(Synthesis Lectures on Mathematics & Statistics) Alexander G. Ramm - Analysis of the Navier-Stokes Problem_ Solution of a Millennium Problem-Springer (2023)
(Synthesis Lectures on Mathematics & Statistics) Alexander G. Ramm - Analysis of the Navier-Stokes Problem_ Solution of a Millennium Problem-Springer (2023)
(Synthesis Lectures on Mathematics & Statistics) Alexander G. Ramm - Analysis of the Navier-Stokes Problem_ Solution of a Millennium Problem-Springer (2023)
Alexander G. Ramm
Analysis of the
Navier-Stokes
Problem
Solution of a Millennium Problem
Second Edition
Synthesis Lectures on Mathematics &
Statistics
Series Editor
Steven G. Krantz, Department of Mathematics, Washington University, Saint Louis, MO, USA
This series includes titles in applied mathematics and statistics for cross-disciplinary
STEM professionals, educators, researchers, and students. The series focuses on new and
traditional techniques to develop mathematical knowledge and skills, an understanding of
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Alexander G. Ramm
Analysis
of the Navier-Stokes
Problem
Solution of a Millennium Problem
Second Edition
Alexander G. Ramm
Department of Mathematics
Kansas State University
Oakland, CA, USA
This Springer imprint is published by the registered company Springer Nature Switzerland AG
The registered company address is: Gewerbestrasse 11, 6330 Cham, Switzerland
To Luba
Preface to the Second Edition
The second edition of my monograph “The Navier-Stokes problem” has a new title and
contains several new features: the Introduction is expanded, Appendices 4 and 5 are added,
and the contradictions of the Navier-Stokes equations are emphasized.
We solve the millennium problem concerning the Navier-Stokes equations by proving
that the Navier-Stokes problem (NSP) in R3 does not have a solution defined for all times
t ≥ 0. This follows from the paradox the author found and proved in Chap. 7 of this
monograph.
Appendix 4 contains a brief but essentially self-contained presentation of our basic
ideas and results on the NSP.
Mathematical tool we use is the theory of integral equations and inequalities with
hyper-singular kernels of special type. This theory was developed by the author for an
analysis of the NSP.
In Appendix 5, there are some examples of applications of this theory.
vii
Preface to the First Edition
sup( v + ∇v ) ≤ c, (1)
t≥0
where v = v(x,t) is the solution to problem (2), the velocity vector of the incompressible
viscous fluid, and by c > 0 various constants, independent of the data, are denoted.
Here and throughout the book, c > 0 stand for various constants independent of x
and t, the norm ||·|| is the L 2 (R3 ) norm, by ∇v the collection of the norms of the first
∂v
derivatives ∂xmj is understood, and H 1 (R3 ) is the Sobolev space W21 (R3 ).
The NSP consists of solving the equation
ix
x Preface to the First Edition
where v = v(x, t) is the velocity of the fluid, f = f (x, t) is the (exterior) force, v0 (x) is
the initial velocity, p = p(x, t) is the pressure, v = const > 0 is the viscosity coefficient,
v = ∇ 2 v is the Laplacean of v. The fluid is assumed non-compressible and viscous, its
density is constant ρ = 1, v := ∂v ∂t . We look for a solution to NSP (2) in the space W.
We prove that the NSP problem is equivalent to the integral equation
t
v=F− ds dyG(x − y, t − s)(v, ∇)v, (3)
0 R3
and
|x|2
e− 4vt
g(x, t) = . (5)
(4vtπ)3/2
The data F depends only on f (x,t) and v0 (x). The function G(x,t) is calculated
analytically in Chap. 4.
Let us define the Fourier transform
1
F (v) := ṽ = ṽ(ξ, t) = e−iξ·x v(x, t)d x. (6)
(2π)3 R3
Take the Fourier transform of equation (3) and use the known formula F (vw) =
(2π)3 F (v)F (w) to get another integral equation equivalent to the NSP:
t
ṽ = F̃ − (2π)3 ds G̃(ξ, t − s)ṽ(−iξ ṽ) (7)
0
| f˜h̃| ≤ f˜ h̃ , (9)
where · = · L 2 (R3 )
We prove that
1 ξ j ξm −|ξ|2 t
G̃(ξ, t) = δ jm − e , (10)
(2π)3 ξ2
and
g̃(ξ, t) = e−|ξ|
2 νt
. (11)
Therefore,
|G̃| ≤ ce−|ξ| t ,
2
(12)
ξ ξ
because |1 − |ξ| 2 | ≤ 2.
j m
sup ṽ ≤ c (14)
t≥0
and inequality (9) were used. Estimate (14) is a consequence of the estimate (1) and of
the Parseval identities:
(2π)3 ṽ 2
= ṽ 2 , (2π)3 |ξ|ṽ 2
= ∇v 2 . (15)
Let
The integral in this inequality diverges from the classical analysis point of view (we
write sometimes diverges classically). We have to define this integral and derive some
estimates for positive solutions to inequality (18). This is done in Chaps. 4 and 5.
Together with the inequality (18) we study the corresponding integral equation:
t
q(s)ds
q(t) = b0 (t) + c . (19)
0 (t − s)5/4
We solve equation (19) in closed form under suitable assumptions on the data b0 (t),
namely, we assume that b0 (t), is a smooth and rapidly decaying as t → ∞. Moreover,
we prove that
q(0) = 0 (21)
provided that the data b0 (t) are smooth and rapidly decaying as t → ∞
From Eqs. (20) and (21), it follows that b(0) = 0. This and the definition of b(t) =
|ξ|ṽ imply that v0 (x) = 0, although originally we assumed that v0 (x) = v(x, 0) ≡ 0.
This is the NSP paradox. It shows that the NSP problem is contradictory physically and
mathematically and that the NSP with the suitable data does not have a solution defined
for all t ≥ 0.
Therefore, the millennium problem concerning the Navier-Stokes equations is solved:
we prove that this problem does not have a solution.
We prove that the NSP with the zero data, that is, f = 0 and v0 (x) = 0 does have a
solution v(x, t) = 0 and this solution is unique in the space W .
These are our main results concerning the NSP. These results show that physically
correct equations should be found for the motion of incompressible viscous fluid.
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2 Brief History of the Navier–Stokes Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
Reference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
3 Statement of the Navier–Stokes Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
Reference . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
4 Theory of Some Hyper-Singular Integral Equations . . . . . . . . . . . . . . . . . . . . . . 23
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
5 A Priori Estimates of the Solution to the NSP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
6 Uniqueness of the Solution to the NSP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
7 The Paradox and Its Consequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
8 Logical Analysis of Our Proof . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
xiii
About the Author
Alexander G. Ramm was born in Russia, emigrated to USA in 1979, and is a US citi-
zen. He is Professor Emeritus of Mathematics with broad interests in analysis, scattering
theory, inverse problems, theoretical physics, engineering, signal estimation, tomography,
theoretical numerical analysis, and applied mathematics. He is an author of 716 research
papers and 20 research monographs and an editor of 3 books. He has lectured at many
universities throughout the world, given more than 150 invited and plenary talks at vari-
ous Conferences, and supervised 11 Ph.D. students. He was Fulbright Research Professor
in Israel and Ukraine, distinguished visiting professor in Mexico and Egypt, Mercator
Professor in Germany, Research Professor in France, and invited plenary speaker at the
7-th PACOM; he won Khwarizmi international award in 2004 and received other honors.
A. G. Ramm was the first to prove the uniqueness of the solution to inverse scattering
problems with fixed-energy scattering data, the first to prove the uniqueness of the solu-
tion to inverse scattering problems with non-over-determined scattering data, and the first
to study inverse scattering problems with under-determined scattering data. He solved
many specific inverse problems and developed new methods and ideas in the area of
inverse scattering problems. He introduced the notion of Property C for a pair of differen-
tial operators and applied Property C for one-dimensional and multi-dimensional inverse
scattering problems.
A. G. Ramm solved the many-body wave scattering problem when the bodies are small
particles of arbitrary shapes, assuming that a d λ, where a is the characteristic size
of small particles, d is the distance between neighboring particles, and λ is the wavelength
in the material in which the small particles are embedded. Multiple scattering is essential
under these assumptions. He used this theory to give a recipe for creating materials with a
desired refraction coefficient and materials with a desired wave-focusing property. These
results attracted the attention of the scientists working in nanotechnology.
A. G. Ramm gave formulas for the scattering amplitude for scalar and electromagnetic
waves by small bodies of arbitrary shapes and formulas for the polarizability tensors for
such bodies.
A. G. Ramm gave a solution to the Pompeiu problem, proved Schiffer’s conjecture,
and gave the first symmetry results in harmonic analysis.
xv
xvi About the Author
A. G. Ramm has developed the Dynamical Systems Method (DSM) for solving linear
and non-linear operator equations, especially ill-posed.
A. G. Ramm developed a random fields estimation theory.
A. G. Ramm has developed a theory of convolution equations with hyper-singular
integrals.
A. G. Ramm has introduced a wide class of domains with non-compact boundaries.
He studied the spectral properties of Schrödinger’s operators in this class of domains and
gave sufficient conditions for the absence of eigenvalues on the continuous spectrum of
these operators.
A. G. Ramm has solved one of the millennium problems concerning the Navier-Stokes
problem (NSP) and proved the NSP paradox, which shows the contradictory nature of the
NSP and the non-existence of its solution on the interval t ∈ [0, ∞) for the initial data
v0 (x) ≡ 0 and f (x, t) = 0.
Introduction
1
In this work a proof of the author’s basic results concerning the Navier-Stokes problem
(NSP) is given. The NSP is:
where v = v(x, t) is the velocity of the fluid, f = f (x, t) is the (exterior) force, v0 (x) is
the initial velocity, p = p(x, t) is the pressure, ν = const > 0 is the viscosity coefficient,
v = ∇ 2 v is the Laplacean of v. The fluid is assumed non-compressible and viscous, its
density is constant ρ = 1, v := ∂v
∂t .
We look for a solution to NSP (0.2) in the space W = {v : v ∈ H 1 × C(R+ ), ∇ · v = 0},
where H 1 = W21 (R3 ) is the Sobolev space and C(R+ ) is the space of continuous functions
on R+ with the norm bC(R+ ) = supt≥0 |b(t)|.
Our results include:
(a) The a priori estimate
of the solution to the NSP. Here v is the velocity vector, · is the L 2 (R3 ) norm, by c > 0
various constants independent of t and x are denoted. This a priori estimate is proved in
Chap. 5.
(b) The theory of integral equations
t
5
b(t) = b0 (t) + (t − s)− 4 b(s)ds (1.3)
0
and inequalities t 5
b(t) ≤ b0 (t) + (t − s)− 4 b(s)ds, (1.4)
0
5 t 5
with hyper-singular kernels (t − s)− 4 is developed. Note that the integral 0 (t − s)− 4 b(s)ds
diverges classically, that is, from the classical analysis point of view. We define such integrals
and solve in closed form the corresponding integral equations with the data b0 (t) smooth
and rapidly decaying as t → ∞. We study also integral equations with other hyper-singular
kernels. This theory is developed in Appendix 5.
(c) This paradox and its consequences are discussed in Chap. 7.
This paradox says that if the data (the initial velocity v0 (x) and the force f (x, t) in
the Navier-Stokes equations, see Chap. 4), are smooth and rapidly decaying, f = 0 (for
simplicity only) but v0 (x) ≡ 0, and the solution to the NPS exists on R+ , then v0 (x) = 0.
This means that the solution to the NSP cannot exist.
The millennium problem concerning the NSP consists of finding whether the solution to
the NSP exists for all t ≥ 0 and is smooth, provided that the data, that is, the initial velocity
v(x, 0) and the force f (x, t), are smooth and rapidly decaying as |x| → ∞ and t → ∞.
Our proof of the NSP paradox demonstrates that the solution to the NSP with f (x, t) = 0
and u 0 (x) ≡ 0 cannot exist for all t ≥ 0.
