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Classical equations from mathematical physics

1.3. Examples

1.3.1. Classical equations from mathematical physics

Before we can start to give some concrete examples of equations from mathematical physics, we need to introduce some differential operators, which will be used throughout the text.

Definition. Let Ω ⊆ Rn open. We define the operators grad0, div0 as the closures of the operators

grad |Cc(Ω): Cc(Ω) ⊆ L2(Ω) → L2(Ω)n φ ↦→ (∂iφ)i∈{1,...,n}

and

div |Cc(Ω)n : Cc(Ω)n⊆ L2(Ω)n→ L2(Ω) (φi)i∈{1,...,n}↦→

n

i=1

iφi,

respectively. Similarly, we define the operators Grad0, Div0 as the closures of Grad |C

c (Ω)n : Cc(Ω)n⊆ L2(Ω)n→ L2,sym(Ω)n×ni)i∈{1,...,n} ↦→( 1

2(∂jφi+ ∂iφj) )

i,j∈{1,...,n}

and

Div |Cc,sym (Ω)n×n : Cc,sym (Ω)n×n ⊆ L2,sym(Ω)n×n → L2(Ω)nij)i,j∈{1,...,n}↦→

n

j=1

jφij

i∈{1,...,n}

,

respectively. Here, L2,sym(Ω)n×n := {f ∈ L2(Ω)n×n; f (x)T = f (x) (x ∈ Ω a.e.)} endowed with the inner product

⟨f |g⟩L

2,sym(Ω)n×n :=

trace(f (x)g(x)) dx (f, g ∈ L2,sym(Ω)n×n)

and Cc,sym (Ω)n×n := Cc(Ω)n×n∩ L2,sym(Ω)n×n. Then, by integration by parts one gets grad0 ⊆ − div0 =: grad,

div0 ⊆ − grad0=: div, Grad0 ⊆ − Div0=: Grad,

Div0 ⊆ − Grad0 =: Div . Finally, if n = 3 we define curl0 as the closure of

curl |C

c (Ω)3 : Cc(Ω)3 ⊆ L2(Ω)3 → L2(Ω)3i)i∈{1,2,3}↦→

0 −∂32

3 0 −∂1

−∂21 0

⎝ φ1 φ2 φ3

⎠. Then, again by integration by parts, we have that

curl0 ⊆ curl0=: curl .

Remark 1.3.1. By the definitions above, the domain of grad0 coincides with the classical Sobolev space H01(Ω), while D(grad) is given by H1(Ω). Hence, the elements in the domains of the differential operators indexed with 0 satisfy an additional boundary condition, if the boundary of Ω is smooth enough. These conditions are given as follows:

u ∈ D(grad0) ⇒ u = 0 on ∂Ω u ∈ D(div0) ⇒ u · ν = 0 on ∂Ω u ∈ D(Grad0) ⇒ u = 0 on ∂Ω

u ∈ D(Div0) ⇒ uν = 0 on ∂Ω u ∈ D(curl0) ⇒ u × ν = 0 on ∂Ω,

where ν denotes the unit outward normal vector field on ∂Ω. However, we will not discuss the case of smooth boundaries and use the domain description as a suitable generalization of those boundary conditions, which has the advantage that we can deal with arbitrary open sets Ω.

The heat equation

Let Ω ⊆ R3 open. The classical heat equation consists of two equations. First, the balance of momentum, given by

0,ϱϑ + div q = f.

Here, ϑ ∈ Hϱ(R; L2(Ω)) describes the heat density of the medium Ω, q ∈ Hϱ(R; L2(Ω)3) stands for the heat flux, and f ∈ Hϱ(R; L2(Ω)) is an external heat source. The equation is completed by Fourier’s law, given by

q = −k grad ϑ,

where k : L2(Ω)3 → L2(Ω)3 is a bounded, strictly accretive operator, modelling the heat conductivity of the underlying medium Ω. As k is strictly accretive and bounded, so is k−1

by Lemma 1.2.16. Thus, we may rewrite the two equations as a system of the form

If we now impose some boundary conditions, say homogeneous Dirichlet boundary conditions, the operator

, which is a skew-selfadjoint and hence, m-accretive operator. Thus, we are in the situation of Proposition 1.2.18 with a material law as in Proposition 1.2.20.

