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# Smooth or singular solutions to the Navier–Stokes system ?

## 1 Introduction

So far, only two ways for attacking the Cauchy problem for the Navier–Stokes equations are known: the first is due to J. Leray , and the second is due to T. Kato . None of them can be considered the “golden rule” for solving the Navier–Stokes equations because they both leave open the following celebrated question. In three dimensions, does the velocity field of a fluid flow that starts smooth remain smooth and unique for all time ?

The concept of “weak” solutions introduced by J. Leray in 1933, permits the study of functions in much larger classes than the classical spaces used to describe the motion of a fluid. It is easier to prove the existence of a solution (regular or singular) in a larger class, but such a solution may not be unique. Based on a priori energy estimates, Leray’s theory gives the existence of global weak, possibly irregular and possibly non-unique solutions to the Navier–Stokes equations. On the other hand, a completely different theory introduced by T. Kato in 1984, based on semigroups techniques and the fixed point scheme, gives the existence of a global unique regular “mild” solution, under the restrictive assumption of small initial data. A second restriction is given by the fact that Kato’s algorithm does not provide a framework for studying a priori singular solutions. In fact, in order to overcome the difficulty (and sometimes the impossibility) of proving the continuity of the bilinear estimate in the, so-called, critical spaces, Kato’s algorithm makes clever use of a combination of two estimates in two different norms, the natural one and a regularizing norm. As such, Kato’s approach imposes a priori a regularization effect on solutions we look for. In other words, they are considered as fluctuations around the solution of the heat equation with same initial data. For people who believe in blow up and singularities, this a priori condition coming from the “two norms approach” is indeed very strong. However, there exist two exceptions, more exactly two critical spaces where Kato’s method applies with just one norm: the Lorentz space $`L^{3,\mathrm{}}`$ (considered independently by M. Yamazaki  and by Y. Meyer ) and the pseudomeasure space of Y. Le Jan and A.S. Sznitman , . Here we will not go into the technical details arising from these critical spaces and we refer the reader to the recent surveys contained in  and in .

In this paper we will show how the approach with only one norm gives existence and uniqueness of a (small) solution in a larger space which, in our case, contains genuinely singular solutions that are not smoothed out by the action of the nonlinear semigroup associated. More exactly, in the case of the pseudomeasure space we can prove the following results. The existence of singular solutions associated to singular (e.g. the Dirac delta) external forces thus allowing to describe the solutions considered by L.D. Landau in  and by G. Tian and Z. Xin in . The existence of regular solutions for more regular external forces. The asymptotic stability of small solutions including stationary ones. A pointwise loss of smoothness for solutions.

The study of the Navier–Stokes equations written in terms of the vorticity and with measures as initial data started in the 80s in a series of papers by G. Benfatto, R. Esposito, M. Pulvirenti , G.-H. Cottet and J. Soler , and Y. Giga, T. Miyakawa and H. Osada . We refer the reader as well to the more recent results obtained by T. Kato in  and Y. Giga in . On the other hand, the case of external forces that can be singular atomic measures was studied by H. Kozono and M. Yamazaki . Here we want to provide, among others, such kind of results.

## 2 One-point singular solutions

As observed by J. Heywood in , in principle “it is easy to construct a singular solution of the NS equations that is driven by a singular force. One simply constructs a solenoidal vector field $`u`$ that begins smoothly and evolves to develop a singularity, and then defines the force to be the residual.” In this section we want to give an explicit example of this mathematical evidence. Our example arises from the physical experiment described by L.D. Landau in  (see also \[24, Sec. 23\]), where an axially symmetric jet discharging from a thin pipe into the unbounded space is studied. Passing to the limit with the diameter of the pipe, this “plunged” jet can be regarded as emerging from a point source (i.e. driven by the delta function). Landau provided a mathematical setting for explaining this phenomenon by using the classical incompressible Navier–Stokes system and deriving an explicit “solution” for it.

To be more precise, let us recall the famous Navier–Stokes equations, describing the evolution of the velocity field $`u`$ and pressure field $`p`$ of a three-dimensional incompressible viscous fluid at time $`t`$ and the position $`xIR^3`$. These equations are given by

$`u_t\mathrm{\Delta }u+(u)u+p=F,`$ (2.1)
$`u=0,`$ (2.2)
$`u(0)=u_0.`$ (2.3)
where the external force $`F`$ and initial velocity $`u_0`$ are assigned.

Recently, G. Tian and Z. Xin  also found explicit formulas for a one-parameter family of stationary “solutions” of the three-dimensional Navier–Stokes system “with $`F0`$” which are regular except at a given point. Due to the translation invariance of the Navier–Stokes system, one can assume that the singular point corresponds to the origin. These explicit “solutions” by Tian and Xin agree with those obtained by Landau for special values of the parameter. More exactly, the main theorem from  reads as follows. All solutions to system (2.1)–(2.3) (with $`F0`$) $`u(x)=(u_1(x),u_2(x),u_3(x))`$ and $`p=p(x)`$ which are steady, symmetric about $`x_1`$-axis, homogeneous of degree $`1`$, regular except $`(0,0,0)`$ are given by the following explicit formulas:

$`u_1(x)=2{\displaystyle \frac{c|x|^22x_1|x|+cx_1^2}{|x|(c|x|x_1)^2}},`$ $`u_2(x)=2{\displaystyle \frac{x_2(cx_1|x|)}{|x|(c|x|x_1)^2}},`$ (2.4)
$`u_3(x)=2{\displaystyle \frac{x_3(cx_1|x|)}{|x|(c|x|x_1)^2}},`$ $`p(x)=4{\displaystyle \frac{cx_1|x|}{|x|(c|x|x_1)^2}}`$
where $`|x|=\sqrt{x_1^2+x_2^2+x_3^2}`$ and $`c`$ is an arbitrary constant such that $`|c|>1`$.

Remark 2.1 Note that in the formula \[32, (2.1)\] the numerator of the fraction defining $`u_1(x)`$ should read $`cr^22r(x_1x_1^0)+c(x_1x_1^0)^2`$. The factor “$`2`$” was missing in that formula what can be inferred from \[32, (2.40)\] or \[24, (23,16)–(23,19)\]. On the other hand, the sign “$``$” in the formula \[24, (23,20)\] for the pressure is wrong. $`\mathrm{}`$

Before commenting this result, we think it is necessary to clarify the meaning of “solution of the Navier–Stokes equations”, for, since the appearance of the pioneer papers of Leray, the word “solution” has been used in a more or less generalized sense giving origin to so many different definitions of “solutions”, distinguished only by the class of functions they are supposed to belong to: classical, strong, mild, weak, very weak, uniform weak and local Leray solutions of the Navier–Stokes equations ! We will not present all the possible (more or less well-known) definitions here and refer the reader to  and the references therein.

Let us first remark that there is no hope to describe the “solutions”given by equations (2.4) in Leray’s theory, because they are not globally of finite energy, in other words they do not belong to $`L^2(IR^3)`$. However, they do belong to $`L_{loc}^2(IR^3)`$ and this is at least enough to allow us to give a (distributional) meaning to the nonlinear term $`(v)v=(vv)`$. Moreover, the “solutions” discover by Tian and Xin cannot be analyzed by Kato’s two norms method either, because they are global but not smooth, more exactly they are singular at the origin with a singularity of the kind $`1/|x|`$ for all time.

We will provide in the following section an ad hoc framework for studying such singularity within the fixed point scheme and without using the two norms approach. As recalled in the introduction, this can be done in principle either in a Lorentz or in a pseudomeasure space and they both contain singularities of the type $`1/|x|`$. However, we will chose the latter space not only because the proofs will be very elementary, but also because this choice will allow us to treat singular (Delta type) external force, that precisely arise from Landau and Tian and Xin “solutions”.

More exactly, by straightforward calculations, one can check that, indeed, the functions $`(u_1(x),u_2(x),u_3(x))`$ and $`p(x)`$ given by (2.4) satisfy (2.1)–(2.3) with $`F0`$ in the pointwise sense for every $`xIR^3\{(0,0,0)\}`$. On the other hand, if one treats $`(u(x),p(x))`$ as a distributional or generalized solution to (2.1)–(2.3) in the whole $`IR^3`$, they correspond to the very singular external force $`F=(b\delta _0,0,0),`$ where the parameter $`b0`$ depends on $`c`$ and $`\delta _0`$ stands for the Dirac delta. Let us state this fact more precisely.

###### Proposition 2.1

Let $`u=(u_1,u_2,u_3)`$ and $`p`$ be defined by (2.4). For every test function $`\phi C_c^{\mathrm{}}(IR^3)`$ the following equalities hold true:

$$_{IR^3}u\phi dx=0$$
(2.5)
and

$$_{IR^3}\left(u_k\phi u_ku\phi p\frac{}{x_k}\phi \right)𝑑x=\{\begin{array}{ccc}b(c)\phi (0)\hfill & \text{if}& k=1\hfill \\ 0\hfill & \text{if}& k=2,3,\hfill \end{array}$$
(2.6)
where

$$b(c)=4\pi \left(4c+2c^2\mathrm{log}\frac{c1}{c+1}+\frac{16}{3}\frac{c}{c^21}\right).$$
(2.7)
In particular, the function $`b=b(c)`$ is decreasing on $`(\mathrm{},1)`$ and $`(1,+\mathrm{})`$. Moreover, $`lim_{c1}b(c)=\mathrm{}`$, $`lim_{c1}b(c)=\mathrm{}`$ and $`lim_{|c|\mathrm{}}b(c)=0`$.

Proof. Equality (2.5) says that the velocity $`u`$ is weakly divergence-free in $`IR^3`$. This can be shown by a standard argument involving integration by parts, since each component of $`u`$ is homogeneous of degree $`1`$ and thus belongs to $`W_{loc}^{1,p}(IR^3)`$ with $`1p<3/2`$ and $`(u)(x)=0`$ for all $`xIR^3\{0\}`$.

Next, due to singularities of $`u`$ and $`p`$ at the origin, we fix $`\epsilon >0`$ and we integrate in equations (2.6) for $`|x|\epsilon `$, only. Integrating by parts, we obtain

$`{\displaystyle _{|x|\epsilon }}\left(u_k\phi u_ku\phi p{\displaystyle \frac{}{x_k}}\phi \right)𝑑x`$
$`=`$ $`{\displaystyle _{|x|\epsilon }}\left(\mathrm{\Delta }u_k+(u_ku)+{\displaystyle \frac{}{x_k}}p\right)\phi 𝑑x`$
$`+{\displaystyle _{|x|=\epsilon }}\left((u_ku_ku){\displaystyle \frac{x}{\epsilon }}p{\displaystyle \frac{x_k}{\epsilon }}\right)\phi 𝑑\sigma (x),`$
because $`x/\epsilon `$ is the unit vector normal to the sphere $`\{xIR^3:|x|=\epsilon \}`$. Obviously, the first term on the right-hand side of (2) disappears, and our goal is to compute the limit as $`\epsilon 0`$ of the second one.

For this reason, note first that each term $`u_k`$, $`u_ku`$, and $`p`$ is homogeneous of degree $`2`$. Hence, changing variables $`x=\epsilon y`$ in the integral $`_{|x|=\epsilon }\mathrm{}𝑑\sigma (x)`$ in (2), and next passing to the limit with $`\epsilon 0`$ we show by the Lebesgue Dominated Convergence Theorem that it converges toward

$$\phi (0)_{|x|=1}\left((u_ku_ku)xpx_k\right)𝑑\sigma (x).$$
(2.9)
To complete this proof, it remains to compute the surface integral in (2.9). First, however, we simplify it a little by using the Euler theorem for homogeneous functions which in this case gives $`xu_k=u_k`$. Moreover, it follows from the definition of $`u_k`$ and $`p`$ that

$$u_1=\frac{1}{2}px_1+\frac{2}{c|x|x_1},u_2=\frac{1}{2}px_2,u_3=\frac{1}{2}px_3.$$

Consequently, for $`k=2,3`$, the integral in (2.9) equals

$$_{|x|=1}\left(u_k+u_k(ux)+2u_k\right)𝑑\sigma (x)=0,$$

because $`u_2`$ and $`u_3`$ are odd functions with respect to $`x_2`$ and $`x_3`$, respectively, and $`ux`$ is even. In case of $`k=1`$, we use the identities

$$u_1(x)=c+(c^21)\left(\frac{c}{(cx_1)^2}\frac{2}{cx_1}\right)\text{and}px_1=2u_1\frac{4}{cx_1}$$

valid for $`|x|=1`$, and the polar coordinates to show that

$`{\displaystyle _{|x|=1}}\left(u_1+u_1(ux)+2u_1{\displaystyle \frac{4}{cx_1}}\right)𝑑\sigma (x)`$
$`=2\pi {\displaystyle _1^1}2\left(\left(c+(c^21)\left({\displaystyle \frac{c}{(cx_1)^2}}{\displaystyle \frac{2}{cx_1}}\right)\right)\left(1+2{\displaystyle \frac{c^21}{(cx_1)^2}}\right){\displaystyle \frac{2}{cx_1}}\right)𝑑x_1`$
$`=b(c).`$
Here, we skip these long but rather elementary calculations. $`\mathrm{}`$

Remark 2.2 As we have already emphasized, the stationary solutions defined in (2.4) are singular with singularity of the kind $`𝒪(1/|x|)`$ as $`|x|0`$. This is the critical singularity in the context of Proposition 2.1, because as it was shown by H.J.Choe and H.Kim , every pointwise stationary solution to system (2.1)–(2.3) with $`F0`$ in $`B_R\{0\}=\{xIR^3:\mathrm{\hspace{0.17em}0}<|x|<R\}`$ satisfying $`u(x)=o(1/|x|)`$ as $`|x|0`$ is also a solution in the sense of distributions in the whole $`B_R`$. Moreover, it is shown in  that under the additional assumption $`uL^q(B_R)`$ for some $`q>3`$, then the stationary solution $`u(x)`$ is smooth in the whole ball $`B_R`$. In other words, if $`u(x)=o(1/|x|)`$ as $`|x|0`$ and $`uL^q(B_R)`$ for some $`q>3`$, then the singularity at the origin is removable. $`\mathrm{}`$

## 3 Definitions and spaces

We will study global-in-time solutions $`u=u(x,t)`$ to the Cauchy problem in $`IR^3`$ for the incompressible Navier–Stokes equations (2.1)–(2.2). As far as $`u=u(x,t)`$ is a sufficiently regular function, the equations (2.1)–(2.2) can be rewritten as

$$u_t\mathrm{\Delta }u+(uu)+p=F,u=0.$$

If we recall that the Leray projector on solenoidal vector fields is given by the formula

$$IPv=v\mathrm{\Delta }^1(v)$$
(3.1)
for sufficiently smooth functions $`v=(v_1(x),v_2(x),v_3(x))`$, we formally transform the system (2.1)–(2.2) into

$$u_t\mathrm{\Delta }u+IP(uu)=IPF,u=0.$$

Finally, let us emphasize that we shall study the problem (2.1)–(2.3) via the following integral equation obtained from the Duhamel principle

