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On The Unsteady Poiseuille Flow in A Pip
On The Unsteady Poiseuille Flow in A Pip
58 (2007) 994–1007
0044-2275/07/060994-14
DOI 10.1007/s00033-006-6114-3 Zeitschrift für angewandte
°c 2007 Birkhäuser Verlag, Basel Mathematik und Physik ZAMP
Keywords. Unsteady Poiseuille flow, flow in a pipe, axial pressure drop, Volterra integral equa-
tion.
1. Introduction
1 Partially
supported by the NSF grant DMS–0404834.
2 Supported by EC FP6 MCToK program SPADE2, MTKD–CT–2004–014508
3 Supported by FCT-Project POCI/MAT/61792/2004
Vol. 58 (2007) On the unsteady Poiseuille flow in a pipe 995
a priori. Specifically, it is not obvious whether or not the relation between F (t)
and q(t) may depend on the solution u(x, t) itself; see [3], [14]. However, in the
time-periodic case, it was shown in [4] that F (t) and q(t) are, in fact, connected by
an elementary and invertible relationship that depends only on σ . One important
consequence of this fact is that the inverse problem of a prescribed flow rate can
be thus reduced to the elementary problem of a prescribed axial pressure gradient.
The objective of this article is two-fold.
On the one hand, the aim is to prove that the flow rate F (t) and the axial pres-
sure gradient q(t) are related by a linear Volterra integral equation of the second
type with corresponding kernel, K(t), depending only on the cross-section σ and
on time (see Section 2). Furthermore, we show that K(t) is Lebesgue integrable
in (0, ∞) (see Lemma 2.1), and so,by well known results on Volterra’s equations
this implies not only that the integral equation admits a unique solution, but also
that it is invertible, thus obtaining a one-to-one correspondence between F (t) and
q(t) (see Lemma 2.3 and (2.22)) . We also prove that K(t) is positive for all t
and that it admits a simple representation through an infinite series involving the
eigenfunctions and eigenvalues of the Laplace operator on σ (see Lemma 2.2). This
property has the interesting consequence that, for given F (t), the corresponding
solution q(t) can be approximated by solutions to simpler integral equations with
suitable truncated kernels (see (2.20)).
On the other hand, our goal is to furnish results of (global) existence and
uniqueness of solutions to (1.1) in general Sobolev spaces. In fact, the above
mentioned one-to-one relation between F (t) and q(t), independent of the particular
solution, allows us to furnish results of unique solvability in a very elementary
way. Specifically, given F (t) we can evaluate the corresponding q(t) and then
solve (1.1)1,2 with the found q(t). This latter problem, in turn, is just the classical
initial-boundary value problem for the heat equation. Consequently, we may apply
all well known results and prove unique solvability in suitable Sobolev spaces of
arbitrary order, provided, of course, the data are sufficiently smooth and satisfy
the appropriate compatibility conditions (see Theorem 3.2).
The plan of the paper is the following. In Section 2 we derive the linear integral
equation relating F (t) to q(t) and prove some corresponding existence and unique-
ness results. In Section 3 we apply these results to show the unique solvability of
(1.1) in appropriate Sobolev spaces.
The objective of this section is to show that the axial pressure gradient q(t) and
the flow rate F (t) are related by a linear Volterra integral equation. With a view
to the unique solvability of problem (1.1), it will suffice to restrict ourselves to the
Vol. 58 (2007) On the unsteady Poiseuille flow in a pipe 997
∂
see, e.g., [8] . Since Ψ ∈ W22 (σ), we also deduce that ∇ ∂t Θ ∈ L2 (σ T ) and that
∂ ∂
sup k Θ(·, t)kL2 (σ) + k∇ Θ(·, t)kL2 (σT ) ≤ ckΨkW22 (σ) ; (2.6)
t∈[0,T ] ∂t ∂t
7 The generalization to nonzero data is, however, straightforward; see also next section.
8 Of course, the physical interesting cases are n = 2, 3.
998 G. P. Galdi, K. Pileckas and A. L. Silvestre ZAMP
2
∂
see [8]. Finally, for arbitrary δ > 0, we further find ∂t 2 Θ ∈ L2 (σ × (δ, T )) and
∂ 9
∆ ∂t Θ ∈ L2 (σ × (δ, T )).
