Time Harmonic Maxwell Equations

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Andreas Kirsch • Frank Hettlich
The Mathematical Theory of

Time-Harmonic Maxwell’s
Equations
Expansion-, Integral-, and Variational
Methods
123
Andreas Kirsch Frank Hettlich
Department of Mathematics Department of Mathematics
Karlsruhe Institute of Technology (KIT) Karlsruhe Institute of Technology (KIT)
Karlsruhe, Germany Karlsruhe, Germany
ISSN 0066-5452 ISSN 2196-968X (electronic)

ISBN 978-3-319-11085-1 ISBN 978-3-319-11086-8 (eBook)
DOI 10.1007/978-3-319-11086-8
Springer Cham Heidelberg New York Dordrecht London
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Preface
This book arose from lectures on Maxwell’s equations given by the authors
between 2007 and 2013. Graduate students from pure and applied mathemat-
ics, physics—including geophysics—and engineering attended these courses.
We observed that the expectations of these groups of students were quite
different: In geophysics expansions of the electromagnetic fields into spheri-
cal (vector-) harmonics inside and outside of balls are of particular interest.
Graduate students from numerical analysis wanted to learn about the vari-
ational treatments of interior boundary value problems including an intro-
duction to Sobolev spaces. A classical approach in scattering theory—which
can be considered as a boundary value problem in the unbounded exterior
of a bounded domain—uses boundary integral equation methods which are
particularly helpful for deriving properties of the far field behavior of the so-
lution. This approach is, for polygonal domains or, more generally, Lipschitz
domains, also of increasing relevance from the numerical point of view be-
cause the dimension of the region to be discretized is reduced by one. In our
courses we wanted to satisfy all of these wishes and designed an introduction
to Maxwell’s equations which covers all of these concepts—but restricted our-
selves almost completely (except Sect. 4.3) to the time-harmonic case or, in
other words, to the frequency domain, and to a number of model problems.
The Helmholtz equation is closely related to the Maxwell system (for time-
harmonic fields). As we will see, solutions of the scalar Helmholtz equation
are used to generate solutions of the Maxwell system (Hertz potentials), and
every component of the electric and magnetic field satisfies an equation of
Helmholtz type. Therefore, and also for didactical reasons, we will consider
in each of our approaches first the simpler scalar Helmholtz equation before
we turn to the technically more complicated Maxwell system. In this way one
clearly sees the analogies and differences between the models.
v
vi Preface
In Chap. 1 we begin by formulating the Maxwell system in differential and

integral form. We derive special cases as the E-mode and the H-mode and,
in particular, the time-harmonic case. Boundary conditions and radiation
conditions complement the models.
In Chap. 2 we study the particular case where the domain D is a ball. In

this case we can expand the fields inside and outside of D into spherical
wave functions. First we study the scalar stationary case; that is, the Laplace
equation. We introduce the expansion into scalar spherical harmonics as the
analogon to the Fourier expansion on circles in R2 . This leads directly to se-
ries expansions of solutions of the Laplace equation in spherical coordinates.
The extension to the Helmholtz equation requires the introduction of (spher-
ical) Bessel- and Hankel functions. We derive the most important properties
of these special functions in detail. After these preparations for the scalar
Helmholtz equation we extend the analysis to the expansion of solutions of
Maxwell’s equations with respect to vector wave functions. None of the re-
sults of this chapter are new, of course, but we have not been able to find
such a common presentation of both, the scalar and the vectorial case, in
the literature. We emphasize that this chapter is completely self-contained
and does not refer to any other chapter—except for the proof that the series
solution of the exterior problem satisfies the radiation condition.
Chapter 3 deals with a particular scattering problem. The scattering object

is of arbitrary shape but, in this chapter, with sufficiently smooth boundary
∂D. We present the classical boundary integral equation method and follow
very closely the fundamental monographs [6, 7] by David Colton and Rainer
Kress. In contrast to their approach we restrict ourselves to the case of smooth
boundary data (as it is the usual case of the scattering by incident waves)
which allows us to study the setting completely in Hölder spaces and avoids
the notions of “parallel surfaces” and weak forms of the normal derivatives.
For the scalar problem we restrict ourselves to the Neumann boundary con-
dition because our main goal is the treatment for Maxwell’s equations. Here
we believe—as also done in [7]—that the canonical spaces on the boundary
are Hölder spaces where also the surface divergence is Hölder continuous. In
order to prove the necessary properties of the scalar and vector potentials a
careful investigation of the differential geometric properties of the surface ∂D
is needed. Parts of the technical details are moved to the appendix. We em-
phasize that also this chapter is self-contained and does not need any results
from other chapters (except from the appendix).
As an alternative approach for studying boundary value problems for the

Helmholtz equation or the Maxwell system we will study the weak or varia-
tional solution concept in Chap. 4. We restrict ourselves to the interior bound-
ary value problem with a general source term and the homogeneous bound-
ary condition of a perfect conductor. This makes it possible to work (almost)
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Preface vii
solely in the Sobolev spaces H01 (D) and H0 (curl, D) of functions with vanish-
ing boundary traces or tangential boundary traces, respectively. In Sect. 4.1
we derive the basic properties of these special Sobolev spaces. The charac-
teristic feature is that no regularity of the boundary and no trace theorems
are needed. Probably the biggest difference between the scalar case of the
Helmholtz equation and the vectorial case of Maxwell’s equations is the fact
that H0 (curl, D) is not compactly imbedded in L2 (D, C3 ) in contrast to the
space H01 (D) for the scalar problem. This makes it necessary to introduce
the Helmholtz decomposition. The only proof which is beyond the scope of
this elementary chapter is the proof that the subspace of H0 (curl, D) con-
sisting of divergence-free vector fields is compactly imbedded in L2 (D, C3 ).
For this part some regularity of the boundary (e.g., Lipschitz regularity) is
needed. Since the proof of this fact requires more advanced properties of
Sobolev spaces it is postponed to Chap. 5. We note that also this chapter is
self-contained except of the before mentioned compactness property.
The final Chap. 5 presents the boundary integral equation method for
Maxwell’s equations on Lipschitz domains. Lipschitz domains, in particu-
lar polyhedral domains, play obviously an important role in praxis. We were
encouraged by our colleagues from the numerical analysis group to include
this chapter to have a reference for further studies. The investigation requires
more advanced properties of Sobolev spaces than those presented in Sect. 4.1.
In particular, Sobolev spaces on the boundary ∂D and the corresponding
trace operators have to be introduced. Perhaps different from most of the
traditional approaches we first consider the case of the cube (−π, π)3 ⊂ R3
and introduce Sobolev spaces of periodic functions by the proper decay of the
Fourier coefficients. The proofs of imbedding and trace theorems are quite
elementary. Then we use, as it is quite common, the partition of unity and
local maps to define the Sobolev spaces on the boundary and transfer the
trace theorem to general Lipschitz domains.
We define the scalar and vector potentials in Sect. 5.2 analogously to the
classical case as in Chap. 3 but have to interpret the boundary integrals as
certain dual forms. The boundary operators are then defined as traces of
these potentials. In this way we follow the classical approach as closely as
possible. Our approach is similar but a bit more explicit than in [20], see
also [12]. Once the properties of the potentials and corresponding boundary
operators are known, the introduction and investigation of the boundary in-
tegral equations are almost classical. For example, for Lipschitz domains the
Dirichlet boundary value problem for the scalar Helmholtz equation is solved
by a (properly modified) single layer ansatz. This is preferable to a double
layer ansatz because the corresponding double layer boundary operator fails
to be compact (in contrast to the case of smooth boundaries). Also, the sin-
gle layer boundary operator satisfies a Garding’s inequality; that is, it can be
decomposed into a coercive and a compact part. Analogously, the Neumann
viii Preface
boundary value problem and the electromagnetic case are treated. In our
presentation we try to show the close connection between the scalar and the
vector cases.
Starting perhaps with the pioneering work of Costabel [8] many important
contributions to the study of boundary integral operators in Sobolev spaces
for Lipschitz boundaries have been published. It is impossible for the authors
to give an overview on this subject but instead refer to the monograph [12]
and the survey article [4] from which we have learned a lot. As mentioned
above, our approach to introduce the Sobolev spaces, however, is different
from those in, e.g., [1–3].
In the appendix we collect results from functional analysis, vector calculus,

and differential geometry, in particular various forms of Green’s theorem
and the surface gradient and surface divergence for (smooth) functions on
(smooth) surfaces.
There exist numerous monographs on electromagnetism and wave propaga-

tion as, for example, [10, 13, 15, 23, 25, 29, 30] each of which with its own
scope and addressee. Perhaps different to these contributions the emphasis
of our work lies in the rigorous mathematical treatment of Maxwell’s equa-
tion inside or outside of bounded regions including the precise formulations
of these equations and their equivalent formulations and representations in
conveniently chosen function spaces which depend on the smoothness of the
data. The correct choice of these function spaces makes it possible to give
rigorous proofs of uniqueness and existence. In this way our style follows more
the ones in the monographs [5–7, 20, 21, 24].
We want to emphasize that it was not our intention to present a comprehen-

sive work on Maxwell’s equations, not even for the time-harmonic case or any
of the before mentioned subareas. As said before, this book arose from—and
is intended to be—material for designing graduate courses for mathemat-
ically orientated students on electromagnetic wave propagation problems.
The students should have some knowledge on vector analysis (curves, sur-
faces, divergence theorem) and functional analysis (normed spaces, Hilbert
spaces, linear and bounded operators, dual space). The union of the topics
covered in this monograph is certainly far too much for a single course. But
it is very well possible to choose parts of it because the chapters are all in-
dependent of each other. For example, in the summer term 2012 (8 credit
points; that is in our place, 16 weeks with 4 h per week plus exercises) one
of the authors (A.K.) covered Sects. 2.1–2.6 of Chap. 2 (only interior cases),
Chap. 3 without all of the proofs of the differential geometric properties of the
surface and all of the jump properties of the potentials, and Chap. 4 with-
out Sect. 4.3. Perhaps these notes can also be useful for designing courses
on Special Functions (spherical harmonics, Bessel functions) or on Sobolev
spaces.
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Preface ix
One of the authors wants to dedicate this book to his father, Arnold Kirsch
(1922–2013), who taught him about simplification of problems without falsi-
fication (as a concept of teaching mathematics in high schools). In Chap. 4
of this monograph we have picked up this concept by presenting the ideas
for a special case only rather than trying to treat the most general cases.
Nevertheless, we admit that other parts of the monograph (in particular of
Chaps. 3 and 5) are technically rather involved.
Karlsruhe, Germany Andreas Kirsch

Karlsruhe, Germany Frank Hettlich
July 2014
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Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Maxwell’s Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 The Constitutive Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Special Cases . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3.1 Vacuum . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3.2 Electro- and Magnetostatics . . . . . . . . . . . . . . . . . . . . . . . 6
1.3.3 Time-Harmonic Fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.4 Boundary and Radiation Conditions . . . . . . . . . . . . . . . . . . . . . . 11
1.5 The Reference Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.5.1 Scattering by a Perfect Conductor . . . . . . . . . . . . . . . . . . 18
1.5.2 A Perfectly Conducting Cavity . . . . . . . . . . . . . . . . . . . . . 19
2 Expansion into Wave Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

2.1 Separation in Spherical Coordinates . . . . . . . . . . . . . . . . . . . . . . 21
2.2 Legendre Polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.3 Expansion into Spherical Harmonics . . . . . . . . . . . . . . . . . . . . . . 36
2.4 Laplace’s Equation in the Interior and Exterior of a Ball . . . . 48
2.5 Bessel Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
2.6 The Helmholtz Equation in the Interior
and Exterior of a Ball . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
xi
xii Contents
2.7 Expansion of Electromagnetic Waves . . . . . . . . . . . . . . . . . . . . . . 74

2.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
3 Scattering from a Perfect Conductor . . . . . . . . . . . . . . . . . . . . . 95

3.1 A Scattering Problem for the Helmholtz Equation . . . . . . . . . . 95
3.1.1 Representation Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . 96
3.1.2 Volume and Surface Potentials . . . . . . . . . . . . . . . . . . . . . 105
3.1.3 Boundary Integral Operators . . . . . . . . . . . . . . . . . . . . . . 121
3.1.4 Uniqueness and Existence . . . . . . . . . . . . . . . . . . . . . . . . . 126
3.2 A Scattering Problem for the Maxwell System . . . . . . . . . . . . . 135
3.2.1 Representation Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . 137
3.2.2 Vector Potentials and Boundary Integral Operators . . . 149
3.2.3 Uniqueness and Existence . . . . . . . . . . . . . . . . . . . . . . . . . 155
3.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 162
4 The Variational Approach to the Cavity Problem . . . . . . . . . 165

4.1 Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
4.1.1 Basic Properties of Sobolev Spaces of Scalar
Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 166
4.1.2 Basic Properties of Sobolev Spaces of Vector Valued
Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
4.1.3 The Helmholtz Decomposition . . . . . . . . . . . . . . . . . . . . . 180
4.2 The Cavity Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
4.2.1 The Variational Formulation and Existence . . . . . . . . . . 184
4.2.2 Uniqueness and Unique Continuation . . . . . . . . . . . . . . . 195
4.3 The Time-Dependent Cavity Problem . . . . . . . . . . . . . . . . . . . . . 207
4.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 223
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Contents xiii
5 Boundary Integral Equation Methods for Lipschitz

Domains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 227
5.1 Advanced Properties of Sobolev Spaces . . . . . . . . . . . . . . . . . . . . 227
5.1.1 Sobolev Spaces of Scalar Functions . . . . . . . . . . . . . . . . . 229
5.1.2 Sobolev Spaces of Vector Valued Functions . . . . . . . . . . 244
5.1.3 The Case of a Ball Revisited . . . . . . . . . . . . . . . . . . . . . . . 266
5.2 Surface Potentials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 278
5.3 Boundary Integral Equation Methods . . . . . . . . . . . . . . . . . . . . . 298
5.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 310
A Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
A.1 Differential Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 313
A.2 Results from Linear Functional Analysis . . . . . . . . . . . . . . . . . . . 316
A.3 Elementary Facts from Differential Geometry . . . . . . . . . . . . . . 318
A.4 Integral Identities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 324
A.5 Surface Gradient and Surface Divergence . . . . . . . . . . . . . . . . . . 326
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 335
Chapter 1
Introduction
In this introductory chapter we will explain the physical model and derive the
boundary value problems which we will investigate in this monograph. We
begin by formulating Maxwell’s equations in differential form as our start-
ing point. In this monograph we consider exclusively linear media; that is,
the constitutive relations are linear. The restriction to special cases leads to
the analogous equations in electrostatics or magnetostatics and, assuming
periodic time dependence when going into the frequency domain, to time-
harmonic fields. In the presence of media the fields have to satisfy certain
continuity and boundary conditions and, if the region is unbounded, a radi-
ation condition at infinity. We finish this chapter by introducing two model
problems which we will treat in detail in the forthcoming chapters.
1.1 Maxwell’s Equations
Electromagnetic wave propagation is described by four particular equations,

the Maxwell equations, which relate five vector fields E, D, H, B, J and the
scalar field ρ. In differential form these read as follows:
∂B
+ curlx E =0 (Faraday’s Law of Induction)
∂t
∂D
− curlx H = −J (Ampere’s Law)
∂t
divx D =ρ (Gauss’ Electric Law)
divx B =0 (Gauss’ Magnetic Law) .
© Springer International Publishing Switzerland 2015 1

A. Kirsch, F. Hettlich, The Mathematical Theory of Time-Harmonic
Maxwell’s Equations, Applied Mathematical Sciences 190,
DOI 10.1007/978-3-319-11086-8 1
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2 1 Introduction
The fields E and D denote the electric field (in V /m) and electric displace-
ment (in As/m2 ), respectively, while H and B denote the magnetic field (in
A/m) and magnetic flux density (in V s/m2 = T = Tesla). Likewise, J and ρ
denote the current density (in A/m2 ) and charge density (in As/m3 ) of the
medium.
Here and throughout we use the rationalized MKS-system; that is, the fields
are given with respect to the units Volt (V ), Ampere (A), meter (m), and
second (s). All fields depend on both, the space variable x ∈ R3 and the time
variable t ∈ R. We note that the differential operators are always taken with
respect to the spacial variable x without indicating this in the following.
The definition of the differential operators div and curl, e.g., in cartesian
coordinates and basic identities are listed in the appendix.
The actual equations that govern the behavior of the electromagnetic field
were first completely formulated by James Clark Maxwell (1831–1879) in
Treatise on Electricity and Magnetism in 1873. It was the ingenious idea of
Maxwell to modify Ampere’s Law which was known up to that time in the
form curl H = J for stationary currents. Furthermore, he collected the four
equations as a consistent theory to describe electromagnetic phenomena.
As a first observation we note that in domains where the equations are sat-
isfied one derives from the identity div curl H = 0 the well-known equation
of continuity which combines the charge density and the current density.
Conclusion 1.1 Gauss’ Electric Law and Ampere’s Law imply the equation
of continuity
∂ρ ∂D
= div = div curl H − J = − div J .
∂t ∂t
Historically, and more closely connected to the physical situation, the integral
forms of Maxwell’s equations should be the starting point. In order to derive
these integral relations, we begin by letting S be a connected smooth surface
with boundary ∂S in the interior of a region Ω0 in R3 where electromagnetic
waves propagate. In particular, we require that the unit normal vector ν(x)
for x ∈ S is continuous and directed always to “one side” of S, which we
call the positive side of S. By τ (x) we denote a unit vector tangent to the
boundary of S at x ∈ ∂S. This vector, lying in the tangent plane of S together
with a second vector n(x) in the tangent plane at x ∈ ∂S and normal to ∂S
is oriented such that {τ, n, ν} form a mathematically positive system; that
is, τ is directed counterclockwise when we “look at S from the positive side,”
and n(x) is directed to the outside of S.
1.1 Maxwell’s Equations 3
Then Ampere’s law describing the effect of the external and the induced
current on the magnetic field is of the form

d
H · τ d = D · ν ds + J · ν ds . (1.1)
dt
∂S S S
It is named after André Marie Ampère (1775–1836).

Next, Faraday’s law of induction (Michael Faraday, 1791–1867), which is

d
E · τ d = − B · ν ds , (1.2)
dt
∂S S
describes how a time-varying magnetic field effects the electric field.

Let us denote by Ω ⊆ R3 an open set with boundary ∂Ω and outer unit
normal vector ν(x) at x ∈ ∂Ω. Finally, the equations include Gauss’ Electric
Law
D · ν ds = ρ dx (1.3)
∂Ω Ω
describing the sources of the electric displacement, and Gauss’ Magnetic Law

B · ν ds = 0 (1.4)
∂Ω
which ensures that there are no magnetic currents. Both named after Carl
Friedrich Gauss (1777–1855).
In regions where the vector fields are smooth functions and μ and ε are at
least continuous we can apply the following integral identities due to Stokes
and Gauss for surfaces S and solids Ω lying completely in D.

curl F · ν ds = F · τ d (Stokes), (1.5)
S ∂S

div F dx = F · ν ds (Gauss), (1.6)
Ω ∂Ω
see Appendix A.3. To derive the Maxwell’s equations in differential form we

choose F to be one of the fields H, E, B, or D. With these formulas we can
eliminate the boundary integrals in (1.1)–(1.4). We then use the fact that
we can vary the surface S and the solid Ω in D arbitrarily. By equating the
integrands we are led to Maxwell’s equations in differential form as presented
in the beginning.
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4 1 Introduction
With Maxwell’s equations many electromagnetic phenomena became explain-

able. For instance, they predicted the existence of electromagnetic waves as
light or X-rays in vacuum. It took about 20 years after Maxwell’s work when
Heinrich Rudolf Hertz (1857–1894) could show experimentally the existence
of electromagnetic waves, in Karlsruhe, Germany. For more details on the
physical background of Maxwell’s equations we refer to text books as J.D.
Jackson, Classical Electrodynamics [14].
1.2 The Constitutive Equations
In the general setting the equations are not yet complete. Obviously, there
are more unknowns than equations. The Constitutive Equations couple them:
D = D(E, H) and B = B(E, H) .
The electric properties of the material, which give these relationships are
complicated. In general, they depend not only on the molecular character but
also on macroscopic quantities as density and temperature of the material.
Also, there are time-dependent dependencies as, e.g., the hysteresis effect, i.e.
the fields at time t depend also on the past.
As a first approximation one starts with representations of the form
D = E + 4πP and B = H − 4πM
where P denotes the electric polarization vector and M the magnetization of

the material. These can be interpreted as mean values of microscopic effects
in the material. Analogously, ρ and J are macroscopic mean values of the
free charge and current densities in the medium.
If we ignore ferro-electric and ferro-magnetic media and if the fields are rela-
tively small, one can model the dependencies by linear equations of the form
D = εE and B = μH
with matrix-valued functions ε : R3 → R3×3 , the dielectric tensor, and μ :

R3 → R3×3 , the permeability tensor. In this case we call a medium linear.
The special case of an isotropic medium means that polarization and mag-
netization do not depend on the directions. Otherwise a medium is called
anisotropic. In the isotropic case dielectricity and permeability can be mod-
eled as just real valued functions, and we have
D = εE and B = μH
with scalar functions ε, μ : R3 → R.

1.3 Special Cases 5
In the simplest case these functions ε and μ are constant and we call such a
medium homogeneous. It is the case, e.g., in vacuum.
We indicated already that also ρ and J can depend on the material and the
fields. Therefore, we need a further relation. In conducting media the electric
field induces a current. In a linear approximation this is described by Ohm’s
Law :
J = σE + Je
where Je is the external current density. For isotropic media the function
σ : R3 → R is called the conductivity. If σ = 0, then the material is called
dielectric. In vacuum we have σ = 0 and ε = ε0 ≈ 8.854 · 10−12 AS/V m,
μ = μ0 = 4π · 10−7 V s/Am. In anisotropic media, also the function σ is
matrix valued.
1.3 Special Cases
Under specific physical assumptions the Maxwell system can be reduced to

elliptic second order partial differential equations. They serve often as simpler
models for electromagnetic wave propagation. Also in this monograph we will
always explain the approaches first for the simpler scalar wave equation.
1.3.1 Vacuum
Vacuum is a homogeneous, dielectric medium with ε = ε0 , μ = μ0 , and

σ = 0, and no charge distributions and no external currents; that is, ρ = 0
and Je = 0. The law of induction takes the form
∂H
μ0 + curl E = 0 .
∂t
Assuming sufficiently smooth functions a differentiation with respect to time
t and an application of Ampere’s Law yields
∂2H
ε0 μ 0 + curl curl H = 0 .
∂t2
√
The term c0 = 1/ ε0 μ0 has the dimension of a velocity and is called the
speed of light.
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6 1 Introduction
From the identity curl curl = ∇ div −Δ where the vector valued Laplace
operator Δ is taken componentwise it follows that the components of H are
solutions of the linear wave equation
1 ∂2H
− ΔH = 0 .
c20 ∂t2
Analogously, one derives the same equation for the cartesian components of
the electric field:
1 ∂2E
− ΔE = 0 .
c20 ∂t2
Therefore, a solution of the Maxwell system in vacuum can also be described
by a divergence free solution of one of the two vector valued wave equa-
tions and defining the other field by Amperes Law or by Faraday’s Law of
Induction, respectively.
1.3.2 Electro- and Magnetostatics
Next we consider the Maxwell system in the case of stationary fields; that is,
E, D, H, B, J , and ρ are constant with respect to time. For the electric field
E this situation in a region Ω is called electrostatics. The law of induction
reduces to the differential equation
curl E = 0 in Ω .
Therefore, if Ω is simply connected, there exists a potential u : Ω → R with

E = −∇u in Ω. In a homogeneous medium Gauss’ Electric Law yields the
Poisson equation
ρ = div D = − div(ε0 E) = −ε0 Δu
for the potential u. Thus, the electrostatics is described by the basic elliptic
partial differential equation Δu = −ρ/ε0 . Mathematically, we are led to the
field of potential theory.
Example 1.2. The most important example is the spherical symmetric electric
field generated by a point charge, e.g., at the origin. For x ∈ R3 with x = 0
1 1
the function u(x) = 4π |x| is harmonic; that is, satisfies Δu = 0. Thus by
1 x
E(x) = −∇u(x) = , x = 0,
4π |x|3
we obtain a stationary solution, the field of an electric monopole.

1.3 Special Cases 7
In magnetostatics one considers H being constant in time. For the magnetic

field the situation is different because by Ampere’s law we have curl H =
J . Thus in general curl H does not vanish. However, according to Gauss’
magnetic law we have
div B = 0 .
From this identity we conclude the existence of a vector potential A : R3 →
R3 with B = − curl A in D. Substituting this into Ampere’s Law yields (for
homogeneous media Ω) after multiplication with μ0 the equation
−μ0 J = curl curl A = ∇ div A − ΔA .
Since curl ∇ = 0 we can add gradients ∇u to A without changing B. We will

see later that we can choose u such that the resulting potential A satisfies
div A = 0. This choice of normalization is called Coulomb gauge named after
Charles Augustin de Coulomb (1736–1806). With this normalization we get
the Poisson equation
ΔA = μ0 J
also in magnetostatics. We note that in this case the Laplacian is vector
valued and has to be taken componentwise.
1.3.3 Time-Harmonic Fields
For our purpose of considering wave phenomena the most important situa-
tion are time-harmonic fields. Under the assumptions that the fields allow a
Fourier transformation in time we set

E(x; ω) = (Ft E)(x; ω) = E(x, t) eiωt dt ,
R

H(x; ω) = (Ft H)(x; ω) = H(x, t) eiωt dt ,
R
etc. We note that the fields E, H, etc. are now complex valued; that is,
E(·; ω), H(·; ω) : R3 → C3 and also all other Fourier transformed fields.
Although they are vector fields we denote them by capital Latin letters only.
According to Ft (u ) = −iωFt u Maxwell’s equations transform into the time-
harmonic Maxwell’s equations
−iωB + curl E = 0 ,
iωD + curl H = σE + Je ,
div D = ρ ,
div B = 0 .
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8 1 Introduction
Remark: The time-harmonic Maxwell system can also be derived from the
assumption that all fields behave periodically with respect to time with the
same frequency ω. Then the complex valued functions E(x, t) = e−iωt E(x),
H(x, t) = e−iωt H(x), etc., and their real and imaginary parts satisfy the
time-harmonic Maxwell system.
With the constitutive equations D = εE and B = μH we arrive at
curl E − iωμH = 0 , (1.7a)

curl H + (iωε − σ)E = Je , (1.7b)
div(εE) = ρ , (1.7c)
div(μH) = 0 . (1.7d)
Assuming (for simplicity only) additionally an isotropic medium we can elim-

inate H or E from (1.7a) and (1.7b) which yields

1
curl curl E + (iωε − σ) E = Je . (1.8)
iωμ
and
1 1
curl curl H + iωμ H = curl Je , (1.9)
iωε − σ iωε − σ
respectively. Usually, one writes these equations in a slightly different way by
introducing the constant values ε0 > 0 and μ0 > 0 in vacuum and dimen-
sionless, relative values μr (x), εr (x) ∈ R and εc (x) ∈ C, defined by
μ ε σ
μr = , εr = , ε c = εr + i .
μ0 ε0 ωε0
Then Eqs. (1.8) and (1.9) take the form

1
curl curl E − k 2 εc E = iωμ0 Je ,
μr

1 1
curl curl H − k 2 μr H = curl Je ,
εc εc
√
with the wave number k = ω ε0 μ0 . We conclude from the second equation
that div(μr H) = 0 because div curl vanishes. For the electric field we obtain
that div(εc E) = − iωμ
k2 div Je = − ωε0 div Je .
0 i
In vacuum we have εc = 1, μr = 1 and therefore the equations reduce to
curl curl E − k 2 E = iωμ0 Je , (1.10)

2
curl curl H − k H = curl Je . (1.11)
1.3 Special Cases 9
Without external current density, Je = 0, we obtain from curl curl =

∇ div −Δ the vector Helmholtz equations
ΔE + k 2 E = 0 and ΔH + k 2 H = 0 .
Obviously, the reduced problems considering E or H are symmetric and we

conclude the following important lemma.
1
Lemma 1.3. A vector field E ∈ C 2 (Ω, C3 ) combined with H := iωμ 0
curl E
provides a solution of the time-harmonic Maxwell system (1.7a)–(1.7d) for
Je = 0 in vacuum if and only if E is a divergence free solution of the vector
Helmholtz equation; that is,
ΔE + k 2 E = 0 and div E = 0 in Ω .
Analogously, a divergence free solution of the vector Helmholtz equation H ∈

−1
C 2 (Ω, C3 ) combined with E := iωε 0
curl H leads to a solution of Maxwell’s
equations in vacuum.
The relationship between the Maxwell system and the vector Helmholtz equa-
tion remains true if we consider time-harmonic waves in any homogeneous
medium because we only have to substitute μ0 and ε0 by complex valued
constants μ and ε, respectively. In this complex valued case the wave number
√
k = ω με is chosen such that Im k > 0 or k > 0. As an example for solutions
of the Maxwell system in a homogeneous medium we consider plane waves.
Example 1.4. In the case of vacuum with Je = 0 a short calculation shows

that the fields
E(x) = p eik d·x and H(x) = (p × d) eik d·x
are solutions of the homogeneous time-harmonic Maxwell equations (1.10),

3
(1.11) provided d is a unit vector in R3 and p ∈ C3 with p · d = j=1 pj dj =
0. Such fields are called plane time-harmonic fields with polarization vector
p ∈ C3 and direction d, because its wave fronts are planes perpendicular to d.
Additionally the following observation will be useful.
Lemma 1.5. Let E be a divergence free solution of the vector Helmholtz equa-
tion in a domain D. Then x → x · E(x) is a solution of the scalar Helmholtz
equation.
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10 1 Introduction
Proof: By the vector Helmholtz equation and div E = 0 we obtain

3 3

Δ x · E(x) = div ∇ xj Ej (x) = div Ej (x) e(j) + xj ∇Ej (x)
j=1 j=1
3
∂Ej
= 2 (x) + xj ΔEj (x) = 2 div E(x) − k 2 x · E(x)
j=1
∂xj
= −k 2 x · E(x)
where e(j) denotes the jth cartesian coordinate unit vector.
As in the stationary situation also the time-harmonic Maxwell equations

in homogeneous media can be treated with methods from potential the-
ory. We make the assumption εc = 1, μr = 1 and consider (1.10) and
(1.11). Taking the divergence of these equations yields div H = 0 and
k 2 div E = −iωμ0 div Je ; that is, div E = −(i/ωε0 ) div Je . Comparing this
to (1.7c) yields the time-harmonic version of the equation of continuity
div Je = iωρ .
With the vector identity curl curl = −Δ + div ∇ Eqs. (1.10) and (1.11) can
be written as
1
ΔE + k 2 E = −iωμ0 Je + ∇ρ , (1.12)
ε0
ΔH + k 2 H = − curl Je . (1.13)
Let us consider the magnetic field first and introduce the magnetic Hertz
potential : The equation div H = 0 implies the existence of a vector potential
A with H = curl A. Thus (1.13) takes the form
curl(ΔA + k 2 A) = − curl Je
and we obtain
ΔA + k 2 A = −Je + ∇ϕ (1.14)
for some scalar field ϕ. On the other hand, if A and ϕ satisfy (1.14), then
1 1
H = curl A and E = − (curl H−Je ) = iωμ0 A − ∇(div A−ϕ)
iωε0 iωε0
satisfies the Maxwell system (1.7a)–(1.7d).

Analogously, we can introduce electric Hertz potentials if Je = 0. Because
div E = 0 there exists a vector potential A with E = curl A. Substituting
this into (1.12) yields
curl(ΔA + k 2 A) = 0
1.4 Boundary and Radiation Conditions 11
and we obtain
ΔA + k 2 A = ∇ϕ (1.15)
for some scalar field ϕ. On the other hand, if A and ϕ satisfy (1.15), then
1 1
E = curl A and H = curl E = −iωε0 A + ∇(div A − ϕ)
iωμ0 iωμ0
satisfies the Maxwell system (1.7a)–(1.7d). In any case we end up with an

inhomogeneous vector Helmholtz equation.
As a particular example we may take a magnetic Hertz vector A of the form
A(x) = u(x) ẑ with a scalar solution u of the two-dimensional Helmholtz
equation and the unit vector ẑ = (0, 0, 1) ∈ R3 . Then

∂u ∂u
H = curl(uẑ) = ,− ,0 ,
∂x2 ∂x1
1
E = iωμ0 ẑ + ∇(∂u/∂x3 ) .
−iωε0
If u is independent of x3 , then E has only a x3 -component, and the vector
Helmholtz equation for A reduces to a scalar Helmholtz equation for the
potential u. The situation that E has only one non-zero component is called
electric mode, E-mode, or transverse-magnetic mode, TM-mode. Analogously,
also the H-mode or TE-mode is considered if H consists of only one non-zero
component satisfying the scalar Helmholtz equation.
1.4 Boundary and Radiation Conditions
Maxwell’s equations hold only in regions with smooth parameter functions

εr , μr , and σ. If we consider a situation in which a surface S separates two
homogeneous media from each other, the constitutive parameters ε, μ, and
σ are no longer continuous but piecewise continuous with finite jumps on S.
While on both sides of S Maxwell’s equations (1.7a)–(1.7d) hold, the presence
of these jumps implies that the fields satisfy certain conditions on the surface.
To derive the mathematical form of this behavior, the transmission, and

boundary conditions, we apply the law of induction (1.2) to a narrow
rectangle-like surface R, containing the normal ν to the surface S and whose
long sides C+ and C− are parallel to S and are on the opposite sides of it,
see Fig. 1.1.
When we let the height of the narrow sides, AA and BB , approach zero then
C+ and C− approach a curve C on S, the surface integral ∂t ∂
R
B · n ds will
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12 1 Introduction
Fig. 1.1 Derivation of conditions at boundaries and interfaces from Maxwell’s

equations
vanish in the limit because the field remains finite. Note that the normal n is
the normal to R lying in the tangential plane of S. Hence, the line integrals
E · τ d and C E − · τ d must be equal. Since the curve C is arbitrary
C +
the integrands E + · τ and E − · τ coincide on every arc C; that is,
ν × E + − ν × E − = 0 on S . (1.16)
A similar argument holds for the magnetic field in (1.1) if the current distri-
bution J = σE + Je remains finite. In this case, the same arguments lead to
the boundary condition.
ν × H+ − ν × H− = 0 on S . (1.17)
If, however, the external current distribution is a surface current; that is, if
Je is of the form Je (x + τ ν(x)) = Js (x)δ(τ ) for small τ and x ∈ S where δ
denotes the delta distribution and with tangential surface field Js and σ is
finite, then the surface integral R Je · n ds will tend to C Js · n d, and so
the boundary condition is
ν × H+ − ν × H− = Js on S . (1.18)
We will call (1.16) and (1.17) or (1.18) transmission boundary conditions.
A special and very important case is that of a perfectly conducting medium

with boundary S. Such a medium is characterized by the fact that the electric
field vanishes inside this medium, and (1.16) reduces to
ν×E = 0 on S .
In realistic situations, of course, the exact form of this equation never occurs.
Nevertheless, it is a common model for the case of a very large conductivity.
Another important case is the impedance- or Leontovich boundary condition
ν × H = λ ν × (E × ν) on S
for some non-negative impedance function λ which, under appropriate condi-

tions, may be considered as an approximation of the transmission conditions.
Of course these boundary conditions occur also in the time-harmonic case for
the fields which we denote by capital Latin letters.
The situation is different for the normal components E · ν and H · ν. We

consider Gauss’ Electric and Magnetic Laws and choose Ω to be a box which
is separated by a surface S into two parts Ω1 and Ω2 . We apply (1.3) first
to all of Ω and then to Ω1 and Ω2 separately. The addition of the last two
formulas and the comparison with the first yields that the normal component
D · ν has to be continuous. Analogously we obtain B · ν to be continuous at
S, if we consider (1.4). With the constitutive equations one gets
ν · (εr,1 E 1 − εr,2 E 2 ) = 0 on S and ν · (μr,1 H1 − μr,2 H2 ) = 0 on S .
Conclusion 1.6 The normal components of E and/or H are not continuous

at interfaces where εc and/or μr have jumps.
Finally, we specify the boundary conditions to the E- and H-modes defined

above (see p. 11). We assume that the surface S is an infinite cylinder in
x3 -direction with constant cross section. Furthermore, we assume that the
volume current density J vanishes near the boundary S and that the surface
current densities take the form Js = js ẑ for the E-mode and Js = js ν × ẑ
for the H-mode. We use the notation [v] := v|+ − v|− for the jump of the
function v at the boundary. Then in the E-mode we obtain the transmission
boundary condition
∂u
[u] = 0 , (σ − iωε) = −js on S ,
∂ν
and in the H-mode we get
∂u
[u] = js , μ =0 on S .
∂ν
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14 1 Introduction
In scattering theory the solutions live in the unbounded exterior of a bounded

domain D. In these situations the behavior of electromagnetic fields at infinity
has to be taken into account. As an example we consider the fields in the case
of a Hertz dipole at the origin.
Example 1.7. In the case of plane waves (see Example 1.4) the wave fronts
are planes. Now we look for waves with spherical wave fronts. A direct com-
putation shows that
1 eik|x|
Φ(x) = , x ∈ R3 \ {0} ,
4π |x|
is a solution of the Helmholtz equation in R3 \{0}. It is called the fundamental

solution of the Helmholtz equation at the origin (see Definition 3.1) which
is essential as we will see in Chap. 3. Physically it can be interpreted as the
solution generated by a point source at the origin similar to the electrostatic
case (see Example 1.2).
Furthermore, defining

1 eik|x| 1 eik|x|
H(x) = curl Φ(x) p = curl p = ∇ ×p
4π |x| 4π |x|
for some constant vector p ∈ C3 , we obtain from the identity curl curl =
∇ div −Δ and the fact that Φ solves the Helmholtz equation,
curl H(x) = ∇ div Φ(x) p − Δ Φ(x) p = ∇ div Φ(x) p + k 2 Φ(x) p
and thus by (A.3) curl curl H = k 2 H. Therefore H and E = ωεi 0 curl H

constitute a solution of the time-harmonic Maxwell equations in vacuum (see
Lemma 1.3).
Computing the gradient

1 1 eik|x| x x eik|x| x
∇Φ(x) = ik − = ik Φ(x) − (1.19)
4π |x| |x| |x| |x| 4π|x|2 |x|
√
we obtain by recalling the frequency ω > 0 and wave number k = ω ε0 μ0
that the time-dependent magnetic field has the form

−iωt 1 x ik 1
H(x, t) = H(x) e = ×p − ei(k|x|−ωt)
4π |x| |x| |x|2
of the Hertz dipole centered at the origin with dipole moment p e−iωt .
We observe that all of the functions E, H, Φ of this example decay as 1/|x|

as |x| tends to infinity. This asymptotic decay is not sufficient in describing
a scattered field, because we also obtain solutions of the Helmholtz equation
and the Maxwell equations, respectively, with this asymptotic behavior if we

replace in the last example the wave number k by −k.
To distinguish these fields we must consider the factor ei(k|x|−ωt) and compare
it ei(−k|x|−ωt) for the case of −k. In the first case we obtain “outgoing”
wave fronts while in the second case where the wave number is negative we
obtain “ingoing” wave fronts. For the scattering of electromagnetic waves the
scattered waves have to be outgoing waves. Thus, it is required to exclude the
second ones by additional conditions which are called radiation conditions.
From (1.19) we observe that the two cases can be distinguished by subtracting
ikΦ. This motivates a general characterization of radiating solutions u of the
Helmholtz equation by the Sommerfeld radiation condition, which is

x
lim |x| · ∇u − iku = 0 .
|x|→∞ |x|
Similarly, we find a condition for radiating electromagnetic fields from the

behavior of the Hertz dipole. Computing
i
E(x) = curl H(x)
ωε0
ik|x|
i 2 x x 1 ik 3x · p x e
= k ×p × + 2
− −p
4πωε0 |x| |x| |x| |x| |x| |x| |x|
we conclude
√ √
lim ε0 E(x) × x + μ0 |x|H(x)
|x|→0
√
μ0 1 x eik|x|
= lim 2+ ×p = 0.
|x|→0 4π ik|x| |x| |x|
√ √
Analogously, we obtain lim|x|→0 μ0 H(x) × x − ε0 |x|E(x) = 0. We note
that none of the conditions are satisfied if we replace k by −k. The radiation
condition
√ √
lim μ0 H(x) × x − |x| ε0 E(x) = 0 (1.20a)
|x|→∞
or
√ √
lim ε0 E(x) × x + |x| μ0 H(x) = 0, (1.20b)
|x|→∞
are called Silver–Müller radiation condition for time-harmonic electromag-

netic fields.
Later (in Chap. 3) we will show that these radiation conditions are sufficient
for the existence of unique solutions of scattering problems. Additionally from
the representation theorem in Chap. 3 we will prove equivalent formulations
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16 1 Introduction
and the close relationship of the Sommerfeld and the Silver–Müller radiation
condition. Additionally, the limiting absorption principle will give another
justification for this definition of radiating solutions.
Finally we discuss the energy of scattered waves. In general the energy density
of electromagnetic fields in a linear medium is given by 12 (E ·D +H·B). Thus,
from Maxwell’s equations, the identity (A.9), and the divergence theorem
(Theorem A.11) in a region Ω we obtain

∂ 1
E · D + H · B dx = E · (curl H − J ) − H · curl E dx
∂t 2 Ω
Ω
= div(E × H) − E · J dx
Ω
= (E × H) · ν ds − E · J dx .
∂Ω Ω
This conservation law for the energy of electromagnetic fields is called Poynt-
ing’s Theorem. Physically, the right-hand side is read as the sum of the energy
flux through the surface ∂Ω given by the Poynting vector , E × H, and the
electrical work of the fields with the electrical power J · E.
Let us consider the Poynting theorem in case of time-harmonic fields with
frequency
ω > 0 in vacuum,
i.e. J = 0, ε = ε0 , μ = μ0 . Substituting
E(x, t) =
Re E(x)e−iωt = 12 E(x)e−iωt + E(x)eiωt and H(x, t) = 12 H(x)e−iωt +

H(x)eiωt into the left-hand side of Poynting’s theorem lead to

∂ 1
ε0 |E(x, t)|2 + μ0 |H(x, t)|2 dx
∂t 2 Ω

∂ 1
= ε0 Re (E(x)2 e−2iωt ) + |E(x)|2
∂t 4 Ω

+ μ0 Re (H(x)2 e−2iωt ) + |H(x)|2 dx

iω
=− ε0 Re (E(x)2 e−2iωt ) + μ0 Re (H(x)2 e−2iωt ) dx
2 Ω
where we wrote E(x)2 and H(x)2 for E(x) · E(x) ∈ C and H(x) · H(x) ∈ C,
respectively. On the other hand, we compute the flux term as

1 1
(E×H)·ν ds = Re E × H ·ν ds + Re E × H e−2iωt ·ν ds .
∂Ω 2 ∂Ω 2 ∂Ω
By the Poynting Theorem the two integrals coincide for all t. Thus we con-
clude for the time independent term

Re (E × H) · ν ds = 0 .
∂Ω
1.5 The Reference Problems 17
The vector field E × H is called the complex Poynting vector. If Ω has the
form Ω = B(0, R) \ D for a bounded domain D with sufficiently smooth
boundary contained in the ball B(0, R) of radius R, we observe conservation
of energy in the form

Re ν · (E × H) ds = Re ν · (E × H) ds .
|x|=R ∂D
Furthermore, from this identity we obtain

√
2 ε0 μ0 Re ν · (E × H) ds
∂D

√ √
= ε0 |E|2 + μ0 |H × ν|2 ds − | μ0 H × ν − ε0 E|2 ds .
|x|=R |x|=R
If we additionally assume radiating fields, the Silver–Müller radiation condi-

tion (1.20a) or (1.20b) implies

√
lim μ0 H × ν − √ε0 E 2 ds = 0
R→∞ |x|=R
which yields boundedness of |x|=R

|E|2 ds and, analogously, |x|=R
|H|2 ds as
R tends to infinity.
1.5 The Reference Problems
After this introduction into the mathematical description of electromagnetic

waves the aim of the textbook becomes more obvious. In general we can dis-
tinguish (at least) three common approaches which lead to existence results of
boundary value problems for linear partial differential equations: expanding
solutions into spherical wave functions by separation of variables techniques,
reformulation and treatment of a given boundary value problem in terms of
integral equations in Banach spaces of functions on the interfaces, and the
reformulation of the boundary value problem as a variational equation in
Hilbert spaces of functions in the domain. It is the aim of this monograph to
discuss all of these common methods in the case of time-harmonic Maxwell’s
equations.
We already observed the close connection of the Maxwell system with the
scalar Helmholtz equation. Therefore, before we treat the more complicated
situation of the Maxwell system we investigate the methods for this scalar el-
liptic partial differential equation in detail. Thus, the structure of all following
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18 1 Introduction
chapters will be similar: we first discuss the technique in the case of the
Helmholtz equation and then we extend it to boundary value problems for
electromagnetic fields.
As we have mentioned already in the preface it is not our aim to present a col-
lection of all or even some interesting boundary value problems. Instead, we
present the ideas for two classical reference problems only which we introduce
next.
1.5.1 Scattering by a Perfect Conductor
The first one is the scattering of electromagnetic waves in vacuum by a perfect

conductor (see Fig. 1.2): Given a bounded region D with sufficiently smooth
boundary ∂D and exterior unit normal vector ν(x) at x ∈ ∂D and some
solution E inc and H inc of the unperturbed time-harmonic Maxwell system
curl E inc − iωμ0 H inc = 0 in R3 , curl H inc + iωε0 E inc = 0 in R3 ,
the problem is to determine E, H of the Maxwell system
curl E − iωμ0 H = 0 in R3 \ D , curl H + iωε0 E = 0 in R3 \ D ,
such that E satisfies the boundary condition
ν×E =0 on ∂D
inc inc
E ,H
D ν×E=0
Es , Hs
Fig. 1.2 The scattering of electromagnetic waves by a perfect conductor

1.5 The Reference Problems 19
and both, E and H, can be decomposed into E = E s + E inc and H =

H s + H inc in R3 \ D with some scattered field E s , H s which satisfy the
Silver–Müller radiation condition

√ x √
lim |x| μ0 H s (x) × − ε0 E s (x) = 0
|x|→∞ |x|

√ x √
lim |x| ε0 E s (x) × + μ0 H s (x) = 0
|x|→∞ |x|
uniformly with respect to all directions x/|x|.
1.5.2 A Perfectly Conducting Cavity
For the second reference problem we consider D ⊆ R3 to be a bounded domain

with sufficiently smooth boundary ∂D and exterior unit normal vector ν(x)
at x ∈ ∂D (see Fig. 1.3). Furthermore, functions μ, ε, and σ are given on D
and some source Je : D → C3 . Then the problem is to determine a solution
(E, H) of the time-harmonic Maxwell system
curl E − iωμH = 0 in D , (1.21a)

curl H + (iωε − σ)E = Je in D , (1.21b)
with the boundary condition
ν×E =0 on ∂D . (1.21c)
μ,ε,σ
ν×E=0
Fig. 1.3 Electromagnetic waves in a cavity with perfectly conducting boundary
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20 1 Introduction
Of course, for general μ, ε, σ ∈ L∞ (R3 ) we have to give first a correct inter-

pretation of the differential equations by a so-called weak formulation, which
will be presented in detail in Chap. 4.
Throughout, we will have these two reference problems in mind for the whole
presentation. We will start with constant electric parameters inside or out-
side a ball. Then we can expect radially symmetric solutions which can be
computed by separation of variables in terms of spherical coordinates. This
approach will be worked out in Chap. 2. It will lead us to a better understand-
ing of electromagnetic waves from its expansion into spherical wave functions.
In particular, we can see explicitly in which way boundary data are attained.
In Chap. 3 we will use the fundamental solution of the scalar Helmholtz equa-
tion to represent electromagnetic waves by integrals over the boundary ∂D
of the region D. These integral representations by boundary potentials are
the basis for deriving integral equations on ∂D. We prefer to choose the “in-
direct” approach; that is, to search for the solution in terms of potentials
with densities which are determined by the boundary data through a bound-
ary integral equation. To solve this we will apply the Riesz–Fredholm theory.
In this way we have to prove the existence of unique solutions of the first
reference problem for any perfectly conducting smooth scattering obstacle.
The cavity problem will be investigated in Chap. 4. The treatment by a vari-
ational approach requires the introduction of suitable Sobolev spaces. The
Helmholtz decomposition makes it possible to transfer the ideas of the sim-
pler scalar Helmholtz equation to the Maxwell system. The Lax–Milgram
theorem in Hilbert spaces is the essential tool to establish an existence result
for the second reference problem.
The reason for including Chap. 5 into this monograph is different than for
Chaps. 3 and 4. While for the latter ones our motivation was the teaching as-
pect (these chapters arose from graduate courses) the motivation for Chap. 5
is that we were not able to find such a thorough presentation of bound-
ary integral methods for Maxwell’s equations on Lipschitz domains in any
textbook. The integral equation methods themselves are not much different
from the classical ones on smooth boundaries. The mapping properties of the
boundary operators, however, require a detailed study of Sobolev spaces on
Lipschitz boundaries. In this Chap. 5 we use and combine methods of Chaps. 3
and 4. Therefore, this chapter cannot be studied independently of Chaps. 3
and 4.
Chapter 2
Expansion into Wave Functions
This chapter, which is totally independent of the remaining parts of this

monograph,1 studies the fact that the solutions of the scalar Helmholtz
equation or the vectorial Maxwell system in balls can be expanded into certain
special “wave functions.” We begin by expressing the Laplacian in spheri-
cal coordinates and search for solutions of the scalar Laplace equation or
Helmholtz equation by separation of the (spherical) variables. It will turn
out that the spherical parts are eigensolutions of the Laplace–Beltrami op-
erator while the radial part solves an equation of Euler type for the Laplace
equation and the spherical Bessel differential equation for the case of the
Helmholtz equation. The solutions of these differential equations will lead
to spherical harmonics and spherical Bessel and Hankel functions. We will
investigate these special functions in detail and derive many important prop-
erties. The main goal is to express the solutions of the interior and exterior
boundary value problems as series of these wave functions. As always in this
monograph we first present the analysis for the scalar case of the Laplace
equation and the Helmholtz equation before we consider the more compli-
cated case of Maxwell’s equations.
2.1 Separation in Spherical Coordinates
The starting point of our investigation is the boundary value problem inside
(or outside) the “simple” geometry of a ball in the case of a homoge-
neous medium. We are interested in solutions u of the Laplace equation
1
Except for the proof of a radiation condition.

DOI 10.1007/978-3-319-11086-8 2
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22 2 Expansion into Wave Functions
or Helmholtz equation—and later of the time-harmonic Maxwell system—

which can be separated into a radial part v : R>0 → C and a spherical part
K : S 2 → C; that is,
u(x) = v(r) K(x̂) , r > 0 , x̂ ∈ S 2 ,
where S 2 = {x ∈ R3 : |x| = 1} denotes the unit sphere in R3 . Here, r = |x| =

x21 + x22 + x23 and x̂ = |x|
x
∈ S 2 denote the spherical coordinates; that is,
⎛ ⎞
r cos ϕ sin θ
x = ⎝ r sin ϕ sin θ ⎠ with r ∈ R>0 , ϕ ∈ [0, 2π), θ ∈ [0, π] ,
r cos θ
and x̂ = (cos ϕ sin θ, sin ϕ sin θ, cos θ) .

In the previous chapter we have seen already the importance of the differential
operator Δ in the modeling of electromagnetic waves. It occurs directly in
the stationary cases and also in the differential equations for the magnetic
and electric Hertz potentials. Also, solutions of the full Maxwell system solve
the vector Helmholtz equation in particular cases. Thus the representation
of the Laplacian in spherical polar coordinates is of essential importance.

1 ∂ 2 ∂ 1 ∂2 1 ∂ ∂
Δ= 2 r + 2 2 + 2 sin θ (2.1)
r ∂r ∂r r sin θ ∂ϕ2 r sin θ ∂θ ∂θ

∂2 2 ∂ 1 ∂2 1 ∂ ∂
= 2 + + 2 2 + sin θ .
∂r r ∂r r sin θ ∂ϕ2 r2 sin θ ∂θ ∂θ
Definition 2.1. Functions u : Ω → R which satisfy the Laplace equation

Δu = 0 in Ω are called harmonic functions in Ω. Complex valued functions
are harmonic if their real and imaginary parts are harmonic.
The Laplace operator separates into a radial part, which is r12 ∂r ∂

(r2 ∂r
∂
) =
2
∂ 2 ∂
∂r 2 + r ∂r , and the spherical part which is called the Laplace–Beltrami oper-
ator, a differential operator on the unit sphere.
Definition 2.2. The differential operator ΔS 2 : C 2 (S 2 ) → C(S 2 ) with

representation

1 ∂2 1 ∂ ∂
ΔS 2 = + sin θ .
sin2 θ ∂ϕ2 sin θ ∂θ ∂θ
in spherical coordinates is called spherical Laplace–Beltrami operator on S 2 .

∂
With the notation of the Beltrami operator and Dr = ∂r we obtain
2 1 1 1
Δ = Dr2 + Dr + 2 ΔS 2 = 2 Dr r2 Dr + 2 ΔS 2 .
r r r r
2.1 Separation in Spherical Coordinates 23
Assuming that a potential or a component of a time-harmonic electric or

magnetic field can be separated as u(x) = u(rx̂) = v(r)K(x̂) with r = |x|
and x̂ = x/|x| ∈ S 2 , a substitution into the Helmholtz equation Δu+k 2 u = 0
for some k ∈ C leads to
0 = Δu(rx̂) + k 2 u(rx̂)
2 1
= v (r) K(x̂) + v (r) K(x̂) + 2 v(r) ΔS 2 K(x̂) + k 2 v(r) K(x̂) .
r r
Thus we obtain, provided v(r)K(x̂) = 0,
v (r) + 2r v (r) 1 Δ 2 K(x̂)

+ 2 S + k2 = 0 . (2.2)
v(r) r K(x̂)
If there is a nontrivial solution of the supposed form, it follows the existence

of a constant λ ∈ C such that v satisfies the ordinary differential equation

r2 v (r) + 2r v (r) + k 2 r2 + λ v(r) = 0 for r > 0 , (2.3)
and K solves the partial differential equation
ΔS 2 K = λK on S 2 . (2.4)
In the functional analytic language the previous equation describes the prob-
lem to determine eigenfunctions K and corresponding eigenvalues λ of the
spherical Laplace–Beltrami operator ΔS 2 . This operator is self-adjoint and
non-positive with respect to the L2 (S 2 )-norm, see Exercise 2.2. Especially,
we observe that λ ∈ R<0 . We will explicitly construct a complete orthonor-
mal system of eigenfunctions although the existence of such a system follows
from functional analytic arguments as well because the resolvent of ΔS 2 is
compact.
We observe that the parameter k appears in the equation for v only. The
spherical equation (2.4) is independent of k, and the system of eigenfunctions
will be used for both, the Laplace and the Helmholtz equation.
Using the explicit representation of the spherical Laplace–Beltrami operator
transforms (2.4) into

∂2 ∂ ∂
K(θ, ϕ) + sin θ sin θ K(θ, ϕ) = λ sin2 θ K(θ, ϕ)
∂ϕ2 ∂θ ∂θ
where we write K(θ, ϕ) for K(x̂). Assuming eigenfunctions of the form

K(θ, ϕ) = y1 (ϕ) y2 (θ) leads to

y1 (ϕ) sin θ sin θ y2 (θ)
+ − λ sin2 θ = 0 (2.5)
y1 (ϕ) y2 (θ)
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provided y1 (ϕ)y2 (θ) = 0. If the decomposition is valid, there exists a constant

μ ∈ C such that y1 = μy1 . Since we are interested in differentiable solutions
u, the function y1 must be 2π periodic. Using a fundamental system of the
linear ordinary differential equation we conclude that μ = −m2 with m ∈ Z,
and the general solution of y1 = μy1 is given by
c1 eimϕ + c2 e−imϕ = c̃1 cos(mϕ) + c̃2 sin(mϕ)
with arbitrary constants c1 , c2 ∈ C and c̃1 , c̃2 ∈ C, respectively.

We assume that the reader is familiar with the basics of the classical Fourier
theory. In particular, we recall that every function f ∈ L2 (−π, π) allows an
expansion in the form

f (t) = fm eimt
m∈Z
with Fourier coefficients

π
1
fm = f (s)e−ims ds , m ∈ Z.
2π
−π
The convergence of the series must be understood in the L2 -sense, that is,
π
M
2

imt
f (t) − fm e dt −→ 0 , N, M → ∞ .

−π m=−N
Thus by the previous result we conclude that the possible functions {eimt :
m ∈ Z} constitute a complete orthonormal system in L2 (−π, π).
Next we consider the dependence on θ. Using μ = −m2 turns (2.5) into

sin θ sin θ y2 (θ) − m2 + λ sin2 θ y2 (θ) = 0
for y2 . With the substitution z = cos θ ∈ (−1, 1] and w(z) = y2 (θ) we arrive
at the associated Legendre differential equation

2
m2
(1 − z )w (z) − λ + w(z) = 0 . (2.6)
1 − z2
An investigation of this equation will be the main task of the next section
leading to the so-called Legendre polynomials and to a complete orthonormal
system of spherical surface harmonics. In particular, we will see that only for
λ = −n(n + 1) for n ∈ N0 there exist smooth solutions.
Obviously, the radial part of separated solutions given by the ordinary
differential equation (2.3) depends on the wave number k. For k = 0 and
2.2 Legendre Polynomials 25
λ = −n(n + 1) we obtain the Euler equation
r2 v (r) + 2r v (r) − n(n + 1) v(r) = 0 . (2.7)
By the ansatz v(r) = rμ we compute μ(μ + 1) = n(n + 1), which leads to the
fundamental set of solutions
v1,n (r) = rn and v2,n (r) = r−(n+1) .
If we are interested in non-singular solutions of the Laplace equation inside a

ball we have to choose v1,n (r) = rn . In the exterior of a ball v2,n (r) = r−(n+1)
will lead to solutions which decay as |x| tends to infinity.
In the case of k = 0 we rewrite the differential equation (2.3) for λ = −n(n + 1)
by the substitution z = kr and v(r) = v̂(kr) into the spherical Bessel differ-
ential equation
z 2 v̂ (z) + 2z v̂ (z) + z 2 − n(n + 1) v̂(z) = 0 . (2.8)
In Sect. 2.5 we will discuss the Bessel functions, which solve this differen-
tial equation. Combining spherical surface harmonics and the corresponding
Bessel functions will lead to solutions of the Helmholtz equation and further
on also of the Maxwell system.
2.2 Legendre Polynomials
Let us consider the case of harmonic functions u, that is Δu = 0. In the

previous section we saw already that a separation in spherical coordinates
leads to solutions of the form u(x) = rn (c1 eimϕ +c2 e−i m ϕ ) w(cos θ) where w
is determined by the associated Legendre differential equation (2.6) with λ ∈
R<0 .
We discuss this real ordinary differential equation (2.6) first for the special
case m = 0; that is,
d
(1 − z 2 ) w (z) − λ w(z) = 0 , −1 < z < 1 . (2.9)
dz
This is a differential equation of Legendre type.
The coefficients vanish at z = ±1. We are going to determine solutions which
are continuous up to the boundary, thus w ∈ C 2 (−1, +1) ∩ C[−1, +1].
Theorem 2.3. (a) For λ = −n(n + 1), n ∈ N ∪ {0}, there exists exactly one
solution w ∈ C 2 (−1, +1)∩C[−1, +1] with w(1) = 1. We set Pn = w. The
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function Pn is a polynomial of degree n and is called Legendre polynomial

of degree n. It satisfies the differential equation
d
(1 − x2 ) Pn (x) + n(n + 1) Pn (x) = 0 , −1 ≤ x ≤ 1 .
dx
(b) If there is no n ∈ N ∪ {0} with λ = −n(n + 1), then there is no nontrivial
solution of (2.9) in C 2 (−1, +1) ∩ C[−1, +1].
Proof: We make a—first only formal—ansatz for a solution in the form of

a power series:
∞
w(x) = aj x j
j=0
and substitute this into the differential equation (2.9). A simple calculation
shows that the coefficients have to satisfy the recursion
j(j + 1) + λ
aj+2 = aj , j = 0, 1, 2, . . . . (2.10)
(j + 1)(j + 2)
The ratio test, applied to

∞
∞

w1 (x) = a2k x2k and w2 (x) = a2k+1 x2k+1
k=0 k=0
separately yields that the radius of convergence is one. Therefore, for any
a0 , a1 ∈ R the function w is an analytic solution of (2.9) in (−1, 1).
Case 1: There is no n ∈ N ∪ {0} with aj = 0 for all j ≥ n; that is, the

series does not reduce to a finite sum. We study the behavior of w1 (x) and
w2 (x) as x tends to ±1. First we consider w1 and split w1 in the form
0 −1
k ∞

w1 (x) = a2k x2k + a2k x2k
k=0 k=k0
where k0 is chosen such that 2k0 (2k0 + 1) + λ > 0 and (2k0 + 1) −

λ/2 / (2k0 +1)(k0 +1) ≤ 1/2. Then a2k does not change its sign anymore
for k ≥ k0 . Taking the logarithm of (2.10) for j = 2k yields
2k(2k + 1) + λ
ln |a2(k+1) | = ln + ln |a2k |
(2k + 1)(2k + 2)
(2k + 1) − λ/2
= ln 1 − + ln |a2k | .
(2k + 1)(k + 1)
Now we use the elementary estimate ln(1 − u) ≥ −u − 2u2 for 0 ≤ u ≤ 1/2

which yields
2
(2k + 1) − λ/2 (2k + 1) − λ/2
ln |a2(k+1) | ≥ − − + ln |a2k |
(2k + 1)(k + 1) (2k + 1)(k + 1)
1 c
≥− − 2 + ln |a2k |
k+1 k
for some c > 0. Therefore, we arrive at the following estimate for ln |a2k |:

k−1
1 1
k−1
ln |a2k | ≥ − − c + ln |a2k0 | for k ≥ k0 .
j+1 j2
j=k0 j=k0
Using
dt k
j+1

k−1
1
k−1
dt
≤ = = ln k − ln k0
j+1 t t
j=k0 j=k0 j k0
yields
⎡ ⎤
∞
1
ln |a2k | ≥ − ln k + ⎣ln k0 − c + ln |a2k0 |⎦
j2
j=k0

= ĉ
and thus
exp ĉ
|a2k | ≥ for all k ≥ k0 .
k
We note that a2k /a2k0 is positive for all k ≥ k0 and obtain
0 −1
k ∞
w1 (x) a0 a2k exp ĉ exp ĉ 1 2k
≥ + − x2k + x
a2k0 a2k0 a2k0 k |a2k0 | |a2k0 | k
k=1 k=1
exp ĉ
≥ c̃ − ln(1 − x2 ) .
|a2k0 |
From this we observe that w1 (x) → +∞ as x → ±1 or w1 (x) → −∞ as

x → ±1 depending on the sign of a2k0 . By the same arguments one shows
for positive a2k0 +1 that w2 (x) → +∞ as x → +1 and w2 (x) → −∞ as
x → −1. For negative a2k0 +1 the roles of +∞ and −∞ have to be inter-
changed. In any case, the sum w(x) = w1 (x) + w2 (x) is not bounded on
[−1, 1] which contradicts our requirement on the solution of (2.9). There-
fore, this case cannot happen.
Case 2: There is m ∈ N with aj = 0 for all j ≥ m; that is, the series reduces
to a finite sum. Let m be the smallest number with this property. From
the recursion formula we conclude that λ = −n(n + 1) for n = m − 2 and,
furthermore, that a0 = 0 if n is odd and a1 = 0 if n is even. In particular,
w is a polynomial of degree n. We can normalize w by w(1) = 1 because
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w(1) = 0. Indeed, if w(1) = 0, the differential equation
(1 − x2 ) w (x) − 2x w (x) + n(n + 1) w(x) = 0
for the polynomial w would imply w (1) = 0. Differentiating the differential

equation would yield w(k) (1) = 0 for all k ∈ N, a contradiction to w = 0.
In this proof of the theorem we have proven more than stated. We collect
this as a corollary.
n
Corollary 2.4. The Legendre polynomials Pn (x) = j=0 aj xj have the
properties
(a) Pn is even for even n and odd for odd n.

j(j + 1) − n(n + 1)
(b) aj+2 = aj , j = 0, 1, . . . , n − 2.
(j + 1)(j + 2)
+1
(c) Pn (x)Pm (x) dx = 0 for n = m.
−1
Proof: Only part (c) has to be shown. We multiply the differential equa-
tion (2.9) for Pn by Pm (x), the differential equation (2.9) for Pm by Pn (x),
take the difference and integrate. This yields
+1
d d
0= Pm (x) (1 − x2 ) Pn (x) − Pn (x) (1 − x2 ) Pm

(x) dx
dx dx
−1
+1
+ n(n + 1) − m(m + 1) Pn (x) Pm (x) dx .
−1
The first integral vanishes by partial integration. This proves part (c).
Before we return to the Laplace equation we prove some further results for
the Legendre polynomials.
Lemma 2.5. For the Legendre polynomials it holds
max |Pn (x)| = 1 for all n = 0, 1, 2, . . . .

−1≤x≤1
Proof: For fixed n ∈ N we define the function

1 − x2
Φ(x) := Pn (x)2 + P (x)2 for all x ∈ [−1, +1] .
n(n + 1) n
We differentiate Φ and have

1 − x2 x
Φ (x) = 2 Pn (x) Pn (x) + P (x) − P (x)
n(n + 1) n n(n + 1) n
2 Pn (x) d
= n(n + 1) Pn (x) + {(1 − x2 ) Pn (x)} + x Pn (x)
n(n + 1) dx

= 0 by the differential equation
2 x Pn (x)2
= .
n(n + 1)
Therefore Φ ≥ 0 on [0, 1] and Φ ≤ 0 on [−1, 0]; that is, Φ is monotonously

increasing on [0, 1] and monotonously decreasing on [−1, 0]. Thus, we have
0 ≤ Pn (x)2 ≤ Φ(x) ≤ max{Φ(1), Φ(−1)} .
From Φ(1) = Φ(−1) = 1 we conclude that |Pn (x)| ≤ 1 for all x ∈ [−1, +1].
The lemma is proven by noting that Pn (1) = 1.
A useful representation of the Legendre polynomials is a formula first shown

by B.O. Rodrigues.
Theorem 2.6. For all n ∈ N0 the Legendre polynomials satisfy the formula
of Rodrigues
1 dn 2
Pn (x) = n (x − 1)n , x ∈ R .
2 n! dxn
Proof: First we prove that the right-hand side solves the Legendre differ-
ential equation; that is, we show that
d dn+1 dn 2
(1 − x2 ) n+1 (x2 − 1)n + n(n + 1) (x − 1)n = 0 . (2.11)
dx dx dxn
We observe that both parts are polynomials of degree n. We multiply the

first part by xj for some j ∈ {0, . . . , n}, integrate and use partial integration
two times. This yields for j ≥ 1
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1
d dn+1
Aj := xj (1 − x2 ) n+1 (x2 − 1)n dx
dx dx
−1
1
dn+1 2
= −j xj−1 (1 − x2 ) (x − 1)n dx
dxn+1
−1
1
dn 2
= j (j − 1) xj−2 − (j + 1) xj (x − 1)n dx .
dxn
−1
We note that no boundary contributions occur and, furthermore, that A0 = 0.

Now we use partial integration n times again. No boundary contributions
occur either since there is always at least one factor (x2 −1) left. For j ≤ n−1
the integral vanishes because the n-th derivative of xj and xj−2 vanish for
j < n. For j = n we have
1
An = −n(n + 1) (−1) n! n
(x2 − 1)n dx .
−1
Analogously, we multiply the second part of (2.11) by xj , integrate, and apply

partial integration n-times. This yields
1 1
dn 2
Bj = n(n + 1) xj (x − 1)n dx = n(n + 1) (−1)n n! (x2 − 1)n dx if j = n
dxn
−1 −1
and zero if j < n. This proves that the polynomial
d dn+1 dn 2
(1 − x2 ) n+1 (x2 − 1)n + n(n + 1) (x − 1)n
dx dx dxn
of degree n is orthogonal in L2 (−1, 1) to all polynomials of degree at most n

and, therefore, has to vanish. Furthermore,

dn 2
n dn
n
n
(x − 1) = n
(x + 1) n
(x − 1)
dx dx
x=1
n k
x=1

dn−k
n d n n
= (x + 1) (x − 1) .
k dx k dx n−k
x=1
k=0 x=1

dn−k
n
From n−k
(x − 1) = 0 for k ≥ 1 we conclude
dx x=1

dn 2
n n n dn
n
n
(x − 1) = 2 n
(x − 1) = 2n n!
dx x=1 0 dx x=1
which proves the theorem.
As a first application of the formula of Rodrigues we can compute the norm

of Pn in L2 (−1, 1).
Theorem 2.7. The Legendre polynomials satisfy
+1
2
(a) Pn (x)2 dx = for all n = 0, 1, 2, . . ..
2n + 1
−1
+1
2(n + 1)
(b) x Pn (x) Pn+1 (x) dx = for all n = 0, 1, 2, . . ..
(2n + 1)(2n + 3)
−1
Proof:
(a) We use the representation of Pn by Rodrigues and n partial integrations,
+1
dn 2 n d
n
(x − 1) (x2 − 1)n dx
dxn dxn
−1
+1
d2n
= (−1) n
(x2 − 1)n (x2 − 1)n dx
dx2n
−1
+1 +1
= (−1) (2n)! (x − 1) dx = (2n)! (1 − x2 )n dx .
n 2 n
−1 −1
+1
It remains to compute In := (1 − x2 )n dx.
−1
We claim:
2n(2n − 2) · · · 2 (n!)2
In = 2 = 2 · 4n for all n ∈ N .
(2n + 1)(2n − 1) · · · 1 (2n + 1)!
The assertion is true for n = 1. Let it be true for n − 1, n ≥ 2. Then
+1 +1
2 2 n−1 d 1
In = In−1 − x (1 − x ) dx = In−1 + x (1 − x2 )n dx
dx 2n
−1 −1
1 2n
= In−1 − In and thus In = In−1 .
2n 2n + 1
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This proves the representation of In . We arrive at
+1
1 (n!)2 2
Pn (x)2 dx = 2
(2n)! 2 · 4n = .
(2n n!) (2n + 1)! 2n + 1
−1
(b) This is proven quite similarly:
+1
dn dxn+1
x n (x2 − 1)n n+1 (x2 − 1)n+1 dx
dx dx
−1
+1
n+1 dn+1 dn
= (−1) (x2 − 1)n+1 n+1 x n (x2 − 1)n dx
dx dx
−1
⎡ ⎤
+1 ⎢ 2n+1 ⎥
⎢ d d2n 2 ⎥
= (−1)n+1 (x2 − 1)n+1 ⎢x (x2 − 1)n + (n + 1) (x − 1)n ⎥ dx
⎣ dx 2n+1 dx

2n ⎦
−1
=0 =(2n)!
(2n + 2)(2n)(2n − 2) · · · 2
= (n + 1) (−1)n+1 (2n)! In+1 = 2(n + 1)(2n)!
(2n + 3)(2n + 1)(2n − 1) · · · 1
2(2n n!)(2n+1 (n + 1)!)