$`u(t)`$ $`=`$ $`S(t)u_0{\displaystyle _0^t}S(t\tau )IP(uu)(\tau )𝑑\tau `$
$`+{\displaystyle _0^t}S(t\tau )IPF(\tau )𝑑\tau ,`$
where $`S(t)`$ is the heat semigroup given as the convolution with the Gauss–Weierstrass kernel: $`G(x,t)=(4\pi t)^{3/2}\mathrm{exp}(|x|^2/(4t))`$. To give a meaning to the Leray projector $`IP`$ (defined in (3.1)), let us first recall that the Riesz transforms $`R_j`$ are the pseudodifferential operators defined in the Fourier variables as $`\widehat{R_kf}(\xi )=\frac{i\xi _k}{|\xi |}\widehat{f}(\xi )`$. Here and in what follows the Fourier transform of an integrable function $`v`$ is given by $`\widehat{v}(\xi )(2\pi )^{n/2}_{IR^n}e^{ix\xi }v(x)𝑑x`$. Using these well-known operators we define

$$(IPv)_j=v_j+\underset{k=1}{\overset{3}{}}R_jR_kv_k;$$

moreover, in our considerations below, we shall often denote by $`\widehat{IP}(\xi )`$ the symbol of the pseudodifferential operator $`IP`$ which is the matrix with components

$$(\widehat{IP}(\xi ))_{j,k}=\delta _{jk}\frac{\xi _j\xi _k}{|\xi |^2}.$$

All these components are bounded on $`IR^3`$ and we put

$$\kappa =\underset{1j,k3}{\mathrm{max}}\underset{\xi IR^3\{0\}}{sup}|(\widehat{IP}(\xi ))_{j,k}|.$$
(3.3)
We are now in a position to introduce the Banach functional spaces relevant to our study of solutions of the Cauchy problem for the system (2.1)–(2.3):

$$𝒫^a\{v𝒮^{}(IR^d):\widehat{v}L_{\mathrm{loc}}^1(IR^d),v_{𝒫^a}\text{ess}\underset{\xi IR^3}{sup}|\xi |^a|\widehat{v}(\xi )|<\mathrm{}\},$$

where $`a0`$ is a given parameter. The notation $`𝒫`$ stands for pseudomeasure, and the classical space of pseudomeasures introduced in harmonic analysis (i.e. those distributions whose Fourier transforms are bounded) corresponds to $`a=0`$.

###### Definition 3.1

By a solution of (2.1)–(2.3) we mean in this paper a function $`u=u(t)=(u_1(t),u_2(t),u_3(t))`$ with each component $`u_i`$ belonging to the space of vector-valued functions $`𝒳=𝒞_w([0,T);𝒫^2)`$, $`0<T\mathrm{}`$, and such that

$`\widehat{u}(\xi ,t)`$ $`=`$ $`e^{t|\xi |^2}\widehat{u}(\xi ,0)+{\displaystyle _0^t}e^{(t\tau )|\xi |^2}\widehat{IP}(\xi )i\xi \left(\widehat{uu}\right)(\xi ,\tau )𝑑\tau `$
$`+{\displaystyle _0^t}e^{(t\tau )|\xi |^2}\widehat{IP}(\xi )\widehat{F}(\xi ,\tau )𝑑\tau `$
for all $`0tT`$.

The space $`𝒫^2`$ is chosen because it contains homogeneous functions of degree $`1`$ which are sufficiently regular on the unit sphere. In particular, one can easily check that this is the case for the one-point singular solutions defined in (2.4).

Remark 3.1 Given $`f𝒮^{}(IR^3)L_{loc}^1(IR^3)`$ we denote the rescaling $`f_\lambda (x)=f(\lambda x)`$. In a standard way, we extend this definition to all tempered distributions. It follows from elementary calculations that $`\widehat{f}_\lambda (\xi )=\lambda ^3\widehat{f}(\lambda ^1\xi )`$. Hence, for every $`\lambda >0`$, we obtain the scaling property of the norm in $`𝒫^a`$

$$f(\lambda )_{𝒫^a}=\lambda ^{a3}f_{𝒫^a}.$$
(3.5)
In particular, the norm $`𝒫^2`$ is invariant under rescaling $`f\lambda f(\lambda )`$. Moreover, it follows from (3.5) that for $`a=3(11/p)`$ the norms $`_{𝒫^a}`$ and $`_{L^p(IR^3)}`$ have the same scaling property. $`\mathrm{}`$

Remark 3.2 $`𝒞_w`$ denotes, as usual (cf. ), the space of vector-valued functions which are weakly continuous as distributions in $`t`$. This is an additional difficulty caused by the fact that the heat semigroup $`(S(t))_{t0}`$ is not strongly continuous on the spaces of pseudomeasures but only weakly continuous (cf. Lemma 4.2, below). $`\mathrm{}`$

Remark 3.3 Usually, a mild solution of an evolution equation like (2.1)–(2.3) is defined as a solution to the integral equation (3) and the integral is understood as the Bochner integral. However, such a meaning of a solution is not suitable for our construction of solutions of the Cauchy problem and, in particular, of self-similar solutions. Indeed, for stationary and homogeneous of degree $`1`$ solutions $`u`$ (given, e.g., by (2.4)), the nonlinear term corresponds to a tempered distribution which is homogeneous of degree $`3`$, hence, there exists a distribution $`H`$ such that

$$S(t)IP(uu)=t^{3/2}H\left(\frac{}{\sqrt{t}}\right).$$

Now, computing the $`𝒫^2`$ norm and using the scaling relation (3.5), we obtain

$$S(t)IP(uu)_{𝒫^2}=t^1H_{𝒫^2}.$$

So, $`S(t)(IP(uu))`$ is not Bochner integrable as a mapping on $`[0,T)`$ with values in $`𝒫^2`$. On the other hand, the Fourier transform of this quantity equals to $`e^{t|\xi |^2}\widehat{IP}(\xi )(\widehat{uu})(\xi )`$ and the singularity at $`t=0`$ does not appear. Hence, the integral with respect to $`\tau `$ in equation (3) should be defined in a weak sense like, e.g., it was done in \[33, Def. 2\]. For more explanations, we refer the reader to , because our spaces $`𝒫^a`$ are the example of the shift-invariant Banach spaces of distributions systematically used in that book. $`\mathrm{}`$

Nevertheless, a distributional solution of system (2.1)–(2.3) is a solution of the integral equation of (3.1), and vice versa. This equivalence can be proved by a standard reasoning, and we refer the interested reader to \[33, Th. 5.2\] for details of such computations.

To simplify the notation, the quadratic term in (3) will be denoted by

$$B(u,v)(t)=_0^tS(t\tau )IP(uv)(\tau )𝑑\tau ,$$
(3.6)
where $`u=u(t)`$ and $`v=v(t)`$ are functions defined on $`[0,T)`$ with values in a vector space (here most frequently $`𝒫^2`$).

## 4 Global-in-time solutions

As in , the proof of our basic theorem on the existence, uniqueness and stability of solutions to the problem (2.1)–(2.3) is based on the following abstract lemma, whose slightly more general form is taken from .

###### Lemma 4.1

Let $`(𝒳,_𝒳)`$ be a Banach space and $`B:𝒳\times 𝒳𝒳`$ a bounded bilinear form satisfying $`B(x_1,x_2)_𝒳\eta x_1_𝒳x_2_𝒳`$ for all $`x_1,x_2𝒳`$ and a constant $`\eta >0`$. Then, if $`0<\epsilon <1/(4\eta )`$ and if $`y𝒳`$ such that $`y<\epsilon `$, the equation $`x=y+B(x,x)`$ has a solution in $`𝒳`$ such that $`x_𝒳2\epsilon `$. This solution is the only one in the ball $`\overline{B}(0,2\epsilon )`$. Moreover, the solution depends continuously on $`y`$ in the following sense: if $`\stackrel{~}{y}_𝒳\epsilon `$, $`\stackrel{~}{x}=\stackrel{~}{y}+B(\stackrel{~}{x},\stackrel{~}{x})`$, and $`\stackrel{~}{x}_𝒳2\epsilon `$, then

$$x\stackrel{~}{x}_𝒳\frac{1}{14\eta \epsilon }y\stackrel{~}{y}_𝒳.$$

Proof. Here, the reasoning is based on the standard Picard iteration technique completed by the Banach fixed point theorem. For other details of the proof, we refer the reader to \[26, Th. 13.2\]. $`\mathrm{}`$

Our goal is to apply Lemma 4.1 in the space

$$𝒳=𝒞_w([0,\mathrm{}),𝒫^2)$$
(4.1)
to the integral equation (3) which has the form $`u=y+B(u,u)`$, where the bilinear form is defined in (3.6) and $`y=S(t)u_0+_0^tS(t\tau )IPF(\tau )𝑑\tau `$. We need some preliminary estimates.

###### Lemma 4.2

Given $`u_0𝒫^2`$, we have $`S()u_0𝒳`$.

Proof. By the definition of the norm in $`𝒫^2`$, it follows that

$$S(t)u_0_{𝒫^2}=\text{ess}\underset{\xi IR^3}{sup}|\xi |^2\left|e^{t|\xi |^2}\widehat{u}_0(\xi )\right|\text{ess}\underset{\xi IR^3}{sup}|\xi |^2|\widehat{u}_0(\xi )|=u_0_{𝒫^2},$$

so, $`S()u_0L^{\mathrm{}}([0,\mathrm{}),𝒫^2)`$.

Now, let us prove the weak continuity with respect to $`t`$, and, by the semigroup property of $`S(t)`$, it suffices to do this for $`t=0`$ only. For every $`\phi 𝒮(IR^3)`$, by the Plancherel formula, we obtain

$`\left|S(t)u_0u_0,\phi \right|`$ $`=`$ $`\left|{\displaystyle \left(e^{t|\xi |^2}1\right)\widehat{u}_0(\xi )\widehat{\phi }(\xi )𝑑\xi }\right|`$
$``$ $`t\text{ess}\underset{\xi IR^3}{sup}\left|{\displaystyle \frac{e^{t|\xi |^2}1}{t|\xi |^2}}\right|u_0_{𝒫^2}\widehat{\phi }_{L^1IR^3}0\text{as}t0.`$
$`\mathrm{}`$

###### Lemma 4.3

Given $`F𝒞_w([0,\mathrm{}),𝒫)`$, it follows that

$$w_0^tS(t\tau )IPF(\tau )𝑑\tau 𝒳.$$

Moreover, $`w_𝒳F_{𝒞_w([0,\mathrm{}),𝒫)}`$.

Proof. Similarly as in the proof of Lemma 4.2 we get

$`w(t)_{𝒫^2}`$ $`=`$ $`\text{ess}\underset{\xi IR^3}{sup}|\xi |^2\left|{\displaystyle _0^t}e^{(t\tau )|\xi |^2}\widehat{P}(\xi )\widehat{F}(\xi ,\tau )𝑑\tau \right|`$
$``$ $`\kappa |\xi |^2{\displaystyle _0^t}e^{(t\tau )|\xi |^2}𝑑\tau F_{𝒞_w([0,\mathrm{}),𝒫)}`$
$``$ $`\kappa F_{𝒞_w([0,\mathrm{}),𝒫)}.`$
Let us skip the proof of the weak continuity of $`w(t)`$ because the reasoning is more or less standard. Similar arguments can be found e.g. either in \[29, Ch. 18, Lemma 24\] or in \[33, Th. 3.1\]. $`\mathrm{}`$

The goal of the next proposition is to prove that the bilinear form $`B(,)`$ defined in (3.6) is continuous on the space $`𝒳=𝒞_w([0,\mathrm{}),𝒫^2)`$. This fact is well-known and the proof appeared for the first time in  and . Here, however, we repeat that reasoning because we want to control better all the constants which appear in the estimates below.

###### Proposition 4.1

The bilinear operator $`B(,)`$ is continuous on the space $`𝒳`$ defined in (4.1). Hence, there exists a constant $`\eta >0`$ such that for every $`u,v𝒳`$, it follows

$$B(u,v)_𝒳\eta u_𝒳v_𝒳.$$

Proof. We do all the calculations in the Fourier variables. Recall that the constant $`\kappa `$ is defined in (3.3). Using elementary properties of the Fourier transform we obtain

$`\left|\widehat{IP}(\xi )\widehat{(uv)}(\xi ,\tau )\right|`$ $``$ $`\kappa {\displaystyle _{IR^3}}{\displaystyle \frac{dz}{|\xi z|^2|z|^2}}u(\tau )_{𝒫^2}v(\tau )_{𝒫^2}`$
$`=`$ $`{\displaystyle \frac{\eta }{|\xi |}}u(\tau )_{𝒫^2}v(\tau )_{𝒫^2}.`$
In the computations above, we use the equality $`|\xi |^2|\xi |^2=\pi ^3|\xi |^1`$. A detailed analysis concerning such convolutions can be found in \[28, Th. 5.9\] or \[31, Ch. V, Sec.1, (8)\], see also \[2, Lem. 2.1\]. Hence, $`\eta =\kappa \pi ^3`$.

Now, the boundedness of the bilinear form on $`𝒳`$ results from the following estimates

$`|\xi |^2\left|{\displaystyle _0^t}e^{(t\tau )|\xi |^2}\widehat{IP}(\xi )i\xi \widehat{(uv)}(\xi ,\tau )\right|d\tau `$
$``$ $`\eta |\xi |^2{\displaystyle _0^t}e^{(t\tau )|\xi |^2}𝑑\tau u_𝒳v_𝒳`$
$``$ $`\eta u_𝒳v_𝒳.`$
It remains to show the weak continuity of $`B(u,v)(t)`$ with respect to $`t`$, but this follows again from standard arguments, cf. the remark at the end of the proof of Lemma 4.3.

$`\mathrm{}`$

Now, the main theorem of this section results immediately from Lemma 4.1 combined with Lemmata 4.24.3 and Proposition 4.1.

###### Theorem 4.1

Assume that $`u_0𝒫^2`$ and $`F𝒞_w([0,\mathrm{}),𝒫)`$ satisfy $`u_0_{𝒫^2}+F_{𝒞_w([0,\mathrm{}),𝒫)}<\epsilon `$ for some $`0<\epsilon <1/(4\eta )`$ where $`\eta `$ is defined in Proposition 4.1. There exists a global-in-time solution of (2.1)–(2.3) in the space $`𝒳=𝒞_w([0,\mathrm{}),𝒫^2).`$ This is the unique solution satisfying the condition $`u_{𝒞_w([0,\mathrm{}),𝒫^2)}2\epsilon .`$ Moreover, this solution depends continuously on initial data and external forces in the sense of Lemma 4.1. $`\mathrm{}`$

Assume, for a moment, that $`F0`$. Homogeneity properties of the problem (2.1)–(2.2) imply that if $`u`$ solves the Cauchy problem, then the rescaled function $`u_\lambda (x,t)=\lambda u(\lambda x,\lambda ^2t)`$ is also a solution for each $`\lambda >0`$. Thus, it is natural to consider solutions which satisfy the scaling invariance property $`u_\lambda u`$ for all $`\lambda >0`$, i.e. forward self-similar  solutions. By the very definition, they are global-in-time, and one may expect that they describe the large time behavior of general solutions of (2.1)–(2.3). Indeed, if $`lim_\lambda \mathrm{}\lambda u(\lambda x,\lambda ^2t)=U(x,t)`$ in an appropriate sense, then $`tu(xt^{1/2},t)U(x,1)`$ as $`t\mathrm{}`$ (take $`t=1`$, $`\lambda =t^{1/2}`$), and $`UU_\lambda `$ is scale invariant. Hence $`U`$ is a self-similar solution, and

$$U(x,t)=t^{1/2}U(x/t^{1/2},1)$$
(4.2)
is thus determined by a function of $`d`$ variables $`U(y)U(y,1)`$, $`y=x/t^{1/2}`$ being the Boltzmann substitution.