Now, let u(x, t) be a “sufficiently smooth” solution to (2.1). Multiplying both
sides of equation (2.1) by Θ(x, τ − t) and integrating by parts over σ, we find
Z Z Z
∂
u(x, t)Θ(x, τ − t) dx = ν ∆u(x, t)Θ(x, τ − t) dx + q(t) Θ(x, τ − t) dx,
σ ∂t σ σ
that is Z Z
∂ ∂
u(x, t)Θ(x, τ − t) dx − u(x, t) Θ(x, τ − t) dx
∂t σ σ ∂t
Z Z
= ν u(x, t)∆Θ(x, τ − t) dx + q(t) Θ(x, τ − t) dx.
σ σ
Integrating this last relation with respect to t from 0 to τ and taking into account
that
∂ ∂
ν∆Θ(x, τ − t) = Θ(x, τ − t) = − Θ(x, τ − t),
∂τ ∂t
¯
¯
u(x, 0) = 0, Θ(x, τ − t)¯ = Θ(x, 0) = Ψ(x),
t=τ
we derive Z Z τ
u(x, τ )Ψ(x) dx = H(τ − t)q(t) dt , (2.7)
σ 0
with Z
H(s) = Θ(x, s) dx . (2.8)
σ
We next differentiate both sides of (2.7) with respect to τ to get
Z Z τ
∂
u(x, τ )Ψ(x) dx = H(0)q(τ ) + H ′ (τ − t)q(t) dt.
σ ∂τ 0
Using equation (2.1), (2.2) and integrating twice by parts we deduce
Z Z Z
∂
u(x, τ )Ψ(x) dx = ν ∆u(x, τ )Ψ(x) dx + q(τ ) Ψ(x) dx
σ ∂τ σ σ
Z Z Z
= ν u(x, τ )∆Ψ(x) dx + q(τ ) Ψ(x) dx = − u(x, τ ) dx
σ σ σ
Z Z
+q(τ ) Ψ(x) dx = −F (τ ) + q(τ ) Ψ(x) dx,
σ σ
R R
where
R F (τ ) = σ
u(x, τ ) dx is the flow rate. Since H(0) = σ Θ(x, 0) dx =
σ
Ψ(x) dx, from the two latter displayed equalities, we find that F (t) and q(t)
are related by the following Volterra equation of the first type
Z τ
−F (τ ) = H ′ (τ − t)q(t) dt. (2.9)
0
9 Note that it is not possible to take δ = 0, because the initial datum Ψ(x) does not satisfy the
compatibility condition, i.e., ∆Ψ(x) |∂σ 6= 0.
Vol. 58 (2007) On the unsteady Poiseuille flow in a pipe 999
Notice that (2.11) is a Volterra integral equation of the second type with respect
to q(τ ).
Lemma 2.1. The kernel K(s), defined by (2.12), belongs to the space L1 (0, ∞).
Proof. We begin to show integrability of K in (0, T ), for all T > 0. From (2.2) we
get
Z Z
1 ∂ ν ∂ ∂
K(s) = ν∆ Θ(x, s) dx = Θ(x, s) dS s ∈ (0, T ).
|σ| σ ∂s |σ| ∂σ ∂n ∂s
By Cauchy–Schwarz inequality and by well know trace inequality (see [7]) we have
Z ¯ ¯2
2 ν|∂σ| ¯ ∂ ∂ ¯
|K(s)| ≤ ¯ Θ(x, s)¯ dS
|σ| ∂σ ∂n ∂s
µ ¶ (2.13)
∂ ∂ ∂
≤ c k∇ Θ(·, s)k2L2 (σ) + k∇ Θ(·, s)kL2 (σ) k∆ Θ(·, s)kL2 (σ) .
