MATH 18.

152 COURSE NOTES - CLASS MEETING # 7

18.152 Introduction to PDEs, Fall 2011

Professor: Jared Speck

Class Meeting # 7: The Fundamental Solution and Green Functions

1. The Fundamental Solution for in Rn
Here is a situation that often arises in physics. We are given a function f (x) on Rn representing
the spatial density of some kind of quantity, and we want to solve the following equation:
u(x) = f (x),

(1.0.1)

x = (x1 , , xn ) Rn .

Furthermore, we often want to impose the following decay condition as x

u(x) 0.

(1.0.2)

For technical reasons, we will need a different condition in the case n = 2. A good physical example
is the theory of electrostatics, in which u(x) is the electric potential1, and f (x) is the charge density.
f (x) could be e.g a compactly supported function modeling the charge density of a charged star,
and we might want to know how the potential behaves far away from the star (i.e. as x ).
Roughly speaking, the decay conditions (1.0.2) are physically motivated by the fact that the star
should not have a large effect on far-away locations.
As we will soon see, the PDE (1.0.1) has a unique solution verifying (1.0.2) as long as f (x) is
sufficiently differentiable and decays sufficiently rapidly as x . Much like in the case of the heat
equation, we will be able to construct the solution using an object called the fundamental solution.
Definition 1.0.1. The fundamental solution corresponding to the operator is
ln x n = 2,
(x) = { 1
n xn2 n 3,
def

(1.0.3)
def

where as usual x =

1
2

n
i=1 (xi )2 and n is the surface area of a unit ball in Rn (e.g. 3 = 4).

Remark 1.0.1. Some people prefer to define their to be the negative of our .
Essentially, our goal in this section is to show that (x) = (x), where is the delta distribution.
Lets assume that this holds for now. We then claim that the solution to (1.0.1) is u(x) = f (x) =
n
Rn f (y)(x y) d y. This can be heuristically justified by the following heuristic computations:
x (f ) = f x = f = f (x).
Lets now make rigorous sense of this. We first show that away from the origin, the fundamental
solution verifies Laplaces equation.
Lemma 1.0.1. If x 0, then (x) = 0.
1Recall

that the the force F associated to u is F = u.

1

MATH 18.152 COURSE NOTES - CLASS MEETING # 7

def

Proof. Lets do the proof in the case n = 3. Note that (x) = (r) (r = x) is spherically symmetric.
Thus, using the fact that = r2 + 2r r when r > 0 for spherically symmetric functions, we have that
2
= r2 + 2r r = 2

4 + r 4 = 0.
3r
3
We are now ready to state and prove a rigorous version of the aforementioned heuristic results.
Theorem 1.1 (Solution to Poissons equation in Rn ). Let f (x) C0 (Rn ) (i.e., f (x) is a
smooth, compactly supported function on Rn ). Then for n 3, the Laplace equation u(x) = f (x)
has a unique smooth solution u(x) that tends to 0 as x . For n = 2, the solution is unique
under the assumptions u(x)
x 0 as x and u(x) 0 as x . Furthermore, these unique
solutions can be represented as
(1.0.4)

u(x) = ( f )(x) = {

1
2

2
n = 2,
R2 ln yf (x y) d y,
n2
n y, n 3.
y
f
(x

y)
d
n
R

1n

Furthermore, there exist constants Cn > 0 such that the following decay estimate holds for the
solution as x
u(x) {

(1.0.5)

C2 ln x n = 2,
Cn
n 3.
xn2

Remark 1.0.2. As we alluded to above, Theorem 1.1 shows that (x) = (x), where is the
delta distribution. For on the one hand, as we have previously discussed, we have that f = f.
On the other hand, our proof of Theorem 1.1 below will show that f = u = ( f ) = () f.
Thus, for any f, we have f = () f, and so = .
Proof. We consider only the case n = 3. Lets first show existence by checking that the function u
defined in (1.0.4) solves the equation and has the desired properties. We first differentiate under
the integral (we use one of our prior propositions to justify this) and use the fact that x f (x y) =
y f (x y) (you can easily verify this with the chain rule) to derive
(1.0.6)

x u(x) =

1
1
1
1
x f (x y) d3 y =
y f (x y) d3 y.

