Abstract
We are concerned with a system of equations governing the evolution of isothermal, viscous, and compressible fluids of the Korteweg type, which is used to describe a two-phase liquid–vapor mixture. It is found that there is a “regularity-gain" dissipative structure of linearized systems in case of zero sound speed , in comparison with the classical compressible Navier–Stokes equations. First, we establish the global-in-time existence of strong solutions in hybrid Besov spaces by using Banach’s fixed point theorem. Furthermore, we prove that the global solutions with critical regularity are Gevrey analytic in fact. Secondly, based on Gevrey’s estimates, we obtain uniform bounds on the growth of the analyticity radius of solutions in negative Besov spaces, which lead to the optimal time-decay estimates of solutions and their derivatives of arbitrary order.
    Keywords:
                                                                    global existence;                    analyticity;                    decay estimate;                    hybrid Besov space;                    Navier–Stokes–Korteweg system        MSC:
                76N10; 35D35; 35Q35
            1. Introduction
The Korteweg system describes the dynamics of a liquid–vapor mixture, whose phases are separated by a hypersurface and the jump in the pressure across the hypersurface is proportional to the curvature. The theory formulation originated from the works of van der Waals [] (and, later, Korteweg []) more than one century ago. The basic idea is to add to the classical compressible fluid equation a capillary term, which penalizes high variations of the density. The rigorous derivation of the corresponding equations, which we named the compressible Navier–Stokes–Korteweg system, is due to Dunn and Serrin in []. In the barotropic case, it reads as follows:
      
        
      
      
      
      
    
Here,  and  represent the unknown functions on , which stand for the density and velocity field of the fluid, respectively. The pressure  is a suitable smooth function of  only since we neglect the thermal effect. The notation  is represented by , where the Lamé coefficients  and  (the bulk and shear viscosities) are density-dependent functions, respectively. Mathematically, in order to ensure the uniform ellipticity of , they are assumed to satisfy
      
      
        
      
      
      
      
    
In the following, the Korteweg tensor is given by (see [])
      
      
        
      
      
      
      
    
      where  stands for the tensor product  and the capillarity coefficient  can depend on  in general.
System (1) is supplemented with initial data
      
      
        
      
      
      
      
    
In the present paper, we are interested in studying the Cauchy problem (1) and (2), where the initial date tends to a constant equilibrium  with .
Clearly, if the capillarity coefficient , then System (1) reduces to the classical Navier–Stokes system of viscous compressible flows. To the best of our knowledge, there are many excellent literature studies on the solutions to the compressible Navier–Stokes system in different settings. Here, we pay more attention to the Korteweg system (1) and the dissipation effect arising from the Korteweg tensor. From [], the existence of smooth solutions was known since the works of Hattori and Li [,]. In contrast with the local existence, global solutions were obtained only for initial data close enough to the stable equilibrium  with convex pressure profiles. Danchin and Desjardins [] established the global existence of strong solutions in so-called critical Besov spaces, which are invariant by the scaling invariant property of the Korteweg system (1); if the system admits a solution , then so does , where
      
      
        
      
      
      
      