= (n + 1) ,
(2n + 1)(2n + 3)
which yields the assertion.
The formula of Rodrigues is also useful in proving recursion formulas for

the Legendre polynomials. We prove only some of these formulas. For the
remaining parts we refer to the exercises.
Theorem 2.8. For all x ∈ R and n ∈ N, n ≥ 0, we have

(a) Pn+1 (x) − Pn−1 (x) = (2n + 1) Pn (x),
(b) (n + 1)Pn+1 (x) = (2n + 1)x Pn (x) − nPn−1 (x),
(c) Pn (x) = nPn−1 (x) + xPn−1
(x),

(d) xPn (x) = nPn (x) + Pn−1 (x),
(e) (1 − x2 )Pn (x) = (n + 1) x Pn (x) − Pn+1 (x)
= −n x Pn (x) − Pn−1 (x) ,

(f ) Pn+1 (x) + Pn−1 (x) = Pn (x) + 2x Pn (x),
(g) (2n + 1)(1 − x2 )Pn (x) = n(n + 1) Pn−1 (x) − Pn+1 (x) ,

(h) n Pn+1 (x) − (2n + 1)x Pn (x) + (n + 1)Pn−1

(x) = 0.
In these formulas we have set P−1 = 0.
Proof:
(a) The formula is obvious for n = 0. Let now n ≥ 1. We calculate, using the
formula of Rodrigues,
1 dn+2 2
Pn+1 (x) = (x − 1)n+1
2n+1 (n + 1)! dxn+2

1 dn d 2
= 2(n + 1) x (x − 1) n
2n+1 (n + 1)! dxn dx
1 dn
= (x2 − 1)n + 2n x2 (x2 − 1)n−1
2 n! dxn
n
1 dn
= Pn (x) + n−1 (x2 − 1)n + (x2 − 1)n−1
2 (n − 1)! dxn

= Pn (x) + 2n Pn (x) + Pn−1 (x)
which proves formula (a).
(b) The orthogonality of the system {Pn : n = 0, 1, 2, . . .} implies its linear

independence. Therefore, {P0 , . . . , Pn } forms a basis of the space Pn of
all polynomials of degree ≤ n. This yields existence of αn , βn ∈ R and
qn−3 ∈ Pn−3 such that
Pn+1 (x) = αn xPn (x) + βn Pn−1 (x) + qn−3 .
The orthogonality condition implies that
+1 +1 +1

qn−3 Pn+1 dx = 0 , qn−3 Pn−1 dx = 0 , x qn−3 (x) Pn (x) dx = 0 ,
−1 −1 −1
thus
+1
qn−3 (x)2 dx = 0 ,
−1
and therefore qn−3 ≡ 0. From 1 = Pn+1 (1) = αn Pn (1) + βn Pn−1 (1) =

αn + βn we conclude that
Pn+1 (x) = αn x Pn (x) + (1 − αn )Pn−1 (x) .
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We determine αn by Theorem 2.7:
+1
0= Pn−1 (x) Pn+1 (x) dx
−1
+1 +1
= αn x Pn−1 (x) Pn (x) dx + (1 − αn ) Pn−1 (x)2 dx
−1 −1
2n 2 2
= αn − + ,
(2n − 1)(2n + 1) 2n − 1 2n − 1
2n + 1
thus αn = . This proves part (b).
n+1
(c) The definition of Pn yields
1 dn+1 2
Pn (x) = (x − 1)n
2n n!
dxn+1
1 dn
= n−1 [x(x2 − 1)n−1 ]
2 (n − 1)! dxn
x dn 2 n dn−1 2
= n−1 (x − 1) n−1
+ (x − 1)n−1
2 (n − 1)! dxn 2n−1 (n − 1)! dxn−1

= x Pn−1 (x) + n Pn−1 (x) .
(d) Differentiation of (b) and multiplication of (c) for n + 1 instead of n by

n + 1 yields

(n + 1) Pn+1 (x) = (2n + 1)x Pn (x) + (2n + 1)Pn (x) − nPn−1

(x),

(n + 1) Pn+1 (x) = (n + 1)2 Pn (x) + (n + 1)x Pn (x) ,
thus by subtraction
0 = (2n+1)−(n+1)2 Pn (x) + (2n+1)−(n+1) x Pn (x) − n Pn−1

(x)
which yields (d).
For the proofs of (e)–(h) we refer to the exercises.
Now we go back to the associated Legendre differential equation (2.6) and

determine solutions in C 2 (−1, +1) ∩ C[−1, +1] for m = 0.
Theorem 2.9. The functions

dm
Pnm (x) = (1 − x2 )m/2 Pn (x) , −1 < x < 1, 0 ≤ m ≤ n,
dxm
are solutions of the differential equation (2.6) for λ = −n(n + 1); that is,

d 2 d m2
(1 − x ) Pn (x) + n(n + 1) −
m
Pnm (x) = 0 , −1 < x < 1 ,
dx dx 1 − x2
for all 0 ≤ m ≤ n. The functions Pnm are called associated Legendre

functions.
Proof: We compute
d m dm
(1 − x2 ) Pn (x) = −m x (1 − x2 )m/2 m Pn (x)
dx dx
m+1
2 m/2+1 d
+ (1 − x ) Pn (x) ,
dxm+1
d d dm
(1 − x2 ) Pnm (x) = −m Pnm (x) + m2 x2 (1 − x2 )m/2−1 m Pn (x)
dx dx dx
m+1
d
− m x (1 − x2 )m/2 m+1 Pn (x)
dx
dm+1
− (m + 2) x (1 − x2 )m/2 m+1 Pn (x) + Pnm+2 (x)
dx
m2 x 2 m
= −m Pn (x) +
m
P (x)
1 − x2 n
(m + 1) 2x m+1
− √ Pn (x) + Pnm+2 (x) .
1 − x2
Differentiating equation (2.9) m times yields

m+1
m+1 dk
m+2−k
dm
2 d
(1 − x ) P n (x) + n(n + 1) Pn (x) = 0 .
k dxk dxm+2−k dxm
k=0
(2.12)
The sum reduces to three terms only, thus
dm+2 dm+1
(1 − x2 ) P n (x) − (m + 1) 2x Pn (x)
dxm+2 dxm+1
dm
+ n(n + 1) − m(m + 1) Pn (x) = 0 .
dxm
We multiply the identity by (1 − x2 )m/2 and arrive at
(m + 1) 2x m+1
Pnm+2 (x) − √ Pn (x) + n(n + 1) − m(m + 1) Pnm (x) = 0 .
1 − x2
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Combining this with the previous equation by eliminating the terms involving
Pnm+1 (x) and Pnm+2 (x) yields
d d
(1 − x2 ) Pnm (x)
dx dx
m2 x 2 m
= −m Pnm (x) + P (x) − n(n + 1) − m(m + 1) Pnm (x)
1 − x2 n

m2
= − n(n + 1) Pnm (x)
1 − x2
2.3 Expansion into Spherical Harmonics
Now we return to the Laplace equation Δu = 0 and collect our arguments.

We have shown that for n ∈ N and 0 ≤ m ≤ n the functions
±i m ϕ
hm n m
n (r, θ, ϕ) = r Pn (cos θ) e
are harmonic functions in all of R3 . Analogously, the functions
v(r, θ, ϕ) = r−n−1 Pnm (cos θ) e±imϕ
are harmonic in R3 \ {0} and decay at infinity.
It is not so obvious that the functions hm

n are polynomials.
±imϕ
Theorem 2.10. The functions hm n m
n (r, θ, ϕ) = r Pn (cos θ) e with 0 ≤
m ≤ n are homogeneous polynomials of degree n. The latter property means
3
n (μx) = μ hn (x) for all x ∈ R and μ ∈ R.
that hm n m
Proof: First we consider the case m = 0, that is the functions h0n (r, ϕ, θ) =
rn Pn (cos θ). Let n be even, that is, n = 2 for some . Then

Pn (t) = aj t2j , t ∈ R,
j=0
for some aj . From r = |x| and x3 = r cos θ we write h0n in the form

x2j

x3
h0n (x) = |x| Pn
n
= |x|2 a2j 3
= a2j x2j
3 |x|
2(−j)
,
|x| j=0
|x|2j j=0
2.3 Expansion into Spherical Harmonics 37
and this is obviously a polynomial of degree 2 = n. The same arguments

hold for odd values of n.
Now we show that also the associated functions; that is, for m > 0, are
polynomials of degree n. We write

dm
hm (r, θ, ϕ) = r n m
P (cos θ) e imϕ
= r n
sin m
θ P (x) eimϕ .
n n
dx m n
x=cos θ
m
and set Q = dx d
m Pn . Let again n = 2 be even. Then Q(t) = j=0 bj t2j−m
for some bj . Furthermore, we use the expressions

x3 1
cos θ = , sin θ = x21 + x22 ,
r r
as well as
1 x1 x1 x2
cos ϕ = = 2 , sin ϕ = .
r sin θ x1 + x22 x21 + x22
to obtain
x (x1 + ix2 )m
3
hm
n (x) = r
n−m
(x21 + x22 )m/2 Q
r (x21 + x22 )m/2
x
3
= rn−m Q (x1 + ix2 )m
r

= bj r2(−j) x2j−m
3 (x1 + ix2 )m
j=0
which proves the assertion for even n. For odd n one argues analogously. It is
clear from the definition that the polynomial hmn is homogeneous of degree n.
Definition 2.11. Let n ∈ N ∪ {0}.
(a) Homogeneous harmonic polynomials of degree n are called spherical

harmonics of order n.
(b) The functions Kn : S 2 → C, defined as restrictions of spherical harmonics
of degree n to the unit sphere are called spherical surface harmonics of
order n.
|m|
Therefore, the functions hm n
n (r, θ, ϕ) = r Pn (cos θ)e
imϕ
are spherical har-
monics of order n for −n ≤ m ≤ n. Spherical harmonics which do not depend
on ϕ are called zonal. Thus, in case of m = 0 the functions h0n are zonal spher-
ical harmonics.
For any spherical surface harmonic Kn of order n the function
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x
Hn (x) = |x|n Kn , x ∈ R3 ,
|x|
is a homogeneous harmonic polynomial; that is, a spherical harmonic. We

immediately have
Lemma 2.12. If Kn denotes a surface spherical harmonic of order n, the

following holds.
(a) Kn (−x̂) = (−1)n Kn (x̂) for all x̂ ∈ S 2 .

(b) Kn (x̂) Km (x̂) ds(x̂) = 0 for all n = m.
S2
Proof: Part (a) follows immediately since Hn is homogeneous (set μ = −1).
(b) With Green’s second formula in the region {x ∈ R3 : |x| < 1} we have

∂ ∂
Hn Hm − Hm Hn ds = (Hn ΔHm − Hm ΔHn ) dx = 0 .
∂r ∂r
S2 |x|≤1
Setting f (r) = Hn (rx̂) = rn Hn (x̂) for fixed x̂ ∈ S 2 we have that f (1) =

∂
∂r Hn (x̂) = n Hn (x̂); that is,

0 = (m − n) Hn Hm ds = (m − n) Kn Km ds .
S2 S2
Now we determine the dimension of the space of spherical harmonics for fixed
order n.
Theorem 2.13. The set of spherical surface harmonics of order n is a vector

space of dimension 2n + 1. In particular, there exists a system {Knm : −n ≤
m ≤ n} of spherical surface harmonics of order n such that

m 1 for m = ,
Kn Kn ds = δm, =
0 for m = ;
S2
that is, {Knm : −n ≤ m ≤ n} is an orthonormal basis of this vector space.
Proof: Every homogeneous polynomial of degree n is necessarily of the form

n
Hn (x) = An−j (x1 , x2 ) xj3 , x ∈ R3 , (2.13)
j=0
where An−j are homogeneous polynomials with respect to (x1 , x2 ) of degree

n − j. Since Hn is harmonic it follows that

n
n
0 = ΔHn (x) = xj3 Δ2 An−j (x1 , x2 ) + j(j − 1) xj−2
3 An−j (x1 , x2 ) ,
j=0 j=2
2 2
∂ ∂
where Δ2 = ∂x 2 + ∂x2 denote the two-dimensional Laplace operator. From
1 2
Δ2 A0 = Δ2 A1 = 0 we conclude that

n−2
0 = [Δ2 An−j (x1 , x2 ) + (j + 1)(j + 2) An−j−2 (x1 , x2 )] xj3 ,
j=0
and thus by comparing the coefficients

1
An−j−2 (x1 , x2 ) = − Δ2 An−j (x1 , x2 )
(j + 1)(j + 2)
for all (x1 , x2 ) ∈ R2 , j = 0, . . . , n − 2; that is (replace n − j by j)

1
Aj−2 = − Δ2 Aj for j = n, n − 1, . . . , 2 . (2.14)
(n − j + 1)(n − j + 2)
Also, one can reverse the arguments: If An and An−1 are homogeneous poly-
nomials of degree n and n−1, respectively, then all of the functions Aj defined
by (2.14) are homogeneous polynomials of degree j, and Hn is a homogeneous
harmonic polynomial of order n.
Therefore, the space of all spherical harmonics of order n is isomorphic to
the space

(An , An−1 ) : An , An−1 homogeneous polynomials of degree n and n − 1, resp. .

n
From the representation An (x1 , x2 ) = ai xi1 xn−i
2 we note that the dimen-
i=0
sion of the space of all homogeneous polynomials of degree n is just n + 1.
Therefore, the dimension of the space of all spherical harmonics of order n
is (n + 1) + n = 2n + 1. Finally, it is well known that any basis of this
finite dimensional Euclidian space can be orthogonalized by the method of
Schmidt.
Remark: The set {Knm : −n ≤ m ≤ n} is not uniquely determined.

Indeed, for any orthogonal matrix A ∈ R3×3 ; that is, A A = I, also the
set {Knm (Ax) : −n ≤ m ≤ n} is an orthonormal system. Indeed, the substi-
tution x = Ay yields

Knm (x) Knm
(x) ds(x) = Knm (Ay) Knm
(Ay) ds(y) = δn,n δm,m .
S2 S2
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Now we can state that the spherical harmonics hm m

n (x) = hn (r, θ, ϕ) =
|m|
rn Pn (cos θ)eimϕ with −n ≤ m ≤ n, which we have determined by separa-
tion, constitute such an orthogonal basis of the space of spherical harmonics
of order n.
|m|
Theorem 2.14. The functions hm n
n (r, θ, ϕ) = r Pn (cos θ)e
imϕ
, −n ≤ m ≤
n are spherical harmonics of order n. They are mutually orthogonal and,
therefore, form an orthogonal basis of the (2n + 1)-dimensional space of all
spherical harmonics of order n.
Proof: We already know that hmn are spherical harmonics of order n ∈ N.

Thus the theorem follows from

hm
n (x) hn (x) dx
|x|<1
1 π 2π
= r2n Pn|m| (cos θ) Pn|| (cos θ) ei(m−)ϕ r2 sin θ dϕ dθ dr = 0
0 0 0
for m = .
We want to normalize these functions. First we consider the associated Leg-

endre functions.
Theorem 2.15. The norm of the associated Legendre functions Pnm in

L2 (−1, 1) is given by
+1
2 (n + m)!
Pnm (x)2 dx = · , m = 0, . . . , n, n ∈ N ∪ {0} .
2n + 1 (n − m)!
−1
Proof: The case m = 0 has been proven in Theorem 2.7 already.
For m ≥ 1 partial integration yields
+1 +1
dm dm
Pn (x) dx = (1 − x2 )m m Pn (x) m Pn (x) dx
m 2
dx dx
−1 −1
+1
d dm dm−1
=− (1 − x2 )m m Pn (x) Pn (x) dx . (2.15)
dx dx dxm−1
−1
Now we differentiate the Legendre differential equation (2.9) (m − 1)-times

(see (2.12) for m replaced by m − 1); that is,
dm+1 dm dm−1
(1−x2 ) m+1
Pn (x)−2m x m Pn (x) + n(n+1)−m(m−1) Pn (x) = 0 ,
dx dx dxm−1
thus, after multiplication by (1 − x2 )m−1 ,

d dm dm−1
(1 − x2 )m m Pn (x) + n(n+1)−m(m−1) (1−x2 )m−1 m−1 Pn (x) = 0 .
dx dx dx
Substituting this into (2.15) yields

+1 +1
2
Pn (x) dx = n(n + 1) − m(m − 1)
m
Pnm−1 (x)2 dx
−1 −1
+1
= (n + m) (n − m + 1) Pnm−1 (x)2 dx .
−1
+1
This is a recursion formula for Pnm (x)2 dx with respect to m and yields the
−1
assertion by using the formula for m = 0.
Now we define the normalized spherical surface harmonics Ynm by

!
(2n + 1) (n − |m|)! |m|
Ynm (θ, ϕ) := Pn (cos θ) eimϕ (2.16)
4π (n + |m|)!
with −n ≤ m ≤ n and n = 0, 1, . . . . They form an orthonormal system in

L2 (S 2 ). We will identify Ynm (x) with Ynm (θ, ϕ) for x = (sin θ cos ϕ , sin θ sin ϕ ,
cos θ) ∈ S 2 .
From (2.4) with λ = −n(n+1) we remember that Ynm satisfies the differential
equation
1 ∂ ∂Y m (θ, ϕ) 1 ∂ 2 Ynm (θ, ϕ)

sin θ n + + n(n + 1) Ynm (θ, ϕ) = 0 ;
sin θ ∂θ ∂θ sin2 θ ∂ϕ2
that is,
ΔS 2 Ynm + n(n + 1) Ynm = 0 (2.17)
with the Laplace–Beltrami operator ΔS 2 of Definition 2.2. Thus, we see that
λ = −n(n + 1) for n ∈ N are the eigenvalues of ΔS 2 with eigenfunctions Ynm ,
|m| ≤ n. We mentioned already (see also Exercise 2.2) that this operator
ΔS 2 is self-adjoint and non-negative. In the setting of abstract functional
analysis we note that −Δ is a densely defined and unbounded operator from
L2 (S 2 ) into itself which is self-adjoint. This observation allows the "
use of
general functional analytic tools to prove, e.g., that the eigenfunctions Ynm :
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#
|m| ≤ n, n = 0, 1, . . . of −Δ form a complete orthonormal system of L2 (S 2 ).
We are going to prove this fact directly starting with the following result—
which is of independent interest.
Theorem 2.16. For any f ∈ L2 (−1, 1) the following Funk–Hecke Formula

holds.
f (x · y) Ynm (y) ds(y) = λn Ynm (x) , x ∈ S 2 ,
S2
1
for all n ∈ N and m = −n, . . . , n where λn = 2π −1
f (t) Pn (t) dt.
Proof: We keep x ∈ S 2 fixed and choose an orthogonal matrix A which

depends on x such that x̂ := A−1 x = A x is the “north pole”; that is,
x̂ = (0, 0, 1) . The transformation y = Ay yields

f (x · y) Ynm (y) ds(y) = f (x · Ay ) Ynm (Ay ) ds(y )
S2 S2

= f (x̂ · y) Ynm (Ay) ds(y) .
S2
The function Ynm (Ay) is again a spherical surface harmonic of order n, thus

n
Ynm (Ay) = ak Ynk (y) , y ∈ S2 , (2.18)
k=−n
where ak = Ynm (Ay) Yn−k (y) ds(y). Using this and polar coordinates
S2
y = (sin θ cos ϕ , sin θ sin ϕ , cos θ) ∈ S 2 yields (note that x̂ · y = cos θ)

n
f (x · y) Ynm (y) ds(y) = ak f (x̂ · y) Ynk (y) ds(y)
S2 k=−n S2
!

n
(2n + 1) (n − |k|)!
= ak ·
4π (n + |k|)!
k=−n
π 2π
· f (cos θ) Pn|k| (cos θ) eikϕ dϕ sin θ dθ
0 0
$ π
2n + 1
= a0 2π f (cos θ) Pn (cos θ) sin θ dθ
4π 0
$
2n + 1
= λn a0
4π
where we have used the substitution t = cos θ in the last integral. Now we
substitute y = x̂ in (2.18) and have, using Ykn (x̂) = 0 for k = 0,
$

n
2n + 1
Ynm (x) = Ynm (Ax̂) = ak Ynk (x̂) = a0 Pn (1) ,
4π
k=−n
=1
thus
f (x · y) Ynm (y) ds(y) = λn Ynm (x)
S2
As a first application of this result we prove the addition formula. A second

application will be the Jacobi–Anger expansion, see Theorem 2.32.
Theorem 2.17. The Legendre polynomials Pn and the spherical surface har-
monics defined in (2.16) satisfy the addition formula
4π
n
Pn (x · y) = Y m (x) Yn−m (y) for all x, y ∈ S 2 .
2n + 1 m=−n n
Proof: For fixed y ∈ S 2 the function x → Pn (x · y) is a spherical harmonic

of order n and, therefore, has an expansion of the form

n
n
Pn (x · y) = Pn (z · y) Y −m (z) ds(z) Ynm (x) = λn Y −m (y) Ynm (x)
m=−n S2 m=−n
with 1
4π
λn = 2π Pn (t) Pn (t) dt =
−1 2n + 1
by Theorem 2.7 where we used the previously proven Funk–Hecke formula
for f = Pn .
We formulate a simple conclusion as a corollary.
Corollary 2.18.

n
2n + 1
(a) |Ynm (x)|2 = for all x ∈ S 2 and n = 0, 1, . . ..
4π
m=−n
$
2n + 1
(b) Ynm (x) ≤ for all x ∈ S 2 and n = 0, 1, . . ..
4π
Proof: Part (a) follows immediately from the Addition Formula of Theo-
rem 2.17 for y = x. Part (b) follows directly from (a).
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After this preparation we are able to prove the completeness of the spherical
surface harmonics.
" #
Theorem 2.19. The functions Ynm : −n ≤ m ≤ n, n ∈ N ∪ {0} are
complete in L2 (S 2 ); that is, every function f ∈ L2 (S 2 ) can be expanded into
a generalized Fourier series in the form
∞
n
f = (f, Ynm )L2 (S 2 ) Ynm . (2.19a)
n=0 m=−n
The series can also be written as

∞
1
f (x) = (2n + 1) f (y) Pn (y · x) ds(y) , x ∈ S2 . (2.19b)
4π n=0
S2
The convergence in (2.19a) and (2.19b) has to be understood in the L2 -sense.

Furthermore, on bounded sets in C 1 (S 2 ) the series converge even uniformly;
that is, for every M > 0 and ε > 0 there exists N0 ∈ N, depending only on
M and ε, such that
% %
% N n %
% %
% (f, Yn )L2 (S 2 ) Yn − f %
m m
% %
n=0 m=−n ∞

N n

= max2 (f, Yn )L2 (S 2 ) Yn (x̂) − f (x̂) ≤ ε
m m
x̂∈S
n=0 m=−n
for all N ≥ N0 and all f ∈ C 1 (S 2 ) with f 1,∞ ≤ M , and, analogously for

(2.19b).
Here, the space C 1 (S 2 ) consists of those functions f such that (with respect
to spherical coordinates θ and ϕ) the functions f , ∂f /∂θ, and sin1 θ ∂f /∂ϕ are
continuous and periodic with respect to ϕ with the norm defined by f 1,∞ =
max{f ∞ , ∂f /∂θ∞ , sin1 θ ∂f /∂ϕ∞ }.
Proof: First we prove the second part. Therefore, let f ∈ C 1 (S 2 ) with

f 1,∞ ≤ M . With the Addition Formula, see Theorem 2.17, we obtain for
the partial sum

N
n
(SN f )(x) = (f, Ynm )L2 (S 2 ) Ynm (x)
n=0 m=−n

N
n
= f (y) Ynm (x) Yn−m (y) ds(y)
n=0 m=−n
S2
N
2n + 1
= Pn (x · y) f (y) ds(y) .
n=0
4π
S2
This yields already the equivalence of (2.19a) and (2.19b). With (2n+1) Pn =

Pn+1 − Pn−1 of Theorem 2.8 (set P−1 ≡ 0) this yields
N
1
(SN f )(x) = f (y) Pn+1 (x · y) − Pn−1 (x · y) ds(y)
4π n=0
S 2

1
= f (y) PN +1 (x · y) + PN (x · y) ds(y) .
4π
S2
Let again z = (0, 0, 1) be the north pole and choose an orthogonal matrix
A (depending on x) such that Ax = z. Then, by the transformation formula,

1
(SN f )(x) = f (Ay) PN +1 (z · y) + PN (z · y) ds(y) .
4π
S2
In spherical polar coordinates y(θ, ϕ) = (sin θ cos ϕ, sin θ sin ϕ, cos θ) this is,
2π
1
defining F (θ) = 2π f Ay(θ, ϕ) dϕ,
0
π
1
(SN f )(x) = F (θ) PN +1 (cos θ) + PN (cos θ) sin θ dθ
2
0
+1
1
= F (arccos t) PN +1 (t) + PN (t) dt
2
−1
+1
1
= F (arccos t) PN +1 (t) + PN (t)
2 −1

=F (0)
+1
1 d
− F (arccos t) PN +1 (t) + PN (t) dt .
2 dt
−1
We note that partial integration is allowed because t → F (arccos t) is con-

tinuously differentiable in (−1, 1) and continuous in [−1, 1]. The value θ = 0
corresponds to the north pole y = z, thus
2π
1
F (0) = f (Az) dϕ = f (Az) = f (x) ,
2π
0
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and therefore for any δ ∈ (0, 1) we obtain

+1

1 d
(SN f )(x) − f (x) = F (arccos t) PN +1 (t) + PN (t) dt

2 dt
−1

−1+δ
1−δ
1
≤ +
2
−1 −1+δ
1
d

+ dt F (arccos t) |PN +1 (t)| + |PN (t)| dt
1−δ
1
= ( I1 + I2 + I3 ) .
2

We estimate these contributions separately. First we use that Pn (t) ≤ 1 for
all t ∈ [−1, 1] and n ∈ N (see Lemma 2.5). From dtd
arccos t < 0 we conclude

−1+δ 1
d
I1 + I3 ≤ − − |F (arccos t)| arccos t dt
dt
−1 1−δ
≤ F ∞ π − arccos(−1 + δ) + arccos(1 − δ)
≤ M π − arccos(−1 + δ) + arccos(1 − δ) .
Let now ε > 0 be given. Choose δ such that I1 + I3 ≤ 2ε . Then δ depends

only on M and ε. With this choice of δ we consider I2 and use the inequality
of Cauchy–Schwarz.
+1
d
I2 ≤ max F (arccos t) 1 · |PN +1 (t)| + |PN (t)| dt

−1+δ≤t≤1−δ dt
−1
=:c
$
√ √ 2
≤ 2 c PN +1 L2 + PN L2 ≤ 2 2 c .
2N + 1
We estimate c by

d d
c ≤ F ∞ max arccos t ≤ M max arccos t .

−1+δ≤t≤1−δ dt
−1+δ≤t≤1−δ dt
Now we can choose N0 , depending only on ε and M , such that I2 ≤ 2ε for

all N ≥ N0 . Therefore, |SN (f )(x) − f (x)| ≤ ε for all N ≥ N0 . This proves
uniform convergence of the Fourier series.
The first part is proven by an approximation argument. Indeed, we use the

general property of orthonormal systems that SN f is the best approximation
of f in the subspace span{Ynm : |m| ≤ n, n = 0, . . . , N }; that is,
SN f − f L2 (S 2 ) ≤ g − f L2 (S 2 )
for all g ∈ span{Ynm : |m| ≤ n, n = 0, . . . , N } . Let now f ∈ L2 (S 2 ) and ε > 0

be given. Since the space C 1 (S 2 ) is dense in L2 (S 2 ) there exists h ∈ C 1 (S 2 )
such that h − f L2 (S 2 ) ≤ ε/2. Therefore,
SN f − f L2 (S 2 ) ≤ SN h − f L2 (S 2 ) ≤ SN h − hL2 (S 2 ) + h − f L2 (S 2 )

√
≤ 4π SN h − h∞ + h − f L2 (S 2 )
√ ε
≤ 4π SN h − h∞ + .
2
Since SN h converges uniformly to h we can find N0 ∈ N such that the first
part is less than ε/2 for all N ≥ N0 which ends the proof.
As a corollary we can prove completeness of the Legendre polynomials.

" #
Corollary 2.20. The polynomials n + 1/2 Pn : n ∈ N0 form a complete
orthonormal system in L2 (−1, 1); that is, for any f ∈ L2 (−1, 1) there holds
∞
1
1
f = f n Pn with fn = n+ f (t) Pn (t) dt , n ∈ N0 .
n=0
2
−1
For f ∈ C 1 [−1, 1] the series converges uniformly.
Proof: The function g(x) = f (x3 ) = f (cos θ) can be considered as a func-

tion on the sphere which is independent of ϕ, thus it is a zonal function. The
expansion (2.19a) yields
∞
n
f (x3 ) = am m
n Yn (x)
n=0 m=−n
with
am m
n = (g, Yn )L2 (S 2 )
! π 2π
2n + 1 (n − m)!
= f (cos θ) Pn|m| (cos θ) eimϕ sin θ dϕ dθ
4π (n + m)!
0 0
⎧
⎨0, m = 0,
= π
⎩ (2n + 1)π f (cos θ) Pn (cos θ) sin θ dθ , m = 0 ,
0
⎧
⎨0, m = 0,
= 1
⎩ (2n + 1)π f (t) Pn (t) dt , m = 0 .
−1
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Thus, $
∞
∞
4π
f (x3 ) = fn Yn0 (x) = fn Pn (x3 )
n=0
2n + 1 n=0
and the proof is complete.
2.4 Laplace’s Equation in the Interior

and Exterior of a Ball
In the previous two sections we constructed explicitly a complete orthonor-

mal system of functions in L2 " (S 2 ). They play exactly
# the role of the nor-
1
malized exponential functions 2π exp(inϕ) : n ∈ Z on the unit circle S 1 ,
parametrized by x = (cos ϕ, sin ϕ) , ϕ ∈ [0, 2π]; that is, the classical Fourier
expansion functions. It is the aim of this section to expand solutions of the
Laplace equation for balls and solve the corresponding Dirichlet boundary
value problems.

Theorem 2.21. Let u ∈ C 2 B(0, R) be harmonic in the ball B(0, R); that
is, satisfies the Laplace equation Δu = 0 in B(0, R). Then there exist unique
αnm ∈ C, |m| ≤ n, n = 0, 1, 2, . . . with
∞
n
u(rx̂) = αnm rn Ynm (x̂) , 0 ≤ r < R , x̂ ∈ S 2 . (2.20)
n=0 m=−n
The series converges uniformly with all of its derivatives in every closed ball
B[0, R ] with R < R.
Proof: For every r ∈ (0, R) the function x̂ → u(rx̂) is in C 2 (S 2 ), and,

therefore, can be expanded into a series by Theorem 2.19; that is,
∞
n
u(rx̂) = um m
n (r) Yn (x̂) , x̂ ∈ S 2 .
n=0 m=−n

n (r) = u(r, ·), Yn L2 (S 2 ) .
The coefficients are given by um m
We show that um n satisfies a differential equation of Euler type. Using the

Laplace equation in spherical coordinates for u, the self-adjoint Laplace–
Beltrami operator ΔS 2 , and the eigenvalue equation (2.17), yields
2.4 Laplace’s Equation in the Interior and Exterior of a Ball 49

d d ∂ ∂u(r, x̂)
r2 um
n (r) = r2 Yn−m (x̂) ds(x̂)
dr dr ∂r ∂r
S2

= − ΔS 2 u(r, x̂) Yn−m (x̂) ds(x̂)
S2

=− u(r, x̂) ΔS 2 Yn−m (x̂) ds(x̂)
S2

= n(n + 1) u(r, x̂) Yn−m (x̂) ds(x̂) = n(n + 1) um
n (r) .
S2
The only smooth solution of this Euler differential equation is given by

um m n m
n (r) = αn r for arbitrary αn . Therefore, u has the desired form (2.20).
It remains to prove uniqueness of the expansion coefficients and uniform

convergence. We fix R < R and choose R̂ with R < R̂ < R. Multiplying
the representation of u(R̂x̂) with Yp−q (x̂), and integrate over S 2 to obtain

u(R̂, ·), Ypq L2 (S 2 ) = αpq R̂p which proves uniqueness of αnm . Furthermore, by
the addition formula of Theorem 2.17 we find the representation
∞
n
n
r
u(rx̂) = u(R̂, ·), Ynm L2 (S 2 ) Ynm (x̂)
n=0 m=−n R̂
∞ n
n
r
= Yn−m (ŷ) Ynm (x̂) u(R̂ŷ) ds(ŷ)
n=0 R̂ S2 m=−n
∞ n
r 2n + 1
= Pn (x̂ · ŷ) u(R̂ŷ) ds(ŷ)
n=0 R̂ 4π S2
2
forj r ≤ R and x̂ ∈ S . From this representation and the observation that
d Pn 2j
dtj (t) ≤ cj n on [−1, 1] (see Exercise 2.6) we conclude for any differential
operator D = ∂ || /(∂r1 ∂θ2 ∂ϕ3 ) in spherical coordinates that the series for
D u(x) converges uniformly in B[0, R ] because, using the Cauchy–Schwarz
inequality, it is dominated by the convergent series
∞
n
2 R
c u(R̂, ·)L2 (S 2 ) (2n + 1) n
n=0 R̂
for some c > 0. This ends the proof.
Now we consider the boundary value problem of Dirichlet type in B(0, R);
that is,
Δu = 0 in B(0, R) , u = f on ∂B(0, R) , (2.21)
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for given boundary function f . We study the cases fR ∈ L2 (S 2 ) and fR ∈

C 2 (S 2 ) simultaneously where we set fR (x̂) = f (Rx̂), x̂ ∈ S 2 , here and in the
following.
Theorem 2.22. (a) For given fR ∈ L2 (S 2 ) there exists a unique solution

u ∈ C 2 B(0, R) of Δu = 0 in B(0, R) with
lim u(r, ·) − fR L2 (S 2 ) = 0 .

r→R
The solution is given by the series

∞
n r n
u(rx̂) = (fR , Ynm )L2 (S 2 ) Ynm (x̂) (2.22a)
n=0 m=−n
R
∞ r n

1
= (2n + 1) f (Rŷ) Pn (x̂ · ŷ) ds(ŷ) (2.22b)
4π n=0
R
S2
for x = rx̂ ∈ B(0, R). They converge uniformly on every compact ball
B[0, R ] for any R < R.

(b) If fR ∈ C 2 (S 2 ) there exists a unique solution u ∈ C 2 B(0, R) ∩
C B[0, R] of (2.21) which is again given by (2.22a), (2.22b). The se-
ries converge uniformly on B[0, R].
Proof: First we note that the series coincide by the addition formula as
shown in the proof of Theorem 2.21.
(a) To show uniqueness we assume that u is the difference of two solutions.

Then Δu = 0 in B(0, R) and limr→R u(r, ·)L2 (S 2 ) = 0. By the previous
theorem u can be represented as a series in the form (2.20). Let R < R
and ε > 0 be arbitrary. Choose Rε ∈ [R , R) such that uε L2 (S 2 ) ≤ ε
where uε (x̂) = u(Rε x̂). Multiplying the representation of u(Rε x̂) with
Yp−q (x̂) and integrating over S 2 yields (uε , Ypq )L2 (S 2 ) = αpq Rεp , thus
∞
n n
r
u(rx̂) = (uε , Ynm )L2 (S 2 ) Ynm (x̂) x̂ ∈ S 2 , r ≤ Rε .
n=0 m=−n
Rε
Therefore, for r ≤ R ,
2.4 Laplace’s Equation in the Interior and Exterior of a Ball 51
∞ 2n
n
2 r
u(r, ·)2L2 (S 2 ) = m
(uε , Yn )L2 (S 2 )
n=0 m=−n
R ε
∞
n

≤ (uε , Ynm )L2 (S 2 ) 2
n=0 m=−n
= uε 2L2 (S 2 ) ≤ ε2 .
Since this holds for all ε > 0 we conclude that u has to vanish in B(0, R ).
Since R < R was arbitrary u vanishes in B(0, R).
Uniform convergence of the series and all of its derivatives on every ball
B[0, R ] with R < R is shown as in the proof of the previous theorem.
The series for D u(x) is dominated by the convergent series
∞
n
R
c fR L2 (S 2 ) (2n + 1) n2 .
n=0
R

Therefore, u ∈ C ∞ B(0, R) solves the Laplace equation. Finally, we use
the Parseval identity, applied to the series
∞
n ) r n *
u(rx̂) − f (Rx̂) = (fR , Ynm )L2 (S 2 ) − 1 Ynm (x̂) ;
n=0 m=−n
R
that is,
∞ n
) r n *2
u(r, ·) − fR 2L2 (S 2 ) = (fR , Ynm )L2 (S 2 ) 2 −1 .
n=0 m=−n
R
This term tends to zero as r → R which is shown by standard ar-

2 r n 2
guments: For every n the term (fR , Ynm )L2 (S 2 ) R − 1 tends to
zero as mr tends to R. Furthermore, it is bounded by the summable term
(fR , Yn )L2 (S 2 ) 2 uniformly with respect to r.
(b) It remains to show that the series converges uniformly in B[0, R]. With
Eq. (2.17) and the symmetry of ΔS 2 we express the expansion coefficient
of f as
1
(fR , Ynm )L2 (S 2 ) = − (fR , ΔS 2 Ynm )L2 (S 2 )
n(n + 1)
1
=− (ΔS 2 fR , Ynm )L2 (S 2 ) .
n(n + 1)
Thus, uniform convergence follows, since for N ∈ N we can estimate the

remainder for any r ≤ R and any x̂ ∈ S 2 by
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∞
n
n
(fR , Ynm )L2 (S 2 ) r |Ynm (x̂)|
n=N m=−n
R

∞
n
1
≤ (ΔS 2 fR , Ynm )L2 (S 2 ) |Ynm (x̂)|
n=N m=−n
n(n + 1)
∞ 1/2 ∞ 1/2
n
n
1
≤ (ΔS 2 fR , Ynm )L2 (S 2 ) 2 |Y m
n (x̂)| 2
n=N m=−n n=N m=−n

n2 (n+1)2
∞ 1/2
1 n
m 2
= ΔS 2 fR L2 (S 2 ) |Yn (x̂)|
n=N
n2 (n + 1)2 m=−n
∞ 1/2
1 2n + 1
= √ ΔS 2 fR L2 (S 2 )
4π n=N
n2 (n + 1)2
where we again have used part (a) of Corollary 2.18.
To end this section we consider the situation in the exterior of the closed
ball B[0, R]. We are interested in harmonic functions which tend to zero at
infinity. The following theorem corresponds to Theorem 2.21.

Theorem 2.23. Let u ∈ C 2 R3 \ B[0, R] harmonic in the exterior of the
ball B[0, R]; that is, satisfies the Laplace equation Δu = 0 for |x| > R.
Furthermore, we assume that
lim u(rx̂) = 0 for every x̂ ∈ S 2 . (2.23)

r→∞
Then there exist unique coefficients αnm ∈ C, |m| ≤ n, n = 0, 1, 2, . . . with

∞
n
u(rx̂) = αnm r−n−1 Ynm (x̂) , r > R , x̂ ∈ S 2 . (2.24)
n=0 m=−n
The series converges uniformly with all of its derivatives outside of every ball
B(0, R ) with R > R.
The proof is almost the same as the proof of Theorem 2.21. The main differ-
m
m the solution un (r)
ence is that one has to select = αnm r−n−1 in Euler’s differ-
d 2 d
ential equation dr r dr un (r) = n(n + 1) un (r) instead of um
m m n
n (r) = αn r .
We leave the proof to the reader as Exercise 2.7.
Also, the interior boundary value problem has an exterior analog. Let again
f : ∂B(0, R) −→ C. We want to determine a function u defined in the exterior
of B(0, R) such that
Δu = 0 in R3 \ B[0, R] , u = f on ∂B(0, R) , (2.25)

2.5 Bessel Functions 53
and (2.23). This latter condition is needed to ensure uniqueness. Indeed, we

observe that the function u(x) = u(r, ϕ, θ) = (r/R)n − (R/r)n+1 Pn (cos θ)
is harmonic in the exterior of B(0, R) and vanishes for r = R.
Again, we study the cases fR ∈ L2 (S 2 ) and fR ∈ C 2 (S 2 ) simultaneously
where fR (x̂) = f (Rx̂), x̂ ∈ S 2 , as before.
2 2
2 3
given fR ∈ L 3(S ) there exists a unique solution
Theorem 2.24. (a) For
u ∈ C R \ B[0, R] of Δu = 0 in R \ B[0, R] which satisfies (2.23) and
lim u(r, ·) − fR L2 (S 2 ) = 0 .

r→R
The solution is given by the series

∞
n n+1
R
u(rx̂) = (fR , Ynm )L2 (S 2 ) Ynm (x̂) (2.26a)
n=0 m=−n
r
∞ n+1
1 R
= (2n + 1) f (Rŷ) Pn (x̂ · ŷ) ds(ŷ) (2.26b)
4π n=0
r
S2
for x = rx̂ ∈ R3 \ B[0, R]. They converge uniformly for r ≥ R for any
R > R.
(b) If fR ∈ C 2 (S 2), there exists a unique solution u ∈ C 2 R3 \ B[0, R] ∩
C R3 \B(0, R) of (2.25), (2.23) which is again given by (2.26a), (2.26b).
The series converge uniformly for r ≥ R.
The proof follows again very closely the proof of the corresponding interior
case. We omit the details and refer again to Exercise 2.7.
2.5 Bessel Functions
The previous investigations for harmonic functions can be applied in electro-

statics or magnetostatics (see Sect. 1.3). But for time-harmonic electromag-
netic fields we will solve, as a next step towards the Maxwell system, the
same Dirichlet problem for the Helmholtz equation instead of the Laplace
equation. The radial functions rn which appeared in, e.g., (2.22a), (2.22b)
have to be replaced by Bessel functions. The introduction of these important
functions of mathematical physics is subject of the present section.
From the separation u(x) = v(r)K(x̂) in spherical coordinates and the
eigenvalues −n(n + 1) of the Beltrami operator we obtained for the radial
component v̂(kr) = v(r) with z = kr the spherical Bessel differential equation
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z 2 v̂ (z) + 2z v̂ (z) + z 2 − n(n + 1) v̂(z) = 0 .
(see Eq. (2.8)). We will investigate this linear differential equation of second
order for arbitrary z ∈ C. For z = 0 the differential equation is equivalent to

2 n(n + 1)
v̂ (z) + v̂ (z) + 1 − v̂(z) = 0 in C \ {0} . (2.27)
z z2
The coefficients of this differential equation are holomorphic in C \ {0} and

have poles of first and second order at 0. As in the case of real z one can
show that in every simply connected domain Ω ⊆ C \ {0} there exist at most
two linearly independent solutions of (2.27).
Lemma 2.25. Let Ω ⊆ C \ {0} be a domain. Then there exist at most two
linearly independent holomorphic solutions of (2.27) in Ω.
Proof: Let wj , j = 1, 2, 3, be three solutions. The space C2 is of dimension

2 over the field C. Therefore, if we fix some x0 ∈ Ω, there exist αj ∈ C,

3
j = 1, 2, 3, such that |αj | = 0 and
j=1
3

wj (x0 )
αj = 0.
wj (x0 )
j=1

3
Set w := αj wj in Ω. Then w(x0 ) = w (x0 ) = 0 and thus from (2.27), also
j=1
w(j) (x0 ) = 0 for all j = 0, 1, . . .. Because w is holomorphic in the domain
Ω we conclude by the identity theorem for holomorphic functions that w
vanishes in all of Ω. Therefore, {w1 , w2 , w3 } are linearly dependent.
Motivated by the solution v1,n (r) = rn of the corresponding Eq. (2.7) for the
Laplace equation and λ = −n(n+1) we make an ansatz for a smooth solution
of (2.27) as a power series in the form
∞
∞

w1 (z) = z n a z = a z +n .
=0 =0
Substituting the ansatz into (2.27) and comparing the coefficients yields
(a) (n + )(n + + 1) − n(n + 1) a = 0 for = 0, 1, and

(b) (n + )(n + + 1) − n(n + 1) a + a−2 = 0 for ∈ N, ≥ 2.
Therefore, a1 = 0, and from (b) it follows that a = 0 for all odd . For even
we replace by 2 and arrive at
1 1
a2 = − a2(−1) = − a2(−1)
(n + 2)(n + 2 + 1) − n(n + 1) 2 (2n + 2 + 1)
1 1
= − (n + )
(2n + 2)(2n + 2 + 1)
and thus by induction
(2n + 1)! (−1) (n + )!

a2 = a0 for all ≥ 0 .
n! ! (2n + 2 + 1)!
Altogether we have that

∞
(−1)
(2n + 1)! (n + )!
w1 (z) = a0 z n z 2 .
n! ! (2n + 2 + 1)!
=0
By the ratio test it is seen that the radius of convergence is infinity. Therefore,
this function w1 is a holomorphic solution of the Bessel differential equation
in all of C.
Now we determine a second solution of (2.27) which is linearly independent

of w1 . Motivated by the singular solution v2,n (r) = r−n−1 of (2.7) for λ =
−n(n + 1) we make an ansatz of the form
∞
∞

−n−1
w2 (z) = z a z = a z −n−1 .
=0 =0
Substituting the ansatz into (2.27) and comparing the coefficients yields
(a) ( − n)( − n − 1) − n(n + 1) a = 0 for = 0, 1, and

(b) ( − n)( − n − 1) − n(n + 1) a + a−2 = 0 for ∈ N, ≥ 2.
We again set a = 0 for all odd . For even we replace by 2 and arrive at
1 1
a2 = − a2(−1) = a2(−1)
(2 − n)(2 − n − 1) − n(n + 1) (2) (2n − 2 + 1)
and thus by induction

1 1
a2 = a0 for all ≥ 1 .
2 ! (2n − 2 + 1)(2n − 2 + 3) · · · (2n − 1)
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To simplify this expression we look first for ≥ n. Then
(2n − 2 + 1)(2n − 2 + 3) · · · (2n − 1)

= (2n − 2 + 1)(2n − 2 + 3) · · · (−1) · 1 · 3 · · · (2n − 1)
= (−1)−n (2 − 2n − 1)!! (2n − 1)!!
(2 − 2n)! (2n)!
= (−1)−n
2 · 4 · · · 2( − n) 2 · 4 · · · (2n)
(2 − 2n)! (2n)!
= (−1)−n −n
2 ( − n)! 2n 2n!
where we have used the symbol k!! = 1 · 3 · 5 · · · k for any odd k.

Now we consider the case < n. Analogously we have
(2n − 1)!! (2n)! 2n− (n − )!

(2n−2+1)(2n−2+3) · · · (2n−1) = = n .
(2n − 2 − 1)!! 2 n! (2n − 2)!
Therefore, we arrive at the second solution

∞
n! 1 ( − n)! 2
w2 (z) = a0 z −n−1 z ,
(2n)! ! (2 − 2n)!
=0
where we have set

( − n)! (2n − 2)!
:= (−1)n− for < n .
(2 − 2n)! (n − )!
The radius of convergence of the series is again infinity. For particular nor-
malizations the functions w1 and w2 are called spherical Bessel functions.
Definition 2.26. For all z ∈ C the spherical Bessel functions of first and
second kind and order n ∈ N0 are defined by
∞
(−1) (n + )!
jn (z) = (2z)n z 2 , z ∈ C,
! (2n + 2 + 1)!
=0
∞
2 (−1)n+1 (−1) ( − n)! 2
yn (z) = z , z ∈ C,
(2z)n+1 ! (2 − 2n)!
=0
(−k)!
where—in the definition of yn —a quantity (−2k)! for positive integers k is
defined by
(−k)! (2k)!
= (−1)k , k ∈ N.
(−2k)! k!
The functions
h(1)
n = j n + i yn ,
h(2)
n = j n − i yn ,
are called Hankel functions of first and second kind and order n ∈ N0 .
For many applications the Wronskian of these functions is important.
Theorem 2.27. For all n ∈ N0 and z ∈ C \ {0} we have

1
W (jn , yn )(z) := jn (z) yn (z) − jn (z) yn (z) = .
z2
Proof: We write W (z) for W (jn , yn )(z). We multiply the spherical Bessel
differential equation (2.27) for yn by jn and the one for jn by yn and subtract.
This yields
2
yn (z) jn (z) − jn (z) yn (z) + y (z) jn (z) − jn (z) yn (z) = 0.
z n
The first term is just W (z), thus W solves the ordinary differential equation
W (z) + z2 W (z) = 0. The general solution is W (z) = cz −2 for some c ∈ C
which we determine from the leading coefficient of the Laurent series of W .
By the definition of the Bessel functions we have for fixed n
n!
jn (z) = 2n z n 1 + O(z 2 ) ,
(2n + 1)!
(2n)!
yn (z) = −2−n z −n−1 1 + O(z 2 ) ,
n!
n!
jn (z) = n 2n z n−1 1 + O(z 2 )
(2n + 1)!
(2n)!
yn (z) = (n + 1) 2−n z −n−2 1 + O(z 2 )
n!
as z → 0. Therefore,
(2n)! (2n)!
W (z) = (n + 1) z −2 + n z −2 1 + O(z 2 )
(2n + 1)! (2n + 1)!
1
= 1 + O(z 2 )
z2
which proves that c = 1.
Remark: From this theorem the linear independence of {jn , yn } follows

(1)
immediately and thus also the linear independence of {jn , hn }. Therefore,
they span the solution space of the differential equation (2.27).
The functions jn and yn are closely related to the sine cardinal function
sin z/z and to the function cos z/z. Especially, from Rayleigh’s formulas below
(1)
we note that j0 (z) = sin z/z and ih0 (z) = exp(iz)/z.
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Theorem 2.28 (Rayleigh’s Formulas).
For any z ∈ C and n ∈ N0 we have

n
1 d sin z
jn (z) = (−z)n ,
z dz z
n
1 d cos z
yn (z) = −(−z)n ,
z dz z
n
1 d exp(iz)
h(1)
n (z) = −i (−z) n
,
z dz z
n
1 d exp(−iz)
h(2)
n (z) = i (−z) n
.
z dz z
Proof: We prove only the form for yn . The representation for jn is analogous,
even simpler, the ones for the Hankel functions follow immediately. We start
with the power series expansion of cos z/z; that is,
∞

cos z (−1) 2−1
= z ,
z (2)!
=0
1 d n

and observe that the action of z dz on a power of z is given by
n
1 d
z 2−1 = (2 − 1)(2 − 3) · · · (2 − 2n + 1) z 2−2n−1 ,
z dz
thus
n ∞
1 d cos z (−1)n+1 (−1)
−(−z)n = (2−1)(2−3) · · · (2−2n+1) z 2 .
z dz z z n+1 (2)!
=0
We discuss the term

(2 − 1)(2 − 3) · · · (2 − 2n + 1)
q =
(2)!
separately for ≥ n and < n.

For ≥ n we have, using again the notation k!! = 1 · 3 · · · k for odd k,
(2 − 1)!! (2)! 2−n ( − n)! 1 ( − n)!

q = = = n .
(2)! (2 − 2n − 1)!! 2 ! (2)! (2 − 2n)! 2 ! (2 − 2n)!
The case < n is seen analogously by splitting
(2 − 1)(2 − 3) · · · 1 · (−1) · · · (2 − 2n + 1)

q=
(2)!
(2 − 1)!! (−1) n−
(2n − 2 − 1)!!
=
(2)!
(2)! (2n − 2)! 1 (2n − 2)!
= (−1)n− = n (−1)n− .
2 ! (2)! 2n− (n − )! 2 ! (n − )!
This proves the formula for cos z/z.
In the following definition our results for the Helmholtz equation are collected.
Definition 2.29. For any n ∈ N0 and m ∈ Z with |m| ≤ n and k ∈ C with

Im k > 0 or k > 0 the functions
(1)
um m
n (rx̂) = hn (kr) Yn (x̂) ,
are called spherical wave functions. They are solutions of Δu + k 2 u = 0 in

R3 \ {0}. The part
um m
n (rx̂) = jn (kr) Yn (x̂) ,
satisfies the Helmholtz equation in all of R3 .
The Bessel functions of the first kind jn correspond to the functions rn in

the static case, that is k = 0. For the Helmholtz equation the mappings
rx̂ → jn (kr) Ynm (x̂) are the expansion functions for solutions inside of balls.
(1)
Furthermore the functions hn are used to derive expansions in the exterior
of balls. From the definition we observe that they are singular at the origin of
order n. Additionally, we need their asymptotic behavior for r → ∞, which
can be derived from the previous theorem.
Theorem 2.30. For every n ∈ N and z ∈ C we have

(1) exp[i(z − π2 (n + 1))] 1
hn (z) = (1 + O for |z| → ∞ ,
z |z|

d (1) exp[i(z − π2 n)]) 1
hn (z) = 1 + O for |z| → ∞ ,
dz z |z|
uniformly with respect to z/|z|. The corresponding formulas for jn and yn are
derived by replacing exp[i(. . . )] by cos(. . . ) and sin(. . . ), respectively.
Proof: We show by induction that for every n ∈ N0 there exists a polynomial

Qn of degree at most n such that Qn (0) = 1 and
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n
1 d exp(iz) exp(iz) 1
= in n+1 Qn . (2.28)
z dz z z z
This would prove the assertions.

For n = 0 this is obvious for the constant polynomial Q0 = 1. Let it be
true for n. Then
n+1
1 d exp(iz) 1 d n exp(iz) 1
= i n+1
Qn
z dz z z dz z z

in iz i 1 1 1 1 1 1
= e Qn − (n + 1) n+2 Qn − n+1 Qn
z z n+1 z z z z z z2

exp(iz) 1
= in+1 n+2 Qn+1
z z
with Qn+1 (t) = Qn (t)+i(n+1) t Qn (t)+it2 Qn (t). Obviously, Qn+1 is a poly-
nomial of order at most n + 1 and Qn+1 (0) = 1. This proves the asymptotic
(1)
forms of hn and its derivative.
For the expansion of solutions of the Helmholtz equation into spherical wave
functions also the asymptotic behavior with respect to n is necessary.
Theorem 2.31. For every ε > 0 and R > 0 we have

n! 1 1 1
jn (z) = (2z) 1 + O
n
= z 1+O
n
,
(2n + 1)! n (2n + 1)!! n

(2n)! 2 1 (2n − 1)!! 1
yn (z) = − 1+O = − 1+O ,
n! (2z)n+1 n z n+1 n

(2n)! 2 1 (2n − 1)!! 1
h(1)
n (z) = −i 1 + O = −i 1 + O
n! (2z)n+1 n z n+1 n
for n → ∞ uniformly with respect to |z| ≤ R and uniformly with respect to

ε ≤ |z| ≤ R, respectively. Here again, k!! = 1 · 3 · · · k for odd k ∈ N.
Proof: We prove only the first formula. By the definition of jn we have

∞
(2n + 1)! R2 (2n + 1)! (n + )!
(2z) −n
j (z) − 1 ≤
n!
n ! n! (2n + 2 + 1)!
=1
∞
R2
1
≤
4(n + 1) !
=1
because for ≥ 1
(2n + 1)! (n + )!

(2n + 2 + 1)! n!
1 (n + 1) · · · (n + ) 1
= ≤ .
(2n + 2) · · · (2n + + 1) (2n + + 2) · · · (2n + 2 + 1) 4(n + 1)

≤ 1/(2n+2) ≤ 1/2
We finish this section with a second application of the Funk–Hecke Formula

of Theorem 2.16. We consider the expansion of the special solution u(x) =
exp(ikx · ŷ), x ∈ R3 , of the Helmholtz equation for some fixed ŷ ∈ S 2 which
describes a plane time-harmonic electromagnetic field traveling in the direc-
tion ŷ (see example 1.4).
Theorem 2.32. For x̂, ŷ ∈ S 2 and r > 0 there holds the Jacobi–Anger
expansion
∞
n
eikr x̂·ŷ = 4π in jn (kr) Ynm (x̂) Yn−m (ŷ)
n=0 m=−n
∞

= in (2n + 1) jn (kr) Pn (x̂ · ŷ) .
n=0
For every R > 0 the series converges uniformly with respect to x̂, ŷ ∈ S 2 and
0 ≤ r ≤ R.
Proof: The two representations coincide as seen from the addition for-
mula. Uniform convergence follows from the second representation and the
asymptotic behavior of jn as n → ∞ because |Pn (t)| ≤ 1 on [−1, 1]. We
will prove the first representation and apply the Funk–Hecke formula from
Theorem 2.16. Indeed, we fix z := kr and ŷ ∈ S 2 and expand x̂ → eiz x̂·ŷ into
spherical harmonics; that is,
∞
n
eiz x̂·ŷ = am m
n (z, ŷ) Yn (x̂)
n=0 m=−n
where
am
n (z, ŷ) = eiz x·ŷ Yn−m (x) ds(x) = λn (z) Yn−m (ŷ)
S2
1
with λn (z) = 2π −1 eizt Pn (t) dt. It remains to show that λn (z) = 4π in jn (z).
The function λn solves the Bessel differential equation. Indeed, using the
differential equation (2.9) for the Legendre polynomial, we conclude that
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d 2
z λn (z) + z 2 − n(n + 1) λn (z)
dz
1 1
= 2π (1 − t2 )z 2 + 2izt eizt Pn (t) dt − n(n + 1)2π eizt Pn (t) dt
−1 −1
1 1
d
= 2π (1 − t2 )z 2 + 2izt eizt Pn (t) dt + 2π eizt (1 − t2 )Pn (t) dt
−1 −1 dt
=0
by two partial integrations of the second integral. Since λn is smooth we

conclude that λn (z) = αn jn (z) for some constant αn ∈ C which we determine
by the behavior at the origin. First, we use the fact that Pn is orthogonal
to all polynomials of order less than n. The coefficients of the term tn is
(2n−1)!
given by n! (n−1)! 2n−1 which can be seen from the recursion formula (b) of
Theorem 2.8 by induction (see Exercise 2.5). Therefore,
1
dn
λn (0) = 2π in tn Pn (t) dt
dz n −1
1
n! (n − 1)! 2n−1 (n!)2 2n+1
= 2π in Pn (t)2 dt = 2π in
(2n − 1)! −1 (2n + 1)!
where we have used Theorem 2.7. On the other hand, from Definition 2.26
of the Bessel function we observe that

dn n! dn
n (n!)2 2n
j n (0) = (2z) = .
dz n (2n + 1)! dz n z=0 (2n + 1)!
Comparing these two formulas yields αn = 4π in and finishes the proof.
2.6 The Helmholtz Equation in the Interior

and Exterior of a Ball
Now we are ready to study the series expansion of solutions of the Helmholtz
equation Δu + k 2 u = 0 inside and outside of balls and the corresponding
boundary value problems. For the interior case we allow k to be complex
valued while for the exterior case we restrict ourself to real k > 0. The first
theorem is the analog of Theorem 2.21.
Theorem
2.33.
Let k ∈ C \ {0} with Im k ≥ 0 and R > 0 and u ∈
C 2 B(0, R) solve the Helmholtz equation Δu + k 2 u = 0 in B(0, R). Then
there exist unique αnm ∈ C, |m| ≤ n, n = 0, 1, 2, . . . with
∞
n
u(rx̂) = αnm jn (kr) Ynm (x̂) , 0 ≤ r < R , x̂ ∈ S 2 .
n=0 m=−n
2.6 The Helmholtz Equation in the Interior and Exterior of a Ball 63
The series converges uniformly with all of its derivatives in every closed ball
B[0, R ] with R < R.
Proof: We argue as the proof of Theorem 2.21. For every r ∈ (0, R) the
function u(rx̂) can be expanded into a series by Theorem 2.19; that is,
∞
n
u(rx̂) = um m
n (r) Yn (x̂) , x̂ ∈ S 2 .
n=0 m=−n

The coefficients are given by um n (r) = u(r, ·), Yn L2 (S 2 ) . We show that un
m m
satisfies the spherical Bessel differential equation. Using the Helmholtz equa-
tion for u in spherical polar coordinates, and that the functions Ynm are
eigenfunctions of the self-adjoint Laplace–Beltrami operator yields for r > R

d d
r2 um 2 2 m
n (r) + r k un (r)
dr dr

∂ ∂u(r, x̂)
= r2 + r2 k 2 u(r, x̂) Yn−m (x̂) ds(x̂)
∂r ∂r
S2

= − ΔS 2 u(r, x̂) Yn−m (x̂) ds(x̂)
S2

=− u(r, x̂) ΔS 2 Yn−m (x̂) ds(x̂)
S2

= n(n + 1) u(r, x̂) Yn−m (x̂) ds(x̂) = n(n + 1) um
n (r) .
S2
After the transformation z = kr it turns into Bessel’s differential equa-

tion (2.8) for the functions um m
n . The general solution is given by un (r) =
αnm jn (kr) + βnm yn (kr) for arbitrary αnm , βnm . Therefore, u has the form
∞
n
u(rx̂) = αnm jn (kr) + βnm yn (kr) Ynm (x̂) , x̂ ∈ S 2 , r > 0 .
n=0 m=−n
(2.29)
We are interested in smooth solutions in the ball B(0, R). Therefore, βnm = 0.
To prove uniform convergence we express u(x) in a different form as in the
proof of Theorem 2.33. Fix R < R and choose R̂ with R < R̂ < R such
that jn (k R̂) = 0 for all n. This is possible because the set of all zeros of all of
the analytic functions jn is discrete. Multiplying the representation
of u(R̂x̂)
with Yp−q (x̂), and integrate over S 2 to obtain u(R̂, ·), Ypq L2 (S 2 ) = αpq jp (k R̂)
which proves uniqueness of αnm and, furthermore, the representation of u as
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∞
n
jn (kr)
u(rx̂) = u(R̂, ·), Ynm L2 (S 2 )
Ynm (x̂)
n=0 m=−n jn (k R̂)
∞
n
jn (kr)
= Yn−m (ŷ) Ynm (x̂) u(R̂ŷ) ds(ŷ)
n=0 jn (k R̂) S 2 m=−n
∞
jn (kr) 2n + 1
= Pn (x̂ · ŷ) u(R̂ŷ) ds(ŷ)
n=0 jn (k R̂)
4π S2
for r ≤ R and x̂ ∈ S 2 . Here we used again the Addition Formula of

Theorem 2.17. So far, we followed exactly j the
proof of Theorem 2.21. Now
d Pn
we have to use again the estimate dtj (t) ≤ cj n2j on [−1, 1] (see Exer-
cise 2.6) and the asymptotic forms of the derivatives of the Bessel functions
for large orders n (see Exercise 2.9). Therefore, for any differential opera-
tor D = ∂ || /(∂r1 ∂θ2 ∂ϕ3 ) the series for D u(x) converges uniformly in
B[0, R ] because it is dominated by the convergent series
∞ n
R
cu(R̂, ·)L2 (S 2 ) (2n + 1) n2
n=0 R̂
with a constant c > 0 depending on R . This ends the proof.
Now we transfer the idea of Theorem 2.22 to the interior boundary value
problem
Δu + k 2 u = 0 in B(0, R) , u = f on ∂B(0, R) . (2.30)
We recall that we transform functions on the sphere {x ∈ R3 : |x| = R} of
radius R onto the unit sphere by setting fR (x̂) = f (Rx̂), x̂ ∈ S 2 .
Theorem 2.34. Assume that k ∈ C\{0} and R > 0 are such that jn (kR) = 0
for all n ∈ N0 .

(a) For given fR ∈ L2 (S 2 ) there exists a unique solution u ∈ C 2 B(0, R) of
Δu + k 2 u = 0 in B(0, R) with
lim u(r, ·) − fR L2 (S 2 ) = 0 .

r→R
The solution is given by

∞
n
jn (kr) m
u(rx̂) = (fR , Ynm )L2 (S 2 ) Yn (x̂) (2.31a)
n=0 m=−n
j n (kR)
∞
1 jn (kr)
= (2n + 1) f (Rŷ) Pn (x̂ · ŷ) ds(ŷ) . (2.31b)
4π n=0 jn (kR)
S2
The series converge uniformly on compact subsets of B(0, R).

(b) If fR ∈ C 2 (S 2 ), there exists a unique solution u ∈ C 2 B(0, R) ∩
C B[0, R] of (2.30) which is again given by (2.31a), (2.31b). The series
converges uniformly on B[0, R].
Proof: (a) The proof of uniqueness follows the lines of the corresponding
part in the proof of Theorem 2.24. Indeed, let u be a solution of the
Helmholtz equation in B(0, R) such that limr→R u(r, ·)L2 (S 2 ) = 0. From
Theorem 2.33 we conclude that u can be expanded into
∞
n
u(rx̂) = am m
n jn (kr) Yn (x̂) , x̂ ∈ S 2 , r < R .
n=0 m=−n
Let R0 < R and ε > 0 be arbitrary. Choose Rε ∈ (R0 , R] such that

jn (kRε ) = 0 for all n and uε L2 (S 2 ) ≤ ε where uε (x̂) = u(Rε x̂). Mul-
tiplying the representation of u(Rε x̂) with Yp−q (x̂) and integrating over
S 2 yields (uε , Ypq )L2 (S 2 ) = aqp jp (kRε ), thus
∞
n
jn (kr) m
u(rx̂) = (uε , Ynm )L2 (S 2 ) Y (x̂) , x̂ ∈ S 2 , r ≤ Rε .
n=0 m=−n
jn (kRε ) n
Let now R1 < R0 be arbitrary. Since the asymptotic behavior of the

Bessel function (Theorem 2.31) is uniform with respect to R1 ≤ |z| ≤ R0
there exists a constant c > 0 such that jn (kr)/jn (kRε ) ≤ c for all n ∈ N
and R1 ≤ r ≤ R0 . Therefore, for R1 ≤ r ≤ R0 ,
∞
n
2 jn (kr) 2
2
u(r, ·)L2 (S 2 ) = m
(uε , Yn )L2 (S 2 )
j n (kR ε )
n=0 m=−n
∞
n

≤ c2 (uε , Ynm )L2 (S 2 ) 2
n=0 m=−n
2
=c uε 2L2 (S 2 ) ≤ c 2 ε2 .
This holds for all ε > 0, therefore u has to vanish in B(0, R0 ) \ B(0, R1 )
and thus for |x| < R because R1 < R0 < R was arbitrary u.
It remains to show that the series provides the solution of the boundary
value problem. Uniform convergence of the series and its derivatives
is
proven as in the previous theorem. Therefore u ∈ C ∞ B(0, R) and u
satisfies the Helmholtz equation. Similar to the proof of Theorem 2.22 we
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obtain the boundary condition u(r, .)−fR 2L2 (S 2 ) , since by Theorem 2.31
(kr)
the term | jjnn(kR) − 1|2 can be uniformly bounded for all n ∈ N and all
r ∈ [0, R].

(kr)
(b) Also, with the uniform bound on jjnn(kR) for all n ∈ N and r ∈ [0, R]
we can copy the second part of the proof of Theorem 2.22 in case of the
Helmholtz equation which shows part (b) of the Theorem.
We observe an important difference between the expansion functions rn Ynm (x̂)

for the Laplace equation and jn (kr)Ynm (x̂) for the Helmholtz equation: The
additional assumption jn (kR) = 0 for all n ∈ N0 is required to obtain a
unique solution of the boundary value problem. From the asymptotic form of
jn (z) for real and positive z (see Theorem 2.30) we conclude that for every
n ∈ N0 and fixed R > 0 there exist infinitely many real and positive wave
numbers kn,1 , kn,2 , . . . with jn (kn,j R) = 0. Therefore, the functions
um m
n,j (rx̂) = jn (kn,j r) Yn (x̂) , n, j ∈ N , |m| ≤ n ,
2
solve the homogeneous Dirichlet boundary value problem Δum m
n,j +kn,j un,j = 0
2
in B[0, R] with umn,j = 0 on the boundary |x| = R. The values kn,j are called
Dirichlet eigenvalues of −Δ in the ball of radius R. The multiplicity is 2n + 1,
and the functions um n,j , m = −n, . . . , n, are the corresponding eigenfunctions.
We now continue with the solutions of the Helmholtz equation in the exterior
of a ball. Following the proof of Theorem 2.33 we derive again at the solu-
tion (2.29) involving the two linearly independent solutions jn (kr) Ynm (x̂) and
yn (kr) Ynm (x̂). Both parts in the terms are defined for r > 0—and both tend
to zero as r tends to infinity (see Theorem 2.30). Therefore, the requirement
u(x) → 0 as |x| → ∞ is not sufficient to pick a unique member of the solution
space. In the introduction we have motivated the physically correct choice.
Here, we present a second motivation and consider the case of a conducting
medium with ε = ε0 , μ = μ0 , and constant σ > 0. We have seen from the
previous chapter that in this case k 2 has to be replaced by k̃ 2 = k 2 εr with
εr = 1 + iσ/(ωε0 ). For k̃ itself we take the branch with Re k̃ > 0, thus also
Im k̃ > 0. From Theorem 2.30 we observe that

fn (k̃r) m 1
m
jn (k̃r)Yn (x̂) = Yn (x̂) 1 + O for r → ∞ ,
k̃r r
where fn (z) = cos(z − π2 (n + 1)). In any case we observe that for Im k̃ > 0
these functions increase exponentially as r tends to infinity. The same holds
(1)
for the functions yn (k̃r)Ynm (x̂). The expansion functions hn (k̃r)Ynm (x̂),
however, have the asymptotic forms

exp(ik̃r) m 1
h(1)
n ( k̃r)Y m
n (x̂) = Y n (x̂) (−i) n+1
+ O for r → ∞ ,
k̃r r
and these functions decay exponentially at infinity. This is physically plausible

since a conducting medium is absorbing. We note by passing that the Hankel
(2)
functions hn of the second kind are exponentially increasing. Therefore,
(1)
for conducting media the expansion functions hn (k̃r)Ynm (x̂) are the correct
ones. In the limiting case σ → 0 the solution should depend continuously
on σ. This makes it plausible to choose these functions also for the case
σ = 0. The requirement that the functions u are bounded for Im k̃ > 0 and
depend continuously on k̃ for Im k̃ → 0 on compact subsets of R3 is called
the limiting absorption principle.
(1)
The remaining part we assume k > 0. Comparing hn with its derivative
yields:
Lemma 2.35. Let k > 0 and n ∈ N0 with Im k ≥ 0 and n ∈ N0 and m ∈ Z

(1)
with |m| ≤ n. Then u(rx̂) = hn (kr)Ynm (x̂) satisfies the Sommerfeld radia-
tion condition

∂u(rx̂) 1
− ik u(rx̂) = O for r → ∞ , (2.32)
∂r r2
uniformly with respect to x̂ ∈ S 2 .
Proof: By Theorem 2.30 we have

d (1) exp(ikr) 1
hn (kr) − ik h(1)
n (kr) = (−i) n
k − ik (−i) n+1
+ O
dr kr r

exp(ikr) 1 1
= O = O for r → ∞ .
kr r r2
We note that this radiation condition is necessary only for the case of real
values of k. For complex values with Im k > 0 we note that u(x) decays even
exponentially as |x| tends to infinity.
The importance of this radiation condition lies in the fact that it can be
formulated for every function defined in the exterior of a bounded domain
without making use of the Hankel functions—and still provides the correct
solution. The following theorem is the analog of Theorem 2.23.
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Theorem 2.36. Let k > 0 and u ∈ C 2 R3 \ B[0, R] satisfy Δu + k 2 u = 0
in the exterior of some ball B[0, R]. Furthermore, we assume that u satisfies
the Sommerfeld radiation condition (2.32). Then there exist unique αnm ∈ C,
|m| ≤ n, n = 0, 1, 2, . . . with
∞
n
u(rx̂) = αnm h(1) m
n (kr) Yn (x̂) , r > R , x̂ ∈ S 2 . (2.33)
n=0 m=−n
The series converges uniformly with all of its derivatives on compact subsets
of R3 \ B[0, R].
Proof: We follow the arguments of the proof of Theorem 2.33 and arrive
at the general form (2.29) of u(x). From the radiation condition for u we
2
n (r) satisfies dr un (r)−ik un (r) = O(1/r ). Since
d m
conclude that every term um m
only the Hankel functions of the first kind satisfy the radiation condition in
contrast to the Bessel functions we conclude that βnm = 0 for all n ∈ N0 and
|m| ≤ n. We continue with the arguments just as in the proof of Theorem 2.33
and omit the details.
Finally we consider the exterior boundary value problem to determine for

given f the complex valued function u such that
Δu + k 2 u = 0 for |x| > R , u = f for |x| = R , (2.34)
and u satisfies Sommerfeld radiation condition (2.32).
Theorem 2.37. Let k > 0 and R > 0.