3
3
4 R y
4 R y

To show that the right-hand side of (1.0.6) is equal to f (x), we will split the integral into two
pieces: a small ball centered at the origin, and its complement. Thus, let B (0) denote the ball of
radius  centered at 0. We then split
(1.0.7)

x u(x) =

1
1
1
1
def
y f (x y) d3 y
y f (x y) d3 y = I + II.

4 B (0) y
4 Bc (0) y

We first show that I goes to 0 as  0+ . To this end, let

(1.0.8)

def

M = sup f (y) + f (y) + y f (y).

yR3

Then using spherical coordinates (r, ) for the y variable, and recalling that d3 y = r2 d (where
B1 (0) R3 is a point on the unit sphere and d = sin d d) in spherical coordinates, we have
that

MATH 18.152 COURSE NOTES - CLASS MEETING # 7

(1.0.9)

B (0)


1
y f (x y) d3 y M
r d dr = 22 M.
y
r=0 B1 (0)

Clearly, the right-hand side of (1.0.9) goes to 0 as  0+ .

We would now like to understand the second term on the right-hand side of (1.0.7). We claim
that
f (x) II 0

(1.0.10)

as  0+ . After we show this, we can combine (1.0.7), (1.0.9), and (1.0.10) and let  0+ to deduce
that x u(x) = f (x) as desired.
To show (1.0.10), we will use integration by parts via Greens identity and simple estimates to
control the boundary terms. Recall that Greens identity for two functions u, v is
n
v(x)u(x) u(x)v(x) d x = vN u() uN v() d.

(1.0.11)

Using (1.0.11) and Lemma 1.0.1, we compute that

(1.0.12)
0

1
1
1
1 3
B c (0) y y f (x y) + f (x y) y y d y = B c (0) N () f (x ) f (x )N () d.


Above, N () is the outward unit radial derivative on the sphere B (0). This corresponds to the
opposite choice of normal that appears in the standard formulation of Greens identity for Bc (0),
but we have compensated for this by carefully inserting minus signs on the right-hand side of
1
(1.0.12). Recalling also that N ()
= 12 , that =  on Bc (0), and that d = 2 d on Bc (0),
it follows that
(1.0.13)

Bc (0)

1
y f (x y) d3 y =
 (f )(x ) d +
f (x ) d.
y
B1 (0)
B1 (0)

Using (1.0.8), it follows that the first integral on the right-hand side of (1.0.13) is bounded by
4M , and thus goes to 0 as  0+ . Furthermore, since f is continuous and since B1 (0) 1 d = 4,
it follows that the second integral converges to 4f (x) as  0+ . We have thus proved (1.0.10) for
n = 3.
To estimate u(x) as x , we assume that f (x) vanishes outside of the ball BR (0). It suffices
1
2
to estimate right-hand side of (1.0.4) when x > 2R. We first note the inequality xy
x
, which
holds for y R and x > 2R. Using this inequality and (1.0.8), we can estimate right-hand side of
(1.0.4) by
(1.0.14)

u(x) =

1
1
M
2R3 M
3

f (y) d3 y
1
d
y
=
,
4 BR (0) x y
2x BR (0)
3x

and we have shown (1.0.5) in the case n = 3.

MATH 18.152 COURSE NOTES - CLASS MEETING # 7

To prove uniqueness, we will make use of Corollary 4.0.4, which we will prove later. Now if u, v
are two solutions with the assumed decay conditions at , then using the usual strategy, we note
def
that w = u v is a solution to the Laplace equation
w = 0

(1.0.15)

that verifies w(x) 0 as x . In particular, w is a bounded harmonic function on R3 . We will

show in Corollary 4.0.4 below that w(x) must be a constant function. Furthermore, the constant
must be 0 since w(x) 0 as x .