In paper [1], p. 472, Theorem 2, there is a statement that, for f (x, t) = 0 and u 0 (x)
sufficiently small, the solution to the NSP exists for all t ≥ 0 if m ≤ q, where m is the
dimension of the space and the solution is in L q . In our case m = 3 and q = 2, so the
condition m ≤ q does not hold. Therefore, the claim in [1], p. 472, is not applicable.
(d) The uniqueness theorem for the solutions to the NSP is proved in Chap. 6. This
theorem says that if the data vanishes, that is, f = 0 and u 0 (x) = 0 then there exists a
solution v(x, t) = 0 of the NSP and this solution is unique in the space W := {v : v ∈
H 1 (R3 ) × C(R+ ), ∇ · v = 0}, where H 1 is the usual Sobolev space and C(R+ ) is the
space of continuous functions b(t) with the supt≥0 |b(t)| norm.
We do not mention here other results.
The earlier author’s results [2–5] are used, but our presentation in this monograph is
essentially self-contained.
The Navier-Stokes equations are discussed in many books and papers. We only mention
here [6], [7] and [2].
Our main goal is to present for broad audience the author’s result concerning the Navier-
Stokes problem in R3 without boundaries. This result can be briefly formulated as follows:
Assume (for simplicity only) that the exterior force f (x, t) = 0. If the initial velocity
v0 (x) := v(x, 0) ≡ 0, ∇ · v0 (x) = 0, v0 (x) is smooth and rapidly decaying as |x| → ∞ and
the solution v(x, t) of the NSP exists for all t ≥ 0, then v0 (x) = 0.
This result we call the NSP paradox (or just paradox), shows that:
1 Introduction 3
a’) The NSP is not a correct statement of the problem of motion of viscous incompress-
ible fluid; it is neither physically nor mathematically correct statement of the dynamics of
incompressible viscous fluid.
b’) The NSP does not have a solution unless v0 (x) = 0 and f (x, t) = 0; in this case the
solution v(x, t) = 0 for all t ≥ 0.
This result solves the millennium problem related to the Navier-Stokes equations. It
encourages the search for the correct equations describing the dynamics of viscous incom-
pressible fluid.
Let us explain the steps of our proof.
The NSP consists of solving the equations (1.1).
a) First we reduce the NSP to an equivalent integral equation:
t
v(x, t) = F − ds G(x − y, t − s)(v, ∇)vdy, (1.5)
0 R3
We assume (for simplicity only and without loss of generality) that f = f (x, t) = 0. Under
this assumption one has:
F(x, t) := g(x − y, t)v0 (y)dy, (1.6)
R3
where
|x|2
e− 4νt
, t > 0; g(x, t) = 0, t ≤ 0; g̃ = e−|ξ| νt .
2
g(x, t) = (1.7)
(4νπt)3/2
The tensor G = G(x, t) = G jm (x, t) is calculated explicitly:
−3 ξ p ξm ξ p ξm
eiξ·x δ pm − 2 e−νξ t dξ; G̃ = (2π)−3 δ pm − 2 e−νξ t .
2 2
G(x, t) = (2π)
R 3 ξ ξ
(1.8)
Let us define the Fourier transform:
ṽ := ṽ(ξ, t) := (2π)−3 v(x, t)e−iξ·x d x. (1.9)
R3
Take the Fourier transform of equation (1.2) and get the integral equation equivalent to this
equation:
4 1 Introduction
t
ṽ(ξ, t) = F̃(ξ, t) − (2π)3 ds G̃(ξ, t − s)ṽ(iξ ṽ), (1.11)
0
where denotes the convolution in R3 . The following inequality, that comes from the
Cauchy inequality, is useful:
|ṽ(iξ ṽ)| ≤ ṽ|ξ|ṽ. (1.12)
By c here and throughout the paper various positive constants, independent of t and x, are
denoted. We denote by c1 := |(− 41 )| > 0 the special constant from equation (4.4), and use
∂v
the following notations: v j,m := ∂xmj , := R3 .
Let us write equation (1.1) as
Proof of Claim 1. Multiply equation (1.14) by v j , integrate over R3 and sum up over j
to get
1
(v2 ),t ≤ |( f , v)| ≤ f v. (1.16)
2
where z ,t := ∂z
∂t . In deriving inequality (1.16) we have used integration by parts:
− p, j v j d x = pv j, j d x = 0, νv, j j v j d x = −ν v, j v, j d x ≤ 0,
and
1
vm v j,m v j d x = − vm,m v j v j d x = 0.
2
From inequality (1.16) it follows that v,t ≤ f . Consequently,
∞
v ≤ v0 + f dt < c.
0
1 Introduction 5
By the Parseval equality the desired estimate (1.13) follows. Claim 1 is proved.
Inequalities (1.13) and (1.12) imply
This inequality is important because it allows one to estimate the nonlinear term in the
middle side of equation (0.13) by the linear term on its right side.
Equations (1.11) and (1.12) imply inequality
t t
e−ν(t−s)ξ |ξ|ṽds ≤ | F̃| + e−ν(t−s)ξ b(s)ds, b(s) = |ξ|ṽ
2 2
ṽ(ξ, t) ≤ F̃(ξ, t) + c
0 0
(1.18)
We derive this inequality later.
From formula (1.8) it follows that
where
b0 (t) := |ξ| F̃(x, t), b(t) := |ξ|ṽ(x, t) ≥ 0. (1.21)
6 1 Introduction
Here and below the norm · is the L 2 (R3 ) norm. If the data v0 (x) is smooth and rapidly
decaying as |x| → ∞, then |ṽ(ξ)| ≤ c(1 + |ξ|2 )−m , m > 25 . Therefore, from the definition
of b0 (t) it follows that
∞
e−r νt r 4 (1 + r 2 )−m dr := cI ,
2
b02 (t) ≤ c (1.22)
0
where we have used the spherical coordinates. From this relation it follows that the Laplace
transform ∞
Lb0 := e− pt b0 (t)dt
0
can be estimated:
|Lb0 | ≤ c(1 + | p|)−1 , Re p > 0.
1
1 one has: I = 0 e−r νt r 4 (1 + r 2 )−m dr + O(e−νt ) := J + O(e−νt ), J =
2
Indeed, for t
5 νt ρ −m dρ 5 5
(νt)− 2 0 e−ρ ρ2 (1 + νt ) 2ρ1/2
= O(t − 2 ). Thus, b0 (t) = O(t − 4 ), t 1 and supt≥0
b0 (t) ≤ c. Consequently, |Lb0 | ≤ c(1 + | p|)−1 , Re p ≥ 0. This estimate is used later.
Since the convolution integral in (1.20) diverges classically, we give a new definition of
this integral in Section 3 and estimate the solution b(t) to integral inequality (1.20) by the
solution q(t) to the integral equation with the same hyper-singular kernel:
t
5
q(t) = b0 (t) + c (t − s)− 4 q(s)ds. (1.23)
0
We prove that Eq. (1.23) has a unique solution in the space C(R+ ), and the following
estimate holds:
sup q(t) ≤ c, (1.26)
t≥0
provided that the datum b0 (t) is smooth and rapidly decaying at infinity.
References 7
q(0) = 0. (1.27)
(d) We prove that any solution b(t) ≥ 0 of inequality (1.20), where b0 (t) a smooth rapidly
decaying function, satisfies inequality (1.24). Since q(0) = 0 and 0 ≤ b(t) ≤ q(t), it follows
that b(0) = 0.
This yields the NSP paradox mentioned at the beginning of this section. Indeed, the
initial data v0 (x) ≡ 0, so b(0) > 0, but we prove that b(0) = 0.
The NSP paradox implies the conclusions we have made:
The NSP is physically not a correct description of motion of the incompressible
viscous fluid in the whole space R3 without boundaries; the NSP does not have a
solution on the whole interval [0, ∞) unless the data are equal to zero; in this case the
solution to the NSP does exist on the whole interval [0, ∞) and is identically equal to
zero.
The uniqueness of the solution to NSP is proved in Chap. 6.
References
Let ρ = ρ(x, t) be the density of the fluid and v(x, t) be its velocity. If D ⊂ R3 is a bounded
domain with a smooth boundary S, then the fluid mass in D is the integral D ρ d x and the
amount of fluid flowing through the boundary is S ρv · N d S, where N is the outer unit
normal to S, and S = ∂ D is the boundary of D. The conservation of the mass requires to
have
∂
− ρ d x = ρv · N d S. (2.1)
∂t D S
By the divergence theorem one has
ρv · N d S = ∇ · (ρv) d x. (2.2)
S D
∇ · v = 0. (2.5)
dv
ρ = −∇ p + f (2.6)
dt
where f is the exterior force, f = f (x, t).
For incompressible fluid, ρ = const. For convenience and without loss of generality, we
assume that
ρ = 1. (2.7)
One has
dv ∂v
= + (v, ∇)v. (2.8)
dt ∂t
From (2.6)–(2.8) it follows that
∂v
+ (v, ∇)v = −∇ p + f . (2.9)
∂t
This is Euler’s equation (1752) for incompressible fluid. D’Alembert’s paradox (1752)
proved that Euler’s equation is physically incorrect.
Let us write
v = vjej, (2.10)
where {e j }3j=1 is an orthonormal basis in R3 , (ei , e j ) = δi j , and over the repeated indices
in (2.10) summation is understood.
Euler’s Equation (2.9) can be written as
v j + vi v j,i = − p, j + f j , (2.11)
where
∂v j ∂v j ∂p
v j := , v j,i := , p, j := . (2.12)
∂t ∂ xi ∂x j
The Navier–Stokes equation (1822) for viscous incompressible fluid is
3
∂ 2v j
v j := v j,ii := .
j=1
∂ xi2
Equation (2.7) indicates that the fluid is incompressible. Equation (2.5) should be considered
together with the Navier–Stokes equation (2.13).
The initial velocity
v(x, 0) = v0 (x) (2.14)
is given.
Reference 11
The NSP in the whole space R3 consists of solving Eqs. (2.13), (2.5), and (2.14) simul-
taneously:
We assume that v(x, t) decays as |x| → ∞ for any fixed t > 0 and as t → ∞ for any
fixed x.
We will show in Chap. 7 that the NSP in R3 is contradictory. This means that this problem
is physically incorrect. We also prove that although the solution to the NSP is unique, it does
not exist on the whole interval t ∈ [0, ∞) unless v0 (x) = f (x, t) = 0; in this case the
solution is equal to zero identically, v(x, t) = 0, so it does exist for all t ≥ 0.
Claude-Louis Navier (1785–1836) was a French engineer who introduces the Navier–
Stokes equations in 1822. George Gabriel Stokes (1819–1903) was Anglo-Irish physicist
and mathematician. Stokes graduated in 1841 from Cambridge University. He published the
Navier–Stokes equations in 1845 not being familiar with the earlier work of Navier. Among
his students are Lord Rayleigh (1842–1919) and H. Lamb (1849–1934).
The motion of the fluid presents many unsolved questions. Turbulent motions are an
example.
In [1] it is mentioned (in the Introduction) that there is no satisfactory theory of the
motion of fluids and there are paradoxes related to some concrete problems in this theory.
The paradox we construct in Chap. 7 is of a general nature and it shows that the NSP is not
physically acceptable.
Reference
∇ · v0 = 0. (3.4)
The functions v(x, t) and p = p(x, t), solving Eqs. (3.1)–(3.3), are to be found. These
functions decay as |x| → ∞, t → ∞.
Our task is to derive an integral equation for v that is equivalent to (3.1)–(3.3). To do this,
we construct the Green’s function G(x, t) that solves the linear problem:
G = G jm (x, t) (3.11)
is a tensor.