(a) For given fR ∈ L2 (S 2 ) there exists a unique solution u ∈ C 2 R3 \B[0, R]
of Δu + k 2 u = 0 with
lim u(r, ·) − fR L2 (S 2 ) = 0 ,

r→R
and u satisfies Sommerfeld radiation condition (2.32). The solution is

given by
∞
n (1)
hn (kr)
u(rx̂) = (fR , Ynm )L2 (S 2 ) (1)
Ynm (x̂) (2.35a)
n=0 m=−n hn (kR)
∞ (1)
1 hn (kr)
= (2n + 1) (1)
f (Rŷ) Pn (x̂ · ŷ) ds(ŷ) . (2.35b)
4π n=0 hn (kR)
S2
The series converge uniformly on compact subsets of R3 \ B[0, R].


(b) If fR ∈ C 2 (S 2 ),
there exists a unique solution u ∈ C 2 R3 \ B[0, R] ∩
C R3 \ B(0, R) of (2.34) which is again given by (2.35a), (2.35b). The
series converges uniformly on B[0, R1 ] \ B(0, R) for every R1 > R.
Proof: The proof of uniform convergence outside of any ball B(0, R ) for
R > R of any derivative of the series and the validity of the boundary
condition follows the well-known arguments and is omitted. We just mention
(1)
that for k > 0 the functions hn (kR) never vanishes—in contrast to jn (kR)—
because of the Wronskian of Theorem 2.27.
The proof that the function u satisfies the radiation condition is more difficult
and uses a result (in the proof of Lemma 2.38) from Chap. 3.2 The problem
is that every component of the series satisfies the radiation condition but the
asymptotics of hn (k|x|) as |x| tends to infinity by Theorem 2.30 does not
hold uniformly with respect to n. The idea to overcome this difficulty is to
express u as an integral over a sphere of the form

u(x) = Φ(x, y) g(y) ds(y) , |x| > R0 , (2.36)
|y|=R0
rather than a series, see Lemma 2.38 below. Here, Φ denotes the fundamental
solution of the Helmholtz equation, defined by
exp(ik|x − y|) ik (1)

Φ(x, y) = = h (k|x − y|) , x = y. (2.37)
4π |x − y| 4π 0
The fundamental solution satisfies the radiation condition (2.32) uniformly

with respect to y on the compact sphere {y : |y| = R0 } as we show in
Lemma 2.39. Therefore, also u satisfies the radiation condition (2.32) and
completes the proof.
Lemma 2.38. Let k > 0 and R > 0 and u be given by

∞
n
u(rx̂) = αnm h(1) m
n (kr) Yn (x̂) , r > R , x̂ ∈ S 2 . (2.38)
n=0 m=−n
We assume that the series converges uniformly on compact subsets of R3 \

B[0, R]. Then there exists R0 > R and a continuous function g on the sphere
with radius R0 such that

u(x) = Φ(x, y) g(y) ds(y) , |x| > R0 .
|y|=R0
2
At least the authors do not know of any proof which uses only the elementary
properties of the Hankel functions derived so far.
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Here Φ denotes again the fundamental solution of the Helmholtz equation,

given by (2.37).
Proof: Let R0 > R such that jn (kR0 ) = 0 for all n and fix x such that
|x| > R0 . First, we apply Green’s second identity from Theorem A.12 to the
functions w(y) = jn (k|y|)Ynm (ŷ) and Φ(x, y) inside the ball B(0, R0 ) which
yields

∂
jn (kR0 ) Ynm (ŷ) Φ(x, y) ds(y)
∂ν(y)
|y|=R0

− k jn (kR0 ) Ynm (ŷ) Φ(x, y) ds(y) = 0 . (2.39a)
|y|=R0
(1)
Second, since v(y) = hn (k|y|) Ynm (ŷ) satisfies the radiation condition (2.32)
we can apply Green’s representation Theorem 3.6 from the forthcoming
Chap. 3 to v in the exterior of B(0, R0 ) which yields

(1) m (1) ∂
hn (k|x|) Yn (x̂) = hn (kR0 ) Ynm (ŷ) Φ(x, y) ds(y)
∂ν(y)
|y|=R0

d
− k h(1) (kR0 ) Ynm (ŷ) Φ(x, y) ds(y) .(2.39b)
dr n
|y|=R0
Equations (2.39a) and (2.39b) are two equations for the integrals. Solving for
the second integral yields

Ynm (ŷ) Φ(x, y) ds(y) = ik R02 jn (kR0 ) h(1) m
n (k|x|) Yn (x̂) (2.40)
|y|=R0
where we have used the Wronskian of Theorem 2.27. This holds for all
|x| > R0 . Comparing this with the form (2.38) of u yields
∞
n
αnm 2 (1) m
u(x) = 2 j (kR ) ikR0 hn (kr) jn (kR0 ) Yn (x̂)
n=0 m=−n
ikR 0 n 0
∞ n
= gnm Ynm (ŷ) Φ(x, y) ds(y)
n=0 m=−n
|y|=R0
for |x| > R0 where

αnm
gnm = . (2.41)
ik R02 jn (kR0 )
Let R ∈ (R, R0 ). The series (2.38) converges uniformly on {x : |x| = R },

thus
∞ n
m 2 (1)
αn hn (kR )2 < ∞
n=0 m=−n
(1)
and, in particular, αnm hn (kR ) ≤ c1 for all |m| ≤ n and n ∈ N. Therefore
n
m c2 R
g n ≤ ≤ c3 (2n + 1)
h(1)
n (kR ) |jn (kR0 )|
R0
by Theorem 2.31 which proves uniform convergence of the series

∞
n
g(R0 x̂) = gnm Ynm (x̂)
n=0 m=−n
and ends the proof.
Lemma 2.39. For any compact set K ⊆ R3 the fundamental solution Φ

satisfies the Sommerfeld radiation condition (2.32) uniformly with respect to
y ∈ K. More precisely,
exp(ik|x|) −ik x̂·y

Φ(x, y) = e 1 + O |x|−1 , |x| → ∞ , (2.42a)
4π|x|
exp(ik|x|) −ik x̂·y
∇x Φ(x, y) = ik x̂ e 1 + O |x|−1 , |x| → ∞ , (2.42b)
4π|x|
uniformly with respect to x̂ = x/|x| ∈ S 2 and y ∈ K.
Proof: We set x = rx̂ with r = |x| and investigate
4π Φ(rx̂, y) r e−ikr − e−ik x̂·y

exp ikr |x̂ − y/r| − 1 − |x̂ − y/r| exp −ik x̂ · y
=
|x̂ − y/r|
= F (1/r; x̂, y)
with

exp ik |x̂ − εy| − 1 /ε − |x̂ − εy| exp −ik x̂ · y
F (ε; x̂, y) = .
|x̂ − εy|
The function g(ε; x̂, y) = |x̂ − εy| is analytic in a neighborhood of zero with
respect to ε and g(0; x̂, y) = 1 and ∂g(0; x̂, y)/∂ε = −x̂ · y. Therefore, by the
rule of l’Hospital we observe that F (0; x̂, y) = 0, and the assertion of the first
part of the lemma follows because also F is analytic with respect to ε. The
second part is proven analogously.
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From formula (2.40) in the proof of Theorem 2.37 we conclude the following
addition formula for Bessel functions.
Corollary 2.40. Let k > 0. For any x, y ∈ R3 with |x| > |y| we have
∞
ik
Φ(x, y) = (2n + 1) jn (k|y|) h(1)
n (k|x|) Pn (x̂ · ŷ) ,
4π n=0
and the series converges uniformly for |y| ≤ R1 < R2 ≤ |x| ≤ R3 for any
R1 < R2 < R3 .
Proof: We fix x and R0 < |x| and expand the function ŷ → Φ(x, R0 ŷ) into
spherical surface harmonics; that is,
∞

Φ(x, R0 ŷ) = Ynm (ẑ) Φ(x, R0 ẑ) ds(ẑ) Ynm (ŷ)
n=0 |m|≤n
|ẑ|=1
∞
1
= 2 Yn−m (ẑ) Φ(x, z) ds(z) Ynm (ŷ)
R0 n=0
|m|≤n|z|=R
0
∞

= ik jn (kR0 ) h(1) −m
n (k|x|) Yn (x̂) Ynm (ŷ)
n=0 |m|≤n
∞
ik
= (2n + 1) jn (kR0 ) h(1)
n (k|x|) Pn (x̂ · ŷ) ,
4π n=0
where we used (2.40) and the addition formula for spherical surface harmon-
ics of Theorem 2.17. The uniform convergence follows from the asymptotic
(1)
behavior of jn (t) and hn (t) for n → ∞, uniformly with respect to t from
compact subsets of R>0 , see Theorem 2.31. Indeed, we have that

1 1
jn (k|y|) = (k|y|)n 1 + O for n → ∞ ,
(2n + 1)!! n

(2n − 1)!! 1
h(1)
n (k|x|) = −i n+1
1 + O for n → ∞ ,
(k|x|) n
uniformly with respect to x and y in the specified regions. Therefore,

n n
1 |y| 1 R1
(2n + 1) jn (kR0 ) h(1)
n (k|x|) = 1+O ≤ c
k|x| |x| n R2
which ends the proof.
As a corollary of Lemma 2.39 and the proof of Theorem 2.37 we have:

Corollary 2.41. Let k > 0. The solution u of the exterior boundary value
problem (2.34) satisfies
∞ n
exp(ikr) (−i)n+1 m 1
u(rx̂) = (fR , Ynm )L2 (S 2 ) (1) Yn (x̂) 1 + O (2.43a)
kr n=0 m=−n hn (kR) r
∞
exp(ikr) (2n + 1) (−i)n+1 1
= (1)
f (Rŷ) P n (x̂ · ŷ) ds(ŷ) 1 + O (2.43b)
4π kr n=0 hn (kR) r
2 S
as r tends to infinity, uniformly with respect to x̂ ∈ S 2 .
Proof: We note that (2.43a), (2.43b) follow formally from (2.35a), (2.35b),
(1)
respectively, by using the asymptotics of Theorem 2.30 for hn (kr). The
asymptotics, however, are not uniform with respect to n, and we have to
use the representation (2.36) as an integral instead. The function g has the
(1)
expansion coefficients (2.41) with αnm = (fR , Ynm )L2 (S 2 ) /hn (kR); that is,
(fR , Ynm )L2 (S 2 )

gnm = (1)
.
ik R02 hn (kR) jn (kR0 )
Therefore, using the asymptotic form of Φ by Lemma 2.39,

u(x) = Φ(x, y) g(y) ds(y)
|y|=R0

exp(ikr) −ik x̂·y 1
= e g(y) ds(y) 1 + O .
4π r r
|y|=R0
We compute with the Jacobi–Anger expansion of Theorem 2.32

1
e−ik x̂·y g(y) ds(y)
4π
|y|=R0

R2 R02
= 0 e−ikR0 x̂·ŷ g(Rŷ) ds(ŷ) = gR , eikR0 x̂· L2 (S 2 )
4π 4π
S2
∞

= R02 gnm (−i)n jn (kR0 ) Ynm (x̂)
n=0 |m|≤n
∞
1 (fR , Ynm )L2 (S 2 )
= (1)
(−i)n jn (kR0 ) Ynm (x̂)
n=0 |m|≤n
ik h n (kR) j n (kR 0 )
∞
1 (−i)n+1
= (1)
(fR , Ynm )L2 (S 2 ) Ynm (x̂)
k n=0
|m|≤n hn (kR)
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which proves the first part. For the second representation we use again the
addition formula.
This corollary implies that every radiating solution of the Helmholtz equation
has an asymptotic behavior of the form

exp(ik|x|) ∞ 1
u(x) = u (x̂) 1 + O , |x| → ∞ ,
r r
uniformly with respect to x̂ = x/|x| ∈ S 2 . The function u∞ : S 2 → C is

called the far field pattern or far field amplitude of u and plays an important
role in inverse scattering theory.
2.7 Expansion of Electromagnetic Waves
In this section we transfer the results of the previous section to the case of
the time-harmonic Maxwell system in a homogeneous medium with vanishing
external current and charge densities. By the close connection between the
Helmholtz equation and the Maxwell system as discussed in Chap. 1 we are
able to use several results from the previous section.
Thus, we consider the boundary value problems
curl E − iωμ0 H = 0 , curl H + iωε0 E = 0
in the interior or exterior of a ball B(0, R) with boundary condition
ν × E = fR on ∂B(0, R)
where the tangential field fR is given. Throughout we use the constant perme-
ability μ and dielectricity ε as μ0 and ε0 from vacuum. But for the interior
case we allow the parameters also being complex valued. In this case we
√
choose the branch of the wave number k = ω εμ with Im k ≥ 0. Therefore
the results will hold for any homogeneous medium.
The starting point is the observation that E, H are solutions of the source
free time-harmonic Maxwell’s equations in a domain D ⊆ R3 , if and only if E
(or H) is a divergence free solution of the vector Helmholtz equation; that is,
ΔE + k 2 E = 0 and div E = 0 in D
(see Sect. 1.3, equation (1.12)). By the following lemma we can construct solu-
tions of Maxwell’s equations from scalar solutions of the Helmholtz equation.
2.7 Expansion of Electromagnetic Waves 75
Lemma 2.42. Let u ∈ C ∞ (D) satisfy Δu + k 2 u = 0 in a domain D ⊆ R3 .

Then
1
E(x) = curl x u(x) and H = curl E , x ∈ D, (2.44)
iωμ
are solutions of the time-harmonic Maxwell system
curl E − iωμH = 0 in D and curl H + iωεE = 0 in D . (2.45)

1
Furthermore, also Ẽ(x) = curl curl x u(x) and H̃ = iωμ curl Ẽ are solutions
of the time-harmonic Maxwell system (2.45).
Proof: Let u satisfy the Helmholtz equation and define E and H as in

the Lemma. We observe that div E = 0. From curl curl = −Δ + ∇ div and
div E = 0 we conclude that

iωμ curl H(x) = curl curl E(x) = −ΔE(x) = − curl Δ x u(x)
= − curl 2 ∇u(x) + x Δu(x) = k 2 curl x u(x) = k 2 E(x)
which proves the assertion because of k 2 = ω 2 εμ. For the proof of the second
part we just take the curl of the last formula.
In view of the expansion results for the Helmholtz equation of the previous
section we like to consider solutions of the Helmholtz equation of the form
u(x) = jn (k|x|)Ynm (x̂) where Ynm denotes a spherical surface harmonics of
order n ∈ N0 , m = −n, . . . , n and x̂ = |x|x
. By Lemma 2.42 we see that
E(x) = curl(x jn (k|x|)Yn (x̂)) and E(x) = curl curl(x jn (k|x|)Ynm (x̂)) are
m
solutions of the Maxwell system. We can also replace the Bessel function by
the Hankel function, if the region D does not contain the origin, which will
lead to solutions satisfying a radiation condition.
Theorem 2.43. (a) For n ∈ N0 and |m| ≤ n the function E : R3 → R3 ,

defined by

E(x) = curl x jn (kr) Ynm (x̂) = jn (kr) GradS 2 Ynm (x̂) × x̂ , (2.46a)
and the corresponding function

1
H(x) = curl E(x)
iωμ
n(n + 1)
= jn (kr) Ynm (x̂) x̂
iωμr
1
+ jn (kr) + krjn (kr) GradS 2 Ynm (x̂) (2.46b)
iωμr
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satisfy the Maxwell system (2.45). Again, r = |x| and x̂ = x/|x| denote
the spherical coordinates, and GradS 2 is the surface gradient on the unit
sphere (see Example A.17).
For the tangential components with respect to spheres of radius r > 0 it
holds
x̂ × E(x) = jn (kr) GradS 2 Ynm (x̂) , (2.47a)
1
x̂ × H(x) = jn (kr) + krjn (kr) x̂ × GradS 2 Ynm (x̂) . (2.47b)
iωμr

(b) Analogously, the vector fields Ẽ(x) = curl curl x jn (kr)Ynm (x̂) and H̃ =
1
iωμ curl Ẽ are solutions of Maxwell’s equations.
(c) The results of (a) and (b) hold in R3 \ {0} if the Bessel function jn is
(1)
replaced by the Hankel function hn .

Proof: (a) From Lemma 2.42 we already know that E(x) = curl x jn (kr)
Ynm (x̂) generates a solution of Maxwell’s equations. We have to prove
the second representation.
By using
the identity (A.7) and curl x = 0
we find E(x) = ∇ jn (kr)Ynm (x̂) × x. Decomposing the gradient into its
tangential part, Grad (see (A.17)), and the radial component, (∂/∂r) x̂,
leads to

1 ∂
E(x) = jn (k|x|) GradS 2 Ynm (x̂) + jn (k|x|) Ynm (x̂) x̂ × x
r ∂r
= jn (kr) GradS Yn (x̂) × x̂
2
m
which proves the second representation in (2.46a).

Now we consider curl E. Analogously to the proof of the previous lemma
we use curl curl = −Δ + ∇ div and the fact that w(x) = jn (kr)Ynm (x̂)
solves the Helmholtz equation. Therefore,

curl E(x) = −Δ xw(x) + ∇ div xw(x)

= −2 ∇w(x) + k2 x w(x) + 3 ∇w(x) + ∇ x · ∇w(x)

= ∇ jn (kr) + krjn (kr) Ynm (x̂) + k2 x jn (kr)Ynm (x̂)

= jn (kr) + krjn (kr) + k2 r jn (kr) Ynm (x̂) x̂
1
+ jn (kr) + krjn (kr) GradS 2 Ynm (x̂)
r
1
= 2krjn (kr) + k2 r2 jn (kr) + k2 r2 jn (kr) Ynm (x̂) x̂
r
1
+ jn (kr) + krjn (kr) GradS 2 Ynm (x̂)
r
n(n + 1) 1
= jn (kr)Ynm (x̂) x̂ + jn (kr) + krjn (kr) GradS 2 Ynm (x̂)
r r
where we used the Bessel differential equation (2.27) in the last step.
Formulas (2.47a) and (2.47b) follow obviously.
(1)
(c) This is shown as in (a) and (b) by replacing jn by hn .
From the theorem we observe that the tangential components of the boundary
values on a sphere involve the surface gradients GradS 2 Ynm and x̂×GradS 2 Ynm .
We have seen—and already used several times—that the surface gradient of
u ∈ C 1 (S 2 ) is a tangential field, i.e. ν · GradS 2 u = 0 on S 2 with the unit
normal vector ν(x̂) = x̂ on S 2 . Obviously, also ν × GradS 2 u is tangential.
Using the partial integration formula (A.21) we compute

(x̂ × GradS 2 u) · (x̂ × GradS 2 v) ds = GradS 2 u · (x̂ × GradS 2 v) × x̂ ds
S2 2
S
= GradS 2 u · GradS 2 v ds
S2

=− u ΔS 2 v ds
S2
"
for u ∈ C 1 (S 2#) and v ∈ C 2 (S 2 ). Since the spherical harmonics Ynm : −n ≤
m ≤ n, n ∈ N form an orthonormal system of eigenfunctions of the spherical
Laplace–Beltrami operator ΔS 2 with the eigenvalues λ = −n(n + 1), n ∈ N0 ,
we conclude that the vector fields
1
Unm (x̂) := GradS 2 Ynm (x̂) (2.48a)
n(n + 1)
as well as the vector fields

1
Vnm (x̂) := x̂ × Unm (x̂) = x̂ × GradS 2 Ynm (x̂) (2.48b)
n(n + 1)
are two orthonormal systems of tangential fields on S 2 . Applying partial

integration again and using property (b) of the following lemma we obtain

(x̂ × GradS 2 u) · GradS 2 v ds = − DivS 2 (x̂ × GradS 2 u) v ds = 0 .
S2 S2
Combining these sets of vector fields Unm and Vnm yields the set of spheri-
cal vector harmonics. Actually, one should denote them as spherical vector
surface harmonics.
The main task is to show that the spherical vector harmonics form a complete
orthonormal system in the space of tangential vector fields on S 2 . In prepa-
ration of the proof we need some more properties of the spherical harmonics
and the surface differential operators.
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Lemma 2.44.
(a) DivS 2 (x̂ × GradS 2 u) = 0 for all u ∈ C 2 (S 2 ) where DivS 2 denotes the
surface divergence on the unit sphere (see Example A.17).
(b) If a tangential field u ∈ Ct1 (S 2 ) = {u ∈ C 1 (S 2 , C3 ) : u · ν = 0 on S 2 }
satisfies
DivS 2 u = 0 and DivS 2 (ν × u) = 0 on S 2
then u = 0 on S 2 .
Proof: (a) We extend u to a C 1 function in a neighborhood of S 2 and apply

Corollary A.20. This yields DivS 2 (x̂ × GradS 2 u) = DivS 2 (x̂ × ∇u) =
−x̂ · curl ∇u = 0 on S 2 .
(b) From DivS 2 (ν × u) = 0 we obtain by partial integration (A.21)

0= DivS 2 (ν×u) f ds = − (ν×u)·GradS 2 f ds for every f ∈ C 1 (S 2 ) .
S2 S2
We express u in spherical coordinates with respect to the basis θ̂, ϕ̂ of

the spherical unit vectors; that is, u = (u · θ̂)θ̂ + (u · ϕ̂)ϕ̂ and thus
ν × u = (u · θ̂)ϕ̂ − (u · ϕ̂)θ̂ .
Let f ∈ C 1 (S 2 ) be arbitrary. The representation of the surface gradient

of f on S 2 (see Example A.17) implies by partial integration with respect
to θ and ϕ, respectively, the identity

0= (ν × u) · GradS 2 f ds
S2
2π π
∂f 1 ∂f
= (ν × u) · θ̂ + ϕ̂ sin θ dθ dϕ
0 0 ∂θ sin θ ∂ϕ
2π π
∂ ∂
= (u · ϕ̂) sin θ − (u · θ̂) f dθ dϕ .
0 0 ∂θ ∂ϕ
This leads to
∂ ∂
(u · ϕ̂) sin θ = u · θ̂
∂θ ∂ϕ
θ
on S 2 . Considering the anti-derivative h(ϕ, θ) = 0
(u · θ̂)(ϕ, θ ) dθ we
have
∂h
= u · θ̂
∂θ
and
θ
∂h ∂
(ϕ, θ) = (u · θ̂)(ϕ, θ ) dθ
∂ϕ 0 ∂ϕ
θ
∂
= (u · ϕ̂)(ϕ, θ ) sin θ dθ = (u · ϕ̂) sin θ .
0 ∂θ
Therefore we conclude that

∂h 1 ∂h
u = (u · θ̂)θ̂ + (u · ϕ̂)ϕ̂ = θ̂ + ϕ̂ = GradS 2 h .
∂θ sin θ ∂ϕ
Finally, we use the condition DivS 2 u = 0 and obtain by partial integra-
tion

0 = h DivS 2 u ds = u · GradS 2 h ds = |u|2 ds
S2 S2 S2
which yields u = 0 on S 2 .
Remark: From the first part of the proof of part (b) we observe that
DivS 2 (ν × u) = 0 on S 2 implies the existence of a surface potential h. This
motivates the common notation of the surface curl of a tangential field u by
Curl u = − Div(ν × u).
The following result is needed as a preparation for the expansion theorem
but is also of independent interest. It proves existence and uniqueness of a
solution for the equation ΔS 2 u = f on S 2 where ΔS 2 = DivS 2 GradS 2 denotes
again the spherical Laplace–Beltrami operator (see Definition 2.2).
Theorem 2.45. For every f ∈ C ∞ (S 2 ) with S 2 f ds = 0 there exists a

unique solution u ∈ C 2 (S 2
) with ΔS 2 u = −f on S 2 and S 2 u ds = 0. If
∞ n
f is given by f = n=1 m=−n fnm Ynm with fnm = (f, Ynm )L2 (S 2 ) , then the
solution is given by

1 2n + 1
∞ n ∞
fnm
u(x) = Ynm (x) = Pn (x · y) f (y) ds(y) .
n=1 m=−n
n(n + 1) 4π n=1 n(n + 1) S 2
Both series converge uniformly with all their derivatives. In particular, u ∈

C ∞ (S 2 ).
Proof: Uniqueness is seen by Green’s theorem. Indeed, if u ∈ C 2 (S 2 ) is

the difference of two solutions, then ΔS 2 u = 0 and thus 0 = S 2 u DivS 2
GradS 2 u ds = S 2 | GradS 2 u|2 ds; that is, GradS 2 u = 0 which implies that u is
constant. The requirement S 2 u ds = 0 yields that u vanishes.
For existence it suffices to show that the series for u converges with all of its
derivatives because ΔS 2 Ynm = −n(n + 1)Ynm . For partial sums we have for
any q ∈ N
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N
n
fnm
(SN u)(x) = Ynm (x)
n=1 m=−n
n(n + 1)

N
n
1
= Ynm (x) Yn−m (y) f (y) ds(y)
n=1
n(n + 1) S 2 m=−n

1 2n + 1
N
= Pn (x · y) f (y) ds(y)
4π n=1 n(n + 1) S 2

(−1)q
N
2n + 1
= Δq 2 Pn (x · y) f (y) ds(y)
4π n=1 nq+1 (n + 1)q+1 S 2 S

(−1)q
N
2n + 1
= Pn (x · y) ΔqS 2 f (y) ds(y)
4π n=1 nq+1 (n + 1)q+1 S 2
where we used the addition formula of Theorem 2.17 again and ΔS 2 Pn (x·y) =
−n(n + 1)Pn (x · y) (because x → Pn (x · y) is a spherical surface harmonic)
and Green’s theorem q times. We consider the extension of this formula to
x ∈ R3 and observe for any differential operator D of order that

(−1)q
N
2n + 1

(D SN u)(x) = D Pn (x · y) ΔqS 2 f (y) ds(y) .
4π n=1 nq+1 (n + 1)q+1 S 2 x
By the chain rule and Exercise 2.6 we conclude that |Dx Pn (x · y)| ≤ cn2 for
all n ∈ N and x, y ∈ S 2 . Therefore,

1
N
2n + 1
Dx Pn (x · y) ΔqS 2 f (y) ds(y)
4π n=1 nq+1 (n + 1)q+1 S2

N
(2n + 1) n2
≤ c ΔqS 2 f ∞
n=1
nq+1 (n
+ 1)q+1
which converges if we choose q ≥ + 1.
Theorem 2.46. The functions

1
Unm = GradS 2 Ynm (x̂) and Vnm (x̂) = x̂ × Unm (x̂)
n(n + 1)
for n ∈ N and −n ≤ m ≤ n constitute a complete orthonormal system in

" #
L2t (S 2 ) = u ∈ L2 (S 2 ) : ν · u = 0 on S 2 .
Proof: Let f ∈ Ct∞ (S 2 ) = {u ∈ C ∞ (S 2 , C3 ) : u · ν = 0 on S 2 }. Then

also DivS 2 f, DivS 2 (ν × f ) ∈ C ∞ (S 2 ), and by Green’s theorem we have
S2
DivS 2 f ds = S 2 DivS 2 (ν × f ) ds = 0. By the previous Theorem 2.45
there exist solutions u1 , u2 ∈ C ∞ (S 2 ) with ΔS 2 u1 = DivS 2 f and ΔS 2 u2 =
DivS 2 (ν × f ) on S 2 . Their expansions
∞
n ∞
n
u1 = am m
n Yn and u2 = bm m
n Yn
n=1 m=−n n=1 m=−n
converge uniformly with all of their derivatives. Set

g = Grad u1 − ν × Grad u2
∞
n
amn Grad Yn − bn ν × Grad Yn
m m m
=
n=1 m=−n
∞ n
n Un −
n(n + 1) am m
= n(n + 1) bm m
n Vn .
n=1 m=−n
Then g ∈ Ct∞ (S 2 ) and, by using part (a) of Lemma 2.44,

DivS 2 g = ΔS 2 u1 =
DivS 2 f and DivS 2 (ν ×g) = − DivS 2 ν ×(ν ×GradS 2 u2 ) = DivS 2 GradS 2 u2 =
DivS 2 (ν ×f ). Application of part (b) of Lemma 2.44 yields g = f which proves
uniform convergence of f into vector spherical harmonics. The completeness
of the set {Unm , Vnm : −n ≤ m ≤ m, n ∈ N} in L2t (S 2 ) follows again by a
denseness argument just as in the proof of Theorem 2.19.
As a corollary we formulate an expansion of any vector field A in terms of

the normal basis functions x̂ → Ymn (x̂)x̂ and the tangential basis functions
n
Um and Vnm .
Corollary 2.47. Every vector field A ∈ L2 (S 2 , C3 ) has an expansion of the

form
∞

A(x̂) = am m m m m m
n Yn (x̂) x̂ + bn Un (x̂) + cn Vn (x̂) (2.49)
n=0 |m|≤n
where

am
n = A(x̂) · x̂ Yn−m (x̂) ds(x̂) , |m| ≤ n , n ≥ 0 , (2.50a)
S2

bm
n = A(x̂) · Un−m (x̂) ds(x̂) , |m| ≤ n , n ≥ 1 , b00 = 0 , (2.50b)
S2

cm
n = A(x̂) · Vn−m (x̂) ds(x̂) , |m| ≤ n , n ≥ 1 , c00 = 0 . (2.50c)
S2
The convergence is understood in the L2 -sense. Furthermore, Parseval’s

equality holds; that is,
www.ebook777.com
∞

|anm |2 + |bnm |2 + |cnm |2 = A2L2 (S 2 ,C3 ) .
n=0 |m|≤n
Proof: We decompose the vector field A into

A(x̂) = A(x̂) · x̂ x̂ + x̂ × A(x̂) × x̂ .
The scalar function

x̂ → x̂ · A(x̂) and the tangential vector field x̂ →
x̂ × A(x̂) × x̂ can be expanded into basis functions on S 2 according to
Theorem 2.19 for the scalar radial part and the previous Theorem 2.46 for
the tangential part.
We apply this corollary to the vector field x̂ → E(rx̂) where E satisfies

Maxwell’s equation.

Theorem 2.48. Let E, H ∈ C 1 B(0, R), C3 satisfy curl E − iωμH = 0 and
curl H + iωεE = 0 in B(0, R). Then there exist unique αnm , βnm ∈ C, |m| ≤ n,
n = 0, 1, 2, . . . such that
∞
jn (kr) m
E(x) = αnm n(n + 1) Yn (x̂) x̂
n=1 |m|≤n
r

rjn (kr)
+ αnm Unm (x̂) + βnm jn (kr) Vnm (x̂) (2.51a)
r
∞
1 )
= αnm curl curl x jn (kr) Ynm (x̂)
n=1 |m|≤n n(n + 1)
*
− βnm curl x jn (kr) Ynm (x̂) (2.51b)
1
∞
) jn (kr) m
H(x) = − βnm n(n + 1) Yn (x̂) x̂
iωμ n=1 r
|m|≤n
*
m rjn (kr)
+ βn Unm (x̂) + k 2 αnm jn (kr) Vnm (x̂) (2.51c)
r
∞
1 1 )
= k 2 αnm curl x jn (kr) Ynm (x̂)
iωμ n=1 n(n + 1)
|m|≤n
*
− βnm curl curl x jn (kr) Ynm (x̂) (2.51d)
for x = rx̂ and 0 ≤ r < R, x̂ ∈ S 2 . The series converge uniformly in every

ball B[0, R ] for R < R.
Proof: Let am m m
n (r), bn (r), and cn (r) be the expansion coefficients of (2.49)
corresponding to the vector field given by x̂ → E(rx̂). First we note that
a00 (r) = r12 |x|=r

x̂ · E(x) ds(x) vanishes by the divergence theorem because
div E = 0.
Second, we consider am n (r) for n ≥ 1. With

−m 1
am
n (r) = x̂ · E(rx̂) Y n (x̂) ds(x̂) = x · E(x) Yn−m (x̂) ds(x̂)
S 2 r S 2
we observe that ramn (r) is the expansion coefficient of the solution x → x·E(x)
of the scalar Helmholtz equation, see Lemma 1.5. Thus by Theorem 2.33 we
obtain
α̃nm
am
n (r) = jn (kr)
r
for some α̃nm . Next, the condition div E = 0 in spherical polar coordinates
reads
1 ∂ 2
r Er (r, x̂) + DivS 2 Et (r, x̂) = 0
r ∂r
(see (A.20)), and we obtain

1 2 m 1 ∂ 2
r an (r) = r Er (r, x̂) Yn−m (x̂) ds(x̂)
r 2 r ∂r
S

=− DivS 2 Et (r, x̂) Yn−m (x̂) ds(x̂)
S2

= E(r, x̂) · GradS 2 Yn−m (x̂) ds(x̂) = n(n + 1) bm
n (r)
S2
by (A.21). Thus, with a common constant αnm we have

m m n(n + 1) m 1

an (r) = αn jn (kr) , bm
n (r) = αn r jn (kr) . (2.52)
r r
Finally, we consider cm
n (r). By partial integration it holds

m
n(n + 1) cn (r) = E(r, x̂) · x̂ × GradS 2 Yn−m (x̂) ds(x̂)
2
S

= E(r, x̂) × x̂ · GradS 2 Yn−m (x̂) ds(x̂)
S2

=− DivS 2 E(r, x̂) × x̂ Yn−m (x̂) ds(x̂)
2
S
= −r x̂ · curl E(rx̂) Yn−m (x̂) ds(x̂)
S2

=− x · curl E(rx̂) Yn−m (x̂) ds(x̂)
S2
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where we have used that DivS 2 E(r, x̂) × x̂ = Div|x|=r E(rx̂) × x̂ =

r x̂ · curl E(rx̂) (see Corollary A.20). Therefore, n(n + 1) cm n (r) are the ex-
pansion coefficients of the scalar function ψ(x) = x · curl E(x). Because ψ is a
solution of the Helmholtz equation Δψ + k 2 ψ = 0, see Lemma 1.5, we again
conclude from Theorem 2.33 that cm n (r) = βn jn (kr) for some βn ∈ C. This
m m
proves the first representation (2.51a).

Furthermore, using (2.46a) and (2.46b) yields the second representation
(2.51b).
It remains to show uniform convergence in B[0, R ] for every R < R. As in the
scalar case we will prove another representation of the field E. Fix R < R and
choose R̂ with R < R̂ < R such that jn (k R̂ = 0 and jn (k R̂) + kjn (k R̂) = 0.
The scalar function x̂ → E(R̂x̂) · x̂ is smooth and we obtain from (2.51a) that

jn (k R̂)
αnm n(n + 1) = E(R̂ŷ) · ŷ Yn−m (ŷ) ds(ŷ) .
R̂ S2
Analogously, we obtain

jn (k R̂) + k R̂jn (k R̂)
αnm = E(R̂ŷ) · Un−m (ŷ) ds(ŷ)
R̂ S2

1
= − DivS 2 E(R̂, ŷ) Yn−m (ŷ) ds(ŷ) ,
n(n + 1) S 2
and

βnm jn (k R̂) = E(R̂ŷ) · Vn−m (ŷ) ds(ŷ)
S2

1
= E(R̂, ŷ) · ŷ × GradS 2 Yn−m (ŷ) ds(ŷ)
n(n + 1) S 2

1
= − DivS 2 E(R̂, ŷ) × ŷ Yn−m (ŷ) ds(ŷ) .
n(n + 1) S 2
Substituting these coefficients into (2.51a) and using the addition formula of
Theorem 2.17 yields

∞
R̂ jn (kr)
E(rx̂) = E(R̂ŷ) · ŷ Yn−m (ŷ) ds(ŷ) Ynm (x̂) x̂
n=1 |m|≤n
r jn (kR̂) S2

R̂ jn (kr) + krjn (kr) 1
− GradS 2 DivS 2 E(R̂, ŷ) Yn−m (ŷ) ds(ŷ) Ynm (x̂)
r jn (kR̂) + kR̂jn (kR̂) n(n + 1) S2

jn (kr) 1
− x̂ × GradS 2 DivS 2 E(R̂, ŷ) × ŷ Yn−m (ŷ) ds(ŷ) Ynm (x̂)
jn (kR̂) n(n + 1) S2
(2.53)

1
∞
R̂ jn (kr)
= (2n + 1) E(R̂ŷ) · ŷ Pn (x̂ · ŷ) ds(ŷ) x̂
4π n=1 r jn (kR̂) S 2

R̂ jn (kr) + krjn (kr) 1
− GradS 2 DivS 2 E(R̂, ŷ) Pn (x̂ · ŷ) ds(ŷ)
r jn (kR̂) + kR̂jn (kR̂) n(n + 1) S2

jn (kr) 1
− x̂ × GradS 2 DivS 2 E(R̂, ŷ) × ŷ Pn (x̂ · ŷ) ds(ŷ) .
jn (kR̂) n(n + 1) S2
This has now the form of the series for the solution of the interior boundary
value problem for the Helmholtz equation. The arguments used there, in the
proof of Theorem 2.33, provide analogously uniform convergence of the series
and its derivatives in the closed ball B[0, R ].
The expansions (2.51a) and (2.51b) as well as (2.51c) and (2.51d) complement
each other. The representation (2.51b) shows an expansion into vector wave
functions which is closely related to the idea from Lemma 2.42 using the scalar
expansion functions of the Helmholtz equation. On the other hand, (2.51a) is
suitable for treating boundary value problems (see Theorem 2.49 below) and,
additionally, gives some insight into the important relation of the tangential
and the normal component of the electric field on surfaces.
Combining the previous results we obtain the following existence result for
the interior Maxwell problem in a ball; that is, the boundary value problem
for Maxwell’s equation in a ball B(0, R) with boundary values ν × E = fR
on |x| = R. We formulate the existence result again with fR ∈ L2t (S 2 ) where
fR (x̂) = f (Rx̂).
Theorem 2.49. We assume that ε, μ ∈ C with Im k ≥ 0 where again k =

√
ω εμ and R > 0 are such that jn (kR) = 0 and jn (kR) + kR jn (kR) = 0 for
all n ∈ N0 .

(a) For given fR ∈ L2t (S 2 ) there exists a unique solution E ∈ C 2 B(0, R)
1
and H = iωμ curl E of
curl E − iωμH = 0 and curl H + iωεE = 0 in B(0, R)
with
lim ν × E(r, ·) − fR L2 (S 2 ) = 0 .
r→R
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The solution is given by
∞ n
(fR , Unm )L2 (S 2 ) 1
E(rx̂) = curl x jn (kr) Ynm (x̂)
n=1 m=−n n(n + 1) j n (kR)
(fR , Vnm )L2 (S 2 ) R

+ curl curl xjn (kr) Ynm (x̂)
n(n + 1) jn (kR) + kR jn (kR)
∞ n
m n(n + 1) R jn (kr) m
= (fR , Vn )L2 (S 2 ) Yn (x̂) x̂
n=1 m=−n
j n (kR) + kR jn (kR) r
R jn (kr) + kr jn (kr) m
+ (fR , Vnm )L2 (S 2 ) Un (x̂)
jn (kR) + kR jn (kR) r
jn (kr) m
− (fR , Unm )L2 (S 2 ) Vn (x̂) ,
jn (kR)
∞ n
1 (fR , Un )L2 (S 2 )
m
1
H(rx̂) = curl curl x jn (kr) Ynm (x̂)
iωμ n=1 m=−n n(n + 1) j n (kR)
(fR , Vnm )L2 (S 2 ) R
+ k2 curl xjn (kr) Ynm (x̂)
n(n + 1) jn (kR) + kR jn (kR)
∞ n
1 1 jn (kr) m
= (fR , Unm )L2 (S 2 ) n(n + 1) Yn (x̂) x̂
iωμ n=1 m=−n jn (kR) r
1 jn (kr) + kr jn (kr) m
+ (fR , Unm )L2 (S 2 ) Un (x̂)
jn (kR) r
R
− k2 (fR , Vnm )L2 (S 2 ) jn (kr) Vnm (x̂)
jn (kR) + kRjn (kR)
for x = rx̂ ∈ B(0, R). The series converges uniformly on compact subsets
of B(0, R).
(b) If fR ∈ Ct2 (S 2
), the solution
of the boundary value problem satisfies E ∈
2
C B(0, R) ∩C B[0, R] and the series converges uniformly on the closed
ball B[0, R].
Proof: The proof follows the arguments as in Theorem 2.37 for the case of
a boundary value problem for the Helmholtz equation.
Let us repeat the steps. To show uniqueness we assume E is a solution of the
homogeneous boundary value problem, i.e. ν × E(rx̂)L2 (S 2 ) → 0 for r → R
with ν(x̂) = x̂. First we consider the expansion from Theorem 2.48 for any
R0 < R and ε > 0 and Rε ∈ (R0 , R) such that jn (kRε ) = 0, jn (kRε ) +
kRε jn (kRε ) = 0 and ν × E(Rε x̂)L2 (S 2 ) ≤ ε. From (2.53) we obtain
x̂ × E(rx̂)
∞
Rε jn (kr) + kr jn (kr)
= (kR )
(ν × E(Rε . ), Vnm )L2 (S 2 ) Unm (x̂)
r j n (kR ε ) + kR ε j n ε
n=1 |m|≤n
∞
jn (kr)
− (ν × E(Rε . ), Unm )L2 (S 2 ) Vnm (x̂) .
n=1 |m|≤n
jn (kRε )
By Parseval’s identity we obtain for 0 < R1 < r < R0 < Rε < R
ν × E(r . )2L2 (S 2 )
∞
Rε 2 jn (kr) + kr jn (kr) 2 2

r jn (kRε ) + kRε j (kRε ) (ν × E(Rε . ), Vn )L2 (S 2 )
m
=
n=1 |m|≤n n
2 2
jn (kr)
+ (ν × E(Rε . ), Unm ) 2 2
jn (kRε ) L (S )
∞ 2 2

≤ c2 (ν × E(Rε . ), Vnm )L2 (S 2 ) + (ν × E(Rε . ), Unm )L2 (S 2 )
n=1 |m|≤n
≤ c ν × E(Rε )L2 (S 2 ) ≤ c2 ε2 .
2
(2.54)
Here we have
used
again as in the proof of 2.34 a uniform bound for all
jn (kr) Rε jn (kr)+kr jn (kr)
n ∈ N of jn (kRε ) ≤ c and of r jn (kRε )+kRε j (kRε ) ≤ c for r ∈ [R1 , R0 ],
n
where the last estimate follows from Theorem 2.31 by using the identity
jn (z) + zjn (z) = zjn−1 (z) − njn (z) (see Exercise 2.8).
Since (2.54) holds for any ε > 0 we obtain by the expansion of Theorem 2.48
that αnm (rjn (kr)) = 0 and βnm jn (kr) = 0 for all r ∈ (R1 , R0 ) and |m| ≤ n,
n ∈ N. Thus it follows αnm = βnm = 0, and the expansion leads to E = 0 in
B(0, R).
Next we show that the function E(rx̂) given in the Theorem satisfies the
boundary condition in L2 sense. For r < R we compare the representa-
tion (2.51b) with the given expansion and define
R 1
αnm = (fR , Vnm )L2 and βnm = − (fR , Unm )L2 .
jn (kR) + kRjn (kR) jn (kR)
Thus, we obtain from (2.51a)
∞ n
αnm
x̂ × E(rx̂) = (rjn (kr)) x̂ × Unm (x̂) + βnm jn (kr) x̂ × Vnm (x̂)
n=1 m=−n
r
∞ n
αnm
= (rjn (kr)) Vnm (x̂) − βnm jn (kr) Unm (x̂) .
n=1 m=−n
r
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With the definition of αnm and βnm it follows by Parseval’s identity
∞ 2
n
jn (kr)
ν × E(r . ) − fR L2 = − 1 |(fr , Unm )L2 |2
jn (kR)
n=1 m=−n
∞
n
R jn (kr) + krjn (kr) 2
2
r jn (kR)+krj (kR) −1 |(fr , Vn )L2 | .
m
+
n=1 m=−n n
As in Theorem 2.34 we can adapt the arguments of Theorem 2.22 in

the
(kr)
case of the Laplacian, since by Theorem 2.31 the terms jjnn(kR) − 1 and

R jn (kr)+krjn (kr)
r jn (kR)+kRjn (kR) − 1 are uniformly bounded for r ∈ [0, R] and converge to
zero as r tends to R for every n. Thus we conclude that ν ×E(r, ·)−fR L2 →
0 if r → R.
Furthermore, the second part of the proof of Theorem 2.22 can be trans-

(kr)
ferred to the electric fields by the uniform bounds on the ratios jjnn(kR) and

R jn (kr)+krjn (kr)
r jn (kR)+kRjn (kR) and we conclude part (b) of the Theorem.
The last part in this chapter is devoted to the Maxwell problem in the exte-
rior R3 \B(0, R) of a ball. Here we restrict ourself to real ε0 , μ0 > 0 that is
√
k = ω ε0 μ0 > 0. First we observe that replacing the Bessel functions by
the Hankel functions of the first kind in the constructed expansion functions
will lead to solutions satisfying a radiation condition. At this point we find it
very convenient to use the scalar Sommerfeld radiation condition (2.32) for
the solutions x·E(x) and x·H(x) of the Helmholtz equation. These conditions
imply in particular that the radial components of the electric and magnetic
fields decay as 1/r2 .; that is, the fields E and H are “almost” tangential fields
on large spheres. Later (see Corollary 2.53 and Remark 3.31) we will show
that this form of the radiation condition is equivalent to the better known
Silver–Müller radiation condition.
1
Theorem 2.50. Let E ∈ C 2 R3 \ B[0, R] and H = iωμ curl E be solutions
of the time-harmonic Maxwell equations
curl E − iωμH = 0 in D and curl H + iωεE = 0 in R3 \ B[0, R] .
Furthermore, let x → x · E(x) and x → x · H(x) satisfy the Sommerfeld

radiation condition (2.32). Then there exist unique αnm , βnm ∈ C, |m| ≤ n,
n = 0, 1, 2, . . . such that
∞
αnm n(n + 1) (1)
E(x) = hn (kr) Ynm (x̂) x̂
n=1 |m|≤n
r
αnm (1)
+ rhn (kr) Unm (x̂) + βnm h(1) m
n (kr) Vn (x̂) (2.55a)
r
∞
1 )
= αnm curl curl x h(1) m
n (kr) Yn (x̂)
n=1 |m|≤n n(n + 1)
*
− βnm curl x h(1)
n (kr) Y m
n (x̂) (2.55b)
for x = rx̂ and r > R, x̂ ∈ S 2 . The series converges uniformly with all of its
derivatives in compact subsets of R3 \ B[0, R].
(1)
The field H has the forms (2.51c), (2.51d) with hn replacing jn .
Proof: The proof uses exactly the same arguments as the proof of Theorem
−m
2.48. First we note that ram n (r) = S 2 x · E(x) Yn (x̂) ds(x̂) is the expansion
coefficient of the solution u(x) = x · E(x) of the Helmholtz equation with
respect to {Ynm : |m| ≤ n, n ∈ N}. By assumption u is radiating, therefore
m (1)
ramn (r) = α̃n h (kr) for some coefficient α̃nm . Therefore, (2.52) holds for jn
(1) m (1)
replaced by hn . Analogously, cm m
n (r) is given by cn (r) = βn hn (kr) for some
βn because also x → x·curl E(x) is radiating. This yields the form (2.55a) for
m
(1)
E(x) and from this also (2.55b) by using (2.46a), (2.46b) for hn instead of jn .
Uniform convergence of this series is shown as in the proof of Theorem 2.48.
In contrast to the interior problem and similar to the Helmholtz equation the
exterior Maxwell problem for a ball is uniquely solvable for any k ∈ C with
Im k ≥ 0 and every R > 0.
Theorem 2.51. Let k ∈ C \ {0} with Im k ≥ 0 and let R > 0.
2 2 2
3
fR ∈ Lt (S ) there exist unique solutions E, H ∈ C R \
(a) For given
B[0, R] of
curl E − iωμH = 0 and curl H + iωεE = 0 in R3 \ B[0, R]
with
lim ν × E(r, ·) − fR L2 (S 2 ) = 0 ,
r→R
such that x → x · E(x) and x → x · H(x) satisfy the Sommerfeld radiation

condition (2.32). The solution is given by
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∞
n
(fR , Unm )L2 (S 2 ) 1
E(rx̂) = (1)
curl x h(1) m
n (kr) Yn (x̂)
n=1 m=−n n(n + 1) hn (kR)
(fR , Vnm )L2 (S 2 ) R
+
(1)
curl curl xh(1) m
n (kr) Yn (x̂)
n(n + 1) h(1) n (kR) + kR hn (kR)

∞ n
n(n + 1) R (1)
hn (kr) m
= (fR , Vnm )L2 (S 2 ) (1) (1)
Yn (x̂) x̂
n=1 m=−n hn (kR) + kR hn (kR) r
(1) (1)
R hn (kr) + kr hn (kr) m
+ (fR , Vnm )L2 (S 2 ) (1) (1)
Un (x̂)
hn (kR)+kR hn (kR) r
(1)
hn (kr)
− (fR , Unm )L2 (S 2 ) (1)
Vnm (x̂) .
hn (kR)
The series converges uniformly on compact subsets of R3 \ B[0, R].

(1)
The field H has the forms as in Theorem 2.49 with hn replacing jn .
(b) If fR ∈ L2t (S 2 ) ∩ C 2 (S 2 ), the solution E is continuous in all of R3 \
B(0, R), and its series representation converges uniformly on B[0, R1 ] \
B(0, R) for every R1 > R.
Proof: We omit the proofs of uniqueness and the fact that the series solves
the boundary value problem because the arguments are almost the same as in
the proof of the corresponding Theorem 2.49 for the interior boundary value
(1) (1) (1)
problem. Again, we only mention that hn (kR) and hn (kR) + kRhn (kR)
do not vanish for any kR which follows again by Theorem 2.27. To show the
radiation condition we multiply the second representation of E(x) by x = rx̂
and arrive at

∞
n
(1)
Rhn (kr)
x · E(x) = (fR , Vnm )L2 (S 2 ) n(n + 1) (1) (1)
Ynm (x̂) .
n=0 m=−n hn (kR) + kRhn (kR)
This scalar solution of the Helmholtz equation has just the form of (2.38).
Application of Lemmas 2.38 and 2.39 yields that x → x · E(x) satisfies the
Sommerfeld radiation condition.
The corresponding proof for x · H(x) uses the same arguments for the repre-
1
sentation of H = iωμ curl E.
For later use we formulate and prove the analog of Lemma 2.38.
Lemma 2.52. Let

∞
m
E(x) = αn curl x h(1) m
n (kr) Yn (x̂) + βnm curl curl x h(1) m
n (kr) Yn (x̂)
n=1 |m|≤n
converge uniformly on compact subsets of R3 \ B[0, R]. Then there exists

R0 > R and scalar continuous functions g and h such that
+ ,
E(x) = curl g(y) Φ(x, y) ds(y) x
|y|=R0
+ ,
2
+ curl h(y) Φ(x, y) ds(y) x (2.56a)
|y|=R0
+ ,
1 1 2
H(x) = curl E(x) = curl g(y) Φ(x, y) ds(y) x
iωμ iωμ |y|=R0
+ ,
+ iωε curl h(y) Φ(x, y) ds(y) x (2.56b)
|y|=R0
for |x| > R0 . Here, Φ denotes again the fundamental solution of the Helmholtz
equation, given by (2.37). In particular, the solution of the boundary value
problem of the previous theorem can be represented in this form.
Proof: We follow the proof of Lemma 2.38. Let R0 > R such that
jn (kR0 ) = 0 for all n and substitute the right-hand side of (2.40) into the
series for E(x). This yields
∞
+ ,
αnm m
E(x) = curl Yn (ŷ) Φ(x, y) ds(y) x
n=1 |m|≤n
ikR02 jn (kR0 ) |y|=R0
+ ,
βnm m
+ curl curl Yn (ŷ) Φ(x, y) ds(y) x
ikR02 jn (kR0 ) |y|=R0
+ ,
= curl g(y) Φ(x, y) ds(y) x
|y|=R0
+ ,
+ curl curl h(y) Φ(x, y) ds(y) x
|y|=R0
with
∞
αnm
g(y) = Y m (ŷ) ,
n=1 |m|≤n
ikR02 jn (kR0 ) n
∞
βnm
h(y) = 2 Ynm (ŷ) .
n=1 |m|≤n
ikR0 jn (kR0 )
The uniform convergence of the series for g and h is shown in the same way as
in the proof of Lemma 2.38. The form of H is obvious by curl2 = −Δ + ∇ div
and k 2 = ω 2 με.
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We finish this chapter by the following corollary which states that any pair
(E, H) of solutions of the Maxwell system which satisfy the scalar radiation
conditions of Theorems 2.50 and 2.51 satisfy also the Silver–Müller radiation
condition (1.20a), (1.20b); or even,
√ √
μ0 H(x) × x̂ − ε0 E(x) = O(|x|−2 ) (2.57a)
and
√ √
ε0 E(x) × x̂ + μ0 H(x) = O(|x|−2 ) (2.57b)
2
uniformly in x/|x| ∈ S . As mentioned above, the scalar radiation conditions
of Theorems 2.50 and 2.51 imply in particular that the radial components
x̂ · E(x) and x̂ · H(x) decay faster than O(|x|−1 ) to zero as |x| tends to infin-
ity; that is, E(x) and H(x) are “almost” tangential fields on large spheres.
On the other hand, the Silver–Müller
√ radiation condition implies that the
√
combination μ0 H(x) × x̂ − εE(x) decays faster than O(|x|−1 ) to zero as
|x| tends to infinity; that is, E(x) and H(x) are “almost” orthogonal to each
other.
1
Corollary 2.53. Let E ∈ C 2 R3 \ B[0, R] and H = iωμ curl E be solutions
of the time-harmonic Maxwell equations
curl E − iωμH = 0 in D and curl H + iωεE = 0 in R3 \ B[0, R]
such that x → x · E(x) and x → x · H(x) satisfy the Sommerfeld radiation

condition (2.32). Then E and H satisfy the Silver–Müller radiation condi-
tion (2.57a), (2.57b).
Proof: From Theorem 2.50 and Lemma 2.52 we conclude that a represen-
tation of the form (2.56a) holds. Both terms on the right-hand side satisfy
the Silver–Müller radiation condition, see Lemma 3.29 of the next chapter.
.
2.8 Exercises
Exercise 2.1. (a) Prove that the Laplacian Δ is given in spherical polar co-
ordinates by (2.1).
(b) Prove
that
the Laplacian Δ is given in planar polar coordinates x =
r cos ϕ
by
r sin ϕ

1 ∂ ∂ 1 ∂2
Δ = r + .
r ∂r ∂r r ∂ϕ2
2.8 Exercises 93
Exercise 2.2. Show that the Laplace–Beltrami operator ΔS 2 is self-adjoint

and non-positive; that is,

f (x̂) ΔS g(x̂) ds(x̂) =
2 g(x̂) ΔS 2 f (x̂) ds(x̂) ,
S2 S2

f (x̂) ΔS 2 f (x̂) ds(x̂) ≤ 0
S2
for all f, g ∈ C 2 (S 2 ).
Exercise 2.3. Construct harmonic functions in R2 or R2 \ {0} by separation

of variables in plane polar coordinates.
Exercise 2.4. Prove parts (e)–(h) of Lemma 2.8. Hints:
(e): Show by using the differential equation for Pn and part (c) that the
derivatives of both sides of the first equation coincide. For the second
equation use (b).
(f) This follows from (c) and (a).
(g) This follows using both equations of (e).
(h) This follows from (b) and (a).
(2n−1)!
Exercise 2.5. Show that the leading coefficient of Pn is given by n! (n−1)! 2n−1 ;
that is,
(2n − 1)!
Pn (t) = tn + Qn−1 (t)
n! (n − 1)! 2n−1
for some polynomial Qn−1 of order less than n. Hint: Use Theorem 2.8.
Exercise 2.6. Use property (c) of Theorem 2.8 to show for every ∈ N the
existence of c > 0 such that

d Pn (t)
Pn() ∞ = max ≤ c n2 for all n ∈ N .
|t|≤1 dt
Exercise 2.7. Try to prove Theorem 2.23.
Exercise 2.8. Prove the following representations of the derivative by using

Rayleigh’s Formulas from Theorem 2.28
n n+1
fn (z) = fn (z) − fn+1 (z) , fn (z) = − fn−1 (z) − fn (z) , z = 0,
z z
(1) (2)
where fn is any of the functions jn , yn , hn , or hn .
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Exercise 2.9. Prove the following asymptotics for the derivatives by modi-
fying the proof of Theorem 2.31. For any r ∈ N and ε > 0 and R > ε:

dr 1 dr n 1
jn (z) = z 1+O for n → ∞ ,
dz r (2n + 1)!! dz r n

dr (1) dr 1 1
h n (z) = −i (2n − 1)!! 1+O for n → ∞ ,
dz r dz r z n+1 n
uniformly with respect to |z| ≤ R and uniformly with respect to ε ≤ |z| ≤ R,

respectively.
Exercise 2.10. Try to formulate and prove the corresponding theorems of

Sect. 2.7 for the boundary condition ν × H = f on ∂B(0, R).
Chapter 3
Scattering from a Perfect Conductor
In Sect. 2.6 of the previous chapter we have studied the scattering of plane
waves by balls. In this chapter we investigate the same problem for arbitrary
shapes. To treat this boundary value problem we introduce the boundary
integral equation method which reformulates the boundary value problem in
terms of an integral equation on the boundary of the region. For showing exis-
tence of a solution of this integral equation we will apply the Riesz–Fredholm
theory. Again, as in the previous chapter, we consider first the simpler scat-
tering problem for the scalar Helmholtz equation in Sect. 3.1 before we turn
to Maxwell’s equations in Sect. 3.2.
3.1 A Scattering Problem for the Helmholtz Equation
For this first part the scattering problem we are going to solve is the following
one:
Given an incident field uinc ; that is, a solution uinc of the Helmholtz equation
Δuinc +k 2 uinc = 0 in all of R3 , find the total field u ∈ C 2 (R3 \D)∩C 1 (R3 \D)
such that
∂u
Δu + k 2 u = 0 in R3 \ D , = 0 on ∂D , (3.1)
∂ν
and such that the scattered field us = u − uinc satisfies the Sommerfeld
radiation condition (2.32); that is,

∂us (rx̂) 1
− ik us (rx̂) = O for r → ∞ , (3.2)
∂r r2

DOI 10.1007/978-3-319-11086-8 3
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96 3 Scattering from a Perfect Conductor
uniformly with respect to x̂ ∈ S 2 . For smooth fields u ∈ C 1 (R3 \ D) and

smooth boundaries the normal derivative is given by ∂u/∂ν = ∇u · ν where
ν = ν(x) denotes the exterior unit normal vector at x ∈ ∂D.
In this section we restrict ourselves to the Neumann boundary problem as
the model problem. The Dirichlet boundary value problem will be treated in
Chap. 5.
Since we want to consider the classical situation of scattering in homogeneous
media, throughout this chapter we make the following assumptions.
Assumption: Let the wave number k be real and strictly positive unless stated
otherwise. Let D ⊆ R3 be a finite union of bounded domains Dj such that
Dj ∩ D = ∅ for j = . Furthermore, we assume that the boundary ∂D is
C 2 -smooth (see Definition A.7 of the Appendix) and that the complement
R3 \ D is connected.
Before we investigate uniqueness and existence of a solution of this scattering

problem we study general properties of solutions of the Helmholtz equation
Δu + k 2 u = 0 in bounded and unbounded domains.
3.1.1 Representation Theorems
We begin with the (really!) fundamental solution of the Helmholtz equation,

compare (2.37).
" #
Lemma 3.1. For k ∈ C the function Φk : (x, y) ∈ R3 × R3 : x = y → C,
defined by
eik|x−y|
Φk (x, y) = , x = y,
4π|x − y|
is called the fundamental solution of the Helmholtz equation, i.e. it holds that
Δx Φk (x, y) + k 2 Φk (x, y) = 0 for x = y .
Proof: This is easy to check.
We often suppress the index k; that is, write Φ for Φk . Since the fundamental
solution and/or its derivatives will occur later on as kernels of various integral
operators, we begin with the investigation of certain integrals.
3.1 A Scattering Problem for the Helmholtz Equation 97
#
Lemma 3.2. (a) Let K : {(x, y) ∈ R3 × D : x = y → C be continuous.
Assume that there exists c > 0 and β ∈ (0, 1] such that
c
K(x, y) ≤ for all x ∈ R3 and y ∈ D with x = y .
|x − y|3−β
Then the integral D K(x, y) dy exists in the sense of Lebesgue and there
exists cβ > 0 with

K(x, y) dy ≤ cβ for all x ∈ R3 and all τ > 0 , (3.3a)
D\B(x,τ )

K(x, y) dy ≤ cβ τ β for all x ∈ R3 and all τ > 0 .(3.3b)
D∩B(x,τ )
#
(b) Let K : {(x, y) ∈ ∂D × ∂D : x = y → C be continuous. Assume that
there exists c > 0 and β ∈ (0, 1] such that
c
K(x, y) ≤ for all x, y ∈ ∂D with x = y .
|x − y|2−β
Then ∂D
K(x, y) ds(y) exists and there exists cβ > 0 with

K(x, y) ds(y) ≤ cβ for all x ∈ ∂D and τ > 0 , (3.3c)
∂D\B(x,τ )

K(x, y) ds(y) ≤ cβ τ β for all x ∈ ∂D and τ > 0 . (3.3d)
∂D∩B(x,τ )
#
(c) Let K : {(x, y) ∈ ∂D × ∂D : x = y → C be continuous. Assume that
there exists c > 0 and β ∈ (0, 1) such that
c
K(x, y) ≤ for all x, y ∈ ∂D with x = y .
|x − y|3−β
Then there exists cβ > 0 with

K(x, y) ds(y) ≤ cβ τ β−1 for all x ∈ ∂D and τ > 0 .
∂D\B(x,τ )
(3.3e)
Proof: (a) Fix x ∈ R3 and choose R > 0 such that D ⊆ B(0, R).
First case: |x| ≤ 2R. Then D ⊆ B(x, 3R) and thus, using spherical polar
coordinates with respect to x,
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3R
1 1 1
dy ≤ dy = 4π r2 dr
D\B(x,τ ) |x − y|3−β τ <|y−x|<3R |x − y|3−β r3−β
τ
4π 4π
= (3R)β − τ β ≤ (3R)β .
β β
Second case: |x| > 2R. Then |x − y| ≥ |x| − |y| ≥ R for y ∈ D and thus

1 1 1 4π 3
3−β
dy ≤ 3−β
dy = 3−β 3
R .
D\B(x,τ ) |x − y| R B(0,R) R
This proves (3.3a). For (3.3b) we compute

1
K(x, y) dy ≤ c dy
D∩B(x,τ ) |x−y|<τ |x − y|3−β
τ
1 4πc β
= 4πc r2 dr = τ .
r3−β β
0
(b) We choose a local coordinate system as in Definition A.7; that is, a cov-
ering of ∂D by cylinders of the form Uj = Rj Cj + z (j) where Rj ∈ R3×3
are rotations and z (j) ∈ R3 and Cj = B2 (0, " αj ) × (−2ρ j , 2ρj ), and
(j)
where ∂D ∩ Uj is expressed # as ∂D ∩ U j = R j x + z : (x1 , x2 ) ∈
B2 (0, αj ) , x3 = ξj (x1 , x2 ) for some (smooth) function ξj : B2 (0, αj ) →
(−ρj , ρj ). Furthermore, we choose a corresponding partition of unity
(see Theorem A.9); that is, a family of functions φj ∈ C ∞ (R3 ), j =
1, . . . , m, with
• 0 ≤ φj ≤ 1 in R3 ,
• the
msupport Sj := supp(φj ) is contained in Uj , and
• j=1 φj (x) = 1 for all x ∈ ∂D.
-m
Then, obviously, ∂D ⊆ j=1 Sj . Furthermore, there exists δ > 0 such
-
that |x−y| ≥ δ for all (x, y) ∈ Sj × =j (U \Uj ) for every j. Indeed, other-
-
wise there would exist some j and a sequence (xk , yk ) ∈ Sj × =j (U \Uj )
with |xk − yk | → 0. There exist-convergent subsequences xk → z and
yk → z. Then z ∈ Sj and z ∈ =j (U \ Uj ) which is a contradiction
because Sj ⊆ Uj .
The integral is decomposed as

m
ds(y) φj (y)
= ds(y) .
|x − y|2−β |x − y|2−β
∂D =1 ∂D∩U

|x−y|>τ |x−y|>τ
We fix x ∈ Uj ∩ ∂D. For y ∈/ Uj ∩ ∂D we have that |x − y| ≥ δ. Therefore,

the integrals over ∂D ∩ U for = j are easily estimated.
For the integral over ∂D ∩ Uj let x = Rj u + z (j) and y = Rj v + z (j) for

some u, v ∈ B2 (0, αj )×(−ρj , ρj ) with u3 = ξj (u1 , u2 ) and v3 = ξj (v1 , v2 ).
We set ũ = (u1 , u2 ) and ṽ = (v1 , v2 ) and certainly have an estimate of
the form
c1 |x − y| ≤ |ũ − ṽ| ≤ c2 |x − y| for all x, y ∈ Uj ∩ ∂D .
Using polar coordinates with respect to ũ we estimate

ds(y) 2−β 1
≤ c 2 1 + |∇ξj (ṽ)|2 dṽ
|x − y|2−β |ũ − ṽ|2−β
∂D∩Uj B2 (0,αj )\B2 (ũ,c1 τ )
|x−y|>τ
2αj
dṽ r
≤ ĉ = 2π ĉ dr
|ũ − ṽ|2−β c1 τ r2−β
c1 τ <|ṽ−ũ|<2αj
(2αj )β
≤ 2π ĉ .
β
The proofs of (3.3d) and part (c) follow the same lines.
The following representation theorem implies that any solution of the

Helmholtz equation is already determined by its Dirichlet- and Neumann
data on the boundary. This theorem is totally equivalent to Cauchy’s inte-
gral representation formula for holomorphic functions.
Theorem 3.3. (Green’s Representation Theorem in the Interior of D)

For any k ∈ C and u ∈ C 2 (D) ∩ C 1 (D) with Δu ∈ L(D) we have the
representation

∂Φ ∂u
Φ(x, y) Δu(y) + k2 u(y) dy + u(y) (x, y) − Φ(x, y) (y) ds(y)
D ∂D ∂ν(y) ∂ν
⎧
⎨ −u(x) , x ∈ D ,
⎪
= − 12 u(x) , x ∈ ∂D ,
⎪
⎩
0, x ∈ D .
Remarks:
• This theorem tells us that, for x ∈ D, any function u can be expressed as

a sum of three potentials:
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(S̃ϕ)(x) = ϕ(y) Φ(x, y) ds(y) , x∈
/ ∂D , (3.4a)
∂D
∂Φ
(D̃ϕ)(x) = ϕ(y) (x, y) ds(y) , x∈
/ ∂D , (3.4b)
∂ν(y)
∂D
(Vϕ)(x) = ϕ(y) Φ(x, y) dy , x ∈ R3 , (3.4c)
D
which are called single layer potential, double layer potential, and volume
potential, respectively, with density ϕ. We will investigate these potential
in detail in Sect. 3.1.2 below.
• The one-dimensional analogon is (for x ∈ D = (a, b) ⊆ R)
b
1
u(x) = eik|x−y| u (y) + k 2 u(y) dy
2ik
a
b
1 d
+ u(y) eik|x−y| − u (y) eik|x−y| .
2ik dy a
Therefore, the one-dimensional fundamental solution is Φ(x, y) =

− exp(ik|x − y|)/(2ik), see Exercise 3.1.
Proof of Theorem 3.3: First we fix x ∈ D and a small closed ball B[x, r] ⊆ D

centered at x with radius r > 0. For y ∈ ∂B(x, r) the normal vector ν(y) =
|y−x| = (x − y)/r is directed into the interior of B(x, r). We apply Green’s
x−y
second identity to u and v(y) := Φ(x, y) in the domain Dr := D \ B[x, r].

