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# Global stability of systems related to the Navier-Stokes equations

## 1 Introduction

In the theory of ordinary differential equations, the method of Lyapunov function in general serves to examine the stability of a fixed point and its domain of attraction, for an overview see e.g. . The method can be naturally extended to the case where, instead of a fixed point, one is interested in the stability of a compact domain which has finite measure in phase space and is invariant under the flow.

In this contribution we essentially illustrate the power of generalized Lyapunov functions, which are not discussed in the standard textbooks on dynamical systems theory. In particular we are interested in finding globally attractive domains for a certain class of nonlinear models. The corresponding systems turn out to be globally stable in the sense that no trajectory which starts within a certain domain can leave it and the trajectories which start outside of the domain will end in it after sufficiently large times. The method presented cannot give details on the nature of the attractors contained within an attractive domain. Furthermore, we will only partially succeed to determine minimal attractive domains. This, on the other hand, opens the chance of finding attractive domains in an analytical way. As a matter of fact, in his famous paper, Lorenz showed  that (nonminimal) attractive domains can be found in an elementary way by linear methods provided the nonlinearities of the dissipative dynamical system are quadratic only and do not contribute to the overall energy balance.

In the next section the method of generalized Lyapunov functions will be introduced together with a class of dynamical systems as proposed by Lorenz , which allow for quadratic Lyapunov functions. As a first example, the method is applied to the real Lorenz model according to . We discuss then in the third section a more detailed application to the five-dimensional or complex Lorenz model . As compared with recent work  where the attractive domain has been successfully minimized to some extent for parameter values relevant in infra-red laser physics, further new results  are presented here. In the last section the generalized Lyapunov method serves to prove the boundedness of the velocity field of the incompressible Navier-Stokes equations. This is a known result and was shown in different ways elsewhere, for the case of periodic boundary conditions see e.g. section 5.3 in .

## 2 Generalized Lyapunov functions

Let us consider an autonomous dynamical system

$$\frac{dx}{dt}=f(x);f:𝐑^n𝐑^n$$
(1)
where the vector field $`f`$ is supposed to be sufficiently smooth. Be $`L(x)`$ a positively definite, sufficiently smooth, scalar function with $`L(0)=0`$ and $`L(x)>0`$ for $`x0`$. Furthermore, be $`G`$ a domain which contains the point $`x=0`$, and $`\overline{G}`$ its complement. Then we call $`L`$ a generalized Lyapunov function, if the following properties hold for a compact domain $`G`$

$`L(x)>0\mathrm{for}\mathrm{x}0\mathrm{and}\mathrm{L}(0)=0`$ (2)
$`{\displaystyle \frac{dL}{dt}}:={\displaystyle \frac{d}{dt}}L(x(t,x_0))={\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \frac{L}{x_i}}f_i(x)<0`$
$`\mathrm{for}\mathrm{x}\overline{\mathrm{G}},`$ (3)
$`grad_xL(x)0\mathrm{for}\mathrm{x}0,`$
$`\mathrm{and}\mathrm{Lipschitz}\mathrm{continuous}.`$ (4)
The manifolds $`L(x)=C`$ = constant are closed hypersurfaces, which surround the point $`x=0`$ and foliate the phase space. To see this, one starts with a sufficiently small constant $`C`$ which because of $`L(x)>0`$ is connected with an ellipsoidal surface. Then one constructs the one-dimensional curves normal to the surfaces $`L(x)=C`$. If $`\lambda `$ is a suitable curve parameter, the curves $`x(\lambda )`$ with $`x:𝐑𝐑^n`$ can be defined through the property that the curve tangents are parallel to the surface normal in every point. We can thus consider the curves as trajectories of the following dynamical system

$$\frac{dx_i}{d\lambda }=\frac{L(x(\lambda ))}{x_i},i=1,2,\mathrm{}n.$$
(5)
Since this system is autonomous and because of (4), we obtain unique curves $`x(\lambda ,x_0)`$ which do not intersect or touch each other; $`x_0𝐑^n`$ is an arbitrary initial point which can be chosen, for instance, on an ellipsoid close to the origin. In this way we have constructed a 1-1 map between the points of an arbitrary surface $`L=C`$ and the points of an ellipsoid close to the origin $`x=0`$. In other words, the surfaces $`L=C`$ are homeomorph to an ellipsoid surrounding $`x=0`$. Moreover, any surface with a given constant $`C_0`$ separates the phase space into an inner part which contains $`x=0`$ and an outer part foliated by the surfaces $`C>C_0`$.

At the boundary of $`G`$ we have points where $`dL/dt=0`$. We remark that this set contains the critical points of the system where $`f(x)=0`$, because $`dL/dt=\mathrm{\Sigma }_if_iL/x_i=0`$. The surface $`L=C^{}`$ which both bounds a domain containing the points with $`dL/dt=0`$ and is minimal with respect to $`C`$, is called the critical one. Now we are ready to draw conclusions for the trajectories of the system (1). If $`x_0`$ is the initial point of a trajectory with the property $`L(x_0)=C_0>C^{}`$, then because of (3) we have $`dL(x_0)/dt<0`$. Therefore the trajectory wanders towards inner points with smaller $`C`$ until the critical surface with $`L(x)=C^{}`$ is reached. This tells that the critical surface is attractive from the outside. Simultaneously there can be no escape of a trajectory which starts inside the domain bounded by the critical surface. For illustration see Fig.1. The existence of a generalized Lyapunov function guarantees therefore that the trajectories of the dynamical system asymptotically are confined to the domain $`G^{}`$ bounded by the critical surface. Clearly, if we find several Lyapunov functions with attractive domains $`G_1^{},G_2^{},..`$, then the intersection $`G^{}=_iG_i^{}`$ contains the minimal attractive domain.

As a rather general example Lorenz considered the following dynamical system, for $`i=1,\mathrm{}n`$,

$$\frac{dx_i}{dt}\dot{x_i}=\underset{j,k}{}a_{ijk}x_jx_k\underset{j}{}b_{ij}x_j+c_i$$
(6)
with

$$\underset{i,j,k}{}a_{ijk}x_ix_jx_k0\mathrm{and}\underset{\mathrm{i},\mathrm{j}}{}\mathrm{x}_\mathrm{i}\mathrm{b}_{\mathrm{ij}}\mathrm{x}_\mathrm{j}>0.$$
(7)
He proposed the Lyapunov function

$$L(x)=\frac{1}{2}(x_1^2+x_2^2+\mathrm{}x_n^2)$$
(8)
which gives rise to

$$\dot{L}=\underset{i,j}{}x_ib_{ij}x_j+\underset{i}{}c_ix_i.$$
(9)
Now, because the symmetric part of the matrix $`b_{ij}`$ is positively definite (all eigenvalues are positive), $`dL/dt<0`$ for sufficiently large $`|x|`$. Therefore $`L`$ fulfils all conditions (2)-(4) of a generalized Lyapunov function.

As an elementary example we consider the Lorenz model

$$\dot{x}=\sigma (yx);\dot{y}=xz+rxy;\dot{z}=xybz$$
(10)
with $`r,\sigma ,b>0.`$ Sparrow, see Appendix C in , proved the boundedness of this model with the aid of the following function

$$\stackrel{~}{L}=rx^2+\sigma y^2+\sigma (z2r)^2.$$
(11)
After the coordinate shift $`x_1:=x`$, $`x_2:=y`$, $`x_3:=z2r`$, we obtain

$$L(x):=rx_1^2+\sigma x_2^2+\sigma x_3^2$$
(12)
and

$$\dot{L}=2\sigma (rx_1^2+x_2^2+bx_3^2+2brx_3)$$
(13)
which is negatively definite for sufficiently large distances $`\sqrt{x_1^2+x_2^2+x_3^2}`$. Thus $`L(x)`$ as defined in (12) fulfils the conditions of a generalized Lyapunov function with the implication that a bounded domain exists which attracts all trajectories.

## 3 Application to the complex Lorenz model

The complex Lorenz model reads in standard form

$`\dot{X}`$ $`=`$ $`\sigma X+\sigma Y`$
$`\dot{Y}`$ $`=`$ $`aY+rXXZ`$ (14)
$`\dot{Z}`$ $`=`$ $`bZ+{\displaystyle \frac{1}{2}}(X^{}Y+XY^{})`$
where $`X,Y`$ and $`Z`$ are complex variables and real, respectively. Furthermore, $`a=1ie`$, $`r=r_1+ir_2`$ with real parameters $`e`$, $`r_1`$, $`r_2`$, $`\sigma `$, and $`b`$. In the case of modeling a detuned laser, the constants $`r_1,r_2`$ are related to the pumping rate and to the detuning, respectively. Furthermore $`\sigma =\kappa /\gamma _{}`$ and $`b=\gamma _{}/\gamma _{}`$ where $`\kappa ,\gamma _{},\gamma _{}`$ denote the relaxation constants of the cavity, of the polarization, and of the inversion. The variable $`X`$ is proportional to the complex electric field amplitude, $`Y`$ is a linear combination of electric field and polarization, which are both complex, while $`Z`$ is related to the so-called population inversion, for details see e.g. . As is well known , this model has nontrivial stationary solutions only in the so-called laser case with the parameter constraint $`e=r_2`$.

It is convenient to introduce real variables $`x_i`$, with $`i=1,\mathrm{},5`$, by $`X=x_1+ix_2,Y=x_3+ix_4`$ and $`Z=x_5`$. The real version of (14) then reads

$`\dot{x_1}`$ $`=`$ $`\sigma x_1+\sigma x_3`$
$`\dot{x_2}`$ $`=`$ $`\sigma x_2+\sigma x_4`$
$`\dot{x_3}`$ $`=`$ $`r_1x_1x_3r_2x_2ex_4x_1x_5`$ (15)
$`\dot{x_4}`$ $`=`$ $`r_1x_2x_4+r_2x_1+ex_3x_2x_5`$
$`\dot{x_5}`$ $`=`$ $`bx_5+x_1x_3+x_2x_4.`$
In  the following Lyapunov function was proposed

$$\stackrel{~}{L}=D^2(x_1^2+x_2^2)+x_3^2+x_4^2+(x_5r_1D^2\sigma )^2$$
(16)
which has the Lie derivative

$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d\stackrel{~}{L}}{dt}}=\sigma D^2(x_1^2+x_2^2)x_3^2x_4^2`$
$`r_2(x_2x_3x_1x_4)bx_5(x_5r_1D^2\sigma ).`$ (17)
Here $`D`$ is an arbitrary parameter at our disposition. The latter expression turns out to be negatively definite for sufficiently large distances $`\sqrt{x_1^2+\mathrm{}x_5^2}`$ provided $`D`$ obeys the condition

$$r_2^2/(4D^2\sigma )<1.$$
(18)
After the coordinate shift $`x_5^{}:=x_5r_1D^2\sigma `$, the function $`L(x_1,x_2,x_3,x_4,x_5^{}):=\stackrel{~}{L}(x_1,\mathrm{}x_5)`$ fulfils all requirements (2)-(4) of a generalized Lyapunov function. It is thus proved that also the complex Lorenz model is bounded for all parameters, with and without the laser condition $`e=r_2`$ .

For quantitative results one determines the ellipsoid $`L=C^{}`$ which touches the (geometrically different) ellipsoid $`dL/dt=0`$ from the outside. This amounts to a five-dimensional secular problem which in the given case happens to be feasible analytically. The attractive domain is then minimized with respect to the parameter $`D`$ with due attention paid to the constraint (18). Details can be found in . Numerical evaluations for physically relevant parameters give upper bounds for the laser electric field which exceed the maximum values reached by asymptotic solutions of (15) by factors of between 2 and 6. In extreme cases of transient evolution, the solutions approach within 20% of the upper bounds predicted by the Lyapunov method, see Fig.4 and 5 in .

As a remark, we have examined the more general Lyapunov function

$`L`$ $`=`$ $`D^2(x_1^2+x_2^2)+x_3^2+x_4^2+2\xi (x_2x_3x_1x_4)`$
$`+`$ $`(x_5\nu )^2;`$
$`\nu `$ $`=`$ $`r_1+D^2\sigma +\xi r_2;\xi ^2<D^2,`$ (19)
with the further disposable parameters $`\xi `$ in addition to $`D`$. $`L`$ fulfils the properties (2) and (4) as is immediately seen after the coordinate transformation $`x_1x_1\xi /D^2x_4`$, $`x_2x_2+\xi /D^2x_3`$, $`x_3x_3`$, $`x_4x_4`$, $`x_5x_1\nu `$. The Lie-derivative is given as

$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{dL}{dt}}`$ $`=`$ $`(D^2\sigma +\xi r_2)(x_1^2+x_2^2)x_3^2x_4^2`$ (20)
$`[r_2+(\sigma +1)\xi ](x_2x_3x_1x_4)`$
$`bx_5^2+b\nu x_5.`$
This derivative turns out to be negatively definite for sufficiently large distances $`\sqrt{x_1^2+\mathrm{}x_5^2}`$, and thus obeying (3), provided

$$\frac{[r_2+(\sigma +1)\xi ]^2}{D^2\sigma +\xi r_2}<4.$$
(21)
The determination of upper bounds of the electric field amplitude $`|X|^2`$ is carried out in a similar way as in . The main challenge consists in the task of simplifying rather involved analytical expressions for different parameter regions. In a physically relevant parameter domain

$$r_2^2\frac{4\sigma r_1(2b)(2\sigma b)}{(\sigma +1)^2+(2b)(2\sigma b)},$$
(22)
with $`b<2`$ and $`2\sigma >b`$, the following upper bound is found  which is minimized with respect to the two parameters $`D`$ and $`\xi `$

$$|X|^24\sigma r_1\frac{(\sigma +1)^2}{(\sigma +1)^2+(2b)(2\sigma b)}.$$
(23)
It is smaller than the upper bound $`|X|^2`$ $``$ $`4\sigma r_1`$ as found previously in  with one disposable parameter only, namely $`D`$.

## 4 Application to the Navier-Stokes equations

We consider the incompressible Navier-Stokes equations (NSE)

$$\rho _0\left[\frac{𝒗}{t}+\left(𝒗\mathbf{}\right)𝒗\right]=\text{grad}(p)+\mu \mathrm{\Delta }𝒗+\rho _0𝒇$$
(24)
in the space domain $`\mathrm{\Omega }`$ which, at least in one dimension, has a finite diameter so that it can be located between two parallel planes with finite distance $`l`$. Because of $`\text{div}(𝐯)=0`$, the density $`\rho _0`$ is constant. We are not concerned here with weak solutions, which are discussed in , and assume that the solutions are sufficiently smooth. As boundary conditions we adopt the no-slip case with $`𝐯|_\mathrm{\Omega }=0`$.

