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Mat 613 Assignment 3

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Mat 613 Assignment 3

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UNIVERSITY OF BUEA ‘ DEPARTMENT OF

MATHEMATICS DJUINE NGUELO MICHELLE


Matricule Number: SC20P242
MAT 613: ASSIGNMENT 3

QUESTION 1

write down the green’s representation formulas u ∈ c2 (Ω̄) where Ω ⊂ Rn is


bounded domain.
letΩ ⊂ Rn be bounded with boundary ∂Ω and u ∈ c2 (Ω̄) be arbitrary then
for any y ∈ Rn y 6= x we have
∂φ(x − y)
Z
R ∂u(x)
u(x) = ∂Ω {φ(x−y) −u(x) }ds− {φ(x−y)δu(x)dx——–(*)
∂vx ∂vx Ω

QUESTION 2

The mean value formulas for Harmonic functions.

Let Ω ∈ Rn be a bounded domain. Then the function u ∈ C(Ω) is har-


monic if and only if the following formulas hold.

for any ball B(x, r) ⊂ Ω,


Z
1
u(x) = u(y)ds
nwn rn−1 ∂ω
Z
1
u(x) = u(y)ds
wn rn B(x,r)
Proof of the formulars

 −1 log|x|, f or n = 2

φ = 2π
1
 f or n ≥ 3
n(n−2)ωn |x|n−2
n
since Ω ⊂ R is bounded and u is harmonic then from (*) we are left with
R ∂φ(x − y)
− ∂Ω u(x) ds
∂v
Now,
1
(a) φ(x − y) =
n(n − 2)ωn |x − y|n−2
∂φ(x − y) 1
=⇒ = |x − y|n−2
∂v n(n − 2)ωn

1
(n − 2)|x − y|− (n − 2) − 1
=
n(n − 2)ωn
−|x − y|−n+1
=
nωn
1
=
nωn |x − y|n−1
R 1
u(y) = − ∂Ω u(x) − ds
nωn |x − y|n−1
R 1
= ∂B(u,r) ds
nωn rn−1
Z
1
= u(x)ds
nωn rn−1
(b)
R RrR
B(x,r)
u(y)dy = 0 ∂B(x,r) u(y)ds
Rr
= 0 nωn rn−1 u(x)dt
Rr
= nωn u(x) 0
tn−1 dt

Z = ωn rn u(x)
1
u(x) = u(y)ds
ωn rn B(x,r)

QUESTION 3

The intergration by parts says that;

if u, v ∈ C 2 (Ω̄) then
Z Z Z
∂u(x) ∂v(x)
v(x) dx = u(x)v(x)ds − u(x) dx.
Ω ∂x ∂Ω Ω ∂x

QUESTION 4

Green’s identities.

Let u, v ∈ C 2 (Ω̄). Then the following formulas hold.

1. Z
First Green’s
Z formula. Z
∂u →
∆udx = ds := ∇u. v ds
Ω ∂Ω ∂v ∂Ω

2
2. Z
Second Green’s
Z formula. Z
∂u(s)
v∆udx + ∇u.∇vdx = v(s) ds
Ω Ω ∂Ω ∂v
3. Z
Third Green’s formula.
Z  
∂u(s) ∂v(s)
(v∆u − u∆v)dx = v(s) − u(s) ds
Ω ∂Ω ∂v ∂v

We now give a proof of the Green’s formulas using the intergration


by parts.

The principal of intergration by parts given in question 4;

1. Applying intergration by parts to the first green’s formula,with u = 1


and Dv = ∆u we obtain
Z Z
∆udx = ∇udx − 0
Ω ∂Ω
Z

= ∇u. v ds
∂Ω

2. Applying intergration by parts to the first green’s formula,with u = v


and Dv = ∆u gives
Z Z Z
∂u(s)
v∆udx = v(s) ds − ∇u.∇vdx
Ω ∂Ω ∂v Ω
Z Z Z
=⇒ v∆udx + ∇u.∇vdx = ˙ ∂u(s) ds
v(s)
Ω Ω ∂Ω ∂v

3. Z
from the third green’sZformula Z
(v∆u − u∆v)dx = v∆udx − u∆vdx
Ω Ω Ω
Z Z Z Z
∂u(s) ∂v(s)
= v(s) ds − ∇u.∇vdx − u(s) ds − ∇v.∇udx
∂Ω ∂v Ω ∂Ω ∂u Ω
Z  
∂u(s) ∂v(s)
= v(s) − u(s) ds
∂Ω ∂v ∂u

