Math 2.0

Potential theory Basic notions Theorem

Green's identities

Builds on Divergence theoremLaplacianGradientDirectional derivativeFundamental solution of the Laplacian

Statement

Let Ω⊆ℝn\Omega \subseteq \R^n be a bounded open set with C1C^1 boundary ∂Ω\partial\Omega, outward unit normal ν\nu and surface measure dSdS. For a function ww of class C1C^1 near ∂Ω\partial\Omega, write ∂w/∂ν=∇w⋅ν\partial w / \partial \nu = \nabla w \cdot \nu for its normal derivative. Let uu and vv be twice continuously differentiable on an open set that contains the closure Ω‾\overline{\Omega}.

  1. (First identity.) ∫Ω(u Δv+∇u⋅∇v)dx=∫∂Ωu ∂v∂ν dS.\displaystyle \int_\Omega \left( u \, \Delta v + \nabla u \cdot \nabla v \right) dx = \int_{\partial\Omega} u \, \frac{\partial v}{\partial \nu} \, dS.
  2. (Second identity.) ∫Ω(u Δv−v Δu)dx=∫∂Ω(u ∂v∂ν−v ∂u∂ν)dS.\displaystyle \int_\Omega \left( u \, \Delta v - v \, \Delta u \right) dx = \int_{\partial\Omega} \left( u \, \frac{\partial v}{\partial \nu} - v \, \frac{\partial u}{\partial \nu} \right) dS.
  3. (Third identity.) For every x∈Ωx \in \Omega, u(x)=∫∂Ω(Φ(y−x) ∂u∂ν(y)−u(y) ∂Φ∂νy(y−x))dS(y)−∫ΩΦ(y−x) Δu(y) dy,u(x) = \int_{\partial\Omega} \left( \Phi(y - x) \, \frac{\partial u}{\partial \nu}(y) - u(y) \, \frac{\partial \Phi}{\partial \nu_y}(y - x) \right) dS(y) - \int_\Omega \Phi(y - x) \, \Delta u(y) \, dy, where Φ\Phi is the fundamental solution of the Laplacian, normalised by −ΔΦ=δ-\Delta\Phi = \delta.

Here Δ\Delta is the Laplacian and ∇\nabla is the gradient.

Remarks

The first identity is the divergence theorem applied to the vector field u∇vu \nabla v, whose divergence is uΔv+∇u⋅∇vu \Delta v + \nabla u \cdot \nabla v. The second identity follows by writing the first one also with uu and vv exchanged and subtracting. The third identity applies the second one with v(y)=Φ(y−x)v(y) = \Phi(y - x) on Ω\Omega minus a small ball B(x,ε)B(x, \varepsilon), and lets ε→0\varepsilon \to 0; the small sphere contributes u(x)u(x) in the limit. For the first identity it is enough that uu is of class C1C^1. Example: with u=1u = 1, the first identity gives ∫ΩΔv dx=∫∂Ω∂v/∂ν dS\int_\Omega \Delta v \, dx = \int_{\partial\Omega} \partial v / \partial \nu \, dS; so a harmonic function has zero total flux through ∂Ω\partial\Omega. Example: with u=vu = v harmonic, it gives ∫Ω∣∇u∣2dx=∫∂Ωu ∂u/∂ν dS\int_\Omega \abs{\nabla u}^2 dx = \int_{\partial\Omega} u \, \partial u / \partial \nu \, dS, which proves uniqueness for the Dirichlet problem.

Going deeper

For a student

These identities are the basic tool for boundary value problems of Laplace and Poisson type. The first one gives energy estimates and uniqueness of solutions, and it underlies the weak formulation of elliptic equations. The second one shows that the Laplacian is symmetric for functions that vanish on the boundary, which leads to the symmetry of Green's functions. The third one is the representation formula: a function is determined inside Ω\Omega by its Laplacian, its boundary values and its normal derivatives. It leads to the Poisson integral formula once a Green's function is known.

Reading path

To understand this page from the ground up, read these 47 pages in order. The foundations come first.

  1. Euclidean space object
  2. Function concept
  3. Fundamental solution of the Laplacian concept
  4. Infimum concept
  5. Supremum concept
  6. Fréchet derivative definition
  7. Total derivative concept
  8. Function of several variables concept
  9. Vector-valued function concept
  10. Jordan measure definition
  11. Limit of a function of several variables concept
  12. Differentiable function of several variables concept
  13. Vector field concept
  14. Iterated integral definition
  15. Partial derivative concept
  16. Continuity in R^n definition
  17. Differentiable function of several variables definition
  18. Partial derivative definition
  19. Gradient concept
  20. Divergence concept
  21. Directional derivative concept
  22. Differentiable on an open set definition
  23. Double integral definition
  24. Gradient definition
  25. Higher partial derivatives definition
  26. Jacobian matrix definition
  27. Laplacian concept
  28. Iterated derivative definition
  29. Fubini's theorem statement
  30. Triple integral definition
  31. C^k function characterised by continuous derivatives statement
  32. Parametrised curve definition
  33. Vector field definition
  34. Closed curve definition
  35. Rectifiable curve definition
  36. Parametrised surface definition
  37. Divergence definition
  38. Line integral of a vector field definition
  39. Tangent plane and normal vector of a surface definition
  40. Green's theorem statement
  41. Surface area definition
  42. Divergence theorem on a rectangle in the plane statement
  43. Surface integral definition
  44. Orientable surface definition
  45. Flux through a surface definition
  46. Divergence theorem statement
  47. Green's identities statement

Where this leads

2 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Green%27s_identities
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