Let us define the Fourier transform:
1
F(v) := ṽ(ξ, t) = v(x, t)e−iξ·x d x, ξ · x = ξ j x j , (3.12)
(2π)3 R3
Let
G= H (ξ, t)eiξ·x dξ, G = G jm (x, t), (3.14)
R3
1
H (ξ, t) = G(x, t)e−iξ·x d x, H = H jm (ξ, t), H = F(G) = G̃. (3.15)
(2π)3 R3
Taking the Fourier transform of Equations (3.5)–(3.6) one gets:
δ(t)δ jm
H + νξ 2 H = − iξ Pm (ξ, t), (3.16)
(2π)3
ξ · H = 0, (3.17)
δ(t)ξm
= iξ 2 Pm (ξ, t). (3.20)
(2π)3
Therefore
δ(t)ξm
Pm (ξ, t) = −i , ξ2 = ξ j ξ j . (3.21)
(2π)3 ξ 2
3 Statement of the Navier-Stokes Problem 15
Indeed, let
1 ξ j ξm
νξ 2 := a, δ jm − := b. (3.25)
(2π)3 ξ2
Then formulas (3.22)–(3.23) can be written as
( p + a)L(H ) = b. (3.27)
Let us define
1
δ jm e−νξ
2 t+iξ·x
I1 := dξ (3.31)
(2π)3 R3
and
1 ξ j ξm −νξ 2 t+iξ·x
I2 := − e dξ. (3.32)
(2π)3 R3 ξ2
Integrals (3.31)–(3.32) can be calculated explicitly. Therefore, the function G(x, t) will be
calculated explicitly.
16 3 Statement of the Navier-Stokes Problem
q2
1 ∞
−νs 2 t e− 4νt
J= e cos(sq) ds = . (3.34)
π 0 (4νtπ)1/2
Integral J 3 = I1 , that is
I1 = δ jm g(x, t), (3.35)
where
|x|2
e− 4νt
g(x, t) = , t > 0; lim g(x, t) = g(x, 0) = 0. (3.36)
(4πνt)3/2 t→0+
Let us calculate I2 .
One has
e−νξ t+iξ·x
2
1
I2 = ∂ jm dξ
(2π)3 R3 ξ2
∞ (3.37)
1 −νtr 2 ir |x| cos θ
= ∂ jm dr e e sin θ dθ dφ ,
(2π)3 0 S2
∂2
where ∂ jm = ∂x j ∂xm . Therefore,
∞ 1
1
dr e−νtr eir |x|u du
2
I2 = ∂ jm
(2π)2 0 −1
∞
1 − e−ir |x| eir |x|
dr e−νtr ·
2
= ∂ jm
(2π)2
0 ir |x|
∞
2 −νtr 2 sin(r |x|)
= ∂ jm dr e . (3.38)
(2π)2 0 r |x|
where x
2
e−s ds.
2
Erf(x) = √ (3.40)
π 0
Using (3.38)–(3.40) one gets
|x| |x|
√ √
1 1 π 2 2 νt 1 1 2 νt
e−s ds e−s ds .
2 2
I2 = ∂ jm √ = ∂ jm (3.41)
2π 2 |x| 2 π 0 2π 3/2 |x| 0
3 Statement of the Navier-Stokes Problem 17
w − νw = 0 in R3 × R+ , (3.44)
w(x, 0) = v0 in R 3
(3.45)
w̃ + νξ 2 w̃ = 0, (3.47)
|x|2
−νtξ 2 1 −iξ·x e− 4νt
e = e d x, (3.50)
(2π)3 R3 (4νtπ)3/2
and then using the theorem about the Fourier transform of the convolution
F h(x − y) f (y) dy = (2π)3 h̃(ξ) f˜(ξ), (3.51)
R3
Proof Apply the operator ∂t − ν to Eq. (3.52) and use Eqs. (3.5) and (3.44) to get
t
vm − νvm = ds dy δ(x − y)δ(t − s)δ jm − ∇ pm [ f (y, s) − (v, ∇)v]
0 R3
where t
p= ds dy pm [ f − (v, ∇)v]. (3.54)
0 R3
Equation (3.6) yields
∇ ·v =∇ · g(x − y, t)v0 (y) dy = ∇ · g(z, t)v0 (x + z) dz = 0, (3.55)
R3 R3
∇x · v(x + z) = 0.
Corollary 3.3 Integral Equation (3.52) is equivalent to the equation obtained by the Fourier
transform of it:
t
ṽ(ξ, t) = ˜
d x G̃(ξ, t − s) f (ξ, s) − ṽm (ξ − η, s)ṽ j (η, s)iηm dη + ṽ0 (ξ)e−νtξ .
2
0 R3
(3.56)
Let
v = v(x, t) = ( |v(x, t)|2 d x)1/2 . (3.57)
R3
The norm (3.57) is generated by the inner product in the Hilbert space H = L 2 (R3 ),
3 Statement of the Navier-Stokes Problem 19
(v, w) = v w̄ d x. (3.58)
R3
∞
Lemma 3.4 Assume that v0 + 0 f dt < c. Then the solution to the NSP (3.1)–(3.3)
satisfies the a priori estimate:
sup v(x, t) < c. (3.59)
t≥0
Proof Multiply (3.1) by v in L 2 (R3 ) and assume that ∇v < ∞, to get
1
∂t v +
2
vm v j vm, j d x = ( f , v) − (∇ p, v) + ν(v, v).
2 R3
One has
(∇ p, v) = −( p, ∇ · v) = 0, (3.60)
where Eq. (3.2) was used.
Furthermore,
ν(v, v) = −ν∇v2 < 0, (3.61)
and
1 1
vm v j vm, j d x = v j (vm
2
), j = − v j, j vm vm d x = 0, (3.62)
R3 2 R3 2 R3
where Eq. (3.2) was used, v j, j = 0.
Therefore,
∂t v2 ≤ 2 f v, (3.63)
so t
v2 ≤ v0 2 + 2 f v ds. (3.64)
0
Consequently,
∞
sup v2 ≤ c1 + f d x · sup v ≤ c1 + c2 sup v. (3.64 )
t≥0 0 t≥0 t≥0
ξ j · ξm
|δ jm | ≤ c, ≤ c. (3.67)
ξ2
This result is well known and we omit its proof. Note that
h(ξ − η)g(η) dη ≤ h g. (3.69)
R3
Proof Let us calculate the first integral. The second one is calculated similarly.
One has for any a > 0
∞
−aξ 2 c
e−ar r 2 dr = 3/2 .
2
e dξ = 4π
R 3 0 a
Therefore,
c
e−aξ =
2
. (3.73)
a 3/4
Formula (3.72) is derived similarly. The parameter a = ν(t − s).
Since ν = const > 0, Lemma 3.6 is proved.
Assumption 3A. Let us assume in what follows that ṽ0 (ξ) and f˜(ξ, t) are smooth and
rapidly decaying functions of their arguments.
Reference 21
From Assumption (1.15) it follows that b0 (t) is a smooth rapidly decaying function as
t → ∞.
The integral in formula (3.75) diverges classically. We define this integral in Chap. 4.
Reference
where Re λ > 0, c > 0 stands for various constants, b0 (t) is a given function which is
assumed to be smooth and rapidly decaying as t → ∞. Taking the Laplace transform of
(4.1) one gets
(λ)
L(q) = L(b0 ) + cL(q) λ , (4.2)
p
where formula (A2.13) was used:
(λ)
L(t λ−1 ) = . (4.3)
pλ
Here (λ) is the gamma function and formula (4.3) is valid classically for Re λ > 0; this
formula is valid for all complex λ except λ = 0, −1, −2, . . ., by analytic continuation with
respect to λ because (λ) is analytic in C except for the points λ = 0, −1, −2, . . . and p −λ
is an entire function of λ; see Appendix 2. In Appendix 3, one finds the results on the theory
of the Laplace transform that are used in this book.
We are interested in the value λ = − 41 because it appears in inequality (3.75), λ − 1 =
− 4 = − 41 − 1, so λ = − 41 . The value (− 41 ) can be calculated:
5
1 3 3
(− ) = −4( ) := −c1 , c1 = 4( ) > 0. (4.4)
4 4 4
L(b0 )
L(q) = 1
, cc1 = const > 0. (4.5)
1 + cc1 p 4
© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 23
A. G. Ramm, Analysis of the Navier-Stokes Problem, Synthesis Lectures
on Mathematics & Statistics, https://doi.org/10.1007/978-3-031-30723-2_4
24 4 Theory of Some Hyper-Singular Integral Equations
Equation (4.1) then has a unique solution q, q = q(t) is a bounded function on C([0, ∞)),
and
q(0) = 0. (4.8)
Proof The statement of Theorem 4.1 concerning continuity of q and estimate (4.7) follow
from Theorem 4.1 in Appendix 3. The conclusion (4.8) follows from Theorem A3.2 of
Appendix 3.
Theorem 4.1 is proved.
Let us establish a relation between the solution to Eq. (4.1) and solutions to inequality
(3.75).
Theorem 4.2 If b = b(t) solves inequality (3.75) and q(t) solves Eq. (4.1) with λ = − 41 ,
then
b(t) ≤ q(t). (4.9)
t
Lemma 4.3 For any T > 0 and for p > −1, the operator A f := 0 (t − s) p f (s) ds in the
Banach space X 0 = C([0, T ]) has spectral radius r (A) = 0.
Proof of Lemma 4.3. The spectral radius r (A) of a linear operator A is defined by the
formula (see, for example, [1]):
1
r (A) = lim An n . (4.10)
n→∞
n ( p + 1)
An f X 0 ≤ t n( p+1) f X0 . (4.11)
(n( p + 1) + 1)
For n = 0, estimate (4.11) is obvious. For n = 1, one has
4 Theory of Some Hyper-Singular Integral Equations 25
t
p+1
(t − s) p f (s) ds ≤ t f X0 . (4.12)
p+1
0
Suppose estimate (4.11) holds for some n. Let us prove that it holds for n + 1. One has
t
An+1 f X 0 ≤ (t − s) p |An f | ds
0
t n ( p + 1)
≤ (t − s) p s n( p+1) ds f X0 , (4.13)
0 (n( p + 1) + 1)
t 1
(t − s) s
p n( p+1)
ds = t p+n( p+1)+1
(1 − u) p u n( p+1) du
0 0
( p + 1)(n( p + 1) + 1)
= t ( p+1)(n+1) .
( p + 1 + n( p + 1) + 1)
Thus,
n+1 ( p + 1)
An+1 f X 0 ≤ t (n+1)( p+1) f X0 . (4.14)
((n + 1)( p + 1) + 1)
Applying formula (A2.9) to (4.11), one gets
1/n 1 1/n
lim An f X 0 = t p+1 ( p + 1) lim f X 0
n→∞ lim (n( p + 1) + 1) n→∞
n→∞
t p+1 ( p + 1)
= 1
= 0. (4.15)
lim e(n( p+1)+ 2 ) ln(n( p+1)+1)
n→∞
Lemma 4.4 Let A be a linear operator in a Banach space Z . If r (A) < 1, then equation
f = f0 + A f (4.16)
Proof Let us show that Eq. (4.15) is an equation with A < 1 in the Banach space Z . If
this is done then formula (4.17) follows and the series (4.17) converges in Z .
26 4 Theory of Some Hyper-Singular Integral Equations
If the series (4.17) converges in Z then its sum solves (4.16). Indeed, from (4.17) one
derives
∞
f = f0 + A A j f0 = f0 + A f . (4.18)
j=0
m−1
m−1
m−1
A j f 0 + Am A j f 0 + A2m A j f0 + · · · . (4.20)
j=0 j=0 j=0
Denote
m−1
h := A j f0 . (4.21)
j=0
Then
∞
∞
A j f0 = Amq h. (4.22)
j=0 q=0
Therefore the series (4.17) converges and Eq. (4.16) has a solution.
Let us prove that this solution is unique. Since A is a linear operator, it is sufficient to
prove that the equation
f = Af (4.24)
has only the trivial solution f = 0. From (4.24) one derives
f = Am f . (4.25)
t
If A f = 0 (t − s)λ−1 f (s) ds, λ > 0, then by Lemma 4.3, r (A) = 0. Therefore,
Eq. (4.16) with this A has a solution, this solution is unique and can be obtained by iterations
by formula (4.17).
4 Theory of Some Hyper-Singular Integral Equations 27
In the book [2] it is stated that one can construct a Banach space Z 1 in which A1 < 1
if A is a linear operator and r (A) < 1 in the original Banach space Z .
The proof of this statement in [2] is not clear to this author. By this reason we formulated
and proved Lemma 4.4.
