Ecuatii

Contents
1 Ecuatii cu derivate partiale 11

1 Ce este o ecuat ie cu derivate part iale? . . . . . . . . . . . . . . 12
1.1 Notat ii si denit ii de baza . . . . . . . . . . . . . . . . . 12
1.2 Metode de gasire a solutiilor . . . . . . . . . . . . . . . 20
2 Clasicare si forme canonice . . . . . . . . . . . . . . . . . . . . 21
2.1 Forma canonica a ecuat iilor de ordinul nti . . . . . . . 21
2.2 Second Order Equations . . . . . . . . . . . . . . . . . . 24
3 Clasicare si forma canonica . . . . . . . . . . . . . . . . . . . . 39
3.1 Clasicarea si forma canonica a ecuat iilor de ordinul doi
cu n variabile independente . . . . . . . . . . . . . . . . 39
3.2 Aducerea la forma canonica a ecuat iilor de ordinul doi
cu doua variabile independente . . . . . . . . . . . . . . 41
3.3 Clasicarea ecuat iilor folosind conul caracteristic . . . . 47
4 Sisteme. Clasicare. Forma canonica . . . . . . . . . . . . . . . 51
4.1 Clasicarea sistemelor de ecuat ii folosind conul carac-
teristic . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
4.2 Sisteme de ordinul nti simetrice . . . . . . . . . . . . . 53
4.3 Aducerea la forma canonica a sistemelor de ordinul nti
n doua variabile independente . . . . . . . . . . . . . . 54
4.4 Sisteme neliniare de ordinul k . . . . . . . . . . . . . . 61
2 Ecuatii eliptice 63
5 Ecuat ii eliptice de ordinul doi . . . . . . . . . . . . . . . . . . . 64
7
8 CONTENTS
5.1 Operatorul lui Laplace si funct iile armonice . . . . . . . 64
5.2 Solutia fundamentala a operatorului lui Laplace, for-
mulele Green si formule de reprezentare prin potent iali . 72
5.3 Formule de medie si principii de maxim . . . . . . . . . 90
6 Probleme la limita pentru edp de ordinul doi eliptice . . . . . . 119
6.1 Probleme la limita pentru domenii particulare . . . . . . 120
6.2 The Boundary value problems via Green function . . . . 149
6.3 The boundary value problems via integral equations . . 164
6.4 Variational Methods . . . . . . . . . . . . . . . . . . . . 175
3 Ecuat ii de tip parabolic 191
7 Ecuat ii parabolice de ordinul doi . . . . . . . . . . . . . . . . . 192
7.1 Formule de reprezentare si principii de maxim pentru
ecuat ia caldurii . . . . . . . . . . . . . . . . . . . . . . . 192
8 Problema Cauchy pentru ecuat ia caldurii . . . . . . . . . . . . 209
8.1 Unicitatea solut iei problemei Cauchy . . . . . . . . . . . 209
8.2 Existent a solut iei problemei Cauchy . . . . . . . . . . . 211
9 Probleme mixte pentru ecuat ia caldurii . . . . . . . . . . . . . 224
9.1 Unicitatea solut iei problemei mixte . . . . . . . . . . . . 224
9.2 Probleme mixte n domenii unidimensionale . . . . . . . 224
4 Ecuat ii hiperbolice 225
10 Ecuat ia undelor . . . . . . . . . . . . . . . . . . . . . . . . . . . 226
10.1 Unde plane, Unde sferice . . . . . . . . . . . . . . . . . 229
11 Problema Cauchy pentru ecuat ia undelor . . . . . . . . . . . . 236
11.1 Formularea problemei Cauchy pentru ecuat ia undelor . 236
11.2 Unicitatea solut iei problemei Cauchy . . . . . . . . . . . 239
11.3 Existent a solut iei problemei Cauchy . . . . . . . . . . . 244
11.4 Propagarea undelor . . . . . . . . . . . . . . . . . . . . 259
Probleme si exercit ii . . . . . . . . . . . . . . . . . . . . . . . . 265
12 Probleme mixte pentru ecuat ia undelor . . . . . . . . . . . . . 270
CONTENTS 9
12.1 Formularea problemelor mixte . . . . . . . . . . . . . . 270
12.2 Unicitatea si dependent a de date a solut iei clasice pentru
problema mixta . . . . . . . . . . . . . . . . . . . . . . . 273
12.3 Existent a si reprezentarea problemelor mixte . . . . . . 277
12.4 Solut ii generalizate pentru problema mixta. . . . . . . . 283
Probleme si exercit ii . . . . . . . . . . . . . . . . . . . . . . . . 287
A ANEXE 343
1 Operatori compact ii pe spat ii normate . . . . . . . . . . . . . . 343
2 Spat ii de funct ii continue . . . . . . . . . . . . . . . . . . . . . 345
2.1 Spat ii de funct ii continue . . . . . . . . . . . . . . . . . 345
2.2 Funct ii continue pe varietat i . . . . . . . . . . . . . . . . 349
2.3 Spat ii de funct ii analitice . . . . . . . . . . . . . . . . . 352
3 Funct ii integrabile . . . . . . . . . . . . . . . . . . . . . . . . . 356
3.1 Masura Lebesgue pe un domeniu din R
n
. . . . . . . . 356
3.2 Spat iile L
p
() . . . . . . . . . . . . . . . . . . . . . . . 366
3.3 Integrala Lebesgue pe varietat i . . . . . . . . . . . . . . 373
4 Funct ii speciale . . . . . . . . . . . . . . . . . . . . . . . . . . . 377
4.1 Ecuat ii diferent iale de ordinul doi . . . . . . . . . . . . . 377
4.2 Funct iile euclidiene B si . . . . . . . . . . . . . . . . . 380
4.3 Funct iile Bessel sau funct iile cilindrice . . . . . . . . . . 386
4.4 Polinoame ortogonale . . . . . . . . . . . . . . . . . . . 390
5 Spat ii Sobolev . . . . . . . . . . . . . . . . . . . . . . . . . . . 392
5.1 Distribut ii . . . . . . . . . . . . . . . . . . . . . . . . . . 393
5.2 Spat ii Sobolev . . . . . . . . . . . . . . . . . . . . . . . 396
Chapter 2
Ecuatii eliptice
This chapter is dedicated to the study of boundary problems
for the elliptical equations and system of equations. The
theory of elliptical equations is a mathematical eld by itself,
with profound results, with its own useful methods in solving
countless problems of mechanics, mathematical physics, etc.,
as well as in abstract elds of mathematics like functions
theory, dierential geometry, topology, etc.
63
64 Cap. 2. Ecuatii eliptice
5 Ecuat ii eliptice de ordinul doi
Un operator liniar de ordinul doi este de forma
P(x, D) =
n
j,k=1
a
jk
(x)D
j
D
k
+
n
j=1
a
j
(x)D
j
+c(x)
si acest operator este eliptic n punctul x R
n
daca, si numai daca, matricea
A(x) = (a
jk
(x)) este strict denita, adica
(A(x), ) > 0 sau (A(x), ) < 0 pentru orice R
n
0.
5.1 Operatorul lui Laplace si funct iile armonice
Unul dintre cei mai important i operatori de tip eliptic care apar n studiul
ecuatiilor cu derivate part iale de ordinul doi este operatorul lui Laplace
sau laplaceanul denit prin
:=
n
j=1
D
2
j
= div grad
Laplaceanul este cel mai simplu operator eliptic de ordinul doi cu coecient i
constant i. Rezultatul demonstrat n propozitia urmatoare arata ca n studiul
ecuat iilor eliptice de ordinul doi cu coeciet i constant i este sucient sa con-
sideram numai operatori eliptici de forma
L = + (5.1)
Propozit ia 5.1 Orice ecuat ie eliptica de ordinul doi cu coecient i constant i
poate redusa la o ecuat ie de forma
Lu = f,
unde L este dat de (5.1).
Demonstrat ie. Sa consideram ecuat ie eliptica de ordinul doi Pu = f, unde
P are forma
P :=
n
j,k=1
a
jk
D
j
D
k
+
n
j=1
a
j
D
j
+c.
Deoarece matricea A = (a
ij
) poate presupusa simetrica si P este eliptic
rezulta ca A este strict denit, prin urmare exista o matrice nesingulara C
5. Ecuatii eliptice de ordinul doi 65
astfel ca C
T
AC sa e o matrice diagonala. Facnd schimbarea de variabila
y = C
T
x se obt ine ecuat ia
u +
n
j=1
b
t
j
D
j
u +c
t
u =

f, (5.2)
unde u(x) = u(C
T
x) si f(x) =

f(C
T
x). Daca efectuam acum transformarea
de funct ie u(x) = v(x) exp(
n
j=1
j
x
j
) putem determina
j
astfel nct ecuat ia
n v ia forma v +v = g. care are forma ceruta. 2
Ecuat ia omogena u = 0 se numeste ecuat ia lui Laplace, ecuat ia neo-
mogenena u = f se numste ecuat ia lui Poisson, iar ecuat ia u+u = f
se numeste ecuat ia Helmholtz.
Ecuat iile lui Laplace si Poisson intervin in diferite domenii din mecanica, zica,
etc. De exemplu in teoria trasferului de caldura si in teoria transferului de masa,
ecuat ia lui Laplace descrie distribut ia de temperatura n absent a surselor de caldura,
n domeniul n studiu, n timp ce ecuat ia lui Poisson descrie distribut ia de temperatura
stat ionara n prezent a surselor de caldura.
Multe probleme privind studiul oscilat iilor (mecanice, acustice, termale, electro-
magnetice, etc.) conduc la ecuat ia lui Helmholtz cu > 0. Pentru < 0, aceasta
ecuat ie descrie procesele de transfer de masa cu react ii chimice de volum de primul
ordin.
Nucleul operatorului , adica mult imea funct iilor de clasa C
2
care verica
ecuat ia lui Laplace, u = 0, formeaza spat iul funct iilor armonice. Nu este
greu de vazut ca spat iul funct iilor armonice este un spat iu vectorial innit
dimensional, cu except ia cazului n = 1 cnd este de dimensiune doi.
In doua dimensiuni urmatoarele funct ii snt solut ii particulare ale ecuat iei lui
Laplace (snt funct ii armonice)
u(x, y) = Ax +By +C,
u(x, y) = A(x
2
y
2
) +Bxy,
u(x, y) = A(x
3
3xy
2
) +B(3x
2
y y
3
),
u(x, y) =
Ax +By
x
2
+y
2
+C,
u(x, y) = exp(x)(Acos y +Bsiny),
u(x, y) = (Acos x +Bsinx) exp(y),
u(x, y) = (Ash x +Bcoshx)(C cos y +Dsiny),
u(x, y) = (Acos x +Bsinx)(Csh y +Dcoshy),
u(x, y) = Aln
_
9x x
0
)
2
+ (y y
0
)
2
+B
(5.3)
unde A, B, C, D, x
0
, y
0
si snt constante arbitrare.
O metoda destul de generala pentru construct ia solut iilor particulare pentru
ecuat ia lui Laplace n doua dimensiuni este data de urmatorul rezultat:
Propozit ia 5.2 Daca f este o funct ie analitica pe un domeniu R
2
atunci
funct iile Re(f) si Im(f) snt armonice n .
Demonstrat ie. Fie u, v partile reale si imaginare ale funct iei f, adica
f(z, z) = u(x, y) +iv(x, y)
unde z = x + iy si z = x iy este variabila compleza si conjugata sa. Funct ia f
ind analitica este indenit C-derivabla n orice punct din , deci R-diferent iabila
si
f
z
= 0, de unde rezulta ca u = Re(f) si v = Im(f) satisfac ecuat iile (relat iile)
CauchyRiemann
u
x
=
v
y
,
u
y
=
v
x
.
De aici rezulta ca u si v snt funct ii armonice. 2
1) Pentru orice n Z
+
funct ia f(z) = z
n
este o funct ie analitica n C, deci partea
sa reala si partea sa imaginara snt funct ii armonice.
In cele ce urmeaza dam cteva exemple de funct ii armonice
n Re(z
n
) Im(z
n
)
1 x y
2 x
2
y
2
2xy
3 x
3
3xy
2
3x
2
y y
3
4 x
4
6x
2
y
2
+y
4
4(x
3
y xy
3
)
5 x
5
10x
3
y
2
+ 5xy
4
5x
4
y 10x
2
y
3
+y
5
6 x
6
15x
4
y
2
+ 15x
2
y
4
y
6
6x
5
y 20x
3
y
3
+ 6xy
5
7 x
7
21x
5
y
2
+ 35x
3
y
4
7xy
6
7x
6
y 35x
4
y
3
+ 21x
2
y
5
y
7
(5.4)
In coordanate polare r si deoarece z
n
= r
n
(cos n+i sinn) rezulta ca r
n
cos(n)
si r
n
sin(n) snt funct ii armonice.
2) Funct ia f(z) = z
n
, unde n Z
+
n > 0, este analitica n R
2
0, deci
Re(z
n
) = r
n
cos(n) si Im(z
n
) = r
n
sin(n), unde r
2
= x
2
+ y
2
, snt functii
armonice pe R
2
0.
3) Daca R atunci expxcos(y), expxsin(y), cos(x)ch(y), sin(x)sh(y),
sin(x)ch(y), cos(x)sh(y) , ch(x) cos(y), sh(x) sin(y), sh(x) cos(y), ch(x) sin(y)
snt funct ii armonice.
Intr-adevar, exp(z), cos(z), sin(z), ch(z), sh(z) snt funct ii analitice
n C, deci partie lor reale si imaginare snt funct ii armonice.
4) Functia f(z) = ln z este analitica n C (x, y); y = 0, x 0 si deci partea reala
log
_
x
2
+y
2
si partea imaginara arctan(y/x), snt funct ii armonice.
5) Functia u(x) = f(|x|), unde f C
2
(R) este o funct ie armonic n R
n
0 daca
si numai daca
f
(r) +
n 1
r
f
(r) = 0,
adica
f(r) =
_
_
_
A
2 n
r
2n
+B n ,= 2
Aln([r[) +B n = 2
6) Exista k
n,m
= (2m+n2)
(m+n 3)!
(n 2)!m!
polinoame omogene de ordinul m, armonice
si liniar independente. s
Operatorul lui Laplace in diferite sisteme de coordonate
Let us consider y
1
, y
2
, . . . , y
n
a C
2
change of variables in the open domain
R
n
, that is the Jacobi matrix
J(x) =
_
_
_
_
_
_
_
y
1
x
1

y
1
x
n
.
.
.
.
.
.
y
n
x
1

y
n
x
n
_
_
_
_
_
_
_
is invertible ( det(J(x)) ,= 0 for all x ).
The following result gives the form of the Laplace operator in new coordi-
nates y
1
, . . . , y
n
.
Propozit ia 5.3 If y = y(x) is a C
2
change of variables in the open domain
R
n
, then
n
u(x) :=
n
j=1
D
2
j
u(x) =
1
g
n
i,j=1
y
j
_
g
ij
g
u(y(x))
y
i
_
(5.5)
where u(x) = u(y(x)) or u(y) = u(x(y)), g
ij
=
n
k=1
x
k
y
i
x
k
y
j
, g
ij
=
n
k=1
y
i
x
k
y
j
x
k
, and g = det(g
ij
).
Demonstrat ie. For u C
2
() and for all w C
0
() we have
_
(u)(x)w(x)dx =
n
k=1
_
2
u
x
2
k
(x)w(x)dx
=
n
k=1
_
_

x
k
_
u
x
k
w
_
u
x
k
w
x
k
_
dx
=
n
k=1
_
u
x
k
w
x
k
dx +
_
(x)w(x)ds(x) =
n
k=1
_
u
x
k
w
x
k
(x)dx
=
n
i,j,k=1
_
u
y
i
y
i
x
k
w
y
j
y
j
x
k
gdy =
n
i,j=1
_
u
y
i
w
y
j
g
ij
gdy
=
n
i,j=1
_
y
j
_
g
ij
g
u
y
i
_
wdy =
n
i,j=1
_
y
j
_
g
ij
g
u(y(x))
y
i
_
w(x)dx
hence
_
u(x)w(x)dx =
n
i,j=1
_
1
y
j
_
g
ij
g
u(y(x))
y
i
_
w(x)dx
for all w C
0
(), from where (5.5). 2
If the coordinates system y
1
, . . . , y
n
is orthogonal, that is
n
k=1
x
k
y
i
x
k
y
j
= 0, i ,= j. (5.6)
then denoted by H
i
the Lame coecients dened by
H
2
i
=
n
k=1
_
x
k
y
i
_
2
, i = 1, . . . , n. (5.7)
the formula (5.5) can be written
u(x) =
_
n
k=1
H
k
_
1
n
j=1
y
j
_
H
2
j
_
n
k=1
H
k
_
u
y
j
_
. (5.8)
Indeed, in this case g
ij
= g
ij
= 0 if i ,= j and g
ii
= H
2
i
, g
ii
= 1/H
2
i
and
g =
n
k=1
H
k
, hence
1
g
n
j=1
y
j
_
n
i=1
g
ij
g
partial
y
i
_
=
_
n
k=1
H
k
_
1
n
j=1
y
j
_
H
2
j
n
k=1
H
k
y
j
_
If x
1
+ ix
2
= f(y
1
+ iy
2
) is a conform transformation ( i.e. (f is
analytic function and f
t
(y
1
+iy
2
) ,= 0.) then
x
1
y
1
=
x
2
y
2
,
x
1
y
2
=
x
2
y
1
, H
2
1
= H
2
2
=
_
x
1
y
1
_
2
+
_
x
2
y
1
_
2
= [f
t
(y
1
+iy
2
)[
2
hence
2
u(x
1
, x
2
) =
_
f
t
(y
1
+y
2
)
_
2
2
u(y
1
, y
2
). (5.9)
From (5.9) it results that Laplace equation is invariant at a conform transfor-
mation of coordinates.
Let us consider now the inversion transformation dened on R
n
0
by
y
j
= a
2
x
j
/|x|
2
, j = 1, . . . , n
from where
x
k
= a
2
y
k
/|y|
2
, k = 1, . . . , n. (5.10)
Since
x
k
y
i
=
_
2y
i
y
k
|y|
4
+

ik
|y|
2
_
a
2
we have
g
ij
:=
n
k=1
x
k
y
i
x
k
y
j
= a
4
n
k=1
_
2
y
i
y
k
|y|
4
+

ik
|y|
2
__
2
y
j
y
k
|y|
4
+

jk
|y|
2
_
=

ij
|y|
4
a
4
.
Therefore g
ij
:=
n
k=1
y
i
x
k
y
j
x
k
=
ij
(|y|/a)
4
and g = (a/|y|)
4n
, hence
n
u =
|y|
2n
a
2n
n
j=1
y
j
_
a
2n
|y|
2n
|y|
4
a
4
u
y
j
_
= a
4
|y|
2n
n
j=1
y
j
_
|y|
42n
u
y
j
_
=
|y|
2n
a
4
n
j=1
_
(4 2n)|y|
22n
y
j
u
y
j
+|y|
42n
2
u
y
2
j
_
=
|y|
n+2
a
4
_
n
j=1
(|y|
2n
2
u
y
2
j
+ 2(2 n)|y|
n
y
j
u
y
j
)
_
=
|y|
n+2
a
4
_
n
j=1
(|y|
2n
2
u
y
2
j
+ 2

y
j
(|y|
2n
)
u
y
j
+ u

2
y
2
j
(|y|
2n
)
_
=
|y|
n+2
a
4
n
j=1
2
y
2
j
_
|y|
2n
u
_
because (|y|
2n
) = 0. Thus
n
u =
|y|
n+2
a
4
n
j=1
2
y
2
j
_
|y|
2n
u
_
(5.11)
We observe that for n = 2 the Laplace equation is invariant by inversion
transformation coordinates.
Propozit ia 5.4 If u is a harmonic function in R
n
0 then the function
u dened by
u(x) = |x|
2n
u(x/|x|
2
), for all x

, (5.12)
where

= x/[x[
2
, x , is a harmonic function in

.
Demonstrat ie. Taking the change of coordinates y = (x) := x/|x|
2
on

we have u(y) = |y|

n2
u(y). Applying (5.11) it results :
u(x) = |y|
n+2
n
j=1
2
y
2
j
_
|y|
2n
|y|
n2
u(y)
_
= |y|
n+2
u(y).
Since u(y) = 0 in it follows u(x) = 0 in

. 2
The function u dened by (5.12) is called Kelvin transform (transfor-
mation) of the function u.
Probleme si exercit ii
Sa se demonstreze ca in coordonate polare
x
1
= r cos , x
2
= r sin 0 < r < +, 0 < 2
operatorul lui Laplace
2
poate scris sub forma:
2
=
1
r
D
r
_
r D
r
_
+
1
r
2
D
2
. (5.13)
Sa se demonstreze ca n coordonate sferice
x
1
= r cos , x
2
= r sin cos , x
3
= r sin sin
unde r (0, +), [0, ) si [0, 2), operatorul lui Laplace
3
3
=
1
r
2
D
r
_
r
2
D
r
_
+
1
r
2
sin
D
_
sin D
_
+
1
r
2
sin
2
D
2
. (5.14)
Sa se demonstreze ca n coordonate cilindrice
x
1
= r cos , x
2
= r sin, x
3
= z, 0 r < , 0 < 2, z R
operatorul lui Laplace
3
3
=
1
r
D
r
_
rD
r
_
+
1
r
2
D
2
+D
2
z
(5.15)
Sa se demonstreze ca in coordonate sferice generalizate
_
_
x
1
= r cos
1
x
2
= r sin
1
cos
2
.
.
.
x
n1
= r sin
1
sin
n2
cos
n1
,
unde r (0, ),
1
, . . . ,
n2
[0, ) si
n1
[0, 2) operatorul lui
Laplace
n
poate scris sub forma
n
= D
2
r
+
n 1
r
D
r
1
r
2
n
, (5.16)
unde
n
=
n1
j=1
_
q
j
sin
nj1
j
_
1
j
_
sin
nj1
j
_
si q
1
= 1, q
j
= (sin
1
sin
2
sin
j1
_
2
, j = 2 . . . , n 1.
5.2 Solutia fundamentala a operatorului lui Laplace, formulele
Green si formule de reprezentare prin potent iali
Dintre solut iile clasice ale ecuat iei lui Laplace ( u = 0) un rol deosebit l
joaca funct iile invariante cu rotat iile cu centrul in origine. Sa presupunem ca
u C
2
(R
n
) si u(x) = a(|x|) pentru x R
n
. Deorece pentru orice x R
n
0
avem
j
u(x) = a
t
(|x|)
x
i
|x|
2
j
u(x) = a
tt
(|x|)
x
2
j
|x|
2
+a
t
(|x|)(
1
|x|

x
2
j
|x|
3
)
rezulta ca
u(x) = a
tt
(|x|) +
n 1
|x|
a
t
(|x|), x R
n
0.
Prin urmare
a
tt
() +
n 1
a
t
() = 0, pentru orice > 0,
de unde
a() =
_
_
_
C
1
1 +C
2
ln, daca n = 2
C
1
1 +C
2
1
2 n
2n
, daca n > 2
Evident u este o funct ie continua pe tot R
n
daca si numai daca C
2
= 0, adica
u este o constanta. Daca facem abstract ie de constanta aditia C
1
rezulta ca
funct iile armonice pe R
n
0 care nu admit prelungire armonica la intreg
spat iul R
n
si care snt invariante la rotat ii cu centrul n origine ( adica snt
funct ii care depind numai de |x| ) snt de forma
u(x) =
_
C
2
ln|x|, daca n = 2
C
2
|x|
2n
, daca n > 2
cu C
2
constanta reala nenula.
Funct iile de acest tip snt importante n studiul problemelor legate de op-
eratorul lui Lapalace, iar unele rezultate snt mai frumoase daca se face
pentru C
2
o alegere speciala.
Denit a 5.1 Funct ia E : R
n
0 R denita prin
E(x) =
_
_
1
(2 n)
n
1
|x|
n2
daca n 3
1
2
ln|x| daca n = 2
(5.17)
unde
n
=
_
S(0,1)
ds(x) = 2
n/2
/(n/2), se numeste solut ie fundamentala
operatorului lui Laplace .
Propozit a urmatoare da cteva propertat i ale solut ie fundamentale E ale op-
eratorului lui Laplace .
Propozit ia 5.5 Funct ia E denita prin (5.17) are urmatoarele proprietat i :
a) E C
(R
n
0), E, D
i
E L
1
loc
(R
n
), E(x) = 0, pentru orice
x R
n
0
b) Daca V este o vecinatate a lui x (V 1(x), ) si : V R
n
atunci
(y)
E(x y) =
n
i=1
y
i
E(x y)
i
(y) =
x y, (y))
n
|x y|
n
pentru orice y V x.
c) Daca f este o funct ie continua intr-o vecinatate a punctului x atunci :
lim
0
_
S(x,)
f(y)E(x y)ds(y) = 0
lim
0
_
S(x,)
f(y)

(y)
E(x y)ds(y) = f(x)
unde (y) este direct ia normalei exterioare bilei B(x, ) n punctul y
S(x, ).
Demonstrat ie. a) Evident E C
(R
n
0). Cum x|x|
este o funct ie
integrabila intr-o vecinatate a originii daca si numai daca > n (vezi anexa
??), si
i
E(x) = (1/
n
) x
i
/|x|
n
rezulta ca E si
i
E snt local integrabile.
Cum
n
2
i
E(x) = (|x|
n
nx
2
i
/|x|
n+2
) rezulta E(x) = 0 pentru orice x
in R
n
0.
b) Folosind denitia derivatei dupa o direct ie avem:
E(x y) =
n
i=1
y
i
(E(x y))
i
(y)
Dar
y
i
E(x y) =
_
x
i
y
i
n
|x y|
n
for n > 2
1
2
x
i
y
i
|x y|
2
for n = 2
rezulta
(x y) =
x y, (y))
n
|x y|
n
pentru orice y V x.
c) Daca V 1(x) exista > 0 astfel ca B(x, ) V . Tinnd seama de
forma solut iei fundamentale E avem
_
S(x,)
f(y)E(x y)ds(y) =
_
S(0,1)
f(x +z)E(z)
n1
ds(z) =
=
_
(2 n)
n
_
S(0,1)
f(x +z)ds(z) for n > 2
ln
2
_
S(0,1)
f(x +z)ds(z) for n = 2
Cum ln 0 si
_
S(0,1)
f(x +z)ds(z) f(x)
n
, cnd 0 , obt inem
_
S(x,)
f(y)E(x y)ds(y) 0 cnd 0.
Pe de alta parte, pentru y S(x, ) avem (y) = (y x)/|x y|
(x y, (y)) = |x y| si
_
S(x,)
f(y)

y
E(x y)ds(y) =
_
S(x,)
f(y)
x y, (y))
n
|x y|
n
ds(y) =
=
_
S(x,)
f(y)
1
n
|x y|
n1
ds(y) =
1
n
_
S(0,1)
f(x +z)ds(z).
Cum
_
S(0,1)
f(x +z)ds(z)
n
f(x) cnd 0 obt inem
_
S(x,)
f(y)

y
E(x y)ds(y)f(x) cnd 0.
2
Formulele lui Green
Un rol fundamental n studiul problemelor la limita pentru operatorii eliptici
de ordinul doi l joaca formulele integrale introduse n 1827 de matematiceanul
englez George GREEN.
Propozit ia 5.6 (varianta slaba a formulelor Green ) Fie un deschis
marginit din R
n
cu frontiera de clasa C
k
(k 1) pe port iuni
1) Daca u C
1
() si v C
2
() atunci:
_
(uv +u v)(x)dx =
_
(u
v)(x)ds(x) (5.18)
2) Daca u, v C
2
( atunci :
_
(uv vu)(x)dx =
_
_
u
v v
u
_
(x)ds(x) (5.19)
Demonstrat ie. Prima formula este tocmai formula ux divergent a aplicata
cmpului vectorial F = uv = (u
1
v, . . . , u
n
v). A doua formula se obt ine
prin aplicarea primei formule pentru pentru perechile (u, v), (v, u) si apoi se
scad egalitat ile integrale obt inute. 2
Cum n propozit ia anterioara ipotezele asupra lui snt rezonabile, n
schimb cele privind u si v snt destul de restrictive. Crescnd netezimea lui
si relasnd ipotezele privind regularitatea funct iilor u si v obt inem o forma
ntarita a formulelor lui Green.
Propozit ia 5.7 (varianta tare a formulelor lui Green ) Fie R
n
un
deschis marginit cu frontiera de clasa C
k
(k 2).
1) Daca u C() C
1
() cu
1
u, . . . ,
n
u L
2
() si v C
2
() C()
care admite derivata normala regulata pe frontiera cu v L
2
()
atunci
i)
1
v, . . . ,
n
v L
2
()
ii)
_
uvdx +
_
u vdx =
_
u
v
ds
2) Daca u, v C
2
() C() admit derivata normala regulata pe frontiera
si u, v L
2
() atunci :
iii)
1
u, . . . ,
n
u,
1
v, . . . ,
n
v L
2
()
iv)
_
(uv vu)(x)dx =
_
_
u
v
v
u
_
(x)ds(x)
Demonstrat ie. Mult imea ind deschisa marginita cu frontiera de clasa C
2
exista > 0 astfel nct pentru orice [, 0) mult imea
= x ; dist(x, ) >
este deschisa de clasa C
1
si avnd proprietatea ca daca y
exista un unic
x = x(y asa nct y = x +
x
si oricare ar x[in avem
x
() =
x+
x
(
).
Aplicnd propozit ia anterioara deschisului
si perechii (v, v) ( n fapt se

considera v[
C
2
(
)) rezulta ca
_
vvdy +
_
v vdy =
_
v
v
ds(y)
unde
(y) este versorul normalei exterioare la
n punctul y = x +
x

, ceea ce nseamna
(y) =
x
.
Deoarece lim
,0
_
vv =
_
vv, iar lim

,0
_
v
v
ds =
_
v
v
ds
rezulta ca exista ( si este nita ) lim
,0
_
[v[
2
dx, de unde folosind teorema
Beppo Levi aplicata sirului [u[
2
deducem ca
1
v, . . . ,
n
v L
2
().
Folosind acum propozit ia anterioara pentru deschisul
si restrict iile funct iilor

u si v la
obt inem
_
uvdx +
_
u vdx =
_
u
v
ds
T innd cont de cele demonstrate anterior
1
v, . . . ,
n
v L
2
() si din ipoteza
1
u, . . . ,
n
u L
2
() nseamna ca n ultima egalitate se poate trece la limita
cu 0 si astfel se obt ine formula dorita.
ii) Se foloseste cele demonstrate la punctul i) pentru perechile (u, v) si
(v, u) iar apoi se scad egalitatile integrale obt inute membru cu membru si se
gaseste formula cautata. 2
Ca o consecint a a celor demonstrate mai sus avem urmatorul rezultat.
Corolarul 5.1 Fie un domeniu deschis si marginit din R
n
cu frontiera ,
de clasa C
2
si e u o funct ie din C
2
() C
1
().
Daca u L
2
() atunci
_
u(x)dx =
_
(x)ds(x)
Daca u este o funct ie armonica pe atunci
_
(x)ds(x) = 0 (Gauss).
Demonstrat ie. Se aplica varianta tare a formulelor lui Green pentru perechea
(1, u). 2
Formulele Green pot demonstrate in conditii mult mai generale.
Propozit ia 5.8 Fie un deschis marginit din R
n
, cu frontiera sucient de
neteda (de exemplu de clasa C
1
pe portiuni) Formula (5.19) este adevarata
pentru orice funct ii u H
1
() si v H
2
(). Formula (5.19) este adevarata
pentru orice u, v in H
2
().
Demonstrat ie. Folosind faptul ca C
1
() este dens n H
1
() si C
2
() este
dens n H
2
() obt inem rezultatele anunt ate. 2
Formula de reprezentare a funct iilor de clasa C
2
.
Folosind solut ia fundamentala pentru operatorul lui Laplace si formulele Green
se obt ine o formula de reprezentare a funct iilor de clasa C
2
, datorata matem-
aticenilor Green si Riemann, daca se cunoaste u n la fel ca u si
u pe
.
Teorema 5.1 (reprezentarea funct iilor de clasa C
2
prin potent iali) Fie
un domeniu deschis din R
n
cu frontiera de clasa C
k
(k 2) si u
C
2
() C() care admite derivata normala regulata pe frontiera si cu
u L
2
(). Atunci :
_
u(y)E(x y)dy
_
u(y)E(x y)ds(y) +
+
_
u(y)
y
E(x y)ds(y) =
_
_
u(x) x
1
2
u(x) x
0 x ,
(5.20)
Demonstrat ie. Pentru x R
n
xat, sa consideram funct ia v : R
n
x R
denita prin
v(y) = E(x y), pentru orice y R
n
x.
Daca x R
n
utiliznd a doua formula a lui Green pentru funct iile u, v
si domeniul rezulta:
_
u(y)v(y)dy
_
u(y)v(y)dy
=
_
u(y)v(y)ds(y)
_
u(y)
v(y)ds(y)
si cum v(y) = 0 pentru orice y obt inem ca :
_
u(y)E(x y)dy
_
y
u(y)E(x y)ds(y)
+
_
u(y)
y
E(x y)ds(y) = 0.
Daca x aplicam a doua formula a lui Green pentru domeniul B(x, ),
unde > 0 este ales astfel nct B(x, ) , obtinem :
_
\B(x,)
u(y)v(y)dy
_
\B(x,)
v(y)u(y)dy =
_
u(y)
v(y)ds(y)
u(y)v(y)ds(y) +
_
S(x,)
u(y)
v(y)ds(y)
_
S(x,)
u(y)v(y)ds(y)
Dar v(y) = 0 in B(x, ) , deci:
_
\B(x,)
u(y)E(xy)dy
_
u(y)E(xy)ds(y) +
_
u(y)
y
E(xy)ds(y)
=
_
S(x,)
u(y)
y
E(x y)ds(y) +
_
S(x,)
u(y)E(x y)ds(y).
Cum
_
S(x,)
u(y)E(x y)ds(y) 0,
_
S(x,)
u(y)
y
E(x y)ds(y) u(x),
cnd 0, deoarece
y
este direct ia normalei exterioare la B(x, ) n y
S(x, ) deci
y
este normala interioara pentru B(x, ) n punctul y S(x, ).
Trecnd la limita n ultima egalitate integrala obt inem rezultatul cerut.
Daca x , pentru > 0 sucient de mic notam
= B(x, ),
B(x, ), si
S(x, ). Aplicnd a doua formula a lui Green

pentru domeniul
si funct iile u si v obt inem

_
u(y)v(y)dy
_
v(y)dy =
_
\
u(y)v(y)ds(y)
_
\
u(y)
v
(y)ds(y) +
_
u(y)v(y)ds(y)
_
u(y)
v
(y)ds(y).
deci
_
\B(x,)
u(y)E(xy)dy
_
\
u(y)E(xy)ds(y)+
_
\
u(y)

y
E(xy)ds(y)
=
_
u(y)E(x y)ds(y)
_
u(y)

y
E(x y)ds(y).
Cum
_
\B(x,)
u(y)E(x y)dy
_
u(y)E(x y)dy,
_
\
u(y)E(x y)ds(y)
_
u(y)E(x y)ds(y),
_
\
u(y)

y
E(x y)ds(y)
_
u(y)

y
E(x y)ds(y)
_
y
(y)E(x y)ds(y)0 si
_
u(y)

y
E(x y)ds(y)
1
2
u(x)
cnd 0, obt inem rezultatul cerut. 2
Daca este un domeniu din R
n
, S este o hipersuprafat a (n 1) dimen-
sionala din R
n
, iar : R, , : S Rintegralele ce depind de parametru
x R
n
denite prin
V (x) =
_
E(x y)(y)dy
v(x) =
_
S
E(x y)(y)ds(y)
w(x) =
_
S
,
y
E(x y)(y)ds(y)
(5.21)
se numesc respectiv potent ial Newtonian(sau potent ial de volum), potent ial
de strat simplu si potent ial de dublu strat. Funct ile , , sint cunos-
cute ca densitat i ale potent ialilor.
Lund = u pe , =
, = u pe S = din formula de reprezentare

(5.20) obt inem ca
u(x) = V (x) +v(x) +w(x), pentru orice x ,
iata pentru ce se spune ca funct ia u se reprezinta ca suma a trei potent iali pe
.
Corolarul 5.2 (regularitatea funct iilor armonice) Daca este un dome-
niu deschis n R
n
si u C
2
() este o funct ie armonica pe atunci :
a) u C
(); b) u este o funct ie analitica pe .

