h}(\xi,\eta)=\nu\overline{\omega}_{h\eta}-\bar{v_{1}}+\frac{\bar{B}}{\bar{\omega}_{h}}. (3.72)

Since ω¯hηη\bar{\omega}_{h\eta\eta}, for 0η<1δ,δ=const>00\leq\eta<1-\delta,\delta=\text{const}>0, is bounded uniformly in hh and the second boundary condition in (3.2) is satisfied, we have

βh(ξ,0)=0,|βh(ξ,η)|C8η,0η<1δ.\beta_{h}(\xi,0)=0,\quad|\beta_{h}(\xi,\eta)|\leq C_{8}\eta,\quad 0\leq\eta<1-\delta. (3.73)

The function β=νωηv1+Bω\beta=\nu\omega_{\eta}-v_{1}+\frac{B}{\omega} is a weak limit in L2(Ω)L_{2}(\varOmega) of βh\beta_{h} as hi0h_{i}\rightarrow 0. Therefore, |β(ξ,η)|C8η|\beta(\xi,\eta)|\leq C_{8}\eta, which means that the boundary condition (1.9) is satisfied.

Next, let us prove the uniqueness of the solution. Assume that problem (1.8), (1.9) in Ω\varOmega admits two solutions, say ω1,ω2\omega_{1},\omega_{2}, with the above properties. Set ω¯=ω1ω2\bar{\omega}=\omega_{1}-\omega_{2}. Then

νω12ω¯ηηηAω¯ξ+(η21)Bω¯ηηCω¯+ν(ω1+ω2)ω2ηηω¯=0inΩ,ω¯(1)=0,(νω¯ηBω1ω2ω¯)|η=0=0.\begin{gathered}\nu\omega^{2}_{1}\bar{\omega}_{\eta\eta}-\eta A\bar{\omega}_{\xi}+(\eta^{2}-1)B\bar{\omega}_{\eta}-\eta C\bar{\omega}+\nu(\omega_{1}+\omega_{2})\omega_{2\eta\eta}\bar{\omega}=0\quad\text{in}\quad\varOmega,\\ \bar{\omega}(1)=0,\quad\left.\left(\nu\bar{\omega}_{\eta}-\frac{B}{\omega_{1}\omega_{2}}\bar{\omega}\right)\right|_{\eta=0}=0.\end{gathered} (3.74)

We have

ηC+ν(ω1+ω2)ω2ηη\displaystyle-\eta C+\nu(\omega_{1}+\omega_{2})\omega_{2\eta\eta} (3.75)
\displaystyle\leq η3m12a+η3m12a+(1η2)maωηkωk+N7kh<0\displaystyle-\eta\frac{3m-1}{2}a+\eta\frac{3m-1}{2}a+(1-\eta^{2})ma\frac{\omega^{k}_{\eta}}{\omega^{k}}+N_{7}kh<0

for 0<η<10<\eta<1 when 0<m<130<m<\frac{1}{3}, since

νω2kω2ηηkη3m12a+(1η2)maωηkωk+N5kh.\nu\omega^{k}_{2}\omega^{k}_{2\eta\eta}\leq\eta\frac{3m-1}{2}a+(1-\eta^{2})ma\frac{\omega^{k}_{\eta}}{\omega^{k}}+N_{5}kh. (3.76)

And we have

ηC+ν(ω1+ω2)ω2ηη<0-\eta C+\nu(\omega_{1}+\omega_{2})\omega_{2\eta\eta}<0 (3.77)

for 0<η<10<\eta<1 as m13m\geq\frac{1}{3}.

Therefore, ω¯\bar{\omega} can have neither a positive maximum nor a negative minimum. Consequently, ω¯0\bar{\omega}\equiv 0, ω1ω2\omega_{1}\equiv\omega_{2}.

As an immediate corollary, we obtain Theorem 1.1 by making the inverse change of variables (1.7).

Proof.