Since this result is used below, let us give an independent proof of it using the specific
form of the operator A.
Let us prove that if r (A) = 0 then Eq. (4.16) has a solution, this solution is unique in Z ,
Eq. (4.16) is solvable by iterations
and f is given by formula (4.17). We took c A because in (3.75) c > 0 is not necessarily
equal to 1.
Using estimate (4.11) one concludes that the series (4.17) converges in Z . Clearly, its
sum solves Eq. (4.16) and is obtained as a limit
f = lim f n , (4.28)
n→∞
where f n are iterations defined by formula (4.27). To prove uniqueness of the solution to
Eq. (4.16) assume that f 0 = 0, so the Eq. (4.16) is of the form
h = c Ah. (4.29)
Continue with this argument and prove (4.32) for any T > 0.
Let us now introduce the function
t λ−1
λ = , (4.33)
(λ)
28 4 Theory of Some Hyper-Singular Integral Equations
where
0, t < 0,
t λ = t+
λ
= (4.34)
t λ, t ≥ 0.
Define the convolution: t (t − s)λ−1
λ ∗ f := f (s) ds. (4.35)
0 (λ)
The right side of Equation (4.35) is well defined classically if Re λ > 0 and f (s) is contin-
uous on R+ = [0, ∞).
Let us define the right side of (4.35) for Re λ < 0. To do this, consider the Laplace
transform
L(λ ∗ f ) = L(λ )L( f ) = L( f ) p −λ , (4.36)
where formula (A3.21) was used. Formula (4.36) is well defined classically for Re λ > 0
and for Re λ ≤ 0 it is defined by the analytic continuation with respect to λ since L( f ) does
not depend on λ and p −λ is an entire function of λ.
The convolution λ ∗ f for Re λ < 0 is defined by the formula
λ ∗ f = L −1 (L( f ) p λ ). (4.37)
We are interested in the value λ = − 41 because this value is important for the NSP, see
Eq. (3.75). If λ = − 41 then
1 3
(− ) = −4( ) := −c1 , (4.38)
4 4
and formula (4.36) for λ = − 41 takes the form
1
L(− 1 ∗ f ) = p 4 L( f ). (4.39)
4
1
L(λ ∗ μ ) = . (4.42)
p λ+μ
By formula (4.37) with f = μ one obtains
1
λ ∗ μ = L −1 ( ) = λ+μ . (4.43)
p λ+μ
4 Theory of Some Hyper-Singular Integral Equations 29
One can give a different proof of formula (4.40). Namely, let u = st . Then
(t − s)λ−1 s μ−1
t
λ ∗ μ = ds
0 (λ) (μ)
1
1
= t λ+μ−1 (1 − u)λ−1 u μ−1 du
(λ)(μ) 0
t λ+μ−1 (λ)(μ)
=
(λ)(μ) (λ + μ)
t λ+μ−1
=
(λ + μ)
= λ+μ . (4.46)
λ ∗ f ≥ 0. (4.49)
Proof For λ > 0 and f continuous the convolution (4.49) is defined classically and inequal-
ity (4.49) is obvious.
Lemma 4.6 is proved.
30 4 Theory of Some Hyper-Singular Integral Equations
Apply the operator 1 ∗ to inequality (4.47) and to Eq. (4.48) and use Eq. (4.41) to get
4
1 1
1 ∗ b ≤ 1 ∗ b0 − cc1 b, b≤ 1 ∗ b0 − 1 ∗ b, (4.50)
4 4 cc1 4 cc1 4
1 1
1 ∗ q = 1 ∗ b0 − cc1 q, q= 1 ∗ b0 − 1 ∗ q, (4.51)
4 4 cc1 4 cc1 4
Let us now prove Theorem 4.2.
Proof of Theorem 4.2. Denote the positive constant cc1 := c2 > 0. By Lemma 4.4 the
inequality (4.50) and Eq. (4.51) can be solved by iterations:
∞
n
1
b≤ (−1)n 1 ∗ b0 , (4.52)
c2 4
n=0
∞ n
1
q= (−1)n 1 ∗ b0 . (4.53)
c2 4
n=0
From (4.52) and (4.53) the conclusion of Theorem 4.2 follows, in particular inequality (4.9)
holds.
Theorem 4.2 is proved.
Theorem 4.7 Assume that b0 (t) in Eq. (4.48) is smooth and rapidly decaying as t → ∞.
Then Eq. (4.48) has a unique solution in C([0, ∞)) and
Therefore,
L(b0 )
L(q) = 1
. (4.56)
1 + cc1 p 4
Under our assumption about b0 (t) one has
c
|L(b0 )| ≤ , Re p > 0, (4.57)
1 + | p|
1
and L(b0 ) is an analytic function of p in the half-plan Re p > 0. Define p 4 in the half-plane
Re p > 0 by the formula:
1 1 π π
p 4 = | p| 4 eϕ/4 , ϕ = arg p, − ≤ϕ≤ . (4.58)
2 2
References 31
1
Then p 4 is analytic in the region Re p > 0; L(q), defined by formula (4.56), is an analytic
function in the half-plane Re z > 0 and, using inequality (4.57), one gets
c
|L(q)| ≤ , c2 := cc1 > 0. (4.59)
1
(1 + | p|) 1 + c2 | p| 4 eiϕ/4
By Theorem 4.1, see formulas (4.7) and (4.8), one gets inequality (4.54) and the relation
q(0) = 0.
Theorem 4.7 is proved.
References
One of the a priori estimates was formulated and proved in Lemma 3.4, namely, estimate
(3.59):
sup v(x, t) < c, (5.1)
t≥0
where v(x, t) is a solution to the NSP (3.1)–(3.3). It was proved under the assumption
∞
v0 (x, t) + f (x, s) ds < c. (5.2)
0
The other basic a priori estimate is formulated in Theorem 4.7. Let us use this result and
the Parseval’s equation to derive the following theorem.
Theorem 5.1 Denote b(t) := |ξ|ṽ(ξ, t) and assume that v0 (x) and f (x, t) are smooth
functions of their arguments rapidly decaying as |x| → ∞ and t → ∞. Then
Proof Under the assumption of Theorem 5.1 the Assumption 3A (see p. 19) is satisfied
and b(t) solves inequality (3.75). Inequality (3.75) is equivalent to inequality (4.47). By
Theorem 4.2 of Chap. 4 inequality (4.9) holds, where q(t) solves Eq. (4.48). By Theorem 4.7
of Chap. 4, not only does inequality (5.3) hold since
Theorem 5.2 Under the assumptions of Theorem 5.1 the following inequalities hold:
sup ξ 2 |ṽ(ξ, t)| < c, ∀t ≥ 0; sup |v(ξ, t)| ≤ c(1 + t). (5.8)
t≥0,|ξ|≥0 |ξ|>0
where
t
F̃(ξ, t) := ṽ0 (ξ)e + −νtξ 2
ds H (ξ, t − s) f˜(ξ, s), (5.10)
0
(v, ∇)v = ṽm (ξ − η, s)ṽ j (η, s)iη dη, (5.11)
R3
−νξ 2 (t−s)
|H (ξ, t − s)| ≤ ce , (5.12)
where inequality (3.66) is identical to inequality (5.12). It follows from (5.9) and (3.69) that
Thus,
t
ds e−νξ
2 (t−s)
|ṽ(ξ, t)| ≤ | F̃(ξ, t)| + c |ξ|ṽ(ξ, s) ṽ(ξ − η, s)
0
t
ds e−νξ
2 (t−s)
≤ | F̃(ξ, t)| + c , (5.13)
0
1 − e−νξ t
2
The function F̃(ξ, t) depends only on the data f (x, t) and v0 (x). We may assume that the
data are smooth and rapidly decaying and then
c
| F̃(ξ, t)| ≤ . (5.15)
1 + |ξ|2
The last term in (5.14) for |ξ| → 0 is of the order νt, so it is not bounded uniformly in
t ∈ [0, ∞).
Let us multiply both terms of (5.14) by |ξ|2 and get
c
|ξ|2 |ṽ(ξ, t)| ≤ |ξ|2 | F̃(ξ, t)| + . (5.16)
ν
By the estimate (5.15) one gets
One has
1 − e−νξ
2t
Theorem 6.1 There is at most one solution in W21 (R3 ) × C(R+ ) of the NSP (3.1)–(3.3).
Proof To prove uniqueness of the solution to the NSP assume that ṽ1 and ṽ2 solve Eq. (3.56).
Let w = ṽ1 − ṽ2 . We have (with G̃ = H and ∗ the convolution in R3 )
t t
w=− ds H (ξ, t − s)(ṽ1 ∗ ṽ1 − ṽ2 ∗ ṽ2 ) = ds H (ξ, t − s)(w ∗ ṽ1 + ṽ2 ∗ w),
0 0
(6.1)
so t
ds e−νξ
2 (t−s)
|w| ≤ c (|w ∗ ṽ1 | + |ṽ2 ∗ w|). (6.2)
0
One has
By inequalities (5.1), (6.3), and (6.4), one gets from (6.2) the inequality:
t
ds e−νξ (t−s) w(ξ, s).
2
|w(ξ, t)| ≤ c (6.5)
0
Denote
w(ξ, t) := z(t). (6.7)
z(0) = 0. (6.9)
Inequality (6.8) and the continuity of z(t) imply condition (6.9) also. Equation (6.8) has
only the trivial solution
z(t) = 0. (6.10)
Indeed, let τ > 0 be so small that
τ
c (t − s)−3/4 ds = 4cτ 1/4 := μ < 1 (6.11)
0
Let
sup z(t) := θ. (6.12)
0≤t≤τ
θ = 0. (6.14)
Therefore,
z(t) = w(ξ, t) = 0 ∀t ∈ [0, τ ]. (6.15)
Repeating this argument one proves that
Therefore,
ṽ1 = ṽ2 . (6.17)
Theorem 6.1 is proved.
Remark 6.2 The uniqueness Theorem 6.1 is established for the first time in W21 (R3 ) ×
C(R+ ) in this book. In different classes of functions uniqueness theorems were published
earlier, see [1, 2].
Remark 6.3 A different proof of Theorem 6.1 is given in Appendix 4, Section 4.4.
References 39
References
Let the assumption (1.15) p. 4 hold. In this chapter we prove that the NSP (3.1)–(3.3) implies
the following.
NSP Paradox: If one assumes that the solution v(x, t) to the NSP exists for all t > 0,
the initial velocity v0 (x) ≡ 0, ∇ · v0 = 0, and f (x, t) = 0, then the solution v to the NSP
satisfies the condition v0 (x) = v(x, 0) = 0.
The consequences of this Paradox:
(a) the solution to the NSP (3.1)–(3.3) does not exist on the interval t ≥ 0 except for the
case when v0 (x) = f (x, t) = 0; in this case the solution v(x, t) = 0 does exist for all
t ≥ 0; and
(b) the NSP is physically contradictive, it is physically incorrect.
(i) the equations and the initial and boundary conditions constitute a problem that has a
solution and the solution is unique in the functional space in which the solution exists,
and
(ii) there are no consequences that can be derived from this problem that are contradictory.
The NSP fails to satisfy these requirements. This means that the NSP is not correct
physically and it is necessary to look for physically correct equations describing the motion
of incompressible viscous fluid.
There is a discussion of various paradoxes in the existing theories of fluid mechanics.
The paradox we described in this chapter follows from Theorem 4.7, namely from the
equation q(0) = 0.
The consequences of the NSP paradox are dramatic: the Navier-Stokes equations were
studied from the 19th century and we prove that the NSP is physically (and mathematically)
incorrect.
The derivations we gave are done for the domain without boundaries, for the whole R3 .
If the domain has the boundary, our derivation scheme works in principle: one can construct
the Green’s function for the linear problem without the nonlinear term (v, ∇)v and on this
basis derive an integral equation. However, technically there will be difficulties since the
Green’s function will be more difficult to construct and to estimate; in place of the Fourier
transform one has to use expansion in eigenfunctions, etc.
It is interesting to find out what relation our Paradox has with the turbulent motions of
the fluid.