In order to obtain a dynamical system of ordinary differential equations, we represent the velocity field $`𝐯`$ in terms of an orthonormalized system $`\mathrm{\Phi }_nD(\mathrm{\Omega })`$, with $`\text{div}(\mathrm{\Phi }_n)=0`$, n=1,2,.., where $`D(\mathrm{\Omega })`$ denotes the space of $`C^{\mathrm{}}`$ functions with compact support in $`\mathrm{\Omega }`$. We write

$$𝐯(𝐱,t)=\underset{n=1,2,\mathrm{}}{}c_n(t)\mathrm{\Phi }_n(𝐱)\mathrm{with}\mathrm{c}_\mathrm{n}𝐑$$
(25)
and define the Lyapunov function as follows

$$L(c_1,c_2,\mathrm{}):=\rho _0\underset{n=1,2,..}{}c_n(t)c_n(t)=\rho _0_\mathrm{\Omega }𝑑V𝐯𝐯.$$
(26)
This function, obviously fulfils the conditions (2) and (4). To verify the property (3) we scalarly multiply the NSE (24) with $`𝐯`$ and integrate over the space $`\mathrm{\Omega }`$. On the left hand side we get

$$\frac{1}{2}\frac{dL}{dt}=\rho _0_\mathrm{\Omega }𝑑V𝐯\frac{𝐯}{dt}.$$
(27)
Because of $`\text{div}(𝐯)=0`$, the cubic term can be transformed into the surface integral $`_\mathrm{\Omega }𝑑Sv^2\widehat{𝐧}𝐯`$ = 0. The viscosity term, which is negatively definite, is estimated with the aid of the Poincaré inequality  as follows

$`{\displaystyle _\mathrm{\Omega }}𝑑V𝐯\mathrm{\Delta }𝐯`$ $`=`$ $`{\displaystyle _\mathrm{\Omega }}𝑑V{\displaystyle \frac{v_k}{x_i}}{\displaystyle \frac{v_k}{x_i}}{\displaystyle \frac{2}{l^2}}𝐯^2`$ (28)
$`=`$ $`{\displaystyle \frac{2}{l^2}}{\displaystyle \underset{n=1,2,..}{}}c_nc_n`$
where $`𝐯^2`$ = $`_\mathrm{\Omega }𝑑V𝐯𝐯`$. The pressure term drops out after partial integration. When the last term with the force density $`𝐟`$ is estimated by the Schwarz inequality, we obtain

$$\frac{1}{2}\frac{dL}{dt}\mu \frac{2}{l^2}𝐯^2+\rho _0𝐯𝐟.$$
(29)
This proves that $`dL/dt<0`$ for sufficiently large $`v^2`$ = $`c_nc_n`$. Thus $`L`$ possesses also the property (3), and as a consequence $`𝐯`$ is asymptotically bounded provided the norm of $`𝐟`$ is finite for all times $`t`$. From $`\dot{L}=0`$ we obtain as asymptotic bound

$$𝐯\frac{l^2}{2\mu }\rho _0\underset{t>0}{\mathrm{max}}𝐟(𝐭).$$
(30)
As a remark, the problem of possible singularities in the solutions of the NSE are connected with the space gradient of $`𝐯`$ rather than to the velocity itself, see . The generalized Lyapunov method is related to so-called energy methods, see e.g.  and .

## Acknowledgements

The author is indepted to Frank Buss for a critical reading of the manuscript.


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# Well-posedness and Global Attractors for Liquid crystals on Riemannian manifolds

## 1. Introduction

Nematic liquid crystals are well-studied and interesting examples of anisotropic non-Newtonian fluids. A liquid crystal is a phase of a material between the solid and liquid phases. The solid phase has strong intermolecular forces that keep the molecular position and orientation fixed, while in the liquid phase, the molecules neither occupy a specific average position nor do they remain in any particular orientation; the liquid crystal phase does not have any positional order, but does possess a certain amount of orientational order. This phase is described by a velocity field, as well as a director field that describes locally the averaged direction or orientation of the constituent molecules. In this paper, we shall analyze the behavior of a certain model of nematic liquid crystals on compact Riemannian manifolds.

We let $`(M,g)`$ denote a smooth, compact, connected, $`n`$-dimensional Riemannian manifold with smooth (possibly empty) boundary $`M`$. If $`M=\mathrm{}`$, then we assume that the Euler characteristic $`\chi (M)`$ does not vanish. We study the following system of nonlinear partial differential equations:

$$u_t+_uu=\mathrm{grad}p+\nu \mathrm{Div}\mathrm{Def}u\lambda \mathrm{Div}(d^Td),$$
(1.1a)
$$\mathrm{div}u(t,x)=0,$$
(1.1b)
$$d_t+_ud=\gamma \left(\widehat{\mathrm{\Delta }}d\frac{1}{ϵ^2}(|d|^21)d\right),$$
(1.1c)
$$u=0\mathrm{on}\mathrm{M},\mathrm{d}=\mathrm{h}\mathrm{on}\mathrm{M}\mathrm{g}(\mathrm{h},\mathrm{h})=1\text{ or }\mathrm{M}=\mathrm{},$$
(1.1d)
$$u(0,x)=u_0,d(0,x)=d_0\text{ and }d_0|_M=h\text{ if }M\mathrm{}.$$
(1.1e)
Here $`u(t,x)`$ and $`d(t,x)`$ are time-dependent vector fields on $`M`$, $``$ denotes the Levi-Civita covariant derivative associated to the Riemannian metric $`g`$, $`\mathrm{Def}u=\frac{1}{2}(u+u^T)`$ denotes the (rate of) deformation tensor, the superscript $`()^T`$ denotes the transpose, $`\widehat{\mathrm{\Delta }}`$ denotes the rough Laplacian of $`g`$ defined in (2.4), and $`\nu ,\lambda ,\gamma `$ are positive constants. In the case that $`M`$ is flat, an open subset of Euclidean space for instance, then $``$ is the componentwise gradient, and $`\widehat{\mathrm{\Delta }}`$ is the componentwise Laplacian given in coordinates $`x^i`$ by $`\widehat{\mathrm{\Delta }}=_{i=1}^n\frac{^2}{x^ix^i}`$. The system of equations (1.1) is the simplified Ericksen-Leslie model  of nematic liquid crystals first introduced by F.H. Lin in  and later analyzed by F.H. Lin and C. Liu in . Beautiful numerical simulations can be found in .

This system couples the Navier-Stokes (NS) equations with the Ginzburg-Landau (GL) penalization of the harmonic map heat flow. The vector field $`u(t,x)`$ is the velocity field of the fluid, while $`d(t,x)`$ is the penalized (Ginzburg-Landau) approximation to the unit-length director field, representing the orientation parameter of the nematic liquid-crystal.

The parameter $`ϵ>0`$ is the penalization parameter, $`\nu `$ denotes the kinematic viscosity of the fluid, $`\lambda `$ is an elastic constant, and $`\gamma `$ is the relaxation-time parameter.

The coupling term $`\mathrm{Div}(d^Td)`$ preserves the regularity of the Navier-Stokes equations: when velocity $`u=0`$, (1.1a) becomes $`\mathrm{Div}(d^Td)=\mathrm{grad}p`$, so that when $`d_t=0`$, $`d`$ is a solution of the static portion of (1.1c) together with the constraint $`\mathrm{Div}(d^Td)=\mathrm{grad}p`$. This constraint pushes the gradient flow towards a “regular” ($`H^s`$, $`s`$ sufficiently large) stationary solution. Even though the coupling term has two derivatives, analytically, it is essentially identical to the advection term $`_uu`$.

Results. We begin by extending the simplified Ericksen-Leslie model of F.H. Lin to a compact Riemannian manifold with boundary. This extension introduces a new curvature term in the basic energy laws, and provides a covariant (coordinate-independent) description of the liquid crystal dynamics. Motion on the sphere is an important application.

In Section 2, we prove that the system of equations (1.1) actually arises from a simple variational principle (the system was originally derived using balance laws). The variational principle is the key to our analysis, for it gives the correct scaling; namely, it shows that when $`d`$ is taken to have one derivative greater regularity than $`u`$, the liquid crystal system behaves as if it were parabolic, a fact which was not previously known (see ). In fact, according to , because the interaction term $`\mathrm{Div}(d^Td)`$ formally has as many derivatives as the diffusion term, the standard Galerkin procedure for obtaining local solutions had failed in prior attempts.

In Section 3, we give a very simple proof of local well-posedness of the system (1.1) on $`(M,g)`$ (in Theorems 1 and 2) using the contraction mapping theorem; this significantly simplifies the clever, but lengthy, modified Galerkin procedure employed by Lin and Liu in . Moreover, the proof does not require use of either the maximum principle or higher-order energy laws.

In Section 4, we show (in Propositions 1, 2, and 3) that on two-dimensional Riemannian manifolds with smooth boundary (possibly empty), there exists an absorbing set for $`u`$ in $`H^1`$ and $`d`$ in $`H^2`$.

In Section 5, we prove the global well-posedness of the system (1.1), as well as the existence of absorbing sets for $`u`$ in $`H^s`$ and $`d`$ in $`H^{s+1}`$, and hence of a compact global attractor when the dimension is $`n=2`$ (see Theorems 3 and 4). When $`M=\mathrm{}`$ brute-force energy estimates may be computed, but when $`M`$ is not empty, we use the Ladyzhenskaya method to obtain the uniform bounds. We remark that the existence of global attractors for this system was not previously known. We also remark that since the Navier-Stokes equations are a subsystem of (1.1), one does not expect to be able to prove results in dimension three which do not already exist for the Navier-Stokes equations; namely, the problem of unique classical solutions remains open, while weak solutions exist .

Finally, in Section 6, we introduce the Lagrangian averaged liquid crystal equations (6.6). This system is based on the Lagrangian averaged Navier-Stokes equations (see  and references therein), and is derived by averaging the Navier-Stokes flow over small spatial scales which are smaller than some positive small number $`\alpha `$. We show that this averaged system retains the structure of the original system derived by Lin in the form of averaged energy laws, but has the advantage of being globally well-posed on three-dimensional domains (see Theorem 5). The averaged energy law shows that when both the fluid flow is averaged together with the director field, both $`u`$ and $`d`$ scale similarly, and $`d`$ is not required to have one-derivative greater regularity. Of course, physically, it seems much more natural to us to average the fluid flow, since the molecular orientation is already an averaged quantity. We believe that the averaged liquid crystal system will be the ideal model for numerical computation.

Some Notation and Interpolation Inequalities. We shall use the notation $`H^s(TM)`$ to denote the $`H^s`$-class vector fields on the manifold $`M`$. The $`H^s(TM)`$ inner-product is given, in any local chart, by

$$u,v_s=\underset{|\alpha |=0}{\overset{s}{}}D^\alpha u,D^\alpha v,$$

where

$$u,v=_Mg(x)(u(x),v(x))\mu (x)$$

denotes the $`L^2`$ inner-product, $`\alpha =(\alpha _1,\mathrm{},\alpha _n)`$ is a multi-index, and

$$|\alpha |=\alpha _1+\mathrm{}+\alpha _n,D^\alpha =_1^{\alpha _1}\mathrm{}_n^{\alpha _n}.$$

We shall denote the $`H^s(TM)`$ norm by

$$|u|_s=u,u_s,$$

$`,=,_0`$, and $`||=||_0`$. We set $`H_0^1(TM)`$ to consist of those vector fields in $`H^1(TM)`$ which have zero trace on $`M`$. Similarly, vectors in $`H_h^1(TM)`$ have trace $`h`$ on $`M`$. We let

$$H_h^s(TM)=H^s(TM)H^{s\frac{1}{2}}(TM),g(x)(h(x),h(x))=1xMs1$$

denote the space of $`H^s`$ vector fields on $`M`$ which have ($`H^1`$) trace $`h`$ on $`M`$ and where $`hH^{s\frac{1}{2}}(TM)`$.

For each $`xM`$, we let $`B_x^\delta =\{vT_xM|g(x)(v,v)\delta \}`$, and set $`B^\delta =_{xM}B_x^\delta `$. We let $`H^s(M,B^\delta )`$ denote the $`H^s`$-class maps from $`M`$ into $`B^\delta `$.

We have the product rule

$$D^\alpha (fg)=\underset{\stackrel{\left|\beta \right|\left|\alpha \right|}{\alpha \beta >0}}{}c_{\alpha ,\beta }\left(D^\beta f\right)\left(D^{\alpha \beta }g\right).$$

For any integer $`s0`$, we set

$$D^su=\{D^\alpha u:|\alpha |=s\},D^su_{L^p}=\underset{|\alpha |=s}{}D^\alpha u_{L^p}.$$

We define the spaces

$`𝒱`$ $`=\{uC^{\mathrm{}}(TM)|\mathrm{div}u=0,g(u,n)=0\mathrm{on}\mathrm{M}\},`$
$`𝒲`$ $`=\{uC_0^{\mathrm{}}(TM)|\mathrm{div}u=0\},`$
and through-out the paper, we shall use $`W^s`$ and $`V^s`$ denote the closure in $`H^s`$ of $`𝒱`$ and $`𝒲`$, respectively. It follows that

$`V^s`$ $`=\{uH^s(TM)|\mathrm{div}u=0,g(u,n)|_M=0\},`$
$`W^s`$ $`=\{uH^s(TM)H_0^1(TM)|\mathrm{div}u=0\}.`$
In section 3, we shall give an equivalent definition of $`W^s`$ using powers of the Stokes operator.

We shall need some standard interpolation inequalities, which follow from the Gagliardo-Nirenberg inequalities  ,:

Suppose

$$\frac{1}{p}=\frac{i}{n}+a\left(\frac{1}{r}\frac{m}{n}\right)+(1a)\frac{1}{q}$$

where $`i/ma1`$ (if $`min/r`$ is an integer $`1`$, only $`a<1`$ is allowed). Then for $`f:MTM`$,

$$|D^if|_{L^p}C|D^mf|_{L^r}^a|f|_{L^q}^{1a}$$
(1.2)
In what follows, we shall use $`C`$ as a generic constant. Some specific cases in two dimensions ($`n=2`$) that we shall need are as follows:

$`|v|_L^{\mathrm{}}`$ $`C|D^2v|_{L^2}^{1/2}|v|_{L^2}^{1/2}`$ (1.3)
$`|v|_{L^4}`$ $`C|Dv|_{L^2}^{1/2}|v|_{L^2}^{1/2}`$ (1.4)
$`|D^iv|_{L^2}`$ $`C|v|_{L^2}^{1i/m}|D^mv|_{L^2}^{i/m}.`$ (1.5)
Equation (1.3) is often called the Agmon inequality, while (1.4)-(1.5) are often referred to as the Ladyzhenskaya inequalities.