Demonstrat ie. a) Fie x
0
si > 0 asa inct B(x
0
, ) . Aplicnd
teorema de reprezentare pentru B(x
0
, ) rezulta ca pentru orice x B(x
0
, )
u(x) =
_
S(x
0
,)
u(y)E(x y)ds(y) +
_
S(x
0
,)
u(y)
(y)
E(x y)ds(y)
Deoarece x B(x
0
, ) si y S(x
0
, ) avem x ,= y, rezulta ca integralele n
ultima ecuat ie snt de clasa C
n raport cu x B(x
0
, ), de unde se obt ine
ca u C
(B(x
0
, )). Dar x
0
a fost ales arbitrar in , deci u C
().
b) Fie x
0
in si e U = B(x
0
, R) asa incit U . Exista o funct ie C
0
()
astfel incit (x) = 1 pe U
= x ; dist(x, U) . Din relatia

(u) = u +u + 2u in
rezulta (u) = g in , unde g = u + 2u . Aplicnd teorema de
reprezentare pentru funct iile de clasa C
2
obt inem
(u)(x) =
_
g(y)E(x y)dy
deoarece u = 0 n K, unde K este o mult ime compacta cu supp K
. Dar = 1 si g = 0 n , deoarece g = u + 2u , deci
u(x) =
_
\U
g(y)E(x y)dy pentru orice x U.

Cum E este o funct ie real analitica n R
n
0 rezulta, utiliznd teorema de
reprezentare, ca u este o funct ie real analitica pe U, astfel in mod necesar u
este pe o funct ie real analitica
1
2
Corolarul 5.3 Daca C
0
(R
n
) atunci
_
R
n
E(x)(x)dx = (0).
Demonstrat ie. Deoarece C
0
(R
n
) exista R > 0 astfel nct supp
B(0, R). Aplicnd teorema de reprezentare pentru funct ii de clasa C
2
pe dome-
niul = B(0, R) obt inem:
_
B(0,R)
E(x y)(y)dy
_
S(0,R)
,
(y)E(x y)ds(y)
+
_
S(0,R)
(y),
y
E(x y)ds(y) =
_
_
(x) daca x B(0, R)
(1/2)(x) daca x S(0, R)
0 daca x , B(0, R)
.
Deoarece (y) = 0 si

(y) = 0 pentru y S(0, R) rezulta

_
B(0,R)
E(x y)(y)dy = (x) pentru orice x B(0, R).
In particular, cum E(y) = E(y), obt inem
_
R
n
E(y)(y) = (0). 2
Ecuat ia din ultimul Corolar exprima faptul ca E = in distribut ii, unde este
distribut ia Dirac.
1
Armat ia a) din Corolarul 5.2 a fost demonstrat de S. Bernstein ntr-un mem-
oriu clasic din 1904, pentru ecuat ii eliptice generale cu coecient i analitici. Cu alte
cuvinte, solut iile ecuat iilor eliptice omogene cu coecient i analitici Lu = 0 snt innit
diferent iabile si analitice n . Acest rezultat clasic a fost extins n diverse direct ii, iar
n anul 1955 matematiceanul suedez Lars Hormander a obt inut caracterizarea opera-
torilor diferent iali L cu coecient i constant i de ordin oarecare avnd proprietatea ca
solut iile ecuat iei Lu = 0 snt innit diferent iabile n . Asemenea operatori se numesc
hipoeliptici.
In cele ce urmeaza vom studia proprietat ile potentialului de volum urmnd
ca studiul
Potentialul Newtonian
Vom studia ceva proprietat i ale potent ialului Newtonian cnd este un de-
schis marginit iar densitatea este
funct ie integrabila si marginita pe ;
funct ie derivabila cu derivata marginit a pe ;
funct ie Lipschitz pe ;
funct ie din L
p
() cu 1 < p < +
Teorema 5.2 Fie un domeniu deschis marginit din R
n
.
1) Daca este o funct ie integrabila si marginitais pe atunci potent ialul
Newtonian cu densitatea are urmatoaree proprietati:
a) V C
1
(R
n
) C
(R
n
), V (x) = 0 pentru orice x R
n
b) [V (x)[ C sup
y
[(y)[(1 +|x|)
2n
pentru orice x R
n
cnd n >
2
c) [V (x)[ C sup
y
[(y)[(1 +|x|)
1n
pentru orice x R
n
.
2) Daca este derivabila cu derivatele marginite pe atunci
d) V C
2
()
e) V (x) = (x) pentru orice x .
Demonstrat ie. a) Cum V (x) =
_
(y)E(x y)dy, folosind proprietat ile

integralor depenznd de parametrii (vezi anexa ??) rezulta ca V C
1
(R
n
) si
deoarece xE(xy) este funct ie marginita n R
n
y rezulta ca V (x) = 0
pentru orice x R
n
, deci V C
(R
n

) (deoarece pe R
n

funct ia
xE(x y) nu are nici o singularitate).
b) Fie r > 0 astfel ca B(0, r). Atunci
[V (x)[ C
1
sup
y
[(y)[
_
B(0,r)
|x y|
2n
dy
Deoarece x
_
B(0,r)
|x y|
2n
dy este o funct ie continua rezulta ca V este
marginita pe B(0, 2r) = x R
n
; |x| 2r, deci
[V (x)[ C
2
sup
y
[(y)[ when |x| 2r (5.22)

Daca |x| > 2r t innd cont ca pentru orice y cu |y| < r avem
|x y| |x| |y| |x|/2,
de unde |x y|
2n
2
n2
|x|
2n
prin urmare rezulta
[V (x)[ C
3
sup
y
[(y)|x|
2n
cnd |x| > 2r. (5.23)
Folosind (5.22) si (5.23) obt inem
[V (x)[ C sup
y
[(y)[(1 +|x|)
2n
pentru orice x R
n
.
c) Deoarece aplicat ia y

x
i
E(x y) este local integrabila pe R
n
avem
,
i
V (x) =
_
(y)

x
i
E(x y)dy =
1
n
_
x
i
y
i
|x y|
n
(y)dy
de unde
[,
i
V (x)[ C sup
y
[(y)[
_
B(0,r)
|x y|
1n
dy.
La fel ca mai sus rezulta:
|_V (x)| C sup
y
[(y)[(1 +|x|)
1n
pentru orice x R
n
.
d) Fie x
0
si > 0 astfel ca B(x
0
, ) . Pentru x B(x
0
, ) avem
V (x) =
_
B(x
0
,)
(y)E(x y)dy +
_
\B(x
0
,)
(y)E(x y)dy
= V
(x) +
_
\B(x
0
,)
(y)E(x y)dy
unde
V
(x) =
_
B(x
0
,)
(y)E(x y)dy.
Deoarece x
_
\B(x
0
,)
(y)E(x y)dy apart ine C
si laplacianul sau este ,

putem reduce studiul lui V la studiul lui V
. Dar
,
i
V
(x) =
_
B(x
0
,)
(y)

x
i
E(x y)dy =
_
B(x
0
,)
(y)

y
i
E(x y)dy
Izolnd x prin o sfera de raza n ultima integrala obt inem
,
i
V
(x) = lim
0
_
B(x
0
,)\B(x,)
(y)

y
i
E(x y)dy =
lim
0
_
B(x
0
,)\B(x,)
y
i
[(y)E(x y)]dy +
_
B(x
0
,)
y
i
(y)E(x y)dy
Folosind acum teorema ux - divergent a rezulta :
_
B(x
0
,)\B(x,)
y
i
_
(y)E(x y)
_
dy =
=
_
S(x
0
,)
(y)E(x y)
i
(y)ds(y) +
_
S(x,)
(y)E(x y)
i
(y)ds(y)
Pentru 0 avem
_
S(x,)
(y)E(x y)
i
(y)ds(y)0 deci
,
i
V
(x) =
_
B(x
0
,)
,
i
(y)E(x y)dy
_
S(x
0
,)
(y)E(x y)
i
(y)ds(y)
(5.24)
Prima integrala n (5.24) este un potent ial de volunm pe B(x
0
, ) si densitate
i
, deci este o funct ie de clasa C
1
pe B(x
0
, ), si a doua ntegraln (5.24) este
o C
funct ie pe B(x
0
, ), deci V este o funct ie de clasa C
2
pe .
e) Derivnd n raport cu x
i
n (5.24) si sumd dupa i obt inem
V
(x) =
_
B(x
0
,)
n
i=1
y
i
(y)

y
i
E(xy)dy+
_
S(x
0
,)
n
i=1
(y)

y
i
E(xy)
i
(y)ds(y)
=
_
B(x
0
,)
(
y
E(x y))dy +
1
n
_
S(x
0
,)
(y)|x y|
1n
ds(y) =
=
_
B(x
0
,)
(,
y
E(x y))dy +
_
S(0,1)
(x
0
+y)
n
|x x
0
y|
n1
n1
ds(y).
Deci
V
(x
0
) =
_
B(x
0
,)
((y),
y
E(x
0
y))dy +
1
n
_
S(0,1)
(x
0
+y)ds(y).
Dar |E(x y)| C|x y|/|x y|
1n
= C|x y|
n
deci
_
B(x
0
,)
(
y
, E(x
0
y))dy0 si
1
n
_
S(0,1)
(x
0
+y)ds(y)(x
0
)
cnd 0. Am obt inut astfel ca V (x
0
) = lim
0
V
(x
0
) = (x
0
). 2
We shall say that a function f, dened on a set G, satises the Lipschitz condition
wit exponent ( denoted by f Lip
(G)), if for any two points x, x
G, we have
the inequality
[f(x
) f(x)[ A|x
x|
,
in which A and are positive constants. It is easy to see that if > 1, then f(x)
a const., so that we usually take 0 < 1.
If the density Lip
() then the Newtonian potential has continuous second

derivatives in the domain , and satises in this domain the equation
V = .
(For proof see Mihklin [58])
If the density L
p
(), 1 < p < , then the second derivatives of the Newtonian
potential exist as generalized derivatives; they are integrable in to degree p, and
can be evaluated from
2
V
x
j
x
k
(x) = lim
0
_
\B(x,)
(y)

2
x
j
x
k
E(x y)dy +
1
n
(x).
The limit occuring in this formula exists almost everywhere in . The Newtonian
potential satises the equation u = almost everywhere in .
Deoarece potent ialul Newtonian poate scris ca o convolut ie putem sa ne
ntrebam ce ecuat ie verica funct ia u = f E. Avem urmatorul rezultat:
Teorema 5.3 Presupunem f L
1
(R
n
), si de asemenea ca
_
R
n
\B(0,1)
[f(y)[ log [y[dy <
n cazul n = 2. Atunci u = f E este local integrabil si este solut ia in
distribut ii a ecuat iei u = f.
Demonstrat ie. Let E
0
(x) = E(x) if |x| < 1 and = 0 otherwise, and let
E
(x) = E(x) E
0
(x). Then E
0
L
1
, so f E
0
is dened a.e. and is in L
1
.
If n > 2, E
, so f E
is dened everywhere and is bounded. If n = 2,

the extra condition of f insures that f E
exists every where and is locally

bound, since log |x y| log |y| tends to zero as |y| when x remains
bounded. In any event, u = f E
is dened a.e. and is locally integrable.

Now, set f
j
(x) = f(x) if |x| j and 0 otherwise. Then the f
t
j
s satisfy the
hypothesis on the theorem, and if we set u
j
= f
j
E, an application of the
Lebesgue dominated convergence theorem shows that u
j
u as distribution.
Thus also u
j
u as distributions. But if C
0
and

f
j
(x) = f
j
(x)
u
j
, ) = f
j
E, ) = E,

f
j
)
= E, (

f
j
)) = E,

f
j
) = (

f
j
)(0) = f
j
, )
since

f
j
C
0
. Thus u
j
= f
j
so u = limf
j
= f. 2
We might expect that if f is continuous, then u = f E would be C
2
and would
be a classical solution of u = f. In general this is not the case: u will only be C
1
.
However, we can remedy the situation by imposing a little extra smoothness on f,
namely that f should satisfy a Holder condition.
Teorema 5.4 Daca f satisface condit ile din Teorema 5.3 si n plus f este C
pentru un (0, 1) si un deschis , atunci u = f E este de clasa C

2
pe
si u = f in .
Demonstrat ie. Este sucient sa aratam ca u C
2
(
t
) cu
t
. Dat
t
,
alegem C
0
cu = 1 pe
t
. Atunci u = (f) E + ((1 )f) E, si
((1 )f) E(x) =
_
(1 (y))f(y)E(x y)dy.
Daca x
t
, avem 1 = 0 pe o vecinatate a lui x astfel factorul (1
(y)E(x y) este marginit ca funct ie de y. Deoarece f L
1
, integrala
este absolut si uniform convergenta pe submult imile din
t
. ( Ipoteze supli-
mentare pentru f trebuie folosite cnd n = 2). Mai mult, as [,
x
E(x y)[ =
O(|y|
2n[[
) as |y| , the same is true of the integral dierentiated with
respect to x, astfel ((1 f) E C
(
t
). Este sucient prinurmare sa
consideram (f) E, si am redus totul la a arata ca daca g(= f) is C
si
are suport comact, atunciv = g E este C
2
.
Pentru a termina sa consideram nucleiele regularizante denite prin
E
(x) =
_
_
(|x|
2
+
2
)
(2n)/2
n
daca n > 2
1
2
log(|x
2
| +
2
)
1/2
daca n = 2
(5.25)
E
j
(x) =,
j
E
(x) =
x
j
(|x|
2
+
2
)
n/2
n
E
ij
(x) =,
i
,
j
E
(x) =
_
_
nx
i
x
j
(|x|
2
+
2
)
(n+2)/2
n
i ,= j
(|x
2
| +
2
nx
2
j
)(|x|
2
+
2
)
(n+2)/2
n
i = j
La inceput, notam ca g E
, g E
j
, si g E
ij
snt C
.
Este usor de vericat ca g E
converge uniform pe compacte la v cnd

0, prin urmare v este continua. (Numai faptul ca g este marginit cu
suportul compact este necesar aici). De asemenea, g E
v In semnsul
distribut iilor, astfel ,
j
(g E
ij
) = g E
j
si ,
i
,
j
(g E
ij
) = g E
ij
tinde la the
distribution derivatives ,
j
v and ,
j
,
j
v are continuous. Armam ca aceasta
convergent a are loc in sensul normei uniforme, astfel ca ,
j
v si ,
i
,
j
v snt
funct ii continue.
For ,
j
v the argument is easy, and again only requires g to be bounded
with compact support. Indeed, the limiting kernel
E
j
(x) =,
j
E(x) =
x
j
|x|
n
n
is locally integrable (since [E
j
(x) |x|
1n
, and moreover the integral of E
j
over any translate of the support of g is bounded by a xed constant. It then
follows from the Lebesgue convergence theorem that gE
j
converges uniformly
to g E
j
.
A doua derivata ,
i
,
j
E nu este integrabila in 0, astfel avem nevoie de un
argument mai delicat aici. Sa denim

E
ij
=,
i
,
j
E(x) daca |x| > si = 0
altfel. Vom argumenta separat pentru cazurile i ,= j and i = j.
Daca i ,= j, armam ca E
ij

E
ij
L
1
si
_
(E
ij

E
ij
) = 0. Prima
assert iune rezulta dintr-o teorema de medie (the calculus lemma): daca |x| >
ij
(x)

E
ij
(x) =
nx
i
x
j
n
_
(|x|
2
+
2
)
n+2/2
|x|
n2
_
=
=
nx
i
x
j
n
O(|x|
n3
) = O(|x|
n1
)
cnd x . Deci E
ij

E
ij
este integrabila la innit, si este integrabila pe
orice mult ime marginita. As for the second assertion, pentru orice r > 0 avem
_
S(0,1)
E
ij
(rx)ds
x
=
_
S(0,1)
ij
(rx)ds(x) = 0 (5.26)
deoarece E
ij
si

E
ij
snt funct ii impare in x
i
. Deci
_
(E
ij

E
ij
) = lim
R
_
R
0
_
S(0,1)
C
2
boundary . Alegn > 0 astfel ca (y)[ < /3C cnd y B
= z
S; |z x
0
| < . Atunci
[w(x) w(x
0
)[
_
B
[,
E(x y)[[(y)[ds(y)
+
_
B
[,
E(x
0
y)[[(y)[ds(y)
+
_
S\B
[,
E(x y),
E(x
0
y)[[(y)[ds(y)
(Desigur ,
E(x y) = K(x, y) cnd ambele argumente snt in S.) Primii doi

termeni snt ecare mai mici ca /3. Mai mult, daca |xx
0
| < /2 integrantul
celui de al treilea termen este marginit si continuu pe SB
si tinde uniform la
zero zero cnd xx
0
. Intr-adevar, daca luam 0 <
0
< funct ia ,
E(xy)
este continua pe B(x
0
,
0
) (S B(x
0
, )), care implica ca exista () > 0
astfel ca
|x x
0
| < , y S B(x
0
, ) [,
y
E(x y),
y
E(x
0
y)[ <

4M
,
unde M = sup
yS
[(y)[ si =
_
S
ds(y). Putem prin urmare alege < /2
sucient de mic astfel ca termenul al treilea sa e mai mic ca /3 cnd |x
x
0
| < , si cu aceasta demonstrat ia s-a terminat. 2
Fie un deschis marginit din R
n
si :

R.
Observam ca daca luam funct ia : R
n
R denita prin (x) = (x)
daca x

si 0 daca x ,

atunci V = E, adica
V (x) =
_
R
n
(y)E(x y)dy pentru orice x R
n
.
Potentialul Newtonian a fost introdus in stiint a in secolul al XVIII-lea de Daniel
Bernoulli (1700-1792) and Louis Joseph Lagrange (1736-1813) in legatura cu teoria
Newtoniana a gravitat iei. Mai trziu Pierre Poisson (1781-1840) in 1813 avea sa
descopere ca potent ialul Newtonian cu densitatea pe verica ecuat ion V =
in . Numele de potential a fost introdus de George Green (1793-1841), iar studiul
matematic al acestui concept a fost initiat de A. M. Liapunov (1857-1918).
************
Prove that for all y R
n
, n > 4,
E(x y) = O(|x|
2n
.
Find the Newtonian potential for = B(0, R) and the density is a function
of |x|.
Prove that if A
ij
C
1
()
n
i,j=1
A
ij
(x)
i
j
||
2
for all R
n
and a(x) = A
1
(x), then for all y the function
x (x, y) =
1
(2 n)
n
_
D(y)
_
n
j,k=1
a
jk
(y)(x
j
y
j
)(x
k
y
k
)
_
has the property
n
j,k=1
x
j
_
A
jk
(x)

x
k
(x, y)
_
Find the Newtonian potential for = B(0, R) and densities: a) =
0
= const;
b) = (|x|); c) = |x|, d) = |x|
2
, e) =
_
|x|, f) = exp(|x|), g)
=
1
1 +|x|
2
, h) = sin(|x|), i) = cos(|x|).
Find the Newtonian potential for = B(0, R
2
) B(0, R
1
) if density are : a)
=
0
= const., b) = (|x|) C().
Find the single-layer potential if S = S(0, R) and the density is constant on S.
Prove that the representation formula for C
2
functions remain true if is a
bounded domain with C
1
piecewise boundary and u C
2
() C
1
(), u
c().
Prove that u C
2
(), u(x) 0 for all and there exists x
0
such that
u(x
0
) = sup
x
u(x), then u = const.
5.3 Formule de medie si principii de maxim
In aceasta sect iune vom da o caracterizare a funct iilor armonice si subarmonice
utiliznd media sferica.
Vom analiza, pentrunceput, operat ia de mediere a unei funct ii. O operat ie
de mediere cu un anumit nucleueste foarte folositoare, mai precis medierea cu
o familie de nuclee (x, y) depinzind de un parametru care tinde la zero.
In mod obisnuit se folosesc nuclee cu proprietat ile
(x, y, ) = 0 pentru |x y| c
si
_
R
n
(x, y, )dy =
_
|xy|c
(x, y, )dy = 1.
Prin medierea unei functii u denite pentru un x R
n
cu nucleul (x, y, )
vom nt elege funct ia
u
(x) =
_
R
n
(x, y, )u(y)dy (5.27)
Aceste medii u
converg la u pentru o intreaga gama de nuclee si pentru o

gama larga de funct ii. Vom face ca aceste armat ii sa e mai precise n cele
ce urmeaza. Scopul unei operat ii de mediere este sa se obt ina o familie de
funct ii care poseda proprietati bune si care sa aproximeze funct ia mediata.
Medierea Steklov
Se pare ca prima mediere de tipul (5.27) a fost extensiv folosita de V.A.
Steklov pentrunvestigarea unui numar de ntrebari ce apar n teoria ecuat iilor
funct ionale si n teoria seriilor de puteri. Steklov a folosit nuclee de tipul
(x, y, ) =
1
n
(
x y
), (5.28)
unde este o funct ie cu suport compact. Mediile Steklov au forma
u
h
(x) =
1
h
n
_
x
1
+h/2
x
1
h/2

_
x
n
+h/2
x
n
h/2
u(y)dy. (5.29)
Daca funct ia u este local integrabila atunci funct iile u
h
vor continue si cnd
h0, u
h
u apt n si la fel n norma spat iului L
1
(
t
). Mai mult u
h
are
derivata generalizata de primul ordin n raport cu x
i
.
Mai general, daca u L
p
(), p 1 si u se ia ca ind egala cu zero n afara
lui atunci funct ia u
h
este continua pe , are derivate generalizate de primul
ordin in L
p
() iar u
h
u apt n si n L
p
().
Medierea cu nuclee netede
Frecvent folosim medierea unei funct ii cu nuclee innit diferent iabile de tipul
(5.28) unde
(x) =
_
_
_
exp(
|x|
2
|x|
2
1
) pentru |x| 1
0 pentru [x[ 1
(5.30)
cu
n
=
_
|x[|<1
exp(
|x|
2
|x|
2
1
)dx.
Pentru astfel de nuclee mediile vor sucient de netede (chiar innit diferent iabile).
Pentru mediie u
cu nuclee de tipul (5.28) avem urmatoarea proprietate

care se va dovedi foarte folositoare.
Daca u are derivata generalizata
u atunci
= (
u)
, adica operati-
ile de mediere si diferent iere comuta. Din aceasta si din convergent a lui u
la
u rezulta ca daca u si
u snt din L
p
() atunci pentru orice
t
mediile
si derivatele lor de forma
converg la
u n norma L
p
(
t
) cnd 0 si
apt n .
De asemenea folosim mediereri de forma
u
(x) =
1
n
_
|xy|
(
|x y|
)u(y)dy, (5.31)
unde este o funct ie nenegativa, innit derivabila pentru t 0, ce se anuleaza
pentru t 1 si care are proprietatea ca
_
1
0
(t)t
n1
dt = 1 si unde
n
este
volumul bilei unitate din R
n
.
Mediile u
(x) snt denite numai pe domeniile
a caror distant a la
frontiera este , n timp ce funct ia de mediat este denita pe . Pentru a
deni u
(x) pentru x
trebuie sa extindem cumva(n mod convenabil) u

la o banda de lat ime n jurul lui . Vom face aceasta pentru u L
p
() lund
u(x) = 0 in afara lui . O asemenea extensie ne da din nou o funct ie (care o
vom nota din nou prin u(x)), care este din L
p
(
) pentru orice

, adica
cu asemenea extensie nu iesim n afara spat iului L
p
. Aceasta ne permite sa
obt inem o aproximare care converge la u n norma spat iului L
p
(). In general
nu exista o convergent a mai buna pentru u L
p
().
Daca u are unele proprietat i de netezime, de exemplu u sa e continua
pe , atunci dorim sa avemun sir de funct ii netede care sa aproximeze u
uniform pe , adica n norma C(). Pentru aceasta u ar trebui extins n afara
lui n asa fel nct extensia sa ramina continua; atunci media calculata cu
ajutorul acestei extensii va avea proprietatea de aproximare ceruta. Dar daca
extensia lui u din nu are aceasta proprietate atunci aproximarea uniforma
este pierduta n punctele de discontinuitate ale lui u.
Situat ia este asematoare n cazul n care u poseda anumite proprietat i de
derivabilitaten . Daca dorim sa construim, folosind operat iile de mediere, un
sir de funct ii netede care aproximeaza u asanct derivatele
sa aproximeze
u in L
p
() trebuie sa extindem u la o vecinatate a lui ntr-un mod care
pastreza propriett ile de netezime. Deci, de exemplu, daca u si
u sintn L
p
(,
atunci u si
u trebuie extins la un domeniu

astfel nct extensia lui u
ct si a derivatelor sale sa e n L
p
(
). Daca aceasta se ntmpla atunci mediile

u
care snt formate ca n (??) sau (??) cu un de forma (??) vor funct ii
netede pentru sucient de mici, care converg, mpreuna cu
= (
u)
la u respectiv
u n norma spatiului L
p
().)
Medierea sferica
In caracterizarea funct iilor armonice si a celor subarmonice precum si pentru

multe alte utilizari (vezi ecuatia undelor) se foloseste urmatorul procedeu de
mediere a unei funct ii pe bila B(x, r) si pe sfera S(x, r).
Denit a 5.2 Daca u este o funct ie continuan R
n
expresiile M
S
u
(x, r), M
V
u
(x, r)
denite pentru x n R
n
si r (0, )
M
S
u
(x, r) =
n
n
r
n1
_
S(x,r)
u(z)ds(z) (5.32)
M
V
u
(x, r) =
n
n
r
n
_
B(x,r)
u(z)dz (5.33)
se numesc media sferica de suprafat a respectiv media sferica de volum
a lui u pe sfera centrata n x si de raza r respectiv pe bila centrat a n x si de
raza r.
Lund z = x +ry cu |y| = 1 obt inem
M
S
u
(x, r) =
1
n
_
S(0,1)
u(x +ry)ds(y)
M
V
u
(x, r) =
n
n
_
B(0,1)
u(x +ry)dy
(5.34)
Folosind exprimarea lui M
S
u
(x, r) respectiv M
V
u
(x, r) putem sa extindem pe
M
S
u
(x, r) respectiv M
V
u
(x, r) pentru orice r R.
Urmatoarele armat ii snt imediate.
1) Daca h este o funct ie continua pe R
n
atunci funct ia rM
S
h
(x, r) este
o funct ie para, adica M
S
h
(x, r) = M
S
h
(x, r).
2) Daca h C
s
(R
n
) atunci M
S
h
C
s
(R
n+1
.
3) M
S
h
(x, 0) = h(x)
Folosind medierea sferica avem urmatoarea formula de reprezentare a funct iilor
de clasa C
2
.
Propozit ia 5.9 Fie un deschis din R
n
. Pentru orice x si pentru orice
r > 0 cu proprietatea B(x, r) avem
u(x) = M
S
u
(x, r)
_
r
0
n
M
V
u
(x, )d (5.35)
Demonstrat ie. Pentru 0 < r avem
_
S(x,)
u
(z)ds(z) =
_
B(x,)
u(z)dz
de unde facnd n prima integrala schimbarea de variabila z = x +y obt inem
n1
_
S(0,1)
u
(x +y)ds(y) =
_
B(x,)
u(z)dz
deci
_
S(0,1)
u
(x +y)ds(y) =
1n
_
B(x,)
u(z)dz.
Dar
_
S(0,1)
u
(x +y)ds(y) =
d
d
_
S(0,1)
u(x +y)ds(y)
Prin integrare n raport cu obt inem
_
S(0,1)
u(x +rz)ds(z)
n
u(x) =
_
r
0
n1
_
_
B(x,)
u(z)dz
_
d
de unde se obt ine (5.35). 2
Propozit ia 5.10 FIe un deschis din R
n
, u C(), x r > 0 cu
B(x, r) . Urmatoarele armat ii snt echivalente.
1 Daca u(x) M
S
u
(x, ) pentru orice (0, r] atunci u(x) M
V
u
(x, r).
2 Daca u(x) M
V
u
(x, ) atunci u(x) M
S
u
(x, rho) pentru orice (0, r].
Demonstrat ie.
tt
1) =2)
tt
din u(x) M
S
u
(x, ) pentru orice (0, r] avem
n1
n
u(x)
_
S(x,)
u(y)ds(y),
de unde prin integrare n raport cu ntre (0, r) avem
r
n
n

n

_
r
0
_
_
S(x,)
u(y)ds(y)
_
d =
_
B(x,)
u(y)dy,
deci u(x) M
V
u
(x, r).
tt
2) =1)
tt
Presupunem, prin absurd, ca u(x) M
V
u
(x, r) si exista
0
(0, r]
cu u(x) > M
S
u
(x,
0
). Exista atunci un > 0 astfel ca
u(x) > M
S
U
(x,
0
).
Cum M
S
u
(x, ) este o funct ie continua exista > 0 astfel ca
u(x) > M
S
u
(x, ) pentru orice (
0
,
0
+) (0, r].
Dar
_
B(x,r)
u(y)dy =
_
r
0
_
_
S(x,)
ds(y)
_
d
=
_
[0,r)\(
0
,
0
+)
_
_
S(x,)
ds(y)
_
d +
_
[0,r)(
0
,
0
+)
_
_
S(x,)
ds(y)
_
d
_
[0,r)\(
0
,
0
+)
n1
u(x)d
_
[0,r)(
0
,
0
+)
n1
(u(x) varepsilon)d
=

n
r
n
n
u(x)
n
_
[0,r)(
0
,
0
+)
n1
d
deci M
V
u
(x) < u(x), o contradict ie. 2
Folosind media sferica putem da urmatoarea caracterizare pentru funct iile
subarmonice.
Propozit ia 5.11 Fie un deschis nevid din R
n
si u C
2
(). Urmatoarele
armat ii snt echivalente.
1) u(x) 0 pentru orice x ( adica u este subarmonica).
2) u(x) M
S
u
(x, r) pentru orice x si r > 0 cu B(x, r) .
3) u(x) M
V
u
Demonstrat ie.
1) = 2) Fie x si r > 0 cu B(x, r) . Aplicnd formula de
reprezentare (Teorem 5.1) pentru funct ia u si domeniul B(x, r) avem:
u(x) =
_
S(x,r)
u(y)
y
E(x y)ds(y)
_
S(x,r)
u(y)E(x y)ds(y)+
+
_
B(x,r)
u(y)E(x y)dy =
_
S(x,r)
u(y)
y
E(x y)ds(y) +I(r)
unde I(r) =
_
B(x,r)
u(y)E(x y)dy
_
S(x,r)
u(y)E(x y)ds(y). Folosind

faptul ca pentru orice y S(x, r),
y
E(x y) =
x y, (y))
n
|x y|
n
si E(x
y) = r
2n
/((2 n)
n
) cnd n > 2 si ln(r)/(2) cnd n = 2, la fel ca
_
S(x,r)
u(y)ds(y) =
_
B(x,r)
u(y)dy obt inem
u(x) =
r
1n
n
_
S(x,r)
u(y)ds(y) +I(r)
unde I(r) =
_
_
_
B(x,r)
u(y)
|x y|
2n
r
2n
(2 n)
n
dy n > 2
_
B(x,r)
u(y)
1
2
ln
|x y|
r
dy n = 2
Deoarece u(y) 0 n B(x, r) obt inem I(r) 0, deci
u(x)
1
n
r
n1
_
S(x,r)
u(y)ds(y) =
1
n
_
S(0,1)
u(x +ry)ds(y). (5.36)
Acum, folosind (5.35) pentru orice x si r > 0 cu B(x, r) daca u(x)
M
S
u
(x, r) avem ca
_
r
0
1
n1
_
_
B(x,
u(z)dz
_
d 0.
Daca exista x
0
cu u(x
0
) < 0 atunci gasim un R cu u(x
0
) < < 0.
Cum u este funct ie continua n exista r > 0 astfel ca u(x) < pentru
orice x B(x
0
, r) cu B(x
0
, r) . Deci
0
_
r
0
1
n1
_
_
B(x
0
))
u(z)dz
_
d <
_
r
0
1
n1
_
_
B(x
0
,)
dz
_
d
=
n
n