Then

∂Φ ∂u
u(y) (x, y) − Φ(x, y) (y) ds(y) (3.5a)
∂D ∂ν(y) ∂ν

∂Φ ∂u
+ u(y) (x, y) − Φ(x, y) (y) ds(y) (3.5b)
∂B(x,r) ∂ν(y) ∂ν

" #
= u(y) Δy Φ(x, y) − Φ(x, y) Δu(y) dy
Dr

=− Φ(x, y) Δu(y) + k 2 u(y) dy ,
Dr
if one uses the Helmholtz equation for Φ. We compute the integral (3.5b).
We observe that

exp(ik|x − y|) 1 y−x
∇y Φ(x, y) = ik −
4π|x − y| |x − y| |x − y|
and thus for |y − x| = r:
exp(ikr)
Φ(x, y) = ,
4πr
∂Φ x−y exp(ikr) 1
(x, y) = · ∇y Φ(x, y) = − ik − .
∂ν(y) r 4πr r
Therefore, we compute the integral (3.5b) as

∂Φ ∂u
u(y) (x, y) − Φ(x, y) (y) ds(y)
∂B(x,r) ∂ν(y) ∂ν

exp(ikr) 1 ∂u
= u(y) − ik − (y) ds
4πr |y−x|=r r ∂ν

exp(ikr) exp(ikr) ∂u
= u(y) ds − ik u(y) + (y) ds .
4πr2 |y−x|=r 4πr |y−x|=r ∂ν
For r → 0 the first term tends to u(x), because the surface area of ∂B(x, r)
is just 4πr2 and

exp(ikr) exp(ikr)
u(y) ds = u(y) − u(x) ds
4πr2 |y−x|=r 4πr2 |y−x|=r
+ exp(ikr) u(x) ,
where we obtain by continuity

1

u(y) − u(x) ds ≤ sup |u(y) − u(x)| → 0 , r → 0.
4πr |y−x|=r
2 y∈B(x,r)
Similarly the second term tends to zero. Therefore, also the limit of the
volume integral exists as r → 0 and yields the desired formula for x ∈ D.
Let now x ∈ ∂D. Then we proceed in the same way. The domains of integra-
tion in (3.5a) and (3.5b) have to be replaced by ∂D\B(x, r) and ∂B(x, r)∩D,
respectively. In the computation the region {y ∈ R3 : |y − x| = r} has to be
replaced by {y ∈ D : |y − x| = r}. By Lemma A.10 its surface area is
2πr2 + O(r3 ) which gives the factor 1/2 of u(x).
For x ∈ D the functions u and v = Φ(x, ·) are both solutions of the Helmholtz
equation in all of D. Application of Green’s second identity in D yields the
assertion.
We note that the volume integral vanishes if u is a solution of the Helmholtz

equation Δu + k 2 u = 0 in D. In this case the function u can be expressed
solely as a combination of a single and a double layer surface potential. This
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observation is a first hint on a reformulation of the boundary value problem

in terms of an integral equation on the surface ∂D.
From the proof we note that our assumptions on the smoothness of the bound-
ary ∂D are too strong. For the representation theorem the domain D has to
satisfy exactly the assumptions which are needed for Green’s theorems to
hold.
As a corollary from the representation theorem we obtain the following

conclusion.
Corollary 3.4. Let u ∈ C 2 (D) be a real- or complex valued solution of the

Helmholtz equation in D. Then u is analytic, i.e. one can locally expand u
into a power series. That is, for every z ∈ D there exists r > 0 such that u
has the form
3

u(x) = an (x1 − z1 )n1 (x2 − z2 )n2 (x3 − z3 )n3 for |xj − zj |2 < r2 ,
n∈N3 j=1
where we use the notation N = Z≥0 = {0, 1, 2, . . .}.
Proof: From the previous representation of u(x) as a difference of a single

and a double layer potential and the smoothness of the kernels x → Φ(x, y)
and x → ∂Φ(x, y)/∂ν(y) for x = y it follows immediately that u ∈ C ∞ (D).
The proof of analyticity is technically not easy if one avoids methods from
complex analysis.1 If one uses these methods, then one can argue as follows:
Fix x̂ ∈ D and choose r > 0 such that B[x̂, r] ⊆ D. Define the region R ⊆ C3
and the function v : R → C by
" #
R = z ∈ C3 : Re z − x̂ < r/2, Im z < r/2 ,

+ exp ik 3 (z − y )2
j=1 j j ∂u
v(z) = (y)
3 ∂ν
∂D
4π (z − y )2
j=1 j j
,
3 2
∂ exp ik j=1 (zj − yj )
−u(y) ds(y)
∂ν(y) 4π 3 2
j=1 (zj − yj )
for z ∈ R. Taking the principal value with

cut along the negative real axis
3
of the square root of the complex number j=1 (zj − yj )2 is not a problem
3 3
because Re j=1 (zj − yj )2 = j=1 (Re zj − yj )2 − (Im zj )2 = |Re z − y|2 −
2
|Im z| > 0 because of |Re z − y| ≥ |y − x̂| − |x̂ − Re z| > r − r/2 = r/2
and |Im z| < r/2. Obviously, the function v is holomorphic in R and thus
(complex) analytic.
1
We refer to [19, Sect. 2.4], for a proof.
As a second corollary we can easily prove the following version of Holmgren’s

uniqueness theorem for the Helmholtz equation.
Theorem 3.5. (Holmgren’s uniqueness theorem)

Let D be a domain with C 2 -boundary and u ∈ C 1 (D) ∩ C 2 (D) be a solution
of the Helmholtz equation Δu + k 2 u = 0 in D. Furthermore, let U be an open
set such that U ∩∂D = ∅. If u = 0 and ∂u/∂ν = 0 on U ∩∂D, then u vanishes
in all of D.
Proof: Let z ∈ U ∩ ∂D and B ⊆ U a ball centered at z such that Γ =

D ∩ ∂B = ∅. Then ∂(B ∩ D) = Γ ∪ (B ∩ ∂D). The reader should sketch the
situation. We define v by

∂u ∂Φ
v(x) = Φ(x, y) (y) − u(y) (x, y) ds(y) , x ∈ B .
Γ ∂ν ∂ν(y)
Then v satisfies the Helmholtz equation in B. Application of Green’s repre-

sentation formula of Theorem 3.3 to u in B ∩ D yields2

∂u ∂Φ
u(x) = Φ(x, y) (y) − u(y) (x, y) ds(y) = v(x) , x ∈ B∩D,
∂(B∩D) ∂ν ∂ν(y)
because the integral vanishes on ∂D ∩ B. By the same theorem we conclude

that v(x) = 0 for x ∈ B \ D. Since v is analytic by the previous corollary
we conclude that v vanishes in all of B. In particular, u vanishes in B ∩ D.
Again, u is analytic in D and D is connected, thus also u vanishes in all of D.
For radiating solutions of the Helmholtz equation we have the following ver-
sion of Green’s representation theorem which we prove even for complex
valued k.
Theorem 3.6. (Green’s Representation Theorem in the Exterior of D)

Let k ∈ C \ {0} with k > 0 or Im k > 0 and u ∈ C 2 (R3 \ D) ∩ C 1 (R3 \ D) be
a solution of the Helmholtz equation Δu + k 2 u = 0 in R3 \ D. Furthermore,
let u satisfy the Sommerfeld radiation condition (3.2). Then we have the
representation
⎧

∂Φ ∂u
⎨ u(x) , x ∈
⎪ / D,
1
u(y) (x, y) − Φ(x, y) (y) ds(y) = 2 u(x) , x ∈ ∂D ,
∂D ∂ν(y) ∂ν ⎪
⎩
0, x ∈ D.
The domain integral as well as the surface integral (for x ∈ ∂D) exists.
2
In this case the region B ∩ D does not meet the smoothness assumptions of the be-
ginning of this section. The representation theorem still holds by the remark following
Theorem 3.3.
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Proof: Let first x ∈/ D. We choose R > |x| such that D ⊆ B(0, R) and apply
Green’s representation Theorem 3.3 in the annular region B(0, R)\D. Noting
that Δu + k 2 u = 0 and that ν(y) for y ∈ ∂D is directed into the interior of
B(0, R) \ D yields

∂Φ ∂u
u(x) = u(y) (x, y) − Φ(x, y) (y) ds(y)
∂D ∂ν(y) ∂ν

∂Φ ∂u
− u(y) (x, y) − Φ(x, y) (y) ds(y) .
|y|=R ∂ν(y) ∂ν
We show that the surface integral over ∂B(0, R) tends to zero as R tends to
infinity. We write this surface integral (for fixed x) as

∂Φ
IR = u(y) (x, y) − ik Φ(x, y) ds(y)
|y|=R ∂ν(y)

∂u
− Φ(x, y) (y) − ik u(y) ds(y)
|y|=R ∂ν
and use the Cauchy–Schwarz inequality:

2
∂Φ
2
|IR | ≤ 2
|u| ds
∂ν(y) (x, y) − ik Φ(x, y) ds(y)
|y|=R |y|=R
2
2 ∂u

+ Φ(x, y) ds(y) ∂ν − ik u ds(y)
|y|=R |y|=R
From the radiation conditions of Φ(x, ·) for fixed x with respect to y and of
u we conclude that the integrands of the second and fourth integral behave
as O(1/R4 ) as R → ∞. Since the surface area of ∂B(0, R) is equal to 4πR2
we conclude that the second and fourth integral tend to zero as R tends to
infinity. Furthermore, the integrand of the third integral behaves as O(1/R2 )
as R → ∞. Therefore, the third integral is bounded. It remains to show that
also |y|=R |u|2 ds is bounded. This follows again from the radiation condition.
Indeed, from the radiation condition we have
2
1 ∂u
O
R2
= ∂r − iku ds
|x|=R
⎡ ⎤
/ 0
2
∂u
= + |ku|2 ds + 2 Im ⎢
⎣ k u
∂u ⎥
ds⎦ .
∂r ∂r
|x|=R |x|=R
Green’s theorem, applied in B(0, R) \ D to the function u yields

∂u ∂u 2
u ds = u ds + |∇u|2 − k |u|2 dx .
∂r ∂ν
|x|=R ∂D B(0,R)\D
We multiply by k and take the imaginary part. This yields

⎡ ⎤ ⎡ ⎤

⎢ ∂u ⎥ ∂u
Im ⎣k u ds⎦ = Im ⎣k u ds⎦
∂r ∂ν
|x|=R ∂D

+ Im (k) |∇u|2 + |k|2 |u|2 dx
B(0,R)\D
⎡ ⎤

∂u ⎦
≥ Im ⎣k u ds
∂r
∂D
and thus
⎡ ⎤
2
∂u ∂u 1
+ |ku|2 ds ≤ −2 Im ⎣k u ⎦
ds + O .
∂r ∂r R2
|x|=R ∂D
This implies, in particular, that |y|=R |u|2 ds is bounded. Altogether, we have

shown that IR tends to zero as R tends to infinity.
3.1.2 Volume and Surface Potentials
We have seen in the preceding section that any function can be represented
by a combination of volume and surface potentials. The integral equation
method for solving boundary value problems for the Helmholtz equation and
Maxwell’s equations rely heavily on the smoothness properties of these poten-
tials. This subsection is concerned with the investigation of these potentials.
The analysis is quite technical and uses some tools from differential geometry
(see Sect. A.3).
In this section we allow k to be an arbitrary complex number k ∈ C with
Im k ≥ 0. We recall the fundamental solution for k ∈ C; that is,
eik|x−y|
Φ(x, y) = , x = y, (3.6)
4π|x − y|
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and begin with the volume potential

w(x) = ϕ(y) Φ(x, y) dy , x ∈ R3 , (3.7)
D
where D ⊆ R3 is any open and bounded set.
Lemma 3.7. Let ϕ ∈ L∞ (D) be any complex-valued function. Then w ∈

C 1 (R3 ) and

∂w ∂Φ
(x) = ϕ(y) (x, y) dy , x ∈ R3 , j = 1, 2, 3 . (3.8)
∂xj D ∂x j
Proof: We fix j ∈ {1, 2, 3} and a real valued function η ∈ C 1 (R) with

0 ≤ η(t) ≤ 1 and η(t) = 0 for t ≤ 1 and η(t) = 1 for t ≥ 2. We set

∂Φ
v(x) = ϕ(y) (x, y) dy , x ∈ R3 ,
D ∂xj

∂Φ
and note that the integral exists by Lemma 3.2 because ∂x j
(x, y) ≤ c0 (|x −
y|−2 for some c0 > 0. Furthermore, set

wε (x) = ϕ(y) Φ(x, y) η |x − y|/ε dy , x ∈ R3 .
D
Then wε ∈ C 1 (R3 ) and

∂wε ∂ " #
v(x) − (x) = ϕ(y) Φ(x, y) 1 − η |x − y|/ε dy .
∂xj |y−x|≤2ε ∂xj
Thus, we have

∂Φ η ∞
v(x) − ∂wε (x) ≤ ϕ∞ (x, y) + Φ(x, y) dy
∂xj ∂xj ε
|y−x|≤2ε

1 1
≤ c1 2
+ dy
|y−x|≤2ε |x − y| ε |x − y|
2ππ 2ε
1 1
= c1 + r2 sin θ dr dθ dϕ = 16π c1 ε .
r2 εr
0 0 0
Therefore, ∂wε /∂xj → v uniformly in R3 , which shows w ∈ C 1 (R3 ) and

∂w/∂xj = v.
This regularity result is not sufficient in view of second order differential

equations. Higher regularity is obtained for Hölder-continuous densities.
Definition 3.8. For a set T ⊆ R3 and α ∈ (0, 1] we define the space C 0,α (T )
of bounded, uniformly Hölder-continuous functions by
/ 0
v(x) − v(y)
0,α
C (T ) := v ∈ C(T ) : v bounded and sup < ∞ .
x,y∈T, x=y |x − y|α
Note that any Hölder-continuous function is uniformly continuous and, there-

fore, has a continuous extension to T . The space C 0,α (T ) is a Banach space
with norm

v(x) − v(y)
vC 0,α (T ) := sup v(x) + sup . (3.9)
x∈T x,y∈T, x=y |x − y|α

= v ∞
Now we can complement the previous Lemma and obtain that volume po-
tentials with Hölder-continuous densities are two times differentiable.
Theorem 3.9. Let ϕ ∈ C 0,α (D) and let w be the volume potential. Then
w ∈ C 2 (D) ∩ C ∞ (R3 \ D) and

2 −ϕ , in D ,
Δw + k w =
0 , in R3 \ D .
Furthermore, if D0 is any C 2 -smooth domain with D ⊆ D0 , then

∂2w ∂2Φ
(x) = (x, y) ϕ(y) − ϕ(x) dy
∂xi ∂xj D0 ∂xi ∂xj

∂Φ
− ϕ(x) (x, y) νj (y) ds(y) (3.10)
∂D0 ∂xi
for x ∈ D and i, j ∈ {1, 2, 3} where we have extended ϕ by zero in D0 \ D. If

ϕ = 0 on ∂D, then w ∈ C 2 (R3 ).
Proof: First we note that the volume integral in the last formula ex-
ists. Indeed, we fix x ∈ D and split the region of integration into D0 =
D ∪ (D0 \ D). The integral over D0 \ D exists because the integrand is
smooth. The integral over D exists again by Lemma 3.2 because ϕ(y) −

ϕ(x)∂ 2 Φ/(∂xi ∂xj )(x, y) ≤ c |x − y|α−3 for y ∈ D. The existence of the
surface integral is obvious because x ∈ / ∂D0 .
We fix i, j ∈ {1, 2, 3} and the same function η ∈ C 1 (R) as in the previous
lemma. We define v := ∂w/∂xi ,

∂2Φ ∂Φ
u(x) := (x, y) ϕ(y)−ϕ(x) dy − ϕ(x) (x, y) νj (y) ds(y) ,
D0 ∂xi ∂xj ∂D0 ∂xi
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for x ∈ D , and

∂Φ
vε (x) := ϕ(y) η |x − y|/ε (x, y) dy , x ∈ R3 .
D ∂xi
Then vε ∈ C 1 (D) and for x ∈ D

∂vε ∂ ∂Φ
(x) = ϕ(y) η |x − y|/ε (x, y) dy
∂xj D ∂xj ∂xi

∂ ∂Φ
= ϕ(y) − ϕ(x) η |x − y|/ε (x, y) dy
D0 ∂xj ∂xi

∂ ∂Φ
+ ϕ(x) η |x − y|/ε (x, y) dy
D0 ∂x j ∂xi

∂ ∂Φ
= ϕ(y) − ϕ(x) η |x − y|/ε (x, y) dy
D0 ∂xj ∂xi

∂Φ
− ϕ(x) (x, y) νj (y) ds(y)
∂D0 ∂xi
provided 2ε ≤ d(x, ∂D0 ). In the last step we used the Divergence Theorem.
Therefore, for x ∈ D,

u(x) − ∂vε (x)
∂xj

∂ ∂Φ
≤ ϕ(y) − ϕ(x) 1 − η |x − y|/ε (x, y) dy
|y−x|≤2ε ∂x j ∂x i

1 η ∞
≤ c1 + |y − x|α dy
|y−x|≤2ε |y − x|3 ε |y − x|2
2ε
1 η ∞ α
= c2 + r dr
r1−α ε
0
(2ε)α (2ε)1+α
= c2 + ≤ c 3 εα
α (1 + α) ε
provided 2ε ≤ dist(x, ∂D). Therefore, ∂vε /∂xj → u uniformly on compact

subsets of D. Also, vε → v uniformly on compact subsets of D and thus
w ∈ C 2 (D) and u = ∂ 2 w/(∂xi ∂xj ). This proves (3.10). Finally, we fix z ∈ D
and set D0 = B(z, R) where R is chosen such that D ⊆ B(z, R). For x ∈ D
we have

Δw(x) = −k 2 Φ(x, y) ϕ(y) − ϕ(x) dy
B(z,R)
3
y j − zj exp(ikR) x j − yj
− ϕ(x) ik − 1/R ds(y) .
j=1
R 4π R R
|y−z|=R
This holds for all x ∈ D. For x = z we conclude

2 2 exp ik|z − y|
Δw(z) = −k w(z) + k ϕ(z) dy − ϕ(z) eikR (1 − ikR) ,
B(z,R) 4π |z − y|
i.e.
+ ,
2 2 exp ik|z − y|
Δw(z) + k w(z) = −ϕ(z) e ikR
(1 − ikR) − k dy
B(z,R) 4π |z − y|

= 1
because
R
2 exp ik|z − y| 2
k dy = k r eikr dr = −ikR eikR + eikR − 1 .
B(z,R) 4π |z − y|
0
If ϕ vanishes on ∂D, then the extension of ϕ by zero is in C 0,α (R3 ) (see

Exercise 3.5). Therefore, we can apply the result above to any ball D =
D0 = B(0, R) which yields that the second derivatives of w are continuous
in R3 .
The following corollary shows that the volume integral is bounded when
considered as an integral operator between suitable spaces.
Corollary 3.10. Let D be C 2 -smooth and A ⊆ R3 be a closed set with A ⊆

D or A ⊆ R3 \ D. Furthermore, let w be the volume integral with density
ϕ ∈ C 0,α (D). Then there exists c > 0 with
wC 1 (R3 ) ≤ c ϕ∞ and wC 2 (A) ≤ c ϕC 0,α (D) (3.11)
for all ϕ ∈ C 0,α (D).
Proof: We estimate
1
Φ(x, y) = ,
4π|x − y|

∂Φ 1 1

∂xj (x, y) ≤ c1 |x − y|2 + |x − y| ,
2
∂ Φ 1 1 1
(x, y) ≤ c2 + + .
∂xi ∂xj |x − y| 3 |x − y| 2 |x − y|
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Thus for x ∈ R3 we can apply (3.8) and Lemma 3.2 above and obtain

1
w(x) ≤ ϕ∞ dy ≤ c ϕ∞ ,
4π|x − y|

D

∂w ∂Φ

∂xj (x) ≤ ϕ∞ ∂xj (x, y) dy ≤ c ϕ∞ ,
D
where the constant c > 0 can be chosen independent of x and ϕ. This proves
the first estimate of (3.11). Let now x ∈ A. If A ⊆ D, then there exists δ > 0
with |x − y| ≥ δ for all x ∈ A and y ∈ ∂D. By (3.10) for D = D0 we have
2 2
∂ w ∂ Φ

∂xi ∂xj (x) ≤ ϕC 0,α (D) ∂xi ∂xj (x, y) |x − y| dy
α
D

∂Φ
+ ϕ∞
∂xi (x, y) ds(y)
∂D

dy ds(y)
≤ c3 ϕC (D)
0,α
3−α
+ c4 ϕ∞
|x − y| |x − y|2
D
∂D
c4
≤ c5 ϕC 0,α (D) + 2 ϕ∞ ds
δ ∂D
≤ cϕC 0,α (D) .
If A ⊆ R3 \ D, then there exists δ > 0 with |x − y| ≥ δ for all x ∈ A and

y ∈ D. Therefore, we can estimate
2 2
∂ w ∂ Φ
(x) ≤ ϕ∞ (x, y) dy ≤ ϕ∞ c dy ≤ cϕC 0,α (D) .
∂xi ∂xj δ3 D
D ∂xi ∂xj
We continue with the single layer surface potential ; that is, the function

v(x) = S̃ϕ(x) = ϕ(y) Φ(x, y) ds(y) , x ∈ R3 (3.12)
∂D
The investigation of this potential requires some elementary facts from differ-
ential geometry which we have collected in Sect. A.3 of Chap. A. First we note
that for continuous densities ϕ the integral exists by
Lemma 3.2 above even
for x ∈ ∂D because Φ has a singularity of the form Φ(x, y) = 1/(4π|x − y|).
Before we prove continuity of v we make the following general remark.
Remark 3.11. A function v : R3 → C is Hölder-continuous if
(a) v is bounded,
(b) v is Hölder-continuous in some Hρ ,
(c) v is Lipschitz continuous in R3 \ Uδ for every δ > 0.
Here, Hρ is a strip around ∂D of thickness ρ and Uδ is the neighborhood of

∂D with thickness δ as defined in Lemma A.10; that is,
" #
Hρ := z + tν(z) : z ∈ ∂D , |t| < ρ ,
" #
Uδ := x ∈ R3 : inf |x − z| < δ .
z∈∂D
Proof: Choose δ > 0 such that U3δ ⊆ Hρ .
1st case: |x1 − x2 | < δ and x1 ∈ U2δ . Then x1 , x2 ∈ U3δ ⊆ Hρ and Hölder-
continuity follows from (b).
2nd case: |x1 − x2 | < δ and x1 ∈
/ U2δ . Then x1 , x2 ∈
/ Uδ and thus from (c):

v(x1 ) − v(x2 ) ≤ c|x1 − x2 | ≤ cδ 1−α |x1 − x2 |α .
3rd case: |x1 − x2 | ≥ δ. Then, by (a),

v(x1 ) − v(x2 ) ≤ 2v∞ ≤ 2v∞ |x1 − x2 |α .
δα
Using this remark we show that the single layer potential with continuous
density is Hölder-continuous.
Theorem 3.12. The single layer potential v from (3.12) with continuous
density ϕ is uniformly Hölder-continuous in all of R3 , and for every α ∈ (0, 1)
there exists c > 0 (independent of ϕ) with
vC α (R3 ) ≤ cϕ∞ . (3.13)
Proof: We check the conditions

(a)–(c)
of Remark 3.11. Boundedness follows
from Lemma 3.2 because Φ(x, y) = 1/(4π|x − y|). For (b) and (c) we write

v(x1 ) − v(x2 ) ≤ ϕ∞ Φ(x1 , y) − Φ(x2 , y) ds(y) (3.14)
∂D
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and estimate

Φ(x1 , y) − Φ(x2 , y) ≤ 1 1
−
1
4π |x1 − y| |x2 − y|

1 ik|x1 −y|
+ e − eik|x2 −y|
4π|x1 − y|
|x1 − x2 | k |x1 − x2 |
≤ + (3.15)
4π |x1 − y||x2 − y| 4π |x1 − y|

because exp(it) − exp(is) ≤ |t − s| for all t, s ∈ R. Now (c) follows because
|xj − y| ≥ δ for xj ∈ / Uδ .
To show (b); that is, Hölder-continuity in Hρ , let x1 , x2 ∈ Hρ , where ρ < ρ0

is chosen as in Lemma A.10 such that there is the unique representation
of xj in" the form xj = zj +# tj ν(zj ) with zj ∈ ∂D and |tj | < ρ0 . We set
Γz,r = y ∈ ∂D : |y − z| < r and split the domain of integration into Γz1 ,r
and ∂D \ Γz1 ,r where we set r = 3|x1 − x2 |. The integral over Γz1 ,r is simply
estimated by

Φ(x1 , y) − Φ(x2 , y) ds(y) ≤ 1 ds(y)
+
1 ds(y)
4π |x1 − y| 4π |x2 − y|
Γz1 ,r Γz1 ,r Γz1 ,r

1 ds(y) 1 ds(y)
≤ + .
2π |z1 − y| 2π |z2 − y|
Γz1 ,r Γz2 ,2r
By Lemma A.10 we conclude that |zj − y| ≤ 2|xj − y| for j = 1, 2 and Γz1 ,r ⊆

Γz2 ,2r because |y −z2 | ≤ |y −z1 |+|z1 −z2 | ≤ |y −z1 |+2|x1 −x2 | ≤ |y −z1 |+r.
The estimate
ds(y)
≤ c1 ρ
|z − y|
Γz,ρ
for some c1 independent of z and ρ has been proven in (3.3d). Therefore, we

have shown that

Φ(x1 , y) − Φ(x2 , y) ds(y) ≤ c (r + 2r) = 9c |x1 − x2 | ≤ c̃ |x1 − x2 |α
2π 2π
Γz1 ,r
where c̃ is independent of xj .
Now we continue with the integral over ∂D \ Γz1 ,r . For y ∈ ∂D \ Γz1 ,r we have
3|x1 − x2 | = r ≤ |y − z1 | ≤ 2|y − x1 |, thus |x2 − y| ≥ |x1 − y| − |x1 − x2 | ≥
(1 − 2/3) |x1 − y| = |x1 − y|/3 and therefore
3|x1 − x2 | k |x1 − x2 | 3|x1 − x2 | k |x1 − x2 |

Φ(x1 , y) − Φ(x2 , y) ≤ + ≤ +
4π |x1 − y|2 4π |x1 − y| π |z1 − y|2 2π |z1 − y|
because |z1 − y| ≤ 2|x1 − y|. Then we estimate

Φ(x1 , y) − Φ(x2 , y) ds(y)
∂D\Γz1 ,r

|x1 − x2 | 3 k
≤ 2
+ ds(y)
π |z1 − y| 2|z1 − y|
∂D\Γz1 ,r

|x1 − x2 | α
3 k
= (r/3)1−α + ds(y)
π |z1 − y|2 2|z1 − y|
∂D\Γz1 ,r

|x1 − x2 | α
3 k
≤ + ds(y)
π 31−α |z1 − y|2−(1−α) 2 |z1 − y|1−(1−α)
∂D\Γz1 ,r
because r1−α ≤ |y − z1 |1−α for y ∈ ∂D \ Γz1 ,r . Therefore,

1 k
Φ(x1 , y) − Φ(x2 , y) ds(y) ≤ |x1 − x2 |α 3 ĉ1−α + ĉ2−α
π 31−α 2
∂D\Γz1 ,r
with the constants ĉβ from Lemma 3.2, part (b). Altogether we have shown
the existence of c > 0 with

v(x1 ) − v(x2 ) ≤ c ϕ∞ |x1 − x2 |α for all x1 , x2 ∈ Hρ
0
which ends the proof.
In preparation of the investigation of the double layer surface potential we

prove an other auxiliary result which will be used often.
Lemma 3.13. For ϕ ∈ C 0,α (∂D) and a ∈ C(∂D, C3 ) define

w(x) = ϕ(y) − ϕ(z) a(y) · ∇y Φ(x, y) ds(y) , x ∈ Hρ0 ,
∂D
where x = z + tν(z) ∈ Hρ0 with |t| < ρ0 and z ∈ ∂D. Then the integral exists
for x ∈ ∂D and w is Hölder-continuous
Hρ0 for any exponent β < α.
in
Furthermore, there exists c > 0 with w(x) ≤ cϕC 0,β (∂D) for all x ∈ Hρ0 ,
and the constant c does not depend on x and ϕ, but it may depend on α.
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Proof: For xj = zj + tj ν(zj ) ∈ Hρ0 , j = 1, 2, we have to estimate

w(x1 ) − w(x2 ) = ϕ(y) − ϕ(z1 ) a(y) · ∇y Φ(x1 , y)
∂D
− ϕ(y) − ϕ(z2 ) a(y) · ∇y Φ(x2 , y) ds(y) (3.16)

= ϕ(z2 ) − ϕ(z1 ) a(y) · ∇y Φ(x1 , y) ds(y)
∂D
+ ϕ(y) − ϕ(z2 ) a(y) · ∇y Φ(x1 , y) − ∇y Φ(x2 , y) ds(y)

∂D
and thus

w(x1 ) − w(x2 ) ≤ ϕ(z2 ) − ϕ(z1 ) a(y) · ∇y Φ(x1 , y) ds(y)

∂D

+ a∞ ϕ(y) − ϕ(z2 ) ∇y Φ(x1 , y) − ∇y Φ(x2 , y) ds(y) . (3.17)
∂D
We need the following estimates of ∇y Φ: For x, xl ∈ Hρ0 and y ∈ ∂D there

exists c > 0 with
c
∇y Φ(x, y) ≤ , x = y,
|x − y|2

∇y Φ(x1 , y) − ∇y Φ(x2 , y) ≤ c |x1 − x2 | , with 0 < |x1 − y| ≤ 3|x2 − y| .
|x1 − y|3
Proof of these estimates: The first one is obvious. For the second one we
observe that Φ(x, y) = φ(|x − y|) with φ(t) = exp(ikt)/(4πt), thus φ (t) =
φ(t)(ik − 1/t) and φ (t) = φ (t)(ik − 1/t)
+ φ(t)/t
2
= φ(t) (ik − 1/t)2 + 1/t2
2 3
and therefore φ (t) ≤ c1 /t and φ (t) ≤ c2 /t for 0 < t ≤ 1. For t ≤ 3s we
have
t t

dτ c2 −2
φ (t) − φ (s) = φ (τ ) dτ ≤ c2 −2
τ 3 = 2 |t − s |

s s
2 2

c2 |t − s | c2 1 1
= ≤ |t − s| +
2 t2 s 2 2 ts2 t2 s

c2 9 3 |t − s|
≤ |t − s| 3 + 3 = 6c2 .
2 t t t3
Setting t = |x1 − y| and s = |x2 − y| and observing that |t − s| ≤ |x1 − x2 |

yields the estimate

∇y Φ(x1 , y) − ∇y Φ(x2 , y) = φ (|x1 − y|) y − x1 − φ (|x2 − y|) y − x2
|y − x1 | |y − x2 |

≤ φ (|x1 − y|) − φ (|x2 − y|)

y − x1 y − x2

+ φ (|x2 − y|) −
|y − x1 | |y − x2 |
|x2 − x1 | |x2 − x1 |
≤ 6 c2 3
+ 2 φ (|x2 − y|)
|y − x1 | |y − x1 |
|x2 − x1 | |x2 − x1 |
≤ 6 c2 + 2 c1
|y − x1 |3 |y − x1 ||y − x2 |2
|x2 − x1 |
≤ (6c2 + 18c1 ) .
|y − x1 |3
This yields the second estimate.
Now we split the region of integration again into Γz1 ,r and ∂D \ Γz1 ,r with
r = 3|x1 − x2 | where Γz,r = {y ∈ ∂D : |y − z| < r}. Let c > 0 denote a generic
constant which may differ from line to line. The integral (in the form (3.16))
over Γz1 ,r is estimated by

ϕ(y) − ϕ(z1 ) a(y) · ∇y Φ(x1 , y)

Γz1 ,r

− ϕ(y) − ϕ(z2 ) a(y) · ∇y Φ(x2 , y)ds(y)

1 1
≤c |y − z1 |α 2
+ |y − z2 |α ds(y) (3.18)
Γz1 ,r |y − x1 | |y − x2 |2

1 1
≤c |y − z1 |α 2
ds(y) + c |y − z2 |α ds(y)
Γz1 ,r |y − z 1 | Γz2 ,2r |y − z2 |2
because Γz1 ,r ⊆ Γz2 ,2r and |xj − y| ≥ |zj − y|/2. Therefore, using (3.3d), this
term behaves as rα = 3α |x1 − x2 |α ≤ c|x1 − x2 |β .
We finally consider the integral over ∂D \ Γz1 ,r and use the form (3.17):

I := ϕ(z2 ) − ϕ(z1 ) a(y) · ∇y Φ(x1 , y) ds(y) +
∂D\Γz ,r
1

+ a∞ ϕ(y) − ϕ(z2 ) ∇y Φ(x1 , y) − ∇y Φ(x2 , y) ds(y)
∂D\Γz1 ,r

1 |x1 − x2 |
≤ c |z2 − z1 |α + |y − z2 |α ds(y)
|x1 − y|2 |x1 − y|3
∂D\Γz1 ,r
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Since y ∈ ∂D \ Γz1 ,r we can use the estimates
r 1 2
|x1 − x2 | = ≤ |y − z1 | ≤ |y − x1 | < |y − x1 |
3 3 3
and
|y − z2 | ≤ 2|y − x2 | ≤ 2|y − x1 | + 2|x1 − x2 | ≤ 4|y − x1 | .
Thus, we obtain

1 |x1 − x2 |
I≤c |x2 − x1 |α + ds(y)
|z1 − y|2 |x1 − y|3−α
∂D\Γz1 ,r

1 |x1 − x2 |1−β
≤ c|x1 − x2 |β |x2 − x1 |α−β 2
+ ds(y)
|z1 − y| |z1 − y|3−α
∂D\Γz1 ,r

1
≤ c|x1 − x2 |β ds(y) ≤ c ĉα−β |x1 − x2 |β
|z1 − y|2−(α−β)
∂D\Γz1 ,r
with a constant c > 0 and the constant ĉα−β from Lemma 3.2. This, together
with (3.18) proves the Hölder-continuity of w. The proof of the estimate
w(x) ≤ vϕC 0,β (∂D) for x ∈ Hρ is simpler and left to the reader.
0
Next we consider the double layer surface potential

∂Φk
v(x) = D̃ϕ(x) = ϕ(y) (x, y) ds(y) , x ∈ R3 \ ∂D , (3.19)
∂D ∂ν(y)
for Hölder-continuous densities. Here we indicate the dependence on k ≥ 0

by writing Φk .
Theorem 3.14. The double layer potential v from (3.19) with Hölder-
continuous density ϕ ∈ C 0,α (∂D) can be continuously extended from D to
D and from R3 \ D to R3 \ D with limiting values

1 ∂Φk
lim
x→x0
v(x) = − ϕ(x 0 ) + ϕ(y) (x0 , y) ds(y) , x0 ∈ ∂D , (3.20a)
x∈D
2 ∂D ∂ν(y)

1 ∂Φk
lim
x→x0
v(x) = + ϕ(x 0 ) + ϕ(y) (x0 , y) ds(y) , x0 ∈ ∂D . (3.20b)
2 ∂D ∂ν(y)
x∈D
/
v is Hölder-continuous in D and in R3 \ D with exponent β for every β < α.

Proof: First we note that the integrals exist because for x0 , y ∈ ∂D we can
estimate

∂Φk exp(ik|x0 − y|) 1 ν(y) · (y − x0 )
ik −
∂ν(y) (x0 , y) = 4π|x0 − y| |x0 − y| |y − x0 |
c
≤ .
|x0 − y|
by Lemma A.10. Furthermore, v has a decomposition into v = v0 + v1 where

∂Φ0
v0 (x) = ϕ(y) (x, y) ds(y) , x ∈ R3 \ ∂D ,
∂D ∂ν(y)

∂(Φk − Φ0 )
v1 (x) = ϕ(y) (x, y) ds(y) , x ∈ R3 \ ∂D .
∂D ∂ν(y)
The kernel K = ∇y (Φk −Φ0 ) has the form K(x, y) = A(|x−y|2 )+ |y−x|
y−x
B(|x−
2 3
y| ), (x, y) ∈ R × ∂D, with analytic functions A and B and is similar to the
kernel of the single layer potential. From this it follows that v1 is Hölder-
continuous in all of R3 .
We continue with the analysis of v0 and note that we have again to prove
estimates of the form (a) and (b) of Remark 3.11.
First, for x ∈ Uδ/4 we have x = z + tν(z) with |t| < δ/4 and z ∈ ∂D. We
write v0 (x) in the form

∂Φ0 ∂Φ0
v0 (x) = ϕ(y) − ϕ(z) (x, y) ds(y) + ϕ(z) (x, y) ds(y) .
∂ν(y) ∂ν(y)
∂D
∂D
= ṽ0 (x)
The function ṽ0 is Hölder-continuous in Uδ/4 with exponent β < α by

Lemma 3.13 (take a(y) = ν(y)). This proves the estimate (a) and (b) of
Remark 3.11 for ṽ0 .
Now we consider the decomposition

∂Φ0
v0 (x) = ṽ0 (x) + ϕ(z) (x, y) ds(y) .
∂D ∂ν(y)
By Green’s representation (Theorem 3.3) for k = 0 and u = 1 we observe

that ⎧
⎨ −1 , x ∈ D,
∂Φ0
(x, y) ds(y) = −1/2 , x ∈ ∂D ,
∂D ∂ν(y) ⎩
0, x∈/ D.
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Therefore,
1 1
lim v0 (x) = ṽ0 (x0 ) − ϕ(x0 ) = v0 (x0 ) + ϕ(x0 ) − ϕ(x0 ) = − ϕ(x0 ) ,
x→x0 , x∈D 2 2
1
lim v0 (x) = ṽ0 (x0 ) = v0 (x0 ) + ϕ(x0 ) .
x→x0 , x∈D
/ 2
This ends the proof.
The next step is an investigation of the derivative of the single layer potential
(3.12); that is,

v(x) = ϕ(y) Φ(x, y) ds(y) , x ∈ R3 .
∂D
First we show the following auxiliary result.
Lemma 3.15. (a) There exists c > 0 with

∇x Φ(x, y) ds(y) ≤ c for all x ∈ R3 , τ > 0 ,
∂D\B(x,τ )
(b)

lim ∇x Φ(x, y) ds(y) = H(y) Φ(x, y) ds(y)
τ →0
∂D\B(x,τ ) ∂D

∂Φ
− ν(y) (x, y) ds(y)
∂ν(y)
∂D

for x ∈ R3 where H(y) = Div ê1t (y), Div ê2t (y), Div ê3t (y) ∈ R3 and
j
êt (y) = ν(y) × êj × ν(y) , j = 1, 2, 3, the tangential components of the
unit vectors êj .
Proof: For any x ∈ R3 we have

∇x Φ(x, y) ds(y) = − ∇y Φ(x, y) ds(y)
∂D\B(x,τ ) ∂D\B(x,τ )

=− Grad y Φ(x, y) ds(y)
∂D\B(x,τ )

∂Φ
− (x, y) ν(y) ds(y)
∂ν(y)
∂D\B(x,τ )
and thus for any fixed vector a ∈ C3 by the previous theorem, again with
Γ (x, τ ) = ∂D ∩ B(x, τ ) and at (y) = ν(y) × a × ν(y) , and Lemma A.18 we
obtain

a · ∇x Φ(x, y) ds(y) = Div at (y) Φ(x, y) ds(y)
∂D\B(x,τ ) ∂D\B(x,τ )

+ at (y) · (τ (y) × ν(y)) Φ(x, y) ds(y)
∂Γ (x,τ )

∂Φ
+ (x, y) a · ν(y) ds(y) .
∂ν(y)
∂D\B(x,τ )
The first and third integrals converge uniformly with respect to x ∈ ∂D when
τ tends to zero because the integrands are weakly singular. For the second
integral we note that

1
at (y) · ν0 (y) Φ(x, y) ds(y) = at (y) · (τ (y) × ν(y)) ds(y)
4πτ
∂Γ (x,τ ) ∂Γ (x,τ )

1

= Div at (y) ds(y)
4πτ
Γ (x,τ )
and this tends to zero uniformly with respect to x ∈ ∂D when τ tends to

zero. The conclusion follows if we take for a the unit coordinate vectors ê(j) .
As an abbreviation we write in the following

v(x0 )− = x→x
lim v(x) , v(x0 )+ = x→x
lim v(x) and
0 0
x∈D x∈D
/

∂v ∂v
(x0 ) = x→x
lim ν(x0 ) · ∇v(x) and (x0 ) = x→x
lim ν(x0 ) · ∇v(x) ,
∂ν −
0 ∂ν +
0
x∈D x∈D
/
and obtain the following relations for the traces of the derivatives of the single
layer surface potential.
Theorem 3.16. The derivative of the single layer potential v from (3.12)
with Hölder-continuous density ϕ ∈ C 0,α (∂D) can be continuously extended
from D to D and from R3 \ D to R3 \ D. The tangential component is con-
tinuous, i.e. Grad v|− = Grad v|+ , and the limiting values of the normal
derivatives are
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∂v 1 ∂Φ
(x) = ∓ ϕ(x) + ϕ(y) (x, y) ds(y) , x ∈ ∂D . (3.21)
∂ν ± 2 ∂D ∂ν(x)
Proof: We note that the integral exists (see proof of Theorem 3.14). First
we consider the density 1, i.e. we set

v1 (x) = Φ(x, y) ds(y) , x ∈ R3 .
∂D
By the previous lemma we have that

∂Φ
∇v1 (x) = − ν(y) (x, y) ds(y) + H(y) Φ(x, y) ds(y), x∈
/ ∂D ,
∂D ∂ν(y) ∂D
(3.22)

where again H(y) = Div ê1t (y), Div ê2t (y), Div ê3t (y) 3
∈R .
The right-hand side is the sum of a double and a single layer potential. By
Theorems 3.12 and 3.14 it has a continuous extension to the boundary from
the inside and the outside with limiting values

1 ∂Φ
∇v1 (x)|± = ∓ ν(x) − ν(y) (x, y) ds(y) + H(y) Φ(x, y) ds(y)
2 ∂ν(y)
∂D ∂D
1
= ∓ ν(x) + ∇x Φ(x, y) ds(y)
2 ∂D
for x ∈ ∂D. The last integral has to be interpreted as a Cauchy principal

value as in part (b) of the previous Lemma 3.15. In particular, the tangential
component is continuous and the normal derivative jumps, and we have

∂v1 1 ∂Φ

(x) = ∓ + (x, y) ds(y) , x ∈ ∂D .
∂ν ± 2 ∂D ∂ν(x)
Now we consider v and have for x = z + tν(z) ∈ Hρ0 \ ∂D (that is, t = 0)

∇v(x) = ϕ(y) ∇x Φ(x, y) ds(y)
∂D
= ∇x Φ(x, y) ϕ(y) − ϕ(z) ds(y) + ϕ(z) ∇v1 (x) .
∂D

= ṽ(x)
Application of Lemma 3.13 yields that ṽ is Hölder-continuous in all of Hρ0

with limiting value

ṽ(x) = ∇x Φ(x, y) ϕ(y) − ϕ(x) ds(y) for x ∈ ∂D .
∂D
For further use we formulate the result derived so far.

1
∇v(x)± = ∇x Φ(x, y) ϕ(y) − ϕ(x) ds(y) + ϕ(x) ∓ ν(x)
∂D 2

∂Φ
− ν(y) (x, y) ds(y) + H(y) Φ(x, y) ds(y) .
∂D ∂ν(y) ∂D
(3.23)
This proves that the gradient has continuous extensions from the inside and
outside of D and on ∂D we have

∂v 1 ∂Φ
(x) = ∓ ϕ(x) + ϕ(x) (x, y) ds(y)
∂ν ± 2 ∂D ∂ν(x)

∂Φ
+ (x, y) ϕ(y) − ϕ(x) ds(y)
∂ν(x)
∂D

1 ∂Φ
= ∓ ϕ(x) + ϕ(y) (x, y) ds(y) ,
2 ∂ν(x)
∂D

Grad v(x)± = Grad x Φ(x, y) ϕ(y) − ϕ(z) ds(y)
∂D
+ ϕ(z) Grad v1 (x) (3.24)
for x ∈ ∂D.
3.1.3 Boundary Integral Operators
It is the aim of this subsection to investigate the mapping properties of the

traces of the single and double layer potentials on the boundary ∂D. We start
with a general theorem on boundary integral operators with singular kernels.
" #
Theorem 3.17. Let Λ = (x, y) ∈ ∂D × ∂D : x = y and K ∈ C(Λ).
(a) Let there exist c > 0 and α ∈ (0, 1) such that

c
K(x, y) ≤ for all (x, y) ∈ Λ , (3.25a)
|x − y|2−α

K(x1 , y) − K(x2 , y) ≤ c |x1 − x2 | for all (x1 , y), (x2 , y) ∈ Λ
|x1 − y|3−α
(3.25b)
with |x1 − y| ≥ 3|x1 − x2 | .
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Then the operator K1 : C(∂D) → C 0,α (∂D), defined by

(K1 ϕ)(x) = K(x, y) ϕ(y) ds(y) , x ∈ ∂D ,
∂D
is well defined and bounded.

(b) Let there exist c > 0 such that:
c
K(x, y) ≤ for all (x, y) ∈ Λ , (3.25c)
|x − y|2

K(x1 , y) − K(x2 , y) ≤ c |x1 − x2 | for all (x1 , y), (x2 , y) ∈ Λ
|x1 − y|3
(3.25d)
with |x1 − y| ≥ 3|x1 − x2 | ,

K(x, y) ds(y) ≤ c for all x ∈ ∂D and r > 0 . (3.25e)
∂D\B(x,r)
Then the operator K2 : C 0,α (∂D) → C 0,α (∂D), defined by

(K2 ϕ)(x) = K(x, y) ϕ(y) − ϕ(x) ds(y) , x ∈ ∂D ,
∂D
Proof: (a) We follow the idea of the proof of Theorem 3.12 and write

(K1 ϕ)(x1 ) − (K1 ϕ(x2 ) ≤ ϕ∞ K(x1 , y) − K(x2 , y) ds(y) .
∂D
We split the region of integration again into Γx1 ,r and ∂D \ Γx1 ,r where again
Γx1 ,r = {y ∈ ∂D : |y − x1 | < r} and set r = 3|x1 − x2 |. The integral over
Γx1 ,r can be estimated with (3.3d) of Lemma 3.2 by

ds(y) ds(y)
K(x1 , y) − K(x2 , y) ds(y) ≤ c + c
|x1 − y| 2−α |x2 − y|2−α
Γx1 ,r Γx1 ,r Γx2 ,2r
α α
≤cr = (c 3 ) |x1 − x2 |α
because Γx1 ,r ⊆ Γx2 ,2r . Here we used formula (3.3d) of Lemma 3.2.
For the integral over ∂D \ Γx1 ,r we note that |y − x1 | ≥ r = 3|x1 − x2 | for

y ∈ ∂D \ Γx1 ,r , thus

ds(y)
K(x1 , y) − K(x2 , y) ds(y) ≤ c |x1 − x2 |
3−α
∂D\Γx1 ,r ∂D\Γx1 ,r |x1 − y|
≤ c |x1 − x2 | rα−1 = c 3α−1 |x1 − x2 |α

where we used estimate (3.3e). The proof of (K1 ϕ)(x) ≤ cϕ∞ is similar,
even simpler, and is left to the reader.
For part (b) we follow the ideas of the proof of Lemma 3.13. We write

(K2 ϕ)(x1 ) − (K2 ϕ(x2 )

≤ K(x1 , y) ϕ(y) − ϕ(x1 ) − K(x2 , y) ϕ(y) − ϕ(x2 ) ds(y)
Γx1 ,r

+ ϕ(x2 ) − ϕ(x1 ) K(x1 , y) ds(y)
∂D\Γx ,r
1

+ ϕ(y) − ϕ(x2 ) K(x1 , y) − K(x2 , y) ds(y)
∂D\Γx1 ,r
+ ,
ds(y) ds(y)
≤ cϕC 0,α (∂D) +
Γx1 ,r |y − x1 |2−α Γx2 ,2r |y − x2 |2−α
+ cϕC 0,α (∂D) |x1 − x2 |α

|x1 − x2 |
+ cϕC 0,α (∂D) |y − x2 |α ds(y)
∂D\Γx1 ,r |y − x1 |3
⎡ ⎤

⎢ ds(y) ⎥
≤ cϕC 0,α (∂D) ⎣rα + |x1 − x2 |α + |x1 − x2 | ⎦
|y − x1 |3−α
∂D\Γx1 ,r
because |y − x2 | ≤ |y − x1 | + |x1 − x2 | = |y − x1 | + r/3 ≤ 2|y − x1 |. The last

integral has been estimated by rα−1 , see (3.3e). This proves that

(K2 ϕ)(x1 ) − (K2 ϕ(x2 ) ≤ cϕC 0,α (∂D) |x1 − x2 |α .

The proof of (K2 ϕ)(x) ≤ cϕC 0,α (∂D) is again simpler and is left to the
reader.
One of the essential properties of the boundary operators is their compactness

in Hölder spaces. This follows from the previous theorem and the following
compactness result.
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Lemma 3.18. The embedding C 0,α (∂D) → C(∂D) is compact for every α ∈
(0, 1).
"
Proof: We have #to prove that the unit ball B = ϕ ∈ C 0,α (∂D) :
ϕC 0,α (∂D) ≤ 1 is relatively compact, i.e. its closure is compact, in
C(∂D). This follows directly by the theorem of Arcela–Ascoli (see, e.g., [11],
Appendix C.7). Indeed, B is equi-continuous because

ϕ(x1 ) − ϕ(x2 ) ≤ ϕC 0,α (∂D) |x1 − x2 |α ≤ |x1 − x2 |α
for all x1 , x2 ∈ ∂D. Furthermore, B is bounded.
Thus from the last theorem we immediately conclude the following corollary.
Corollary 3.19. Under the assumptions of Theorem 3.17 the operator K1 is

compact from C 0,α (∂D) into itself for every α ∈ (0, 1).
Proof: The operator K1 is bounded from C(∂D) into C 0,α (∂D) and the
embedding C 0,α (∂D) into C(∂D) is compact, which implies compactness of
K1 : C 0,α (∂D) → C 0,α (∂D).
We apply this result to the boundary integral operators which appear in

the traces of the single and double layer potentials of Theorems 3.12, 3.14,
and 3.16.
Theorem 3.20. Let k ∈ C with Im k ≥ 0. The operators S, D, D : C 0,α (∂D)

→ C 0,α (∂D), defined by

(Sϕ)(x) = ϕ(y) Φk (x, y) ds(y) , x ∈ ∂D , (3.26a)
∂D
∂Φk
(Dϕ)(x) = ϕ(y) (x, y) ds(y) , x ∈ ∂D , (3.26b)
∂ν(y)
∂D
∂Φk
(D ϕ)(x) = ϕ(y) (x, y) ds(y) , x ∈ ∂D , (3.26c)
∂D ∂ν(x)
are well defined and compact. Additionally, the operator S is bounded from
C 0,α (∂D) into C 1,α (∂D). Here, C 1,α (∂D) = {u ∈ C 0,α (∂D) : Grad u ∈
C 0,α (∂D, C3 )} equipped with its canonical norm.
Proof: We have to check the assumptions (3.25a) and (3.25b) of Theo-

rem 3.17. For x, y ∈ ∂D we have by the definition of the fundamental solution
Φ and part (a) of Lemma A.10 that
1
Φ(x, y) = ,
4π|x − y|

∂

1
1 (y − x) · ν(y)
∂ν(y) Φ(x, y) = 4π|x − y| ik − |x − y| |x − y|

c 1
≤ ik − |x − y|
4π|x − y| |x − y|
c c(kd + 1)
≤ k|x − y| + 1 ≤
4π|x − y| 4π|x − y|
" #
where d = sup |x − y| : x, y ∈ ∂D . The same estimate holds for ∂Φ(x, y)/
∂ν(x). This proves (3.25a) with α = 1. Furthermore, we will prove (3.25b)
with α = 1. Let x1 , x2 , y ∈ ∂D such that |x1 − y| ≥ 3|x1 − x2 |. Then, for
any t ∈ [0, 1], we conclude that |x1 + t(x2 − x1 ) − y| ≥ |x1 − y| − |x2 − x1 | ≥
|x1 − y| − |x1 − y|/3 = 2|x1 − y|/3.
First we consider Φ and apply the mean value theorem:

Φ(x1 , y) − Φ(x2 , y) ≤ |x1 − x2 | sup ∇x Φ x1 + t(x2 − x1 ), y
0≤t≤1
|x1 − x2 | 9 |x1 − x2 |
≤ c sup 2
≤ c .
0≤t≤1 |x 1 + t(x 2 − x 1 ) − y| 4 |x1 − y|2
To show the corresponding estimate for the normal derivative of the funda-
mental solution we can restrict ourselves to the case k = 0 as in the proof of
Theorem 3.14.
Furthermore, we assume again x1 , x2 , y ∈ ∂D such that |x1 − y| ≥ 3|x1 − x2 |.
Then

∂ ∂

∂ν(y) Φ0 (x1 , y) − ∂ν(y) Φ0 (x2 , y)
1
≤ ν(y) · (y − x1 ) − ν(y) · (y − x2 )
4π|x1 − y| 3
=ν(y)·(x2 −x1 )

1 1 1
ν(y) · (y − x2 )
+ −
4π |x1 − y|3 |x2 − y|3
1
≤ (ν(y) − ν(x1 )) · (x2 − x1 ) + ν(x1 ) · (x2 − x1 )
4π|x1 − y| 3

1 1 1
ν(y) · (y − x2 )
+ 3
− 3
4π |x1 − y| |x2 − y|
Now we use the estimates (a) and (b) of Lemma A.10 for the first term and the
mean value theorem for the second term. By |x1 +t(x2 −x1 )−y| ≥ 2|x1 −y|/3
we have
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∂ ∂

∂ν(y) Φ0 (x1 , y) − ∂ν(y) Φ0 (x2 , y)
|y − x1 ||x2 − x1 | + |x1 − x2 |2 |y − x2 |2 |x1 − x2 |
≤c 3
+ c .
|x1 − y| |x1 − y|4
Estimate (3.25b) follows from |x1 − x2 | ≤ |x1 − y|/3 and |y − x2 | ≤ |y − x1 | +

|x1 − x2 | ≤ 4|y − x1 |/3.
The same arguments hold for the normal derivative with respect to x.
Finally, we have to show that Grad S is bounded from C 0,α (∂D) into
C 0,α (∂D, C3 ). But this is given from the representation (3.24).
3.1.4 Uniqueness and Existence
Now we come back to the scattering problem (3.1) and (3.2) from the begin-
ning of the section. We first study the question of uniqueness. For absorbing
media; that is Im k > 0, uniqueness can be seen directly from an application
of Greens formulas and the radiation condition. But in scattering theory we
are interested in the case of a real and positive wave number k. The following
lemma is fundamental for proving uniqueness and tells us that a solution of
the Helmholtz equation Δu + k 2 u = 0 for k > 0 cannot decay faster than
1/|x| as x tends to infinity. We will give two proofs of this result. The first—
and shorter—one uses the expansion arguments from the previous chapter.
In particular, properties of the spherical Bessel- and Hankel functions are
used. The second proof which goes back to the original work by Rellich (see
[28]) avoids the use of these special functions but is far more technical and
also needs a stronger assumption on the field. For completeness, we present
both versions. We begin with the first form.
Lemma 3.21 (Rellich’s Lemma, First Form). Let u ∈ C 2 (R3 \ B[0, R0 ])

be a solution of the Helmholtz equation Δu + k 2 u = 0 for |x| > R0 and wave
number k ∈ R>0 such that

lim |u|2 ds = 0 .
R→∞ |x|=R
Then u vanishes for |x| > R0 .
Proof: The general solution of the Helmholtz equation in the exterior of

B(0, R0 ) is given by (2.29); that is,
∞
n
(1)
u(rx̂) = am m m
n hn (kr) + bn jn (kr) Yn (x̂) , x̂ ∈ S 2 , r > R0 ,
n=0 m=−n
" m #
n , bn ∈ C. The spherical harmonics Yn : |m| ≤ n, n ∈ N0 form
for some am m
an orthogonal system. Therefore, Parseval’s theorem yields

∞

n
m (1) 2
an hn (kr) + bm j
n n (kr) = u(rx̂)2 ds(x̂) ,
n=0 m=−n
S2
2
and from the assumption on u we note that r2 S 2 u(rx̂) ds(x̂) tends to zero
as r tends to infinity. Especially, for every fixed n ∈ N0 and m with |m| ≤ n
we conclude that
2
r 2 a m (1) m
n hn (kr) + bn jn (kr)
−→ 0
as r tends to infinity. Defining cm m m m

n = an + bn we can write it as (kr) i an
yn (kr) + (kr) cn jn (kr) → 0 for r → ∞. Now we use the asymptotic behavior
m
of jn (kr) and yn (kr) as r tends to infinity. By Theorem 2.30 we conclude

that
i am
n Im e
ikr
(−i)n+1 + cm
n Re e
ikr
(−i)n+1 −→ 0 , r → ∞.
The term (−i)n+1 can take the values ±1 and ±i. Therefore, depending on
n, we have that
n sin(kr) + cn cos(kr) −→ 0 or
i am n cos(kr) − cn sin(kr) −→ 0 .
m
i am m
n and cn have to vanish by taking particular sequences rj → ∞.

In any case, am m
This shows that also bm

n = 0. Since it holds for all n and m we conclude that
u vanishes.
As mentioned above, the second proof avoids the use of the Bessel and Hankel
functions but needs, however, a stronger assumption on u.
Lemma 3.22 (Rellich’s Lemma, Second Form). Let u ∈ C 2 (R3 \

B[0, R0 ]) be a solution of the Helmholtz equation Δu + k 2 u = 0 for |x| > R0
with wave number k ∈ R>0 such that
2
x
lim |u|2 ds = 0 and lim · ∇u(x) ds = 0 .
r→∞ r→∞ |x|
|x|=r |x|=r
Then u vanishes for |x| > R0 .
Proof: The proof, which is taken from the monograph [18, Section VII.3] is
lengthy, and we will structure it. Without loss of generality we assume that
u is real valued because we can consider real and imaginary parts separately.
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1st step: Transforming the integral onto the unit sphere S 2 = {x ∈ R3 :

|x| = 1} we conclude that
2
∂u 2
u(rx̂)|2 r 2 ds(x̂) = u(x)2 ds(x) and
∂r (rx̂) r ds(x̂)
|x̂|=1 |x|=r |x̂|=1
(3.27)
tend to zero as r tends to infinity. We transform the partial differential

equation into an ordinary differential equation (not quite!) for the function
v(r, x̂) = r u(r, x̂) with respect to r. We write v(r) and v (r) and v (r) for
v(r, ·) and ∂v(r, ·)/∂r and ∂ 2 v(r, ·)/∂r2 , respectively. Then (3.27) yields
that v(r)L2 (S 2 ) → 0 and v (r)L2 (S 2 ) → 0 as r → ∞. The latter follows

from ∂r ∂
ru(r, ·) = 1r ru(r, ·) + r ∂u ∂r (r, ·) and the triangle inequality.
1 2 ∂u 2 ∂u
∂2v
We observe that u = r v, thus r ∂r = −v + r ∂v ∂
∂r and ∂r r ∂r = r ∂r 2 ,
thus

1 ∂ 2 ∂u 1
0= 2 r (r, θ, φ) + 2 ΔS 2 u(r, θ, φ) + k 2 u(r, θ, φ)
r ∂r ∂r r
1 ∂2v 1
= 2
(r, θ, φ) + k 2 v(r, θ, φ) + 2 ΔS 2 v(r, θ, φ) ,
r ∂r r
i.e.
1
v (r) + k 2 v(r) +
ΔS 2 v(r) = 0 for r ≥ R0 , (3.28)
r2
where again ΔS 2 = Div Grad denotes the Laplace–Beltrami operator
on the unit sphere; that is, in polar coordinates x̂ = (sin θ cos φ, sin θ
sin φ, cos θ)

1 ∂ ∂w 1 ∂2w
(ΔS 2 w)(θ, φ) = sin θ (θ, φ) + (θ, φ)
sin θ ∂θ ∂θ sin2 θ ∂φ2
for any w ∈ C 2 (S 2 ). It is easily seen either by direct integration or by appli-

cation of Theorem A.11 that ΔS 2 is self-adjoint and negative definite, i.e.

ΔS 2 v, w L2 (S 2 ) = v, ΔS 2 w L2 (S 2 ) and ΔS 2 v, v L2 (S 2 ) ≤ 0
for all v, w ∈ C 2 (S 2 ) .
2nd step: We introduce the functions E, vm and F by
1
E(r) := v (r)2L2 (S 2 ) + k 2 v(r)2L2 (S 2 ) + 2
ΔS 2 v(r), v(r) L2 (S 2 ) ,
r
vm (r) := rm v(r) ,

m(m + 1) 2c
F (r, m, c) := vm (r)2L2 (S 2 ) + k 2 + − vm (r)2L2 (S 2 )
r2 r
1
+ 2 ΔS 2 vm (r), vm (r) L2 (S 2 ) ,
r
for r ≥ R0 , m ∈ N, c ≥ 0. In the following we write · and (·, ·) for

· L2 (S 2 ) and (·, ·)L2 (S 2 ) , respectively. We show:
(a) E satisfies E (r) ≥ 0 for all r ≥ R0 .

(b) The functions vm solve the differential equation

2m m(m + 1) 2 1
vm (r) − vm (r) + 2
+ k vm (r) + 2 ΔS 2 vm (r) = 0 .
r r r
(3.29)
(c) For every c > 0 there exist r0 = r0 (c) ≥ R0 and m0 = m0 (c) ∈ N such
that
∂ 2
r F (r, m, c) ≥ 0 for all r ≥ r0 , m ≥ m0 .
∂r
(d) Expressed in terms of v the function F has the forms
$ $2
$ $
F (r, m, c) = r 2m $v (r) + m v(r)$ + k2 + m(m + 1) − 2c v(r)2
$ r $ r2 r

1
+ 2 ΔS 2 v(r), v(r) (3.30a)
r

2m
= r 2m E(r) + v(r), v (r)
r

m(2m + 1) 2c 2
+ − v(r) . (3.30b)
r2 r
Proof of these statements:
(a) We just differentiate E and substitute the second derivative from

d
(3.28). Note that dr v(r)2 = 2(v, v ) and dr
d
ΔS 2 v, v = 2 ΔS 2 v, v :
1
E (r) = 2 v (r), v (r) + 2k 2 v(r), v (r) − 3 ΔS 2 v(r), v(r)
r
2

+ 2 ΔS 2 v(r), v (r)
r
1 1
= 2 v (r) , v (r) + k 2 v(r) + 2 ΔS 2 v(r) − 3 ΔS 2 v(r), v(r)
r r
1
= − 3 ΔS 2 v(r), v(r) ≥ 0 .
r
(b) We substitute v(r) = r−m vm (r) into (3.28) and obtain directly (3.29).
We omit the calculation.
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(c) Again we differentiate r2 F (r, m, c) with respect to r, substitute the

form of vm from (3.29) and obtain
∂ 2
r F (r, m, c)
∂r

= 2rvm (r)2 + 2r 2 vm (r), vm
(r) + 2(k2 r − c)vm (r)2

m(m + 1) 2c
+ 2r 2 k2 + 2
− vm (r), vm
(r) + 2 ΔS 2 vm (r), vm (r)
r r

= · · · = 2r(1 + 2m)vm (r)2 − 4cr vm (r), vm (r) + 2(k2 r − c)vm (r)2
$ $2
$√ c $
= 2r $ $ 1 + 2m v
m (r) − √ v m (r) $
$
1 + 2m
2

c c
+ k2 − − vm (r)2 .
r 1 + 2m
From this the assertion (c) follows if r0 and m0 are chosen such that
the bracket (· · · ) is positive.
(d) The first equation is easy to see by just inserting the form of vm . For
the second form one uses simply the binomial theorem for the first
term and the definition of E(r).
3rd step: We begin with the actual proof of the lemma and show first that
there exists R1 ≥ R0 such that v(r) = 0 for all r ≥ R1 . Assume, on the
contrary, that this is not the case. Then, for every R ≥ R0 there exists
r̂ ≥ R such that v(r̂) > 0.
We choose the constants ĉ > 0, r0 , m0 , r1 , m1 in the following order:
2ĉ
• Choose ĉ > 0 with k 2 − R0 > 0.
• Choose r0 = r0 (ĉ) ≥ R0 and m0 = m0 (ĉ) ∈ N according to property (c)
∂
above, i.e. such that ∂r r2 F (r, m, ĉ) ≥ 0 for all r ≥ r0 and m ≥ m0 .
• Choose r1 > r0 such that v(r1 ) > 0.

• Choose m1 ≥ m0 such that m1 (m1 +1)v(r1 )2 + ΔS 2 v(r1 ), v(r1 ) > 0.
Then, by (3.30a) and because k 2 − r2ĉ1 ≥ k 2 − R2ĉ0 > 0, it follows that

F (r1 , m1 , ĉ) > 0 and thus, by the monotonicity of r → r2 F (r, m1 , ĉ) that
also F (r, m1 , ĉ) > 0 for all r ≥ r1 . Therefore, from (3.30b) we conclude
that, for r ≥ r1 ,
0 < r−2m1 F (r, m1 , ĉ)

2m1 m1 (2m1 + 1) 2ĉ
= E(r) + v(r), v (r) + − v(r)2
r r2 r

m1 d 1 m1 (2m1 + 1)
= E(r) + v(r)2 + − 2ĉ v(r)2 .
r dr r r
Choose now r2 ≥ r1 such that m1 (2m r2

1 +1)
− 2ĉ < 0. Finally, choose r̂ ≥ r2
d
such that dr v(r̂)2 ≤ 0. (This is possible because v(r)2 → 0 as r → ∞.)
We finally have
0 < p := r̂−2m1 F (r̂, m1 , ĉ) ≤ E(r̂) .
By the monotonicity of E we conclude that E(r) ≥ p for all r ≥ r̂.

On the other hand, by the definition of E(r) we have that E(r) ≤
v (r)2 + k 2 v(r)2 and this tends to zero as r tends to infinity. This
is a contradiction. Therefore, there exists R1 ≥ R0 with v(r) = 0 for all
r ≥ R1 .
Applying the Rellich Lemma we can now prove uniqueness of the scattering
problem.
Theorem 3.23. Let k > 0. For any incident field uinc there exists at most
one solution u ∈ C 2 (R3 \ D) ∩ C 1 (R3 \ D) of the scattering problem (3.1)
and (3.2).
Proof: Let u be the difference of two solutions. Then u satisfies (3.1) and
also the radiation condition (3.2). From the radiation condition we conclude
that
2 / 2 0
∂u ∂u ∂u
2 2
∂r − iku ds = ∂r + k |u| ds + 2k Im u
∂r
ds
|x|=R |x|=R |x|=R
tends to zero as R tends to infinity. Green’s theorem, applied in BR \ D to

the function u yields that

∂u ∂u
u ds = u ds + |∇u|2 − k 2 |u|2 dx
∂r ∂r
|x|=R ∂D BR \D

= |∇u|2 − k 2 |u|2 dx
BR \D
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because the surface integral over ∂D vanishes by the boundary condition.