If $`u_\lambda u`$ for all $`\lambda >0`$, then from the self-similar form (4.2), the initial condition (2.3) $`lim_{t0}u(x,t)`$ is a distribution homogeneous of degree $`1`$ at the origin. Of course, one-point singular solutions defined in (2.4) are self-similar solutions which are time independent.

Self-similar solutions can be obtained directly from Theorem 4.1 by taking $`u_0`$ homogeneous of degree $`1`$ of small $`𝒫^2`$ norm. By the uniqueness property of solutions of the Cauchy problem constructed in Theorem 4.1, they have the form (4.2).

The same reasoning can be applied to the case when external forces are present. Indeed, if the initial datum $`u_0`$ is homogeneous of degree $`1`$ and if the external force $`F(x,t)`$ satisfies

$$\lambda ^3F(\lambda x,\lambda ^2t)=F(x,t)\text{ for all}\lambda >0$$
(4.3)
(here, the scaling is understood in the distributional sense), the solution obtained in Theorem 4.1 is self-similar. Note that, in particular, we can take

$$F(x,t)=F(x)=(b_1\delta _0,b_2\delta _0,b_3\delta _0)$$

(the multiples of the Dirac delta) for sufficiently small $`|b|`$. In other words, the existence of the solutions introduced by Tian and Xin and described in the previous section can be ensured by the fixed point method for large values of the parameter $`c`$ (this is possible because of the particular expression of the function $`b(c)`$ in (2.7)). We will clarify this fact in Section 6.

Proceeding in this way we arrive at

###### Corollary 4.1

Suppose that the initial condition $`u_0𝒫^2`$ is homogeneous of degree $`1`$ and $`F𝒞_w([0,\mathrm{}),𝒫)`$ satisfies (4.3). Let $`u_0`$ and $`F`$ satisfy, moreover, the assumptions of Theorem 4.1. The corresponding unique solution constructed in Theorem 4.1 is self-similar. $`\mathrm{}`$

Remark 4.1 The self-similar solutions constructed in such a way can have singularities for any time. This is the case, for instance, for the self-similar (stationary) solutions by Landau and Tian and Xin. On the other hand, when using the two norms approach of Kato as in , the self-similar solutions that arise from this construction are instantaneously smoothed out for $`t>0`$ and the only singularity (of the type $`1/|x|`$) can be found at $`t=0`$. We will remark on this important point in Section 7. $`\mathrm{}`$

Remark 4.2 An alternative way to prove the existence of self-similar solutions is to convert (2.1)–(2.3) into the integral formulation (3) and check that the form $`B`$ reproduces the scale-invariant form (4.2) of $`u`$. Thus, the equation (3) can be solved in a subspace of $`𝒳`$ formed by self-similar functions, as was done in , . $`\mathrm{}`$

Remark 4.3 The existence and the stability results from this section are closely related to those from the paper by Yamazaki  where he studied the Navier–Stokes system in the weak $`L^p`$-spaces in an exterior domain $`\mathrm{\Omega }`$. In those considerations, Yamazaki applied the Kato algorithm in the space $`𝒞_w([0,\mathrm{}),L^{3,\mathrm{}}(\mathrm{\Omega }))`$ without a priori assumptions on the decay of solutions. Our approach involving the $`𝒫^2`$ space is much more elementary than that from . Moreover, we can treat more singular external forces, and we obtain a kind of asymptotic stability of solutions (see the next section). $`\mathrm{}`$

Remark 4.4 Solutions to the Navier–Stokes system corresponding to singular external forces can also be obtained from very general results by Kozono and Yamazaki  where they use the Sobolev-type spaces based on homogeneous Morrey spaces. Their proof of existence of stationary solutions relies on the inverse function theorem and subtle estimates of the Stokes operator. Next, they investigate properties of a perturbation of the Stokes operator and they show resolvent estimates in the Morrey spaces needed in the proof of stability of stationary solutions. Here, our space $`𝒫^2`$ is much smaller that those from . Our approach, however, besides its simplicity, does not require separate reasoning for stationary solutions and unsteady ones. Moreover, we believe that such an elementary idea will allow to understand better properties of large solutions (see Section 8). $`\mathrm{}`$

## 5 Asymptotic behavior of solutions

In our investigations concerning the large time behavior of solutions to problem (2.1)–(2.3) we need the following improvement of Lemma 4.3.

###### Lemma 5.1

Assume that $`F𝒞_w([0,\mathrm{}),𝒫)`$ satisfies $`lim_t\mathrm{}F(t)_𝒫=0`$. Then

$$\underset{t\mathrm{}}{lim}_0^tS(t\tau )IPF(\tau )𝑑\tau _{𝒫^2}=0.$$

Proof. It follows from the definition of the norm $`_{𝒫^2}`$ that

$`{\displaystyle _0^t}S(t\tau )IPF(\tau )𝑑\tau _{𝒫^2}`$ $``$ $`\kappa \underset{\xi IR^3}{sup}{\displaystyle _0^t}|\xi |^2e^{(t\tau )|\xi |^2}F(\tau )_𝒫𝑑\tau `$
$``$ $`\kappa \left(\underset{\xi IR^3}{sup}{\displaystyle _0^{t/2}}\mathrm{}𝑑\tau +\underset{\xi IR^3}{sup}{\displaystyle _{t/2}^t}\mathrm{}𝑑\tau \right).`$
Using the substitution $`\xi =w\sqrt{t\tau }`$, we first obtain

$`\underset{\xi IR^3}{sup}{\displaystyle _0^{t/2}}|\xi |^2e^{(t\tau )|\xi |^2}F(\tau )_𝒫𝑑\tau `$ $``$ $`{\displaystyle _0^{t/2}}(t\tau )^1\underset{wIR^3}{sup}|w|^2e^{|w|^2}F(\tau )_𝒫d\tau `$
$``$ $`C{\displaystyle _0^{t/2}}(t\tau )^1F(\tau )_𝒫𝑑\tau `$
$`=`$ $`C{\displaystyle _0^{1/2}}(1s)^1F(ts)_𝒫𝑑\tau .`$
Now, the right-hand side of the above inequality tends to 0 as $`t\mathrm{}`$ by the Lebesgue Dominated Convergence Theorem.

We estimate the term containing the integral $`_{t/2}^t\mathrm{}𝑑\tau `$ in the most direct way by

$$\left(\underset{\xi IR^3}{sup}_{t/2}^t|\xi |^2e^{(t\tau )|\xi |^2}𝑑\tau \right)\underset{t/2\tau t}{sup}F(\tau )_𝒫C\underset{t/2\tau t}{sup}F(\tau )_𝒫0$$

as $`t\mathrm{}`$ by the assumption on $`F`$. $`\mathrm{}`$

###### Theorem 5.1

Let the assumptions of Theorem 4.1 hold true. Assume that $`u`$ and $`v`$ are two solutions of (2.1)–(2.3) constructed in Theorem 4.1 corresponding to the initial conditions $`u_0,v_0𝒫^2`$ and external forces $`F,G𝒞_w([0,\mathrm{}),𝒫)`$, respectively. Suppose that

$$\underset{t\mathrm{}}{lim}S(t)(u_0v_0)_{𝒫^2}=0\text{and}\underset{t\mathrm{}}{lim}F(t)G(t)_𝒫=0.$$
(5.1)
Then

$$\underset{t\mathrm{}}{lim}u(,t)v(,t)_{𝒫^2}=0$$
(5.2)
holds.

This result means that if the difference of the solutions of the heat equation issued from $`u_0`$, $`v_0`$ becomes negligible as $`t\mathrm{}`$ (e.g., if the difference of the initial data $`u_0v_0`$ is not too singular) and if $`F(t)`$ and $`G(t)`$ have the same large time asymptotics, the solutions of the nonlinear problem $`u(t)`$, $`v(t)`$ behave similarly for large times. It can be interpreted as a kind of asymptotic stability result if the choice of $`v_0`$ is restricted to the initial data in a neighborhood of $`u_0`$ satisfying additionally (5.1). It is easy to verify that the first condition in (5.1) is satisfied if, e.g., $`|\xi |^2(\widehat{u}_0(\xi )\widehat{v}_0(\xi ))0`$ as $`\xi 0`$.

Proof of Theorem 5.1. First, let us recall that, by Theorem 4.1, we have

$$\underset{t0}{sup}u(t)_{𝒫^2}2\epsilon <\frac{1}{2\eta }\text{and}\underset{t0}{sup}v(t)_{𝒫^2}2\epsilon <\frac{1}{2\eta }.$$
(5.3)
We subtract the integral equation (3) for $`v`$ from the analogous expression for $`u`$. Next, computing the norm $`_{𝒫^2}`$ of the resulting equation and repeating the calculations from the proof of Proposition 4.1 we obtain the following inequality

$`u(t)v(t)_{𝒫^2}`$
$``$ $`S(t)(u_0v_0)_{𝒫^2}+{\displaystyle _0^t}S(t\tau )IP(F(t)G(t))𝑑\tau _{𝒫^2}`$
$`+\eta \underset{\xi IR^3}{sup}{\displaystyle _0^{\delta t}}|\xi |^2e^{(t\tau )|\xi |^2}(u(\tau )_{𝒫^2}+v(\tau )_{𝒫^2})u(\tau )v(\tau )_{𝒫^2}𝑑\tau `$
$`+\eta \underset{\xi IR^3}{sup}{\displaystyle _{\delta t}^t}|\xi |^2e^{(t\tau )|\xi |^2}(u(\tau )_{𝒫^2}+v(\tau )_{𝒫^2})u(\tau )v(\tau )_{𝒫^2}𝑑\tau .`$
where small constant $`\delta >0`$ will be chosen later.

In the term on the right-hand side of (5) containing the integral $`_0^{\delta t}\mathrm{}𝑑\tau `$, we change the variables $`\tau =ts`$ and we use the identity

$$\underset{\xi IR^3}{sup}|\xi |^2e^{(1s)t|\xi |^2}=((1s)t)^1\underset{wIR^3}{sup}|w|^2e^{|w|^2}=((1s)t)^1e^1$$

in order to estimate it by

$`\eta \underset{\xi IR^3}{sup}{\displaystyle _0^\delta }t|\xi |^2e^{(1s)t|\xi |^2}u(ts)v(ts)_{𝒫^2}𝑑s`$
$`\times \left(\underset{\tau >0}{sup}u(\tau )_{𝒫^2}+\underset{\tau >0}{sup}v(\tau )_{𝒫^2}\right)`$ (5.5)
$`4\epsilon \eta e^1{\displaystyle _0^\delta }(1s)^1u(ts)v(ts)_{𝒫^2}𝑑s.`$
We deal with the term in (5) containing $`_{\delta t}^t\mathrm{}𝑑\tau `$ estimating it directly by

$`\eta \left(\underset{\xi IR^3}{sup}{\displaystyle _{\delta t}^t}|\xi |^2e^{(t\tau )|\xi |^2}𝑑\tau \right)\left(\underset{\delta t\tau t}{sup}u(\tau )v(\tau )_{𝒫^2}\right)4\epsilon `$ (5.6)
$`=4\epsilon \eta \underset{\delta t\tau t}{sup}u(\tau )v(\tau )_{𝒫^2},`$
since $`sup_{\xi IR^3}_{\delta t}^t|\xi |^2e^{(t\tau )|\xi |^2}𝑑\tau =sup_{\xi IR^3}\left(1e^{(\delta t)|\xi |^2}\right)=1`$.

Now, we denote

$$g(t)=S(t)(u_0v_0)_{𝒫^2}+_0^tS(t\tau )IP(F(t)G(t))𝑑\tau _{𝒫^2},$$

and it follows from the assumptions, (5.1) and Lemma 5.1 that

$$gL^{\mathrm{}}(0,\mathrm{})\text{and}\underset{t\mathrm{}}{lim}g(t)=0.$$
(5.7)
Hence, applying (5.5) and (5.6) to (5) we obtain

$`u(t)v(t)_{𝒫^2}`$ $``$ $`g(t)+4\epsilon \eta e^1{\displaystyle _0^\delta }(1s)^1u(ts)v(ts)_{𝒫^2}𝑑s`$
$`+4\epsilon \eta \underset{\delta t\tau t}{sup}u(\tau )v(\tau )_{𝒫^2}`$
for all $`t>0`$.

Next, we put

$$A=\underset{t\mathrm{}}{lim\; sup}u(t)v(t)_{𝒫^2}\underset{kIN,k\mathrm{}}{lim}\underset{tk}{sup}u(t)v(t)_{𝒫^2}.$$

The number $`A`$ is nonnegative and finite because both $`u,vL^{\mathrm{}}([0,\mathrm{}),𝒫^2)`$, and our claim is to show that $`A=0`$. Here, we apply the Lebesgue Dominated Convergence Theorem to the obvious inequality

$$\underset{tk}{sup}_0^\delta (1s)^1u(ts)v(ts)_{𝒫^2}𝑑s_0^\delta (1s)^1\underset{tk}{sup}u(ts)v(ts)_{𝒫^2}ds,$$

and we obtain

$$\underset{t\mathrm{}}{lim\; sup}_0^\delta (1s)^1u(ts)v(ts)_{𝒫^2}𝑑sA_0^\delta (1s)^1𝑑s=A\mathrm{log}\left(\frac{1}{1\delta }\right).$$
(5.9)
Moreover, since

$$\underset{tk}{sup}\underset{\delta t\tau t}{sup}u(\tau )v(\tau )_{𝒫^2}\underset{\delta k\tau <\mathrm{}}{sup}u(\tau )v(\tau )_{𝒫^2},$$

we have

$$\underset{t\mathrm{}}{lim\; sup}\underset{\delta t\tau t}{sup}u(\tau )v(\tau )_{𝒫^2}A.$$
(5.10)
Finally, computing $`lim\; sup_t\mathrm{}`$ of the both sides of inequality (5), and using (5.7), (5.9), and (5.10) we get

$$A\left(4\epsilon \eta e^1\mathrm{log}\left(\frac{1}{1\delta }\right)+4\epsilon \eta \right)A.$$

Consequently, it follows that $`A=lim\; sup_t\mathrm{}u(t)v(t)_{𝒫^2}=0`$ because

$$4\epsilon \eta \left(e^1\mathrm{log}\left(\frac{1}{1\delta }\right)+1\right)<1,$$

for $`\delta >0`$ sufficiently small, by the assumption of Theorem 4.1 saying that $`0<\epsilon <1/(4\eta )`$. This completes the proof of Theorem 5.1. $`\mathrm{}`$

As a direct consequence the proof of Theorem 5.1, we have also necessary conditions for (5.2) to hold. We formulate this fact in the following corollary.

