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=== Assistant: Below is a clean, fully rigorous account of how one passes from classical to mild solutions and back, while explicitly … === Below is a clean, fully rigorous account of how one passes from classical to mild solutions and back, while explicitly respecting the fact that the Newton–Leibniz formula holds only almost everywhere for Banach-valued functions. I will be precise about what is true pointwise, what is true a.e., and why this is sufficient. ==== 1. Functional setting (what is assumed and why) ==== Fix a Banach space XXX (e.g. L2L^2L2, Hs−1H^{s-1}Hs−1, HsH^sHs). Let A=νΔA=\nu\DeltaA=νΔ (with domain D(A)⊂XD(A)\subset XD(A)⊂X) and let etAe^{tA}etA be the heat semigroup. Assume: * u∈C([0,T];X)u \in C([0,T];X)u∈C([0,T];X), * F∈L1(0,T;X)F \in L^1(0,T;X)F∈L1(0,T;X). These are minimal assumptions under which the Duhamel integral ∫0te(t−s)AF(s) ds\int_0^t e^{(t-s)A}F(s)\,ds∫0te(t−s)AF(s)ds is well-defined as a Bochner integral. ==== 2. Mild solution (definition) ==== A function u∈C([0,T];X)u\in C([0,T];X)u∈C([0,T];X) is a mild solution of ∂tu=Au+F(t)\partial_t u = Au + F(t)∂tu=Au+F(t) with initial data u(0)=u0∈Xu(0)=u_0\in Xu(0)=u0∈X if u(t)=etAu0+∫0te(t−s)AF(s) ds∀t∈[0,T].\boxed{ u(t) = e^{tA}u_0 + \int_0^t e^{(t-s)A}F(s)\,ds \qquad\forall t\in[0,T]. }u(t)=etAu0+∫0te(t−s)AF(s)ds∀t∈[0,T]. This definition involves no derivatives in time, only integrals. ==== 3. Key analytic fact: Newton–Leibniz in Banach spaces ==== Let g∈L1(0,T;X)g \in L^1(0,T;X)g∈L1(0,T;X). Define G(t):=∫0tg(s) ds(Bochner integral).G(t) := \int_0^t g(s)\,ds \quad\text{(Bochner integral)}.G(t):=∫0tg(s)ds(Bochner integral). Then: # G∈C([0,T];X)G \in C([0,T];X)G∈C([0,T];X), # GGG is absolutely continuous, # The derivative exists almost everywhere and G′(t)=g(t)for a.e. t.G'(t) = g(t)\quad\text{for a.e. }t.G′(t)=g(t)for a.e. t. This is the Banach-valued Newton–Leibniz theorem. Crucially: * the derivative need not exist everywhere, * but equality a.e. is sufficient for PDE theory. ==== 4. Mild ⇒ differential equation (a.e.) ==== Assume uuu is a mild solution: u(t)=etAu0+∫0te(t−s)AF(s) ds.u(t)=e^{tA}u_0+\int_0^t e^{(t-s)A}F(s)\,ds.u(t)=etAu0+∫0te(t−s)AF(s)ds. ===== Step 1 — Differentiate the linear term ===== For all t>0t>0t>0, ddtetAu0=AetAu0\frac{d}{dt}e^{tA}u_0 = A e^{tA}u_0dtdetAu0=AetAu0 (classical semigroup theory). ===== Step 2 — Differentiate the integral term ===== Define G(t):=∫0te(t−s)AF(s) ds.G(t):=\int_0^t e^{(t-s)A}F(s)\,ds.G(t):=∫0te(t−s)AF(s)ds. Write it as G(t)=∫0th(t,s) dswithh(t,s)=e(t−s)AF(s).G(t)=\int_0^t h(t,s)\,ds \quad\text{with}\quad h(t,s)=e^{(t-s)A}F(s).G(t)=∫0th(t,s)dswithh(t,s)=e(t−s)AF(s). Then: * h(⋅,s)h(\cdot,s)h(⋅,s) is differentiable for each s<ts<ts<t, * ∂th(t,s)=Ae(t−s)AF(s)\partial_t h(t,s)=A e^{(t-s)A}F(s)∂th(t,s)=Ae(t−s)AF(s), * F∈L1F\in L^1F∈L1 ensures Bochner integrability. By standard differentiation-under-the-integral results for Bochner integrals: ddtG(t)=F(t)+∫0tAe(t−s)AF(s) dsfor a.e. t.