The wave equation

Similar to the heat equation, we can provide a formulation of the wave equation

0,ϱ2 u − ∆u = f

within the framework of evolutionary equations. We define v := ∂0,ϱu and q := − grad u and obtain a first order formulation of the form

(

Again, if we choose suitable boundary conditions, yielding an m-accretive realization of the operator

( 0 div grad 0

)

, we obtain en evolutionary problem considered in Proposition 1.2.18 with a material law of the form considered in Proposition 1.2.20.

Maxwell’s equation

Maxwell’s equations of electro-magnetism consist of two equations linking the electric field E ∈ Hϱ(R; L2(Ω)3) and the magnetic field H ∈ Hϱ(R; L2(Ω)3) in an open domain Ω ⊆ R3 in the following way

0,ϱεE + σE − curl H = f,

0,ϱµH + curl0E = 0,

where ε, µ ∈ L(L2(Ω)3) are selfadjoint and model the electric permetivity and the magnetic permeability of the medium Ω, respectively. Moreover, σ ∈ L(L2(Ω)3) stands for the conduc-tivity of Ω and f ∈ Hϱ(R; H) is an external current. The first equation results from Ampere’s law combined with Ohm’s law, while the second equation is Faraday’s law. Writing the two equations as a system, we end up with

(

which is again of the form studied in Proposition 1.2.18 with a material law as in Proposition 1.2.20. Hence, the well-posedness of the problem follows if µ is strictly accretive, ε is strictly

accretive on its range and σ is strictly accretive on the kernel of ε. In particular, we can allow certain regions where the electric permetivity vanishes which provides a way to deal with the so-called eddy-current approximation (see e.g. [AV10, PP16]).

The equations of visco-elasticity

We denote by u ∈ Hϱ(R; L2(Ω)) the displacement of an elastic body Ω ⊆ R3 and by σ ∈ Hϱ(R; L2,sym(Ω)3×3) the stress tensor. Then, the balance of momentum yields

ϱ∂˜ 0,ϱ2 u − Div σ = f,

where ϱ ∈ L(L˜ 2(Ω)3) selfadjoint and strictly accretive is the density of the medium and f ∈ Hϱ(R; H) is an external source term. The equation is completed by a constitutive relation.

In visco-elasticity a common relation is given by the Kelvin-Voigt model

(∂0,ϱC + D) Grad u = σ, (1.8)

with C, D ∈ L(L2,sym(Ω)3×3) modeling the viscosity and the modulus of elasticity, respectively.

Defining v := ∂0,ϱu as new unknown, the latter equation can be written as (

C + ∂0,ϱ−1D )

Grad v = σ.

If we assume that C is strictly accretive, we obtain the bounded invertibility of C + ∂0,ϱ−1D if we choose ϱ > 0 large enough. Indeed

C + ∂0,ϱ−1D = C(1 + ∂0,ϱ−1C−1D),

and since ∥∂0,ϱ−1C−1D∥ ≤ 1ϱ∥C−1D∥, we obtain the bounded invertibility for ϱ > 0 large enough by the Neumann series. Thus, we can write the equations of visco-elasticity in the following way

(

0,ϱ

(

ϱ˜ 0

0 ∂0,ϱ−1(C + ∂0,ϱ−1D)−1 )

+

( 0 Div

Grad 0

)) ( v σ

)

=( f 0

) .

If we choose suitable boundary conditions, say for simplicity homogeneous Neumann boundary conditions for σ, we obtain an evolutionary equation of the form considered in Proposition 1.2.18 with

M (z) = (

ϱ˜ 0

0 z−1(C + z−1D)−1 )

, A =

( 0 Div0 Grad 0

) .