2. Green functions for domains
Our goal in this section is to derive an analog of Theorem 1.1 on the interior of domains Rn .
Specifically, we will study the boundary value Poisson problem
(2.0.16)

u(x) = f (x),
u(x) = g(x),

x Rn ,
x .

Theorem 2.1 (Basic existence theorem). Let g be a bounded Lipschitz domain, and let g
C(). Then the PDE (2.0.16) has a unique solution u C 2 () C().
Proof. This proof is a bit beyond this course.

Definition 2.0.2. Let Rn be a domain. A Green function in is defined to be a function of

(x, y) verifying the following conditions for each fixed x
(2.0.17)

y G(x, y) = (x),

(2.0.18)

G(x, ) = 0,

y
.

Proposition 2.0.2. Let be the fundamental solution (1.0.3) for in Rn , and let Rn be a
domain. Then the Green function G(x, y) for can be decomposed as
(2.0.19)

G(x, y) = (x y) (x, y),

where for each x , (x, y) solves the Dirichlet problem

(2.0.20)
(2.0.21)

y (x, y) = 0,
(x, ) = (x ),

y ,
.

Proof. As we have previously discussed, = . Also using (2.0.20), we compute that

(2.0.22)

y ((x y) (x, y)) = y (x y) y (x, y) = (x y).

Therefore, (x y) (x, y) verifies equation (2.0.17).

Furthermore, using (2.0.21), we have that (x ) (x, ) = 0 whenever . Thus, (x
y) (x, y) also verifies the boundary condition (2.0.18).


MATH 18.152 COURSE NOTES - CLASS MEETING # 7

The following technical proposition will play later in this section when we derive representation
formulas for solutions to (2.0.16) in terms of Green functions.
Proposition 2.0.3 (Representation formula for u). Let be the fundamental solution (1.0.3)
for in Rn , and let Rn be a domain. Assume that u C 2 (). Then for every x , we have
the following representation formula for u(x)
(2.0.23) u(x) = (x y)y u(y) dn y (x )N () u() d + u()N () (x ) d .

double layer potential
single layer potential
1
Proof. Well do the proof for n = 3, in which case (x) = 4x
. We will also make use of Greens
def

identity (1.0.11). Let B (x) be a ball of radius  centered at x, and let  = /B (x). Note that
 = B (x). Using (1.0.11), we compute that
(2.0.24)

1
1
1
3
x y u(y) d y = x N u() u()N ( x ) d


1
1
=
N u() d u()N (
) d
x
x

1
1

N u() d +
) d.
u()N (
x
B (x) x
B (x)

() denotes the radially outward unit normal to the boundary of

In the last two integrals above, N
the ball B (x). This corresponds to the opposite choice of normal that appears in the standard
formulation of Greens identity, but we have compensated by adjusting the signs in front of the
integrals.
Lets symbolically write (2.0.24) as
L = R1 + R2 + R3 + R4.

(2.0.25)

Our goal is to show that as  0, the following limits are achieved:

L 4 (x y)y u(y) d3 y
R1 4 single layer potential
R2 4 double layer potential
R3 0
R4 4u(x).
Once we have calculated the above limits, (2.0.23) then follows from simple algebraic rearranging.
We first address L. Let M = maxy u(y). We then estimate
(2.0.26)

1
1
1
u(y) d3 y
u(y) d3 y
u(y) d3 y
x y
 x y
B (x) x y
1
M
d3 y 0 as  0.
B (x) x y

1
This shows that L converges to xy
u(y) d3 y as  0.
The limits for R1 and R2 are obvious since these terms do not depend on .
We now address R3. To this end, Let M = maxy u(y). We then estimate R3 by

MATH 18.152 COURSE NOTES - CLASS MEETING # 7

(2.0.27)
R3

B (x)

1
1
N u() d
M d =
x
B (x) 