Logical Analysis of Our Proof
8
Step 1. We derive an integral Equation (3.52) for the fluid velocity v(x, t) which is equiva-
lent to the NSP (Theorem 3.2) and an equivalent Equation (3.56) for ṽ(ξ, t), for the Fourier
transform of v(x, t). The function (tensor) G(x, t) in Eq. (3.52) is constructed for the linear
problem (3.5)–(3.8), H (ξ, t) is the Fourier transform of G(x, t). Tensor H (ξ, t) is given
explicitly in formulas (3.24), tensor G(x, t) is given explicitly in formulas (3.30) and (3.43).
Step 2. Theory of convolution Equation (4.1) with hyper-singular kernel is developed, see
Theorems 4.1, 4.2, and 4.7. The solution to the NSP satisfies inequality (3.75). It is proved
that a solution to inequality (4.47) is estimated through the solution to Eq. (4.48); see
Theorem 4.2. It is proved that Eq. (4.1) with λ = − 41 has a unique solution q(t) and q(0) = 0;
see Theorem 4.1. Estimates (4.54) are derived and the basic a priori estimate (5.3a) is proved.
Step 3. We derive a priori estimates (5.1) and (5.3)–(5.3a), which prove that v ∈ X :=
W21 (R3 ) × C(R+ ) a priori, that is, if it exists for all t ≥ 0. Here, W21 (R3 ) is the Sobolev
space. In Theorem 6.1 we prove uniqueness in X of the solution to the NSP (3.1)–(3.3).
Step 4. We prove the Paradox for the solution v(x, t) to the NSP. This Paradox shows
that the solution to the NSP in X does not exist on the region t ∈ [0, ∞) unless the data
v0 (x) = f (x, t) = 0. In this case the solution is identically equal to zero for all t ≥ 0. It also
proves that the solution to the NSP does not exist in any other functional spaces in R3 × R+
because a priori the solution has to be in X .
Assume that f ∈ C 1 ([0, 1]). Then first integral converges classically for a > −2, and
is analytic with respect to a in the region Re a > −2. The second integral is analytic with
respect to a for any complex a. The third term is analytic for any a except for the point
a = −1 at which it has simple pole. Therefore, formula (A1.2) allows one to define Ia in
the region Re a > −2 by analytic continuation with respect to a.
One can generalize this construction:
n ∞
n
1 f ( j) (0) j f ( j) (0) 1
Ia = x a [ f (x) − x ] dx + x a f (x) d x + ,
0 j! 1 j! a + j +1
j=0 j=0
(A1.3)
where it is assumed that f ∈ C (n+1) (0, 1). The first integral here is analytic with respect
to a in the region Re a > −n − 1, the second integral is analytic for all a ∈ C, and the
third term is analytic for a ∈ C except for the points a = −1, −2, . . . , −n − 1 at which it
has simple poles. Formula (A1.3) allows one to define Ia in the region Re a > −n − 1 by
analytic continuation with respect to a.
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on Mathematics & Statistics, https://doi.org/10.1007/978-3-031-30723-2
46 Appendix 1: Theory of Distributions and Hyper-Singular Integrals
Let be an open subset of R3 . Define the set C0∞ () := K as the set of test functions
ϕ. A distribution (or a generalized function) f is a linear continuous functional ( f , ϕ) on
K , ϕ ∈ K is a test function. The linearity means
( f , c1 ϕ1 + c2 ϕ2 ) = c1 ( f , ϕ1 ) + c2 ( f , ϕ2 ), (A1.4)
where ϕ j ∈ K and c j = const are arbitrary. The continuity means that if ϕn → ϕ, then
( f , ϕn ) → ( f , ϕ). Convergence ϕn → ϕ in K means that all ϕn vanish outside the same
( j)
compact domain D and ϕn → ϕ( j) as n → ∞ for any j = 0, 1, 2, . . ., uniformly in D,
that is, in C(D). A distribution f = 0 in a neighborhood of a point x0 if ( f , ϕ) = 0 for all
ϕ ∈ K such that ϕ = 0 in \ . One says that f = f 1 + f 2 if ( f , ϕ) = ( f 1 , ϕ) + ( f 2 , ϕ)
∀ϕ ∈ K . One says that f n → f if limn→∞ ( f n , ϕ) = ( f , ϕ) ∀ϕ ∈ K .
Spaces of the test functions other than K can be used. For example, S, the space of
C ∞ (R3 ) functions decaying, as |x| → ∞, together will all their derivatives faster than
O((1 + |x|2 )−q ) for any q = 0, 1, 2, . . . , see [1]. For instance, e−x ∈ S.
2
( f , ϕ) = −( f , ϕ ). (A1.5)
and it is assumed that f and g in (A1.6) are continuous and rapidly decaying at infinity
function. The assumptions on f and g in (A1.6) can be relaxed. For example, one may
assume that f , g ∈ L 2 (R3 ).
Let
F(ϕ) := ψ(λ) := ϕ(x)eiλx d x (A1.7)
R3
be the Fourier transform of ϕ. If ϕ ∈ K , then ψ(λ) is an entire function of λ. One has the
Parseval equality:
|ψ(λ)|2 dλ = (2π)3 |ϕ(x)|2 d x. (A1.8)
R3 R3
It is easy to check that
Since the product of two distributions is not defined in general, [1] defines the convolution
of two distributions using the direct product f × g. The direct product of two distributions
is a distribution defined by the formula
Appendix 1: Theory of Distributions and Hyper-Singular Integrals 47
One has f ∗ g = g ∗ f . If f and g are smooth and decaying at infinity functions, then
( f ∗ g, ϕ(x)) = f (x − y)g(y) dy · ϕ(x) d x = f (z)g(y)ϕ(z + y) dz dy,
R3 R3 R3 R3
so
( f ∗ g, ϕ) = ( f × g, ϕ(z + y)) := ( f , (g, ϕ(z + y)). (A1.11)
The function ϕ(z + y) may not belong to K even if ϕ(x) ∈ K . The definition (A1.11) makes
sense only if ϕ(z + y) ∈ K . This happens, according to [1], if the supports of f and g are
bounded from the same side. It also happens if one of the distributions f or g is compactly
supported.
The support of a distribution f is the set of points in a neighborhood of which f = 0.
Assume that the support of f is the set supp f = [0, ∞), the support of g is also the
set [0, ∞) and that x ∈ R1 . If ϕ(x) ∈ K then ϕ(x) has compact support, but the function
(g, ϕ(x + y)) := ϕ1 (x) does not have compact support if the support of g is [0, ∞). Indeed,
one can choose x negative so that x + y belongs to the support of ϕ(z), z = x + y, so that the
∞
integral 0 g(y)ϕ(x + y)dy is not equal to zero. Thus, the function ϕ1 (x) is not compactly
supported, it does not belong to K .
In [1] it is claimed that since supp f ∩ supp ϕ1 is a compact set (due to our assumption
supp f = [0, ∞)), the formula (A1.11) makes sense and defines the convolution f ∗ g of
two distributions (with the properties that supp f and supp g are bounded on the same side).
This is not clear because ϕ1 (x) on the support of f may be not vanishing in a neighborhood
of the boundary of the support of f .
Reference
(−1)
Res (z) = .
z=− !
1
Thus, the function (z) is an entire function of z.
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer 49
Nature Switzerland AG 2023
A. G. Ramm, Analysis of the Navier-Stokes Problem, Synthesis Lectures
on Mathematics & Statistics, https://doi.org/10.1007/978-3-031-30723-2
50 Appendix 2: Gamma and Beta Functions
One has
π
(z)(1 − z) = , (A2.4)
sin(πz)
1 1
22z−1 (z)(z + ) = π 2 (2z). (A2.5)
2
These formulas are proved, e.g., in [1] .
It follows from (A2.2) that
(n + 1) = 1 · 2 · . . . · n = n! (A2.6)
Let z = 1
2 in (A2.2). Then
1 √
( ) = π. (A2.7)
2
Thus,
√
1 1 1 1 3 1 1 · 3 · . . . · (2n − 1) π
(n + ) = (n − )(n − ) = (n − )(n − ) · · · = .
2 2 2 2 2 2 2n
(A2.8)
One can prove (see [1]) the Stirling formula
1 ln(2π) π
(z) = e(z− 2 ) ln z−z+ 2 [1 + o(1)], |z| → ∞, | arg z| ≤ . (A2.9)
2
In particular,
√ 1
n! = 2πn n+ 2 e−n [1 + o(1)], n → +∞. (A2.10)
Let us define beta function:
1
B(x, y) = t x−1 (1 − t) y−1 dt. (A2.11)
0
Thus, using the fact that (x) is analytic for complex x, x = 0, −1, −2, . . . and (x) 1
is
an entire function of x ∈ C, where C is the complex plane, one concludes that B(x, y) is
analytic for x, y ∈ C except at the points x, y = 0, −1, −2, . . .. Therefore, integral (A2.11),
defined classically for Re x > 0, Re y > 0, admits analytic continuation on the complex
plane x, y ∈ C with the exception of the points x, y = 0, −1, −2, . . .. One has
(x)(y)
B(x, y) = . (A2.16)
(x + y)
Reference
1. N. Lebedev, Special Functions and Their Applications (Dover, New York, 1972)
The Laplace Transform
3
Therefore, if f (0) = 0, then lim p→∞ p F( p) = 0. The converse is also true; see
Theorem A3.2.
If F( p) = F(is) is known on the imaginary axis, then
∞
1 F(is)
F( p) = ds (A3.4)
2π −∞ is − p
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer 53
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A. G. Ramm, Analysis of the Navier-Stokes Problem, Synthesis Lectures
on Mathematics & Statistics, https://doi.org/10.1007/978-3-031-30723-2
54 Appendix 3: The Laplace Transform
∞ i∞
1 1
f (t) = F(is)eist ds = e pt F( p) d p, p = is. (A3.6)
2π −∞ 2πi −i∞
Therefore, if F( p) is known, then f (t) is uniquely determined by formula (A3.6) and
σ=0
F( p) is uniquely determined by formula (A3.5), provided that f is sufficiently smooth and
decaying at infinity sufficiently fast.
∞
If f (t) ∈ L 2 ([0, ∞)), then −∞ |F(is)|2 ds < ∞, F( p) is analytic in the half-plane
Re p > 0, the limit limσ→0 F(σ + is) = F(is) exists for almost every s and F(is) ∈
L 2 (−∞, ∞).
Theorem A3.1 If F( p) is analytic in the half-plane Re p > 0, continuous up to the imag-
inary axis,
c 1
|F( p)| ≤ , < a, Re p > 0, (A3.7)
1 + | p|a 2
then F( p) = L( f ), where f (t) = L 2 ([0, ∞)),
∞ i∞
1 1
f (t) = e F(is) ds =
ist
e pt F( p) d p, p = is. (A3.8)
2π −∞ 2πi −i∞
If t < 0, then
1
lim e pt F( p) d p = 0, t < 0. (A3.10)
n→∞ 2πi Cn
The integral in this formula converges in L 2 sense as the Fourier transform of L 2 (−i∞, i∞)
function F( p).
Appendix 3: The Laplace Transform 55
Theorem A3.2 Assume that F( p) is analytic in the half-plane Re p > 0, condition (A3.7)
holds and
lim | p|b |F( p)| = 0, b > 1, Re p ≥ 0. (A3.13)
| p|→∞
Then F( p) = L( f ) and
f (0) = 0. (A3.14)
Proof From the assumption (A3.7) and the analyticity of F( p) in the half-plane Re p > 0
is follows by Theorem A3.1 that F( p) = L( f ). From condition (A3.13) and Theorem A3.1
it follows that
f ∈ C(R+ ) and sup | f (t)| < c.
t≥0
Since F( p) is analytic in the half-plane Re p > 0 and assumption (A3.13) holds, one can
use the Cauchy formula (A3.9) with t = 0
i Rn
F(is) d p + F( p) d p = 0. (A3.16)
−i Rn Cn
Let n → ∞. Then
c
lim | F( p) d p| ≤ lim |d p| = 0, b > 1. (A3.17)
n→∞ Cn n→∞ C
n
1 + | p|b
Consequently,
i Rn ∞
1
lim F(is) ds = F(is) ds = 0. (A3.18)
n→∞ −i R
n
2π −∞
From (A3.15) and (A3.18) the conclusion (A3.14) follows.