1
n1
d =
r
2
2n
< 0,
o contradict ie, deci u(x) 0 pentru orice x .
Ca 2 3) rezula imediat folosind Propozit ia ??.
2
Remarca 5.1 Fie un deschis nevid din R
n
si u C
2
(). Urmatoarele
1) u(x) 0 pentru orice x
2) u(x) M
S
u
3) u(x) M
V
u
Folosind Propozitia ?? si Remarca ?? se obt ine o caracterizare o funct iilor
de clasa C
2
care snt armonice.
Teorema 5.5 Fie un deschis nevid din R
n
si u C
2
(). Urmatoarele
1) u(x) = 0 pentru orice x ( adica u este armonica).
2) u(x) = M
S
u
3) u(x) = M
V
u
Am vazut in teorema ?? ca funct iile armonice au proprietatea ca
u(x) = M
S
u
(x, r) = M
V
u
(x, r) pentru orice x , r > 0 cu B(x, r)
(5.37)
Apare ca naturala intrebarea: Funct iile continue care au proprietatea (5.37)
snt armonice?
Vom raspunde armativla aceasta intrebare n cele ce urmeaza.
Denit a 5.3 Fie R
n
. Se spune ca o funct ie u C() are proprietatea
mediei sferice daca are loc (5.37).
Vom demonstran cele ce urmeaza ca funct iile ce au proprietatea mediei sferice
snt innit derivabile si snt armonice.
Propozit ia 5.12 (regularitatea si ereditatea mediei sferice) Fie u o funct ie
continua care are proprietate mediei sferice ntr-un deschis din R
n
. Atunci
funct ia u C
() si derivatele sale de orice ordin au proprietatea mediei

sferice.
Demonstrat ie. Este sucient sa aratam ca pentru orice k = 1, . . . , n derivata
u
x
k
exista, este continua si are proprietatea mediei sferice n . Fie x
0
.
Cum este un deschis exista r > 0 astfel nct B(x, r) . Cum u poseda
proprietatea mediei sferice n avem
[B(0, r)[u(x
0
) =
_
B(x
0
,r)
u(x)dx.
Funct ia u ind continua pe B(x
0
, r) exista o funct ie derivabila pe B(x
0
, r)
astfel nct
u(x) =

x
k
(x), x B(x
0
, r).
Din formula lui Gauss, notnd cu (x) = (
1
(x), . . . ,
n
(x)) versorul normalei
exterioare n x S(x
0
, r) obt inem
[B(0, r)[u(x
0
) =
_
B(x
0
,r)
x
k
(x)ds(x) =
_
S(x
0
,r)
(x)
k
(x)ds(x)
=
_
S(0,r)
(x
0
+y)
k
(y)ds(y).
Continuitatea derivatei funct iei permite sa aplicam derivata sub semnull
integralei, ceea ce arata ca funct ia u este continuu derivabila n raport cu a
k-a variabila si ca
[B(0, r)[
u
x
k
(x
0
) =
_
S(0,r)
x
k
(x
0
+y)ds(y) =
_
S(x
0
,r)
u(x)
k
(x)ds(x).
Formula integrala a lui Gauss arata ca ultimul membru al egalitat i precedente
va din nou
_
B(x
0
,r)
u
x
k
(x)ds(x). Cum rationamentul anterior este valabil
pentru orice bila B(x
0
, r) cu B(x
0
, r) si cum x
0
este arbitrar n , am
demonstrat ca
u
x
k
are proprietatea mediei sferice. 2
Pentru a arata ca u C
() putem folosi si urmatoarea rat ionament.

Sa consideram C
0
(R) astfel nct supp [0, 1) si
_
1
0
r
n1
(r)dr
= 1/
n
. Funct ia : R
n
R denita pentru orice x R
n
prin (x) = (|x|)
are urmatoarele proprietat i:
supp B(0, 1) si
_
(x)dx =
_
B(0,1)
(x)dx = 1.
Pentru f L
1
(), > 0 cu B(x, ) consider medierea
f
(x) =
1
n
_
_
x y
_
f(y)dy,
adica f
f, unde
(x) =
n
(x/) pentru orice x R
n
. Deoarece
este innit derivabila n R
n
atunci, evident, f
este innit derivabila n raport

cu x.
Pentru orice x si > 0 cu B(x, ) avem:
u
(x) =
_
u(y)
(x y)dy =
_
B(x,)
u(y)
1
_
x y
_
dy
=
1
n
_

0
_
S(x,r)
u(y)
_
|x y|
_
ds(y)dr
=
1
n
_

0
_
S(x,r)
u(y)
_
r
_
ds(y)dr
=
1
n
_

0
_
r
__
_
S(x,r)
u(y)ds(y)
_
dr
=
1
n
_

0
_
r
_
u(x)
n
r
n1
dr =
= u(x)
n
_
1
0
()
n1
d = u(x)
.
Deci funct ia u satisfacnd proprietatea mediei sferice deasemenea satisface
u
(x) = u(x) daca B(x, ) .

Acum dat > 0, sa consideram
= x[ B(x, ) . Pentru orice

x
avem u
(x) = u(x), deci u C
), si deoarece este arbitrar

obt inem u C
(). 2
Vom arata acum identitatea dintre o funct ie armonica si o funct ie cu pro-
prietatea de medie.
Teorema 5.6 (Teorema mediei sferice ) Fie R
n
o mult ime deschisa
si u C() Urmatoarele armat ii snt echivalente:
1) Funct ia u este armonica;
2) Funct ia u are proprietatea mediei sferice n .
Demonstrat ie. 1) =2) Daca u este funct ie armonica atunci u C
2
() si
putem aplica Propozitia 5.6.
2) =1) Din Propozitia ?? rezulta ca u C
(). Fie x si sa aratam

ca u(x) = 0. In fapt, avem
u(x) =
1
n
r
n1
_
S(y,r)
u(y)ds(y) =
1
n
_
S(0,1)
u(x +ry)ds(y).
Derivnd n raport cu r obt inem
0 =
_
S(0,1)
n
k=1
u
x
k
(x +ry)y
k
ds(y) =
_
S(0,1)
n
k=1
u
x
k
(x +ry)
k
(y)ds(y)
=
_
S(x,r)
n
k=1
u
x
k
(y)
k
(y)ds(y) =
_
S(x,r)
u
(y)ds(y).
Din ultima integrala, utiliznd formula Gauss, avem
_
B(x,r)
u(y)dy = 0. Dar
din Propozit ia ?? (proprietatea de ereditate) u poseda proprietatea mediei
sferice, deci u(x) = 0. 2
A doua demonstrat ie pentru 2) = 1) Fie x si r > 0 astfel ca
B(x, r) . Fie v : B(0, 1)R denita prin v(y) = u(x + ry) pentru orice
y n B(0, 1). Avem :
v(y) = r
2
u(x +ry), pentru orice y B(0, 1),
v
(y) = r
d
d
u(x +y)[
=r
, pentru orice y S(0, 1).
(5.38)
Intr-adevar,
i
v(y) = r
i
u(x + ry) si
2
i
v(y) = r
2
2
i
u(x + ry) pentru orice
y B(0, 1), de unde v(y) = r
2
u(x + ry) pentru orice y n B(0, 1) si mai
mult pentru orice y S(0, 1) avem :
v
(y) = lim
t,0
(y), _v(y +t(y)) = lim
t,0
n
i=1
i
v(y +t(y))
i
(y) =
lim
t,0
n
i=1
i
v(x +r(y +t(y))ry
i
= r
n
i=1
i
u(x +ry)y
i
= r
d
d
u(x +y)[
=r
Dar
_
B(0,1)
u(x +ry)dy =
1
r
2
_
B(0,1)
v(y)dy =
1
r
2
_
S(0,1)
v
(y)ds(y)
=
1
r
_
S(0,1)
d
d
u(x +y)[
=r
ds(y) =
1
r
d
d
_
_
S(0,1)
u(x +y)ds(y)
_
[
=r
=
1
r
d
d
(
n
u(x)) = 0, deci
_
B(0,1)
u(x + ry)dy = 0. Facnd r 0 obt inem
u(x) = 0 si deoarece x a fost ales arbitrar n rezulta ca u este o funct ie
armonica n . 2
2
Folosind teorema de medie a lui Gauss avem urmatorul rezutat important:
Teorema 5.7 (Liouville) Orice funct ie armonica n R
n
care este marginita
inferior sau superior este o funct ie constanta.
Demonstrat ie. Este sucient sa demonstram ca orice funct ie pozitiva si ar-
monica pe R
n
este o funct ie constanta. Fie x
1
, x
2
puncte arbitrare din R
n
si r
1
r
2
+ |x
1
x
2
| r
2
> 0. Pentru B
2
= B(x
2
, r
2
) B(x
1
, r
1
) = B
1
,
folosind teorema de medie avem
u(x
2
) =
n
n
r
n
2
_
B
2
u(x)dx
n
n
r
n
2
_
B
1
u(x)dx
=
_
r
1
r
2
_
n
n
r
n
1
_
B
1
u(x)dx =
_
r
1
r
2
_
n
u(x
1
)
Daca luam r
1
= r
2
+|x
1
x
2
| si facem r
2
obt inem
u(x
2
) u(x
1
).
In acelasi mod obt inem u(x

1
) u(x
2
), deci u(x
1
) = u(x
2
), adica u este o
funct ie constanta n R
n
. 2
Putem demonstra ca daca u este o funct ie armonica n R
n
si exista o
constanta C > 0 astfel ca
u(x) C(1 +|x|)
m
atunci u este o funct ie polinomiala de grad cel mult m (vezi Problema ...)
Teorema 5.8 (lema Weyl) Fie un deschis din R
n
. Daca u L
1
loc
()
verica relat ia
_
u(x)(x)dx = 0 pentru orice C
0
(),
(adica u este solut ie slaba a ecuat iei u = 0) atunci u C
() si u este
armonica n .
Demonstrat ie. Vom demonstra ca u este o funct ie continua si are propri-
etatea mediei sferice n . Pentru aceasta alegem C
0
(B
1
(0)) cu
_
= 1,
si luam
(x) =
n
(x/) Evident
0
(B(0, ) De asemenea alegem
= x; B
(x) . Evident funct ia x(u
)(x) =
_
B(x,
u(y)
(xy)dy
este din C
). Acum, pentru orice C
0
(
),
0
() si
(u
), ) = u
, ) = u,

) = u, (
)) = 0,
astfel (u
) = 0 pe
. Din formula mediei sferice avem

(u
)(x) =
n
r
n
n
_
B(0,r)
(u
)(x +y)dy, (x
, r mic).
Deoarece u
converge la un L
1
(
t
) pentru orice
t
cu
t
compact cnd
0, aceasta relat ie arata ca u
u uniform pe submult imile compacte

din . Prin urmare u este funct ie continua pe s are proprietatea mediei
sferice, deci este armonica n ..
Corolarul 5.4 Fie R
n
o mult ime deschisa nevida. Daca f C
()
(respectiv f este funct ie analitica) si u L
1
loc
() satisface relat ia
_
f(x)(x)dx =
_
u(x)(x)dx pentru orice C
0
(), (5.39)
( adica u este solut ie slaba a ecuat iei u = f) atunci u C
() (respectiv u
este funct ie analitica pe ).
Demonstrat ie. Este sucient sa aratam ca u C
(
t
) ori de cte ori
t
este un compact cont inut n . Alegem C
0
() cu = 1 pe
t
. Atunci
f C
0
astfel u
t
= (f)E este o funct ie din C
() care satisface u
t
= f.
Cum
_
u
t
(x)(x)dx =
_
f(x)(x)dx pentru orice C
0
(
t
) folosind
(5.39) avem
_
(u u
t
)(x)(x)dx = 0 pentru orice
0
(
t
), din lema Weyl
avem u u
t
C
(
t
), deci u C
(
t
).
Acum, daca f este o funct ie analitica pe atunci f este de clasa C
pe si din cele de mai sus u C
(). Ramne sa aratam ca u este este

o analitica ntr-o vecinatate a oricarui punct x
0
. Din teorema Cauchy-
Kowalevski putem gasi o funct ie analitica u
t
denita ntr-o vecinatate V a
lui x
0
satisfacind u
t
= f acolo. Prin micsorarea lui V putem presupune ca
S = V este neteda, V si u
t
C
(V ). Atunci v = u u
t
C
(V ) si
v = 0 pe V , astfel
v(x) =
_
S
v(y)

y
E(x y)ds
y
_
S
v
(y)E(x y)ds(y) (x V ).
Dar integrant ii dim membrul drept snt funct ii analitice x pentru ecare
y S, si integrarea se face pe o mult ime a compacta. Rezulta prin urmare ca
v este o funct ie analitica pe , deci u = v + u
t
este de asemenea analitica n
. 2
Propozit ia 5.13 Daca a R si u L
1
loc
(R
n
) verica
_
R
n
u(x)[(x) +a(x)]dx = 0 pentru orice C
0
()
atunci u C
(R
n
).
Demonstrat ie. Cnd a = 0 din lema Weyl obt inem u C
(R
n
). Daca a , = 0
consideram funct ia v : R
n+1
R denita prin
v(x, x
n+1
) =
_
u(x) cos(bx
n+1
) daca a < 0
u(x) cosh(bx
n+1
) daca a > 0
unde b =
_
[a[
Pentru funct ia v care este din L
1
loc
(R
n+1
) vom arata ca
_
R
n+1
v(x, x
n+1
)
n+1
(x, x
n+1
)dxdx
n+1
= 0 () C
0
(R
n+1
). (5.40)
Fara dicultate se arata ca daca a < 0 atunci
_
R
n+1
v(x, x
n+1
)
n+1
(x, x
n+1
)dxdx
n+1
=
=
_
R
_
_
R
n
u(x)[
n
i=1
2
x
2
i
_
cos(bx
n+1
(x, x
n+1
)
_
+a cos(bx
n+1
)(x, x
n+1
_
dx
_
dx
n+1
+
_
R
n
(b
2
a)
_
_
R
cos(bx
n+1
)(x, x
n+1
)dx
n+1
_
dx
si
_
R
n+1
v(x, x
n+1
)
n+1
(x, x
n+1
)dxdx
n+1
=
_
R
_
_
R
n
u(x)[
n
i=1
2
x
2
i
_
cosh(bx
n+1
)(x, x
n+1
)
_
+a cosh(bx
n+1
)(x, x
n+1
)
_
dx
_
dx
n+1
+
_
R
n
(b
2
a)
_
_
R
cosh(bx
n+1
)(x, x
n+1
)dx
n+1
_
dx
cnd a > 0. Deoarece C
0
(R
n+1
pentru orice x
n+1
R avem ca funct iile
xcos(bx
n+1
)(x, x
n+1
), xcosh(bx
n+1
)(x, x
n+1
) snt din C
0
(R
n
) deci
_
R
n
u(x)
_
n
i=1
2
x
2
i
_
cos(bx
n+1
)(x, x
n+1
)
_
+a cos(bx
n+1
)(x, x
n+1
)
_
dx = 0
la fel
_
R
n
u(x)
_
n
i=1
2
x
2
i
_
cosh(bx
n+1
)(x, x
n+1
)
_
+a cosh(bx
n+1
)(x, x
n+1
)
_
dx = 0
Cum b
2
= [a[ avem b
2
a = 0 cnd a < 0 si b
2
a = 0 cnd a > 0 obt inem
(5.40).
Din lema Weyl avem ca v C
(R
n+1
) deci u C
(R
n
). 2
Folosind lema Weyl si proprietatea de medie avem urmatoarele teoreme de
tip Liouville
Teorema 5.9 Fie 1 p si u L
p
(R
n
) cu proprietatea
_
R
n
u(y)(y)dy = 0, pentru orice C
0
(R
n
).
Atunci
1) u = 0, daca 1 p <
2) exista c R asa nct u(x) = c apt x R
n
, daca p = .
Demonstrat ie. Din lema Weyl rezulta ca u C
(R
n
) si este funct ie ar-
monica.
1) Fie x R
n
si r > 0. Conform formulei de medie avem
u(x) =
n
n
r
n
_
B(x,r)
u(y)dy
Aplicnd inegalitatea lui Holder rezulta
[u(x)[
n
n
r
n
|u|
L
p
(R
n
)
|1|
L
(
B(x,r)
,
unde 1 < q si 1/p + 1/q = 1. Dar |1|
L
q
(B(x,r))
=
_
n
n
r
n
_
1/q
si prin
urmare
[u(x)[ C(n, p, u)r
n(11/q)
0 cnd r.
Prin urmare u(x) = 0, adica u = 0.
2) Fie 1 k n. Deoarece
k
u este tot funct ie armonica, cu aceiasi
proprietate de medie deducem
k
u(x) =
n
n
r
n
_
B(x,r)
k
u(y)dy =
n
n
r
n
_
B(x,r)
u(y)
k
(y)dy,
de unde obt inem
[
k
u(x)[ C(n, u)
1
r
0 cnd r,
ceea ce implica
k
u = 0 pe R
n
pentru orice 1 k n, adica u este o constanta.
2
Teorema 5.10 Fie 1 p , a < 0 si u L
p
(R
n
) cu proprietatea
_
R
n
u(x)(u(x) +a(x))dx = 0, pentru orice C
0
(R
n
) (5.41)
Atunci u = 0.
Demonstrat ie. Din faptul ca u verica (5.41), folosind Proposit ia?? rezulta
ca u C
(R
n
). Daca u L
(R
n
) e
v(x
1
, . . . , x
n
, x
n+1
) := u(x
1
, . . . , x
n
) cos(
_
[a[x
n+1
).
Evident v L
(R
n+1
) C
(R
+1
) si
n+1
v = 0. Pentru x
n+1
=

2
_
[a[
obt inem u = 0.
Cazul 1 p < . Alegem C
0
(R
n
) si denim funct ia v prin
xv(x) =
_
R
n
u(x y)(y)dy, pentru orice x R
n
Aceasta funct ie are proprietat ile v C
(R
n
), v + av = 0 si v L
(R
n
),
deoarece [v(x)[ |u|
L
p
(R
n
)
||
L
q
(R
n
)
, pentru orice x R
n
. Din cele demon-
strate la punctul i) deducem ca v = 0. Deci
0 =
_
u(y)(y)dy, pentru orice C
0
(R
n
),
prin urmare u = 0. 2
Principii de maxim pentru operatorul lui Laplace
Vom prezenta n cele ce urmeaza cteva principii de maxim pentru operatorul
lui Laplace.
Teorema 5.11 (Primul principiu de maxim) Fie R
n
un deschis margit
si u() C
2
() cu proprietatea u 0 pe . Atunci
max
u = max
u.
Demonstrat ie. Sa presupunem mai nti ca u > 0 pe . Atunci max
u
este atins numai pe . Intr-adevar, o teorema a lui Weirstrass, exista un
punct x
0
astfel nct max
u = u(x
0
). Daca am avea x
0
max
ar rezulta
ca pentru orice 1 i n am avea
2
i
u(x
0
) 0, deci u(x
0
) 0 ceea ce
contrazice presupunerea ca u > 0 pe . Prin urmare x
0
, deci n cazul
u > 0 avem max
u = max
u.
Cazul general se reduce la situat ia anterioara daca consideram funct ia
ajutatoare
v
(x) := u(x) +|x|

2
, x
cu > 0. Evident v
C( C
2
() si
v
= u + 2n 2n pe .
Utiliznd cele demonstrate anterior avem
max
u max
= max
max
u + max
|x|
2
.
Trecnd la limita cu 0 obt inem max
u max
u si cum evident
max
u max
u obt inem max
u = max
u. 2
Dacx
0
este astfel nct u(x
0
) = max
atunci se poate arata ca u este

o funct ie constanta pe componenta conexa care cont ine punctul x
0
.
Teorema 5.12 (Primul principiu de maxim, forma tare) Fie R
n
un deschis, marginit, conex. Daca u C
2
()C() are proprietatea u(x)
0 pentru orice x n , atunci :
a) u(x) < max
y
u(y) pentru orice x (i.e. u si atinge valoarea

maxima n numai pe ; sau
b) u(x) = max
y
u(y) pentru orice x , (i.e. u este o funct ie constant a

pe on .
Demonstrat ie. Sa presupunem ca a) nu este adevarata, adica exista x
0

astfel ca u(x
0
) = A = max
u(x) si consideram mult imea

= x ; u(x) =
A. Evident mult imea

este nchisa n deoarece u este o funct ie con-
tinua. Sa demonstram ca

este o mult ime deschisa. Pentru x

,
deoarece este o mult ime deschisa exista r > 0 astfel nct B(x, r) .
Vom demonstra ca B(x, r)

, adica u(y) = A pentru orice y B(x, r).
Daca exista y
0
B(x, r) astfel ca u(y
0
) < A, folosind continuitatea lui u,
exista r
0
> 0 cu B(y
0
, r
0
) B(y, r) si u(z) < A /2, unde = A
u(y
0
) > 0. Dar A = u(x)
nr
n
n
_
B(x,r)
u(z)dz =
nr
n
n
_
_
B(y
0
,r
0
)
u(z)dz +
_
B(x,r)\B(y
0
,r
0
)
u(z)dz
_

nr
n
n
_
(A

2
)
_
B(y
0
,r
0
)
dz + A
_
B(x,r)\B(y
0
,r
0
)
dz
_
=
A

2
_
r
0
r
_
n
< A, o contradict ie. Aceasta contradict ie provine din faptul ca
am presupus ca exista y
0
B(x, r) astfel ca u(y
0
) < A, deci u(y) = A pentru
orice y B(x, r), adica B(x, r)

, prin urmare

este o mult ime deschisa
n . Cum este o mult ime conexa si

este o mult ime nchisa si deschisa n
, rezulta ca

= sau

= . Dar

,= , deoarece x
0

, deci

= ,
adica u este o funct ie constanta pe . 2
Teorema 5.13 (Principiul al doilea de maxim) Fie R
n
un deschis,
marginit si a : R o funct ie cu proprietatea a 0. Daca u C
2
()
C()
verica inegalitatea u + au 0 in , atunci are loc una si numai una din
armat iile urmatoare:
a) u(x) 0 pentru orice x .
b) 0 < max
u = max
u
Demonstrat ie. In cazul n care a) este adevaraa nu mai este nimic de demon-
strat. Daca a)estefals
t
a
t
inseamn
t
ac
t
a max
u > 0. Fie x
0
asa nct
max
u = u(x
0
). Sa notam cu A mult imea punctelor din unde u este strict
pozitiva, adica
A = x ; u(x) > 0.
Evident, mult imea A este nevida si x
0
A. Pe de alta parte u(u +au)
au 0 pe A. Conform principiului nti de maxim aplicat pentru mult imea
deschisa A avem max
A
umax
A
u. Fie y A astfel nct 0 < max
A
u =
max
A
u = u(y). Daca am avea y ar nsemna ca y A, iar acest fapt este
imposibil deoarece A A = , prin urmare si deci max
u = max
u,
adica b) este adevarata. 2
Daca presupunem n plus ca este conex obt inem o forma ntarita a
principiului al doilea de maxim.
Teorema 5.14 (Principiul al doilea de maxim, forma intarita) Fie
o mult ime deschisa, marginita, conex a din R
n
si a : R cu a 0. Daca
u C
2
()
C() satisface inegalitatea u + au 0 pe atunci u are una

din urmatoarele propertat i.
a) u(x) 0 pentru orice x
b) u(x) < max
u(y) pentru orice x , adica u si atinge maximul pe

numai pe frontiera .
c) u(x) = max
u(y) pentru orice x Omega, adica u este o funct ie con-

stanta pe .
Demonstrat ie. Sa consideram A = max
u si

= x ; A = u(x). Sa
presupunem ca a) si b) nu snt adevarate. Atunci exista x
0
cu u(x
0
) =
A > 0. Deoarece u este o funct ie continua, exista B(x
0
, ) cu u
[B(x
0
,)
> 0,
care implica au
[B(x
0
,)
0, deci u 0 n B(x
0
, ). Aplicnd Teorem 5.12
pentru
t
= B(x
0
, ) rezulta ca : 1) u si atinge valoarea maxima pe B(x, )
numai pe S(x
0
, ); sau 2) u este o funct ie constanta pe B(x
0
, ). Deoarece 1)
nu este vericata, deoarece u(x
0
) = A, rezulta u
[B(x
0
,)
= A , adica B(x
0
, )
, deci

este o mult ime deschisa. Mult imea este conexa si

este nchisa
si deschisaclosed n , deci

= sau

= . Deoarece x
0

avem

,=
deci

= . 2
Aplicat ii ale principiilor de maxim
Vom prezenta n cele ce urmeaza cteva rezultate ce se pot obt ine cu ajutorul
principiilor de maxim. Aceste rezultate se dovedesc de un real folos n studiu
unicitat ii si a dependent ei continue de date a problemelor la limita ce vor
studiate n sect iunile urmatoare.
Ca o consecint a imediata a principiilor de maxim avem urmatorul rezultat.
Propozit ia 5.14 Fie R
n
un deschis marginit si a : R o funct ie ce
verica a 0 pe . Daca pentru u C
2
()C() snt vericate inegalitat ile:
i) u +au 0 pe
ii) u 0 pe
atunci u 0 pe . Demonstrat ie. Din ipoteza ii) avem ca max

0. Cum sntem n ipotezele principiului II de maxim avem u 0 pe sau
0 < max
u = max
u. Daca ar adevarata a doua alternativa am ajunge la

contradict ia 0 < 0, deci u 0 pe . 2
Urmatorul rezultat se utilizeaza n demonstrarea unicitat ii si dependent ei
continue de date pentru problema Dirichlet.
Teorema 5.15 Fie R
n
un deschis marginit si a : R funct ie cu
proprietatea a 0 pe , F C(, f C(). Atnci exista o constanta
C > 0 ( care depinde doar de ) asa nct pentru orice u C
2
() C() care
verica u +au = F pe si u = f pe , sa avem
max
x
[u(x)[ max
x
[f(x)[ +Cmax
x
[F(x)[. (5.42)
Demonstrat ie. Sa observam pentru nceput ca este sucent sa demonstram
ca exista o constanta C > 0 asa nct
u(x) max
[f[ +C max
[F[ pentru orice x (5.43)

Ideea demonstrat iei este sa aratam ca putem alege o funct ie g C
2
(R
n
), cu
g 0 nt-ovecinatate a lui . Fie
h(x) = max
[f[ +g(x) max
[F[, x
si v := u h. Pentru a avea v 0 pe va sucient, conform Propozitiei
5.14,sa alegem g astfel nct
v 0 pe si u +au 0 pe .
Prima inegalitate este evidenta deoarece pentru orice x avem
v(x)(x) h(x) = f(x) max
[f[ g(x) max
[F[ f(x) max
[f[ 0.
Pentru a avea a doua inegalitate, adica v +av 0 pe , avem
v+av = u+au(h+ah) = F (g) max
[F[ ah F +max
[F[ 0,
daca g 1. Ramne sa luam c = max
g. Prin urmare mai avem sa

probam ca putem alege g C
2
(R
n
) astfel nct g 0 ntr-o vecinatate a lui
si g 1 pe .
Fie r > 0 asa nct intervalul [r, r] sa cont ina proiect ia lui pe axa
Ox
1
. Va sucient sa luam gx) := (x
)
,x R
n
cu C
2
(R), 0 pe [r, r].
Evident, asemenea funct ii exista, de exemplu putem alege (t) =
1
2
t
2
+r
2
, t
R si g va avea toate proprietat ile cerute. 2
*********
We give now some applications of maximum principles.
Corolarul 5.5 In the assumptions of Theorem 5.15 if f and F are complex
functions then :
1
2
sup
[u[ sup
[f[ +Csup
[F[ (5.44)
Demonstrat ie. One apply the Theorem 5.15 for real and imaginary part of
the function u, hence :
sup
[Re(u)[ sup
[Re(f)[ +C
1
sup
[Re(F)[
sup
[Im(u)[ sup
[Im(f)[ +C
2
sup
[Im(F)[
Setting C = max(C
1
, C
2
), by addition one obtain :
sup
[u[ sup
[Re(u)[ +sup
[Im(u)[ 2(sup
[f[ +Csup
[F[)
from where (5.44). 2
Corolarul 5.6 Let be an open connected and bounded domain in R
n
, and
let u be a real function cu properties u C
2
() C() and u +au = 0 and
a 0. Then :
[u(x)[ max
[u[ x . (5.45)
Demonstrat ie. One apply Theorem 5.15 taking f = u
[
and F = 0. 2
Teorema 5.16 Let be an open, connected and bounded domain in R
n
. If
u C
2
() C() and u = 0 then :
min
u u(x) max
u x (5.46)
Demonstrat ie. If u = 0 then for any real k we have (u+k) = 0. Choose
k such that u +k 0 on . From Theorem 5.15 we obtain :
u(x) +k max
(u +k) = k +max
u
hence u(x) max
u for all x . We choose another k such that k u 0

on and hence k u(x) max
(k u) = k min
u , thus min
u u,
from where it follows (5.46). 2
Pentru a vedea ca ipoteza marginit nu poate relaxata sa consideram
urmatorul exemplu.
Exemplu. Fie = (x
1
, x
2
); x
1
R, [x
2
[ < . Funct ia u(x
1
, x
2
) =
e
x
1
sin(x
2
) satisface ecuat ia u = 0 n si u(x
1
, ) = u(x
1
, ) = 0 pentru
orice x
1
R, deci avemu = 0 pe si u
[
= 0. Dar pentru orice (x
1
, x
2
)
cu 0 < x
2
< avem u(x
1
, x
2
) > 0, iar pentru orice (x
1
, x
2
) cu 0 <
x
2
< 0 avem u(x
1
, x
2
) < 0. 2
Putem nsa salva principiul de maxim n felul urmator.
Teorema 5.17 Fie un deschis din R
n
astfel ca R
n
sa e o mult ime
marginita si a : R cu a 0 pe . Daca u C
2
() C() verica
u + au 0 pe , u = 0 on si lim
|x|
u(x) = 0, atunci u si atinge
maximul pe si este satisfacuta una din armat iile:
i) u 0 pe
ii)] 0 < max
u = max
u
Demonstrat ie. Presupunem ca i) nu este adevarata. Exista atunci un x
0

cu u(x
0
) > 0. Din lim
[x[
u(x) = 0 rezulta ca pentru orice u(x
0
) > > 0
exista r
1
> 0 astfel ca [u(x)[ < daca [x[ r
1
. Fie r
2
> 0 astfel ca R
n