42

surface area of

1 M 0 as  0.
B (x)

We now address R4. Using spherical coordinates (r, , ) [0, ) [0, ) [0, 2) centered at
1
x, we have that d = r2 sin d d. Therefore, B (x) x
2 d = [0,2] [0,] 1 d d = 4. We now
estimate
(2.0.28)

1
1
1
R4 [ u(x)] = u(x) +
u()N () (
) d

4
4 B (x)
x
1
1
(u(x) u())(
) d

4 B (x)
x 2
1
1

u(x) u()(
) d

4 B (x)
x 2
1
1

) d
max u(x) u()
(
B
(x)
4
B (x) x 2

max u(x) u() 0 as  0.
=

B (x)

This shows that R4 4u(x) as  0.


Theorem 2.2 (Representation formula for solutions to the boundary value Poisson
equation). The solution u to (2.0.16) can be represented as
u(x) = f (y)G(x, y) dn y

(2.0.29)

g() N G(x, ) d.

Poisson kernel

Proof. Applying Proposition 2.0.3, we have that

(2.0.30)

u(x) = (x y)f (y) dn y +

(x )N () u() d

g()N () (x ) d.

Recall also that

(2.0.31)

G(x, y) = (x y) (x, y)

(2.0.32)

G(x, ) = 0 when .

Applying the Green identity (1.0.11) to the functions u(y) and (x, y), and recalling that y (x, y) =
0 for each fixed x , we have that
u(y)

(2.0.33)

(x)

u()

0 = (x, y) f (y) dn y (x, ) N u() d + g() N (x, ) d.

Adding (2.0.30) and (2.0.33), and using (2.0.31), we deduce the formula (2.0.29).

MATH 18.152 COURSE NOTES - CLASS MEETING # 7


3. Poissons Formula
def

Lets compute the Green function G(x, y) and Poisson kernel P (x, ) = N G(x, ) from (2.0.29)
def
in the case that = BR (0) R3 is a ball of radius R centered at the origin. Well use a technique
called the method of images that works for special domains.
Warning 3.0.1. Brace yourself for a bunch of tedious computations that at the end of the day will
lead to a very nice expression.
The basic idea is to hope that (x, y) from (2.0.19), viewed as a potential that depends on
y, is equal to the potential generated by some imaginary charge q placed at a point x c .
To ensure that property (2.0.18) holds, q and x have to be chosen so that along the boundary
1
{y R3 y = R}, (x, y) = 4xy
. In a nutshell, we guess that
(3.0.34)

G(x, y) =

1
q

,
4x y 4x y

and we try to solve for q and x so that G(x, y) vanishes when y = R. Thus, when y = R, we must
have
(3.0.35)

q
1
=
.
4x y 4x y

(3.0.36)

x y2 = q 2 x y2 .

(3.0.37)

x2 2x y + R2 = x y2 = q 2 x y2 = q 2 (x 2 2x y + R2 ).

Then performing simple algebra, we have

(3.0.38)

x 2 + R2 q 2 (R2 + x2 ) = 2y (x q 2 x).

Now since the left-hand side of (3.0.38) does not depend on y, it must be the case that the second
term on the right-hand side vanishes. This implies that x = q 2 x, and also leads to the equation
(3.0.39)

q 4 x2 q 2 (R2 + x2 ) + R2 = 0.

Solving (3.0.39) for q, we finally have that

(3.0.40)
(3.0.41)
Therefore,

R
,
x
R2
x = 2 x.
x
q=

MATH 18.152 COURSE NOTES - CLASS MEETING # 7

(x, y) =

(3.0.42)

1
R
,
2
R
4 x x2 x y

1
,
R
where we took a limit as x 0 in (3.0.42) to derive (3.0.43).
Next, using (3.0.34), we have
(0, y) =

(3.0.43)

(3.0.44)

G(x, y) =

1
1
R

,
2
R
4x y 4 x x2 x y

(3.0.45)