###### Corollary 5.1

Assume that $`u,v𝒞_w([0,\mathrm{}),𝒫^2)`$ are solutions to system (2.1)–(2.3) corresponding to initial conditions $`u_0,v_0𝒫^2`$ and external forces $`F,G𝒞_w([0,\mathrm{}),𝒫)`$, respectively. Suppose that

$$\underset{t\mathrm{}}{lim}u(t)v(t)_{𝒫^2}=0.$$
(5.11)
Then

$$\underset{t\mathrm{}}{lim}S(t)(u_0v_0)+_0^tS(t\tau )IP(F(\tau )G(\tau ))𝑑\tau _{𝒫^2}=0.$$

Proof. As in the beginning of the proof of Theorem 5.1, we subtract the integral equation (3) for $`v`$ from the same expression for $`u`$, and we compute the $`𝒫^2`$-norm

$`S(t)(u_0v_0)+{\displaystyle _0^t}S(t\tau )IP(F(\tau )G(\tau ))𝑑\tau _{𝒫^2}`$
$`u(t)v(t)_{𝒫^2}`$ (5.12)
$`+\eta \underset{\xi IR^3}{sup}{\displaystyle _0^t}|\xi |^2e^{(t\tau )|\xi |^2}(u(\tau )_{𝒫^2}+v(\tau )_{𝒫^2})u(\tau )v(\tau )_{𝒫^2}𝑑\tau .`$
The first term on the right-hand side of (5.12) tends to zero as $`t\mathrm{}`$ by (5.11). To show the decay of the second one, it suffices to repeat calculations from (5), (5.5), (5.6), and (5.9). Here, however, one should remember that now it is assumed that $`A=0`$ and $`sup_{t>0}u(t)_{𝒫^2}<\mathrm{}`$ and $`sup_{t>0}v(t)_{𝒫^2}<\mathrm{}`$. $`\mathrm{}`$

Remark 5.1 The Lyapunov stability of solutions (not necessarily stationary ones) follows immediately from the construction via the Banach fixed point theorem (cf. Lemma 4.1). This phenomenon was already observed and used several times, see e.g. the papers by H. Kozono and M. Yamazaki \[20, Th. 2\], \[22, Th. 1\], and by M. Yamazaki \[33, Th. 1.3\]. Theorem 5.1 extends those results by giving sufficient conditions on the asymptotic stability of solutions. In particular, Yamazaki \[33, Remark 4.1\] emphasized that the trivial solution 0 is stable but not asymptotically stable in the space $`L^{3,\mathrm{}}(IR^3)`$ (in contrast to the Lebesgue space $`L^3(IR^3)`$), because there exist self-similar solutions with constant $`L^{3,\mathrm{}}`$-norm. Theorem 5.1 and Corollary 5.1 explain this phenomenon in the case of the space $`𝒫^2`$. Indeed, given $`u_0𝒫^2`$ such that $`u_0_{𝒫^2}<\epsilon `$ and $`F0`$, the corresponding solution converges in $`𝒫^2`$ to zero as $`t\mathrm{}`$ if and only if $`lim_t\mathrm{}S(t)u_0_{𝒫^2}=0`$.

Note here, that if $`U(x,t)=t^{1/2}U(x/t^{1/2})`$ is a self-similar solution to system (2.1)–(2.3), its $`𝒫^2`$-norm is constant in time by the scaling relation (3.5). As it is well-known, $`U(x,t)`$ corresponds to the initial condition $`U_0(x)`$ which is homogeneous of degree $`1`$, so $`S(t)U_0(x)=t^{1/2}S(1)U_0(xt^{1/2})`$. Consequently, by the scaling property of the norm, we have $`S(t)U_0_{𝒫^2}=S(1)U_0_{𝒫^2},`$ cf. Corollary 5.1 with $`F=G0`$.

$`\mathrm{}`$

Remark 5.2 In the setting of the $`L^p`$-spaces and the homogeneous Besov spaces, the study of the asymptotic stability of self-similar solutions to the Navier–Stokes system begun with the paper  of F. Planchon (see also the presentation of Planchon’s results in \[26, Ch. 23.3\]). As illustrated in the book by Y. Giga and M.-H. Giga  those ideas are quite universal and were used for other partial differential equations (e.g. the porous medium, the nonlinear Schrödinger and the KdV equations); they were applied for instance to study asymptotic properties of solutions to a large class of nonlinear parabolic equations  as well as of solutions with zero mass to viscous conservation laws . In this section, we extend them on solutions which not necessarily decay to 0 as $`t\mathrm{}`$. $`\mathrm{}`$

## 6 Stationary solutions

Our approach, described in previous sections, to study global-in-time solutions to the problem (2.1)–(2.3), as well as their large time behavior, can be also applied to stationary solutions. Below, we briefly describe some consequences of Theorems 4.1 and 5.1. The following proposition contains two equivalent integral equations satisfied by stationary solutions.

###### Proposition 6.1

Assume that $`u=u(x)𝒫^2`$ and $`F𝒫`$. The following two facts are equivalent

* $`u=u(x)`$ is a stationary mild solution of system (2.1)–(2.2) in the sense of Definition 3.1. Hence, $`u`$ is the solution of the integral equation

$$u=S(t)u_0^tS(t\tau )IP(uu)𝑑\tau +_0^tS(\tau )IPF𝑑\tau $$
(6.1)
for every $`t>0`$;
* $`u`$ satisfies the integral equation

$$u=_0^{\mathrm{}}S(\tau )IP(uu)d\tau +_0^{\mathrm{}}S(\tau )IPF𝑑\tau ,$$
(6.2)
where the integrals above should be understood in the Fourier variables for almost every $`\xi `$.

Proof. By Definition 3.1, the integral equation (6.1) can be rewritten as

$`\widehat{u}(\xi )`$ $`=`$ $`e^{t|\xi |^2}\widehat{u}(\xi ){\displaystyle _0^t}e^{(t\tau )|\xi |^2}𝑑\tau \widehat{IP}(\xi )i\xi \widehat{(uu)}(\xi )`$
$`+{\displaystyle _0^t}e^{(t\tau )|\xi |^2}𝑑\tau \widehat{IP}(\xi )\widehat{F}(\xi )`$
$`=`$ $`e^{t|\xi |^2}\widehat{u}(\xi ){\displaystyle \frac{1e^{t|\xi |^2}}{|\xi |^2}}\widehat{IP}(\xi )i\xi \widehat{(uu)}(\xi )+{\displaystyle \frac{1e^{t|\xi |^2}}{|\xi |^2}}\widehat{IP}(\xi )\widehat{F}(\xi ).`$
for every $`t>0`$. Passing to the limit as $`t\mathrm{}`$ in (6) and using the identity

$$\frac{1}{|\xi |^2}=_0^{\mathrm{}}e^{\tau |\xi |^2}𝑑\tau \text{for }\xi 0,$$

we obtain equation (6.2) in the Fourier variables.

Now, assume that $`u`$ solves (6.2). Repeating the arguments above in the reverse order, we obtain that $`u`$ is the solution of the equation

$$\widehat{u}(\xi )=\frac{1}{|\xi |^2}\widehat{IP}(\xi )i\xi \widehat{(uu)}(\xi )+\frac{1}{|\xi |^2}\widehat{IP}(\xi )\widehat{F}(\xi ).$$
(6.4)
If we subtract from this equality the same expression multiplied by $`e^{t|\xi |^2}`$ we get (6) which obviously is equivalent to (6.1). $`\mathrm{}`$

###### Theorem 6.1

Assume that $`F𝒫`$ satisfies $`F_𝒫<\epsilon <1/(4\eta )`$. There exists a stationary solution $`u_{\mathrm{}}`$ to the Navier–Stokes system in the space $`𝒫^2`$ with $`F`$ as the external force. This is the unique solution satisfying the condition $`u_{𝒫^2}2\epsilon `$.

Proof. This theorem results immediately from Lemma 4.1 applied to the integral equation (6.2) (or its equivalent version (6.4)). The bilinear form

$$B(u,v)=_0^{\mathrm{}}S(\tau )IPuv𝑑\tau $$

is bounded on the space $`𝒫^2`$ and the proof of this property of $`B(,)`$ is completely analogous to the one of Proposition 4.1. Let us also skip an easy proof that $`y=_0^{\mathrm{}}S(\tau )IPF𝑑\tau `$ satisfies $`y_{𝒫^2}=F_𝒫`$. $`\mathrm{}`$

Now, the application of Theorem 5.1 gives the following result on the asymptotic stability of stationary solutions.

###### Corollary 6.1

Assume that $`u_{\mathrm{}}`$ is the stationary solution constructed in Theorem 6.1 corresponding to the external force $`F`$. Suppose that $`v_0𝒫^2`$ and $`G𝒞_w([0,\mathrm{}),𝒫)`$ satisfy $`v_0_{𝒫^2}+G_{𝒞_w([0,\mathrm{}),𝒫)}\epsilon <1/(4\eta )`$ and, moreover,

$$\underset{t\mathrm{}}{lim}S(t)(v_0u_{\mathrm{}})_{𝒫^2}=0,\underset{t\mathrm{}}{lim}G(t)F_𝒫=0.$$

Then, the solution $`v=v(x,t)`$ of system (2.1)–(2.3) corresponding to $`v_0`$ and $`G`$ converges toward the stationary solution $`u_{\mathrm{}}`$ in the following sense

$$\underset{t\mathrm{}}{lim}v(t)u_{\mathrm{}}_{𝒫^2}=0.$$

Proof. Here, it suffices only to note that stationary solutions belong to the space $`𝒞_w([0,\mathrm{}),𝒫^2)`$ (treated as constant functions on $`[0,\mathrm{})`$ with values in $`𝒫^2`$) and satisfy the integral equation (3) (see Proposition 6.1). So, Theorem 5.1 is applicable in this case. $`\mathrm{}`$

Remark 6.1 Results from this section can be extended to solutions which exist for all $`tIR`$ (and not only for $`t0`$) as was done by M. Yamazaki . In this case the corresponding integral equation (the counterpart of (6.1) and (6.2)) has the form

$$u(t)=_0^{\mathrm{}}S(\tau )IP(uu)(t\tau )𝑑\tau +_0^{\mathrm{}}S(\tau )IPF(t\tau )𝑑\tau ,$$

and, like in , by the application of Theorem 4.1, one obtains solutions which are, for example, time periodic or almost periodic with respect to $`tIR`$. In the same manner, Theorem 5.1 allows us to describe solutions which converge in $`𝒫^2`$ as $`t\mathrm{}`$ toward given time periodic (or almost periodic) solution. $`\mathrm{}`$

## 7 Smooth solutions

Solutions of problem (2.1)–(2.3) constructed in the space $`𝒳=𝒞_w([0,\mathrm{}),𝒫^2)`$ are, in fact, smooth (for sufficiently regular external forces), and they agree with mild solutions obtained by T. Kato  and in  for $`F0`$, and, more generally, with solutions obtained in  when $`F0`$.

The goal of this section is to clarify this remark. First, let us recall that, in , solutions of (2.1)–(2.3) were constructed for sufficiently small initial conditions from the homogeneous Besov space $`\dot{B}_p^{1+3/p,\mathrm{}}(IR^3)`$ with $`3<p<\mathrm{}`$. The usual way of defining a norm in this space is based on the dyadic decomposition of tempered distributions. Here, however as in  we prefer the equivalent norm whose definition involves the heat semigroup

$$v_{\dot{B}_p^{\alpha ,\mathrm{}}(IR^3)}\underset{t>0}{sup}t^{\alpha /2}S(t)v_{L^p(IR^3)}.$$

Connections between $`𝒫^2`$ and homogeneous Besov spaces are described in the following lemma.

###### Lemma 7.1

For every $`p(3,\mathrm{}]`$ the following imbeddings $`𝒫^2\dot{B}_p^{1+3/p,\mathrm{}}(IR^3)`$ hold true and are continuous. Hence, there exists a constant $`C=C(p)`$ such that

$$\underset{t>0}{sup}t^{(13/p)/2}S(t)u_0_{L^p(IR^3)}Cu_0_{𝒫^2}$$

for all $`t>0`$ and $`u_0𝒫^2`$.

Proof. Here, our tool is the Hausdorff–Young inequality. For $`1/p+1/q=1`$ we obtain

$`S(t)u_0_{L^p(IR^3)}^q`$ $``$ $`C{\displaystyle _{IR^3}}\left|e^{t|\xi |^2}\widehat{u}_0(\xi )\right|^q𝑑\xi `$
$``$ $`C\underset{\xi IR^3}{sup}|\xi |^2|\widehat{u}_0(\xi )|{\displaystyle _{IR^3}}\left|{\displaystyle \frac{e^{qt|\xi |^2}}{|\xi |^{2q}}}\right|𝑑\xi `$
$`=`$ $`Cu_0_{𝒫^2}t^{3/2+q}{\displaystyle _{IR^3}}\left|{\displaystyle \frac{e^{q|w|^2}}{|w|^{2q}}}\right|𝑑w.`$
In the calculations above, we assume that $`2q<3`$ which is equivalent to $`p>3`$. Since, $`1/q=11/p`$ and $`(3/2)(11/p)1=(1/2)(13/p)`$, we obtain

$$t^{(1/2)(13/p)}S(t)u_0_{L^p(IR^3)}Cu_0_{𝒫^2}.$$

Note that this proof requires an obvious modification for $`p=\mathrm{}`$ and $`q=1`$. One can also recall here the embedding of any “critical space” into the Besov space $`\dot{B}_{\mathrm{}}^{1,\mathrm{}}(IR^3)`$, see . $`\mathrm{}`$

Now, given $`u_0𝒫^2`$ with sufficiently small $`𝒫^2`$-norm, we may apply the theory described in  to get the solution $`\stackrel{~}{u}=\stackrel{~}{u}(x,t)`$ which is unique in the space

$$𝒞_w([0,\mathrm{}),\dot{B}_p^{1+3/p,\mathrm{}}(IR^3))\{v:t^{(3/p1)/2}v(t)_{L^p(IR^3)}<\mathrm{}\}$$

corresponding to $`u_0`$ as the initial condition and the zero external force. Moreover, this solution is smooth for all $`t>0`$. On the other hand, our Theorem 4.1 gives a solution $`u=u(x,t)`$ in $`𝒞_w([0,\mathrm{}),𝒫^2)`$.

Both constructions lead, in fact, to the same solution, and we show this by analyzing the parabolic regularization effect in problem (2.1)–(2.3) in the scale of spaces $`𝒫^a`$. We begin by a definition.