    
      provided that the pressure laws P have been changed to . Bresch, Desjardins, and Lin [] addressed the global-in-time existence of weak solutions in a periodic or strip domain. Wang and Tan [] deduced various optimal  and  time-decay rates of smooth solutions and their spatial derivatives. Charve, Danchin, and the second author [] established the global well-posedness result in more general  critical spaces. They investigated the Gevrey analyticity of (1) and (2) (the first analyticity efforts on the compressible fluids). Chikami and Kobayashi [] investigated the global well-posedness and optimal time-decay estimates in the Besov spaces of -type. Kawashima, Shibata, and the second author [] developed different  energy methods (independent of the spectral analysis) and obtained the optimal decay rates of strong solutions in the  critical framework. Murata and Shibata [] addressed a statement on the global existence and decay estimates to (1) and (2) in the Besov spaces, where the - maximal regularity was mainly employed.
On the other hand, owing to the fact that the Korteweg system was deduced by using van der Waals potential, there exists non-monotone pressure due to the phase transition (see details in Kobayashi and Tsuda []). It is important and interesting to investigate more physical cases where  (zero sound speed) and . In those cases, the pressure term could not provide low-order dissipation on perturbation solutions. Danchin and Desjardins [] gave a Fourier study of the linearized system to (1). Kotschote [] considered the initial boundary value problem of (1) in a bounded domain and proved the local existence and uniqueness of strong solutions. Tang and Gao [] proved the stability of the weak solution in the periodic domain  under non-monotone pressure laws. Huang, Hong, and Shi [] studied a more general pressure law, including van der Waals equation of state, and proved the local-in-time existence of smooth solutions to the Cauchy problem of (1) and (2). Furthermore, global smooth solutions to the periodic problem were also established. Chikami and Kobayashi [] observed the different behaviors of characteristic roots , whether the quantity  is positive, negative, or zero (see below), which indicates the parabolic smoothing is available in all frequency spaces for the case of zero sound speed. Consequently, they established the existence and large time behaviors of global solutions in critical Besov spaces.
The main objective of this paper is to improve those results in [] in the case of zero sound speed . We shall establish the global-in-time existence of strong solutions in hybrid Besov spaces. Furthermore, it is shown that the global solutions with critical regularity are Gevrey analytics. Finally, based on Gevrey’s estimates, we obtained uniform bounds on the growth of the analyticity radius of solutions in negative Besov spaces, which lead to the optimal time-decay estimates of solutions and their derivatives of arbitrary order, without additional smallness on the low frequencies of initial data.
2. Momentum Formulation and Main Results
As in [], we rewrite (1) in the momentum formulation, such that those nonlinear terms satisfy the divergence form. For the sake of simplicity, we normalize the constant equilibrium  to be one. Moreover, we introduce the viscosity coefficients ,  and the capillarity coefficient . Denoting  as the density fluctuation and  of the momentum, the Cauchy problem reads as follows:
      
        
      
      
      
      
    
      with
      
      
        
      
      
      
      
    
Setting , one can write the nonlinear terms  as follows:
      
        
      
      
      
      
    
      with ,  and
      
      
        
      
      
      
      
    
In our analysis, those functions vanish at zero and are assumed to be real analytics. Before stating the result, let us introduce the following functional space
      
      
        
      
      
      
      
    
      which is equipped with the following norm
      
      
        
      
      
      
      
    
Actually,  represents a class of hybrid Besov spaces, see Appendix A for the detailed definition. Moreover, we write  if .
Our first result is the global well-posedness and Gevrey analyticity of the strong solutions to (4) in case of zero sound speed.
Theorem 1. 
Suppose that  and . If ; moreover, , there exists a constant  depending on functions , and d, such that
      
        
      
      
      
      
    Then the Cauchy problem (4) and (5) admits a unique global-in-time solution  in the space  satisfying
      
        
      
      
      
      
    for any . Moreover, the solution  satisfies , where  and  stands for the Fourier multiplier with symbol .
Remark 1. 
From Theorem 1, we see that the Korteweg tensor compensates for the lack of dissipation arising from the pressure term and stabilizes the system in case of zero sound speed. By introducing the -type space at low frequencies, one can improve the global existence results of (4) and (5) in [] with rough initial data. Moreover, it is proved that the solution is Gevrey analytic in the hybrid Besov space, where the radius of analyticity grows as  in time.
Based on Gevrey’s estimates, we present a new derivation for the optimal decay of the solution and its arbitrary higher-order derivatives.
Theorem 2. 
Remark 2. 
The key estimate of Theorem 2 lies in the uniform bounds on the growth of the analyticity radius in Besov spaces of the negative order and, thus, is totally different in contrast to the recent energy methods developed in [,,,].
We would like to give a rough sight of the linearized system of (4). By virtue of the Leray projector by , the corresponding linear system can be reformulated in terms of the  (divergence-free part) and  (compressible part):
      
        
      
      
      
      
    
      where we set .
It is clear that  just fulfills a linear heat equation. Denote . The coupling system for a and  reduces to
      
      
        
      
      
      
      
    
Taking the Fourier transform with respect to  leads to
      
      
        
      
      
      
      
    
      where  is the Fourier variable. It is not difficult to check that
      
- If , then has two real eigenvalues:
 - If , then has two complex conjugated eigenvalues:
 
