diff --git "a/9NFLT4oBgHgl3EQfty_-/content/tmp_files/2301.12153v1.pdf.txt" "b/9NFLT4oBgHgl3EQfty_-/content/tmp_files/2301.12153v1.pdf.txt" new file mode 100644--- /dev/null +++ "b/9NFLT4oBgHgl3EQfty_-/content/tmp_files/2301.12153v1.pdf.txt" @@ -0,0 +1,9826 @@ +arXiv:2301.12153v1 [math.AP] 28 Jan 2023 +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +EDUARDO GARC´IA-JU´AREZ˚, PO-CHUN KUO:,;, YOICHIRO MORI:,§, +AND ROBERT M. STRAIN:,¶ +Abstract. This paper introduces the 3D Peskin problem: a two-dimensional +elastic membrane immersed in a three-dimensional steady Stokes flow. +We +obtain the equations that model this free boundary problem and show that +they admit a boundary integral reduction, providing an evolution equation +for the elastic interface. We consider general nonlinear elastic laws, i.e., the +fully nonlinear Peskin problem, and prove that the problem is well-posed in +low-regularity H¨older spaces. Moreover, we prove that the elastic membrane +becomes smooth instantly in time. +Contents +1. +Introduction +2 +2. +Formulation and Boundary Integral Reduction +9 +3. +Preliminaries +12 +4. +Nonlinear decomposition +18 +5. +Calculus estimates +24 +6. +Frozen-coefficient Semigroup +39 +7. +Local well-posedness +56 +8. +Higher Regularity +66 +Appendix A. +Besov Spaces and Fourier Multiplier Theorems +75 +Appendix B. +Estimates for the semigroup e´tLApξq +77 +References +90 +˚Departamento de An´alisis Matem´atico, Universidad de Sevilla, C/Tarfia s/n, Cam- +pus Reina Mercedes, 41012, Sevilla, Spain. egarciajuarez@ub.edu +:Department +of +Mathematics, +University +of +Pennsylvania, +David +Rittenhouse +Lab., +209 +South +33rd +St., +Philadelphia, +PA +19104, +USA. +;kuopo@sas.upenn.edu +§y1mori@math.upenn.edu ¶strain@math.upenn.edu +Date: January 31, 2023. +2020 Mathematics Subject Classification. 35Q35, 35C15, 35R11, 35R35, 76D07. +Key words and phrases. Peskin problem, 3D, Fluid-Structure Interaction, immersed boundary +problem, Stokes flow. +˚supported by the European Union’s Horizon 2020 research and innovation programme under +the Marie Sk�lodowska-Curie grant agreement CAMINFLOW No 101031111, and the AEI project +PID2021-125021NAI00 (Spain). +;partially supported by NSF grant DMS-2042144 (USA) awarded to YM. +§partially supported by the NSF grant DMS-1907583, 2042144 (USA) and the Math+X award +from the Simons Foundation. +¶partially supported by the NSF grants DMS-1764177 and DMS-2055271 (USA). + +2 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +1. Introduction +The immersed boundary method, introduced by Peskin [40, 41] to study the +blood flow around heart valves, has been widely applied to numerically study fluid- +structure interaction (FSI) problems. These FSI problems, in which a fluid interacts +with elastic structures, appear naturally in many engineering and biophysics appli- +cations [44,46]. Despite their importance, both the computational methods and the +FSI problems themselves are poorly understood from an analytical standpoint. A +major impediment has been the lack of analytical understanding of the underlying +PDEs, which are typically nonlinear and nonlocal. Results are particularly scarce in +the more realistic three-dimensional settings, where the coupling of nonlocal effects +with non-trivial geometry substantially increases the complexity of the problem. +Since the recent breakthrough works [34] and [37], which provided the strong +solution theory for the problem of an immersed elastic string in a two-dimensional +fluid, the so-called 2D Peskin problem has attracted a lot of attention [8,9,23,25, +33,51,52]. In this paper, we initiate the study of its three-dimensional counterpart. +We introduce the formulation and develop the well-posedness theory for the three- +dimensional (fully nonlinear) Peskin problem of an elastic membrane immersed in +a fluid. +1.1. Description of the problem. We consider the following problem in which +a three-dimensional incompressible Stokes fluid interacts with an elastic membrane +in R3. A closed elastic interface Γ encloses a simply connected bounded domain +Ω Ă R3 filled with a Stokes fluid with viscosity µ. The outside region R3zΩ is filled +with a Stokes fluid of viscosity 1. The equations satisfied are: +µ∆u ´ ∇p “ 0 in Ω, +(1.1) +∆u ´ ∇p “ 0 in R3zΩ, +(1.2) +∇ ¨ u “ 0 in R3zΓ. +(1.3) +Here u is the velocity field and p is the pressure. We impose the following condition +in the far field: +(1.4) +u Ñ 0 as |x| Ñ 8. +We supplement the above with interface conditions on the time-evolving surface Γ. +For any quantity w defined on Ω and R3zΩ, we set: +�w� “ w|Γi ´ w|Γe +where w|Γi,e are the trace values of w at Γ evaluated from the Ω (interior) and +R3zΩ (exterior) sides of Γ. Let n be the outward pointing unit normal vector on +Γ. The interface conditions are: +�u� “ 0, +(1.5) +�Σn� “ F el, Σ “ +# +µ +` +∇u ` p∇uqT˘ +´ pI +in Ω +∇u ` p∇uqT ´ pI +in R3zΩ , +(1.6) +BX +Bt “ upX, tq, +(1.7) +where I is the 3 ˆ 3 identity matrix and X : S2 ÞÑ Γptq the map that describes the +evolving membrane. This map gives the deformation of the reference configuration +S2, the standard embedding of the sphere of radius 1 in R3. The first condition + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +3 +is the no-slip boundary condition and the second is the stress balance condition +where Σ is the fluid stress and F el is the elastic force exerted by the interface Γ. +The last condition states that the membrane evolves with the fluid flow. Note that +the elastic surface Γ “ Γptq and hence Ω “ Ωptq changes with time. Once given +the constitutive equation for the elastic force F el, equations (1.1)-(1.7) form the +so-called jump formulation of the 3D Peskin problem. Let pg and g denote the metric +tensors on S2 and Γ respectively. A natural choice for the elastic stretching force +is given by [19,28] +(1.8) +F el “ +a +detppg´1gq∇S2 ¨ T p∇S2Xq, +where +T p∇S2Xq :“ T p|∇S2X|q +|∇S2X| +∇S2X “: T p|∇S2X|q∇S2X, +∇S2 denotes the surface gradient on S2, |A| denotes the Frobenius norm of matrix +A, and T has to satisfy T ą 0, dT {dλ ě 0 (see Section 3.1 for further notation). +In Section 2 more details about the derivation of the elastic force are given. For a +Hookean material, T is linear and hence the elastic force is linear in X. We will +consider general T , i.e., the fully nonlinear Peskin problem. +Compared to fluid interface problems, such as a drop of liquid surrounded by +another fluid or vacuum [17,43,45,49,50], where only the shape of the interface mat- +ters, here it is not expected that Eulerian methods on their own should suffice. Due +to the elastic nature of the membrane, the stretching, given by the parametriza- +tion, has a strong influence on the evolution. Thus, one needs to keep track of +the membrane configuration. Lagrangian methods are needed, making it harder +to work in higher dimensions. In particular, one cannot freely reparametrize the +surface, an idea frequently used to obtain extra cancellations in the study of fluid +interfaces [13,22,30]. +An important feature of the Peskin problem is that it admits a Boundary Integral +formulation, whose derivation is given in Section 2. When µ “ 1, the problem (1.1)- +(1.8) is equivalent to the following evolution equation for X: +(1.9) +BX +Bt ppxq “ +ż +S2GpXppxq ´ Xppyqq∇S2 ¨ +´ +T p|∇S2Xppyq|q ∇S2Xppyq +|∇S2Xppyq| +¯ +dµS2ppyq, +Xppxq|t“0 “ X0ppxq, +where Gpxq is the Stokeslet tensor in R3: +(1.10) +Gpxq “ 1 +8π +´ 1 +|x|I3 ` x b x +|x|3 +¯ +. +We have suppressed the dependence of X on t to avoid cluttered notation. Hence- +forth, we will assume µ “ 1. +It will be sometimes convenient in the analysis +to work with coordinates. +Let θ “ pθ1, θ2q be a (local) coordinate system on +S2 and let px “ x +Xpθq P S2 Ă R3 be the point on S2 corresponding to θ. +Let +Xpθq “ Xpx +Xpθqq P Γ Ă R3 be the position on Γ corresponding to the coordinate +point θ (see Figure 1). If px “ x +Xpθq, we will write Xppxq and Xpθq in an abuse of +notation. Then, after integration by parts and choosing an isothermal coordinate +system, equation (1.9) becomes +BX +Bt pθq “ ´p.v. +ż +R2 +B +Bηi +GpXpθq´Xpηqq ˜F el,ipXqpηqdη1dη2, +(1.11) + +4 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where we denote +˜F el,ipXqpηq “ T pλpηqq +λpηq +B +Bηi +Xpηq, +λpηq “ +a +trppg´1pηqgpηqq. +Above we use the explicit definitions of pg and g given in (2.1). +Figure 1. Deformation map Xp¨, tq : S2 Ñ Γptq. +Some important properties of the solutions to the Peskin problem (1.9) are easier +to deduce from the jump formulation (1.1)-(1.7). The incompressibility condition +(1.3), together with (1.7), implies the conservation of the volume of the enclosed +region Ω: +d +dt|Ωptq| “ 0, +|Ωptq| “ 1 +3 +ż +S2 Xppxq ¨ nppxqdµΓptqppxq. +Moreover, the elastic energy defined as follows +EpXq “ +ż +S2 AEp|∇S2Xppxq|qdµS2ppxq, +A1 +Epλq “ T pλq, +satisfies the balance +d +dtEpXq “ ´ +ż +R3 |∇u|2dx, +which shows that the elastic energy is dissipated due to the viscosity of the fluid. +This relation follows from (1.7), integration by parts, and using conditions (1.6), +(1.3), (1.1)-(1.2), and (1.5), consecutively. For a linear elasticity law, the elastic +energy is the 9H1pS2q norm of the interface, +EpXq “ 1 +2 +ż +S2 |∇S2Xppxq|2dµS2ppxq. +A third important property of the Peskin problem is that it satisfies a scaling +invariance. We must first mention that the definition of solutions requires that the + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +5 +interface is non-degenerate and does not self-intersect. This is typically enforced +through the arc-chord condition: +|X|˚ :“ +inf +px‰py +px, pyPS2 +|X ppxq ´ X ppyq| +|px ´ py| +ą 0. +If Xppx, tq solves (1.9), then, for any λ ą 0, Xλppx, tq :“ λ´1Xpλpx, λtq also solves +the equation, and |Xλ|˚ “ |X|˚. Hence, 9C1pS2q and spaces with the same scaling, +such as 9H2pS2q, are critical spaces for 3D Peskin problem. Notice that the energy +balance above only gives control of the 9H1pS2q norm, hence the Peskin problem is +supercritical. +1.2. Main results. The formulation of the problem, both in jump and Boundary +Integral forms, is derived in Section 2. Once the formulation is provided, the main +objective of the paper is to show that the problem is well-posed. More specifically, +we will first show the existence and uniqueness of strong solutions with initial data +in little H¨older spaces, h1,γpS2q, γ P p0, 1q, defined as the completion of the set of +smooth functions in C1,γpS2q. +Definition 1.1 (Strong solution). Let X P Cpr0, T s; C1,γpS2qqXC1pr0, T s; CγpS2qq, +γ P p0, 1q, and |Xptq|˚ ą 0 for t P r0, T s. Then, X is a strong solution to the +3D Peskin problem with initial data Xp0q “ X0 if it satisfies equation (1.9) for +t P p0, T s and Xptq Ñ X0 in C1,γpS2q as t Ñ 0. +The choice of little H¨older spaces will be needed to obtain the convergence to +the initial data. In Section 7 we will prove the following: +Theorem 1.2. Consider the 3D Peskin problem (1.9) with initial data satisfying +X0 P h1,γpS2q, |X0|˚ ą 0, and T P C3 such that T ą 0, dT {dλ ě 0. Then, there +exists some time T ą 0 such that (1.9) has a unique strong solution X, +X P Cpr0, T s; h1,γpS2qq X C1pr0, T s; hγpS2qq. +It is instructive to briefly recall the idea of the proof for the 2D linear Peskin +problem [37]. For X a non-degenerate, closed simple plane curve, the boundary +integral formulation in 2D is given by +BtXpθ, tq “ ´ +ż +S1 BηGpXpθq ´ XpηqqBηXpηqdη, +where G is the Stokeslet in R2. It turns out that one can perform a small-scale +decomposition [30,37] to write it as follows +BtX “ 1 +4ΛX ` RpXq, +ΛX “ HBθX, +with RpXq a lower order operator compared to Λ. Then, it is natural to construct +the solution as a fixed point of the equation written in Duhamel form: +Xptq “ etΛX0 ` +ż t +0 +ept´τqΛRpXpτqqdτ +We notice two important facts: the semigroup is explicit, both in space and Fourier +variables, and the equation is semilinear. Even for nonlinear elastic law, the lead- +ing term has a kernel not depending on the curve itself, ´ 1 +4HpT p|∇S2X|q∇S2Xq, +making it possible to use the Λ-like structure via energy methods [8]. + +6 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Here, we first consider the strategy adapted to nonlinear equations in [35] (see +also [47] for 2D Peskin). Let us write equation (1.9) as follows +BX +Bt “ FpXq, +X|t“0 “ X0. +Then, at least formally, linearization around the initial data would give +(1.12) +Xptq “ eLpX0qtX0 ` +ż t +0 +eLpX0qpt´τqEpXpτqqdτ, +with LpX0q “ BXFpX0qX the Gateaux derivative of F at X0 and EpXq “ +FpXq ´ LpX0q. Hence, while EpXq is not expected to be smoother than LpX0q, +it should be small for short time. However, one first need to make sense of the +above expression (1.12) by showing that LpX0q generates an analytic semigroup, +which amounts to proving that the operator is sectorial in adequate spaces. This +is the core of the abstract Theorem 7.1, whose proof encompasses a fixed point +argument. The application of this theorem to our problem soon becomes highly +involved. This is done in Propositions 7.3-7.6. Since the equation is not semilinear, +the process will require to further decompose the operator LpX0q and then freeze +the coefficients at a given point. The decomposition must be done maintaining +a derivative structure for the kernel that allows extra cancellations, required to +control the singular integral operators that appear, and so that we can invert the +frozen-coefficient operator (the study of this part is done separately in Section 6). +Schematically, we decompose the kernel in (1.11) as follows +B +Bηi +` +GpXpθq´Xpηqq +˘ +« ´ B +Bxj +G p∇Xpηqpθ ´ ηqq BXj +Bηi +pηq ` RpXqpθq +« 1 +8π +BXpηq +Bηi +¨ p∇Xpηqpθ´ηqq +|∇Xpηqpθ´ηq|3 +` ¨ ¨ ¨ ` RpXqpθq, +(1.13) +where one expects RpXq to be lower order and the dots represent additional terms +of high order coming from the second term in Gppxq (1.10) (we note that in 2D +these additional high-order terms cancel each other). These leading kernels are +not of convolution type and cannot be written as a derivative. For this purpose, +one could be tempted to use ∇Xpθq in the approximation instead of ∇Xpηq. +However, higher derivatives of X would appear later in the proof and the argument +would not close. Thus, to take advantage of the derivative structure, we will be +forced to estimate together the leading and remainder terms. In a second step, +we approximate ∇Xpηq in the leading kernels above by its value at a given point +(see Lemma 5.10 for more details), which requires the introduction of a partition +of unity for the sphere. Due to the geometry of the problem, we need to work +with charts, and due to the nonlocal character of the equation a second localization +procedure will be needed. A fine implementation of these localization procedures +will be crucial to avoid transition maps that would otherwise overcomplicate the +proof. +For the fully nonlinear Peskin problem, we must linearize and freeze the coeffi- +cient of the elastic force as well. In Section 4.2, we show that the frozen-coefficient +linear operator in the general force case is given by +pLAY qkpθq “ ´ +ż +R2 +B +Bηi +pGk,lpA pθ ´ ηqqqpTF pAq∇Y ql,ipηqdη1dη2, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +7 +where A is a constant matrix and TFpAq a tensor (4.31). Thus, in the general case, +the multiplier for the frozen-coefficient linear operator becomes: +LApξq “ I ` vpξq b vpξq +4detpBq |B´1ξ| +ˆT p∥A∥F q +∥A∥F +ˆ +|ξ|2 I´ Aξ b Aξ +∥A∥F +˙ +` dT +dλ p∥A∥F qAξ b Aξ +∥A∥F +˙ +, +where || ¨ ||F denotes the Frobenius norm. It is not difficult to see that, if T ą 0 +and dT {dλ ě 0, then the above is coercive in |ξ|2. Moreover, in contrast to the +2D case, dT {dλ “ 0 is allowed. In fact, if T satisfies T ą 0 and pdT {dλq{T ą ´1, +then the problem is expected to be locally well-posed if the initial condition is +sufficiently close to the uniform sphere (pg´1g is close to a multiple of the identity +matrix). This is an interesting difference between 2D and 3D Peskin. We will use +this operator (in conjunction with the localization procedures) to show that the full +operator LpX0q “ BXFpX0qX is sectorial. The approximation in (1.13) is done +on the equation written in coordinates partly to obtain a linear leading operator +given by a Fourier multiplier. +Next, we notice that the regularity obtained in Theorem 1.2 for the strong solu- +tions is not enough to satisfy equation (1.9) in a classical sense. Obtaining higher +regularity for the solutions is also important since this further regularity is needed +for the equivalence between different formulations to hold. The abstract theory for +nonlinear equations in [35] does not yield gain of smoothness for the solution, and +in fact this important point is left open in the 2D results in [47]. Nevertheless, we +are able to prove that initial data in little H¨older spaces become smooth for positive +times. +Theorem 1.3. Let X be the solution to the Peskin problem with initial data X0 P +h1,γpS2q constructed in Theorem 1.2. Then, for any α P p0, 1q, it holds that X P +C1pp0, T s; C3,αpS2qq. Moreover, for any 3 ď n P N and α P p0, 1q, assuming that +T P Cn,α, it holds that X P C1pp0, T s; Cn`1,βpS2qq, for any β ă α. +We use the solutions constructed in the previous theorem and Duhamel formula +(1.12) to perform a bootstrapping argument. We build on the properties of the +semigroup e´tLA (see Section 6 and Appendix B) to first gain regularity in mixed- +type spaces Lpp0, T ; Cn,αpS2qq and then transfer this higher regularity in space to +show regularity in time as well. A key point is that, while the kernels are not of +convolution type, we find that it is possible to move derivatives in θ to derivatives +in η at the expense of new terms of the same order, but not higher (see (8.12)). As +explained above, we must work with the equation localized around a given point +and later deal with the corresponding commutators and combine the estimates (see +Section 8 for more details). However, the bootstrapping argument cannot be done +on (1.12) directly, because the right-hand side contains terms of highest regularity. +We combine this process with a regularization argument (see (8.14)), where the use +of little H¨older spaces becomes crucial. +1.3. Related results. The first analytical results for the 2D Peskin problem ap- +peared recently in [34,37]. In [34], energy arguments are used to prove local well- +posedness for H +5 +2 initial data and also exponential convergence to steady states for +sufficiently close to equilibrium initial data is shown. The authors in [37] lowered +the required initial regularity to barely subcritical spaces, h1,γ, γ P p0, 1q, showed +instant smoothing, and provided a blow up criterion. + +8 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +After these works, many improvements for the 2D Peskin problem have appeared. +The work [25] deals with the setting in which the enclosed fluid is different to the +exterior one, and shows asymptotic stability for small data in Wiener algebra critical +spaces. The result [8] shows the local well-posedness and smoothing for general data +in the critical Besov space B +3 +2 +2,1, including the case of nonlinear elastic law. The +sharpest result in terms of regularity appeared in [9], where the semilinear 2D Peskin +problem is shown to be well-posed in B1 +8,8, and thus with possibly non-Lipschitz +curves. +In relation to the Peskin problem, the article [51] introduces a regularization of +the problem inspired by the immersed boundary method and studies its conver- +gence. Filaments that resist both bending and stretching are considered in [33]. +Finally, we mention two works that introduce simplified models of the 2D Peskin +problem. The work [23] considers a model for the normal component and shows +the existence of global solutions for Lipschitz