Moreover, the material law M satisfies the well-posedness condition (1.7) of Proposition 1.2.18, sinceϱ is assumed to be selfadjoint and strictly accretive, C˜ −1 is strictly accretive and

Re⟨(C + z−1D)−1x|x⟩L2,sym(Ω)3×3 ≥ Re⟨C−1x|x⟩L2,sym(Ω)3×3

1

ϱ∥C−12∥D∥

1 −1ϱ∥C−1∥∥D∥|x|2L

2,sym(Ω)3×3

for z ∈ CRe>ϱ, x ∈ L2,sym(Ω)3×3, yielding that (C + z−1D)−1 is strictly accretive uniformly in z ∈ CRe>ϱ for ϱ large enough (note that the last summand tends to 0 as ϱ tends to infinity).

Remark 1.3.2. We note that besides the Kelvin-Voigt model there exist other models for

visco-elasticity. For instance, a common model uses convolution terms in (1.8) (see e.g. [Daf70a, Daf70b, Tro15c]). More recently, fractional derivatives were used to model elasticity and we refer to [Pod99, Wau14b] for that topic.

The equations of poro-elastic deformation

To illustrate how systems of coupled partial differential equations can be written as evolution-ary equations, we treat the equations of poro-elastic deformations, where a diffusion equation is coupled with the equations of linear elasticity. We discuss the equations of poro-elasticity as they were proposed in [MC96] and mathematically studied in [Sho00, MP10] given by

ϱ∂˜ 0,ϱ2 u − grad ∂0,ϱλ div u − Div C Grad u + grad αp = f, (1.9)

0,ϱ(c0p + α div u) − div k grad p = g. (1.10) Here, u ∈ Hϱ(R; L2(Ω)3) describes the displacement field of an elastic body Ω ⊆ R3 and p ∈ Hϱ(R; L2(Ω)) is the pressure of a fluid diffusing through Ω. The bounded operators C ∈ L(L2,sym(Ω)3×3), k ∈ L(L2(Ω)3) stand for the elasticity tensor and the hydraulic conductivity of the medium, respectively. The function ϱ ∈ L˜ (Ω) describes the density of the medium and the operator α ∈ L(L2(Ω)) generalizes the so-called Biot-Willis constant. Finally, let c0, λ ∈ L(L2(Ω)), where c0 models the porosity of the medium and the compressibility of the fluid. We consider the operator

trace : L2,sym(Ω)3×3→ L2(Ω) (Ψij)i,j∈{1,2,3}↦→

3

i=1

Ψii

and its adjoint given by tracef =

⎝ f 0 0 0 f 0 0 0 f

⎠ for f ∈ L2(Ω). Then, using the relations trace Grad ⊆ div and grad = Div trace, we can rewrite (1.9) and (1.10) as

ϱ∂˜ 0,ϱ2 u − Div ((∂0,ϱtraceλ trace +C) Grad u − traceαp) = f,

0,ϱ(c0p + α trace Grad u) − div k grad p = g.

We define

v := ∂0,ϱu, T := C Grad u,

ω := λ trace Grad v − αp, q := −k grad p

as new unknowns, which yields, assuming that λ is continuously invertible, trace Grad v = λ−1ω + λ−1αp.

Hence, we end up with the following equations where we assume that C and k are boundedly invertible.

Thus, as a system, the equations of poro-elasticity have the form

By choosing suitable boundary conditions, say homogeneous Dirichlet boundary conditions for v and p, we end up with an evolutionary equation of the form discussed in Proposition 1.2.18 with a material law of the form given in Proposition 1.2.20. Hence, the well-posedness can be derived, by imposing suitable constraints on the coefficients involved in order to satisfy the hypothesis of Proposition 1.2.20 for M0 and M1.

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