We shall use $`\mathrm{div}`$ for the divergence operator on vector fields, and $`\mathrm{Div}`$ for the divergence operator on sections of $`T^{}MTM`$.

## 2. The Variational Principle

In this section, we shall explain how the system of equations (1.1) arise from a simple variational principle, (1.1a) being the first variation of the action with respect to the Lagrangian flow variable, and (1.1c) being the $`L^2`$ gradient flow of the first variation of the action with respect to the director field. It was not previously known that (1.1) can be obtained from a variational principle; rather, balance arguments were invoked to derive the model.

We let $`\eta (t,x)`$ denote the Lagrangian flow variable, a solution of the differential equation

$$_t\eta (t,x)=u(t,\eta (t,x),\eta (0,x)=x.$$

For $`I=[0,T]`$, and each $`tI`$, $`uC^0(I,W^s)`$, $`s>(n/2)+2`$, the map $`\eta (t,):MM`$ is an $`H^s`$ volume-preserving diffeomorphism with $`H^s`$ inverse, and restricts to the identity map on the boundary $`M`$. We shall denote this set of maps by $`𝒟_{\mu ,D}^s`$. It is a fact, that for $`s>(n/2)+1`$, the set $`𝒟_{\mu ,D}^s`$ is a $`C^{\mathrm{}}`$ (weak) Riemannian manifold (see  and ).

We define the action function $`S:𝒟_{\mu ,D}^s\times H^{s+1}(TM)H_0^1(TM)`$ by

$`S(\eta ,d)={\displaystyle \frac{1}{2}}{\displaystyle _I}{\displaystyle _M}\{g(\eta (x))(u(t,\eta (t,x)),u(t,\eta (t,x)))`$
$`+\lambda g(\eta (x))(\left[d(t,\eta (t,x))\right],\left[d(t,\eta (t,x))\right])+2F(d)\}\mu dt,`$ (2.1)
where $`F(d)=\frac{1}{4ϵ^2}(|d|^21)^2`$. Notice that

$$f(d)=\mathrm{grad}F(d),$$

where

$$f(d)\frac{1}{ϵ^2}\left(|d|^21\right)d$$

is the (GL) nonlinearity in (1.1c). The first term on the right-hand-side of (2.1) is the kinetic energy of the fluid, the second term is the elastic energy of the polymers, and the third term is the unit-length constraint on the director field $`d`$. As a consequence of the right-invariance of $`S`$ with respect to the lifted action of $`𝒟_{\mu ,D}^s`$, we may compute the kinetic energy of the fluid as well as the elastic energy along the particle trajectory $`\eta (t,x)`$. The interaction, or coupling, between the velocity $`u`$ and the director $`d`$ comes precisely from the elastic energy being computed along the Lagrangian flow $`\eta (t,x)`$.

The elastic energy $`(1/2)_M|d|^2\mu `$ is a simplified form of the Oseen-Frank energy, given upto the null-Lagrangian by

$$_M\left[\kappa _1|\mathrm{div}d|^2+\kappa _2|d\times \mathrm{curl}d|^2+\kappa _3|d\mathrm{curl}d|^2\right]\mu .$$
(2.2)
The terms in the integrand represent, respectively, the energy due to splay, bending, and twisting of the polymers in the nematic liquid crystal. When $`\kappa =\kappa _1=\kappa _2=\kappa _3`$, then (2.2) reduces to $`\kappa _M|d|^2\mu `$. We see that in the Eulerian frame, for a director field which is exactly taking values in the unit sphere, the energy is given by

$$\text{Energy}=\frac{1}{2}_M\left(|u(x)|^2+\lambda |d|^2\right)\mu .$$

The penalized form of this energy is then

$$E=\frac{1}{2}_M\left(|u(x)|^2+\lambda |d|^2+2\lambda F(d)\right)\mu ,$$
(2.3)
where we suppress the explicit dependence on the small parameter $`ϵ>0`$.

The action (2.1) is the right-translated time-integral of the energy function (2.3). The penalization was motivated by the study of harmonic maps of simply-connected domains $`\mathrm{\Omega }`$ into spheres (see ); in particular, the space $`H_h^1(\mathrm{\Omega },𝕊^1)=\mathrm{}`$ when $`|\mathrm{degree}(h)|1`$ so that only infinite energy minimizers exist. As a fix for this problem, the penalization method is invoked, which enlarges the space of potential minimizers to $`H_h^1(\mathrm{\Omega },^2)`$ (which is obviously not empty) and simultaneously imposes the unit-length constraint.

To compute the first variation of $`S`$ with respect to $`\eta `$, we let $`\epsilon \varphi _\epsilon `$ be a smooth curve in $`𝒟_{\mu ,D}^s`$ such that $`\varphi _0=e`$, and $`(d/d\epsilon )|_{\epsilon =0}\varphi _\epsilon =wW^s`$. We let $`D/d\epsilon `$ denote the covariant derivative along the curve $`\varphi _\epsilon `$. Let $`\eta ^\epsilon =\eta \varphi ^\epsilon `$ so that

$$\eta ^0=\eta ,\text{ and }(d/d\epsilon )|_{\epsilon =0}\eta ^\epsilon =w\eta .$$

Then (setting $`\lambda =1`$ for the moment),

$`D_1S(\eta ,d),\delta \eta `$
$`={\displaystyle \frac{d}{d\epsilon }}|_{\epsilon =0}S(\eta ^\epsilon ,d)={\displaystyle _I}{\displaystyle _M}\{g(\eta (t,x))((D/d\epsilon )_{\epsilon =0}_t\eta ^\epsilon (t,x),_t\eta (t,x))`$
$`+g(\eta (t,x))((D/d\epsilon )_{\epsilon =0}(d(t,\varphi ^\epsilon (\eta (t,x))),\left(d(t,\eta (t,x))\right)\}dxdt,`$
where $``$ is computed with respect to the moving Lagrangian coordinate $`y=\eta (t,x)`$, and where we have used $`dx`$ to denote the Riemannian volume-form $`\mu `$. We use $`D_1`$ and $`D_2`$ to denote the Frechét derivatives of $`S`$ with respect to $`\eta `$ and $`d`$, respectively. Integrating by parts, and using the fact that $`_t\eta =u\eta `$ and that $`\eta `$ has Jacobian determinant equal to one, we see that

$`D_1S(\eta ,d),\delta \eta ={\displaystyle _I}{\displaystyle _M}g(\eta (t,x))(((D/dt)_t\eta (t,x),w(t,\eta (t,x))dxdt`$
$`+{\displaystyle _I}{\displaystyle _M}g(y)((D/d\epsilon )|_{\epsilon =0}d\varphi _\epsilon (y)T\varphi _\epsilon (y),d(t,y))𝑑y𝑑t`$
$`={\displaystyle _I}{\displaystyle _M}g(y)((u_t(t,y)_uu(t,y)\mathrm{grad}p(t,y),w(t,y))dydt`$
$`+{\displaystyle _I}{\displaystyle _M}\left\{g(y)(_w(d),d)+g(y)(d(t,y)w,d)\right\}𝑑y𝑑t`$
$`={\displaystyle _I}{\displaystyle _M}g(y)((u_t(t,y)_uu(t,y)\mathrm{grad}p(t,y),w(t,y))dydt`$
$`+{\displaystyle _I}{\displaystyle _M}g(y)(\mathrm{Div}(d^Td),w)𝑑y𝑑t,`$
where the last equality follows from the fact that $`_w(d),d=0`$, since $`\mathrm{div}w=0`$. Thus, since $`w`$ is an arbitrary variation of $`\eta `$, we arrive at the Euler-Lagrange equation

$$u_t+_uu=\mathrm{grad}p\mathrm{Div}(d^Td).$$

The viscosity (diffusion) term follows from the Ito formula by allowing $`\eta (t,x)`$ to be a stochastic process, and replacing deterministic time derivatives with stochastic backward-in-time mean derivatives (see ). Thus (1.1a) follows as the first variation of the action function $`S`$ with respect to $`\eta `$. Equation (1.1b) follows immediately from the fact that $`\eta `$ is volume-preserving.

Letting $`d^\epsilon =d+\epsilon \delta d`$, a much simpler computation verifies that

$$D_2S(\eta ,d),\delta d=\frac{d}{d\epsilon }|_{\epsilon =0}S(\eta ,d^\epsilon )=_I_Mg(y)(\widehat{\mathrm{\Delta }}df(d),\delta d)𝑑y𝑑t,$$

where

$$\widehat{\mathrm{\Delta }}d=^{}$$
(2.4)
is the rough Laplacian and $`^{}`$ is the $`L^2`$ formal adjoint of the covariant derivative $``$. Hence, equation (1.1c) is simply the $`L^2`$ gradient flow of $`dS(\eta ,d)`$ given by

$$\frac{d}{dt}(d(t,\eta (t,x))=D_2S(\eta ,d)=\widehat{\mathrm{\Delta }}df(d).$$

We remark that

$$\mathrm{Div}(d^Td)=d^T\widehat{\mathrm{\Delta }}d+g(R(e_i,)d,_{e_i}d),$$
(2.5)
where $`R`$ is the Riemannian curvature tensor which is defined for vector fields $`X,Y,Z`$ on $`M`$ by

$$R(X,Y)Z=_X_YZ_Y_XZ+_{[X,Y]}Z,$$

and where $`\{e_i\}`$ is any local orthonormal frame. The curvature term in equation (2.5) will play an important role in the energy behavior of the system.

## 3. Local Well-posedness

Let $`P`$ denote the Leray orthogonal projection from $`L^2(TM)`$ onto $`W^0`$, and let

$$A=P\mathrm{Div}\mathrm{Def}$$

denote the Stokes operator, an unbounded, positive, self-adjoint operator on $`W^0`$, with domain $`D(A)=H^2(TM)W^1`$. As usual, we set

$$W^s=D(A^{\frac{s}{2}}),s0.$$

This is a Hilbert space with inner-product $`A^{\frac{s}{2}}u,A^{\frac{s}{2}}v`$ for $`u,vD(A^{\frac{s}{2}})`$. The norm $`|A^{\frac{s}{2}}u|`$ is equivalent to the $`H^s`$ norm.

We first prove the local well-posedness of classical solutions.

###### Theorem 1.

For $`s>\frac{n}{2}+1`$, and $`u_0W^s`$, $`d_0H_h^{s+1}(TM)`$, there exists $`T>0`$ depending only on the data and $`M`$, such that

$$uC^0([0,T],W^s),dC^0([0,T],H_h^{s+1}(TM))$$

are solutions to the system of equations (1.1).

###### Proof.

It will be convenient to recast the equations (1.1c) and (1.1e) so that the solution has zero trace on $`M`$. For any boundary data $`hH^{s+\frac{1}{2}}(TM)`$, we may choose $`\psi H^{s+1}(TM)`$ such that $`\mathrm{trace}(\psi )=h`$. Let

$$\stackrel{~}{d}=d\psi ,\text{ so that }\stackrel{~}{d}|_M=0.$$

We rewrite the system (1.1) as an evolution equation in

$$X^sW^sH_0^{s+1}(TM):$$

$$u_t+\nu Au+P_uu=P\lambda \mathrm{Div}([\stackrel{~}{d}+\psi ]^T[\stackrel{~}{d}+\psi ]),$$
(3.1a)
$$\stackrel{~}{d}_t+_u\stackrel{~}{d}=\gamma \left(\widehat{\mathrm{\Delta }}d\stackrel{~}{f}(\stackrel{~}{d})+\widehat{\mathrm{\Delta }}\psi \right),$$
(3.1b)
$$u=0\mathrm{on}\mathrm{M},\stackrel{~}{\mathrm{d}}=0\mathrm{on}\mathrm{M}\text{ or }\mathrm{M}=\mathrm{},$$
(3.1c)
$$u(0,x)=u_0,\stackrel{~}{d}(0,x)=\stackrel{~}{d}_0(x)d_0(x)+\psi (x),$$
(3.1d)
where

$$\stackrel{~}{f}(\stackrel{~}{d})\frac{1}{ϵ^2}\left(|\stackrel{~}{d}+\psi |^21\right)\left(\stackrel{~}{d}+\psi \right).$$

We define the vector

$$x(u,\stackrel{~}{d})X^s;$$

since $`H^{s1}`$-class vector fields form a Schauder ring for $`s>\frac{n}{2}+1`$, we may define the maps

$$\begin{array}{c}\varphi _1:X^sV^{s1},\\ \varphi _1(x)=P(_uu+\mathrm{Div}([\stackrel{~}{d}+\psi ]^T[\stackrel{~}{d}+\psi ])),\end{array}$$
(3.2)
and

$$\begin{array}{c}\varphi _2:X^sH^s(TM),\\ \varphi _2(x)=_u\stackrel{~}{d}\gamma \stackrel{~}{f}(\stackrel{~}{d})+\gamma \widehat{\mathrm{\Delta }}\psi .\end{array}$$
(3.3)
Thus, the vector

$$\mathrm{\Phi }(\varphi _1,\varphi _2):X^sV^{s1}\times H^s(TM).$$

We are using the fact that the projector $`P`$ maps $`H^{s1}`$ to itself. To see this, we write

$$P\mathrm{Div}(d^Td)=\mathrm{Div}(d^Td)\mathrm{grad}q,$$

where $`q`$ solves the Neumann problem

$$\begin{array}{c}\mathrm{\Delta }q=\mathrm{div}\mathrm{Div}(d^Td),\\ g(\mathrm{grad}q,n)=g(\mathrm{Div}(d^Td),n)\text{ on }M.\end{array}$$

Since $`\mathrm{div}\mathrm{Div}(d^Td)`$ is in $`H^{s2}(M)`$ and $`\mathrm{Trace}\mathrm{Div}(d^Td)`$ is in $`H^{s\frac{3}{2}}(M)`$, by elliptic regularity $`q`$ is in $`H^s(M)`$ so that $`\mathrm{grad}q`$ is in $`H^{s1}(TM)`$, as desired. One sees that $`P_uu`$ is also in $`H^{s1}(TM)`$ by a similar argument.