B(0, r
2
). Lund r > maxu(x
0
), r
1
, r
2
,
r
= B(0, r) si aplicnd Teorema
?? pentru domeniul
r
care este deschis si marginit obt inem u 0 pe
r
sau
max
r
u = max
r
> 0. Cum prima din alternative nu poate adevarata,
deoarece x
0

r
si u(x
0
) > 0, rezulta
r
sau max
r
u = max
r
> 0.
Sa observam ca max
r
= max
. Intr-adevar e y
r
. Cum
r
=
S(0, r) daca y S(0, r) atunci u(y) si din
< u(x
0
) max
r=max
r
uu(y)
ar rezulta < , deci y , prin urmare max
r
u = max
u. Cum u(x)
pentru |x$ > r rezulta ca sup
u = max
r
u = max
u deci valoarea maxima

pentru u pe este atinsa si 0 < max
u = max
. 2
Folosind cele de mai sus rezulta
Teorema 5.18 Fie o mult ime deschisa din R
n
asanct R
n
este marginita,
si a : R cu a 0 pe . Daca u C
2
() C() verica u +au = 0 pe
, u = 0 pe si lim
|x|
u(x) = 0, atunci u este identic zero pe .
Demonstrat ie. From lim
[x[
u(x) = 0 it results that for any > 0 there
exists r
1
> 0 such that [u(x)[ < if [x[ r
1
. Let r
2
> 0 be such that
R
n
B(0, r
2
). Set r > maxr
1
, r
2
. Applying Teorema 5.15 for the
domain B(0, r) which is open, connected and bounded, so we obtain
k.sup
B(0,r)
[u[ sup
S(0,r)
[u[ <
and since sup[u[ < for |x| > r it follows sup
[u[ < , that is supu = 0,

from where u = 0 on . 2
Lema derivatei oblice si aplicatii
Propozit ia 5.15 Fie u C(B(a, r))C
2
(B(a, r)), x
0
S(a, r) si R
n
, || =
1 direct ie exterioara bilei B(a, r) n x
0
(adica ((x
0
), )
R
n > 0, unde (x
0
) =
(x
0
a)/r.) Presupunem ca snt vericate urmatoarele ipoteze:
i) u 0 pe B(a, r)
ii) u(x) < u(x
0
) pentru orice x B(a, r)
iii) exista
u
(x
0
) := lim
t,0
u(x
0
+t) u(x
0
)
t
Atunci
u
(x
0
) > 0.
Demonstrat ie. Fie = u(x
0
) si
1
= maxu(x); |x a| = r/2. Din ii)
rezulta
1
< . Fie h : [r/2, r][0, ) o funct ie strict descrescatoare de
clasa C
2
cu h(r) = 0, h
t
(r) < 0 asa nct funct ia w : B(a, r) B(a, r/2) denita
prin h(x) = h(|x a|)s
t
afiearmonic
t
a(sepoateluah() =
2n
r
2n
cnd
n 3 sau h() = ln(r/) cnd n = 2). Daca este sucient de mic vom avea
v(x) = w(x) >
1
pentru |x a| = r/2. Fie z := u v. Cum u 0
pe B(a, r) B(a, r/2) si z 0 pe S(a, r) S(a, r/2), folosind Proposit ia ??,
obt inem ca z 0 n B(a, r) B(a, r). Fie > 0 ales sucient de mic astfel
nct x
0
+ B(a, r) B9a, r/2) pentru orice (, 0). Conform celor de
mai sus vm avea u(x
0
+) v(x
0
+) si u(x
0
) = v(x
0
). Prin urmare
u(x
0
+) u(x
0
)

v(x
0
+) v(x
0
)
daca < < 0.

Trecnd la limita cu 0 obt inem
u
(x
0
)
v(x
0
),
_
=
t
(r)
x
0
a,
r
> 0.
2
Observat ie Rezultatul demonstrat anterior ramne valabil daca senlocuieste
operatorul printr-un operator uniform eliptic de ordinul doi, adica cu un
operator de forma
Mu =
n
i,j=1
a
ij
(x)
i
j
u +
n
i=1
a
i
(x)
i
u
unde A(x) = (a
ij
(x)) este o matrice pozitiv denita. (vezi [?], )
Teorema 5.19 Fie R
n
un deschis marginit conex. Daca u C
2
()
C() are proprietatile :
u 0 in ;
exista x
0
astfel nct u(x
0
) = max
x
u(x);
exista R
n
cu [[ = 1 si , (x
0
)) > 0 astfel nct
u(x
0
) =
lim
t,0
(u(x
0
+t) u(x
0
))/t exista;
exista o bila cont inuta n pentru care x
0
punct frontiera
atunci : a) u este constanta pe , sau b) u(x
0
) > 0.
Demonstrat ie.
Presupunem ca a) nu este adevarata. Din Teorema 5.12 funct ia usi atinge
valoarea maxima pe numai pe , deci u(x) < u(x
0
) pentru orice x .
Fie B(a, r) pentru care x
0
este punct frontiera. Pentru B(a, r) aplicam
lema derivatei oblice si obt inem
u
(x
0
) > 0. 2
Teorema 5.20 Let be an open, connected and bounded domain in R
n
. If
a 0 in and u C
2
() C() has the properties :
u +au 0 on ;
there exists x
0
such that u(x
0
) = max
x
u(x) = A ;
there exists R
n
, [[ = 1, , (x
0
)) > 0 such that exists
u(x
0
) ;
there exists a ball contained in for which x
0
is a boundary point.
Then either : i) u 0 on ; or ii) u is a constant function ; or
iii)
u
(x
0
) > 0.
Demonstrat ie. If i) is not true,then A = max
x
u(x) = u(x
0
) > 0. From
continuity of u on and u(x
0
) > 0 there exists > 0 such that u(x) > 0 for
all x in
t
= B(x
0
, ). But on
t
we have au 0 and since u +au 0
it results u 0. We can use Theorem 5.19 for
t
, hence u is a constant
function on
t
or
u(x
0
) > 0. If
u(x
0
) 0 then, u is a constant function
on
t
, hence u has a maximum point in . Using Theorem 5.14 it follows that
u is a constant on . 2
Teorema 5.21 Fie deschis, marginit, conex din R
n
cu frontiera de
clasa C
2
.
1) Daca a 0 pe , 0 si [[ + [[ , = 0 pe si u C
2
() C()
are proprietat ile :
u +au = 0 pe ; (x)
u
(x) +(x)u(x) = 0 pe
atunci u este o funct ie constanta pe .
2) Daca n plus sup
[a[ + sup
[[ , = 0 atunci u = 0 pe .
Demonstrat ie. 1) Daca u nu este o funct ie conspanta pe , folosind Teorem
5.14, rezulta ca u si atinge valoarea maxima pe numai pe ( daca u nu
este identic zero, putem presupune ca u ia valori strict positive, schimbnd
eventual u cu u ). Fie x
0
un punct de maximpentru u pe . Deoarece
este cu frontiera de clasa C
2
exista B(y, r) cu centrul y pe normala in x
0
la
astfel nct S(y, r) = x
0
. Din Teorema 5.20 rezulta
u
(x
0
) > 0.
Ultima inegualitate impreuna cu ()(x
0
) 0 este n contradictie cu
_
+ u
_
(x
0
) = 0, deci u este o funct ie constanta pe .
2) Daca funct ia u este constanta C care verica ecuat ia si condit ia la
frontiera atunci aC = 0 pen si C = 0 pe . Deoarece a si nu snt
ambele nule rezulta C = 0. 2
Convergent a sirurilor de funct ii armonice
Folosind principiile de maxim si teorema de medie obt inem unele rezultate
privind convergent a sirurilor de funct ii armonice.
Teorema 5.22 (Harnacks theorem) Fie R
n
un deschis marginit iar
u
k
un sir de funct ii armonice n continue pe .
Daca sirul u
k
converge uniform pe , atunci:
1. sirul u
k
converge uniform pe la o funct ie u;
2. funct ia limita u este armonica n ;
3. n orice subdomeniu nchis
t
a domeniului , sirul derivatelor
u
k
converge uniform la
u.
Demonstrat ie. 1. Deoarece sirul u
k
converge uniform pe suprafat a ,
pentru orice > 0 putem gasi un intreg pozitiv N astfel ca pentru orice k N,
si orice intreg pozitiv p, au loc the inegualitat ile
[u
k+p
(x) u
k
(x)[ < , pentru orice x (5.47)
Cum u
k+p
u
k
este o funct ie armonica continua pe din (5.47) rezulta
is the absolute value of dierence of two harmonic functions, and, conse-
quently, is itself harmonic. Moreover, it is continuous on . But such function
attains both its maximum and its minimum on the boundary of the domain.
It follows from inequality (5.47) that
< min
[u
k+p
u
k
] u
k+p
(x) u
k
(x) max
[u
k+p
u
k
] <
si din principiul de maxim avem
< min
[u
k+p
u
k
] u
k+p
(x) u
k
(x) max
[u
k+p
u
k
]
pentru orice x , de unde
[u
k+p
(x) u
k
(x)[ < , for all x ,
adica sirul u
k
converge uniform pe .
Prin urmare, funct ia u denita prin
u(x) = lim
k
u
k
(x) (5.48)
este continua continua pe .
2. Fie x si B(x, r) . Din teorema de medie a lui Gauss
u
k
(x) =
1
n
r
n1
_
S(x,r)
u
k
()ds().
Deoarece sirul u
k
converge uniform pe , putem trece la limita obt inem
u(x) =
1
r
n1
n
_
S(x,r)
u()ds(),
adica funct ia u are properietatea de medie, prin urmare este o funct ie armonica
pe .
3. It remains to prove the uniform convergence of the derivatives. Consider
an arbitrary interior sub-domain
t
of the domain , and let 2a denote the
shortest distance between the boundaries of and
t
. We make use of formula
(??)
u(x) =
_
u(y)
a
(|x y|)dy
assuming that
x
t
,
we apply it to the function u
k
:
u
k
(x) =
_
u
k
(y)
a
(|x y|)dy. (5.49)
Dierentiating this expression cu respect to the coordinates of the point x, we
obtain
D
u
k
(x) =
_
u
k
(y)D
a
(|x y|)dy (5.50)
The sequence u
k
(x) converges uniformly in to the function u(y), and the
function
D
a
(|x y|)
is continuous for any x and y. In this case (5.50) tends uniformly to the integral
D
u(x) =
_
u(y)D
a
(|x y|)dy,
and, consequently
D
u
k
D
u
uniformly in
t
. The theorem is proven. 2
Corolarul 5.7 Fie R
n
o mult ime deschisasi e u
k
un sir de funct ii ar-
monice care converge uniform pe submult imile conpacte din . Atunci funct ia
limita u este armonica n , si sirul derivatelor de ordin adica sirul
u
k
converge uniform pe submult imile compacte din la
u.
Demonstrat ie. Fie K o submult ime compacta din si > 0 astfel ca
dist(K, ) > . Fie K
o vecinatate a lui K, adica K
=
xK
B(x, ).
Inchiderea lui K
este o submult ime marginita din . Sirul u

k
converge uni-
form pen K
, si folosind Teorema lui Harnach rezulta ca u este armonica n

K
si sirul
u
k
converge uniform pe K
la
u. 2
Teorema 5.23 (Convergena n medie) Fie un deschis marginit din R
n
.
Fiet u
k
un sir de funct ii armonice care este fundamental n L
p
(), unde
1 < p < . Atunci
1) limita u este funct ie armonica n ;
2) n orice subdomeniu interior, att sirul dat ct si sirul derivatelor de orice
ordin este uniform convergent.
Demonstrat ie. Din condit iile theoremei, exista u L
p
() astfel ca
_
[u(y) u
k
(y)[
p
dy 0, cnd k .
Folosind formula (??) obt inem
u
k
(x) =
_
u
k
(y)
a
(|x y|)dy
u
m
(x) =
_
u
m
(y)
a
(|x y|)dy
_
pentru orice x
t
.
Scaznd si aplicnd inegalitatea Holder, gasim
[u
k
(x) u
m
(x)[
_
_
[u
k
(y) u
m
(y)[
p
dy
_
1/p
_
_
(
a
(|xy|))
p
_
1/p
(5.51)
Pentru o raza de mediere a xata funct ia
a
(r) este marginita. Mai mult din
ipotezele teoremei prima integrala din membrul drept n (5.51) tinde la zero.
Atunci din inegalitatea (5.51) rezulta ca sirul u
k
converge uniform n
t
.
Armat ia privind
u
k
poate demonstrata n acelasi mod ca n Teorema
5.22. 2
Din cele doua teoreme anterioare se pot obt ine urmatoarele rezultate:
Corolarul 5.8 Fie un domeniu marginit din R
n
.

In spat iul C(), funct iile
armonice genereaza un subspat iu. Convergent a n acest subspat iu implica
convergent a uniforma a derivatelor de orice ordin n orice subdomeniu interior
nchis.
Corolarul 5.9 Fie un domeniu marginit din R
n
si e 1 < p < .

In the
spat iul L
p
() funct iile armonice formeaza un subspat iu. Convergent a n acest
subspat iu implica convergent a uniforma a funct iilor si a derivatelor de orice
ordin n orice subdomeniu interior nchis.
Problems
1. Demonstrat i ca daca u este o funct ie armonica n R
n
si u(x) C(1 +
|x|)
m
, unde C > 0 atunci u este un polinom de grad cel mult m.
2.
6. Probleme la limit a pentru edp de ordinul doi eliptice 119
6 Probleme la limita pentru edp de ordinul doi elip-
tice
In aceasta sect iune vom face un studiu al problemelor la limita pentru oper-
atorul lui Laplace. Cele mai importante trei probleme, asupra carora ne vom
indrepta atent ia, snt : Problema Dirichlet, problema Neumann si problema
Robin ntr-un domeniu cu frontiera S = sucient de neteda.
Problema Dirichlet : Date ind funct iile f pe si g pe S, sa se gaseasca
o funct ie u pe ce satisface
u = f pe , si u = g pe S. (6.1)
Problema Neumann : Date ind funct iile f pe si g pe S, sa se gaseasca
u = f pe , si D
u = g pe S. (6.2)
Problema Robin : Date ind funct iile f pe , g si , pe S, sa se gaseasca
u = f pe , si D
u +u = g pe S. (6.3)
Desigur, vom mai precisi asupra ipotezelor de netezime pe care funct iile
f, g, , si u trebuie sa le satisfaca. Daca domeniul este nemarginit va trebui
sa impunem condit ii suplimentare privind comportarea solut iei la innit.
Problema Dirichlet se poate reduce usor la cazurile n care f = 0 sau g = 0.
Intr-adevar, daca gasim funct iile v si w care satisfac
v = f pe , v = 0 pe S, (6.4)
w = 0 pe , w = g pe S, (6.5)
atunci u = v + w wa satisface (6.1). Mai mult, problemele (6.4), (6.5) snt
mai mult sau mai put in echivalente. Presupunem ca putem rezolva problema
(6.4) si dorim sa rezolvam problema (6.5). Presupunem ca funct ia g admite o
extenie g la care este de clasa C
2
, atunci putem gasi v ce satisface v = g
pe , v = 0 pe S si lund w = g v. obt inem solut ia problemei (6.5). Pe de
alta parte, presupunnd ca putem rezolva problema (6.5) si dorim sa rezolvam
problema (6.4). Extinznd f cu in afara lui si denind v
t
= f E, avem
(vezi Teorema ??) v
t
= f. Apoi rezolvam
w = 0 pe , w = v
t
pe S
si lund v = v
t
w obt inem solut ia problemei (6.4). Prin urmare cnd con-
sideram problema Dirichlet vom presupune n mod obisnuit ca f = 0 sau
ca g = 0, adica rezolvam problema Dirichlet pentru ecuat ia lui Laplace sau
problema Dirichlet pentru ecuat ia lui Poisson cu date la frontiera nule.
O remarca similara putem face pentru problema Neumann : considernd
cazurile f = 0 si g = 0. Pentru a deduce un analog al problemei (6.5) din
problema (6.4), vom presupune ca exista g C
2
() astfel ca D
g = g pe S si
apoi sa rezolvam problema
v = g pe , D
v = 0 pe S.
Pe de alta parte, lund v
t
= f E si rezolvnd problema
w = 0 pe , D
w = D
v
t
pe S.
Exista multe abordari a studiului problemelor la limita, si n continuare
ne vom ocupa de cteva dintre ele. Aceasta este instructiv deoarece metode
diferite dau rezultate diferite, si de asemenea tehnicile ce intervin snt aplica-
bile si altor probleme.
Vom obt ine solut ii explicite a problemei Dirichlet pentru ecuat ia lui Laplace
cnd domeniul este o bila, exteriorul unei bile sau un semispat iu, adica
cnd domeniul este marginit, are complementara marginita sau cnd este
nemarginit dar cu complementara nemarginita. Vom rezolva apoi problema
Dirichlet folosind metoda funct iei Green, metoda ecuat iilor integrale si apoi
metodele variat ionale. Asemenea metode vor aplicate si-n studiul prob-
lemelor Neumann si Robin.
6.1 Probleme la limita pentru domenii particulare
Vom studia n acesta sect iune probleme la limita pentru operatorul lui Laplace
cnd domeniul este o bila, exteriorul unei bile sau un semispat iu.
Problema Dirichlet pentru bila
Daca = B(0, R) R
n
, S = = S(0, R) u problema Dirichlet pentru
ecuat ia lui Laplace se formuleaza astfel: Fiind data o funct ie f : S R sa
se gaseasca o funct ie u : R astfel ca
u = 0 in , u = f pe . (6.6)
Denit a 6.1 O funct ie u C
2
()C() se numeste solut ie clasica pentru
problema Dirichlet (6.6) daca
u(x) = 0 pentru orice x si u(x) = f(x) pentru orice x .
In ce priveste existent a, unicitatea, si dependent a de date pentru solut ia
clasica avem urmatorul rezultat.
Teorema 6.1 Daca f este o funct ie continua pe S(0, R) atunci u : B(0, R)R
denita prin
u(x) =
_
_
_
R
2
|x|
2
R
n
_
S(0,R)
f(y)
|x y|
n
ds(y) pentru x B(0, R)
f(x) pentru x S(0, R)
este unica solut ie clasica a problemei Dirichlet (6.6), si n plus pentru orice
x B(0, R) avem
min
yS
f(y) u(x) max
yS
f(y).
Pentru a demonstra aceasta teorema vom studia pentru nceput cteva pro-
prietat i ale funct iei P
R
denita pentru orice x B(0, R), y S(0, R) ( de fapt
pentru orice x ,= y) prin
P
R
(x, y) =
1
R
n
R
2
|x|
2
|x y|
n
. (6.7)
In literatura, funct ia P
R
denita mai sus, este numita nucleul lui Poisson
pentru bila.
Lema 6.1 Nucleul lui Poisson P
R
are urmatoarele proprietat i:
1) Pentru orice y S(0, R) funct ia xP
R
(x, y) este armonica n B(0, R);
2) Pentru orice x B(0, R)
_
S(0,R)
P
R
(x, y)ds(y) = 1; (6.8)
3) Pentru orice x
0
S(0, R) si orice vecinatate V a punctului x
0
avem
_
S(0,R)\V
P
R
(x, y)ds(y)0 cnd xx
0
, x B(0, R).
Demonstrat ie. 1) Prin calcul direct se arata, fara dicultate, ca P
R
este
funct ie armonica n x. Intr-adevar, pentru orice x ,= y t innd seama ca
x
|x y|
= (x y)|x y|
2
,
x
|x y|
= ( +n 2)|x y|
2
obt inem
x
_
R
2
|x|
2
|x y|
n
_
= 2n|x y|
2n
(R
2
|y|
2
)
(vezi Problema ...) Prin urmare pentru orice x B(0, R) si orice y S(0, R)
avem ca
x
P
R
(x, y) = 0.
2) Daca x = 0 si y S(0, R) avem
P(0, y) =
1
R
n
R
2
|y|
n
=
1
n
R
n1
deci
_
S(0,R)
P(0, y)ds(y) = 1.
Daca x ,= 0, folosind formula de medie pentru funct ia zP(z,
x
r
R) n
bila B(0, r)(r = |x|) si identitatea
|u v| = |
R
|u|
u
|u|
R
v|, pentru orice u ,= 0, |v| = R
avem
1 =
n
R
n1
P(0,
x
r
R) =
R
n1
r
n1
_
S(0,r)
P(z,
x
r
R)ds(z)
= R
n1
_
S(0,1)
P(rz,
x
r
R)ds(z) = R
n1
_
S(0,1)
P(x, Rz)ds(z) =
_
S(0,R)
P(x, z)ds(z)
deci pentru orice x B(0, R) avem ca (6.8) este adevarata.
3) Deoarece V este o vecinatate a punctului x
0
, exista > 0 astfel ca =
S(0, R) B(0, ) V. Dar
_
S(0,R)\V
P(x, y)ds(y)
_
S(0,R)\
P(x, y)ds(y) =
R
2
|x|
2
R
n
_
S(0,R)\
1
|x |
n
ds(y).
Daca |x x
0
| /2, deoarece |y x
0
| cnd y S(0, R) avem
|y x| = |(y x
0
) + (x
0
x)| |y x
0
| |x
0
x| /2,
de unde
R
2
|x|
2
R
n
_
S(0,R)\
|x y|
n
ds(y)
R
2
|x|
2
R
n
_
2
_
n
_
S(0,R)\
ds(y)
R
2
|x|
2
R
n
_
2
_
n
R
n1
n
= (R
2
|x|
2
)
_
R
n2
n
2
n
_
.
Deci, pentru |x x
0
| /2 avem
_
S(0,R)\V
P(x, y)ds(y)
R
n2
n
2
n
(R
2
|x|
2
).
Cnd xx
0
avem R
2
|x|
2
0 (deoarece |x
0
| = R) deci exista
< /2
astfel ca |x x
0
| <
sa implice
R
2
|x|
2
<

n
R
n2
2
n
.
Prin urmare, pentru orice > 0 exista
> 0 astfel ca
_
S(0,R)\V
P(x, y) < , cnd |x x
0
| <
,
ceea ce trebuia demonstrat
2
. 2
Demonstrat ia Teoremei 6.1. 1) Unicitatea solut iei rezulta imediat din
principiul de maxim.
2) Pentru x B = B(0, R) xat, P(x, y) este o funct ie marginita n y, deci
u(x) este bine denita pentru orice x B. Funct ia u este armonica deoarece
xP(x, y) este funct ie armonica (Lema 6.1) si putem deriva sub integrala.
3) Dat > 0, putem alege > 0 astfel nct [f(x)f(y)[ < /3 cnd |xy| < .
(Aceasta este posibil deoarece f este o funct ie continua pe mult imea compacta
S(0, R).) Cu aceasta alegere a lui , sa luam V
x
= y S; |xy| < . Pentru
orice x
0
S = S(0, R), folosind Lema 6.1, avem
[f(x
0
) u(x)[ = [
_
S
(f(x
0
) f(y))P(x, y)ds(y)[
(/3)
_
Vx
0
P(x, y)ds(y) + 2M
_
S\Vx
0
P(x, y)ds(y)
2
Dupa ce introducem funct ia lui Green o sa dam o demonstrat ie mult mai simpla lemei
de mai sus
/3 + 2M
_
S\V
x
0
P(x, y)ds(y),
unde M = max
yS
[f(y)[. Din Lema 6.1 punctul 3), exista 0 < < /2 astfel
ca pentru |x x
0
| < , x B(0, R) sa avem
_
V \v
x
0
P(x, y)ds(y) <

3M
, deci
[u(x) f(x
0
)[ < cnd |x x
0
| < , x B(0, R).
4) Funct ia u ind continuan B(0, R) si armonican B(0, R) utiliznd Teorema
?? avem
min
yS
f(y) u(x) max
yS
f(y)
pentru orice x B(0, R). 2
Putem demonstra ca problema Dirichlet (6.6) admite solut ie si daca f nu
este o funct ie continua, si anume f L
p
(S(0, R)) cu 1 p < , dar n acest
caz trebuie sa precizamn ce sens se nt elege prin u = f pe S. Avem urmatorul
rezultat.
Teorema 6.2 Fie = B(0, R), S = = S(0, R).
1) Daca f L
p
(S), 1 p , atunci funct ia u data prin
u(x) =
R
2
|x|
2
R
n
_
S
f(y)
|x y|
n
ds(y)
este bine denita pe si este armonica n .
2) Daca f L
p
(S)), 1 p < atunci:
a) [u(x) f(x
0
)[0 cnd xx
0
, x daca x
0
este un punct de
continuitate pentru f.
b) |u
r
f|
L
p
(S)
cnd r 1, unde u
r
: SR este denita prin
u
r
(x) := u(rx) =
_
S
f(y)P
R
(rx, y)ds(y).
3) Pentru orice x are loc urmatoarea inegalitate:
[u(x)[
R +|x|
R
n
(R |x|)
n1
_
S
[f(y)[ds(y).
Demonstrat ie.
1) Pentru x xat aplicat ia yP(x, y) este o funct ie marginita pe S,
astfel ca u este bine denita pentru orice x . Funct ia u este armonica
deoarece P
R
este funct ie armonica n x (Lema 6.1) si
u(x) =
_
S
f(y)
x
P
R
(x, y)ds(y) = 0,
din proprietat ile integralelor depinznd de un parametru (Teorema ?? din
anexa).
2a) Sa presupunem ca f L
p
(S) si x
0
S este un punct de continuitate
pentru f. Trebuie sa aratam ca pentru orice > 0 exista
> 0 astfel nct

[u(x) f(x
0
)[ < daca x B(0, R), |x x
0
| <
.
Datorita continuitat ii funct iei f n x
0
exista
0
() > 0 astfel nct
[f(x) f(x
0
)[ < daca x S, |x x
0
| <
0
().
Sa consideram funct iile auxiliare f si f continue si diferent iabile satisfacnd
urmatoarele relat ii: f(x) = f(x
0
) +

2
cnd |xx
0
| <
0
(), f(x) f(x) cnd
|x x
0
| >
0
() si f(x) = f(x
0
)

2
cnd |x x
0
| <
0
(), f(x) f(x) cnd
|xx
0
| >
0
(). Pentru f si f folosind formula lui Poisson se obt in funct iile u
si u armonice n B(0, R), continue pe B(0, R) si care snt egale cu f respectiv f
pe S. Cum f(x) f(x) f(x) pentru orice x S obt inem u(x) u(x) u(x)
pentru orice x B(0, R). Din continuitatea funct iilor u si u pe B(0, R) rezulta
ca exista
1
() > 0 astfel ca [u(x)f(x
0
)[ /2 pentru x B(0, R), |xx
0
| <
1
() si [u(x) f(x
0
)[ /2 pentru x B(0, R), |x x
0
| <
1
() Prin
urmare u(x) f(x) + /2 = f(x
0
) + , u(x) f(x) /2 = f(x
0
)
cnd x B(0, R), |x x
|
< (), unde () = min
0
(),
1
(). Comparnd
inegalitat ile obt inute, gasim ca
f(x
0
) u(x) u(x) u f(x
0
) +
sau
[u(x) f(x
0
)[ < cnd x B(0, R), |x x
0
| < ().
2b) Sa presupunem ca f L
p
(S), 1 p < . Pentru > 0, putem alege
g C(S) astfel nct |g f|
p
< /3. Lund funct ia v : B(0, R)R denita
prin
v(x) =
_
S
P
R
(x, y)g(y)ds(y),
avem
|f u
r
|
p
|f g|
p
+|g v
r
|
p
+|v
r
u
r
|
p
(6.9)
unde u
r
(x) = u(rx) si v
r
(x) = v(rx). Primul termen din membrul drept n
(6.9) este < /3, si alegnd r < 1 putem face al doilea termen mai mic ca
/3, deoarece uniform convergent a este mai tare ca convergent a n L
p
pe S.
Aplicat ia T : L
p
(S)L
p
(S) denita pentru orice h L
p
(S) prin
[T(h)](x) =
_
S
h(y)P
R
(rx, y)ds(y), pentru orice x S
este liniara continua si de norma 1. Intr-adevar, din Lema6.1 avem
_
S
[P(rx, y)[ds(y) =
_
S
P(rx, y)ds(y) = 1,
iar din teorema de medie aplicata funct iei zP(z, y) avem
_
S
[P(rx, y)[ds(x) =
=
_
S
P(rx, y)ds(x) = r
1n
_
S(0,rR)
P(z, y)ds(z) = r
1n
n
(rR)
n1
P(0, y) = 1.
Folosind inegalitatea lui Young generalizata (Teorema ?? din anexa) avem ca
pentru orice f L
p
(S), Tf L
p
(S) si |T| = 1. Din cele de mai sus rezulta
ca si al treilea termen din (6.9) este mai mic ca /3, si cu aceasta obt inem ca
|u
r
f|
L
p
(S)
0 cnd r 1.
3) Din u(x) =
_
S
P
R
(x, y)f(y)ds(y) cum pentru orice x funct ia yP
R
(x, y)
este pozitiva si marginita avem
[u(x)[ = [
_
S
P
R
(x, y)f(y)ds(y)[
_
S
P
r
(x, y)[f(y)[ds(y) max
yS
P
R
(x, y)
_
S
[f(y)[ds(y)
Cum pentru orice x B(0, R)
max
yS
P
R
(x, y) = max
yS
R
2
|x|
2
R
n
|x y[
n
=
R +|x|
R
n
(R |x|)
n1
se obt ine inegalitatea dorita.
2
Aplicat ii ale formulei lui Poisson
Ca aplicat ii ale imediate ale formulei lui Poisson vom demonstra principiul
reexiei a lui Schwartz, ridicarea singulatitat ilor slabe ale funct iilor armonice,
si vom da o noua caracterizare funct iilor armonice.
1.Principiul lui Schwarz al reexiei
Teorema 6.3 Fie
+
un domeniu deschis din x R
n
; x
n
> 0, cu frontiera
:=
+
x
n
= 0 ,= si u o funct ie armonica n
+
, continu a pe
+
si presupunem u = 0 pe . Funct ia u, prelungirea impara a lui u, denita prin

u(x) =
_
u(x
1
, . . . , x
n
) pentru x
n
0
u(x
1
, . . . , x
n
) pentru x
n
< 0
este armonica n
+

, unde
:= x R
n
; (x
1
, . . . , x
n
)
+
.
Demonstrat ie. Este clar ca funct ia u este continua pe :=
+

si
armonica in
+

. Ramne sa aratam ca u este armonica n orice punct

din . Pentru x
0
exista R > 0 astfel ca B(x
0
, R) . Sa consideram
problema Dirichlet
v = 0 n B = B(x
0
, R), si v = u pe S = S(x
0
, R).
Deoarece funct ia u este continua pe S rezulta
v(x) =
R
2
|x x
0
|
2
R
n
_
S
u(y)|y x|
n
ds(y)
=
R
2
|x x
0
|
2
R
n
_
_
Sy
n
>0
u(y)|y x|
n
ds(y)
_
Sy
n
0
u( y)|y x|
n
ds(y))
_
,
unde y = (y
t
, y
n
), daca y = (y
t
, y
n
). Dar facnd, n ultima integrala, schim-
barea de variabila y = (y
t
, y
n
) y = (y
t
, y
n
) obt inem
_
Sy
n
0
u(y
t
, y
n
))|y
t
x
t
|
2
+ (y
n
x
n
)
2
)
n/2
ds(y
t
, y
n
))
_
=
=
_
Syn0
u(y
t
, y
n
)(|y
t
x
t
|
2
+ (y
n
x
n
)
2
)n/2ds(y
t
, y
n
))
_
,
deci
v(x) =
R
2
|x x
0
|
2
R
n
_
Sy
n
0
u(y
t
, y
n
))|y
t
x
t
|
2
+(y
n
x
n
)
2
)
n/2
ds(y
t
, y
n
))
_
_
Sy
n
0
u(y
t
, y
n
)(|y
t
x
t
|
2
+ (y
n
x
n
)
2
)n/2ds(y
t
, y
n
))
_
,
Din formula explicita data pentru v obt inem v(x
t
, x
n
) = v(x
t
, x
n
), n par-
ticular v(x, 0) = 0. Deci v coincide cu u pe frontierele semisferelor superioare
x B : x
n
> 0 si inferioare x B, x
n
< 0. Din teorema de unicitate avem
v = u pe ecare semisfera, deci v = u pe B. Deoarece v este armonica in B
rezulta ca u este armonica n B, si deci n orice punct x din . 2
2. Singularitat ile funct iilor armonice.
Fie un deschis din R
n
, x
0
si u o funct ie armonica n x
0
Punc-
tul x
0
se numeste punct singular (sau singularitate) pentru funct ia u.