Let us underline that (14) is of the “regularity-gain” type, according to the new notion for the general hyperbolic-parabolic system with dispersion formulated in [], which indicates that the solution enjoys parabolic regularization. That is, the pressure term cannot offer dissipation in case of zero sound speed, however, the three-order term originated from the Korteweg tensor stabilizes the system to be parabolic. In particular, the solution behaves as a combination of the heat kernel and Schrödinger wave in the case of the large capillary coefficient that . The proof of Theorem 1 depends mainly on the energy approach in terms of Hoff’s viscous effective flux (see []), which has been developed by Haspot [] in the critical regularity framework. To control the evolution of norm  at low frequencies, inspired by [], a lower regularity than the scaling one is imposed, which enables us to use “hybrid” Besov norms with different regularity indices in the low and high frequencies. To overcome the technical difficulties with more rough initial data, Proposition A1 is well employed, which leads to the global existence in the -type space at low frequencies. Furthermore, the dissipation mechanism of the “regularity-gain” type allows us to establish the analyticity of solutions to (4) and (5).
For asymptotic behaviors of solutions, inspired by Oliver and Titi’s work [] for incompressible fluids, we shall develop a decay framework based on Gevrey’s estimates:
      
        
      
      
      
      
    
Obviously, in order to obtain the optimal decay estimates (11) and (12), it suffices to establish uniform bounds on the growth of the analyticity radius in negative Besov norms
      
      
        
      
      
      
      
    
In other words, the decay problem turns into the analytical stability one. The argument of proof of Theorem 2 is of independent interest in the critical setting, which may apply to a wide range of dissipative systems of the “regularity-gain” type as in [].
The rest of this paper unfolds as follows. In Section 3, we establish the global-in-time existence of strong solutions in hybrid Besov spaces. Section 4 is devoted to the Gevrey analyticity of solutions. In Section 5, we establish uniform bounds on the growth of the radius of analyticity, which leads to the optimal time-decay estimates of solutions and their derivatives of arbitrary order. In the last section (Appendix A and Appendix B ), we briefly present nonlinear Besov(–Gevrey) estimates for the product and composition of functions for the convenience of readers.
3. The Global Well-Posedness
Throughout the proof,  stands for a generic “constant". For brevity,  means that . It will also be understood that  for all . In this section, our task is to give the proof of Theorem 1. It is observed that the linear system of (4) admits the parabolic regularization in both high frequencies and low frequencies due to the Korteweg tensor. We perform the energy method in terms of the effective velocity and obtain the key priori estimates. Furthermore, the global existence of strong solutions to (4) and (5) are achieved by the standard fixed point argument.
For clarity, we denote the norm by
      
      
        
      
      
      
      
    
      and prove the following priori estimates for solutions to (4) and (5).
Proposition 1. 
Proof.  
The first step is devoted to the linear analysis. By using the Leray projector , the momentum can be written as , which is the sum of the incompressible part  and the compressible part . From (4), one can obtain the coupling system between a and  satisfying
        
      
        
      
      
      
      
    
        where we used the fact . To decouple the system (19), we introduce the effective velocity inspired by [], i.e.,
        
      
        
      
      
      
      
    
        where  satisfies . After simple calculations, we arrive at
        
      
        
      
      
      
      
    
		Duhamel’s principle implies that
        
      
        
      
      
      
      
    
Employing Fourier localizations on w and Plancherel’s theory leads to
        
      
        
      
      
      
      
    
Then it follows that
        
      
        
      
      
      
      
    
        where  is positive. Hence, multiplying (22) with  and summarizing on  ( is the threshold of the frequency cut-off) yield
        
      
        
      
      
      
      
    
		On the other hand, bounding , we use the fact
        
      
        
      
      
      
      
    
        so that the equation for  can be rewritten as
        
      
        
      
      
      
      
    
		Hence, repeating calculations in (23), one can deduce
        
      
        
      
      
      
      
    
		Therefore, it follows from (23) and (26) that
        
      
        
      
      
      
      
    
To control the evolution of norm  at the low frequencies, we need to establish the  estimates of . The effective velocity still plays a key role in the low-frequency estimates. Similarly, one can obtain
        
      
        
      
      
      
      
    
		The details are left to the interested readers. Finally, we see that  fulfills a mere heat equation:
        
      
        
      
      
      
      
    
		Hence, it follows from Proposition A4 that
        
      
        
      
      
      
      
    
        and
        
      
        
      
      
      
      
    
		Combining (57)–(28), (30) and (31) leads to
        
      
        
      
      
      
      
    
In what follows, let us handle those nonlinear terms in g. Indeed, regarding those nonlinear estimates at high frequencies, the reader is referred to Proposition 3.1 in []. Here, we feel free to skip the details. Consequently, one can deduce that
        
      
        
      
      