Next, we define the semigroup

$$S(t)=\left[\begin{array}{cccc}e^{t\nu A}& 0& & \\ 0& e^{t\gamma \widehat{\mathrm{\Delta }}}& & \end{array}\right]$$

We can now express the system (3.1) as the integral equation

$$x_t(t,)=S(t)x_0_0^tS(ts)\mathrm{\Phi }(x(s))𝑑s=\mathrm{\Psi }x(t,).$$
(3.4)
Since $`e^{t\nu A}:W^sW^s`$ and $`e^{t\gamma \widehat{\mathrm{\Delta }}}:H_0^{s+1}(TM)H_0^{s+1}(TM)`$ are strongly continuous semigroups, it follows that

$$S(t):X^sX^s\text{is a strongly continuous semigroup for}t0,$$
(3.5)
and that for $`t>0`$, $`S(t):𝒱^{s1}\times H^s(TM)X^s`$; furthermore, we have the usual estimate (see, for example, )

$$S(t)_{L(V^{s1}\times H^s(TM),X^s)}Ct^{\frac{1}{2}},t(0,1].$$
(3.6)
Using the fact that for $`s>(n/2)+1`$, $`P:H^s(TM)H^{s\frac{1}{2}}(TM)V^s`$ is a bounded projection, we obtain that

$$\mathrm{\Phi }:X^sV^{s1}\times H^s(TM)\text{is a locally Lipschitz map};$$
(3.7)
namely,

$$\varphi _1(u,\stackrel{~}{d})\varphi (v,e)_{s1}C_1(uv_s,\stackrel{~}{d}e_{s+1})$$

$$\varphi _2(u,\stackrel{~}{d})\varphi (v,e)_sC_2(uv_s,\stackrel{~}{d}e_{s+1})$$

where $`C_1`$ and $`C_2`$ depend on $`u_s`$, $`v_s`$, $`\stackrel{~}{d}_{s+1}`$, $`e_{s+1}`$, and $`\psi _s`$.

Fix $`\alpha >0`$ and set

$$Z=\{xC([0,T],X^s)|x(0)=(u_0,\stackrel{~}{d}_0),x(t,)x(0)_{X^s}<\alpha \}.$$

We want to choose $`T`$ sufficiently small so that $`\mathrm{\Psi }:ZZ`$ is a contraction. By (3.5), we can choose $`T_1`$ so that

$$S(t)x_0x_0_{X^s}\alpha /2t[0,T_1].$$

If $`xZ`$, then by (3.7) we have a bound

$$\mathrm{\Phi }(x(s))_{𝒱^{s1}\times H^s(TM)}K_1\mathrm{for}\mathrm{s}[0,\mathrm{T}_1].$$

Using (3.6), we have that

$$_0^tS(ts)\mathrm{\Phi }(x(s))𝑑s_{X^s}Ct^{\frac{1}{2}}K_1;$$

hence, for $`t[0,T_2]`$, and with $`x=(u,\stackrel{~}{d})`$,

$`\mathrm{\Psi }(u(t),\stackrel{~}{d}(t))\mathrm{\Psi }(v(t),e(t))_{X^s}`$
$`={\displaystyle _0^t}S(ts)\left[\mathrm{\Phi }(u(s),\stackrel{~}{d}(s))\mathrm{\Phi }(v(s),e(s))\right]𝑑s_{X^s}`$
$`Ct^{\frac{1}{2}}Ksup(u(s),\stackrel{~}{d}(s))(v(s),e(s))_{X^s}.`$
Choosing $`TT_2`$ small enough so that $`CT^{\frac{1}{2}}K<1`$, we see that by the contraction mapping theorem, $`\mathrm{\Psi }`$ has a unique fixed point in $`Z`$, and this proves the theorem. ∎

Using the contraction mapping theorem, we can also establish the local well-posedness for a weaker class of solutions.

###### Theorem 2.

Suppose $`2\mathrm{dim}(M)5`$ and set $`s_0=\frac{n}{4}+\frac{1}{2}`$. For $`s(s_0,2)`$ and $`u_0W^s`$, $`d_0H_h^{s+1}(TM)`$, there exists $`T>0`$ depending only on the data and $`M`$, such that

$$uC^0([0,T],W^s),dC^0([0,T],H_h^{s+1}(TM))$$

are solutions to the system of equations (1.1).

###### Proof.

We keep the same notation as in the proof of Theorem 1. For $`s(s_0,2)`$, we have that

$$S(t)_{L(V^0\times H^1(TM),X^s)}Ct^\gamma ,\gamma (0,1),t(0,1].$$

Thus, it suffices to prove that for $`s(s_0,2)`$, the map $`\mathrm{\Phi }:X^sV^0\times H^1(TM)`$ is locally Lipschitz. Using Lemma 5.3 \[, Chapter 17\], we have that for $`s(s_0,2)`$ $`(f,g)fg:H^s\times H^sH^1`$. It follows that $`uuu:H^sH^1`$, $`d(d^Td):H^{s+1}H^1`$, and $`(u,d)_ud:H^s\times H^{s+1}H^1`$. The fact that $`df(d):H^{s+1}H^1`$ follows because $`H^{s+1}`$ forms a Schauder ring. Hence, $`\mathrm{\Phi }`$ is indeed locally Lipschitz, and the remainder of the proof is identical to the one for Theorem 1. ∎

## 4. Basic Energy Laws on Riemannian manifolds

In this section, we show that the system (1.1) admits the following energy law:

$$\frac{d}{dt}E=\left(\nu |\mathrm{Def}u|^2+\lambda \gamma |\widehat{\mathrm{\Delta }}df(d)|^2\right)\lambda \mathrm{Trace}R(,u)d,_{}d,$$
(4.1)
where $`E`$ is given by (2.3), and $`e_i`$ denotes a local orthonormal frame. When $`M`$ has zero curvature, then $`E`$ is a Lyapunov function for the system (1.1), with the property that

$$E(u(t),d(t))E(u_0,d_0),t0,$$

and if $`E(u(t_1),d(t_1))=E(u(t_2),d(t_2))`$ for $`t_1<t_2`$, then $`(u(t),d(t))=(u^{},d^{})`$ are equilibrium solutions. Even, when the curvature $`R0`$, the energy remains uniformly bounded.

This bound, in turn, then yields an a priori uniform bound for the pair $`(u,d)`$ which shows that all solutions eventually enter an absorbing ball in $`W^1\times H^2(TM)`$.

The following two lemmas are standard:

###### Lemma 1.

If $`M\mathrm{}`$, then for $`d_0H_h^2`$,

$$|d(t,)|_L^{\mathrm{}}1,t>0.$$

###### Proof.

We compute the pointwise inner-product of (4.2b) with $`d`$, and use the fact that $`g(\widehat{\mathrm{\Delta }}d(x),d(x))=(1/2)\mathrm{}(g(d(x),d(x)))g(d,d)`$. Hence, $`xM`$, we obtain

$$\frac{1}{2}\frac{d}{dt}g(d,d)+\frac{1}{2}g(\mathrm{grad}[g(d,d)],u)\frac{1}{2}\mathrm{}(g(d,d))+g(d,d)=\frac{1}{ϵ^2}[g(d,d)^2g(d,d)].$$

Now suppose that $`\mathrm{max}_{t,x}g(d(t,x),d(t,x))`$ occurs at $`(t_0,x_0)`$, an element of the parabolic interior; then

$$\frac{d}{dt}g(d(t_0,x_0),d(t_0,x_0))=0,d(t_0,x_0)=0,\mathrm{grad}[g(d(t_0,x_0),d(t_0,x_0))]=0,$$

and $`\mathrm{Hess}g(d(t_0,x_0),d(t_0,x_0))<0`$. This implies that

$$\frac{1}{2}\mathrm{}(g(d(t_0,x_0),d(t_0,x_0)))>0,$$

but

$$\frac{1}{ϵ^2}[g(d(t_0,x_0),d(t_0,x_0))^2g(d(t_0,x_0),d(t_0,x_0))]<0,$$

which is a contradiction. ∎

###### Lemma 2.

If $`M=\mathrm{}`$, then for $`d_0H^2(M,B^\delta )`$,

$$|d(t,)|_L^{\mathrm{}}\delta ,t>0.$$

###### Proof.

This again follows from the maximum principle above. ∎

###### Proposition 1.

The energy law (4.1) holds, and there exists an absorbing set for $`(u,d)W^0\times H_h^1(TM)`$ if $`M\mathrm{}`$ and for $`(u,d)W^0\times H^1(M,B^\delta )`$ if $`M=\mathrm{}`$.

###### Proof.

Using the formula (2.5), we rewrite (1.1a) and (1.1c) as

$$u_t+_uu=\mathrm{grad}p+\nu \mathrm{Div}\mathrm{Def}u\lambda d^T\widehat{\mathrm{\Delta }}dg(R(e_i,)d,_{e_i}d),$$
(4.2a)
$$d_t+_ud=\gamma \left(\widehat{\mathrm{\Delta }}d\frac{1}{ϵ^2}(|d|^21)d\right),$$
(4.2b)
where $`e_i`$ is any local orthonormal frame. Adding the $`L^2`$ inner-product of (4.2a) with $`u`$ to the $`L^2`$ inner-product of (4.2b), we obtain the basic energy law

$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{dt}}\left(|u|^2+\lambda |d|^2+2\lambda {\displaystyle _M}F(d(x))\mu \right)`$
$`=\left(\nu |\mathrm{Def}u|^2+\lambda \gamma |\widehat{\mathrm{\Delta }}df(d)|^2\right)\lambda \mathrm{Trace}R(,u)d,_{}d.`$ (4.3)
In the case of a flat manifold, such as a bounded domain in $`^n`$, $`R=0`$, and (4.3) reduces to the basic energy law (1.8) in .

From Lemmas 1 and 2, we have that

$$|d(t,)|_L^{\mathrm{}}C,t>0.$$
(4.4)
It follows that

$`\mathrm{Trace}R(,u)d,_{}d`$ $`C|R|_L^{\mathrm{}}|u||d|^{\frac{1}{2}}|\widehat{\mathrm{\Delta }}d|^{\frac{1}{2}}`$
$`C\epsilon |\widehat{\mathrm{\Delta }}d|^2+{\displaystyle \frac{C}{\epsilon }}\left(|M||R|_L^{\mathrm{}}|u|\right)^{\frac{4}{3}}`$
$`C\epsilon |\widehat{\mathrm{\Delta }}d|^2+\epsilon |u|^2+{\displaystyle \frac{C}{\epsilon ^4}}\left(|M||R|_L^{\mathrm{}}\right)^4`$
$`C\epsilon |\widehat{\mathrm{\Delta }}d|^2+c_0^1(M)\epsilon |\mathrm{Def}u|^2+{\displaystyle \frac{C}{\epsilon ^4}}\left(|M||R|_L^{\mathrm{}}\right)^4,`$
where the second and third inequalities follow from Young’s inequality (5.2), and the last inequality follows from the Poincaré inequality for $`c_0(M)>0`$, a positive constant depending on $`M`$. Taking $`\epsilon >0`$ sufficiently small so that

$$K=\mathrm{min}(c_0\epsilon ,12\epsilon )>0,$$

the basic energy law (4.3) on a Riemannian manifold yields the following differential inequalities:

$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{dt}}\left[|u|^2+|d|^2+2{\displaystyle _M}F(d)\mu \right]`$
$`KC\left[|\mathrm{Def}u|^2+|\widehat{\mathrm{\Delta }}d|^2+2{\displaystyle _M}F(d)\mu \right]+\rho _0,`$ (4.5a)
$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{dt}}\left[|u|^2+|d|^2+2{\displaystyle _M}F(d)\mu \right]`$
$`KC\left[|u|^2+|d|^2+2{\displaystyle _M}F(d)\mu \right]+\rho _0,`$ (4.5b)
where

$$\rho _0=C\left[(K+C/\epsilon 1)|M|+\frac{1}{\epsilon ^4}|M|^4|R|_L^{\mathrm{}}\right].$$

Using the classical Gronwall lemma, we obtain

$`\left[|u|^2+|d|^2+2{\displaystyle _M}F(d)\mu \right]`$
$`\left[|u_0|^2+|d_0|^2+2{\displaystyle _M}F(d_0)\mu \right]e^{KCt}+\rho _0(1e^{KCt}).`$
Thus,

$$\underset{t\mathrm{}}{lim\; sup}\left[|u(t)|^2+|d(t)|^2+2_MF(d(t))\mu \right]\rho _0$$
(4.6a)
$$\underset{t\mathrm{}}{lim\; sup}\left[|u(t)|^2+|d(t)|^2\right]\rho _0+2|M|.$$
(4.6b)
When $`R=0`$, we do not need to rely on the maximum principle to establish Proposition 1 or to establish the existence of an $`L^{\mathrm{}}`$ absorbing set for (4.2b).

###### Lemma 3.

If $`M=\mathrm{}`$ and $`R=0`$, then for $`d_0H^2(TM)`$, there exists $`\rho _{\mathrm{}}>0`$ and some $`t^{}>0`$ independent of $`d_0`$ such that

$$|d(t,)|_L^{\mathrm{}}\rho _{\mathrm{}}t>t^{}.$$

###### Proof.

When $`R=0`$, from the energy law (4.1), we see that there exists and $`L^2`$ absorbing set, so that for some $`t>t^{}`$ all bounded subsets of $`L^2(TM)`$ will enter the $`L^2`$ ball of radius $`\rho _0`$.