###### Definition 7.1

Let $`2a<3`$. We define the Banach space

$`𝒴^a`$ $``$ $`𝒞_w([0,\mathrm{}),𝒫^2)`$
$`\{v:(0,\mathrm{})𝒫^a:|v|_a\underset{t>0}{sup}t^{a/21}v(t)_{𝒫^a}<\mathrm{}\}.`$
The space $`𝒴^a`$ is normed by the quantity $`v_{𝒴^a}=|v|_2+|v|_a`$. Of course, $`𝒴^2𝒳`$ with this definition.

Remark 7.1 The norm $`||||||_a`$ is invariant under the rescaling $`u_\lambda (x,t)=\lambda u(\lambda x,\lambda ^2t)`$ for every $`\lambda >0`$. This can be easily checked using the scaling property of the norm $`_{𝒫^a}`$, see (3.5). $`\mathrm{}`$

First we show an improvement of Proposition 4.1.

###### Proposition 7.1

Let $`2a<3`$. There exists a constant $`\eta _a>0`$ such that for every $`u𝒞_w([0,\mathrm{}),𝒫^2)`$ and $`v\{v(t)𝒫^a:|v|_a<\mathrm{}\}`$ we have

$$|B(u,v)|_a\eta _a|u|_2|v|_a.$$

Proof. First note that as in the proof of Proposition 4.1 we have

$`|\widehat{(uv)}(\xi ,t)|`$ $``$ $`{\displaystyle _{IR^3}}{\displaystyle \frac{1}{|\xi z|^2|z|^a}}𝑑zu(t)_{𝒫^2}v(t)_{𝒫^a}`$
$`=`$ $`C|\xi |^{1a}u(t)_{𝒫^2}v(t)_{𝒫^a}.`$
Thus, for every $`\xi 0`$ we obtain

$$|\xi |^a\left|_0^te^{(t\tau )|\xi |^2}\widehat{IP}(\xi )i\xi \widehat{(uv)}(\xi ,\tau )𝑑\tau \right|C_0^t|\xi |^2e^{(t\tau )|\xi |^2}\tau ^{1a/2}𝑑\tau |u|_2|v|_a.$$

The proof will be completed by showing that for every $`a2`$ the quantity

$$t^{a/21}_0^t|\xi |^2e^{(t\tau )|\xi |^2}\tau ^{1a/2}𝑑\tau $$
(7.2)
is bounded by a constant independent of $`\xi `$ and $`t`$. Here, we decompose the integral with respect to $`\tau `$ into two parts $`_0^t\mathrm{}𝑑\tau =_0^{t/2}\mathrm{}𝑑\tau +_{t/2}^t\mathrm{}𝑑\tau ,`$ and we deal with the each term separately.

In case of the integral over $`[0,t/2]`$, we estimate the above quantity by

$$t^{a/21}|\xi |^2e^{(t/2)|\xi |^2}_0^{t/2}\tau ^{1a/2}𝑑s=C(t/2)|\xi |^2e^{(t/2)|\xi |^2}C$$

where $`C`$ is independent of $`\xi `$ and $`t`$. For the interval $`[t/2,t]`$, the quantity is bounded by

$$t^{a/21}(t/2)^{1a/2}_{t/2}^t|\xi |^2e^{(t\tau )|\xi |^2}𝑑\tau =(1/2)^{1a/2}(1e^{(t/2)|\xi |^2})(1/2)^{1a/2}.$$

$`\mathrm{}`$

Next, we show that that the heat semigroup regularizes distributions from $`𝒫^2`$.

###### Lemma 7.2

For every $`u_0𝒫^2`$ and $`t>0`$, it follows that $`S(t)u_0𝒫^a`$ with $`a2`$. Moreover, there exists $`C`$ depending on the exponent $`a`$ only such that

$$\underset{t>0}{sup}\left(t^{a/21}S(t)u_0_{𝒫^a}\right)Cu_0_{𝒫^2}.$$

Proof. Simple estimates (cf. Lemma 4.2) give

$`\underset{t>0}{sup}\left(t^{a/21}S(t)u_0_{𝒫^a}\right)`$ $``$ $`u_0_{𝒫^2}\underset{\xi IR^3}{sup}\left(t^{a/21}|\xi |^{a2}e^{t|\xi |^2}\right)`$
$`=`$ $`Cu_0_{𝒫^2}`$
where $`C=sup_{wIR^3}\left(|w|^{a2}e^{|w|^2}\right)`$. $`\mathrm{}`$

Let us also explain how to handle more regular external forces in the scale of the spaces $`𝒫^a`$.

###### Lemma 7.3

Let $`2a<3`$. Assume that $`F(t)𝒫^{a2}`$ for all $`t>0`$ and

$$\underset{t>0}{sup}t^{a/21}F(t)_{𝒫^{a2}}<\mathrm{}.$$
(7.3)
There exists a constant $`C`$ such that for $`w(t)=_0^tS(t\tau )IPF(\tau )𝑑\tau `$ it follows that

$$|w|_aC\underset{t>0}{sup}t^{a/21}F(t)_{𝒫^{a2}}.$$

Proof. As in the proof of Lemma 7.2, we obtain

$`w(t)_{𝒫^a}`$ $``$ $`\text{ess}\underset{\xi IR^3}{sup}|\xi |^a{\displaystyle _0^t}\left|e^{(t\tau )|\xi |^2}\widehat{IP}(\xi )\widehat{F}(\xi ,\tau )\right|𝑑\tau `$
$``$ $`\kappa {\displaystyle _0^t}|\xi |^2e^{(t\tau )|\xi |^2}\tau ^{1a/2}𝑑\tau \underset{t>0}{sup}t^{a/21}F(t)_{𝒫^{a2}}.`$
From now on, it suffices to repeat the reasoning which leads to the estimates of the quantity in (7.2). $`\mathrm{}`$

###### Theorem 7.1

Let $`a[2,3)`$. There exists $`\epsilon >0`$ such that for every $`u_0𝒫^2`$ and $`F𝒞_w([0,\mathrm{}),𝒫)`$ satisfying (7.3) with

$$u_0_{𝒫^2}+F_{𝒞_w([0,\mathrm{}),𝒫)}+\underset{t>0}{sup}t^{a/21}F(t)_{𝒫^{a2}}<\epsilon ,$$

the solution constructed in Theorem 4.1 satisfies $`|u|_a2\epsilon .`$

Proof. It suffices to repeat the reasoning leading to Theorem 4.1 in the space

$$𝒴^a=𝒞_w([0,\mathrm{}),𝒫^2)\{u:\underset{t>0}{sup}t^{a/21}u(t)_{𝒫^a}<\mathrm{}\}$$

involving Lemma 4.1. Here, the required estimate of the bilinear form $`B(,)`$ is proved in Propositions 4.1 and 7.1. Moreover, Lemmata 7.2 and 7.3 guarantee that $`y=S(t)u_0+_0^tS(t\tau )IPF(\tau )𝑑\tau `$ belongs to $`𝒴^a`$. $`\mathrm{}`$

Let us formulate an interpolation inequality involving $`L^q`$ and $`𝒫^a`$ norms.

###### Lemma 7.4

Fix $`a(2,3)`$. For every $`q(3,\frac{3}{3a})`$ there exists a constant $`C=C(a,q)`$ such that

$$v_{L^q(IR^3)}Cv_{𝒫^2}^\beta v_{𝒫^a}^{1\beta }$$
(7.4)
for all $`v𝒫^2𝒫^a`$, where $`\beta =\frac{1}{a2}\left(1\frac{3}{q}\right)`$.

Proof. Assume that $`v`$ is smooth and rapidly decreasing. Using the Hausdorff–Young inequality (with $`1/p+1/q=1`$ and $`p[1,2)`$) and the definition of the $`𝒫^a`$-norm we obtain

$`v_q^p`$ $``$ $`C\widehat{v}_p^pCv_2^p{\displaystyle _{|\xi |R}}{\displaystyle \frac{1}{|\xi |^{2p}}}𝑑\xi +Cv_a^p{\displaystyle _{|\xi |>R}}{\displaystyle \frac{1}{|\xi |^{ap}}}𝑑\xi `$ (7.5)
$``$ $`Cv_2^pR^{32p}+Cv_a^pR^{3ap}`$
for all $`R>0`$ and $`C`$ independent of $`v`$ and $`R`$. In these calculations, we require $`2p<3`$ which is equivalent to $`q>3`$. Moreover, we have to assume that $`ap>3`$ which leads to the inequality $`q<3/(3a)`$. Now, we optimize inequality (7.5) with respect to $`R`$ to get (7.4). $`\mathrm{}`$

###### Corollary 7.1

Under the assumptions of Theorem 7.1 the constructed solution satisfies

$$u(,t)_{L^q(IR^3)}Ct^{(13/q)/2}$$

for each $`3<q,3/(3a)`$, all $`t>0`$, and $`C`$ independent of $`t`$.

Proof. It follows from Theorem 7.1 that the solution $`u`$ satisfies $`u(,t)_{𝒫^a}Ct^{1a/2}`$ for every $`a[2,3)`$. Hence, to complete the proof of this corollary, it suffices to apply Lemma 7.4. $`\mathrm{}`$

Let us finally prove that the difference of two (singular) solutions corresponding to the same external force is more regular than each term separately. This fact is in a perfect agreement with the regularity result for the bilinear term obtained in .

###### Theorem 7.2

Assume that $`u,v𝒳`$ are solutions to (2.1)–(2.3) constructed in Theorem 4.1 corresponding to initial conditions $`u_0,v_0𝒫^2`$ and the same external force $`F𝒞_w([0,\mathrm{}),𝒫)`$. For every $`2a<3`$ there exists $`\epsilon >0`$ such that for $`u_0v_0_{𝒫^2}<\epsilon `$ we have

$$|uv|_a\underset{t>0}{sup}t^{a/21}u(t)v(t)_{𝒫^a}<\mathrm{}.$$

Moreover, $`sup_{t>0}t^{(13/q)/2}u(t)v(t)_{L^q(IR^3)}<\mathrm{}`$ for every $`3<q<3/(3a)`$.

Proof. Here, the reasoning is similar to that presented above, hence we shall be brief in details. First, we subtract integral equations (3) for $`u`$ and $`v`$ to obtain

$$u(t)v(t)=S(t)(u_0v_0)+B(u,uv)(t)+B(uv,v)(t).$$

We denote $`z(t)=u(t)v(t)`$ and $`z_0=u_0v_0`$, and we find the solution of the equation $`z=S()z_0+B(u,z)+B(z,v)`$ via the Banach fixed point theorem in the space $`𝒴^a`$ defined in (7.1). Here, Lemma 7.2 guarantees that $`S()z_0𝒴^a`$ for every $`2a<3`$. Moreover, Propositions 4.1 and 7.1 allow us to show the contractivity of the mapping $`zS()z_0+B(u,z)+B(z,v)`$ for sufficiently small $`\epsilon >0`$ because, by Theorem 4.1, $`u`$ and $`v`$ satisfy (5.3). The second part of this theorem is deduced immediately from Lemma 7.4. $`\mathrm{}`$

Remark 7.2 Given $`u_0𝒫^2`$ with sufficiently small norm and $`F0`$, Theorem 4.1 guarantees the existence of a unique small solution $`u𝒞_w([0,\mathrm{}),𝒫^2)`$. Next, our analysis in Corollary 7.1 allows us to show that $`u(t)L^q(IR^3)`$ for $`q>3`$ and all $`t>0`$. Hence, standard regularity theorems imply that $`u(x,t)`$ is a smooth function and satisfies the Navier–Stokes system in the classical sense.

Even if it is not written explicitly, the same conclusion can be deduced from Yamazaki’s results \[33, Th. 1.3\], where he showed that his solution belonging initially to $`𝒞_w([0,\mathrm{}),L^{3,\mathrm{}}(IR^3))`$ falls, in fact, into $`L^{p,\mathrm{}}(IR^3)`$ for every $`3<p<\mathrm{}`$. Now, applying the Marcinkiewicz interpolation theorem for the identity mapping, one obtains immediately that $`_{3<p<\mathrm{}}L^{p,\mathrm{}}(IR^3)L^q(IR^3)`$ for every $`3<q<\mathrm{}`$. $`\mathrm{}`$

We conclude this section by stressing again that the two norms approach by Kato imposes a priori a regularization effect on solutions we look for. In other words, they are considered as fluctuations around the solution of the heat equation $`S(t)u_0`$. The solutions appear to be unique locally in the space of more regular functions. The approach with the only one norm in Theorem 4.1 gives the local uniqueness in the larger space which, in our case, may contain genuinely singular solutions (like those in (2.4)) which are not smoothed out by the action of the nonlinear semigroup associated with (2.1)–(2.3).

## 8 Loss of smoothness for large solutions

As far as blow-up for Navier–Stokes several possibilities can be conjectured. One may imagine that blow-up of initially regular solutions never happens, or it becomes more likely as the initial norm increases, or that there is blow-up, but only on a very thin set, of measure zero.

As we have seen in the previous sections, when using a fixed point approach, existence and uniqueness of global solutions are guaranteed only under restrictive assumptions on the initial data and external forces, that are required to be small in some sense, i.e. in some functional space. In  we pointed out that fast oscillations are sufficient to make the fixed point scheme works, even if the norm in the corresponding function space of the initial data is arbitrarily large (in fact, a different auxiliary norm turns out to be small). Here we want to suggest how some particular data, arbitrarily large (not oscillating) could give rise to irregular solutions. It is extremely unpleasant that we do not know in general whether for arbitrary large data the corresponding solution is regular or singular. More precisely:

Remark 8.1 Let us consider the Navier–Stokes equations (2.3) with external force $`F0`$. Then, if one defines the functions $`u_\epsilon (x,0)=\epsilon u(x)`$, where $`u(x)`$ is the (divergence free, homogeneous of degree $`1`$) function given by (2.4) as the initial data, then for small $`\epsilon `$ the system has a global regular (self-similar) solution which is even more regular than a priori expected (Section 7) and for $`\epsilon =1`$ (and possibly for other large values of $`\epsilon `$) the system has a singular “solution” for any time. $`\mathrm{}`$

Unfortunately, this loss of smoothness for large data does not hold in the “distributional” sense, but as explained in Section 2, only “pointwise” for every $`xIR^3\{(0,0,0)\}`$. However, for a model equation of gravitating particles this loss of smoothness for large data holds in the distributional sense and will be dealt with in a forthcoming paper .

Acknowledgements. The preparation of this paper was partially supported by the KBN grant 50/P03/2000/18 and the POLONIUM project ÉGIDE–KBN 2002–2003. The authors acknowledge gratefully fruitful discussions and helpful remarks of Piotr Biler and Andrzej Krzywicki, in particular concerning calculations in Section 2.


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# Benchmark Parameters for CMB Polarization Experiments

## I Polarization Transfer

We begin by reviewing the standard transfer matrix formalism for describing polarization detectors in §I.1 and illustrate its use in describing the errors in simple polarimeters in §I.2. The translation to the map domain is discussed in §I.3.