The volume integral is real valued. Therefore, its imaginary part vanishes
and we conclude that
2
∂u
+ k 2 |u|2 ds → 0
∂r
|x|=R
as R tends to infinity. Rellich’s lemma (in the form Lemma 3.21 or 3.22)
implies that u vanishes outside of every ball which encloses ∂D. Finally, we
note that u is an analytic function in the exterior of D (see Corollary 3.4).
Since the exterior of D is connected we conclude that u vanishes in R3 \ D.
We turn to the question of existence of a solution and choose the integral

equation method for its treatment. We follow the approach of [7, Chapter 3],
but prefer to work in the space C 0,α (∂D) of Hölder-continuous functions
rather than in the space of merely continuous functions. This avoids the
necessity to introduce the class of continuous functions for which the normal
derivatives exist “in the uniform sense along the normal.”
Let us recall the notion of the single layer surface potential of (3.4a), see
also (3.12), and make the ansatz for the scattered field in the form of a single
layer potential; that is,

us (x) = ϕ(y) Φ(x, y) ds(y) , x ∈ R3 \ ∂D , (3.31)
∂D
where again Φ(x, y) = exp(ik|x − y|)/(4π|x − y|) denotes the fundamental

solution of the Helmholtz equation, and ϕ ∈ C 0,α (∂D) is some density to be
determined. We remark already here that we will face some difficulties with
this ansatz but we begin with this for didactical reasons. First we note that
us solves the Helmholtz equation in the exterior of D and also the radiation
condition. This follows from the corresponding properties of the fundamental
solution Φ(·, y), uniformly with respect to y on the compact surface ∂D.
Furthermore, by Theorems 3.12 and 3.16 the function us and its derivatives
can be extended continuously from the exterior into R3 \ D with limiting
values

us (x)+ = ϕ(y) Φ(x, y) ds(y) = (Sϕ)(x) , x ∈ ∂D , (3.32a)
∂D

∂us 1 ∂
(x) = − ϕ(x) + ϕ(y) Φ(x, y) ds(y)
∂ν + 2 ∂D ∂ν(x)
1
= − ϕ(x) + (D ϕ)(x) , x ∈ ∂D , (3.32b)
2
where we used the notations of the boundary integral operators from Theo-
rem 3.20. Therefore, in order that u = uinc + us satisfies the boundary con-
dition ∂u/∂ν = 0 on ∂D the density ϕ has to satisfy the boundary integral
equation
1 ∂uinc
− ϕ + D ϕ = − in C 0,α (∂D) . (3.33)
2 ∂ν
By Theorem 3.20 the operator D is compact. Therefore, we can apply the
Riesz–Fredholm theory. By Theorem A.2, existence follows from uniqueness.
To prove uniqueness we assume that ϕ ∈ C 0,α (∂D) satisfies the homogeneous
equation − 12 ϕ + D ϕ = 0. Define v to be the single layer potential with
density ϕ just as in (3.31), but for arbitrary x ∈ / ∂D. Then, again from
the jump conditions of the normal derivative of the single layer, ∂v/∂ν + =
− 21 ϕ+D ϕ = 0. Therefore, v is the solution of the exterior Neumann problem
with vanishing boundary data. The uniqueness result of Theorem 3.23 yields
that v vanishes in the exterior of D. Furthermore, v is continuous in R3 , thus
v is a solution of the Helmholtz equation in D with vanishing boundary data.
At this point we wish to conclude that v vanishes also in D, because then
we could conclude by the jump of the normal derivatives of the potential at
∂D that ϕ vanishes. However, this is not always the case. Indeed, there are
nontrivial solutions in D if, and only if, k 2 is an eigenvalue of −Δ in D with
respect to Dirichlet boundary conditions (see Theorem 2.34).
This is the reason why it is necessary to modify the ansatz (3.31). There are
several ways how to do it, see the discussion in [6, Chapters 3 and 4]. We
choose a modification which we have not found in the literature. It avoids
the use of double layer potentials. On the other hand, however, it results in
a system of two equations which increases the numerical effort considerably.
We assume for simplicity that D is connected although this is not necessary
as one observes from the following arguments.
We choose an open ball B = B(z, ρ) with boundary Γ such that Γ ⊆ D and

such that k 2 is not an eigenvalue of −Δ inside B with respect to Dirichlet
boundary conditions. By Theorem 2.34 from the previous chapter we observe
that we have to choose the radius ρ of B such that kρ is not a zero of any of
the Bessel functions jn .
Now we make an ansatz for us as a sum of two single layer potentials in the
form
us (x) = (S̃∂D ϕ)(x) + (S̃Γ ψ)(x)

= ϕ(y) Φ(x, y) ds(y) + ψ(y) Φ(x, y) ds(y) , x∈
/ D, (3.34)
∂D Γ
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where φ ∈ C 0,α (∂D) and ψ ∈ C 0,α (Γ ) are two densities to be determined

from the system of two boundary integral equations
1 ∂ ∂uinc
− ϕ + D∂D ϕ + S̃Γ ψ = − on ∂D , (3.35a)
2 ∂ν ∂ν

∂ 1
+ ik S̃∂D ϕ − ψ + DΓ ψ + ik SΓ ψ = 0 on Γ . (3.35b)
∂ν 2
The operators SΓ and DΓ denote the boundary operators S and D , respec-
tively, on the boundary Γ instead of ∂D. These two equations can be written
in matrix form as

inc
1 ϕ D∂D ∂ S̃Γ /∂ν ϕ ∂u /∂ν
− + = −
2 ψ (∂/∂ν + ik)S̃∂D DΓ + ik SΓ ψ 0
in C 0,α (∂D) × C 0,α (Γ ). The operators D∂D

, DΓ + ikSΓ , ∂ S̃Γ /∂ν, and
(∂/∂ν +ik)S̃∂D are all compact. Therefore, we can apply the Riesz–Fredholm
theory to this system. By Theorem A.2 existence is assured if the homoge-
neous system admits only the trivial solution ϕ = 0 and ψ = 0. Therefore, let
(ϕ, ψ) ∈ C 0,α (∂D) × C 0,α (Γ ) be a solution of the homogeneous system and
define the v as the sum of the single layers with densities ϕ and ψ for all x in
R3 \(∂D∪Γ ). From the jump condition for the normal derivative and the first
homogeneous integral equation we conclude—just
in the above case of only
one single layer potential—that ∂v/∂ν + = − 12 ϕ + D∂D
ϕ + ∂ S̃Γ ψ/∂ν = 0.
Again, v is a solution of the exterior Neumann problem with vanishing bound-
ary data. Therefore, by the uniqueness theorem, v vanishes in the exterior
of D. Furthermore, v is continuous in R3 and satisfies also the Helmholtz
equation in D \ B. From the jump conditions on the boundary Γ we conclude
that

∂v ∂ 1
+ ikv = + ik S̃∂D ϕ − ψ + DΓ ψ + ik SΓ ψ = 0 on Γ .
∂ν + ∂ν 2
Therefore, v = 0 on ∂D and ∂v/∂ν|+ + ikv = 0 on Γ . Application of Green’s

first theorem in D \ B yields

2 2 2 ∂v ∂v
|∇v| − k |v| dx = v ds − v ds = ik |v|2 ds .
∂ν ∂ν +
D\B ∂D Γ Γ
Taking the imaginary part yields that v vanishes on Γ and therefore also
∂v/∂ν|+ = 0 on Γ . Holmgren’s uniqueness Theorem 3.5 implies that v van-
ishes in all of D \ B. The jump conditions for the normal derivatives on ∂D
yield
∂v ∂v
0 = − = ϕ on ∂D .
∂ν − ∂ν +
3.2 A Scattering Problem for the Maxwell System 135
Therefore, v is a single layer potential on Γ with density ψ and vanishes on

Γ . The wave number k 2 is not a Dirichlet eigenvalue of −Δ in B by the choice
of the radius of B. Therefore, v vanishes also in B. The jump conditions on
Γ yield
∂v ∂v
0 = − = ψ on Γ .
∂ν − ∂ν +
Therefore, ϕ = 0 on ∂D and ψ = 0 on Γ and we have shown injectivity for
the system of integral equations.
-M
If D consists of several components D = m=1 Dm , then one has to choose
balls Bm in each of the domains Dm and make an ansatz as a sum of single
layers on ∂D and ∂Bm for m = 1, . . . , M .
Application of the Riesz–Fredholm theory to (3.35a) and (3.35b) yields the

desired existence result.
Theorem 3.24. There exists a unique solution u ∈ C 2 (R3 \ D) ∩ C 1 (R3 \ D)

of the scattering problem (3.1) and (3.2).
This approach by using an ansatz with some density (or pair of densities)
which has no physical meaning is sometimes called the dual integral equa-
tion method or indirect approach in contrast to those which arise from the
representation theorem. We do not present this approach here but refer to
Remark 3.37 below in the case of Maxwell’s equations and [6, Section 3.9].
3.2 A Scattering Problem for the Maxwell System
In the second part of this chapter we focus on our main task, the scattering
by electromagnetic waves. Here the idea of the integral equation method as
shown for the scalar Helmholtz equation will be extended to the following
scattering problem for the Maxwell system.
Given a solution (E inc , H inc ) of the Maxwell system
curl E inc − iωμ0 H inc = 0 , curl H inc + iωε0 E inc = 0
in some neighborhood of D , determine the total fields E, H ∈ C 1 (R3 \D, C3 )∩

C(R3 \ D, C3 ) such that
curl E − iωμ0 H = 0 and curl H + iωε0 E = 0 in R3 \ D , (3.36a)
E satisfies the boundary condition
ν×E = 0 on ∂D , (3.36b)
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and the radiating parts E s = E − E inc and H s = H − H inc satisfy the

Silver–Müller radiation conditions

√ √ x 1
ε0 E s (x) − μ0 H s (x) × = O , (3.37a)
|x| |x|2
and
√ √ x 1
μ0 H s (x) + ε0 E s (x) × = O , (3.37b)
|x| |x|2
uniformly with respect to x/|x|.
Again throughout the section we fix some assumptions, in view of a classical
formulation of the scattering problem in vacuum.
√
Assumption: Let the wave number be given by k = ω ε0 μ0 > 0 with
constants ε0 , μ0 > 0 and the obstacle D ⊆ R3 be bounded and C 2 -smooth
such that the complement R3 \ D is connected.
The case of a (homogeneous) conducting medium; that is, σ > 0, can be

treated as well without any difficulty. In this case we just have k ∈ C with
Im k > 0.
Clearly, after renaming the unknown fields, the scattering problem is a special
case of the following Exterior Boundary Value Problem:
Given a tangential field f ∈ C 0,α (∂D, C3 ), i.e. ν(x)·f (x) = 0 on ∂D, such that
Div f ∈ C 0,α (∂D) determine radiating solutions E s , H s ∈ C 1 (R3 \ D, C3 ) ∩
C(R3 \ D, C3 ); that is, E s , H s satisfy the radiating conditions (3.37a) and
(3.37b), of the system
curl E s − iωμ0 H s = 0 and curl H s + iωε0 E s = 0 in R3 \ D , (3.38a)
such that E s satisfies the boundary condition
ν × Es = f on ∂D . (3.38b)
We note that the assumption on the surface divergence of f is necessary by

Corollary A.20.
Additionally, we note that in the previous chapter we had assumed a dif-
ferent kind of radiation condition. We had made the assumption that the
scalar fields x → x · E(x) and x → x · H(x)—which are solutions of the
scalar Helmholtz equation by Lemma 1.5—satisfy Sommerfeld’s radiation
condition 3.2. Later (in Remark 3.31) we will discuss the equivalence of both
radiation conditions.
3.2.1 Representation Theorems
We have seen in the previous section (Theorem 3.3) that every sufficiently
smooth function u can be written as a sum of a volume potential with density
Δu + k 2 u, a single layer potential with density ∂u/∂ν, and a double layer
potential with potential u. Additionally we know from Lemma 1.3 that each
component of solutions E and H of the homogeneous Maxwell system in
a domain D satisfies the Helmholtz equation. Thus we obtain that these
components are analytic and can be represented by surface potentials. But
more appropriate for Maxwell’s equations is a representation in terms of
vector potentials which we will discuss next.
Theorem 3.25. Let k ∈ C and E ∈ C 1 (D, C3 )∩C(D, C3 ) such that curl E ∈

C(D, C3 ) and div E ∈ C(D). Then we have for x ∈ D:

E(x) = curl Φ(x, y) curl E(y) dy − ∇ Φ(x, y) div E(y) dy
D D

− k2 E(y) Φ(x, y) dy
D

− curl ν(y) × E(y) Φ(x, y) ds(y)
∂D
+∇ ν(y) · E(y) Φ(x, y) ds(y) .
∂D
Furthermore, the right-hand side of this equation vanishes for x ∈

/ D and is
equal to 12 E(x) for x ∈ ∂D.
Proof: Fix z ∈ D, choose r > 0 such that B[z, r] ⊆ D, and set Dr =

D \ B[z, r]. For x ∈ B(z, r) we set

Ir (x) := curl Φ(x, y) curl E(y) dy − ∇ Φ(x, y) div E(y) dy
Dr Dr

− k2 E(y) Φ(x, y) dy − curl ν(y) × E(y) Φ(x, y) ds(y)
Dr ∂Dr

+∇ ν(y) · E(y) Φ(x, y) ds(y)
∂Dr

= ∇x Φ(x, y) × curl E(y) dy− ∇x Φ(x, y) div E(y) dy
Dr Dr
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2
−k E(y) Φ(x, y) dy − curl ν(y) × E(y) Φ(x, y) ds(y)
Dr ∂Dr

+∇ ν(y) · E(y) Φ(x, y) ds(y) ,
∂Dr
where we have applied the identity A.6. We will show that Ir (x) vanishes.
Indeed, we can interchange differentiation and integration and write

Ir (x) = curl Φ(x, y) curl E(y) dy − ν(y) × E(y) Φ(x, y) ds(y)
Dr ∂Dr

−∇ Φ(x, y) div E(y) dy − ν(y) · E(y) Φ(x, y) ds(y)
Dr ∂Dr

− k2 E(y) Φ(x, y) dy
Dr

" #
= curl curly E Φ(x, ·) − ∇y Φ(x, ·) × E dy
Dr

− ν × E Φ(x, ·) ds
∂Dr

" #
−∇ divy E Φ(x, ·) − ∇y Φ(x, ·) · E dy
Dr

− ν · E Φ(x, ·) ds
∂Dr

− k2 E Φ(x, ·) dy .
Dr
Now we use the divergence theorem in the forms:

div F dx = ν · F ds ,
Dr ∂Dr
3 div(0, F , −F ) 4
3 2
curl F dx = .. dx = ν × F ds . (3.39)
Dr Dr . ∂Dr
Therefore,

Ir (x) = − curl ∇y Φ(x, ·) × E dy + ∇ ∇y Φ(x, ·) · E dy
Dr Dr

− k2 E Φ(x, ·) dy
Dr

" #
= ∇x E · ∇y Φ(x, ·) − curlx ∇y Φ(x, ·) × E dy
Dr

− k2 E Φ(x, ·) dy
Dr
=− E Δy Φ(x, ·) + k 2 Φ(x, ·) dy = 0 .
Dr
Here we used the formula
curlx ∇y Φ(x, ·) × E = −E divx ∇y Φ(x, ·) + (E · ∇x )∇y Φ(x, ·)

= E Δy Φ(x, ·) + ∇x E · ∇y Φ(x, ·) .
Therefore, Ir (x) = 0 for all x ∈ B(z, r), i.e.

0= ∇x Φ(x, y) × curl E(y) dy − ∇x Φ(x, y) div E(y) dy
Dr Dr

−k 2 E(y) Φ(x, y) dy
Dr

− curl ν(y) × E(y) Φ(x, y) ds(y)
∂D

+∇ ν(y) · E(y) Φ(x, y) ds(y)
∂D

− ∇x Φ(x, y) × ν(y) × E(y) ds(y)
|y−z|=r

+ ∇x Φ(x, y) ν(y) · E(y) ds(y) .
|y−z|=r
We set x = z and compute the last two surface integrals explicitly. We recall
that
exp(ik|z − y|) 1 z−y
∇z Φ(z, y) = ik −
4π|z − y| |z − y| |z − y|
and thus for |z − y| = r:

− ∇z Φ(z, y) × ν(y) × E(y) ds(y) + ∇z Φ(z, y) ν(y) · E(y) ds(y)
|y−z|=r |y−z|=r

exp(ikr) 1
= ik −
4πr r

z−y z−y z−y z−y
× · E(y) − × × E(y) ds(y)
|z − y| |z − y| |z − y| |z − y|
|y−z|=r
= E(y)
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exp(ikr) 1
= ik − E(y) ds(y)
4πr r
|y−z|=r

exp(ikr)
= −eikr E(z) + ik E(y) ds(y)
4πr
|y−z|=r

exp(ikr)
+ E(z) − E(y) ds(y) .
4πr2
|y−z|=r
This term converges to −E(z) as r tends to zero. This proves the formula for
x ∈ D.
The same arguments (replacing Dr by D) lead to Ir (x) = 0 and yield that
/ D. The formula for x ∈ ∂D follows from the
the expression vanishes if x ∈
same arguments as in the proof of Theorem 3.3.
This representation holds for any (smooth) vector field E. The relationship
with Maxwell’s equations becomes clear with the following identity.
Lemma 3.26. Let H ∈ C 1 (D, C3 ) ∩ C(D, C3 ) such that curl H ∈ C(D, C3 ).

Then, for x ∈ D,

curl Φ(x, y) H(y) dy − Φ(x, y) curl H(y) dy
D D

+ ν(y) × H(y) Φ(x, y) ds(y) = 0 .
∂D
Proof: The volume potential D Φ(x, y)H(y) dy is continuously differentiable

by Lemma 3.7, therefore

curl Φ(x, y) H(y) dy − Φ(x, y) curl H(y) dy
D D

= ∇x Φ(x, y) × H(y) − Φ(x, y) curl H(y) dy
D

=− ∇y Φ(x, y) × H(y) + Φ(x, y) curl H(y) dy
D

=− curly Φ(x, y) H(y) dy
D
where we used (A.7). Now we choose r > 0 such that B[x, r] ⊆ D and apply
Green’s formula (A.16a) in Dr = D \ B[x, r]. This yields

curly Φ(x, y) H(y) dy = ν(y) × H(y) Φ(x, y) ds(y)
Dr ∂Dr
The boundary contribution

ν(y) × H(y) Φ(x, y) ds(y)
|y−x|=r
tends to zero as r → 0 which yields the desired result.
Subtracting the last identity multiplied by iωμ0 from the representation of E

in Theorem 3.25 shows that if E and H solve the Maxwell system the volume
integrals annihilate and we obtain a representation only by surface integrals.
This leads to the well-known Stratton–Chu formula.
Theorem 3.27 (Stratton–Chu Formula).

√
Let k = ω ε0 μ0 > 0 and E, H ∈ C 1 (D, C3 ) ∩ C(D, C3 ) satisfy Maxwell’s
equations
curl E − iωμ0 H = 0 in D , curl H + iωε0 E = 0 in D .
Then we have for x ∈ D:

E(x) = − curl ν(y) × E(y) Φ(x, y) ds(y)
∂D
+∇ ν(y) · E(y) Φ(x, y) ds(y)

∂D

− iωμ0 ν(y) × H(y) Φ(x, y) ds(y)
∂D
= − curl ν(y) × E(y) Φ(x, y) ds(y)

∂D

1
+ curl2 ν(y) × H(y) Φ(x, y) ds(y) ,
iωε0
∂D
H(x) = − curl ν(y) × H(y) Φ(x, y) ds(y)

∂D

1 2
− curl ν(y) × E(y) Φ(x, y) ds(y) .
iωμ0 ∂D
For x ∈
/ D both integral expressions on the right-hand side vanish.
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Proof: The second term in the representation of E in Theorem 3.25 vanishes

because of div E = 0. As mentioned above, subtraction of the identity from
Lemma 3.26, multiplied by iωμ0 , proves the first formula. For the second one
we set Dr = D \ B[x, r] for r > 0 such that B[x, r] ⊆ D and compute

1
ν(y) · E(y) Φ(x, y) ds(y) = − ν(y) · curl H(y) Φ(x, y) ds(y)
∂Dr iωε0 ∂Dr

1
=− ν(y) · curl H(y) Φ(x, y) ds(y)
iωε0 ∂Dr

= 0 by the divergence theorem

1
+ ν(y) · ∇y Φ(x, y) × H(y) ds(y)
iωε0 ∂Dr

1
= ∇y Φ(x, y) · H(y) × ν(y) ds(y) .
iωε0 ∂Dr
Now we let r tend to zero. We observe that the integral |y−x|=r ∇y Φ(x, y) ·
H(y) × ν(y) ds(y) vanishes because ∇y Φ(x, y) and ν(y) are parallel.
Therefore,

1
ν(y) · E(y) Φ(x, y) ds(y) = ∇y Φ(x, y) · H(y) × ν(y) ds(y)
iωε0 ∂D
∂D

1
= div Φ(x, y) ν(y) × H(y) ds(y) .
iωε0 ∂D
Taking the gradient and using curl curl = ∇ div −Δ yields

∇ ν(y) · E(y) Φ(x, y) ds(y)
∂D

1
= curl curl Φ(x, y) ν(y) × H(y) ds(y)
iωε0 ∂D

k2
− Φ(x, y) ν(y) × H(y) ds(y) .
iωε0 ∂D
This ends the proof for E. The representation for H(x) follows directly by
1
H = iωμ 0
curl E and curl curl curl = − curl Δ.
Similar to the scalar case we are also interested in a representation formula

in the exterior of a domain D. As an example of specific solutions to the
homogeneous Maxwell equations which exist in R3 except of one source point
we already introduced dipoles in Sect. 1.7.
√
Definition 3.28. For k = ω ε0 μ0 > 0 vector fields of the form
Emd (x) = curl p Φ(x, y) ,

1 1
Hmd (x) = curl Emd (x) = curl curl p Φ(x, y) ,
iωμ0 iωμ0
Hed (x) = curl p Φ(x, y) ,
1 1
Eed (x) = − curl Hed (x) = − curl curl p Φ(x, y) ,
iωε0 iωε0
for some y ∈ R3 and p ∈ C3 are called magnetic and electric dipols, respec-
tively, at y with polarization p.
As seen from the introduction of Chap. 1 the behavior of these fields for |x| →
∞ motivates the radiation condition. More specific we have the following
results.
√
Lemma 3.29. Let k = ω ε0 μ0 > 0.
(a) The electromagnetic fields Emd , Hmd and Eed , Hed of a magnetic or
electric dipol, respectively, satisfy the Silver–Müller radiation condition
(3.37a), (3.37b); that is,

√ √ x 1
ε0 E(x) − μ0 H(x) × = O , (3.40a)
|x| |x|2
and
√ √ x 1
μ0 H(x) + ε0 E(x) × = O , (3.40b)
|x| |x|2
uniformly with respect to x/|x| ∈ S 2 and (p, y) in compact subsets of
C3 × R3 .
(b) The fields x → x · curl p Φ(x, y) and x → x · curl curl p Φ(x, y) satisfies
the scalar Sommerfeld radiation condition (3.2) uniformly with respect to
(p, y) in compact subsets of C3 × R3 .
1
(c) The fields E(x) = curl x Φ(x, y) and H = iωμ 0
curl E are radiating
solution of the Maxwell system.
Proof: (a) Direct computation yields

1 x−y
Emd (x) = curl p Φ(x, y) = Φ(x, y) ik − ×p
|x − y| |x − y|

x−y 1
= ik Φ(x, y) ×p + O ,
|x − y| |x|2
1 1
Hmd (x) = curl curl p Φ(x, y) = (−Δ + ∇ div) p Φ(x, y)
iωμ0 iωμ0
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k2 x − y (x − y) · p 1
= ··· = Φ(x, y) p − + O .
iωμ0 |x − y| |x − y| |x|2
√
for |x| → ∞. With |x−y|
x−y x
= |x| + O(1/|x|2 ) and k = ω μ0 ε0 the first
assertion follows. Analogously, the second assertion can be proven.
(b) We prove the assertion only for u(x) = x · curl p Φ(x, y) which we write
as

1 x · [(x − y) × p]
u(x) = x · ∇x Φ(x, y) × p = ik − Φ(x, y)
|x − y| |x − y|

1 p · (y × x) p · (y × x)
= ik − Φ(x, y) = ik Φ(x, y) + O(|x|2 )
|x − y| |x − y| |x − y|
and thus by differentiating this expression
x̂ · (x − y) p · (y × x)
x̂ · ∇u(x) = −k 2 Φ(x, y) + O(|x|2 )
|x − y| |x − y|
p · (y × x)
= −k 2 Φ(x, y) + O(|x|2 )
|x − y|
which proves the assertion by noting that the O-terms hold uniformly
with respect to (p, y) in compact subsets of C3 × R3 .
(c) By Lemma 2.42 it suffices to show that E and H satisfy the Silver–Müller
radiation condition. We compute
E(x) = curl x Φ(x, y) = ∇x Φ(x, y) × x

1 x−y
= Φ(x, y) ik − ×x
|x − y| |x − y|
1 x×y
= Φ(x, y) ik −
|x − y| |x − y|

1
= ik Φ(x, y) (x̂ × y) + O
|x|2
and

1 x×y
curl E(x) = ∇ Φ(x, y) ik − ×
|x − y| |x − y|
1 x×y
+ Φ(x, y) ik − curl
|x − y| |x − y|

x×y Φ(x, y) x×y 1
= ik ∇x Φ(x, y) × − ∇x × +O
|x − y| |x − y| |x − y| |x|2

x×y 1
= ik ∇x Φ(x, y) × + O
|x − y| |x|2
because

x×y 1 1 1
curl = ∇x × (x × y) + curlx (x × y) = O .
|x − y| |x − y| |x − y| |x|
and
Φ(x, y) 1
∇x = O .
|x − y| |x|2
Finally, we have
x×y 1 x−y x×y

ik ∇x Φ(x, y) × = ik Φ(x, y) ik − ×
|x − y| |x − y| |x − y| |x − y|
(x − y) · y (x − y) · x
= −k 2 Φ(x, y) x− y
|x − y|2 |x − y|2
and thus

2 1
x̂ × curl E(x) = k Φ(x, y) (x̂ × y) + O .
|x|2
√
Substituting the form of H and k = ω ε0 μ0 ends the proof.
We note from the lemma that for the electric and magnetic dipoles both,
the Silver–Müller radiation condition for the pair (E, H) and the Sommerfeld
radiation condition for the scalar functions e(x) = x·E(x) and h(x) = x·H(x)
hold. The following representation theorem will show that these two kinds of
radiation conditions are indeed equivalent (see Remark 3.31).
Theorem 3.30. (Stratton–Chu Formula in Exterior Domains)

√
Let k = ω ε0 μ0 > 0 and E, H ∈ C 1 (R3 \ D, C3 ) ∩ C(R3 \ D, C3 ) solutions
of the homogeneous Maxwell’s equations
curl E − iωμ0 H = 0 , curl H + iωε0 E = 0
in R3 \ D which satisfy also one of the Silver–Müller radiation condi-

tions (3.40a) or (3.40b). Then
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curl ν(y) × E(y) Φ(x, y) ds(y)
∂D

1
− curl curl ν(y) × H(y) Φ(x, y) ds(y)
iωε0 ∂D

0, x ∈ D,
=
E(x) , x ∈/ D,
and

curl ν(y) × H(y) Φ(x, y) ds(y)
∂D

1
+ curl curl ν(y) × E(y) Φ(x, y) ds(y)
iωμ0 ∂D

0, x ∈ D,
=
H(x) , x ∈ / D.
Proof: Let us first assume the radiation "condition (3.40a).#Fix x ∈ / ∂D. We

apply Theorem 3.27 in the region DR = y ∈ / D : |y| < R for large values
of R (such that R > |x|). Then the assertion follows if one can show that

IR := curl ν(y) × E(y) Φ(x, y) ds(y)
|y|=R

1
− curl curl ν(y) × H(y) Φ(x, y) ds(y)
iωε0 |y|=R
tends to zero as R → ∞. To do this we first prove that |y|=R |E|2 ds is

bounded with respect to R. The binomial theorem yields

√ √
| ε0 E − μ0 H × ν|2 ds = ε0 |E|2 ds + μ0 |H × ν|2 ds
|y|=R |y|=R |y|=R

√
−2 ε0 μ0 Re E · (H × ν) ds .
|y|=R
We have by the divergence theorem

E · (H × ν) ds = E · (H × ν) ds + div(E × H) dx
|y|=R ∂D DR

= E · (H × ν) ds + H) · curl E − E · curl H dx
∂D DR

= E · (H × ν) ds + iωμ0 |H|2 − iωε0 |E|2 dx .
∂D DR
This term is purely imaginary, thus

√ √ 2 2
| ε0 E − μ0 H × ν| ds = ε0 |E| ds + μ0 |H × ν|2 ds
|y|=R |y|=R |y|=R

√
− 2 ε0 μ0 Re E · (H × ν) ds .
∂D
From this the boundedness of |y|=R |E|2 ds follows because the left-hand side
tends to zero by the radiation condition (3.40b).
Now we write IR in the form

1
IR = curl ν(y) × E(y) Φ(x, y) + E(y) × ∇y Φ(x, y) ds(y)
|y|=R ik
$
1 ε0
− curl ν(y) × H(y) + E(y) × ∇y Φ(x, y) ds(y) .
iωε0 |y|=R μ0
Let us first consider the second term. The bracket (· · · ) tends to zero as 1/R2
by the radiation condition (3.40a). Taking the curl of the integral results in
second order differentiations of Φ. Since Φ and all derivatives decay as 1/R
the total integrand decays as 1/R3 . Therefore, this second term tends to zero
because the surface area is only 4πR2 .
For the first term we observe that
1
ν(y) × E(y) Φ(x, y) + E(y) × ∇y Φ(x, y)
ik
y 1 y−x 1
= E(y) × − Φ(x, y) + Φ(x, y) ik − .
R ik |y − x| |y − x|
For fixed x and arbitrary y with |y| = R the bracket [· · · ] tends to zero
of order 1/R2 . The same holds true for all of the partial derivatives with
respect to x. Therefore, the first term can be estimated by the inequality of
Cauchy–Schwartz
! !
c c
E(y) ds ≤ 12 ds E(y)2 ds
2
R |y|=R R 2
|y|=R |y|=R
√ !
c 4π
= E(y)2 ds
R |y|=R
and this tends also to zero.

This proves the representation of E by using the first radiation condi-
tion (3.40a). The representation of H(x) follows again by computing H =
1
iωμ0 curl E. If the second radiation condition (3.40b) is assumed, one can
argue as before and derive the representation of H first.
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We draw the following conclusions from this result.
Remark 3.31.
(a) If E, H are solutions of Maxwell’s equations in R3 \ D, then each of the

radiation conditions (3.40a) and (3.40b) implies the other one.
(b) The Silver–Müller radiation condition for solutions E, H of the Maxwell
system is equivalent to the Sommerfeld radiation condition (3.2) for every
component of E and H. This follows from the fact that the fundamental
solution Φ and every derivative of Φ satisfies the Sommerfeld radiation
condition.
(c) The Silver–Müller radiation condition for solutions E, H of the Maxwell
system is equivalent to the Sommerfeld radiation condition (3.2) for the
scalar functions e(x) = x·E(x) and h(x) = x·H(x). This follows from the
fact that the Silver–Müller radiation condition implies a representation
of the form of the previous theorem which implies the scalar Sommerfeld
radiation conditions for e(x) and h(x) by Lemma 3.29, and the scalar
Sommerfeld radiation conditions for e(x) and h(x) imply the representa-
tion (2.56a) which satisfies the Silver–Müller radiation conditions again
by Lemma 3.29.
(d) The asymptotic behavior of Φ yields

1 1
E(x) = O and H(x) = O
|x| |x|
for |x| → ∞ uniformly with respect to all directions x/|x|.
Sometimes it is convenient to eliminate one of the fields E or H from the

Maxwell system and work with only one of them. If we eliminate H, then E
solves the second order equation
curl2 E − k 2 E = 0 (3.41)
√
where again k = ω μ0 ε0 denotes the wave number. If, on the other hand,
1
E satisfies (3.41), then E and H = iωμ 0
E solve the Maxwell system. Indeed,
the first Maxwell equation is satisfied by the definition of H. Also the second
Maxwell equation is satisfied because
1 1 k2
curl H = curl2 E = ∇ div
E −
ΔE = E = −iωε0 E .
iωμ0 iωμ0 iωμ0
=0 =−k2 E
The Silver–Müller radiation condition (3.37a) or (3.37b) turns into

curl E(x) × x̂ − ik E(x) = O |x|−2 , |x| → ∞ , (3.42)
uniformly with respect to x̂ = x/|x|.

3.2.2 Vector Potentials and Boundary Integral

Operators
In Sect. 3.2.3 we will prove existence of solutions of the scattering problem

by a boundary integral equation method. Analogously to the scalar case we
have to introduce vector potentials. Motivated by the Stratton–Chu formulas
we have to consider the curl and the double-curl of the single layer potential

v(x) = a(y) Φ(x, y) ds(y) , x ∈ R3 , (3.43)
∂D
where a ∈ C 0,α (∂D, C3 ) is a tangential field; that is, a(y) · ν(y) = 0 for all
y ∈ ∂D.
Lemma 3.32. Let v be defined by (3.43). Then E = curl v satisfies (3.41) in

all of R3 \ ∂D and also the radiation condition (3.42).
The proof follows immediately from Lemma 3.29.
In the next theorem we study the behavior of E at the boundary.
Theorem 3.33. The curl of the potential v from (3.43) with Hölder-
continuous tangential field a ∈ C 0,α (∂D, C3 ) can be continuously extended
from D to D and from R3 \ D to R3 \ D. The limiting values of the tangential
components are

1
ν(x) × curl v(x)± = ± a(x) + ν(x) × curlx a(y)Φ(x, y) ds(y) , x ∈ ∂D .
2 ∂D
(3.44)
If, in addition, the surface divergence Div a (see Sect. A.5) is continuous, then
div v is continuous in all of R3 with limiting values

div v(x)± = Φ(x, y) Div a(y) ds(y) , x ∈ ∂D ,
∂D
and also for the normal component of curl v it holds

ν · curl v + = ν · curl v − on ∂D .
If, furthermore, Div a ∈ C 0,α (∂D), then curl curl v can be continuously ex-
tended from D to D and from R3 \ D to R3 \ D.
The limiting values are

ν × curl curl v + = ν × curl curl v − on ∂D , (3.45)
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and

ν(x) · curl curl v(x)±

1 ∂Φ
= ∓ Div a(x) + Div a(y) (x, y) + k 2 ν(x) · a(y) Φ(x, y) ds(y) ,
2 ∂D ∂ν(x)
for x ∈ ∂D .
Proof: The components of curl v are combinations of partial derivatives of

the single layer potential. Therefore, by Theorem 3.16 the field curl v has con-
tinuous extensions to ∂D from both sides. It remains to show the represen-
tation of the tangential components of these extensions on the boundary. We
recall the special neighborhoods Hρ of ∂D from Sect. A.3 and write x ∈ Hρ0
in the form x = z + tν(z), z ∈ ∂D, 0 < |t| < ρ0 . Then we have

ν(z) × curl v(x) = ν(z) × ∇x Φ(x, y) × a(y) ds(y) (3.46)
∂D
= ν(z) − ν(y) × ∇x Φ(x, y) × a(y) ds(y)

∂D
∂Φ
+ a(y) (x, y) ds(y) .
∂D ∂ν(y)
The first term is continuous in all of R3 by Lemma 3.13, the second in R3 \∂D
because it is a double layer potential. The limiting values are

ν(x) × curl v(x) ± = ν(x) − ν(y) × ∇x Φ(x, y) × a(y) ds(y)
∂D

1 ∂Φ
± a(x) + a(y) (x, y) ds(y)
2 ∂ν(y)
∂D
1
= ± a(x) + ν(x) × ∇x Φ(x, y) × a(y) ds(y)
2 ∂D
which has the desired form.

Similarly, for the normal component we obtain

ν(z) · curl v(x) = ν(z) − ν(y) · ∇x Φ(x, y) × a(y) ds(y)

∂D
+ ν(y) ∇x Φ(x, y) × a(y) ds(y)

∂D
= a(y) × (ν(z) − ν(y)) · ∇x Φ(x, y) ds(y)

∂D
− a(y) ν(y) × ∇y Φ(x, y) ds(y)

∂D

= a(y) × (ν(z) − ν(y)) · ∇x Φ(x, y) ds(y)

∂D
− Grad y Φ(x, y) · a(y) × ν(y) ds(y)

∂D
= a(y) × (ν(z) − ν(y)) · ∇x Φ(x, y) ds(y)

∂D
− Φ(x, y) Div a(y) × ν(y) ds(y) ,

∂D
where the first integral is continuous at ∂D as above and the second is a

single layer potential and therefore also continuous. Thus taking the limit we
obtain
ν · curl v + = ν · curl v − .
For the divergence we write

div v(x) = a(y) · ∇x Φ(x, y) ds(y) = − a(y) · ∇y Φ(x, y) ds(y)

∂D ∂D

=− a(y) · Grad y Φ(x, y) ds(y) = Φ(x, y) Div a(y) ds(y) .
∂D ∂D
This, again, is a single layer potential and thus continuous.

Finally, because curl curl = ∇ div −Δ and Δx Φ(x, y) = −k 2 Φ(x, y), we con-
clude that

2
curl curl v(x) = ∇ div a(y) Φ(x, y) ds(y) + k a(y) Φ(x, y) ds(y)
∂D
∂D
=∇ Φ(x, y) Div a(y) ds(y) + k 2 a(y) Φ(x, y) ds(y)
∂D ∂D
from which the assertion for the boundary values of curl curl v follows by
Theorem 3.16.
The continuity properties of the derivatives of v give rise to corresponding

boundary integral operators. It is convenient to not only define the spaces
Ct (∂D) and Ct0,α (∂D) of continuous and Hölder-continuous tangential fields,
respectively, but also of Hölder-continuous tangential fields such that the
surface divergence is also Hölder-continuous. Therefore, we define:
" #
Ct (∂D) = a ∈ C(∂D, C3 ) : a(y) · ν(y) = 0 on ∂D ,
Ct0,α (∂D) = Ct (∂D) ∩ C 0,α (∂D, C3 ) ,
0,α " #
CDiv (∂D) = a ∈ Ct0,α (∂D) : Div a ∈ C 0,α (∂D) .
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We equip Ct (∂D) and Ct0,α (∂D) with the ordinary norms of C(∂D, C3 ) and
0,α
C 0,α (∂D, C3 ), respectively, and CDiv (∂D) with the norm aC 0,α (∂D) =
Div
aC 0,α (∂D) + Div aC 0,α (∂D) . Then we can prove:
Theorem 3.34. (a) The boundary operator M : Ct (∂D) → Ct0,α (∂D),

defined by

(Ma)(x) = ν(x) × curlx a(y) Φ(x, y) ds(y) , x ∈ ∂D , (3.47)
∂D

0,α
(b) M is well defined and compact from CDiv (∂D) into itself.
0,α 0,α
(c) The boundary operator L : CDiv (∂D) → CDiv (∂D), defined by

(La)(x) = ν(x) × curl curl a(y) Φ(x, y) ds(y) , x ∈ ∂D , (3.48)
∂D
is well defined and bounded. Here, the right-hand side is the trace of
curl2 v with v from (3.43) which exists by the previous theorem, see (3.45).
Proof: (a) We see from (3.46) that the kernel of this integral operator has
the form
∂Φ
G(x, y) = ∇x Φ(x, y) ν(x) − ν(y) − (x, y) I .
∂ν(x)
The component gj, of the first term is given by
∂Φ
gj, (x, y) = (x, y) ν (x) − ν (y) ,
∂xj
and this satisfies certainly the first assumption of part (a) of Theorem 3.17
for α = 1. For the second assumption we write
∂Φ
gj, (x1 , y) − gj, (x2 , y) = ν (x1 ) − ν (x2 ) (x1 , y)
∂xj
∂Φ ∂Φ
+ ν (x2 ) − ν (y) (x1 , y) − (x2 , y)
∂xj ∂xj
and thus by the same arguments as in the proof Lemma 3.13

gj, (x1 , y)−gj, (x2 , y) ≤ c |x1 − x2 | + c|x2 −y| |x1 − x2 | ≤ c |x1 − x2 | .
|x1 − y|2 |x1 − y|3 |x1 − y|2
This settles the first term of G. For the second term we observe that
∂Φ ∂Φ
(x, y) = − (x, y) + ν(x) − ν(y) · ∇x Φ(x, y) .
∂ν(x) ∂ν(y)
The first term is just the kernel of the double layer operator treated in
the previous theorem.
3 For the second we can apply the first part again
because it is just =1 g, (x, y).
0,α
(b) We note that the space CDiv (∂D) is a subspace of Ct0,α (∂D) with bounded
embedding and, furthermore, the space Ct0,α (∂D) is compactly embedded
0,α
in Ct (∂D) by Lemma 3.18. Therefore, M is compact from CDiv (∂D) into
0,α 0,α
Ct (∂D). It remains to show that Div M is compact from CDiv (∂D)
0,α
into C (∂D).
0,α
For a ∈ CDiv (∂D) we define the potential v by

v(x) = a(y) Φ(x, y) ds(y) , x ∈ D .
∂D
Then Ma = ν × curl v|− + 12 a by Theorem 3.33. Furthermore, by Theo-

rem 3.33 again we conclude that for x ∈ / ∂D

curl curl v(x) = (∇ div −Δ) a(y) Φ(x, y) ds(y)
∂D

=∇ Div a(y) Φ(x, y) ds(y) + k 2 a(y) Φ(x, y) ds(y)
∂D ∂D
and thus by Corollary A.20 and the jump condition of the derivative of
the single layer (Theorem 3.16)
1
Div(Ma)(x) = −ν(x) · curl curl v(x)|− + Div a(x)
2
∂Φ
=− Div a(y) (x, y) + k 2 ν(x) · a(y)Φ(x, y) ds(y)
∂D ∂ν(x)
= −D (Div a) − k 2 ν · Sa .
The assertion follows because D ◦ Div and ν · S are both compact from
0,α
CDiv (∂D) into C 0,α (∂D).
(c) Define

w(x) = curl curl a(y) Φ(x, y) ds(y) , x∈
/ ∂D .
∂D
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Writing again curl2 = ∇ div −Δ yields for x = z + tν(z) ∈ Hρ \ ∂D:

2
w(x) = ∇ div Φ(x, y) a(y) ds(y) + k a(y) Φ(x, y) ds(y)
∂D

∂D
= ∇x Φ(x, y) Div a(y) ds(y) + k 2 a(y) Φ(x, y) ds(y)

∂D ∂D
= ∇x Φ(x, y) Div a(y) − Div a(z) ds(y)

∂D

2
+ Div a(z) ∇x Φ(x, y) ds(y) + k a(y) Φ(x, y) ds(y)
∂D ∂D
We use Lemma 3.15 and arrive at

w(x) = ∇x Φ(x, y) Div a(y) − Div a(z) ds(y)
∂D

+ k2 a(y) Φ(x, y) ds(y) + Div a(z) H(y) Φ(x, y) ds(y)
∂D
∂D

∂Φ
− Div a(z) ν(y) (x, y) ds(y) .
∂ν(y)
∂D
Therefore, by Lemma 3.13, Theorems 3.12 and 3.14 the tangential com-
ponent of w is continuous, thus La is given by

(La)(x) = ν(x) × w(x) = ν(x) × ∇x Φ(x, y) Div a(y) − Div a(x) ds(y)
∂D
+ Div a(x) ν(x) × H(y) Φ(x, y) ds(y)
∂D
∂Φ
− Div a(x) ν(x) × ν(y) (x, y) ds(y)
∂ν(y)
∂D
+ k 2 ν(x) × a(y) Φ(x, y) ds(y) .

∂D
0,α
The boundedness of the last three terms as operators from CDiv (∂D)
0,α
into Ct (∂D) follow from the boundedness of the single and double
layer boundary operators S and D. For the boundedness of the first term
we apply part (b) of Theorem 3.17. The assumptions
c
ν(x) × ∇x Φ(x, y) ≤ for all x, y ∈ ∂D , x = y , and
|x − y|2

ν(x1 ) × ∇x Φ(x1 , y) − ν(x2 ) × ∇x Φ(x2 , y) ≤ c |x1 − x2 |
|x1 − y|3
for all x1 , x2 , y ∈ ∂D with |x1 − y| ≥ 3|x1 − x2 | are simple to prove

(cf. proof of Lemma 3.13). For the third assumption, namely

ν(x) × ∇x Φ(x, y) ds(y) ≤ ∇x Φ(x, y) ds(y) ≤ c
∂D\B(x,r) ∂D\B(x,r)
(3.49)
for all x ∈ ∂D and r > 0 we refer to Lemma 3.15. This proves bound-
0,α
edness of L from CDiv (∂D) into Ct0,α (∂D). We consider now the surface
divergence Div La. By Corollary A.20 and the form of w we conclude
that Div La = Div(ν × w) = −ν · curl w. For x = z + tν(z) ∈ Hρ \ ∂D we
compute

3 2
curl w(x) = curl a(y) Φ(x, y) ds(y) = k ∇x Φ(x, y) × a(y) ds(y)
∂D ∂D
= −k 2 ∇y Φ(x, y) × a(y) ds(y)

∂D
= k2 ∇y Φ(x, y) × a(z) − a(y) ds(y)

∂D

− k2 ∇y Φ(x, y) ds(y) × a(z)
∂D
= k2 ∇y Φ(x, y) × a(z) − a(y) ds(y)
∂D

− k2 Grad y Φ(x, y) ds(y) × a(z)
∂D
∂Φ
− k2 ν(y) (x, y) ds(y) × a(z)
∂ν(y)
∂D
= k2 ∇y Φ(x, y) × a(z) − a(y) ds(y)
∂D

+ k2 H(y) Φ(x, y) ds(y) × a(z)
∂D
∂Φ
− k2 ν(y) (x, y) ds(y) × a(z) .
∂D ∂ν(y)
The normal component is bounded by the same arguments as above.
3.2.3 Uniqueness and Existence
Since we now have collected the integral operators with their mapping prop-
erties which will be applied in case of Maxwell’s equations, we continue
with the investigation of the scattering problem. As a next step we prove
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that there exists at most one solution of the exterior boundary value prob-
lem (3.38a), (3.38b), (3.40a), (3.40b) and therefore also to the scattering
problem (3.36a), (3.36b),(3.40a), (3.40b).
0,α
Theorem 3.35. For every tangential field f ∈ CDiv (∂D, C3 ) there exists at
most one radiating solution E , H ∈ C (R \ D, C ) ∩ C(R3 \ D, C3 ) of the
s s 1 3 3
exterior boundary value problem (3.38a), (3.38b), (3.40a), (3.40b).
Proof: Let Ejs , Hjs for j = 1, 2 be two solutions of the boundary value prob-
lem. Then the difference E s = E1s − E2s and H s = H1s − H2s solve the exterior
boundary value problem for boundary data f = 0.
In the proof of the Stratton–Chu formula (Theorem 3.30) we have derived
the following formula:

√ √
| ε0 E s − μ0 H s × ν|2 ds
|y|=R

s 2
= ε0 |E | ds + μ0 |H s × ν|2 ds
|y|=R |y|=R

√
− 2 ε0 μ0 Re E s · (H s × ν) ds .
∂D
The integral ∂D E s · (H s × ν) ds = ∂D H s · (ν × E s ) ds vanishes by the

boundary condition. Since the left-hand side tends to zero by the radiation
condition we conclude that |y|=R |E s |2 ds tends to zero as R → ∞. Further-
more, by the Stratton–Chu formula (Theorem 3.30) in the exterior of D we
can represent E s (x) in the form

s
E (x) = curl ν(y) × E s (y) Φ(x, y) ds(y)
∂D

1
− curl curl ν(y) × H s (y) Φ(x, y) ds(y)
iωε0 ∂D
for x ∈
/ D. From these two facts we observe that every component u = Ejs
satisfies the Helmholtz equation Δu + k 2 u = 0 in the exterior of D and
limR→0 |x|=R |u|ds = 0. Furthermore, we recall that Φ(x, y) satisfies the
Sommerfeld radiation condition (3.2) and therefore also u = Ejs . The triangle
inequality in the form |z| ≤ |z − w| + |w|, thus |z|2 ≤ 2|z − w|2 + 2|w|2 yields
2
x

|x| · ∇u(x) ds(x)
|x|=R
2
x
≤2 · ∇u(x) − iku(x) ds(x) + 2k 2 u(x)2 ds(x) ,
|x|
|x|=R |x|=R
and this tends to zero as R tends to zero. We are now in the position to apply
Rellich’s Lemma 3.21 (or Lemma 3.22). This yields u = 0 in the exterior of
D and ends the proof.
We turn to the question of existence of the scattering problem (3.36a), (3.36b),

(3.40a), (3.40b) or, more generally, the exterior boundary value problem
(3.38a), (3.38b), (3.40a), (3.40b). As in the scalar case we first prove an ex-
istence result which is not optimal but rather serves as a preliminary result
to motivate a more complicated approach.
Theorem 3.36. Assume that w = 0 is the only solution of the following

interior boundary value problem:
curl curl w − k 2 w = 0 in D , ν × curl w = 0 on ∂D . (3.50)

0,α
Then, for every f ∈ CDiv (∂D), there exists a unique solution E s , H s ∈
C (R \ D, C ) ∩ C(R \ D, C3 ) of the exterior boundary value problem
1 3 3 3
(3.38a), (3.38b), (3.40a), (3.40b). In particular, under this assumption, the

scattering problem (3.36a), (3.36b), (3.40a), (3.40b) has a unique solution
for every incident field. The solution has the form

1
s
E (x) = curl a(y) Φ(x, y) ds(y) , H s (x) = curl E s (x) , x ∈
/ D,
∂D iωμ 0
(3.51)
0,α
for a ∈ CDiv (∂D) which is the unique solution of the boundary integral equa-
tion

1
a(x) + ν(x) × curl a(y) Φ(x, y) ds(y) = f (x) , x ∈ ∂D . (3.52)
2 ∂D
Proof: First we note that, by the jump condition of Theorem 3.33, E s and
H s from (3.51) solve the boundary value problem if a solves (3.52); that is
with the operator M,
1
a + Ma = f .
2
Since M is compact we can apply the Riesz–Fredholm theory (Theorem A.2)
to this equation; that is, existence is assured if uniqueness holds. Therefore,
0,α
let a ∈ CDiv (∂D) satisfy 12 a + Ma = 0 on ∂D. Define E s and H s as in (3.51)

in all of R \ ∂D. Then E s , H s satisfy the Maxwell system and ν × E s (x)+ =
3
1
2 a + Ma = 0 on ∂D. The uniqueness result of Theorem 3.35 yields E =
s
3
0 in R \ D. Application of Theorem 3.33 again yields that ν × curl E is
s
s
continuous on ∂D, thus ν × curl E − = 0 on ∂D. From our assumption we
conclude that E s vanishes also inside of D. Now
we apply Theorem 3.33 a
third time and have that a = ν ×E s − −ν ×E s + = 0. Thus, the homogeneous
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integral equation admits only a = 0 as a solution and, therefore, there exists

a unique solution of the inhomogeneous equation for every right-hand side
0,α
f ∈ CDiv (∂D).
Remark 3.37. This integral equation approach for proving existence is some-
times called the dual integral equation method in contrast to the—perhaps
more natural—equation which arises from the Stratton–Chu formula of The-
orem 3.30. Indeed, if E and H solve (3.38a), (3.38b) and (3.40a) or (3.40b)
then, by the representation of H of Theorem 3.30,

H(x) = curl ν(y) × H(y) Φ(x, y) ds(y)
∂D

1
+ curl curl f (y) Φ(x, y) ds(y) (3.53)
iωμ0 ∂D
for x ∈
/ D. Taking the trace and using the jump conditions of Theorem 3.33
yields the boundary integral equation
1 1
b − Mb = Lf on ∂D (3.54)
2 iωμ0
for b = ν × H. The operator −M is the adjoint of the operator M with
respect to the dual form a, b = ∂D a · (ν × b) ds which can be seen by
interchanging the orders of integration (see Lemma 5.61 for the analogous
result for L). Therefore, the operator 12 I + M of (3.52) is the adjoint of the
operator 21 I − M which appears in the primal integral equation (3.54). Under
the assumptions of the previous theorem also (3.54) is uniquely solvable. On
the other hand, the solution b of (3.54) provides the solution of the exterior
0,α
boundary value problem. Indeed, let b ∈ CDiv (∂D) be a solution of (3.54)
3
and define H in all of R \ ∂D by (3.53) where we replace ν × H by b. Then
ν ×H|+ = 12 b+Mb+ iωμ 1
0
Lf = b and thus ν ×H|+ = b = ν ×H|+ −ν ×H|− ,
that is, ν × H|− = 0. Therefore,
1
E(x) = − curl H(x)
iωε0

1
=− curl2 ν(y) × H(y) Φ(x, y) ds(y)
iωε0
∂D
+ curl f (y) Φ(x, y) ds(y)

∂D
satisfies ν × curl E|− = 0 on ∂D which implies that E vanishes in D by as-

sumption. Therefore, f = ν × E|+ − ν × E|− = ν × E|+ which shows that H
and E solve (3.38a), (3.38b).
We note that by the general existence theorem below (Theorem 3.40) there al-
ways exists a solution of (3.54), independent of the choice of the wave number.
The solution is, however, not always unique, and the general Theorem A.2 is
only applicable under the assumption that k 2 is not an eigenvalue of (3.50).
We continue with the problem of finding an appropriate ansatz for the

solution of (3.38a), (3.38b), (3.40a), (3.40b). The problem of the simple
ansatz (3.51) is similar to the one for the scalar case. The eigenvalues of
the problem (3.50) are “artificially” introduced by the form (3.51) of the
ansatz. In general, there exist eigenvalues of the problem (3.50). To con-
struct an example we apply Lemma 2.42. Thus we know, if u solves the
scalar Helmholtz equation Δu + k 2 u = 0 in the unit ball B(0, 1), then
v(x) = curl u(x)x solves curl curl v − k 2 v = 0 in B(0, 1). Furthermore, we
have ν(x) × v(x) = x × ∇u(x) × x = Grad u(x) on S 2 .
Example 3.38. We claim that the field

sin(kr)
w(r, θ, φ) = curl curl sin θ k cos(kr) − r̂
r
satisfies curl curl w − k 2 w = 0 in B(0, 1) and ν(x) × curl w(x) = k 2 cos θ

k cos k − sin k θ̂ on S 2 = ∂B(0, 1).

Indeed, we can write w(x) = curl curl u(x)x with

cos(kr) sin(kr) d sin(kr)
u(r, θ, φ) = sin θ k − 2
= sin θ .
r r dr r
By direct evaluation of the Laplace operator in spherical coordinates we

see that u satisfies the Helmholtz equation Δu + k 2 u = 0 in all of R3 , be-
sin(kr)
cause r actually is analytic in R. By Lemma 2.42 we have that v(x) =
curl u(x)x satisfies curl curl v−k 2 v = 0, and thus also w satisfies curl
curlw−
k 2 w = 0. We compute curl w as curl w(x) = curl ∇ div −Δ u(x)x =
2 2
k curl u(x)x = k v(x) and thus, using v(x) = ∇u(x)×x, ν(x)×curl w(x) =
k 2 Grad u(x) = k 2 cos θ k cos k − sin k θ̂ on S 2 .
Therefore, if k > 0 is any zero of ψ(k) = k cos k−sin k, then the corresponding
field w satisfies (3.50).
Thus again as in the scalar case the insufficient ansatz (3.51) has to be mod-
ified. We propose a modification of the form

s
E (x) = curl a(y) Φ(x, y) ds(y) (3.55a)
∂D

+ η curl curl ν(y) × (Ŝi2 a)(y) Φ(x, y) ds(y) , (3.55b)
∂D
s 1
H = curl E s (3.55c)
iωμ0
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0,α
for some constant η ∈ C, some a ∈ CDiv (∂D), and where the bounded
operator Ŝi : C (∂D, C ) → C (∂D, C3 ) is the single layer surface op-
0,α 3 1,α
erator with the value k = i, considered componentwise; that is, Ŝi a =

(Si a1 , Si a2 , Si a3 ) for a = (a1 , a2 , a3 ) ∈ C 0,α (∂D, C3 ). We note that Ŝi
is bounded from C 0,α (∂D, C3 ) into C 1,α (∂D, C3 ) by Theorem 3.20. There-
0,α
fore, the operator K : a → ν × Ŝi2 a is compact from CDiv (∂D, C3 ) into itself.
We need the following additional result for the single layer boundary operator
Si for wavenumber k = i.
Lemma 3.39. The operator Si is self-adjoint with respect to ϕ, ψ∂D =

∂D
ϕ ψ ds; that is
Si ϕ, ψ∂D = ϕ, Si ψ∂D for all ϕ, ψ ∈ C 0,α (∂D)
and one-to-one.
Proof: Let ϕ, ψ ∈ C 0,α (∂D) and define u = S̃i ϕ and v = S̃i ψ as the single
layer potentials with densities ϕ and ψ, respectively. Then u and v are so-
lutions of the Helmholtz equation Δu − u = 0 and Δv − v = 0 in R3 \ ∂D.
Furthermore, u and v and their derivatives decay exponentially as |x| tends
to infinity. u and v are continuous in all of R3 and ∂v/∂ν|− − ∂v/∂ν|+ = ψ.
By Green’s formula we have
3 4
∂v ∂v
Si ϕ, ψ∂D = (Si ϕ) ψ ds = u − ds
∂D ∂D ∂ν − ∂ν +

= (∇u · ∇v + u v) dx + (∇u · ∇v + u v) dx
D B(0,R)\D

∂v
− u ds .
|x|=R ∂r
The integral over the sphere {x : |x| = R} tends to zero and thus

Si ϕ, ψ∂D = (∇u · ∇v + u v) dx .
R3
This term is symmetric with respect to u and v.

Furthermore, if Si ϕ = 0 we conclude for ψ = ϕ that u vanishes in R3 . The
jump condition ∂u/∂ν|− − ∂u/∂ν|+ = ϕ implies that ϕ vanishes which shows
injectivity of Si .
Analogously to the beginning of the previous section we observe with the help
of Theorem 3.33 that the ansatz (3.55b), (3.55c) solves the exterior boundary
0,α
value problem if a ∈ CDiv (∂D) solves the equation
1
a + Ma + η LKa = c on ∂D (3.56)
2
where again Ka = ν × Ŝi2 a. Finally, we can prove the general existence

theorem.
0,α
Theorem 3.40. For every f ∈ CDiv (∂D), there exists a unique radiating
solution E , H ∈ C (R \ D) ∩ C(R3 \ D) of the exterior boundary value
s s 1 3
problem (3.38a), (3.38b), (3.40a), (3.40b). In particular, under this assump-

tion, the scattering problem has a unique solution for every incident field.
The solution has the form of (3.55b), (3.55c) for any η ∈ C \ R and some
0,α
a ∈ CDiv (∂D) which is the unique solution of the boundary equation (3.56).
Proof: We make the ansatz (3.55b), (3.55c) and have to discuss the bound-
ary equation (3.56). The compactness of M and K and the boundedness of
L yields compactness of the composition LK. Therefore, the Riesz–Fredholm
theory is applicable to (3.56), in particular Theorem A.2.
To show uniqueness, let a be a solution of the homogeneous equation. Then,
with the ansatz (3.55b), (3.55c), we conclude that ν × E s |+ = 0 and thus
E s = 0 in R3 \ D by the uniqueness result. From the jump conditions
of Theorem 3.33 we conclude that (note that curl3 ∂D a(y) Φ(x, y) ds(y) =
− curl Δ ∂D a(y) Φ(x, y) ds(y) = k 2 curl ∂D a(y) Φ(x, y) ds(y))
ν × E s |− = ν × E s |− − ν × E s |+ = −a ,
ν × curl E s |− = ν × curl E s |− − ν × curl E s |+ = −η k 2 Ka .
and thus

(ν × curl E s |− ) · E s ds = ηk 2 (Ka) · (a × ν) ds
∂D
∂D
= ηk 2 (ν × Ŝi2 a) · (a × ν) ds

∂D
2
= −ηk Ŝi2 a · a ds
∂D
= −ηk 2 |Ŝi a|2 ds .

∂D
The left-hand side is real valued by Green’s theorem applied in D. Also the
integral on the right-hand side is real. Because η is not real we conclude that
both integrals vanish and thus also a by the injectivity of Ŝi .
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3.3 Exercises
Exercise 3.1. Prove the one-dimensional form of the representation theorem

(Theorem 3.3) with fundamental solution Φ(x, y) = 2k i
exp(ik|x − y|) for
x, y ∈ R, x = y.
Exercise 3.2. Use (2.40) to prove that, for |x| > |y|,
∞
n
Φ(x, y) = ik jn (k|y|) h(1) m −m
n (k|x|) Yn (x̂) Yn (ŷ)
n=0 m=−n
∞
ik
= (2n + 1) jn (k|y|) h(1)
n (k|x|) Pn (x̂ · ŷ)
4π n=0
where again x̂ = x/|x|, ŷ = y/|y|. Show that the series converge uniformly
on {(x, y) ∈ R3 × R3 : |y| ≤ R1 < R2 ≤ |x| ≤ R3 } for all R1 < R2 < R3 .
Exercise 3.3. Show for the example of the unit ball D = B(0, 1) that in
general the interior Neumann boundary value problem
∂u
Δu + k 2 u = 0 in D , = f on ∂D , (3.57)
∂ν
is not uniquely solvable.
Exercise 3.4. Show that the interior Neumann boundary value problem
(3.57) can be solved by a single layer ansatz on ∂D provided uniqueness
holds. Here D ⊆ R3 is any bounded domain with sufficiently smooth bound-
ary such that the exterior is connected.
Exercise 3.5. Let ϕ ∈ C 0,α (D) with ϕ = 0 on ∂D. Then the extension of ϕ
by zero outside of D is in C 0,α (R3 ).
The following Exercises 3.6–3.9 study the potential theoretic case; that is, for
k = 0, in R3 . Again, D ⊆ R3 is a bounded domain with sufficiently smooth
boundary such that the exterior is connected.
Exercise 3.6. Show that the exterior Neumann boundary value problem
∂
Δu = 0 in R3 \ D , u = f on ∂D , (3.58a)
∂ν
3.3 Exercises 163
has at most one solution u ∈ C 2 (R3 \ D) ∩ C 1 (R3 \ D) which satisfies the

decay conditions
u(x) = O(|x|−1 ) , ∇u(x) = O(|x|−2 ) , |x| → ∞ , (3.58b)
uniformly with respect to x/|x| ∈ S 2 .
Exercise 3.7. Show that for any f ∈ C 0,α (∂D) the exterior Neumann
boundary value problem (3.58a), (3.58b) has a unique solution as a single
layer ansatz on ∂D.
Exercise 3.8. Show by using Green’s theorem that the homogeneous interior
Neumann boundary value problem; that is, (3.58a) in D for f = 0 is only
solved by constant functions. Show that the condition ∂D f (x) ds = 0 is a
necessary condition for the inhomogeneous interior Neumann boundary value
problem to be solvable.
Exercise 3.9. (a) Show that "the double layer boundary operator
# (3.26b) for
k = 0 maps the subspace ϕ ∈ C 0,α (∂D) : ∂D ϕ(x)ds = 0 into itself.
Hint: Study the single layer ansatz with density ϕ in D and make use of
the jump conditions.
(b) Prove" existence of the interior Neumann
# boundary value problem for any
f ∈ ϕ ∈ C 0,α (∂D) : ∂D ϕ(x)ds = 0 by a single layer ansatz with a
density in this subspace.
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Chapter 4
The Variational Approach to the Cavity
Problem
In this chapter we want to introduce the reader to a second powerful approach

for solving boundary value problems for the Maxwell system (or more general
partial differential equations) which is the basis of, e.g., the Finite Element
technique. We introduce this idea for the cavity problem as our reference
problem which has been formulated in the introduction, see (1.21a)–(1.21c).
The problem is to determine vector fields E and H with
curl E − iωμH = 0 in D , (4.1a)

curl H + (iωε − σ)E = Je in D , (4.1b)
ν × E = 0 on ∂D . (4.1c)
Here, Je is a given vector field on D which describes the source which we

assume to be in L2 (D, C3 ). It is natural to search for L2 -solutions E and
H. But then it follows from (4.1a) and (4.1b) that also curl E, curl H ∈
L2 (D, C3 ).
Assuming scalar valued electric parameter μ, ε, σ and a sufficiently smooth
domain D, we first multiply (4.1b) by some smooth vector field ψ with van-
ishing tangential components on ∂D, then integrate over D, use partial inte-
gration and (4.1a). This yields

Je · ψ dx = curl H · ψ + (iωε − σ)E · ψ dx
D
D
= H · curl ψ + (iωε − σ)E · ψ dx
D
1
= curl E · curl ψ + (iωε − σ)E · ψ dx .
D iωμ

DOI 10.1007/978-3-319-11086-8 4
166 4 The Variational Approach to the Cavity Problem
The boundary contribution vanishes because of the boundary condition for ψ.

Multiplication with iω yields

1 2 σ
curl E · curl ψ − ω ε + i E · ψ dx = iω Je · ψ dx . (4.2)
D μ ω D
Now the idea of the approach is to consider this equation in a Hilbert

space setting, where the right-hand side is treated as a linear bounded func-
tional. Considering the left-hand side as a bilinear form in such a Hilbert
space we can hope for an application of the Riesz representation theorem
or, more generally, the Lax–Milgram theorem (see Theorem A.6) to obtain
existence results.
Thus the first crucial step is to find appropriate Hilbert spaces which, in
particular, incorporate the boundary condition (4.1c) and allows a rigorous
treatment of the idea. These requirements lead to the introduction of Sobolev
spaces. We begin with Sobolev spaces of scalar functions in Sect. 4.1.1 before
we continue with vector valued functions in Sect. 4.1.2, which will be used in
Sect. 4.2 for the cavity problem.
4.1 Sobolev Spaces
4.1.1 Basic Properties of Sobolev Spaces of Scalar

Functions
We are going to present the definition of the Sobolev space H01 (D) and
its basic properties which are needed to treat the boundary value problem
Δu + k 2 u = f in D and u = 0 on ∂D. The definitions and proofs are all
elementary—mainly because we do not need any smoothness assumptions on
the set D ⊆ R3 which is in this section always an open set. Some of the
analogous properties of the space H 1 (D) where no boundary condition is
incorporated are needed for the Helmholtz decomposition of Sect. 4.1.3 and
will be postponed to that subsection.
We assume that the reader is familiar with the following basic function spaces.
We have used some of them before already.
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4.1 Sobolev Spaces 167
⎧ ⎫
⎨ u is k times continuously differentiable in D ⎬
C k (D) = u : D → C : and all derivatives can be continuously ,
⎩ ⎭
extended to D
" #
C k (D, C3 ) = u : D → C3 : uj ∈ C k (D) for j = 1, 2, 3 ,
" #
C0k (D) = u ∈ C k (D) : supp(u) is compact and supp(u) ⊆ D ,
" #
C0k (D, C3 ) = u ∈ C k (D, C3 ) : uj ∈ C0k (D) for j = 1, 2, 3 ,

Lp (D) = u : D → C : u is Lebesgue-measurable and |u|p dx < ∞ ,
D
L∞ (D) = {u : D → C : ∃ c > 0 : |u(x)| ≤ c a.e.} ,
" #
L (D, C3 ) = u : D → C3 : uj ∈ Lp (D) for j = 1, 2, 3 ,
p
with p ∈ [1, ∞) , and

" #
S = u ∈ C ∞ (R3 ) : sup |x|p Dq u(x) < ∞ for all p ∈ N0 , q ∈ N30 .
x∈R3
Here, the support of a measurable function u is defined as

8" #
supp(u) = K ⊆ D : K closed and u(x) = 0 a.e. on D \ K .
Note that in general supp(u) ⊆ D, see also Exercise 4.1. The norms in the
spaces C k (D, C3 ) (for bounded D) and Lp (D, C3 ) for p ∈ [1, ∞) are canonical,
the norm in L∞ (D) is given by
" #
u∞ := inf c > 0 : |u(x)| ≤ c a.e. on D .
The differential operator Dq for q = (q1 , q2 , q3 ) ∈ N3 is defined by
∂ q1 +q2 +q3
Dq = .
∂xq11 ∂xq22 ∂xq33
Definition 4.1. Let D ⊆ R3 be an open set. A function u ∈ L2 (D) possesses

a variational gradient in L2 (D) if there exists F ∈ L2 (D, C3 ) with

u ∇ψ dx = − F ψ dx for all ψ ∈ C0∞ (D) . (4.3)
D D
We write ∇u = F . Using the denseness of C0∞ (R3 ) in L2 (R3 ) (see Lemma 4.9)
it is easy to show that F is unique—if it exists (see Exercise 4.5).
Definition 4.2. We define the Sobolev space H 1 (D) by

" #
H 1 (D) = u ∈ L2 (D) : u possesses a variational gradient ∇u ∈ L2 (D, C3 )
and equip H 1 (D) with the inner product

(u, v)H 1 (D) = (u, v)L2 (D) + (∇u, ∇v)L2 (D) = u v + ∇u · ∇v dx .
D
Theorem 4.3. The space H 1 (D) is a Hilbert space.
Proof: Only completeness has to be shown. Let (un ) be a Cauchy sequence in

H 1 (D). Then (un ) and (∇un ) are Cauchy sequences in L2 (D) and L2 (D, C3 ),
respectively, and thus convergent: un → u and ∇un → F for some u ∈ L2 (D)
and F ∈ L2 (D, C3 ). We show that F = ∇u: For ψ ∈ C0∞ (D) we conclude
that
un ∇ψ dx = − ∇un ψ dx
D D
by the definition of the variational gradient. The left-hand side converges to
D
u ∇ψ dx, the right-hand side to − D F ψ dx, and thus F = ∇u.
The proof of the following simple lemma uses only the definition of the vari-
ational derivative.
Lemma 4.4. Let D ⊆ R3 be an open, bounded set.
(a) The space C 1 (D) is contained in H 1 (D), and the embedding is bounded.
For u ∈ C 1 (D) the classical derivatives ∂u/∂xj coincide with the varia-
tional derivatives.
(b) Let u ∈ H 1 (D) and φ ∈ C0∞ (D). Let v be the extension of uφ by zero
into R3 . Then v ∈ H01 (R3 ) and the product rule holds; that is,

φ∇u + u∇φ in D ,
∇v = (4.4)
0 in R3 \ D .
Proof: (a) For u ∈ C 1 (D) and ψ ∈ C0∞ (D) we note that the extension
v of the product uψ by zero is in C 1 (R3 ). Therefore, choosing a box
Q = (−R, R)3 containing D we obtain by the product rule and the fun-
damental theorem of calculus

[ψ∇u + u∇ψ] dx = ∇(uψ) dx = ∇v dx = 0 .
D D Q
Therefore, the classical derivative is also the variational derivative and

thus belongs to L2 (D, C3 ).
(b) Let ψ ∈ C0∞ (R3 ). Then φψ ∈ C0∞ (D). Let g ∈ L2 (R3 , C3 ) be the right-
hand side of (4.4). Then
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[ψ g + v ∇ψ] dx = [ψφ ∇u + ψu ∇φ + uφ ∇ψ] dx
R3
D
= [(ψφ) ∇u + u ∇(ψφ)] dx = 0
D
by the definition of the variational derivative of u.
We continue by showing some denseness results. The proofs will rely on the
technique of mollifying the given function, the Fourier transform and the
convolution of functions. We just collect and formulate the corresponding
results and refer to, e.g., [17], for the proofs.
The Fourier transform F is defined by

1
(Fu)(x) = û(x) = u(y) e−i x·y dy , x ∈ R3 .
(2π)3/2 R3
F is well defined as an operator from S into itself and also from L1 (R3 ) into
the space Cb (R3 ) of bounded continuous functions on R3 . Furthermore, F is
unitary with respect to the L2 -norm; that is,

(u, v)L2 (R3 ) = û, v̂ L2 (R3 ) for all u, v ∈ S . (4.5)
Now we use the following result from the theory of Lebesgue integration.
Lemma 4.5. The space S is dense in L2 (R3 ).
Proof: We only sketch the arguments. First we use without proof that the
space of step functions with compact support is dense in L2 (R3 ). Every step
function is a finite linear combination of functions of the form u(x) = 1 on
U and u(x) = 0 outside of U where U is some open bounded set. We leave
the constructive proof that functions of this type can be approximated by
smooth functions to the reader (see Exercise 4.2.)
From the denseness of S we obtain by a general extension theorem from

functional analysis (see Theorem A.1) that F has an extension to a unitary
operator from L2 (R3 ) onto itself and (4.5) holds for all u, v ∈ L2 (R3 ).
The convolution of two functions is defined by

(u ∗ v)(x) = u(y) v(x − y) dy , x ∈ R3 .
R3
Obviously by a simple transformation we have u ∗ v = v ∗ u. The Lemma of

Young clarifies the mapping properties of the convolution operator.
Lemma 4.6. (Young) The convolution u ∗ v is well defined for u ∈ Lp (R3 )

and v ∈ L1 (R3 ) for any p ≥ 1. Furthermore, in this case u ∗ v ∈ Lp (R3 ) and
u ∗ vLp (R3 ) ≤ uLp (R3 ) vL1 (R3 ) for all u ∈ Lp (R3 ) , v ∈ L1 (R3 ) .
This lemma implies, in particular, that L1 (R3 ) is a commutative algebra

with the convolution as multiplication. The Fourier transform transforms the
convolution into the pointwise multiplication of functions:
F(u∗v)(x) = (2π)3/2 û(x) v̂(x) for all u ∈ Lp (R3 ) , v ∈ L1 (R3 ) , p ∈ {1, 2} .

(4.6)
The following result to smoothen functions will often be used.
Theorem 4.7. Let φ ∈ C ∞ (R) with φ(t) = 0 for |t| ≥ 1 and φ(t) > 0 for
1
|t| < 1 and 0 φ(t2 ) t2 dt = 1/(4π) (see Exercise 4.7 for the existence of such
a function). Define φδ ∈ C ∞ (R3 ) by

1 1 2
φδ (x) = 3 φ |x| , x ∈ R3 . (4.7)
δ δ2
Then supp(φδ ) ⊆ B3 [0, δ] and:
(a) u ∗ φδ ∈ C ∞ (R3 ) ∩ L2 (R3 ) for all u ∈ L2 (R3 ). Let K ⊆ R3 be compact

and u = 0 outside of K. Then supp(u ∗ φδ ) ⊆ K + B3 [0, δ] = {x + y : x ∈
K , |y| ≤ δ}.
(b) Let u ∈ L2 (R3 ) and a ∈ R3 be a fixed vector. Set uδ (x) = (u ∗ φδ )(x + δa)
for x ∈ R3 . Then uδ − uL2 (R3 ) → 0 as δ → 0.
(c) Let u ∈ H 1 (R3 ) and uδ as in part (b). Then uδ ∈ C ∞ (R3 ) ∩ H 1 (R3 ) and
uδ − uH 1 (R3 ) → 0 as δ → 0.
Proof: (a) Fix any R > 0 and let |x| < R. Then

(u ∗ φδ )(x) = u(y) φδ (x − y) dy
|y|≤R+δ
because |x − y| ≥ |y| − |x| ≥ |y| − R ≥ δ for |y| ≥ R + δ and thus

φδ (x − y) = 0. The smoothness of φδ yields that this integral is infinitely
often differentiable. Furthermore, if u vanishes outside some compact
set K, then (u ∗ φδ )(x) = K u(y) φδ (x − y) dy which vanishes for x ∈ /
K + B3 [0, δ] because |x − y| ≥ δ for these x and y ∈ K. Finally we note
that u ∗ φδ ∈ L2 (R3 ) by the Lemma 4.6 of Young.
(b) Substituting y = δz yields for the Fourier transform (note that dy =
δ 3 dz),

1 1
(2π)3/2 φ̂δ (x) = 3 φ |y| 2
e−i x·y dy
δ R3 δ2

= φ |z|2 e−iδ x·z dz = (2π)3/2 φ̂1 (δx) .
R3
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1
Furthermore, (2π)3/2 φ̂1 (0) = R3 φ |y|2 dy = 4π 0 φ(r2 ) r2 dr = 1
by the normalization of φ. Therefore, the Fourier transform of uδ is
given by
(Fuδ )(x) = e−iδa·x (2π)3/2 û(x) φ̂δ (x)
where we used (4.6) and the translation property. For u ∈ L2 (R3 ) we
conclude
$ $2
uδ − u2L2 (R3 ) = F uδ − û2L2 (R3 ) = $ exp(−iδa·)(2π)3/2 φ̂δ − 1 û$L2 (R3 )
2
−iδa·x 2
= e (2π)3/2 φ̂1 (δx) − 1 û(x) dx .
R3
The integrand tends to zero as δ → 0 for every x and is bounded by

2
the integrable function (2π)3/2 φ̂1 ∞ + 1 |û(x)|2 . This proves part
(b) by the theorem of dominated convergence.
(c) First we note that ∇(u ∗ φδ ) = ∇u ∗ φδ for u ∈ H 1 (R3 ). Indeed,

∇(u ∗ φδ )(x) = u(y) ∇x φδ (x − y)dy = − u(y) ∇y φδ (x − y)dy
3 R3
R
= ∇u(y) φδ (x − y) dy = (∇u ∗ φδ )(x)
R3
because, for fixed x, the mapping y → φδ (x − y) is in C0∞ (R3 ).