For $`p>2`$, we take the pointwise inner-product of (4.2b) with $`p|d|^{p2}d`$ and integrate over $`M`$ to obtain the differential inequality

$`{\displaystyle \frac{d}{dt}}|d|_{L^p}^p`$ $`=p{\displaystyle _M}|d|^2|d|^{p2}\mu p(p2){\displaystyle _M}|d|^{p2}||d||^2\mu `$
$`+{\displaystyle \frac{1}{ϵ^2}}\left(|d|_{L^p}^p|d|_{L^p}^{p2}\right)`$
$`p(p2){\displaystyle _M}|d|^{p2}||d||^2\mu +{\displaystyle \frac{1}{ϵ^2}}|d|_{L^p}^p.`$ (4.7)
Using the interpolation inequality (see  for details and further applications)

$$|d|_{L^p}^pC_p|d|^2\left(_M||d|^{\frac{p}{2}}|^2\mu \right)^{\frac{p2}{p}}=C_p|d|^2\left(\frac{p^2}{4}_M|d|^{p2}||d||^2\mu \right)^{\frac{p2}{p}},$$

we see that

$$p(p2)_M|d|^{p2}||d||^2\mu \left[\left(\frac{1}{C_p}\right)^{\frac{p}{2(p2)}}\frac{4p(p2)}{p^2}\rho _0^{\frac{p}{p2}}\right]\left(|d|_{L^p}^p\right)^{\frac{p}{p2}}.$$

Using Bernoulli’s trick in the differential inequality (4.7), we get a uniform bound for $`|d(t,)|_{L^p}`$ which is independent of $`p`$ (even if the constant $`C_p`$ tends to infinity), and thus we may pass to the limit as $`p\mathrm{}`$. ∎

Using Lemma 3 we immediately have

###### Proposition 2.

If $`R=0`$ and $`M=\mathrm{}`$, we have the energy law

$$\frac{d}{dt}E=\left(\nu |\mathrm{Def}u|^2+\lambda \gamma |\widehat{\mathrm{\Delta }}df(d)|^2\right),$$

and there exists an absorbing set for $`(u,d)W^0\times H^1(TM)`$.

###### Proposition 3.

For $`\mathrm{dim}(M)=2`$, there exists an absorbing set for $`(u,d)W^1\times H_h^2(TM)`$ if $`M\mathrm{}`$, for $`(u,d)W^1\times H^2(M,B^\delta )`$ if $`M=\mathrm{}`$ and $`R0`$, and for $`(u,d)W^1\times H^2(TM)`$ if $`M=\mathrm{}`$ and $`R=0`$.

###### Proof.

It follows from (4.5a) that

$`KC{\displaystyle _t^{t+r}}\left[|\mathrm{Def}u(s)|^2+|\widehat{\mathrm{\Delta }}d(s)|^2+2{\displaystyle _M}F(d(s))\mu \right]𝑑s`$
$`r\rho _0+[|u|^2+|d|^2+2{\displaystyle _M}F(d))\mu ],r>0,`$
so

$$\underset{t\mathrm{}}{lim\; sup}_t^{t+r}\left[|\mathrm{Def}u(s)|^2+|\widehat{\mathrm{\Delta }}d(s)|^2+2_MF(d(s))\mu \right]𝑑s(r+1)\rho _0.$$

Therefore,

$$_t^{t+r}\left[\left|\mathrm{Def}u(s)\right|^2+|\widehat{\mathrm{\Delta }}d(s)|^2+2_MF(d(s))\mu \right]𝑑s\text{ is uniformly bounded}.$$
(4.8)
Now let

$$A^2=|\mathrm{Def}u|^2+|\widehat{\mathrm{\Delta }}df(d)|^2,B^2=|\mathrm{Def}u|^2+|(\widehat{\mathrm{\Delta }}df(d))|^2.$$

Using (4.8) and (4.4), we have that

$$_t^{t+r}A^2(s)𝑑s\text{ is uniformly bounded.}$$
(4.9)
In the case that $`R=0`$, it follows from a similar argument as in (4.4)-(4.8) of  that for some constants $`c_1,c_2,c_3>0`$,

$$\frac{d}{dt}A^2(t)+c_1B^2(t)c_2A^4(t)+c_3.$$
(4.10)
When $`R0`$, we find that for $`c_4>0`$,

$$\frac{d}{dt}A^2(t)+c_1B^2(t)c_2A^4(t)+c_3+c_4\mathrm{Trace}R(,\mathrm{}u)d,_{}d.$$

The last term is bounded by $`\epsilon |R|_L^{\mathrm{}}^2|\mathrm{Div}\mathrm{Def}u|^2+(C/\epsilon )|d|^2`$, so by taking $`\epsilon >0`$ sufficiently small and adjusting the constants as necessary, we see that (4.10) still holds.

Thus, using (4.6) and appealing to the uniform Gronwall lemma (see, for example, ), we see that

$$A(t)\text{is uniformly bounded in time.}$$

Because of (4.4), we may extract a uniform bound for $`|\mathrm{Def}u|^2+|\widehat{\mathrm{\Delta }}d|^2`$. Hence, we have an a priori uniform bound for $`u`$ in the $`H^1`$ topology and for $`d`$ in the $`H^2`$ topology. ∎

## 5. Global Well-posedness and Global Attractors

We shall first consider a closed Riemannian manifold such as, for example, the two-sphere $`𝕊^2`$; for such manifolds, simple brute-force energy estimates work.

###### Theorem 3.

For $`n=2`$, $`s>1`$, $`M=\mathrm{}`$, and $`u_0W^s`$, $`d_0H^{s+1}(M,B^\delta )`$,

$$uC^0([0,\mathrm{}],W^s),dC^0([0,\mathrm{}],H^{s+1}(M,B^\delta ))$$

are solutions to the system of equations (1.1). Moreover, there exists a compact global attractor for the system (1.1) in $`W^{s1}\times H^s(M,B^\delta )`$. In the case that $`R=0`$, we can replace $`H^{s+1}(M,B^\delta )`$ with $`H^{s+1}(TM)`$.

###### Proof.

Taking the $`H^s`$ inner-product of (1.1a) with $`u`$ and adding the $`H^{s+1}`$ inner-product of (1.1c) with $`d`$, we find that

$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{dt}}\left(|u|_s^2+|d|_{s+1}^2\right)`$ $`\nu |u|_{s+1}^2\gamma |d|_{s+2}^2+\lambda \left|P\mathrm{Div}(d^Td),u_s\right|`$
$`+\left|P_uu,u_s\right|+\left|_ud,d_{s+1}\right|+\gamma \left|f(d),d_{s+1}\right|.`$ (5.1)
We shall estimate each of the nonlinear terms on the right-hand-side of (5.1); as we showed in the proof of Theorem 1, the projection $`P`$ acting on the nonlinear terms, maps $`H^{s1}`$ into itself continuously, so it suffices to estimate $`_uu,u_s`$ and $`\mathrm{Div}(d^Td),u_s`$ in the third and fourth terms. Using Proposition 3, we may interpolate the nonlinear terms between $`|u|_1`$ and $`|u|_{s+1}`$ and $`|d|_2`$ and $`|d|_{s+2}`$, respectively.

We have that

$`_uu,u_s`$ $`={\displaystyle \underset{\alpha =s}{}}D^\alpha (_uu),D^\alpha u={\displaystyle \underset{\alpha =s}{}}{\displaystyle \underset{\stackrel{\left|\beta \right|s}{\alpha \beta 0}}{}}c_{\alpha ,\beta }(D^\beta u)(D^{\alpha \beta }u),D^\alpha u`$
$`={\displaystyle \underset{\alpha =s}{}}{\displaystyle \underset{\stackrel{\left|\beta \right|s1}{\alpha \beta 0}}{}}c_{\alpha ,\beta }(D^\beta u)(D^{\alpha \beta }u),D^\alpha u`$
$`C{\displaystyle \underset{m=0}{\overset{s1}{}}}|D^{m+1}u|_{L^4}|D^{sm}|_{L^4}|D^su|.`$
where we set $`|\beta |=m`$ so that $`|\alpha \beta |=sm`$, and the last equality follows from the fact that $`_u(D^su),D^su=0`$, since $`\mathrm{div}u=0`$. For $`m=0,\mathrm{},s1`$, we use (1.4) and (1.5) to estimate

$`|D^{m+1}u|_{L^4}|D^{sm}|_{L^4}|D^su|`$ $`C|D^{m+1}u|^{\frac{1}{2}}|D^{m+2}u|^{\frac{1}{2}}|D^{sm}u|^{\frac{1}{2}}|D^{sm+1}u|^{\frac{1}{2}}|D^su|`$
$`C|u|_1^{\frac{s+1}{s}}|u|_{s+1}^{\frac{2(s1)}{2s}}.`$
Using Young’s inequality,

$$a^\lambda b\epsilon a+\frac{C}{\epsilon }b^{\frac{1}{1\lambda }},a,b>0,0<\lambda <1,$$
(5.2)
it follows that

$$P_uu,u_s\epsilon |u|_{s+1}^2+\frac{C}{\epsilon }|u|_1^{s+1}.$$

For the next term, we have that

$`\mathrm{Div}(d^Td),u_s`$ $`={\displaystyle \underset{|\alpha |=s}{}}D^\alpha \mathrm{Div}(d^Td),D^\alpha u`$
$`C{\displaystyle \underset{\stackrel{\left|\alpha \right|=s}{|\gamma |=s+1}}{}}{\displaystyle \underset{\stackrel{\left|\beta \right|s}{\gamma \beta 0}}{}}{\displaystyle _M}(D^\beta d)(D^{\gamma \beta }d)(D^\alpha u)\mu `$
$`C{\displaystyle \underset{m=0}{\overset{s+1}{}}}(D^{m+1}d)(D^{sm+2}d),(D^su),`$ (5.3)
where $`m=|\beta |`$. In the case that $`m=1,\mathrm{},s`$, (5.3) is bounded by

$`C{\displaystyle \underset{m=1}{\overset{s}{}}}|D^{m+1}d|_{L^4}^2|D^{sm+1}d|_{L^4}^2`$ $`C|d|_2|d_{s+2}|u|_1^{\frac{1}{s}}|u|_{s+1}^{\frac{s1}{s}}`$
$`\epsilon |d|_{s+2}^2+{\displaystyle \frac{C}{\epsilon }}|d|_2^2|u|_s^{\frac{2}{s}}|u|_{s+1}^{\frac{2(s1)}{s}},`$ (5.4)
where the first inequality follows from repeated use of (1.5), and the last inequality follows from $`ab\epsilon a^2+(C/\epsilon )b^2`$, where $`a,b>0`$. One more application of (5.2) shows that (5.4) is bounded by

$$\epsilon |d|_{s+2}^2+\epsilon |u|_{s+1}^2+\frac{C}{\epsilon ^{1+s}}|d|_2^{2s}|u|_1^2.$$

In the case that $`m=0,s+1`$, (5.3) is bounded by

$`C|d|_{s+2}|d|_{L^4}|D^su|_{L^4}`$ $`C|d|_{s+2}|d|_2|u|_1^{\frac{1}{2s}}|u|_{s+1}^{\frac{2s1}{2s}}`$
$`\epsilon |d|_{s+2}^2+{\displaystyle \frac{C}{\epsilon }}|d|_2^2|u|_1^{\frac{1}{s}}|u|_{s+1}^{\frac{2(s1)}{s}}`$
$`\epsilon |d|_{s+2}^2+\epsilon |u|_{s+1}^2+{\displaystyle \frac{C}{\epsilon ^{1+s}}}|d|_2^{2s}|u|_1,`$
where the first inequality follows from (1.5), and the last two inequalities follow from (5.2). It follows that

$$P\mathrm{Div}(d^Td),u_s\epsilon |u|_{s+1}^2+\epsilon |d|_{s+2}^2+\frac{C}{\epsilon ^{1+s}}|d|_2^{2s}\left(|u|_1+|u|_1^2\right).$$

We next compute that

$`_ud,d_{s+1}`$ $`={\displaystyle \underset{|\alpha |=s+1}{}}D^\alpha (_ud),D^\alpha u`$
$`C{\displaystyle \underset{|\alpha |=s+1}{}}{\displaystyle \underset{\stackrel{\left|\beta \right|s+1}{\alpha \beta 0}}{}}(D^\beta d)(D^{\alpha \beta }u),D^\alpha d`$
$`C{\displaystyle \underset{m=0}{\overset{s}{}}}(D^{m+1}d)(D^{sm+1}u),D^{s+1}d,`$ (5.5)
since for $`m=s+1`$, we have that $`_u(D^{s+1}d),D^{s+1}d=0`$. We estimate the case $`m=0`$ first in (5.5):

$`|Dd|_{L^4}|D^{s+1}d|_{L^4}|D^{s+1}u|`$ $`C|d|_2|u|_{s+1}|d|_{s+1}^{\frac{1}{2}}|d|_{s+2}^{\frac{1}{2}}`$
$`C|d|_2^{\frac{2s+1}{2s}}|u|_{s+1}|d|_{s+2}^{\frac{2s1}{2s}}`$
$`\epsilon |d|_{s+2}^2+{\displaystyle \frac{C}{\epsilon }}\left(|d|_2^{\frac{2s+1}{2}}|u|_{s+1}\right)^{\frac{4s}{2s+1}}`$
$`\epsilon |d|_{s+2}^2+\epsilon |u|_{s+1}^2+{\displaystyle \frac{C}{\epsilon ^{2s+2}}}|d|_2^{4s+2},`$
where the last two inequalities follow from two applications of the Young’s inequality.