      
      
    
        where  is a constant depending on R. What is left is to bound the nonlinear terms in the low-frequency part. For that end, we shall frequently use the following inequality, which is the direct consequence of Proposition A1 for :
        
      
        
      
      
      
      
    
Let us start to estimate . First of all, we focus on the pressure term , which is a lower-order one with respect to the scaling of the Korteweg system. It follows from (34) that
        
      
        
      
      
      
      
    
		By performing Proposition A2, we have
        
      
        
      
      
      
      
    
        where  is some constant depending on R. Noticing the real interpolation for ,  and ,
        
      
        
      
      
      
      
    
        which implies that
        
      
        
      
      
      
      
    
		Therefore, we deduce that
        
      
        
      
      
      
      
    
		As a matter of fact, other nonlinear terms can be estimated in a similar way. For the term with , it follows from (34) that
        
      
        
      
      
      
      
    
		Another term in  can be dealt with in the same way. Consequently, we have
        
      
        
      
      
      
      
    
		Regarding , we estimate  as an example. Precisely,
        
      
        
      
      
      
      
    
		Moreover, performing similar calculations for  and  enables us to obtain
        
      
        
      
      
      
      
    
		For , one can employ (34) again to obtain
        
      
        
      
      
      
      
    
		Finally, we handle the Korteweg terms in low frequencies. It follows from (34) that
        
      
        
      
      
      
      
    
		For , it suffices to take a look at the term . Indeed,
        
      
        
      
      
      
      
    
		Repeating the above calculations to  and  leads to
        
      
        
      
      
      
      
    
		Putting those estimates (36)–(41) together, we conclude that
        
      
        
      
      
      
      
    
		Furthermore, combining (32), (33), and (42), we arrive at (18), which finishes the proof of Proposition 1.    □
Based on Proposition 1, one can establish the global-in-time existence and uniqueness by the fixed point argument. Precisely, it follows from the standard Duhamel formula that
      
      
        
      
      
      
      
    
      where  is the semi-group associated with the following linear system:
      
        
      
      
      
      
    
Set
      
      
        
      
      
      
      
    
Define the functional  in the neighborhood of zero in the space  by
      
      
        
      
      
      
      
    
To obtain the existence part of Theorem 1, it is sufficient to show that  has a fixed point for in . For that end, the proof is divided into two steps: the stability of the closed ball  for sufficient small r and contraction in that ball. Let . From Proposition 1, we obtain
      
      
        
      
      
      
      
    
      and
      
      
        
      
      
      
      
    
Let r be small, such that . Assuming that  implies that
      
      
        
      
      
      
      
    
Thus, by calculations in the proof of Proposition 1, we have
      
      
        
      
      
      
      
    
Choosing a suitable , such that
      
      
        
      
      
      
      
    
      we, thus, have
      
      
        
      
      
      
      
    
Next, we prove the contraction property. Let  and  be in . We are going to estimate . According to (44), we obtain
      
      
        
      
      
      
      
    
Bounding those nonlinear terms on the right-hand side of (48) follows the similar procedure of the a priori estimate in Proposition 1. Let us show the calculation for :
      
        
      
      
      
      
    
      where Proposition A3 is applied in the last inequality. On the other hand,
      
      
        
      
      
      
      
    
In conclusion, one can obtain the following error estimate, provided that r and  are small enough as in (47)
      
      
        
      
      
      
      
    
4. Gevrey Analyticity
In this section, it is proved that the solution addressed by Theorem 1 is actually Gevrey analytic. The proof lies in the following a priori estimate, which indicates the evolution of Gevrey regularity in the critical space. Set  for some  (to be confirmed later) and
      
      
        
      
      
      
      
    
Proposition 2. 
Proof.  
Indeed, one can repeat the procedure leading to Proposition (18) after imposing the Gevrey multiplier  everywhere. It follows from (21) that ()
        
      
        
      
      
      
      
    
        with . Employing the Fourier cut-off operator  gives
        
      
        
      
      
      
      
    
		Noting that , it holds that
        
      
        
      
      
      
      
    
        furthermore, we have
        
      
        
      
      
      
      
    
        where  and the triangle inequality  has been used. Then the routine calculation (restricted in high frequencies) yields
        
      
        
      
      
      
      
    
		Applying  to (25) and repeating the same calculation as (53) lead to
        
      
        
      
      
      
      
    
		Therefore, by (24), we deduce that
        
      
        
      
      
      
      