QUESTION 5

3
We modify the proof of the mean value formula to show that for n ≥ 3that
Z Z  
1 1 1 1
u(0) = g(s)ds − f (y) − dy
nwn rn−1 ∂B(0,r) n(n − 2)wn B(0,r) |y|n−2 rn−2
Provided
(
−∆u = f in B(0, r)
, (0.4)
u=g on ∂B(0, r)
We now consider the Laplace equation corresponding to the Poisson equa-
tion
(
−∆u = 0 in B(0, r)
(0.5)
u=g on ∂B(0, r)
The fundamental solution φ(x) = φ(|x|) of the equation (0.5) for n ≥ 3 ,
is given by
1
φ(x) = φ(|x|) =
n(n − 2)wn |x|n−2
Let

r2
x̂ = x for x 6= 0
|x|2
And define the Green’s function on B(0, r) by
  
|x|
φ(y − x) − φ (y − x̂) if x 6= y, x 6= 0


 r
G(x, y) = (0.6)



φ(y − x) − φ(r) if x = 0
The representation formula with Green’s function as solution of the Pois-
son equation is given by;
Z Z
∂G(x, y)
u(x) = g(s) dsy − f (y)G(x, y)dy, x ∈ B(x, r)
∂B(0,r) ∂vy B(0,r)

That is,
Z Z
∂G(0, y)
u(0) = g(s) dsy − f (y)G(0, y)dy, x ∈ B(x, r) (0.7)
∂B(0,r) ∂vy B(0,r)

4
We subsiquently use (0.7) to find the expression of u(0) using the mean
value formula.

For the ball B(x, r), we have

∂G(x, y) r2 − |x|2
= , x ∈ B(0, r)
∂y nwn r|y − x|n
That is,

∂G(0, y) r2 r2 1
= n
= n
= , x ∈
∂y nwn r|y| nwn rr nwn rn−1
B(0, r) (0.8)

In a similar way, from (0.6),we have

G(x, y) = φ(y − x) − φ(r) =⇒ G(0, r) = φ(y) − φ(r)


1 1
= n−2

n(n − 2)wn |y| n(n − 2)wn rn−2

  =⇒ G(0, y) =
1 1 1
− (0.9)
n(n − 2)wn |y|n−2 rn−2
Now, putting (0.8) and (0.9) in (0.7), we obtain
Z Z  
1 1 1 1
u(0) = g(s)ds − f (y) − dy
nwn rn−1 ∂B(0,r) n(n − 2)wn B(0,r) |y|n−2 rn−2

QUESTION 6

Prove that there exists a constant C, depending only on n such that

maxB(0,1) |u| ≤ C(max∂B(0,1) |g| + maxB(0,1) |f |),

whenever u is a smooth solution of (0.4) with r = 1.


(
−∆u = f in B(0, r)
, r=1 (0.4)
u=g on ∂B(0, r)
Now,we let

5
L := max |f |,
B(0,1)

And define
L 2
û(x) = u(x) + |x| .
2n
we have

− ∆û = f − L = f − max |f | ≤ 0
B(0,1)
and therefore by the maximum principle for subharmonic functions and
trivial estimates, we have
1 2
max u ≤ max û = max û ≤ max g + L max |y|
B(0,1) B(0,1) ∂B(0,1) ∂B(0,1) y∈∂B(0,1) 2n

Thus by setting
1 2
Mu := max |y| ,
y∈∂B(0,1) 2n

And recalling the expression for L, we get

max u ≤ max g +Mu max |f | ≤ max |g|+Mu max |f | (1)


B(0,1) ∂B(0,1) B(0,1) ∂B(0,1) B(0,1)

Using smilar argument with −u, we get

max (−u) ≤ max |−g|+Mu max |−f | ≤ max |g|+Mu max |f | (2)
B(0,1) ∂B(0,1) B(0,1) ∂B(0,1) B(0,1)

Combining (1) and (2), we have

max |u| ≤ max |g| + Mu max |f |


B(0,1) ∂B(0,1) B(0,1)

Therefore
 
max |u| ≤ C max |g| + max |f | ,
B(0,1) ∂B(0,1) B(0,1)

where C = max (1, Mu ).