\frac{d}{dt}G(t) = F(t)+\int_0^t A e^{(t-s)A}F(s)\,ds \quad\text{for a.e. }t.dtdG(t)=F(t)+∫0tAe(t−s)AF(s)dsfor a.e. t. ===== Step 3 — Combine ===== For almost every t∈(0,T)t\in(0,T)t∈(0,T), ∂tu(t)=Au(t)+F(t).\partial_t u(t) = Au(t)+F(t).∂tu(t)=Au(t)+F(t). Thus: : Every mild solution satisfies the PDE almost everywhere in time. This is the strongest statement possible without extra regularity. ==== 5. Classical ⇒ mild (exact identity) ==== Now assume uuu is a classical solution, meaning: * u∈C([0,T];D(A))∩C1((0,T);X)u\in C([0,T];D(A))\cap C^1((0,T);X)u∈C([0,T];D(A))∩C1((0,T);X), * ∂tu=Au+F(t)\partial_t u = Au+F(t)∂tu=Au+F(t) holds pointwise. Multiply the equation by e−(t−s)Ae^{-(t-s)A}e−(t−s)A and integrate in time: ddt(e−tAu(t))=e−tAF(t).\frac{d}{dt}\big(e^{-tA}u(t)\big)=e^{-tA}F(t).dtd(e−tAu(t))=e−tAF(t). Integrate from 000 to ttt: e−tAu(t)−u0=∫0te−sAF(s) ds.e^{-tA}u(t)-u_0=\int_0^t e^{-sA}F(s)\,ds.e−tAu(t)−u0=∫0te−sAF(s)ds. Multiply by etAe^{tA}etA: u(t)=etAu0+∫0te(t−s)AF(s) ds.u(t)=e^{tA}u_0+\int_0^t e^{(t-s)A}F(s)\,ds.u(t)=etAu0+∫0te(t−s)AF(s)ds. This identity holds for all ttt. So: : Every classical solution is automatically a mild solution. ==== 6. Why “a.e. equality” is enough in Navier–Stokes ==== In Navier–Stokes: F(t)=−P∇⋅(u⊗u)(t),F(t)=-P\nabla\cdot(u\otimes u)(t),F(t)=−P∇⋅(u⊗u)(t), and we only ever test the equation against smooth test functions or integrate in time. All weak / mild / strong formulations rely on: * u∈Lt∞Xu\in L^\infty_t Xu∈Lt∞X, * ∂tu∈Lt1X\partial_t u\in L^1_t X∂tu∈Lt1X, * equations holding almost everywhere. Pointwise-in-time validity is not required and cannot be expected at low regularity. ==== 7. Summary (logical flow) ==== # Mild formulation uses only integrals → well-defined under F∈L1F\in L^1F∈L1. # Banach-valued Newton–Leibniz gives time derivative a.e.. # Hence mild solutions satisfy the PDE a.e. in time. # Classical solutions satisfy the PDE pointwise and automatically satisfy the mild formula. # “Almost everywhere” is the natural and correct level of rigor for Navier–Stokes. ==== 8. Key takeaway (the misconception to avoid) ==== : You do not need Newton–Leibniz to hold everywhere. : PDE theory only requires it to hold almost everywhere, and Banach-valued integration provides exactly that. Nothing essential is lost. If you want, I can next: * write the full argument explicitly for Navier–Stokes with all operators, * show exactly where additional regularity upgrades “a.e.” to pointwise, * or show why assuming pointwise differentiability from the start is illegitimate. Just say which.
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