In cazul
cnd exista o funct ie armonica n astfel nct v[
\x
0
= u spunem ca x
0
este
un punct singular aparent sau ca x
0
este ca x
0
este o singularitate neesent iala
sau o singularitate ridicabila (removabila). Daca nu exista o asemenea funct ie
v atunci x
0
este o singularitate esent iala pentru u. Un exemplu de funct ie ar-
monican R
n
0 pentru care x
0
= 0 este o singularitate esent ialal constituie
solut ia fundamental2a pentru operatorul lui Laplace
E(x) =
_
_
1
(2 n)
n
|x|
2n
daca n > 2
1
2
ln|x| daca n = 2
Funct ia u(x) = E(xx
0
), adica translatata lui E cu un vector nenul x
0
R
n
constituie un exemplu de funct ie armonica n R
n
x
0
care l are pe x
0
punct
singular esent ial.
Urmatoarea teorema spune ca orice singularitate care este mai slaba ca
singularitatea solut iei fundamentale poate ridicata (ndepartata).
Teorema 6.4 (de ridicare a singularitatilor slabe) Presupunem ca u este
funct ie armonica n x
0
, cnd este o vecinatate a lui x
0
R
n
. Daca
lim
xx
0
u(x)/E(x x
0
) = 0
atunci u are o singularitate n x
0
ce poate ndepartata, adica funct ia u :
R denita prin u(x) = u(x) daca x x
0
si u(x) = lim
yx
0
u(y) daca
x = x
0
, este o funct ie armonica pe .
Demonstrat ie. Fie 0 < R < 1 astfel ca B(x
0
, R) . Atunci u este continua
pe S(x
0
, R), deci putem gasi v C(B(x
0
, R)) ce satisface
v = 0 pe B = B(x
0
, R), v = u pe S = S(x
0
, R) = B.
Facem asert iunea ca u = v pe Bx
0
, prin urmare putem ridica singularitatea
lui lui u lund u(x
0
) = v(x
0
). Funct ia w = u v este armonica n B x
0
si
w = 0 pe S. Funct iile f
denite prin
f
(x) = E(x x
0
) w(x)
snt armonicen Bx
0
si strict pozitive pe S daca > 0. Cum lim
xx
0
w(x)/E(x x
0
) =
0 , rezulta ca exista
0
asa nct pentru orice 0 < <
0
si orice x S(x
0
, )
avem f
(x) > 0, deoarece

f
(x) = E(x x
0
)( w(x)/E(x x
0
))).
Din principiu de maxim pentru operatorul a lui Laplace, rezulta f
(x) > 0
pentru orice x B(x
0
, R) B(x
0
, ). Sa consideram acum x B(x
0
, R) x
0
si > 0 arbitrar. Pentru sucient de mic avem x B(x

0
, R) B(x
0
, ) si
f
(x) > 0, deci [w(x)[ < [E(xx

0
)[. Deoarece este arbitrar rezulta w(x) =
0, deci w(x) = 0 pentru orice x B(x
0
, R)x
0
, de unde lim
xx
0
w(x) = 0. Cum
pe de alta parte v este funct ie armonica n B(x
0
, R) deci v(x
0
) = lim
xx
0
v(x), si
prin urmare
lim
xx
0
u(x) = lim
xx
0
(w(x) +v(x)) = lim
xx
0
w(x) + lim
xx
0
v(x) = v(x
0
).
Din cele de mai sus rezulta ca u este o harmonic function n . 2
3. Caracterizarea funct iilor armonice. Folosind formula lui Poisson avem
o noua caracterizare a unei funct ii armonice.
Teorema 6.5 Fie un deschis din R
n
si u : R o funct ie continua.
Urmatoarele armat ii snt echivalente:
a) Funct ia u este armonica n ;
b) Pentru orice z si R > 0 cu B(z, R) funct ia u are proprietatea:
u(x) =
R
2
|x z|
2
R
n
_
S(z,R)
u(y)
|x y|
n
ds(y), pentru orice x B(z, R).
Demonstrat ie. Implicat ia a) = b) rezulta astfel: Fie z si R > 0 cu
B(z, R) . Funct ia v : B(0, R)R denita prin v(x) = u(x + z) este
solut ia problemei Dirichlet
v = 0 in B(0, R); v[
S(0,R)
= u[
z+S(0,R)
,
deci pentru orice x B(0, R)
v(x) =
_
S(0,R)
u(z +y)P
R
(x, y)ds(y).
Prin urmare, pentru orice x B(z, R),
u(x) = v(x z) =
_
S(0,R)
u(z +y)P
R
(x z, y)ds(y)
=
_
S(z,R)
u(y)P
R
(x z, y z)ds(y) =
R
2
|x z|
2
R
n
_
S(z,R)
u(y)
1
|x y|
n
ds(y).
Implicat ia b) = a) rezulta imediat. Intr-adevar, e z , R > 0 cu
B(z, R) . Pentru orice y S(z, R) funct ia xP
R
(x z, y z) este
armonica n B(z, R) deci u este armonica n B(z, R), si prin urmare u este
armonica n . 2
Probleme la limita pentru exteriorul unui domeniu marginit
Problemele exterioare pentru ecuat ia lui Laplace snt puse ntr-un domeniu
R
n
astfel nct complementara sa R
n
este o mult ime marginita. In
cazul problemei Neumann trebuie sa presupunem de asemenea ca frontiera
are plan tangent n ecare punct.
Problema Dirichlet pentru exteriorul unei bile
Problema Dirichlet pentru exteriorul unei bile consta n : data ind o funct ie
f pe sa se gaseasca o funct ie u :

R astfel nct
u = 0 in , u = f pe si
u(x) = O(|x|
2n
) cnd |x|
(6.10)
Condit ia nala n (6.10) este esent iala pentru unicitatea solut iei, asa cum
usor se poate vedea pe un exemplu simplu. Sa consideram problema Dirichlet
pentru = R
n
B(0, R) cu condit ia constanta pe frontiera
u
S(0,R)
= const = f
0
.
Omit nd ultima condit ie n (6.10) se observa ca funct iile u
1
= f
0
si u
2
=
f
0
(|x|/R)
2n
pot servi ca solut ii ale problemei, si de asemenea orice funct ie
de forma
u = u
1
+u
2
, unde + = 1.
In ce priveste unicitatea, existent a si dependent a de date avem urmatorul
rezultat.
Teorema 6.6 (formula lui Poisson) Fie = R
n
B(0, R) si S = =
S(0, R). Daca f C(S) atunci problema Dirichlet admite o unica solut ie u si
aceasta solut ie este data de formula lui Poisson :
u(x) =
_
_
_
|x|
2
R
2
R
n
_
S)
f(y)
|x y|
n
ds(y), pentru x
f(x), pentru x S
si n plus pentru orice x
_
R
|x|
_
n2
min
yS
f(y) u(x)
_
R
|x|
_
n2
max
yS
f(y), . (6.11)
Demonstrat ie. Vom face demonstrat ia n mai multe etape.
a) Unicitatea solut iei. Sa consideram pentru nceput n 3. Presupunnd
existent a a doua solut ii u
1
si u
2
, vedem ca diferent a lor u = u
1
u
2
este
nca o solut ie cu zero pe frontiera. Din ultima condit ie n (6.10), pentru orice
> 0 arbitrar exista R
> 0 astfel nct R

n
B(0, R
) si [u(x)[ < cnd

|x| R
. Daca punctul x B(0, R
) atunci [u(x)[ < , care rezulta din

principiul de maxim aplicat domeniului
t
= B(0, R
). Deoarece a fost
ales arbitrar deducem ca u 0 in , care demonstreaza unicitatea solutiei
problemei Dirichlet cnd n 3.
Sa presupunem acum ca n = 2. Ultima condit ie n (6.10) nseamna ca
funct ia u este marginita la innit, i.e. adica exista N > 0 astfel ca
[u(x)[ N pentru orice x .
Presupunnd existent a a doua solut ii diferite u
1
si u
2
si considernd diferent a
lor u = u
1
u
2
, avem ca u este solut ie a problemei Dirichlet cu zero pe
frontiera. In virtutea ultimei condit ii n (6.10), avem ca
[u(x)[ N = N
1
+N
2
,
cnd N
1
si N
2
snt asa nct [u
1
(x)[ N
1
si [u
2
(x)[ N
2
. Sa consideram x
0
un punct n B si R
1
> 0, R
2
> 0 asa nct R
n
B(x
0
, R
1
) si B(x
0
, R
2
)
R
n
.
Fie
t
= B(x
0
, R
1
) si funct ia u
R
1
denita prin egalitatea
u
R
1
(x) = N ln
_
|x x
0
|
R
2
_
: ln
_
R
1
R
2
_
.
Funct ia u
R
1
este armonica n
t
egala cu N pe S(x
0
, R
1
) si pozitiva pe ,
deoarece |xx
0
| = R
1
cnd x S(x
0
, R
1
) si |xx
0
| > R
2
cnd x . Din
principiul de maximum rezulta ca u
R
1
dominaa modulul funct iei un domeniul
t
, adica
[u(x)[ < u
R
1
(x) pentru orice x
t
.
Cum [u(x)[ < N si u
R
1
(x) > N cnd x / B(x
0
, R
1
), deoarece |x x
0
| > R
1
cnd x / B(x
0
, R
1
), rezulta ca
[u(x)[ < u
R
1
(x) pentru orice x .
Fie x xat si sa crestem pe R
1
indenit. Este evident ca u
R
1
(x) 0
cnd R
1
, deci rezulta ca u(x) = 0. Din faptul ca x a fost ales arbitrar n
unicitatea problemei Dirichlet este demonstrata.
b) Existent a solut iei. Prin calcul direct, pentru funct ia u denitan enunt ul
teoremei, rezulta u(x) = 0 pentru orice x .
Fie x
0
S(0, R). Vom arata ca u(x)f(x
0
) cnd xx
0
, x . Pentru
x consideram x
t
simetricul punctului x n raport cu S(0, R), adica x
t
=
(R/|x|)
2
x. Dar
|x|
2
R
2
R|x y|
n
=
R
n2
|x|
n2

R
2
|x
t
|
2
R|x
t
y|
n
, pentru orice y S = S(0, R).
Deoarece x
t
B(0, R), folosind Lema 6.1, rezulta
_
S(0,R)
|x|
2
R
2
R|x y|
n
ds(y) =
R
n2
|x|
n2
_
S(0,R)
R
2
|x
t
|
2
R|x
t
y|
n
ds(y) =
n
R
n2
|x|
n2
Observam ca daca xx
0
, x / B(0, R) atunci x
t
= (R/|x|)
2
x converge tot la
x
0
, deoarece
|x
t
x
0
| = |(
R
|x|
)
2
x x
0
| =
R
|x|
|
R
|x|
x
|x|
R
x
0
| =
R
|x|
|x x
0
|
pentru orice x / B(0, R) si x
0
S(0, R) . Folosind Teorem 6.1 obt inem
u(x) (R/|x|)
n2
f(x
0
) =
_
|x
t
|
R
_
n2
_
S
R
2
|x
t
|
2
R
n
|x
t
y|
n
[f(y) f(x
0
]ds(y)
de unde rezulta [u(x) (R/|x|
n2
f(x
0
)[0 cnd xx
0
, x / B(0, R). Dar
[u(x) f(x
0
)[ [u(x) (R/|x|)
n2
f(x
0
)[ +[f(x
0
)[
_
1 (R/|x|)
n2
_
de unde obt inem ca u(x) f(x
0
) cnd x x
0
, deci continuitatea funct iei u
pe .
Sa demonstram, acum, ca (6.11) este adevarata. Cum (6.11) este adevarata
pentru orice x S = ramne se consideram cazul x . Cum
P
R
(x, y) =
|x|
2
R
2
R
n
|x y|
n
> 0 pentru orice x , y
avem
min
yS
f(y)
_
S
P
R
(x, y)ds(y)
_
S
P
R
(x, y)f(y)ds(y) max
S
f(y)
_
S
P
R
(x, y)ds(y)
de unde
min
yS
f(y)
_
R
|x|
_
n2
u(x) max
yS
f(y)
_
R
|x|
_
n2
, pentru orice x .
Din cele de mai sus rezulta ca exista C > 0 asa nct
[u(x)[ C|x|
2n
, pentru orice x / B(0, R),
si cu aceasta teorema este demonstrata. 2
La fel ca la problema Dirichlet interioara putem demonstra ca problema
Dirichlet (6.10) admite solut ie si daca f nu este o funct ie continua, si anume
f L
p
(S(0, R)) cu 1 p < , dar n acest caz trebuie sa precizamn ce sens
se nt elege prin u = f pe . Avem urmatorul rezultat.
Teorema 6.7 Fie = R
n
B(0, R), S = = S(0, R).
1) Daca f L
p
(S), 1 p , atunci funct ia u data prin
u(x) =
|x|
2
R
2
R
n
_
S
f(y)
|x y|
n
ds(y)
2) Daca f L
p
(S(0, R)), 1 p < atunci:
a) pentru orice punct x
0
de continuitate pentru f avem [u(x)f(x
0
)[0
cnd xx
0
, x .
b) |u
r
f|
L
p
(S)
0 cnd r 1, unde u
r
este denita pentru orice
x S prin
u
r
(x) := u(rx) =
_
S
f(y)
|rx|
2
R
2
R
n
|rx y|
n
ds(y).
3) Pentru orice x avem
u(x)[
R +|x|
R
n
(|x| R)
n1
_
S
f(y)ds(y)
Demonstrat ie. 1) Pentru x xat y
P
R
(x, y) =
|x|
2
R
2
R
n
|x y|
n
este
o funct ie marginita pe S, astfel ca u este bine denita pentru orice x .
Funct ia u este armonica deoarece

P
R
este funct ie armonica n x (Lema 6.1) si
putem deriva sub integrala.
2a)
2b) Fie x S si r > 1. Punctul rx / B(0, R). Considernd (rx)
t
simetricul
punctului rx n raport cu S(0, R) obt inem (rx)
t
= (
R
|rx|
)
2
(rx) = (
R
|x|
)
2
x
r
=
1
r
x B(0, R). Cum pentru orice y S avem
|rx|
2
R
2
R
n
|rx y|
n
=
_
R
|rx|
_
n2
R
2
|(rx)
t
|
2
R
n
|(rx)
t
y|
n
rezulta ca
u(rx) =
1
r
n2
_
S
R
2
|(rx)
t
|
2
R
n
|(rx)
t
y|
n
f(y)ds(y) =
1
r
n2
u(
1
r
x),
unde
u(r
1
x) =
_
S
f(y)
R
2
|r
1
x|
2
R
n
|r
1
x y|
n
ds(y),
deci
u
r
(x) = u(rx) = r
2n
u(r
1
x) = r
2n
u
r
1(x).
Din Teorema 6.2 avem ca | u
r
1 f|
p
0 cnd r 1, deci
|u
r
f|
p
|u
r
r
n2
f|
p
+|r
n2
ff|
p
= r
n2
| u
r
1f|
p
+(r
n2
1)|f|
p
0,
cnd r 1.
3) Pentru orice x avem ca simetricul sa n raport cu S(0, R) este n
B(0, R) si avemu(x) = u(x
t
)(
R
|x|
_
n2
, unde u(x
t
) =
R
2
|x
t
|
2
R
n
_
S
f(y)
|x
t
y[[
n
ds(y).
Din Teorema 6.6 avem ca
[ u(x
t
)[
R +|x
t
|
R
n
(R |x
t
|)
n1
_
S
f(y)ds(y)
deci
[u(x)[
R +|x|
R
n
(|x| R)
n1
_
S
f(y)ds(y)
2
Aplicatii
Ca o aplicat ie directa a formulei lui Poisson pentru exteriorul unei bile vom
caracteriza funct iile armonice la innit si funct iile armonice reulate la innit.
Asa cum am vazut n Problema ??, daca este un domeniu nemarginit cu
frontiera marginita iar u : R este o funct ie armonica n atunci funct ia
u denita prin
u(x) = |x|
2n
u(x/|x|
2
), pentru orice x

,
unde
=
_
x R
n
0 ;
x
|x|
2

_
.
este o funct ie armonica n domeniul

.
Denit a 6.2 Fie u : R o funct ie armonica.
a) Spunem ca funct ia u armonica la innit daa este armonica n iar
funct ia u are n zero o singularitate neesent iala
b) Spunem ca u este regulata la innit daca pentru orice Z
n
+
exista r si
C pozitive astfel nct
[
u(x)[ |x|
2n[[
, |x| > r.
Folosind formula lui Poisson pentru exteriorul unei bile putem sa demon-
stra urmatorul rezultat.
Propozit ia 6.1 Fie R
n
un domeniu nemarginit cu frontiera marginita,
iar u : R o funct ie armonica. Urmatoarele armat ii snt echivalente:
1) Funct ia u este armonica la innit.
2) Funct ia u are proprietatea
u(x) = O(|x|
2n
) cnd |x|,
adica exista constantele R si C pozitive astfel ca
[u(x)[ C|x|
2n
cnd x , |x| > R.
3) Funct ia u are urmatoarea proprietatea:
pentru n > 2
u(x)0 cnd x , |x|
pentru n = 2
u(x)[ = o(log|x|) cnd |x|,
adica
u(x)
ln|x|
0 cnd x , |x|.
4) Funct ia u este regulata la innit.
Demonstrat ie.
1) 2). Cum u are n zero o singularitate neesent iala, exista R > 0 astfel
ca B(0, R
1
)

si u sa e marginita n B(0, R
1
). Pentru x cu |x| > R
avem
[u(x) = |x|
2n
[ u(
x
|x|
2
)[ C|x|
2n
deoarece |x|x|
2
| = 1/|x| < 1/R.
2) 3). Daca u are proprietatea 2) atunci exista C > 0 astfel nct
[u(x)[ C|x|
2n
pentru orice |x| > R,
si deci pentru n > 2 rezulta u(x)0 cnd |x|. Pentru n = 2 avem
u(x)/ ln|x| C| ln|x|[ daca |x| > R, deci u(x)/ ln|x|0 cnd |x|.
3) 1). Cum u/E(x) = u(x/|x
2
) cnd n > 2 si 2u(x/|x|
2
)[ ln(1/|x|)[, deci u(x)/E(x)0 cnd |x|0,
folosind Teorema 6.4 rezulta ca zero este o singularitate ce poate indepartata
pentru u, adica u este o funct ie armonica la innit.
2) 4) CumR
n
este un domeniu marginit exista R > 0 astfel ca R
n

B(0, R). Utiliznd formula lui Poisson
u(x) =
1
R
n
_
S(0,R)
u(y)
|x|
2
R
2
|x y|
n
ds(y).
Prin derivare n raport cu x de ori (lucru posibil datorita proprietat ilor
integralelor depinznd de parametri) obt inem
u(x) =
1
R
n
_
S(0,R)
u(y)
x
_
|x|
2
R
2
|x y|
n
_
ds(y).
Sa aratam acum ca are loc reprezentarea
x
_
|x|
2
R
2
|x y|
n
_
=
P
[[+2
(x)
|x y|
n+2[[
(6.12)
unde P
[[+2
este un polinom in x avnd gradul cel mult [[ + 2 iar coecient ii
acestui polinom snt polinoame n y, adica
P
[+2
(x) =
[beta[[[+2
a
(y)x
.
Intr-adevar, egalitatea (6.12) este adevarata pentru [[ = 0, cnd P
2
(x) =
|x|
2
R
2
. Sa demonstram ca aceasta reprezentare este adevarata pentru [[ +
1 daca presupunem ca este adevarata pentru [[. Fie un multi-indice de
lungime [[ + 1 si
x
=
i
x
. Avem
x
_
|x|
2
R
2
|x y|
n
_
=
i
x
_
|x|
2
R
2
|x y|
n
_
= D
i
_
P
[[+2
(x)
|x y|
n+2[[
_
=
=
1
|x y|
n+2[[+2

_
|x y|
2

i
[[+2
(x) (n + 2[[)(x
i
y
i
) P
[[+2
(x)
_
.
Expresia din paranteze este un polinom de grad cel mult [[+3 avnd coecient ii
polinoame n y. Astfel, formula de reprezentare (6.12) este stabilita. Fie |x|
sucient de mare, de exemplu |x| > 2R. Atunci |x y| > |x| R > |x|/2
si obt inem evaluarea derivatelor nuleului lui Poisson
_
|x|
2
R
2
R|x y|
n
_

2
n+2
[P
[[+2
(x)[
R|x|
n+2[[

C
t
|x|
n+[[2
Astfel [
u(x) C
|x|
2n[[
, unde C
= C
t
/
n
_
S(0,R)
u(y)ds(y).
4) 2) Funct ia armonica u ind regulata la innit, penrtu = 0 Z
n
+
exista C
0
> 0 si R > 0 astfel ca
[u(x)[ C
0
1
|x|
n2
, |x| > R,
deci u are proprietatea 2). 2
Propozit ia 6.2 Daca R
2
este un domeniu nemarginit cu frontiera marginita,
iar u este o funct ie armonica la innit atunci:
u(x) = o(ln|x|) si
i
u(x)[ = O(|x|
2
) cnd |x|.
Demonstrat ie. Frontiera domeniului ind marginita exista R > 0 astfel nct
B(0, R). Pentru x cu |x| > R utiliznd formula lui Poisson pentru
exteriorul discului B(0, R) avem:
u(x) =
1
2R
_
S(0,R)
u(y)
|x|
2
R
2
|x y|
2
ds(y). (6.13)
de unde
x
i
_
|x|
2
R
2
|x y|
2
_
=
2x
i
|x y|
2
2(x
i
y
i
)(|x|
2
R
2
)
|x y|
4
=
2
|x y|
4
_
x
i
(|x|
2
|x y|
2
) +y
i
|x|
2
+R
2
(x
i
y
i
)
_ (6.14)
Dar pentru orice x cu |x| > 2R avem :
|x y| |x| |y| = |x| R |x| |x|/2 = |x|/2.
De aici rezulta ca 1/|x y| < 2/|x|. De asemenea avem
|x| |x y| |y| = R.
Folosind aceste inegalitat i, obt inem :
x
i
(|x|
2
|x y|
2
) |x|
2
R +|x| |x y| R,
y
i
|x|
2
|y| |x|
2
= R|x|
2
, R
2
(x
i
y
i
) R
2
|x y|.
(6.15)
Din (6.14) si(6.15) rezulta
x
i
_
|x|
2
R
2
|x y|
2
_
2|x|
2
+ 2|x||x y|R + 2R|x|
2
+ 2R
2
|x y|
|x y|
4
2
5
R
|x|
2
+ 2
4
R
|x|
2
+ 2
5
R
|x|
2
+ 2
4
R
2
|x|
2

C
1
|x|
2
pentru orice |x| > 2R, unde C
1
este o constanta pozitiva. Prin urmare
[
i
u(x)[
C
1
|x|
2
_
S(0,R)
[u(y)[ds(y)
CC
1
|x|
2
daca |x| > 2R.
de unde
[
i
u(x)[ = O(|x|
2
) cnd |x|.
2
Probleme la limita pentru ecuat ia lui Laplace n semispat iu
Sa consideram pentrunceput problema lui Dirichlet pentru ecuat ia lui Laplace
cnd domeniul este un semispat iu, adica sa se gaseasca u funct ie u : R
astfel nct
u = 0 on , u[
= f (6.16)
unde = (x
1
, . . . , x
n
) R
n
, x
n
> 0 si = (x
1
, . . . , x
n
) R
n
, x
n
= 0.
2
() C() este o solut ie clasica pentru
problema Dirichlet (6.16) daca:
u(x) = 0 pentru orice x si u(x) = f(x) pentru orice x .
In ce priveste unicitatea solut iei clasice avem urmatorul rezultat:
Propozit ia 6.3 Problema Dirichlet (6.16) are cel mult o solut ie clasica marginita.
Demonstrat ie. Sa presupunem ca u
1
, u
2
snt solut ii marginite pentru prob-
lema Dirichlet (6.16). Funct ia u := u
1
u
2
este marginita si u(x) = 0
pentru orice x iar u(x) = 0 pentru orice x . Sa consideram funct ia v
extensia impara a funct iei u, adica
v(x
1
, . . . , x
n
) =
_
u(x
1
, . . . , x
n1
, x
n
) daca (x
1
, . . . , x
n
)
u(x
1
, . . . , x
n1
, x
n
) daca (x
1
, . . . , x
n
) ,
Din denit ia lui v se vede usor ca v(x) = 0, pentru orice x . Vom
demonstra ca v este o funct ie armonica n R
n
. Pentru x
0
si R > 0
sa consideram B = B(x
0
, R) si e v
1
funct ia armonica n B cu
v
1
[
S
= v[
S
(6.17)
unde S = S(x
0
, R). Funct ia v
1
este zero n B x
n
= 0. Intr-adevar, funct ia
w denita prin
w(x
1
, . . . , x
n
) =
1
2
[v
1
(x
1
, . . . , x
n
) +v
1
(x
1
, . . . , x
n1
, x
n
)]
este funct ie armonica in B si este zero pe S, deoarece cnd x = (x
1
. . . , xn)
S, x
n
> 0 avemv
1
(x
1
, . . . , x
n
) = v(x
1
, . . . , x
n
) = u(x
1
, . . . , x
n
) si v
1
(x
1
, . . . , x
n
) =
v(x
1
, . . . , x
n
) = u(x
1
, . . . , x
n
), deci funct ia w este zero n B. Deoarece
v
1
(x
1
, . . . , x
n1
, 0) = w(x
1
, . . . , x
n1
, 0) = 0, rezulta ca v
1
este zero in B
x
n
= 0. Dar n toate punctele din (B x
n
> 0) = (S x
n
> 0)
(B x
n
= 0) avem v
1
= v. Intr-adevar, pentru x S x
n
> 0, avem
v
1
(x) = v(x), din (6.17), si pentru orice x B x
n
= 0, tocmai am demon-
strat ca v
1
(x) = 0 = v(x).
Cum v = v
1
= 0 n Bx
n
> 0 si v = v
1
pe (Bx
n
> 0) rezulta
ca v = v
1
in B x
n
> 0. Intr-un mod asemanator obt inem ca v = v
1
n
B x
n
< 0, deci v = v
1
n B.
Cum x
0
si R > 0 au fost alese arbitrar, rezulta ca v este o funct ie
armonica n ntreg spat iul R
n
. Deoarece u este marginita n rezulta ca v
este marginita n R
n
, deci, folosind teorema lui Liouville, obt inem ca v este o
funct ie constanta n R
n
. Cum v[
x
n
=0
= 0 rezulta ca v este zero n R
n
, deci u
este zero n . 2
Remarca 6.1 Daca f nu este o funct ie marginita pe R
n1
atunci solut ia
clasica pentru problema Dirichlet, n general, nu este unica.
Demonstrat ie. Sa consideram o funct ia armonica pe R
n1
care nu este
marginita. Pentru orice R funct ia x x
n
+ f(x
1
, . . . , x
n1
) este o
solut ie a problemei Dirichlet(??), deci solut ia pentru problema Dirichlet nu
este unica pentru toate funct iile f continue pe . 2
In ce priveste existent a si dependent a de date avem urmatorul rezultat:

Teorema 6.8 Fie = x = (x
1
, . . . , x
n
) R
n
; x
n
> 0 si = x
R
n
; x
n
= 0. Daca f este o funct ie continua si marginita pe atunci funct ia
u : R denita pentru orice x = (x
t
, x
n
) prin
u(x) =
_
_
_
2
n
_
R
n1
x
n
_
|x
t
y
t
|
2
+x
2
n
_
n/2
f(y
t
)dy
t
, daca x
f(x), daca x
(6.18)
este o solut ie clasica marginita pentru problema Dirichlet (6.16) si n plus
inf
y
f(y) u(x) sup
y
f(y), pentru orice x . (6.19)
Pentru demonstrarea acestei teoreme sa analizam pentru nceput cteva pro-
prietati ale funct iei P denita pentru orice (x
t
, x
n
) , y = (y
t
, 0)
prin
P(x, y) =
2
n
x
n
(|x
t
y
t
|
2
+x
2
n
)
n/2
=
2
n
x
n
|x y|
n
. (6.20)
Lema 6.2 Fie = (x
1
, . . . , x
n
) R
n
; x
n
> 0.
1. Pentru orice y funct ia xP(x, y) este armonica n ;
2. Pentru orice x
_
P(x, y)ds(y) =
_
R
n1
2
n
x
n
_
|x
t
y
t
|
2
+x
2
n
_
n/2
dy
t
= 1.
3. Pentru orice x
0
si orice vecinatate V a lui x
0
avem
lim
xn0
_
R
n1
\V
P((x
t
0
, x
n
), (y
t
, 0))dy
t
= 0.
Demonstrat ie. 1) Nu este dicil sa vedem ca
2
P
x
2
i
(x, y) =
2nx
n
_
(n + 2)(x
i
y
i
)
2
(|x
t
y
t
|
2
+x
2
n
)
_
n
_
|x
t
y
t
|
2
+x
2
n
_
(n/2+2)
(6.21)
cnd i 1, . . . , n 1 si
2
P
x
2
n
(x, y) =
2nx
n
_
(n + 2)x
2
n
3
_
|x
t
y
t
|
2
+x
2
n
__
n
_
|x
t
y
t
|
2
+x
2
n
_
n/2
+ 2
(6.22)
deci pentru orice x si y avem
x
P(x, y) =
n1
i=1
2
P
x
2
i
(x, y) +

2
P
x
2
n
(x, y) = 0.
2) Pentru orice x avem
_
P(x, y)ds(y) =
_
R
n1
2
n
x
n
(|x
t
y
t
|
2
+x
2
n
)
n/2
dy
t
=
_
R
n1
2
n
x
n
(|z
t
|
2
+x
2
n
)
n/2
dz
t
=
_
0
2
n
x
n
(
2
+x
2
n
)
n/2
_
_
|z
|=
ds(z
t
)
_
d
=
_
0
2
n
x
n
_
2
+x
2
n
_
n/2
n1
n2
d =
2
n1
_
0
x
n
_
2
+x
2
n
_
n/2
n2
d
=
2
n1
n
_