Proof of Theorem 1.1

According to (1.7), we have

x=ξ,y=0u/U1xm12ω(x,s)𝑑s.x=\xi,\quad y=\int_{0}^{u/U}\frac{1}{x^{\frac{m-1}{2}}\omega(x,s)}ds. (3.78)

Hence, by virtue of the continuity of ω(ξ,η)\omega(\xi,\eta) in Ω¯\bar{\varOmega} and the inequality ω>0\omega>0 for 0η<10\leq\eta<1, we see that u(x,y)/U(x)u(x,y)/U(x) is continuous in D¯\bar{D},

u(x,0)=0,u(0,y)=0,u(x,y)U(x) as y,u(x,0)=0,\quad u(0,y)=0,\quad u(x,y)\rightarrow U(x)\text{ as }y\rightarrow\infty, (3.79)

uyu_{y} is bounded and continuous in D¯\bar{D}, uy>0u_{y}>0 for y0,x0y\geq 0,x\geq 0. And we find that

uyy=xm12ωηuy,uyyy=xm12(ωηηuy2U+ωηuyy),\displaystyle u_{yy}=x^{\frac{m-1}{2}}\omega_{\eta}u_{y},\quad u_{yyy}=x^{\frac{m-1}{2}}(\omega_{\eta\eta}\frac{u^{2}_{y}}{U}+\omega_{\eta}u_{yy}), (3.80)
uyx=(xm12U)xω+xm12U(ωξ+ωη(uxUuUxU2)),\displaystyle u_{yx}=(x^{\frac{m-1}{2}}U)_{x}\omega+x^{\frac{m-1}{2}}U(\omega_{\xi}+\omega_{\eta}(\frac{u_{x}}{U}-\frac{uU_{x}}{U^{2}})),
ux=uUxU+ωU0u/U(ωξ(x,s)ω2(x,s)+m121xω(x,s))𝑑s.\displaystyle u_{x}=u\frac{U_{x}}{U}+\omega U\int_{0}^{u/U}\left(\frac{\omega_{\xi}(x,s)}{\omega^{2}(x,s)}+\frac{m-1}{2}\frac{1}{x\omega(x,s)}\right)ds.

From the properties of ω\omega and its derivatives, in combination with (LABEL:rel), it follows that the generalized derivatives ux,uyy,uyyyu_{x},u_{yy},u_{yyy} are bounded in DD, and uxyu_{xy} is bounded for finite yy. The first inequality for uu follows from the estimates for ω\omega. The continuity of uxu_{x} and uyyu_{yy} with respect to yy follows from (LABEL:rel). Let us define v(x,y)v(x,y) by

v=uux+νuyy+UUxuy.v=\frac{-uu_{x}+\nu u_{yy}+UU_{x}}{u_{y}}. (3.81)

The function vv has the first derivative with respect to yy in DD, we obtain the equations

vyuy+uyux+uyyuy(uux+UUx+νuyy)+uuxyνuyyy=0.v_{y}u_{y}+u_{y}u_{x}+\frac{u_{yy}}{u_{y}}(-uu_{x}+UU_{x}+\nu u_{yy})+uu_{xy}-\nu u_{yyy}=0. (3.82)

The function w(ξ,η)=uyxm12Uw(\xi,\eta)=\frac{u_{y}}{x^{\frac{m-1}{2}}U} satisfies equation (1.8). Replacing the derivatives of ω\omega by those of uu in (1.8), we find that

1x3(m1)2U{uuxy+uuxuyyuyUUxuyyuy+νuyuyyyuyy2uy}=0.\frac{1}{x^{\frac{3(m-1)}{2}}U}\left\{-uu_{xy}+uu_{x}\frac{u_{yy}}{u_{y}}-UU_{x}\frac{u_{yy}}{u_{y}}+\nu\frac{u_{y}u_{yyy}-u^{2}_{yy}}{u_{y}}\right\}=0. (3.83)

Multiplying (3.83) by x3(m1)2Ux^{\frac{3(m-1)}{2}}U and adding the result to (3.82), we obtain

vyuy+uyux=0,v_{y}u_{y}+u_{y}u_{x}=0, (3.84)

or equivalently,

ux+vy=0.u_{x}+v_{y}=0. (3.85)

Let us show that v(x,y)v(x,y) satisfies the condition

v(x,0)=v0(x)=xm12v1(x).v(x,0)=v_{0}(x)=x^{\frac{m-1}{2}}v_{1}(x). (3.86)

It follows from (1.9) that

v1=(νωωη+Bω)|η=0.v_{1}=\left.\left(\frac{\nu\omega\omega_{\eta}+B}{\omega}\right)\right|_{\eta=0}. (3.87)

And we find that

v(x,0)=[νuyy+UUxuy]|y=0=xm12[νωωη+Bω]|η=0=v0(x).v(x,0)=\left.\left[\frac{\nu u_{yy}+UU_{x}}{u_{y}}\right]\right|_{y=0}=x^{\frac{m-1}{2}}\left.\left[\frac{\nu\omega\omega_{\eta}+B}{\omega}\right]\right|_{\eta=0}=v_{0}(x). (3.88)

It follows that the function vv is continuous in D¯\bar{D} with respect to yy, and is bounded for bounded yy, vyv_{y} is bounded in DD.