For the cases $`1ms`$, (5.5) is bounded by $`C|D^{m+1}d|_{L^4}|D^{sm+1}u|_{L^4}|d|_{s+1}`$, so by (1.4) and (1.5), we find that for $`m=1,\mathrm{},s`$,

$`|D^{m+1}d|^{\frac{1}{2}}|D^{m+2}d|^{\frac{1}{2}}|D^{sm+1}u|^{\frac{1}{2}}|D^{sm+2}u|^{\frac{1}{2}}|D^{s+1}d|`$
$`C|d|_2^{\frac{2s2m+3}{2s}}|d|_{s+2}^{\frac{2m+2s3}{2s}}|u|_1^{\frac{2m1}{2s}}|u|_{s+1}^{\frac{2s2m+1}{2s}}`$
$`\epsilon |d|_{s+2}^2+\left({\displaystyle \frac{C}{\epsilon }}|d|_2^2|u|_1^{\frac{4m2}{2s2m+3}}\right)\left(|u|_{s+1}^{\frac{4s4m+2}{2s2m+3}}\right),`$
where we have used Young’s inequality for the last step. Another application of Young’s inequality yields the estimate

$$_ud,d_{s+1}\epsilon |d|_{s+2}^2+\epsilon |u|_{s+1}^2+\frac{C}{\epsilon ^{\frac{2s2m+5}{2s2m+3}}}|d|_2^{\frac{4}{2s2m+3}}|u|_1^{2m1},m=1,\mathrm{},s.$$

For the final nonlinear term, we have that

$`f(d),d_{s+1}`$ $`C{\displaystyle \underset{m=0}{\overset{s+1}{}}}{\displaystyle \underset{n=0}{\overset{m}{}}}(D^nd)(D^{mn}d)(D^{s+1m}d),D^{s+1}d`$
$`|D^nd|_{L^8}|D^{mn}d|_{L^8}|D^{s+1m}d|_{L^4}|D^{s+1}d|.`$
Using the estimate

$$|v|_{L^8}|v|_{L^2}^{\frac{5}{8}}|v|_2^{\frac{3}{8}},$$
(5.6)
together with (1.5) and Young’s inequality, we have that

$$f(d),d_{s+1}C|d|_2^{\frac{2(s+2)}{s}}|d|_{s+2}^{\frac{2(s2)}{s}}\epsilon |d|_{s+2}^2+\frac{C}{\epsilon }|d|_2^{s+2}.$$

Letting

$`\rho =C[{\displaystyle \frac{1}{\epsilon }}(|d|_2^{s+2}+|u|_1^{s+1})+{\displaystyle \frac{1}{\epsilon ^{1+s}}}|d|_2^{2s}(|u|_1+|u|_1^2)+{\displaystyle \frac{1}{\epsilon ^{2+2s}}}(|d|_2^{4s+2})`$
$`+{\displaystyle \underset{m=1}{\overset{s}{}}}{\displaystyle \frac{1}{\epsilon ^{\frac{2s2m+5}{2s2m+3}}}}|d|_2^{\frac{4}{2s2m+3}}|u|_1^{2m1}],`$
and taking $`\epsilon >0`$ sufficiently small so that

$$K=\mathrm{min}(\nu 4\epsilon ,\gamma 4\epsilon )>0,$$

the basic inequality (5.1) takes the form

$`{\displaystyle \frac{d}{dt}}\left(|u|_s^2+|d|_{s+1}^2\right)`$ $`K\left(|u|_{s+1}^2+|d|_{s+2}^2\right)+C\rho `$
$`K\left(|u|_s^2+|d|_{s+1}^2\right)+C\rho .`$
Letting $`c_1=CK>0`$, the classical Gronwall lemma gives

$$\left(|u|_s^2+|d|_{s+1}^2\right)\left(|u_0|_s^2+|d_0|_{s+1}^2\right)e^{c_1t}+C\rho (1e^{c_1t}),$$

so that

$$\underset{t\mathrm{}}{lim\; sup}\left(|u|_s^2+|d|_{s+1}^2\right)C\rho .$$
(5.7)
Thus, since the time interval of existence from Theorem 1 only depends on the initial data, the a priori bound (5.7) together with the continuation property gives the global well-posedness result. Moreover, because of the absorbing sets that exist in $`W^s\times H^{s+1}(TM)`$ by virtue of (5.7), we obtain using Theorem I.1.1 of , the global attractor that we asserted. ∎

For a Riemannian manifold with boundary, the above (brute force) $`H^s`$ energy estimate does not work, because boundary terms arising from integration by parts on the diffusion term $`\nu \mathrm{Div}\mathrm{Def}u`$ do not vanish. It is possible, however, to obtain estimates on $`u_t`$ and $`d_t`$ which provide the global well-posedness result.

We have that

$`u_{tt}`$ $`=\nu \mathrm{Div}\mathrm{Def}u_t_{u_t}u_uu_t\mathrm{grad}p_t\lambda d_t^T\widehat{\mathrm{\Delta }}d\lambda d^T\widehat{\mathrm{\Delta }}d_t`$
$`\lambda g(R(e_i,)d_t,_{e_i}d)\lambda g(R(e_i,)d,_{e_i}d_t)`$
and

$$d_{tt}=_{u_t}d_ud_t+\gamma \widehat{\mathrm{\Delta }}d_t\gamma \mathrm{grad}f(d)d_t.$$

Since $`d_t=0`$ on $`M`$ we see that $`\frac{1}{2}\frac{d}{dt}\left(|u_t|^2+|d_t|^2\right)=u_t,u_{tt}\widehat{\mathrm{\Delta }}d_t,d_{tt}`$. Standard interpolation combined with Young’s inequality yields, for constants $`c_1,c_2>0`$,

$$\frac{1}{2}\frac{d}{dt}\left(|u_t|^2+|d_t|^2\right)=c_1\left(|\mathrm{Def}u|^2+|\widehat{\mathrm{\Delta }}d|^2+c_2\right)\left(|u_t|^2+|d_t|^2\right).$$

By Proposition 3, for each $`t`$,

$$u(t,)W^1\text{ and }d(t,)H^2(TM).$$
(5.8)
It follows that if $`u_0W^2`$, $`d_0H^3(TM)`$, and $`hH^{\frac{5}{2}}(TM)`$, then $`u_t(0)L^2(TM)`$ and $`d_t(0)H_0^1(TM)`$ so that

$$u_tL^{\mathrm{}}((0,\mathrm{}),W^0)\text{ and }d_tL^{\mathrm{}}((0,\mathrm{}),H_0^1(TM)).$$
(5.9)
From (5.8), we claim that $`_ud`$ is in $`H^\delta (TM)`$ for $`\delta (0,\frac{5}{16})`$. To see this, note that for $`\epsilon >0`$

$$www:H^pH^{\theta (1+\epsilon )},\text{ where }p=\frac{1}{2}+\frac{1}{2}\theta (1+\epsilon )+\epsilon \theta .$$

We set $`\delta =\theta (1+\epsilon )`$, and, for example, set $`\epsilon =\frac{1}{4}`$ and $`\theta \frac{1}{4}`$; then $`\delta (0,\frac{5}{16})`$ and $`p\frac{23}{32}`$, so the claim is established. Using standard elliptic regularity on equation (4.2b), we see that $`dH^{2+\delta }(TM)`$, and the $`H^{2+\delta }`$-norm of $`d`$ only depends on the initial data and $`M`$. This shows that $`\mathrm{Div}(d^Td)`$ is in $`L^2`$ so that with (5.9), we see that $`u`$ is in $`W^2`$. By bootstrapping, we find that $`d`$ is in $`H^3`$, and the continuation argument shows that the unique solution may be continued for all time. If $`hC^{\mathrm{}}(TM)`$, then both $`u`$ and $`d`$ are in $`C^{\mathrm{}}((0,\mathrm{})\times M)`$. Proposition 3 together with Theorem I.1.1 of  proves the existence of the global attractor in $`W^0\times H_h^1(TM)`$. Thus, we have the following

###### Theorem 4.

Suppose that $`u_0W^2`$ and $`d_0H_h^3(TM)`$. Then there exists a unique solution

$$uL^{\mathrm{}}((0,\mathrm{}),W^2)\text{ and }dL^{\mathrm{}}((0,\mathrm{}),H_h^3(TM)).$$

If $`hC^{\mathrm{}}(TM)`$, then both $`u`$ and $`d`$ are in $`C^{\mathrm{}}((0,\mathrm{})\times M)`$. Furthermore, there exists a compact global attractor in $`W^0\times H_h^1(TM)`$.

## 6. Lagrangian averaged liquid crystals

As we described in the introduction, the director field $`d`$ describes locally the averaged direction of the constituent molecules; it is thus reasonable, and of practical and computational importance, to locally average the Navier-Stokes fluid motion as well. Recently, the Lagrangian averaged Navier-Stokes (LANS) equations were introduced as a model for the large scale Navier-Stokes fluid motion which averages or filters over the small, computationally unresolvable spatial scales (see  and the references therein). The LANS equations are parameterized by a small spatial scale $`\alpha >0`$ – fluid motion at spatial scales smaller than $`\alpha `$ is averaged or filtered-out. There are two types of Lagrangian averaged Navier-Stokes equations: the isotropic and the anisotropic versions. We shall begin with the isotropic theory, and for simplicity of presentation, we shall assume that $`M`$ is flat.

The isotropic LANS equations for the mean velocity $`u(t,x)`$ are given by

$$_t(1\alpha ^2\mathrm{\Delta })u+_u(1\alpha ^2\mathrm{\Delta })u\alpha ^2u^T\mathrm{}u=\mathrm{grad}p+\nu (1\alpha 2\mathrm{\Delta })\mathrm{\Delta }u$$
(6.1a)
$$\mathrm{div}u(t,x)=0,$$
(6.1b)
$$u=0\mathrm{on}\mathrm{M},$$
(6.1c)
$$u(0,x)=u_0.$$
(6.1d)
Equation (6.1a) has an equivalent representation as

$$_tu+_uu+𝒰^\alpha (u)=(1\alpha ^2\mathrm{\Delta })^1\mathrm{grad}p+\nu \mathrm{\Delta }u$$
(6.2a)
$$𝒰^\alpha (u)=\alpha ^2(1\alpha ^2\mathrm{\Delta })^1\mathrm{Div}\left[uu^T+uuu^Tu\right].$$
(6.2b)
When $`M=\mathrm{}`$ the LANS equations take on a particularly familiar “sub-grid-stress” form with (6.2) becoming

$$_tu+_uu+\mathrm{Div}\tau ^\alpha (u)=\mathrm{grad}p+\nu \mathrm{\Delta }u$$
(6.3a)
$$\tau ^\alpha (u)=\alpha ^2(1\alpha ^2\mathrm{\Delta })^1\left[uu^T+uuu^Tu\right],$$
(6.3b)
where $`\tau ^\alpha `$ representing the sub-grid or “Reynolds stress.”

The remarkable feature of the LANS equations is that, unlike the Reynolds averaged Navier-Stokes (RANS) equations or Large Eddy Simulation (LES) models of turbulence, no additional dissipation is put into the system. In fact, when $`\nu =0`$, the LANS equations conserve the Hamiltonian structure of the Euler equations with both a modified kinetic energy

$$E^\alpha =\frac{1}{2}_M\left(|u|^2+2\alpha ^2|\mathrm{Def}u|^2\right)\mu $$
(6.4)
and helicity

$$H^\alpha =_Mwdw,w=(1\alpha ^2\mathrm{\Delta })u^{\mathrm{}},u^{\mathrm{}}=g(u,),$$
(6.5)
being conserved.

This is easiest to see from equation (6.3), where the only term that is added (to the NS equations) is $`\mathrm{Div}\tau ^\alpha (u)`$; it is precisely this term which averages the small scales, and this is accomplished by the use of nonlinear dispersion as opposed to dissipation. A simple computation, which requires taking the $`L^2`$ inner-product of the LANS equations with $`u`$ when $`\nu `$ is set to zero, shows that (6.4) is conserved. Why is it so important not to over-dissipate the NS equations? The answer is twofold: first, the addition of artificial dissipation obviously and spuriously removes crucial small-scale features, and second, artificial viscosity, which is present in RANS or LES models, suppresses intermittency, a fundamental feature of fluid turbulence.

Mathematically, for all $`\alpha >0`$, the three-dimensional LANS equations are globally well-posed (see ), yet when the averaging parameter $`\alpha `$ is taken sufficiently small, computational simulations of LANS are statistically indistinguishable from the simulations of the NS equations. Furthermore, the LANS equations provide a tremendous computational savings as shown in simulations of both forced and decaying turbulence (, ). Finally, the LANS equations arise from a variational principle in the same fashion as the NS equations. We shall therefore base our development of the averaged liquid crystal equations on the LANS model, and introduce the following system of equations:

$$u_t\nu \mathrm{\Delta }u+_uu𝒰^\alpha (u)=(1\alpha ^2\mathrm{\Delta })^1\left[\mathrm{grad}p+\mathrm{Div}(d^Td)\right],$$
(6.6a)
$$\mathrm{div}u(t,x)=0,$$
(6.6b)
$$d_t+_ud=\gamma \left(\mathrm{\Delta }d\frac{1}{ϵ^2}(|d|^21)d\right),$$
(6.6c)
$$u=0\mathrm{on}\mathrm{M},\mathrm{d}=\mathrm{h}\mathrm{on}\mathrm{M}\mathrm{g}(\mathrm{h},\mathrm{h})=1\text{ or }\mathrm{M}=\mathrm{},$$
(6.6d)
$$u(0,x)=u_0,d(0,x)=d_0\text{ and }d_0|_M=h\text{ if }M\mathrm{},$$
(6.6e)
where $`\mathrm{\Delta }`$ denotes the componentwise Laplacian.

Averaged Variational Principle. Following the notation of Section 2, we define the averaged action function $`S^\alpha :𝒟_{\mu ,D}^s\times H^{s+1}(TM)H_0^1(TM)`$ by

$`S^\alpha (\eta ,d)=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _I}{\displaystyle _M}\{g(\eta (t,x))(u(t,\eta (t,x)),u(t,\eta (t,x)))`$
$`+2\alpha ^2g(\eta (t,x))(\mathrm{Def}u(t,\eta (t,x)),\mathrm{Def}u(t,\eta (t,x)))`$
$`+\lambda g(\eta (t,x))(\left[d(t,\eta (t,x))\right],\left[d(t,\eta (t,x))\right])+2F(d)\}\mu dt,`$ (6.7)
where we suppress the explicit dependence of $`u`$ and $`d`$ on $`\alpha `$ and $`ϵ`$.

Again, we see that (6.6a) arises as the first variation of the action function $`S^\alpha `$ with respect to $`\eta `$, and the remaining equations are identical to the original system (1.1). Note, however, that now $`u`$ is the mean velocity, and it is the mean flow $`\eta `$ which is transporting the director field $`d`$.

Averaged Energy Law. For simplicity, we shall present the formulation in the case that $`M=\mathrm{}`$, although the more general case follows in the same fashion as we presented above. Following the notation of Section 2, we have the following basic averaged energy law:

$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d}{dt}}\left(|u|^2+\alpha ^2|u|^2+\lambda |d|^2+2{\displaystyle _M}F(d)\mu \right)`$
$`\nu \left(|u|^2+\alpha ^2|\mathrm{\Delta }u|^2\right)\gamma \lambda |\mathrm{\Delta }df(d)|^2.`$ (6.8)
From Lemma 3 and (6.8), it follows that there exists $`\overline{t}>0`$ and some $`\overline{\rho }_0>0`$ which are independent of the initial data such that

$$|u(t,)|_1^2+|d|_1^2\overline{\rho }_0t>\overline{t}.$$

We see that the averaged energy law is, in some sense, more natural than the standard basic energy law (4.1) since the director field $`d`$ is no longer constrained to have one derivative greater regularity than the velocity of the fluid $`u`$: both $`u`$ and $`d`$ now scale similarly.