QUESTION 7
We say that v ∈ C 2 (Ω̄) is subharmonic(resp superharmonic)if it satifies

6
∆v ≥ 0(resp ∆v ≤ 0)

(a) Suppose v ∈ C 2 (Ω̄) is subharmonic and also that v ∈ C 2 (Ω̄) satisfies


4v ≥ 0 in Ω.

Let

Z Z
1 1
f (r) = v(y)dsy = v(x+rz)dsz , where y = x+rz
nωn rn−1 ∂B(x,r) nωn ∂B(0,1)

The outer unit normal at y ∈ ∂B(x, r) is


y−x
ν(y) = r
.

So
y−x
Z
0 1
f (r) = n−1
∇v(y) dsy
nωn r ∂B(x,r) r
y−x
Z
1 ∂v(s)
= ds, where ν =
nωn rn−1 ∂B(x,r) ∂ν r
Z
1
= 4v(y)dy ≥ 0
nωn rn−1 B(x,r)
Since −4v ≤ 0 in Ω,

we get

f 0 (r) ≥ 0 for r > 0.

And consiquently,we have

Z
1
v(x) = f (0) ≤ f (r) = v(y)dsy
nωn rn−1 ∂B(x,r)
Z
1
= v(s)ds
nωn rn−1 ∂B(x,r)
Z
1
=⇒ v(x) ≤ v(s)ds
nωn rn−1 ∂B(x,r)

7
Also,we let

v ∈ C 2 (Ω̄) satisfies 4v ≥ 0 and 4v ≤ 0 in Ω.

So for any ball B(x, r) ⊂ Ω,

we show that

Z
1
v(x) ≤ vdx
ωn rn B(x,r)

Suppose now that the hypothesis holds,and by using Polar Coordinates,


we obtain
Z Z r  Z  
1
v(x)dx = v(s)ds dr
B(x,r) 0 nωn rn−1 ∂B(x,r)
Z r
≥ (v(x)nωn rn−1 )dr
0
Z r
= v(x)nωn tn−1 dt
0 n 
r
= v(x)nωn
n

We get Z
1 1
vdx ≥ v(x)ωn rn = v(x)
ωn rn B(x,r) ωn rn
so that Z
1
v(x) ≤ vdx
ωn rn B(x,r)

(b) Prove that if v is subharmonic in Ω. then

maxx∈Ω̄ v(x) = maxx∈∂Ω v(x).

We do that by contradiction.

We have
max v(x) ≥ max v(x)
x∈Ω̄ x∈∂Ω

8
Suppose
max v(x) > max v(x).
x∈Ω̄ x∈∂Ω

∃x0 ∈ Ω such that

v(x0 ) > max v(x) (1)


x∈∂Ω

But from (a) above,

we have that for any r > 0 if B(x0 , r) ⊆ Ω, then


Z Z
1 1
v(y)dy − v(x0 ) = (v(y) − v(x0 )) dy ≥ 0
ωn rn B(x0 ,r) ωn rn B(x0 ,r)

But the integrand (v(y) − v(x0 )) is non-positive.

Thus v(y) = v(x0 ) for all y ∈ B(x0 , r).

L = {r > 0|B(x0 , r) ⊆ U } and s = sup L.


S
Since B(x0 , s) = r∈L B(x0 , r) ⊆ U , we obtain

∀y ∈ B(x0 , s), v(y) = v(x0 ).

Claim: B̄(x0 , s) ∩ ∂Ω 6= ∅.

Proof of Claim
Suppose on the contrary that B̄(x0 , s) ∩ ∂Ω = ∅

Since B̄(x0 , s) ⊂ Ω̄,

If B̄(x0 , s) ∩ ∂Ω = ∅,

then

B̄(x0 , s) ∩ (Rn \ Ω) = ∅

But B̄(x0 , s) is compact and Rn \ Ω is closed.

if they are also disjoint,

9
Then

0 < d = inf|b − a| : b ∈ B̄(x0 , s) and a ∈ Rn \ Ω.

Thus

B(x0 , s + d2 ) ⊆ Ω. So s + d
2
∈ L and s + d
2
> s = sup L, which is a
contradiction.

Thus, we have B̄(x0 , s) ∩ ∂Ω 6= ∅.

From the claim,

∃y ∈ ∂Ω, such that v(y) = v(x0 ) which contradicts (1).