Theorem A3.2 is proved.
Proof From the analyticity of F( p) in the region Re p > 0 and from (A3.19) it follows
that F1 ( p) is analytic in the half-plane Re p > 0, − π2 < arg p < π2 . By Theorem A3.1,
F1 ( p) = L( f 1 ) and by Theorem A3.2 f 1 (0) = 0 since condition (A3.13) with b = 45 holds.
Remark A3.1 is proved.
Theory of the Laplace transform of distributions and a table of the Laplace transforms of
distributions are given in [3].
Let us calculate the Laplace transform L(t λ−1 ):
∞ ∞
λ−1 − pt λ−1 s λ−1 ds (λ)
L(t )= e t dt = e−s = λ . (A3.21)
0 0 p λ−1 p p
In this formula the integral converges classically if Re λ > 0, but the right side in formula
(A3.21) admits analytic continuation on the whole complex plane λ ∈ C except points
λ = 0, −1, −2, . . ., at which (λ) has simple poles (see Appendix 2).
Therefore, by analytic continuation with respect to λ, one obtains the formula we use
often:
(λ)
L(t λ−1 ) = λ , λ ∈ C, λ = 0, −1, −2, . . . (A3.22)
p
Define
t λ−1
λ = , (A3.23)
(λ)
λ−1 t λ−1 , t ≥ 0
where t λ−1 := t+ :=
0, t < 0.
We have:
1
L(λ ) = , ∀λ ∈ C. (A3.24)
pλ
Let us formulate some known results from the theory of the Laplace transform:
t
1
(a) L( f ) = pL( f ) − f (0); L f ds = L( f ). (A3.25)
0 p
Proof ∞ ∞
e− pt f (t) dt = e− pt f (t) 0 + pL( f ) = pL( f ) − f (0).
0
t
The function h(t) := 0 f ds has the property h(0) = 0. So the second formula in (A3.25)
follows.
Appendix 3: The Laplace Transform 57
∞
f (t)
(c) L = F(q) dq. (A3.27)
t p
Proof
∞ ∞ ∞ ∞ ∞ ∞ f (t) − pt
F(q) dq = dq e−qt f (t) dt = dt f (t) dq e−qt = dt e .
p p 0 0 p 0 t
− pa
(d) L( f (t − a)) = e L( f ). (A3.28)
Proof
∞ ∞
e− pt f (t − a) dt = e− p(y+a) f (y) dy = e− pa L( f ).
0 0
Here we used the assumption f (t) = 0 for t < 0.
Proof
∞ t ∞ ∞
e− pt f (s)g(t − s) ds = ds f (s) e− pt g(t − s) dt
0 0 0 s
∞ ∞
= ds f (s) e− p(u+s) g(u) du
0 0
∞ ∞
= f (s)e− ps ds e− pu g(u) du
0 0
= L( f )L(g).
We especially will be interested in the case when g(t) is hyper-singular, g(t) = t λ−1 , λ < 0.
For Re λ > 0 one has classically (see formula (A3.22)):
58 Appendix 3: The Laplace Transform
(λ)
L( f ∗ t λ−1 ) = L( f ) .
pλ
holds for all λ ∈ C by analytic continuation with respect to λ from the region Re λ > 0.
Note that
f ∗g = g∗ f.
(f) Efros’s theorem (see [1], p. 477).
Let L( f ) = F( p), and G( p) and q( p) are analytic functions in the region Re p > 0 such
that
G( p)e−sq( p) = L(g(t, s)). (A3.31)
Then ∞
F(q( p))G( p) = L f (s)g(t, s) ds . (A3.32)
0
g(t, s) = L = √ , (A3.33)
p 1/2 πt
where formula (A3.33) is taken from [2].
Appendix 3: The Laplace Transform 59
e−ap
= L(1(t − a)), (A3.35)
p
1, t ≥ 0
where 1(t) = . Therefore, by formulas (A3.33)–(A3.34) one gets
0, t < 0
√ ∞ ∞
e−a p 1 s2 2
e− 4t ds e−x d x ,
2
=L √ =L √ (A3.36)
p πt a π a
√
2 t
where x = 2√
s
t
.
The special functions Erf(x) and Erfc x := 1 − Erf x are defined in [2]:
x
2
e−s ds,
2
Erf(x) = √
π 0
∞
2
e−s ds.
2
Erfc(x) = √ (A3.37)
π x
Thus,
2 a
e−x d x = Erfc
2
√ √ . (A3.38)
π a
√ 2 t
2 t
(g) If
∞
F( p) = c j p− j , (A3.39)
j=1
where the series (A3.39) converges for all sufficiently large p, | p| > R, then
F( p) = L( f ), (A3.40)
∞
cj
f (t) = t j−1 , (A3.41)
( j − 1)!
j=1
Proof Formula (A3.39) follows from (A3.41) and (A3.22) because the series (A3.41) con-
verges for any t ∈ R+ .
Proof Clearly:
c
L(c) = .
p
∞ f (s) ∞
If c = 0 s ds, then c = 0 F(q) dq as follows from formula (A3.27).
Then
f (0) = 0. (A3.52)
Lemma A3.1 Let F( p) be analytic in the region D := {|ϕ| ≤ α, p = | p|eiϕ , α < π2 , | p| >
0}. Assume that
Then
|F( p)| ≤ 1 ∀ p ∈ D. (A3.60)
π
Proof Let 1 < λ < 2α , p λ := | p|eiλϕ , |ϕ| < α.
One has
λ λ cos(λα)
|e p | = e| p| ≥ 1. (A3.61)
If | p| = r , p ∈ D, then
λ λ cos(λϕ) λ cos(λα)
|e p | = er ≥ er . (A3.62)
λ
Consider F( p)e−ε p , ε = const > 0. Let p0 ∈ D be arbitrary. Choose r = | p| such that
1
ln A 2B λ−1
r > | p0 |, r> , r> . (A3.63)
B ε cos(λα)
Then
−ε pλ λ −ε pλ
|F( p0 )e | ≤ max max F( p)e−ε p , max F( p)e . (A3.64)
p∈∂ D | p|=r , p∈D
One has
λ
max F( p)e−ε p ≤ 1 (A3.65)
p∈∂ D
Since ε > 0 is arbitrarily small and p0 ∈ D is arbitrary, it follows from (A3.67) that
(A3.60) holds.
Lemma A3.1 is proved.
Appendix 3: The Laplace Transform 63
Then
|F( p)| ≤ 1 ∀ p ∈ . (A3.71)
Lemmas A3.1–A3.2 are taken essentially from [3], Vol. 1., Part III, Sect. 6.5, problem 325.
Theorem A3.4 Assume that F( p) is analytic in := Re p > 0, (A3.69) and (A3.70) hold.
In place of assumption (A3.68) we assume
c 3
|F( p)| ≤ , 1<a< . (A3.76)
1 + | p|a 2
Then F( p) = L( f ) and
f (0) = 0. (A3.77)
64 Appendix 3: The Laplace Transform
If p ∈ , then
1 1 c
≤
1 + | p|a 1 + pa ≤ 1 + | p|a , (A3.80)
References
Introduction
In this paper a proof of the author’s basic results concerning the Navier-Stokes problem
(NSP) is given. These results include:
(a) the a priori estimate of the solution to the NSP,
(b) the theory of integral equations and inequalities with hyper-singular kernels,
(c) the NSP paradox, Theorems 1 and 2,
(d) the uniqueness result, Theorem 3,
and other results. The earlier author’s results are used, but our presentation in this paper
is essentially self-contained.
Suppose that the data (the initial velocity v0 (x) and the force f (x, t) in equation (A4.1),
see below) are smooth and rapidly decaying.
The millennium problem concerning the NSP consists of finding whether the solution to
equation (A4.1) exists for all t ≥ 0 and is smooth, provided that the data, that is, the initial
velocity v(x, 0) and the force f (x, t), are smooth and rapidly decaying as |x| → ∞ and
t → ∞.
Our proof of the NSP paradox demonstrates that the solution to (A4.1) with f (x, t) = 0
and v0 (x) ≡ 0 (v0 (x) is smooth and rapidly decaying at infinity), cannot exist for all t ≥ 0.
In paper [4], p. 472, Theorem 2, there is a statement that, for f (x, t) = 0 and u 0 (x)
sufficiently small, the solution to the NSP exists for all t ≥ 0 if m ≤ q, where m is the
dimension of the space and the solution is in L q . In our case m = 3 and q = 2, so the
condition m ≤ q does not hold. Therefore, the claim in [4], p. 472, is not applicable.
The Navier-Stokes equations are discussed in many books and papers. We only mention
here [5, 6, 8, 9].
Our goal is to present for broad audience the author’s result concerning the Navier-Stokes
problem in R3 without boundaries. This result can be briefly formulated as follows:
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer 65
Nature Switzerland AG 2023
A. G. Ramm, Analysis of the Navier-Stokes Problem, Synthesis Lectures
on Mathematics & Statistics, https://doi.org/10.1007/978-3-031-30723-2
66 Appendix 4: Analysis of the Navier-Stokes Problem. Solution to the Millennium …
Assume (for simplicity only) that the exterior force f (x, t) = 0. If the initial velocity
v0 (x) := v(x, 0) ≡ 0, ∇ · v0 (x) = 0, v0 (x) is smooth and rapidly decaying as |x| → ∞
and the solution v(x, t) of the NSP exists for all t ≥ 0, then v0 (x) = 0.
This result, that we call the NSP paradox, shows that:
a) The NSP is not a correct statement of the problem of motion of viscous incompress-
ible fluid; it is neither physically nor mathematically correct statement of the dynamics of
incompressible viscous fluid.
b) The NSP does not have a solution unless v0 (x) = 0 and f (x, t) = 0; in this case the
solution v(x, t) = 0 for all t ≥ 0.
This result solves the millennium problem related to the Navier-Stokes equations. It
encourages the search for correct equations describing the dynamics of viscous incompress-
ible fluid.
Let us explain the steps of our proof.
The NSP consists of solving the equations:
We assume (for simplicity only and without loss of generality) that f = f (x, t) = 0. Under
this assumption one has:
F(x, t) := g(x − y, t)v0 (y)dy, (A4.3)
R3
where
|x|2
e− 4νt
, t > 0; g(x, t) = 0, t ≤ 0; g̃ = e−|ξ| νt .
2
g(x, t) = (A4.4)
(4νπt) 3/2
Appendix 4: Analysis of the Navier-Stokes Problem. Solution to the Millennium … 67
R 3 ξ ξ
(A4.5)
Let us define the Fourier transform F v = ṽ:
ṽ := ṽ(ξ, t) := (2π)−3 v(x, t)e−iξ·x d x. (A4.6)
R3
One has:
F (vw) = (2π)3 F (v)F (w), (2π)3 F (v)2 = v2 , (A4.7)
where denotes the convolution in R3 . Taking the Fourier transform of formula (A4.3),
one gets:
F̃(ξ, t) = (2π)3 g̃(ξ, t)ṽ0 (ξ) = (2π)3 e−|ξ| νt ṽ0 (ξ).
2
(A4.8)
Take the Fourier transform of equation (A4.2) and get the integral equation equivalent to
equation (A4.2):
t
ṽ(ξ, t) = F̃(ξ, t) − (2π)3 ds G̃(ξ, t − s)ṽ(iξ ṽ). (A4.9)
0
The following inequality, that comes from the Cauchy inequality, is useful:
By c here and throughout the paper various positive constants, independent of t and x,
are denoted. We denote by c1 := |(− 41 )| > 0 the special constant and use the following
∂v
notations: v j,m := ∂xmj , := R3 .
Let us write equation (A4.1) as
Proof of Claim 1 Multiply equation (A4.12) by v j , integrate over R3 and sum up over j to
get
1
(v2 ),t ≤ |( f , v)| ≤ f v. (A4.14)
2
where z ,t := ∂z
∂t . In deriving inequality (A4.14) we have used integration by parts:
− p, j v j d x = pv j, j d x = 0, νv, j j v j d x = −ν v, j v, j d x ≤ 0,
and
1
vm v j,m v j d x = − vm,m v j v j d x = 0.