0
(1 +t
2
)
n/2
t
n2
dt.
In ultima integrala daca facem schimbarea de variabila x = t

2
/(1+t
2
) obt inem
ca
2
_

0
t
n2
(1 +t
2
)
n/2
dt =
_
1
0
x
(n3)/2
(1 x)
1/2
dx
=
_
1
0
x
(n1)/21
(1 x)
1/21
dx = B
_
n 1
2
,
1
2
_
=
_
n 1
2
_
_
1
2
_
/
_
n
2
_
.
T innd seama ca (1/2) =
si
n
= 2
n/2
/(n/2) obt inem ca
2
n1
n
_

0
(1 +t
2
)
n/2
t
n2
dt =

n1
((n 1)/2)
(n/2)
= 1
deci
_
P(x, y)ds(y) = 1.
3) Fie V R
n1
o vecint ate a lui x
0
. Pentru orice x
t
V exista
r > 0 asa nct B(x
t
, r)
R
n1
V. Dar
_
R
n1
\V
P((x
t
, t), y
t
)dy
t
=
2
n
_
R
n1
\V
t(|x
t
y
t
|
2
+t
2
)
n/2
dy
t
n
_
R
n1
\B(x
,r)
t(|x
t
y
t
|
2
+t
2
)
n/2
dy
t
=
2
n
_

r
t
n1
n1
(
2
+t
2
)
n/2
d
=
2
n1
n
_

r/t
n2
(1 +
2
)
n/2
d
Deoarece funct ion
n2
(1 +
2
)
n/2
este integrabila pe (0, ) rezulta ca
lim
t0
_

r/t
n2
(1 +
2
)
n/2
d = 0
de unde rezultatul cerut. 2
Demonstrat ia Teoremei 6.9.
Fie x
0
= (x
t
0
, 0) n . Din continuitatea lui f n R
n1
rezulta ca pentru
orice > 0 si orice vecinatate V a lui x
0
exista
> 0 astfel ca
[f(y) f(x
t
)[ <

4
daca |y
t
x
t
| <
, pentru orice y
t
, x
t
V.
Fie M = sup
y
R
n1 [f(y
t
)[. Pentru orice x
t
R
n1
cu |x
t
x
t
0
| <
avem
[u(x
t
, t) f(x
t
)[ = [
_
R
n1
P((x
t
, t), y
t
)[f(y
t
) f(x
t
)]dy
t
[
_
R
n1
\V
P((x
t
, t), y
t
)[f(y
t
) f(x
t
)[dy
t
+
_
V
P((x
t
, t), y
t
)[f(y
t
) f(x
t
)[dy
t

4
_
V
P((x
t
, t), y
t
)dy
t
+ 2M
_
R
n1
\V
P((x
t
, t
t
), y
t
)dy
t


4
+ 2M
_
R
n1
\V
P((x
t
, t), y
t
)dy
t
.
Folosind, din nou, Lema 6.2 rezulta ca exista
> 0 asa nct pentru orice

0 < t <
sa avem
_
R
n1
\V
P((x
t
, t), y
t
)dy
t
<

8M
.
Deci [u(x
t
, t) f(x
t
)[ < /2 daca x
t
V si 0 < t <
, de unde
[u(x
t
, t) f(x
t
0
)[ [u(x
t
, t) f(x
t
)[ +[f(x
t
) f(x
t
0
)[ <

2
+

4
<
daca |x
t
x
t
0
| <
si 0 < t <
. Tocmai am demonstrat ca u este o funct ie

continua n x
0
= (x
t
0
, 0).
T innd seama de denit ia u avem ca
inf
y
f(y) u(x) sup
y
f(y), pentru orice, x .
Ramne sa demonstram (6.20) pentru x . Dar pentru orice x si y
avem P(x, y) > 0, de unde rezulta
inf
y
P(x, y) f(y)P(x, y) sup
y
f(y)P(x, y),
si folosind Lema 6.2, obt inem
inf
y
f(y) u(x) sup
y
f(y), pentru orice, x ,
si cu aceasta teorema este demonstrata. 2
La fel ca la problema Dirichlet pentru sfera, putem demonstra ca problema
Dirichlet pentru semispat iu admite solut ie si daca funct ia f nu este continua
dar f L
p
() cu 1 p . Si in acest caz trebuie sa precizam n ce sens
nt elegem ca u = f pe . In acest sens avem urmatorul rezultat:
Teorema 6.9 Fie = x R
n
; x
n
> 0 si = x R
n
; x
n
= 0 = R
n1
.
1) Daca f L
p
(R
n1
), unde 1 p , atunci funct ion u data pentru orice
x = (x
t
, x
n
) prin
u(x) =
2
n
_
R
n1
x
n
_
|x
t
y
t
|
2
+x
2
n
_
n/2
f(y
t
)dy
t
, (6.23)
2) Daca f L
p
(R
n1
) unde 1 p < atunci u(, x
n
)f in L
p
cnd
x
n
0, adica
_
R
n1
[u(x
t
, x
n
) f(x
t
)[
p
dx
t
0 cnd x
n
0.
Demonstrat ie. 1) Deoarece funct ia y
t
P(x, (y
t
, 0)) = (2/
n
)x
n
(|x
t

y
t
|
2
+x
2
n
)
n/2
impreuna cu derivatele sale pna la ordinul doi apart in spat iului
L
1
(R
n1
) L
(R
n1
) L
q
(R
n1
) pentru 1 q +, si funct ia f apart ind
L
p
(R
n1
) rezulta ca y
t
P(x, y
t
)f(y
t
) apart ine spat iului L
1
(R
n1
), deci funct ia
u este bine denita. Cum
x
P(x, y
t
) = 0 pentru orice y
t
R
n1
obt inem
u(x) =
_
R
n1
x
P(x, (y
t
, 0))f(y
t
)dy
t
= 0
deci u(x) = 0 pentru orice x .
2) Utiliznd denit ia lui P avem
P((x
t
, x
n
), y
t
) =
2
n
x
n
[|x
t
y
t
|
2
+x
2
n
]
n/2
=
2
n
x
n
(x
2
n
)
n/2
_
|
x
t
y
t
x
n
|
2
+1
_
n/2
=
= x
(n1)
n
2
n
_
1 +|
x
t
y
t
x
n
|
2
_
n/2
= x
(n1)
(
x
t
y
t
x
n
) =
xn
(x
t
y
t
),
unde
(z) =
2
n
(1 +|z|
2
)
n/2
, pentru orice z R
n1
.
Cum L
1
(R
n1
) si
_
RR
n1
(z)dz = 1, utiliznd Teorema ?? din anexa,
rezulta ca pentru orice f L
p
(R
n1
) avem f
xn
f n L
p
(R
n1
). Dar
(f
x
n
)(x
t
) =
_
R
n1
f(y; )
x
n
(x
t
y
t
)dy
t
=
_
R
n1
P((x
t
, x
n
), (y
t
, 0))f(y
t
)dy
t
= u(x
t
, x
n
,
deci u(x
t
, x
n
)f(x
t
) cnd x
n
0, si cu aceasta teorema este demonstrata.
2
Problema Neumann pentru ecuat ia lui Laplace n semispat iu
Sa consideram, acum, problema Neumann pentru ecuat ia lui Laplacen semispat iu,
adica dat f pe sa se gaseasca o funct ie u : R asa nct
u = 0 in ,
u
= f (6.24)
unde = x = (x
1
, . . . , x
n
) R
n
, x
n
> 0, = x = (x
1
, . . . , x
n
)
R
n
, x
n
= 0. Deoarece = (0, . . . , 0, 1) este direct ia normalei exterioare la
, condit ia Neumann la frontiera poate scrisa
u
x
n
(x
1
, . . . , x
n1
, 0) = f(x
1
, . . . , x
n1
), pentru orice (x
1
, . . . , x
n1
) R
n1
.
2
() C() cu
n
u continua pe se numeste
solut ie clasica a problemei Neumann (6.24)daca
u(x) = 0 pentru orice x si
n
u(x) = f(x) pentru orice x .
In ce priveste unicitatea solut iei problemei Neumann avem urmatorul rezultat:
Propozit ia 6.4 Daca u
1
, u
2
snt solut ii marginite ale problemei Neumann
(6.24), atunci u
1
u
2
este o funct ie constanta n .
Demonstrat ie. Daca u
1
si u
2
snt solut ii marginite ale problemei Neumann
(6.24) atunci u = u
1
u
2
are proprietat ile:
u(x) = 0 pentru orice x si
(x) = 0 pentru orice x .

In plus, u este o funct ie marginita n deoarece u
1
si u
2
snt funct ii marginite.
Sa consideram extensia para v a funct iei u la ntreg spat iul R
n
, adica
v(x) =
_
u(x
1
, . . . , x
n1
, x
n
) daca (x
1
, . . . , x
n
)
u(x
1
, . . . , x
n1
, x
n
) daca (x
1
, . . . , x
n
) , .
(6.25)
Ca sa demonstram ca funct ia v denita n (6.25) este armonica n R
n
sa con-
sideram funct ia w denita prin w(x) = D
n
v(x). Function w este armonican
si n R
n
, si n plus w(x
1
, . . . , x
n
) = w(x
1
, . . . , x
n1
, x
n
), w(x
1
, . . . , x
n1
, 0) =
0, si prin urmare, folosind principiul reexiei, funct ia w este armonica n R
n
.
Pe de alta parte, funct ia
(x
1
, . . . , x
n
) =
_
xn+1
xn
D
n
v(x
1
, . . . , x
n1
, z)dz =
_
xn+1
xn
w(x
t
, z)dz
este o funct ie armonica n tot spat iul R
n
. Intr-adevar,
(x
t
, x
n
) =
_
xn+1
xn
n1
i=1
2
i
w(x
t
, z)dz +
n
w(x
t
, x
n
+ 1)
n
w(x
t
, x
n
)
=
_
xn+1
xn
2
n
w(x
t
, z)dz +
n
w(x
t
, x
n
+ 1)
n
w(x
t
, x
n
)
=
n
w(x
t
, x
n
+ 1) +
n
w(x
t
, x
n
) +
n
w(x
t
, x
n
+ 1)
n
w(x
t
, x
n
) = 0.
De aici rezulta ca v este o funct ie armonica n tot spat iul. Intr-adevar, v
poate sa nu e armonica numai pe hiperplanul x
n
= 0, dar
v(x
1
, . . . , x
n
) = v(x
1
, . . . , x
n1
, x
n
+ 1) (x
1
, . . . , x
n
). (6.26)
Membrul drept n (6.26) este o funct ie armonica pe hiperplanul x
n
= 0, astfel
este armonic si membrul din stnga egalitat ii.
Cum v este de asemenea marginit, folosind teorema lui Liouville avem ca
v este o funct ie pe ntreg spat iul, deci u este o funct ie constanta pe . 2
In ce priveste existent a avem urmatorul rezultat:

Teorema 6.10 Fie = x = (x
1
, . . . , x
n
) R
n
, x
n
> 0. Daca f este o
funct ie conttinua si marginita pe atunci funct ia u : R data prin
u(x) = 2
_
R
n1
f(y
t
)E(x (y
t
, 0))dy
t
este bine denita, este armonica n si pentru orice x
0

n
u(x)f(x
0
), cnd xx
0
, x .
Demonstrat ie. Cum funct ia f este continua si marginita, iar pentru orice
x
_
R
n1
E(x (y
t
, 0))dy
t
< +
rezulta ca u este bine denita. Cum xE(x (y
t
, 0)) este armonica rezulta
ca u este armonica. Pentru orice x avem
n
u(x)
2
n
_
R
n1
f(y
t
)
x
n
(|x
t
y
t
|
2
+x
2
n
)
n/2
dy
t
si utiliznd Teorema ??rezulta ca daca x
0
atunci
n
u(x)f(x
0
) cnd
xx
0
si x . 2
More about Harmonic Functions
Now that we have
In general, does not exist u C
2
() C(
) such that u = F in u[
= f
for all F C(
) and f C().
Indeed, let be = B(0, R) R
n
with 0 < R < 1 and the functions
F(x) =
_
_
x
2
2
x
2
1
2|x|
2
_
n + 2
(ln|x|)
1/2
+
1
2(ln|x|)
3/2
_
, x B(0, R) 0
0, x = 0
f(x) = (lnR)
1/2
(x
2
1
x
2
2
), x S(0, R). We see that F C(B(0, R)) and f
C(S(0, R)). the function u : B(0, R) R dened by u(x) = (x
2
1
x
2
2
)(ln|x|)
1/2
has the following properties :
u C(B(0, R)) C
(B(0, R) 0),
u(x) = F(x), x B(0, R) 0, u(x) = f(x), x S(0, R).
In addition lim
x0
D
2
1
u(x) = +, hence u / C
2
(B(0, R)). Let us prove that does not
exist a function v C
2
(B(0, R) C(B(0, R)) with the properties v = F in B(0, R)
and v = f on S(0, R). Let us suppose that there exists v with these properties. The
function w = u v is harmonic and bounded on B(0, R) 0. Using Theorem 6.4
the function w can be extending in the point x = 0 such that their extension is a
harmonic function in B(0, R). In particular, this implies that lim
x0
D
2
1
u(x) is nite,
which is in contradiction with the fact that lim
x0
D
2
1
u(x) = +.
From the above example we can see that the spaces of continuous functions
arent naturally in the study of the elliptic partial dierential equations.
1) Fie ]subsetR
n
si f, g C
2
(). Sa se arate ca
(fg) = (f)g + 2f g +f(g).
2) Sa se arate ca pentru orice x R
n
0 si orice R avem
|x|
= x|x|
2
|x|
= ( +n 2)|x|
2
3) Folosind cele demonstrate n exercit iile anterioare sa se arate ca pentru
orice x ,= y avem:
x
_
R
2
|x|
2
|x y|
n
_
= 2n
R
2
|y|
2
|x y|
n+2
x
_
x
n
|x y|
n
_
= 4n
y
n
|x y|
n+2
4) Se considera = R
n
B(0, R) si

= x R
n
0; x/|x|
2
.
a) Sa se arate ca versorul normalei exterioare domeniului intr-un
punct x are forma (x) = x/R.
b) Sa se arate ca daca x
atunci R
2
x .
c) Sa se arate ca versorul normalei exterioare domeniului

ntr-un
punct x
are forma (x) = (R

2
x) = Rx.
d) Sa se arate ca pentru orice x
are loc relat ia

u

(x) = (2 n)R
n1
u(R
2
x) +R
n
u
(R
2
x),
unde u(x) = |x|
2n
u(x/|x|
2
).
e) Sa se arate ca daca u este solut ie a problemei
u = 0 in ; (
u
+u)[
= ; u(x) = O(|x|
2n
) cnd |x|
atunci u(x) = |x|
2n
u(x/|x|
2
) este solut ia unei probleme Robin
u = 0 in

; (
u

+ u)[
= ,
unde (x) = R
2
(R
2
x) (2 n)R, iar = R
n
(R
2
x).
6.2 The Boundary value problems via Green function
In the study of the Dirichlet problem for the Laplace and Poisson equations
an important role is played by the Greens function, sometimes called a
source function.
5) Denit a 6.5 Let be an open and bounded domain from R
n
with C
1
piece-
wise boundary . A function G :

R dened by :
G(x, y) = v(x, y) +E(x y) (6.27)
where v : R has the properties : for any x the function yv(x, y)
is harmonic on , continuous on and y D
y
v(x, y) is continuous on ,
and G satises the boundary condition
G(x, y) = 0 for all x and all y , (6.28)
is called Greens function of Dirichlet problem for Laplaces operator.
In view of the uniqueness of the solution of the Dirichlet problem it is clear
that the Greens function of a bounded domain is unique. It is also clear that,
if the solution of the Dirichlet problem
u = 0 on , u = f on
exists for any function f C(), then there exists a Greens function for this
domain ( equal to the solution of this problem with boundary value f(y) =
E(x y).)
3
We can easily observe that if a Dirichlet problem has a Green function then
this function is unique. In what concern the existence of the Green function
it is not dicult to prove that if in the solving the Dirichlet problem we can a
continuous connection between solution and continuous data then we can nd
a Green function for the Dirichlet problem concerning domain .
A theorem for existence of Green function for the Dirichlet problem will
be proved later. In the following we give some properties of Green function,
and for some particular domains we obtain (we determine) the Green function
from geometrical considerations.
On the other hand, if we can nd the Greens function, we obtain simple
formulas for the solution of Dirichlet problem. To be specic, let us prove the
next result.
Teorema 6.11 Let be an open connected and bounded domain in R
n
with
C
k
, (k 2) boundary . If F C(), f C() and u C
2
() C() is
a solution of the Dirichlet problem
u = F on , u = f on . (6.29)
and has regular normal derivative (that is xD
u(x) is continuous on ),
then far all x the function u is given by the formula ( has the representa-
tion )
u(x) =
_
F(y)G(x, y)dy +
_
f(y)

y
G(x, y)ds(y). (6.30)
3
Green himself gave a simple physical proof of the existence of G. Let S be a perfectly
conducting shell enclosing a vacum in , and let S be grounded so the pontential on S is
zero. Let a unit negative charge be placed at x . This will induce a distribution of
positive charge on S to keep the potential zero, and G(x, y) is the potential at y induce
by the charges at x and on S. Unfortunately, to important mathematical substance to this
arguments is a decidedly non-trivial task.
Demonstrat ie. For xed x in , applying the representation formula for C
2
function we have
u(x) =
_
u(y)E(xy)dy
_
(y)E(xy)ds(y)+
_
u(y)

y
E(xy)ds(y)
which, taking into account that u is a solution of the Dirichlet problem (6.29)
yields
u(x) =
_
F(y)E(xy)dy
_
(y)E(xy)ds(y)+
_
f(y)

y
E(xy)ds(y)
To eliminate the second integral we apply the Green formula for the function
u and y v(x, y) and obtain
0 =
_
F(y)v(x, y)dy +
_
(y)v(x, y)ds(y)
_
f(y)

y
v(x, y)ds(y)
Subtracting the last two equations and taking into account the denition of
Green function it follows (6.30). 2
In the next we give some properties of Green function.
Propozit ia 6.5 Let be an open domain in R
n
with boundary S suciently
smooth, and G the Green function for Dirichlet problem for Laplace operator.
1) The Green function G is strictly negative for all x, y , x ,= y.
2) If f C() then for any x we have
lim
0
_
S(x,)
G(x, y)f(y)ds(y) = 0,
lim
0
_
S(x,)
y
G(x, y)f(y)ds(y) = f(x)
3) The Green function G is symmetric, that is G(x, y) = G(y, x) for all x, y
from , x ,= y.
4) The function x G(x, y) is harmonic in y and G(x, y) = 0 for
all x , hence G can be extended naturally to

), by setting
G(x, y) = 0 for x .
5) The function (x, y) G(x, y) E(x y) (= v(x, y)) is continuous on
.
Demonstrat ie. 1) Let x be xed. The function y G(x, y) is har-
monic on x and G(x, y) = 0 for all y . Let > 0 be such
that B(x, ) . Let y
0

S(x, ) be such that G(x, y) < G(x, y

0
) for
all y B(x
0
, ). Since y
0
, S(x, ), because E(x y
0
) for suciently
small takes the negative values however small, it results G(x, y) < 0, for all
x, y , x ,= y.
2) lim
0
_
S(x,)
f(y)G(x, y)ds(y) =
= lim
0
_
_
S(x,)
f(y)v(x, y)ds(y) +
_
S(x,)
f(y)E(x y)ds(y)
_
=
= lim
0
_
S(x,)
f(y)v(x, y)ds(y) + lim
0
_
S(x,)
f(y)E(x y)ds(y) = 0.
lim
0
_
_
S(x,)
f(y)

y
G(x, y)ds(y)
_
= lim
0
_
_
S(x,)
f(y)

y
v(x, y)ds(y)
_
+
+ lim
0
_
S(x,)
f(y)

y
E(x y)ds(y) = f(x).
3) Let x, y , x ,= y and > 0 be such that B(x, )
B(y, ) and
B(x, )
B(y, ) = . Applying the second Green formula for the function

u, v dened by u(z) = G(x, z) and v(z) = G(y, z) for all z
where
=
((B(x, ) B(y, ), we obtain
0 =
_
_
G(x, z)

z
G(y, z) G(y, z)

z
G(x, z)
_
ds(z)
+
_
S(x,)
G(x, z)
G
z
(y, z)ds(z)
_
S(x,)
G(y, z)

z
G(x, z)ds(z)
+
_
S(y,)
G(x, z)

z
G(y, z)ds(z)
_
S(y,)
G(y, z)

z
G(x, z)ds(z)
from where, taking to pass on zero, and using 2), just proved, we obtain
G(x, y) = G(y, x).
4) It follows immediately from symmetry and denition of G that the
function G is harmonic in rst argument.
5) Let (x
0
, y
0
) and (x, y) be such that (x, y)(x
0
, y
0
).
Taking into account the continuity with respect to y of the function v, the
maximum principle and the equality v(x, y) = E(x y) for y we have
[v(x
0
, y
0
) v(x, y)[ [v(x
0
, y
0
) v(x
0
, y)[ +[v(x
0
, y) v(x, y)[
[v(x
0
, y
0
) v(x
0
, y)[ + max
y
[E(x
0
y
t
) E(x y
t
)[ 0
which prove that v is a continuous function in (x
0
, y
0
). 2
Now, consider the homogeneous equation with boundary condition. We
assume that f is continuous on . We can reason as following: suppose that
u C
1
(). Applying Greens theorem ( together with some limiting process )
we obtain
u(x) =
_
S
f(y)D
y
G(x, y)ds(y) (6.31)
for all x . This formula represents u on in terms of boundary values on
S. Therefore, the obvious candidate for the solution of the Dirichlet problem
is u given by (6.31).
The function D
y
G(x, y) on S is called Poisson kernel for , and
(6.31) is called the Poisson integral formula for the solution of the Dirichlet
problem.
Now let us consider two cases when Green function can by obtain from
geometric considerations.
Propozit ia 6.6 For the domain = (x
1
, . . . , x
n
) R
n
; x
n
> 0 the Green
function G is given by the formula
G(x, y) = E(x y) E(x
y)
where x
= (x
1
, . . . , x
n1
, x
n
) if x = (x
1
, . . . , x
n
) , that is x
is the sym-
metric of the point x with respect to the hyperplane H dened by
H = (x
1
, . . . , x
n
) R
n
; x
n
= 0.
Demonstrat ie. If x then x
, , hence the function y E(x
y)
is harmonic in , continuous on , and
yD
y
E(x
y) =

y
n
E(x
y) =
x
n
n
|x
y|
n
is continuous on . In addition G(x, y) = 0 for x and y . Thus the
function G has all properties required in the denition of the Green function.
2
Written explicitly the Green function G(x, y) has the form
_
_
1
(2 n)
n
__
|x
t
y
t
|
2
+ (x
n
y
n
)
2
_
(2n)/2
_
|x
t
y
t
|
2
+ (x
n
y
n
)
2
)
_
(2n)/2
_
n > 2
1
2
[ln
_
(x
1
y
1
)
2
+ (x
2
y
2
)
2
ln
_
(x
1
y
1
)
2
+ (x
2
y
2
)
2
] n = 2.
(6.32)
The Poisson kernel is given by
D
y
G(x, y) =
2x
n
n
_
|x
t
y
t
|
2
+x
2
n
_
n/2
for all x = (x
t
, x
n
) and y = (y
t
, 0) . This is exactly the function
P(x, y) given in (5.6).
In the case = B(0, R) the Green function is seek of the form
G(x, y) = E(x y) E(x
y)
where x
is the symmetric point with respect to S(0, R) of the point x, that is

x
= (R/|x|)
2
x, and is a constant with respect to y, which be determine
later.
Propozit ia 6.7 For the domain = B(0, R) R
n
the Green function G
is given by :
G(x, y) =
_
_
1
(2 n)
n
_
|x y|
2n
|
R
|x|
x
|x|
R
y|
2n
_
x ,= 0
1
(2 n)
n
(|y|
2n
R
2n
) x = 0
when n > 2, and
G(x, y) =
_
_
1
2
_
ln|x y| ln|
R
|x|
x
|x|
R
y|
_
x ,= 0
1
2
_
ln|y| lnR
_
x = 0
when n = 2.
Demonstrat ie. From denition of G we obtain that
v(x, y) =
_
_
_
(|x|/R)
2n
E(x
y), n > 2
E(x
y)
1
2
ln(
|x|
R
), n = 2
from where it results that the function y v(x, y) is harmonic ( because, if
x B(0, R) then x
= (R/|x|)
2
x ,

B(0, R). Using the identity
|x y| = |
R
|x|
x
|x|
R
y|, x ,= 0, |y| = R
we obtain v(x, y) = E(x y) when x B(0, R) and y S(0, R). 2
The Poisson kernel is given by
D
y
G(x, y) =
R
2
|x|
2
R
n
|x y|
n
for all x B(0, R) and y S(0, R). This is exactly the function P(x, y) given
by (??).
Problems.
We shall give two proofs for this results, one using Poisson formula and
other using mean value theorem.
The rst proof. It is suciently to prove that any positive and harmonic
function on R
n
is a constant function. For R > 0 since
R |x| |x y| R +|x| for all x B(0, R) and y S(0, R),
using Poisson formula we have for all x in B(0, R)
R |x|
n
R(R +|x|)
n1
_
S(0,R)
u(y)ds(y) u(x)
R +|x|
n
R(R |x|)
n1
_
S(0,R)
u(y)ds(y)
from where using mean value theorem
R
n2
(R |x|)
(R +|x|)
n1
u(0) u(x)
R
n2
(R +|R +|x|)
(R |x|)
n1
u(0)
for all x B(0, R). Making in the last inequality R tends to innity we obtain
u(x) = u(0) for all x R
n
, that is u is a constant function.
A second proof. As above it suces to prove that any positive and harmonic
function on R
n
is a constant function. Let x
1
, x
2
be arbitrary points in R
n
and r
1
r
2
+|x
1
x
2
| r
2
> 0. For B
2
= B(x
2
, r
2
) B(x
1
, r
1
) = B
1
, using
the mean theorem we have
u(x
2
) =
n
n
r
n
2
_
B
2
u(x)dx
n
n
r
n
2
_
B
1
u(x)dx
=
_
r
1
r
2
_
n
n
r
n
1
_
B
1
u(x)dx =
_
r
1
r
2
_
n
u(x
1
)
If we take r
1
= r
2
+|x
1
x
2
| and making r
2
we obtain
u(x
2
) u(x
1
).
In the same mode we have u(x
1
) u(x
2
), hence u(x
1
) = u(x
2
).
***************
We are now ready to prove the jump theorem for the double-layer potential.
If w is dened by (??), we dene the function w
t
on S for small t ,= 0 by
w
t
(x) = w(x +t(x)).
Thus w
t
is restriction of w to a surface parallel to S at a distance t from S.
Propozit ia 6.8 Let be an open and bounded domain from R
n
with C
2
boundary S. Suppose that C(S) and w is dened by (??). The restriction of
w to has a continuous extension to , and the restriction of w to
t
= R
n
has a continuous extension to

t
. More precisely, the function w
t
converges
uniformly on S to continuous limit w
and w
+
as t approaches 0 from below
and above, respectively w
and w
+
are given by
w
(x) =
_
S
K(x, y)(y)ds(y) +
1
2
(x)
w
+
(x) =
_
S
K(x, y)(y)ds(y)
1
2
(x).
Demonstrat ie. If x S and t < 0 is suciently small, then x + t(x) ,
so by the Proposition ??
w
t
(x) = (x)
_
S
,
y
E(x +t(x) y)ds(y)
+
_
S
,
y
E(x +t(x) y)((y) (x))ds(y)
= (x) +
_
S
,
y
E(x +t(x) y)((y) (x))ds(y).
By Proposition ??, the second integral is continuous as t0 so
lim
t0
w
t
(x) = (x) +
_
S
K(x, y)((y) (x))ds(y)
= (x) +
_
S
K(x, y)(y)ds(y) (x)
_
S
K(x, y)ds(y)
=
1
2
(x) +
_
S
K(x, y)(y)ds(y),
where we have used Proposition ?? again. If t > 0, the argument is the same
except that
(x)
_
S
,
y
E(x +t(x) y)ds(y) = 0.
The uniformity of the convergence follows from the proof of Proposition ??:
we have only to observe that since S is compact, for any > 0 we can choose
> 0 so that [(y) (x)[ < /3C for all x, y S such that |x y| < . 2
Corolarul 6.1 If R
n
is an open and bounded domain with C
2
boundary
S, and : SR is continuous on S then
(x) = w
(x) w
+
(x) and w(x) =
1
2
_
w
(x) +w
+
(x)
_
, for all x S.
From above we obtain the following result.
Teorema 6.12 Let be an open bounded domain from R
n
with smooth bound-
ary S ( S C
k
, k 2 ).
1. If : SR is bounded and integrable function then :
a) w C
2
(R
n
S) and w(x) = 0 on R
n
S;
b) there exists C > 0 such that for all x R
n
[w(x)[ C sup
yS
[(y)[(1 +|x|)
1n
;
c) w C(S).
2. If : SR is a continuous function then: for any x
0
S
w
(x
0
) = lim
xx
0
,x
w(x) = w(x
0
) +(x
0
)/2
w
+
(x
0
) = lim
xx
0
,x
w(x) = w(x
0
) (x
0
)/2,
the limits being uniformly with respect to x
0
S.
Single-layer Potential
We now consider the singlelayer potential
v(x) =
_
S
E(x y)(y)ds(y) (6.33)
with moment (density) .
As with the double layer potentials, it is clear that v is harmonic on R
n
S
and that [u(x)[ = O(|x|
2n
) as |x| when n > 2, so that u is harmonic
at innity for n > 2. (If n = 2, in general we have only [u(x)[ = O(log|x|) as
|x|).
To be specic we have :
Teorema 6.13 If R
n
is an open bounded domain in R
n
with C
2
bound-
ary S, and : SR is integrable and bounded on S then
a) v C(R
n
);
b) v C
(R
n
S), v(x) = 0 for all x R
n
S;
c) If n > 2 there exists C > 0 such that
[v(x)[ C sup
yS
[(y)[(1 +|x|)
2n
for all x R
n
.
d) If n = 2, there exists C > 0 such that
[v(x)[ C sup
yS
[(y)[ ln(1 +|x|) for all x R
2
and v(x)0 when |x| if and only if
_
S
(y)ds(y) = 0.
Demonstrat ie. a) Since S is a n 1 dimensional manifold, for all x R
n
v is well dened and v C(R
n
) (see properties of integral depending on
parameters listed in anexa..).
b) Since xE(x y) is C
on R
n
y and
x
E(x y) = 0 in R
n
y
it follows that v C
(R
n
S) and v = 0 on R
n
S.
c) Since the domain is bounded there exists r > 0 such that B(0, r).
But
[v(x)[ sup
yS
[(y)[
_
S
[E(x y)[ds(y)
Evidently, there exists C
2
> 0 such that
_
S
[E(x y)[ds(y) C
2
if |x| 2r,
because x
_
S
E(x y)ds(y) is a single-layer potential with density 1 and
this potential is a continuous function on x R
n
; |x| 2r which is a
compact set in R
n
.
If |x| 2r we have |x y| |x| |y| |x|/2, for all y S B(0, r)
so
_
S
[E(x y)[ds(y) C
3
_
S
|x|
2n
ds(y) =
_
C
3
_
S
ds(y)
_
|x|
2n
.
d) Let us consider x
0
R
2
. Since ln|x y| = ln(|x y|/|x x
0
|)
+log |x x
0
| it results
v(x) =
1
2
_
S
(y) log
|x y|
|x x
0
|
ds(y) +
1
2
log |x x
0
|
_
S
(y)ds(y).
If
_
S
(y)ds(y) = 0 then |x y|/|x x
0
|1 when |x|, hence log(|x y|/|x x
0
|)0
from where v(x)0 when |x|+.
If v(x)0 when |x|+ , since
_
S
(y) log(|x y|/|x x
0
|)ds(y)0
and log |x x
0
|+ when |x|+, it results
_
S
(y)ds(y) = 0. 2
Let us now consider the normal derivative of v. Let V be the tubular
neighborhood of S. Recall that we have dened the normal derivative ,
on
V by the formula
,
v(x +t(x)) = (x) v(x +t(x)) for x S, t (, )

thus for x V S we have
,
v(x) =
_
S
(y),
x
E(x y)ds(y) (6.34)
This looks very much like a double layer potential except that the normal
derivative is applied to E(x y) with respect to x instead of y. In fact, since
E(x y) = E(y x), ,
x
E(x y) is just ,
y
E(y x). In particular, if we
set K
(x, y) = K(y, x) for x, y S, then the right side of (6.34) makes sense
for x S if we interpret it as
_
S
K
(x, y)(y)ds(y) (6.35)

Since K is a continuous kernel of order n 2, so is K
; thus (6.34) denes a

continuous function on S.
*****
Trebuie revazut deoarece nu s-a denit inca nucleul continu de
ordinul n 2 Poate trebuie aratat ca din K nucleu continuu la fel
este K
Si deci (6.34) deneste o funct ie continua.

