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21st November, 2011.

By Samsung, SUM Sung Fung.

MATH4052 - Partial Differential Equations


Tutorial Notes #09
Samsung, SUM Sung Fung <delamath@ust.hk>

Laplaces Equations

 Maximum Principle for Laplace Equation

Similar to diffusion equation, the Laplace equation (as an elliptic PDE) possesses the
maximum principle:
Let be a connected bounded open set in n , and u C 2 () C 0 () be a
harmonic function in , i.e. u = 0 in .

Strong Form: If u has a maximum (or minimum) in , then u const

Weak Form: sup u ( x) max u ( x) and inf u ( x) min u ( x)


x x x x

Proof of weak maximum principle:

First consider any function f C 2 () C 0 () with f > 0 , then the strong

maximum principle holds for f :


2 f
If there is some y where f ( y ) is a local maximum, then ( y ) 0 for all
xi2
i = 1, 2, , n , which implies f ( y ) 0 . Contradiction.

Then consider the auxiliary function v( x) = e x1 C 2 () C 0 () , we have

v = v > 0

Finally, for arbitrary > 0 , define w = u + v , we have w = u + v > 0 .


So the strong form holds for w ,
sup {u ( x) + v( x)} max {u ( x) + v( x)}
x x

sup {u ( x)} + inf {v( x)} max {u ( x)} + max {v( x)}
x x x x

Since is arbitrary, the weak form sup {u ( x)} max {u ( x)} holds.
x x

MATH4052 Tutorial Notes #09 P.1 of 5


21st November, 2011.
By Samsung, SUM Sung Fung.

 Poissons Formula

Denote B( y, a) = {x n : x y < a} be the open ball in n with radius a > 0

that is centered at y n . For f C 0 (B(0, a )) , the system

u ( x) = 0 x B (0, a )
u ( x) = f ( x) x B (0, a )
has a unique solution:
2
a2 x f ( y)
u ( x) =
nn a
B (0, a ) yx
n
do( y )

where n is the volume of the n-dimensional unit ball, do( y ) is the volume
element of B (0, a ) . For example:

n = 2 , 2 = 12 = , do( y ) = ds is the arc length around the circle y =a


2 2
a2 x f ( y) a2 x 2 f (a, )
u ( x) =
2 a
y =a yx
2
ds =
2 a 0
(a, ) x
2
a d

4 4
n = 3 , 3 = 13 = , do( y ) = dS is the area element on the sphere y =a
3 3
2 2
a2 x f ( y) a2 x 2 f ( a, , )
u ( x) =
4 a
y =a yx
3
dS =
4 a
0 0
yx
3
a 2 sin d d

(Will be proved later, using the Greens Function)

 Corollary of Poissons Formula: Harmonic in open analytic, i.e. C

 Mean Value Formulae

as before, u : is harmonic in , then for any B ( x0 , r )


1
nn r n 1 B ( x0 ,r )
u ( x0 ) = u ( y )do( y ) (Spherical Mean)

1
Or equivalently, u ( x0 ) =
n r n
B ( x0 , r )
u ( y )dy (Ball Mean)

Proof:
Since the Laplace operator is invariant under translation, we can apply a translation
T : x x x0 to shift x0 to the origin, while u  T 1 is still harmonic. Applying the
Poissons Formula to u  T 1 at the origin yields

MATH4052 Tutorial Notes #09 P.2 of 5


21st November, 2011.
By Samsung, SUM Sung Fung.

a2 u  T 1 ( y )
u ( x0 ) = u  T 1 (0) = a)
nn a B (0, y
n
do( y )

a2 u  T 1 ( y )
= a ) a n do( y)
nn a B (0,
1
a ) u  T ( y)do( y)
1
=
nn a n 1 B (0,
By u  T 1 ( y ) = u ( y + x0 ) , and some change of variables, it yields the spherical mean
equation.
For all 0 < < r , it is true from the spherical mean equation that
nn n 1u ( x0 ) = u ( y )do( y )
B ( x0 , )

Multiply both sides with d and integrate w.r.t. from 0 to r , using the identity
r
0
B ( x0 , )
u ( y )do( y )d =
B ( x0 , )
u ( y )dy

We then arrive at the ball mean equation.

 Corollary of Mean Value Theorem: Strong Maximum Principle

 Example of Poissons Formula

Solve the following 2D system


  
u ( x ) = 0 x = ( x1 , x2 ) B(0, 2)
 1 x2 0  
u( x ) = x = ( x1 , x2 ) B(0, 2)
0 x2 < 0

The system in polar coordinates can be written as


u (r , ) = 0 r [0, 2) [ , )
1 0
u (2, ) = f ( ) =
0 < 0
Using the Poissons Formula:
2  2 
 a x u( y) 
u( x ) =
nn a 
  n do( y )
yx
B (0, a )

By the following substitutions:


  
a 2 n 2 n x (r , ) y (2, ) u ( y ) f ( )
  2 2  
y x y + x 2 y x cos( ) = 4 + r 2 4r cos( )

do( y ) a d = 2d

MATH4052 Tutorial Notes #09 P.3 of 5


21st November, 2011.
By Samsung, SUM Sung Fung.

4 r2 f ( )
u (r , ) =
4
4 + r 2 4r cos( )
2d

4 r2 1
=
2
0 4 + r 4r cos( )
2
d

4 r2 1
=
2
2
4 + r 4r cos
d (let = )

Using the fact that for a > b > 0 ,

d 2 a+b
a b cos = arctan tan + C
(a + b)(a b) a b 2
For [0, ) :

2
4 r2 2+r 2 2+r
u (r , ) = 4 r 2 arctan 2 r tan 2 4 r 2 arctan 2 r tan 2
2

1 2+r 2+r
= arctan cot + arctan tan
2r 2 2r 2

For [ , 0) :

4 r2 2 2+r 2 2+r
u (r , ) = 2
+ arctan tan 2
arctan tan
2 4 r 2r 2 4 r 2r 2
1 2+r 2+r
= 1 + arctan cot + arctan tan
2r 2 2r 2

The reason for the additional term at [ , 0) is that by definition the



principle value of arctan z is in the range , , but the integral here for
2 2
u ( , ) passes through one branch cut for [ , 0) .

MATH4052 Tutorial Notes #09 P.4 of 5


21st November, 2011.
By Samsung, SUM Sung Fung.

Supplementary Exercise

Prove the uniqueness of solution to the Poissons equation with DBC:


u ( x) = f ( x) x
u ( x) = g ( x) x
n
where is a connected bounded open domain.
Hints: Use the maximum principle wisely.

Solution

Assume that there are two solutions u1 and u2 to the same system of PDEs,
the function w = u1 u2 satisfies the following system:
w( x) = u 1 ( x) u2 ( x) = 0 x
w( x) = u1 ( x) u2 ( x) = 0 x
Hence w is a harmonic function in .
By Maximum and Minimum Principle of w ,
0 = min w = inf w w( x) sup w = max w = 0 x

So w( x ) = 0 in , and this implies u1 = u2 .

MATH4052 Tutorial Notes #09 P.5 of 5

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