2
From inequality (A4.14) it follows that v,t ≤ f . Consequently,
∞
v ≤ v0 + f dt < c.
0
This and our assumption (A4.13) imply estimate supt≥0 v < c. By the Parseval equality
the desired estimate (A4.11) follows. Claim 1 is proved.
Inequalities (A4.10) and (A4.11) imply
This inequality is important because it allows one to estimate the nonlinear term on the left
side of equation (A4.15) by the linear term on its right side.
Equations (A4.9) and (A4.15) imply the first inequality used in Sect. 2.
From formula (A4.4) it follows that
where
b0 (t) := |ξ| F̃(ξ, t), b(t) := |ξ|ṽ(ξ, t) ≥ 0. (A4.18)
Here and below the norm · is the L 2 (R3 ) norm.
If the data v0 (x) is smooth and rapidly decaying as |x| → ∞, then
5
|ṽ(ξ)| ≤ c(1 + |ξ|2 )−m , m > .
2
Therefore, from equation (A4.8) and the definition of b0 (t) it follows that
∞
e−r νt r 4 (1 + r 2 )−m dr := cI (t),
2
b0 (t) ≤ c
2
(A4.19)
0
where we have used the spherical coordinates. From this relation it follows that the
Laplace transform Lb0 (see formula (A4.33) below) can be estimated: |Lb0 | ≤ c(1 +
| p|)−1 , Re p > 0.
∞ ∞
Claim 2 Assume that 0 [|h(t)| + |h (t)|]dt < ∞. Then L(h) := 0 e− pt h(t)dt is ana-
lytic function of p in the region Re p > 0, continuous up to the imaginary axis Re p = 0,
and |L(h)| ≤ c(1 + | p|)−1 .
Thus, L(h) is analytic in the region a > 0 and continuous up to the imaginary axis a = 0.
Let us prove the estimate |L(h)| ≤ c(1 + | p|)−1 . Integrate by parts and get
e− pt 1 ∞ − pt h(0) 1 ∞ − pt
L(h) = − h(t)|∞
0 + e h (t)dt = + e h (t)dt := J .
p p 0 p p 0
For a > 0 and | p| 1 one has J = O( | 1p| ). This and the estimate |L(h)| ≤ c for a ≥ 0
imply the desired estimate:
|L(h)| ≤ c(1 + | p|)−1 .
Claim 2 is proved.
Since the convolution integral in (A4.17) diverges classically, we give a new definition
of this integral in Sect. 3 and estimate the solution b(t) to integral inequality (A4.17) by the
solution q(t) to the integral equation with the same hyper-singular kernel:
t
5
q(t) = b0 (t) + c (t − s)− 4 q(s)ds. (A4.20)
0
70 Appendix 4: Analysis of the Navier-Stokes Problem. Solution to the Millennium …
We prove that equation (A4.20) has a unique solution in the space C(R+ ), and the following
estimate holds:
sup q(t) ≤ c, (A4.24)
t≥0
provided that the datum v0 (x) is smooth and rapidly decaying at infinity.
Moreover, this solution q(t) is unique and
q(0) = 0. (A4.25)
d) We prove that any solution b(t) ≥ 0 of inequality (A4.17), where b0 (t) ≥ 0 a smooth
rapidly decaying function, satisfies inequality (A4.21). Since q(0) = 0 and 0 ≤ b(t) ≤ q(t),
it follows that b(0) = 0.
This yields the NSP paradox mentioned at the beginning of this section. Indeed, the
initial data v0 (x) ≡ 0, so b(0) > 0, but we prove that b(0) = 0.
The NSP paradox implies the conclusions we have made:
The NSP is physically not a correct description of motion of incompressible viscous
fluid in R3 without boundaries; the NSP does not have a solution on the whole interval
[0, ∞) unless the data are equal to zero ( in this case the solution to the NSP does exist
on the whole interval [0, ∞) and is identically equal to zero).
The uniqueness of the solution to NSP is proved in Sect. 4, see Theorem 3.
Take absolute value of both sides of equation (A4.9), then use inequalities (A4.11) and
(A4.16) to get
t t
e−ν(t−s)ξ u|ξ|uds ≤ μ + c e−ν(t−s)ξ b(s)ds,
2 2
u(ξ, t) ≤ μ(ξ, t) + c
0 0
b(s) := |ξ|u(ξ, s), (A4.26)
Appendix 4: Analysis of the Navier-Stokes Problem. Solution to the Millennium … 71
where the Parseval formula and the estimates (2π)3/2 ṽ = v < c, supt≥0 v(x, t) < c
were used. We denoted:
If 0 ≤ u ≤ w, then u ≤ w. Multiply inequality (A4.26) by |ξ|, take the norm · of
both sides of the resulting inequality and get inequality (A4.17). In this calculation one uses
the second of the following formulas
c c
e−ν(t−s)ξ = , |ξ|e−ν(t−s)ξ =
2 2
, 0 ≤ s < t, (A4.28)
(t − s) 3/4 (t − s)5/4
which are easy to derive. The constants c > 0 are different in our formulas.
To study integral equation (A4.20) and integral inequality (A4.17) we need to define the
hyper-singular integrals in these equations.
To do this, we continue analytically the Laplace transform of some convolution operators
with hyper-singular kernels, see Sect. 3.
Let us define the function
t λ−1
λ := , (A4.29)
(λ)
where (λ) is the gamma function. Here and throughout t = t+ , that is, t = 0 for t < 0,
t := t for t ≥ 0. It is known that (λ) is an analytic function of λ ∈ C except for the points
λ = 0, −1, −2, ...., at which it has simple poles; the function (λ)1
is entire function of λ,
see [7].
Consider the convolution operator
t
λ b := λ (t − s)b(s)ds. (A4.30)
0
For Reλ > 0 the integral in (A4.30) is understood classically. For Reλ < 0 this integral is
understood as analytic continuation with respect to λ from the region Reλ > 0.
One has
t
5 1 1 3
(t − s)− 4 b(s)ds = (− )− 1 b = −c1 − 1 b, c1 := |(− )| = 4( ) > 0,
0 4 4 4 4 4
where denotes the convolution on R+ (that is, the convolution of λ and b(t) both of
which have supports on R+ ). Inequality (A4.17) can be written as
In this section we solve equation (A4.32) analytically and prove estimate (A4.21).
First, let us define the hyper-singular integral ψ := λ q. We are especially interested in
the value λ = − 41 because it appears in equation (A4.32). For λ > 0 the convolution λ q
is defined classically and one has L(ψ) = L(q) p −λ , where L is the Laplace transform
operator defined as ∞
L(q) := e− pt q(t)dt, (A4.33)
0
where Cσ is the straight line σ = const > a, p = σ + iω, ω runs from −∞ to ∞ and L( p)
is the Laplace transform of q(t).
Let us give a sufficient condition for a function Q( p) to be the Laplace transform of a a
function q ∈ L 2 (R+ ).
then ∞
1
q(t) = eiωt Q(iω)dω, p = σ + iω, (A4.36)
2π −∞
Appendix 4: Analysis of the Navier-Stokes Problem. Solution to the Millennium … 73
where q(t) ∈ L 2 (R+ ) and L(q) = Q( p). If β > 1, then q ∈ C(R+ ), supt≥0 |q(t)| < c, and
q(0) = 0.
In Lemma 1 sufficient conditions are given for a function, analytic in the region Re p > 0,
to be the Laplace transform of an L 2 (R+ ) function or an C(R+ ) function. For convenience
of the reader we prove the part of Lemma 1 that is used in this paper in Theorem 1.
Proof Assume that F( p), p = σ + iω, is analytic in σ > 0 and continuous up to the
line C0 := { p : σ = 0, −∞ < ω < ∞}. Denote by C0n the subset of C0 such that {−n ≤
ω ≤ n}, by γn the semicircle closing the segment C0n from the right. If β > 1 then
limn→∞ γn F( p)d p = 0. Define
1 1
f (t) = e pt F( p)d p = eiωt F(iω)dω. (A4.37)
2πi C0 2π C0
This integral converges absolutely since β > 1, so f (t) ∈ C(R+ ), supt≥0 | f (t)| < c and
1 1
f (0) = F(iω)dω = lim F(iω)dω := I . (A4.38)
2π C0 n→∞ 2π C
0n
Therefore,
lim F(iω)dω = I = 0. (A4.41)
n→∞ C
0n
From equations (A4.38) and (A4.41) the desired conclusion (A4.39) follows. The proof is
finished.
L(λ ) = p −λ , ∀λ ∈ C, (A4.43)
For Reλ > 0 and q ∈ L 2 (R+ ) this formula can be understood classically. For Reλ < 0 for-
mula (A4.44) is defined by the analytic continuation with respect to λ ∈ C, where L(λ )
is given in formula (A4.43). Formula (A4.44) is valid for all λ ∈ C by the analytic continu-
ation with respect to λ from the region Reλ > 0, where it is valid classically. Note that the
function L(q) does not depend on λ and the function (A4.43) is an entire function of λ for
p = 0 since p −λ = e−λ ln p .
Let us define the convolution ψ := λ q by the formula:
ψ(t) := L −1 L(q) p −λ . (A4.45)
The expression under the sign L −1 in formula (A4.26) is an entire function of λ. For
Reλ > 0 the ψ(t) is well defined classically if q ∈ C(R+ ) ∩ L 2 (R+ ). The function L(ψ)
admits analytic continuation with respect to λ to the whole complex plane C. Therefore, the
convolution ψ is defined for all λ ∈ C. We are interested in the value λ = − 41 because it
appears in equations (A4.31) and (A4.32).
To illustrate the argument with the analytic continuation, consider a simple example:
∞ ∞
z−1 − pt
t e dt = s z−1 e−s dsp −z = (z) p −z , (A4.46)
0 0
where we set s = pt, p > 0. Formula (A4.46) is valid classically for Rez > 0, but remains
valid for all z ∈ C, z = 0, −1, −2......, by the analytic continuation with respect to z. Indeed,
(z) is analytic for all z ∈ C except for the points z = 0, −1, −2, ...., and p −z = e−z ln p is
an entire function of z if p = 0. Formula (A4.43) follows from (A4.46) immediately: just
t z−1
divide both sides of (A4.46) by (z) and remember that z (t) = (z) .
The integral (A4.46) diverges classically for Rez ≤ 0, but formula (A4.46) is valid by
analytic continuation for all z ∈ C, z = 0, −1, −2, .....
In [2] a regularization method is described for defining divergent integrals. This method
∞
is much less convenient for our purposes in this paper because (z) = 0 t z−1 e−t dt is
known to be analytic for all z ∈ C, except for the points z = −n, n = 0, 1, 2, ..., and it
is not convenient and not advisable to use the regularization method, described in [2], for
∞
defining the integral 0 t z−1 e− pt dt for z = − 41 .
L −1 1 = δ(t). (A4.51)
This implies
q = c2 1/4 b0 − 1/4 q , c2 := (cc1 )−1 > 0. (A4.53)
Therefore
c2 L(b0 )
L(q) = , |Lb0 | ≤ c(1 + | p|)−1 , Re p ≥ 0. (A4.55)
p 1/4 + c2
The same result we would obtain if we applied the Laplace transform to equation (A4.32).
The main reason for using equation (A4.53) is the possibility to apply Lemma 4 to this
equation, see formulas (A4.59)–(A4.60) below.
Let us now prove that the right side of formula (A4.55) is a Laplace transform of a bounded
on [0, ∞) function which vanishes at t = 0. First, we prove that the function p1/41+c is
2
analytic in the region Re p > 0. Let φ be the argument of p. The function p 1/4 := r eiφ is
an analytic function of p in the region −π/2 ≤ φ ≤ π/2. One can check that the function
76 Appendix 4: Analysis of the Navier-Stokes Problem. Solution to the Millennium …
1
,c
p1/4 +c2 2
> 0, is an analytic function of p in the region Re p > 0 and it is bounded in this
region. To check this, write
2
|r eiφ/4 + c2 |2 = r 2 + 2r c2 cos(φ/4) + c22 = r 2 1 − cos2 (φ/4) + r cos(φ/4) + c2 > c > 0.