Because of the a priori uniform bound of $`u(t,)`$ in $`W^1`$, it is very easy to obtain an a priori bound for $`u(t,)`$ in $`W^2`$ and $`dH^2(TM)`$ when the $`\mathrm{dim}(M)=3`$. We simply compute the sum

$$0=(1\alpha ^2\mathrm{\Delta })\text{(}\text{6.6a}\text{)},(1\alpha ^2)u+\mathrm{\Delta }\text{(}\text{6.6c}\text{)},\mathrm{\Delta }d,$$

and use Lemma 3. Using similar estimates as above, we obtain an a priori energy estimate, in fact an absorbing set, in $`W^2\times H^2(TM)`$, and by bootstrapping, we may easily obtain higher-order a priori estimates. Local well-posedness follows again from the contraction mapping argument that we gave in Theorem 1, so we have the following

###### Theorem 5.

For $`n=2,3`$, $`s>1`$, $`M=\mathrm{}`$, $`R=0`$ and $`u_0W^s`$, $`d_0H^{s+1}(TM)`$,

$$uC^0([0,\mathrm{}],W^s),dC^0([0,\mathrm{}],H^{s+1}(TM)$$

are solutions to the system of equations (1.1). Moreover, there exists a compact global attractor for the system (1.1) in $`W^{s1}\times H^s(TM)`$.

It is not difficult to generalize this Theorem to manifolds with boundary following the method in .

## 7. Concluding remarks

Gradient flow versus damping. We considered the $`L^2`$ gradient flow of the variation of the action function $`S(\eta ,d)`$ with respect to $`d`$ in the director field equation (1.1c). In the liquid crystal literature, however, it is common to see a damped second-order equation for the director field (see  and references therein), which in the context of our simplified system would mean replacing $`d_t`$ with $`\beta _1d_{tt}+\beta _2d_t`$ for some constants $`\beta _1`$ and $`\beta _2`$. Of course, both types of equations have the identical stationary solutions, but in terms of stability, L. Simon’s result  guarantees that the damping term takes over. As far as parabolic estimates are concerned, it is easy to treat either type of equation, but we feel it is more natural to take the path of steepest descent in relaxing the orientation towards its preferred configuration.

Lie advection versus parallel transport. This remark concerns the coupling term $`_ud`$ in equation (1.1c). This term arises by considering the time derivative of $`(d\eta )(t,x):=d(t,\eta (t,x))`$, where for each $`t`$, $`\eta (t,)`$ is a volume-preserving diffeomorphism in the topological group $`𝒟_{\mu ,D}^s`$. In group-theoretic language, this suggests that the action of $`𝒟_{\mu ,D}^s`$ on the vector space of director fields is on the right. The natural action of $`𝒟_{\mu ,D}^s`$ on the vector space of director fields, however, is on the left, or by push-forward: instead of $`d\eta `$, the natural action is $`\eta _{}d:=D\eta d\eta ^1.`$ Taking the time derivative of $`[\eta _{}d](t,x)`$ gives $`_ud`$, the Lie derivative of $`d`$ in the direction $`u`$. The Lie derivative $`_ud=_ud_du`$, and this is the actual term which is present in the Ericksen-Leslie model. A nontrivial extension of our analysis is required to analyze the system (1.1) with $`_ud`$ replaced by $`_ud`$, and this shall be the focus of a future article.

Other fluids models. Using our methodology, it is quite easy to study a number of other fluids models. For example, by replacing the Oseen-Frank energy with the Landau-Lifshitz free energy $`1/2_MAg(M,M)\mu `$, where $`M`$ is the direction of magnetization in a cubic ferromagnet, we can obtain an almost identical system of PDEs. Similarly, if we replace the vector $`d`$ in our action function $`S`$ with a scalar field $`\varphi `$, and replace the $`L^2`$ gradient flow in equation (1.1c) with $`H^1`$ gradient flow, we obtain a model of two-phase flow whose interface moves via motion by mean curvature (see ). This model consists of a coupled Navier-Stokes Cahn-Hilliard system, where the interface is governed by surface tension.

The defect law in the limit as $`ϵ0`$. We considered the GL penalization of the Oseen-Frank energy law so as to obtain finite-energy minimizers, but we have yet to consider the limit of our solutions as $`ϵ0`$. It remains an open problem to characterize the dynamical law of the GL vortices when coupled to the Navier-Stokes motion. Following the pioneering work in  and  on the dynamical law of the GL vortices, we expect that the location of the jth vortex, $`a_j`$, will solve the distributional equation

$$_ta_j+\mathrm{div}(a_ju)=\frac{\delta W}{\delta a_j},$$

where $`u`$ simultaneously solves the Navier-Stokes equations, and $`W=_{ij}\mathrm{log}|x_ix_j|`$ is the renormalized energy. We expect that a rigorous defect law will be much easier to obtain when $`u`$ is instead a solution of the LANS equations, because in that case, $`u`$ is uniformly in $`H^1`$ with respect to the penalization parameter $`ϵ>0`$.

Acknowledgments

I am grateful to Chun Liu for introducing me to the beautiful theory of liquid crystals. I would also like to thank John Ball, Dick James, and Stefan Müller for inviting me to the Oberwolfach conference Mathematical Continuum Mechanics where much of this work was initiated. Research was partially supported by the NSF-KDI grant ATM-98-73133 and the Alfred P. Sloan Foundation Research Fellowship.


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# Bubbles created from vacuum fluctuationSupported by the National Natural Science Foundation of China under No. 19473005, and the Education Committee of Hunan Province.

## A Appendix

The Lorentzian Nariai metric of $`S^2\times S^2`$ is

$`ds^2=\lambda ^1\mathrm{sin}^2\chi d\psi ^2\lambda ^1d\chi ^2\lambda ^1d\theta ^2\lambda ^1\mathrm{sin}^2\theta d\phi ^2`$

namely $`g_{00}=\lambda ^1\mathrm{sin}^2\chi ,`$ $`g_{11}=\lambda ^1,`$ $`g_{22}=\lambda ^1,g_{33}=\lambda ^1\mathrm{sin}^2\theta ,`$ $`g_{\alpha \beta }=0(\alpha ,\beta =0,1,2,3;\alpha \beta )`$. The determinant of the metric is $`g=\lambda ^4\mathrm{sin}^2\chi \mathrm{sin}^2\theta `$.

From $`g^{\mu \lambda }=\mathrm{\Delta }^{\mu \lambda }/g`$, we can compute contravariant components of the metric as follows: $`g^{00}=\lambda \mathrm{sin}^2\chi ,`$ $`g^{11}=\lambda ,`$ $`g^{22}=\lambda ,g^{33}=\lambda \mathrm{sin}^2\theta ,`$ $`g^{\alpha \beta }=0(\alpha ,\beta =0,1,2,3;\alpha \beta )`$. From $`\mathrm{\Gamma }_{\mu \nu }^\alpha =\frac{1}{2}g^{\alpha \lambda }(g_{\mu \lambda ,\nu }+g_{\nu \lambda ,\mu }g_{\mu \nu ,\lambda }),`$ we get the non-zero components of Christoffel which are $`\mathrm{\Gamma }_{01}^0=\mathrm{\Gamma }_{10}^0=ctg\chi ,`$ $`\mathrm{\Gamma }_{00}^1=\mathrm{sin}\chi \mathrm{cos}\chi ,\mathrm{\Gamma }_{33}^2=\mathrm{sin}\theta \mathrm{cos}\theta ,`$ $`\mathrm{\Gamma }_{23}^3=\mathrm{\Gamma }_{32}^3=ctg\theta `$.

Put the values of the above Christoffel into the following formula of Ricci tensor $`R_{\mu \nu }=R_{\mu \lambda \nu }^\lambda =\mathrm{\Gamma }_{\mu \lambda ,\nu }^\lambda \mathrm{\Gamma }_{\mu \nu ,\lambda }^\lambda +\mathrm{\Gamma }_{\sigma \nu }^\lambda \mathrm{\Gamma }_{\mu \lambda }^\sigma \mathrm{\Gamma }_{\sigma \lambda }^\lambda \mathrm{\Gamma }_{\mu \nu }^\sigma ,`$ we can get the non-zero components of Riccci tensor as follows $`R_{00}=\mathrm{sin}^2\chi ,`$ $`R_{11}=1,`$ $`R_{22}=1,`$ $`R_{33}=\mathrm{sin}^2\theta `$. We can also compute Ricci scalar as follows $`R=g^{\mu \nu }R_{\mu \nu }=4\lambda `$. Through the formulas $`G_{\mu \nu }=R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R`$, we get the non -zero components of Einstein tensor which are $`G_{00}=\mathrm{sin}^2\chi ,`$ $`G_{11}=1,`$ $`G_{22}=1,G_{33}=\mathrm{sin}^2\theta `$. From the formulas $`G_\mu ^\nu =g^{\nu \rho }G_{\rho \mu }`$ ,we get $`G_\mu ^\nu =\lambda \delta _\mu ^\nu `$.


text:
# Delta function singularities in the Weyl tensor at the brane

## Abstract

In a recent paper Shiromizu, Maeda and Sasaki derived the gravitational equations of motion which would hold on a brane which is embedded in a higher dimensional bulk spacetime, showing that even when the Einstein equations are imposed in the bulk, nonetheless the embedding leads to a modification of the Einstein equations on the brane. In this comment on their work we explicitly identify and evaluate a delta function singularity effect at the brane which they do not appear to have discussed in their paper, an effect which, while actually being of interest in and of itself, nonetheless turns out not to modify their reported results.

Interest in the possible existence of extra dimensions has recently been given considerable impetus through the work of Randall and Sundrum  who showed that if our 4-dimensional universe is a domain wall 3-brane embedded in a 5-dimensional bulk $`AdS_5`$ spacetime, the $`AdS_5`$ bulk geometry would then lead to exponential suppression of the geometry away from the brane and thereby localize gravity to it. With gravitational signals thus effectively being confined to our brane the size of such extra dimensions could potentially then be very large and yet nonetheless not lead to conflict with currently available gravitational information. However, even while such higher dimensions could thus nicely hide themselves from direct view, it turns out that through the very fact of there being an embedding into a higher dimensional space at all, the very presence of extra dimensions then has an indirect effect on gravitational measurements within our 4-dimensional world, leading (as nicely shown by Shiromizu, Maeda and Sasaki ) to a modification of the Einstein equations on the brane, with measurements on the brane potentially then being able to reveal the existence of higher dimensions and thus probe their possible existence.***Such embeddings can even lead to possible modifications of the equations of state of the fields on the brane, with the consistency of the embedding often being found  to lead to negative pressure brane fluids just like the ones currently being considered in cosmology , except that rather than being due to the explicit presence of fundamental 4-dimensional quintessence fields, the negative pressure is instead maintained by gravitational stresses coming from a higher dimensional bulk. Thus given the potential significance and broad applicability of the work of Shiromizu, Maeda and Sasaki we have gone over their paper, to find that there is a delta function singularity effect which they do not appear to have discussed, an effect which, while actually being of interest in and of itself, nonetheless turns out not to modify their reported results.

In order to discuss the embedding of our universe into a 5-dimensional bulk space with metric $`g_{AB}`$ ($`A,B=0,1,2,3,5`$) it is particularly convenient  to base the analysis on the purely geometric Gauss embedding formula

$${}_{}{}^{(4)}R_{\beta \gamma \delta }^{\alpha }=R_{BCD}^Aq_A^\alpha q_\beta ^Bq_\gamma ^Cq_\delta ^DK_\gamma ^\alpha K_{\beta \delta }+K_\delta ^\alpha K_{\beta \gamma },$$
(1)
which relates the 4-dimensional Riemann tensor $`{}_{}{}^{(4)}R_{\beta \gamma \delta }^{\alpha }`$ ($`\alpha ,\beta =0,1,2,3`$) of a general 4-dimensional surface to the Riemann tensor $`R_{BCD}^A`$ of a 5-dimensional bulk into which it is embedded via a term quadratic in the extrinsic curvature $`K_{\mu \nu }=q_\mu ^\alpha q_\nu ^\beta n_{\beta ;\alpha }`$ of the 4-surface. (Here $`q_{AB}=g_{AB}n_An_Bq_{\mu \nu }`$ is the metric which is induced on the 4-surface by the embedding (viz. the one with which $`{}_{}{}^{(4)}R_{\beta \gamma \delta }^{\alpha }`$ is calculated) and $`n^A`$ is the embedding normal.) On introducing the bulk Weyl tensor $`C_{ABCD}=R_{ABCD}(g_{AC}R_{BD}g_{AD}R_{BC}g_{BC}R_{AD}+g_{BD}R_{AC})/3+R_E^E(g_{AC}g_{BD}g_{AD}g_{BC})/12`$, contraction of indices in Eq. (1) immediately allows us to relate the 4- and 5-dimensional Einstein tensors according to

$`{}_{}{}^{(4)}G_{\mu \nu }^{}=2G_{AB}(q_\mu ^Aq_\nu ^B+n^An^Bq_{\mu \nu })/3G_A^Aq_{\mu \nu }/6`$ (2)
$`KK_{\mu \nu }+K_\mu ^\alpha K_{\alpha \nu }+(K^2K_{\alpha \beta }K^{\alpha \beta })q_{\mu \nu }/2E_{\mu \nu }`$ (3)
where

$$E_{\mu \nu }=C_{BCD}^An_An^Cq_\mu ^Bq_\nu ^D,$$
(4)
with the geometric content of Eq. (3) being first, that of the 35 components of $`C_{ABCD}`$ (viz. the 35 components of the 50 component $`R_{ABCD}`$ which are independent of $`G_{AB}`$) 10 of them can be determined once the induced metric on the 4-surface is known; and second, that since its left hand side only contains derivatives with respect to the four coordinates other than the one in the direction of the embedding normal $`n^A`$, on its right hand side all derivative terms with respect to this fifth coordinate (labelled $`y`$ below) must cancel each other identically.For instance, for $`ds^2=f(y)(dt^2+d\overline{x}^2)+dy^2`$, $`n^A=(0,0,0,0,1)`$, term by term Eq. (3) yields $`{}_{}{}^{(4)}G_{0}^{0}=f^{\prime \prime }/ff^2/f^2+f^{\prime \prime }/f+f^2/4f^2f^2/f^2+f^2/4f^2+2f^2/f^2f^2/2f^20`$, i.e. $`0=0`$.