    
		In the spirit of Gevrey’s estimates in high frequencies, we obtain
        
      
        
      
      
      
      
    
		Together (54) with (55), we conclude that
        
      
        
      
      
      
      
    
		Next, we begin to estimate the nonlinear part G. Set , which represents the minimum of the convergence radius of those analytic functions appearing in the nonlinear term g. Since the Gevrey estimates on high frequencies are very close to those in [], we only give the sketch as follows. For , without loss of generality, it suffices to deal with the term . From Corollary A1, we have
        
      
        
      
      
      
      
    
		It follows from Proposition A6 that
        
      
        
      
      
      
      
    
		On the other hand, the regularity for composite in  is great than , and Proposition A6 cannot be applied directly, so bounding  is more elaborate. Indeed,
        
      
        
      
      
      
      
    
        where . Consequently, we arrive at
        
      
        
      
      
      
      
    
        where  is some constant depending on . Therefore, one can obtain
        
      
        
      
      
      
      
    
		Bounding  is similar to (57), so we have
        
      
        
      
      
      
      
    
		Regarding , it follows from Proposition A6 that
        
      
        
      
      
      
      
    
		The term  with respect to the pressure can be estimated as
        
      
        
      
      
      
      
    
		Regarding the high frequencies of capillary terms, it follows that
        
      
        
      
      
      
      
    
        and
        
      
        
      
      
      
      
    
		Adding those estimates (57)–(62) together, we conclude that
        
      
        
      
      
      
      
    
Bounding Gevrey regularity in  at low frequencies is new, we need the following Gevrey product inequalities:
        
      
        
      
      
      
      
    
        with , which can be regarded as the consequence of Corollary A1 by taking  and . We would like to mention that the case of  is excluded from (64). This fact is different from the usual product estimate (34) (see []). Now, we start to estimate . Precisely,
        
      
        
      
      
      
      
    
		For simplicity, we just pay attention to the term with  in :
        
      
        
      
      
      
      
    
		Repeating the above calculations to other terms in  again, one can obtain
        
      
        
      
      
      
      
    
		Similarly, by taking advantage of (64) and Proposition A6, we obtain
        
      
        
      
      
      
      
    
		It follows from (64) that
        
      
        
      
      
      
      
    
		Then using Proposition A6 yields
        
      
        
      
      
      
      
    
        which lead to
        
      
        
      
      
      
      
    
		Regarding the Korteweg terms in low frequencies, we have
        
      
        
      
      
      
      
    
        and
        
      
        
      
      
      
      
    
		Plugging (65)–(71) together, we eventually arrive at
        
      
        
      
      
      
      
    
		Hence, (51) is followed by adding those inequalities (56), (63) and (72), which completes the proof of Proposition 2.    □
With the help of Proposition 2, it is not difficult to work out a similar fixed point argument as in Section 3 and to prove the Gevrey regularity part in Theorem 1.
5. The Asymptotic Behaviors
This section is devoted to establishing the large-time asymptotic behaviors for solutions to the Cauchy problem (4). The following Lemma enables us to initiate the decay framework based on Gevrey’s estimates (16) and (17), which developed Oliver–Titi’s argument to Besov spaces.
Lemma 1. 
Let . For any  and any tempered distribution f, it holds for all  and , such that
      
        
      
      
      
      
    
and
      
        
      
      
      
      
    
where  is some constant.
The reader is referred to [] for similar proof details. In light of Lemma 1, the proof of Theorem 2 lies in the uniform upper bounds on the growth of the analyticity radius of solutions in negative Besov norms (restricted in low frequencies).
5.1. Uniform Upper Bounds on the Growth of Analyticity Radius
Proposition 3. 
Let  be the solution constructed in Theorem 1 for . Suppose that the real number  fulfills . If  is additionally bounded, then it holds that
      
        
      
      
      
      
    for any , where the constant C depends on the initial norm .
Proof.  
Denote . Perform a similar process leading to (54) and (55) to obtain
          
      
        
      
      
      
      
    
		  The next step is to estimate those nonlinear terms . As a consequence of Corollary A1, the following Gevrey product inequalities will be frequently used in subsequent analysis:
          
      
        
      
      
      
      
    
      
        
      
      
      
      
    
          for  with .
For , we only need to consider the first term , since another term can proceed in a similar way. Precisely,
          
      
        
      
      
      
      
    
		  In light of (75), it follows that
          
      
        
      
      
      
      