Theorem 1 Assume that v0 (x) is smooth and rapidly decaying as |x| → ∞, f (x, t) = 0
and x ∈ R3 . Then equation (A4.32) is solvable in C(R+ ), its solution q(t) is unique in this
space and q(0) = 0.
Theorem 2 Any solution b(t) ≥ 0 of inequality (A4.31) satisfies the estimate b(t) ≤ q(t).
t
Lemma 4 The operator A f := 0 (t − s)a f (s)ds in the space X := C(0, T ) for any fixed
T ∈ [0, ∞) and a > −1 has spectral radius r (A) equal to zero. The equation f = A f + h
is uniquely solvable in X . Its solution can be obtained by iterations
∞
f n+1 = A f n + h, f 0 = h; lim f n = f = A j h, (A4.57)
n→∞
j=0
n (a + 1)
An f ≤ T n(a+1) f X , n ≥ 1. (A4.58)
(n(a + 1) + 1)
From this formula and the known asymptotic of the Gamma function (z) for z → ∞,
namely:
Together with estimate (A4.11) this proves a priori estimate (A4.22). So, solutions to equa-
tion (A4.9) belong to H 1 (R3 ) × C(R+ ), where H 1 (R3 ) is the Sobolev space.
In Sect. 4 we prove that the NSP does not have more than one solution in the space
W := {v(x, t) ∈ H 1 (R3 ) × C(R+ ); ∇ · v = 0}, C(R+ ) is the space of continuous func-
tions, uC(R3 ) = supt≥0 |u(t)|.
+
78 Appendix 4: Analysis of the Navier-Stokes Problem. Solution to the Millennium …
Theorem 3 There is no more than one solution to the NSP in the space W .
Then, subtracting from the first equation the second, one gets:
t
z=− ds G̃(ξ, t − s) z(iξ ṽ) + w̃(iξz) . (A4.63)
0
Using estimates (A4.15) and (A4.22), one obtains from (A4.63) the following inequality:
t
e−ν(t−s)ξ η(s)ds, η := z + |ξ|z.
2
|z| ≤ c (A4.64)
0
Taking the Laplace transform of (A4.65) and of (A4.66) and summing the results yields:
1 1 1
1 1
L(η) ≤ c (− ) p 4 + p − 4 (1/4) L(η) = c −c1 p 4 + p − 4 (1/4) L(η), c1 > 0.
4
(A4.67)
Since L(η) ≥ 0, one concludes that
1 1
1 ≤ c − c1 p 4 + p − 4 (1/4) . (A4.68)
This is a contradiction: if one takes p → +∞ then the above inequality yields 1 ≤ −∞.
This contradiction proves that L(η) = 0, so η = 0 and z = 0. Therefore, z = 0 and ṽ = w̃.
Theorem 3 is proved.
Theorem 3 is new but it is not used in the derivation of our NSP paradox. Earlier unique-
ness theorems were proved under different assumptions on the spaces to which the solution
to the NSP belongs, see [5, 9].
Appendix 4: Analysis of the Navier-Stokes Problem. Solution to the Millennium … 79
Conclusions
It is proved that if the initial velocity is a smooth rapidly decaying function v0 (x) ≡ 0 and the
force is zero, and v(x, t) exists for all t ≥ 0, then v0 (x) ≡ 0. This paradox (the NSP paradox)
shows that the NSP is not a correct description of the dynamics of viscous incompressible
fluid.
From the NSP paradox we conclude that the NSP is physically and mathematically
contradictive and is not a correct description of the dynamics of incompressible viscous
fluid. The solution to the NSP does not exist unless the initial velocity and the exterior force
are zeroes, in which case the solution to the NSP is equal to zero identically by Theorem 3.
This solves the millennium problem concerning the Navier-Stokes equations.
References
Introduction
This Appendix is based on paper [2]. In [1] one finds several formulas of integral transforms
the validity of which can be greatly expanded by analytic continuation with respect to a
parameter. This is of interest per se, but also is important in applications. Analytic continua-
tion with respect to parameter can be used in a study of integral equations with hyper-singular
kernels. This is done in Sect. 3. The examples of the integral equations are chosen to demon-
strate that some integral equations, which do not make sense classically (that is, from the
classical point of view), can be understood using the analytic continuation. Moreover, they
can be solved analytically and the properties of their solutions can be studied. In Sects. 1 and
2 examples of the formulas from tables of integral transforms are discussed. The number of
such examples can be increased greatly. The author wants to emphasize the principle based
on the analytic continuation. The choice of the parameter λ = − 41 is motivated by the role
playing by the corresponding integral equations in the Navier-Stokes problem. The choice
of the parameter λ = − 21 is motivated by the novel feature in the investigation, the pole in
the Laplace transform of the solution.
complex plane z except for a discreet set of points z = 0, −1, −2, ...., at which it has simple
poles with known residues, see [3]. Therefore (1 − ν) is an analytic function of ν except
for the points ν = 1, 2, 3, ..... The function cos( νπ
2 ) is an entire function of ν. Therefore, the
right side of formula (A5.1) admits analytic continuation on the complex plane ν except for
the points ν = 2, 3, 4, ..... The function cos( νπ2 ) = 0 if ν = n + 2 , where n is an integer.
1
νπ
Therefore, the zeros of cos( 2 ) do not eliminate the poles of the (1 − ν). We have proved
the following theorem.
Theorem 1 Formula (A5.1) remains valid by analytic continuation with respect to ν for
all complex ν = 2, 3, 4, .....
More Examples
Consider two more examples of a similar nature. The number of such examples can be
increased. In [1], formula (7) in Section 2.4. is:
∞
ν
x −ν e−ax sin(x y)d x = (ν)(a 2 + y 2 )− 2 sin[νar ctg(y/a)], Re a > 0, Re ν > −1.
0
(A5.2)
In [1], formula (4) in Sect. 2.5. is:
∞ π y −ν
x −ν ln x sin(x y)d x = [ψ(ν) + 0.5πctg(νπ/2) − ln y], |Re ν| < 1,
0 2(1 − ν) cos(νπ/2)
(A5.3)
(z)
where ψ(z) := (z) .
We leave for the reader to discuss the analytic continuation of formulas (A5.2) and (A5.3)
with respect to ν.
Some Applications
This equation has a hyper-singular kernel: the integral in this equation diverges if Reλ ≤ 0
classically (that is, from the point of view of classical analysis).
Appendix 5: Applications of Analytic Continuation to Tables of Integral Transforms … 83
Our goal is to give sense to this equation and solve it analytically. One knows that
L(h)
L(q) = . (A5.9)
1 − (− 41 ) p 1/4
1 ( 21 )
(− ) = = −4π 1/2 := −b, b > 0. (A5.10)
4 − 41
Let R+ = [0, ∞). We assume for simplicity that h(t) is a smooth rapidly decaying function.
Then
c
|L(h)| ≤ , (A5.11)
(1 + | p|)−1
where c > 0 does not depend on p.
From formulas (A5.9) and (A5.10) the following theorem follows.
84 Appendix 5: Applications of Analytic Continuation to Tables of Integral Transforms …
Theorem 2 Assume that (A5.11) holds. Then equation (A5.4) has a solution q(t) in C(R+ ),
q(0) = 0, this solution is unique in C(R+ ) and can be calculated by the formula
L(h)
q(t) = L −1 , (A5.12)
1 + bp 1/4
where b > 0 is defined in (A5.10).
L(h)
Proof To prove Theorem 2 it is sufficient to check that the expression 1+bp1/4
is the Laplace
transform of a function q(t) ∈ C(R+ ). We also prove that q(0) = 0.
Consider the function
∞
1 L(h)
q(t) = eist ds, p = is. (A5.13)
2π −∞ 1 + bp 1/4
L(h)
This is the inverse of the Laplace transform of 1+bp1/4
since d p = ids. The integral (A5.13)
converges absolutely under our assumptions since the integrand is O( | p|15/4 ) for | p| 1.
Therefore, q ∈ C(R+ ). To prove that q(0) = 0, let us check that
∞
L(h)
eist ds|t=0 = 0. (A5.14)
−∞ 1 + bp 1/4
L(h)
The function 1+bp1/4
is analytic in Re p > 0 and is O( | p|15/4 ) for | p| 1. One checks that
1
1+bp1/4
with b > 0 is a uniformly bounded analytic function of p in the half-plane Re p ≥ 0.
Let L n be a closed contour, oriented counterclockwise, consisting of the segment
[in, −in] and half a circle γn = {neiφ }, − π2 ≤ φ ≤ π2 . By the Cauchy theorem,
L(h)
d p = 0, (A5.15)
L n 1 + bp
1/4
and
L(h)
lim d p = 0. (A5.16)
n→∞ γ
n
1 + bp 1/4
Consequently, from (A5.15) and (A5.16) it follows that
in L(h)
lim d p = 0. (A5.17)
n→∞ −in 1 + bp 1/4
The new feature, compared with Theorem 2, is the existence of the singularity at p = a12 .
We assume for simplicity that h(t) ∈ C(R+ ) has compact support. In this case L(h) is an
entire function of p and the behavior for large t of the solution q(t), found in Theorem 3
(see below), is easy to estimate.
Let us investigate the function
1 −1 + p 1/2 1/2
−1 a −2 1 −1 p
= −a = −a − a . (A5.19)
1 − ap 1/2 p − a −2 p − a −2 p − a −2
One has:
1 −2
L −1 − a −2
−2
= −a −2 ea t . (A5.20)
p−a
t
So, using the known formula L( f )L(g) = L 0 f (τ )g(t − τ )dτ , we derive:
t
1 −2 (t−τ )
L −1 − L(h)a −2 = −a −2 h(τ )ea dτ . (A5.21)
p − a −2 0
Consider the last term in (A5.19). In [1] formula (22) in Sect. 5.3 is:
x
1 1
( p − β)−1 p 1/2 = L (πt)− 2 + β 1/2 eβt Er f (β 1/2 t 1/2 ) , Er f (x) := 2π − 2 e−t dt.
2
0
(A5.22)
Therefore, taking β = a −2 , one derives:
−1 −1 p 1/2 t
L − L(h)a = −a −1 h(τ )g(t − τ )dτ , (A5.23)
p − a −2 0
where
1
g(t) := (πt)− 2 + β 1/2 eβt Er f (β 1/2 t 1/2 ) β = a −2 . (A5.24)
From formulas (A5.18), (A5.19), (A5.21), (A5.23) it follows that
t t
−2
q(t) = −a −2 h(τ )ea (t−τ ) dτ − a −1 h(τ )g(t − τ )dτ . (A5.25)
0 0
The behavior of the solution for t → ∞ depends on λ, on the sign in front of the integral
equation (A5.5) and on h. Theorems 2 and 3 are examples of a study of the solution to
equation (A5.5).
86 Appendix 5: Applications of Analytic Continuation to Tables of Integral Transforms …
Conclusion
It is proved in this paper that the validity of some formulas in the tables of integral transforms
can be greatly expanded by the analytic continuation with respect to parameters. This idea
is used for investigation of some integral equations with hyper-singular kernels. Such an
equation, see (A5.4), plays a crucial role in the author’s investigation of the Navier-Stokes
problem.
References
1. H. Bateman, A. Erdelyi, Tables of Integral Transforms (McGraw Hill, New York, 1954)
2. A.G. Ramm, Applications of analytic continuation to tables of integral transforms and
some integral equations with hyper-singular kernels. Open J. Optim. 11, 1–6 (2022).
Open access journal
3. W. Rudin, Real and Complex Analysis (McGraw Hill, New York, 1974)
References
© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer 87
Nature Switzerland AG 2023
A. G. Ramm, Analysis of the Navier-Stokes Problem, Synthesis Lectures
on Mathematics & Statistics, https://doi.org/10.1007/978-3-031-30723-2