********
Teorema 6.14 Let be an open bounded domain in R
n
with C
2
boundary S
and let : SR be a continuous function on S.
a) There exists > 0 such that (x, t)w(x + t(x))+,
v(x + t(x)) is
uniformly continuous on S [, ].
b) The function x
_
S
(y)K(y, x)ds(y) =,
v(x) is continuous on S.
c) For all x S we have
,
v(x) = lim
t,0
,
v(x +(x)) =
_
S
K(y, x)(y)ds(y)
1
2
(x),
,
+v(x) = lim
t0
,
v(x +t(x)) =
_
S
K(y, x)(y)ds(y) +
1
2
(x),
where the limits are uniformly with respect to x S.
Demonstrat ie. The proof for a) is done in many steps.
1) Since S is (n 1) C
2
manifold there exists > 0 suciently small such
that if x S and t [, ] 0 then x+t(x) , S. Let us dene the function
/ by
/(x, y, t) = K(x +t(x), y) +K(y, x +t(x)) (6.36)
when x, y S, and t [, ].
We claim that there exists C > 0 such that
[/(x, y, t)[ C|x +t(x) y|
2n
(6.37)
for all x, y S, and t [, ]
Let us observe that
/(x, y, t) =
x +t(x) y, (x) (y))
n
|x +t(x) y|
n
hence there exists C
1
> 0 such that
[/(x, y, t)[ C
1
|x +t(x) y|
1n
|x y|.
To prove (6.37) it is suciently to show that for any x
0
S. There exist
0
> 0
and C
0
> 0 such that for any x, y S B(x
0
,
0
) and t [, ] to have
|x y| C
0
|x +(x) y| (6.38)
We take one > 0 suciently small such that the points in S B(x
0
, ) verify
(x) = 0 with C
2
(B(x
0
, )), ,= 0, (x) = (x)/|(x)| when
x S B(x
0
, ).
Making the change variables
y = (z; x) = A(x)z +x
where A(x) = (a
ij
(x))
i,j=1,...,n
is a orthogonal matrix with entry functions of
class C
1
on S B(x
0
, ) and so that (x) = (a
1n
(x), . . . , a
nn
(x)).
The equation of S in the variable z in a neighborhood of z = 0 will be
((z; x)) = 0 where x can be consider as parameter. The derivative of
with respect to z
n
in the point z = 0 will be
n
j=1
,
j
(x)a
jn
(x) = |_(x)| ,= 0
From the implicit function theorem, the equation of S in a neighborhood of
z = 0 will be z
n
= (z
t
; x) with (0; x) = 0 and a C
1
function with respect
to z
t
( in a neighborhood of 0 in R
n1
) and x (in a neighborhood of x
0
on S).
Therefore, there exists C > 0 such that for z in a neighborhood of 0 on S and
z as the above we have
|z| |z
t
| +[z
n
[ C|z
t
| C|z tA
1
(x)(x)|
where one take in account that A
1
(x)(x) = (0, . . . , 0, 1), that is the last col-
umn of A is exactly (x). Since |z| = |A(x)z|, because A(x) is a orthogonal
matrix it results
|A(x)z| C|A(x)z (x)|
and go back to variable y it follows
|yx| = |A(x)z| C|yxt(x)| for all x, y SB(x
0
,
0
), t [, ]
with
0
> 0 suciently small.
2) We will show that the function f dened by
f(x, t) =
_
S
(y)/(x, y, t)ds(y)
is a continuous function on the compact S [, ]. If t ,= 0 the continuity
is evidently, because x + t(x) ,= y and [/(x, y, t)[ C|x + t(x) y|
2n
,
hence it will be suciently to occupy only with the points of the form (x
0
, 0).
We can suppose that in a neighborhood of x
0
the equation of S is of the form
x
n
= (x
t
), with a C
2
function in a neighborhood of x
t
0
; It results that
> 0 be given we can choose the positive constants C
1
, C
2
and such that
for all x S B(x
0
, ), t [, ] to have
_
SB(x
0
,)
/(x, y, t)ds(y)
C
1
_
B(x
0
,)
|x
t
+t
t
(x
t
) y
t
|
2n
dy
t
C
1
_
B(x
+t
(x
),3)R
n1
|x
t
+t
t
(x
t
) y
t
|
2n
dy
t
= C
2
<

4
( one make the variable change x
t
+ t
t
(x) y
t
= z
t
and pass to spherical
coordinates). On the other hand, / is uniformly continuous on
(S B(x
0
, )) (S B(x
0
, )) [
0
,
0
] for all
0
(0, ).
We can choose > 0 such that
[/(x, y, t) /(x
0
, y, 0)[ < /(2 meas(S))
for all y S B(x
0
, ), x S B(x
0
, ), t (, ). Writing that
f(x, t) f(x
0
, 0) =
_
SB(x
0
,)
_
/(x, y, t) /(x
0
, y, 0)
_
ds(y)
+
_
S\B(x
0
,)
(/(x, y, t) /(x
0
, y, 0))ds(y)
we obtain immediately that
[f(x, ) f(x
0
, 0)[ < for all x S B(x
0
, ), and all t (, ).
3) Since f(x
0
, t) = w(x
0
+ t(x
0
))+,
v(x
0
+ t(x
0
)) and f is a uniform
continuous function on S [, ] it results that the function
(x, t)w(x +t(x))+,
(x +t(x))
is uniformly continuous on S [, ].
b) Using a) just proved, it results that the function
xw(x) +
_
S
K(y, x)(y)ds(y)
is continuous on S. Since the double layer potential w is a continuous function
on S it follows that the x
_
S
K(y, x)(y)ds(y) is continuous on S.
c) Now, for any x
0
S we have
w(x
0
) +
_
S
K(y, x)(y)ds(y) = f(x
0
, 0)
= lim
t,0
[w(x
0
+t(x
0
))+,
v(x
0
+t(x
0
))]
= w(x
0
) +(x
0
)/2 + lim
t,0
,
v(x
0
+t(x
0
))
hence
lim
t,0
,
v(x
0
+t(x
0
)) =,
v(x
0
)
1
2
(x
0
)
In the same way we can prove that
lim
t0
,
v(x
0
+t(x
0
)) =
_
S
K(y, x)(y)ds(y) +
1
2
(x
0
).
2
Corolarul 6.2 If is an open and bounded domain in R
n
with C
2
boundary
and : SR is a continuous function then
(x) =,
+v(x),
v(x) for all x S.

6.3 The boundary value problems via integral equations
Greens formula (??) essentially means that every function u C
1
() that is
harmonic in a bounded region with smooth boundary can be represented
in the form of a sum of single-layer and double-layer potentials with densities
= D
u[
S
and = u[
S
respectively). Therefore one can look for the
solution of the boundary value problem for Laplaces equation in in form of
a sum of such potentials with unknown density and . This is inconvenient,
however, since arbitrary densities cannot be uniquely recovered from a sum of
the corresponding potentials and an undetermined system will be obtained (
a single equation in the pair of densities and ). For this reason we look
for the solution of the form of just one of the potentials. To be specic, the
solution of Dirichlet problem (interior and exterior) can be conveniently sought
in the form of the double-layer potential w(x) and the solution of the Neumann
problem ( again interior and exterior ) in the form of a single-layer potential
v(x). Now, using the theorems on potential jumps, it is easy to obtain integral
equations for the desired densities equivalent to the boundary conditions.
The interior Dirichlet problem
Let be an open connected and bounded domain in R
n
with C
2
boundary
S. The interior Dirichlet problem for is following:
Given f C(S), nd u C
2
() C() such that:
u = 0 on ; u = f on S. (6.39)
To determine the solution of interior Dirichlet problem we look for u as an
double-layer potential w, that is
u(x) =
_
w(x) for x
w(x) +(x)/2 for x S
(6.40)
where
w(x) =
_
S
(y)K(x, y)ds(y), and K(x, y) =
x y,
y
)
n
|x y|
n
.
From Theorem 6.12 it results that if C(S) then u is continuous function
on , u C
(), and u = 0 on . To solve interior Dirichlet problem

remain to determine C(S) such that
w(x) +(x)/2 = f(x) for all x S
that is to determine C(S) solution of the following integral equation
(x) + 2
_
S
(y)K(x, y)ds(y) = 2f(x) for all x S (6.41)
From above it results :
If f is a continuous function on S and is a solution of the integral
equation (6.41) then u given by (6.40) is a solution of the interior
Dirichlet problem.
The exterior Dirichlet problem
n
with C
2
boundary
S, and set
t
= R
n
. The exterior Dirichlet problem for is following :
Given f C(S), nd u C
2
(
t
) C(
t
) such that
u = 0 on
t
,
u = f on S and u(x) = O(|x|
2n
) when |x|
(6.42)
To determine the solution of exterior Dirichlet problem we look for u as
the form :
u(x) =
_
a E(x z) +w(x) for x
t
a E(x z)
1
2
(x) +w(x) for x S
(6.43)
where z and a is a constant which is for moment arbitrary, and w is the
double-layer potential generated by density C(S).
Since u = 0 on
t
, u is continuous on
t
and u(x)0 as |x| it
remains to nd C(S) such that
aE(x z) (x)/2 +w(x) = f(x) for all x S
that is to nd C(S) solution of the following integral equation
(x) 2
_
S
(y)K(x, y)ds(y) = 2aE(x z) 2f(x) (6.44)
for all x S. From above it follows
If f is a continuous function on S and C(S) is a solution of
the integral equation (6.44) then u dened by (6.43), where w is
the double-layer potential generated by density , is solution of
exterior Dirichlet problem.
The interior Neumann problem
n
with C
2
boundary
S. We dene C
() the function space u C

1
() C() such that
D
u(x) = lim
t,0
(x), _u(x +t(x)))
exists for all x S, the limit being uniformly on S. ( Hence D
u is a contin-
uous function on S. )
The interior Neumann problem for the Laplace operator is following :
Given g C(S), nd u C
() such that
u = 0 on
t
, D
u = g on S (6.45)
To solve interior Neumann problem (N
i
) we look for a function u as a single-
layer potential generated by density C(S), that is
u(x) =
_
S
E(x y)(y)ds(y). (6.46)
Using the properties of single-layer potential it results that u is a continuous
function on R
n
, hence on , is harmonic on R
n
S ( hence harmonic on
such that
g(x) = lim
t,0
u
(x +t(x)) = D
u(x)
1
2
(x)
Since
D
u(x) =
_
S
(y)K(y, x)ds(y)
it remains to determine C(S) solution of the integral equation :
(x) 2
_
S
(y)K(y, x)ds(y) = 2g(x), for all x S. (6.47)
From above we have
If g is a continuous function on S, and is a continuous solu-
tion of the integral equation (6.47) then the single-layer potential
generated by is a solution for the problem (N
i
).
The exterior Neumann problem
n
with C
2
boundary S
and let be
t
= R
n
. We dene C
(
t
) the function space u C
1
(
t
)C(
t
)
such that
D
+u(x) = lim
t0
(x), _u(x +t(x)))
exists for all x S, where (x) is the direction of exterior normal to S the
convergence being uniform on S. ( Hence D
+u is a continuous function on
S.)
The exterior Neumann problem (N
e
) for the Laplace operator is the
following :
Given g C(S), nd u C
(
t
) such that
u = 0 on
t
, D
+u = g on S,
u(x) = O(|x|
2n
) as |x| .
(6.48)
To solve the problem (N
e
) we look for a solution u as a single-layer potential
generated by density C(S), that is
u(x) =
_
S
E(x y)(y)ds(y) (6.49)
Using the properties of single-layer potential u is a continuous function on R
n
(hence on
t
) is harmonic function on R
n
(hence on
t
). It remains to
determine the density such that
g(x) = D
+u(x) := lim
t0
D
u(x +t(x)) = D
u(x) +
1
2
(x).
Since
D
(x)u(x) =
_
S
(y)D
x
E(x y)ds(y) =
_
S
(y)K(y, x)ds(y)
where
K(y, x) = |x y|
n
y x, (x))/
n
,
it remains to determine C(S) solution of the integral equation :
(x) + 2
_
S
(y)K(y, x)ds(y) = 2g(x), for all x S. (6.50)
If g is a continuous function on S, and is a continuous solu-
tion of the integral equation (6.50) then the single-layer potential
generated by is a solution of the problem (N
e
).
Solution of the Dirichlet and Neumann problems
We can now apply the Fredholm theory of the integral equations with weak
singularity kernel to solve the integral equations (6.47), (6.48), (6.49),
(6.50). If we dene the operator T : L
2
(S)L
2
(S) by
T(x) = 2
_
S
K(x, y)(y)ds(y), for all x S (6.51)
and T
the adjoint operator of T, that is

T
(x) = 2
_
S
K
(x, y)(y)ds(y) for all x S

where K
(x, y) = K(y, x) and

K(x, y) =
x y, (y))
n
|x y|
n
, for all x, y S, x ,= y
then the integral equations (6.47)- (6.50) become
(D
i
) T = 2f
(D
e
) +T =

f
(N
i
) +T
= 2g
(N
e
) T
= 2g
Before studying the last equations, we shall give some properties of the
integral operators which appear in equation (D
i
), (D
e
), (N
i
), (N
e
).
Denit a 6.6
A measurable function K on S S is called:
Hilbert-Schmidt kernel if K L
2
(S S);
kernel of order , 0 < < n 1, if
K(x, y) = A(x, y)|x y|
(6.52)
where A is a bounded function on S S;
kernel of order zero if
K(x, y) = A(x, y) ln|x y| +B(x, y) (6.53)
where A and B are bounded functions on S S;
continuous kernel of order (0 < n 1) if K is a kernel of
order and K is a continuous function on S S (x, x), x S.
We note that it is immaterial whether we measure |xy| in the ambient space
or in local coordinates on S, since the two quantities have the same order of
magnitude as y approaches x.
If K is a kernel of order , 0 < n 1, we dene the operator T
K
formally by
T
K
f(x) =
_
S
K(x, y)f(y)ds(y) (6.54)
Propozit ia 6.9
1) If K is a Hilbert-Schmidt kernel then T
K
is a compact operator on L
2
(S)
and |T
K
| |K|
2
.
2 If K is a kernel of order , 0 < n 1, then
- The operator T
K
is bounded on L
p
(S) for 1 p +. Moreover,
there exists a constant C > 0 depending only on such that if K
is supported in (x, y); |x y| < then
|T
K
f|
p
C
n1
|A|
|f|
p
(1 p +, > 0)
|T
K
f|
p
C
n1
(|A|
ln
1
+|B|
) (1 p , = 0)
where A and B are as in (6.52) and (6.53).
- The operator T
K
is compact on L
2
(S).
3) If K is a continuous kernel of order , 0 < n 1, then
- The operator T
K
transforms bounded functions into continuous func-
tions.
- If f L
2
(S) and f + T
K
f is a continuous function, then f is a
continuous function.
Demonstrat ie. 1) First we show that T
K
is well dened on L
2
(S) and is
bounded by |K|
2
. By Cauchy-Schwartz inequality,
[T
K
f(x)[
_
S
[K(x, y)[[f(y)[ds(y)
_
_
S
[K(x, y)[
2
ds(y)
_
1/2
|f|
2
.
This show that T
K
f is nite almost everywhere, and moreover
|T
K
f|
2
2
=
_
S
[T
K
f(x)[
2
ds(x) |f|
2
2
_
S
_
S
[K(x, y)[
2
ds(y)ds(x) |K|
2
2
|f|
2
2
hence |T
K
| |K|
2
.
Now let (
j
)
j=1
be an orthonormal basis for L
2
(S). It is an easy conse-
quence of Fubinis theorem that if
ij
(x, y) =
i
(x)
j
(y), then (
ij
)
i,j=1
is
an orthonormal basis for L
2
(S S). Hence we can write K =

a
ij
ij
. For
N = 1, 2, . . . , let
K
N
(x, y) =
i+jN
a
ij
ij
(x, y) =
i+jN
a
ij
i
(x)
j
(y).
Then (T
K
N
) lies in the span of
1
, . . . ,
N
, so T
K
N
is of nite rank. On the
other hand,
|K K
N
|
2
2
=
i+j>N
[a
ij
[
2
0 as N,
so
|T
K
T
K
N
| |K K
N
|
2
0 as N.
We have that T
K
is a compact operator ( see anexa ).
2) The bounding of operator T
K
it results immediately because we can
always take to be the diameter of S. Using polar coordinates on S centered
at x S, we see that for > 0,
_
S
[K(x, y)[ds(y) |A|
_
|xy|<
|x y|
ds(y)
C
1
|A|
_
0
r
n2
dr = C
2
|A|
n1
.
Similarly,
_
S
[K(x, y)[ds(y) C
2
|A|
n1
. The same proof shows that for
= 0,
_
S
[K(x, y)[ds(y) and
_
S
[K(x, y)[ds(y) are dominated by
|A|
n1
ln
1
+|B|
n1
.
The statement, therefore, follows from the generalized Youngs inequality.
Given > 0, set K
(x, y) = K(x, y) if |x y| > and = 0 otherwise, and

set K
t
= KK
. Then K
is bounded on S S because it is Hilbert-Schmidt

kernel, so T
K
is compact on L
2
(S) (see 1) just proved). On the other hand,
T
K
T
K
= T
K
tends to zero as 0, so T
K
is compact operator.
3) We may suppose (assume) > 0, since a continuous kernel of order 0
is also a continuous kernel of order for any > 0. Thus we may write K as
in (6.52). Given x S and > 0, set B
= y S; |x y| < . If y B
we
have
[T
K
f(x) T
K
f(y)[ =
_
S
(K(x, z) K(y, z))f(z)ds(z)
_
B
2
[A(x, z) |x z|
[f(z)[ds(z) +
_
B
2
[A(y, z) |y z|
[f(z)[ds(z)
+
_
S\B
2
[K(x, z) K(y, z)[[f(z)[ds(z) |A|
|f|
_
B
2
|x z|
ds(z)
+|A|
|f|
_
B
2
|y z|
ds(z) +|f|
_
S\B
2
[K(x, z) K(y, z)[ds(z).
Integrating in polar coordinates, we see that the rst two terms on the right are
O(
n1
). Given > 0, then, by choosing small enough we can make these
terms each less then /4. But for y B
and z S B
2
we have |xz| 2
and |y z| , so the integrand in the last term tends uniformly to zero on
S B
2
as yx. Hence we can make this term less than /2 by choosing y
suciently near x.
For > 0, choose C(S S) such that 0 1, (x, y) = 1 for
|xy| < /2 and (x, y) = 0 for |xy| > . Set K
0
= K and K
1
= (1)K.
Then by the Cauchy-Schwartz inequality we have
[T
K
1
u(x) T
K
1
u(y)[
_
S
[K
1
(x, z) K
1
(y, z)[ [u(z)[ds(z)
|u|
L
2
(S)
(
_
S
[K
1
(x, z) K
1
(y, z)[
2
ds(z))
1/2
.
Since K
1
is continuous kernel, the integral on the right tends to zero as yx,
thus T
K
1
u is continuous. Now if we set g = (f + T
K
f) T
K
1
f we see that g
is continuous function and f +T
K
0
f = g.
By 2),just proved, if is suciently small the operator norm of T
K
0
on
both L
2
and L
will be less that 1. Then the operator I + T

K
0
is invertible,
and f is expressed in term of g by the geometric series f =
j=0
(T
K
0
)
j
g. By
2) each term in the series is continuous, and the series converges in the norm
of L
, i.e., uniformly, so f is continuous. 2

Remark
The point 2) can be proved in the following way. Let be h = u T
K
u.
For any natural number N we have u = T
N
K
u +
N1
j=0
T
j
K
h. Since h C(S)
using the point 1) it results T
j
h C(S). Using again the fact that u L
2
(S)
there exists a natural number N such that T
N
K
u C(S), we obtain u as sum
of continuous functions on S, from where it results that u is a continuous
function on S. 2
Propozit ia 6.10 If is an open connected and bounded domain in R
n
, with
C
2
boundary S, then :
1) T : C(S)C(S) is a linear and continuous operator.
2) T : L
2
(S)L
2
(S) is a linear and continuous operator.
3) T : L
2
(S)L
2
(S) is a compact operator.
4) There exists N N such that (T
N
) C(S) and T
N
: L
2
(S)C(S) is
a linear and continuous operator.
5) If T C(S) then C(S).
6) dim L
2
(S); T
= 0 = 0 that is T
= 0 = = 0.
7) dim L
2
(S); +T
= 0 = 1 .
Demonstrat ie. The points 1), . . . , 5) result immediately if we take into ac-
count that K is a continuous kernel of order n 2.
6) Let us suppose that L
2
(S) ,= 0 is a solution of the integral
equation, T
= 0, that is
(x) + 2
_
S
(y)K(y, x)ds(y) = 0 for all x S
From 5), just proved, it results that C(S). Considering, v, the simple-layer
potential with density , it results that for any x S we have
lim
t0
v
(x +t(x)) =
v
(x) +
1
2
(x) =
_
(y)K(y, x)ds(y) +
1
2
(x) = 0.
Since v(x)0 when |x|, x
t
it results that v is the solution of the
exterior Neumann problem with zero on boundary, hence v(x) = 0 for all
x
t
. Since v is continuous function on R
n
it results v(x) = 0 on S, hence
v = 0 on
t
= R
n
. From v = 0 on and v = 0 on S, it results v = 0 on
. Thus
v
(x +t(x)) = 0 when t < 0, that is

0 =
_
v
_
(x) = (x), for all x S,
hence = 0, a contradiction.
7) The equation +T
= 0, that is
(x) 2
_
S
(y)K(y, x)ds(y) = 0 for all x S (6.55)
has non-trivial solution. Indeed, using Proposition ??, = 1 is a solution of
the equation
(x)/2
_
S
(y)K(x, y)ds(y) = 0
hence dim L
2
(S); T = 0 1 from where it results
dim L
2
(); T
= 0 1.)
Let
0
L
2
(S) be a non zero solution of the equation (6.55). Using the
statement 5) just proved, it results that
0
C(S). Let v
0
be the single-
layer potential with density
0
. Using Theorem 6.14 and the equation (6.55)
it results that for any x S
lim
t,0
v
0
(x +t(x)) =
_
S
0
(y)K(x, y)ds(y)
1
2
0
(x) = 0.
Since v
0
(x) = 0 for all x and lim
t,0
v
0
(x + t(x)) = 0 for all x

it results, using the second maximum principle (Theorem 5.14), that v
0
is a
constant on . Let us denote by A
0
this constant and claim that A
0
,= 0. If
A
0
= 0, then v
0
= 0 on , hence v
0
= 0 on S, from where v
0
= 0 on R
n

,
hence
0
= 0, a contradiction. Let
1
C() be another solution of the
equation (6.55). The single-layer potential v
1
with density
1
is constant on
and equal with A
1
. The single-layer potential with density A
1
0
A
0
1
will
be equal to A
1
A
0
A
0
A
1
= 0 on , from where it results A
1
0
A
0
1
= 0,
that is the function
1
is linear dependent on the function
0
. We have just
proved that dim(Ker(I +T
)) = 1. 2
We now come to the main theorem.
Teorema 6.15 Let be an open connected and bounded domain in R
n
with
C
2
boundary S.
a) The interior Dirichlet problem (D
i
) has a unique solution for every f
C().
b) The exterior Dirichlet problem (D
e
) has a unique solution for every f
C().
c) The interior Neumann problem for g C(S) has a solution if and only
if
_
S
g(y)ds(y) = 0. The solution is unique modulo functions which are
constant on .
d) If n > 2 the exterior Neumann problem (N
e
) has a solution for all g
C(S). If n = 2 the exterior Neumann problem has a solution for g
C(S) if and only if
_
S
g(y)ds(y) = 0.
Demonstrat ie. For problems (D
i
) and (N
e
) we observe, using Proposition
6.10, that we have
dim(Ker(I T)) = dim(Ker(I T
)) = 0.
The existence is now provide using a standard result for integral equation (
vezi anexa ..). To prove b) si c) let us observe that
dim(Ker(I +T)) = dim(Ker(I +T
)) = 1.
The equation +T
= 2g has a solution if and only if

2g
_
Ker(I +T)]
, that is 2
_
S
g(y)ds(y) = 0,
hence the interior Neumann problem has a solution for f C(S) L
2
(S) if
and only if
_
S
g(y)ds(y) = 0. Similarly, the equation +T =

f has a solution
if if and only if

f [Ker(I +T
)]
, that is (

f, ) = 0 for all solution of the
equation +T
= 0. Let f C() and

0
,= 0 be with
0
+T
0
= 0. We
can choose a constant a such that
0 = (

f,
0
) = 2
_
S
(f(y) aE(y z))
0
(y)ds(y)
hence the exterior Dirichlet problem has a unique solution for all f C().
2
Using an idea of H. Beer (1860), C. Neumann (1877) reduced the Dirichlet problem
(10.19) to the integral equation (10.13) for which care he tries to prove the existence
of the solution. The problem was to be resolved only in 1899 when the Swedish
mathematician Ivar Fredholm (1866 - 1927) have to frame these equations in a general
theory of existence of the solutions of the integral equations.
6.4 Variational Methods
In this section we make a study of boundary value problems using variational
methods.
Abstract variational problem
Many boundary value problems for dierential and partial dierential equa-
tions can be set in the following abstract variational form, denoted by (T):
If V is a Hilbert space, / a real functional on V V , and T a
linear and continuous functional on V, that is an element from V
t
,
nd an element u U such that
/(u, v) = T(v) for all v V
In the sequel we present an abstract result given in 1954 by Lax and Milgram
[50]. This result is fundamental in the proof of existence and uniqueness of
the solution for boundary value problem via variational method.
Let V be a linear real space. A map / : U V R is called a bilinear
form if, and only if,
for all u U, v /( u, v) is linear on V and
for all v V , u /(u, v) is linear on U.
A bilinear form / is continuous on V V if, and only if, there exists M such
that
[/(u, v)[ M|u|
V
|v|
V
, for all u, v V. (6.56)
A form / is called elliptic or coercive, if there exists a constant > 0
such that
[/(v, v)[ |v|
2
, for all v V. (6.57)
A bilinear form / is said to be symmetric if, and only if,
/(u, v) = /(v, u), for all u, v V.
Teorema 6.16 Let V be a Hilbert spaces and let / be a bilinear, continuous
and coercive form on V V. Then, for all T V
t
, there exists a unique u
T
V
solution of the problem (T), that is
/(u
f
, v) = T(v), for all v V. (6.58)
and moreover, the solution u
T
depends continuous on the data, in fact
|u
T
|
1
|f|
V
,
where is the constant which appears in the denition of coerciveness.
In addition, if / is a symmetric form, then u
T
minimizes on V the func-
tional form I
T
dened for all v V by
I
T
(v) =
1
2
/(v, v) T(v).
Demonstrat ie. Since / is bilinear and continuous form there exists A : V
V
t
such that
/(u, v) = Au, v), for all u, v V. (6.59)
and
M|v| |Av|
V
|v|
U
, for all v V, (6.60)
where and M are constants which appear in the denitions of coerciveness
and continuity of the form /.
Indeed, for every u V the functional f
u
: V R dened for all v V
by f
u
(v) = /(u, v) is linear and continuous, hence f
u
V
t
. Let us consider
A : V V
t
dened by Au = f
u
, hence for all u U, v V we have
Au, v) = f
u
(v) = /(u, v).
It is not dicult to see that A is a linear operator. Also we have
|Au|
V
= sup
v,=0
[Au, v)[
|v|
= sup
v,=0
[/(u, v)[
|v|
sup
v,=0
M|u| |v|
|v|
= M|u|
V
.
Since / is a coercive form on V
|Av| |v| [/(v, v)[ |v|
2
from where we have
|Av| |v|, for all v V.
From above we obtain (6.60) From (6.60) it results that A is one to one
operator. Now, we shall prove that A maps V onto V
t
.
(A), the range of operator A, is a closed subspace in V
t
. Indeed, let f
be an element from (A). There exists a sequence u
n
nN
V such that
|Au
n
f|
V
0. Since Au
n
nN
is a Cauchy sequence, using (6.60) it
results
|Au
n
Au
m
|
V
= |A(u
n
u
m
)|
V
|u
n
u
m
|
U
that is u
n
nN
is a Cauchy sequence in V, thus there exists u V such that
|u
n
u|
V
0. From the continuity of A it follows |Au
n
Au|
V
0, that
is f = Au, hence f (A). Therefore we have just proved that (A) is a
closed subspace in V
t
.
(A) = V
t
. If V
t
,= (A) let v
t
V
t
(A). Using the Hahn-Banach
theorem (see, Yosida [104], p. 106, for instance) there exists v
tt
V
tt
(V
tt
bidual of V ) such that v
tt
, v
t
) ,= 0 and v
tt
[
1(A)
= 0 or v
tt
, Au) = 0 for all
u V . Since V is a reexive space, there exists v V such that
0 = v
tt
, Au) = Au, v) = /(u, v), for all u V,
from where /(v, v)[ = 0, which contradicts the coerciveness of /, thus (A) =
V
t
.
If u
T
V is a solution of the problem ( T) then for all w V we have
I
T
(u
T
+w) =
1
2
/(u
T
, u
T
) + 2/(u
T
, w) +/(w, w) T(u) +T(w)
= I
T
(u
T
) +/(u
T
, w) T(w) +
1
2
/(w, w) I
T
(u)
because /(u, v) = T(v) and /(w, w) 0, hence
I
T
(v) I
T
(u), for all v V,
from where min
vV
I
T
(v) = I
T
(u). Conversely, if u is a solution of minimum
problem then u is a solution of the problem ( T). Indeed, for all v V and
all t R we have I
f
(u +tv) I
T
(u), from where
1
2
/(u +tv, u +tv)
1
2
/(u, u) T(u +tv) T(u)
that is
t/(u, v) +
t
2
2
/(v, v) tT(v). (6.61)
Dividing by t > 0 in (6.61) and making to tend towards zero we obtain
/(u, v) T(v).
Also, dividing by t < 0 in (6.61) and passing t to zero we obtain
/(u, v) T(v),
from where it follows /(u, v) = T(v) for all v V. 2
Boundary value problems for elliptic second
order equations
In the following we consider some boundary value problems for the operator
+a
0
.
Dirichlet problem
Let R
N
be an open domain with the boundary = suciently
smooth
4
. The Dirichlet problem for the operator +a
0
is formulated as:
Given the function f and a
0
on , nd a function u : R so that
a) u +a
0
u = f in , b) u
[
= 0. (6.62)
A function u C
2
() C() is a classical solution for the Dirichlet problem
(6.62) if: u(x) +a
0
(x)u(x) = f(x) for all x and u(x) = 0 for all x .
Before giving a denition of the variational solution or weak solution for
the Dirichlet problem let us prove the following results.
Propozit ia 6.11 Let R
N
be an open bounded domain with boundary
= suciently smooth and let a
0
be in L
().
i) If u H
2
() is a solution of the problem (6.62) then f L
2
(), and
u H
1
0
(). Moreover, for all v H
1
0
() we have
_
u(x) v(x)dx +
_
a
0
(x)u(x)v(x)dx =
_
f(x)v(x)dx. (6.63)
ii) If f L
2
() and u H
2
() H
1
0
() satises for all v H
1
0
() the
equation (6.63) then u +a
0
u = f in L
2
(), and u[
= 0.
4
for example C
1
piecewise
Demonstrat ie. i) Let us suppose that u H
2
() is a solution of Dirich-
let problem (6.62). Then, evidently, f L
2
(), because u L
2
() and
a
0
u L
2
()). Multiplying the equation u + a
0
u = f by v H
1
0
() and
integrating on and using the second Green formula, taking into account that
v[
= 0 we obtain (6.62a). On the other hand from u H

2
() and u
[
= 0 it
follows that u H
1
0
().
ii) Since u H
2
(), it results u L
2
(). Using the second Green
formula, from (6.63) we have
_
_
u +a
0
(x)u f(x)
_
v(x)dx = 0, for all v H
1
0
(),
from where u + a
0
u = f a.e. on , that is u + a
0
u = f in L
2
().
Since u H
1
0
() we have u[
= 0.
Denit a 6.7 A function u H
1
0
() is called weak or generalized
solution for the problem (6.62), if for all v H
1
0
()
_
u(x) v(x)dx +
_
a
0
(x)u(x)v(x)dx =
_
f(x)v(x)dx. (6.64)
Let us observe that a classical solution u C
2
() C() is a generalized
solution of the problem (6.62). If u is a generalized solution for the problem
(6.62) and in addition u C
2
() C() then u is a classical solution for the
same problem (6.62).
It is interesting to remark that in very general hypothesis for , a
0
and f,
the Dirichlet problem (6.62) has a unique generalized solution. More precisely,
we have the following result which, for a
0
= 0, is known in the literature as
Dirichlet principle.
Teorema 6.17 Let R
N
suciently smooth. For f L
2
() and a
0
L
(), a
0
(x) 0 a.e. in ,
the Dirichlet problem (6.62), has a unique weak solution u H
1
0
() and there
exists C > 0 such that
|u|
1,
C|f|
0,
. (6.65)
In addition, the generalized solution u minimizes on H
1
0
() the functional I
f
dened by
I
f
(v) =
1
2
_
[v(x)[
2
dx +
1
2
_
a
0
(x)v
2
(x)dx
_
f(x)v(x)dx. (6.66)
Demonstrat ie. Let us consider the space V = H
1
0
(), the functionals / and
T dened for all u, v V by
/(u, v) =
_
v(x) v(x)dx +
_
a
0
(x)u(x)v(x)dx,
T(v) =
_
f(x)v(x)dx.
(6.67)
The proof of the existence of the generalized solution for the Dirichlet problem
(6.62) becomes the proof of the existence of the solution of the variational
problem
/(u, v) = T(v), for all v V. (6.68)
For the triplet V, /, T we can use the LaxMilgram theorem. It results easily
that /is bilinear form. From CauchySchwartz inequality, for all u, v H
1
0
()
we have
[/(u, v)[
_
_
[u(x)[
2
dx
_
1/2
_
_
[v(x)[
2
dx
_
1/2
+M
0
_
_
u
2
(x)dx
_
1/2
_
_
v
2
(x)dx
_
1/2
max(M
0
, 1)|u|
1,
|v|
1,
,
where M
0
is a constant with M
0
|a
0
|
L
()
. Hence / is a bilinear continuous
form on V V. On the other hand, we have
/(v, v)
_
[v(x)[
2
dx +
_
a
0
(x)v
2
(x)dx [v[
2
1,
.
Since p : H
1
()R dened by
p(v) = [v[
H
1
()
+[
_
v(x)ds(x)[
is an equivalent norm on H
1
() with | |
1,
( see Proposition ?? ) it results
that [ [
1,
is an equivalent norm on H
1
0
() with | |
1,
. Hence there exists
a constant > 0 such that /(v, v) |v|
2
1,
for all v H
1
0
(). We have
obtained that /is a bilinear continuous and coercive form on V. The functional
T is evidently linear on H
1
(), hence on V. Moreover, for all v H
1
() ve
have
[T(v)[ = [
_
f(x)v(x)dx[ |f|
0,
|v|
0,
|f|
0,
|v|
1,
hence T is a linear and continuous functional on H
1
().
Using the LaxMilgram lemma for the triplet (V, /, T) it results the
existence, uniqueness of the weak solution of the Dirichlet problem, and in
addition the inequality (6.65) is fullled with C = 1/.
Since / is a symmetric form, using Theorem ??, it results that the weak
solution minimizing on V = H
1
0
() the functional I dened by
I(v) =
1
2
/(v, v) T(v),
that is the weak solution of the problem (6.62) is the minimum point on H
1
0
()
for the functional (6.66). 2
The Neumann problem for the operator +a
0
If R
N
is on open bounded domain with boundary = suciently
smooth, the Neumann problem for the operator +a
0
is formulated as:
Given the real functions f and a
0
dened on and g dened on ,
nd a function u : R such that
a) u +a
0
u = f on , b)
u
= g on (6.69)
A function u C
2
() C
1
() is a classical solution of the Neumann problem
if u(x) +a
0
(x)u(x) = f(x) for all x and
u
= g(x) for all x .

