28th November, 2011.

By Samsung, SUM Sung Fung.

MATH4052 - Partial Differential Equations

Tutorial Notes #10
Samsung, SUM Sung Fung <[email protected]>

Poissons Equations

Greens Identity

Suppose is a domain in n and is of class C1 .


f C1 () C 0 () is an arbitrary vector-valued function which is continuous on
= and possesses continuous first order derivatives on .
Then, we have the Divergence Theorem:
 
f ( x)dx =
div f ( z ) n ( z )do( z )

 n f
where div f = m , the dot denotes the dot product of vectors in n , do( z )
m =1 xm

is the volume element of and n is the exterior normal of .

Let u , v C 2 () be some real-valued functions with continuous second derivatives,

then we have the Greens First Identity:
u
vudx + u vdx = v n do

1

And the Greens Second Identity:

u v
{vu uv} dx = v n u n do

2

Here u = grad(u ) and = n grad is the directional derivative along n .
n
Proof of 1st Identity:
Since vu is a vector-valued function and by Product Rule
div(vu ) = v u + vu

Integrate both sides on the whole domain and using the Divergent Theorem
{v u + vu} dx= div(vu)dx

= v do u
= (vu) ndo

n

MATH4052 Tutorial Notes #10 P.1 of 9

 28th November, 2011.
By Samsung, SUM Sung Fung.

Proof of 2nd Identity:

Exchange the roles of u and v in equation 1, we have
v
uvdx + u vdx = u n do 3

We can get 2 by considering 13 .

Fundamental Solution of the Laplaces Equation

Suppose x, y n with x y , the Fundamental Solution of the Laplaces

Equation is the following function
1
2 ln x y n=2
( x, y ) ( x y )
1 2 n
x y n>2
n(2 n)n
where n is the volume of an n-dimensional unit ball B (0,1) n .

Note that for any fixed y n , ( x, y ) as a function of x , is harmonic in

n { y} , as:
1 xi yi
( x, y ) =
xi nn x y n
2 1
xi x j
( x, y ) =
nn
x y
n2
{ x y 2
}
ij n ( xi yi ) ( x j y j )

Since is symmetric in x and y , ( x, y ) as a function of y , is also harmonic

in n {x} , for any fixed x n .

Greens Representation Formula

Suppose u C 2 () , then for any y , we have

u
u ( y) = u ( z) n
z
( z , y ) ( z , y ) ( z ) do( z ) + ( x, y )u ( x)dx
n
4

Here indicates directional derivative along n w.r.t. variable z .
nz

MATH4052 Tutorial Notes #10 P.2 of 9

 28th November, 2011.
By Samsung, SUM Sung Fung.

Greens Function A Powerful Tool to Solve BVPs

A function G ( x, y ) defined for x, y , x y , is called a Greens function of
for , if for any fixed y

1. G ( x, y ) = 0 x
2. h( x, y ) G ( x, y ) ( x, y ) is harmonic in x , thus in particular also at the
point x = y

If G ( x, y ) exists, it must be unique. And if is a bounded domain in n and

is of class C1 , existence of Greens function for is guaranteed.
In general, for different , the corresponding Greens function G ( x, y ) is different!

From Greens Representation Formula, we have for any u C 2 () , y

G
u ( y) = u ( z) ( z , y )do( z ) + G ( x, y )u ( x)dx 5

nz
Proof:
As h G is harmonic in x , put v( x) = h( x, y ) into equation 2 in P.1, we have

u h
h( z, y) n ( z ) u ( z ) n
z
( z , y ) do( z ) = h( x, y )u ( x) + u ( x) x h( x, y ) dx


0

u h
h( z, y) n ( z ) u ( z) n
z
( z , y ) do( z ) h( x, y )u ( x)dx = 0

Subtracting this from equation 4 in P.2 yields

G u
u ( y ) = u ( z ) ( z , y ) G ( z , y ) ( z ) do( z ) + G ( x, y )u ( x)dx
nz  n
0 as z

which is precisely equation 5.

Applications of Greens Function

1. Solving Laplace Equations

Suppose C 0 () , the solution of the following Laplace Equation

u ( x) = 0 x

u ( x) = ( x) x
can be written as
G
u ( y) = ( z ) n
z
( z , y )do( z )

where G ( x, y ) is the Greens function for the particular .