Dynamical implications of Eq. (3) follow on restricting the 5-dimensional metric to the form $`ds^2=q_{\mu \nu }dx^\mu dx^\nu +dy^2`$, imposing the $`yy`$ $`Z_2`$ Randall-Sundrum brane scenario symmetry for a 4-surface 3-brane placed at $`y=0`$ with normal $`n^A=(0,0,0,0,1)`$, taking the bulk Einstein equations to be of the form

$$G_{AB}=R_{AB}g_{AB}R_C^C/2=\kappa _5^2[\mathrm{\Lambda }_5g_{AB}+T_{\mu \nu }\delta _A^\mu \delta _B^\nu \delta (y)]$$
(5)
and imposing the 20 junction conditions

$$K_{\mu \nu }(y=0^+)K_{\mu \nu }(y=0^{})=\kappa _5^2(T_{\mu \nu }q_{\mu \nu }T_\alpha ^\alpha /3),q_{\mu \nu }(y=0^+)q_{\mu \nu }(y=0^{})=0$$
(6)
which serve to determine the discontinuity in the extrinsic curvature at the brane  and enforce the continuity of the induced metric on it. With the brane symmetry requiring the induced metric coefficients to be functions of $`|y|=y[\theta (y)\theta (y)]`$ (where $`|y|^{}=\theta (y)\theta (y)`$, $`|y|^2=1`$, $`|y|^{\prime \prime }=2\delta (y)`$), we see that the extrinsic curvature is an odd, discontinuous function of $`|y|`$, while the Einstein and Weyl tensors are even functions. Consequently, we can determine the extrinsic curvature from the Israel junction conditions, and since its contribution on the brane is quadratic in Eq. (3) and thus a net even function of $`|y|`$ which is continuous across the brane, we can then evaluate its resulting contribution to Eq. (3) by averaging the values of the contributions of these quadratic terms on the two sides of the brane. Since the Einstein and Weyl tensors are even functions of $`|y|`$ it is initially very tempting to apply this same prescription to evaluate their (generically of the form $`\overline{F}=F(y=0^+)/2+F(y=0^{})/2`$) contributions on the brane as well, to thus lead in the $`T_{\mu \nu }=\lambda q_{\mu \nu }+\tau _{\mu \nu }`$ case (we conveniently separate out the brane cosmological constant $`\lambda `$) to the relation given in , viz.

$${}_{}{}^{(4)}G_{\mu \nu }^{}=\mathrm{\Lambda }_4q_{\mu \nu }8\pi G_N\tau _{\mu \nu }\kappa _5^4\pi _{\mu \nu }\overline{E}_{\mu \nu }$$
(7)
where

$$G_N=\lambda \kappa _5^4/48\pi ,\mathrm{\Lambda }_4=\kappa _5^2(\mathrm{\Lambda }_5+\kappa _5^2\lambda ^2/6)/2,$$
(8)
$$\pi _{\mu \nu }=\tau _{\mu \alpha }\tau _\nu ^\alpha /4+\tau _\alpha ^\alpha \tau _{\mu \nu }/12+q_{\mu \nu }\tau _{\alpha \beta }\tau ^{\alpha \beta }/8q_{\mu \nu }(\tau _\alpha ^\alpha )^2/24.$$
(9)
As we thus see, in the event that the Einstein equations hold in some higher dimensional bulk spacetime (and even one such as a 10-dimensional one for instance), in general they will not in fact hold on any lower dimensional embedded brane as well, with the non-vanishing of the quantities $`\pi _{\mu \nu }`$ and $`\overline{E}_{\mu \nu }`$ signaling an explicit departure from the standard Einstein equations of motion on the lower dimensional brane.

Before immediately identifying Eq. (7) as the explicit consequence of the embedding however, we note that as well as being even functions of $`|y|`$, the Einstein and Weyl tensors are also second derivative functions of the metric. Consequently they must also contain explicit (and equally even) discontinuous delta function terms in $`y`$ as well at the brane (cf. $`d^2f(|y|)/dy^2=d^2f(|y|)/d|y|^2+2(df(|y|)/d|y|)\delta (y)`$ for any function $`f(|y|)`$), terms which then contribute on the brane in addition to the continuous $`\overline{F}`$ type averaging contributions. And indeed, the $`\delta (y)`$ contribution of the bulk Einstein tensor terms in Eq. (3) is readily determined from the Einstein equations, to yield a contribution

$$2G_{AB}(q_\mu ^Aq_\nu ^B+n^An^Bq_{\mu \nu })/3G_A^Aq_{\mu \nu }/6=2\kappa _5^2[\tau _{\alpha \beta }q_\mu ^\alpha q_\nu ^\beta \tau _\alpha ^\alpha q_{\mu \nu }/4]\delta (y)/3$$
(10)
on the brane. Now since $`{}_{}{}^{(4)}G_{\mu \nu }^{}`$ is evaluated from the induced metric alone, and since $`q_{\mu \nu }`$ itself is continuous at the brane according to Eq. (6), $`{}_{}{}^{(4)}G_{\mu \nu }^{}`$ cannot contain any second derivatives of $`|y|`$. Consequently, with Eq. (3) being a geometric identity, the discontinuous second order derivative terms in the Einstein tensor must be canceled identically by the discontinuous second order derivative terms in $`E_{\mu \nu }`$ (the $`K_{\mu \nu }`$ dependent terms are only first derivative functions of $`|y|`$). Thus as well as having an average contribution on the brane, $`E_{\mu \nu }`$ must contain a specific additional discontinuous $`\delta (y)`$ dependent term as well, viz.

$$E_{\mu \nu }^{disc}=2\kappa _5^2[\tau _{\alpha \beta }q_\mu ^\alpha q_\nu ^\beta \tau _\alpha ^\alpha q_{\mu \nu }/4]\delta (y)/3,$$
(11)
a term which reduces to

$$E_{\mu \nu }^{disc}=2\kappa _5^2(\rho _m+p_m)[U_\mu U_\nu +q_{\mu \nu }/4]\delta (y)/3$$
(12)
for a perfect fluid $`\tau _{\mu \nu }=(\rho _m+p_m)U_\mu U_\nu +p_mq_{\mu \nu }`$. Now, as we had already noted above, knowledge of the Einstein tensor on the brane provides us with information regarding the Weyl tensor. Equation (12) (a relation which is, as far as we know, new) thus emerges as the dynamical consequence of the absence of any discontinuity in $`{}_{}{}^{(4)}G_{\mu \nu }^{}`$ or $`q_{\mu \nu }`$.The delta function singularity in $`E_{\mu \nu }^{disc}`$ arises explicitly because of the singular nature of the $`Z_2`$ symmetric Randall-Sundrum brane set up, with the Weyl tensor on the brane itself (viz. the one explicitly associated with the induced metric $`q_{\mu \nu }`$) not possessing any such singularity. Now as far as the derivation of Eq. (7) is concerned, since the delta function terms in Eqs. (10) and (11) do cancel identically in Eq. (3), only the average values of the Einstein and Weyl tensors on the brane are ultimately needed to determine $`{}_{}{}^{(4)}G_{\mu \nu }^{}`$, with Eq. (7) as derived by the averaging procedure thus nicely remaining intact.§§§Bearing in mind the different roles played by even and odd functions of $`|y|`$, we note in passing that since the 5-dimensional covariant conservation condition $`[T^{\mu \nu }\delta _\mu ^A\delta _\nu ^B\delta (y)]_{;B}=0`$ which follows from Eq. (5) always involves products of even $`\delta (y)`$ functions with odd Christoffel symbol functions whenever $`A`$ or $`B`$ is equal to 5, at the brane this conservation condition then reduces to the familiar $`T_{;\nu }^{\mu \nu }=0`$ (i.e. to $`\tau _{;\nu }^{\mu \nu }=0`$), a condition which involves the fields and the metric on the brane alone.

As regards some possible practical applications of Eqs. (7) and (12), we note first that the non-vanishing of $`\overline{E}_{\mu \nu }`$ immediately entails a necessarily non-vanishing Weyl tensor in the bulk and a thus necessary (and possibly gravity non-localizing ) departure from the maximally 5-symmetric $`AdS_5`$ bulk considered in . Second, we note that even with the vanishing of both $`\overline{E}_{\mu \nu }`$ and $`E_{\mu \nu }^{disc}`$, an $`AdS_5`$ bulk is still not necessarily secured, since even if the entire 10-component $`E_{\mu \nu }=C_{BCD}^An_An^Cq_\mu ^Bq_\nu ^D`$ were to vanish, the 25 other components of the bulk Weyl tensor would still not be constrained. A specific case in point is the embedding of the $`\rho _m=0`$, $`p_m=0`$ (and thus $`\rho _m+p_m=0`$) exterior Schwarzschild metric on a brane with cosmological constant $`\lambda `$ and normal $`n^A=(0,0,0,0,1)`$ into a bulk with cosmological constant $`\mathrm{\Lambda }_5=\kappa _5^2\lambda ^2/6`$, a situation for which there is an explicit exact solution, one in which every single term in Eq. (7) vanishes, viz.

$$ds^2=e^{2|y|}[(12MG/r)dt^2+dr^2/(12MG/r)+r^2d\mathrm{\Omega }]+dy^2,$$
(13)
a solution in which the bulk Weyl tensor components $`C_{0101}`$ (=$`2MGe^{2|y|}/r^3`$), $`C_{0202}`$, $`C_{0303}`$, $`C_{1212}`$, $`C_{1313}`$ and $`C_{2323}`$ explicitly do not vanish away from the brane, with the bulk thus not being $`AdS_5`$ in this particular case.

Now while we have identified $`E_{\mu \nu }^{disc}`$ as the discontinuous piece of $`E_{\mu \nu }`$, it is important to note that since $`d^2(a_n|y|^n)/dy^2=a_nn(n1)|y|^{n2}+2a_1\delta (y)`$, it is thus possible for $`E_{\mu \nu }^{disc}`$ ($`2a_1\delta (y)`$) to be non-vanishing even when $`\overline{E}_{\mu \nu }`$ ($`2a_2+6a_3|y|+\mathrm{}`$) itself does vanish, with the entire $`E_{\mu \nu }`$ then being just a delta function at the brane. In fact we have even found a case in which this explicitly occurs, specifically the embedding into $`AdS_5`$ of a static, $`p_m\rho _m`$ perfect fluid Roberston-Walker brane with non-zero spatial 3-curvature $`k`$, a model which had been studied in . In this specific case the solution to Eqs. (5) and (6) was found to be of the formIn passing we note that this particular model was studied in  since it provides an explicit case where having a non-vanishing cosmological constant $`\mathrm{\Lambda }_5`$ in the bulk proved not sufficient (cf. the presence of both converging and diverging exponentials) to localize the geometry to the brane.

$$ds^2=dt^2e^2(y)/f(y)+f(y)[dr^2/(1kr^2)+r^2d\mathrm{\Omega }]+dy^2$$
(14)
where

$`f(y)=\alpha e^{\nu |y|}+\beta e^{\nu |y|}2k/\nu ^2,e(y)=\alpha e^{\nu |y|}\beta e^{\nu |y|},\nu =(2\kappa _5^2\mathrm{\Lambda }_5/3)^{1/2},`$ (15)
$`3\nu (\beta \alpha )=(\alpha +\beta 2k/\nu ^2)\kappa _5^2(\lambda +\rho _m),6\nu (\alpha +\beta )=(\alpha \beta )\kappa _5^2(\rho _m+3p_m2\lambda ),`$ (16)
with the vanishing of the Weyl tensor in the bulk (as required if the bulk is to actually be the maximally 5-symmetric $`AdS_5`$ despite the embedding into it of a much lower, only maximally 3-symmetric, Robertson-Walker brane) then being enforced  by the additional requirement that $`\alpha \beta k^2/\nu ^4=0`$, with the fields then having to obey $`\kappa _5^2(\rho _m+\lambda )(2\rho _m+3p_m\lambda )=6\mathrm{\Lambda }_5`$. However, since for the metric of Eq. (14) 10 components of the bulk Weyl tensor (the 6 $`C_{\mu \nu \mu \nu }`$ with $`\mu \nu `$ and the 4 $`C_{\mu 5\mu 5}`$) would not in fact vanish without this additional requirement, and since these components are all kinematically proportional to

$$C_{0505}=e[2eff^{\prime \prime }3ef^2+2efk+3e^{}ff^{}2f^2e^{\prime \prime }]/4f^3,$$
(17)
then even with the imposition of the $`\alpha \beta k^2/\nu ^4=0`$ condition, we see that while these 10 Weyl tensor components (and thus also the averaged $`\overline{E}_{\mu \nu }`$) would then vanish everywhere else, they will still possess non-vanishing delta function singularities ($`C_{0505}k\delta (y)`$) at the brane.While the continuous piece of $`e^{\prime \prime }/ef^{\prime \prime }/f`$ is cancelled by the other terms in Eq. (17), its delta function term ($`=\kappa _5^2(\rho _m+p_m)\delta (y)=4k\delta (y)/[\nu (\alpha \beta )]`$) is not, with the resulting geometry thus having the somewhat bizarre structure of being conformal to flat both in the bulk and on the brane while having a Weyl tensor which nonetheless is not everywhere zero. In this particular model then the non-vanishing of $`E_{\mu \nu }^{disc}`$ is not associated with the non-vanishing of the Weyl tensor anywhere else, and thus even while a non-vanishing $`\overline{E}_{\mu \nu }`$ would immediately signal a non $`AdS_5`$ bulk, in and of itself a non-vanishing $`E_{\mu \nu }^{disc}`$ does not.\**\**\**With manipulation of Eq. (7) leading to  $`6\overline{E}_{;\nu }^{\mu \nu }+\kappa _5^4(\rho _m+p_m)(U^\mu U^\nu +q^{\mu \nu })(\rho _m)_{;\nu }=0`$, we note in passing that for a perfect fluid the only way that $`E_{\mu \nu }^{disc}`$ could not be zero even when $`\overline{E}_{\mu \nu }`$ does vanish is when $`p_m+\rho _m`$ is non-zero and $`\rho _m`$ is spatially homogeneous, this intriguingly being none other than the situation which prevails in the standard Robertson-Walker cosmology.

The author would like to thank Drs. A. H. Guth and A. Nayeri for some very helpful discussions. The author would also like to thank Drs. R. L. Jaffe and A. H. Guth for the kind hospitality of the Center for Theoretical Physics at the Massachusetts Institute of Technology where part of this work was performed. This work has been supported in part by funds provided by the U.S. Department of Energy (D.O.E.) under cooperative research agreement #DF-FC02-94ER40818 and in part by grant #DE-FG02-92ER40716.00.