Math 2.0

Potential theory Dirichlet problem and Green's functions Theorem

Dirichlet's principle

Builds on Dirichlet energyHarmonic functionOpen setBoundaryContinuous function

Statement

Let n≥2n \ge 2, let Ω⊆ℝn\Omega \subseteq \R^n be a bounded open set with C1C^1 boundary, and let gg be a continuous function on ∂Ω\partial\Omega. Let 𝒜\mathcal{A} be the set of functions ww that are twice continuously differentiable on Ω‾\overline{\Omega} with w=gw = g on ∂Ω\partial\Omega. Let E[w]=12∫Ω∣∇w∣2 dxE[w] = \frac12 \int_\Omega \abs{\nabla w}^2 \, dx be the Dirichlet energy. For u∈𝒜u \in \mathcal{A}, the following are equivalent:

  1. uu is harmonic on Ω\Omega.
  2. E[u]≤E[w]E[u] \le E[w] for every w∈𝒜w \in \mathcal{A}.

Remarks

Proof idea: for w∈𝒜w \in \mathcal{A} put v=w−uv = w - u, which vanishes on ∂Ω\partial\Omega. Then E[w]=E[u]+∫Ω∇u⋅∇v dx+E[v]E[w] = E[u] + \int_\Omega \nabla u \cdot \nabla v \, dx + E[v], and integration by parts gives ∫Ω∇u⋅∇v dx=−∫Ωv Δu dx\int_\Omega \nabla u \cdot \nabla v \, dx = -\int_\Omega v \, \Delta u \, dx. If uu is harmonic, the middle term is 00, so E[w]≥E[u]E[w] \ge E[u]. If uu minimizes, the derivative of t↦E[u+tv]t \mapsto E[u + tv] at t=0t = 0 is 00 for all such vv, which forces Δu=0\Delta u = 0. The theorem does not say that a minimizer exists in 𝒜\mathcal{A}; Weierstrass pointed out that this needs proof, and it was later justified by Hilbert. Existence can fail even for continuous gg: on the unit disc, g(θ)=∑k≥1k−2cos⁡(2kθ)g(\theta) = \sum_{k \ge 1} k^{-2} \cos(2^k \theta) is continuous, but its harmonic extension ∑kk−2r2kcos⁡(2kθ)\sum_k k^{-2} r^{2^k} \cos(2^k\theta) has energy π2∑k2kk−4=∞\frac{\pi}{2}\sum_k 2^k k^{-4} = \infty.

Going deeper

For a student

Dirichlet's principle turns the Dirichlet problem into a minimization problem. In modern form, one minimizes the energy over the Sobolev space H1H^1 with given trace. The minimizer exists by the Hilbert space projection theorem, and it is a weak solution of Laplace's equation. Elliptic regularity then shows that the weak solution is a classical harmonic function. The same variational idea gives existence for many other elliptic equations.

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. Boundary concept
  2. Continuous function concept
  3. Dirichlet energy concept
  4. Euclidean space object
  5. Function concept
  6. Open set 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. Dirichlet's principle statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Dirichlet%27s_principle
About this page
TagRKK3XHG4MR
URIm2://RKK3XHG4MR
Kindstatement, theorem
WritingW0 stub
MSC31B20, 35J25, 35A15
StatusThis copy of the site has no build data. Run m2 status RKK3XHG4MR.
AboutDirichlet energy, Dirichlet problem
UsesDirichlet energy, Harmonic function, Open set, Boundary, Continuous function
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