    
		  Keeping in mind that , we employ Proposition A6 and (35) to give
          
      
        
      
      
      
      
    
		  On the other hand, it follows from the interpolation that
          
      
        
      
      
      
      
    
		  Hence, we deduce that
          
      
        
      
      
      
      
    
		  Similarly,
          
      
        
      
      
      
      
    
		  Together (77) with (78), we arrive at
          
      
        
      
      
      
      
    
		  For , it is enough to estimate
          
      
        
      
      
      
      
    
          and other terms follow from similar steps. Keeping in mind that (76), one has
          
      
        
      
      
      
      
    
		  Thus, employing a similar procedure leading to (77) and (78) yields
          
      
        
      
      
      
      
    
          which implies that
          
      
        
      
      
      
      
    
		  For , with the help of (75) and (76), we have
          
      
        
      
      
      
      
    
		  It follows from (75) that
          
      
        
      
      
      
      
    
		  Similarly, thanks to (75), we employ Proposition A6 once again to deduce that
          
      
        
      
      
      
      
    
		  Finally, the term  can be similarly treated and, thus, we have
          
      
        
      
      
      
      
    
		  Combining with (79)–(85), we conclude that
          
      
        
      
      
      
      
    
          furthermore, it follows from (74) that
          
      
        
      
      
      
      
    
		  Theorem 1 enables us to find some constant  sufficient small, such that if , then
          
      
        
      
      
      
      
    
Consequently, (73) is followed by the fact . The proof of Proposition 3 is complete.    □
5.2. Optimal Time-Decay Rates
The last subsection is to establish the optimal decay estimates of solutions. It follows from Sobolev embedding  that
        
      
        
      
      
      
      
    
We first show that solutions decay polynomially as fast as heat kernels in low frequencies. In fact, by taking  in Lemma 1 and Proposition 3, one can deduce that
        
      
        
      
      
      
      
    
        for , where . Bounding the large time behavior of momentum m is totally similar:
      
        
      
      
      
      
    
        for .
On the other hand, it is shown that the decay of the high frequency of solutions is actually exponential at large times. Indeed, taking  in Lemma 1, we have
        
      
        
      
      
      
      
    
        for . According to Theorem 1, we arrive at
        
      
        
      
      
      
      
    
		Similarly,
        
      
        
      
      
      
      
    
6. Conclusions
In this paper, we established the global-in-time existence and uniqueness of the compressible Navier–Stokes–Korteweg system for non-increasing pressures, compared to results presented in [,].
Moreover, we present the Gevrey analyticity in the critical space, which is new for the zero sound speed case. Based on the Gevrey analyticity, we also established a new Gevrey energy method, compared to the classical time-weight energy method, see [,], to obtain large time behaviors, which enables us to arrive at decay rates for any order derivatives without asking for ’smallness’ for the initial assumption.  
Author Contributions
Formal analysis, Z.S.; methodology, J.X.; investigation, Z.S. and J.X. All authors have read and agreed to the published version of the manuscript.
Funding
The second author (J.X.) is partially supported by the National Natural Science Foundation of China (12271250, 12031006).
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
Not applicable.
Conflicts of Interest
The authors declare no conflict of interest.
Appendix A. Littlewood–Paley Theory and Besov Spaces
To make the paper as self-contained as possible, let us recall the Littlewood–Paley decomposition, Besov spaces, and related analysis tools. The reader is referred to Chapter 2 and Chapter 3 in [] for more details.
First, we introduce the homogeneous Littlewood–Paley decomposition. The Fourier transform of a function  (the Schwartz class) is denoted by
        
      
        
      
      
      
      
    
        and  stands for the inverse Fourier transform. Let  be a smooth function valued in , such that  is supported in the ball . Set . Then  is supported in the shell  so that
        
      
        
      
      
      
      
    
For any tempered distribution , those homogeneous dyadic blocks  are defined by
        
      
        
      
      
      
      
    
		Denote by  the tempered distributions modulo polynomials . Consequently, the homogeneous Besov spaces can be characterized in terms of spectral cut-off blocks.
Definition A1. 
For  and , the homogeneous Besov spaces  are defined by
      
        
      
      
      
      
    where
      
        
      
      
      
      
    with the usual convention if .
When studying the evolution of PDEs, a class of mixed space-time Besov spaces are also used, which was first proposed by J.-Y. Chemin and N. Lerner in [].
Definition A2. 
For , the homogeneous Chemin–Lerner spaces  are defined by
      
        
      
      
      
      
    where
      
        
      
      
      
      
    with the usual convention if .
For notational simplicity, the index T is omitted if . The Chemin–Lerner space  may be linked with the standard spaces  by means of Minkowski’s inequality.
Remark A1. 
It holds that
      
        
      
      
      
      
    
Restricting the above norms (A1) and (A2) to the low- or high-frequency parts of distributions will be fundamental in our approach. For example, let us fix an integer  (the value of which will follow from the proof of the main theorem) and set (for technical reasons, we need a small overlap between the low and high frequencies.)
        