Proof: Simple substitution to equation 5.

MATH4052 Tutorial Notes #10 P.3 of 9

 28th November, 2011.
By Samsung, SUM Sung Fung.

2. Solving Poissons Equations

Suppose C 0 () and f C 0, () (see Appendix) for some 0 , the

solution of the following Poissons Equation
u ( x ) = f ( x ) x

u ( x) = ( x) x
can be written as
G
u ( y) = ( z ) ( z , y )do( z ) + G ( x, y ) f ( x)dx

n z
where G ( x, y ) is the Greens function for the particular .

Proof: Simple substitution to equation 5.

3. Poissons Formula

Claim: For = B (0, a ) n , the Greens Function is given by

y
( x y ) x y y0
G ( x, y ) = a
x (a )
( ) y=0
where y is the image obtained from y by reflection about B (0, a ) :
a2
2 y y0
y = y

y=0

Proof of Claim:
y
x y y0
h( x, y ) = G ( x, y ) ( x y ) = a

(a ) y=0

Since y B(0, a ) , y lies in the exterior of B(0, a ) , which implies

y x B(0, a ) , and with the fact that ( x z ) is harmonic in x whenever
x z , so h( x, y ) is harmonic in x B(0, a ) .

The formula
2 2 1/ 2

1/2
x y
( 2 2
G ( x, y ) = x + y 2 x y

)

a +
2

a2
2x y



(*)

suggests that when x B (0, a ) , i.e. x = a , G ( x, y ) = 0 .

Proof of Poissons Formula: see Appendix.

MATH4052 Tutorial Notes #10 P.4 of 9

 28th November, 2011.
By Samsung, SUM Sung Fung.

Supplementary Exercise

(i) By checking definitions in P.3, show that for = {( x 1 , x2 , , xn ) : x1 > 0} n ,

the Greens Function is

G ( x, y ) = ( x y ) ( x y )
where y = ( y1 , y2 , , yn ) = ( y1 , y2 , , yn ) is the image point of y by
reflection about the plane {(0, x2 ,, xn ) : x2 , , xn }

Solution

1. Show that G ( x, y ) = 0 x = {(0, x2 , x3 , , xn )} :

G ( x, y ) x = ( (0, x2 , , xn ) ( y 1 , y2 , , yn ) ) ( (0, x2 , , xn ) ( y 1 , y2 , , yn ) )
= ( ( y1 , x2 y2 , , xn yn ) ) ( ( y1 , x2 y2 , , xn yn ) )
n
2 n
2
( 1 ) ( x j y j ) ( 1 ) ( x j y j )
2 2
= y + y +

j =2 j =2
=0

2. Show that h( x, y ) G ( x, y ) ( x, y ) is harmonic in x , for all y :

G ( x, y ) ( x, y ) = ( x y ) ( x y ) ( x y )
= ( x y )
Since ( x y ) itself is harmonic except at the singularity, and the singularity of
( x y ) is at the point x = y , which is outside for any y . So h( x, y )
is harmonic in x .

MATH4052 Tutorial Notes #10 P.5 of 9

 28th November, 2011.
By Samsung, SUM Sung Fung.
(ii) Solve the following 3D system using the Greens Function:
 
u ( x ) = 1 x B(0,1) 3
 
u ( x ) = 0 x B(0,1)
Hints: By symmetry of the system, first compute u (0, 0, z ) along the z-axis,
 
then use the fact that u ( x ) = u (0, 0, x ) to find the other general points.

Solution

By spherical symmetry of the given system, consider the point y0 = zk = ( z ,0, 0)

in spherical coordinates, with z ( 0,1) . The function u ( y0 ) can be found by the
formula of the Greens function on B(0,1) :

  G       
u ( y0 ) =
B (0,1)

(z )
nz
( z , y0 )do( z ) + G ( x , y0 ) 
B (0,1)
f ( x ) dx
0 1


Here x = (r , , ) and
    y  12 
G ( x , y0 ) = ( x y0 ) 0 x  y0
1 y0
2


1 1
=   + 
4 x y0   y0
4 ( y0 x ) 
y0
1 1
= +
2 2 2 2
4 r + z 2rz cos 4 ( zr ) + 1 2( zr )1cos
So,

 2 1 1 1
u ( y0 ) = + r 2 sin drd d
0 0 0 2 2 2 2
4 r + z 2rz cos 4 ( zr ) + 1 2( zr )1cos
1 1 (r + z ) r z 1 1 (1 + rz ) 1 rz
= rdr + rdr
2 0 z 2 0 z
z2 1
=
6


For any general point y , by spherical symmetry, we have:
2
 y 1
u( y) =
6

MATH4052 Tutorial Notes #10 P.6 of 9

 28th November, 2011.
By Samsung, SUM Sung Fung.

