Math 2.0

Potential theory Theorem

Boundary integral equation for the Neumann problem

Builds on Single layer potentialFundamental solution of the LaplacianIntegral equation of the second kindHarmonic functionNeumann boundary condition

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. For a continuous density ψ\psi on ∂D\partial D put (K′ψ)(x)=∫∂D∂Φ(x−y)∂ν(x) ψ(y) ds(y),x∈∂D.(K'\psi)(x) = \int_{\partial D} \frac{\partial \Phi(x - y)}{\partial \nu(x)} \, \psi(y) \, ds(y), \quad x \in \partial D. Let g ⁣:∂D→ℝg \colon \partial D \to \R be continuous. Then:

  1. The integral equation of the second kind ψ+2K′ψ=2g\psi + 2K'\psi = 2g has a continuous solution ψ\psi if and only if ∫∂Dg ds=0\int_{\partial D} g \, ds = 0.
  2. For such a solution ψ\psi, the single layer potential u(x)=∫∂DΦ(x−y)ψ(y) ds(y)u(x) = \int_{\partial D} \Phi(x - y) \psi(y) \, ds(y) is harmonic in DD, and its normal derivative from inside equals gg on ∂D\partial D.

So the interior Neumann problem Δu=0\Delta u = 0 in DD, ∂νu=g\partial_\nu u = g on ∂D\partial D, is solvable exactly when ∫∂Dg ds=0\int_{\partial D} g \, ds = 0, and its solutions differ by constants.

Remarks

Part 2 follows from the jump relations for layer potentials: the normal derivative of the single layer potential from inside is K′ψ+12ψK'\psi + \frac12 \psi. For part 1, K′K' is compact on C(∂D)C(\partial D) and is the adjoint of the double layer operator KK with respect to the pairing ∫∂Dφψ ds\int_{\partial D} \varphi \psi \, ds. The null space of I+2KI + 2K consists of the constants, since K1=−12K1 = -\frac12 by Gauss's formula for the double layer potential of a constant density. By the Fredholm alternative, ψ+2K′ψ=2g\psi + 2K'\psi = 2g is solvable if and only if 2g2g is orthogonal to the constants.

Example: on the unit disc in ℝ2\R^2, ∂Φ(x−y)∂ν(x)=−14π\frac{\partial \Phi(x - y)}{\partial \nu(x)} = -\frac{1}{4\pi} for x≠yx \ne y on the unit circle, so K′ψ=−14π∫ψ dsK'\psi = -\frac{1}{4\pi} \int \psi \, ds. For g(θ)=cos⁡θg(\theta) = \cos\theta the equation ψ+2K′ψ=2g\psi + 2K'\psi = 2g has the solution ψ=2cos⁡θ\psi = 2\cos\theta, since ∫02πcos⁡θ dθ=0\int_0^{2\pi} \cos\theta \, d\theta = 0; the resulting single layer potential is u(x)=x1u(x) = x_1 in the disc, whose normal derivative on the circle is cos⁡θ\cos\theta. For g=1g = 1 the condition ∫g ds=0\int g \, ds = 0 fails, and indeed no harmonic uu in DD has ∂νu=1\partial_\nu u = 1, because ∫∂D∂νu ds=∫DΔu dx=0\int_{\partial D} \partial_\nu u \, ds = \int_D \Delta u \, dx = 0.

Going deeper

For a student

This is the companion of the boundary integral equation for the Dirichlet problem, which uses the double layer potential. The two boundary operators KK and K′K' are adjoint to each other, and the solvability condition comes from the Fredholm alternative applied to this pair. The same equations, with the signs changed, treat the exterior problems. Numerically, both equations are discretized by boundary element or Nyström methods, which reduce the dimension of the problem by one.

Reading path

To understand this page from the ground up, read these 17 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. Euclidean space object
  2. Function concept
  3. Fundamental solution of the Laplacian concept
  4. Integral equation of the second kind concept
  5. Neumann boundary condition concept
  6. Single layer potential concept
  7. Total derivative concept
  8. Function of several variables concept
  9. Vector-valued function concept
  10. Differentiable function of several variables concept
  11. Partial derivative concept
  12. Vector field concept
  13. Gradient concept
  14. Divergence concept
  15. Laplacian concept
  16. Harmonic function concept
  17. Boundary integral equation for the Neumann problem statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Neumann_boundary_condition
About this page
TagCN7NP6R1AQ
URIm2://CN7NP6R1AQ
Kindstatement, theorem
WritingW0 stub
MSC31B10, 31A10, 45B05
StatusThis copy of the site has no build data. Run m2 status CN7NP6R1AQ.
AboutNeumann boundary condition, Single layer potential
UsesSingle layer potential, Fundamental solution of the Laplacian, Integral equation of the second kind, Harmonic function, Neumann boundary condition

Markdown · JSON · Edit on GitHub

What this page needs for W1

  • an inventory row: the row of the inventory that the node accounts for (0 of 1)
  • a source with a locator (0 of 1)

The writing levels say how complete the text of a page is. They do not measure its truth.

What links here

No page links to this page yet.