Therefore, again by the Lemma of Young, ∇uδ ∈ L2 (R3 ); that is
uδ ∈ H 1 (R3 ). Application of part (b) yields the assertion.
With this result we can weaken the definition of the variational derivative
and prove the following product rule, compare with Lemma 4.4.
Corollary 4.8. Let D ⊆ R3 be an open and bounded set.
(a) Let u ∈ L2 (D). Then u ∈ H 1 (D) if, and only if, there exists F ∈
L2 (D, C3 ) with

u ∇ψ dx = − F ψ dx for all ψ ∈ C 1 (D) with compact support in D .
D D
The field F coincides with ∇u.

(b) Let u ∈ H 1 (D) and v ∈ C 1 (D). Then uv ∈ H 1 (D), and the product rule
holds; that is,
∇(uv) = v ∇u + u ∇v .
Proof: (a) Only one direction has to be shown. Let u ∈ H 1 (D) and ψ ∈
C 1 (D) with compact support K in D. Then the extension by zero into the
outside of D belongs to H 1 (R3 ) by Lemma 4.4. Part (c) of the previous
theorem yields convergence of ψδ = ψ ∗ φδ to ψ in H 1 (D) as δ → 0.
Furthermore, supp(ψδ ) ⊆ D for sufficiently small δ > 0; that is, ψδ ∈
C0∞ (D). Therefore, by the definition of the variational derivative,

[u ∇ψδ + ψδ ∇u] dx = 0
D
for sufficiently small δ > 0. Letting δ tend to zero yields

[u ∇ψ + ψ ∇u] dx = 0
D
which shows the assertion for F = ∇u.

(b) Let ψ ∈ C0∞ (D). Then vψ ∈ C 1 (D) and vanishes in some neighborhood
of ∂D. Therefore,

(uv) ∇ψ + (u ∇v + v ∇u) ψ dx = u ∇(vψ) + (vψ) ∇u dx = 0
D D
by part (a).
Lemma 4.4 implies that for bounded open sets the space C ∞ (D) is contained
in H 1 (D). By the same arguments, the space C0∞ (D) is contained in H 1 (D)
even for unbounded sets D. As a first denseness result we have:
Lemma 4.9. For any open set D ⊆ R3 the space C0∞ (D) is dense in L2 (D).
Proof: First
" we assume D to be bounded # and define the open subsets Dn
of D by x ∈ D : d(x, ∂D) > 1/n where d(x, ∂D) = inf y∈∂D |x − y|
denotes the distance of x to the boundary ∂D. Then Dn ⊆ D, and we
can find φn ∈ C0∞ (D) with 0 ≤ φn (x) ≤ 1 for all x ∈ D and φn (x) =
1 for all x ∈ Dn . Let now u ∈ L2 (D). Extend u by zero into all of
R3 , then u ∈ L2 (R3 ). By Theorem 4.7 there exists ψ̃n ∈ C ∞ (R3 ) with
ψ̃n − uL2 (D) ≤ ψ̃n − uL2 (R3 ) ≤ 1/n. The functions ψn = φn ψ̃n are in
C0∞ (D) and ψn − uL2 (D) ≤ φn (ψ̃n − u)L2 (D) + (φn − 1)uL2 (D) . The
first term is dominated by ψ̃n − uL2 (D) which converges to zero. For the
second term we apply Lebesgue‘s theorem of dominated convergence. Indeed,
writing (φn − 1)u2L2 (D) = D |φn (x) − 1|2 |u(x)|2 dx, we observe that every
x ∈ D is element of Dn for sufficiently large n and thus φn (x) − 1 vanishes
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for these n. Furthermore, |φn (x) − 1|2 |u(x)|2 is bounded by the integrable
function |u(x)|2 .
Finally, if D is not bounded, we just approximate u ∈ L2 (D) by a function
with compact support and use the previous result for bounded sets to this
approximation, compare with the last part of the proof of Lemma 4.18 below.
The space C0∞ (R3 ) of smooth functions with compact support is even dense
in H 1 (R3 ), see Exercise 4.3. For bounded domains, however, this is not the
case. Therefore, we add an other important definition.
Definition 4.10. The space H01 (D) is defined as the closure of C0∞ (D) with
respect to · H 1 (D) .
Note that this definition makes sense because C0∞ (D) is a subspace of H 1 (D)
by the above remark. By definition, H01 (D) is a closed subspace of H 1 (D).
We understand H01 (D) as the space of differentiable (in the variational sense)
functions u with u = 0 on ∂D. This interpretation is justified by the trace
theorem, introduced in Chap. 5 (see Theorem 5.7).
Remark: Let D be an open bounded set. For fixed u ∈ H 1 (D) the left
and the right-hand sides of the definition (4.3) of the variational derivative;
that is,

1 (ψ) := u ∇ψ dx and 2 (ψ) := − ψ ∇u dx , ψ ∈ C0∞ (D) ,
D D
are linear functionals from C0∞ (D) into C which are bounded with respect to
the norm · H 1 (D) by the Cauchy–Schwarz inequality:

1 (ψ) ≤ uL2 (D) ∇ψL2 (D) ≤ uL2 (D) ψH 1 (D)
and analogously for 2 . Therefore, there exist linear and bounded extensions
of these functionals to the closure of C0∞ (D) which is H01 (D). Thus the for-
mula of partial integration holds; that is,

u ∇ψ dx = − ψ ∇u dx for all u ∈ H 1 (D) and ψ ∈ H01 (D) . (4.8)
D D
The next step is to show compactness of the embedding H01 (D) → L2 (D)
provided D is bounded. For the proof we choose a box Q of the form Q =
(−R, R)3 ⊆ R3 with D ⊆ Q. We cite the following basic result from the
theory of Fourier series (see [17] for more details and proofs).
Theorem 4.11. Let Q = (−R, R)3 ⊆ R3 be a bounded cube. For u ∈ L2 (Q)

define the Fourier coefficients un ∈ C by

1
u(x) e−i R n·x dx for n ∈ Z3 .
π
un = (4.9)
(2R)3
Q
Then π
u(x) = un ei R n·x
n∈Z3
in the L2 -sense; that is,

M
2

π
n·x
u(x) − un e iR
dx −→ 0 , N, M → ∞ .

Q n=−N
Furthermore,

(u, v)L2 (Q) = (2R)3 un v n and u2L2 (Q) = (2R)3 |un |2 .
n∈Z3 n∈Z3
2
space L (Q) can be characterized by the space of all functions
Therefore, the
u such that n∈Z3 |un |2 converges. Because, for sufficiently smooth functions,
π π
∇u(x) = i un n ei R n·x ,
R 3n∈Z
π
we observe that i R n un are the Fourier coefficients of ∇u. The requirement
2 3
∇u ∈ L (D, C ) leads to the following definition.
1
Definition 4.12. We define the Sobolev space Hper (Q) of periodic func-
tions by
/ 0

1 2 2 2
Hper (Q) = u ∈ L (Q) : (1 + |n| ) |un | < ∞
n∈Z3
with inner product

3
1 (Q) = (2R)
(u, v)Hper (1 + |n|2 ) un vn .
n∈Z3
Here, un and vn are the Fourier coefficients of u and v, respectively, see (4.9).
The next theorem guarantees that the zero-extensions of functions of H01 (D)
1
belong to Hper (Q).
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Theorem 4.13. Let again D ⊆ R3 be a bounded open set and Q = (−R, R)3
an open box which contains D in its interior. Then the extension operator
u on D,
η̃ : u → ũ = is linear and bounded from H01 (D) into Hper
1
(Q).
0 on Q \ D ,
Proof: Let first u ∈ C0∞ (D). Then obviously ũ ∈ C0∞ (Q). We compute its
Fourier coefficients ũn as

1 −i R
π
n·x iR ∂ −i π n·x
ũn = 3
ũ(x) e dx = 3
ũ(x) e R dx
(2R) πnj (2R) ∂xj
Q Q

iR ∂ ũ iR
(x) e−i R n·x dx = −
π
=− vn
πnj (2R)3 ∂xj πnj
Q
where vn are the Fourier coefficients of v = ∂ ũ/∂xj . Therefore, by Theo-

rem 4.11,
R2
(2R)3 n2j |ũn |2 = (2R) 3
|vn |2
π2
n∈Z3 n∈Z 3
% %2 % %2
R2 % ∂ ũ % R2 %% ∂u %
%
= 2 %
%
%
% = % .
π ∂xj L2 (Q) π 2 ∂xj %L2 (D)
Furthermore,

(2R)3 |ũn |2 = ũ2L2 (Q) = u2L2 (D)
n∈Z3
and thus adding the equations for j = 1, 2, 3 and for ũ,

R2
ũ2Hper
1 (Q) ≤ 1 + 2 u2H 1 (D) .
π
This holds for all functions u ∈ C0∞ (D). Because C0∞ (D) is dense in H01 (D)
we conclude that
$
R2
1 (Q) ≤
ũHper 1 + 2 uH 1 (D) for all u ∈ H01 (D) .
π
This proves boundedness of the extension operator η̃.
As a simple application we have the compact embedding.
Theorem 4.14. Let D ⊆ R3 be a bounded open set. Then the embedding

H01 (D) → L2 (D) is compact.
Proof: Let again Q = (−R, R)3 ⊆ R3 such that D ⊆ Q. First we show that
1
the embedding J : Hper (Q) → L2 (Q) is compact. Define JN : Hper
1
(Q) →
2
L (Q) by
π
(JN u)(x) := un ei R n·x , x ∈ Q , N ∈ N .
|n|≤N
Then JN is obviously
" π bounded and # finite dimensional, because the range
R(JN ) = span ei R n· : |n| ≤ N is finite dimensional. Therefore, by a well-
known result from functional analysis (see, e.g., [31, Section X.2]), JN is
compact. Furthermore,
(2R)3
(JN − J)u2L2 (Q) = (2R)3 |un |2 ≤ (1 + |n|2 ) |un |2
1 + N2
|n|>N |n|>N
1
≤ u2Hper
1 (Q) .
1 + N2
1
Therefore, JN − J2H 1 (Q)→L2 (Q) ≤ 1+N 2 → 0 as N tends to infinity and
per
thus, again by a well-known result from functional analysis, also J is compact.
Now the claim of the theorem follows because the composition
η̃
R ◦ J ◦ η̃ : H01 (D) −→ Hper
1
(Q) −→ L2 (Q) −→ L2 (D)
J R
is compact. Here, η̃ : H01 (D) → Hper

1
(Q) denotes the extension operator from
the previous theorem and R : L2 (Q) → L2 (D) is just the restriction operator.
For the space H01 (D) we obtain a useful result which is often called an
inequality of Friedrich’s Type.
Theorem 4.15. For any bounded open set D ⊆ R3 there exists c > 0 with
uL2 (D) ≤ c ∇uL2 (D) for all u ∈ H01 (D) .
Proof: Let again first u ∈ C0∞ (D), extended by zero into R3 . Then, if again
D ⊆ Q = (−R, R)3 ,
x1
∂u
u(x) = u(x1 , x2 , x3 ) = u(−R, x2 , x3 ) + (t, x2 , x3 ) dt
∂x1
= 0 −R
and thus for x ∈ Q by the inequality of Cauchy–Schwarz
x1 2 R 2
∂u ∂u
u(x)2 ≤ (x1 +R)
∂x1 (t, x2 , x3 ) dt ≤ 2R ∂x1 (t, x2 , x3 ) dt and
−R −R
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R R 2
∂u
u(x)2 dx1 ≤ (2R)2
∂x1 (t, x2 , x3 ) dt .
−R −R
Integration with respect to x2 and x3 yields
R R R 2
∂u
u2L2 (D) = u2L2 (Q) ≤ (2R) 2
∂x1 (t, x2 , x3 ) dt dx2 dx3
−R −R −R
≤ (2R)2 ∇u2L2 (Q) = (2R)2 ∇u2L2 (D) .
By a density argument this holds for all u ∈ H01 (D).
4.1.2 Basic Properties of Sobolev Spaces of Vector

Valued Functions
We follow the scalar case as closely as possible. We assume here that all func-
tions are complex valued. First we note that in the formulation (4.1a), (4.1b)
not all of the partial derivatives of the vector field E and H appear but only
the curl of E and H.
Definition 4.16. Let D ⊆ R3 be an open set.
(a) A vector field v ∈ L2 (D, C3 ) possesses a variational curl in L2 (D, C3 ) if

there exists a vector field w ∈ L2 (D, C3 ) such that

v · curl ψ dx = w · ψ dx for all vector fields ψ ∈ C0∞ (D, C3 ) .
D D
(b) A vector field v ∈ L2 (D, C3 ) possesses a variational divergence in L2 (D)

if there exists a scalar function p ∈ L2 (D) such that

v · ∇ϕ dx = − p ϕ dx for all scalar functions ϕ ∈ C0∞ (D) .
D D
The functions w and p are unique if they exist (compare Exercise 4.5). In
view of partial integration [see (A.6) and (A.9)] we write curl v and div v for
w and p, respectively.
(c) We define the space H(curl, D) by

" #
H(curl, D) = u ∈ L2 (D, C3 ) : u has a variational curl in L2 (D, C3 ) ,
and equip it with the natural inner product
(u, v)H(curl,D) = (u, v)L2 (D) + (curl u, curl v)L2 (D) .
With this inner product the space H(curl, D) is a Hilbert space. The proof
follows by the same arguments as in the proof of Theorem 4.3.
The following lemma corresponds to Lemma 4.4 and is proven in exactly the
same way.
Lemma 4.17. Let D ⊆ R3 be an open, bounded set.
(a) The space C 1 (D, C3 ) is contained in H(curl, D), and the embedding is
bounded. For u ∈ C 1 (D) the classical curl coincides with the variational
curl.
(b) Let u ∈ H(curl, D) and φ ∈ C0∞ (D). Let v be the extension of uφ by zero
into R3 . Then v ∈ H0 (curl, R3 ) and the product rule holds; that is,

φ curl u + ∇φ × u in D ,
curl v =
0 in R3 \ D .
We note that part (a) follows even directly from Lemma 4.4 because
H 1 (D, C3 ) ⊆ H(curl, D).
We continue as in the scalar case and prove denseness properties (compare
with Exercise 4.3).
Lemma 4.18. C0∞ (R3 , C3 ) is dense in H(curl, R3 ).
Proof: First we show denseness of C ∞ (R3 , C3 ) in H(curl, R3 ) by applying

Theorem 4.7. It is sufficient to show that
curl(u ∗ φδ ) = (curl u) ∗ φδ for all u ∈ H(curl, R3 )
with φδ from (4.7). Because supp(φδ ) ⊆ B3 [0, δ] we conclude for |x| < R that

(u ∗ φδ )(x) = u(y) φδ (x − y) dy
|y|<R+δ
and for any fixed vector a ∈ R3 interchanging differentiation and integration

leads to
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a · curl(u ∗ φδ )(x) = a · ∇x φδ (x − y) × u(y) dy
R3

=− a · ∇y φδ (x − y) × u(y) dy
R3

=− a × ∇y φδ (x − y) · u(y) dy
3
R
= curly a φδ (x − y) · u(y) dy
3
R
= a · curl u(y) φδ (x − y) dy = a · (curl u ∗ φδ )(x)
R3
because, for fixed x, the mapping y → a φδ (x − y) is in C0∞ (R3 , C3 ). This

holds for all vectors a, thus curl(u ∗ φδ ) = (curl u) ∗ φδ .
Finally, we have to approximate uδ = u ∗ φδ by a field with compact support.
Let ψ ∈ C0∞ (R3 ) with ψ(x) = 1 for |x| ≤ 1. We define ψR (x) = ψ(x/R) and
v R,δ = ψR uδ and have
v R,δ − uδ 2H(curl,R3 ) = (ψR − 1)uδ 2L2 (R3 )

+ ∇ψR × uδ + (ψR − 1) curl uδ 2L2 (R3 )
≤ (ψR − 1)uδ 2L2 (R3 ) + 2 (ψR − 1) curl uδ 2L2 (R3 )
+ 2 ∇ψR × uδ 2L2 (R3 ) .
It is easily seen by the theorem of dominated convergence that all of the

terms converge to zero as R tends to infinity because for every x ∈ R3 there
exists R0 with ψR (x) = 1 and ∇ψR (x) = 0 for R ≥ R0 .
Analogously to the definition of H01 (D) we define
Definition 4.19. For any open set D ⊆ R3 we define H0 (curl, D) as the

closure of C0∞ (D, C3 ) in H(curl, D).
Vector fields v ∈ H0 (curl, D) do not necessarily vanish on ∂D—in contrast to

functions in H01 (D). Only their tangential components vanish. This follows
from the trace theorem in Chap. 5, see Theorem 5.21. We finish this short
introduction to H(curl, D) and H0 (curl, D), respectively, by an important
observation in view of the following Helmholtz decomposition and Maxwell’s
equations.
" #
Lemma 4.20. The space ∇H01 (D) = ∇p : p ∈ H01 (D) is a closed subspace
of H0 (curl, D).
Proof By the definition of H01 (D) there exists a sequence pj ∈ C0∞ (D) with
pj → p in H 1 (D). It is certainly ∇pj ∈ C0∞ (D, C3 ). Because ∇pj → ∇p
in L2 (D, C3 ) and curl ∇pj = 0 we note that (∇pj ) is a Cauchy sequence in
H(curl, D) and thus convergent. We conclude that ∇p ∈ H0 (curl, D).
It remains to show closedness of ∇H01 (D) in L2 (D, C3 )—and therefore, in
H(curl, D). Let pj ∈ H01 (D) with ∇pj → F in L2 (D, C3 ) for some F ∈
L2 (D, C3 ). Then (∇pj ) is a Cauchy sequence in L2 (D, C3 ). By Friedrich’s
inequality of Theorem 4.15 we conclude that also (pj ) is a Cauchy sequence
in L2 (D). Therefore, (pj ) is a Cauchy sequence in H 1 (D), which implies
convergence. This shows that F = ∇p for some p ∈ H01 (D) and ends the
proof.
We recall that H01 (D) is compactly embedded in L2 (D) by Theorem 4.14, a re-
sult which is crucial for the solvability of the interior boundary value problem
for the Helmholtz equation. As one can easily show (see Exercise 4.14), the
space H0 (curl, D) fails to be compactly embedded in L2 (D, C3 ). Therefore,
we will decompose the variational problem into two problems which them-
selves can be treated in the same way as for the Helmholtz equation. The
basis of this decomposition is set by the important Helmholtz decomposition
which we discuss in the subsequent subsection.
4.1.3 The Helmholtz Decomposition
Now we turn to decompositions of vector fields, which are closely related to

the Maxwell system—the Helmholtz decomposition. For a general proof we
will apply the Theorem A.6 of Lax and Milgram.
There are several forms of the Helmholtz decomposition. In this section we
need decompositions only in L2 (D, C3 ) and in H0 (curl, D). But for later pur-
poses, however, (see Sect. 4.3) we prove the corresponding decompositions
also in H(curl, D). Also, we consider it for complex and matrix-valued coef-
ficients μ and ε which we treat simultaneously by writing A.
Theorem 4.21. Let D ⊆ R3 be open and bounded and A ∈ L∞ (D, C3×3 )

such that A(x) is symmetric for almost all x. Furthermore, assume the exis-
tence of a constant ĉ > 0 such that Re (z A(x)z) ≥ ĉ|z|2 for all z ∈ C3 and
almost all x ∈ D. Then for the subspaces H(curl 0, D), VA ⊆ H(curl, D), and
H0 (curl 0, D), V0,A ⊆ H0 (curl, D) and Ṽ0,A ⊆ L2 (D, C3 ) defined by
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" #
H(curl 0, D) = u ∈ H(curl, D) : curl u = 0 in D , (4.10a)
" #
H0 (curl 0, D) = u ∈ H0 (curl, D) : curl u = 0 in D , (4.10b)
"
VA = u ∈ H(curl, D) : (Au, ψ)L2 (D) = 0
#
for all ψ ∈ H(curl 0, D) , (4.10c)
"
V0,A = u ∈ H0 (curl, D) : (Au, ψ)L2 (D) = 0
#
for all ψ ∈ H0 (curl 0, D) , (4.10d)
"
Ṽ0,A = u ∈ L2 (D, C3 ) : (Au, ψ)L2 (D) = 0
#
for all ψ ∈ H0 (curl 0, D) , (4.10e)
we have:
(a) H0 (curl 0, D) and Ṽ0,A are closed in L2 (D, C3 ), and L2 (D, C3 ) is the
direct sum of Ṽ0,A and H0 (curl 0, D); that is,
L2 (D, C3 ) = Ṽ0,A ⊕ H0 (curl 0, D) .
(b) H(curl 0, D) and VA are closed in H(curl, D), and
H(curl, D) = VA ⊕ H(curl 0, D) .
(c) H0 (curl 0, D) and V0,A are closed in H0 (curl, D), and
H0 (curl, D) = V0,A ⊕ H0 (curl 0, D) .
Furthermore, all of the corresponding projection operators are bounded. The

projection from H0 (curl, D) onto V0,A is the restriction of the projection
operator from L2 (D, C3 ) onto Ṽ0,A .
Proof: The closedness of H(curl 0, D) in H(curl, D) and H0 (curl 0, D) in

H0 (curl, D) is obvious. The closedness of H0 (curl 0, D) in L2 (D, C3 ) is seen
as follows. Let un ∈ H0 (curl 0, D) converge to some u in L2 (D, C3 ). Then (un )
is a Cauchy sequence in L2 (D, C3 ). From curl un = 0 we observe that (un ) is
also a Cauchy sequence in H0 (curl, D) and thus convergent in H0 (curl, D).
This shows that u ∈ H0 (curl, D) and curl u = 0; that is, u ∈ H0 (curl 0, D).
The closedness of Ṽ0,A and V0,A and VA in L2 (D, C3 ) and H0 (curl, D) and
H(curl, D), respectively, is easy to see, and we omit this part.
Furthermore it holds Ṽ0,A ∩ H0 (curl 0, D) = {0} because u ∈ Ṽ0,A ∩
H0 (curl 0, D) implies (Au, u)L2 (D) = 0 and thus, taking the real part,
ĉu2L2 (D) ≤ Re (Au, u)L2 (D) = 0 which yields u = 0.
Next, we have to prove that L2 (D, C3 ) ⊆ Ṽ0,A +H0 (curl 0, D) and H0 (curl, D)
⊆ V0,A + H0 (curl 0, D) and H(curl, D) ⊆ VA + H(curl 0, D). Let u ∈
L2 (D, C3 ). We define the sesquilinear form a : H0 (curl 0, D) × H0 (curl 0, D)

→ C by

a(ψ, v) = (ψ, Av)L (D) =
2 ψ Av dx for all v, ψ ∈ H0 (curl 0, D) .
D
(4.11)
Then a is certainly bounded but also coercive in the space H0 (curl 0, D)

equipped with the inner product of H(curl, D). Indeed, we write
Re a(v, v) = Re (v, Av)L2 (D) ≥ ĉ v2L2 (D) = ĉ v2H(curl,D)
for v ∈ H0 (curl 0, D) because curl v = 0. Therefore, the sesquilinear form

a and—for every fixed u ∈ L2 (D, C3 )—the bounded linear form (ψ) =
(ψ, Au)L2 (D) , ψ ∈ H0 (curl 0, D), satisfy the assumptions of Theorem A.6
of Lax and Milgram. Therefore, for every given u ∈ L2 (D, C3 ) there exists
a unique u0 ∈ H0 (curl 0, D) with a(ψ, u0 ) = (ψ) for all ψ ∈ H0 (curl 0, D);
that is, (Au0 , ψ)L2 (D) = (Au, ψ)L2 (D) for all ψ ∈ H0 (curl 0, D). Therefore,
u − u0 ∈ Ṽ0,A and the decomposition u = u0 + (u − u0 ) ∈ H0 (curl 0, D) + Ṽ0,A
has been shown.
Finally, boundedness of the projection operator u → u − u0 follows from
general properties of direct sums. This proves the result in L2 (D, C3 ). Anal-
ogously, the projection operator P : H0 (curl, D) → V0,A is defined in the
same way by P u = u − u0 where u0 ∈ H0 (curl 0, D) is as before. The proof
of H(curl, D) = VA + H(curl 0, D) follows the same arguments.
Remark 4.22. (a) Obviously, the space ∇H01 (D) = {∇p : p ∈ H01 (D)} is
contained in H0 (curl 0, D). Therefore, V0,A and Ṽ0,A are contained in the
spaces
"
H0 (curl, divA 0, D) := v ∈ H0 (curl, D) : (Av, ∇ϕ)L2 (D) = 0
#
for all ϕ ∈ H01 (D) , (4.12a)
2
" 2 3
L (divA 0, D) := v ∈ L (D, C ) : (Av, ∇ϕ)L2 (D) = 0
#
for all ϕ ∈ H01 (D) , (4.12b)
respectively, which are the spaces of vector fields with vanishing di-
vergence div(Av) = 0. The space ∇H01 (D) is a strict subspace of
H0 (curl 0, D). It can be shown (see, e.g., [9, Section IX.1]) that
H0 (curl 0, D) can be decomposed as a direct sum of ∇H01 (D) and the
gradients ∇C(D) of the co-homology space
"
C(D) = p ∈ H 1 (D) : Δp = 0 in D, p constant
#
on every connected component of ∂D .
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Analogously, ∇H 1 (D) is a subspace of H(curl 0, D) and coincides with it

for simply connected domains. Therefore, VA is contained in
H(curl, divA 0, D)
= {v ∈ H(curl, D) : (Av, ∇ϕ)L2 (D) = 0 for all ϕ ∈ H 1 (D)} (4.12c)
which is the space of vector fields in H(curl, D) with vanishing divergence

div(Av) = 0 and vanishing co-normal components (Aν) · v on ∂D.
(b) Often, as in our application, μ is a scalar, thus A = μI. In this case
we write Vμ for VμI and, analogously, Vε for scalar valued ε. In the case
σ = 0; that is real-valued and symmetric and positive definite ε and μ
the direct sums
H(curl, D) = Vμ ⊕H(curl 0, D) and H0 (curl, D) = V0,ε ⊕H0 (curl 0, D)
are orthogonal with respect to the inner products
(u, v)ε,μ = (ε−1 curl u, curl v)L2 (D) + (μu, v)L2 (D) , (4.13a)
−1
(u, v)μ,ε = (μ curl u, curl v)L2 (D) + (εu, v)L2 (D) , (4.13b)
respectively, and L2 (D, C3 ) = Ṽ0,ε ⊕ H0 (curl 0, D) is an orthogonal

decomposition with respect to the inner product (εu, v)L2 (D) .
By the same arguments as in the proof of the previous theorem one can show
another kind of decompositions of L2 (D, C3 ) and H0 (curl, D).
Theorem 4.23. Let L2 (divA 0, D) and H0 (curl, divA 0, D) be defined in

(4.12a) and (4.12b), respectively, where D and A are as in Theorem 4.21.
Then the decompositions
L2 (D, C3 ) = L2 (divA 0, D) ⊕ ∇H01 (D) ,

H0 (curl, D) = H0 (curl, divA 0, D) ⊕ ∇H01 (D)
hold, and the projections are bounded.
We leave the proof to the reader (Exercise 4.15).

As mentioned before, the space H0 (curl, D) is not compactly embedded in
L2 (D, C3 ). However—and this is the reason for introducing the Helmholtz
decomposition—the subspace V0,A is compactly embedded in L2 (D, C3 ). We
formulate this crucial result in the following theorem.
Theorem 4.24. Let D be a bounded Lipschitz domain (see Definition A.7).

Then the space V0,A from (4.10d) is compactly embedded in L2 (D, C3 ).
The proof of this important theorem requires more sophisticated properties of

Sobolev spaces. Therefore, we postpone it to Sect. 5.1, Theorem 5.32. From
this result it follows (see Corollary 4.36 below) that also VA is compactly
embedded in L2 (D, C3 ). However, in the context of this chapter we do not
need the compactness of VA .
4.2 The Cavity Problem
4.2.1 The Variational Formulation and Existence
Before we investigate the Maxwell system (4.1a)–(4.1c) we consider the vari-

ational form of the following interior boundary value problem for the scalar
inhomogeneous Helmholtz equation, namely
div(a ∇u) + k 2 bu = f in D , u = 0 on ∂D , (4.14)
where k ≥ 0 is real. We assume that a ∈ L∞ (D) is real valued such that

a(x) ≥ a0 on D for some constant a0 > 0, and b ∈ L∞ (D), f ∈ L2 (D) are
allowed to be complex valued.
As for the derivation of the variational equation for Maxwell’s equations we
multiply the equation by some test function ψ with ψ = 0 on ∂D, integrate
over D, and use Green’s first formula. This yields

a ∇u · ∇ψ − k 2 b u ψ dx = − f ψ dx .
D D
This equation makes perfectly sense in H01 (D). We use this as a definition.
Definition 4.25. Let D be a bounded open set and f ∈ L2 (D) and b ∈

L∞ (D) and real valued a ∈ L∞ (D) such that a(x) ≥ a0 on D for some
constant a0 > 0. A function u ∈ H01 (D) is called a variational solution
(or weak solution) of the boundary value problem (4.14) if

a ∇u · ∇ψ − k b u ψ dx = − f ψ dx for all ψ ∈ H01 (D) .
2
D D
By Friedrich’s inequality, the first term in this equation defines an inner

product in H01 (D).
Lemma 4.26. Let a ∈ L∞ (D) be real valued such that a(x) ≥ a0 on D for
some constant a0 > 0. We define a new inner product in H01 (D) by
(u, v)∗ = (a ∇u, ∇v)L2 (D) , u, v ∈ H01 (D) ,
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4.2 The Cavity Problem 185

Then H01 (D), (·, ·)∗ is a Hilbert space, and its norm is equivalent to the
ordinary norm in H01 (D); in particular,
!
(1 + c2 )a∞
u∗ ≤ a∞ uH 1 (D) ≤ u∗ for all u ∈ H01 (D)
a0
(4.15)
where c is the constant from Theorem 4.15.
Proof: From the previous theorem we conclude

√
u2∗ = a ∇u2L2 (D) ≤ a∞ u2H 1 (D) = a∞ ∇u2L2 (D) + u2L2 (D)
1 + c2
≤ (1 + c2 ) a∞ ∇u2L2 (D) ≤ a∞ u2∗ .
a0
Therefore, we write the variational equation of Definition 4.25 in the form
(u, ψ)∗ − k 2 (bu, ψ)L2 (D) = −(f, ψ)L2 (D) for all ψ ∈ H01 (D) . (4.16)
The question of existence of solutions of (4.30) is again—as in the previous

chapter—answered by the Riesz–Fredholm theory.
Theorem 4.27. Let again D ⊆ R3 be a bounded open set and a, b ∈ L2 (D)

satisfy the above assumptions. Then the boundary value problem (4.14) has
a variational solution for exactly those f ∈ L2 (D) such that (f, v)L2 (D) = 0
for all solutions v ∈ H01 (D) of the corresponding homogeneous form of (4.14)
with b replaced by b; that is,
div(a ∇v) + k 2 bv = 0 in D , v = 0 on ∂D . (4.17)
If, in particular, this boundary value problem (4.17) admits only the trivial
solution v = 0, then the inhomogeneous boundary value problem has a unique
solution for every f ∈ L2 (D).
Proof: We will use the Riesz representation theorem (Theorem A.5) from
functional analysis to rewrite (4.16) in the form u − k 2 Ku = −f˜ with some
compact operator K and apply the Fredholm alternative to this equation.
2
To carry out this idea we note that—for fixed 1 v ∈ L (D)—the
mapping
ψ → (bψ, v)L2 (D) is linear and bounded from H0 (D), (·, ·)∗ into C. Indeed,
by the inequality of Cauchy–Schwarz and Theorem 4.15 we conclude that
there exists c > 0 such that

(bψ, v)L2 (D) ≤ b∞ ψL2 (D) vL2 (D) ≤ c vL2 (D) ψ∗
for all ψ ∈ H01 (D) . Therefore, the representation theorem of Riesz assures
the existence of a unique gv ∈ H01 (D) with (bψ, v)L2 (D) = (ψ, gv )∗ for all
ψ ∈ H01 (D). We define the operator K̃ : L2 (D) → H01 (D) by K̃v = gv . Then
K̃ satisfies
(K̃v, ψ)∗ = (bv, ψ)L2 (D) for all v ∈ L2 (D) , ψ ∈ H01 (D) .
K̃ is linear (easy to see) and bounded because K̃v2∗ = (K̃v, K̃v)∗ =

(bv, K̃v)L2 (D) ≤ b∞ K̃vL2 (D) vL2 (D) ≤ cK̃v∗ vL2 (D) ; that is, K̃v∗
≤ cvL2 (D) . By the same argument there exists f˜ ∈ H01 (D) with (f, ψ)L2 (D)
= (f˜, ψ)∗ for all ψ ∈ H01 (D). Therefore, Eq. (4.16) can be written as
(u, ψ)∗ − k 2 (K̃u, ψ)∗ = −(f˜, ψ)∗ for all ψ ∈ H01 (D) . (4.18)
Because this holds for all such ψ we conclude that this equation is equiva-
lent to
u − k 2 K̃u = −f˜ in H01 (D) . (4.19)
Because H01 (D) is compactly embedded in L2 (D) we conclude that the
operator K = K̃ ◦ J : H01 (D) → H01 (D) is compact (J denotes the em-
bedding H01 (D) ⊆ L2 (D)). To study solvability of this equation we want to
apply the Fredholm alternative of Theorem A.4. We choose the bilinear form
u, v = (u, v)∗ = D a ∇u · ∇v dx in H01 (D). Then K is self-adjoint because
by the definition of K we have Ku, v = (bu, v)L2 (D) = D b u v dx and this
is symmetric in u and v. Therefore, we know from the Fredholm alternative of
Theorem A.4 that Eq. (4.19) is solvable if, and only if, the right-hand side f˜
is orthogonal with respect to ·, · to the nullspace of I − k 2 K. Therefore, let
v ∈ H01 (D) be a solution of (4.17). Then v satisfies the homogeneous equation
v − k 2 Kv = 0 and f˜, v = (f˜, v)∗ = (f, v)L2 (D) . Therefore, we conclude that
f˜, v = 0 if, and only if, (f, v)L2 (D) = 0.
We can also use the form (4.19) to prove existence and completeness of an
eigensystem of
div(a∇v) + k 2 b v = 0 in D , u = 0 on ∂D , (4.20)
for real valued a, b ∈ L∞ (D) such that a(x) ≥ a0 and b(x) ≥ b0 on D

for some a0 , b0 > 0. This equation has, of course, to be understood in the
variational sense of Definition 4.25. Recall the definition of the inner product
(u, v)∗ = (a ∇u, ∇v)L2 (D) .
Theorem 4.28. Let D be a bounded open set and a, b ∈ L∞ (D) with

a(x) ≥ a0 and b(x) ≥ b0 on D for some a0 , b0 > 0. Then there exists an infi-
nite number of eigenvalues k 2 ∈ R>0 of (4.20); that is, there exists a sequence
kn > 0 and corresponding eigenfunctions ûn ∈ H01 (D) with ûn ∗ = 1 such
that div(a∇ûn ) + kn2 b ûn = 0 in D and ûn = 0 on ∂D in the variational
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form. Furthermore, kn → ∞ as n → ∞. The sets {û n : n ∈ N} and

{kn ûn : n ∈ N} form complete orthonormal systems in H01 (D), (·, ·)∗ and
L2 (D, b dx), respectively. Here, we denote by L2 (D, b dx) the space equipped
with the weighted inner product (u, v)L2 (D,b dx) = (bu, v)L2 (D) .
Proof: We define the operator K : H01 (D) → H01 (D) as in the previous
theorem. Then K is compact and self-adjoint in H01 (D), (·, ·)∗ because b
is real valued. It is also positive because (Ku, u)∗ = (bu, u)L2 (D) > 0 for
u = 0. Therefore, the spectral theorem for compact self-adjoint operators in
Hilbert spaces (see, e.g, [16,
Section 15.3])
implies the existence of a spectral
system (μn , ûn ) of K in H01 (D), (·, ·) ∗ . Furthermore, μn > 0 and μn → 0
as n → ∞ and the set {ûn : n ∈ N} of orthonormal eigenfunctions ûn
is complete in H01 (D), (·, ·) ∗ . Therefore, we have K ûn = μn ûn ; that is,
ûn − μ1n K ûn = 0, which is the variational form of (4.20) for kn = √1μn .
The system {kn ûn : n ∈ N} is a system of eigenfunctions as well which is
orthogonal in L2 (D, b dx) because
kn2 (bûn , ûm )L2 (D) = kn2 (K ûn ûm )∗ = (ûn , ûm )∗ = δmn .
This set is also complete in L2 (D). This follows directly from the fact that
H01 (D) is dense in L2 (D) (see Lemma 4.9).
Now we go back to the formulation (4.1a)–(4.1c) of the cavity problem for

Maxwell’s equations which we recall for the convenience of the reader.
Given Je ∈ L2 (D, C3 ) and scalar and real valued ε, μ, σ ∈ L∞ (D) determine
E ∈ H0 (curl, D) and H ∈ H(curl, D) such that
curl E − iωμ H = 0 in D , (4.21a)

curl H + (iωε − σ) E = Je in D . (4.21b)
The boundary condition (4.1c) is included in the space H0 (curl, D) for E.

At the beginning of the section we already computed the variational equa-
tion (4.2) for this system; that is,

1 2 σ
curl E · curl ψ − ω ε + i E · ψ dx = iω Je · ψ dx . (4.22)
D μ ω D
This variational equation holds for all ψ ∈ H0 (curl, D).

Analogously, we can eliminate E. Indeed, now we multiply (4.21a) by ψ ∈
H(curl, D) and proceed as in the previous part.

0= curl E · ψ − iωμ H · ψ dx = E · curl ψ − iωμ H · ψ dx
D D
1
= (Je − curl H) · curl ψ − iωμ H · ψ dx .
D iωε −σ
We note that the boundary term vanishes because of E ∈ H0 (curl, D). Mul-
tiplication with iω yields

1 2 1
curl H · curl ψ − ω μ H · ψ dx = Je · curl ψ dx .
D ε + iσ/ω D ε + iσ/ω
(4.23)
This holds for all ψ ∈ H(curl, D).
It is easy to see that the variational equations (4.22) and (4.23) are equivalent
to the Maxwell system.
Lemma 4.29. Let E ∈ H0 (curl, D) satisfy the variational equation (4.22)

for all ψ ∈ H0 (curl, D). Set
1
H = curl E in D .
iωμ
Then E ∈ H0 (curl, D) and H ∈ H(curl, D) satisfy the system (4.21a),

(4.21b).
Furthermore, H ∈ H(curl, D) satisfies (4.23) for all ψ ∈ H(curl, D).
The same statement holds for E and H interchanged.
Proof: Let E ∈ H0 (curl, D) satisfy (4.22) for all ψ ∈ H0 (curl, D). We note
that H ∈ L2 (D, C3 ). Substituting the definition of H into (4.22) yields
) *
σ
iω H · curl ψ − ω 2 ε + i E · ψ dx = iω Je · ψ dx
D ω D
which is the variational form of iω curl H; that is,

σ
iω curl H = ω 2 ε + i E + iω Je .
ω
Division by iω yields (4.21b).
In the following we will discuss the variational equation (4.22) in the space
H0 (curl, D). For the remaining part of this subsection we make the following
assumptions on the parameters μ, ε, σ, and on D (recall Sect. 1.3.3):
There exists c > 0 such that
(a) μ ∈ L∞ (D) is real valued and μ(x) ≥ c almost everywhere,

(b) ε ∈ L∞ (D) is real valued and ε(x) ≥ c almost everywhere on D.
(c) σ ∈ L∞ (D) is real valued and σ(x) ≥ 0 almost everywhere on D.
For abbreviation we define again the complex dielectricity by
σ(x)
εc (x) = ε(x) + i , x ∈ D. (4.24)
ω
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Also, we assume that D ⊆ R3 is open and bounded such that the subspace
V0,εc (see (4.10d) for A = εc I) is compactly embedded in L2 (D, C3 ). By
Theorem 4.24 this is the case for Lipschitz domains D.
Furthermore, it is convenient to define the vector field F ∈ L2 (D, C3 ) by
iω
F = Je .
εc
Then the variational equation (4.22) takes the form

1
curl E · curl ψ − ω 2 εc E · ψ dx = εc F · ψ dx (4.25)
D μ D
for all ψ ∈ H0 (curl, D). To discuss this equation in H0 (curl, D) we will use
the Helmholtz decomposition to split this problems into two problems, one in
V0,εc and one in H0 (curl 0, D), where the one in H0 (curl 0, D) will be trivial.
Recall that V0,εc is given by (4.10d); that is,
" #
V0,εc = u ∈ H0 (curl, D) : (εc u, ψ)L2 (D) = 0 for all ψ ∈ H0 (curl 0, D) .
Analogously, Ṽ0,εc denotes the corresponding subspace in L2 (D, C3 ), see

(4.10e).
First we use the Helmholtz decomposition to write F as F = F0 + f with
F0 ∈ H0 (curl 0, D) and f ∈ Ṽ0,εc . Then we make an ansatz for E in the
form E = E0 + u with E0 ∈ H0 (curl 0, D) and u ∈ V0,εc . Substituting this
into (4.25) yields

1
curl u · curl ψ − ω 2 εc (u + E0 ) · ψ dx = εc (f + F0 ) · ψ dx (4.26)
μ
D D
for all ψ ∈ H0 (curl, D). Now we take ψ ∈ H0 (curl 0, D) as test functions.

Recalling that D εc u·ψ dx = 0 and D εc f ·ψ dx = 0 for all ψ ∈ H0 (curl 0, D)
yields

−ω 2 εc E0 · ψ dx = εc F0 · ψ dx for all ψ ∈ H0 (curl 0, D) .
D D
Rewriting this as

εc [F0 + ω 2 E0 ] · ψ dx = 0 for all ψ ∈ H0 (curl 0, D)
D
and setting ψ = F0 + ω 2 E0 ∈ H0 (curl 0, D) yields E0 = − ω12 F0 .

Therefore, (4.26) reduces to

1
curl u · curl ψ − ω 2 εc u · ψ dx = εc f · ψ dx (4.27)
μ
D D
for all ψ ∈ H0 (curl, D). Second, we take ψ ∈ V0,εc as test functions. Before
we investigate (4.27) we summarize this splitting in the following lemma.
Lemma 4.30. Let F ∈ L2 (D, C3 ) have the Helmholtz decomposition F =

F0 + f with f ∈ Ṽ0,εc and F0 ∈ H0 (curl 0, D).
(a) Let E ∈ H0 (curl, D) be a solution of (4.25) and E = E0 + u with u ∈

V0,εc and E0 ∈ H0 (curl 0, D) the Helmholtz decomposition of E. Then
E0 = − ω12 F0 and u ∈ V0,εc solves (4.27) for all ψ ∈ V0,εc .
(b) If u ∈ V0,εc solves (4.27) then E = u − ω12 F0 ∈ H0 (curl, D) solves (4.25).
To show solvability of (4.27) we follow the approach as in the scalar case for
the Helmholtz equation and introduce the equivalent inner product (·, ·)∗ on
V0,εc by
1
(v, w)∗ = curl v · curl w dx , v, w ∈ V0,εc . (4.28)
μ
D
Then we have the analogue of Lemma 4.26:

Lemma 4.31. The norm v∗ = (v, v)∗ is an equivalent norm on V0,εc .
Proof: In contrast to the proof of Lemma 4.26 we use an indirect argument

to show the existence of a constant c > 0 such that
vH(curl,D) ≤ c curl vL2 (D) for all v ∈ V0,εc . (4.29)
This is sufficient because the estimates curl v2L2 (D) ≤ μ∞ v2∗ and
v∗ ≤ (1/μ)∞ vH(curl,D) hold obviously.
Assume that the inequality (4.29) is not satisfied. Then there exists a sequence
(vn ) in V0,εc with vn H(curl,D) = 1 and curl vn → 0 in L2 (D, C3 ) as n
tends to infinity. The sequence (vn ) is therefore bounded in V0,εc . Because
V0,εc is compactly embedded in L2 (D, C3 ) by Theorem 4.24 there exists a
subsequence, denoted by the same symbol, which converges in L2 (D, C3 ).
For this subsequence, (vn ) and (curl vn ) are Cauchy sequences in L2 (D, C3 ).
Therefore, (vn ) is a Cauchy sequence in V0,εc and therefore convergent: vn →
v in H(curl, D) for some v ∈ V0,εc and curl v = 0. Therefore, v ∈ V0,εc ∩
H0 (curl 0, D) = {0} which shows that v vanishes. This contradicts the fact
that vH(curl,D) = 1.
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Now we write (4.27) in the form
(u, ψ)∗ − ω 2 (εc u, ψ)L2 (D) = (εc f, ψ)L2 (D) for all ψ ∈ V0,εc .
Again, we use the representation theorem of Riesz (Theorem A.5) to show

the existence of a linear and bounded operator K̃ : L2 (D, C3 ) → V0,εc with
(ψ, εc u)L2 (D) = (ψ, K̃u)∗ for all ψ ∈ V0,εc and u ∈ L2 (D, C3 ). We carry
out the arguments for the convenience of the reader although they are com-
pletely analogous to the arguments in the proof of Theorem 4.27. For fixed
u ∈ L2 (D, C3 ) the mapping ψ → (ψ, εc u)L2 (D) defines a linear and bounded
functional on V0,εc . Therefore, by the representation theorem of Riesz there
exists a unique g = gu ∈ V0,εc with (ψ, εc u)L2 (D) = (ψ, gu )∗ for all ψ ∈ V0,εc .
We set K̃u = gu . Linearity of K̃ is clear from the uniqueness of the repre-
sentation gu . Boundedness of K̃ from L2 (D, C3 ) into V0,εc follows from the
estimate
K̃u2∗ = (K̃u, K̃u)∗ = (K̃u, εc u)L2 (D) ≤ εc ∞ uL2 (D) K̃uL2 (D)
≤ c εc ∞ uL2 (D) K̃u∗
after division by K̃u∗ . Because V0,εc is compactly embedded in L2 (D, C3 )

we conclude that K = K̃ ◦ J is even compact as an operator from V0,εc
into itself, if we denote by J : V0,εc → L2 (D, C3 ) the compact embedding
operator. Therefore, we can write Eq. (4.27) in the form
(u, ψ)∗ − ω 2 (Ku, ψ)∗ = (K̃f, ψ)∗ for all ψ ∈ V0,εc ;
that is,
u − ω 2 Ku = K̃f in V0,εc . (4.30)
This is again a Fredholm equation of the second kind for u ∈ V0,ε . In partic-
ular, we have existence once we have uniqueness. The question of uniqueness
will be discussed in the next section below.
For the general question of existence we apply again Fredholm’s Theorem A.4
to X = V0,εc with bilinear form u, v = (u, v)∗ = D μ1 curl u · curl v dx
and operator T = ω 2 K. The operator K is self-adjoint. Indeed, Ku, ψ =
(Ku, ψ)∗ = (εc u, ψ)L2 (D) and this is symmetric in u and ψ. Lemma 4.30
tells us that the variational form (4.25) of the cavity problem is solvable for
F ∈ L2 (D, C3 ) if, and only if, the variational problem (4.27) is solvable in
V0,εc for the part f ∈ Ṽ0,εc of F . By Theorem A.4 this is solvable for exactly
those f ∈ Ṽ0,εc such that K̃f is orthogonal to the nullspace of I − ω 2 K with
respect to ·, ·. By Lemma 4.30 v ∈ V0,εc solves (4.27) for f = 0 if, and only
if, v solves (4.25) for F = 0. Also we note that, for v ∈ V0,εc ,

K̃f, v = (εc f, v)L2 (D) = εc (F0 + f ), v L2 (D) = (εc F, v)L2 (D) ;
that is K̃f, v vanishes if, and only if, (εc F, v)L2 (D) vanishes. Furthermore
we note that v solves the homogeneous form of (4.25) if, and only if, v
solves (4.25) with εc replaced by εc . We have thus proven:
Theorem 4.32. The cavity problem (4.21a), (4.21b) has a solution E ∈

H0 (curl, D) and H ∈ H(curl, D) for exactly those source terms Je ∈
L2 (D, C3 ) such that (Je , v)L2 (D) = 0 for all solutions v ∈ H0 (curl, D) of
the corresponding homogeneous form of (4.21a), (4.21b) with σ replaced
by −σ. If, in particular, the boundary value problem admits only the trivial
solution E = 0, H = 0, then the inhomogeneous boundary value prob-
lem (4.21a), (4.21b) has a unique solution (E, H) ∈ H0 (curl, D) × H(curl, D)
for all Je ∈ L2 (D, C3 ).
For the remaining part of this subsection we assume that σ = 0; that is,
εc = ε is real valued. Then we can consider the following eigenvalue problem
by the same arguments.
curl E − iωμ H = 0 in D , (4.31a)

curl H + iωε E = J in D , (4.31b)
for J = 0.
Definition 4.33. The resolvent set consists of all ω ∈ C for which (4.31a),
(4.31b) has a unique solution (E, H) ∈ H0 (curl, D) × H(curl, D) for all
J ∈ L2 (D, C3 ) and such that J → (E, H) is bounded from L2 (D, C3 ) into
H0 (curl, D) × H(curl, D).
We have seen that this eigenvalue problem is equivalent to the corresponding

variational equation (4.27) for u = E ∈ V0,ε (because the right-hand side
vanishes); that is,

1
curl u · curl ψ − ω 2 εu · ψ dx = 0 for all ψ ∈ V0,ε ,
μ
D
which holds even for all ψ ∈ H0 (curl, D) because u ∈ V0,ε . If u solves this
equation, then also its complex conjugate. Therefore, we can assume that
u is real valued which we do for the remaining part of this section for all
functions. Then we write the variational equation in the form
(u, ψ)μ,ε = (ω 2 + 1) (εu, ψ)L2 (D) for all ψ ∈ H0 (curl, D) , (4.32)
where (·, ·)μ,ε had been defined in (4.13b); that is, using the bilinear form
·, · = (·, ·)∗ and the operator K : V0,ε → V0,ε from above,
(u, v)μ,ε = u, v + (εu, v)L2 (D) = u, v + Ku, v . (4.33)
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First we consider ω = 0. We have seen that ω = 0 is in the resolvent set if,

and only if, the operator I − ω 2 K is one-to-one in V0,ε ; that is, 1/ω 2 is in
the resolvent set of K : V0,ε → V0,ε . We note that K is also compact and
self-adjoint with respect to (·, ·)μ,ε . The reason why we take (·, ·)μ,ε instead
of just ·, · as the inner product will be clear in a moment.
The spectrum of K; that is, the complementary set of the resolvent set in
C, consists of 0 and eigenvalues 1/ωn2 which converge to zero. Let us now
consider ω = 0. From the variational equation we conclude for ψ = u that
curl u = 0. Therefore, ω = 0 is an eigenvalue with the infinite dimensional
eigenspace H0 (curl 0, D). We summarize this in the following theorem.
Theorem 4.34. There exists an infinite number of positive eigenvalues ωn ∈

R>0 of (4.31a), (4.31b); that is, there exists a sequence ωn > 0 for n ∈ N
and corresponding real valued functions vn ∈ V0,ε such that

1
curl curl vn − ωn2 ε vn = 0 in D , ν × vn = 0 on ∂D
μ
in the variational form (4.32); that is,

1
curl vn · curl ψ − ωn2 ε vn · ψ dx = 0 for all ψ ∈ H0 (curl, D) .
D μ
(4.34)
The eigenvalues ωn > 0 have finite multiplicity and tend to infinity as n → ∞.
We normalize vn by vn μ,ε = 1 for all n ∈ N, wherethe norm ·μ,ε had been
defined in (4.13b). Then the sets {vn : n ∈ N} and { 1 + ωn2 vn : n ∈ N} form

complete orthonormal systems in V0,ε , (·, ·)μ,ε and in Ṽ0,ε , (ε·, ·)L2 (D) ,
respectively. Furthermore, ω = 0 is also an eigenvalue with infinite dimen-
sional eigenspace H0 (curl 0, D).
Proof: First we note that the variational equation (4.34) has been shown to
hold for ψ ∈ V0,ε only. For ψ ∈ H0 (curl 0, D), however, the variational equa-
tion holds as well because of vn ∈ V0,ε and the definition of V0,ε . From (4.34)
we conclude for ψ = vm that
δn,m = (vn , vm )μ,ε = (ωn2 + 1) (εvn , vm )L2 (D)

which shows that the set { 1 + ωn2 vn : n ∈ N} forms an orthonormal

systems in Ṽ0,ε , (ε·, ·)L2 (D) . It remains to prove completeness of this sys-
tem. But this follows from the fact that V0,ε is dense in Ṽ0,ε . To see this
latter denseness result let v ∈ Ṽ0,ε . By the denseness of C0∞ (D, C3 ) in
L2 (D, C3 ) (see Lemma 4.9) there exists a sequence vn ∈ C0∞ (D, C3 ) with
vn → v in L2 (D, C3 ). The decompositions of vn with respect to the direct
sums H0 (curl, D) = V0,ε + H0 (curl 0) and L2 (D, C3 ) = Ṽ0,ε + H0 (curl 0) are
identical: vn = vn0 + ṽn with vn0 ∈ H0 (curl 0, D) and ṽn ∈ V0,ε . The bound-
edness of the projections yields vn0 → 0 in L2 (D, C3 ) and thus ṽn → v in
L2 (D, C3 ) which ends the proof.
As a particular result of this theorem we recall that {vn : n ∈ N} forms

a complete orthonormal system in the closed subspace V0,ε of H0 (curl, D)
with respect to the inner product (·, ·)μ,ε . The functions vn correspond to the
electric fields E. As we will see now, the corresponding magnetic fields form a
complete orthonormal system in the closed subspace Vμ of H(curl, D), defined
in (4.10c), with respect to the inner product (·, ·)ε,μ , defined in (4.13a). This
symmetry is the reason for using the inner product (·, ·)μ,ε instead of just ·, ·.
Lemma 4.35. Let ωn > 0 and {vn : n ∈ N} ⊆ V0,ε be the complete orthonor-
mal system of V0,ε , defined by (4.34). Then wn := ωn1 μ curl vn ∈ Vμ for all
n, and {wn : n ∈ N} forms a complete orthonormal system in the closed
subspace Vμ of H(curl, D) with respect to the inner product (·, ·)ε,μ , defined
in (4.13a). Furthermore, wn satisfies

1
curl wn · curl ψ − ωn2 μ wn · ψ dx = 0 for all ψ ∈ H(curl, D) .
D ε
(4.35)

Proof: Substituting the definition of wn into (4.34) yields ωn wn ,
curl ψ L2 (D) = ωn2 ε vn , ψ L2 (D) for all ψ ∈ H0 (curl, D), that is wn ∈
H(curl, D) and curl wn = ωn εvn by the definition of the variational curl.
Furthermore, wn ∈ Vμ because for φ ∈ H(curl 0, D) we conclude that
ωn (μ wn , φ)L2 (D) = (curl vn , φ)L2 (D) = (vn , curl φ)L2 (D) = 0 by applying
Green’s theorem in the form (A.16b). To show (4.35) let ψ ∈ H(curl, D).
Then
−1
ε curl wn , curl ψ L2 (D) = ωn (vn , curl ψ)L2 (D)
= ωn (curl vn , ψ)L2 (D) = ωn2 (μ wn , ψ)L2 (D) .
Furthermore, from

(wn , wm )ε,μ = ε−1 curl wn , curl wm L2 (D) + (μ wn , wm )L2 (D)
1 −1
= ωn ωm (ε vn , vm )L2 (D) + μ curl vn , curl vm L2 (D)
ωn ωm

ωn2 1
= + δnm = δnm
1 + ωn2 1 + ωn2
we see that the system {wn : n ∈ N} forms an orthonormal set in Vμ . Also

completeness in Vμ is seen by similar arguments: Let ψ ∈ Vμ such that
(wn , ψ)ε,μ = 0 for all n ∈ N. Then
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0 = (wn , ψ)ε,μ = ε−1 curl wn , curl ψ L2 (D)
+ (μ wn , ψ)L2 (D)
1
= ωn (vn , curl ψ)L2 (D) + (curl vn , ψ)L2 (D)
ωn

1
= ωn + (vn , curl ψ)L2 (D)
ωn
for all n ∈ N. Defining φ = ε−1 curl ψ we note that (ε vn , φ)L2 (D) = 0 for
" #
all n ∈ N. The completeness of the system 1 + ωn2 vn : n ∈ N in Ṽ0,ε
would yield φ = 0 provided we had shown that φ ∈ Ṽ0,ε . But this is the
case because for ρ ∈ H0 (curl 0, D) we have (ε φ, ρ)L2 (D) = (curl ψ, ρ)L2 (D) =
(ψ, curl ρ)L2 (D) = 0. Therefore, curl ψ = 0, thus ψ ∈ H(curl 0, D) ∩ Vμ = {0},
which proves completeness.
As a corollary the analogue of Theorem 4.24 follows.
Corollary 4.36. The closed subspace Vμ is compactly embedded in L2 (D, C3 ).
Proof: The closed subspaces Vμ and V0,ε are isomorphic. Indeed, the iso-
morphism T : V0,ε → Vμ is given by
∞
∞

Tv = αn wn for v = αn vn ∈ V0,ε
n=1 n=1
because of
∞

T v2ε,μ = αn2 = v2μ,ε .
n=1
Then compactness of Vμ follows from the compactness of V0,ε by

Theorem 4.24.
4.2.2 Uniqueness and Unique Continuation
First we consider again the scalar boundary value problem (4.14). For con-
ducting media; that is, complex b ∈ L∞ (D) with Im b > 0 a.e. on D and
real valued a ∈ L∞ (D) with a(x) ≥ a0 for some a0 > 0 we have uniqueness
by Green’s theorem. Indeed, let u ∈ H01 (D) be a solution of (4.14) in the
variational form of Definition 4.25 for f = 0. Substituting ψ = u into the
integral yields
[a |∇u|2 − k 2 b |u|] dx = 0 .
D
Taking the imaginary part yields D

Im b |u|2 dx = 0 and thus u = 0 because
of the assumption on b.
If only Im b ≥ 0 on D and Im b > 0 a.e. on some open subset U of D then,

by the same argument, u vanishes on U . We want to prove that this implies
u = 0 in all of D. This property of a differential equation is called the unique
continuation property. If u was analytic this would follow from an analytic
continuation argument which is well known from complex analysis. However,
for non-analytic coefficients a and b the solution u fails to be analytic.
Before we turn to the unique continuation property we briefly consider the
analogous situation for the boundary value problem (4.21a), (4.21b) for the
Maxwell system. As before, we assume first that the medium is conducting;
that is, σ > 0 in D. By the definition (4.24) of εc this is equivalent to
the assumption that the imaginary part of εc is strictly positive on D. Let
E ∈ H0 (curl, D) be a solution of the homogeneous equation. Inserting v = E
yields
1 2
curl E − ω 2 εc |E|2 dx = 0 ,
μ
D
and thus, taking the imaginary part,

Im εc |E|2 dx = 0
D
from which E = 0 follows because Im εc > 0 on D. Again, if only σ > 0 a.e.

on some open subset U of D then, by the same argument, E vanishes on U .
Our next goal is to prove the unique continuation property of the scalar
equation (4.14) and the Maxwell system (4.21a), (4.21b). As a preparation
we need an interior regularity result. We can prove it by the familiar technique
of transferring the problem into the Sobolev spaces of periodic functions.
For k ∈ N and an open domain D ⊆ R3 the Sobolev space H k (D) is de-
fined as before by requiring that all partial derivatives up to order k exist
in the variational sense and are L2 -functions (compare with Definition 4.1).
The space C ∞ (D) of smooth functions is dense in H k (D). Again, H0k (D) is
the closure of C0∞ (D) with respect to the norm in H k (D).
Let Q = (−R, R)3 ⊆ R3 be a cube containing D in its interior. Then we
k
define Hper (Q) by
/ 0

2 2 k 2
k
Hper (Q) = u ∈ L (Q) : (1 + |n| ) |un | < ∞
n∈Z3
with inner product

3
k (Q) = (2R)
(u, v)Hper (1 + |n|2 )k un vn ,
n∈Z3
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compare with Definition 4.12. Here, un , vn ∈ C are the Fourier coefficients of

u and v, respectively, see (4.9). Then it is easy to show:
Lemma 4.37. The following inclusions hold and are bounded (for any k ∈ N):
H0k (Q) → Hper

k
(Q) → H k (Q) .
Proof: First inclusion: We show this by induction with respect to k. For

k = 0 there is nothing to show. Assume that the assertion is true for k ≥ 0.
Then H0k (Q) ⊆ Hper
k
(Q) and there exists c > 0 such that

(2R)3 (1 + |n|2 )k |un |2 = u2Hper 2
k (Q) ≤ cuH k (Q) for all u ∈ H0k (Q) .
n∈Z3
(4.36)
Let u ∈ C0∞ (Q). Then, by partial differentiation (if nj = 0),

1 −i R
π
n·x 1 iR ∂ −i π n·x
un = u(x) e dx = u(x) e R dx
(2R)3 (2R)3 π nj ∂xj
Q Q

1 iR ∂u i R (j)
(x) e−i R n·x dx = −
π
=− d ,
(2R)3 π nj ∂xj π nj n
Q
(j)
where dn are the Fourier coefficients of ∂u/∂xj . Note that the boundary
term vanishes. By assumption of induction we conclude that (4.36) holds for
u and for ∂u/∂xj . Therefore,

u2H k+1 (Q) = (2R)3 (1 + |n|2 )k+1 |un |2 = (2R)3 (1 + |n|2 )k |un |2
per
n∈Z3 n∈Z3
3

R2 2
+ 2
(2R)3 (1 + |n|2 )k dn(j)
π j=1 3n∈Z
3
R2
≤ cu2H k (Q) + c ∂u/∂xj 2H k (Q) ≤ c u2H k+1 (Q) .
π 2 j=1
This proves boundedness of the embedding with respect to the norm of order
k + 1. This ends the proof of the first inclusion because C0∞ (Q) is dense in
H0k+1 (Q).
For the second inclusion we truncate the Fourier series of u ∈ Hper
k
(Q) into
π
uN (x) = un ei R n·x
|n|≤N
and compute directly
∂ j1 +j2 +j3 uN π j1 +j2 +j3 π

(x) = i un nj11 nj22 nj33 ei R n·x
∂xj11 ∂xj22 ∂x3
j3 R
|n|≤N
and thus for j ∈ N3 with j1 + j2 + j3 ≤ k:

% %
% ∂ j1 +j2 +j3 uN %2 π 2k
% %
% j1 j2 j3 % ≤ (2R)3 |un |2 |n1 |2j1 |n2 |2j2 |n3 |2j3
% ∂x1 ∂x2 ∂x3 % 2 R
L (Q) |n|≤N
π 2k
≤ (2R)3 |un |2 |n|2(j1 +j2 +j3 )
R
|n|≤N
π 2k
≤ uN 2Hper
k (Q) .
R
This proves the lemma by letting N tend to infinity.
We continue with a regularity result.
Theorem 4.38. (Interior Regularity Property)

Let f ∈ L2 (D) and U be an open set with U ⊆ D.
(a) Let u ∈ H 1 (D) be a solution of the variational equation

∇u · ∇ψ dx = f ψ dx for all ψ ∈ C0∞ (D) . (4.37)
D D
Then u|U ∈ H 2 (U ) and Δu = −f in U .

(b) Let u ∈ L2 (D) be a solution of the variational equation

u Δψ dx = − f ψ dx for all ψ ∈ C0∞ (D) . (4.38)
D D
Then u|U ∈ H 2 (U ) and Δu = −f in U .
Proof: For both parts we restrict the problem to a periodic problem in a

cube by using a partition of unity. Indeed, let ρ > 0 such that ρ < dist(U, ∂D).
Then
- the open balls B3 (x, ρ) are in D for every x ∈ U . Furthermore, U ⊆
B 3 (x, ρ). Because U is compact there exist finitely many open balls
x∈U -m
B3 (xj , ρ) ⊆ D for xj ∈ U , j = 1, . . . , m, with U ⊆ j=1 B3 (xj , ρ). For
abbreviation we set Bj = B3 (xj , ρ). We choose a partition of unity; that is,
ϕj ∈ C0∞ (Bj ) with ϕj ≥ 0 and j=1 ϕj (x) = 1 for all x ∈ U .
m
m
Let now uj (x) = ϕj (x)u(x), x ∈ D. Then j=1 uj = u on U and uj ∈ H01 (D)
has support in Bj .
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Proof of (a): For ψ ∈ C0∞ (D) and any j ∈ {1, . . . , m} we have that

∇uj · ∇ψ dx = ϕj ∇u · ∇ψ + u ∇ϕj · ∇ψ dx
D
D

= ∇u · ∇(ϕj ψ) − ψ ∇u · ∇ϕj − ψ u Δϕj − ψ ∇u · ∇ϕj dx
D

= ϕj f − 2 ∇u · ∇ϕj − u Δϕj ψ dx
D
= gj ψ dx
D
with gj = ϕj f − 2 ∇u · ∇ϕj − u Δϕj ∈ L2 (D) . Because the support of

ϕj is contained in Bj this equation restricts to

∇uj · ∇ψ dx = gj ψ dx for all ψ ∈ H01 (D) . (4.39)
Bj Bj
Let now R > 0 such that D ⊆ Q = (−R, R)3 . We fix j ∈ {1, . . . , m} and

∈ Z and set ψ (x) = exp(−i(π/R) · x). Because Bj ⊆ D we can find
a function ψ̃ ∈ C0∞ (D) with ψ̃ = ψ on Bj . Substituting ψ̃ into (4.39)
yields
∇uj · ∇ψ dx = gj ψ dx . (4.40)
Bj Bj
We can extend the integrals to Q because uj and gj vanish outside of Bj .