∂s ∂s ∂s
Therefore, recalling that Ψ ∈ W22 (σ), by classical estimates of the heat semigroup
(see, e.g., [5]), we have
∂
kν∆W (·, t)kL2 (σ) = k W (·, t)kL2 (σ)
∂t
≤ c t−1 kW (·, 0)kL2 (σ) = c t−1 k∆ΨkL2 (σ) = e c t−1
which proves (2.14). Thus, from (2.13), (2.14), by the Hölder inequality and by
(2.6) it follows that
Z t ³Z t° ∂ °
|K(s)| ds ≤ c °∇ Θ(·, s)° ds
∂s L2 (σ)
0 0
Z t ´
° ∂ ° ° °
+ °∇ Θ(·, s)°1/2 °∆ ∂ Θ(·, s)°1/2 ds
∂s L2 (σ) ∂s L2 (σ)
0
³ Z t
° ∂ ° ° ∂ °1/2 ¡ ° ∂ ° ¢ ´
≤ c t1/2 °∇ Θ°L (σ×(0,t)) + °∇ Θ°L (σ×(0,t)) °∆ Θ(·, s)°2/3 ds 3/4
∂s 2 ∂s 2 ∂s L2 (σ)
0
³ Z
¡ t −2/3 ¢3/4 ´
≤ c(T ) 1 + s ds ≤ C(T )
0
which proves that K ∈ L1 (0, T ), for any finite T > 0. From (2.12) we also have
∂2
Θ(·, t)kL2 (σ) .
|K(t)| ≤ ck (2.15)
∂t2
However, for any t > t0 and any t0 > 0, again by classical estimates for the heat
semigroup [5] we get
∂2 −1 ∂
k 2 Θ(·, t)kL (σ) ≤ c1 (t − t0 )
2 k Θ(·, t0 )kL2 (σ) ≤ c2 (t − t0 )−1 t−1
0 kΘ(·, 0)kL2 (σ) .
∂t ∂t
By taking t0 = t/2, from this relation and (2.15) it follows that K ∈ L1 (a, ∞) for
all a > 0 and the lemma is proved.
Our next objective is to show that the kernel K(t) admits a useful represen-
tation in terms of a suitable infinite series. To this end, let ψk ∈ W̊21 (σ) ∩ W22 (σ)
and λk > 0 be eigenfunctions and eigenvalues of the Laplace operator, namely,
−ν∆ψk (x) = λk ψk (x),
¯ (2.16)
¯
ψk (x)¯ = 0.
∂σ
Note that {λk } → ∞ as k → ∞. We take the eigenfunction ψk (x) to be orthonor-
mal in L2 (σ). Thus,
Z Z
ν |∇ψk (x)|2 dx = λk , ∇ψk (x) · ∇ψl (x) dx = 0, k 6= l.
σ σ
Moreover, {ψk (x)} form a basis in L2 (σ).
The following result holds.
Vol. 58 (2007) On the unsteady Poiseuille flow in a pipe 1001
Proof. Since the constant function 1 belongs to L2 (σ), we may write it as a Fourier
series:
X∞
1= βk ψk (x),
k=1
∞
P
where βk2 = |σ|. It is easy to see that the solution Ψ(x) to problem (2.2) can
k=1
be represented as
∞
X βk
Ψ(x) = ψk (x) (2.19)
λk
k=1
and that the series (2.19) converges in W22 (σ). Now, solving problem (2.3) by the
classical Fourier method, we find that Θ(x, t) has the representation
∞
X βk
Θ(x, t) = exp(−λk t)ψk (x).
λk
k=1
Hence,
Z ∞ ³Z ´
1 d2 1 X
K(t) = Θ(x, t) dx = βk λk exp(−λk t) ψk (x) dx
|σ| dt2 σ |σ| σ
k=1
∞
X
1
= βk2 λk exp(−λk t),
|σ|
k=1
N = 1, 2, . . . , , where
¡ K (N ) is¢ the N − th partial sum of the series (2.17). In [13],
[12] the solution u(x, t), q(t) to the inverse problem (1.1) is constructed by using
¡ ¢
Galerkin approximations u(N ) (x, t), q (N ) (t) with q (N ) (t) satisfying (2.20) .
Proof. For r = 1 the lemma is proved in [11]. Moreover, it is shown in [17] that
the unique solution q is represented by the formula
Z t
q(t) = R(t − s)Φ(s) ds + Φ(t), t ∈ [0, T ], (2.22)
0
where R(t) is the resolvent associated with a given kernel K(t). Recall that R(t)
is defined as the unique L1 -solution of the equation
Z t
R(t) = K(t − s)R(s) ds + K(t),
0
C1 ′
≤ C kKkL1 (0,T ) kΦkLr (0,T ) + kΦkLr (0,T ) ≤ C1 kΦkLr (0,T ) = kF kLr (0,T ) ,
|σ|
where C1 = C1 (T ) . The final part of the lemma follows by classical results on
Volterra’s equations with non-negative kernels [11], by the fact that, by Lemma
2.2, K(t) > 0 for all t > 0 and by recalling that Φ(t) = F ′ (t)/|σ| .