      
        
      
      
      
      
    
      
        
      
      
      
      
    
Moreover, we introduce the hybrid Besov spaces, which compensate for the embedding relationship in low frequencies (see for example []).
Definition A3. 
Let , . We denote  by the space of functions  equipped with the following norm:
      
        
      
      
      
      
    for some integer .
For convenience, we write . Moreover, one can define the hybrid Chemin–Lerner spaces  with norm:
      
        
      
      
      
      
    
        for . Similarly, we write .
The following product estimates in Besov spaces play fundamental roles in bounding bilinear terms in (4) (see []).
Proposition A1. 
Let  and .
- If , , then
 - If , , , then
 - If , , then
 
System (4) also involves compositions of functions (through  ) and they are bounded according to the following proposition.
Proposition A2. 
Let  be smooth with . For all  and , we have  for , and
      
        
      
      
      
      
    with  depending only on  (and higher derivatives), .
In the case , then  implies that , and
      
        
      
      
      
      
    where  is a constant that depends on F and .
Next, we give the following proposition in the Chemin–Lerner space. The reader is referred to [] for the proof.
Proposition A3. 
Let  be smooth with . For all  and , if  (), we have that
      
        
      
      
      
      
    where  is some constant depending on , , and d. Moreover, the case  holds true when .
Finally, we recall the endpoint maximal regularity property of heat equations.
Proposition A4. 
Let ,  and  Let u satisfy
      
        
      
      
      
      
    Then for all , the following priori estimate is fulfilled:
      
        
      
      
      
      
    
The result is generalized to the case of the complex diffusion coefficient, see Lemma 3.3 in [].
Appendix B. Gevrey Estimates
In this subsection, we give Gevrey product estimates and composite estimates, which have been frequently used in the proof of Theorems 1 and 2. Proving the Gevrey regularity of solutions in a real analytic family will be based on continuity results for the family  of bilinear operators defined by
        
      
        
      
      
      
      
    
        for some . Following [,], one can introduce the following operators acting on functions, depending on one real variable:
      
        
      
      
      
      
    
      
        
      
      
      
      
    
        and define  and  as follows:
      
        
      
      
      
      
    
		Set
        
      
        
      
      
      
      
    
        for ,  and . Then it follows that
        
      
        
      
      
      
      
    
		It is not difficult to see that  are linear combinations of the smooth homogeneous of degree-zero Fourier multipliers, which are bounded on  for .
Lemma A1 
([,]). For any  with , we have for a constant C independent of ,
      
        
      
      
      
      
    
Based on Lemma A1, by using Bony’s decomposition, we can prove the following product estimates with the Gevrey multiplier. The interested reader is referred to [] for details.
Proposition A5. 
Let . Denote , .
- If , , then it holds for that
 - If , , then it holds that
 - If , , , then it holds thatMoreover, holds true for .
 
Similarly, we have the Gevrey product estimates in Chemin–Lerner spaces.
Corollary A1. 
Let , .
- If , , then it holds for thatwhere
 - If , , then it also holds that
 - If , , , then it also holds thatMoreover, holds true for .
 
Based on Corollary A1, we establish the following estimates for composite functions in the real-analytic family (see []).
Proposition A6. 
Set , . Let F be a real analytic function in a neighborhood of 0, such that . Let  with . There exist two constants,  and D, depending only on , and  such that if for some ,
      
        
      
      
      
      
    then
      
        
      
      
      
      
    for . Moreover, the case  holds true for .
We also give an analog of Proposition A3, which was first shown by [].
Proposition A7. 
Let F be a real analytic function in a neighborhood of 0, such that . Let  and  with , there exist two constants,  and , depending only on , and F, such that if for some ,
      
        
      
      
      
      
    then
      
        
      
      
      
      
    for . Moreover, the case  holds true for .
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