Now we expand uj and gj into Fourier series of the form
π
π
uj (x) = an ei R n·x and gj (x) = bn ei R n·x
n∈Z n∈Z
and substitute this into Eq. (4.40). This yields

π 2
an n · e i(n−)·x
dx = bn ei(n−)·x dx .
R Q Q
n∈Z n∈Z
From the orthogonality of the functions exp(i(π/R) n · x) we conclude

2 2 2
that
(π/R) a || = b . Because ∈Z |b | < ∞ we conclude that
4 2 2
m∈Z || |a | < ∞; that is, u j ∈ Hm
per (Q) ⊆ H 2 (Q). Therefore, also
2 2
j=1 uj ∈ H (Q) and thus u|U = j=1 uj |U ∈ H (U ). This proves
part (a).
Proof of (b): We proceed very similarly and show that u ∈ H 1 (D). Then
part (a) applies and yields the assertion. For ψ ∈ C0∞ (D) and any j ∈
{1, . . . , m} we have that

uj Δψ dx = u ϕj Δψ dx
D
D
= u Δ(ϕj ψ) − 2 ∇ϕj · ∇ψ − ψ Δϕj dx
D

= f ϕj − u Δϕj ψ dx − 2 u ∇ϕj · ∇ψ dx
D D
= gj ψ dx − Fj · ∇ψ dx
D D
with gj = f ϕj − u Δϕj ∈ L2 (D) and Fj = 2u ∇ϕj ∈ L2 (D, C3 ). As in

the proof of (a) we observe that the domain of integration is Bj . Therefore,
we can again take ψ (x) = exp(−i(π/R) · x) for ψ and modify it outside
of Bj such that it is in C0∞ (D). With the Fourier series
π π π
uj (x) = an ei R n·x , gj (x) = bn ei R n·x , and Fj (x) = cn ei R n·x
n∈Z n∈Z n∈Z
we conclude that
π 2 π
− a ||2 = b + i · c for all ∈ Z ,
R R
2
2 2
and thus || |a | ≤ c |b | + || |c | which proves that ∈Z (1 + || ) |a | ≤
2
c̃ ∈Z |b | + |c |2 < ∞ and thus uj ∈ Hper 1
(Q) ⊆ H 1 (Q).
Remarks:
(a) If f ∈ H k (D) for some k ∈ N, then u|U ∈ H k+2 (U ) by the same

arguments, applied iteratively. Indeed, we have just shown it for k = 0.
If it is true for k − 1 and if f ∈ H k (D), then gj ∈ H k (D) (note that
uBj ∈ H0k+1 (Bj ) by assumption of induction!) and thus uj ∈ H k+2 (D).
(b) This theorem holds without any regularity assumptions on the boun-
dary ∂D. Without further assumptions on ∂D and the boundary data
u|∂D we cannot assure that u ∈ H 2 (D).
The proof of the following fundamental result is taken from [7, Section 8.3].
The proof itself goes back to Müller [22] and Protter [26].
Theorem 4.39. (Unique Continuation Property)

Let D ⊆ R3 be a domain; that is, a nonempty, open and connected set, and
u1 , . . . , um ∈ H 2 (D) be real valued such that

m
" #
|Δuj | ≤ c |u | + |∇u | in D for j = 1, . . . , m . (4.41)
=1
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If uj vanish in some open set U ⊆ D for all j = 1, . . . , m, then uj vanish

identically in D for all j = 1, . . . , m.
Proof: Let x0 ∈ U and R ∈ (0, 1) such that B[x0 , R] ⊆ D. We show that uj

vanishes in B[x0 , R/2]. This is sufficient because for every point x̂ ∈ D we
can find finitely many balls B(x , R ) = 0, . . . , p, with R ∈ (0, 1), such that
B(x , R /2) ∩ B(x−1 , R−1 /2) = ∅ for all = 1, . . . , p and x̂ ∈ B(xp , Rp /2).
Then one concludes uj (x̂) = 0 for all j by iteratively applying the first step.
We choose the coordinate system such that x0 = 0. First we fix j and write
u for uj . Let ϕ ∈ C0∞ B3 (0, R) with ϕ(x) = 1 for |x| ≤ R/2 and define
û, v̂ ∈ H02 (D) by û(x) = ϕ(x)u(x) and

exp(|x|−n ) û(x) , x = 0 ,
v̂(x) =
0, x = 0,
for some n ∈ N. Note that, indeed, v̂ ∈ H 2 (D) because û vanishes in the

neighborhood U of x0 = 0. Then, with r = |x|,

−n 2n ∂v̂ n n
Δû(x) = exp(−r ) Δv̂(x) + n+1 (x) + n+2 − n + 1 v̂(x) .
r ∂r r rn
Using the inequality (a + b)2 ≥ 4ab and calling the middle term in the above
expression b, we see that
2 8n exp(−2r−n ) ∂v̂ 9 n n :
Δû(x) ≥ (x) Δv̂(x) + − n + 1 v̂(x)
rn+1 ∂r rn+2 rn
for allmost all x. From now on we drop the argument x. Multiplication with
exp(2r−n ) rn+2 and integration yields

−n 2 ∂v̂ 9 n n :
exp(2r ) r n+2
(Δû) dx ≥ 8n r Δv̂ + n+2 − n + 1 v̂ dx .
∂r r rn
D D
(4.42)
We show that

∂v̂ 1
r (x) Δv̂(x) dx = |∇v̂(x)|2 dx and (4.43a)
∂r 2
D D

1 ∂v̂ m−2 v̂(x)2
m
v̂(x) (x) dx = dx for any integer m . (4.43b)
r ∂r 2 rm+1
D D
Indeed, proving the first equation we note that r ∂ v̂

∂r = x·∇v̂ and ∇ (x · ∇v̂) =
3
e(j) ∂x
∂ v̂
j
+ xj ∇ ∂x
∂ v̂
j
and thus
j=1
3
∂v̂ 1
∇ (x · ∇v̂) · ∇v̂ = |∇v̂|2 + xj ∇ · ∇v̂ = |∇v̂|2 + x · ∇ |∇v̂|2 .
j=1
∂xj 2
Since all boundary terms vanish, by partial integration we obtain

∂v̂ ∂v̂ 1
r Δv̂ dx = − ∇ r · ∇v̂ dx = − |∇v̂|2 + x · ∇ |∇v̂|2 dx
∂r ∂r 2
D D D

2 1 2 1
= − |∇v̂| dx + div x |∇v̂| dx = |∇v̂|2 dx .
2 2
D D = 3 D
This proves Eq. (4.43a). For Eq. (4.43b) we have, using polar coordinates and
partial integration,
R
1 ∂v̂ 1 ∂v̂ v̂ ∂v̂ 2
v̂ dx = v̂ dx = r ds dr
rm ∂r rm ∂r rm ∂r
D B(0,R) 0 S2
R
∂ 1 ∂ 1 1
=− v̂ v̂ ds dr = − v̂ v̂ dx
r m−2
∂r ∂r r m−2 r2
0 S2 D

1 ∂v̂ v̂ 2
=− v̂ dx + (m − 2) dx
rm ∂r rm+1
D D
which proves Eq. (4.43b). Substituting (4.43a) and (4.43b) for m = 2n + 1

and m = n + 1 into the inequality (4.42) yields

−n 2 2 3 v̂ 2
exp(2r ) r n+2
(Δû) dx ≥ 4n |∇v̂| dx + 4n (2n − 1) dx
r2n+2
D D D

v̂ 2
− 4n2 (n − 1)2 n+2
dx
r
D

v̂ 2
≥ 4n |∇v̂|2 dx + 4n2 (n2 + n − 1) dx
r2n+2
D D
where in the last step we used r ≤ R ≤ 1. Now we replace the right-hand

side by û again. With v̂(x) = exp(r−n )û(x) we have
) x *
∇v̂(x) = exp(r−n ) ∇û(x) − n r−n−1 û(x)
r
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and thus, using |a − b|2 ≥ 12 |a|2 − |b|2 for any vectors a, b ∈ R3 ,

∇v̂(x)2 ≥ exp(2r−n ) 1 ∇û(x)2 − n2 r−2n−2 û(x)2 .
2
Substituting this into the estimate above yields

exp(2r−n ) rn+2 (Δû)2 dx (4.44)
D

≥ 2n exp(2r−n ) |∇û|2 dx
D

2 2 3 û2
+ 4n (n + n − 1) − 4n dx exp(2r−n )
r2n+2
D

û2
= 2n exp(2r−n ) |∇û|2 dx + 4n2 (n2 − 1) exp(2r−n ) 2n+2 dx
r
D D

û2
≥ 2n exp(2r−n ) |∇û|2 dx + 2n4 exp(2r−n ) n+2 dx (4.45)
r
D D
for n ≥ 2. Up to now we have not used the estimate (4.41). We write now
uj and ûj for u and û, respectively. From this estimate, the inequality of
Cauchy–Schwarz, and the estimate (a + b)2 ≤ 2a2 + 2b2 we have the following
estimate

m
" # R
Δûj (x)2 = Δuj (x)2 ≤ 2m c2 |u (x)|2 + |∇u (x)|2 for |x| < .
2
=1
Therefore, from (4.45) for uj we conclude that

−n 2 4
u2j
2n exp(2r ) |∇uj | dx + 2n exp(2r−n ) dx
r2n+2
|x|≤R/2 |x|≤R/2

≤ exp(2r−n ) rn+2 (Δûj )2 dx
D

m
2
≤ 2mc exp(2r−n ) rn+2 |u |2 + |∇u |2 dx
=1
|x|≤R/2

+ exp(2r−n )rn+2 (Δûj )2 dx .
R/2≤|x|≤R
−n
We set ψn (r) = exp(2r
r 2n+2
)
for r > 0 and note that ψn is monotonously
decreasing. Also, because r ≤ 1 (and thus rn+2 ≤ r−2n−2 ),

2n exp(2r−n ) |∇uj |2 dx + 2n4 ψn (r) u2j dx
|x|≤R/2 |x|≤R/2
⎧ ⎫
m ⎪
⎨ ⎪
⎬
≤ 2mc2 ψn (r) u2 dx + exp(2r−n ) |∇u |2 dx
⎪ ⎪
=1 ⎩ |x|≤R/2 |x|≤R/2
⎭
+ ψn (R/2)Δûj 2L2 (D) .
Now we sum with respect to j = 1, . . . , m and combine the matching terms.

This yields

m
m
2(n − m2 c2 ) exp(2r−n ) |∇uj |2 dx + 2(n4 − m2 c2 ) ψn (r) u2j dx
j=1 j=1
|x|≤R/2 |x|≤R/2

m
≤ ψn (R/2) Δûj 2L2 (D) .
j=1
For n ≥ m2 c2 we conclude that

m
m
2(n4 − m2 c2 ) ψn (R/2) u2j dx ≤ 2(n4 − m2 c2 ) ψn (r) u2j dx
j=1 j=1
|x|≤R/2 |x|≤R/2

m
≤ ψn (R/2) Δûj 2L2 (D)
j=1
and thus

m m
1
u2j dx ≤ 4 2 2
Δûj 2L2 (D)
j=1
2(n − m c ) j=1
|x|≤R/2
The right-hand side tends to zero as n tends to infinity. This proves uj = 0

in B(0, R/2).
Now we apply this result to the scalar boundary value problem (4.14) and the
boundary value problem (4.21a), (4.21b) for the Maxwell system. We begin
with the scalar problem.
Theorem 4.40. Let D ⊆ R3 be a bounded domain and a ∈ C 1 (D) be real

valued and a ≥ a0 on D for some a0 > 0. Furthermore, let b ∈ L∞ (D)
be complex valued with Im b ≥ 0 on D and Im b > 0 a.e. on some open
subset U of D. Then the boundary value problem (4.14) has a unique solution
u ∈ H01 (D) for every f ∈ L2 (D).
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Proof: By Theorem 4.27 it suffices to prove uniqueness. Let u ∈ H01 (D) be a

solution for f = 0. We have seen above that u vanishes on U , and it remains
to show that u vanishes everywhere on D. In view of Theorem 4.39 we have
first to show that u ∈ H 2 (V ) for every domain V with V ⊆ D.
Let ϕ ∈ C0∞ (D) and define ψ = a1 ϕ on D. Then ψ ∈ C01 (D) and ∇ϕ =
a∇ψ + ψ∇a. Substituting a∇ψ and ψ into the variational equation yields

1 b
∇u · ∇ϕ − ϕ ∇a · ∇u − k 2 u ϕ dx = 0
D a a
that is, D ∇u · ∇ϕ dx = D f ϕ dx for all ϕ ∈ C0∞ (D) where f = a1 ∇a · ∇u +

k 2 ab u. Then f ∈ L2 (D), and by Theorem 4.38 we conclude that u ∈ H 2 (V )
for any open set with V ⊆ D. Furthermore, from the differential equation we
have the estimate
1 b∞
|Δu(x)| ≤ ∇a∞ |∇u(x)| + k 2 |u(x)| on V .
a0 a0
From this we conclude an estimate of the type (4.41) for the real and
imaginary parts of u; that is, u1 = Re u and u2 = Im u. Application of
Theorem 4.39 to any open domain V with U ⊆ V and V ⊆ D yields that u
vanishes in such domains V . This implies that u vanishes in D and ends the
proof.
We now turn to the Maxwell case and transform Maxwell’s equations to the
vector Helmholtz equation. We need weaker smoothness conditions on εc if
we work with the magnetic field—provided μ is constant which is the case
for many materials. Thus, let us consider this case.
Theorem 4.41. Let μ > 0 constant, εc ∈ C 1 (D) with Im εc > 0 on some

open set U ⊆ D. Then there exists a unique solution E ∈ H0 (curl, D) of the
boundary value problem (4.25) for every F ∈ L2 (D, C3 ).
Proof: Again, it suffices to prove uniqueness. Let F = 0 and E ∈ H0 (curl, D)

be the corresponding solution of (4.25). We have shown at the beginning of
1
this subsection that E vanishes on U . Therefore, also H = iωμ curl E = 0
in U . By Lemma 4.29, the magnetic field H satisfies

1
curl H · curl ψ − ω 2 μ H · ψ dx = 0 for all ψ ∈ H(curl, D) . (4.46)
εc
D
If we choose ψ = ∇φ for some φ ∈ H01 (D), then we have

H · ∇φ dx = 0 for all φ ∈ H01 (D) ,
D
which is the variational form of div H = 0.

If all of the functions were sufficiently smooth, we just would rewrite the
equation for H in the form
2 1
0 = εc curl ε−1 2
c curl H − ω εc μ H = curl H + εc ∇ × curl H − ω 2 εc μ H ,
εc
and thus, because div H = 0 and curl2 = ∇ div −Δ,

1 1
ΔH = εc ∇ × curl H − ω 2 εc μ H = curl H × ∇εc − ω 2 εc μ H .
εc εc
We derive this formula also by the variational equation. Indeed, we set ψ =
εc ψ̃ for some ψ̃ ∈ C0∞ (D, C3 ). Then ψ̃ ∈ H0 (curl, D) and therefore, because
curl ψ = εc curl ψ̃ + ∇εc × ψ̃,

1
curl H · curl ψ̃ + curl H · (∇εc × ψ̃) − ω 2 μεc H · ψ̃ dx = 0
εc
D
for all ψ̃ ∈ C0∞ (D, C3 ) , which we write as

curl H · curl ψ̃ dx = G · ψ̃ dx for all ψ̃ ∈ C0∞ (D, C3 ) ,
D D
where G = − ε1c curl H × ∇εc + ω 2 μεc H ∈ L2 (D, C3 ). Partial integration

yields

2
G · ψ̃ dx = H · curl ψ̃ dx = − H · Δψ̃ dx + H · ∇ div ψ̃ dx
D
D D D

=− H · Δψ̃ dx .
D
Here we used the fact that D H ·∇ div ψ̃ dx = 0 because div ψ̃ ∈ H01 (D). This
holds for all ψ̃ ∈ C0∞ (D, C3 ). By the interior regularity result of Theorem 4.38
we conclude that H ∈ H 2 (U, C3 ) for all domains U with U ⊆ D, and ΔH =
−G = ε1c curl H × ∇εc − ω 2 μεc H in U . Because every component of curl H
is a combination of partial derivatives of H for ∈ {1, 2, 3} we conclude the
existence of a constant c > 0 such that
3

|ΔHj | ≤ c |∇H | + |H | in D for j = 1, 2, 3 .
=1
Therefore, all of the assumptions of Theorem 4.39 are satisfied and thus
H = 0 in all of U . This implies that also E = 0 in U . Because U is an
arbitrary domain with U ⊆ D we conclude that E = 0 in D.
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4.3 The Time-Dependent Cavity Problem 207
Remarks:
(a) The proof of the theorem can be modified for μ ∈ C 2 (D). Instead of
div H = 0 we have that 0 = div(μH) = ∇μ · H + μ div H, thus

2 1
curl H = −ΔH + ∇ div H = −ΔH − ∇ ∇μ · H
μ
= −ΔH − ∇ ∇(ln μ) · H
3
∂ ln μ ∂ ln μ
= −ΔH − ∇ Hj + ∇Hj
j=1
∂xj ∂xj
and this can be treated in the same way. Here we argue classically, but
all of the arguments hold also in the weak case.
(b) The assumption εc ∈ C 1 (D) is very restrictive. One can weaken this
assumption to the requirement that εc is piecewise continuously differen-
tiable. We refer to [21, Section 4.6].
4.3 The Time-Dependent Cavity Problem
The spectral theorem of the previous section allows it to treat the full
time-dependent system of Maxwell’s equations. We begin again with the
initial-boundary value problem for the scalar wave equation in some bounded
Lipschitz domain D ⊆ R3 and some interval (0, T ).
1 ∂2u
(t, x) − div a(x) ∇u(t, x) = f (t, x) , (t, x) ∈ (0, T ) × D ,
c(x)2 ∂t2
(4.47a)
u(t, x) = 0 for (t, x) ∈ (0, T ) × ∂D , (4.47b)
∂u
u(0, x) = u0 (x) and (0, x) = u1 (x) for x ∈ D . (4.47c)
∂t
We make the following assumptions on the data:
Assumptions:
• a, c ∈ L∞ (D) with a(x) ≥ a0 and c(x) ≥ c0 on D for some a0 > 0 and

c0 > 0,

• f ∈ L2 (0, T ) × D ,
• u0 ∈ H01 (D), u1 ∈ L2 (D).
In this section we assume that all functions are real-valued. We set b(x) =
1/c(x)2 for abbreviation. Then b ∈ L∞ (D) and b(x) ≥ b0 = 1/c2∞ on D.
The solution has to be understood in a variational sense. To motivate this we

multiply the differential equation (4.47a) by some ψ ∈ C 1 ([0, T ] × D) with
ψ(0, x) = ψ(T, x) = 0 for all x ∈ D and integrate by parts with respect to t
and use Green’s first formula with respect to x. This yields
T
∂u ∂ψ
b(x) (t, x) (t, x) − a(x) ∇u(t, x) · ∇ψ(t, x) dx dt
∂t ∂t
0 D
T
=− f (t, x) ψ(t, x) dx dt ,
0 D
or, using the notation ut = ∂u/∂t and the inner product in L2 (D),
T ) *

b ut (t, ·), ψt (t, ·) L2 (D)
− a∇u(t, ·), ∇ψ(t, ·) L2 (D)
dt
0
T

=− f (t, ·), ψ(t, ·) L2 (D)
dt .
0
We will require different smoothness properties of u with respect to t and x.

This leads to the so-called anisotropic function spaces. In particular, the
solution has to be differentiable with respect to t (in a sense to be explained
in a moment). It is convenient to consider u to be a function in t with values
u(t) in some function space with respect to x. We have taken this point of
view already when we wrote u(t, ·). To make this idea precise, we recall the
notion of a Frechét-differentiable function for this case.
Definition 4.42. Let V be a normed space (over R) and f : [0, T ] → V a

function with values in V .
(a) The function f is continuous in some t0 ∈ [0, T ] if lim f (t) − f (t0 )V =
t→t0
0. The space of continuous functions on [0, T ] is denoted by C[0, T ; V ].
(b) The %function f is differentiable
% in t0 ∈ [0, T ] with value f (t0 ) ∈ V if
% f (t)−f (t0 ) %
lim % t−t0 − f (t0 )% = 0. The space of continuously differentiable
t→t0 V
functions is denoted by C 1 [0, T ; V ].
Remark: If V is a Hilbert space with inner product (·, ·)V , then the fol-
lowing
product
rule holds. For f, g ∈ C 1 [0, T ; V ] the scalar function h(t) =
f (t), g(t) V , t ∈ [0, T ], is differentiable and
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h (t) = f (t), g(t) V
+ f (t), g (t) V
, t ∈ [0, T ] .
The proof uses the same arguments as in the case where V = Rn .
We define the solution space X of the initial-boundary value problem to be
X = C 0, T ; H01 (D) ∩ C 1 0, T ; L2 (D) (4.48a)
and equip X with the weighted norm

√ √
uX = max a ∇u(t)L2 (D) + max b u (t)L2 (D) . (4.48b)
0≤t≤T 0≤t≤T
Lemma 4.43. X is a Banach space. The norm is equivalent to
u → max u(t)H 1 (D) + max u (t)L2 (D) .

0≤t≤T 0≤t≤T
√
Proof: The equivalence is clear because a ∇uL2 (D) is equivalent to the
√
ordinary norm in H01 (D) by Lemma 4.26 and b · L2 (D) is equivalent to
the ordinary norm in L2 (D) by the boundedness of b and 1/b. All properties
of a normed space are very easy to see. Only the proof of completeness is a
little more delicate, but follows the same arguments as in the proofs of the
completeness of C[0, T ] and C 1 [0, T ].
Definition 4.44. u is a (weak) solution of the initial-boundary value prob-

lem (4.47a)–(4.47c) if u ∈ X such that u(0) = u0 , u (0) = u1 and
T ) *

b u (t), ψ (t) L2 (D)
− a∇u(t), ∇ψ(t) L2 (D)
dt
0
T

= − f (t, ·), ψ(t) L2 (D)
dt (4.49)
0
for all ψ ∈ X with ψ(0) = ψ(T ) = 0.
We note that t → f (t, ·) is in L2 (D) by Fubini’s theorem and

T
0
f (t, ·)2L2 (D) dt = f 2L2 ((0,T )×D) . Therefore, the right-hand side of (4.49)
is well defined.
The following analysis makes use of the spectral theorem (Theorem 4.28).
We recall from this theorem that there exist eigenvalues kn ∈ R and corre-
sponding eigenfunctions {vn ∈ H01 (D) : n ∈ N} such that

a ∇vn · ∇ϕ − kn2 b vn ϕ dx = 0 for all ϕ ∈ H01 (D) ;
D
that is, using again the notion of the inner product (u, v)∗ = D
a ∇u · ∇v dx
in H01 (D),
(vn , ϕ)∗ = kn2 (b vn , ϕ)L2 (D) for all ϕ ∈ H01 (D) . (4.50)
1
1the set {vn ∈ H0 (D) : n ∈ N} forms a complete orthonormal
Furthermore,
{kn vn : n ∈ N} forms a complete orthonormal
system in H0 (D), (·, ·)∗ , and
system in L2 (D), (b·, ·)L2 (D) , see Theorem 4.28.
First we prove uniqueness.
Theorem 4.45. There exists at most one solution u ∈ X of (4.49).
Proof: Let u be the difference of two solutions. Then u solves the problem

for u0 = 0, u1 = 0, and f = 0. We define cn (t) by cn (t) = u(t), vn ∗ for
n ∈ N. Then cn ∈ C 1 [0, T ]. We choose any ϕ ∈ C 1 [0, T ] such that ϕ(0) =
ϕ(T ) = 0 and set ψ(t) = ϕ(t)vm for an arbitrary m ∈ N. We compute the
inner products in (4.49) by using the orthogonality of vn with respect to (·, ·)∗
and of kn vn with respect to (b ·, ·)L2 (D) . This yields
1
b u (t), ψ (t) L2 (D) = ϕ (t) b u (t), vm L2 (D) = 2 cm (t) ϕ (t) ,
km

a∇u(t), ∇ψ(t) L2 (D) = u(t), ψ(t) ∗ = ϕ(t) u(t), vm ∗ = cm (t) ϕ(t) .
Inserting this into (4.49) yields

T
1
c (t) ϕ (t) − cm (t) ϕ(t) dt = 0
2 m
0 km
for all such ϕ and all m. Now we use Lemma 4.46 below which yields that
cm ∈ C 2 [0, T ] and cm (t) + kn2 cm (t) = 0 on [0, T ]. Using the initial conditions
cm (0) = 0 and cm (0) = 0 yields cm (t) = 0 for all t. This holds for all m ∈ N.
The completeness of the system {vn : n ∈ N} implies that u(t) vanishes for
all t.
It remains to prove the following lemma which is sometimes called the Fun-
damental Theorem of Calculus of Variations.
Lemma 4.46. Let h ∈ C 1 [0, T ] and g ∈ C[0, T ] such that

T
h (t) ϕ (t) − g(t) ϕ(t) dt = 0 for all ϕ ∈ C 1 [0, T ] with ϕ(0) = ϕ(T ) = 0 .
0
Then h ∈ C 2 [0, T ] and h (t) + g(t) = 0 for all t ∈ [0, T ] .

t
Proof: Define g̃(t) = 0 g(s)ds for t ∈ [0, T ]. Then g̃ ∈ C 1 [0, T ]. We substi-
tute g into the variational equation and use partial integration. This yields
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T T
h (t) + g̃(t) ϕ (t) dt = c(t) ϕ (t) dt = 0
0 0
=: c(t)
for all ϕ ∈ C 1 [0, T ] with ϕ(0) = ϕ(T ) = 0 .

t T
Let now ρ ∈ C[0, T ] be arbitrary. Define ϕ(t) = 0 ρ(s)ds − Tt 0
ρ(s)ds for
t ∈ [0, T ]. Then ϕ ∈ C 1 [0, T ] with ϕ(0) = ϕ(T ) = 0. Therefore,
T T T
1 T
0= c(t) ϕ (t) dt = c(t) ρ(t) dt − ρ(s) ds c(t) dt
0 0 T 0 0
+ ,
T
1 T
= ρ(t) c(t) − c(s) ds dt.
0 T 0
Because this holds for all ρ ∈ C[0, T ] we conclude that c(t) = T1 0 c(s) ds
T
for all t. Therefore, c is constant and thus h = −g̃ + c ∈ C 1 [0, T ] and

h (t) + g(t) = 0 for all t ∈ [0, T ].
We can draw a second conclusion from this lemma.
Corollary 4.47. Let f ∈ C[0, T ; L2 (D)] and u ∈ X be a solution

of (4.49).
Then, for all ψ ∈ H01 (D) the scalar function t → b u(t), ψ L2 (D) is twice
continuously differentiable and
d2
2
b u(t), ψ L2 (D) + a ∇u(t), ∇ψ L2 (D) = f (t, ·), ψ L2 (D) (4.51)
dt
for all t ∈ [0, T ].
Proof: Let ψ ∈ H01 (D) and ϕ ∈ C 1 [0, T ] with ϕ(0) = ϕ(T ) = 0. We insert
ϕψ into (4.49) which yields
T
d
ϕ (t) b u(t), ψ L2 (D) − ϕ(t) a∇u(t), ∇ψ) L2 (D) dt
dt
0
T

= − ϕ(t) f (t, ·), ψ L2 (D) dt .
0

Now we apply Lemma 4.46 to h(t) = b u(t), ψ L2 (D) and g(t) = a∇u(t),

∇ψ) L2 (D) − f (t, ·), ψ L2 (D) which yields the assertion because h is differ-
entiable and g continuous.
The following simple result will be useful for the proofs of existence.
Lemma 4.48. Let H be a Hilbert space with complete

orthonormal system
and γn > 0 with cn (t) ≤ γn for all t ∈ [0, T ]
{hn : n ∈ N}. Let cn ∈ C[0, T ]
∞
and n ∈ N where γn > 0 with n=1 γn2 < ∞. Define formally
∞

u(t) = cn (t) hn , t ∈ [0, T ] .
n=1
∞
Then u ∈ C[0, T ; H] and u2C[0,T ;H] ≤ n=1 γn2 .
Proof: Let uN be the truncated series; that is,

N
uN (t) = cn (t) hn , t ∈ [0, T ] .
n=1
Then uN ∈ C[0, T ; H]. We show that (uN ) is a Cauchy sequence in C[0, T ; H].
Indeed, for N > M we have

N
N
uN (t) − uM (t)2H = cn (t)2 ≤ γn2 .
n=M +1 n=M +1
Taking the maximum yields

N
uN − uM 2C[0,T ;H] ≤ γn2
n=M +1
and this tends to zero as N, M tend to infinity. Therefore, (uN ) is a Cauchy

sequence in C[0, T ; H] and thus convergent.
We will apply this result first to the case where H = H01 (D) with inner
product (·, ·)∗ and complete orthonormal system {vn : n ∈ N} and then to
H = L2 (D) with inner product (b·, ·)L2 (D) and complete orthonormal system
{kn vn : n ∈ N}. This yields the following corollary:

Corollary
4.49. Let cn ∈ C 1 [0, T ] and γn > 0 with cn (t) ≤ γn and
cn (t) ≤ kn γn for all t ∈ [0, T ] and n ∈ N where γn > 0 with ∞ γn2 < ∞.
n=1
Define formally
∞
u(t) = cn (t) vn , t ∈ [0, T ] .
n=1
∞
Then u ∈ X and u2X ≤2 n=1 γn2 .

Proof: Application of the previous lemma to cn in H01 (D), (·, ·)∗ with
respect to the orthonormal system {vn : n ∈ N} yields that u ∈ C[0, T ; H01 (D)]
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∞
and u2C[0,T ;H 1 (D)] ≤ n=1 γn2 . Then we apply the lemma to u with coef-
c
0

ficients knn in L2 (D), (b·, ·)L2 (D) with respect to the orthonormal system
{kn vn : n ∈ N}. This proves that u ∈ C[0, T ; L2 (D)] and u 2C[0,T ;L2 (D)] ≤
∞ 2 |cn |
n=1 γn because also kn ≤ γn for all t and n. Adding the results yields the
assertion.
To prove existence we first consider the case of no source; that is, f = 0.
Theorem 4.50. For every u0 ∈ H01 (D) and u1 ∈ L2 (D) there exists a unique
solution u of (4.49) for f = 0 such that u(0) = u0 and u (0) = u1 . The
solution is given by
∞

u(t) = αn cos(kn t) + βn sin(kn t) vn , t ∈ [0, T ] ,
n=1
where αn and βn are the expansion coefficients of u0 ∈ H01 (D) and u1 ∈

L2 (D) with respect to {vn : n ∈ N} and {kn vn : n ∈ N}, respectively; that is,
∞
∞

u0 = αn v n , u1 = β n kn v n .
n=1 n=1
Furthermore, the solution operator (u0 , u1 ) → u is bounded from H01 (D) ×

L2 (D) into X.
Proof: To show that u ∈ X we apply the previous corollary with cn (t) =

αn cos(kn t) + βn sin(kn t). The assumptions are obviously satisfied because
cn (t)2 ≤ γn2 := 2αn2 + 2βn2 for all t ∈ [0, T ] and n ∈ N and, analo-
∞
gously, |cn (t)| ≤ kn γn for all t ∈ [0, T ] and n ∈ N and n=1 αn2 + βn2 =
u0 2∗ + u1 2L2 (D,b dx) . Application of Corollary 4.49 yields u ∈ X. Further-
∞ ∞
more, u(0) = n=1 αn vn = u0 and u (0) = n=1 kn βn vn = u1 . It remains
to provethat u satisfies (4.49) for f = 0. Let ψ ∈ X and expand ψ(t) as
∞
ψ(t) = n=1 ψn (t) vn . Using the orthogonality of {vn : n ∈ N} with respect
to (·, ·)∗ and of {kn vn : n ∈ N} with respect to (b·, ·)L2 (D) we conclude
T )
*
bu (t), ψ (t) L2 (D)
− u(t), ψ(t) ∗ dt
0
∞

T
1
= c (t)ψn (t) − cn (t)ψn (t) dt ,
n=1 0
kn2 n
where again cn (t) = αn cos(kn t) + βn sin(kn t) are the expansion coefficients

of u(t). Let n ∈ N be fixed. Using partial integration we conclude
T T
1 1
c (t)ψn (t) − cn (t)ψn (t) dt = − c (t) + cn (t) ψn (t) dt = 0
kn2 n kn2 n
0 0
by the special form of cn (t). Therefore, u satisfies (4.49) for f = 0.

Let now f ∈ L2 (0, T ) × D be arbitrary. We construct a particular solu-
tion of the inhomogeneous
variational equation (4.49). We note that 1b f ∈
L (0, T ) × D and, therefore, 1b f (t, ·) can be expanded with
2
respect to the
orthonormal system {kn vn : n ∈ N} in L2 (D), (b·, ·)L2 (D) ; that is,
∞
1
f (t, ·) = fn (t) kn vn with fn (t) = f (t, ·), kn vn L2 (D)
, n ∈ N.
b(·) n=1
(4.52)
2

∞ Let f ∈ L (0, T ) × D with coefficients fn (t) of (4.52).
Theorem 4.51.
Then û(t) = n=1 an (t) vn , t ∈ [0, T ], with coefficients

1 T
an (t) = − sin kn |t − s| fn (s) ds , t ∈ [0, T ] , n ∈ N , (4.53)
2 0
is a particular
of (4.49). Furthermore, the operator f → û is bounded
solution
from L2 (0, T ) × D into X.
Proof: First we note that û ∈ X. Indeed, we observe that an ∈ C 1 [0, T ] and

2
|an (t)|2 ≤ 14 0 |fn (s)| ds ≤ T4 0 |fn (s)|2 ds for all t ∈ [0, T ] and n ∈ N
T T
k2 T T
and analogously |an (t)|2 ≤ n4 0 |fn (s)|2 ds for all t ∈ [0, T ] and n ∈ N.
Therefore, û ∈ X by Corollary 4.49 and
T T
û2X ≤ c |fn (s)|2 ds = c |fn (s)|2 ds
n 0 0 n
T √
=c bf (s, ·)2L2 (D) ds ≤ c f 2L2 ((0,T )×D) .
0
∞
Let now ψ ∈ X with ψ(0) = ψ(T ) = 0 and expansion ψ(t) = n=1 ψn (t)vn .
We fix n and assume first that fn is continuous in [0, T ]. Then it is easy
to check that even an ∈ C 2 [0, T ] and an satisfies the differential equation
an (t) + kn2 an (t) = −kn fn (t). Multiplying this equation with ψn ∈ C 1 [0, T ],
integrating and using integration by parts (note that ψn (0) = ψn (T ) = 0),
yields
T T
an (t)ψn (t) − kn2 an (t) ψn (t) dt = kn fn (t) ψn (t) dt .
0 0
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By a density argument we conclude that this equation holds also if only

fn ∈ L2 (0, T ). Division by kn2 and summing these equations with respect to
n yields
∞
T ∞ T
1 1
a (t)ψ (t) − a n (t) ψ n (t) dt = fn (t) ψn (t) dt ,
n=1 0 kn2 n n
k
n=1 n 0
which can again be written as

T T
bû (t), ψ (t) L2 (D) − û(t), ψ(t) ∗ dt = f (t), ψ(t) L2 (D)
dt .
0 0
As a corollary we have existence and uniqueness for the general inhomogeneous

problem.

Corollary
4.52. For every u0 ∈ H01 (D) and u1 ∈ L2 (D) and f ∈ L2 (0, T )×
D there exists a unique solution u ∈ X of (4.49) such that u(0) = u0 and
u (0) = u1 . The solution is given by the sum u = û + ũ of the particular
solution û constructed in Theorem 4.51 and the solution ũ of the homogeneous
differential equation with initial values ũ(0) = u0 −û(0) and ũ (0) = u1 −û (0);
that is,
∞

a (0)
u(t) = αn − an (0) cos(kn t) + βn − n sin(kn t) + an (t) vn
n=1
kn
(4.54)
for t ∈ [0, T ] where αn and βn are the expansion coefficients of u0 ∈ H01 (D)
and u1 ∈ L2 (D) with respect to {vn : n ∈ N} and {kn vn : n ∈ N}, respectively,
and an (t) are defined in (4.53). Furthermore, the solution u ∈ X depends
operator (u0 , u1 , f ) → u
continuously on u0 , u1 , and f ; that is, the solution
is bounded from H01 (D) × L2 (D) × L2 (0, T ) × D into X.
By the same arguments we can prove the following regularity result.
Theorem 4.53. Let f ∈ C 1 [0, T ; L2 (D)] and u0 = 0 and u1 ∈ H01 (D)

and u ∈ X be the solution of (4.49). Then u ∈ C 0, T ; H01 (D) and
u ∈ C 0, T ; L2 (D) ; that is, u ∈ X. Furthermore, the mapping (u1 , f ) → u

is bounded from H01 (D) × C 1 [0, T ; L2 (D)] into X̃ = C 1 0, T ; H01 (D) ∩
C 2 0, T ; L2 (D) equipped with the canonical norm analogously to (4.48b).
The solution satisfies the differential equation pointwise with respect to t;
that is

b u (t), ψ L2 (D) + a ∇u(t), ∇ψ L2 (D) = f (t, ·), ψ L2 (D) (4.55)
for all ψ ∈ H01 (D) and all t ∈ [0, T ], compare (4.51).

Proof: First we consider the particular solution û of Theorem 4.51 and

write (4.53) as
+ T ,
t
1
an (t) = − sin(kn (t − s)) fn (s) ds + sin(kn (s − t)) fn (s) ds
2 0 t
+ t t
1
=− cos(kn (t − s)) fn (s) − cos(kn (t − s)) fn (s) ds
2kn 0 0
T T ,

− cos(kn (s − t)) fn (s) + cos(kn (s − t)) fn (s) ds
t t
and + ,
t T
kn
an (t) =− cos(kn (t − s)) fn (s) ds − cos(kn (s − t)) fn (s) ds
2 0 t
+ t t
1
= − − sin(kn (t − s)) fn (s) + sin(kn (t − s)) fn (s) ds
2 0 0
T T ,

− sin(kn (s − t)) fn (s) + sin(kn (s − t)) fn (s) ds
t t
and thus
c1 c2
|an (t)| ≤ fn ∞ + fn L2 (0,T ) ≤ fn L2 (0,T ) + fn L2 (0,T ) ,
kn kn

|an (t)| ≤ c3 fn L2 (0,T ) + fn L2 (0,T ) ,

|an (t)| = |kn2 an (t) + kn fn (t)| ≤ c4 kn fn L2 (0,T ) + fn L2 (0,T )
for all t ∈ [0, T ]. Here we used the estimate

max |ϕ(t)|2 ≤ 2 max{T, 1/T } ϕ2L2 (0,T ) + ϕ 2L2 (0,T )
0≤t≤T
for any function ϕ ∈ C 1 [0, T ] (see Exercise 4.10). Differentiating (4.54) for
the case αn = 0 yields
∞

u (t) = kn an (0) sin(kn t) + kn βn − an (0) cos(kn t) + an (t) vn ,
n=1
∞

u (t) = kn2 an (0) cos(kn t) + kn an (0) − kn2 βn sin(kn t) + an (t) vn .
n=1
Now we observe
∞ from the above estimates of an (t), an (t), and an (t) and the
fact that n=1 kn βn = u1 2H 1 (D) that the coefficients of this series satisfy
2 2
0
the assumptions of Corollary 4.49. This shows that u ∈ X.
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d2

Equation (4.51) follows from the observation that dt2 b u(t), ψ L2 (D)
=

b u (t), ψ L2 (D) because u ∈ C 2 0, T ; L2 (D) .
We finish this part with an explicit example which shows that one cannot
weaken the assumptions on f for deriving the C 1 -regularity of u.
Example 4.54. Let D = (0, π)3 ⊆ R3 and a = c = 1 and T > 2. The Dirichlet
eigenvalues of −Δ in D are given by kn = |n|, n ∈ N3 , with corresponding
eigenfunctions
;3
1
vn (x) = sin(nj xj ) , x ∈ D , n ∈ N3 .
(π/2)3/2 |n| j=1
They are normalized such that vn ∗ = ∇vn L2 (D) = 1 and vn L2 (D) =

1/|n|. We set ρn = |n|2 − |n| for n ∈ N3 and define f by

f (t, x) = fn sin(ρn t) |n| vn (x) , t ∈ [0, T ] , x ∈ D ,
n∈N3

where the coefficients fn are such that n fn2 < ∞. Then

f (t, ·)2L2 (D) = fn2 sin2 (ρn t) , t ∈ [0, T ] ,
n∈N3
because {|n|vn : n ∈ N3 } is an orthonormal system in L2 (D). By f (t, ·)2L2 (D)

≤ n∈N3 fn2 we observe that f ∈ C[0, T ; L2 (D)]. The solution of the initial
boundary value problem with u0 = u1 = 0 is given by
ρn
u(t, x) = fn sin(ρn t) − sin(|n|t) vn (x) , t ∈ [0, T ] , x ∈ D ,
|n|
n∈N3
as one checks directly by term-by-term differentiation, which can be made

rigorously by investigating the convergence. The normalization of vn yields
ρn
2
u(t, ·)2∗ = fn2 sin(ρn t) − sin(|n|t) , t ∈ [0, T ] .
|n|
n∈N3
If u ∈ C 1 [0, T ; H01 (D)], then

u (t) = fn ρn cos(ρn t) − cos(|n|t) vn
n∈N3
and 2
u (t)2∗ = fn2 ρ2n cos(ρn t) − cos(|n|t)
n∈N3
for t ∈ [0, T ]. Integration yields

T T
u (t)2∗ dt = fn2 ρ2n cos2 (ρn t)+ cos2 (|n|t)−2 cos(ρn t) cos(|n|t) dt
0 n∈N3 0
+
sin(2ρn T ) sin(2|n|T ) sin (ρn + |n|)T
= T+ fn2 ρ2n + −
4ρn 4|n| ρn + |n|
n∈N3
,
sin (|n| − ρn )T
− .
|n| − ρn
Now we observe that |n| − ρn = 12 + O(1/|n|). Therefore we can choose ε > 0

such that 2 + ε < T and then N so large such that
1 1 1 1
+ + + ≤ 2+ε for |n| ≥ N .
4ρn 4|n| ρn + |n| |n| − ρn
This yields
T
u (t)2∗ dt ≥ (T − 2 − ε) fn2 ρ2n
0 |n|≥N
which implies that f ∈ C 1 [0, T ; L2 (D)].
After the scalar wave equation we consider now the time-dependent Maxwell
system; that is,
∂H
curl E(t, x) + μ(x) (t, x) = 0 , (t, x) ∈ (0, T ) × D , (4.56a)
∂t
∂E
curl H(t, x) − ε(x) (t, x) = Je (t, x) , (t, x) ∈ (0, T ) × D , (4.56b)
∂t
with boundary conditions
ν(x) × E(t, x) = 0 for (t, x) ∈ (0, T ) × ∂D , (4.56c)
and initial conditions
E(0, x) = e0 (x) and H(0, x) = h0 (x) for x ∈ D . (4.56d)
Again we need some conditions on the electrical parameter. Therefore, we

make the following assumptions on the data:
• ε, μ ∈ L∞ (D) such that ε(x) ≥ c > 0 and μ(x) ≥ c > 0 on D for some
c > 0,

• Je ∈ L2 (0, T ) × D ,
• e0 ∈ H0 (curl, D) and h0 ∈ H(curl, D).
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We define the solution space X for the pair (E, H) by X = Xe × Xh where
Xe = C 0, T ; H0 (curl, D) ∩ C 1 0, T ; L2 (D, C3 ) , (4.57a)

1 2 3
Xh = C 0, T ; H(curl, D) ∩ C 0, T ; L (D, C ) , (4.57b)
and equip X with the product norm (E, H)X = E + H with
u = max u(t)H(curl,D) + max u (t)L2 (D) (4.57c)

0≤t≤T 0≤t≤T
where u = E or u = H.
Definition 4.55. (E, H) is a solution of the initial-boundary value prob-

lem (4.56a)–(4.56d) if (E, H) ∈ X such that E(0) = e0 , H(0) = h0 and
curl E(t) + μ H (t) = 0 for all t ∈ [0, T ] , (4.58a)

curl H(t) − ε E (t) = Je (t, ·) for all t ∈ [0, T ] . (4.58b)
We observe that the solution space is not symmetric with respect to E and
H because of the boundary condition for E. The following analysis makes
use of the Helmholtz decompositions of Theorem 4.21; that is,
L2 (D, C3 ) = H0 (curl 0, D) ⊕ Ṽ0,ε ,

H0 (curl, D) = H0 (curl 0, D) ⊕ V0,ε ,
H(curl, D) = H(curl 0, D) ⊕ Vμ ,
where the spaces have been defined in (4.10a)–(4.10e) when we take A = εI

or A = μI, respectively; that is,
"
Vμ = u ∈ H(curl, D) : (μu, ψ)L2 (D) = 0
#
for all ψ ∈ H(curl, D) with curl ψ = 0 ,
"
V0,ε = u ∈ H0 (curl, D) : (εu, ψ)L2 (D) = 0
#
for all ψ ∈ H0 (curl, D) with curl ψ = 0 ,
"
Ṽ0,ε = u ∈ L2 (D, C3 ) : (εu, ψ)L2 (D) = 0
#
for all ψ ∈ H0 (curl, D) with curl ψ = 0 .
We recall (see Remark 4.22) that V0,ε and Vμ are just the orthogonal com-
plements of H0 (curl 0, D) and H(curl 0, D), respectively, with respect to the
inner products
(u, v)μ,ε = (μ−1 curl u, curl v)L2 (D) + (ε u, v)L2 (D) ,

(u, v)ε,μ = (ε−1 curl u, curl v)L2 (D) + (μ u, v)L2 (D) ,
respectively, see (4.13a), (4.13b). We note that both norms are equivalent to
the ordinary norm in H(curl, D). Analogously, Ṽ0,ε is the orthogonal com-
plement of H0 (curl 0, D) in L2 (D, R3 ) with respect to the inner product
(ε u, v)L2 (D) .
We recall the spectral theorem (Theorem 4.34) for the Maxwell system. We
proved the existence of an infinite number of eigenvalues ωn > 0 and corre-
sponding eigenfunctions vn ∈ V0,ε such that

μ−1 curl vn , curl ψ L2 (D)
= ωn2 ε vn , ψ L2 (D) for all ψ ∈ H0 (curl, D) .
(4.59)
The functions vn are normalized such that vn 2μ,ε = μ−1/2 curl vn 2L2 (D) +
ε1/2 vn 2L2 (D) = 1 for all n ∈ N. Then we saw that the system {vn : n ∈ N}
is a complete orthonormal system in V0,ε with respect to the inner product
" #
(·, ·)μ,ε and 1 + ωn2 vn : n ∈ N is a complete orthonormal system in
Ṽ0,ε with respect to (εv, w)L2 (D) . Furthermore, we saw in Lemma 4.35 that
wn = ωn1 μ curl vn , n ∈ N, form a complete orthonormal system in Vμ with
respect to the inner product (·, ·)ε,μ .
Now we turn to the investigation of the Maxwell system (4.56a)–(4.56d). First
we prove uniqueness.
Theorem 4.56. There exists at most one solution of (4.58a), (4.58b) with
E(0) = e0 and H(0) = h0 .
Proof: Let (E, H) be the difference of two solutions. Then (E, H) solves the
system for Je = 0, e0 = 0, and h0 = 0. Let first φ ∈ H(curl 0, D). Then,
from (4.58a),
d d
0 = curl E(t), φ μ H(t), φ L2 (D) =
L2 (D)
+ μ H(t), φ L2 (D)
dt dt

for all t because curl E(t), φ L2 (D) = E(t), curl φ L2 (D) = 0. Therefore,

μ H(t), φ L2 (D) is constant and thus zero for all t because of the initial
condition H(0) = 0. Therefore, H(t) ∈ Vμ for all t ∈ [0, T ]. By the same
arguments for φ ∈ H0 (curl 0, D) and Eq. (4.58b) one shows that E(t) ∈ V0,ε
for all t ∈ [0, T ]. Now we multiply Eq. (4.58a) by wn for some n and have
d
0 = curl E(t), wn L2 (D) + μ H(t), wn L2 (D)
dt
d
= E(t), curl wn L2 (D) + μ H(t), wn L2 (D)
dt
d
= ωn ε E(t), vn L2 (D) + μ H(t), wn L2 (D)
dt
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and analogously
d
0 = curl H(t), vn L2 (D) − ε E(t), vn L2 (D)
dt
d
= H(t), curl vn L2 (D) − ε E(t), vn L2 (D)
dt
d
= ωn μ H(t), wn L2 (D) − ε E(t), vn L2 (D) .
dt

Therefore, ε E(t), vn L2 (D) and μ H(t), wn L2 (D) solve a homogeneous linear
system of ordinary differential
equations
of first order with homogeneous
initial data. Therefore, ε E(t), vn L2 (D) and μ H(t), wn L2 (D) have to van-
ish for all t and n ∈ N. The completeness of {vn : n ∈ N} in V0,ε and of
{wn : n ∈ N} in Vμ implies that E(t) and H(t) vanish for all t ∈ [0, T ].
Next we show existence for the special case Je = 0.
Theorem 4.57. For all e0 ∈ H0 (curl, D) and h0 ∈ H(curl, D) there exists a

unique solution of (4.58a), (4.58b) for Je = 0.
Proof: We decompose the pair (e0 , h0 ) into the sum (e0 , h0 ) = (e00 , h00 ) +
(ẽ0 , h̃0 ) with (e00 , h00 ) ∈ H0 (curl 0, D) × H(curl 0, D) and (ẽ0 , h̃0 ) ∈ V0,ε × Vμ .
Then the solution (E, H) is the sum of the solutions with initial data (e00 , h00 )
and (ẽ0 , h̃0 ), respectively. The solution corresponding to initial data (e00 , h00 ) is
just the constant (with respect to time t); that is, E 0 (t) = e00 and H 0 (t) = h00
for all t ∈ [0, T ].
We now construct the solution (Ẽ, H̃) corresponding to initial data (ẽ0 , h̃0 ) ∈
V0,ε × Vμ . We expand the initial data in the forms
∞
∞

ẽ0 = αn v n , h̃0 = βn wn
n=1 n=1
where {vn : n ∈ N} in V0,ε and {wn : n ∈ N} in V μ are the orthonormal

∞
systems studied above. Then, by Parseval’s identity, n=1 αn2 = ẽ0 2μ,ε and
∞ 2 2
n=1 βn = h̃0 ε,μ . We make an ansatz in the form
∞
∞

Ẽ(t) = an (t) vn , H̃(t) = bn (t) wn , t ∈ [0, T ] ,
n=1 n=1
where an , bn ∈ C 1 [0, T ]. Substitution of these series into Eqs. (4.58a), (4.58b)

for Je = 0 yields formally
∞
∞

0= an (t) curl vn + bn (t) μ wn = ωn an (t) + bn (t) μ wn ,
n=1 n=1
∞
∞
0= bn (t) curl wn − an (t) ε vn = ωn bn (t) − an (t) ε vn .
n=1 n=1
The linear independence of the systems {vn : n ∈ N} in V0,ε and {wn : n ∈ N}

in Vμ yields the following system of ordinary differential equations
ωn an (t) + bn (t) = 0 , ωn bn (t) − an (t) = 0 , t ∈ [0, T ] , (4.60)
with initial conditions an (0) = αn , bn (0) = βn . Solving it yields

∞

Ẽ(t) = αn cos(ωn t) + βn sin(ωn t) vn , t ∈ [0, T ] ,
n=1
∞
H̃(t) = −αn sin(ωn t) + βn cos(ωn t) wn , t ∈ [0, T ] .
n=1
These functions belong to Xe and Xh , respectively. Indeed, by Corollary 4.49

we have to check uniform estimate of c(t) = αn cos(ωn t) + βn sin(ωn t) and
of c(t) = −αn sin(ωn t) + βn cos(ωn t), respectively, and of their derivatives.
Indeed, forboth cases we have that |c(t)|2 ≤ 2αn2 + 2βn2 =: γn2 and |c (t)| ≤
∞
ωn γn and n=1 γn2 = ẽ0 2μ,ε + h̃0 2ε,μ . This proves the theorem.
Now we have to determine particular solutions of the inhomogeneous dif-

ferential equations; that is, for Je = 0. We make the following additional
assumption on Je :
Assumption: Let Je be of the form Je (t) = ρ(t) ε F , t ∈ [0, T ], for some

F ∈ L2 (D, C3 ) and some scalar function ρ ∈ C 1 [0, T ].
Again, we decompose F in the form
F = F 0 + F̃ with F 0 ∈ H0 (curl 0, D) and F̃ ∈ Ṽ0,ε .
A particular solution is obtained as the sum of solutions with right-hand

side F 0 and with F̃ , respectively. A solution (E 0 , H 0 ) with right-hand side
t
ρ(t)εF 0 is simply E 0 (t) = − 0 ρ(s) ds F 0 and H 0 (t) = 0.
∈ Ṽ0,ε as right-hand side. Then F̃ has an expansion in the
Now we consider F̃
∞ √
form F̃ = n=1 fn 1 + ωn2 vn (convergence in L2 (D)) with ε F̃ 2L2 (D) =
∞ 2
n=1 fn . We make an ansatz for Ẽ and H̃ in the forms
∞
∞

Ẽ(t) = an (t) vn , H̃(t) = bn (t) wn , t ∈ [0, T ] ,
n=1 n=1
Using the relationship between vn and wn a substitution into the Maxwell

system yields, using the system

ωn an (t) + bn (t) = 0 , ωn bn (t) − an (t) = 1 + ωn2 ρ(t) fn . t ∈ [0, T ]
(4.61)
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4.4 Exercises 223
(compare to (4.60)). We can either eliminate an or bn from the system.

Because of the differentiability of ρ we eliminate bn and arrive at

an (t) + ωn2 an (t) = − 1 + ωn2 fn ρ (t) , t ∈ [0, T ] .
A solution is given by
T
1 + ωn2
an (t) = − fn sin(ωn |t − s|) ρ (s) ds , t ∈ [0, T ] .
2 ωn 0

Then an (t) ≤ cρ ∞ |fn | and an (t) ≤ c ωn ρ ∞ |fn | for all t ∈ [0, T ] and
n ∈ N where the constant c is independent of n or t.Solving for bn yields the
estimates bn (t) ≤ c (ρ∞ + ρ ∞ ) |fn | and bn (t) ≤ c ωn ρ ∞ |fn | for all
t ∈ [0, T ] and n ∈ N. Corollary 4.49 yields (Ẽ, H̃) ∈ X = Xe × Xh and ends
the proof.
Collecting our results we can formulate the following theorem for the time-
dependent cavity problem.
Theorem 4.58. Let e0 ∈ H0 (curl, D) and h0 ∈ H(curl, D) and Je of the

form Je (t) = ρ(t) ε F , t ∈ [0, T ], for some F ∈ L2 (D, C3 ) and some scalar
function ρ ∈ C 1 [0, T ]. Then there exists a unique solution (E, H) ∈ X =
Xe × Xh of the system (4.56a), (4.56b).
As a final remark we note that we can replace the assumption (ρ, F ) ∈

C 1 [0, T ] × L2 (D, C3 ) in the theorem by the assumption (ρ, F ) ∈ C[0, T ] ×
H0 (curl, D). Then F̃ ∈ V0,ε , and we solve the system (4.61) for bn and proceed
as before.
4.4 Exercises
Exercise 4.1. Let D ⊆ R3 be an open set and u ∈ C(D). Show that the
support of u as defined at the beginning of Sect. 4.1.1 can be expressed as
the closure of the set S ⊆ D, given by S = {x ∈ D : u(x) = 0}.
Exercise 4.2. Let U ⊂ R3 be open and bounded and u the characteristic

function of U ; that is, u(x) = 1 for x ∈ U and u(x) = 0 outside of U . Let
φδ ∈ C0∞ (R3 ) be as in Theorem 4.7. Show that uk = u ∗ φk converges to u in
L2 (R3 ).
Hint: Use the theorem of dominated convergence!
Exercise 4.3. Show that C0∞ (R3 ) is dense in H 1 (R3 ). Therefore, H01 (R3 )
coincides with H 1 (R3 ).
Hint: Use the technique of Lemma 4.18.
Exercise 4.4. Prove that H01 (R3 ) is not compactly embedded in L2 (R3 ).
Hint: Take a non-vanishing ϕ ∈ C0∞ (R) and some a ∈ R3 , a = 0, and discuss
the sequence un (x) = ϕ(x + na), x ∈ R3 , n ∈ N.
Exercise 4.5. Show that the vector field F in Definition 4.1 is unique if it
exists.
Hint: Use Exercise 4.3!
Exercise 4.6. Let D ⊆ R3 be symmetric with respect to x3 = 0; that is,

x ∈ D ⇔ x∗ ∈ D where a∗ = (a1 , a2 , −a3 ) for any a = (a1 , a2 , a3 ) ∈ C3 .
Let D± = {x ∈ D : x3 ≷ 0} and ϕ ∈ C 1 (D− ) and v ∈ C 1 (D− , C3 ). Extend
ϕ and v into D by reflection; that is,

ϕ(x) , x ∈ D− , v(x) , x ∈ D− ,
ϕ̃(x) = ∗ + ṽ(x) =
ϕ(x ) , x ∈ D , v ∗ (x∗ ) , x ∈ D+ .
Show that ϕ̃ ∈ H 1 (D) and ṽ ∈ H(curl, D).

Hint: Show that

∇ϕ(x) , x ∈ D− , curl v(x) , x ∈ D− ,
∇ϕ̃(x) = curl ṽ(x) =
(∇ϕ)∗ (x∗ ) , x ∈ D+ , −(curl v) (x ) , x ∈ D+ ,
∗ ∗
are the gradient and curl, respectively.
Exercise 4.7. Construct a function φ ∈ C ∞ (R) such that φ(t) = 0 for |t| ≥ 1
and φ(t) = 1 for |t| ≤ 1/2.
Hint: Define ϕ by ϕ(t) = exp(−1/t) for t > 0 and ϕ(t) = 0 for t ≤ 0. Discuss
ϕ and choose φ as a proper rational combination of ϕ(1 − t2 ) and ϕ(t2 − 1/4).
Exercise 4.8. Prove that for open and bounded D ⊆ R3 the space H01 (D)
is a proper subspace of H 1 (D).
Hint: Show that functions v with Δv − v = 0 in D are orthogonal to H01 (D).
Exercise 4.9. Show that for any v ∈ H01 (D) the extension by zero belongs
to H 1 (R3 ); that is, ṽ ∈ H 1 (R3 ) where ṽ = v in D and ṽ = 0 in R3 \ D.

Exercise 4.10. Prove that |ϕ(t)|2 ≤ 2 max{T, 1/T } ϕ2L2 (0,T ) +ϕ 2L2 (0,T )
for all t ∈ [0, T ] and any function ϕ ∈ C 1 [0, T ].
Hint: Use the Fundamental Theorem of Calculus of Variations.
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4.4 Exercises 225
Exercise 4.11. In Theorem 4.13 the existence of an extension operator is

proven. Why is this not an obvious fact by our definition of H 1 (D) as the
space of restrictions of H 1 (R3 )?
Exercise 4.12. Show that C0∞ (R3 , C3 ) is dense in H(curl, R3 ).

Hint: Compare with Exercise 4.3.
Exercise 4.13. Let Q = (−R, R)3 . Show that the following inclusions hold
and are bounded:
H0 (curl, Q) → Hper (curl, Q) → H(curl, Q) .
Hint: Follow the arguments of the proof of Lemma 4.37.
Exercise 4.14. Why is, even for bounded sets D, the space H0 (curl, D) not
compactly embedded in L2 (D, C3 )?
Hint: Use the Helmholtz decomposition!
Exercise 4.15. Prove Theorem 4.23; that is, show the decompositions of
L2 (D, C3 ) and H0 (curl, D) in the form
L2 (D, C3 ) = L2 (divA 0, D) ⊕ ∇H0 (D) ,
and
H0 (curl, D) = H0 (curl, divA 0, D) ⊕ ∇H0 (D) .
Hint: Use the arguments as in the proof of Theorem 4.21.
Exercise 4.16. Prove the following version of the Fundamental Theorem of

Calculus of Variations.
Let u ∈ L1 (0, T ) and v ∈ C[0, T ] such that
T
ρ (t) u(t) + ρ(t) v(t) dt = 0 for all ρ ∈ C 1 [0, T ] with ρ(T ) = 0 .
0
Then u ∈ C 1 [0, T ] and u(0) = 0 and u = v on [0, T ]. If the variational

equation holds for all ρ ∈ C 1 [0, T ], then also u(T ) = 0.
Hint: Use the methods of the proof of Lemma 4.46.
Exercise 4.17. Let D = B3 (0, R) be a ball. Show explicitly the Helmholtz

decomposition by using the results of Chap. 2.
Chapter 5
Boundary Integral Equation Methods
for Lipschitz Domains
For the boundary value problems of Chaps. 3 and 4 we made assumptions

which are often not met in applications. Indeed, the classical integral equation
methods discussed in Chap. 3 require smoothness of the boundary ∂D. In case
of the cavity problem of Chap. 4 just a homogeneous boundary condition has
been treated. Both restrictions are connected because if we like to weaken the
regularity of the boundary, or if we like to allow for more general boundary
conditions we have to investigate the traces of the functions or vector fields
on the boundary ∂D in detail. Therefore, we continue in Sects. 5.1.1 and 5.1.2
by introducing Sobolev spaces which appear as the range spaces of the trace
operators and prove denseness, trace theorems and compact embedding re-
sults. Finally we use these results to extend the boundary integral equation
methods for Lipschitz domains.
5.1 Advanced Properties of Sobolev Spaces
We recall Definition A.7 for the notion of a Lipschitz domain. Let B2 (0, α) ⊆
R2 be the two-dimensional disk of radius α.
Definition 5.1. We call a region D ⊆ R3 to be a Lipschitz domain, if there

exists a finite number of open cylinders Uj of the form Uj = {Rj x + z (j) : x ∈
B2 (0, αj ) × (−2βj , 2βj )} with z (j) ∈ R3 and rotations Rj ∈ R3×3 and real
valued Lipschitz-continuous functions ξj ∈ C(B -m 2 [0, αj ]) with |ξj (x1 , x2 )| ≤ βj
for all (x1 , x2 ) ∈ B2 [0, αj ] such that ∂D ⊆ j=1 Uj and

DOI 10.1007/978-3-319-11086-8 5
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228 5 BIE FOR LIPSCHITZ DOMAINS
" #
∂D ∩ Uj = Rj x + z (j) : (x1 , x2 ) ∈ B2 (0, αj ) , x3 = ξj (x1 , x2 ) ,
" #
D ∩ Uj = Rj x + z (j) : (x1 , x2 ) ∈ B2 (0, αj ) , x3 < ξj (x1 , x2 ) ,
" #
Uj \ D = Rj x + z (j) : (x1 , x2 ) ∈ B2 (0, αj ) , x3 > ξj (x1 , x2 ) .
We call {Uj , ξj : j = 1, . . . , m} a local coordinate system of ∂D. For

abbreviation we denote by
Cj = Cj (αj , βj ) = B2 (0, αj ) × (−2βj , 2βj )

" #
= x = (x1 , x2 , x3 ) ∈ R3 : x21 + x22 < αj2 , |x3 | < 2βj
the cylinders with parameters αj and βj . We can assume without loss of

generality that βj ≥ αj (otherwise split the parameter region into smaller
ones). Furthermore, we define the three-dimensional balls Bj = B3 (0, αj ) ⊆
Cj and introduce the mappings
⎛ ⎞
x1
Ψ̃j (x) = Rj ⎝ x2 ⎠ + z (j) , x = (x1 , x2 , x3 ) ∈ Bj ,
ξj (x1 , x2 ) + x3
and their restrictions Ψj to B2 (0, αj ); that is,

⎛ ⎞
x1
Ψj (x̃) = Rj ⎝ x2 ⎠ + z (j) , x̃ = (x1 , x2 ) ∈ B2 (0, αj ) .
ξj (x1 , x2 )
By Rademacher’s result ([11, 27], see Remark A.8) we know that Ψj is

differentiable almost everywhere on B2 (0, αj ). This yields a parametrization

∂Ψ ∂Ψ
of ∂D ∩ Uj in the form y = Ψj (x̃) for x̃ ∈ B2 (0, αj ) with ∂x1j × ∂x2j =

1 + |∇ξj |2 .
-m
We set Uj = Ψ̃j (Bj ). Then ∂D ⊆ j=1 Uj and Bj ∩ (R2 × {0}) = B2 (0, αj ) ×
{0}, and
" # " #
∂D ∩ Uj = Ψ̃j (x) : x ∈ Bj , x3 = 0 = Ψj (x̃) : x̃ ∈ B2 (0, αj ) ,
" #
D ∩ Uj = Ψ̃j (x) : x ∈ Bj , x3 < 0 ,
" #
Uj \ D = Ψ̃j (x) : x ∈ Bj , x3 > 0 .
Therefore, the mappings Ψ̃j “flatten” the boundary.
We note that the Jacobian Ψ̃j (x) ∈ R3×3 is given by

⎛ ⎞
1 0 0
Ψ̃j (x) = Rj ⎝ 0 1 0⎠
∂1 ξj (x̃) ∂2 ξj (x̃) 1
5.1 Advanced Properties of Sobolev Spaces 229
where ∂ ξj = ∂ξj /∂x for = 1, 2 and x̃ = (x1 , x2 ). Therefore, these

Jacobians are regular with constant determinant det Ψ̃j (x) = 1 and Ψ̃j are
isomorphisms from Bj onto Uj for every j = 1, . . . , m.
These parametrizations allow it to transfer the notion of (periodic) Sobolev
spaces on two-dimensional planar domains to the boundary ∂D. We begin
with Sobolev spaces of scalar functions in Sect. 5.1.1 and continue with vector
valued functions in Sect. 5.1.2.
5.1.1 Sobolev Spaces of Scalar Functions
We note first that Green’s formula holds in the form of Theorem A.12 for
Lipschitz domains and sufficiently smooth functions. This theorem is, e.g.
used in the following simple result.
Lemma 5.2. Let D be a bounded Lipschitz domain.
(a) Let u ∈ C 1 (D) with u = 0 on ∂D. Then the extension ũ of u by zero

outside of D yields ũ ∈ H 1 (R3 ) and ∇ũ = ∇u in D and ∇ũ = 0 outside
of D.
(b) Let Q ∈ R3×3 be an orthogonal matrix and z ∈ R3 . For u ∈ H 1 (D) define
v(x) = u(Qx + z) on U = {x ∈ R3 : Qx + z ∈ D}. Then v ∈ H 1 (U ) and
∇v(x) = Q ∇u(Qx + z).
Proof: (a) Set g = ∇u in D and zero outside of D. Then g ∈ L2 (R3 , C3 ),

and for ψ ∈ C0∞ (R3 ) we have by partial integration:

ũ ∇ψ dx = u ∇ψ dx = − ψ ∇u dx + u ψ ν ds
R3 D D
∂D

= 0

=− ψ ∇u dx = − ψ g dx .
D R3
(b) Let ψ ∈ C0∞ (D) and let q (j) , j = 1, 2, 3, be the columns of the orthogonal
matrix Q. We make the substitution y = Qx + z and have

q (j) · ∇u(y)|y=Qx+z ψ(x) dx
D

= q (j) · ∇u(y) ψ Q (y − z) dy = −q (j) · u(y) Q∇ψ(x)|x=Q (y−z) dy
U U

∂ψ(x) ∂ψ(x)
=− u(y) dy = − v(x) dx .
U ∂x j x=Q (y−z) D ∂xj
This shows that ∂v(x)/∂xj = q (j) · ∇u(y)|y=Qx+z .
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An important property of Sobolev spaces on Lipschitz domains D is the

denseness of the space C ∞ (D). Its proof is technically complicated.
Theorem 5.3. Let D be a bounded Lipschitz domain. Then C ∞ (D) is dense

in H 1 (D).
Proof: The idea of the proof is to transform the given function u ∈ H 1 (D)
onto a cylinder by using a partition of unity and local coordinates. In a
cylinder we construct a smooth approximation of the transformed function.
Finally, we transform back the approximation. We separate the proof into
four steps.
(i) Let u ∈ H 1 (D) and {Uj , ξj : j = 1, . . . , m} be a local coordinate system.

Set U0 = D and choose a partition of unity {ϕj : j = 0, . . . , m} on D
corresponding to {Uj : j = 0, . . . , m} (see Theorem A.9). Set uj (y) =
ϕj (y)u(y) for j = 0, . . . , m and y ∈ D. For j = 1, . . . , m we transform uj
by the definition vj (x) = uj (Rj x+z (j) ), x ∈ Cj− , where Cj = B2 (0, αj )×
(−2βj , 2βj ) and
" #
Cj− := x = (x̃, x3 ) ∈ Cj : x3 < ξj (x̃)
where again x̃ = (x1 , x2 ). We observe that vj ∈ H 1 (Cj− ) by the chain

rule of part (b) of Lemma 5.2. Furthermore, with
Vj (t) := {x ∈ Cj− : |x̃| > αj − t or x3 < −2βj + t}
we note that there exists δ > 0 with vj (x) = 0 in the neighborhood

Vj (2δ) of ∂Cj ∩ Cj− because the support of ϕj is contained in Uj . The
reader should sketch the sets Cj , Cj− , and Vj (t).
(ii) Let a = (0, 0, L+1) where L is larger than all of the Lipschitz constants
of the functions ξj and set

vjε (x) = (vj ∗ φε )(x − εa) = vj (y) φε (x − εa − y) dy
Cj− \Vj (2δ)
where φε ∈ C ∞ (R3 ) denotes the mollifier function from (4.7). Its most
important properties had been collected in Theorem 4.7. In particular,
we have that vjε ∈ C0∞ (R3 ) and vjε → vj in L2 (R3 ) as ε tends to zero,
the latter property because the zero-extension of vj is in L2 (R2 ).
Next we show that vjε vanishes on Vj (δ) for ε ≤ δ. First we note that the
integral in the definition of vjε is taken over Cj− \ Vj (2δ). Therefore, for
y ∈ Cj− \ Vj (2δ) we have |ỹ| ≤ αj − 2δ and y3 ≥ −2βj + 2δ.
Let first x ∈ Cj− with |x̃| ≥ αj −δ. Then |x−εa−y| ≥ |x̃− ỹ| ≥ |x̃|−|ỹ| ≥
αj − δ − (αj − 2δ) = δ ≥ ε. Therefore, vjε (x) = 0 for these x.
Let second x ∈ Cj− with x3 ≤ −2βj + δ. Then |x − εa − y| ≥ |x3 − ε(L +
2) − y3 | ≥ y3 − x3 + (L + 2)ε ≥ −2βj + 2δj + 2βj − δ + (L + 2)ε ≥ δ ≥ ε.
Therefore, vjε (x) = 0 for these x.
(iii) We show now that vjε converges to vj even in H 1 (Cj− ). Let ε < δ/(L + 2)
and x ∈ Cj− \ Vj (δ). Then

∇vjε (x) = vj (y)∇x φε (x−εa−y)dy = − vj (y)∇y φε (x−εa−y)dy .
Cj− Cj−
We show that the function y → φε (x − εa − y) belongs to C0∞ (Cj− ).

It is sufficient to prove that the ball B3 (x − εa, ε) is contained in Cj− .
Therefore, let y ∈ B3 (x − εa, ε).
Then, first, |ỹ| ≤ |x̃| + |ỹ − x̃| ≤ αj − δ + ε ≤ αj .
Second, y3 ≥ x3 −(L+1)ε−|x3 −(L+1)ε−y3 | ≥ −2βj +δ−(L+1)ε−ε ≥
−2βj because (L + 2)ε ≤ δ.
Third, y3 ≤ x3 − (L + 1)ε + |y3 − x3 + (L + 1)ε)| ≤ ξj (x̃) − Lε ≤
ξj (ỹ) + L|ξj (ỹ) − ξj (x̃)| − Lε ≤ ξj (ỹ). This proves that y → φε (x − εa − y)
belongs to C0∞ (Cj− ).
By the definition of the weak derivative we have that

∇vjε (x) = ∇vj (z) φε (x − εa − z) dz . (5.1)
Cj−
For ε < δ/(L + 2) and x ∈ Vj (δ) both sides of (5.1) vanish. There-
fore, (5.1) holds for all x ∈ Cj− and thus (∇vjε )(x) = (gj ∗ φε )(x − εa) for
x ∈ Cj− where gj = ∇vj on Cj− and gj = 0 on R3 \ Cj− . By Theorem 4.7
we conclude again that (gj ∗ φε )(x − εa) converges to gj in L2 (R3 ) and
thus ∇vjε |C − to ∇vj in L2 (Cj− ). This proves vjε → vj in H 1 (Cj− ) as ε
j
tends to zero for every j = 1, . . . , m.
(iv) In the last step we transform back the function and set uεj (y) =

vjε Rj (y − z (j) ) for j = 1, . . . , m and y ∈ Uj ∩ D. We note that
uεj ∈ C0∞ (Uj ∩ D) and uεj → ϕj u in H 1 (Uj ∩ D). This holds for all
j = 1, . . . , m. We extend uj by zero into all of D. Finally, we note that
u0 ∈ H 1 (D) with compact support in U0 = D and thus uε0 = u0 ∗ φε con-
verges to u0 = ϕ0 u in H 1 (D). To finish the proof we set uε = j=0 uεj
m
∞
m
in D and conclude that u ∈ C0 (D) and u converges to j=0 ϕj u = u
ε ε
in H 1 (D).
We apply this result and prove the following chain rule.
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Corollary 5.4. Let U, D ⊆ R3 be Lipschitz domains and Ψ : U → D

continuous in U and differentiable at almost all points x ∈ U such that
the Jacobian Ψ (x) ∈ R3×3 and its inverse are essentially bounded; that is,
Ψ , (Ψ )−1 ∈ L∞ (U, R3×3 ). For u ∈ H 1 (D) the composition v = u ◦ Ψ belongs
to H 1 (U ), and the chain rule holds in the form
∇v(x) = Ψ (x) ∇u(y)|y=Ψ (x) , x∈U. (5.2)
The mapping u → u ◦ Ψ is bounded from H 1 (D) into H 1 (U ).
Proof: For u ∈ C ∞ (D) the formula (5.2) holds in all points where Ψ is
differentiable. Also, the right-hand side of (5.2) is in L2 (D, C3 ). Therefore,
by the transformation formula the mapping u → u ◦ Ψ is bounded from
the dense subspace C ∞ (D) of H 1 (D) into H 1 (U ) and thus has a bounded
extension to all of H 1 (D).
We continue by defining Sobolev spaces of periodic functions as we have done

1
it already in Chap. 4. Definition 4.12 of Hper (Q3 ) is included in the following
definition. For the sake of a simpler notation we restrict ourselves to cubes
in Rd with edge length 2π.
Definition 5.5. Let Q = (−π, π)d ⊆ Rd be the cube in Rd for d = 2 or d = 3.

For any scalar function v : (−π, π)d → C the Fourier coefficients vn ∈ C for
n ∈ Zd are defined as

1
vn = v(y) e−i n·y dy , n ∈ Zd .
(2π)d Q
Let s ≥ 0 be any real number. The space Hper

s
(Q) is defined by
/ 0

s
Hper (Q) = v ∈ L2 (Q) : (1 + |n|2 )s |vn |2 < ∞
n∈Z3
with norm !
v s (Q)
Hper = (1 + |n|2 )s |vn |2 .
n∈Z3
We recall from Lemma 4.37 that H01 (Q) ⊆ Hper

1
(Q) ⊆ H 1 (Q) with bounded
1 1
inclusions. Therefore, on H0 (Q) the norms of Hper (Q) and H 1 (Q) are
equivalent.
Such a definition of Sobolev spaces of periodic functions is useful to prove,
e.g., embedding theorems as we did in Chap. 4. We have seen in Theorem 4.14
that H01 (D) is compactly embedded in L2 (D). This can be carried over to
periodic Sobolev spaces of any order.
Theorem 5.6. Let Q = (−π, π)d ⊆ Rd be the cube in Rd for d = 2 or d = 3.