data near the equilibrium. Very re- +cently, [52] derives a PDE to model the tangential effects of the Peskin problem in +the case of an infinitely long and straight string and obtains global solutions with +initial data in the energy class. Moreover, the author presents many connections of +the model with well-known one-dimensional PDEs. +From a mathematical point of view, there are remarkable similarities between +the 2D Peskin problem and the so-called Muskat problem. +In particular, both +problems have the same leading linear operator, they can be written in Boundary +Integral form [13,30], they have the same scaling and satisfy an energy balance [12, +29]. The Muskat problem, which describes the movement of the interface between +incompressible fluids in a porous medium, has been intensively studied in the last +two decades [1,2,4,7,12,13,18,36,39], and some of the techniques developed there +have been successfully extended in the last years to lower the required regularity +for the well-posedness of the 2D Peskin problem [8,9,23,25]. However, while there +are also results for the 3D Muskat problem [3,5,10,14,24], in all these results the +interface is a surface given by graph, hence the geometry does not play a major role. +Even in 2D, in the recent non-graph setting [22] that considers a bubble of fluid +surrounded by another in a porous medium, a change of parametrization becomes +crucial, which is not allowed in the Peskin problem. +We finally mention some results with more complex elastic interactions [6,11,16, +32,38,42,53,54], mostly dedicated to more qualitative results and weak solutions. +Part of the interest generated by the Peskin problem is due to its relative simplic- +ity, which makes it possible to initiate the analytical study of the rich variety of +behaviors in FSI problems, including longtime dynamics. +1.4. Outline. The rest of the paper is structured as follows. In Section 2, we ob- +tain the expression for the elastic law and show the Boundary Integral formulation +for the 3D Peskin problem. Section 3.1 contains the notation used along the paper +as well as some definitions and standard results concerning the stereographic pro- +jection. Next, in Section 4, we introduce the operators that will be used later in +the paper, we decompose the equation and compute the multiplier of the leading +term. Section 5 is dedicated to study the operators previously defined, to show the +needed commutators estimates, and to prove Lemma 5.10. These lemmas will be +repeatedly used in the proof of the main theorems. In Section 6, we show that the +frozen-coefficient operator generates an analytic semigroup (for which we need the + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +9 +multiplier results contained in Appendix A, with further properties studied in Ap- +pendix B). Finally, Sections 7 and Section 8 contain the proofs of the main results: +Theorems 1.2 and 1.3. +2. Formulation and Boundary Integral Reduction +The formulation of the problem (1.1)-(1.6) is closed once that the expression for +F el is given. To specify the elastic force F el in (1.6), we consider the elastic energy +of the interface Γ. We consider an elastic energy EpXq of the form: +EpXq “ +ż +S2 E +ˆBX +Bθ , θ +˙ +dµS2, +where µS2 is the standard measure on the unit sphere. From this, we may com- +pute the elastic force by taking the variational derivative as follows. +Let X “ +pX1, X2, X3qT. Define the following metric tensors pg and g on S2 and Γ respec- +tively, whose i, j components are given by: +(2.1) +pgij “ Bx +X +Bθi +¨ Bx +X +Bθj +, +gij “ BX +Bθi +¨ BX +Bθj +. +We write the energy density as follows: +(2.2) +E “ AEpsij, θq, sij “ BXi +Bθj +, i “ 1, ¨ ¨ ¨ 3, j “ 1, 2. +Let Y “ pY1, Y2, Y3qT be a perturbation of the configuration that is compactly +supported on the open set U on which the coordinate system θ is defined. We have: +d +dτ EpX ` τY q +ˇˇˇˇ +τ“0 +“ +ż +U +BAE +Bsij +BYi +Bθj +a +detpgdθ1dθ2 +“ ´ +ż +U +B +Bθj +ˆBAE +Bsij +a +detpg +˙ +Yidθ1dθ2, +(2.3) +where the summation convention is in effect. We set: +Fel,i “ +1 +?detg +B +Bθj +ˆBAE +Bsij +a +detpg +˙ +, +where Fel,i are the components of the elastic force F el of equation (1.6). With this +prescription of the elastic force, the solutions satisfy the following energy relation: +(2.4) dE +dt “ ´ +˜ż +Ω +2µ |∇Su|2 dx ` +ż +R3zΩ +2 |∇Su|2 +¸ +dx, ∇Su “ 1 +2 +` +∇u ` p∇uqT˘ +. +We will now impose symmetry conditions to determine the explicit form of AE and +hence E. Let θ be a (local) orthogonal coordinate system on S2 so that the two +coordinate tangent vectors are orthogonal: +Bx +X +Bθ1 +¨ Bx +X +Bθ2 +“ 0. +We thus have an orthonormal frame on (a neighborhood of) S2 given by the two +vectors: +pei “ Bx +X +Bθi +����� +Bx +X +Bθi +����� +´1 +, i “ 1, 2. + +10 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +The deformation map X maps the above unit orthogonal vectors to the following +two vectors: +ei “ BX +Bθi +����� +Bx +X +Bθi +����� +´1 +, i “ 1, 2. +Consider the matrix 3 ˆ 2 matrix B “ pe1, e2q whose column vectors are given by +ei. We may say that the energy density E is a function of B and θ: +E “ AEpB, θq, +where we have continued to use the notation AE as in (2.2). By homogeneity of +the unit sphere, we impose that AE does not have an explicit dependence on θ. +Furthermore, the value of AE should not depend on the choice of orthonormal frame +pei or the coordinate system in which X resides. This implies the following. +(2.5) +AEpBq “ AEpR3BR2q for all R3 P SOp3q and R2 P SOp2q +where SOp2q and SOp3q are the group on rotation matrices in 2 and 3 dimensions +respectively. Let: +H “ +ˆ +e1 ¨ e1 +e1 ¨ e2 +e1 ¨ e2 +e2 ¨ e2 +˙ +. +The invariance condition (2.5) implies that AE can only be a function of the trace +and determinants of H, +(2.6) +E “ AEpλ, γq, λ “ +a +trpHq, γ “ +a +detpHq. +In terms of the metric tensors g and pg, we can write λ and γ as: +(2.7) +λ2 “ trppg´1gq, γ2 “ detppg´1gq. +The above expressions for λ and γ are valid even when θ is not an orthogonal +coordinate system. We may substitute (2.6) into (2.3) to obtain: +Fel,k “ Fλ,k ` Fγ,k, +Fλ,k “ +1 +?detg +B +Bθi +ˆ 1 +λ +BAE +Bλ +a +detpg pgij BXk +Bθj +˙ +, +Fγ,k “ +1 +?detg +B +Bθi +ˆBAE +Bγ +a +detg gij BXk +Bθj +˙ +, +(2.8) +where we use the standard notation aij to denote the inverse tensor pa´1qij. Note +that the expressions Fλ,k and Fγ,k are similar but differ crucially in whether pg or +g features inside the force expressions. This is most clearly seen in the following +simple cases. If we let AE “ λ2{2, we have: +(2.9) +Fel,k “ Fλ,k “ γ∆S2Xk, ∆S2Xk “ +1 +a +detpg +B +Bθi +ˆa +detpg pgij BXk +Bθj +˙ +, +where ∆S2 is the Laplace-Beltrami operator on the unit sphere. If we let AE “ γ, +we have: +Fel,k “ Fγ,k “ ∆ΓXk “ +1 +?detg +B +Bθi +ˆa +detg gij BXk +Bθj +˙ +“ ´2κΓnk, +where ∆Γ is the Laplace-Beltrami operator of the closed elastic surface Γ, κΓ is the +mean curvature of Γ and nk is the k-th component of the outward normal vector +n of Γ. This is just the well-known statement on the variation of surface area. We +see from the above expressions that the Fλ,k expresses an elastic force that depends + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +11 +strongly on the stretching of the spherical reference configuration whereas Fγ,k is +a surface tension force. +The prescription of interfacial elastic energy density as in (2.2) or (2.6) has its +origins the classical work of [19], and may be called the membrane neo-Hookean +model. Specific forms for this energy have been used extensively in the modeling +and simulation of fluid-structure interaction problems [20,28,31]. +We now rewrite our evolution equation in a form suitable for our analysis. Hence- +forth we focus on the case when AE is only a function of λ, and the viscosity µ of +the interior fluid is equal to 1. +Let us rewrite the equations of motion. Let G be the Stokeslet tensor in R3: +(2.10) +Gi,jpxq “ 1 +8π +˜ +δi,j +|x| ` xixj +|x|3 +¸ +, x “ px1, x2, x3q. +Let +pFel,k “ 1 +γ Fel,k “ +1 +a +detpg +B +Bθi +ˆ +λ´1T pλq +a +detpg pgij BXk +Bθj +˙ +“ ∇S2 ¨ +` +λ´1T pλq∇S2Xk +˘ +, +where T pλq “ BAE{Bλ (see (2.8)). Let pF el “ pFel,1, Fel,2, Fel,3qT. Notice that we +can write λ in terms of X, +(2.11) +λppxq2 “ |∇S2Xppxq|2, +which can be seen from their definitions +λ2 “ trppg´1gq “ pgijgji, +|∇S2X|2 “ ∇S2Xk ¨ ∇S2Xk “ BXk +Bxi +BXk +Bxl +pgijpglmpgjm “ gilpgil. +When µ “ 1, we may write the evolution of X as +BX +Bt ppxq “ +ż +S2 GpXppxq ´ XppyqqpF elppyqdµS2ppyq +“ +ż +S2GpXppxq ´ Xppyqq∇S2 ¨ +´ +T p|∇S2Xppyq|q ∇S2Xppyq +|∇S2Xppyq| +¯ +dµS2ppyq, +and integrating by parts, we obtain +(2.12) +BX +Bt ppxq“´p.v. +ż +S2∇S2GpXppxq´Xppyqq¨T p|∇S2Xppyq|q ∇S2Xppyq +|∇S2Xppyq|dµS2ppyq. +In the following, we will suppress the principal value notation. Introducing a smooth +partition of unity tρnu, subordinate to a finite atlas of the sphere tUnu, we may +write our problem as follows +BX +Bt ppxq“´ +ÿ +n +ż +S2∇S2GpXppxq´Xppyqq¨ T p|∇S2Xppyq|q +|∇S2Xppyq| +∇S2` +ρnppyqXppyq +˘ +dµS2ppyq. +This can be rewritten using the local charts: +BX +Bt ppxq “ ´ +ÿ +n +ż +Un +pgijpηq B +Bηi +GpXppxq´Xnpηqq +ˆ pgjmpηqT p +a +pgqrgrqpηqq +a +pgqrgrqpηq +pgpmpηq B +Bηp +` +ρnpηqXnpηq +˘a +detpgpηqdη1dη2, + +12 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where Xnpηq is the coordinate map on the n-th coordinate chart and ρnpηq “ +ρnpx +Xpηqq (see Section 3.1 for details of notation). We may take an isothermal +coordinate system (the stereographic projection gives such a system, for example) +on each chart Un, which yields: +BX +Bt ppxq “ ´ +ÿ +n +ż +Un +B +Bηi +GpXppxq´XnpηqqT pλnpηqq +λnpηq +B +Bηi +` +ρnpηqXnpηq +˘ +dη1dη2, +(2.13) +where we denote +(2.14) +λnpηq “ +a +trppg´1pηqgpηqq “ +? +2}∇Xnpηq}F }∇x +Xnpηq}´1 +F , +and }A}F :“ +a +trpAT Aq is the Frobenius norm. +3. Preliminaries +In this section we introduce the notations that will be used in the rest of the +paper and summarize some standard results about stereographic projection charts +for the sphere. +3.1. Notations. Einstein notation over repeated indices will be of constant use. +Given vectors v, w and matrices A, B, C with the same size, we denote +|v| :“ ∥v∥ “ ?vivi, +∥A∥ :“ sup +|v|ą0 +|Av| +|v| “ sup +|v|“1 +|Av| , +A : B :“tr +` +ATB +˘ +“ AijBij, +|A| :“ ∥A∥F :“ +? +A : A, +v b w :“vwT , +pA b Bqijkl :“AijBkl, +ppA b Bq Cqij :“AijBklCkl “ pB : Cq Aij. +We will denote C‚,j to the vector given by the jth column of C, and Cj,‚ to the +one given by the jth row. +We will denote µS2 the standard measure on the unit sphere, and for simplicity +we will write dpy instead of dµS2ppyq. +We will write high partial derivatives in Rk by multi-index α, where multi-index +α is a sequence of k nonegative integers. i.e. α “ pα1, α2, ¨ ¨ ¨ , αkq P Nk +0, where +N0 “ t0u Ş N. +Definition 3.1 (Multi-index). Given α, β P Nk +0, we have the following arithmetic +about the multi-index. +(i) +|α| “α1 ` α2 ` ¨ ¨ ¨ ` αk +α! “α1!α2! . . . αk! +α ` β “ pα1 ` β1, α2 ` β2, ¨ ¨ ¨ , αk ` βkq + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +13 +(ii) We set α ď β, which is αi ď βi for all i “ 1, 2, ¨ ¨ ¨ , k. Then, we have +α ´ β “ pα1 ´ β1, α2 ´ β2, ¨ ¨ ¨ , αk ´ βkq +ˆ +α +β +˙ +“ +α! +pα ´ βq!β! “ +α1! +pα1 ´ β1q!β1! ¨ ¨ ¨ +αk! +pαk ´ βkq!βk! +High partial derivatives can be written as +Bα +x f pxq :“ Bα1 +Bxα1 +1 +Bα2 +Bxα2 +2 +¨ ¨ ¨ Bαk +Bxαk +k +f pxq +(3.1) +where α :“ pα1, α2, ¨ ¨ ¨ , αkq and |α| “ α1 ` ¨ ¨ ¨ ` αk is the total number of deriva- +tives. +We will use the following set of non-singular matrices +(3.2) +DAσ1,σ2 :“ tA : @ξ ‰ 0, σ2 |ξ| ď |Aξ| ď σ1 |ξ|u +where σ1 ě σ2 ą 0. +Euclidean balls of radius R centered at px P Rn will be denoted by Bpx,R, and for +balls centered at the origin we will also denote BpRq :“ B0,R. +We will denote Xppx; tq : S2 ÞÑ Γptq the deformation map that describes the +evolving membrane, and we will omit the dependence on time for simplicity of +notation, Xppxq. We will consider a finite atlas tUn, x +Xnu of the sphere with 0 P Un, +such that the coordinate functions x +Xnpθq : Un Ă R2 Ťt8u ÞÑ S2 satisfy +(3.3) +Bx +Xnpθq +Bθ1 +¨ Bx +Xnpθq +Bθ2 +“ 0, +����� +Bx +Xnpθq +Bθ1 +����� “ +����� +Bx +Xnpθq +Bθ2 +����� . +In particular, we will choose the standard stereographic coordinates. We set tρnu +to be a smooth partition of unity subordinate to the coordinate patches tUnu. For +convenience in the definition of H¨older continuity, we take our system tUn, x +Xn, ρnu +satisfying the following properties with some R, δ ą 0. +Definition 3.2 (System tUn, x +Xn, ρnu). Given R ą 2δ ą 0, we set our isothermal +coordinate charts tUnu with the coordinate functions tx +Xnpθqu and the partition +tρnu to have the following properties: +i) Set pxn “ x +Xn p0q, then S2 Ă Ť +n Bpxn,R, and there exists 0 ă Rn ă 8 s.t +Bpxn,4R X S2 Ă x +Xn pB0,Rnq Ă x +XnpUnq +ii) @px P S2, Dn s.t. +x +Xn pθq “ px +for some θ P B0,Rn, and pBpx,2δ X S2q Ă x +Xn pB0,Rnq . +iii) 0 ď ρn ď 1, +ρn P C8pS2q, +supp pρnq Ă Bpxn,2R X S2. +iv) @px P S2, ř +n ρn ppxq “ 1. +Remark 3.3. If |x +Xn pθq´ x +Xn pηq | ě C |θ ´ η| on Un, then Un is totally bounded. +Given f ppxq : S2 Ñ R, we will denote fn pθq : Un Ă R2 Ñ R with fnpθq :“ +fpx +Xnpθqq. Analogously, we will denote Xnpθq “ Xpx +Xnpθqq. +Remark 3.4. If x +Xn pθq “ x +Xm pηq, then Xn pθq “ Xm pηq. + +14 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Definition 3.5 (H¨older semi-norm). +�f ppxq�Cγ +δ pS2q :“ sup +0ă|px´py|ăδ +|f ppxq´f ppyq| +|px ´ py|γ +“ sup +n +sup +0ă|x +Xnpθq´x +Xnpηq|ăδ +|fn pθq ´ fn pηq| +|x +Xn pθq´x +Xn pηq |γ , +�f ppxq�CγpS2q :“ +sup +0ă|px´py| +|f ppxq ´ f ppyq| +|px ´ py|γ +“ +sup +x +Xnpθq‰x +Xmpηq +|fn pθq ´ fm pηq| +|x +Xn pθq ´ x +Xm pηq |γ . +Definition 3.6 (Arc-chord condition). +|f|˚ :“ inf +px‰py +|f ppxq ´ f ppyq| +|px ´ py| +“ +inf +x +Xnpθq‰x +Xmpηq +|fn pθq ´ fm pηq| +|x +Xn pθq ´ x +Xm pηq | +. +Definition 3.7 (Locally Arc-chord condition in the Charts). Given Vn Ă Un, +|f|˝,n :“ +inf +θ‰η,θ,ηPVn +|fnpθq ´ fnpηq| +|θ ´ η| +, +|f|˝ :“ inf +n |f|˝,n . +Definition 3.8 (Lp norms). +∥f ppxq∥p +LppS2q :“ +ÿ +n +ż +Un +ρn pθq |fn pθq|p a +det pgndθ +“ +ÿ +n +���pρnq +1 +p fn +��� +p +LppUnq ď +ÿ +n +∥fn pθq∥p +LppUnq . +3.2. Standard Stereographic Projection. We will see the properties of the +standard stereographic projection (i.e. the projection point is p0, 0, 1q). For the +other projection points, because S2 is centrosymmetric, we just need to rotate the +coordinates of S2. +Hence, most properties among the projection charts are the +same. +Definition 3.9 (Standard Stereographic Projection). We set x +X : R2 Ťt8u Ñ S2 +with +x +X pθq “ +˜ +2θ1 +1 ` |θ|2 , +2θ2 +1 ` |θ|2 , ��1 ` |θ|2 +1 ` |θ|2 +¸ +, +x +X p8q :“ lim +|θ|Ñ8 +x +X pθq “ p0, 0, 1q. +Then, +θ ppxq “ +ˆ +px1 +1 ´ px3 +, +px2 +1 ´ px3 +˙ +, θ p0, 0, 1q “ 8. +We call the parameterization x +X the standard stereographic projection. +We will denote VR the coordinate balls in R2, +(3.4) +VR :“ B +´ +R +? +4 ´ R2 +¯ +Ă R2. +Proposition 3.10. The standard stereographic projection has the following prop- +erties: + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +15 +i) +Bx +Xpθq +Bθ1 +¨ Bx +Xpθq +Bθ2 +“ 0, +����� +Bx +Xpθq +Bθ1 +����� “ +����� +Bx +Xpθq +Bθ2 +����� “ +2 +1 ` |θ|2 . +ii) For all R ą 0 and all VR (3.4), x +XpVRq “ Bp0,0,´1q,R X S2. +iii) For θ, η P R2, +|x +X pθq ´ x +X pηq | ď 2 |θ ´ η| , +(3.5) +and if θ, η P VR with R ď +? +2, +|x +X pθq ´ x +X pηq | ě 2 +π |θ ´ η| . +(3.6) +Proof. For iii), set pξ “ +θ´η +|θ´η|, then +|x +X pθq´x +X pηq | “ +ˇˇˇ +ż |θ´η| +0 +B +Bs +x +Xpη`spξqds +ˇˇˇ ď +ż |θ´η| +0 +|∇x +Xpη`spξq ¨ pξ|ds +“ +ż |θ´η| +0 +2 +1`|η ` spξ|2 ds ď 2 |θ ´ η| . +Set distppx, py; S2q as the length of shortest curve connecting px and py on S2. When +θ, η P VR with R ď +? +2, the shortest curve ℓ for distpx +X pθq , x +X pηq ; S2q is on +Bp0,0,´1q,R X S2 and +2 +π ď +R +? +4 ´ R2 +2 cos´1 2´R2 +2 +ď +|x +X pθq ´ x +X pηq | +distpx +X pθq , x +X pηq ; S2q +ď 1, +where the above function of R is a decreasing function. Then, since x +X is isothermal +and x +X +´1 pℓq is in VR, +distpx +X pθq , x +X pηq ; S2q “ +ż +ℓ +dl ppxq “ +ż +x +X +´1pℓq +2 +1 ` |θ|2 dl pθq +ě4 ´ R2 +2 +ż +x +X +´1pℓq +dl pθq ě 4 ´ R2 +2 +|θ ´ η| . +Therefore +|x +X pθq ´ x +X pηq | ě 2 +π dist +´ +x +X pθq , x +X pηq ; S2¯ +ě 2 +π |θ ´ η| . +□ +3.3. The Quantitative Relationships between S2 and R2 on the Standard +Stereographic Projection Chart. Given a function f ppxq on S2, we may define +f pθq :“ fpx +X pθqq on R2. x +X pθq is isothermal, but the chart is neither isometric nor +area-preserving. Therefore, some quantities of f between S2 and R2 are different. +We have to check their quantitative relationships. +First, let see the H¨older continuous seminorm Cγ and the arc-chord condition. +Proposition 3.11. Given f on S2, it holds that �f�CγpR2q ď 2γ�f�CγpS2q. + +16 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Proof. +�f�CγpR2q “ sup +θ‰η +´|x +X pθq ´ x +X pηq | +|θ ´ η| +¯γ |fpx +X pθqq ´ fpx +X pηqq| +|x +X pθq ´ x +X pηq |γ +ď 2γ�f�CγpS2q. +□ +Notice that |f|˝ for R2 is zero, and the other sided inequality between Cγ pUq +and Cγ pUq cannot hold with some constant C ą 0, thus we only can find local +inequalities. Set BR “ Bp0,0,´1q,R X S2, VR as in (3.4), and ρ smooth on S2 and +supported in BR. +Proposition 3.12. Given R ď +? +2, it holds that +�ρf�CγpS2q ď +`π +2 +˘γ�ρf�CγpR2q, +|f|˚ ďπ +2 |f|˝ . +Proof. For �ρf�CγpS2q, when px “ x +X pθq , py “ x +X pηq P BR, θ, η P VR, so +|ρf ppxq ´ ρf ppyq| +|px ´ py|γ +“ +´ +|θ ´ η| +|x +X pθq ´ x +X pηq | +¯γ |ρf pθq ´ ρf pηq| +|θ ´ η|γ +ď +`π +2 +˘γ�ρf�CγpR2q. +Next, when px “ x +X pθq , py “ x +X pηq P Bc +R, |ρfppxq´ρfp pyq| +|px´ py|γ +“ 0. Finally, when px “ +x +X pθq P BR, py “ x +X pηq P Bc +R, θ P VR, η P V c +R, set pz “ x +X pξq P BBR s.t. |px ´ pz| “ +dist ppx, BBRq. Since ρ is smooth on S2 and supported in BR, ρ ppzq “ 0 “ ρ ppyq. +Then, +|θ ´ ξ| ď π +2 |px ´ pz| ď π +2 |px ´ py| , +so +|ρf ppxq ´ ρf ppyq| +|px ´ py|γ +“ |ρf ppxq ´ ρf ppzq| +|px ´ py|γ +“ +´ +|θ ´ ξ| +|x +X pθq ´ x +X pηq | +¯γ |ρf pθq ´ ρf pξq| +|θ ´ ξ|γ +ď +`π +2 +˘γ�ρf�CγpR2q. +Now, for |f|˝, +|f|˝ “ +inf +θ‰η,θ,ηPV +|x +X pθq ´ x +X pηq | +|θ ´ η| +|fpx +X pθqq ´ fpx +X pηqq| +|x +X pθq ´ x +X pηq | +ě 2 +π |f|˚ . +□ +Next, let us discuss the relationship between C1,γ ` +S2˘ +and C1,γ ` +R2˘ +on the +standard stereographic projection chart. In the standard stereographic projection +chart px “ x +X pθq, the surface gradient of f, ∇S2f ppxq, is +∇S2f ppxq “ +ÿ +i,j +pgi,j B +Bθi +f pθq B +Bθj +x +X pθq “ +´1 ` |θ|2 +2 +¯2 ÿ +i +B +Bθi +f pθq B +Bθi +x +X pθq , +where pgij denotes the inverse tensor of pg. Hence, +2 +1 ` |θ|2 +���∇S2fpx +Xpθqq +��� “ |∇f pθq| . +We may use the above expressions to obtain the following proposition. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +17 +Proposition 3.13. There exist R0 ą 0 and C ě 21`γ s.t. for all R ă R0 +∥f∥C1,γpR2q ďC ∥f∥C1,γpS2q , +∥ρf∥C1,γpS2q ď ∥ρf∥C1,γpR2q , +|f|˚ ď |f|˝ , +where ρ is smooth on S2 and supported in BR. +3.4. Stereographic Projection Charts x +Xn Covering S2. We consider a finite +cover of the sphere consisting of balls of radius R ă R0 and center pxn, tBpxn,RXS2u, +and a smooth partition of unity subordinated to it, tρnu, such that ρnppxq “ 0 if +|px´ pxn| ě 2R. For convenience, we set px0 “ p0, 0, ´1q. Then we take stereographic +projection charts x +Xn covering S2 (see Figure 2). +Figure 2. Stereographic projection charts, x +Xnpθq. +Definition 3.14 (Stereographic Projection Charts covering S2). x +Xn are standard +stereographic projection charts with +x +Xn : R2 Ñ S2 +x +Xnpθq “ Θnx +Xpθq ++ +, +where Θn is the rotation matrix with pxn “ Θnpx0. +Proposition 3.15. In each chart x +Xn, given R ă R0 +4 and R0, C from Proposition +3.13, since ρ are supported in Bn, +∥f∥C1,γpR2q ď C ∥f∥C1,γpS2q , +∥ρnf∥C1,γpS2q ď ∥ρnf∥C1,γpR2q , +|f|˚ ď |f|˝,n . + +18 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +As a consequence, |f|˚ ď |f|˝. +4. Nonlinear decomposition +In this section we extract the leading structure of the equation and compute +its symbol, introducing the notation for the operators that will appear along the +paper. +4.1. Nonlinear decomposition. We will usually consider separately the two terms +involved in the Stokeslet kernel (2.10), +(4.1) +Gk,lpxq “ G1 +k,lpxq ` G2 +k,lpxq, +G1 +k,lpxq “ 1 +8π +δk,l +|x| , +G2 +k,lpxq “ 1 +8π +xkxl +|x|3 , +and thus we will write our equation (2.12) as follows: +(4.2) +BX +Bt ppxq “ FpXqppxq “ F 1pXqppxq ` F 2pXqppxq, +where +(4.3) +FpXqppxq “ ´ +ż +S2 ∇S2GpXppxq ´ Xppyqq ¨ T p|∇S2Xppyq|q∇S2Xppyqdpy, +F jpXqppxq “ ´ +ż +S2 ∇S2GjpXppxq ´ Xppyqq ¨ T p|∇S2Xppyq|q∇S2Xppyqdpy. +and we introduced the notation +(4.4) +T p|∇S2X|q “ T p|∇S2X|q +|∇S2X| +. +Above, we use the shorter notation dpy “ dµS2ppyq. We define the following associate +linear operators, +(4.5) +pNpXqZqkppxq “ ´ +ż +S2 ∇S2GklpXppxq ´ Xppyqq ¨ Zl,‚ppyqdpy, +pN jpXqZqkppxq “ ´ +ż +S2 ∇S2Gj +klpXppxq ´ Xppyqq ¨ Zl,‚ppyqdpy. +Then, we compute the kernels: +(4.6) +B +Bxi +G1 +k,lpxq “ ´1 +8π +xi +|x|3 δk,l, +B +Bxi +G2 +k,lpxq “ 1 +8π +δk,ixl ` xkδi,l +|x|3 +´ 3 +8π +xkxlxi +|x|5 , +and by the chain rule, +(4.7) +qj +k,lppx, pyq : “ ∇S2Gj +k,lpXppxq ´ Xppyqq +“ ´ B +Bxi +Gj +k,lpXppxq ´ Xppyqq∇S2Xippyq. +so that we write +(4.8) +pN jpXqZqkppxq “ ´ +ż +S2 qj +k,lppx, pyq ¨ Zl,‚ppyqdpy. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +19 +The explicit expression for qj +k,l is given by +q1 +k,lppx, pyq “ 1 +8π +∆ pyXjppxq∇S2Xjppyq +|∆ pyXppxq|3 +δk,l +|px ´ py|2 , +and +q2 +k,lppx, pyq “ ´ 1 +8π +∆ pyXlppxq∇S2Xkppyq ` ∆ pyXkppxq∇S2Xlppyq +|∆ pyXppxq|3 +1 +|px ´ py|2 +` 3 +8π +∆ pyXkppxq∆ pyXlppxq∆ pyXjppxq∇S2Xjppyq +|∆ pyXppxq|5 +1 +|px ´ py|2 . +Using the standard stereographic projection (see Section 3.1) and the notation +Xpθq “ Xpx +Xpθqq, the equation for each component of Xpθq becomes +BXk +Bt pθq “ pFpXqqkpθq +“ ´ +ż +R2 +B +Bηi +Gk,lpXpθq´XpηqqT pλpηqqBXl +Bηi +pηqdη1dη2, +where λpηq is given in (2.14) and we denote accordingly F jpXqpθq, N jpXqZpθq. If +we use the stereographic projection centered at pxn, then we denote N jpXqZnpθq. +Then, we take the derivative in Gk,l (4.1) to obtain +B +Bηi +Gk,lpXpθq´Xpηqq “ qi,k,lpθ, ηq +“ q1 +i,k,lpθ, ηq ` q2 +i,k,lpθ, ηq, +where +(4.9) +q1 +i,k,lpθ, ηq “ +B +Bηi +G1 +k,lpXpθq´Xpηqq “ 1 +8πδk,l +δηXpθq ¨ BX +Bηi pηq +|δηXpθq|3 +, +q2 +i,k,lpθ, ηq “ +B +Bηi +G2 +k,lpXpθq´Xpηqq +“ ´ 1 +8π +BXk +Bηi pηqδηXlpθq ` δηXkpθq BXl +Bηi +|δηXpθq|3 +` 3 +8π +δηXkpθqδηXlpθq +|δηXpθq|5 +δηXpθq ¨ BXpηq +Bηi +, +so that we can write +(4.10) +pN jpXqZqkpθq “ ´ +ż +R2 qj +m,k,lpθ, ηq B p +Xi +Bηm +pηqZl,ipηqdη1dη2. +We notice that the kernels in (4.9) are given by +(4.11) +qj +i,k,lpθ, ηq “ ´ B +Bxm +Gj +k,lpXpθq ´ XpηqqBXm +Bηi +pηq. +We introduce the following notation for finite differences, +(4.12) +δηgpθq “ gpθq ´ gpηq, +∆ηgpθq “ δηgpθq +|θ ´ η|, +and we extract the expected leading terms by replacing +δηXpθq « ∇Xpηqpθ ´ ηq, +p∇Xqp,qpηq “ BXn,p +Bηq +pηq. + +20 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Hence, we define the associate kernels +(4.13) +mi,k,lpθ, ηq “ ´ B +Bxj +Gk,l p∇Xpηqpθ ´ ηqq BXj +Bηi +pηq +“ m1 +i,k,lpθ, ηq ` m2 +i,k,lpθ, ηq, +and define the linear operators Mp∇Xqz as follows: +(4.14) +pMp∇XqZqkpθq “ ´ +ż +R2 mm,k,lpθ, ηq B p +Xi +Bηm +pηqZl,ipηqdη1dη2 +“ pM1p∇XqZqkpθq ` pM2p∇XqZqkpθq, +with +pMjp∇XqZqkpθq “ ´ +ż +R2 mj +m,k,lpθ, ηq B p +Xi +Bηm +pηqZl,ipηqdη1dη2. +We compute the explicit expression of these kernels mj +i,k,l (4.13), +m1 +i,k,lpθ, ηq “ 1 +8π +BXpηq +Bηi +¨ p∇Xpηqpθ´ηqq +|∇Xpηqpθ´ηq|3 +, +m2 +i,k,lpθ, ηq “ ´ 1 +8π +BXkpηq +Bηi +p∇Xpηqpθ´ηqql ` BXlpηq +Bηi +p∇Xpηqpθ´ηqqk +|∇Xpηqpθ´ηq|3 +` 3 +8π +p∇Xpηqpθ´ηqqkp∇Xpηqpθ´ηqql +|∇Xpηqpθ´ηq|5 +p∇Xpηqpθ´ηqq ¨ BXpηq +Bηi +. +We will use the notation +∇Xpηqpθ ´ ηq “ pθ ´ ηq ¨ ∇Xpηq, +pz “ z +|z|, +and we define +(4.15) +EηXpθq :“ p{ +θ ´ ηq ¨ ∇Xpηq ´ ∆ηXpθq, +for which we have that, +(4.16) +|EηpXpθqq| +|θ ´ η|γ +ď �∇X�CγpR2q. +Thus, we can write +(4.17) +NpXqZpθq “ Mp∇XqZpθq ` RpXqZpθq, +where the remainder term +RpXqZpθq “ +2ÿ +j“1 +RjpXqZpθq +is given by +(4.18) +pRjpXqZqqkpθq “ pN jpXqZqkpθq ´ pMjp∇XqpZqqkpθq +“ +ż +R2 Kj +m,k,lpθ, ηq B p +Xi +Bηm +pηqZl,ipηqdη1dη2, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +21 +with kernels +K1 +i,k,lpθ, ηq “ ´q1 +i,k,l pθ, ηq ` m1 +i,k,l pθ, ηq +“ 1 +8π +δk,l +|θ ´ η|2 +BXpηq +Bηi +¨ +ˆ EηXpθq +|∆ηXpθq|3 +´ pp{ +θ ´ ηq ¨ ∇Xpηqq +´ +1 +|∆ηXpθq|3 ´ +1 +|p{ +θ ´ ηq ¨ ∇Xpηq|3 +¯˙ +, +and +K2 +i,k,lpθ, ηq “ ´q2 +i,k,l pθ, ηq ` m2 +i,k,l pθ, ηq “ K2,1 +i,k,lpθ, ηq ` K2,2 +i,k,lpθ, ηq, +K2,1 +i,k,lpθ, ηq “ 1 +8π +1 +|θ ´ η|2 +ˆ ´ BXkpηq +Bηi +|∆ηXpθq|3 EηXlpθq +` BXkpηq +Bηi +pp{ +θ ´ ηq ¨ ∇Xpηqql +´ +1 +|∆ηXpθq|3 ´ +1 +|p{ +θ ´ ηq ¨ ∇Xpηq|3 +¯ +´ +BXlpηq +Bηi +|∆ηXpθq|3 EηXkpθq +` BXlpηq +Bηi +pp{ +θ ´ ηq ¨ ∇Xpηqqk +´ +1 +|∆ηXpθq|3 ´ +1 +|p{ +θ ´ ηq ¨ ∇Xpηq|3 +¯˙ +, +K2,2 +i,k,lpθ, ηq “ 1 +8π +3 +|θ ´ η|2 +ˆ∆ηXkpθq∆ηXlpθq +|∆ηXpθq|5 +BXpηq +Bηi +¨ EηXpθq +` +BXpηq +Bηi +¨ pp{ +θ ´ ηq ¨ ∇Xpηqq +|∆ηXpθq|5 +∆ηXkpθqEηXlpθq +` +BXpηq +Bηi +¨ pp{ +θ ´ ηq ¨ ∇Xpηqq +|∆ηXpθq|5 +pp{ +θ ´ ηq ¨ ∇XpηqqlEηXkpθq +´ +BXpηq +Bηi +¨ pp{ +θ ´ ηq ¨ ∇Xpηqq +|∆ηXpθq|5 +pp{ +θ ´ ηq ¨ ∇Xpηqqlpp{ +θ ´ ηq ¨ ∇Xpηqqk +ˆ +´ +1 +|∆ηXpθq|5 ´ +1 +|p{ +θ ´ ηq ¨ ∇Xpηq|5 +¯˙ +. +Remark 4.1. Note that for all positive odd integers k, it holds that +1 +|u|k ´ +1 +|v|k “ pv ´ uq ¨ pu ` vq +|u|k ` |v|k +řk +i“1 |u|2pi´1q|v|2pk´iq +|u|k|v|k +(4.19) +and +���� +1 +|u|k ´ +1 +|v|k +���� “ ||v| ´ |u|| řk +i“1 |u|i´1 |v|k´i +|u|k |v|k +ď |v ´ u| řk +i“1 |u|i´1 |v|k´i +|u|k |v|k +(4.20) +In particular, formula (4.19) with u “ ∆ηXpθq and v “ p{ +θ ´ ηq ¨ ∇Xpηq, +together with (4.15)-(4.16), makes it clear that there is an extra cancellation in the +kernels of (4.18), + +22 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +In summary, our equation (4.2) is given by +BX +Bt pθq “ FpXqpθq +“ NpXqpT p|∇S2X|q∇S2Xqpθq +“ Mp∇XqpT p|∇S2X|q∇S2Xqpθq ` RpXqpT p|∇S2X|q∇S2Xqpθq. +4.2. Symbol of the leading term. As a preliminary step towards studying the +leading term M (4.14), let us consider its frozen-coefficient counterpart, i.e., re- +placing ∇Xpηq by a constant matrix A and letting pg “ I2. We start with the case +T “ Id, that is, T ” 1: +(4.21) +pLL +AY qkpθq “ p ˜ +MpAq∇Y qkpθq, +where we define +˜ +MpAq “ ˜ +M1pAq ` ˜ +M2pAq and +(4.22) +p ˜ +MjpAqZqkpθq “ ´ +ż +R2 +B +Bηi +pGj +k,lpA pθ ´ ηqqqZl,ipηqdη1dη2. +Let Fθ be the 2D Fourier transform in θ and ξ “ pξ1, ξ2qT: +Fθwpξq “ +ż +R2 wpθq expp´iθ ¨ ξqdθ. +We now compute the Fourier transform of the function GA: +GApθq “ GpAθq “ 1 +8π +˜ +I +|Aθ| ` Aθ b Aθ +|Aθ|3 +¸ +, +where I3 is the 3 ˆ 3 identity matrix. Given that θ P R2 and A is a 3 ˆ 2 matrix, +it is convenient to rewrite GA as follows. First, note that: +|Aθ|2 “ Aθ ¨ Aθ “ θ ¨ +` +ATAθ +˘ +“ |Bθ|2 , B “ +? +ATA. +Notice that B is a 2 ˆ 2 symmetric positive definite matrix. Using this B, we have: +(4.23) +GApθq “ 1 +8π +˜ +I +|Bθ| ` Q +˜ +Bθ b Bθ +|Bθ|3 +¸ +QT +¸ +, Q “ AB´1. +We note that Q is an isometry in the sense that QTQ “ I2 where I2 is the 2 ˆ 2 +identity matrix. We are now ready to compute the Fourier transform of GA. First, +note that: +(4.24) +Fθ +ˆ 1 +|θ| +˙ +“ 2π +|ξ|. +Thus, a simple change of variable yields: +(4.25) +Fθ +ˆ +1 +|Bθ| +˙ +“ +2π +detpBq |B´1ξ|. +Next, note that: +Fθ +˜ +θiθj +|θ|3 +¸ +“ Fθ +ˆ +θiθj∆θ +ˆ 1 +|θ| +˙˙ +“ +B2 +BξiBξj +ˆ +|ξ|2 Fθ +ˆ 1 +|θ| +˙˙ +“ 2π +B2 +BξiBξj +|ξ| “ 2π +˜ +δij +|ξ| ´ ξiξj +|ξ|3 +¸ +, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +23 +where ∆θ is the Laplacian in R2, δij is the Kronecker delta and we used (4.24) in +the third equality. In matrix notation, the above can be written as: +Fθ +˜ +θ b θ +|θ|3 +¸ +“ 2π +˜ +I2 +|ξ| ´ ξ b ξ +|ξ|3 +¸ +. +Again, by changing variables, we see that: +(4.26) +Fθ +˜ +Bθ b Bθ +|Bθ|3 +¸ +“ +2π +detpBq +˜ +I2 +|B´1ξ| ´ B´1ξ b B´1ξ +|B´1ξ|3 +¸ +. +Using (4.26), (4.24) and (4.23), we obtain: +FθGA “ +1 +4detpBq +˜ +I ` QQT +|B´1ξ| +´ QB´1ξ b QB´1ξ +|B´1ξ|3 +¸ +“ +1 +4 +a +detpATAq +˜ +I ` ApATAq´1AT +pξ ¨ pATAq´1ξq1{2 ´ ApATAq´1ξ b ApATAq´1ξ +pξ ¨ pATAq´1ξq3{2 +¸ +This implies that the Fourier symbol of LL +A is given by: +LL +AY “ ´F´1 +ξ LL +ApξqFθY , LL +Apξq “ |ξ|2 pFθGAq pξq. +To better understand the properties of Fourier multiplier LL +Apξq, we first note that: +QQT ´ QB´1ξ b QB´1ξ +|B´1ξ|2 +“ Q +˜ +I2 ´ B´1ξ b B´1ξ +|B´1ξ|2 +¸ +QT “ vpξq b vpξq, +vpξq “ QRπ{2 +B´1ξ +|B´1ξ|, Rπ{2 “ +ˆ +0 +´1 +1 +0 +˙ +. +(4.27) +Note that vpξq P R3 is a unit vector, and hence, the above matrix 3 ˆ 3 matrix is +an orthogonal projection on to the subspace spanned by vpξq. We see that: +(4.28) +LL +Apξq “ +|ξ|2 +4detpBq |B´1ξ| pI ` vpξq b vpξqq . +It is now immediate that LL +Apξq is a symmetric positive definite matrix for each +ξ ‰ 0 with eigenvalues: +(4.29) +λ “ µ +4 |ξ|2 and µ +2 |ξ|2 , +µ “ +1 +detpBq |B´1ξ|, +where the eigenspace for µ{2 is spanned by vpξq and the two-dimensional eigenspace +of µ{4 is spanned by the orthogonal complement of vpξq. We also have: +(4.30) +µ +4 |ξ|2 |w|2 ď w ¨ Lpξqw ď µ +2 |ξ|2 |w|2 +for any w P R3. +In the case of general T , the frozen coefficient linear operator can be obtained +by a further linearization of the force function. Consider the expression: +T pλτq +λτ +BpXl ` τYlq +Bθi +, λτ “ λpX ` τY q + +24 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where λ is here viewed as a function of X through its dependence on g (see (2.7)). +Now, +d +dτ +ˆT pλτq +λτ +BpXl ` τYlq +Bθi +˙ˇˇˇˇ +τ“0 +“ +ˆ 1 +λ +dT +dλ ´ T +λ2 +˙ dλτ +dτ +ˇˇˇˇ +τ“0 +BXl +Bθi +` T +λ +BYl +Bθi +“ +ˆ 1 +λ +dT +dλ ´ T +λ2 +˙ 1 +λppg´1qm,n +BXq +Bθm +BYq +Bθn +BXl +Bθi +` T +λ +BYl +Bθi +. +Now, the frozen coefficient approximation amounts to taking pg “ I2, BXl{Bθi “ Al,i +and λ “ ∥A∥F . Thus, +d +dτ +ˆT pλτq +λτ +BpXl ` τYlq +Bθi +˙ˇˇˇˇ +τ“0 +« pTF pAqqi,l,m,q +BYq +Bθm +, +with +(4.31) +TFpAq “ T p∥A∥F q +∥A∥F +I2 b I2 ´ +ˆT p∥A∥F q +∥A∥F +´ dT +dλ p∥A∥F q +˙ A b A +∥A∥2 +F +. +Thus, the frozen-coefficient linear operator in the general force case is given by +(4.32) +pLAY qkpθq “ ´ +ż +R2 +B +Bηi +pGk,lpA pθ ´ ηqqqpTF pAq∇Y ql,ipηqdη1dη2. +Let us now take the Fourier transform of the divergence of the above: +Fp∇ ¨ pTF pAq∇Y qqpξq “ ´MApξqFY pξq, +where +(4.33) +MApξq “ T p∥A∥F q +∥A∥F +˜ +|ξ|2 I ´ Aξ b Aξ +∥A∥2 +F +¸ +` dT +dλ p∥A∥F qAξ b Aξ +∥A∥2 +F +. +Note that, if we set T “ Id, then TF “ Id and the above reduces to Mpξq “ |ξ|2. +Thus, in the general case, the multiplier in LApξq of (4.32) becomes: +LApξq “ pFθGAq pξqMApξq +“ I ` vpξq b vpξq +4detpBq |B´1ξ| +ˆT p∥A∥F +∥A∥F +ˆ +|ξ|2 I ´ Aξ b Aξ +∥A∥F +˙ +` dT +dλ p∥A∥F qAξ b Aξ +∥A∥F +˙ +. +(4.34) +It is not difficult to see that, if T ą 0 and dT {dλ ě 0, then the above is coercive in +|ξ|2. +5. Calculus estimates +In this section we include some estimates of the operators that will be frequently +used in later sections. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +25 +Lemma 5.1. Let X P C1pS2q, such that |X|˚ ą 0. Then, the kernels Gj +k,lpxq (4.1) +and qj +k,lppx, pyq (4.7) satisfy the following bounds +(5.1) +���Bα +x Gj +k,lpxq +��� ď +C +|x|1`|α| , +���∆y +´ +Bα +x Gj +k,lpxq +¯��� ď C M 1`|α| +m3`2|α| , +|qj +k,lppx, pyq| ď C |∇S2Xppyq| +|∆ pyXppxq|2 +1 +|px ´ py|2 ď C }∇S2X}C0pS2q +|X|2˚ +1 +|px ´ py|2 , +where |α| defined in (3.1), M “ max p|x| , |y|q, and m “ min p|x| , |y|q. +For the sake of completeness, we include a version of the divergence theorem +that will be used. Notice that, following standard convention, we will not explicitly +write the principal values elsewhere. +Lemma 5.2. Given a matrix A and a compact set D Ă R2 containing 0, then +p.v. +ż +Dc ∇GpAηqdη : “ lim +LÑ8 +ż +DcXBpLq +∇GpAηqdη +“ ´ +ż +BD +GpAηqn pηq dl pηq , +where B pLq Ă R2 is the ball centered at 0 of radius L. In particular, +p.v. +ż +R2 ∇GpAηqdη :“ +lim +LÑ8,εÑ0 +ż +BpLqzBpεq +∇GpAηqdη “ 0. +Proof. Since D is compact and contains 0, D Ă B pLq when L is large enough. +Then, by integration by parts +ż +DcXBpLq +∇GpAηqdη “ ´ +ż +BD +GpAηqn pηq dl pηq ` +ż +BBpLq +GpAηqn pηq dl pηq . +Since GpAηq is even, the boundary term vanishes. Therefore, +ż +Dc ∇GpAηqdη “ lim +LÑ8 +ż +DcXBpLq +∇GpAηqdη “ ´ +ż +BD +GpAηqn pηq dl pηq . +Next, set D “ B pεq, +ż +R2 ∇GpAηqdη “ +lim +LÑ8,εÑ0 +ż +BpLqXBpεqc ∇GpAηqdη “ 0. +□ +Lemma 5.3. Let A be a matrix in the set DAσ1,σ2. Then, the linear operator +˜ +MpAq (4.22) maps CγpR2q X L2pR2q to CγpR2q X L2pR2q for any any γ P p0, 1q. +Moreover, +} ˜ +MjpAqZ}CγpR2q ď C +σ2 +´ +1 ` +´σ1 +σ2 +¯2¯ +}Z}CγpR2qXL2pR2q. +And given A1, A2 P DAσ1,σ2 +} ˜ +MjpA1qZ ´ ˜ +MjpA2qZ}CγpR2q ď C +σ2 +2 +´ +1 ` +´σ1 +σ2 +¯5¯ +}Z}CγpR2qXL2pR2q ∥A1 ´ A2∥ . + +26 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Proof. Taking into account Lemma 5.2, we have +p ˜ +MjpAqZqkpθq “ ´ +ż +R2 +B +Bηm +Gj +k,lpApθ ´ ηqq +` +Zl,mpηq ´ Cl,m +˘ +dη1dη2, +where Cl,m is an arbitrary constant, that we will take to be zero or Zl,mpθq. Then, +the estimate for |p ˜ +MjpAqZqkpθq| follows by splitting the integral in two terms, +p ˜ +MjpAqZqkpθq “ I1pθq ` I2pθq, +with +I1pθq “ ´ +ż +|θ´η|ď1 +B +Bηm +Gj +k,lpApθ ´ ηqq +` +Zl,mpηq ´ Zl,mpθq +˘ +dη1dη2, +I2pθq “ ´ +ż +|θ´η|ě1 +B +Bηm +Gj +k,lpApθ ´ ηqqZl,mpηqdη1dη2. +Since +B +Bηm +Gj +k,lpApθ ´ ηqq “ ´ +BGj +k,l +Bxi +pApθ ´ ηqqAi,m, +(5.2) +the kernel bounds (5.1) and the fact that A P DAσ1,σ2 provide that +|I1pθq| ď C σ1 +σ2 +2 +�Z�CγpR2q, +|I2pθq| ď C σ1 +σ2 +2 +}Z}L2pR2q, +hence +|p ˜ +MjpAqZqkpθq| ď C σ1 +σ2 +2 +}Z}CγpR2qXL2pR2q. +We proceed with the seminorm. Let h P R2, |h| ď 1, and perform the following +splitting +p ˜ +MjpAqZqkpθq ´ p ˜ +MjpAqZqkpθ ` hq “ J1 ` J2 ` J3 ` J4, +where +J1 “ ´ +ż +|θ´η|ď2|h| +B +Bηm +Gj +k,lpApθ ´ ηqqδηZl,mpθqdη, +J2 “ +ż +|θ´η|ď2|h| +B +Bηm +Gj +k,lpApθ ` h ´ ηqqδηZl,mpθ ` hqdη, +J3 “ δθZl,mpθ ` hq +ż +|θ´η|ą2|h| +B +Bηm +Gj +k,lpθ ´ ηqdη, +J4 “ +ż +|θ´η|ą2|h| +´ B +Bηm +Gj +k,l pApθ`h´ηqq´ +B +Bηm +Gj +k,lpApθ´ηqq +¯ +δηZl,mpθ`hqdη. +Absolutely, +|J1| ` |J2| ď C σ1 +σ2 +2 +�Z�CγpR2q |h|γ . +Then, by Lemma 5.2, +J3 “ pZl,mpθ ` hq ´ Zl,mpθqq +ż +|θ´η|“2|h| +Gj +k,l pApθ ´ ηqq nmpηqdlpηq, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +27 +and so +|J3| ď C�Z�CγpR2q |h|γ 1 +σ2 +ż +|θ´η|“2|h| +1 +|θ ´ η|dl pηq +ď C 1 +σ2 +�Z�CγpR2q |h|γ . +Finally, since +B +Bθp +B +Bηm +Gj +k,lpApθ ´ ηqq “ ´ B +Bxq +B +Bxi +Gj +k,lpApθ ´ ηqqAi,mAq,p, +(5.3) +it follows that +|J4| “ +ˇˇˇ +ż +|θ´η|ą2|h| +ż 1 +0 +hp +B +Bθp +B +Bηm +Gj +k,l pApθ ` sh ´ ηqq δηpZl,mpθ ` hqdsdη +ˇˇˇ +ď C σ2 +1 +σ3 +2 +�Z�CγpR2q |h| +ż +|θ´η|ą2|h| +ż 1 +0 +|θ ` h ´ η|γ +|θ ` sh ´ η|3 dsdη. +In the domain where |θ ´ η| ą 2 |h|, it holds that for s P r0, 1s, +1 +2 |θ ` h ´ η| ď |θ ` sh ´ η| ď 3 +2 |θ ` h ´ η| . +Hence, +|J4| ď C σ2 +1 +σ3 +2 +�Z�CγpR2q |h|γ . +Therefore, we obtain +��� ˜ +MjpAqZ +��� +CγpRq ď C +σ2 +´ +1 ` σ2 +1 +σ2 +2 +¯ +}Z}CγpR2qXL2pR2q. +For the L2 norm, since ξmFθ +” +Gj +k,l pAθq +ı +pξq is bounded by σ1 and σ2, we have +���p ˜ +MjpAqZqk +��� +L2pRq “ +���ξmFθ +” +Gj +k,l pAθq +ı +pξq FrZl,ms pξq +��� +L2pRq +ď C pσ1, σ2q ∥FrZs∥L2pRq “ C pσ1, σ2q ∥Z∥L2pRq +(5.4) +Next, through (5.1), (5.2), and (5.3), we have +���Gj +k,lpA1pθ ´ ηqq´Gj +k,lpA2pθ ´ ηqq +��� ď C σ1 |pA1´A2q pθ ´ ηq| +σ3 +2 |θ ´ η|3 +ď C σ1 +σ3 +2 +∥pA1´A2q∥ +|θ ´ η| +, +ˇˇˇ B +Bηm +Gj +k,lpA1pθ´ηqq´ B +Bηm +Gj +k,lpA2pθ´ηqq +ˇˇˇ +ď +ˇˇˇ +BGj +k,l +Bxi +pA1pθ´ηqq´ +BGj +k,l +Bxi +pA2pθ´ηqq +ˇˇˇ|A1,i,m| +` +ˇˇˇ +BGj +k,l +Bxi +pA2pθ´ηqq pA1,i,m´A2,i,mq +ˇˇˇ +ď C +´ 1 +σ2 +2 +` σ3 +1 +σ5 +2 +¯∥pA1 ´ A2q∥ +|θ ´ η|2 +, + +28 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +and +ˇˇˇ B +Bθp +B +Bηm +Gj +k,lpA1pθ´ηqq´ B +Bθp +B +Bηm +Gj +k,lpA2pθ´ηqq +ˇˇˇ +ď +ˇˇˇ B +Bxq +B +Bxi +Gj +k,lpA1pθ´ηqq´ B +Bxq +B +Bxi +Gj +k,lpA2pθ´ηqq +ˇˇˇ|A1,i,mA1,q,p| +` +ˇˇˇ B +Bxq +B +Bxi +Gj +k,lpA2pθ´ηqq pA1,i,mA1,q,p´A2,i,mA2,q,pq +ˇˇˇ +ď C +´σ1 +σ3 +2 +` σ5 +1 +σ7 +2 +¯∥pA1´A2q∥ +|θ ´ η|3 +. +Hence, we obtain +} ˜ +MjpA1qZ´ ˜ +MjpA2qZ}CγpR2q ď C +σ2 +2 +´ +1` +´σ1 +σ2 +¯5¯ +}Z}CγpR2qXL2pR2q ∥A1´A2∥ . +□ +As an immediate consequence of the previous lemma with ˜Zl,m “ Bx +Xi +Bηm pηqZl,ipηq, +we obtain the following lemma for MpAq: +Lemma 5.4. Let A be a matrix in the set DAσ1,σ2. Then, the linear operators +MjpAq (4.14) map CγpS2q to CγpR2q for any any γ P p0, 1q. Moreover, +}MjpAqZ}CγpR2q ď C +σ2 +´ +1 ` +´σ1 +σ2 +¯2¯ +sup +l,m +} Bx +X +Bηm +pηq ¨ Zl,‚pηq}CγpR2qXL1pR2q +ď Cpσ1, σ2q}Z}CγpS2q. +Remark 5.5. In most cases, Proposition 5.4 will be used with Z compactly sup- +ported and given by a multiple of a gradient. Notice that in that case, for Z “ +λ∇S2X, λ : R2 ÞÑ R, +Bx +X +Bηm +pηq ¨ Zl,‚pηq “ λpηq BXl +Bηm +pηq, +and therefore +}MjpAqpλ∇S2Xq}CγpR2q ď Cpσ1, σ2q}λ∇X}CγpR2q. +Lemma 5.6. Let X P C1pS2q such that |X|˚ ą 0. Then, the linear operators +N jpXq (4.5) map CγpS2q to CγpS2q for any γ P p0, 1q. Moreover, +(5.5) +}N jpXqZ}CγpS2q ď +C +|X|˚ +´ +1 ` +´}∇S2X}C0pS2q +|X˚| +¯2¯ +}Z}CγpS2q. +Proof. We first notice that we can introduce an arbitrary constant (matrix), +(5.6) +NpXqZppxq “ ´ +ż +S2 ∇S2GpXppxq ´ Xppyqq ¨ pZppyq ´ Cqdpy. +We will usually take C “ 0 or C “ Zppxq. Recalling the kernels (4.7) and (4.8), we +write the equation for each component +pN jpXqZqkppxq “ ´ +ż +S2 qj +k,lppx, pyq ¨ pZl,‚ppyq ´ Cl,‚qdpy, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +29 +where Cl,‚ “ 0 or Cl,‚ “ Zl,‚ppxq. We first perform the estimate for |NpXqZppxq|, +px P S2, +(5.7) +|NpXqZppxq| ď +2ÿ +j“1 +|N jpXqZppxq|. +Using the bound (5.1) for the kernel, we have +(5.8) +|NpXqZppxq| ď C }∇S2X}C0pS2q +|X|2˚ +ż +S2 +|Zl,‚ppxq ´ Zl,‚ppyq| +|px ´ py|2 +dpy +ď C }∇S2X}C0pS2q +|X|2˚ +}Z}CγpS2q. +We proceed to estimate the H¨older seminorm. Let px, pxh P S2, and denote h “ +|px ´ pxh|. We write +pN jpXqZqkppxq´pN jpXqZqkppxhq “ +ż +S2qj +k,lppx, pyq ¨ pZl,‚ppxq´Zl,‚ppyqqdpy +´ +ż +S2qj +k,lppxh, pyq¨pZl,‚ppxhq´Zl,‚ppyqqdpy, +and perform the following splitting +(5.9) +pN jpXqZqkppxq ´ pN jpXqZqkppxhq “ I1 ` I2 ` I3 ` I4, +where +I1 “ +ż +t|px´ py|ď2huXS2 qj +k,lppx, pyq ¨ pZl,‚ppxq ´ Zl,‚ppyqqdpy, +I2 “ ´ +ż +tpx´ py|ď2huXS2 qj +k,lppxh, pyq ¨ pZl,‚ppxhq ´ Zl,‚ppyqqdpy, +I3 “ pZl,‚ppxq ´ Zl,‚ppxhqq ¨ +ż +t|px´ py|ě2huXS2 qj +k,lppx, pyqdpy, +I4 “ +ż +t|px´ py|ě2huXS2pqj +k,lppx, pyq ´ qj +k,lppxh, pyqq ¨ pZl,‚ppxhq ´ Zl,‚ppyqqdpy. +The first two terms are estimated directly +(5.10) +|I1| ` |I2| ď C }∇S2X}C0pS2q +|X|2˚ +}Z}CγpS2qhγ. +For the third, we use that the kernel is a derivative to integrate by parts and obtain +that +(5.11) +|I3| “ |pZl,‚ppxq ´ Zl,‚ppxhqq ¨ +ż +t|px´ py|“2huXS2 GjpXppxq ´ XppyqqnppyqdlS2ppyq| +ď C }Z}CγpS2q +|X|˚ +|h|γ. +Finally, we use the mean-value theorem on the kernel to estimate I4. Set ℓpsq the +shortest path function from pxh to px respect to arc-length s variable, and L “ + +30 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +dist +` +pxh, px; S2˘ +. Then, we have +Gj +k,lpXppxq´Xppyqq ´ Gj +k,lpXppxhq´Xppyqq “ +ż L +0 +B +BsGj +k,lpXpℓ psqq´Xppyqqds +“ +ż L +0 +∇S2Gj +k,lpXpℓ psqq´Xppyqq ¨ B +Bsℓ psq ds. +Hence, for qj +k,l (4.7), +|qj +k,lppx, pyq ´ qj +k,lppxh, pyq| “ +ˇˇˇ∇S2 +ż L +0 +∇S2Gk,lpXpℓ psqq´Xppyqq ¨ B +Bsℓ psq ds +ˇˇˇ +“ +ˇˇˇ∇S2 +ż L +0 +B +Bxi +Gk,lpXpℓ psqq´Xppyqq +ˆ +∇S2Xi pℓ psqq ¨ B +Bsℓ psq +˙ +ds +ˇˇˇ +“ +ˇˇˇ +ż L +0 +B +Bxj +B +Bxi +Gk,lpXpℓ psqq´Xppyqq +ˆ +∇S2Xi pℓ psqq¨ B +Bsℓ psq +˙ +∇S2Xj ppyq ds +ˇˇˇ, +and recalling (5.1) we obtain the bound +|qj +k,lppx, pyq ´ qj +k,lppxh, pyq| ďC +∥∇S2X∥2 +C0pS2q +|X|3 +˚ +ż L +0 +1 +|ℓ psq ´ py|3 ds. +Then, we have that +|I4| ď C +}∇S2X}2 +C0pS2q}Z}CγpS2q +|X|3 +˚ +ż +t|px´ py|ě2huXS2 +|pxh´ py|γ +ż L +0 +ds +|ℓ psq´ py|3 dpy. +We notice that since ℓpsq is the shortest path function from pxh to px on S2, it holds +that |ℓ psq ´ px| ď |px ´ pxh|. Thus, +|ℓ psq ´ py| ě |px ´ py| ´ |ℓ psq ´ px| ě |px ´ py| ´ |pxh ´ px| ě 1 +2 |px ´ py| . +In addition, +|pxh ´ py| ď |px ´ py| ` |pxh ´ px| ď 3 +2 |px ´ py| . +Finally, since L