G(0, y) =

1
1
.
4y R

(3.0.46)

y G(x, y) =

x 0,

xy
1 R x y

4x y3 4 x x y3

Now when BR (0), (3.0.36) and (3.0.40) imply that

x =

(3.0.47)

R
x .
x

Therefore, using (3.0.46) and (3.0.47), we compute that

x
1 x2 x
x
1 x2 x2 x
G(x, ) =

4x 3 4 R2 x 3 4x 3 4 R2 x 3

x2
=
(1

).
4x 3
R2
R2

(3.0.48)

() = , we deduce
Using (3.0.48) and the fact that N
R
(3.0.49)

2
2
1
def
() = R x
N () G(x, ) = G(x, ) N
.
4R x 3

Remark 3.0.3. If the ball were centered at the point p R3 instead of the origin, then the formula
(3.0.49) would be replaced with
(3.0.50)

2
2
1
def
() = R x p
N () G(x, ) = G(x, ) N
.
4R
x 3

Theorem 3.1 (Poissons formula). Let BR (p) R3 be a ball of radius R centered at p =

(p1 , p2 , p3 ), and let x = (x1 , x2 , x3 ) denote a point in R3 . Then the unique solution u C 2 (BR (p))
C(B R (p)) of the PDE
(3.0.51)

u = 0,
x ,
u(x) = f (x), x ,

can be represented using the Poisson formula:

MATH 18.152 COURSE NOTES - CLASS MEETING # 7

(3.0.52)

u(x) =

R2 x p2
f ()
d.

4R
BR (p) x 3

Remark 3.0.4. In n dimensions, the formula (3.0.52) gets replaced with

(3.0.53)

u(x) =

R2 x p2
f ()
d,

n R
BR (p) x n

where as usual, n is the surface area of the unit ball in Rn .

Proof. The identity (3.0.52) follows immediately from Theorem 2.2 and (3.0.50).

4. Harnacks inequality
Theorem 4.1 (Harnacks inequality). Let u be harmonic and non-negative in the ball BR (0)
Rn . Then for any x BR (0), we have that
(4.0.54)

Rn2 (R x)
Rn2 (R + x)
u(0)

u(x)

u(0).
(R + x)n1
(R x)n1

Proof. Well do the proof for n = 3. The basic idea is to combine the Poisson representation formula
with simple inequalities and the mean value property. By Theorem 3.1, we have that
(4.0.55)

u(x) =

R2 x2
f ()
d.

4R
BR (0) x 3

By the triangle inequality, for BR (0) (i.e. = R), we have that x R x x + R.

Applying the first inequality to (4.0.55), and using the non-negativity of f, we deduce that
(4.0.56)

u(x)

R + x 1
f () d.
R2 x2 4R BR (0)

Now recall that by the mean value property, we have that

(4.0.57)

u(0) =

1
f () d.
4R2 BR (0)

Thus, combining (4.0.56) and (4.0.57), we have that

(4.0.58)

u(x)

Rn2 (R + x)
,
(R x)n1

which implies one of the inequalities in (4.0.54). The other one can be proven similarly using the
remaining triangle inequality.

Corollary 4.0.4 (Liouvilles theorem). Suppose that u C 2 (Rn ) is harmonic on Rn . Suppose
their exists a constant M such that u(x) M for all x Rn , or such that u(x) M for all x Rn .
Then u is constant.

10

MATH 18.152 COURSE NOTES - CLASS MEETING # 7

def

Proof. We first consider the case that u(x) M. Let v = u + M . Observe that v 0 is harmonic
and verifies the hypotheses of Theorem 4.1. Thus, by (4.0.54), if x Rn and R is sufficiently large,
we have that
Rn2 (R x)
Rn2 (R + x)
u(0)

u(x)

u(0).
(R + x)n1
(R x)n1
Allowing R in (4.0.59), we conclude that v(x) = v(0). Thus, v is a constant-valued function
(and therefore u is too).
def
To handle the case u(x) M, we simply consider the function w(x) = u(x) + M in place of
v(x), and we argue as above.


(4.0.59)