### I.1 Description

The polarization state of the radiation is described by the intensity matrix $`E_iE_j^{}`$ where $`𝐄`$ is the electric field vector and the brackets denote time averaging. As a hermitian matrix, it can be decomposed into the Pauli basis

$`𝐏`$ $`=C\mathrm{𝐄𝐄}^{}`$
$`=\mathrm{\Theta }𝐈+Q𝝈_3+U𝝈_1+V𝝈_2,`$ (1)
where we have chosen the constant of proportionality so that the Stokes parameters ($`\mathrm{\Theta }`$,$`Q`$,$`U`$,$`V`$) have units of temperature under the assumption of a blackbody spectrum. Note that the Stokes parameters are recovered from the matrix as (tr\[$`\mathrm{𝐈𝐏}`$\]/2,…,tr\[$`𝝈_2𝐏`$\]/2). We will assume that $`V=0`$ on the sky.

The instrumental response to the radiation modifies the incoming state before detection and is generally described by a transfer or Jones matrix $`𝐉`$ (e.g. Tin96 , see ODe02  for an introduction in the CMB context), where

$$𝐄_{\mathrm{out}}=𝐉𝐄_{\mathrm{in}}.$$
(2)
The polarization matrix is then transformed as

$$𝐏_{\mathrm{out}}=\mathrm{𝐉𝐏}_{\mathrm{in}}𝐉^{}.$$
(3)
With an estimate of the transfer matrix of the instrumental response $`\widehat{𝐉}`$, the incoming radiation can be recovered as

$`\widehat{𝐏}_{\mathrm{in}}`$ $`=\widehat{𝐉}^1𝐏_{\mathrm{out}}(\widehat{𝐉}^{})^1`$
$`=(\widehat{𝐉}^1𝐉)𝐏_{\mathrm{in}}(\widehat{𝐉}^1𝐉)^{}.`$ (4)
The errors in the transfer matrix determination will then mix the determined Stokes parameters according to the general transformation rule (3) with a new transfer matrix

$$\widehat{𝐉}^1𝐉=𝐈+\frac{1}{2}\left(\begin{array}{cc}a_c+\gamma _{1c}& \gamma _{2c}2w_c\\ \gamma _{2c}+2w_c& a_c\gamma _{1c}\end{array}\right),$$
(5)
where we parameterized the components with a set of 4, possibly complex, numbers ($`a_c`$, $`\gamma _{1c}`$, $`\gamma _{2c}`$, $`w_c`$).

Now let us evaluate the error in the Stokes parameters to first order in the real and imaginary parts of the error parameters (e.g. Re$`(a_c)a`$, Im$`(a_c)a_i`$)

$`\delta (Q\pm iU)`$ $`(\widehat{Q}\pm i\widehat{U})(Q\pm iU)`$
$`=(a\pm i2\omega )(Q\pm iU)+(\gamma _1\pm i\gamma _2)\mathrm{\Theta }.`$ (6)
The main effects are a miscalibration of the polarization amplitude described by $`a`$, a rotation of the orientation by an angle $`\omega `$, and a “shearing” of the temperature signal into polarization described by $`(\gamma _1,\gamma _2)`$, which we will call monopole leakage for reasons that will be clear below. Note that the imaginary pieces cancel to first order and do not appear in Eqn. (6). Furthermore terms that couple the pair ($`Q+iU`$, $`QiU`$) arise only at second order, but we shall see that this need only be true if the Stokes parameters are measured through the same transfer system. Note that in the CMB context, monopole leakage from $`(\gamma _1,\gamma _2)`$ is particularly dangerous since the isotropic signal is a factor of $`10^6`$ or more larger than the expected polarization.

### I.2 Instrumental Correspondence

Let us consider a few simple polarimeters that directly measure the polarized signal from a single spot on the sky (see Fig. 1; for state of the art techniques, see e.g. StaChu01 ). Here the incoming radiation is split into two, ideally orthogonal, components, $`E_1`$ and $`E_2`$ (using, for example an ortho-mode transducer or OMT). These components are possibly amplified and coupled into a detector that measures the polarization either by differencing or by correlation. Ideally the transfer matrix of the components that split and couple the radiation into the detector is proportional to the identity matrix: $`\widehat{𝐉}𝐈`$. In reality it contains systematic errors so that $`\widehat{𝐉}^1𝐉𝐉`$. Let us parameterize these errors as Heietal01

$$\widehat{𝐉}^1𝐉=\left(\begin{array}{cc}1+g_1& ϵ_1e^{i\varphi _1}\\ ϵ_2e^{i\varphi _2}& (1+g_2)e^{i\alpha }\end{array}\right),$$
(7)
where $`g_{1,2}`$ are fluctuations in the gains (or, more generally, coupling efficiencies) of the two lines, $`\alpha `$ is the phase difference between the lines, $`ϵ_{1,2}`$ express the non-orthogonality or cross-coupling between the lines, and $`\varphi _{1,2}`$ are the phases of these couplings.

First consider the simple differencing of the time averaged intensity in the two lines $`E_1E_1^{}E_2E_2^{}`$. This forms an estimate of $`Q`$ in a coordinate system attached to the instrument (e.g. Heietal01 ). Bolometer systems can be modeled with this set up, although the means of separating the two polarization states and the exact meaning of the parameters ($`g_1`$, $`g_2`$) may differ (see JonBhaBocLan02  for polarization sensitive bolometers). Under the assumption that $`g_{1,2}`$, $`ϵ_{1,2}`$, $`\alpha 1`$,

$`\delta Q`$ $`=(g_1+g_2)Q(ϵ_2\mathrm{cos}\varphi _2ϵ_1\mathrm{cos}\varphi _1)U`$
$`+(g_1g_2)\mathrm{\Theta },`$ (8)
so common-mode gain fluctuations act as a normalization error $`a=(g_1+g_2)`$ on $`Q`$, the cross-couplings act as a rotation $`\omega =(ϵ_2\mathrm{cos}\varphi _2ϵ_1\mathrm{cos}\varphi _1)/2`$ and differential gain fluctuations leak temperature into polarization $`\gamma _1=(g_1g_2)`$.

Now consider a simple correlation polarimeter where the signal in the two lines are correlated as $`E_1E_2^{}`$ which forms an estimate of $`U`$ in the instrument basis (e.g. Heietal01 ). Then the errors in the determination become

$`\delta U`$ $`=(g_1+g_2)U+(ϵ_2\mathrm{cos}\varphi _2ϵ_1\mathrm{cos}\varphi _1)Q`$
$`+(ϵ_1\mathrm{cos}\varphi _1+ϵ_2\mathrm{cos}\varphi _2)\mathrm{\Theta },`$ (9)
so again $`a=(g_1+g_2)`$, $`\omega =(ϵ_2\mathrm{cos}\varphi _2ϵ_1\mathrm{cos}\varphi _1)/2`$ but leakage from $`\mathrm{\Theta }`$ into $`U`$ is given by $`\gamma _2=(ϵ_1\mathrm{cos}\varphi _1+ϵ_2\mathrm{cos}\varphi _2)`$. Instead of differential gain fluctuations, the cross-coupling between the lines is responsible for the monopole leakage in a correlation system.

Notice that under the assumption of $`\alpha 1`$ and vanishing intrinsic $`V`$, the phase error $`\alpha `$ does not appear to first order. It is instructive to consider the case where $`\alpha `$ is large, say $`\alpha =\pi /2`$. In this case the correlation polarimeter actually measures $`V`$ not $`U`$ (see Fig. 1). In general, the phase error $`\alpha `$ rotates $`U`$ into $`V`$.

A complex correlation polarimeter actually takes advantage of the ($`U`$,$`V`$) rotation to measure ($`Q`$,$`U`$) simultaneously (e.g. Coretal99 ). Here, circular polarization states are coupled into the lines using, for example a quarter wave plate before the OMT. This effectively converts $`Q`$ into $`V`$ in the instrument basis. The Jones matrix of the quarter wave plate is

$$𝐉_{1/4}(\theta )=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}\mathrm{cos}2\theta i& \mathrm{sin}2\theta \\ \mathrm{sin}2\theta & \mathrm{cos}2\theta i\end{array}\right),$$
(10)
where $`\theta `$ gives the orientation of the plate with respect to the OMT (ideally $`\theta =\pi /4`$). After amplification, the signal can be coupled into two different correlators, which include different phase shifts between the lines. These additional phase shifts can be represented with the transfer function:

$$𝐉_{\mathrm{phase}}(\varphi )=\left(\begin{array}{cc}1& 0\\ 0& e^{i\varphi }\end{array}\right).$$
(11)
For one correlator $`\varphi `$ is set to zero, yielding an estimate of $`U`$, while the other correlator has $`\varphi =\pi /2`$, providing an estimate of $`Q`$.

Now let us consider the effect of certain imperfections. Consider the actual transfer matrices of the two correlations to be

$`𝐉_U`$ $`=𝐉_{\mathrm{line}}(g_1,g_2,ϵ_1,ϵ_2)𝐉_{1/4}(\pi /4+\beta ),`$ (12)
$`𝐉_Q`$ $`=𝐉_{\mathrm{phase}}(\pi /2+\psi )𝐉_{\mathrm{line}}(g_1,g_2,ϵ_1,ϵ_2)𝐉_{1/4}(\pi /4+\beta ),`$
and the assumed transfer matrices to be

$`\widehat{𝐉}_U`$ $`=𝐉_{1/4}(\pi /4),`$ (13)
$`\widehat{𝐉}_Q`$ $`=𝐉_{\mathrm{phase}}(\pi /2)𝐉_{1/4}(\pi /4),`$
where the line matrix is taken from Eqn. (7) with the phase factors set to zero for simplicity. Then the errors become

$`\delta (Q\pm iU)`$ $`=[(g_1+g_2)\pm 2i\beta ](Q\pm iU)`$
$`+\psi U+(ϵ_1+ϵ_2)\mathrm{\Theta }.`$ (14)
The new feature in this system that was not present in the simple correlation polarimeter is an asymmetry between $`Q`$ and $`U`$ which is first order in the phase error $`\psi `$. More generally, a technique that simultaneously measures $`Q`$ and $`U`$ may have separate transfer properties (calibration, rotation, etc.) that appear as a coupling of opposite spin states $`Q+iU`$ and $`QiU`$. We will call such effects spin flip terms.

The Jones matrix formalism can be applied to more complicated polarimeters, such as inteferometers, or other systematics such as the finite emissivity of the dish polarimeters Far02 . In general, the systematic errors in the detector system will lead to calibration errors, rotation of linear polarization, leakage of temperature into polarization, and coupling between the two spin states $`Q\pm iU`$.

### I.3 Map distortions

Errors in the polarization sensitivity of the detector system that vary with time will translate into errors in the polarization sky maps that vary with position. Map making generally proceeds by modeling the time ordered data as a vector of numbers $`𝐝`$ (e.g. deOetal02 )

$$𝐝=\mathrm{𝐀𝐬}+𝐧,$$
(15)
where $`𝐧`$ is the instrumental noise and $`𝐬`$ is the model of the signal, say $`\{Q(\widehat{𝐧}_1),U(\widehat{𝐧}_1)\mathrm{},Q(\widehat{𝐧}_{n_\mathrm{p}}),U(\widehat{𝐧}_{n_\mathrm{p}})\}`$ for a sky map with $`n_\mathrm{p}`$ pixels. Here $`𝐀`$ is the pointing matrix and in its simplest incarnation just encodes the sky pixel at which the instrument is pointed at the given time. More generally the pointing matrix also encodes the beam and the chopping strategy where different pointings are differenced to remove systematic offsets. The additional complication for polarization is that the pointing matrix also has to encode the orientation of the instrument to transform $`(Q,U)`$ in the instrument basis to the fixed sky. This is an advantage since systematic errors like the monopole leakage $`(\gamma _1,\gamma _2)`$ are fixed to the instrument basis and not the sky.

Given the statistical properties of the noise $`𝐍=\mathrm{𝐧𝐧}^t`$, the minimum variance map reconstruction is

$$\widehat{𝐬}=[𝐀^t\mathrm{𝐍𝐀}]^1𝐀^t\mathrm{𝐍𝐝}.$$
(16)
This weighting of the data vector then also describes the transformation of the instrumental systematic errors to errors in the map. In the simplest case of white detector noise, fixed instrument orientation, simultaneous $`Q`$ and $`U`$ detection and no chopping, the weighting simply averages the $`n_\mathrm{p}`$ separate pointings for each pixel. If the systematic fields, e.g. the calibration error $`a(t)`$ were uncorrelated in time, they would remain so in the map but with a variance that is reduced by $`n_\mathrm{p}`$. Low frequency temporal correlations in the systematics will produce correlated noise in the map. This is generally controlled by spatially cross-linking the scans WriHinBen96 ; Janetal96 . A noise power of the $`1/f`$ form will typically lead to spatial correlations between white and $`1/l`$ Teg97 , where $`l`$ is the angular frequency or multipole moment (see §III.1). Note that even a $`1/l`$ spectrum gets most of its variance from high $`l`$ and so contamination at the pixel or beam scale will be of particular interest in §III.

Since the translation between the temporal and map domain is conceptually straightforward but highly dependent on the scanning strategy, we parameterize the systematic errors directly in the map

$`\delta [Q\pm iU](\widehat{𝐧})`$ $`=[a\pm i2\omega ](\widehat{𝐧})[Q\pm iU](\widehat{𝐧})`$
$`+[f_1\pm if_2](\widehat{𝐧})[QiU](\widehat{𝐧})`$ (17)
$`+[\gamma _1\pm i\gamma _2](\widehat{𝐧})\mathrm{\Theta }(\widehat{𝐧}).`$
These correspond to calibration and rotation, spin-flip coupling and monopole leakage errors as they appear in the map.

## II Local Contamination

In the previous section, we dealt with polarization transfer in a single, perfectly known, direction on the sky. An experiment necessarily has finite resolution and thus there is an additional class of contamination associated with the resolution or beam of the experiment. We will consider here contamination from a local coupling between the Stokes parameters which models low order anisotropy in the polarized beams.

### II.1 Description

Let us consider the polarization fields to be mixed locally

$`\delta [Q\pm iU](\widehat{𝐧};\sigma )`$ $`=\sigma 𝐩(\widehat{𝐧})[Q\pm iU](\widehat{𝐧};\sigma )`$ (18)
$`+\sigma [d_1\pm id_2](\widehat{𝐧})[_1\pm i_2]\mathrm{\Theta }(\widehat{𝐧};\sigma )`$
$`+\sigma ^2q(\widehat{𝐧})[_1\pm i_2]^2\mathrm{\Theta }(\widehat{𝐧};\sigma ),`$
where the fields are smoothed over the average beam of the experiment, here denoted by $`\sigma `$, the Gaussian width. Therefore the fields $`𝐩`$, $`𝐝`$ and $`q`$ represent sensitivity to structure in the fields on the scale of the beam. We will call these the pointing error, dipole leakage and quadrupole leakage respectively.

We truncate the local coupling at the dipole level for the polarization and the quadrupole level for the temperature. These terms have a direct correspondence to known systematics as we shall see. More generally, the form of these couplings is dictated by the properties of the polarization field under rotation and can be generalized to higher order in a straightforward manner.