Let us now go back to the integral equation (2.9). From (2.6) it follows that
H ′ ∈ L∞ (0, T ). So, if q ∈ L1 (0, T ), we conclude from (2.9) the necessary compat-
ibility condition:
F (0) = 0 . (2.24)
Vol. 58 (2007) On the unsteady Poiseuille flow in a pipe 1003
Assume, now, that Φ′ (t) := |σ|−1 F ′′ (t) is integrable in (0, T ). Then, from [11,
Theorem 1] we obtain that q ′ ∈ L1 (0, T ) and that, moreover, differentiating (2.11),
q ′ (t) satisfies the following equation
Z t
q ′ (t) = K(t)q(0) + K(t − s)q ′ (s) ds + Φ′ (t) . (2.25)
0
Thus, if
q(0) = 0 , (2.26)
we find that Z t
q ′ (t) = K(t − s)q ′ (s) ds + Φ′ (t) . (2.27)
0
Note that, by (2.11), condition (2.26) requires
F ′ (0) = |σ|Φ(0) = 0 . (2.28)
Now, (2.27) is formally identical to (2.11), so that we can apply the results of
Lemma 2.3, provided F (t) obeys the compatibility condition (2.28) . Obviously,
this argument can be iterated.
From the above considerations and from Lemma 2.3 we thus deduce the fol-
lowing result.
Lemma 2.4. Let F ∈ Wrl+1 (0, T ), 1 ≤ r < ∞, l non-negative integer, T > 0,
and assume the compatibility conditions
dF dl F
F (0) = 0, (0) = 0, . . . , (0) = 0 . (2.29)
dt dtl
Then integral equation (2.11) admits a unique solution q ∈ Wrl (0, T ),
kqkWrl (0, T ) ≤ c(T )kF kWrl+1 (0, T ) . (2.30)
Moreover, for l ≥ 1,
dq dl−1 q
q(0) = 0, (0) = 0, . . . , (0) = 0. (2.31)
dt dtl−1
In this section we prove results regarding the unique solvability of problem (1.1).
This will be accomplished at once, by combining Lemma 2.4 along with classical
results on the heat equation.
In order to state our results, we need to recall the definition of appropriate
function spaces. For any real numbers s > 0 and q ≥ 1, we denote by Wqs (σ) the
Sobolev–Slobodetskii space with the norm
µ X Z Z ¯¯ α ¯q ¶1/q
q Dx u(x) − Dyα u(y)¯
kukWqs (σ) = kuk [s] + dx dy ,
Wq (σ)
σ σ |x − y|n+q(s−[s])
|α|=[s]
1004 G. P. Galdi, K. Pileckas and A. L. Silvestre ZAMP
∂ |α|
where Dxα = α
∂x1 1 ...∂xα n , |α| = α1 + . . . + αn , and [s] denotes the integer part of
n
We are now in a position to prove the unique solvability of (1.1). Consider first
the case u0 (x) = 0, f (x, t) = 0.
Theorem 3.1. Let ∂σ ∈ C 2l+2 , F ∈ Wrl+1 (0, T ), l ≥ 0, 1 < r < ∞, r 6= 3/2, T <
∞, u0 (x) ≡ f (x, t) ≡ 0, and let F (t)
¡ satisfy
¢ the compatibility conditions (2.29).
Then there exists a unique solution u, q ∈ Wr2l+2,l+1 (σ T ) × Wrl (0, T ) of problem
(1.1) and the following estimate holds
kukWr2l+2,l+1 (σT ) + kqkWrl (0,T ) ≤ c kF kWrl+1 (0,T ) . (3.1)
Proof. By Lemma 2.4, the integral equation (2.11) has a unique solution q ∈
Wrl (0, T ), which satisfies the estimate (2.30) and the conditions (2.31). Consider
now problem (2.1) with the right-hand side equal to that q(t). According to well
known results [9], [16], this problem has a unique solution u ∈ Wr2l+2,l+2 (σ T ),
r 6= 3/2, and
kukWr2l+2,l+1 (σT ) ≤ ckqkWr2l,l (σT ) ≤ ckqkWrl (0, T ) . (3.2)
Obviously, u(x, t) satisfies the flow rate condition (1.1)3 . Estimate (3.1) follows
from (3.2) and from (2.30).