Using the estimates for ω(ξ,η)\omega(\xi,\eta) established in Theorem 3.2 and those for Y(η)Y(\eta) from Theorem 2.3, we find that the following inequality is valid:

M5(1η)σ(1M11ξ)ω(ξ,η)M6(1η)σ(1+M12ξ).M_{5}(1-\eta)\sigma(1-M_{11}\xi)\leq\omega(\xi,\eta)\leq M_{6}(1-\eta)\sigma(1+M_{12}\xi). (3.89)

This brings us to the inequalities as yy\rightarrow\infty

σM6xm12(1+M12x)2(σσ(0))M6xm12(1+M12x)y2(σσ(0))M5xm12(1M11x)2σM5xm12(1M11x)\frac{\sigma}{M_{6}x^{\frac{m-1}{2}}(1+M_{12}x)}\leq\frac{2(\sigma-\sigma(0))}{M_{6}x^{\frac{m-1}{2}}(1+M_{12}x)}\leq y\leq\frac{2(\sigma-\sigma(0))}{M_{5}x^{\frac{m-1}{2}}(1-M_{11}x)}\leq\frac{2\sigma}{M_{5}x^{\frac{m-1}{2}}(1-M_{11}x)} (3.90)

since

y=0u/U1xm12ω(x,s)𝑑s.y=\int_{0}^{u/U}\frac{1}{x^{\frac{m-1}{2}}\omega(x,s)}ds. (3.91)

And we find that

12M5xm12(1M11x)yσM6xm12(1+M12x)y,\frac{1}{2}M_{5}x^{\frac{m-1}{2}}(1-M_{11}x)y\leq\sigma\leq M_{6}x^{\frac{m-1}{2}}(1+M_{12}x)y, (3.92)

and therefore

M62xm1y2(1+M12x)2lnμ(1uU)14M52xm1y2(1M11x)2.-M^{2}_{6}x^{m-1}y^{2}(1+M_{12}x)^{2}\leq\ln\mu(1-\frac{u}{U})\leq-\frac{1}{4}M^{2}_{5}x^{m-1}y^{2}(1-M_{11}x)^{2}. (3.93)

Hence we see that

M1exp(M2xm1y2)1uUM3exp(M4xm1y2).M_{1}\exp(-M_{2}x^{m-1}y^{2})\leq 1-\frac{u}{U}\leq M_{3}\exp(-M_{4}x^{m-1}y^{2}). (3.94)

If u,vu,v is a solution of problem (1.1),(1.2) with the properties listed in Theorem 1.1, then, changing the variables by (1.7) and introducing the function ω=uyxm12U\omega=\frac{u_{y}}{x^{\frac{m-1}{2}}U}, we arrive at a solution ω\omega of problem (1.8), (1.9) with the properties specified in Theorem 3.2. As shown above, the latter solution is unique.

4 Axially symmetric stationary boundary layer

In this section, we consider the following Prandtl system for the axially symmetric three-dimensional incompressible stationary flow:

uux+vuy=UdUdx+ν2uy2;(ru)x+(rv)y=0\begin{gathered}u\frac{\partial u}{\partial x}+v\frac{\partial u}{\partial y}=U\frac{dU}{dx}+\nu\frac{\partial^{2}u}{\partial y^{2}};\\ \frac{\partial(ru)}{\partial x}+\frac{\partial(rv)}{\partial y}=0\end{gathered} (4.1)

in the domain D={0<x<X,0<y<}D=\{0<x<X,0<y<\infty\} with the boundary conditions

u(0,y)=0,u(x,0)=0,v(x,0)=v0(x),uU(x)asy.\begin{gathered}u(0,y)=0,u(x,0)=0,v(x,0)=v_{0}(x),\\ u\rightarrow U(x)\quad\text{as}\quad y\rightarrow\infty.\end{gathered} (4.2)

The function r(x)r(x) determines the surface of the body past which the fluid flows: r(0)=0r(0)=0, r(x)>0r(x)>0 for x>0x>0, rx(0)0r_{x}(0)\neq 0. U(x)U(x) is a given longitudinal velocity component of the outer flow: U(0)=0U(0)=0, U(x)>0U(x)>0 for x>0x>0, ν\nu is the viscosity coefficient.