### II.2 Instrumental Correspondence

Local couplings are primarily due to imperfections in the beams. Even a perfectly on-axis, azimuthally symmetric telescope will not in general produce a completely azimuthally symmetric and perfectly polarized beam. In general the beam has a finite ellipticity along the axis of polarization, and there is a “cross-polar” beam which couples to the “wrong” polarization state (additional asymmetries may appear in off-axis telescopes Heietal01 ). Both these imperfections arise because the surface normal to the optics has different orientations with respect to polarization axis depending on where the incident radiation strikes the telescope Rum66 ; Tin96 .

As an illustrative model of these effects, consider the case where the receiver on the telescope is a simple differencing polarimeter. Here the effects of the cross-polar beams are of second order, and will be ignored. Radiation from the sky is then coupled into one line of the detector through a perfectly polarized beam:

$`B(\widehat{𝐧};𝐛,e)`$ $`={\displaystyle \frac{1}{2\pi \sigma ^2(1e^2)}}\mathrm{exp}[{\displaystyle \frac{1}{2\sigma ^2}}({\displaystyle \frac{(n_1b_1)^2}{(1+e)^2}}`$
$`+{\displaystyle \frac{(n_2b_2)^2}{(1e)^2}})],`$ (19)
where $`𝐛`$ is the offset between the beam center and the desired direction on the sky, $`\sigma `$ is the mean beamwidth, and $`e`$ is the ellipticity Heietal01b . These parameters are different for the different polarizations, and the difference in the beams enters into the $`Q`$ measurement

$$B(\widehat{𝐧};𝐛_a,e_a)B(\widehat{𝐧};𝐛_b,e_b).$$
(20)
To first order in the sums and differences of the ellipticities and pointing errors

$`\sigma 𝐩`$ $`=(𝐛_a+𝐛_b)/2,`$
$`\sigma 𝐛_d`$ $`=(𝐛_a𝐛_b)/2,`$
$`e_s`$ $`=(e_a+e_b)/2,`$
$`q`$ $`=(e_ae_b)/2,`$ (21)
we obtain

$`\widehat{Q}(\widehat{𝐧};\sigma )`$ $`={\displaystyle }d\widehat{𝐧}^{}B(\widehat{𝐧}^{})\{Q(\widehat{𝐧}+\widehat{𝐧}^{}+\sigma 𝐩)`$
$`+[({\displaystyle \frac{𝐛_d\widehat{𝐧}^{}}{\sigma }})+{\displaystyle \frac{q}{\sigma ^2}}(n_{2}^{}{}_{}{}^{2}n_{1}^{}{}_{}{}^{2})]\mathrm{\Theta }(\widehat{𝐧}+\widehat{𝐧}^{})\},`$
$`Q(\widehat{𝐧};\sigma )+\sigma 𝐩Q(\widehat{𝐧};\sigma )+\sigma 𝐛_d\mathrm{\Theta }(\widehat{𝐧};\sigma )`$
$`+\sigma ^2q[_1^2_2^2]\mathrm{\Theta }(\widehat{𝐧};\sigma ),`$ (22)
where the average beam $`B(\widehat{𝐧})=B(\widehat{𝐧};0,0)`$ and we drop second derivative terms in $`Q`$. A difference in the mean beamwidth of the two beams has the same form as a contribution to the monopole leakage except that the filter for the temperature field is the beam difference not beam and is not simply a low pass filter.

A pointing offset in both beams becomes a gradient coupling in polarization and a differential beam ellipticity or “squash” becomes a coupling to the temperature quadrupole. These have a clear correspondence to the local contamination model of Eqn. (18). A differential pointing offset, or “squint” translates into coupling to the temperature dipole. The exact correspondence to the model is not precise since the leakage does not truly behave as a false polarization. For example under rotation of the instrument by $`\pi `$, the false $`Q`$ reverses sign. The model of Eqn. (18) with $`𝐝`$ referenced to the sky (not the instrument) does transform as polarization and so should be viewed as the residual dipole sensitivity after correction. The quadrupolar coupling is particularly dangerous since it behaves precisely as a polarization and cannot be removed through rotation of the instrument. For example, even a circularly symmetric temperature hot spot becomes a radial pattern of polarization through its local quadrupole moment.

These leakage terms also appear if the receiver is a correlation polarimeter. In this case, the leakage from temperature to polarization is due to the amplitude and shape of the cross-polar beam instead of asymmetries in the main beam Heietal01 . However, because both of these imperfections have a common origin in the variations in the boundary conditions at optical surfaces, it turns out that a differencing system or a correlation polarimeter will obtain similar leakage terms due to the local effects (after accounting for the orientation of the receiver with respect to the optics) Nap89 ; Zha93 . Interferometric polarimeters have related effects on the scale of the primary beam although some of the implications for $`B`$-modes will differ since the measured modes are below the beam scale Leietal02 .

If stable, these effects can be removed given a beam measurement and the true temperature field on the sky using the formalism of anisotropic polarized beams Chaetal00 ; FosDorBou02 . Moreover, as the circularly symmetric hot spot example implies, a stable quadrupole leakage produces no $`B`$-mode in the polarization map (see §III.2). It is the instability in these effects or errors in the subtraction that appear as errors in the map.

## III B-mode Contamination

We study here the implications of polarization transfer and local contamination on the $`B`$-modes of the polarization. In §III.1, we give the harmonic representation of the polarization and contamination fields. In §III.2, we compute the contamination to the $`B`$ power spectrum from polarization distortion and temperature leakage. We explore the implications of these effects in §III.3.

### III.1 Field Representation

The polarization and contamination fields may in general be decomposed into harmonics appropriate to their properties under rotation or spin. For small sections of the sky, these harmonics are simply plane waves Sel97 ; WhiCarDraHol99 ; in the Appendix we treat the general all-sky case. We will follow the convention that a complex field $`S`$ of spin $`\pm s`$ is decomposed as

$`[S_1\pm iS_2](\widehat{𝐧})`$ $`=(1)^s{\displaystyle \frac{d^2l}{(2\pi )^2}[S_a\pm iS_b](𝐥)e^{\pm is\varphi _l}},`$ (23)
where $`\mathrm{cos}\varphi _l=l_x/l`$. The complex polarization $`Q\pm iU`$ is a spin $`\pm 2`$ field and we will follow the conventional nomenclature that its harmonics are named $`E\pm iB`$. This property requires the calibration $`a`$, rotation $`\omega `$, and quadrupole leakage to be spin-0 fields, the pointing $`p_1\pm ip_2`$ and dipole leakage $`d_1\pm id_2`$ to be $`\pm 1`$ fields, the monopole leakage $`\gamma _1\pm i\gamma _2`$ to be $`\pm 2`$ fields, and the spin-flip $`f_1\pm if_2`$ to be $`\pm 4`$ fields. For spin $`\pm 1`$ fields $`S_a`$ is the divergence-free part and $`S_b`$ is the curl-free part.

Under the assumption of statistical isotropy of the fields, their two point correlations are defined by their (cross) power spectra

$$S(𝐥)^{}S^{}(𝐥^{})=(2\pi )^2\delta (𝐥𝐥^{})C_l^{SS^{}},$$
(24)
where $`S`$, $`S^{}`$ are any of the fields. In particular, the CMB polarization is described by $`C_l^{EE}`$ and $`C_l^{BB}`$ and CMB temperature by $`C_l^{\mathrm{\Theta }\mathrm{\Theta }}`$. Note that $`C_l^{BB}=0`$ for scalar fluctuations in linear theory. For definiteness, let us take as a fiducial model: a baryon density of $`\mathrm{\Omega }_bh^2=0.02`$, cold dark matter density of $`\mathrm{\Omega }_ch^2=0.128`$, a cosmological constant of $`\mathrm{\Omega }_\mathrm{\Lambda }=0.65`$, reionization optical depth $`\tau =0.05`$, an initial amplitude of comoving curvature fluctuations of $`\delta _\zeta =4.79\times 10^5`$ (Hu01c  or $`\sigma _8=0.92`$), and a scalar spectral index of $`n=1`$ in a spatially flat universe. Power spectra for the fiducial model are shown in Fig. 2. It is the large range in expected signals that make the contamination problem for $`BB`$ so problematic.

We will calculate the contamination to the $`B`$-mode polarization power spectrum assuming no intrinsic $`B`$-modes and generally will plot

$$\mathrm{\Delta }B\left(\frac{l(l+1)}{2\pi }C_l^{BB}\right)^{1/2},$$
(25)
in units of $`\mu `$K. The general case is given in the Appendix.

Although the distortion fields need not be statistically isotropic, for illustrative purposes we will take contamination fields with power spectra of the form

$$C_l^{SS}\mathrm{exp}(l(l+1)\alpha _S^2),$$
(26)
i.e. white noise above some coherence scale $`\alpha _S`$. The normalization constant is set so that

$$A_S^2=\frac{d^2l}{(2\pi )^2}C_l^{SS},$$
(27)
The set ($`A_S`$,$`\alpha _S`$) then characterizes the rms and coherence of the contamination field.

### III.2 $`B`$-modes

The changes to the $`B`$-mode harmonics due to the calibration, rotation, spin-flip and pointing take the form

$$\delta B(𝐥)=\frac{d^2l_1}{(2\pi )^2}S(𝐥_1)E(𝐥_2)W_S(𝐥_1,𝐥_2),$$
(28)
with $`𝐥_2=𝐥𝐥_1`$ and

$`W_a`$ $`=\mathrm{sin}[2(\varphi _{l_2}\varphi _l)],`$
$`W_\omega `$ $`=2\mathrm{cos}[2(\varphi _{l_2}\varphi _l)],`$
$`W_{p_a}`$ $`=\sigma (𝐥_2\times \widehat{𝐥}_1)\widehat{𝐳}\mathrm{sin}[2(\varphi _{l_2}\varphi _l)],`$
$`W_{p_b}`$ $`=\sigma (𝐥_2\widehat{𝐥}_1)\mathrm{sin}[2(\varphi _{l_2}\varphi _l)],`$
$`W_{f_a}`$ $`=\mathrm{sin}[2(2\varphi _{l_1}\varphi _{l_2}\varphi _l)],`$
$`W_{f_b}`$ $`=\mathrm{cos}[2(2\varphi _{l_1}\varphi _{l_2}\varphi _l)],`$ (29)
for the various effects. Here $`𝐥_1=l_1\widehat{𝐥}_1`$. These relations imply contamination to the $`BB`$ power spectrum of

$$\delta C_l^{BB}=\underset{SS^{}}{}\frac{d^2l_1}{(2\pi )^2}C_{l_1}^{SS^{}}C_{l_2}^{EE}(\sigma )W_S^{}W_S^{},$$
(30)
where

$$C_l^{EE}(\sigma )=C_l^{EE}\mathrm{exp}(l(l+1)\sigma )$$
(31)
is the $`EE`$ power spectrum smoothed over the average beam.

Similarly the change due to temperature leakage can be described by

$$\delta B(𝐥)=\frac{d^2l_1}{(2\pi )^2}S(𝐥_1)\mathrm{\Theta }(𝐥_2)W_S(𝐥_1,𝐥_2),$$
(32)
with

$`W_{\gamma _a}`$ $`=\mathrm{sin}[2(\varphi _{l_1}\varphi _l)],`$
$`W_{\gamma _b}`$ $`=\mathrm{cos}[2(\varphi _{l_1}\varphi _l)],`$
$`W_{d_a}`$ $`=(l_2\sigma )\mathrm{cos}[\varphi _{l_1}+\varphi _{l_2}2\varphi _l],`$
$`W_{d_b}`$ $`=(l_2\sigma )\mathrm{sin}[\varphi _{l_1}+\varphi _{l_2}2\varphi _l],`$
$`W_q`$ $`=(l_2\sigma )^2\mathrm{sin}[2(\varphi _{l_2}\varphi _l)],`$ (33)
leading to

$$\delta C_l^{BB}=\underset{SS^{}}{}\frac{d^2l_1}{(2\pi )^2}C_{l_1}^{SS^{}}C_{l_2}^{\mathrm{\Theta }\mathrm{\Theta }}(\sigma )W_S^{}W_S^{},$$
(34)
for the power spectrum contamination Additional .

A few limiting cases are worth noting before proceeding to specific examples. If $`l_1l`$ as is the case for power in the contamination field at much smaller scales than the $`l`$ of interest, $`l_1l_2`$ and $`\varphi _1\varphi _2`$. The geometric factors in Eqn. (29) and (33) cause all effects to efficiently produce $`B`$-modes except the pointing curl $`p_a`$ where the cross product vanishes. In the opposite limit $`l_1l`$ then $`l_2l`$ and $`\varphi _2\varphi `$. Here the calibration $`a`$, pointing terms, and quadrupole leakage are geometrically suppressed. The reason is clear from the nature of the effects: a uniform distortion in any of these quantities does not produce a $`B`$-mode.

### III.3 Scientific Impact

Cosmological $`B`$-modes come from two main sources: gravitational waves, also known as tensor perturbations, KamKosSte97 ; ZalSel97  and gravitational lensing of polarization by the large-scale structure of the universe ZalSel98 . Aside from small but interesting effects due to the dark energy, reionization and massive neutrinos, the gravitational lensing $`B`$-modes can be predicted given parameters extracted from the CMB temperature spectrum. The gravitational lensing prediction in the fiducial model is shown in Figs. 2-5 as the shaded top line.

Under slow-roll inflation, the initial amplitude of the gravitational wave spectrum is parameterized by the energy scale of inflation $`E_i`$ and its spectrum is nearly scale invariant. It predicts a $`B`$-mode power spectrum amplitude with a peak at $`l90`$ of TS

$`\mathrm{\Delta }B_{\mathrm{peak}}`$ $`=0.024\left({\displaystyle \frac{E_i}{10^{16}\mathrm{GeV}}}\right)^2\mu \mathrm{K}.`$ (35)
Under reasonable cosmological assumptions, the CMB temperature anisotropies constrain the energy scale to be $`E_i<2.6\times 10^{16}`$GeV WanTegZal02 . If the energy scale is less than $`E_i<3.2\times 10^{15}`$GeV, then even with a direct reconstruction of the lensing signal HuOka02 , a significant detection of the inflationary $`B`$-modes cannot be achieved KnoSon02 . These two extremes are shown in Fig. 2 and are used in Figs. 3-5, to mark the range across which the systematic errors need to be controlled. We will take the prediction for the middle of this range ($`E_i=10^{16}`$ GeV) as the minimal level that a next generation polarization mission must reduce errors. For reference, with no systematics or foregrounds the Planck satellite planck  can in principle achieve a 1$`\sigma `$ bound of $`E_i=1.1\times 10^{16}`$ GeV Hu01c .