ď Ch, we conclude that +(5.12) +|I4| ď C +}∇S2X}2 +C0pS2q}Z}CγpS2q +|X|3 +˚ +h +ż +tpx´ py|ě2huXS2 +dpy +|px ´ py|3´γ +ď C +}∇S2X}2 +C0pS2q}Z}CγpS2q +|X|3 +˚ +hγ. +Joining the bounds (5.10), (5.11), and (5.12) back in (5.9), we conclude that +(5.13) +rNpXqZsCγpS2q ď +C +|X|˚ +´ +1 ` +´}∇S2X}C0pS2q +|X˚| +¯2¯ +}Z}CγpS2q, +and, with (5.7), the same bound holds for the H¨older norm. +□ + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +31 +We will need to localize the operators above. For that purpose, let us define the +cutoff function pρn, +(5.14) +pρnppxq “ +# +1 +if +|px ´ pxn| ď 3R, +0 +if +|px ´ pxn| ě 4R, +and recall the partition of unity tρnu based on the points pxn (see Subsection 3.4). +Lemma 5.7. Let X P C1pS2q such that |X|˚ ą 0, NpXq the linear operator +defined by (4.5), and pρn the cutoff function (5.14). Then, for Z P C0pS2q compactly +supported on Bpxn,2R X S2, it holds that, +}p1 ´ pρnqN jpXqZ}C1pS2q ď CpR, |X|˚, }∇S2X}C0pS2qq}Z}C0pS2q. +Proof. Let +Ippxq “ p1 ´ pρnppxqqN jpXqZppxq. +Since 1 ´ pρppxq “ 0 when px P Bpxn,3R, let px P S2zBpxn,3R. +Then, recalling the +condition on the support of Z, +Ippxq“ppρnppxq´1q +ż +B pxn,2RXS2 +∇S2GpXppxq´Xppyqq¨Zppyqdpy, +and using the bound (5.1) for the kernel, +|Ippxq| ď C }∇S2X}C0pS2q +|X|2˚ +}Z}C0pS2q +ż +B pxn,2RXS2 +|px´ py|´2dpy. +Since we have that |px ´ py| ě R, we obtain +(5.15) +|Ippxq| ď Cp|X|˚, }∇S2X}C0pS2qq}Z}C0pS2q. +To estimate the H¨older seminorm, consider two points px, pxh P S2, h “ |px ´ pxh|. +Due to the cut-off function pρn, the only non-trivial case is px, pxh P S2zBpxn,3R: +|Ippxhq ´ Ippxq| “ ppρnppxq ´ pρnppxhqq +ż +B pxn,2RXS2qk,lppx, pyq ¨ Zl,‚ppyqdpy +` p1´pρnppxhqq +ż +B pxn,2RXS2 +` +qk,lppx, pyq´qk,lppxh, pyq +˘ +¨ Zl,‚ppyqdpy +“ J1 ` J2. +The first term is bounded as (5.15), +|J1| ď C}pρn}C1pS2q +}∇S2X}C0pS2q +|X|2˚ +}Z}C0pS2qh. +Recalling the expression of qk,l (4.7), we can check that, since |px´py| ě R, |pxh´py| ě +R, +|qk,lppx, pyq ´ qk,lppxh, pyq| ď C +}∇S2X}2 +C0pS2q +|X|3˚R3 +h, +hence +|J2| ď C +R +}∇S2X}2 +C0pS2q +|X|3˚ +}Z}C0pS2qh. +Therefore, +(5.16) +}I}C1pS2q ď CpR, |X|˚, }∇S2X}C0pS2q}C1q}Z}C0pS2q. +□ + +32 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +The previous lemma holds analogously for the operators ˜ +MpAq: +Lemma 5.8. Let A P DAσ1,σ2, +˜ +MjpAq the linear operator defined by (4.22), and +pρn the cutoff function (5.14). Then, for Z P C0pR2q compactly supported on V2R, +it holds that, +}p1 ´ pρnq ˜ +MjpAqZ}C1pR2q ď CpR, σ1, σ2q}Z}C0pR2q. +Lemma 5.9. Let pxn P S2, X P C1pS2q, |X|˚ ą 0, and ρn P C8pBpxn,2R X S2q, +R ă 1{10. Then, the commutator +rρn,NpXqsZppxq “ ´ +ż +S2∇S2GpXppxq´Xppyqq¨ Zppyqpρnppyq´ρnppxqqdpy, +satisfies that, for any γ P p0, 1q, +(5.17) +∥rρn, NpXqsZ∥CγpS2q ď Cp|X˚, }∇S2X}C0pS2qq}∇S2ρn}C0pS2q}Z}C0pS2q. +Proof. Recalling the kernel bound (5.1), +|rρn, NpXqsZppxq| ď C }∇S2ρn}C0pS2q}Z}C0pS2q}∇S2X}C0pS2q +|X|2˚ +ż +S2 +1 +|px ´ py|dpy +ď Cp|X˚, }∇S2X|C0pS2qq}∇S2ρn}C0pS2q}Z}C0pS2q. +Next, we study the H¨older seminorm. +We take two points px, pxh, denote h “ +|px ´ pxh|, and perform a splitting analogous to (5.9). Using the kernel notation +(4.7), +rρn, NpXqsZppxq´rρn, NpXqsZppxhq“ +ż +S2 qk,lppx, pyq pρnppyq´ρnppxqq¨Zl,‚ppyqdpy +´ +ż +S2qk,lppxh, pyq pρnppyq´ρnppxhqq¨Zl,‚ppyqdpy +“ I1 +n ` I2 +n ` I3 +n ` I4 +n, +where +I1 +n “ +ż +t|px´ py|ď2huXS2 qk,lppx, pyq pρnppyq ´ ρnppxqq ¨ Zl,‚ppyqdpy +I2 +n “ ´ +ż +t|px´ py|ď2huXS2 qk,lppxh, pyq pρnppyq ´ ρnppxhqq ¨ Zl,‚ppyqdpy +I3 +n “ +ż +t|px´ py|ě2huXS2 qk,lppx, pyq pρnppxhq ´ ρnppxqq ¨ Zl,‚ppyqdpy +and +I4 +n “ +ż +t|px´ py|ě2huXS2 +pqk,lppx, pyq´qk,lppxh, pyqq pρnppyq´ρnppxhqq ¨ Zl,‚ppyqdpy. +Then, for I1 +n and I2 +n, +|I1 +n| ` |I2 +n| ď C +∥∇S2ρn∥C0pS2q ∥∇S2X∥C0pS2q +|X|2 +˚ +}Z}C0pS2qh. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +33 +Next, for I3 +n, integration by parts gives that +��I3 +n +�� ď C |ρnppxhq´ρnppxq| +ż +t|px´ py|ě2huXS2 +}Z}C0pS2q ∥∇S2X∥C0pS2q +|X|2 +˚ |px ´ py|2 +dpy +ď Cp|X˚, }∇S2X}C0pS2qq}∇S2ρn}C0pS2q}Z}C0pS2qh log h´1. +Finally, in I4 +n, the use of the mean-value theorem provides that +��I4 +n +�� ď C +∥∇S2ρn∥C0pS2q }Z}C0pS2q ∥∇S2X∥2 +C0pS2q +|X|3 +˚ +ˆ +ż +t|px´ py|ď2huXS2 +ż L +0 +|pxh ´ py| +|ℓ psq ´ py|3 dsdpy +ď Cp|X˚, ∥∇S2X∥C0pS2qq ∥∇S2ρn∥C0pS2q ∥Z∥C0pS2q h. +Thus, +∥rρn, NpXqsZ∥CγpS2q ď Cp|X˚, }∇S2X}C0pS2qq}∇S2ρn}C0pS2q}Z}C0pS2q. +□ +Lemma 5.10. Let pxn P S2 and x +Xn : R2 Y t8u Ñ S2 the stereographic projection +centered at pxn. Let X P C1,γpS2q, |X|˚ ą 0, and pρn given by (5.14). Let the linear +operators NpXq and MpAq be defined by in (4.5) and (4.14), with A “ ∇Xnp0q, +where we are using the notation Xnpθq “ Xpx +Xnpθqq. Denote +Inpθq “ pρnpθqrMpAq ´ NpXqsZnpθq, +Then, for Z P CγpS2q compactly supported on Bpxn,2R X S2, the following estimates +hold: +(5.18) +}In}CγpR2q ď Cp|X|˚, }∇S2X}C0pS2qq +` +p1 ` }∇S2X}CγpB pxn,5RXS2qq}Z}C0pS2q +` εpRq}Z}CγpS2q +˘ +, +and +(5.19) +}In}CγpR2q ď Cp|X|˚, }∇S2X}C0pS2qq +` +}Z}C0pS2q`}∇S2X}C +γ +2 pB pxn,5RXS2q}Z}C +γ +2 pS2q +` εpRq}Z}CγpS2q +˘ +, +with εpRq Ñ 0 as R Ñ 0 given by the modulus of continuity of ∇S2X. +Proof. First, we write +(5.20) +In “ I1 +n ` I2 +n +“ +2ÿ +j“1 +pρnpθqrMjpAq ´ N jpXqsZnpθq +“ +2ÿ +j“1 +pρnpθqrMjpAq ´ Mjp∇XnqsZnpθq ´ RjpXnqZnpθq, +and focus on the term I1 +n, as the other I2 +n will follow similarly. We then write +I1 +n “ ´pρnpθq +ż +R2 P 1 +m,k,lpθ, ηq B p +Xi +Bηm +pηqZn,lipηqdη1dη2, + +34 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where we used the notation (3.4) and +(5.21) +P 1 +m,k,lpθ, ηq “δk,l +8π +B +Bηm +´ +1 +|Apθ ´ ηq| ´ +1 +|Xnpθq ´ Xnpηq| +¯ +“ ´ 1 +8π +pBpθ´ηqqm +|Apθ´ηq|3 δk,l ` q1 +m,k,lpθ, ηq +“ ´ 1 +8π +pBpθ´ηqqm +|Apθ´ηq|3 δk,l ` m1 +m,k,lpθ, ηq ´ K1 +m,k,lpθ, ηq +“ ´ 1 +8π +ˆpBpθ´ηqqm +|Apθ´ηq|3 ´ pBnpηqpθ´ηqqm +|Anpηqpθ´ηq|3 +˙ +δk,l ´ K1 +m,k,lpθ, ηq +:“P1 +m,k,lpθ, ηq ´ K1 +m,k,lpθ, ηq. +Above, we are denoting B “ AT A, A “ ∇Xnp0q, Anpηq “ ∇Xnpηq, and K1 +m,k,l +was given in (4.18). We denote +˜Zl,mpηq “ B p +Xi +Bηm +pηqZn,lipηq, +and note that +} ˜Z}CγpR2q ď C}Z}CγpS2q. +We start with a bound for |I1 +n|. We split it as follows +(5.22) +I1 +n “ O1 ` O2, +with +O1 “ pρnpθq +ż +V5R +P 1 +mklpθ, ηq +` ˜Zl,mpηq ´ ˜Zl,mpθq +˘ +dη1dη2 +O2 “ pρnpθq ˜Zl,mpθq +ż +V5R +P 1 +m,k,lpθ, ηqdη1dη2. +Then, we split O1 further +|O1| ď O1,1 ` O1,2, +where +O1,1 “ } ˜Z}CγpV5Rq +ż +V5R +|P1 +m,k,lpθ, ηq||θ ´ η|γdη1dη2, +O1,2 “ pρnpθq +ż +V5R +|K1 +m,k,lpθ, ηq||δη ˜Zl,mpθq|dη1dη2. +For θ P V4R, η P V5R, we have the following bound for P1 +m,k,l (5.21), +(5.23) +|P1 +m,k,l| ď 1 +8π |pBnpηq ´ Bqpθ ´ ηq +|Apθ ´ ηq|3 +| +` 1 +8π |Bnpηqpθ ´ ηq|| +1 +|Apθ ´ ηq|3 ´ +1 +|Anpηqpθ ´ ηq|3 | +ď C }Bnp¨q ´ B}C0pV5Rq +|X|3˝,n|θ ´ η|2 +` C +}Anp¨q ´ A}C0pV5Rq}∇Xn}7 +C0pV5Rq +|X|9˝,n|θ ´ η|2 +, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +35 +where (4.19) has been used for the last term. Then, the first term O1,1 is high-order +but with small coefficients, +O1,1 ď C +��}Bnp¨q ´ B}C0pV5Rq +|X|3˝,n +` +}Anp¨q ´ A}C0pV5Rq}∇Xn}7 +C0pV5Rq +|X|9˝,n +¯ +Rγ +ˆ } ˜Z}CγpV5Rq, +since we have that +}Anp¨q ´ A}C0pV5Rq ď εpRqCp}∇X}C0pV5Rqq, +with εpRq Ñ 0 as R Ñ 0. The kernel bound, with θ P V4R, η P V5R, +|K1 +m,k,lpθ, ηq| ď C }∇Xn}C0pV5Rq +|X|3˝,n +r∇XnsCγpV5Rq +1 +|θ ´ η|2´γ , +(5.24) +gives that +O1,2 ď C }∇Xn}C0pV5Rq}∇Xn}CγpV5Rq +|X|3˝,n +Rγ} ˜Z}C0pV5Rq. +But one also has the bound +|K1 +m,k,lpθ, ηq| ď C +}∇Xn}C0pV5Rq}∇Xn}C +γ +2 pV5Rq +|X|3˝,n +1 +|θ ´ η|2´ γ +2 , +which gives that +O1,2 ď C +}∇Xn}C0pV5Rq}∇Xn}C +γ +2 +|X|3˝,n +Rγ} ˜Z}C +γ +2 pV5Rq. +Joining the two bounds, we obtain +(5.25) +|O1| ď Cp|X|˚, }∇S2X}C0pS2qqRγ` +} ˜Z}C0pV5Rq}∇S2X}CγpB pxn,5RXS2q +` εpRq} ˜Z}CγpV5Rq +˘ +, +and +|O1| ď Cp|X|˚, }∇S2X}C0pS2qqRγ` +}∇S2X}C +γ +2 pB pxn,5RXS2q} ˜Z}C +γ +2 pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +. +To estimate O2, we use (5.21) to integrate by parts, +|O2| ď C|pρnpθq|| ˜Zl,mpθq| +ż +BV5R +ˇˇˇ +1 +|Apθ ´ ηq| ´ +1 +|Xnpθq ´ Xnpηq| +ˇˇˇdlpηq. +Next, we note that since θ P V4R, we have that for η P BV5R, |θ ´ η| ě R +2 . We +compute the difference +(5.26) +1 +|Apθ ´ ηq| ´ +1 +|Xnpθq ´ Xnpηq| +“ +1 +|θ ´ η| +´ +1 +|Ap{ +θ ´ ηq| +´ +1 +|∆ηXnpθq| +¯ +“ +1 +|θ´η| +` +∆ηXnpθq´Ap{ +θ ´ ηq +˘ +¨ +` +∆ηXnpθq`Apz +θ´ηq +˘ +|Apz +θ´ηq||∆ηXnpθq| +` +|Apz +θ´ηq|`|∆ηXnpθq| +˘ , + +36 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +and +∆ηXnpθq´Ap{ +θ ´ ηq “ ∆ηXnpθq´∇Xnpηqp{ +θ ´ ηq`p∇Xnpηq ´ Aqp{ +θ ´ ηq +“ ´EηXnpθq ` pAnpηq ´ Aqp{ +θ ´ ηq, +where EηXnpθq is given in (4.15). Therefore, +|O2| ď C} ˜Z}C0pV5Rq +}∇Xn}C0pV5Rq +|X|3˝,n +ż +BV5R +|EηXnpθq|`}Anp¨q´A}C0pV5Rq +|θ´η| +dlpηq, +hence +|O2| ď Cp|X|˚, }∇S2X}C0pS2qq} ˜Z}C0pV5RqpR +γ +2 }∇S2X}C +γ +2 pB pxn,5RXS2q ` εpRqq, +and +|O2| ď Cp|X|˚, }∇S2X}C0pS2qqRγ}∇S2X}CγpB pxn,5RXS2q} ˜Z}C0pV5Rq. +Together with (5.25) back in (5.22), we conclude that +(5.27) +|I1 +n| ď Cp|X|˚, }∇S2X}C0pS2qqRγ` +} ˜Z}C0pV5Rq}∇S2X}CγpB pxn,5RXS2q +` εpRq} ˜Z}CγpV5Rq +˘ +, +and also +|I1 +n| ď Cp|X|˚, }∇S2X}C0pS2qq +` +R +γ +2 }∇S2X}C +γ +2 pB pxn,5RXS2q} ˜Z}C +γ +2 pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +. +We proceed to estimate the H¨older seminorm. Take θ, θ ` h P V4R. We use the +splitting (5.22), and start with the estimate for O1: +(5.28) +|O1pθ ` hq ´ O1pθq| +“ |Q1 ` Q2 ` Q3 ` Q4 ` Q5|, +where, using the notation (4.12), +Q1 “ ´pρnpθ ` hq +ż +t|θ´η|ď2|h|uXV5R +P 1 +m,k,lpθ ` h, ηqδη ˜Zl,mpθ ` hqdη1dη2, +Q2 “ ´pρnpθ ` hq +ż +t|θ´η|ď2|h|uXV5R +P 1 +m,k,lpθ, ηqδη ˜Zl,mpθqdη1dη2, +Q3 “ pρnpθ ` hqδθ ˜Zl,mpθ ` hq +ż +t|θ´η|ě2|h|uXV5R +P 1 +m,k,lpθ, ηqdη1dη2, +Q4 “ pρnpθ ` hq +ż +t|θ´η|ě2|h|uXV5R +pP 1 +m,k,lpθ, ηq ´ P 1 +m,k,lpθ ` h, ηqqδη ˜Zl,mpθ ` hqdη1dη2, +Q5 “ ppρnpθq ´ pρnpθ ` hqq +ż +V5R +P 1 +m,k,lpθ, ηqδη ˜Zl,mpθqdη1dη2. +Recalling (5.21) and the bounds for P1 +m,k,l (5.23) and K1 +m,k,l (5.24), we obtain +|Q1| ` |Q2| ď C +´}Bnp¨q ´ B}C0pV5Rq +|X|3˝,n +` +}Anp¨q ´ A}C0pV5Rq}∇Xn}7 +C0pV5Rq +|X|9˝,n +¯ +ˆ +ż +t|θ´η|ď2|h|uXV5R +r ˜ZsCγpV5Rq +|θ ´ η|2´γ dη1dη2 +` C }∇Xn}C0pV5Rq +|X|3˝,n +ż +t|θ´η|ď2|h|uXV5R +r∇XnsCγpV5Rq} ˜Z}C0pV5Rq +|θ ´ η|2´γ +dη1dη2, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +37 +thus +(5.29) +|Q1|`|Q2| ď Cp|X|˚, }∇S2X}C0pS2qq +` +}∇S2X}CγpB pxn,5RXS2q} ˜Z}C0pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +|h|γ. +It is clear that we could also obtain the estimate +|Q1|`|Q2| ď Cp|X|˚, }∇S2X}C0pS2qq|h|γ` +}∇S2X}C +γ +2 pB pxn,5RXS2q} ˜Z}C +γ +2 pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +. +We see that the difference between those two type of estimate comes only from the +kernel K, where we can distribute half a derivative. The same idea propagates along +the lines below, hence we only show the first estimate (5.18). Then, integration by +parts in Q3 gives +|Q3| ď C|pρnpθ ` hq||δθ ˜Zpθ ` hq| +ˆ +ż +t|θ´η|“2|h|uYBV5R +ˇˇˇ +1 +|Apθ ´ ηq| ´ +1 +|Xnpθq ´ Xnpηq| +ˇˇˇdlpηq. +Using (5.26), |h| ď 8R and that θ P V4R, we obtain that +ż +t|θ´η|“2|h|uYBV5R +ˇˇˇ +1 +|Apθ ´ ηq| ´ +1 +|Xnpθq ´ Xnpηq| +ˇˇˇdlpηq +ď C }∇X}C0pV5Rq +|X|3˝,n +ż +t|θ´η|“2|h|uYBV5R +|EηXnpθq| +|θ´η| +` }Anp¨q´A}C0pV5Rq +|θ´η| +dlpηq +ď C }∇X}C0pV5Rq +|X|3˝,n +´ +}∇X}C0pV5Rqpεp|h|q ` εpRqq ` }∇X}C0pV5RqεpRq +¯ +ď C +}∇X}2 +C0pV5Rq +|X|3˝,n +εpRq, +hence +(5.30) +|Q3| ď εpRqCp|X|˚, }∇S2X}C0pS2qq} ˜Z}CγpV5Rq|h|γ. +The term Q4 in (5.28) is estimated by applying the mean-value theorem. As in the +previous terms, we need to consider separately the two kernels in P 1 +m,k,l (5.21). We +take a derivative on P1 +m,k,l, +B +Bθj +P1 +m,k,lpθ, ηq “ δk,l +8π +´ +´ +Bm,j +|Apθ ´ ηq|3 ` +pBnpηqqm,j +|Anpηqpθ ´ ηq|3 +¯ +` δk,l +8π +´ +3pBpθ ´ ηqqmpBpθ ´ ηqqj +|Apθ ´ ηq|5 +´ 3pBnpηqpθ ´ ηqqmpBnpηqpθ ´ ηqqj +|Anpηqpθ ´ ηq|5 +¯ +, +and thus +| B +Bθj +P1 +m,k,lpθ, ηq| ď Cp}∇Xn}C0pV4Rq, |X|˝,nq +εpRq +|θ ´ η|3 , + +38 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +while the derivative of K1 +m,k,l is computed and bounded below +B +Bθj +K1,1 +m,k,lpθ, ηq “ ´δk,l +BXnpηq +Bηm +¨ +ˆ +¨ +˝3 +∆ηXnpθq ¨ BXnpθq +Bθj +|∆ηXnpθq|5 +EηXnpθq +|θ ´ η|3 +` +δη +BXnpθq +Bθj +|∆ηXnpθq|3|θ ´ η|3 +˛ +‚, +| B +Bθj +K1,1pθ, ηq| ď }∇Xn}C0pV4Rq +|X|3˝,n +r∇XnsCγpV4Rq +|θ ´ η|3´γ +ˆ +1`3}∇Xn}C0pV4Rq +|X|˝,n +˙ +ď Cp|X|˚, }∇S2X}C0pS2qq}∇S2X}CγpB pxn,2RXS2q +|θ ´ η|3´γ +. +Therefore, we obtain +(5.31) +|Q4| ď Cp|X|˚, }∇S2X}C0pS2qq +` +}∇S2X}CγpB pxn,5RXS2q} ˜Z}C0pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +|h|γ. +Finally, the estimate for Q5 (5.28) follows from the bounds (5.23) and (5.24), +(5.32) +|Q5| ď Cp}∇Xn}C0pV5Rq, |X|˝,nq}pρn}CγpV5Rq|h|γ +ˆ +´ +εpRq} ˜Z}CγpV5Rq`}∇Xn}CγpV5Rq} ˜Z}C0pV5Rq +¯ +ď Cp|X|˚, }∇S2X}C0pS2qq +` +}∇S2X}CγpB pxn,5RXS2q} ˜Z}C0pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +|h|γ. +We combine the bounds (5.29), (5.30), (5.31), and (5.32) into (5.28) to conclude +that +(5.33) +|O1pθ ` hq ´ O1pθq| ď Cp|X|˚, }∇S2X}C0pS2qq +` +}∇S2X}CγpB pxn,5RXS2q} ˜Z}C0pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +|h|γ. +We continue with the H¨older seminorm for O2 in (5.22). Integrating by parts +O2pθ ` hq ´ O2pθq +“ δk,l +8π pρnpθ ` hq ˜Zl,mpθ ` hq +ˆ +ż +BV5R +´ +1 +|Apθ ` h ´ ηq| ´ +1 +|Xpθ ` hq ´ Xnpηq| +¯ +nmpηqdlpηq +´ δk,l +8π pρnpθq ˜Zl,mpθq +ż +BV5R +´ +1 +|Apθ´ηq| ´ +1 +|Xnpθq´Xnpηq| +¯ +nmpηqdlpηq. +Therefore, +(5.34) +|O2pθ ` hq ´ O2pθq| “ |Q6 ` Q7|, +with +Q6 “ δk,l +8π +´ +pρnpθ ` hq ˜Zl,mpθ ` hq ´ pρnpθq ˜Zl,mpθq +¯ +ˆ +ż +BV5R +| +1 +|Apθ ` h ´ ηq| ´ +1 +|Xpθ ` hq ´ Xnpηq||nmpηqdlpηq, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +39 +Q7 “ δk,l +8π pρnpθq ˜Zl,mpθq +ˆ +ˆ ż +BV5R +´ +1 +|Apθ ` h ´ ηq| ´ +1 +|Xnpθ ` hq ´ Xnpηq| +¯ +nmpηqdlpηq +´ +ż +BV5R +´ +1 +|Apθ ´ ηq| ´ +1 +|Xnpθq ´ Xnpηq| +¯ +nmpηqdlpηq +˙ +. +Using (5.26) and that θ P V4R, we obtain +|Q6| ď C} ˜Z}CγpV5Rq|h|γ }∇Xn}C0pV5Rq +|X|3˝,n +ˆ +ż +BV5R +|EηXnpθq|`}Anp¨q´A}C0pV5Rq +|θ´η| +dlpηq +ď C} ˜Z}CγpV5Rq|h|γ }∇Xn}C0pV5Rq +|X|3˝,n +}∇Xn}C0pV5RqεpRq. +Finally, we estimate Q7, +|Q7| ď C} ˜Z}C0pV5Rq +ż +BV5R +| +1 +|Apθ ` h ´ ηq| ´ +1 +|Apθ ´ ηq||dlpηq +` C} ˜Z}C0pV5Rq +ż +BV5R +| +1 +|Xnpθ ` hq ´ Xnpηq| ´ +1 +|Xnpθq ´ Xnpηq||dlpηq. +Performing the differences we obtain that +|Q7| ď Cp|X|˝,n, }∇Xn}C0pV5Rqqp|h| ` |h|1´γRγq +R +} ˜Z}C0pV5Rq|h|γ +ď Cp|X|˝,n, }∇Xn}C0pV5Rqq} ˜Z}C0pV5Rq|h|γ. +Thus, going back to (5.34), we conclude that +(5.35) +|O2pθ`hq´O2pθq|ďCp|X|˚, }∇S2X}C0pS2qq +` +} ˜Z}C0pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +|h|γ, +and together with (5.33) and (5.27) back into (5.22) we obtain the H¨older norm +estimate for I1 +n. Since the kernel in I2 +n (5.20) satisfy the same estimates, we conclude +that +}In}CγpR2q ď Cp|X|˚, }∇S2X}C0pS2qq +` +p1 ` }∇S2X}CγpB pxn,5RXS2qq} ˜Z}C0pV5Rq +` εpRq} ˜Z}CγpV5Rq +˘ +|h|γ. +□ +6. Frozen-coefficient Semigroup +We will need later in the proof (see Lemma 7.6) to deal with the following kernels, +with 0 ď α ď 1: +GαpAθq “ G1pAθq ` αG2pAθq, + +40 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where G1, G2 are given in (4.1). From Section 4.2, we have that +pFθGα,Aq pξq “ +` +FθG1pAθq +˘ +pξq ` α +` +FθG2pAθq +˘ +pξq, +` +FθG1pAθq +˘ +pξq “ +1 +4 detpBq |Uξ|, +` +FθG2pAθq +˘ +pξq “ +1 +4 detpBq |Uξ| +ˆ +P ´ Uξ +|Uξ| b Uξ +|Uξ| +˙ +, +where λ “ ∥A∥F , B “ +? +ATA, P “ ApATAq´1AT, U “ ApATAq´1. +Let us +consider the operator defined in (4.14). In preparation for this, we consider the +operator with ∇X given by a constant matrix and with pg “ I2, as defined in +(4.32): +Lα,AY :“ ˜ +Mα pAq pTFpAq∇Y q “ +´ +˜ +M1pAq ` α ˜ +M2pAq +¯ +pTF pAq∇Y q +where TFpAq is defined in (4.31). The parameter α is useful in Section 7. We +will prove Lα,A is a sectorial operator first. That is to say, we have to estimate +pz ` Lα,Aq´1 where z is in a set with some ω P R, 0 ă δ ă π +2 in the complex plane: +Sω,δ “ tz P C : |argpz ´ ωq| ď π ´ δu. +Since +˜ +MjpAq is a singular integral operator, it is difficult to compute its inverse +operator. However, ˜ +MjpAq is a convolution with kernel Gj pAθq, so we may use its +Fourier multiplier to obtain +pz ` Lα,Aq´1 Y “F´1ppz ´ Lα,Apξqq´1 FY pξqqpθq +where Lα,A is defined in (4.34) (in this section, we will write LA instead of Lα,A). +Then, we will use the Fourier multiplier to estimate the original operator. +In +harmonic analysis, the Fourier multiplier theorem in Lp norms is well-known [26]. +We will use a Fourier multiplier theorem in semi-norms �¨�CγpR2q. +Theorem 6.1. If T is a Fourier multiplier operator with multiplier +m pξq P Cs pRnzt0uq X L8 pRnq , +s ą n +2 , +and +��Bα +ξ m pξq +�� ď Cα |ξ|´|α| +for all |α| ď s, then for all u P Cγ pRnq X L2 pRnq where 0 ă γ ă 1, +�T u�CγpRnq ď Cγ,s,nDm�u�CγpRnq, +where Dm “ max|α|ďs Cα. +Remark 6.2. The proof of Theorem 6.1 may be split into two parts. The first part +is the well-known equivalence between the homogeneous Besov norm ∥¨∥ 9Bγ +8,8pRnq +and H¨older seminorm �¨�CγpRnq [27]. The second part is proving the Fourier mul- +tiplier theorem in homogeneous Besov norms ∥¨∥ 9Bγ +8,8pRnq. Although these results +are classical, we include the proof of the version we need in Appendix A for the +covenience of the reader. +We will compute pz ´ Lα,Apξqq´1 in Section 6.1. Next, for the norm ∥¨∥C0pR2q, +we may expand the result in [47, Section 3.1] in R2. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +41 +Lemma 6.3 ( [47, Proposition 3.1.2]). If �u�CγpR2q ă 8 for some γ P p0, 1q and +Fu pξq “ 0 in a neighborhood of ξ “ 0, then ∥u∥C0pR2q ď C�u�CγpR2q, where C +depends on the neighborhood. +Therefore, we may choose a suitable cutting function ϕ pξq with ϕ pξq “ 1 in a +neighborhood of ξ “ 0. Then, the rest of the work for +���pz ` Lα,Aq´1 Y +��� +C0pR2q is +only +���F´1ppz ´ Lα,Apξqq´1 ϕ pξq FY pξqqpθq +��� +C0pR2q. +6.1. Fundamental estimates. We need some elementary estimates on operators +LA and LA. To achieve it, we first compute the estimate of TFpAq. +Lemma 6.4. Given matrice A1, A2 in DAσ1,σ2, we have σ2 ď ∥A1∥F , ∥A2∥F ď +? +2σ1. Then, we have the following estimates for TF pAq: +|TF pA1qijkl| ďzp0q +M , +|TFpA1qijkl ´ TF pA2qijkl| ďC +ˆ +zp0q +M +σ1 +σ2 +2 +` zp1q +M +˙ +∥A1 ´ A2∥ , +where +zp0q +M “ +max +σ2ďλď +? +2σ1 +|f1 pλq| ` |f2 pλq| , +zp1q +M “ +max +σ2ďλď +? +2σ1 +���� +df1 +dλ +���� ` +���� +df2 +dλ +���� , +f1 pλq “ T +λ , +f2 pλq “ T +λ ´ dT +dλ . +More specific, given Z P Cγ ` +R2˘ Ş L2 ` +R2˘ +with the size of A1, +∥TFpA1qZ∥CγpR2q Ş L2pR2q ďCzp0q +M ∥Z∥CγpR2q Ş L2pR2q +(6.1) +∥pTF pA1q ´ TFpA2qq Z∥CγpR2q Ş L2pR2q ďC +ˆ +zp0q +M +σ1 +σ2 +2 +` zp1q +M +˙ +∥A1 ´ A2∥ ∥Z∥CγpR2q Ş L2pR2q +(6.2) +Proof. Set λi “ ∥Ai∥F . Since +TF pA1qijkl “ f1 pλ1q δikδjl ´ f2 pλ1q +pA1qij pA1qkl +λ2 +1 +, +It is obvious to obtain the result of TF pAqijkl. +Next, +TF pA1qijkl ´ TF pA2qijkl “ +pf1 pλ1q ´ f1 pλ2qq δikδjl +´ pf2 pλ1q ´ f2 pλ2qq +pA1qij pA1qkl +λ2 +1 +´ f2 pλ2q +ˆpA1qij pA1qkl +λ2 +1 +´ +pA2qij pA2qkl +λ2 +2 +˙ +Since +|λ1 ´ λ2| ď ∥A1 ´ A2∥F ď C ∥A1 ´ A2∥ , +we obtain +|fi pλ1q ´ fi pλ2q| ď zp1q +M |λ1 ´ λ2| ď Czp1q +M ∥A1 ´ A2∥ . + +42 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +pA1qij pA1qkl +λ2 +1 +´ +pA2qij pA2qkl +λ2 +2 +“ +pA1 ´ A2qij pA1qkl ` pA2qij pA1 ´ A2qkl +λ2 +1 +` +pA2qij pA2qkl pλ2 ` λ1q pλ2 ´ λ1q +λ2 +1λ2 +2 +, +so +���� +pA1qij pA1qkl +λ2 +1 +´ +pA2qij pA2qkl +λ2 +2 +���� ď C σ1 +σ2 +2 +∥A1 ´ A2∥ +Therefore, +|TF pA1qijkl ´ TF pA2qijkl| ď C +ˆ +zp0q +M +σ1 +σ2 +2 +` zp1q +M +˙ +∥A1 ´ A2∥ +Since TF pA1q, TF pA2q are linear operators, we may obtain the estimates in Cγ ` +R2˘ +X +L2 ` +R2˘ +of TFpA1qZ and pTF pA1q ´ TFpA2qq Z. +□ +Then, because we have estimated ˜ +Mα in Thoerem 5.3, we can obtain the bounds +of Lα,A and its difference Lα,A1 ´ Lα,A2. +Theorem 6.5. Given a matrix A1, A2 P DAσ1,σ2, then for all Y P C1,γ ` +R2˘ +compactly supported, Lα,AY P Cγ ` +R2˘ +X L2 ` +R2˘ +, and +∥Lα,AY ∥CγpRq ď zp0q +M +σ2 +´ +1 ` +´σ1 +σ2 +¯2¯ +∥∇Y ∥CγpR2q Ş L2pR2q , +∥Lα,A1Y ´ Lα,A2Y ∥CγpRq +ď C +σ2 +´zp0q +M +σ2 +´ +1 ` σ1 +σ2 +¯ +` zp1q +M +¯´ +1 ` +´σ1 +σ2 +¯5¯ +∥∇Y ∥CγpR2q Ş L2pR2q ∥A1 ´ A2∥ +Proof. Given Y +P C1,γ ` +R2˘ +compactly supported, ∇Y is also in L2 ` +R2˘ +, so +pTF pAq∇Y q P Cγ ` +R2˘ +X L2 ` +R2˘ +by Lemma 6.4. By Theorem 5.3 and Lemma +6.4, Lα,AY P Cγ ` +R2˘ +X L2 ` +R2˘ +and +∥Lα,AY ∥CγpRq ď C +σ2 +´ +1 ` +´σ1 +σ2 +¯2¯ +∥TF pAq∇Y ∥CγpR2q Ş L2pR2q +ďzp0q +M +σ2 +´ +1 ` +´σ1 +σ2 +¯2¯ +∥∇Y ∥CγpR2q Ş L2pR2q . +Next, since +Lα,A1Y ´ Lα,A2Y “ +´ +˜ +Mα pA1q ´ ˜ +Mα pA2q +¯ +pTF pA1q∇Y q +´ ˜ +Mα pA2q ppTF pA1q ´ TF pA2qq ∇Y q , +by Theorem 5.3 and Lemma 6.4, +∥Lα,A1Y ´ Lα,A2Y ∥CγpRq +ď +C zp0q +M +σ2 +2 +´ +1 ` +´σ1 +σ2 +¯5¯ +∥∇Y ∥CγpR2q Ş L2pR2q ∥A1 ´ A2∥ +` C +σ2 +ˆ +zp0q +M +σ1 +σ2 +2 +` zp1q +M +˙ ´ +1 ` +´σ1 +σ2 +¯2¯ +∥∇Y ∥CγpR2q Ş L2pR2q ∥A1 ´ A2∥ +□ + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +43 +Next, we compute some elementary estimates on the symbol LA. We denote +Gα,A pθq :“ G1 pAθq ` αG2 pAθq. The pairs of eigenvalues and respective eigenvec- +tors of pFθGα,Aq pξq are +´ +p1 ` αq µ +4 , v pξq +¯ +, +´µ +4 , vK pξq +¯ +, +´µ +4 , v0 +¯ +, +(6.3) +and the pairs of MApξq (4.33) are +˜ +T +λ +˜ +|ξ|2 ´ |Aξ|2 +λ2 +¸ +` dT +dλ +|Aξ|2 +λ2 +, Aξ +¸ +, +ˆT +λ |ξ|2 , URπ{2ξ +˙ +, +ˆT +λ |ξ|2 , v0 +˙ +. +(6.4) +Since pFθGα,Aq pξq and MApξq are symmetric positive definite (s.p.d.), LA pξq is +diagonalizable and p.d. Then, we have some estimates of LA and its derivatives. +Lemma 6.6. Given A P DAσ1,σ2, LA and its derivatives satisfy +(i) +σ2 +σ2 +1 +|ξ|´1 ď µ ď σ1 +σ2 +2 +|ξ|´1 , +(6.5) +zm |ξ|2 ď ∥MApξq∥ ď zp0q +M |ξ|2 , +(6.6) +σ2zm +4σ2 +1 +|ξ| ď ∥LApξq∥ ď σ1zp0q +M +2σ2 +2 +|ξ| , +(6.7) +where zm “ minσ1ďλď +? +2σ1 +´ +T +λ , +` T +λ ` dT +dλ +˘ σ2 +2 +λ2 +¯ +, zp0q +M “ maxσ1ďλď +? +2σ1 +` T +λ ` dT +dλ +˘ +. +(ii) +���� +BLA +Bξk +���� ď C1 +σ2 +1 +σ3 +2 +zp0q +M , +(6.8) +���� +B2LA +BξkBξl +���� ď C1 +σ3 +1 +σ4 +2 +zp0q +M |ξ|´1 , +(6.9) +where C1 is a constant that does not depend on α or A. +(iii) +B +Bξj ∆ξLApξq, p∆ξq2 LApξq and +B +Bξj p∆ξq2 LApξq may be written as +B +Bξj +∆ξLApξq “ 1 +|ξ|2 Φp3q +A,jpˆξq, +(6.10) +p∆ξq2 LApξq “ 1 +|ξ|3 Φp4q +A pˆξq, +(6.11) +B +Bξj +p∆ξq2 LApξq “ 1 +|ξ|4 Φp5q +A,jpˆξq, +(6.12) +where Φp3q +A,j, Φp4q +A , Φp5q +A,j are bounded on +���ˆξ +��� “ 1. +Proof. (i) We first note the following inequalities: +(6.13) +σ2 ď ∥B∥ ď σ1, +1 +σ1 +ď +��B´1�� “ ∥U∥ ď 1 +σ2 +. +We thus have: +(6.14) +σ2 +2 ď detpBq “ ∥B∥ +��B´1��´1 ď σ2 +1, + +44 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where we used the fact that B is a 2 ˆ 2 symmetric positive definite matrix. From +(6.13), we immediately have: +(6.15) +|Uξ| “ +��B´1ξ +�� ě 1 +σ1 +|ξ| . +Therefore, +σ2 +σ2 +1 +|ξ|´1 ď µ “ +1 +detpBq |B´1ξ| ď σ1 +σ2 +2 +|ξ|´1 . +Next, through (6.4), one of the eigenvalues of MA is bounded by +ˆT +λ ` dT +dλ +˙ σ2 +2 +λ2 |ξ|2 ď T +λ +˜ +|ξ|2 ´ |Aξ|2 +λ2 +¸ +` dT +dλ +|Aξ|2 +λ2 +ď +ˆT +λ ` dT +dλ +˙ +|ξ|2 , +so we may obtain (6.6). Finally, since LA is diagonalizable and p.d. with LA “ +FθGα,AMA, the eigenvalues of LA are between µ +4 zm |ξ|2 and µ +2 zp0q +M |ξ|2. Hence, we +get the bound (6.7). +(ii) We now turn to (6.8). Note that: +B +Bξk +ˆ +1 +|Uξ| +˙ +“ ´ +` +U TUξ +˘ +k +|Uξ|3 +, +(6.16) +B +Bξk +B +Bξl +ˆ +1 +|Uξ| +˙ +“ ´ +` +U TU +˘ +k,l +|Uξ|3 +` 3 +` +U TUξ +˘ +k +` +U TUξ +˘ +l +|Uξ|5 +. +(6.17) +Likewise, we have: +B +Bξk +ˆpUξqj +|Uξ| +˙ +“ Ujk +|Uξ| ´ pUξqj +` +U TUξ +˘ +k +|Uξ|3 +, +(6.18) +B +Bξk +B +Bξl +ˆpUξqj +|Uξ| +˙ +“ ´Ujk +` +U TUξ +˘ +l +|Uξ|3 +´ Ujl +` +U TUξ +˘ +k +|Uξ|3 +´ +pUξqj +` +U TU +˘ +k,l +|Uξ|3 +` 3pUξqj +` +U TUξ +˘ +k +` +U TUξ +˘ +l +|Uξ|5 +. +(6.19) +The above relations, together with (6.13), show that: +���� +B +Bξk +ˆ +1 +|Uξ| +˙���� ď σ2 +1 +σ2 +1 +|ξ|2 , +���� +B +Bξk +B +Bξl +ˆ +1 +|Uξ| +˙���� ď 4σ3 +1 +σ2 +2 +1 +|ξ|3 , +���� +B +Bξk +ˆpUξqj +|Uξ| +˙���� ď 2σ1 +σ2 +1 +|ξ|, +���� +B +Bξk +B +Bξl +ˆpUξqj +|Uξ| +˙���� ď 6σ2 +1 +σ2 +2 +1 +|ξ|2 . +Thus, we obtain +���� +BFθGα,A +Bξk +���� ď C σ2 +1 +σ3 +2 +|ξ|´2 , +���� +B2FθGα,A +BξkBξl +���� ď C σ3 +1 +σ4 +2 +|ξ|´3 , +Next, set A “ rA1A2s, since +���� +B +Bξk +Aξ +���� “ |Ak| ď λ, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +45 +we have +���� +B +Bξk +pAξ b Aξq +���� ď Cσ1λ |ξ| , +���� +B +Bξk +B +Bξl +pAξ b Aξq +���� ď Cλ2. +Therefore, +���� +B +Bξk +MA +���� ď C +ˆT +λ ` dT +dλ +˙ +|ξ| , +���� +B +Bξk +B +Bξl +MA +���� ď C +ˆT +λ ` dT +dλ +˙ +. +The desired bound (6.8) now follows easily by combining the above estimates and +1 ď σ1 +σ2 . +(iii) By lemma B.1, we may obtain +B +Bξj +∆ξLApξq “ +ÿ +i“1,2 +B +Bξjii +LApξq “ +ÿ +i“1,2 +1 +|ξ|2 +Pjii +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +9 +. +Since σ2 ď +���Uˆξ +��� ď σ1 and Pjii +´ +ˆξ1, ˆξ2 +¯ +is a matrix of polynomials on the domain +���ˆξ +��� “ 1, +Pjiipˆξ1,ˆξ2q +|Uˆξ| +9 +is bounded. Therefore, we have +Φp3q +A,jpˆξq “ +ÿ +i“1,2 +Pjii +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +9 +, +B +Bξj +∆ξLApξq “ 1 +|ξ|2 Φp3q +A,jpˆξq, +p∆ξq2 LApξq “ 1 +|ξ|3 Φp4q +A pˆξq, +B +Bξj +p∆ξq2 LApξq “ 1 +|ξ|4 Φp5q +A,jpˆξq. +Similarly, +Φp4q +A pˆξq “ +ÿ +i,k“1,2 +Pkkii +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +11 +, +Φp5q +A,jpˆξq “ +ÿ +i,k“1,2 +Pjkkii +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +13 +. +□ + +46 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +6.2. Some estimates for z ` Lα,A and pz ` Lα,Aq´1. Since LA pξq is p.d. and +diagonalizable, P ´1 pξq LA pξq P pξq “ D pξq where D is a positive diagonal matrix. +Then, +P ´1 pξq pz ` LA pξqq P pξq “ z ` D pξq , +P ´1 pξq pz ` LA pξqq´1 P pξq “ pz ` D pξqq´1 , +and the eigenvalues of pz ` LA pξqq´1 are on a curve +# +1 +z ` a +ˇˇˇ a P +”σ1zp0q +M +2σ2 +2 +|ξ| , σ2zm +4σ2 +1 +|ξ| +ı+ +. +Remark 6.7. Let λ ą 0 and z P Sω,δ with ω ą 0, β :“ π´argpz ` λ ´ ωq ą δ. +Then, we obtain the following inequality +|z ` λ|2 “λ2 ` |z|2 ´ 2 |z| λ cos β +ěλ2 ` |z|2 ´ 2 |z| λ cos δ +“ cos δ pλ ´ |z|q2 ` p1 ´ cos δq +´ +λ2 ` |z|2¯ +ě p1 ´ cos δq +´ +λ2 ` |z|2¯ +. +Now, we estimate +���Bα +ξ pz ` LA pξqq´1��� with |α| ď 2. +Lemma 6.8. Given Sω,δ with ω ą 0 and A P DAσ1,σ2, we have the following +estimates for all z P Sω,δ, +1 +|z| ` σ1zp0q +M +2σ2 +2 +|ξ| +ď +���pz ` LA pξqq´1��� ď +2 +b +p1 ´ cos δq +` +p σ2zm +4σ2 +1 |ξ|q2 ` |z|2˘, +(6.20) +���� +B +Bξk +pz ` LA pξqq´1 +���� ď C1 +σ2 +1 +σ3 +2 +zp0q +M +4 +p1 ´ cos δq +` +p σ2zm +4σ2 +1 |ξ|q2 ` |z|2 ˘, +(6.21) +and +���� +B2 +BξlBξk +pz ` LA pξqq´1 +���� ď C2 +1 +σ4 +1 +σ6 +2 +zp0q +M +2 +16 +ˆ +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙˙ 3 +2 +` C1 +σ3 +1 +σ4 +2 +zp0q +M +4 +p1 ´ cos δq |ξ| +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙. +(6.22) +Moreover, there exists a constant Cδ,σ1,σ2,T depending on δ, σ1, σ2 and T s.t. for +all |α| ď 2, +���Bα +ξ pz ` LA pξqq´1��� ď Cδ,σ1,σ2,T +|z| +|ξ|´|α| , +(6.23) +and +���Bα +ξ pz ` LA pξqq´1��� ď Cδ,σ1,σ2,T +|z|2 +|ξ|1´|α| . +(6.24) + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +47 +Proof. Since the eigenvalues of pz ` LA pξqq´1 are between +´ +z ` σ1zp0q +M +2σ2 +2 +|ξ| +¯´1 +and +´ +z ` σ2zm +4σ2 +1 |ξ| +¯´1 +, it follows that +1 +|z| ` σ1zp0q +M +2σ2 +2 +|ξ| +ď +���pz ` LA pξqq´1��� ď +2 +d +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙. +Next, +B +Bξk +pz ` LA pξqq´1 “ ´ pz ` LA pξqq´1 +B +Bξk +LA pξq pz ` LA pξqq´1 , +so by (6.8), +���� +B +Bξk +pz ` LA pξqq´1 +���� ď C1 +σ2 +1 +σ3 +2 +zp0q +M +4 +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙. +Finally, +B2 +BξlBξk +pz ` LA pξqq´1 +“ +pz ` LA pξqq´1 B +Bξl +LA pξq pz ` LA pξqq´1 B +Bξk +LA pξq pz ` LA pξqq´1 +` pz ` LA pξqq´1 B +Bξl +LA pξq pz ` LA pξqq´1 +B +Bξk +LA pξq pz ` LA pξqq´1 +´ pz ` LA pξqq´1 +B2 +BξlBξk +LA pξq pz ` LA pξqq´1 . +Therefore, +���� +B2 +BξlBξk +pz ` LA pξqq´1 +���� ď C2 +1 +σ4 +1 +σ6 +2 +zp0q +M +2 +16 +ˆ +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙˙ 3 +2 +` C1 +σ3 +1 +σ4 +2 +zp0q +M +4 +p1 ´ cos δq |ξ| +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙. +From the inequalities +1 +dˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙ ď 1 +|z| and +1 +dˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙ ď +1 +σ2zm +4σ2 +1 |ξ|, +we obtain +���Bα +ξ pz ` LA pξqq´1��� ď Cδ,σ1,σ2 +|z| +|ξ|´|α| , +���Bα +ξ pz ` LA pξqq´1��� ď Cδ,σ1,σ2 +|z|2 +|ξ|1´|α| +for all |α| ď 2, where the constant Cδ,σ1,σ2,T only depends on δ, σ1, σ2 and T . +□ +Next, let us consider +���Bα +ξ |ξ| pz ` LA pξqq´1��� with |α| ď 2. + +48 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Lemma 6.9. Given Sω,δ with ω ą 0 and A P DAσ1,σ2, the following estimates hold +for all z P Sω,δ +���|ξ| pz ` LA pξqq´1��� ď +2 |ξ| +d +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙, +(6.25) +���� +B +Bξk +´ +|ξ| pz ` LA pξqq´1¯���� ď +2 +d +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙ +` C1 +σ2 +1 +σ3 +2 +zp0q +M +4 |ξ| +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙, +(6.26) +���� +B2 +BξlBξk +´ +|ξ| pz ` LA pξqq´1¯���� ď +4 +|ξ| +d +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙ +` C1 +σ3 +1 +σ4 +2 +zp0q +M +12 +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙ +` C2 +1 +σ4 +1 +σ6 +2 +zp0q +M +2 +16 |ξ| +ˆ +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙˙ 3 +2 . +(6.27) +Moreover, there exists a constant Cδ,σ1,σ2,T depending on δ, σ1, σ2 and T s.t. for +all |α| ď 2, +���Bα +ξ |ξ| pz ` LA pξqq´1��� ď Cδ,σ1,σ2,T |ξ|´|α| . +(6.28) +Proof. By (6.20), it is easy to obtain +���|ξ| pz ` LA pξqq´1��� ď +2 |ξ| +d +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙. +Next, +B +Bξk +´ +|ξ| pz ` LA pξqq´1¯ +“B |ξ| +Bξk +pz ` LA pξqq´1 ` |ξ| B +Bξk +pz ` LA pξqq´1 . + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +49 +Therefore, with (6.20) and (6.21), +���� +B +Bξk +´ +|ξ| pz ` LA pξqq´1¯���� ď +2 +d +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙ +` C1 +σ2 +1 +σ3 +2 +zp0q +M +4 |ξ| +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙. +Finally, +B2 +BξlBξk +´ +|ξ| pz ` LA pξqq´1¯ +“ +B2 +BξlBξk +|ξ| pz ` LA pξqq´1 ` +B +Bξk +|ξ| B +Bξl +pz ` LA pξqq´1 +` B +Bξl +|ξ| B +Bξk +pz ` LA pξqq´1 ` |ξ| +B2 +BξlBξk +pz ` LA pξqq´1 . +Hence, +���� +B2 +BξlBξk +´ +|ξ| pz ` LA pξqq´1¯���� ď +4 +|ξ| +d +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙ +` C1 +σ3 +1 +σ4 +2 +zp0q +M +12 +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙ +` C2 +1 +σ4 +1 +σ6 +2 +zp0q +M +2 +16 |ξ| +ˆ +p1 ´ cos δq +ˆ´ +σ2zm +4σ2 +1 |ξ| +¯2 +` |z|2 +˙˙ 3 +2 . +With +1 +dˆˆ +σ2zm +4σ2 +1 +|ξ| +˙2 +`|z|2 +˙ ď +1 +σ2zm +4σ2 +1 +|ξ|, we obtain +���Bα +ξ pz ` LA pξqq´1��� ď Cδ,σ1,σ2,T |ξ|´|α| +for all |α| ď 2, where the constant Cδ,σ1,σ2,T only depends on δ, σ1, σ2 and T . +□ +Now, we may prove Lα,A is a sectorial operator and obtain the estimate of +pz ´ Lα,Aq´1. +Theorem 6.10. Given a matrix A satisfying the condition (3.2) and a constant +K ą 0 , there exists Sω,δ with ω, δ ą 0 s.t. for all z P Sω,δ +���pz ´ Lα,Aq´1 Y +��� +CγpR2q ď Cω,δ,σ1,σ2,T +|z| +∥Y ∥CγpR2q , +and +���pz ´ Lα,Aq´1 Y +��� +C1,γpR2q ď Cω,δ,σ1,σ2,T ∥Y ∥CγpR2q , +for all Y P CγpR2q X LppR2q with 1 ď p ď 2. + +50 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Proof. Since +Lα,AY pθq “ ´F´1LApξqFY , +the Fourier multiplier of pz ´ Lα,Aq´1 is pz ` LAq´1 and of +B +Bθi pz ´ Lα,Aq´1 is +ξi pz ` LAq´1. With (6.23) and (6.28), we obtain there exists Cω,δ,σ1,σ2,T s.t. +�pz ´ Lα,Aq´1 Y �CγpR2q ďCω,δ,σ1,σ2,T +|z| +�Y �CγpR2q, +(6.29) +�pz ´ Lα,Aq´1 Y �C1,γpR2q ďCω,δ,σ1,σ2,T �Y �CγpR2q. +(6.30) +Next, for +���pz ´ Lα,Aq´1 Y +��� +C0pR2q, set ϕpξq to be a smooth and radial cutting func- +tion with a compact support in B p1q and ϕpξq “ 1 in a neighborhood of ξ “ 0. +Then, +���pz ´ Lα,Aq´1 Y +��� +C0pR2q “ +���F´1 pz ` LAq´1 pξqFY +��� +C0pR2q +ď +���F´1 pz ` LAq´1 pξq p1 ´ ϕpξqq FY +��� +C0pR2q +` +���F´1 pz ` LAq´1 pξqϕpξqFY +��� +C0pR2q . +For the first term, since 1´ϕpξq “ 0 in a neighborhood of ξ “ 0 and |1 ´ ϕpξq| ď 1, +by Lemma 6.3, we obtain +���F´1 pz ` LAq´1 pξq p1 ´ ϕpξqq FY +��� +C0pR2q +ďC�F´1 pz ` LAq´1 pξq p1 ´ ϕpξqq FY �CγpR2q ď Cω,δ,σ1,σ2,T +|z| +�Y �CγpR2q. +For the second term, define the kernel +K0 pθq :“ F´1 pz ` LAq´1 pξqϕpξq, +so +���F´1 pz ` LAq´1 pξqϕpξqFY +��� +C0pR2q +“ ∥K0 ˚ Y ∥C0pR2q ď ∥K0∥L1pR2q ∥Y ∥C0pR2q . +Then, we estimate ∥K0∥L1, by Lemma B.2, we have +∥K0 pθq∥ ďCω,δ,σ1,σ2,T +|z| +1 +1 ` |θ|3 , +so +∥K0∥L1 ď Cω,δ,σ1,σ2,T +|z| +ż +R2 +1 +1 ` |θ|3 dθ ď Cω,δ,σ1,σ2,T +|z| +. +Therefore, +���F´1 pz ` LAq´1 pξqϕpξqFY +��� +C0pR2q ď Cω,δ,σ1,σ2,T +|z| +∥Y ∥C0pR2q , +so +���pz ´ Lα,Aq´1 Y +��� +CγpR2q ď Cω,δ,σ1,σ2,T +|z| +∥Y ∥CγpR2q . + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +51 +Similarly, for +��� B +Bθi pz ´ Lα,Aq´1 Y +��� +C0pR2q, we may use the above technique with the +kernel K1,i +K1,i pθq :“F´1ξi pz ` LAq´1 pξqϕpξq, +∥K1,j pθq∥ ďCω,δ,σ1,σ2,T +1 +1 ` |θ|4 +to obtain +���� +B +Bθi +pz ´ Lα,Aq´1 Y +���� +C0pR2q +ď Cω,δ,σ1,σ2,T ∥Y ∥C0pR2q . +Thus, +���pz ´ Lα,Aq´1 Y +��� +C1,γpR2q ď Cω,δ,σ1,σ2,T ∥Y ∥CγpR2q . +□ +Theorem 6.11. Given a matrix A in DAσ1,σ2, there exists Sω,δ with ω, δ ą 0 s.t. +for all z P Sω,δ +∥pz ´ Lα,Aq Y ∥CγpR2q ě Cω,δ,σ1,σ2,T |z| ∥Y ∥CγpR2q , +and +∥pz ´ Lα,Aq Y ∥CγpR2q ě Cω,δ,σ1,σ2,T ∥Y ∥C1,γpR2q , +for all compactly supported Y P C1,γ ` +R2˘ +. +Proof. Given Y P C1,γ with a compact support, by Theorem 6.5, W “ pz ´ Lα,Aq Y P +Cγ ` +R2˘ +X L2 ` +R2˘ +. Through Theorem 6.10, +∥W ∥CγpR2q ě Cp1q +ω,δ,σ1,σ2,T |z| +���pz ´ Lα,Aq´1 W +��� +CγpR2q “ Cp1q +ω,δ,σ1,σ2,T |z| ∥Y ∥CγpR2q +(6.31) +and +∥W ∥CγpR2q ě Cp2q +ω,δ,σ1,σ2,T �pz ´ Lα,Aq´1 W �C1,γpR2q “ Cp2q +ω,δ,σ1,σ2,T ∥Y ∥C1,γpR2q +(6.32) +□ +In each chart x +Xn pθq and Y n pθq, A is ∇Xn p0q and ρnY n is supported in V4R +(3.4). Lα,A will be used in Proposition 6.13 and 7.6. +Remark 6.12. Since +Apξ “ lim +hÑ0 +Xnphpξq ´ Xnp0q +h +, +it is clear that +|X|˚ ď |X|˝,n ď lim inf +ξÑ0 +|Xn pξq ´ Xn p0q| +|ξ| +ď +���Apξ +��� , +C ∥X∥C1,γpS2q ě ∥Xn∥C1pV4Rq ě lim sup +ξÑ0 +|Xn pξq ´ Xn p0q| +|ξ| +ě +���Apξ +��� . +Thus, we may set σ1 “ C ∥X∥C1,γpS2q , σ2 “ |X|˚ . + +52 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Next, set A0 “ ∇x +Xn p0q, so +A0 “ +» +– +2 +0 +0 +2 +0 +0 +fi +fl , +and +L0,A0Y pθq “ ´ +ż +R2 +B +Bηk +1 +4π |θ|W kdη, L0,A0 pξq “ |ξ| +8 I +Set Lpσq +A +“ p1 ´ σq L0,A0 ` σL0,A, which will be used in Proposition 7.6 , then +Lpσq +A Y pθq “ ´ 1 +8π +ż +R2 +B +Bηk +ˆ2 p1 ´ σq +|θ| +` +σ +|Aθ| +˙ +W kdη, +Lpσq +A pξq “|ξ| +4 +ˆ1 ´ σ +2 +` σ +|ξ| +det pBq |Uξ| +˙ +We just have to adapt the above theorems and their proofs. Finally, we obtain +Proposition 6.13. Given X P C1,γpS2q, and our Stereoghraphic projection charts +and the partition functions tx +Xn, ρnu with the radius R, set σ1 “ C ∥X∥C1,γpS2q, +σ2 “ |X|˚. There exists Sω,δ with ω, δ ą 0 s.t. in each chart x +Xn, for Y P C1,γpS2q, +we have the following inequalities: +(6.33) +∥pz ´ Lα,Aq ρnY n∥CγpR2q ě Cp1q +ω,δ,σ1,σ2,T |z| ∥ρnY n∥CγpR2q , +∥pz ´ Lα,Aq ρnY n∥CγpR2q ě Cp2q +ω,δ,σ1,σ2,T ∥ρnY n∥C1,γpR2q , +��� +´ +z ´ Lpσq +A +¯ +ρnY n +��� +CγpR2q ě Cp3q +ω,δ,σ1,σ2,T |z| ∥ρnY n∥CγpR2q , +��� +´ +z ´ Lpσq +A +¯ +ρnY n +��� +CγpR2q ě Cp4q +ω,δ,σ1,σ2,T ∥ρnY n∥C1,γpR2q , +where A “ ∇Xn p0q, and σ, α P p0, 1q. +6.3. Some estimates for etLA. We have two ways of representing the semigroup +e´tLA. One is by the Dunford integral +etLA “ +1 +2πi +ż +ω`γr,η +etz pz ` LAq´1 dz, +(6.34) +where r ą 0, δ ă η ă π +2 and the curve γr,η “ tz P C : |argz| “ π ´ η, |z| ě ru X tz P +C : |argz| ď π ´ η, |z| “ ru. The other is through Fourier transform, +etLAf pθq :“ F´1 ” +e´tLApξqFrfs pξq +ı +pθq “ +ż +R2 KA pt, θ ´ ηq f pηq dη, +where KA pt, θq “ F´1 “ +e´tLApξq‰ +pθq. +Proposition 6.14. Given 0 ď t0 ď t ď T and 0 ď β´α ă 1 +2, we have the following +estimates: +}ept´t0qLAfpt0q}CβpR2q ď +C +pt ´ t0qβ´α }fpt0q}CαpR2q, +}ept´t0qLAfpt0q}L2pt0,T ;CβpR2qq ď C}fpt0q}CαpR2q, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +53 +Proof. By (6.34), Theorem 6.10 and 0 ď t ´ t0 ď T , we have +���ept´t0qLAfpt0q +��� +CαpR2q “ +����� +1 +2πi +ż +ω`γr,η +ept´t0qz pz ` LAq´1 fpt0qdz +����� +CαpR2q +ď Cω,δ,σ1,σ2,T ∥fpt0q∥CαpR2q +ż +ω`γr,η +���ept´t0qz��� 1 +|z|d |z| +ď Cω,δ,σ1,σ2,T ∥fpt0q∥CαpR2q +ż +pt´t0qpω`γr,ηq +|ez| 1 +|z|d |z| +ď Cω,δ,σ1,σ2,T ,T ∥fpt0q∥CαpR2q , +and +���ept´t0qLAfpt0q +��� +C1,αpR2q ď Cω,δ,σ1,σ2,T ∥fpt0q∥CαpR2q +ż +ω`γr,η +���ept´t0qz��� d |z| +ď Cω,δ,σ1,σ2,T +t ´ t0 +∥fpt0q∥CαpR2q +ż +pt´t0qpω`γr,ηq +|ez| d |z| +ď Cω,δ,σ1,σ2,T ,T +t ´ t0 +∥fpt0q∥CαpR2q . +Then, by interpolation theorem, we obtain +���ept´t0qLAfpt0q +��� +CβpR2q ď Cω,δ,σ1,σ2,T ,T,β´α +pt ´ t0qβ´α +∥fpt0q∥CαpR2q , +so +}ept´t0qLAfpt0q}L2pt0,T ;CβpR2qq ď Cω,δ,σ1,σ2,T ,T,β´α}fpt0q}CαpR2q. +□ +Proposition 6.15. Given 0 ď t0 ď t ď T and 0 ď α ă 1, we have the following +estimates: +���� +ż t +t0 +ept´sqLAfpsqds +���� +C1,αpR2q +ď C sup +t0ďsďt }fpsq}CαpR2q, +���� +ż t +t0 +ept´sqLAfpsqds +���� +L2pt0,T ;C1,αpR2qq +ď C}f}L2pt0,T ;CαpR2qq. +Proof. First, define u as +upt, t0, θq :“ urfs pθq“ +ż t +t0 +ept´sqLAfps, θqds “ +ż t +t0 +ż +R2KApt´s, θ´ηqfps, ηqdηds. +Since tLA pξq “ LA ptξq, +KApt ´ s, x ´ yq “ +1 +pt ´ sq2 KA +ˆ +1, θ ´ η +t ´ s +˙ +. + +54 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +By (B.48) in Lemma B.3, +|upt, t0, θq| “ +����� +ż t +t0 +ż +R2 +1 +pt ´ sq2 KA +ˆ +1, θ ´ η +t ´ s +˙ +fps, ηqdηds +����� +ď +ż t +t0 +ż +R2 +1 +pt ´ sq2 +C +1 ` +��� θ´η +t´s +��� +3 |fps, ηq| dηds +ďC ∥f∥C0 +ż t +t0 +ż +R2 +1 +1 ` |θ ´ η|3 dηds ď C ∥f∥C0 T. +Next, we assume f ps, θq “ 0 when s ă t0, so +Bu +Bθi +“ +ż t +t0 +ż +R2 +1 +pt ´ sq3 +BKA +Bθi +ˆ +1, θ ´ η +t ´ s +˙ +fps, ηqdηds +“ +ż t +´8 +ż +R2 +1 +pt ´ sq3 +BKA +Bθi +ˆ +1, θ ´ η +t ´ s +˙ +fps, ηqdηds. +Through (B.49), +ż +R2 +1 +pt ´ sq3 +BKA +Bθi +ˆ +1, θ ´ η +t ´ s +˙ +fps, ηqdη +“ +ż +R2 +1 +pt ´ sq3 +BKA +Bθi +ˆ +1, θ ´ η +t ´ s +˙ +pfps, ηq ´ f ps, θqq dη, +and +����� +ż +R2 +1 +pt ´ sq3 +BKA +Bθi +ˆ +1, θ ´ η +t ´ s +˙ +pfps, ηq ´ f ps, θqq dη +����� +ď +1 +pt ´ sq3 +ż +R2 +|fps, ηq ´ f ps, θq| +1 ` +��� θ´η +t´s +��� +4 +dη +ď C�f ps, ¨q�Cα +1 +pt ´ sq3 +ż +R2 +|θ ´ η|α +1 ` +��� θ´η +t´s +��� +4 dη +“ C�f ps, ¨q�Cα +1 +pt ´ sq1´α +ż +R2 +|θ ´ η|α +1 ` |θ ´ η|4 dη +“ C�f ps, ¨q�Cα +1 +pt ´ sq1´α . +By Lemma B.5, for all m ď t, we obtain +����� +ż t +m +ż +R2 +1 +pt ´ sq3 +BKA +Bθi +ˆ +1, θ ´ η +t ´ s +˙ +fps, ηqdηds +����� +ďC +ż t +m +�f ps, ¨q�Cα +1 +pt ´ sq1´α ds ď C pt ´ mqα Ml r�f ps, ¨q�Cαs ptq , +so set m “ 0, +���� +Bu +Bθi +pt, t0, θq +���� ď CT αMl r�f ps, ¨q�Cαs ptq . + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +55 +For � Bu +Bθi �Cα, we first compute +B2 +BθiBθj +ż M +´8 +ż +R2KApt ´ s, θ ´ ηqfps, ηqdηds +“ +ż M +8 +ż +R2 +1 +pt ´ sq4 +B2KA +BθiBj +ˆ +1, θ ´ η +t ´ s +˙ +fps, ηqdηds, +where M ă t. Then, by (B.50) and Lemma B.5, we have +����� +ż +R2 +1 +pt´sq4 +B2KA +BθiBj +´ +1, θ ´ η +t´s +¯ +fps, ηqdη +����� ď C�f ps, ¨q�Cα +1 +pt´sq2´α +ż +R2 +|θ´η|α +1`|θ´η|4 dη +ď C�f ps, ¨q�Cα +1 +pt ´ sq2´α . +and +����� +B2 +BθiBθj +ż M +´8 +ż +R2 KApt ´ s, θ ´ ηqfps, ηqdηds +����� ď C pt ´ Mqα´1 Ml r�f ps, ¨q�Cαs ptq . +When |θ ´ η| “ 1, we set a cutting function φpsq s.t. φpsq “ 1 on r´8, ´2s and +φpsq “ 0 on r´1, 8s, and define φptqpsq “ φps ´ tq. We obtain +���� +Bu +Bθi +pt, t0, θq ´ Bu +Bηi +pt, t0, ηq +���� “ +���� +Bu +Bθi +rfspθq ´ Bu +Bηi +rfspηq +���� +ď +���� +Bu +Bθi +rφptqfspθq ´ Bu +Bηi +rφptqfspηq +����` +���� +Bu +Bθi +rp1´φptqqfspθq +����` +���� +Bu +Bηi +rp1´φptqqfspηq +���� +ď Cpt´Mqα´1Ml +“ +�φptqfps, ¨q�Cα‰ +ptq` Cpt´mqαMl +“ +�p1´φptqqfps, ¨q�Cα‰ +ptq, +where M “ t ´ 1 and m “ t ´ 2. Therefore, since 0 ď φ ď 1 and �f ps, ¨q�Cα ě 0, +���� +Bu +Bθi +pt, t0, θq ´ Bu +Bηi +pt, t0, ηq +���� ď CMl r�f ps, ¨q�Cαs ptq . +When ρ “ |θ ´ η| ‰ 1, we define uρ pt, t0, θq “ 1 +ρu pρt, ρt0, ρθq , f ρ pt, θq “ f pρt, ρθq +and ¯θ “ θ +ρ , ¯η “ η +ρ , ¯t “ t +ρ, ¯t0 “ t0 +ρ . We have +Buρ +Bt pt, θq “LAuρ pt, θq ` f ρ pt, θq , +Buρ +Bθi +pt, θq “ Bu +Bθi +pρt, ρθq , +so +ˇˇˇ Bu +Bθi +pt, t0, θq´ Bu +Bηi +pt, t0, ηq +ˇˇˇ“ +ˇˇˇBuρ +B¯θi +p¯t, ¯t0, ¯θq´ Buρ +B¯ηi +p¯t, ¯t0, ¯ηq +ˇˇˇďCMlr�f ρ p¯s, ¨q�Cαsptq. +Since �f ρ�Cα p¯sq “ ρα�f�Cα pρ¯sq, +Ml +“ +�f ρ p¯s, ¨q�Cα‰ +p¯tq “ sup +¯rą0 +1 +¯r +ż ¯t +¯t´¯r +�f ρ�Cα p¯sq d¯s “ ρα sup +¯rą0 +1 +¯r +ż ¯t +¯t´¯r +�f�Cα pρ¯sq d¯s +“ρα sup +rą0 +1 +r +ż t +t´r +�f�Cα psq ds “ ραMl r�f ps, ¨q�Cαs ptq . + +56 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Hence, +���� +Bu +Bθi +pt, t0, θq ´ Bu +Bηi +pt, t0, ηq +���� ď CMl r�f ps, ¨q�Cαs ptq |θ ´ η|α , +and by the Hardy-Littlewood maximal function theorem, for all 1 ď p ď 8 +���∥u∥CγpR2q +��� +Lppt0,T q ď +���C ∥f∥C0pR2q ` CMl +“ +�f ps, ¨q�CαpR2q +‰ +ptq +��� +Lppt0,T q +ďC +���∥f∥C0pR2q +��� +Lppt0,T q ` C +��Ml +“ +�f ps, ¨q�CαpR2q +‰ +ptq +�� +Lppt0,T q +ďC +���∥f∥C0pR2q +��� +Lppt0,T q ` C +���f pt, ¨q�CαpR2q +�� +Lppt0,T q +ďC +���∥f∥CγpR2q +��� +Lppt0,T q . +□ +7. Local well-posedness +We write the Peskin problem as an evolution equation +(7.1) +BX +Bt “ FpXq, +t ą 0, +Xp0q “ X0, +where FpXq is given in (4.2). We will make use of Theorem 8.4.1 in [35]: +Theorem 7.1. Let E1 Ă E0 Ă E be Banach spaces and let 0 ă σ ă 1. Given +T ą 0, open set O1 Ă E1 and a function +F : r0, T s ˆ O1 ÞÑ E0, +pt, uq ÞÑ Fpt, uq +such that F and Fu are continuous in r0, T s ˆ O1. If for every p¯t, ¯uq P r0, T s ˆ O1 +we have Fup¯t, ¯uq : E1 ÞÑ E0 is the part of a sectorial operator S : DpSq Ă E ÞÑ E +with DSpσq » E0 and DSpσ ` 1q » E1, then for every ¯t P r0, ts and ¯u P O1 there +are δ ą 0, r ą 0 such that if t0 P r0, T q, |t0 ´ ¯t| ď δ, and }u0 ´ ¯u} ď r then the +problem +v1ptq “ Fpt, vptqq, +t0 ď t ď t0 ` δ, +vpt0q “ u0, +has a unique solution v P Cprt0, t0 ` δs; E1q X C1prt0; t0 ` δs; E0q. +Then, our main result is the following Theorem: +Theorem 7.2. Consider the 3D Peskin problem (7.1) with initial data satisfying +X0 P h1,γpS2q, |X0|˚ ą 0, and T P C3 such that T ą 0, dT {dλ ě 0. Then, there +exists some time T ą 0 such that (7.1) has a unique solution X, +X P Cpr0, T s; h1,γpS2qq X C1pr0, T s; hγpS2qq. +Proof. Let Om “ tY P h1,γpS2q : |Y |˚ ě m ą 0u, E1 “ h1,γpS2q, E0 “ hγpS2q, and +E “ hαpS2q, with 0 ă α ă γ. Define the operator S as the linearization of F (4.3) +around X0: +SpX0qY :“ BXFpX0qY “ d +dεFpX0 ` εY q|ε“0. +Since X0 P Om is arbitrary, we can study the Gˆateaux derivative of F at any +X P Om, which is given by +(7.2) +SpXqY “ S1pXqY ` S2pXqY , + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +57 +with +S1pXqY “ ´ +ż +S2 ∇S2GpXppxq ´ Xppyqq¨ +ˆ d +dε +´ +T p|∇S2pXppyq ` εY ppyqq|qp∇S2pX ` εY qqppyq +¯ +|ε“0dpy, +S2pXqY “ ´ +ż +S2∇S2 d +dε +´ +GpXppxq´Xppyq`εpY ppxq ´ Y ppyqqq +¯ˇˇˇ +ε“0¨ +ˆ T p|∇S2Xppyq|q∇S2Xppyqdpy. +It remains to check that the hypothesis of Theorem 7.1 are satisfied, which follow +from Propositions 7.3, 7.4, and 7.6 below. +□ +Proposition 7.3. If m ą 0 and γ P p0, 1q, T P C2, then F (4.3) is a continuous +map from Om Ă h1,γpS2q to hγpS2q. +Proof. Given that FpXq “ NpXqpT p|∇S2X|q∇S2Xq (4.5), we apply Proposition +5.5 to obtain that +}FpXq}CγpS2q ď C +1 +|X|˚ +´ +1 ` +´}∇S2X}C0pS2q +|X˚| +¯2¯ +}T p|∇S2Xq|q∇S2Xq}CγpS2q, +hence recalling the expression for T (4.4), the bound above yields that +(7.3) +}FpXq}CγpS2q ď Cp|X|˚, }∇S2X}C0pS2q, }T }C1q}∇S2X}CγpS2q. +We have thus proved that F maps C1,γpS2q to CγpS2q. We need to show that +it also maps h1,γpS2q to hγpS2q. Having the estimate (7.3), it suffices to show that +if X P h1,γpS2q, then FpXq P hγpS2q. Since hk,γpS2q is the completion of Ck,γpS2q +in any Ck,αpS2q with 0 ă γ ă α ă 1, k ě 0, let X P h1,γpS2q, and tXmum a +sequence Xm P C1,αpS2q, α ą γ, such that Xm Ñ X in C1,γpS2q. It is clear that +the previous estimate (7.3) also holds replacing γ by α, thus FpXmq P Cα. We +conclude that FpXq P hγpS2q by showing that +(7.4) +}FpXmq ´ FpXq}CγpS2q ď C}Xm ´ X}C1,γpS2q. +The estimate will follow from the previous ones by writing FpXmq ´ FpXq as +follows: +(7.5) +FpXmqppxq ´ FpXqppxq “ ∆1ppxq ` ∆2ppxq, +with +∆1ppxq “ ´ +ż +S2∇S2GpXmppxq´Xmppyqq¨ +ˆ +` +T p∇S2Xmppyqq∇S2Xmppyq´T p∇S2Xppyqq∇S2Xppyq +˘ +dpy, +∆2ppxq “ +ż +S2∇S2 +´ +GpXmppxq´Xmppyqq´GpXppxq´Xppyqq +¯ +¨ +ˆ T p∇S2Xppyqq∇S2Xppyqdpy, + +58 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where both terms have kernels given by a derivative. The first term has thus already +been treated, +(7.6) +}∆1}CγpS2q +ď Cp}∇S2Xm}C0pS2q, |Xm|˚q}T p∇S2Xmq∇S2Xm´T p∇S2Xq∇S2X}CγpS2q +ďCp}∇S2Xm}C0pS2q, |Xm|˚, }∇S2X}C0pS2q, |X|˚, }T }C2q +´ +}∇S2pXm´Xq}CγpS2q +` p}∇S2X}CγpS2q ` }∇S2Xm}CγpS2qq}∇S2pXm ´ Xq}C0pS2q +¯ +, +while the second one can be estimated in a similar manner by noticing that one +can always extract Xm ´ X from the difference of kernels. Consider for example +the kernel q1 +k,l (4.7), +q1 +k,lppx, pyq “ ´ 1 +8π +δ pyXippxq +|δ pyXppxq|3 ∇S2Xippyqδk,l. +We can write +1 +8π +δ pyXm +i ppxq +|δ pyXmppxq|3 ∇S2Xm +i ppyqδk,l ´ 1 +8π +δ pyXippxq +|δ pyXppxq|3 ∇S2Xippyqδk,l +“ 1 +8π +δ pypXm +i ´ Xiqppxq∇S2Xm +i ppyq +|δ pyXmppxq|3 +` 1 +8π +δ pyXippxq∇S2pXm +i ´ Xiqppyq +|δ pyXmppxq|3 +` 1 +8π δ pyXippxq∇S2Xippyq +´ +1 +|δ pyXmppxq|3 ´ +1 +|δ pyXppxq|3 +¯ +. +Therefore, it holds that +}∆2}CγpS2q ď Cp}∇S2X}C0pS2q, |X|˚, }∇S2Xm}C0pS2q, |Xm|˚, }T }C1q +ˆ }∇S2X}CγpS2q}∇S2pXm ´ Xq}C0pS2q, +which together with (7.6) proves (7.4). +□ +Proposition 7.4. If m ą 0 and γ P p0, 1q, T P C3, then the Gˆateaux derivative of +F at any X P Om Ă h1,γpS2q (7.2) is continuous and maps h1,γpS2q to hγpS2q. +Proof. The first term S1pXqY in the Gˆateaux derivative of F (7.2) is given in +terms of the operator NpXq (4.5), +(7.7) +S1pXqY ppxq “ NpXqpTSp∇S2Xq∇S2Y qppxq, +with TS given by +(7.8) +TSp∇S2Xq“ T p|∇S2X|q +|∇S2X| +` +´ +T 1p|∇S2X|q´ T p|∇S2X|q +|∇S2X| +¯∇S2X b ∇S2X +|∇S2X|2 +, +and, in index notation, +pTSp∇S2Xq∇S2Y ql,i “ T p|∇S2X|q +|∇S2X| +p∇S2Y ql,i +` +´ +T 1p|∇S2X|q´ T p|∇S2X|q +|∇S2X| +¯p∇S2Xql,ip∇S2Xqq,m +|∇S2X|2 +p∇S2Y qq,m. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +59 +Proposition 5.5 then gives that +(7.9) +}S1pXqY }CγpS2q ď Cp|X|˚, }∇S2X}C0pS2qq}TSp∇S2Xq∇S2Y }CγpSq +ď Cp|X|˚, }∇S2X}C0pS2q, }T }C1q}∇S2Y }CγpSq +` Cp|X|˚, }∇S2X}C0pS2q, }T }C2q}∇S2X}CγpS2q}∇S2Y }C0pSq. +We proceed with S2pXqY , +S2pXqY “ S2,1pXqY ` S2,2pXqY , +pS2,jpXqY qkppxq “ +ż +S2 Qj +k,lppx, pyq ¨ pT p∇S2Xq∇S2Xlppyq ´ Clqdpy, +where we define the kernels +Qj +k,lppx, pyq “ ∇S2 d +dε +´ +GjpXppxq ´ Xppyq ` εpY ppxq ´ Y ppyqqq +¯ˇˇˇ +ε“0. +Taking the derivatives we see that +Qj +k,lppx, pyq “ ∇S2 +´ B +Bxi +GjpXppxq ´ XppyqqpYippxq ´ Yippyqq +¯ +“ ´ B +Bxl +B +Bxi +GjpXppxq ´ Xppyqq∇S2XlppyqpYippxq ´ Yippyqq +´ B +Bxi +GjpXppxq ´ Xppyqq∇S2Yippyq, +hence we have the following bound, similarly as in (5.1) +|Qj +k,lppx, pyq| ď C +´ |∇S2Y ppyq| +|∆ pyXppxq|2 ` |∇S2Xppyq||∆ pyY ppxq| +|∆ pyXppxq|3 +¯ +ď C }∇S2Y }C0pS2q +|X|2˚ +´ +1 ` }∇S2X}C0pS2q +|X|˚ +¯ +1 +|px ´ py|2 . +Therefore, +|S2,jpXqY ppxq|ďC }T p∇S2Xq∇S2X}CγpS2q +|X|2˚ +´ +1` }∇S2X}C0pS2q +|X|˚ +¯ +}∇S2Y }C0pS2q, +hence +|S2,jpXqY ppxq| ď Cp|X|˚, }∇S2X}C0pS2q, }T }C1q}∇S2X}CγpS2q}∇S2Y }C0pS2q. +Given that the kernels Qj +k,l are also a derivative, the estimate of the H¨older semi- +norm follows the same steps as in Proposition 5.5. In fact, performing the splitting +as in (5.9), we find that +rS2,jpXqY sCγpS2q +ď C }T p∇S2Xq∇S2X}CγpS2q +|X|2˚ +´ +1 ` +´}∇S2X}C0pS2q +|X˚| +¯2¯ +}∇S2Y }C0pS2q, +thus +(7.10) +}S2pXqY }CγpS2q ď Cp|X|˚, }∇S2X}C0pS2q, }T }C1q}∇S2X}CγpS2q}∇S2Y }C0pS2q. + +60 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Together with (7.9), this shows that SpXq maps C1,γpS2q to CγpS2q, +}SpXqY }CγpS2q ď Cp|X|˚, }∇S2X}C0pS2q, }T }C2q}∇S2X}CγpS2q}∇S2Y }C0pS2q +` Cp|X|˚, }∇S2X}C0pS2q, }T }C1q}∇S2Y }CγpSq +ď Cp|X|˚ , }∇S2X}CγpS2q, }T }C2q ∥∇S2Y ∥CγpS2q . +(7.11) +We are left to show that SpXq also maps h1,γpS2q to hγpS2q and that it is +continuous with respect to X. +We follow the lines below (7.3). +It suffices to +show that if Y P h1,γpS2q, then SpXqY P hγpS2q. Let Y P h1,γpS2q, and tY mum a +sequence Y m P C1,αpS2q, α ą γ, such that Y m Ñ Y in C1,γpS2q. Since SpXqY m P +CαpS2q, we conclude that SpXqY P hγpS2q by showing that +}SpXqY m ´ SpXqY }CγpS2q ď C}Y m ´ Y }C1,γpS2q. +But since we are dealing with a linear operator, the estimate is trivially satisfied +from (7.11). That the Gˆateaux derivative is continuous in X follows along the lines +below (7.4). In fact, +` +SpX1q ´ SpX2q +˘ +Y “ pS1pX1q ´ S1pX2qqY ` pS2pX1q ´ S2pX2qqY , +and we decompose each Sj as in (7.5). Then, it is not hard to see that the following +bound holds +}pSpX2q ´ SpX1qqY }CγpS2q +ď Cp}∇S2X1}C0pS2q, |X1|˚, }∇S2X2}C0pS2q, |X2|˚, }T }C3q +ˆ +´ +}∇S2Y }CγpS2q}∇S2pX1 ´ X2q}CγpS2q +` }∇S2Y }C0pS2q}∇S2pX1 ´ X2q}C0pS2qp}∇S2X1}CγpS2q ` }∇S2X2}CγpS2qq +¯ +. +□ +Proposition 7.5. Consider the linear operator SpXq : C1,γpS2q Ñ CγpS2q defined +in (7.2) with X P C1,γpS2q, T P C2, T ą 0, dT {dλ ě 0. Then, there exists a sector +such that for all z in the sector +}z ´ SpXqY }CγpS2q ě Cp}Y }C1,γpS2q ` |z|}Y }CγpS2qq, +where the constant C depends only on the sector, γ, the norms }X}C1,γpS2q and +}T }C2, and the arc-chord condition |X|˚. +Proof. From (7.2), we have +(7.12) +}pz ´ SpXqqY }CγpS2q ě }pz ´ S1pXqqY }CγpS2q ´ }S2pXqY }CγpS2q, +and using (7.10) we obtain that +(7.13) +}pz ´ SpXqqY }CγpS2q ě }pz ´ S1pXqqY }CγpS2q ´ C ∥∇S2Y ∥C0pS2q . +We use the notation (7.8). Then, we can write S1pXq (7.7) as +(7.14) +S1pXqY ppxq “ ´ +ż +S2 ∇S2GpXppxq ´ Xppyqq ¨ pTSp∇S2Xppyqq∇S2Y ppyq ´ Cqdpy. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +61 +Next, we introduce the partition of unity ρn (see Section 3.4) to write +S1pXqY ppxq “ +ÿ +n +S1pXq pρnY q ppxq +“´ +ÿ +n +ż +S2∇S2GpXppxq´Xppyqq¨pTSp∇S2Xppyqq∇S2pρnY qppyq´Cnqdpy, +where now we will choose Cn “ 0 or Cn “ TSp∇S2Xppxqq∇S2pρnY qppxq. We will +extensively use that +(7.15) +supp ρn Ă Bpxn,2R X S2. +We notice that +ρnppxqzY ppxq ´ S1pXqpρnY qppxq “ ρnppxq +´ +zY ppxq ´ S1pXqY ppxq +¯ +` +´ +ρnppxqS1pXqY ´ S1pXqpρnY qppxq +¯ +, +hence +2}ρn}CγpS2q}pz ´ S1pXqqY }CγpS2q ě }ρn +´ +zY ´ S1pXqY +¯ +}CγpS2q +ě }zρnY ´ S1pXqpρnY q}CγpS2q ´ }ρnS1pXqY ´ S1pXqpρnY q}CγpS2q, +and summing in n we obtain +(7.16) +}pz ´ S1pXqqY }CγpS2q ě C +ÿ +n +p}I1 +n}CγpS2q ´ }I2 +n}CγpS2qq, +where +(7.17) +I1 +n “ zρnY ´ S1pXqpρnY q, +I2 +n “ ρnS1pXqY ´ S1pXqpρnY q. +Recalling that S1pXq is given in terms of NpXq (7.7), we split I2 +n further: +I2 +n “ rρn, NpXqspTSp∇S2Xq∇S2Y q ` NpXq +` +Tsp∇S2XqY b ∇S2ρn +˘ +, +and by Proposition 5.5 and Lemma 5.9, +}I2 +n}CγpS2q ď Cp|X|˚, }∇S2X}C0pS2qq +´ +}∇S2ρn}C0pS2q}TSp∇S2Xq∇S2Y }C0pS2q +` }Tsp∇S2XqY b ∇S2ρn}CγpS2q +¯ +. +Therefore, +}I2 +n}CγpS2q ď Cp|X|˚, }∇S2X}C0pS2q, }T }C2q}∇S2ρn}CγpS2q +ˆ p}∇S2X}CγpS2q}Y }CγpS2q`}∇S2Y }C0pS2qq. +We proceed to deal with the term I1 +n (7.17). We introduce the cutoff (5.14) so that +(7.18) +}I1 +n}CγpS2q ě }zρnY ´pρnS1pXqpρnY q}CγpS2q´ }p1 ´ pρnqS1pXqpρnY q}CγpS2q +“ }I1,1 +n }CγpS2q ´ }I1,2 +n }CγpS2q. +The last term will be smoother because the integral is not singular. In fact, recalling +again the expression of S1pXq in terms of NpXq (7.7), we use Proposition 5.7 to +obtain +}I1,2 +n }CγpS2q ď CpR, |X|˚, }∇S2X}C0pS2qq}TSp∇S2Xq∇S2pρnY q}C0pS2q +ď CpR, |X|˚, }∇S2X}C0pS2q, }T }C1q}∇S2pρnY q}C0pS2q. + +62 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Although the constant in the bound above (5.16) becomes large for R small, it will +suffice since it is lower order in terms of regularity for Y . +Next, we proceed to estimate I1,1 +n +(7.18). We can decompose further by intro- +ducing the frozen-coefficient linear operator. We denote by x +Xn the stereographic +projection centered at pxn, i.e. pxn “ x +Xnp0q, and Xnpθq “ Xpx +Xnpθqq (see Section +3.4). Recalling (7.7) and (4.10), (4.17), we have +(7.19) +}I1,1 +n }CγpS2q ě C}zρnY n ´ pρnNpXqpTSp∇S2Xq∇S2pρnY qqn}CγpR2q, +and +I1,1 +n pθq “ zρnpθqY npθq ´ pρnpθqNpXqpTSp∇S2Xq∇S2pρnY qqnpθq +“ J3 ` J4 ` J5 ` J6, +with +J3 “ zρnpθqY npθq ´ LApρnY nqpθq, +J4 “ pρnpθqrMpAq ´ NpXqspTSp∇S2Xq∇S2pρnY qqnpθq +“ pρnpθqrMpAq ´ Mp∇Xnq ´ RnpXnqspTSp∇S2Xq∇S2pρnY qqnpθq, +J5 “ pρnpθq +´ +LApρnY nqpθq ´ MpAqpTSp∇S2Xqq∇S2pρnY q +˘ +npθq +¯ +, +J6 “ p1 ´ pρnpθqqLApρnY nqpθq, +where we denote A the constant matrix A “ ∇Xnp0q, Mp∇Xnq is defined in +(4.14), RpXnq in (4.18), LA in (4.32), pxn “ x +Xnp0q. The bound for J6 follows from +Lemma 5.8 together with Remark 6.12, +}J6}C1pR2q ď CpR, |X|˚, }∇S2X}C0pS2qq}TFpAq∇pρnY nq}C0pR2q, +thus, +(7.20) +}J6}C1pR2q ď CpR, |X|˚, }∇S2X}C0pS2q, }T }C1q}∇S2pρnY q}C0pS2q. +Next, Lemma 5.10 with Z “ TSp∇S2Xq∇S2pρnY q provides the following bound for +J4: +}J4}CγpR2q +ď Cp|X|˚, }∇S2X}C0pS2qq +` +p1 ` }∇S2X}CγpS2qq}TSp∇S2Xq∇S2pρnY q}C0pS2q +` εpRq}TSp∇S2Xq∇S2pρnY q}CγpS2q +˘ +, +where εpRq Ñ 0 as R Ñ 0. Thus, +}J4}CγpR2q ď Cp|X|˚, }∇S2X}C0pS2q, }T }C2q +´ +εpRq}∇S2pρnY q}CγpS2q +` p1 ` }∇S2X}CγpS2qq}∇S2pρnY q}C0pS2q +¯ +. +We proceed with J5. Recalling the expression for TS (7.8), we have +pTSp∇S2Xq∇S2pρnY qqn,lipηq “ pTSp∇S2Xq∇S2pρnY q ˝ x +Xnql,ipηq +“ pdetppgpηqqq´ 1 +2 B +Bηr +pρnYn,qqpηqB p +Xm +Bηr +pηq +´T pλnpηqq +λnpηq +δlqδim +` +` +T 1pλnpηqq ´ T pλnpηq +λnpηq +˘ +BXn,l +Bηj pηq Bx +Xi +Bηj pηq BXn,q +Bηp pηq Bx +Xm +Bηp pηq +pλnpηqq2detppgpηqq +¯ +, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +63 +with λnpηq given in (2.14). Substituting into (4.14), +(7.21) +pMpAqpTSp∇S2Xq∇S2pρnY qqnqkpθq +“ ´ +ż +R2 mm,k,lpθ, ηq B p +Xi +Bηm +pηqpTSp∇S2Xpηqq∇S2pρnY nqpηqql,idη1dη2 +“ ´ +ż +R2 mi,k,lpθ, ηqp ˜TSqipqlpηq B +Bηp +pρnYn,qqpηqdη1dη2 +“ ˜ +MpAqp ˜TS∇pρnY nqqpθq, +where we denote +(7.22) +p ˜TSp∇Xqqipqlpηq“ T pλnpηqq +λnpηq +δpiδql` +` +T 1pλnpηqq´ T pλnpηq +λnpηqq +˘ +BXn,l +Bηi pηq BXl,q +Bηp pηq +pλnpηqq2a +detppgpηqq +. +Thus we can write +J5 “ pρnpθq ˜ +MpAqppTF pAq ´ ˜TSp∇Xqq∇pρnY nqqpθq. +Proposition 5.3 with Lemma 6.12 gives that +}J5}CγpR2q ďCp|X˚, }∇S2X}C0pS2qq}pTF pAq ´ ˜TSp∇Xqq∇pρnY nq}CγpR2q, +and since TF pAq “ ˜TSp∇Xp0qqp0q, we obtain +}J5}CγpR2q ď Cp|X˚, }∇S2X}C0pS2q, }T }C2q +´ +εpRq}∇S2pρnY q}CγpS2q +` }∇S2X}CγpS2q}∇S2pρnY q}C0pS2q +¯ +. +Then, we continue from (7.19), +}I1,1 +n }CγpS2q ě }J3 +n}CγpR2q ´ }J4 +n}CγpR2q ´ }J5 +n}CγpR2q ´ }J6 +n}CγpR2q, +so inserting back the bounds for J4 +n, J5 +n, and J6 +n, we have that +}I1,1 +n }CγpS2q ě }J3 +n}CγpR2q +´ Cp|X|˚, }∇S2X}C0pS2qqεpRq}∇S2pρnY q}CγpS2q +´ Cp|X|˚, }∇S2X}C0pS2qq}∇S2X}CγpS2q}∇S2pρnY q}C0pS2q +´ CpR, |X|˚, }∇S2X}C0pS2qq}∇S2pρnY q}C0pS2q. +Then, we use the frozen-coefficient estimate in Proposition 6.13 for J3 +n (7.19). We +first interpolate the inequalities in Theorem 6.11 to control the lower-order terms, +J3 +n “ pz ´ LAqpρnY nqpθq, +(7.23) +}J3 +n}CγpR2q ě C|z|}ρnY n}CγpR2q ` C}ρnY n}C1,γpR2q ` C|z|1´σ}ρnY n}Cγ`σpR2q, +where σ P r0, 1s is chosen so that 1 ă γ ` σ ă 1 ` γ. Therefore, we have +}I1,1 +n }CγpR2q ě C|z|}ρnY }CγpS2q ` C}ρnY }C1,γpS2q ` C|z|1´σ}ρnY }Cγ`σpS2q +´ Cp|X|˚, }∇S2X}C0pS2qqεpRq}∇S2pρnY q}CγpS2q +´ Cp|X|˚, }∇S2X}C0pS2qq}∇S2X}CγpS2q}∇S2pρnY q}C0pS2q +´ CpR, |X|˚, }∇S2X}C0pS2qq}∇S2pρnY q}C0pS2q. + +64 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +and taking R small enough, +(7.24) +}I1,1 +n }CγpR2q ě C|z|}ρnY }CγpS2q ` C}ρnY }C1,γpS2q ` C|z|1´σ}ρnY }Cγ`σpS2q +´ CpR, |X|˚, }∇S2X}CγpS2qq}∇S2pρnY q}C0pS2q. +Next, we go back to (7.16) and substitute the above bound together with (5.17) +and (7.24), +}pz ´ S1pXqqY }CγpS2q +ě +ÿ +n +´ +C|z|}ρnY }CγpS2q ` C}ρnY }C1,γpS2q ` C|z|1´σ}ρnY }Cγ`σpS2q +¯ +´ CpR, |X|˚, }∇S2X}CγpS2qq}∇S2Y }C0pS2q +´ Cp|X|˚, }∇S2X}CγpS2qq}∇S2ρn}CγpS2qp}Y }CγpS2q ` }∇S2Y }C0pS2qq. +Plugging this inequality in (7.13), and then using the triangle inequality and the +fact that Cα ãÑ Cβ for α ě β, we obtain +}pz ´ SpXqqY }CγpS2q ě C|z|}Y }CγpS2q ` C}Y }C1,γpS2q ` C|z|1´σ}Y }Cγ`σpS2q +´ CpR, |X|˚, }∇S2X}CγpS2qq}Y }Cγ`σpS2q. +Finally, by moving the sector if necessary to make |z| big, we conclude the result +}pz ´ SpXqqY }CγpS2q ě C|z|}Y }CγpS2q ` C}Y }C1,γpS2q. +□ +Proposition 7.6. The Gˆateaux derivative of F at any X P Om, SpXq (7.2), +generates an analytic semigroup on the space h0,γpS2q. +Proof. We need to prove that the operator SpXq is sectorial, i.e., that there exists +a sector such that for any z in the sector +}pz ´ SpXqq´1Y }hγpS2q ď C +|z|}Y }hγpS2q. +Since the norm on little H¨older spaces hγpS2q is the same as in the usual H¨older +spaces CγpS2q, from the previous Proposition 7.5 we are left to prove that the +operator pz ´ SpXqq is invertible from hγpS2q to h1,γpS2q for any z in the sector. +Similarly as we did in Section 6, define the following family of operators SαpXq, +α P r0, 1s, +SαpXqY ppxq +“ ´α +ż +S2∇S2 +´ +G1pXppxq´Xppyqq`αG2pXppxq´Xppyqq +¯ +¨pTSp∇S2Xq∇S2Y ppyqqdpy +´p1 ´ αq +ż +S2∇S2 +´ +G1pXppxq´Xppyqq`αG2pXppxq´Xppyqq +¯ +¨ ∇S2Y ppyqdpy +` αS2pXqY ppxq, +with +Gαpxq “ 1 +8π pG1pxq ` αG2pxqq , x “ px1, x2, x3q, +pG1qi,jpxq “ δij +|x|, +pG2qi,jpxq “ xixj +|x|3 , + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +65 +and TS given in (7.8). In particular, SpXq “ S1pXq. Propositions 7.4 and 7.5 +hold analogously for SαpXq, as all the remainder estimates were always done inde- +pendently for each part of the kernel G and Proposition 6.13 already included the +parameter α. In particular, for all α P r0, 1s, it holds that +1 +C }Y }C1,γpS2q ě }pz ´ SαpXqqY }CγpS2q ě C}Y }C1,γpS2q. +Then, by the method of continuity, it suffices to show that the inverse of pz´S0pXqq +exists. Additionally, define a new family of operators S0,σpXq, σ P r0, 1s, as follows +S0,σpXqY ppxq +“ ´ +ż +S2∇S2 +´ +p1´σqG1ppx´ pyq`σG1pXppxq´Xppyqq +¯ +¨ ∇S2Y ppyqdpy, +so that S0,1pXq “ S0pXq. Then, taking into account (6.33), it is clear that the +following bound holds for all σ P r0, 1s, +1 +C }Y }C1,γpS2q ě }pz ´ S0,σpXqqY }CγpS2q ě C}Y }C1,γpS2q. +Hence, by the method of continuity again we just need to show that pz ´ S0,0pXqq +is invertible. Since the range is closed, it suffices to show that it is also dense. The +operator S0,0pXq is linear and explicit, so we can compute its eigenspace. Since +S0,0pXqY “ 1 +8π +ż +S2 +1 +|px ´ py|∆S2Y ppyqdpy, +we only have to check a component. From [21], a single layer potential u pxq of +g ppyq with +u pxq “ 1 +4π +ż +S2 +1 +|x ´ py|g ppyq dpy +can be transformed into a harmonic problem with +∆u “ 0 +in R3zS2 +�u� “ 0, +�∇u ¨ n� “ g +on S2 +(7.25) +If we denote the standard spherical coordinate system pr, θ, ϕq, where r is the +radial coordinate, θ is the polar angle, and ϕ is the azimuthal angle, then for +the harmonic equation on R3zS2, by separation of variables [15], we obtain some +solutions uℓm pr, θ, ϕq with l ě 0 and |m| ď ℓ : +uℓm pr, θ, ϕq “ +" +ArℓYℓm, +|r| ă 1 +Br´pℓ`1qYℓm, +|r| ą 1 +where Yl,m pθ, ϕq is the usual spherical harmonic function of degree l and order m, +which satisfies the following equation: +(7.26) +∆S2Yℓm “ +1 +sin θ +B +Bθ +ˆ +sin θBYℓm +Bθ +˙ +` +1 +sin2 θ +B2Yℓm +Bϕ2 +“ ´ℓpℓ ` 1qYℓm. +By plugging uℓm into (7.25), we obtain +uℓm “ +1 +2ℓ ` 1Yℓm. +Therefore, combining (7.26), +S0,0pXqYℓ,m “ ´ ℓpℓ ` 1q +2p2ℓ ` 1qYℓ,m, +ℓ ě 0, +|m| ď ℓ. + +66 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Finally, since finite linear combinations of Yl,m are dense in C8pS2q, we conclude +the existence of the inverse pz ´ S0,0pXqq´1 : hγpS2q Ñ h1,γpS2q. +□ +8. Higher Regularity +Following the notation in Section 4.1, we recall that +BX +Bt ppxq “ NpXqpT p∇S2Xqqppxq, +where we denote, with T given in (4.4), +T p∇S2Xq “ T p|∇S2X|q∇S2X. +We localize using the partition tρnu (see Section 3.4), and linearize T at Xppxnq, +B +BtpρnXqppxq “ ρnppxqNpXqpTSp∇S2Xppxnqq∇S2Xqqppxq +` ρnppxqNpXq +´ +T p∇S2Xq´TSp∇S2Xppxnqq∇S2X +¯ +ppxq, +where we recall that TSp∇S2Xq∇S2Y “ +d +dsT p∇S2pX `sY qq|s“0 was given in (7.8). +Next, we introduce the commutators, +(8.1) +B +BtpρnXqppxq “ NpXqpTSp∇S2Xppxnqq∇S2pρnXqqppxq +` NpXq +´ +ρn +` +T p∇S2Xq ´ TSp∇S2Xppxnqq∇S2X +˘¯ +ppxq +` rρn, NpXqspTSp∇S2Xppxnqq∇S2Xqppxq +´ NpXqpTSp∇S2XppxnqqX∇S2ρnqppxq +` rρn, NpXqs +´ +T p∇S2Xq ´ TSp∇S2Xppxnqq∇S2X +¯ +ppxq, +and we move to stereographic coordinates to introduce the frozen-coefficient (at +t “ 0, px “ pxn) operator and the cutoff pρn (5.14), +(8.2) +B +BtpρnXnqpθq “ LA0pρnXnqpθq ` +7ÿ +j“1 +f jpXqpθq, +with +f 1pXqpθq “ NpXq +` +ρn +` +T p∇S2Xq ´ TSp∇S2Xppxnqq∇S2X +˘˘ +npθq, +f 2pXqpθq “ pρnpθq +“ +NpXq ´ MpAq +‰ +pTSp∇S2Xppxnqq∇S2pρnXqqnpθq, +f 3pXqpθq “ pρnpθq +` +MpAqpTSp∇S2Xppxnqq∇S2pρnXqqnpθq´LApρnXnqpθq +˘ +, +f 4pXqpθq “ p1 ´ pρnpθqqNpXqpTSp∇S2Xppxnqq∇S2pρnXqqnpθq, +f 5pXqpθq “ ´p1 ´ pρnpθqqLApρnXnqpθq, +f 6pXqpθq “ rLA ´ LA0spρnXnqpθq, +and +f 7pXqpθq “ ´NpXqpTSp∇S2XppxnqqX∇S2ρnqpx +Xnpθqq +` rρn, NpXqsT p∇S2Xqpx +Xnpθqq, +where A0 “ ∇X0,np0q and A “ ∇Xnp0, tq. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +67 +Proposition 8.1. Let X be the solution to the Peskin problem with initial data +X0 P h1,γpS2q constructed in Theorem 7.2. Then, for any α P p0, 1q, it holds that +X P C1pp0, T s; C3,αpS2qq. Moreover, for any 3 ď n P N and α P p0, 1q, assuming +that T P Cn,α, it holds that X P C1pp0, T s; Cn`1,βpS2qq, for any β ă α. +Proof. The main difficulty is to show the smoothing in space. In fact, assume we +have the higher regularity information X P L8p0, T ; Cn`1,αpS2qq. Then, Theorem +7.2 states that BtX P C0pr0, T s; CγpS2qq, and using the equation together with X P +L8p0, T ; Cn`1,αpS2qq, it is straightforward to see that BtX P L8p0, T ; Cn,αpS2qq. +Finally, to get the continuity in time for the higher regularity, it suffices to inter- +polate taking into account the higher regularity bounds and the continuity in the +lower norm. +We proceed to show the smoothing in space. +We will consider the following +mollified version of the system (8.2), +(8.3) +B +BtpρnXδ +nqpθq “ LA0pρnXδ +nqpθq ` +7ÿ +j“1 +Jδf jpXδqpθq, +with mollified initial data Xδ +0,npθq “ JδX0,npθq, where Jδ is the standard mollifier +by convolution with a Gaussian. +Our main goal is to obtain uniform in δ bounds for Xδ in L8p0, T ; Cn,αpS2qq. +In fact, by construction, Xδ is smooth, and it is not hard to show that the +limit of tXδu in L8p0, T ; C1,γpS2qq is given by the solution X in Theorem 7.2. +Hence, by interpolation and using the uniform bounds, we would conclude that +X P L8p0, T ; Cn,βpS2qq for any β ă α. We thus proceed to obtain the uniform +bounds first, and show the convergence Xδ Ñ X at the end. +We use the semigroup etLA0 to write ρnXδ +nptq in Duhamel form: +(8.4) +ρnXδ +nptq “ ept´t0qLA0 pρnXδ +npt0qq ` +7ÿ +j“1 +ż t +t0 +ept´τqLA0Jδf jpXδqpτqdτ. +In the following, we will repeatedly use the estimates in Propositions 6.14-6.15. For +simplicity of notation, we will drop the index δ and the mollifier Jδ. +Improving regularity to C1,αpS2q: We proceed to obtain bounds in Cα, α P p0, 1q, +for the terms f j. We will be denoting C “ Cp|X|˚, }X}C1pS2q, }T }C2q, CpRq “ +Cp|X|˚, }X}C1pS2q, }T }C2, Rq in the bounds that follow. Lemma 5.6 gives that +}f1}CαpR2q ďC}ρnpT p∇S2Xq´TSp∇S2Xppxnqq∇S2Xq}CαpS2q. +We note that +I :“ T p∇S2Xppx1qq´TSp∇S2Xppxnqq∇S2Xppx1q +´ T p∇S2Xppx2qq`TSp∇S2Xppxnqq∇S2Xppx2q +“ T p∇S2Xppx1qq´Tp∇S2Xppx2qq´TSp∇S2Xppxnqqp∇S2Xppx1q´∇S2Xppx2qq, +thus +|I| “ | +ż 1 +0 +` +TSps∇S2Xppx1q ` p1 ´ sq∇S2Xppx2qq ´ TSp∇S2Xppxnqq +˘ +ds +ˆ p∇S2Xppx1q´∇S2Xppx2qq| +ď C maxt|∇S2Xppx1q´∇S2Xppxnq|, |∇S2Xppx2q´∇S2Xppxnqu +ˆ |∇S2Xppx1q´∇S2Xppx2q|. + +68 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Hence, thanks to the presence of ρn, we obtain +(8.5) +}f 1}CαpR2q ďCεpRq}ρn}CαpS2q}∇S2X}CαpB pxn,2RXS2q. +Using Lemma 5.10, +(8.6) +}f 2}CαpS2q ď C +´ +εpRq}∇S2pρnXq}CαpS2q +` }∇S2X}C +α +2 pB5RppxnqXS2q}∇S2pρnXq}C +α +2 pS2q +¯ +, +while f 3 is identically zero (see (7.21) and (4.32)). Lemma 5.7 provides the estimate +for f 4, +(8.7) +}f 4}CαpS2q ď CpRq}∇S2pρnXq}C0pS2q. +Then, by Lemmas 5.6 and 5.9, +(8.8) +}f 7}CαpS2q ď C}∇S2ρn}CαpS2q, +and Lemma 5.8, +(8.9) +}f 5}CαpS2q ď C}∇S2pρnXq}C0pS2q. +Finally, by writing +rLA ´ LA0spρnXnqpθq “ r ˜ +MpAq ´ ˜ +MpA0qspTF pAq∇pρnXnqqpθq +` ˜ +MpA0qppTF pAq ´ TF pA0qq∇pρnXnqqpθq, +Lemma 5.4 yields that +(8.10) +}f 6}CαpS2q ď C}A ´ A0}}∇S2pρnXq}CαpS2q. +We thus see from (8.4) and Propositions 6.14-6.15 that we can bootstrap to get +that X P L8p0, T ; C1,αpS2qq for all α P p0, 1q. In fact, consider the case γ ă 1 +2 and +take α such that γ ă α ` 1 +2 ď 2γ. Then, with 0 ă ǫ ď γ ´ α arbitrarily small, and +substituting the bounds for f j, we obtain +}ρnX}L2p0,T ;C +3 +2 `αpS2qq ď C}ρnp0qX0}C1`α`ǫpS2qq ` C +7ÿ +j“1 +}f j}L2p0,T ;C +1 +2 `αpR2qq +ď C}ρnp0qX0}C1`γpS2q ` CpR, T q ` }X}2 +L4p0,T ;C1` 1 +4 ` α +2 pS2qq +` CεpR, T q +` +}X}L2p0,T ;C +3 +2 `αpB5RppxnqXS2qq ` }ρnX}L2p0,T ;C +3 +2 `αpS2q +˘ +, +and so +(8.11) +}ρnX}L2p0,T ;C +3 +2 `αpS2qq ď C}ρnp0qX0}C1`γpS2q ` CpR, T q +` CεpR, T q}X}L2p0,T ;C +3 +2 `αpB5RppxnqXS2qq. +Now, we can write +}X}L2p0,T ;C +3 +2 `αpB5RppxnqXS2qq ď } +ÿ +mPMn +ρmX}L2p0,T ;C +3 +2 `αpB5RppxnqXS2qq, +where the cardinal number |Mn| can be picked independent of R and n, since the +radius of the support of ρn and B5Rppxnq X S2 are comparable. Therefore, adding +in n in (8.11) we obtain +ÿ +n +}ρnX}L2p0,T ;C +3 +2 `αpS2qq ď CpR, T q ` CεpR, T q|Mn| +ÿ +n +}ρnX}L2p0,T ;C +3 +2 `αpS2qq, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +69 +hence we conclude that +}X}L2p0,T ;C +3 +2 `αpS2qq ď +ÿ +n +}ρnX}L2p0,T ;C +3 +2 `αpS2qq ď CpR, T q. +In particular, choosing α “ 2γ ´ 1 +2, this uniform bound allows us to conclude that +X P L2p0, T ; C1`2γpS2qq, and thus Xptq P C1`2γpS2q for a.e. t P p0, T q. Now, +pick t0 P p0, T q arbitrarily close to 0 and such that Xpt0q P C1`2γpS2q. It is clear +that we can repeat the process to find t1 ą t0 such that Xpt1q P C1,αpS2q for any +α P p0, 1q (the case γ ą 1 +2 follows in one step). Starting at t1, we find that +}ρnXptq}C1,αpS2q ď }ρnXpt1q}C1,αpS2q ` C +sup +t1ďτďt +7ÿ +m“1 +}fm}CαpS2q. +We can thus take the supremum in t P pt1, T q and use the previous estimates on +f m to conclude that X P L8pt1, T ; C1,αpS2qq for any t1 ą 0 and any α P p0, 1q. +Higher regularity: To study further smoothing, we first show that we can move +derivatives in px to derivatives in py. In fact, denoting ∆X “ Xppxq ´ Xppyq, +∇S2NpXqY ppxq “ +“ ´ +ż +S2 ∇S2,px∇S2, pyGp∆Xq ¨ ∆∇S2Y dpy +“ ´ +ż +S2 +´ +´ ∇S2, py∇S2, pyGp∆Xq`∇S2, py +` +∇S2,pxGp∆Xq`∇S2, pyGp∆Xq +˘¯ +¨∆∇S2Y dpy, +so further integration by parts gives that +(8.12) +∇S2NpXqY ppxq “ NpXq∇S2Y ppxq +´ +ż +S2 ∇S2, py +` +∇S2,pxGp∆Xq`∇S2, pyGp∆Xq +˘ +¨ ∆∇S2Y ppyqdpy +“ NpXq∇S2Y ppxq +´ +ż +S2 ∇S2, py +´ B +Bxi +Gp∆Xq +` +∇S2Xippxq ´ ∇S2Xippyq +˘¯ +¨ ∆∇S2Y ppyqdpy. +Therefore, we take a derivative in (8.1) to get +B +Bt∇S2pρnXqppxq “ NpXq +` +∇S2 +` +TSp∇S2Xppxnqq∇S2pρnXq +˘˘ +ppxq +` NpXq +´ +∇S2` +ρn +` +T p∇S2Xq ´ TSp∇S2Xppxnqq∇S2X +˘˘¯ +ppxq +´ +ż +S2 ∇S2, py +´ B +Bxi +Gp∆Xq +` +∇S2Xippxq ´ ∇S2Xippyq +˘¯ +¨ +ˆ ∆ +` +TSp∇S2Xppxnqq∇S2pρnXq +˘ +ppyqdpy +´ +ż +S2 ∇S2, py +´ B +Bxi +Gp∆Xq +` +∇S2Xippxq ´ ∇S2Xippyq +˘¯ +¨ +ˆ ∆ +` +ρn +` +T p∇S2Xq ´ TSp∇S2Xppxnqq∇S2X +˘ +ppyqdpy +` ∇S2rρn, NpXqsT p∇S2Xqppxq ´ ∇S2NpXqpTSp∇S2XppxnqqX∇S2ρnqppxqq. + +70 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +We introduce the frozen-coefficient operator and the cutoff pρn, +B +Bt∇S2pρnXnqpθq “ LA1p∇S2pρnXq +˘ +npθq ` +8ÿ +j“1 +f jpθq, +f 1pθq “ NpXq +´ +∇S2` +ρn +` +T p∇S2Xq ´ TSp∇S2Xppxnqq∇S2X +˘˘¯ +npθq, +f 2pθq “ pρnpθqrNpXq ´ MpAqs +`` +TSp∇S2Xppxnqq∇S2∇S2pρnXq +˘˘ +npθq, +f 3pθq“ pρnpθq +´ +MpAqpTSp∇S2Xppxnqq∇S2∇S2pρnXqqnpθq´LAp∇S2pρnXqqnpθq +¯ +, +f 4pθq “ p1´pρnpθqqNpXq +` +TSp∇S2Xppxnqq∇S2∇S2pρnXq +˘ +npθq, +f 5pθq “ p1´pρnpθqqLAp∇S2pρnXqqnpθq, +f 6pθq “ rLA ´ LA1s +` +∇S2pρnXq +˘ +npθq, +f 7pθq “ ∇S2rρn, NpXqsT p∇S2Xqpx +Xnpθqq +´ ∇S2NpXqpTSp∇S2XppxnqqX∇S2ρnqpx +Xnpθqq, +and +f 8pθq “ f 8,1pθq ` f 8,2pθq, +with +f 8,1pθq “ ´ +ż +S2 ∇S2, py +´ B +Bxi +GpXpx +Xpθq ´ Xppyqq +` +∇S2Xipx +Xpθqq ´ ∇S2Xippyq +˘¯ +¨ +ˆ ∆ +` +TSp∇S2Xppxnqq∇S2pρnXq +˘ +ppyqdpy, +f 8,2pθq “ ´ +ż +S2 ∇S2, py +´ B +Bxi +GpXpx +Xpθqq ´ Xppyqq +` +∇S2Xipx +Xpθqq ´ ∇S2Xippyq +˘¯ +¨ +ˆ ∆ +` +ρn +` +T p∇S2Xq ´ TSp∇S2Xppxnqq∇S2X +˘ +ppyqdpy, +and A1 “ ∇Xnp0, t1q, A “ ∇Xnp0, tq. Thus, we proceed as we previously did in +(8.4), +(8.13) ∇S2pρnXnqptq “ ept´t0qLA1p∇S2pρnXnqpt0qq ` +8ÿ +j“1 +ż t +t0 +ept´τqLA1f jpτqdτ. +Therefore, to bootstrap and get C2,α regularity we need to use Propositions 6.14- +6.15 and obtain Cα estimates for the forced terms above. The estimate (5.18) in +Lemma 5.10 gives that +}f 2}CαpS2q ď C +´ +εpRq}∇2 +S2pρnXq}CαpS2q +` }∇S2X}CαpS2q}∇2 +S2pρnXq}C0pS2q ` }∇2 +S2pρnXq}C0pS2q +¯ +, +while f 3 ” 0, and Lemmas 5.7 and 5.8 provide that +}f 4}CαpS2q ` }f 5}CαpS2q ď CpRq}∇2 +S2X}C0pS2q. +As done before in (8.10), we have that +}f 6}CαpS2q ď C}A ´ A1}}∇2 +S2pρnXq}CαpS2q. +We interpolate the C2pS2q norm followed by Young’s inequality to get a small +coefficient for the higher regularity part: +}∇2 +S2pρnXq}C0pS2q ď Cpεq}∇S2pρnXq}C1´αpS2q ` ε}∇2 +S2pρnXq}CαpS2q, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +71 +so that +6ÿ +j“2 +}f j}CαpS2q ď CεpR, ∆tq}∇2 +S2pρnXq}CαpS2q`CpRq}∇S2pρnXq}C1´αpS2q, +where from now on the constants C and CpR, ∆tq, ∆t “ t ´ t1, also depend on the +controlled norm }X}L8p0,T ;C1,maxtα,1´αupS2qq. Next, +}f 1}CαpS2q ď Cε}∇S2X}CαpS2q +` C}ρn +` +TSp∇S2Xq∇2 +S2X ´ TSp∇S2ppxnqq∇2 +S2X +˘ +}CαpS2q +ď C ` C}∇S2X}CαpS2q}∇2 +S2X}C0pB pxn,2RXS2q +` CεpRq}∇2 +S2X}CαpB pxn,2RXS2q, +so by interpolation again +}f 1}CαpS2q ď CpRq ` CεpRq}∇2 +S2X}CαpB pxn,2RXS2q. +The term f 8 is lower order, and thus we can control it using interpolation once +more. In fact, taking the derivative in the kernel, we have for f 8,1 +f 8,1ppxq “ +ż +S2 +B +Bxj +B +Bxi +Gp∆Xq∇S2Xjppyq∆∇S2Xi ¨ ∆ +` +TSp∇S2Xppxnqq∇S2pρnXq +˘ +dpy +´ +ż +S2 +B +Bxi +Gp∆Xq∇2 +S2Xippyq ¨ ∆ +` +TSp∇S2Xppxnqq∇S2pρnXq +˘ +dpy, +and therefore, proceeding as in Lemma 5.9, we obtain +}f 8,1}CαpS2q ď C ` C}∇2 +S2X}C0pB pxn,2RXS2q +ď CpRq ` CεpRq}∇2 +S2X}CαpB2RppxqXS2qq. +The estimate for f 8,2 follows in the same manner. Next, we estimate the commu- +tator terms, f 7. Using (8.12), we write +f 7ppxq “ f 7,1ppxq ` f 7,2ppxq ` f 7,3ppxq, +with +f 7,1ppxq “ ´rNpXq∇S2, ρnsT p∇S2Xqppxq, +f 7,2ppxq “ +ż +S2 ∇S2, py +´ B +Bxi +Gp∆Xq +` +∇S2Xippxq ´ ∇S2Xippyq +˘¯ +¨ ∆ +` +ρnT p∇S2Xqppyq +˘ +dpy +´ ρnppxq +ż +S2 ∇S2, py +´ B +Bxi +Gp∆Xq +` +∇S2Xippxq ´ ∇S2Xippyq +˘¯ +¨ ∆ +` +T p∇S2Xqppyq +˘ +dpy +` +ż +S2∇S2, py +´ B +Bxi +Gp∆Xq +` +∇S2Xippxq´∇S2Xippyq +˘¯ +¨∆ +` +TSp∇S2XppxnqqX∇S2ρnppyq +˘ +dpy, +and +f 7,3ppxq “ ´NpXq +` +TSp∇S2Xppxnqq∇S2pX∇S2ρnq +˘ +ppxq +` ∇S2ρnNpXqpT p∇S2Xqqppxq. +The term f 7,3 is lower order and it only requires C1,αpS2q regularity for X, while +the estimate for f 7,2 follows taking the derivative of the kernel, as done for f 8. We +get that +}f 7,2}CαpS2q ď C ` C}∇2 +S2X}C0pB pxn,2RXS2q ` C}∇2 +S2X}C0pS2q. +By interpolation, +}f 7,2}CαpS2q ` }f 7,3}CαpS2q ď Cp˜εq ` C˜ε}∇2 +S2X}CαpS2q, + +72 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +with ˜ε ą 0 to be chosen. The term f 7,1 is written as follows: +f 7,1ppxq “ ´ +ż +S2 ∇S2, pyGpXppxq´Xppyqq +¨ +` +ρnppxq∇S2T p∇S2Xppyqq ´ ∇S2 +` +ρnppyqT p∇S2Xppyqq +˘˘ +dpy +“ rρn, NpXqs∇S2T p∇S2Xqppxq +` +ż +S2 ∇S2, pyGpXppxq´Xppyqq ¨ ∇S2ρnppyqT p∇S2Xppyqqdpy, +hence, by Lemmas 5.9 and 5.6, we have that +}f 7,1}CαpS2q ď C}∇S2ρn}C1,αpS2q ` C}∇S2ρn}C0pS2q}∇2 +S2X}C0pS2q, +and, by interpolation, +}f 7,1}CαpS2q ď Cp˜εq ` C˜ε}∇2 +S2X}CαpS2q. +Then, we have that for any t1 ą 0 and α P p0, 1 +2q, +}∇S2pρnXqptq}L2pt1,T ;C1,αpS2qq ď C}ρnpt1qXpt1q}C +3 +2 `α´ǫ +` +7ÿ +m“1 +}f mpτq}L2pt1,T ;CαpS2qq. +Hence, introducing the estimates above for f j and summing in n, we take the +partition so that εpRq is small enough and then choose ˜ε small enough (depending on +the partition ρn), to obtain that X P L2pt1, T ; C2,αpS2qq. Finally, we can take t2 ą +t1 so that Xpt2q P C2,αpS2q and use (8.4) to conclude that X P L8pt2, T ; C2,αpS2qq +for any t2 ą 0, α P p0, 1 +2q. Now, starting with the upgraded regularity and repeating +the same steps with no changes, we conclude that X P L8pt2, T ; C2,αpS2qq for any +t2 ą 0, α P p0, 1q. +It is not difficult to show by induction that an analogous formula to (8.12) holds +for higher derivatives. Then, by repeating the steps above one can continue the +bootstrapping argument, concluding that for any n P N, X P L8p0, T ; Cn,αpS2qq. +Xδ Ñ X in L8p0, T ; C1,γpS2qq: We write the difference ∆δX :“ Xδ´X as follows: +ρn∆δXnptq “ etLA0 ` +ρn∆δX0,n +˘ +` +7ÿ +j“1 +ż t +0 +ept´τqLA0 +´ +pJδ ´ 1qf jpXδqpτq ` f jpXδqpτq ´ f jpXqpτq +¯ +dτ, +with f jpXq given in (8.2). Thus, +(8.14) +}ρn∆δXn}L8p0,T ;C1,γpR2qq ď C}ρn∆δX0,n}C1,γpR2q +` C +7ÿ +j“1 +}pJδ ´ 1qf jpXδq}L8p0,T ;CγpR2qq +` C sup +tPr0,T s +7ÿ +j“1 +} +ż t +0 +ept´τqLA0pf jpXδq ´ f jpXqqpτq}CγpR2q. +Since X0 P h1,γpS2q and f jpXδq P hγpS2q, the first two terms converge to zero as +δ Ñ 0. For the third term, we need to show that it can be absorbed by the left-hand +side. As in the previous arguments, we will show that for the quasilinear terms we + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +73 +can find a small coefficient, while for the lower order ones we will take advantage +of the extra regularity via (6.14) to get a small coefficient for T small enough. +From previous estimates we immediately get that for j “ 4, 5, 7 and 0 ă ǫ ă 1´γ, +}f jpXδq ´ f jpXq}Cγ`ǫpS2q ď C}∆δX}C1pS2q, +hence (6.14) gives that +sup +tPr0,T s +ÿ +j“4,5,7 +} +ż t +0 +ept´τqLA0pf jpXδq ´ f jpXqqpτq}CγpR2q ď C T ǫ}∆δX}C1pS2q. +Also, for f 6, +}f 6pXδq ´ f 6pXq}CγpS2q ď C}A ´ A0}}∇S2pρn∆δXq}CγpS2q +` C}∆δX}C1pS2q}ρnXδ}C1,γpS2q, +so that (6.14)-(6.15) give +} +ż t +0 +ept´τqLA0pf 6pXδq ´ f 6pXqqpτq}L8p0,T ;CγpR2qq ď CεpT q}ρn∆δX}C1,γpS2q +` CT ε}∆δX}C1pS2q. +Next, we proceed with the term f 1: +pf 1pXδq ´ f 1pXqqpθq “ I1 ` I2, +with +I1pθq “ pNpXδq ´ NpXqq +` +ρn +` +T p∇S2Xδq ´ TSp∇S2Xδppxnqq∇S2Xδ˘˘ +npθq +I2pθq “ NpXq +´ +ρn +´ +T p∇S2Xδq ´ TSp∇S2Xδppxnqq∇S2Xδ +´ T p∇S2Xq ` TSp∇S2Xppxnqq∇S2X +¯¯ +npθq. +The first term is estimated easily from Proposition 5.6 by noticing that one can +always extract ∆δX “ Xδ ´X from the difference of the kernels (similarly as done +in the proof of Proposition 7.3), +(8.15) +}I1}CγpR2q ďC}∇S2∆δX}C0pS2q}ρnpT p∇S2Xδq´TSp∇S2Xδppxnqq∇S2Xδq}CγpS2q +ď CεpRq}∇S2∆δX}C0pS2q}∇S2X}CγpB pxn,2RXS2q, +where we have used (8.5) in the second step. Proposition 5.6 gives that +(8.16) +}I2}CγpR2q “ C}ρn +´ +T p∇S2Xδq ´ TSp∇S2Xδppxnqq∇S2Xδ +´ T p∇S2Xq ` TSp∇S2Xppxnqq∇S2X +¯ +}CγpR2q. +Denote +JpY qppxq “ T p∇S2Y ppxqq ´ TSp∇S2Y ppxnqq∇S2Y ppxq, +so that we can write +JpXδppx1qq ´ JpXδppx2qq “ p∇S2Xδppx1q ´ ∇S2Xδppx2qq +ˆ +ż 1 +0 +` +TSps1∇S2Xδppx1q ` p1 ´ s1q∇S2Xδppx2qq ´ TSp∇S2Xδppxnqq +˘ +ds1. + +74 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Then, +JpXδppx1qq ´ JpXδppx2qq ´ JpXppx1qq ` JpXppx2qq “ J1 ` J2, +with +J1 “ p∇S2∆δXppx1q ´ ∇S2∆δXppx2qq +ˆ +ż 1 +0 +` +TSps1∇S2Xδppx1q ` p1 ´ s1q∇S2Xδppx2qq ´ TSp∇S2Xδppxnqq +˘ +ds1, +and +J2 “ p∇S2Xppx1q ´ ∇S2Xppx2qq +ˆ +´ ż 1 +0 +` +TSps1∇S2Xδppx1q ` p1 ´ s1q∇S2Xδppx2qq ´ TSp∇S2Xδppxnqq +˘ +ds1 +´ +ż 1 +0 +` +TSps1∇S2Xppx1q ` p1 ´ s1q∇S2Xppx2qq ´ TSp∇S2Xppxnqq +˘ +ds1 +¯ +. +It follows that +|J1| ď C maxt|∇S2Xδppx1q´∇S2Xδppxnq|, |∇S2Xδppx2q´∇S2Xδppxnqu +ˆ |∇S2∆δXppx1q´∇S2∆δXppx2q|. +We apply the mean-value theorem again in J2: +ż 1 +0 +` +TSps1∇S2Xδppx1q ` p1 ´ s1q∇S2Xδppx2qq ´ TSp∇S2Xδppxnqq +˘ +ds1 +“ +ż 1 +0 +ż 1 +0 +DTS +` +s2ps1∇S2Xδppx1q`p1´s1q∇S2Xδppx2qq`p1´s2q∇S2Xδppxnq +˘ +ds1ds2 +ˆ +` +s1∇S2Xδppx1q ` p1 ´ s1q∇S2Xδppx2q ´ ∇S2Xδppxnq +˘ +, +hence adding and subtracting we obtain +|J2| ď |J2,1| ` |J2,2|, +with +|J2,1| ď |∇S2Xppx1q ´ ∇S2Xppx2q| +ˆ maxt|∇S2Xδppx1q´∇S2Xδppxnq|, |∇S2Xδppx2q´∇S2Xδppxnq|u +ˆ +ˇˇˇDTSps2ps1∇S2Xδppx1q ` p1 ´ s1q∇S2Xδppx2qq ` p1 ´ s2q∇S2Xδppxnqq +´ DTSps2ps1∇S2Xppx1q ` p1 ´ s1q∇S2Xppx2qq ` p1 ´ s2q∇S2Xppxnqq +ˇˇˇ, +|J2,2| ď |∇S2Xppx1q ´ ∇S2Xppx2q| +ˆ |DTSps2ps1∇S2Xppx1q ` p1 ´ s1q∇S2Xppx2qq ` p1 ´ s2q∇S2Xppxnqq| +ˆ maxt|∇S2∆δXppx1q´∇S2∆δXppxnq|, |∇S2∆δXppx2q´∇S2∆δXppxnqu. +Going back to (8.16), we thus conclude that +}I2}CγpR2q ď CεpRq}∇S2∆δX}CγpB pxn,2RXS2q. +Together with the bound for I1 (8.15), we obtain the following estimate for f 1: +} +ż t +0 +ept´τqLA0pf 1pXδq ´ f 1pXqqpτq}L8p0,T ;CγpR2qq ď C T ǫ}∆δX}C1pS2q +` CεpRq}∆δX}C1pS2q}X}C1,γpB pxn,2RXS2q ` CεpRq}∆δX}C1,γpB pxn,2RXS2q. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +75 +The estimate for f 2 follows in the same way than those for f 1 and f 6, from which +we conclude that +}ρn∆δXn}L8p0,T ;C1,γpR2qq ď C}ρn∆δX0,n}C1,γpR2q +` C +7ÿ +j“1 +}pJδ ´ 1qf jpXδq}L8p0,T ;CγpR2qq +` CT ε}∆δX}C1pS2q ` CεpRq}∆δX}C1pS2q}X}C1,γpB pxn,2RXS2q +` CpεpT q ` εpRqq}∆δX}C1,γpB px,2RXS2q. +Taking R and T small enough, the last term is absorbed by the left-hand side. Then, +adding in n, we conclude that, for T and R small enough, the desired estimate holds +}∆δX}L8p0,T ;C1,γpS2qq ďC}∆δX0}C1,γpS2q`C +7ÿ +j“1 +}pJδ´1qfjpXδq}L8p0,T ;CγpR2qq. +□ +Appendix A. Besov Spaces and Fourier Multiplier Theorems +In this section, we will proof Theorem 6.1. First, define Besov Spaces Bγ +p,q by a +dyadic decomposition. Set a function ψ pξq P C8 pRnq s.t. +ψ pξq “ +" +1 +|ξ| ď 1 +0 +|ξ| ě 2 +and define φ pξq :“ ψ pξq ´ ψ p2ξq. Hence, φ pξq P C8 pRnq and +φ pξq “ 0, +|ξ| ď 1 +2, |ξ| ě 2, +8 +ÿ +j“´8 +φ +` +2´jξ +˘ +“ 1, +|ξ| ‰ 0. +Next, the homogeneous dyadic blocks 9∆j are defined by +9∆jf pθq :“ F´1 ` +φ +` +2´jξ +˘ +Ff pξq +˘ +pθq “ Kj ˚ f +(A.1) +where K pθq :“ F´1 pφ pξqq pθq and Kj pθq :“ F´1 ` +φ +` +2´jξ +˘˘ +pθq “ 2jnK +` +2jθ +˘ +. +Now, given γ a real number and p, q ě 1, we may define homogeneous Besov spaces +9Bγ +p,q pRnq with its seminorm ∥¨∥ 9Bγ +p,qpRnq by +∥f∥ 9Bγ +p,qpRnq :“ +˜ +8 +ÿ +j“´8 +ˆ +2jγ ��� 9∆jf +��� +LppRnq +˙q¸ 1 +q +, +(A.2) +∥f∥ 9Bγ +p,8pRnq :“ sup +jPZ +ˆ +2jγ ��� 9∆jf +��� +LppRnq +˙ +. +(A.3) +According to [27, Remark 2.2.2] and [48, Lemma 8.4.2], we know for all 0 ă γ ă +1, ∥¨∥ 9Bγ +p,qpRnq and �¨�CγpRnq are equivalent, so we only need to prove the Fourier +multiplier theorem on 9Bγ +p,q pRnq. The proof is from [48, Theorem 8.4.3]. +Given T a Fourier multiplier operator with multiplier m pξq P Cs pRnzt0uq X +L8 pRnq, for s ą n +2 and for all |α| ď s, such that +��Bα +ξ m pξq +�� ď Cα |ξ|´|α| , +(A.4) + +76 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +we first define a related kernel with λ ą 0 by Kλ pθq :“ F´1 pφ pξq m pλξqq pθq. +Lemma A.1. Given m pξq satisfying (A.4), then Kλ pθq is bounded by +ż +Rn |Kλ pθq| dθ ď Cs,n,φDm, +(A.5) +where Dm “ max|α|ďs Cα +Proof. Since there exist Cs s.t. for all θ P Rn +´ +1 ` |θ|2¯s +ď Cs +ÿ +|α|ďs +|θα|2 , +(A.6) +we obtain +ż +Rn |Kλ pθq|2 ´ +1 ` |θ|2¯s +dθ +ďCs +ÿ +|α|ďs +ż +Rn |θαKλ pθq|2 dθ +“Cn,s +ÿ +|α|ďs +ż +Rn +��Bα +ξ pφ pξq m pλξqq +��2 dξ +“Cn,s +ÿ +|α|ďs +ż +Rn +����� +ÿ +βďα +ˆ +α +β +˙ ´ +Bβ +ξ φ +¯ +pξq λ|α´β| ´ +Bα´β +ξ +m +¯ +pλξq +����� +2 +dξ +ďCn,sD2 +m +ÿ +|α|ďs +ż +Rn +����� +ÿ +βďα +ˆ +α +β +˙ ´ +Bβ +ξ φ +¯ +pξq λ|α´β| |λξ|´|α´β| +����� +2 +dξ. +(A.7) +supp pφq Ă +␣ +ξ| 1 +2 ď |ξ| ď 2 +( +, so +ż +Rn +����� +ÿ +βďα +ˆ +α +β +˙ ´ +Bβ +ξ φ +¯ +pξq λ|α´β| |λξ|´|α´β| +����� +2 +dξ +“ +ż +1 +2 ď|ξ|ď2 +����� +ÿ +βďα +ˆ +α +β +˙ ´ +Bβ +ξ φ +¯ +pξq |ξ|´|α´β| +����� +2 +dξ ď Cφ,α. +(A.8) +Thus, +ż +Rn |Kλ pθq|2 ´ +1 ` |θ|2¯s +dθ ď Cn,sD2 +m +ÿ +|α|ďs +Cφ,α ď Cs,n,φD2 +m, +(A.9) +and by Holder inequality, +ż +Rn |Kλ pθq| dθ ď +ˆż +Rn |Kλ pθq|2 ´ +1 ` |θ|2¯s +dθ +˙ 1 +2 ˆż +Rn +´ +1 ` |θ|2¯´s +dθ +˙ 1 +2 +ď +a +Cs,n,φDm +ˆż +Rn +´ +1 ` |θ|2¯´s +dθ +˙ 1 +2 +ď Cs,n,φDm. +(A.10) +□ +Next, we may use Kλ pθq and homogeneous Besov semi norm ∥¨∥ 9Bγ +p,qpRnq to prove +the Fourier multiplier theorem. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +77 +Proof of Theorem 6.1. First, set +T j +mf pθq :“ 9∆jTmf pθq “ F´1 ` +φ +` +2´jξ +˘ +m pξq Ff pξq +˘ +pθq . +(A.11) +Since +F´1 ` +φ +` +2´jξ +˘ +m pξq +˘ +pθq “ 2njK2j +` +2jθ +˘ +, +(A.12) +��T j +mf pθq +�� “ +��F´1 ` +φ +` +2´jξ +˘ +m pξq +˘ +˚ f pθq +�� +ď +��F´1 ` +φ +` +2´jξ +˘ +m pξq +˘ +pθq +�� +L1pRnq ∥f∥L8pRnq +ď +��2njK2j +` +2jθ +˘�� +L1pRnq ∥f∥L8pRnq +ď ∥K2j pθq∥L1pRnq ∥f∥L8pRnq +ďCs,n,φDm ∥f∥L8pRnq . +(A.13) +Next, supp +` +φ +` +2´jξ +˘˘ +Ă +␣ +ξ +ˇˇ2j´1 ď |ξ| ď 2j`1 ( +, so for all j ` 1 ď k ´ 1 or j ´ 1 ě +k ` 1 +φ +` +2´jξ +˘ +φ +` +2´kξ +˘ +“ 0. +(A.14) +Therefore, +φ +` +2´jξ +˘ +Ff pξq “ φ +` +2´jξ +˘ ´ +F +´ +9∆j´1f +¯ +pξq ` F +´ +9∆jf +¯ +pξq ` F +´ +9∆j`1f +�� +pξq +¯ +, +(A.15) +so we obtain +T j +mf pθq “ T j +m +´ +9∆j´1f +¯ +pθq ` T j +m +´ +9∆jf +¯ +pθq ` T j +m +´ +9∆j`1f +¯ +pθq . +(A.16) +Finally, +∥Tmf∥ 9Bγ +8,8pRnq “ sup +jPZ +2jγ ��T j +mf +�� +L8pRnq +ď sup +jPZ +2jγ ���T j +m +´ +9∆j´1f +¯��� +L8pRnq ` sup +jPZ +2jγ ���T j +m +´ +9∆jf +¯��� +L8pRnq ` sup +jPZ +2jγ ���T j +m +´ +9∆j`1f +¯��� +L8pRnq +ďCs,nDm +ˆ +sup +jPZ +2jγ ��� 9∆j´1f +��� +L8pRnq ` sup +jPZ +2jγ ��� 9∆jf +��� +L8pRnq ` sup +jPZ +2jγ ��� 9∆j`1f +��� +L8pRnq +˙ +“Cs,nDm +` +2γ ` 1 ` 2´γ˘ +∥f∥ 9Bγ +8,8pRnq . +(A.17) +Since ∥¨∥ 9Bγ +p,qpRnq and �¨�CγpRnq are equivalent, +�Tmu�CγpRnq ď Cγ,s,nDm�u�CγpRnq. +(A.18) +□ +Appendix B. Estimates for the semigroup e´tLApξq +Lemma B.1. For all β “ β1β2 ¨ ¨ ¨ βk, there exists a matrix Pβ +´ +ˆξ1, ˆξ2 +¯ +of polyno- +mials with degree deg pPβq ď 3 |β| ` 4 s.t. +BβLA pξq “ +1 +|ξ||β|´1 +Pβ +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +2|β|`3 . +(B.1) + +78 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +More specifically, Pβ +´ +ˆξ1, ˆξ2 +¯ +can be written as +pPβqi1i2 +´ +ˆξ1, ˆξ2 +¯ +“ +ÿ +j1,j2ě0,j1`j2ď3|β|`4 +cpβ,i1,i2q +j1,j2 +ˆ +A, U, P, +1 +detpBq, T , dT +dλ , 1 +λ2 +˙ +ˆξj1 +1 ˆξj2 +2 , +(B.2) +where +cpβ,i1,i2q +j1,j2 +ˆ +A, U, P, +1 +detpBq, T , dT +dλ , 1 +λ2 +˙ +“cpβ,i1,i2q +j1,j2 +ˆ +A11, ¨ ¨ ¨ , A32, U11, ¨ ¨ ¨ , U32, P11, ¨ ¨ ¨ , P33, +1 +detpBq, T +λ , dT +dλ , 1 +λ2 +˙ +(B.3) +is a polynomial function. +Moreover, +���Pβ +´ +ˆξ1, ˆξ2 +¯��� +C1pDAσ1,σ2q and +���Uˆξ +��� +C1pDAσ1,σ2q are uniformly bounded, +i.e. there exists Cpβq +σ1,σ2,T and Cpβq +σ1,σ2 s.t. for all ˆξ P S1, +���Pβ +´ +ˆξ1, ˆξ2 +¯��� +C1pDAσ1,σ2q ď Cpβq +σ1,σ2,T , +(B.4) +���Uˆξ +��� +C1pDAσ1,σ2q ď Cpβq +σ1,σ2. +(B.5) +Proof. Since +pFθGα,Aq pξq “ 1 +|ξ| pFθGα,Aq pˆξq +(B.6) +“ 1 +|ξ| +pI ` αPq +���Uˆξ +��� +2 +´ αUˆξ b Uˆξ +4 detpBq +���Uˆξ +��� +3 +, +(B.7) +and Zpξq “ |ξ|2 Zpˆξq where Zpˆξq is a matrix of polynomials with degree 2, +LA pξq “ |ξ| +P0 +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +3 +, +(B.8) +where +P0 “ +pI ` αPq +���Uˆξ +��� +2 +´ αUˆξ b Uˆξ +4 detpBq +˜ +T +λ +˜ +I ´ Aˆξ b Aˆξ +λ2 +¸ +` dT +dλ +Aˆξ b Aˆξ +λ2 +¸ +, +(B.9) +where the degree of P0 is 4. Obviously, P0 can be written as (B.2). + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +79 +When |β| “ 1, +BLA +Bξi +pξq “ ξi +|ξ| +P0 +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +3 +` |ξ| +ÿ +j“1,2 +B +Bˆξj +P0 +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +3 +B +Bξi +ξj +|ξ| +“ ξi +|ξ| +P0 +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +3 +` |ξ| +ÿ +j“1,2 +BP0 +Bˆξj +���Uˆξ +��� +2 +´ 3P0 +´ +U T Uˆξ +¯ +j +���Uˆξ +��� +5 +δij ´ ˆξi ˆξj +|ξ| +“ +Pi +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +5 +, +(B.10) +where +Pi +´ +ˆξ1, ˆξ2 +¯ +“ ˆξiP0 +���Uˆξ +��� +2 +` +ÿ +j“1,2 +˜ +BP0 +Bˆξj +���Uˆξ +��� +2 +´ 3P0 +´ +U T Uˆξ +¯ +j +¸ ´ +δij ´ ˆξi ˆξj +¯ +. +(B.11) +The degrees of all terms are at most 1 ` 4 ` 2 “ 3 ` 2 ` 2 “ 4 ` 1 ` 2 “ 7. Since +���Uˆξ +��� +2 +“ +2ÿ +j1,j2“1 +3ÿ +k“1 +Ukj1Ukj2 ˆξj1 ˆξj2, +(B.12) +´ +U T Uˆξ +¯ +j “ +„ř3 +k“1 UkjUk1 ˆξj +ř3 +k“1 UkjUk2 ˆξj + +, +(B.13) +and BP0 +Bˆξj can be written as the form of (B.2), Pi +´ +ˆξ1, ˆξ2 +¯ +can be written as (B.2). +Thus, the case |β| “ 1 holds. +Suppose |β| ď k´1 holds, for +��¯β +�� “ k, we may rewrite ¯β as ββk where |β| “ k´1. +Then, +B ¯βLA pξq “ BβkBβLA pξq “ +B +Bξβk +¨ +˚ +˝ +1 +|ξ||β|´1 +Pβ +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +2|β|`3 +˛ +‹‚ +“ ´ p|β| ´ 1q +1 +|ξ||β| ˆξβk +Pβ +���Uˆξ +��� +2|β|`3 +` +1 +|ξ||β|´1 +ÿ +j“1,2 +BPβ +Bˆξj +���Uˆξ +��� +2 +´ p2 |β| ` 3q Pβ +´ +U T Uˆξ +¯ +j +���Uˆξ +��� +2|β|`5 +δβkj ´ ˆξβk ˆξj +|ξ| +“ +1 +|ξ|| ¯β| +P¯β +´ +ˆξ1, ˆξ2 +¯ +���Uˆξ +��� +¯β`3 . +(B.14) + +80 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where +Pˆβ “ ´ p|β| ´ 1q ˆξiPβ +���Uˆξ +��� +2 +` +ÿ +j“1,2 +˜ +BPβ +Bˆξj +���Uˆξ +��� +2 +´ +` +2 +��¯β +�� ` 1 +˘ +Pβ +´ +U T Uˆξ +¯ +j +¸ ´ +δβkj ´ ˆξβk ˆξj +¯ +. +(B.15) +The degrees of all terms are at most 1 ` p3 |β| ` 4q ` 2 “ p3 |β| ` 3q ` 2 ` 2 “ +p3 |β| ` 4q ` 1 ` 2 “ 3 +��¯β +�� ` 4. Again, BPβ +Bˆξj is still able to written as the form of +(B.2), so the case +��¯β +�� “ k holds. By Induction, for all β, the formulas (B.1) and +(B.2) hold. +Next, in Pβ, since for all square matrix M, ∥M∥ ď ř |Mij|, we just need to +estimate each element pPβqi1i2, +���pPβqi1i2 +´ +ˆξ1, ˆξ2 +¯��� ď +ÿ ����cpβ,i1,i2q +j1,j2 +ˆ +A, U, P, +1 +detpBq, T +λ , dT +dλ , 1 +λ2 +˙���� +(B.16) +and cpβ,i1,i2q +j1,j2 +´ +A, U, P, +1 +detpBq, T +λ , dT +dλ , 1 +λ2 +¯ +is a form of a polynomial, so we may only +check each variable. Given A P DA, +��� +` +AT A +˘´1��� , +1 +detpBq ď +1 +σ2 +2 and σ1 ď λ ď +? +2σ1, +so all variables are bounded by σ1 and σ2. +���� +BAT A +BAij +���� ď 2λ ď 2 +? +2σ1, +(B.17) +����� +B +` +AT A +˘´1 +BAij +����� “ +���� +` +AT A +˘´1 BAT A +BAij +` +AT A +˘´1 +���� ď 2 +? +2σ1 +σ4 +2 +, +(B.18) +so on DA, U, P are C1 functions and their derivatives are bounded by σ1 and σ2. +Absolutely, +���Uˆξ +��� +C1pDAσ1,σ2q ď Cpβq +σ1,σ2. +(B.19) +Since +����� +B det +` +AT A +˘ +BAij +����� ď λ2 ď 8σ2 +1, +(B.20) +���� +B +BAij +1 +detpBq +���� “ +����� +1 +2 detpBq3 +B det +` +AT A +˘ +BAij +����� ď 8σ2 +1 +σ8 +2 +, +(B.21) +and +���� +Bλ +BAij +���� “ +���� +Aij +λ +���� ď 1 +(B.22) +on DA, +1 +detpBq, T +λ , dT +dλ , 1 +λ2 are also C1 functions and their derivatives are bounded +by σ1 and σ2. Therefore, we obtain +���Pβ +´ +ˆξ1, ˆξ2 +¯��� +C1pDAσ1,σ2q ď Cpβq +σ1,σ2,T . +(B.23) +□ + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +81 +Lemma B.2. Given A P DAσ1,σ2 and ϕ pξq “ ϕ p|ξ|q, a cutting and decreasing +respect |ξ| and supported in B p1q, and set +K0 pθq :“ F´1 ” +pz ` LAq´1 pξqϕpξq +ı +, +(B.24) +K1,j pθq :“ F´1 ” +ξj pz ` LAq´1 pξqϕpξq +ı +. +(B.25) +Then, for all z P Sω,δ, we have the following estimates +∥K0 pθq∥ ďCω,δ,σ1,σ2,T +|z| +1 +1 ` |θ|3 , +(B.26) +∥K1,j pθq∥ ďCω,δ,σ1,σ2,T +1 +1 ` |θ|4 . +(B.27) +Proof. For convenience, we define Hpξq :“ pz ` LAq´1 pξq First, since +p1 ` |θ|3q +ż +R2 eiθ¨ξ pz ` LAq´1 pξqϕpξqdξ +“ +ż +R2p1 ´ i θ +|θ| ¨ iθ|θ|2qeiθ¨ξ pz ` LAq´1 pξqϕpξqdξ +“ +ż +R2 +„ +p1 ´ i θ +|θ| ¨ ∇ξ|∇ξ|2qeiθ¨ξ + +pz ` LAq´1 pξqϕpξqdξ +“ +ż +R2 eiθ¨ξ pz ` LAq´1 pξqϕpξq ` ieiθ¨ξ θ +|θ| ¨ ∇ξ∆ξ +” +pz ` LAq´1 pξqϕpξq +ı +dξ +“ +ż +Bp1q +eiθ¨ξ pz ` LAq´1 pξqϕpξq ` ieiθ¨ξ θ +|θ| ¨ ∇ξ∆ξ +” +pz ` LAq´1 pξqϕpξq +ı +dξ, +(B.28) +By (6.20), +����� +ż +Bp1q +eiθ¨ξ pz ` LAq´1 pξqϕpξqdξ +����� ď Cδ,σ1,σ2,T ∥ϕ∥C0 +|z| +. +(B.29) +Next, we compute +B +Bξj +∆ξ +” +pz ` LAq´1 ϕ +ı +“ B +Bξj +∆ξ pz ` LAq´1 ϕ ` ∆ξ pz ` LAq´1 B +Bξj +ϕ ` 2 B +Bξj +∇ξ pz ` LAq´1 ¨ ∇ξϕ +`2∇ξ pz ` LAq´1 ¨ B +Bξj +∇ξϕ ` B +Bξj +pz ` LAq´1 ∆ξϕ ` pz ` LAq´1 B +Bξj +∆ξϕ. +(B.30) +Since ϕ is smooth, we may estimate all of the terms except the first by (6.20) and +(6.24). Obviously, for the last term, +�����i θj +|θ| +ż +Bp1q +eiθ¨ξ pz ` LAq´1 +ˆ B +Bξj +∆ξϕ +˙ +dξ +����� ď Cδ,σ1,σ2,T ∥ϕ∥C3 +|z| +. +(B.31) + +82 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Then, for all |α| “ 1, 2, |α| ` |β| “ 3 +�����i θj +|θ| +ż +Bp1q +eiθ¨ξBα +ξ pz ` LAq´1 pξqBβ +ξ ϕpξqdξ +����� ď ∥ϕ∥C2 +ż +Bp1q +���Bα +ξ pz ` LAq´1 pξq +��� dξ +ďCδ,σ1,σ2,T +|z|2 +∥ϕ∥C2 +ż +Bp1q +|ξ|1´|α| dξ ď Cδ,σ1,σ2,T +|z|2 +∥ϕ∥C2 . +(B.32) +Now, for the first term, +B +Bξj +∆ξH “2 +ÿ +k“1,2 +“ +´ pEjkk ` Ekjk ` Ekkjq ` +` +Ekpjkq ` Epjkqk +˘‰ +` +` +Ejpkkq ` Epkkqj +˘ +´ H B +Bξj +∆ξLAH, +(B.33) +where +Eijk “H BLA +Bξi +H BLA +Bξj +H BLA +Bξk +H, +Ekpjkq “H BLA +Bξk +H B2LA +BξjBξk +H, +Ejpkkq “H BLA +Bξj +H∆ξLAH. +Since +��� BLA +Bξj +��� ≲ 1 and +��� B2LA +BξjBξk +��� ≲ |ξ|´1, ∥Eijk∥ ≲ 1 and +��Ekpjkq +�� , +��Ejpkkq +�� ≲ |ξ|´1. +Therefore, we only have to check pz ` LAq´1 +B +Bξj ∆ξLA pz ` LAq´1 ϕ. LA is an even +function, so the term is an odd function. By LA pξq “ |ξ| LA +´ +ˆξ +¯ +and (6.10), +�����i θj +|θ| +ż +Bp1q +eiθ¨ξ pz ` LA pξqq´1 B +Bξj +∆ξLA pξq pz ` LA pξqq´1 ϕ pξq dξ +����� +“ +�����´ θj +|θ| +ż +Bp1q +sin pθ ¨ ξq pz ` LA pξqq´1 B +Bξj +∆ξLA pξq pz ` LA pξqq´1 ϕ pξq dξ +����� +ď +������ +ż +Bp1q +sin +´ +θ ¨ ˆξ |ξ| +¯ ´ +z ` |ξ| LA +´ +ˆξ +¯¯´1 Φp3q +A,j +´ +ˆξ +¯ +|ξ|2 +´ +z ` |ξ| LA +´ +ˆξ +¯¯´1 +ϕ p|ξ|q dξ +������ +“ +������ +ż +S1 +ż 1 +0 +´ +z ` rLA +´ +ˆξ +¯¯´1 +Φp3q +A,j +´ +ˆξ +¯ ´ +z ` rLA +´ +ˆξ +¯¯´1 +ϕ prq +sin +´ +θ ¨ ˆξr +¯ +r +drdˆξ +������ +. +(B.34) + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +83 +By Lemma B.4, we obtain for all ˆξ P S1 +������ +ż 1 +0 +´ +z ` rLA +´ +ˆξ +¯¯´1 +Φp3q +A,j +´ +ˆξ +¯ ´ +z ` rLA +´ +ˆξ +¯¯´1 +ϕ prq +sin +´ +θ ¨ ˆξr +¯ +r +dr +������ +ď2 +���� +´ +z ` rLA +´ +ˆξ +¯¯´1 +Φp3q +A,j +´ +ˆξ +¯ ´ +z ` rLA +´ +ˆξ +¯¯´1 +ϕ prq +���� +C1pr0,1sq +ď4 +���Φp3q +A,j +´ +ˆξ +¯��� ∥ϕ prq∥C1pr0,1sq +���� +´ +z ` rLA +´ +ˆξ +¯¯´1���� +2 +C1pr0,1sq +ďCδ,σ1,σ2,T ∥ϕ prq∥C1pr0,1sq +˜ +1 +|z| ` +1 +|z|2 +¸2 +. +(B.35) +Therefore, +������ +ż +S1 +ż 1 +0 +´ +z ` rLA +´ +ˆξ +¯¯´1 +Φp3q +A,j +´ +ˆξ +¯ ´ +z ` rLA +´ +ˆξ +¯¯´1 +ϕ prq +sin +´ +θ ¨ ˆξr +¯ +r +drdˆξ +������ +ďCδ,σ1,σ2,T ∥ϕ prq∥C1 +˜ +1 +|z| ` +1 +|z|2 +¸2 +. +(B.36) +Since +1 +|z| ď Cω,δ if z P Sω,δ, +����� +ż +Bp1q +eiθ¨ξ pz ` LAq´1 pξqϕpξq ` ieiθ¨ξ θ +|θ| ¨ ∇ξ∆ξ +” +pz ` LAq´1 pξqϕpξq +ı +dξ +����� +ď ∥ϕ prq∥C3 +4ÿ +k“1 +Cpkq +δ,σ1,σ2,T +1 +|z|k +ďCω,δ,σ1,σ2,T ∥ϕ∥C3 +|z| +, +(B.37) +and +���� +ż +R2 eiθ¨ξ pz ` LAq´1 pξqϕpξqdξ +���� ďCω,δ,σ1,σ2,T ∥ϕ∥C3 +|z| +1 +1 ` |θ|3 . +(B.38) +Next, for K1,j, we use the same technique. p1 ` |θ|4qK1,j pθq becomes +p1 ` |θ|4q +ż +R2 eiθ¨ξξj pz ` LAq´1 pξqϕpξqdξ +“ +ż +R2 +“ +p1 ` |∇ξ|4qeiθ¨ξ‰ +ξj pz ` LAq´1 pξqϕpξqdξ +“ +ż +Bp1q +eiθ¨ξξj pz ` LAq´1 pξqϕpξq ` eiθ¨ξ∆2 +ξ +” +ξj pz ` LAq´1 pξqϕpξq +ı +dξ, +(B.39) +By (6.20), +����� +ż +Bp1q +eiθ¨ξξj pz ` LAq´1 pξqϕpξqdξ +����� ď Cδ,σ1,σ2,T ∥ϕ∥C0 +|z| +. +(B.40) + +84 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Next, +∆2 +ξ +” +ξj pz ` LAq´1 pξqϕpξq +ı +“ 4 B +Bξj +∆ξ +” +pz ` LAq´1 ϕ +ı +` ξj∆2 +ξ +” +pz ` LAq´1 pξqϕpξq +ı +(B.41) +We have estimated the first term, so let us compute the second, +∆2 +ξ +” +pz ` LAq´1 ϕ +ı +“ +∆2 +ξ pz ` LAq´1 ϕ ` 4∇ξ∆ξ pz ` LAq´1 ¨ ∇ξϕ ` 4 +” +∇2 +ξ pz ` LAq´1 : ∇2 +ξϕ +ı +` 2∆ξ pz ` LAq´1 ∆ξϕ ` 4∇ξ pz ` LAq´1 ¨ ∇ξ∆ξϕ ` pz ` LAq´1 ∆2 +ξϕ. +(B.42) +For the last four terms, we may estimate them by (6.20) and (6.24) again. For the +second term, since Bα +ξ LA ≲ |ξ|1´|α|, by (B.33), we may obtain +����� +ż +Bp1q +eiθ¨ξξj∇ξ∆ξ pz ` LAq´1 pξq ¨ ∇ξϕ pξq dξ +����� +ď ∥ϕ∥C1 +4ÿ +k“1 +Cpkq +δ,σ1,σ2,T +1 +|z|k . +(B.43) +In the first term, we have +∆2 +ξH “ +ÿ +j,k“1,2 +r +8 pEjjkk ` Ejkjk ` Ejkkjq +´8 +` +Ejkpjkq ` Ejpjkqk ` Epjkqjk +˘ +` 4H B2LA +BξjBξk +H B2LA +BξjBξk +H + +` +ÿ +j“1,2 +“ +´4 +` +Ejjpkkq ` Ejpkkqj ` Epkkqjj +˘ +` 4 +` +Ejpjkkq ` Epjkkqj +˘‰ +` 2H∆ξLAH∆ξLAH ´ H∆2 +ξLAH, +(B.44) +where +Ejjkk “H BLA +Bξj +H BLA +Bξj +H BLA +Bξk +H BLA +Bξk +H, +Ejkpjkq “H BLA +Bξj +H BLA +Bξk +H B2LA +BξjBξk +H, +Ejjpkkq “H BLA +Bξj +H BLA +Bξj +H∆ξLAH, +Ejpjkkq “H BLA +Bξk +H B∆ξLA +Bξj +H, +and we only have to compute the ´ pz ` LAq´1 ∆2 +ξLA pz ` LAq´1 term. Since LA +is an even function, ´ξj pz ` LAq´1 ∆2 +ξLA pz ` LAq´1 pξq ϕpξq is odd, again, by + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +85 +Lemma 6.6 and B.4 +�����´ +ż +Bp1q +eiθ¨ξξj pz ` LAq´1 ∆2 +ξLA pz ` LAq´1 pξq ϕpξqdξ +����� +“ +����� +ż +Bp1q +ξj sin pθ ¨ ξq pz ` LA pξqq´1 ∆2 +ξLA pξq pz ` LA pξqq´1 ϕ pξq dξ +����� +ď +������ +ż +Bp1q +sin +´ +θ ¨ ˆξ |ξ| +¯ ´ +z ` |ξ| LA +´ +ˆξ +¯¯´1 ξjΦp4q +A +´ +ˆξ +¯ +|ξ|3 +´ +z ` |ξ| LA +´ +ˆξ +¯¯´1 +ϕ p|ξ|q dξ +������ +“ +������ +ż +S1 +ˆξj +ż 1 +0 +´ +z ` rLA +´ +ˆξ +¯¯´1 +Φp4q +A +´ +ˆξ +¯ ´ +z ` rLA +´ +ˆξ +¯¯´1 +ϕ prq +sin +´ +θ ¨ ˆξr +¯ +r +drdˆξ +������ +ď4 +ż +S1 +���ˆξj +��� +���Φp4q +A +´ +ˆξ +¯��� ∥ϕ prq∥C1pr0,1sq +���� +´ +z ` rLA +´ +ˆξ +¯¯´1���� +2 +C1pr0,1sq +dˆξ +ďCδ,σ1,σ2,T ∥ϕ prq∥C1pr0,1sq +˜ +1 +|z| ` +1 +|z|2 +¸2 +. +(B.45) +Hence, +����� +ż +Bp1q +eiθ¨ξξj pz ` LAq´1 pξqϕpξq ` eiθ¨ξ∆2 +ξ +” +ξj pz ` LAq´1 pξqϕpξq +ı +dξ +����� +ď ∥ϕ prq∥C4 +5ÿ +k“1 +Cpkq +δ,σ1,σ2,T +1 +|z|k +ďCω,δ,σ1,σ2,T ∥ϕ∥C4 , +(B.46) +and +���� +ż +R2 eiθ¨ξξj pz ` LAq´1 pξqϕpξqdξ +���� ďCω,δ,σ1,σ2,T ∥ϕ∥C4 +1 +1 ` |θ|4 . +(B.47) +□ +Lemma B.3. Given kpxq “ F´1re´LApξqs, then we have the following estimates +∥kpxq∥ ď C +1 +1 ` |x|3 , +(B.48) +���� +B +Bxi +kpxq +���� ď C +1 +1 ` |x|4 , +(B.49) +���� +B +Bxi +B +Bxj +kpxq +���� ď C +1 +1 ` |x|5 . +(B.50) + +86 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Proof. First, +p1 ` |x|3q +ż +R2 eix¨ξe´LApξqdξ “ +ż +R2p1 ´ i x +|x| ¨ ix|x|2qeix¨ξe´LApξqdξ +“ +ż +R2p1 ´ i x +|x| ¨ ∇ξ|∇ξ|2qeix¨ξe´LApξqdξ +“ +ż +R2 eix¨ξe´LApξq ` i x +|x| ¨ ∇ξ∆ξe´LApξqdξ. +Since e´LApξq ≲ e´|ξ|, we obtain +(B.51) +p1 ` |x|3q ∥kpxq∥ ≲ +´ +1 ` +����� +ż +B1p0q +eix¨ξ x +|x| ¨ ∇ξ∆ξe´LApξqdξ +����� +¯ +. +Next, since +B +Bξi +e´LApξq “ ´ +ż 1 +0 +e´p1´tqLApξq B +Bξi +LApξqe´tLApξqdt, +Bjkk +ξ +e´LApξq +“ ´ +ż 1 +0 +e´p1´t1qLApξqBjkk +ξ +LApξqe´t1LApξqdt1 +` H21 pj, kkq ` H21 pk, jkq ` H21 pjk, kq ` H22 pkk, jq ` H22 pjk, kq ` H22 pk, jkq +´ H3 pp1 ´ t1q p1 ´ t2q p1 ´ t3q , j, p1 ´ t1q p1 ´ t2q t3, k, p1 ´ t1q t2, k, t1q +´ H3 pp1 ´ t1q p1 ´ t2q , k, p1 ´ t1q t2 p1 ´ t3q , j, p1 ´ t1q t2t3, k, t1q +´ H3 pp1 ´ t1q p1 ´ t2q , k, p1 ´ t1q t2, k, t1 p1 ´ t3q , j, t1t3q +´ H3 pp1 ´ t1q p1 ´ t3q , j, p1 ´ t1q t3, k, t1 p1 ´ t2q , k, t1t2q +´ H3 pp1 ´ t1q , k, t1 p1 ´ t2q p1 ´ t3q , j, t1 p1 ´ t2q t3, k, t1t2q +´ H3 pp1 ´ t1q , k, t1 p1 ´ t2q t3, k, t1t2 p1 ´ t3q , j, t1t2t3q , +where +H21 pα, βq “ +ż 1 +0 +ż 1 +0 +e´p1´t1qp1´t2qLApξqBα +ξ LApξqe´p1´t1qt2LApξqBβ +ξ LApξqe´t1LApξqdt1dt2, +H22 pα, βq “ +ż 1 +0 +ż 1 +0 +e´t1LApξqBα +ξ LApξqe´p1´t1qt2LApξqBβ +ξ LApξqe´p1´t1qp1´t2qLApξqdt1dt2. +H3 ps1, α, s2, β, s3, γ, s4q +“ +ż 1 +0 +ż 1 +0 +ż 1 +0 +e´s1LApξqBα +ξ LApξqe´t2LApξqBβ +ξ LApξqe´s3LApξqBγ +ξ LApξqe´s4LApξqdt1dt2dt3. +Since LApξq is even and homogeneous of degree one, we have that the third deriva- +tives of LApξq are odd and homogeneous of degree minus two. The other terms are +less singular and thus the corresponding integrals in (B.51) are bounded directly. +That is to say, +���Bα +ξ LApξq +��� ≲ |ξ|1´|ξ| and +��e´sLApξq�� ≲ e´sC|ξ| for some C ą 0, +so ∥H21∥ , ∥H22∥ ≲ |ξ|´1 e´C|ξ|,∥H3∥ ≲ e´C|ξ|, and all of them are integrable. + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +87 +Therefore, we only have to estimate the first, i.e. +ż +B1p0q +ż 1 +0 +e´p1´t1qLApξqeix¨ξ x +|x| ¨ ∇ξ∆ξLApξqe´t1LApξqdt1dξ. +We can write +e´p1´t1qLApξq B +Bξj +∆ξLApξqe´t1LApξq “ +1 +|ξ|2 e´p1´t1qLApξqΦp3q +A,jpˆξqe´t1LApξq, +where ˆξ “ ξ{|ξ| and Φp3q +A,jpˆξq is even and bounded from below and above, thanks +to the arc-chord condition and the C1 regularity (see (3.2) and Remark 6.12). We +then have that +ż +B1p0q +ż 1 +0 +e´p1´t1qLApξqeix¨ξ x +|x| ¨ ∇ξ∆ξLApξqe´t1LApξqdt1dξ +“ +ÿ +j“1,2 +ixj +|x| +ż +S1 +ż 1 +0 +ż 1 +0 +sin px ¨ ˆξ rq +r +e´p1´t1qrLApˆξqΦp3q +A,jpˆξqe´t1rLApˆξqdrdt1dˆξ. +By lemma B.4, we obtain for all x P R2, ˆξ P S1 and t1 P r0, 1s +����� +ż 1 +0 +sin px ¨ ˆξ rq +r +e´p1´t1qrLApˆξqΦp3q +A,jpˆξqe´t1rLApˆξqdr +����� +ď2 +���e´p1´t1qrLApˆξqΦp3q +A,jpˆξqe´t1rLApˆξq��� +C1pr0,1s;rq . +(B.52) +LApˆξq is positive definite and diagonalizable and Φp3q +A,jpˆξq is boundned, so for all +ˆξ P S1 and t1 P r0, 1s, +���e´p1´t1qrLApˆξqΦp3q +A,jpˆξqe´t1rLApˆξq��� +C1pr0,1s;rq ď C +´ +1 ` +���LApˆξq +��� +¯ +. +(B.53) +Therefore, since LApˆξq is bounded on S1, +ż +B1p0q +ż 1 +0 +e´p1´t1qLApξqeix¨ξ x +|x| ¨ ∇ξ∆ξLApξqe´t1LApξqdt1dξ +(B.54) +is bounded, and we may conclude that +∥kpxq∥ ≲ p1 ` |x|3q´1. +Next, since +B +Bxi +kpxq “ +ż +R2 iξie´LApξqeix¨ξdξ, +we have +���� +B +Bxi +kpxq +���� “ +ż +R2 |ξi| +���e´LApξq��� dξ ď C, +where C only depends on A. Then, +|x|4 B +Bxi +kpxq “ +ż +R2 p∆ξq2 ´ +iξie´LApξq¯ +eix¨ξdξ, + +88 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +where p∆ξq2 ` +ξie´LApξq˘ +“ 4 B +Bξi ∆ξe´LApξq ` ξi p∆ξq2 e´LApξq. The first term is the +i component in ∇ξ∆ξe´LApξq, so we may claim the term is integratable by the +previous techniques. For the second term, again, +Bjjkk +ξ +LApξq +“ ´ +ż 1 +0 +e´p1´t1qLApξqBjjkk +ξ +LApξqe´t1LApξqdt1 +` H2 pp1 ´ t1q p1 ´ t2q , jjk, p1 ´ t1q t2, k, t1q ` ¨ ¨ ¨ +´ H3 pp1 ´ t1q p1 ´ t2q p1 ´ t3q , jj, p1 ´ t1q p1 ´ t2q t3, k, p1 ´ t1q t2, k, t1q ´ ¨ ¨ ¨ +` H4 pp1 ´ t1q p1 ´ t2q p1 ´ t3q p1 ´ t4q , p1 ´ t1q p1 ´ t2q p1 ´ t3q t4, +j, p1 ´ t1q p1 ´ t2q t3, k, p1 ´ t1q t2, k, t1q ` ¨ ¨ ¨ +where +H2 ps1, α, s2, β, s3q +“ +ż 1 +0 +ż 1 +0 +e´s1LApξqBα +ξ LApξqe´s2LApξqBβ +ξ LApξqe´s3LApξqdt1dt2 +H3 ps1, α, s2, β, s3, γ, s4q +“ +ż 1 +0 +ż 1 +0 +ż 1 +0 +e´s1LApξqBα +ξ LApξqe´s2LApξqBβ +ξ LApξqe´s3LApξqBγ +ξ LApξqe´s4LApξq +dt1dt2dt3 +H4 ps1, α, s2, β, s3, γ, s4, δ, s5q +“ +ż 1 +0 +ż 1 +0 +ż 1 +0 +ż 1 +0 +e´s1LApξqBα +ξ LApξqe´s2LApξqBβ +ξ LApξqe´s3LApξqBγ +ξ LApξqe´s4LApξq +Bδ +ξLApξqe´s5LApξqdt1dt2dt3dt4. +There are 14 H2-type terms, 36 H3-type terms, 24 H4-type terms in Bjjkk +ξ +LA. +Since +���Bα +ξ LApξq +��� ≲ |ξ|1´|ξ| and +��e´sLApξq�� ≲ e´sC|ξ| for some C ą 0, ∥ξiH2∥ ≲ +|ξ|´1 e´C|ξ|,∥ξiH3∥ ≲ e´C|ξ| and ∥ξiH4∥ ≲ |ξ| e´C|ξ|. Hence, we only have to check +ż +R2 +ż 1 +0 +e´p1´t1qLApξqξi p∆ξq2 LApξqe´t1LApξqdt1dξ. +Since +ş1 +0 e´p1´t1qLApξqξi p∆ξq2 LApξqe´t1LApξqdt1 is odd, we may use the same tech- +nique in kpxq term to obtain +|x|4 +���� +B +Bxi +kpxq +���� ď C, +so +���� +B +Bxi +kpxq +���� ≲ +1 +1 ` |x|4 . +Finally, since +B +Bxi +kpxq “ +ż +R2 ξie´LApξqeix¨ξdξ, + +WELL-POSEDNESS OF THE 3D PESKIN PROBLEM +89 +we have +���� +B +Bxi +kpxq +���� “ +ż +R2 |ξi| +���e´LApξq��� dξ ď C, +where C only depends on A. +□ +Lemma B.4. Given a vector function M prq in C1 pr0, 1sq, we have the following +inequality: for all A ě 0, +���� +ż 1 +0 +M prq sin pArq +r +dr +���� ď 2 ∥Mp0q∥ ` +���� +dM prq +dr +���� +C0pr0,1sq +ď 2 ∥M∥C1pr0,1sq . +(B.55) +Proof. +ż 1 +0 +M prq sin pArq +r +dr “ +ż 1 +0 +M p0q sin pArq +r +dr ` +ż 1 +0 +M prq ´ M p0q +r +sin pArqdr. +(B.56) +For the first term, +���� +ż 1 +0 +M p0q sin pArq +r +dr +���� “ +����M p0q +ż 1 +0 +sin pArq +r +dr +���� “ ∥Mp0q∥ +����� +ż A +0 +sin prq +r +dr +����� +ď ∥Mp0q∥ +ż π +0 +sin prq +r +dr « 1.852 ∥Mp0q∥ ď 2 ∥Mp0q∥ . +(B.57) +For the second term, since +���� +M prq ´ M p0q +r +���� “ +��şr +0 +dM +ds psq ds +�� +r +ď +���� +dM prq +dr +���� +C0pr0,1sq +, +(B.58) +���� +ż 1 +0 +M prq ´ M p0q +r +sin pArqdr +���� ď +ż 1 +0 +���� +M prq ´ M p0q +r +���� |sin pArq| dr +ď +���� +dM prq +dr +���� +C0pr0,1sq +. +(B.59) +Therefore, we obtain the result. +□ +Lemma B.5. Given fptq ě 0 is a locally integrable function on R, we have the +following estimates: +(i) If α ą ´1, for all m ă t, +���� +ż t +m +pt ´ sqα fds +���� ď C pt ´ mqα`1 Mlrfsptq. +(B.60) +(ii) If α ă ´1, for all M ă t, +����� +ż M +´8 +pt ´ sqα fds +����� ď C pt ´ Mqα`1 Mlrfsptq. +(B.61) + +90 +E. GARC´IA-JU´AREZ, P.-C. KUO, Y. MORI, AND R. M. STRAIN +Proof. (i) By integration by part theorem, +ż t +m +pt ´ sqα fds “ ´ +ż t +m +pt ´ sqα +ˆ B +Bs +ż t +s +f prq dr +˙ +ds +“ pt ´ sqα +ż t +s +f prq dr +ˇˇˇˇ +m +s“t +´ α +ż t +m +pt ´ sqα +ˆ +1 +t ´ s +ż t +s +f prq dr +˙ +ds. +Since +lim sup +sÑt´ +����pt ´ sqα +ż t +s +f prq dr +���� “ lim sup +sÑt´ +����pt ´ sqα`1 +1 +t ´ s +ż t +s +f prq dr +���� +ď lim sup +sÑt´ pt ´ sqα`1 Mlrfsptq “ 0, +�����pt ´ sqα +ż t +s +f prq dr +ˇˇˇˇ +m +s“t +����� ď pt ´ mqα`1 Mlrfsptq. +Next, +���� +ż t +m +pt ´ sqα +ˆ +1 +t ´ s +ż t +s +f prq dr +˙ +ds +���� +ďMlrfsptq +ż t +m +pt ´ sqα ds “ +1 +α ` 1 pt ´ mqα`1 Mlrfsptq. +Therefore, +���� +ż t +m +pt ´ sqα fds +���� ď C pt ´ mqα`1 Mlrfsptq. +(ii) The proof is basically the same. It will be +����� +ż M +´8 +pt ´ sqα fds +����� +“ +�����pt ´ sqα +ż t +s +f prq dr +ˇˇˇˇ +M +s“´8 +´ α +ż M +´8 +pt ´ sqα +ˆ +1 +t ´ s +ż t +s +f prq dr +˙ +ds +����� +ď pt ´ Mqα`1 Mlrfsptq ` lim sup +sÑ´8 pt ´ sqα`1 Mlrfsptq ` Mlrfsptq +ż M +´8 +pt ´ sqα ds +“ pt ´ Mqα`1 Mlrfsptq ´ +1 +α ` 1 pt ´ Mqα`1 Mlrfsptq. +since α ` 1 ă 0. Therefore, +����� +ż M +´8 +pt ´ sqα fds +����� ď C pt ´ Mqα`1 Mlrfsptq. +□ +References +[1] Thomas Alazard and Omar Lazar, Paralinearization of the Muskat equation and appli- +cation to the Cauchy problem, Arch. Ration. Mech. Anal. 237 (2020), no. 2, 545–583, +doi:10.1007/s00205-020-01514-6. +[2] Thomas Alazard and Quoc-Hung Nguyen, Endpoint sobolev theory for the Muskat equation, +Commun. Math. Phys. 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