For the general case of problem (1.1), we have the following result.
2l+2−2/r
Theorem 3.2. Let ∂σ ∈ C 2l+2 , F ∈ Wrl+1 (0, T ), u0 ∈ Wr (σ), f ∈
Wr2l,l (σ T ), l ≥ 0, 1 < r < ∞, r 6= 3/2, T < ∞. Suppose that following compatibi-
lity conditions hold
Z
ds F (s)
(0) = u0 (x) dx, s = 0, 1, . . . , l,
dts σ (3.3)
(s)
u0 (x)|∂σ = 0, s = 0, 1, . . . , [l + 1 − 3/2r],
where
(0)
u0 (x) := u0 (x),
(s) (s−1) (s−1)
u0 (x) := ν∆u0 (x) + f0 (x), s = 1, 2, . . . , l,
(3.4)
(s) ∂sf
f0 (x) := (x, 0), s = 0, 1, . . . , l .
∂ts
Vol. 58 (2007) On the unsteady Poiseuille flow in a pipe 1005
¡ ¢
Then problem (1.1) admits a unique solution u, q ∈ Wr2l+2,l+1 (σ T ) × Wrl (0, T )
and the following estimate holds
kukWr2l+2,l+1 (σT ) + kqkWrl (0,T )
µ ¶
≤ c kF kWrl+1 (0,T ) + ku0 kW 2l+2−2/r (σ) + kf kWr2l,l (σT ) . (3.5)
r
¡ ¢
Proof. We look for the solution u(x, t), q(t) of problem (1.1) in the form
¡ ¢ ¡ ¢
(u(x, t), q(t)) = u(1) (x, t), 0 + u(2) (x, t), q(t) ,
where u(1) (x, t) is the solution of the heat equation
∂ (1)
u (x, t) − ν∆u(1) (x, t) = f (x, t),
∂t (3.6)
(1) ¯
u (x, t)¯∂σ = 0, u(1) (x, 0) = u0 (x)
and (u(2) (x, t), q(t)) is the solution of the inverse problem
∂ (2)
u (x, t) − ν∆u(2) (x, t) = q(t),
∂t
u(2) (x, t) |∂σ = 0 , u(2) (x, 0) = 0, (3.7)
Z
u(2) (x, t) dx = Fe(t)
σ
R
with Fe(t) := F (t) − σ u(1) (x, t) dx. The solvability of problem (3.6) in the ap-
propriate spaces is well known; see, e.g., [9], [16]). Specifically, since ∂σ ∈ C 2l+2
(s)
and u0 (x)|∂σ = 0, s = 0, 1, . . . , [l + 1 − 3/2r], there exists a unique solution
u(1) ∈ Wr2l+2,l+1 (σ T ). This solution satisfies
µ ¶
ku(1) kWr2l+2,l+1 (σT ) ≤ c ku0 kW 2l+2−2/r (σ) + kf kWr2l,l (σT ) . (3.8)
r
Remark 3.1. Note that all obtained results are true for arbitrary finite T > 0. In
[14] the solvability of problem (1.1) is proved for the infinite time interval [0, ∞]
in spaces W22l+2,l+1 (σ × (0, ∞)) × W l (0, ∞) by using Galerkin approximations. In
order to get a priori estimates for Galerkin approximations on the infinite interval
[0, ∞], in [14] the whole system (1.1) was used.
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Vol. 58 (2007) On the unsteady Poiseuille flow in a pipe 1007
G. P. Galdi
Department of Mechanical Engineering
University of Pittsburgh
PA, USA
K. Pileckas
Institute of Mathematics and Informatics
Faculty of Mathematics and Informatics
Vilnius University
Vilnius
Lithuania
A. L. Silvestre
Centro de Matemática e Aplicações
Department of Mathematics
Instituto Superior Técnico
Lisbon
Portugal