Given that the inflationary $`B`$-modes peak at $`l90`$, one might naively assume that only contamination fields with coherence corresponding to degree scales would be problematic. However because equations (28) and (32) represent mode coupling, this expectation is incorrect. The problem is that the intrinsic power in the CMB polarization fields as well as the temperature gradient and second derivative fields peak on the scale associated with the diffusion scale at recombination, now observationally determined to be $`l10^3`$ or $`10^{}`$ by the CBI experiment Peaetal02 . In Fig. 3a, we show the effect of a calibration error with the same rms $`A_a=10^2`$ but different coherence scales $`\alpha _a`$. For coherence scales above $`(8\mathrm{ln}2)^{1/2}\alpha _a=10^{}`$, the contamination actually increases as the coherence scale decreases. For most effects, the coherence scale that gives the maximum total contamination is the larger of the beam scale and $`10^{}`$. The mathematical reason is that the mode coupling sets $`𝐥=𝐥_1+𝐥_2`$ which forms a triangle with sides $`(l,l_1,l_2)`$. For CMB power at $`𝐥_2𝐥`$ contamination power at $`l_1l_2`$ causes most of the leakage by forming a flattened triangle.

The exception is the monopole leakage which takes power out of the CMB temperature power spectrum itself, not derivative power spectra which are weighted by factors of $`l`$. Here the most damaging coherence scale is associated with the first peak in the CMB at $`l200`$ (see Fig. 2) which is dangerously close to the $`l100`$ scale of interest for gravitational waves. Fig. 3b illustrates this problem and shows that degree scale fluctuations in monopole leakage from low frequency noise must be controlled to substantially better than $`10^3`$ rms for $`E_i<10^{16}`$GeV.

Pointing, dipole and quadrupole leakage errors are expressed in terms of fractions of the beam and hence can depend strongly on the beam scale. The contamination at $`l90`$ from pointing errors of a fixed fraction of the beam holds roughly constant for beam sizes above a FWHM $`10^{}`$. At this point most of the structure in the underlying CMB fields become resolved and the contamination depends on the absolute pointing error relative to the CMB $`10^{}`$ coherence (see Fig. 4). Pointing problems must be constrained to better than the larger of $`10^1`$ of the Gaussian beamwidth or $`15^{\prime \prime }`$ absolute rms for $`E_i<10^{16}`$GeV and must reach $`10^2`$ of the beamwidth or $`1.5^{\prime \prime }`$ absolute to be safely irrelevant.

The quadrupole leakage provides a more extreme example. Contamination for a fixed rms differential ellipticity strongly increases with increasing beam and so a beam $`<10^{}`$ FWHM greatly reduces the contamination. The dipole leakage lies in between these two cases in sensitivity to the beam scale. In Fig. 5 we show all of the effects, for a choice of beam and coherence of FWHM $`=10^{}`$ and an rms of $`10^2`$ for polarization distortions and $`10^3`$ for temperature leakage.

It is useful to have an approximate scaling for the rms amplitude of the systematic needed to make the contamination on the same level (at $`l=90`$) as a given target inflationary energy scale. Let us approximate the rms as a power law in the FWHM of the beam

$$A_S=C_S\left(\frac{E_i}{10^{16}\mathrm{GeV}}\right)^2(\frac{\mathrm{FWHM}}{10^{}})^{p_S}.$$
(36)
In Table 1, we give the coefficients $`C_S`$ and $`p_S`$ for two choices of the coherence scale: $`\alpha _S=\sigma `$ and $`(8\mathrm{ln}2)^{1/2}\alpha _S=2^{}`$. The beam dependence is calculated locally around $`10^{}`$ and should not be used to extrapolate results far from this.

## IV Discussion

We have provided a fairly general description of the phenomenology of systematic errors that can occur in polarization maps, their correspondence with known classes of instrumental problems, and their impact on the science of $`B`$-modes. Instability in the systematic effects or errors in their removal lead to residual contamination in the polarization maps that are parameterized by 7 fields, 4 of which have two components each, for a total of 11 distortion parameters per position on the sky or multipole moment. These errors are associated with calibration, rotation, pointing (2), spin flip (2), monopole leakage (2), dipole leakage (2) and quadrupole leakage. The three temperature leakage effects are named for the type of temperature fluctuation across the beam scale that they respond to and are especially dangerous due to the extremely low level of polarization expected in the $`B`$-modes. Monopole leakage generally arises in the receiver; dipole and quadrupole leakage are associated with asymmetries in the beam.

We have illustrated these problems by modelling the fluctuations in these contamination fields with an rms amplitude and coherence. In general, it is not sufficient to control the fluctuations in the field on the degree scales of interest for gravitational wave $`B`$-modes. Because all of these effects transfer power from the CMB fluctuations themselves, the most dangerous fluctuations are those that are on the same scale as most of the power in the CMB fields. For all but the monopole leakage effect, which can draw power out of the first acoustic peak, the underlying power lies at the diffusion damping scale of $`l10^3`$ or $`10^{}`$. Unless the beam resolves this scale, even uncorrelated white noise fluctuations in the fields can substantially contaminate low multipoles in $`B`$.

The interplay between the beam scale and $`10^{}`$ coherence scale of the CMB fields plays an especially important role in pointing, dipole leakage and quadrupole leakage. These problems couple local derivatives of the CMB fields into false polarization signals. They can largely be eliminated if the beam is sufficiently small so that the CMB fields are smooth across the beam scale. Small beams are also desirable for constructing weak lensing mass maps from the $`B`$-mode polarization HuOka02 .

Based on the systematic errors of the current generation of experiments, these problems should be challenging but not insurmountable. The DASI instrument had percent level monopole leakage which was stable at the fractional percent level and quadrupole leakage also at the percent level which was highly stable. It also had rotational uncertainties at the percent level Leietal02 . The PIQUE instrument had a monople leakage at under the percent level and a dipole leakage at less than 2.5% Hed02 . The polarization sensitive bolometers for the upcoming Boomerang experiment JonBhaBocLan02  and planned for Planck have monopole leakage at the percent level but are claimed to be very stable.

This exploratory study of polarization effects should help to provide some rough guidance on the long road ahead toward the ultimate goal of detecting the gravitational waves from inflation.

Acknowledgments: We thank Stephan Meyer for guidance; Scott Dodelson, John Kovac, Clem Pryke, Bruce Winstein and the CfCP CMB Working Group for many stimulating discussions. WH is supported by NASA NAG5-10840 and the DOE OJI program; MMH by the CfCP under NSF PHY 0114422, and MZ by NSF grants AST 0098606 and PHY 0116590 and by the David and Lucille Packard Foundation Fellowship for Science and Engineering.

## Appendix A General Treatment

The flat sky expansion in Eqn. (23) may be generalized by decomposing the fields as ZalSel98

$`[S_1\pm iS_2](\widehat{𝐧})`$ $`=(i)^s{\displaystyle \underset{lm}{}}[S_a\pm iS_b]_{lm}^{}{}_{\pm s}{}^{}Y_{lm}(\widehat{𝐧}),`$
where $`_sY_{lm}`$ is the spin-$`s`$ spherical harmonic spin .

The corrections to the $`E`$ and $`B`$ harmonics of the polarization from the distortion field $`S`$ can be generally expressed as

$`\delta X_{lm}^\pm `$ $`=(1)^m{\displaystyle \underset{l_1m_1}{}}{\displaystyle \underset{l_2m_2}{}}\sqrt{{\displaystyle \frac{(2l+1)(2l_1+1)(2l_2+1)}{4\pi }}}`$ (37)
$`\times \left(\begin{array}{ccc}l& l_1& l_2\\ m& m_1& m_2\end{array}\right)S_{l_1m_1}L_S`$ (40)
$`\times a_S^\pm (e_S^+X_{l_2m_2}^\pm +e_S^{}X_{l_2m_2}^{}),`$
where $`X^+E`$, $`X^{}iB`$ and $`Sa,\omega ,p_a,p_b,f_a,f_b`$ and

$`e_{a,p_b}^\pm `$ $`={\displaystyle \frac{1}{2}}\left[1\pm (1)^{l+l_1+l_2}\right],`$
$`e_{\omega ,p_a}^\pm `$ $`={\displaystyle \frac{1}{2}}\left[1(1)^{l+l_1+l_2}\right],`$
$`e_{f_a}^\pm `$ $`=\pm {\displaystyle \frac{1}{2}}\left[1\pm (1)^{l+l_1+l_2}\right],`$
$`e_{f_b}^\pm `$ $`=\pm {\displaystyle \frac{1}{2}}\left[1(1)^{l+l_1+l_2}\right],`$ (41)
selects out even and odd sums of the $`l`$’s. The factor $`a_S^\pm =1`$ for $`Sa,\omega ,p_a,p_b`$ and $`=\pm 1`$ for $`Sf_a,f_b`$ and adjusts the relative sign.

The specific linear source terms are

$`L_a`$ $`={\displaystyle \frac{i}{2}}L_\omega =\left(\begin{array}{ccc}l& l_1& l_2\\ 2& 0& 2\end{array}\right),`$ (44)
$`L_{p_b}`$ $`={\displaystyle \frac{1}{2}}[\sqrt{(l_2+2)(l_21)}\left(\begin{array}{ccc}l& l_1& l_2\\ 2& 1& 1\end{array}\right)`$ (47)
$`+\sqrt{(l_22)(l_2+3)}\left(\begin{array}{ccc}l& l_1& l_2\\ 2& 1& 3\end{array}\right)],`$ (50)
$`L_{p_a}`$ $`={\displaystyle \frac{i}{2}}[\sqrt{(l_2+2)(l_21)}\left(\begin{array}{ccc}l& l_1& l_2\\ 2& 1& 1\end{array}\right)`$ (53)
$`\sqrt{(l_22)(l_2+3)}\left(\begin{array}{ccc}l& l_1& l_2\\ 2& 1& 3\end{array}\right)],`$ (56)
$`L_{f_a}`$ $`=iL_{f_b}=\left(\begin{array}{ccc}l& l_1& l_2\\ 2& 4& 2\end{array}\right).`$ (59)
Under the assumption of statistical isotropy of the distortion fields, the perturbation to the power spectra are given by

$`\delta C_l^{EE}`$ $`={\displaystyle \frac{a_{00}}{\sqrt{4\pi }}}C_l^{EE}+{\displaystyle \underset{l_1l_2SS^{}}{}}{\displaystyle \frac{(2l_1+1)(2l_2+1)}{4\pi }}C_{l_1}^{SS^{}}`$
$`\times a_S^+a_S^{}^+[C_{l_2}^{EE}e_S^+e_S^{}^++C_{l_2}^{BB}e_S^{}e_S^{}^{}]L_S^{}L_S^{},`$
$`\delta C_l^{BB}`$ $`={\displaystyle \frac{a_{00}}{\sqrt{4\pi }}}C_l^{BB}+{\displaystyle \underset{l_1l_2SS^{}}{}}{\displaystyle \frac{(2l_1+1)(2l_2+1)}{4\pi }}C_{l_1}^{SS^{}}`$
$`\times a_S^{}a_S^{}^{}[C_{l_2}^{EE}e_S^{}e_S^{}^{}+C_{l_2}^{BB}e_S^+e_S^{}^+]L_S^{}L_S^{},`$
$`\delta C_l^{EB}`$ $`={\displaystyle \frac{2\omega _{00}}{\sqrt{4\pi }}}(C_l^{EE}C_l^{BB})`$ (60)
$`+{\displaystyle \underset{l_1l_2SS^{}}{}}{\displaystyle \frac{(2l_1+1)(2l_2+1)}{4\pi }}C_{l_1}^{SS^{}}`$
$`\times a_S^+a_S^{}^{}[C_{l_2}^{EE}e_S^+e_S^{}^{}+C_{l_2}^{BB}e_S^{}e_S^{}^+](i)L_S^{}L_S^{},`$
where we have allowed for the possibility of a monopole term in the calibration $`a`$ and rotation $`\omega `$. Such terms often arise from second order terms in an expansion and comes about through the variance of a distortion field across the sky. They must be kept since the net change to the power spectrum is itself second order and often cancel the linear effects. For example, second order terms in the pointing errors appear as a monopole calibration error. Since these terms do not transfer power in $`EE`$ to $`BB`$, they are not relevant for the discussion in the main paper.

Temperature leakage terms may similarly be described in their effect on $`E`$ and $`iB`$

$`\delta X_{lm}^\pm `$ $`=(1)^m{\displaystyle \underset{l_1m_1}{}}{\displaystyle \underset{l_2m_2}{}}\sqrt{{\displaystyle \frac{(2l+1)(2l_1+1)(2l_2+1)}{4\pi }}}`$ (61)
$`\times \left(\begin{array}{ccc}l& l_1& l_2\\ m& m_1& m_2\end{array}\right)S_{l_1m_1}\mathrm{\Theta }_{l_2m_2}e_S^\pm L_S,`$ (64)
for $`S\gamma _a,\gamma _b,d_a,d_b,q`$

$`e_{\gamma _a,d_b,q}^\pm `$ $`={\displaystyle \frac{1}{2}}\left[1\pm (1)^{l+l_1+l_2}\right],`$
$`e_{\gamma _b,d_a}^\pm `$ $`={\displaystyle \frac{1}{2}}\left[1(1)^{l+l_1+l_2}\right],`$ (65)
and

$`L_{\gamma _a}`$ $`=iL_{\gamma _b}=\left(\begin{array}{ccc}l& l_1& l_2\\ 2& 2& 0\end{array}\right),`$ (68)
$`L_{d_b}`$ $`=iL_{d_a}=\sqrt{l_2(l_2+1)}\sigma \left(\begin{array}{ccc}l& l_1& l_2\\ 2& 1& 1\end{array}\right),`$ (71)
$`L_q`$ $`=\sqrt{{\displaystyle \frac{(l+2)!}{(l2)!}}}\sigma ^2\left(\begin{array}{ccc}l& l_1& l_2\\ 2& 2& 0\end{array}\right).`$ (74)
The perturbation to the power spectra are given by

$`\delta C_l^{EE}`$ $`={\displaystyle \underset{l_1l_2SS^{}}{}}{\displaystyle \frac{(2l_1+1)(2l_2+1)}{4\pi }}C_{l_1}^{SS^{}}C_{l_2}^{\mathrm{\Theta }\mathrm{\Theta }}`$
$`e_S^+e_S^{}^+L_S^{}L_S^{},`$
$`\delta C_l^{BB}`$ $`={\displaystyle \underset{l_1l_2SS^{}}{}}{\displaystyle \frac{(2l_1+1)(2l_2+1)}{4\pi }}C_{l_1}^{SS^{}}C_{l_2}^{\mathrm{\Theta }\mathrm{\Theta }}`$ (75)
$`e_S^{}e_S^{}^{}L_S^{}L_S^{},`$
$`\delta C_l^{EB}`$ $`={\displaystyle \underset{l_1l_2SS^{}}{}}{\displaystyle \frac{(2l_1+1)(2l_2+1)}{4\pi }}C_{l_1}^{SS^{}}C_{l_2}^{\mathrm{\Theta }\mathrm{\Theta }}`$
$`e_S^+e_S^{}^{}(i)L_S^{}L_S^{}.`$
This completes the general description of the polarization contamination from the class of map distortions considered.


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# Commutator-errors in large-eddy simulation

## Acknowledgment

BJG would like to acknowledge support from the Los Alamos Turbulence Working Group and Center for Nonlinear Studies (2002).