For instance, when three-dimensional axially symmetric flow flows to a cone with the cone angle 0<ϕ<2π0<\phi<2\pi, the system mentioned above appears near the surface of the cone (cf.Figure 4.1). It is known that the Euler flow near the surface of the cone possesses the following property. The flow velocity varies according to the law U(x)CxmU(x)\sim Cx^{m}, where C,m=const>0C,m=\text{const}>0. Whenϕ=π\phi=\pi, m=1m=1 (for example, the three-dimensional flow against a plane wall). When 0<ϕ<π0<\phi<\pi, 0<m<10<m<1 and when π<ϕ<2π\pi<\phi<2\pi, m>1m>1. Perhaps, due to the curvature of the surface, lower-order terms appear in this asymptotics.

Refer to caption
Figure 4.1: Flow parallel to the symmetry axis of a cone

Oleinik and Samokhin considered the boundary layer problem near a critical point on the wall in the case of an axially symmetric flow in [13]. The main results of them can be summarized as that, when πϕ<2π\pi\leq\phi<2\pi, there exists a unique classical solution to the problem (4.1), (4.2) for x<Xx<X, where XX is small, in the class of functions having a certain behavior at infinity with respect to yy, namely, U(x)u(x,y)eαy2U(x)-u(x,y)\sim e^{-\alpha y^{2}} as yy\rightarrow\infty, where α=const>0\alpha=\text{const}>0. The main purpose of this section is to establish the existence, uniqueness, and asymptotic behavior of solutions to the system (1.1), (4.2) for arbitrary 0<ϕ<2π0<\phi<2\pi. This generalizes the local well-posedness results due to Oleinik mentioned above.

The axially symmetric stationary boundary layer problem can also be solved by the line method on the basis of the Crocco transformation. The approach of the preceding sections can be applied with no principal modifications. For this reason, we restrict ourselves to the statement of the problem and the main result.

In what follow, Mi,NiM_{i},N_{i} stand for positive constants.

We consider problem (4.1),(4.2) under the assumption that

U(x)=xmV(x),v0(x)=xm12v1(x),r(x)=xr1(x),V(x)=a+a1(x),a>0,v1(0)=0,r1(x)=c+c1(x),0<c1,|a1(x)|N1x,|v1(x)|N2x,c1(x)N3x.\begin{gathered}U(x)=x^{m}V(x),\quad v_{0}(x)=x^{\frac{m-1}{2}}v_{1}(x),\quad r(x)=xr_{1}(x),\\ V(x)=a+a_{1}(x),a>0,\quad v_{1}(0)=0,\quad r_{1}(x)=c+c_{1}(x),0<c\leq 1,\\ |a_{1}(x)|\leq N_{1}x,\quad|v_{1}(x)|\leq N_{2}x,\quad c_{1}(x)\leq N_{3}x.\end{gathered} (4.3)

Introducing a generalization of the Crocco variables

ξ=x,η=u(x,y)U(x),\xi=x,\quad\eta=\frac{u(x,y)}{U(x)}, (4.4)

we obtain for ω(ξ,η)=uy(x,y)xm12U(x)\omega(\xi,\eta)=\frac{u_{y}(x,y)}{x^{\frac{m-1}{2}}U(x)} the following equation:

νω2ωηηηAωξ+(η21)BωηηCω=0,\nu\omega^{2}\omega_{\eta\eta}-\eta A\omega_{\xi}+(\eta^{2}-1)B\omega_{\eta}-\eta C\omega=0, (4.5)

in the domain Ω={0<ξ<X,0<η<1}\varOmega=\{0<\xi<X,0<\eta<1\}, with the boundary conditions

ω|η=1=0,(νωωηv1ω+B)|η=0=0,\left.\omega\right|_{\eta=1}=0,\quad\left.\left(\nu\omega\omega_{\eta}-v_{1}\omega+B\right)\right|_{\eta=0}=0, (4.6)

where

A=ξV(ξ),B=mV(ξ)+ξVξ(ξ),C=3(m1)2V(ξ)+ξVξ(ξ)ξr1ξr1V(ξ).A=\xi V(\xi),\quad B=mV(\xi)+\xi V_{\xi}(\xi),\quad C=\frac{3(m-1)}{2}V(\xi)+\xi V_{\xi}(\xi)-\frac{\xi r_{1\xi}}{r_{1}}V(\xi). (4.7)