Appendix
Proof of Greens Representation Formula

The main aim is to avoid singularity of ( x, y ) when x = y

Since is open by assumption, for any y with sufficient small > 0 ,

we have
B ( y, )

As ' B ( y, ) is open and ( x, y ) is harmonic in x ' , we can apply

2 in P.1 for v( x) = ( x, y ) and replacing by ' ,

u
( x, y )u ( x)dx = ( z, y) n ( z ) u ( z) n
z
( z , y ) do( z )

B ( y , )
(**)
u
+ ( z , y ) ( z ) u ( z ) ( z , y ) do( z )
B ( y , )
n nz

In the second boundary integral, n denotes the exterior normal (pointing

outwards) of B( y, ) , hence the interior normal (pointing inwards) of
B( y, ) .

We now wish to evaluate the limits of the individual integrals in (**) as 0 .

Since u C 2 () , u is bounded, also is integrable, the left hand side of

(**) thus tends to
( x, y )u( x)dx

For x B( y, ) , we have ( x, y ) = ( x y ) = ( ) .

Thus as 0 ,

u u
( z, y ) n ( z)do( z )
B ( y , ) B ( y , )
( )
n
( z ) do( z )

( ) sup u
B ( y , )

B ( y , )
do( z )

n 1
= nn ( ) sup u
B ( y , )

MATH4052 Tutorial Notes #10 P.7 of 9

 28th November, 2011.
By Samsung, SUM Sung Fung.

Furthermore, since n is the interior normal of B ( y, ) ,

( )
u ( z) n
B ( y , ) z
( z , y )do( z ) = u ( z )
B ( y , )

do( z )

( )
B (y , )
= u ( z )do( z )

1
nn n 1 B (y , )
= u ( z )do( z )

1
(as u is continuous)
nn n 1
u( y)
B ( y , )
do( z )

= u( y)

Altogether, we get

u
u ( y) = nz
u ( z ) ( z , y ) ( z , y ) ( z ) do( z ) + ( x, y )u ( x)dx
n

which is known as the Greens Representation Formula.

Proof of Poissons Formula

Using the given Greens function for = B (0, a ) , for any C 0 () , the
solution to the Laplace equation

u ( x) = 0 x

u ( x) = ( x) x
is given by
G
u ( y) = ( z ) n
z
( z , y )do( z )

G
To find out ( x, y ) , we have to know that the norm vectors n on B (0, a )
nx
G G
are just radical vectors, so ( x, y ) = ( x, y ) .
nx x

Notice that on B (0, a ) , x = a and

2 2 2
2 2 2 x y y 2
x y = x + y 2x y = a2 + 2
2x y = 2
x y
a a

MATH4052 Tutorial Notes #10 P.8 of 9

 28th November, 2011.
By Samsung, SUM Sung Fung.

From equation (*) in P.4,

G G
( x, y ) =
nx xB (0, a )
x
1/2

a 2 + x y
2 2
1/ 2

=
x
2
(
2
x + y 2 x y )
a2
2x y


1 x y cos 1 1 x y 2

= y cos
x y a
n n 2
nn x y nn
2
a2 y 1
= n
nn a x y

Plugging this to the above integral yields the Poissons Formula:

2
a2 y ( z)
u ( y) =
nn a
B (0, a ) zy
n
do( z )

Hlder Condition

A real-valued function f : n satisfies a Hlder condition, or is Hlder

continuous, when there are real constants C 0 , 0 , such that,

x, y n f ( x) f ( y ) C x y

The case = 1 is also known as Lipschitz Condition.

If the derivatives of f up to order m are all Hlder continuous with exponent
, we say f C m , .

MATH4052 Tutorial Notes #10 P.9 of 9