Therefore
max v(x) = max v(x)
x∈Ω̄ x∈∂Ω

(c)Suppose that u is harmomic and v = φ(u).

We show that v is subharmonic.

We compute Dv,

Dv = φ0 (u)Du

4v = φ0 (u)4u + φ00 (u)|Du|2


= φ00 (u)|Du|2 since u is harmonic

Since a twice differentiable convex function is positive definite,

=⇒ φ00 (u) ≥ 0.

(d)Prove that v = |Du|2 is subharmonic whenever u is harmonic


Since u is harmonic, uxi is harmonic for i = 1, · · · , n.

Then
(uxi )2 is subharmonic by part (c) above. The sum of subharmonic func-
tions of subharmonic.

So

10
n
X
2
|Du| = (uxi )2
i=1

is subharmonic.

QUESTION 8

Use poisson formula for the ball to prove that

r − |x| r + |x|
rn−2 n−1
u(0) ≤ u(x) ≤ rn−2 u(0)
(r + |x|) (r − |x|)n−1

whenever u is positive and harmonic in B(0,r).

Using the triangle inequality and its inverse we have

11
|y| − |x| ≤ |x − y| ≤ |x + y| ≤ |y| + |x|

=⇒ |y| − |x| ≤ |x − y| ≤ |y| + |x|


For x ∈ B(0, r) and y ∈ δB(0, r)

so |y| = r,

we have

r − |x| ≤ |x − y| ≤ r + |x|
Applying poisson formular,

we obtain

r2 − |x|2
Z
g(y)
u(x) = dsy
nα(n)r δB(0,r) |x − y|n
since r − |x| ≤ |x − y|,

we obtain

r2 − |x|2
Z
g(y)
u(x) ≤ dsy
nα(n)r δB(0,r) (r − |x|)n
r + |x|
Z
n−2 1
=r g(y)dsy
(r − |x|)n−1 nα(n)rn−1 δB(0,r)
r + |x|
= rn−2 u(0).
(r − |x|)n−1

Also, we have that

r2 − |x|2
Z
g(y)
u(x) = dsy
nα(n)r δB(0,r) |x − y|n

since r + |x| ≥ |x − y|,

12
we get

r2 − |x|2
Z
g(y)
u(x) ≥ dsy
nα(n)r δB(0,r) (r + |x|)n
r − |x|
Z
n−2 1
=r g(y)dsy
(r + |x|)n−1 nα(n)rn−1 δB(0,r)
r − |x|
= rn−2 u(0).
(r + |x|)n−1
Therefore we have that
r − |x| r + |x|
rn−2 n−1
u(0) ≤ u(x) ≤ rn−2 u(0)
(r + |x|) (r − |x|)n−1

QUESTION 9

Let Ω ⊂ Rd be a boundede domain with sufficiently smooth boundary ∂Ω.

Let u ∈ C 2 (Ω̄), u = 0 on ∂Ω.We prove that for any  > 0,we have that
Z Z Z
2 2 1
2 |(∇u(x)) dx ≤  (∇u(x)) dx + (u(x))2 dx
Ω Ω  Ω
We proceed by applying the Green’s identity on u.

Doing that, we get that

Z Z Z
2 ∂(s)
u(x)4u(x)dx + (∇u(x)) dx = u(s) ds
Ω Ω ∂Ω ∂ν
Z Z
=⇒ u(x)4u(x)dx + (∇u(x))2 dx = 0
Ω Ω
Since

u = 0 on ∂Ω

And by hypothesis

13
R R
− Ω
(∇u(x))2 dx = Ω
u(x)dx (∗)

applying Young’s inequality,we obtain


Z Z
1
u(x)4u(x)dx ≤ √ (∇u(x))2 dx with a > 0
Ω a Ω

From equation (*), we obtain


Z Z
(∇u(x)) dx ≤ |∇u(x)2 |dx
2

ZΩ
= u(x)4u(x)dx
Ω Z

Z
1
≤√ (∇u(x)) dx + a (u(x))2 dx
2
a Ω Ω

And taking

= √1 ,
a

we get

Z Z Z
2 1 2
|(∇u(x)) dx ≤  (∇u(x)) dx + (u(x))2 dx
Ω Ω  Ω
finaly,we obtain

Z Z Z
2 1 2
2 |(∇u(x)) dx ≤  (∇u(x)) dx + (u(x))2 dx
Ω Ω  Ω

14

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