When ξ\xi\rightarrow, let Y(η)=ω(0,η)Y(\eta)=\omega(0,\eta), the equation (4.5) degenerates to the following elliptic equation:

νY2Yηη+(η21)maYηη3(m1)2aY=0,0<η<1,\nu Y^{2}Y_{\eta\eta}+(\eta^{2}-1)maY_{\eta}-\eta\frac{3(m-1)}{2}aY=0,\quad 0<\eta<1, (4.8)

and the boundary conditions become

Y(1)=0,(νYYη+ma)|η=0=0.Y(1)=0,\quad(\nu YY_{\eta}+ma)|_{\eta=0}=0. (4.9)

As mentioned in Section II, what we care about is the following self-similarity results.

Consider U(x)=axm,a>0U(x)=ax^{m},a>0, v0(x)=0v_{0}(x)=0, r(x)=cxr(x)=cx, u(x,y)u(x,y) has the following self-similarity form:

u(x,y)=xmf(yxm12),u(x,y)=x^{m}f^{{}^{\prime}}(yx^{\frac{m-1}{2}}), (4.10)

and f(z)f(z) satisfies the following equation

f′′′+m+32aff′′+ma(1f2)=0,f^{{}^{\prime\prime\prime}}+\frac{m+3}{2}aff^{{}^{\prime\prime}}+ma(1-f^{{}^{\prime}2})=0, (4.11)

with the boundary conditions

f(0)=0,f(0)=0,f(z)1asz.f(0)=0,\quad f^{{}^{\prime}}(0)=0,\quad f^{{}^{\prime}}(z)\rightarrow 1\quad\text{as}\quad z\rightarrow\infty. (4.12)

Furthermore, introduce η=f(z)\eta=f^{{}^{\prime}}(z), Y(η)=f′′(z)Y(\eta)=f^{{}^{\prime\prime}}(z), we can obtain the equation (4.8), (4.9).

Obviously, we can obtain the existence, uniqueness and asymptotic behavior of solutions for equation (4.11) similar to Theorem 2.1 and Theorem 2.2. Furthermore, we can establish the following result.

Theorem 4.1.

Problem (4.8), (4.9) has one and only one solution with the following properties:

M1(1η)σY(η)M2(1η)σ,M2(1η)(σK)Y,for0<η0η<1,M3σYηM4σ,M5YYηηM6,\begin{gathered}M_{1}(1-\eta)\sigma\leq Y(\eta)\leq M_{2}(1-\eta)\sigma,\\ M_{2}(1-\eta)(\sigma-K)\leq Y,\quad\text{for}\quad 0<\eta_{0}\leq\eta<1,\\ -M_{3}\sigma\leq Y_{\eta}\leq-M_{4}\sigma,\\ -M_{5}\leq YY_{\eta\eta}\leq-M_{6},\end{gathered} (4.13)

where σ(η)=lnμ(1η),μ=const,0<μ<1\sigma(\eta)=\sqrt{-\ln\mu(1-\eta)},\mu=\text{const},0<\mu<1, σ>K\sigma>K for η>η0>0\eta>\eta_{0}>0.

Similar to Section III, we obtain the following existence theorem for the problem (4.5), (4.6) by the line method.

Theorem 4.2.

Assume that U(x)U(x), v0(x)v_{0}(x), and r(x)r(x) satisfy the conditions (4.3). Then, in the domain Ω\varOmega, with XX depending on V(x)V(x), v1(x)v_{1}(x) and r1(x)r_{1}(x), problem (4.5),(4.6) has a unique classical solutions ω(ξ,η)\omega(\xi,\eta) which is positive for η<1\eta<1 and has the following properties:

Y(η)(1M7ξ)ωY(η)(1+M8ξ),|ωξ(ξ,η)|M9Y(η),Yη(1+M10ξ)ωηYη(1M11ξ),form1,M12σωηM13σ,for0<m<1,M14ωωηηM15,\begin{gathered}Y(\eta)(1-M_{7}\xi)\leq\omega\leq Y(\eta)(1+M_{8}\xi),\\ |\omega_{\xi}(\xi,\eta)|\leq M_{9}Y(\eta),\\ Y_{\eta}(1+M_{10}\xi)\leq\omega_{\eta}\leq Y_{\eta}(1-M_{11}\xi),\quad\text{for}\quad m\geq 1,\\ -M_{12}\sigma\leq\omega_{\eta}\leq-M_{13}\sigma,\quad\text{for}\quad 0<m<1,\\ -M_{14}\leq\omega\omega_{\eta\eta}\leq-M_{15},\end{gathered} (4.14)

where σ(η)=lnμ(1η)\sigma(\eta)=\sqrt{-\ln\mu(1-\eta)}, μ=const\mu=\text{const}, 0<μ<10<\mu<1.

As an immediate corollary, we obtain the following existence theorem for the problem (4.1), (4.2).

Theorem 4.3.

Let U(x)U(x), v0(x)v_{0}(x), and r(x)r(x) satisfy the conditions (4.3). Then the initial boundary value problem (4.1),(4.2) in the domain D={0<x<X,0<y<}D=\{0<x<X,0<y<\infty\}, for some XX depending on UU, v0v_{0} and r(x)r(x), has a unique classical solution u(x,y),v(x,y)u(x,y),v(x,y) with the following properties: uy>0u_{y}>0 for y0,x>0y\geq 0,x>0 ; u/U,uy/(x(m1)/2U(x))u/U,u_{y}/(x^{(m-1)/2}U(x)) are bounded and continuous in D¯\bar{D} ; u>0u>0 for y>0y>0 and x>0x>0; u(x,y)U(x)u(x,y)\rightarrow U(x), uy0u_{y}\rightarrow 0 as yy\rightarrow\infty; moreover, the solution u(x,y)u(x,y) has the following property as x0x\rightarrow 0:

u(x,y)xmf(yxm12),u(x,y)\sim x^{m}f^{{}^{\prime}}\left(yx^{\frac{m-1}{2}}\right), (4.15)

where ff satisfies equation (4.11); and the solution u(x,y)u(x,y) has the following inequalities as yy\rightarrow\infty:

M16exp(M17xm1y2)1uUM18exp(M19xm1y2).M_{16}\exp(-M_{17}x^{m-1}y^{2})\leq 1-\frac{u}{U}\leq M_{18}\exp(-M_{19}x^{m-1}y^{2}). (4.16)

Remark 4.1.

From the theorem 4.3, we note that a point x0x_{0}, 0<x0<X0<x_{0}<X can be found as the initial location of the continuation problem for axially symmetric boundary layer, where u(x0,y)>0u(x_{0},y)>0 and U(x0)>0U(x_{0})>0. Consider the system:

uux+vuy=UdUdx+ν2uy2;(ru)x+(rv)y=0\begin{gathered}u\frac{\partial u}{\partial x}+v\frac{\partial u}{\partial y}=U\frac{dU}{dx}+\nu\frac{\partial^{2}u}{\partial y^{2}};\\ \frac{\partial(ru)}{\partial x}+\frac{\partial(rv)}{\partial y}=0\end{gathered} (4.17)

in the domain D={0<x<X,0<y<}D=\{0<x<X,0<y<\infty\} with the boundary conditions

u(0,y)=u0(y),u(x,0)=0,v(x,0)=v0(x),uU(x)asy.\begin{gathered}u(0,y)=u_{0}(y),u(x,0)=0,v(x,0)=v_{0}(x),\\ u\rightarrow U(x)\quad\text{as}\quad y\rightarrow\infty.\end{gathered} (4.18)

In order to solve this continuation problem by the line method on the basis of the Crocco transformation, the approach of continuation of the boundary layer (see Oleinik and Samokhin [13]) can be applied with no principal modifications. Thus we can naturally obtain the existence of the Prandtl system (4.1), (4.2) for any X>0X>0 in the case of favorable condition either Ux0U_{x}\geq 0 and v0(x)0v_{0}(x)\leq 0 or Ux>0U_{x}>0, and rxrUxU\frac{r_{x}}{r}\geq\frac{U_{x}}{U}.

Acknowledgement.

L. Zhang is supported by NSFC under grant No.12031012 and National Key R&\&D Program of China, Grant No.2021YFA1000800. C. Zhao is supported by National Key R&\&D Program of China, Grant No.2021YFA1000800.

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