Math 2.0

Potential theory Theorem

Boundary integral equation for the Dirichlet problem

Builds on Double layer potentialFundamental solution of the LaplacianIntegral equation of the second kindHarmonic function

Statement

Let m∈{2,3}m \in \set{2, 3}, and let D⊂ℝmD \subset \R^m be a bounded domain whose boundary ∂D\partial D is a connected C2C^2 curve or surface with outward unit normal ν\nu. Let Φ\Phi be the fundamental solution of the Laplacian with −ΔΦ=δ0-\Delta \Phi = \delta_0, so Φ(x)=12πln⁡1∣x∣\Phi(x) = \frac{1}{2\pi} \ln \frac{1}{\abs{x}} for m=2m = 2 and Φ(x)=14π∣x∣\Phi(x) = \frac{1}{4\pi \abs{x}} for m=3m = 3. For a continuous density φ\varphi on ∂D\partial D put (Kφ)(x)=∫∂D∂Φ(x−y)∂ν(y) φ(y) ds(y),x∈∂D.(K\varphi)(x) = \int_{\partial D} \frac{\partial \Phi(x - y)}{\partial \nu(y)} \, \varphi(y) \, ds(y), \quad x \in \partial D. Let f ⁣:∂D→ℝf \colon \partial D \to \R be continuous. Then:

  1. The integral equation of the second kind φ−2Kφ=−2f\varphi - 2K\varphi = -2f has exactly one continuous solution φ\varphi on ∂D\partial D.
  2. For this φ\varphi, the double layer potential u(x)=∫∂D∂Φ(x−y)∂ν(y)φ(y) ds(y)u(x) = \int_{\partial D} \frac{\partial \Phi(x - y)}{\partial \nu(y)} \varphi(y) \, ds(y), x∈Dx \in D, extends continuously to D‾\overline{D}, is harmonic in DD, and equals ff on ∂D\partial D.

So uu is the unique solution of the interior Dirichlet problem with boundary values ff.

Remarks

Part 2 follows from the jump relations for layer potentials: the limit of the double layer potential from inside is Kφ−12φK\varphi - \frac12 \varphi, and this equals ff exactly when φ−2Kφ=−2f\varphi - 2K\varphi = -2f. For part 1, KK is a compact operator on C(∂D)C(\partial D) because its kernel is continuous for m=2m = 2 and weakly singular for m=3m = 3. By the Fredholm alternative it suffices to show that φ−2Kφ=0\varphi - 2K\varphi = 0 forces φ=0\varphi = 0. For such φ\varphi the double layer potential vanishes in DD by the maximum principle. Its normal derivative is continuous across ∂D\partial D, so it solves an exterior Neumann problem with zero data and vanishes outside as well. The jump of the potential across ∂D\partial D is φ\varphi, so φ=0\varphi = 0.

Example: on the unit disc in ℝ2\R^2 one has ∂Φ(x−y)∂ν(y)=−14π\frac{\partial \Phi(x - y)}{\partial \nu(y)} = -\frac{1}{4\pi} for x≠yx \ne y on the unit circle, so Kφ=−14π∫∂Dφ dsK\varphi = -\frac{1}{4\pi} \int_{\partial D} \varphi \, ds. For f=1f = 1 the equation becomes φ+12π∫φ ds=−2\varphi + \frac{1}{2\pi} \int \varphi \, ds = -2, whose solution is the constant φ=−1\varphi = -1, and then u=1u = 1 in DD.

The method turns a problem on the domain DD into an equation on its boundary, one dimension lower, which is the basis of boundary element methods.

Going deeper

For a student

The theorem is the classical route, going back to the work of Neumann and Fredholm, from potential theory to Fredholm theory. Its proof uses the jump relations, the compactness of KK and the Fredholm alternative, and uniqueness for the exterior Neumann problem. For the interior Neumann problem one uses a single layer potential instead, see the boundary integral equation for the Neumann problem. For the exterior Dirichlet problem the corresponding equation φ+2Kφ=2f\varphi + 2K\varphi = 2f is not always uniquely solvable, and the ansatz has to be modified.

Reading path

To understand this page from the ground up, read these 16 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Double layer potential concept
  2. Euclidean space object
  3. Function concept
  4. Fundamental solution of the Laplacian concept
  5. Integral equation of the second kind concept
  6. Total derivative concept
  7. Function of several variables concept
  8. Vector-valued function concept
  9. Differentiable function of several variables concept
  10. Partial derivative concept
  11. Vector field concept
  12. Gradient concept
  13. Divergence concept
  14. Laplacian concept
  15. Harmonic function concept
  16. Boundary integral equation for the Dirichlet problem statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Double_layer_potential
About this page
TagZYDVFT6JR7
URIm2://ZYDVFT6JR7
Kindstatement, theorem
WritingW0 stub
MSC31B10, 31A10, 45B05
StatusThis copy of the site has no build data. Run m2 status ZYDVFT6JR7.
AboutDirichlet problem, Double layer potential
UsesDouble layer potential, Fundamental solution of the Laplacian, Integral equation of the second kind, Harmonic function

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