Before giving a denition of the weak solution or generalized solution
for the Neumann problem let us proof the following result.
N
= suciently smooth and let a
0
be in L
().
i) If u H
2
2
() and
g L
2
(). The function u veries for all v H
1
() the variational
equation
_
u(x) v(x)dx +
_
a
0
(x)u(x)v(x)dx
=
_
f(x)v(x)dx +
_
g(x)v(x)ds(x).
(6.70)
ii) If f L
2
(), g L
2
() and u H
2
1
() the
equation (6.70) then u +a
0
u = f a.e. on and
u
= g on L
2
().
Demonstrat ie. i) Suppose that u H
2
() is a solution of the problem (6.69).
Then u L
2
() and a
0
u L
2
() thus f = u +a
0
u L
2
(). Similarly
g =
u
= , u) L
2
(). Multiplying the equation u + a
0
u = f by
a function v from H
1
() and integrating on , then using rst generalized
Green formula we obtain (6.70).
ii) If u H
2
() veries for all v H
1
() the equation (6.70), then using
rst generalized Green formula we have
_
v(x)
_
u(x) +a
0
(x)u(x) f(x)
_
dx =
_
_
g(x)
u
(x)
_
ds(x) (6.71)
From (6.71) we have
_
_
u(x) +a
0
(x)u(x) f(x)
_
v(x)dx = 0, for all v C
0
(),
hence u + a
0
u = f, because C
0
() is a dense subspace in L
2
(). Using
the last result in (6.71) it follows
_
_
u
(x) g(x)
_
v(x)ds(x) = 0, for all v H
1
(). (6.72)
Since the set of traces of functions from H
1
(), that is
0
(H
1
()), is a dense
subspace in L
2
(), from (6.72) it follows
u
= g in L
2
(). 2
1
() is called weak or generalized solution
of the Neumann problem (6.69) if (6.70) is veries for all v H
1
().
In the case a
0
= 0 the Neumann problem (6.69) becomes:
Given f on and g on nd the function u : R such that
u = f on ,
u
= g on (6.73)
The results obtained in Proposition 6.12 can be specied as following.
N
be on open bounded domain with the boundary
= suciently smooth.
i) If u H
2
2
(), g
L
2
() and
_
f(x)dx +
_
g(x)ds(x) = 0,
and the function u veries for all v H
1
() the variational equation
_
u(x) v(x)dx =
_
f(x)v(x)dx +
_
g(x)v(x)ds(x). (6.74)
The function w : R dened by
w(x) = u(x)
1
meas()
_
u(y)dy (6.75)
veries for all v V =
_
h H
1
();
_
h(x)dx = 0
_
the variational
equation
_
w(x) v(x)dx =
_
f(x)v(x)dx +
_
g(x)v(x)ds(x). (6.76)
ii) If f, g L
2
() L
2
() and u H
2
1
()
equation (6.74) then u = f in L
2
(),
u
= g in L
2
(), and if
w H
2
() V veries for all v V the equation (6.76) then
w = f
1
meas()
_
_
f(y)dy +
_
g(x)ds(x)
_
,
w
= g (6.77)
in L
2
() and L
2
() respectively.
Demonstrat ie. i) If we make a
0
= 0 in (6.70) we obtain (6.74). Taking v
from H
1
() equal with 1 on , from equation (6.74) we obtain
_
f(x)dx +
_
g(x)ds(x) = 0.
We observe easily that the function w dened by (6.75) is from V, because
_
w(x)dx =
_
u(x)dx
_
_
1
meas()
_
u(y)dy
_
dx
=
_
u(x)dx
_
u(y)dy.
Since w = u, it results that for all v H
1
(), therefore for v V, the
function w veries the variational equation (6.76).
ii) If f L
2
(), g L
2
(), and u H
2
1
() the
equation (6.74), similarly as in Proposition 6.12, it follows u = f n L
2
()
and
u
= g in L
2
(). For f L
2
() we denote by f its mean on , that is
f(x) =
_
_
f(y)dy
_
/meas().
If w H
2
() V is a solution for the variational problem (6.76) then, using
the rst generalized Green formula, we obtain for all v V
_
v(x)
_
w(x) f(x) +f(x)
_
dx =
_
_
g(x)
w
(x)
_
v(x)ds(x) (6.78)
from where, for all v in T
0
=
_
C
0
();
_
(x)dx = 0
_
we have
_
v(x)
_
w(x) f(x) +f(x)
_
dx = 0. (6.79)
We shall prove in the following that
L
2
0
() :=
_
L
2
();
_
(x)dx = 0
_
is a closed subspace in L
2
() and T
0
is a dense subspace in L
2
0
().
If h L
2
0
(), there exists h
n
L
2
0
() with |h
n
h|
0,
0. Since
[
_
h
n
(x)dx
_
h(x)dx[ meas()
1/2
|h
n
h|
0,
it results that
_
h(x)dx = 0, hence h L
2
0
(), that is L
2
0
() is a closed
subspace of L
2
(). For h L
2
0
() there exists h
n
a sequence in C
0
()
with |h
n
h|
0,
0. For any C
0
() with
_
(x)dx = meas(),
the sequence with the general term f
n
= h
n
h
n
, where h
n
is the mean
on of the h
n
, that is h
n
(x) =
_
h
n
(y)dy/meas() is from T
0
, because
f
n
C
0
() and
_
f
n
(x)dx =
_
h
n
(x)dx h
n
_
(x)dx =
_
h
n
(x)dx meas()h
n
= 0.
On the other hand h
n
0, because
[
_
h
n
(x)dx[ = [
_
h
n
(x)dx
_
h(x)dx[ meas()
1/2
|h
n
h|
0,
0
and
_
h(x)dx = 0. But
|f
n
h|
2
0,
=
_
(h
n
h)
2
dx +
_
(h
n
)
2
dx 2
_
(h
n
h)dx
= |h
n
h|
2
0,
+h
2
n
_
2
dx 2(, h
n
h).
Since
_
v(x)
_
w(x) f(x) +f
_
dx = 0 for all v T
0
it results that
_
v(x)[w(x) f(x) +f]dx = 0

for all v L
2
0
(), hence = w f +f is an element from (L
2
0
())
, that
is is a constant function on . From the denition of we obtain
meas() =
_
w(x)dx. (6.80)
Using (6.78), for all v in V we obtain
0 =
_
v(x)dx =
_
v(x)
_
g(x)
w
(x)
_
ds(x).
But v[
, v V is a dense subspace in L
2
(), because
0
(V ) =
0
(H
1
()).
Indeed, since
0
(V )
0
(H
1
()) we only have to prove that
0
(H
1
())
0
(V ). Let w H
1
() be an arbitrary and let be v := w w where
w =
1
meas()
_
w(x)dx,
and C
0
(), with
_
(x)dx = meas(). Evidently

0
(v) =
0
(w) and
v V. Hence
w
= g in L
2
(). Using, again, the rst generalized Green
formula we obtain that for any v H
1
()
_
v(x)w(x)dx +
_
v(x) w(x)dx =
_
(x)v(x)ds(x)
=
_
_
w
(x) g(x)
_
v(x)ds(x) +
_
g(x)v(x)ds(x) =
_
g(x)v(x)ds(x),
that is for all v in H
1
() we have
_
v(x)w(x)dx +
_
v(x) w(x)dx =
_
v(x)g(x)ds(x).
In particular, for v = 1 we have
_
w(x)dx =
_
g(x)ds(x). Using (6.80) it

results
=
1
meas()
_
w(x)dx =
1
meas()
_
g(x)ds(x),
hence w = f
_
_
f(x)dx +
_
g(x)ds(x)
_
/meas(). 2
1
() is called weak or generalized
solution of the Neumann problem (6.73) if (6.74) is veried for all v V,
with V = h H
1
() :
_
h(x)dx = 0.
Using Proposition 6.12, it results immediately that if u is a classical solution
of the Neumann problem (6.69) and u H
2
() then u is weak solution for
the problem (6.69). Conversely, if u is a weak solution of problem (6.69) and
in addition u H
2
(), it results that u veries the dierential equation (6.69)
in L
2
() and the boundary condition in L
2
().
Existence of weak solution.
We shall prove the existence of the weak solution in two cases, namely:
a
0
L
(), a
0
(x) 0 a.e in and
_
a
0
(x)dx ,= 0
a
0
L
(), a
0
(x) 0 a.e in and
_
a
0
(x)dx = 0,
that is a
0
= 0 a.e in .
Teorema 6.18 Let R
N
be an open and bounded domain with boundary
= suciently smooth, f L
2
(), g L
2
() and a
0
L
().
i) If a
0
(x) 0 a.e in and
_
a
0
(x)dx > 0, then there exists u H
1
()
a unique weak solution of the Neumann problem (6.69), and there exists
C > 0 independent of u, f and g such that
|u|
1,
C
_
|f|
0,
+|g|
0,
_
. (6.81)
In addition, the weak solution u minimizes on H
1
() the functional I
dened by
I(v) =
1
2
_
_
[v(x)[
2
dx +
_
a
0
(x)v
2
(x)dx
_
_
_
f(x)v(x)dx +
_
g(x)v(x)ds(x)
_
.
(6.82)
ii) If a
0
0,
_
a
0
(x)dx = 0 then the Neumann problem (6.69), reformu-
lated conviently as the problem (6.73), has a weak solution if and only
if
_
f(x)dx +
_
g(x)ds(x) = 0. (6.83)
In addition, if u
1
and u
2
are weak solutions for the Neumann problem
(6.73) then u
1
u
2
is a constant.
Demonstrat ie. i) Let us consider the space V = H
1
(), the functionals /
and T dened for all u, v H
1
() by
/(u, v) =
_
u(x) v(x))dx +
_
a
0
(x)u(x)v(x)dx, (6.84)
respectively, for all v H
1
() by
T(v) =
_
f(x)v(x)dx +
_
g(x)v(x)ds(x). (6.85)
For the triplet V, /, T we can apply the Lax - Milgram lemma. Evidently,
the functional / is a bilinear symmetric and continuous functional on H
1
().
The coerciveness of / on V it follows from Proposition ??, taking
1
= .
Evidently, the functional T is linear and continuous on V. Using the continuity
of the trace operator
0
(that is |
0
(v)|
0,
C
0
|u|
1,
) for all u H
1
())
and the CauchySchwartz inequality we obtain
[T(v)[ |f|
0,
|v|
0,
+|g|
0,
|v|
0,
_
|f|
0,
+C
0
|g|
0,
_
|v|
1,
.
With these consideration, we have obtained that the equation (6.70) can be
written equivalently under the form
/(u, v) = T(v) for all v V = H
1
(),
where / is a bilinear, symmetric continuous and coercive form on V and T is
a linear and continuous functional on V . From Lax-Milgram lemma (Theorem
??) we obtain the existence, uniqueness and continuous dependence of data
for generalized solution of the Neumann problem (6.69). Since / is symmetric
form, using Theorem ??, it results that the weak solution of the Neumann
problem minimizes on H
1
() the functional I dened by(6.82).
ii) If problem (6.73) has generalized solution in H
1
() then the function
v : R, dened by v(x) = 1 for all x is from H
1
() and hence
0 =
_
f(x)dx +
_
g(x)ds(x),
that is (6.83) is necessary condition for existence of generalized solution for
Neumann problem (6.73). To see that (6.83) is a sucient condition for exis-
tence of the weak solution of Neumann problem we act as following.
We observe that
= v : R ; v(x) = c a.e in x
is a closed subspace in H
1
() , hence H
1
() =
, where
=
_
v H
1
(),
_
v(x)dx = 0
_
.
For the triplet
, /, T we can apply the Lax - Milgram lemma. The

functional / being linear and continuous on H
1
() it is linear and continuous
on
. Also the functional T is linear and continuous on H

1
() hence on
.
From Proposition ?? it results that p dened by
p(v) =
_
_
[v(x)[
2
dx
_
1/2
+[
_
v(x)dx[
is a equivalent norm on H
1
() with the norm | |
1,
, hence [ [
1,
is a norm
equivalent on
with the norm | |

1,
, from where it results the coerciveness
on
of /. From Lax - Milgram theorem, there exists a unique u
which veries
/(u, v) = T(v) for all v
.
Taking into account the compatibility condition (6.83), for all v we have
/(u, v) = 0 = T(x), hence /(u, v) = T(x) for all v H
1
(). It was just
proved the suciency of the compatibility condition (6.83). If u
1
and u
2
are a
weak solution of Neumann problem (6.73) then u = u
1
u
2
H
1
() veries
_
u(x) v(x)dx = 0 for all v H

1
().
From above it results u = 0, hence u , that is u is a constant. 2
The mixed value problem for operator +a
0
If R
N
is an open bounded domain with boundary = suciently
smooth and
0
and
1
are two complementary parts of , that is :=
0
1
,
and
0

1
= , then the mixed boundary value problem for the operator
+a
0
is formulated as:
Given the function f and a
0
dened on and g dened on
1
,
nd a function u : R solution of the problem:
a) u +a
0
u = f in , b) u = 0 on
0
, c)
u
= g on
1
. (6.86)
A function u C
2
() C
1
() is a classical solution of the problem (6.86)
if u(x) + a
0
(x)u(x) = f(x) for all x , u(x) = 0 for all x
0
and
u
(x) = g(x) for all x

1
.
for the mixed value problem (6.86) let us prove the following results.
N
= suciently smooth and a
0
L
().
i) If u H
2
() is a solution of boundary value problem (6.86) then f
L
2
(), g L
2
(
1
) and for every v from V = w H
1
(); w[
0
= 0 we
have
_
u(x) v(x)dx +
_
a
0
(x)u(x)v(x)dx
=
_
f(x)v(x)dx +
_
1
g(x)v(x)ds(x).
(6.87)
ii) If f, g L
2
() L
2
(
1
) and u H
2
() V veries (6.87) for all
v V , then u veries (6.86a) in L
2
() and boundary condition (6.86c)
in L
2
(
1
).
2
Since u L
2
() and a
0
u L
2
() it follows f = u+a
0
u L
2
(). Also,
the function g =
u
=
N
i=1
i
u(x)
i
(x) L
2
(
1
). Multiplying the equation
(6.86a) with a function v from V = w H
1
(), w[
0
= 0, integrating on ,
using the rst generalized Green formula, and taking into account that v[
= 0
we obtain (6.87).
ii) If u H
2
() V veries for all v V the equation (6.86), using the
rst generalized Green formula we have
_
v(x)
_
u(x) +a
0
(x)u(x) f(x)
_
dx =
_
1
v(x)
_
g(x)
u
(x)
_
ds(x).
(6.88)
Since C
0
() V , from (6.88), for all v C
0
() we obtain
_
_
u(x) +a
0
(x)u(x) f(x)
_
v(x)dx = 0,
hence u +a
0
u = f in L
2
(). Using the last result in (6.88) we obtain
_
1
_
u
(x) g(x)
_
v(x)ds(x) = 0, for all v V.
Since
0
(V ) =
0
(H
1
()) is a dense subspace in L
2
(
1
) it results that
u
= g
in L
2
(
1
). 2
Denit a 6.10 A function u V =
_
v H
1
(), v[
0
= 0
_
is a weak or
generalized solution for the mixed value problem (6.86) if (6.87) is veried
for all v V.
Teorema 6.19 Let R
N
an open bounded domain with boundary =
suciently smooth, a
0
L
(), a
0
(x) 0 a.e in with
_
a
0
(x)dx +
_
0
ds(x) ,= 0.
For every f L
2
() and g L
2
(
1
) the mixed value problem (6.86) has a
unique weak solution u in V = w H
1
(), w[
0
= 0, and there exists C > 0
(independent of u) such that
|u|
1,
C
_
|f|
0,
+|g|
0,
1
_
.
In addition, the weak solution minimizing on V the functional I dened by
I(v) =
1
2
_
_
[v(x)[
2
dx +
_
a
0
(x)v(x)
2
dx
_
_
_
f(x)v(x)dx +
_
1
g(x)v(x)ds(x)
_
.
(6.89)
Demonstrat ie. The functional / : V V R dened for all u, v from V by
/(u, v) =
_
u(x) v(x)dx +
_
a
0
(x)u(x)v(x)dx (6.90)
is bilinear, symmetric and continuous form on V V. Since p : V R
+
dened by
p
2
(v) = [v[
2
1,
+
_
a
0
(x)[v(x)[
2
dx +
_
0
[v(x)[
2
ds(x)
is a norm on H
1
(), and using the Proposition ??, it results that p is an
equivalent norm on H
1
() with the norm | |
1,
, hence for all v V we have
/(v, v) =
_
[v(x)[
2
dx +
_
a
0
(x)v
2
(x)dx = p(v)
2
|v|
2
1,
,
that is / is a coercive form on V. For the linear functional T : V R dened
for all v V by
T(v) =
_
f(x)v(x)dx +
_
1
g(x)v(x)ds(x),
using the continuity of trace operator
0
, i.e
|
0
(v)|
0,
1
= |
0
(v)|
0,
C|v|
1,
, for all v V
and the Cauchy - Schwartz inequality, for all v V we have
[T(x)[ (|f|
0,(
+C|g|
0,
1
) |v|
1,
C
0
|v|
1,
,
where C
0
is a positive constant independent of v, hence T V
t
.
For the triplet V, /, T we can apply the Lax - Milgram lemma (Theorem
6.16) and taking into account that the variational equation associated with
mixed boundary value problem (6.86) is equivalent with the equation
/(u, v) = T(x) for all v V H
1
(),
we obtain the existence and uniqueness of generalized solution for mixed value
problem (6.86). Since / is a symmetric form on V , the generalized solution
minimizing on V the functional I, dened by (6.89). 2
The Robin problem for the operator +a
0
.
The Robin problem or oblique derivative problem for the operator
+a
0
is formulated as:
Given the real functions f and a
0
dened on , g and dened
on = , nd a function u : R such that
a) u +a
0
(x)u = f on , b)
u
+(x)u = g(x) on . (6.91)

A function u C
2
() C
1
() is a classical solution for the problem (6.91) if
u(x) + a
0
(x)u = f(x) for all x and
u
(x) + (x)u(x) = g(x) for all

x .
for the Robin problem, let us introduce the following results.
N
= suciently smooth and a
0
L
(), L
().
i) If u H
2
() is a solution of problem (6.91) then f L
2
(), g L
2
()
and u satises for all v H
1
() the equation
_
u(x) v(x)dx +
_
a
0
(x)u(x)v(x)dx +
_
(x)u(x)v(x)ds(x)
=
_
f(x)v(x)dx +
_
g(x)v(x)ds(x)
(6.92)
ii) If f L
2
(), g L
2
() and u H
2
1
() the
equation (6.92) then u veries the partial dierential equation (6.91a) in
L
2
() and the boundary condition (6.91b) in L
2
().
2
Since u L
2
() and a
0
u L
2
() it results f = u +a
0
u L
2
(). Also,
g =
u
+ u = u + u L
2
(). Multiplying the equation (6.91a) with
a function v from H
1
() integrating on and using rst generalized Green
formula we obtain (6.92).
ii) If u H
2
() veries (6.92), using rst generalized Green formula, for
all v H
1
(), we have
_
_
u(x) +a
0
(x)u(x) f(x)
_
v(x)dx
=
_
_
g(x)
u
(x) (x)u(x)
_
v(x)ds(x)
(6.93)
From (6.93) for all v C
0
(), we obtain
_
_
u(x) +a
0
(x)u(x) f(x)
_
v(x)dx = 0,
hence u +a
0
u = f in L
2
(). Using the last result in (6.93) we obtain
_
_
u
(x) +(x)u(x) g(x)

_
v(x)ds(x) = 0, for all v H
1
().
Since the
0
(H
1
()) is a dense subspace in L
2
() it results that
u
+u = g
in L
2
(). 2
1
() is called weak solution for the problem
(6.91) if (6.92) is fullled for all v H
1
().
Teorema 6.20 Let R
N
suciently smooth, a
0
L
(), a
0
0, a.e. in , L
(), (x) 0 a.e

in with
_
a
0
(x)dx +
_
(x)ds(x) ,= 0. (6.94)
If f L
2
() and g L
2
() then there exists an unique weak solution of the
problem (6.91) and there exists C > 0 ( independent of f, g and u ) such that
|u|
1,
C(|f|
0,
+|g|
0,
).
In addition, the weak solution minimizes on H
1
() the functional I dened by
I(v) =
1
2
_
_
[v(x)[
2
dx +
_
a
0
(x)v
2
(x)dx +
_
(x)v(x)
2
ds(x)
_
_
_
f(x)v(x)dx +
_
g(x)v(x)ds(x)
_
.
Demonstrat ie. The functional / dened on V = H
1
() by
/(u, v) =
_
u(x) v(x)dx +
_
a
0
(x)u(x)v(x)dx
+
_
(x)u(x)v(x)ds(x),
is a bilinear, symmetric form on H
1
(). From a
0
L
(), L
() and
the continuity of trace operator
0
: H
1
() L
2
() we obtain
[/(u, v)[ M
1
|u|
1,
|v|
1,
,
where M
1
max1, |a
0
|
L
()
, ||
L
2
()
. Since p : H
1
() R
+
dened by
p
2
(v) = /(v, v) is an equivalent norm on H
1
() with | |
1,
(from Proposition
??), it results that / is a bilinear symmetric continuous and coercive form on
H
1
(). The functional T : H
1
() R dened by
T(v) =
_
f(x)v(x)dx +
_
g(x)v(x)ds(x)
is a linear and continuous functional on H
1
(), because
[T(v)[ M
2
|v|
1,
for all v H
1
(),
where M
2
max|f|
0,
, |
0
| |g|
0,
.
For the triplet V, /, T we can apply the Lax - Milgram lemma and ob-
tain the existence, uniqueness and continuous dependence of data of the weak
solution for the problem (6.91). Since / is symmetric form, using Theorem
1.6 we have that the generalized solution of the problem (6.91) is a minimum
point on H
1
() for the functional J dened by
I(v) =
1
2
/(v, v) T(v).
Remark. The limit case
_
a
0
(x)dx +
_
(x)ds(x) = 0 with a
0
(x) 0,
(x) 0, that is a
0
(x) = 0, (x) = 0 yields to Neumann problem, which was
studied above.
General second-order elliptic problems
Let us observe that Theorem 6.16 can be applied for the boundary value
problems of the form
i,j=1
j
[a
ij
(x)
i
u] +a
0
(x)u = f in
u = 0 on
0
= 0,
u
a
+u = g on
1
,
(6.95)
where = =
0

1
,
0

1
= , a
ij
L
(), a
0
L
(), a
0
(x) 0,
L
(), (x) 0 on
1
and there exists > 0 such that
N
i,j=1
a
ij
(x)
i
j
(
2
+ +
2
N
), for all R
N
a.e. in
and
u
a
=
N
i,j=1
a
ij
(x)
u
x
i
j
.
Same as for the Dirichlet and Neumann problems we can prove the follow-
ing result.
Propozit ia 6.16 Let be an bounded domain with boundary suciently
smooth, a
0
L
(), L
(
1
), a
ij
L
() C
1
().
i) If u H
2
() is a classical solution of problem (6.95) then f L
2
()
and g L
2
(
1
) and u satises for all v V the equation
/(u, v) = T(v), (6.96)
where
V = w H
1
() : w = 0 on
0
,
/(u, v) =
n
i,j=1
_
a
ij
(x)
u
x
i
(x)
v
x
j
(x)dx
+
_
a
0
(x)u(x)v(x)dx +
_
1
(x)u(x)v(x)ds(x),
T(v) =
_
f(x)v(x)dx +
_
1
g(x)v(x)ds(x).
ii) If f L
2
(), g L
2
(
1
) and u H
2
() satises for all v V the equation
(6.96) then u veries the partial dierential equation (6.95a) in L
2
() and the
boundary condition
u
a
= g in L
2
(
1
).
Denit a 6.12 A function u V = v H
1
() : v = 0 on
0
is called
weak solution or generalized solution for the problem (6.95) if (6.96) is
fullled for all v V.
The existence and uniqueness of weak solution is proved in the following.
Teorema 6.21 Let R
N
suciently smooth, =
0

1
,
0

1
= , a
0
L
(), a
0
(x) 0 a.e. on
, L
(
1
), 0 a.e on
1
with
_
a
0
(x)dx +
_
1
(x)ds(x) +
_
0
ds(x) > 0
then for all f L
2
() and g L
2
(
1
) there exists an unique weak solution
of the problem (6.95) in V = w H
1
() [ w
[
0
= 0. In addition,if a
ij
= a
ji
then the function u minimizes on V the functional I dened by
I(v) =
1
2
/(v, v) T(v).
Demonstrat ie. We prove, as in the above cases, that V is a Hilbert space, /
is a bilinear, continuous and coercive form on V, and T is linear and continuous
functional on V. In addition, if a
ij
= a
ji
then / is a symmetric form. So we
can use the Lax-Milgram lemma (Theorem 6.16) and Theorem ??. 2

Ecuatii

Hochgeladen von

Dokumentinformationen

Originaltitel

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

Ecuatii

Hochgeladen von

Copyright:

Verfügbare Formate

Contents

1 Ecuatii cu derivate partiale 11

we have u(y) = |y|

si perechii (v, v) ( n fapt se

(y) este versorul normalei exterioare la

vv, iar lim

si restrict iile funct iilor

S(x, ). Aplicnd a doua formula a lui Green

si funct iile u si v obt inem

, = u pe S = din formula de reprezentare

(); b) u este o funct ie analitica pe .

= x ; dist(x, U) . Din relatia

g(y)E(x y)dy pentru orice x U.

(y) = 0 pentru y S(0, R) rezulta

(y)E(x y)dy, folosind proprietat ile

[(y)[ when |x| 2r (5.22)

si laplacianul sau este ,

(G)), if for any two points x, x

() then the Newtonian potential has continuous second

is dened everywhere and is bounded. If n = 2,

exists every where and is locally

is dened a.e. and is locally integrable.

pentru un (0, 1) si un deschis , atunci u = f E este de clasa C

converge uniform pe compacte la v cnd

E(x y) = K(x, y) cnd ambele argumente snt in S.) Primii doi

converg la u pentru o intreaga gama de nuclee si pentru o

cu nuclee de tipul (5.28) avem urmatoarea proprietate

(x) snt denite numai pe domeniile

trebuie sa extindem cumva(n mod convenabil) u

u trebuie extins la un domeniu

). Daca aceasta se ntmpla atunci mediile

In caracterizarea funct iilor armonice si a celor subarmonice precum si pentru

u(y)E(x y)ds(y). Folosind

() si derivatele sale de orice ordin au proprietatea mediei

() putem folosi si urmatoarea rat ionament.

este innit derivabila n raport

(x) = u(x) daca B(x, ) .

= x[ B(x, ) . Pentru orice

(x) = u(x), deci u C

), si deoarece este arbitrar

(). Fie x si sa aratam

In acelasi mod obt inem u(x

u(x)(x)dx = 0 pentru orice C

(x) . Evident funct ia x(u

). Acum, pentru orice C

. Din formula mediei sferice avem

u uniform pe submult imile compacte

u(x)(x)dx pentru orice C

f(x)(x)dx pentru orice C

pe si din cele de mai sus u C

(). Ramne sa aratam ca u este este

(x) := u(x) +|x|

u obt inem max

atunci se poate arata ca u este

u(y) pentru orice x (i.e. u si atinge valoarea

u(y) pentru orice x , (i.e. u este o funct ie constant a

u(x) si consideram mult imea

C() satisface inegalitatea u + au 0 pe atunci u are una

u(y) pentru orice x , adica u si atinge maximul pe

u(y) pentru orice x Omega, adica u este o funct ie con-

u. Daca ar adevarata a doua alternativa am ajunge la

[F[ pentru orice x (5.43)

[f[ +g(x) max