For 0 ≤ s < t the space Hper
t s
(Q) is compactly embedded in Hper (Q).
Proof: see Exercise 5.1
The generalization of the definition of Sobolev spaces with respect to any

s ∈ R>0 , especially s = 12 , is a key ingredient and leads to our first elementary
trace theorem.
Theorem 5.7. Let again Q3 = (−π, π)3 ⊆ R3 denote the cube in R3 and
Q2 = (−π, π)2 ⊆ R2 the corresponding square in R2 . The trace operator
γ0 : u → u|Q2 ×{0} from the spaces of trigonometric polynomials P(Q3 ) into
1 1/2
P(Q2 ) has a bounded extension from Hper (Q3 ) into Hper (Q2 ). Here—and in
the following—we often identify Q2 × {0} with Q2 .
Furthermore, there exists a bounded right inverse η of γ0 ; that is, a bounded
1/2 1
operator η : Hper (Q2 ) → Hper (Q3 ) with γ0 ◦ η = id. In other words, the
1 1/2
function u = ηf ∈ Hper (Q3 ) coincides with f ∈ Hper (Q2 ) on Q2 × {0}.
1
Proof: Let u ∈ Hper (Q3 ) with Fourier coefficients un , n ∈ Z3 ; that
i n·x
u(x) = n∈Z3 un e i n·x
is, . We truncate the series and define uN (x) =
2 2
n1 +n2 ≤N 2 |n3 |≤N u n e . For x ∈ R3 and n ∈ Z3 we set x̃ = (x1 , x2 )
and ñ = (n1 , n2 ), respectively. Again | · | denotes the Euclidean norm of
vectors. Then
3 N 4

(γ0 uN )(x) = uN (x̃, 0) = un ei ñ·x̃ = vñ ei ñ·x̃
|ñ|≤N n3 =−N |ñ|≤N

=: vñ
and thus 1/2

γ0 uN 2H 1/2 (Q = 1 + |ñ|2 |vñ |2 .
per 2)
|ñ|≤N
Now we use the following elementary estimate

∞
π 1
≤ a ≤ π + 1 for all a ≥ 1 (5.3)
2 n =−∞
a + n23
2
3
which we will show at the end of the proof. Using the upper estimate for
1/2
a = 1 + |ñ|2 and the inequality of Cauchy–Schwarz, we get
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2
N
2 1/2 2 2 1/2 2 1/2 1
1 + |ñ| |vñ | = 1 + |ñ| un 1 + |n|
1 + |n|2
1/2
n3 =−N

N
2 2 2 1/2
N
1
≤ |un | 1 + |n| 1 + |ñ|
n =−N n =−N
1 + |ñ|2 + x23
3 3

N

≤ (π + 1) |un |2 1 + |n|2 .
n3 =−N
Summation with respect to ñ yields
γ0 uN 2H 1/2 (Q ≤ (π + 1) uN 2Hper

1 (Q ) .
per 2) 3
This holds for all N ∈ N. Letting N tend to infinity yields the boundedness
of γ0 . To show the existence
of a bounded extension operator η we define the
extension ηf for f (x̃) = ñ∈Z2 fñ eiñ·x̃ by

(ηf )(x) = un ein·x , x ∈ Q3 ,
n∈Z3
where
⎡ ⎤−1
∞

δñ 1
un = fñ and δñ = ⎣ ⎦ . (5.4)
1 + |n|2 j=−∞
1 + |ñ|2 + j 2
1
We first show that ηf ∈ Hper (Q3 ). We note that
∞
∞

2 2 1
|un | (1 + |n| ) = |fñ |2 δñ2
n3 =−∞ n3 =−∞
1 + |n|2
δñ
2
= |fñ | 1 + |ñ|2
1 + |ñ|2
2
≤ |fñ |2 1 + |ñ|2
π
by the lower estimate of (5.3). Summing over ñ yields
∞

ηf 2Hper
1 (Q ) =
3
|un |2 (1 + |n|2 )
ñ∈Z2 n3 =−∞
2 2
≤ |fñ |2 1 + |ñ|2 = f 2H 1/2 (Q ) .
π 2
π per 2
ñ∈Z
1/2 1
Therefore, η : Hper (Q2 ) → Hper (Q3 ) is well defined and bounded. Further-
more,
∞

(γ0 ηf )(x̃) = un eiñ·x̃ = fñ eiñ·x̃ = f (x̃) .
ñ∈Z2 n3 =−∞ ñ∈Z2
It remains to show (5.3). We note that

∞
∞
1 1 1
2 2
= 2 + 2
j=−∞
a +j a j=1
a + j2
2
and
N
j

N
1 dt
=
j=1
a2 + j 2 j=1
a 2 + j2
j−1
N N
j N/a
dt dt 1 ds
≤ = = ,
j=1j−1
a2 + t2 a2 + t2 a 1 + s2
0 0
where we used the substitution t = as. Analogously,

N
j+1

N
1 dt
=
j=1
a2 + j 2 j=1
a 2 + j2
j

j+1 +1
N (N
+1)/a

N
dt dt 1 ds
≥ = = .
j=1 j
a2 + t2 a2 + t2 a 1 + s2
1 1/a
Letting N tend to infinity yields
1 π
∞
1 π
− arctan(1/a) ≤ ≤ .
a 2 j=1
a2 + j 2 2a
Noting that a ≥ 1 implies arctan(1/a) ≤ arctan(1) = π/4 which yields the

estimates (5.3).
The motivation for the definition of the Sobolev space H 1/2 (∂D) is given by
the following transformation of the L2 -norm such that the previous lemma
can be applied. Let D ⊆ R3 be a Lipschitz domain with local coordinate
system {Uj , ξj : j = 1, . . . , m}, corresponding mappings Ψ̃j from the balls Bj
onto Uj , and their restrictions Ψj : B2 (0, αj ) → Uj ∩ ∂D as in Definition 5.1.
By Q3 we denote a cube centered at the origin such that all of the balls Bj
are contained in Q3 . Without loss of generality we assume that this is the
cube Q3 = (−π, π)3 to make the notation simpler.
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Furthermore, let {φj : j = 1, . . . , m}, be a partition of unity on ∂D cor-

responding to the sets Uj (see Theorem A.9). For f ∈ L2 (∂D) we write
m
|f (y)|2 = j=1 φj (y)|f (y)|2 for y ∈ ∂D, and thus
m

2
f 2L2 (∂D) = f (y)2 ds = φj (y) f (y) ds
∂D j=1 ∂D∩Uj
m
2
= φj Ψj (x) f Ψj (x) 1 + |∇ξj (x)|2 dx
j=1 B2 (0,αj )
m

= f˜j (x)2 1 + |∇ξj (x)|2 dx (5.5)
j=1 Q2
where
/
φj Ψj (x) f Ψj (x) , x ∈ B2 (0, αj ) ,
f˜j (x) := (5.6)
0, x ∈ Q2 \ B2 (0, αj ) .

From (5.5) and the estimate 1 ≤ 1 + |∇ξj (x)| ≤ maxj=1,...,m 1 + ∇ξj 2∞ |

we observe that · L2 (∂D) is equivalent to
m ˜ 2
j=1 fj L2 (Q2 ) . Therefore,
f ∈ L2 (∂D) if, and only if, f˜j ∈ L2 (Q2 ) for all j = 1, . . . , m. We extend this
definition to define the Sobolev space H 1/2 (∂D).
Definition 5.8. Let D ⊆ R3 be a Lipschitz domain in the sense of Defini-

tion 5.1 with corresponding local coordinate system {Uj , ξj : j = 1, . . . , m}
and corresponding mappings Ψ̃j from the balls Bj onto Uj and their restric-
tions Ψj : B2 (0, αj ) → Uj ∩ ∂D. Furthermore, let {φj : j = 1, . . . , m}, be a
partition of unity on ∂D corresponding to the sets Uj (see Theorem A.9).
Then we define
" #
H 1/2 (∂D) = f ∈ L2 (∂D) : f˜j ∈ Hper1/2
(Q2 ) for all j = 1, . . . , m
with norm ⎡ ⎤1/2

m
f H 1/2 (∂D) = ⎣ f˜j 2H 1/2 (Q ) ⎦ ,
per 2
j=1
where f˜j are given by (5.6), j = 1, . . . , m.
Our definition of the space H 1/2 (∂D) seems to depend on the choice of the
local coordinates ξj and the partition of unity φj . However, we will see in
Corollary 5.15 below that the norms corresponding to two such choices are
equivalent.
From now on we assume always that the domain D is a Lipschitz domain in
the sense of Definition 5.1.
We note the following implication of Theorem 5.6.
Corollary 5.9. The space H 1/2 (∂D) is compactly embedded in L2 (∂D).
Proof: Let (f ) be a bounded sequence in H 1/2 (∂D). Then, by definition,

1/2
(f˜j ) is bounded in Hper (Q2 ) for all j = 1, . . . , m, where f˜j is defined by (5.6)
for f instead of f . By Theorem 5.6 for s = 0 and t = 1/2 there exists a
subsequence (f˜jk )k of (f˜j ) which converges in L2 (Q2 ) for every j = 1, . . . , m
as k tends to infinity. By (5.5), applied to the difference f k − f p also (f k )k
converges in L2 (∂D).
Definition 5.8 and Theorem 5.7 yield a trace theorem in H 1 (D) for Lipschitz
domains.
Theorem 5.10. The trace operator γ0 : C 1 (D) → C(∂D), u → u|∂D , has an

extension as a bounded operator from H 1 (D) to H 1/2 (∂D). Furthermore, γ0
has a bounded right inverse η : H 1/2 (∂D) → H 1 (D); that is, γ0 (ηf ) = f for
all f ∈ H 1/2 (∂D).
Proof: Let {Uj , ξj : j = 1, . . . , m} be a local coordinate system of ∂D with

corresponding mappings Ψ̃j from the balls Bj onto Uj as in Definition 5.1.
Let {φj : j = 1, . . . , m} be a partition of unity on ∂D with respect to Uj . Set
-m
U := j=1 Uj and let u ∈ C 1 (D). Set

vj (x) := φj Ψ̃j (x) u Ψ̃j (x) , x ∈ Bj−
and extend vj to Q− ± ±
3 by zero. Here, Bj = {x ∈ Bj : x3 ≷ 0} and Q3 =
{x ∈ Q3 : x3 ≷ 0}. Furthermore, we extend vj ∈ C(Q− 3 ) into Q3 by even
reflection; that is,
vj (x) , x ∈ Q− 3,
ṽj (x) =
vj (x∗ ) , x ∈ Q+
3,
where x∗ = (x1 , x2 , −x3 ) for x = (x1 , x2 , x3 ) ∈ R3 . Then ṽj ∈ H 1 (Q3 ) by

Exercise 4.6. Also, ṽj vanishes in some neighborhood of ∂Q3 . Now we can
1
use the arguments of Lemma 4.37 to show that ṽj ∈ Hper (Q3 ) and that there
exists c1 > 0 which is independent of ṽj such that
ṽj Hper
1 (Q ) ≤ c1 vj 1
3 H (Q− ) = c1 vj H 1 (B − ) .
3 j
The boundedness of the trace operator of Theorem 5.7 yields
ṽj (·, 0)H 1/2 (Q2 ) ≤ c2 vj H 1 (B − ) for all j = 1, . . . , m,

per j
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and thus by Definition 5.8

m
γ0 u2H 1/2 (∂D) = ṽj (·, 0)2H 1/2 (Q
per 2)
j=1

m
≤ c22 vj 2H 1 (B − ) ≤ c u2H 1 (D∩U ) ≤ c u2H 1 (D) .
j
j=1
This proves boundedness of γ0 .

Now we construct an extension operator η : H 1/2 (∂D) → H 1 (D). For
1/2
f ∈ H 1/2 (∂D) we define f˜j ∈ Hper (Q2 ) for j = 1, . . . , m as in (5.6). By
1
Theorem 5.7 there exist extensions vj ∈ Hper (Q3 ) of f˜j and the mappings
f˜j → vj are bounded for j = 1, . . . , m. Then we set

uj (y) := φj (y) vj Ψ̃j−1 (y) , y ∈ Uj .
Then uj ∈ H 1 (Uj ) for all j and they vanish in some neighborhood of ∂Uj .
m
We extend uj by zero into all of R3 and set u = j=1 uj . Then u is an
" #
extension of f .Indeed, for fixed y ∈ ∂D let J = j ∈ {1, . . . , m} : y ∈ Uj .
Then u(y) = j∈J uj (y). Let j ∈ J be fixed; that is, y ∈ Uj . Then x =

Ψj−1 (y) ∈ Q2 × {0},thus uj (y) = φj (y) vj (x) = φj (y) f˜j (x) = φ(y)f (y).
Therefore, u(y) = j∈J uj (y) = j∈J f (y) φj (y) = f (y). Furthermore, all
the operations in these constructions are bounded. This proves the theorem.
Remark 5.11. We note that in the second part of the proof we have con-
structed-man extension u of f into all of R3 with support in the neighborhood

U = j=1 Uj of ∂D which depends continuously on f . Applying this to
f = γ0 u for u ∈ H 1 (D) yields the existence of a bounded extension operator
η̃ : H 1 (D) → H 1 (R3 ).
As a corollary we have the following embedding result of Rellich (compare

with Theorem 4.14):
Theorem 5.12. Let D ⊆ R3 be a bounded Lipschitz domain. Then the

embedding H 1 (D) → L2 (D) is compact.
Proof: We can just copy the proof of Theorem 4.14 because of the existence
of a bounded extension operator η̃ : H 1 (D) → H 1 (R3 ) (see the previous
Remark 5.11).
A simple conclusion of the trace theorem in combination with the denseness

result of Theorem 5.3 is formulated in the following corollary.
Corollary 5.13. Let D ⊆ R3 be a Lipschitz domain.

(a) The formula of partial integration (see Theorem A.11) holds in the form

u ∇v dx = − v∇udx + (γ0 u)(γ0 v) ν ds for all u, v ∈ H 1 (D) .
D D ∂D
(b) Let Ω ⊆ R3 be a second Lipschitz domain with D ⊆ Ω and let u1 ∈ H 1 (D)

and u2 ∈ H 1 (Ω\D) such that γ0 u1 = γ0 u2 on ∂D. Then the function
defined by
u1 (x) , x ∈ D
u(x) =
u2 (x) , x ∈ Ω\D
is in H 1 (Ω).
If, in particular, γ0 u1 = 0, then the extension u of u1 by zero outside of
D belongs to H 1 (R3 ).
(c) Let D ⊆ R3 be symmetric with respect to x3 = 0; that is, x ∈ D ⇔
x∗ ∈ D where z ∗ = (z1 , z2 , −z3 ) for any z = (z1 , z2 , z3 ) ∈ C3 . Let
D± = {x ∈ D : x3 ≷ 0} and ϕ ∈ H 1 (D− ). Extend ϕ into D by reflection;
that is,
ϕ(x) , x ∈ D− ,
ϕ̃(x) =
ϕ(x∗ ) , x ∈ D+ ,
Then ϕ̃ ∈ H 1 (D) and the mapping ϕ → ϕ̃ is bounded from H 1 (D− )
into H 1 (D).
The proofs are very similar to the proof of Lemma 5.2 and left as Exercise 5.3,
see also Exercise 4.6.
We recall from Definition 4.10 that the subspace H01 (D) had been defined as
the closure of C0∞ (D) in H 1 (D). The following equivalent characterization
will be of essential importance.
Theorem 5.14. The space H01 (D) is the null space N (γ0 ) of the trace oper-
ator; that is, u ∈ H01 (D) if, and only if, γ0 u = 0 on ∂D.
Proof: The inclusion H01 (D) ⊆ N (γ0 ) follows immediately because γ0 u = 0

for all u ∈ C0∞ (D), the boundedness of γ0 and the fact that C0∞ (D) is dense in
H01 (D) by definition. The reverse inclusion is more difficult to show. It follows
closely the proof of Theorem 5.3. We separate the proof into four steps.
(i) Let u ∈ H 1 (D) with γ0 u = 0. We extend u by zero into all of R3 .

Then u ∈ H 1 (R3 ) by Corollary 5.13. Let {Uj , ξj : j = 1, . . . , m} be a
local coordinate system. Set U0 = D and choose a partition of unity
{ϕj : j = 0, . . . , m} on D corresponding to {Uj : j = 0, . . . , m} (see
Theorem A.9. Set uj (y) = ϕj (y)u(y) for j = 0, . . . , m and y ∈ R3 .
Then the support of uj is contained in Uj ∩ D. For j = 1, . . . , m we
transform uj by the definition vj (x) = uj (Rj x + z (j) ), x ∈ R3 , and
observe that vj ∈ H 1 (R3 ) by the chain rule of Corollary 5.4, applied to
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a large ball containing D. The support of vj is contained in the cylinder

Cj = B2 (0, αj ) × (−2βj , 2βj ). Furthermore, with
" #
Cj− := x = (x̃, x3 ) ∈ B2 (0, αj ) × (−2βj , 2βj ) : x3 < ξj (x̃) and
Vj (t) := {x ∈ Cj− : |x̃| > αj − t or x3 < −2βj + t}
where again x̃ = (x1 , x2 ) we note that there exists δ > 0 with vj (x) = 0
in the neighborhood Vj (2δ) of ∂Cj ∩ Cj− because the support of ϕj is
contained in Uj .
(ii) Let a = (0, 0, L+2) where L is larger than all of the Lipschitz constants
of the functions ξj and set

vjε (x) = (vj ∗ φε )(x + εa) = vj (y) φε (x + εa − y) dy
Cj− \Vj (2δ)
where φε ∈ C ∞ (R3 ) denotes the mollifier function from (4.7). Its most
important properties had been collected in Theorem 4.7. In particular,
we have that vjε ∈ C0∞ (R3 ) and vjε → vj in H 1 (R3 ) as ε tends to zero.
(iii) Next we show that supp(vjε ) ⊆ Cj− for ε < δ/(L + 3). First we note that
the integral in the definition of vjε is taken over Cj− \Vj (2δ). Therefore, let
y ∈ Cj− \Vj (2δ). Then |ỹ| ≤ αj −2δ and y3 ≥ −2βj +2δ. The boundary of
Cj− consists for three parts. We consider x being in some neighborhood
of these parts separately.
For points x ∈ Cj− with |x̃| ≥ αj − δ we have shown this in part (ii) of
the proof of Theorem 5.3.
Let now x ∈ Cj− with x3 ≤ −2βj + δ. Then |x + εa − y| ≥ |x3 + ε(L + 2) −
y3 | ≥ y3 −x3 −(L+2)ε ≥ −2βj +2δj +2βj −δ−(L+2)ε = δ−(L+2)ε ≥ ε.
Therefore, vjε (x) = 0 for these x.
Finally, let x ∈ Cj− with x3 ≥ ξj (x̃)−ε and |ỹ− x̃| ≤ ε. Then |x+εa−y| ≥
|x3 + ε(L + 2) − y3 | ≥ x3 + ε(L + 2) − y3 ≥ ξj (x̃) − ε + (L + 2)ε − y3 =
[ξj (ỹ) − y3 ] − [ξj (ỹ) − ξj (x̃)] + (L + 1)ε ≥ (L + 1)ε − L|ỹ − x̃| ≥ ε.
Therefore, vjε (x) = 0 also for these x which shows that supp(vjε ) ⊆ Cj−
for ε < δ/(L + 3); that is, vjε ∈ C0∞ (Cj− ).
(iv) In the last step we transform back the function and set uεj (y) =

vjε Rj (y − z (j) ) for j = 1, . . . , m and y ∈ R3 . We note that uεj ∈
C0∞ (Uj ∩ D) and uεj → ϕj u in H 1 (D). This holds for all j = 1, . . . , m.
Finally, we note that u0 ∈ H 1 (D) with compact support in U0 = D and
thus uε0 =u0 ∗φε converges to u0 = ϕ0 u in H 1 (D). To finish the proof we
set uε = j=0 uεj in D and conclude that uε ∈ C0∞ (D) and uε converges
m
m
to j=0 ϕj u = u in H 1 (D).
As mentioned before we still have to complete Definition 5.8 by showing that

the space H −1/2 (∂D) is well defined.
Corollary 5.15. Definition 5.8 is independent of the choice of the coordinate

system {Uj , ξj : j = 1, . . . , m} and a corresponding partition of unity {φj :
j = 1, . . . , m} on ∂D with respect to Uj .
Proof: First we note that the space C ∞ (D)|∂D = {v|∂D : v ∈ C ∞ (D)}

is dense in H 1/2 (∂D). Indeed, for f ∈ H 1/2 (∂D) we conclude that u =
ηf ∈ H 1 (D) can be approximated by a sequence un ∈ C ∞ (D) with
respect to · H 1 (D) . But then un |∂D = γ0 un converges to γ0 u = f in
H 1/2 (∂D). Therefore, H 1/2 (∂D) is the completion of C ∞ (D)|∂D with re-
spect to · H 1/2 (∂D) . Furthermore, from the boundedness and surjectivity of
γ0 : H 1 (D) → H 1/2 (∂D) by Theorem 5.14 we observe that the lifted opera-
tor [γ0 ] : H 1 (D)/H01 (D) → H 1/2 (∂D) is a norm-isomorphism from the factor
space H 1 (D)/H01 (D) onto H 1/2 (∂D). Therefore, · H 1/2 (∂D) is equivalent
to the norm [v] = inf{v + ψH 1 (D) : ψ ∈ H01 (D)} in H 1 (D)/H01 (D); that
is, there exist constants c1 , c2 > 0 with c1 [v] ≤ v|∂D H 1/2 (∂D) ≤ c2 [v]
for all v ∈ C ∞ (D). The canonical norm in H 1 (D)/H01 (D) depends only on
the norm in H 1 (D) and the subspace H01 (D). Therefore, all of the norms
· H 1/2 (∂D) originating from different choices of the coordinate system and
partitions of unity are equivalent to each other.
The" proof shows also that an equivalent

# norm in H 1/2 (∂D) is given by f =
inf uH 1 (D) : γ0 u = f on ∂D .
Before we turn to the vector valued case we want to discuss the normal
derivative ∂u/∂ν on ∂D which is well defined for u ∈ C 1 (D). It can be
considered as the trace of the normal component of the gradient of u. We
denote it by γ1 : C 1 (D) → C(∂D), u → ∂u/∂ν. In Exercise 5.2 we show for
an example that it is not bounded from H 1 (D) into L2 (∂D). (It is not even
well defined as one can show.) However, it defines a bounded operator on the
closed subspace

HD = u ∈ H 1 (D) : ∇u · ∇ψ − k 2 u ψ dx = 0 for all ψ ∈ H01 (D)
D
(5.7)
of (variational) solutions of the Helmholtz equation into the dual space of
H 1/2 (∂D) as we will see in a moment.
First we recall from Corollary 5.9 that H 1/2 (∂D) is a subspace of L2 (∂D)
with bounded—even compact—inclusion. For any f ∈ L2 (∂D) the linear
form f (ψ) = (f, ψ)L2 (∂D) defines a bounded linear functional on H 1/2 (∂D)
because |f (ψ)| ≤ f L2 (∂D) ψL2 (∂D) ≤ c f L2 (∂D) ψH 1/2 (∂D) for all ψ ∈
H 1/2 (∂D). Therefore, if we identify f with f —as done by identifying the dual
space of L2 (∂D) with itself—then L2 (∂D) can be considered as a subspace
of the dual space H 1/2 (∂D)∗ of H 1/2 (∂D) which we denote by H −1/2 (∂D).
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Definition 5.16. Let H −1/2 (∂D) be the dual space of H 1/2 (∂D) equipped
with the canonical norm of a dual space; that is,
|, ψ∗ |
H −1/2 (∂D) := sup , ∈ H −1/2 (∂D) ,
ψ∈H 1/2 (∂D)\{0} ψ H 1/2 (∂D)
where , ψ∗ = (ψ) denotes the dual form, the evaluation of at ψ.
For real valued functions we observe that , ψ∗ is just the extension of the
L2 -inner product when we identify f with f .
Using a local coordinate system and a corresponding partition of unity one
can prove that H −1/2 (∂D) can be characterized by the periodic Sobolev space
−1/2
Hper (Q2 ) which is the completion of the space of trigonometric polynomials
by the norm
+ ,1/2

vH −1/2 (Q2 ) = (1 + |n|2 )−1/2 |vn |2 .
per
n
We do not need this result and, therefore, omit the details.

The definition of the trace ∂u/∂ν is motivated by Green’s first theorem: For
u ∈ C 2 (D) with Δu + k 2 u = 0 in D and ψ ∈ H 1 (D) we have

∂u
γ0 ψ ds = ∇u · ∇ψ − k 2 uψ dx .
∂D ∂ν D
Since the trace γ0 ψ of ψ is an element of H 1/2 (∂D) the left-hand side is a

linear functional on H 1/2 (∂D). The right-hand side is well defined also for
u ∈ H 1 (D). Therefore, it is natural to extend this formula to u, ψ ∈ H 1 (D)
and replace the left-hand side by the dual form ∂u/∂ν, γ0 ψ∗ . This is justified
by the following theorem.
Definition 5.17. (and Theorem) The operator γ1 : HD → H −1/2 (∂D),

defined by Green’s formula; that is,

γ1 u, ψ∗ = ∇u · ∇ψ̃ − k 2 u ψ̃ dx , ψ ∈ H 1/2 (∂D) , (5.8)
D
is well defined and bounded. Here, ψ̃ ∈ H 1 (D) is any extension of ψ into D;

that is, γ0 ψ̃ = ψ—which is possible by the surjectivity of the trace operator
γ0 , see Theorem 5.10.
Proof: We have to show that this definition is independent of the choice

of ψ̃. Indeed, if ψ̃1 and ψ̃2 are two extensions of ψ, then ψ̃ := ψ̃1 − ψ̃2 ∈
H01 (D) by Theorem 5.14, because γ0 ψ̃ = 0. With u ∈ HD we conclude that
D
∇u · ∇(ψ̃1 − ψ̃2 ) − k 2 u(ψ̃1 − ψ̃2 ) dx = 0. This shows that the definition
of γ1 is independent of the choice of ψ̃.
To show boundedness of γ1 we take ψ̃ = ηψ where η : H 1/2 (∂D) → H 1 (D)
denotes the bounded right inverse of γ0 of Theorem 5.10. Then, by the
inequality of Cauchy–Schwarz,
|γ1 u, ψ∗ | ≤ ∇uL2 (D) ∇ψ̃L2 (D) + k 2 uL2 (D) ψ̃L2 (D)
≤ max{k 2 , 1}uH 1 (D) ψ̃H 1 (D)
= max{k 2 , 1}uH 1 (D) ηψH 1 (D)
≤ max{k 2 , 1} η uH 1 (D) ψH 1/2 (∂D) .
This proves boundedness of γ1 with γ1 H −1/2 (∂D) ≤ max{k 2 , 1} η uH 1 (D) .
If the region D is of the form D = D1 \D2 for open sets Dj such that D2 ⊆ D1 ,
then the boundary ∂D consists of two components ∂D1 and ∂D2 . The spaces
H ±1/2 (∂D) can be written as direct products H ±1/2 (∂D1 ) × H ±1/2 (∂D2 ),
and the trace operators γ0 and γ1 have two components γ0 |∂Dj and γ1 |∂Dj
for j = 1, 2 which are the projections onto ∂Dj . For the definition of γ0 |∂Dj
or γ1 |∂Dj one just takes extensions ψ̃ ∈ H 1 (D) which vanish on ∂D3−j .
Remark: Some readers may feel perhaps unhappy with the space HD as the
domain of definition for the trace operator γ1 because it depends on the wave
number k. A more natural way is to define the trace operator on the space
% %
∃ v ∈ L2 (D) with ∇u · ∇ψ dx = − vψ dx
H 1 (Δ, D) := u ∈ H 1 (D) : D D
for all ψ ∈ H01 (D)
as the space of functions in H 1 (D) for which even Δu := v ∈ L2 (D). (Note

that the function v is obviously unique.) The space H 1 (Δ, D) is equipped
with the canonical norm uH 1 (Δ,D) = uH 1 (D) +ΔuL2 (D) . Definition 5.17
should be changed into

γ1 u, ψ∗ = ∇u · ∇ψ̃ + ψ̃ Δu dx , ψ ∈ H 1/2 (∂D) .
D
However, we note that HD is a subspace of H 1 (Δ, D), and on this subspace

the norms of H 1 (D) and H 1 (Δ, D) are equivalent. For the following it is
important that we have boundedness of γ1 in the H 1 (D)-norm, and this is
the reason for choosing HD as the domain of definition.
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5.1.2 Sobolev Spaces of Vector Valued Functions
Now we turn to Sobolev spaces of vector functions. In Chap. 4 we have studied

the space H(curl, D). It is the aim to prove two trace theorems for this space.
To motivate these traces we consider the integral identity (A.16b); that is,

(v · curl u − u · curl v) dx = (ν × u) · v ds = (ν × u) · (ν × v) × ν ds
D ∂D ∂D
for u, v ∈ C 1 (D, C3 ) ∩ C(D, C3 ) and a smooth domain D. Thus, the left-hand

side leads to two possibilities in extending traces of the tangential components
of the vector fields on ∂D namely first, for γt u = ν × u, if we consider v as a
test function and, second for γT v = (ν ×v)×ν, if we take u as a test function.
Furthermore, taking gradients of the form v = ∇ϕ for scalar functions ϕ as
test functions gives

∇ϕ · curl u dx = (ν × u) · γT ∇ϕ ds = (ν × u) · Grad ϕ ds .
D ∂D ∂D
From (A.21) we observe that the right-hand side is just − ∂D Div(ν ×u) ϕ ds,
see Definition 5.29 below. Thus we observe that the traces of vector fields in
H(curl, D) have some regularity which requires more detailed investigations.
We proceed as for the scalar case and begin with the following simple lemma
which corresponds to Lemma 5.2.
Lemma 5.18. Let D be a bounded Lipschitz domain.
(a) Let u ∈ C 1 (D, C3 ) with ν × u = 0 on ∂D. The extension ũ of u by

zero outside of D yields ũ ∈ H(curl, R3 ) and curl ũ = curl u in D and
curl ũ = 0 outside of D.
(b) Let R ∈ R3×3 be an orthogonal matrix and z ∈ R3 . For u ∈ H(curl, D)
define
v(x) = R u(Rx + z) on U = {x : Rx + z ∈ D} .
Then v ∈ H(curl, U ) and
curl v(x) = (det R) R curl u(y)|y=Rx+z on U .
Proof: The proof of (a) is very similar to the proof of Lemma 5.2 and is
omitted.
(b) With ψ ∈ C0∞ (U ) and the substitution x = R (y − z) we have

v(x) curl ψ(x) dx = u(Rx + z) R curl ψ(x) dx
U U

= det R u(y) R curlx ψ(x)|x=R (y−z) dy .
D
Let q (j) , j = 1, 2, 3, be the columns of R. Then

3
3

curly Rψ R (y − z) = curly ψj R (y − z) q (j) = R∇ψj (x) × q (j)
j=1 j=1
3
∂ψj (x) ()
= q × q (j)
∂x
j,=1
where we have set x = R (y − z). If det R = 1, then q (1) × q (2) = q (3)and

q (2) × q (3) = q (1) and q (3) × q (1) = q (2) and thus curly Rψ R (y − z) =
R curlx ψ(x)|x=R (y−z) . If det R = −1, then analogous computations yield

curly Rψ R (y − z) = −R curlx ψ(x)|x=R (y−z) . Therefore, making again
the substitution y = Rx + z yields

v(x) curl ψ(x) dx = u(y) curly Rψ R (y − z) dy
U
D

= curl u(y) Rψ R (y − z) dy
D

= det R curly u(y) |y=Rx+z Rψ(x) dx
U

= det R R curly u(y)|y=Rx+z ψ(x) dx .
U
This shows that (det R) R curly u(y)|y=Rx+z is the variational curl of v.
The following result corresponds to Theorem 5.3.
Theorem 5.19. If D is a bounded Lipschitz domain, then C ∞ (D, C3 ) is

dense in H(curl, D).
Proof: We can almost copy the proof of Theorem 5.3 if we replace ∇ by

curl. We omit the details.
As in the scalar case we introduce first some Sobolev spaces of periodic func-
tions. We recall that every vector valued function v ∈ L2 (Q, Cd ) on a cube
Q = (−π, π)d in Rd for d = 2 or d = 3 has an expansion in the form

v(x) = vn ein·x
n∈Zd
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with Fourier coefficients vn ∈ Cd , given by

1
vn = v(y) e−i n·y dy , n ∈ Zd . (5.9)
(2π)d Qd
For d = 3 formal differentiation yields

div v(x) = i n · vn ein·x , curl v(x) = i n × vn ein·x .
n∈Z3 n∈Z3

Therefore, curl v ∈ L2 (Q, C3 ) if, and only if, n∈Z3 |n × vn |2 < ∞. This is
the motivation for the following definition.
Definition 5.20. Let again Q3 = (−π, π)3 ⊆ R3 be the cube and Q2 =

(−π, π)2 ⊆ R2 be the square. For any vector function v : Qd → Cd , d = 2 or
d = 3, the Fourier coefficients vn ∈ Cd for n ∈ Zd are defined as

1
vn = v(y) e−i n·y dy , n ∈ Zd .
(2π)d Qd
(a) The space Hper (curl, Q3 ) is defined by

/ 0

2 3 2 2
Hper (curl, Q3 ) = v ∈ L (Q3 ) : |vn | + |n × vn | <∞
n∈Z3
with norm
!
vHper (curl,Q3 ) = |vn |2 + |n × vn |2 .
n∈Z3
(b) For any s ∈ R the space Hper

s
(Div, Q2 ) is defined as the completion of
the space
⎧ ⎫
⎨ ⎬
T (Q2 , C2 ) := vm ei m·x , x ∈ Q2 , vm ∈ C2 , N ∈ N
⎩ ⎭
|m|≤N
of all trigonometric vector polynomials with respect to the norm

!
vHper
s (Div,Q ) =
2
(1 + |m|2 )s |vm |2 + |m · vm |2 .
m∈Z2
(c) For any s ∈ R the space Hper s

(Curl, Q2 ) is defined as the completion of
2
the space T (Q2 , C ) with respect to the norm
!
vHper
s (Curl,Q ) =
2
(1 + |m|2 )s |vm |2 + |m × vm |2 ,
m∈Z2
where we have set m × a = m1 a2 − m2 a1 for vectors m, a ∈ C2 .

−1/2
Remark: It will be convenient to consider the elements f ∈ Hper (Div, Q2 )
−1/2
and f ∈ Hper (Curl, Q2 ) as vector valued functions from Q2 into C3 with
vanishing third component f3 . Actually, these elements are no functions any-
more but distributions. For example, we will do this identification in the
following lemma.
Theorem 5.21. Let again Q3 = (−π, π)3 ⊆ R3 denote the cube in R3 and
Q2 = (−π, π)2 ⊆ R2 the corresponding square in R2 . Often, we will again
identify Q2 ⊆ R2 with Q2 × {0} ⊆ R3 . Furthermore, let ê = (0, 0, 1) be the
unit normal vector orthogonal to the plane R2 × {0} in R3 .
−1/2
(a) The trace operator γt : Hper (curl, Q3 ) → Hper (Div, Q2 ), u → ê ×

u(·, 0) = −u2 (·, 0), u1 (·, 0), 0 , is well defined and bounded. Further-
more, there exists a bounded right inverse ηt of γt ; that is, a bounded
−1/2
operator ηt : Hper (Div, Q2 ) → Hper (curl, Q3 ) with γt ◦ ηt = id. In other
words, the tangential components ê × u of u = ηt f ∈ Hper (curl, Q3 ) co-
−1/2
incide with f ∈ Hper (Div, Q2 ) on Q2 × {0}.
−1/2
(b) The trace operator γT : Hper (curl, Q3 ) → Hper (Curl, Q2 ), u →

ê × u(·, 0) × ê = u1 (·, 0), u2 (·, 0), 0 , is well defined and bounded.
Furthermore, there exists a bounded right inverse ηT of γT .
Proof: We restrict ourselves to part (a) and leave the proof of part (b) to
∈ Hper (curl, Q3 ) with Fourier coefficients un ∈ C3 , n ∈ Z3 ;
the reader. Let u
i n·x
that is, u(x) = n∈Z3 un e . With x̃ = (x1 , x2 ) and ñ = (n1 , n2 ) we
observe that
+ ∞ ,

u(x̃, 0) = un ei ñ·x̃ thus (γt u)(x) = u⊥ñ e
i ñ·x̃
ñ∈Z2 n3 =−∞ ñ∈Z2
where
∞
∞

u⊥
ñ := ê × un = ê × u(ñ,n3 ) ∈ C3 , ñ = (n1 , n2 ) ∈ Z2 ,
n3 =−∞ n3 =−∞
(5.10)
are the Fourier coefficients of γt u. Note that the third component vanishes.
We decompose un in the form
1 1
un = 2
n × (un × n) + (n · un ) n .
|n| |n|2
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We set for the moment n̂ := n/|n| and vn := un × n and observe that

1 1
ê × un = ê × (n̂ × vn ) + (n̂ · un ) (ê × n) , (5.11)
|n| |n|
and thus for fixed ñ = (0, 0) by the inequality of Cauchy–Schwarz

2
⊥ 2 ∞

uñ =
(ê × un )

n3 =−∞
2 2
∞ ∞
1 1
≤ 2 ê × (n̂ × vn ) + 2 (n̂ · un ) (ê × n)
|n| |n|
n3 =−∞ n3 =−∞
+ ∞ ,+ ∞ ∞
,
1
2 2
≤ 2 2
|v n | + |ñ| |un |2
n =−∞
|n| n =−∞ n =−∞
3 3 3
where we note that |ê × n| = |ñ| does not depend on n3 . We use (5.3) for
a = |ñ| with ñ = (0, 0) and arrive at
+ ∞ ∞
,
⊥ 2 2(π + 1)
uñ ≤ 2
|n × un | + |ñ| 2
|un | 2
|ñ| n =−∞ n =−∞
3 3
provided ñ = (0, 0). Now we multiply with (1+|ñ|2 )−1/2 and sum with respect
to ñ = (0, 0).
2
(1 + |ñ|2 )−1/2 u⊥
ñ

ñ∈Z2
ñ=(0,0)
+ ∞
,
(1 + |ñ|2 )−1/2
≤ 2(π + 1) |n × un |2 + |ñ|2 |un |2
2
|ñ| n3 =−∞
ñ∈Z
ñ=(0,0)

≤ 2(π + 1) |n × un |2 + |un |2 .
n∈Z3
Finally, we add the term with ñ = (0, 0). In this case n = n3 ê and thus
ê × un = n13 (n × un ). Therefore,
2 2

1

(ê × un ) = (n × un )

n3 =0 n3 =0 n3
1 ∞

2
≤ |n × u n | ≤ c 1 |n × un |2 ,
n23 n =−∞
n3 =0 n3 =0 3
∞ 1
with c1 = 2 j=1 j 2 . Therefore,
2

∞ ∞

ê × un ≤ 2c1 |n × un |2 + 2 |ê × u0 |2 .

n3 =−∞ n3 =−∞
Adding this to the previous term for ñ = (0, 0) yields

∞ 2

2 −1/2
(1 + |ñ| ) |u⊥
ñ |
2
= 2 −1/2
(1 + |ñ| ) (ê × un )
n =−∞
ñ∈Z2 ñ∈Z2 3

≤c |n × un | + |un |2
2
(5.12)
n∈Z3
for c = 2(π + 1) + 2c1 + 2.

We study the Fourier coefficients of Div γt by the same arguments. First we
note that

(Div γt u)(x̃, 0) = i (n1 , n2 , 0) · u⊥
ñ e
i ñ·x̃
n1 ,n2 ∈Z
where again u⊥ 3
ñ ∈ C are the Fourier coefficients of γt u from (5.11) above.
3
For arbitrary n ∈ Z we have from (5.11) with the same notations as above
that
1 1
(n1 , n2 , 0) ·(ê×un ) = n·(ê×un ) = n· ê×(n̂×vn ) = (n×ê)·(n̂×vn )
|n| |n|
and thus if (n1 , n2 ) = (0, 0)

2
∞
1
|(n1 , n2 , 0) · u⊥
ñ |
2
= (n × ê) · (n̂ × vn )
n =−∞ |n|
3
∞
∞

1
≤ 2
|n × ê|2 |n̂ × vn |2
n3 =−∞
|n| n3 =−∞
∞ ∞
π+1
≤ |ñ|2 |vn |2 = (π + 1) |ñ| |un × n|2
|ñ| n =−∞ n =−∞
3 3
where again ñ = (n1 , n2 ). Here we used |n × ê| = |ñ| because the third
component of n × ê vanishes. For ñ = 0 we note that n · (ê × un ) vanishes.
Therefore, multiplication with (1 + |ñ|2 )−1/2 and summation with respect to
ñ yields
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(1 + |ñ|2 )−1/2 |(n1 , n2 , 0) · u⊥
ñ |
2
n1 ,n2 ∈Z
∞

|ñ|
≤ (π + 1) |un × n|2
(1 + |ñ|2 )1/2 n3 =−∞
ñ∈Z2

2
≤ (π + 1) |un × n| .
n∈Z3
Adding this to (5.12) yields

γt u2H −1/2 (Div,Q ≤ (c + π + 1) |n × un |2 + |un |2
per 2)
n∈Z3
= (c + π + 1) u2Hper (curl,Q3 ) .
−1/2
Now we construct a bounded extension operator. Let f ∈ Hper (Q2 ) be
given by f (x̃) = ñ∈Z2 fñ eiñ·x̃ with Fourier coefficients fñ ∈ C3 for which
the third components vanish. We define un ∈ C3 for n ∈ Z3 by
δñ
un = (fñ × an )
1 + |n|2
where again ñ = (n1 , n2 ) and

⎧
⎨ 1 |n|2 ê − n n , ñ = (0, 0) ,
3
an = |ñ|2
⎩ ê , ñ = (0, 0) ,
and δn is given in (5.4) of the proof of Theorem 5.7; that is,

⎡ ⎤−1
∞
1
δñ = ⎣ 2 + j2
⎦ .
j=−∞
1 + |ñ|
We easily derive the following properties of an :
• ê · an = 1 for all n ∈ Z3 ,
• n · an = 0 for all n with ñ = (0, 0), and n · an = n3 for all n = n3 ê,
|n|2
• |an |2 = |ñ|2 for all n with ñ = (0, 0) and |an | = 1 for all n = n3 ê.

First we show that (ηt f )(x) = u(x) = n∈Z3 un ein·x defines a right inverse
of γt . This follows from
∞
∞
1
(ê × un ) = δñ ê × (fñ × an ) = (ê · an ) fñ = fñ .
n3 =−∞ n3 =−∞
1 + |n|2

= 1
Now we show boundedness of ηt . For ñ = (0, 0) we conclude

∞
∞
|an |2
|un |2 ≤ |fñ |2 δñ2
n3 =−∞ n3 =−∞
(1 + |n|2 )2
∞

1 |n|2
= |fñ |2 δñ2 (5.13)
|ñ|2
n3 =−∞
(1 + |n|2 )2
+ ∞
,
δ 1 δñ
≤ |fñ |2 2 δñ = |fñ |2 2 .
ñ
|ñ| 1 + |n| 2 |ñ|
n3 =−∞

= 1
2
Using δñ ≤ π (1 + |ñ|2 )1/2 from estimate (5.3) we arrive at
∞
2 1 + |ñ|2 4
|un |2 ≤ (1 + |ñ|2 )−1/2 |fñ |2 ≤ (1 + |ñ|2 )−1/2 |fñ |2 .
n3 =−∞
π |ñ|2 π
This holds for ñ = (0, 0). For ñ = (0, 0) we conclude

∞
∞
1
|un |2 ≤ |f0 |2 δ02 2
2 )2 ≤ c |f0 | .
n3 =−∞ n3 =−∞
(1 + n3
Summing it with respect to ñ yields

|un |2 ≤ c (1 + |ñ|2 )−1/2 |fñ |2 ≤ c f 2H −1/2 (Div,Q2 ) .
n∈Z ñ∈Z2

Finally, we estimate the norm of curl u(x) = i n∈Z3 (n × un ) ein·x . We have
for ñ = (0, 0):
δñ
n × un = n × (fñ × an )
1 + |n|2
δñ δñ
= (n · an ) fñ − (n · fñ ) an = − (ñ · fñ ) an ,
1 + |n|2 1 + |n|2
and thus
∞
∞
|an |2
|n × un |2 = |ñ · fñ |2 δñ2
n3 =−∞ n3 =−∞
(1 + |n|2 )2
∞

1 |n|2
= |ñ · fñ |2 δñ2 .
|ñ|2 n3 =−∞
(1 + |n|2 )2
This expression appeared already in (5.13) above for |fñ |2 instead of |ñ · fñ |2 .
For ñ = (0, 0) we observe that n × un = 1+n
δ0
2 n3 f0 and thus
3
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∞
∞

2 n23
|n × un | = δ02 |f0 | 2
≤ c |f0 |2 .
n3 =−∞ n3 =−∞
(1 + n23 )2
Therefore, we arrive at

|n × un |2 ≤ c (1 + |ñ|2 )−1/2 |n · fñ |2 ≤ c f 2H −1/2 (Div,Q2 ) .
n∈Z ñ∈Z2
This ends the proof of part (a). We leave the proof of part (b) to the reader.
−1/2
It is the aim to extend the definition of the trace spaces Hper (Div, Q2 ) and
−1/2 −1/2 −1/2
Hper (Curl, Q2 ) to Hper (Div, ∂D) and Hper (Curl, ∂D), respectively, by
the local coordinate system of Definition 5.1. The trace operators map into
−1/2
the tangential plane of the boundary ∂D. Therefore, Hper (Div, ∂D) and
−1/2
Hper (Curl, ∂D) are spaces of tangential vector fields. The transformation
u → φj (u ◦ Ψ̃j )|Q− which we have used in Definition 5.8 is not adequate
3
in our case because it does not map vector fields of H(curl, Uj ) into vector
fields of H(curl, Bj ). We observe that gradients ∇ϕ are special elements of
H(curl, Uj ) for any ϕ ∈ H 1 (Uj ). They satisfy
∇x (ϕ ◦ Ψ̃j ) = (Ψ̃j ) (∇y ϕ) ◦ Ψ̃j
where Ψ̃j ∈ R3×3 denotes again the Jacobian; that is,
∂(Ψ̃j )k (x)
Ψ̃j (x) k
= , k, ∈ {1, 2, 3} , x ∈ Bj .
∂x
This will provide the correct transformation as we will see shortly. First we
assume as above with loss of generality that the balls Bj are contained in Q3 .
We define the subspaces of L2 (∂D, C3 ) and L2 (Q2 , C3 ) of tangential vector
fields by
" #
L2t (∂D) := f ∈ L2 (∂D, C3 ) : ν(y) · f (y) = 0 almost everywhere on ∂D ,
" #
L2t (Q2 ) := g ∈ L2 (Q2 , C3 ) : g3 (y) = 0 almost everywhere on Q2 ,
respectively. We note that the tangent plane at y = Ψj (x) is spanned by

the vectors ∂Ψj (x)/∂x1 and ∂Ψj (x)/∂x2 . We recall that the normal vector at
y = Ψj (x) for x ∈ B2 (0, αj ) is given by

1 ∂Ψj (x) ∂Ψj (x)
ν(y) = × , y = Ψj (x) ∈ ∂D ∩ Uj , where
ρj (x) ∂x1 ∂x2

∂Ψj (x) ∂Ψj (x)
ρj (x) = × = 1 + |∇ξj (x)|2 , x ∈ B2 (0, αj ) . (5.14)
∂x1 ∂x2
Lemma 5.22. Let {Uj , ξj : j = 1, . . . , m} be a local coordinate system of ∂D.

Let Ψ̃ : B → U be one of the isomorphism Ψ̃j from the balls Bj onto Uj ; that
is, we drop the index j. For u ∈ H(curl, U ∩ D) ∩ C(U ∩ D, C3 ) set

v(x) = Ψ̃ (x) u Ψ̃ (x) , x ∈ B − , (5.15)
where again B − is the lower part of the ball B and Ψ̃ (x) ∈ R3×3 is the
adjoint of the Jacobian at x ∈ B. Furthermore, define F (x) ∈ R3×3 as

∂Ψ (x) ∂Ψ (x) ∂Ψ (x) ∂Ψ (x)
F (x) := × , x ∈ B2 (0, αj ) . (5.16)
∂x1 ∂x2 ∂x1 ∂x2
Then, with ê = (0, 0, 1) ∈ R3 ,
(a) v ∈ H(curl, B − ) and

−1
curl v(x) = Ψ̃ (x) curly u(y)|y=Ψ̃ (x) , x ∈ B− .
(b)

ρ(x) ν(y) × u(y) y=Ψ (x) = F (x) ê × v(x, 0) , x ∈ B2 (0, αj ) ,
where ρ = ρj is given by (5.14).

(c)

ν(y)×u(y) ×ν(y)y=Ψ (x) = F (x)− ê×v(x, 0) ×ê , x ∈ B2 (0, αj ) .
Proof: First we note that for any regular matrix M = [a|b|c] ∈ R3×3 with
column vectors a, b, c, the inverse is given by
1 1
M −1 = [a|b|c]−1 = [b×c|c×a|a×b] = [b×c|c×a|a×b] .
(a × b) · c det M
(5.17)
Applying this to [a|b|c] = Ψ̃ (x) yields

+ ,
−1 ∂ Ψ̃ (x) ∂ Ψ̃ (x) ∂ Ψ̃ (x) ∂ Ψ̃ (x) ∂ Ψ̃ (x) ∂ Ψ̃ (x)
Ψ̃ (x) = × × × .
∂x2 ∂x3 ∂x3 ∂x1 ∂x1 ∂x2
In the following the subscript k denotes the kth component of the vector
function Ψ̃ or v or u.
(a) We note that the columns of the matrix Ψ̃ (x) ∈ R3×3 are just the
gradients ∇Ψ̃k (x), k = 1, 2, 3. Therefore,
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3

v(x) = uk Ψ̃ (x) ∇Ψ̃k (x) ,
k=1
and
3

curl v(x) = ∇uk Ψ̃ (x) × ∇Ψ̃k (x)
k=1
3

= ∇ uk Ψ̃ (x) × ∇Ψ̃k (x)
k=1
3

= Ψ̃ (x) ∇y uk (y)y=Ψ̃ (x) × ∇Ψ̃k (x)
k=1
3 3
∂uk (y)
= ∇Ψ̃ (x) × ∇Ψ̃k (x)
∂y y=Ψ̃ (x)
k=1 =1

= curl u(y) 1 ∇Ψ̃2 (x) × ∇Ψ̃3 (x) + curl u(y) 2 ∇Ψ̃3 (x) × ∇Ψ̃1 (x)

+ curl u(y) 3 ∇Ψ̃1 (x) × ∇Ψ̃2 (x)

= ∇Ψ̃2 (x)×∇Ψ̃3 (x) | ∇Ψ̃3 (x)×∇Ψ̃1 (x) | ∇Ψ̃1 (x)×∇Ψ̃2 (x) curl u(y)y=Ψ̃ (x)
−1
= Ψ̃ (x) curly u(y)|y=Ψ̃ (x)
where we applied (5.17) to Ψ̃ (x) .

(b) We write ∂j Ψ̃ for ∂ Ψ̃ /∂xj , j = 1, 2, 3, in the following and drop the
argument x or y = Ψ̃ (x). From the definition of v we have v = (u ·
∂1 Ψ̃ , u · ∂2 Ψ̃ , u · ∂3 Ψ̃ ) and thus ê × v = (−u · ∂2 Ψ , u · ∂1 Ψ , 0) on the
boundary x3 = 0. Furthermore,
F (ê×v) = −(u·∂2 Ψ ) ∂1 Ψ +(u·∂1 Ψ ) ∂2 Ψ = (∂1 Ψ ×∂2 Ψ )×u = ρ (ν ×u) .
(c) We have just seen that ρ (ν × u) = −v2 ∂1 Ψ + v1 ∂2 Ψ , thus
ρ2 (ν × u) × ν = −v2 ∂1 Ψ × (∂1 Ψ × ∂2 Ψ ) + v1 ∂2 Ψ × (∂1 Ψ × ∂2 Ψ )

= −v2 (∂1 Ψ · ∂2 Ψ ) ∂1 Ψ − |∂1 Ψ |2 ∂2 Ψ
+v1 |∂2 Ψ |2 ∂1 Ψ − (∂1 Ψ · ∂2 Ψ ) ∂2 Ψ
⎡ ⎤⎛ ⎞
|∂2 Ψ |2 −∂1 Ψ · ∂2 Ψ 0 v1
= F ⎣ −∂1 Ψ · ∂2 Ψ |∂1 Ψ |2 0 ⎦ ⎝ v2 ⎠
0 0 1 0

= ρ2 (F F )−1 = ρ2 F −1 F −
2 −
=ρ F (ê × v) × ê .

Now we are able to define the spaces H −1/2 (Div, ∂D) and H −1/2 (Curl, ∂D)
and prove the trace theorems for H(curl, D).
Definition 5.23. Let D ⊆ R3 be a Lipschitz domain with corresponding

local coordinate system (Uj , ξj ) and corresponding isomorphisms Ψ̃j from the
balls Bj onto Uj and their restrictions Ψj : B2 (0, αj ) → Uj ∩∂D. Furthermore,
let {φj : j = 1, . . . , m} be a partition of unity on ∂D corresponding to the
sets Uj and Fj (x) be given by (5.16). We assume without loss of generality
that all of the disks B2 (0, αj ) are contained in the square Q2 = (−π, π)2 .
Then we define the spaces H −1/2 (Div, ∂D) and H −1/2 (Curl, ∂D) as the com-
pletion of
" #
f ∈ L2t (∂D) : f˜jt ∈ Hper
−1/2
(Div, Q2 ), j = 1, . . . , m
and " #
f ∈ L2t (∂D) : f˜jT ∈ Hper
−1/2
(Curl, Q2 ), j = 1, . . . , m ,
respectively, with respect to the norms
⎡ ⎤1/2
m
f H −1/2 (Div,∂D) = ⎣ f˜jt 2H −1/2 (Div,Q ) ⎦ ,
per 2
j=1
⎡ ⎤1/2
m
f H −1/2 (Curl,∂D) =⎣ f˜jT 2H −1/2 (Curl,Q ) ⎦ ,
per 2
j=1
where

f˜jt (x) := ρj (x)φj Ψj (x) Fj−1 (x)f Ψj (x) , x ∈ B2 (0, αj ) , (5.18a)

f˜jT (x) := ρj (x) φj Ψj (x) Fj (x)f Ψj (x) , x ∈ B2 (0, αj ) , (5.18b)
extended by zero into Q2 , and Fj and ρj are defined in (5.16) and (5.14),
respectively.
Again, combining the following trace theorem and Theorem 5.25 below one
shows exactly as in Corollary 5.15 that H −1/2 (Div, ∂D) does not depend on
the choice of the coordinate system.
Theorem 5.24. The trace operators γt : H(curl, D) → H −1/2 (Div, ∂D),

u → ν × u|∂D and γT : H(curl, D) → H −1/2 (Curl, ∂D), u → (ν ×
u|∂D ) × ν are well defined and bounded and have bounded right inverses
ηt : H −1/2 (Div, ∂D) → H(curl, D) and ηT : H −1/2 (Curl, ∂D) → H(curl, D),
respectively.
Proof: Boundedness of the trace operators is seen from the Definition 5.23,
Lemma 5.22, and the boundedness of the trace operator of Theorem 5.21.
Indeed, for u ∈ H(curl, D) ∩ C(D, C3 ) we have by definition
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⎡ ⎤1/2

m
ν × uH −1/2 (Div,∂D) = ⎣ f˜jt 2H −1/2 (Div,Q ) ⎦
per 2
j=1
with

f˜jt (x) = ρj (x) Φj (y) Fj−1 (x) ν(y) × u(y) , x ∈ B2 (0, αj ) , y = Ψj (x) .
By part (b) of Lemma 5.22 we rewrite this as

f˜jt = ê × vj (·, 0) with vj (x) = Φj (y) Ψ̃j (x) u(y)y=Ψ̃j (x) , x ∈ Bj− .
Then vj ∈ H(curl, Bj− ) by part (a) of Lemma 5.22 and vj vanishes in some
neighborhood of ∂Bj ∩ Bj− , and we extend vj by zero into Q− 3 . Denoting
∗ 3
again z = (z1 , z2 , −z3 ) for any vector z = (z1 , z2 , z3 ) ∈ C we extend vj
into Q3 by
vj (x) , x ∈ Q− 3,
ṽj (x) =
vj∗ (x∗ ) , x ∈ Q+
3,
The vector field vj fails to be continuous in Q− 3 because of the transformation

into the parameter space. Therefore, we cannot directly apply Exercise 4.6
to show that ṽj ∈ H(curl, Q3 ). However, we can approximate vj by a
() ()
sequence ψj ∈ C ∞ (Q− 3 ) and study the analogous extension to ψ̃j which
are in H(curl, Q3 ) by Exercise 4.6. Also, they converge to ṽj in H(curl, Q3 )
() ∗ ∗ () ∗ ∗
because curlx ψ̃j (x ) = − curl ψj (x ) for x ∈ Q+
3 . Also, ṽj vanishes
in some neighborhood of ∂Q3 . Now we show, using partial integration as
in Lemma 4.37 (see Exercise 4.13), that ṽj ∈ Hper (curl, Q3 ) and that there
exists c1 > 0 which is independent of ṽj such that
ṽj Hper (curl,Q3 ) ≤ c1 vj H(curl,Q− ) = c1 vj H(curl,B − )

3 j
and thus
f˜jt H −1/2 (Div,Q2 ) = γt vj H −1/2 (Div,Q2 ) ≤ c2 vj H(curl,B − ) ≤ c3 uH(curl,Uj ) .

per per j
Summing these terms yields boundedness of γt . For γT one argues in the

same way.
It remains to construct an extension operator ηt : H −1/2 (Div, ∂D) →
−1/2
H(curl, D). For f ∈ H −1/2 (Div, ∂D) we define f˜jt ∈ Hper (Div, Q2 ) by
(5.18a). By Theorem 5.21 there exist vj ∈ Hper (curl, Q3 ) such that ê×vj = f˜jt
and the mappings f˜jt → vj are bounded for j = 1, . . . , m. We define

uj (y) := φj (y) Ψ̃j (x)− vj (x)x=Ψ̃ −1 (y) , y ∈ Uj ,
j
m
extend uj by zero into all of R3 and set u = j=1 uj . Then ν ×#u = f
"
on ∂D. Indeed, for fixed y ∈ ∂D let J = j ∈ {1, . . . , m} : y ∈ Uj . Then

u(y) = j∈J uj (y). Fix j ∈ J; that is, y ∈ Uj , and x = Ψ̃j−1 (y) ∈ Q2 × {0}.
From the definition of uj we observe that

ρj (x) ν(y) × uj (y) = φj (y) Fj (x) ê × vj (x, 0) = φj (y) Fj (x) f˜jt (x)
= ρj (x) φj (y) f (y) ;
that is, ν(y) × uj (y) = φj (y) f (y). Summation with respect to j yields
ν × u = f . Furthermore, all of the operations in these constructions of u are
bounded. This proves the theorem.
Remark: We note that in the second part of the proof we have -mconstructed
an extension u into all of R3 with support in the neighborhood j=1 Uj of ∂D.
In particular, this implies that there exists a bounded extension operator
η̃ : H(curl, D) → H(curl, R3 ).
We note that the space H0 (curl, D) has been defined as the closure of
C0∞ (D, C3 ) in H(curl, D), see Definition 4.19. Analogously to Theorem 5.14
it can be characterized as the nullspace of the trace operator as the following
theorem shows.
Theorem 5.25. The space H0 (curl, D) is the null space N (γt ) of the trace
operator γt ; that is, u ∈ H0 (curl, D) if, and only if, γt u = 0 on ∂D. The same
holds for γT ; that is, u ∈ H0 (curl, D) if, and only if, γT u = 0 on ∂D.
Proof: The inclusion H0 (curl, D) ⊆ N (γt ) follows again immediately from

the definition of H0 (curl, D) as the closure of C0∞ (D, C3 ). For the reverse
inclusion we modify the proof of Theorem 5.14 by, essentially, replacing ∇
by curl. We omit the details.
The following theorem gives a precise formulation of the fact that the spaces
H −1/2 (Div, ∂D) and H −1/2 (Curl, ∂D) are dual to each other.
Theorem 5.26.
(a) The dual space H −1/2 (Div, ∂D)∗ of H −1/2 (Div, ∂D) is isomorphic to
H −1/2 (Curl, ∂D). An isomorphism is given by the mapping
J1 : H −1/2 (Curl, ∂D) → H −1/2 (Div, ∂D)∗ defined as J1 g = λg where
λg ∈ H −1/2 (Div, ∂D)∗ is given by

λg (ψ) := ũ · curl ψ̃ − ψ̃ · curl ũ dx ,
D
g ∈ H −1/2 (Curl, ∂D), ψ ∈ H −1/2 (Div, ∂D), where ũ, ψ̃ ∈ H(curl, D) are
any vector fields with γT ũ = g and γt ψ̃ = ψ.
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(b) The dual space H −1/2 (Curl, ∂D)∗ of H −1/2 (Curl, ∂D) is isomorphic to
H −1/2 (Div, ∂D). An isomorphism is given by the mapping J2 : H −1/2
(Div, ∂D) → H −1/2 (Curl, ∂D)∗ defined as J2 f = μf where μf ∈
H −1/2 (Curl, ∂D)∗ is given by

μf (ϕ) := − ṽ · curl ϕ̃ − ϕ̃ · curl ṽ dx ,
D
with f ∈ H −1/2 (Div, ∂D), ϕ ∈ H −1/2 (Curl, ∂D) , where ṽ, ϕ̃ ∈ H(curl, D)
are any vector fields with γt ṽ = f and γT ϕ̃ = ϕ.
(c) It holds λg (f ) = μf (g) =: f, g∗ for all f ∈ H −1/2 (Div, ∂D) and g ∈
H −1/2 (Curl, ∂D) and Green’s formula holds in the form

γt v, γT u∗ = u · curl v − v · curl u dx for all u, v ∈ H(curl, D) .
D
(5.19)
Proof: (a), (b) The proof is split into four parts.
(i) First we show that λg and μf are well defined; that is, the right-hand
sides do not depend on the choices of the extensions. Let ũj , ψ̃j ∈
H(curl, D), j = 1, 2, such that γt ψ̃j = ψ and γT ũj = g for j = 1, 2.
Then

ũ1 · curl ψ̃1 − ψ̃1 · curl ũ1 dx − ũ2 · curl ψ̃2 − ψ̃2 · curl ũ2 dx
D
D
= (ũ1 − ũ2 ) · curl ψ̃1 − ψ̃1 · curl(ũ1 − ũ2 ) dx

D

+ ũ2 · curl(ψ̃1 − ψ̃2 ) − (ψ̃1 − ψ̃2 ) · curl ũ2 dx .
D
Because (ũ1 − ũ2 ) ∈ H0 (curl, D) and (ψ̃1 − ψ̃2 ) ∈ H0 (curl, D) by

Theorem 5.25 we conclude that both integrals vanish because of the
Definition 4.16 of the variational curl. Therefore, λg is well defined. The
same arguments show that also μf is well defined.
(ii) λg and μf are bounded because

λg (ψ) ≤ |ũ| | curl ψ̃| + |ψ̃| | curl ũ| dx ≤ ũH(curl,D) ψ̃H(curl,D)
D
≤ ηT gH(Curl,∂D) ηt ψH(Div,∂D)
which proves that λg is bounded and also boundedness of the mapping

J1 . Again, the arguments for μf and J2 are exactly the same.
(iii) We show that J1 is surjective. Let ∈ H −1/2 (Div, ∂D)∗ . By the theorem
of Riesz (Theorem A.5) there exists a unique u ∈ H(curl, D) with

curl u · curl ψ̃ + u · ψ̃ dx = (γt ψ̃) for all ψ̃ ∈ H(curl, D)
D
because the right-hand side is a bounded functional on H(curl, D).

Taking ψ̃ ∈ H0 (curl, D) we note from the definition of the variational
curl (Definition 4.16) that curl u ∈ H(curl, D) and curl2 u = −u in D.
Therefore, for ψ ∈ H −1/2 (Div, ∂D) and ψ̃ = ηt ψ we have that

(ψ) = curl u · curl ψ̃ − curl2 u · ψ̃ dx
D
which shows that g := γT curl u ∈ H −1/2 (Curl, ∂D) yields λg = . The

proof of surjectivity of J2 follows again by the same arguments.
(iv) Finally, we prove injectivity of J1 . Let g ∈ H −1/2 (Curl, ∂D) with
J1 g = λg = 0. By a general functional analytic argument (see [31],
Sect. IV.6) there exists ∈ H −1/2 (Curl, ∂D)∗ with = 1 and (g) =
gH −1/2 (Curl,∂D) . By the surjectivity of J2 there exists f ∈ H −1/2 (Div,
∂D) with μf = . Let ũ = ηT g and ṽ = ηt f . Then, by the definitions of
μf and λg ,

gH −1/2 (Curl,∂D) = μf (g) = − ṽ·curl ũ−ũ·curl ṽ dx = λg (f ) = 0 .
D
Again, injectivity of J2 is proven analogously.

(c) This is obvious by the definition of λg if one takes g = γT u and
ψ = γt v. Note that—by part (a)—any extensions of g and ψ can be
taken in the definition of λg .
The notation H −1/2 (Div, ∂D) indicates the existence of a surface divergence
Div u for u ∈ H −1/2 (Div, ∂D) and that u and Div u belong to H −1/2 (∂D, C3 )
and H −1/2 (∂D), respectively. To confirm this we first show that, indeed, the
space H −1/2 (Div, ∂D) can be considered as a subspace of H −1/2 (∂D, C3 ).
First we note that H 1 (D, C3 ) is boundedly embedded in H(curl, D). There-
fore, the trace operator γT is well defined and bounded on H 1 (D, C3 ).
Lemma 5.27. The space H −1/2 (Div, ∂D) can be identified with a subspace of
H −1/2 (∂D, C3 ). The identification is given by a → a for a ∈ H −1/2 (Div, ∂D)
where a ∈ H −1/2 (∂D, C3 ) is defined by
a , ψ∗ = a, γT ψ̃∗ , a ∈ H −1/2 (Div, ∂D), ψ ∈ H 1/2 (∂D, C3 ) ,
where ψ̃ ∈ H 1 (D, C3 ) is any extension of ψ. Here, ·, ·∗ denotes the dual form
in H −1/2 (∂D, C3 ), H 1/2 (∂D, C3 ) and in H −1/2 (Div, ∂D), H −1/2 (Curl, ∂D),
respectively, see part (c) of Theorem 5.26.
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Proof: First we show that the definition of a is independent of the extension.

Let ψ̃j ∈ H 1 (D, C3 ), j = 1, 2, be two extensions of ψ. Then ψ̃ := ψ̃1 − ψ̃2 ∈
H01 (D, C3 ) because γ0 ψ̃ = 0 and Theorem 5.14. We choose a sequence
φ̃n ∈ C0∞ (D, C3 ) with φ̃n → ψ̃ in H 1 (D, C3 ). Then γT φ̃n = 0 for all n
and γT φ̃n → γT ψ̃ in H −1/2 (Curl, ∂D). This proves γT ψ̃ = 0.
Furthermore, a ∈ H −1/2 (∂D, C3 ) and the mapping a → a is bounded be-
cause for ψ ∈ H 1/2 (∂D, C3 ) and the extension operator η : H 1/2 (∂D, C3 ) →
H 1 (D, C3 ) from the trace theorem (Theorem 5.10) we conclude that

a , ψ∗ = a, γT ηψ∗ ≤ c aH −1/2 (Div,∂D) γT η ψH 1/2 (∂D) .
Finally, the mapping a → a is also one-to-one. Indeed, let a = 0 then

take any b ∈ H −1/2 (Curl, ∂D). Choose a sequence ψ̃n ∈ C ∞ (D, C3 ) with
ψ̃n → ηT b in H(curl, D) where ηT : H −1/2 (Curl, ∂D) → H(curl, D) is the
extension operator of Theorem 5.24. This is possible by the denseness result
of Theorem 5.19. Then 0 = a, γT ψ̃n ∗ → a, b∗ . This holds for all b ∈
H −1/2 (Curl, ∂D) which shows that a has to vanish because H −1/2 (Curl, ∂D)
is the dual space of H −1/2 (Div, ∂D).
Remark 5.28. In the following we always think of this identification when we

use the identity
a, ψ∗ = a, γT ψ̃∗ , a ∈ H −1/2 (Div, ∂D), ψ ∈ H 1/2 (∂D, C3 ) .
Again, on the left-hand side a is considered as an element of H −1/2 (∂D, C3 )

while on the right-side a is considered as an element of H −1/2 (Div, ∂D).
The identification of the previous lemma implies in particular that for

a ∈ H −1/2 (Div, ∂D) and scalar ψ ∈ H 1/2 (∂D) the dual form a, ψ∗ ∈ C3
can be defined componentwise. We will use this in the definition of the vector
potentials in Sect. 5.2 below.
Having in mind the definition of the variational derivative it is not a surprise

that we also define the surface divergence and the surface curl by variational
equations; that is, by partial integration. We take Eq. (A.21) as a definition.
First we note that for ψ̃ ∈ H 1 (D) it holds that ∇ψ̃ ∈ H(curl, D). Therefore,
the traces γT ∇ψ̃ ∈ H −1/2 (Curl, ∂D) and γt ∇ψ̃ ∈ H −1/2 (Div, ∂D) are well
defined.
Definition 5.29. Let a ∈ H −1/2 (Div, ∂D) and b ∈ H −1/2 (Curl, ∂D). Then
the surface divergence Div a ∈ H −1/2 (∂D) and surface curl Curl b ∈ H −1/2
(∂D) are defined as the linear bounded functionals
Div a, ψ∗ = −a, γT ∇ψ̃∗ , ψ ∈ H 1/2 (∂D) , (5.20a)
Curl b, ψ∗ = −γt ∇ψ̃, b∗ , ψ ∈ H 1/2 (∂D) , (5.20b)
where again ψ̃ ∈ H 1 (D) is any extension of ψ. On the left-hand side, ·, ·∗
denotes the dual form in H −1/2 (∂D), H 1/2 (∂D) while on the right-hand
side it denotes the form in H −1/2 (Div, ∂D), H −1/2 (Curl, ∂D), see part (c)
of Theorem 5.26. We note that the definitions of the surface divergence and
surface curl yield Curl b = − Div(ν × b) in a variational sense, see the remark
on p. 79.
Again, we have to show that this definition is independent of the extension ψ̃.
If ψ̃1 and ψ̃2 are two extension, then ψ̃ = ψ̃1 − ψ̃2 ∈ H01 (D) and thus ∇ψ̃ ∈
H0 (curl, D) which implies that γT ∇ψ̃ = 0 and γt ∇ψ̃ = 0.
We note the following applications (compare to Corollary 5.13 for the scalar
case and to Exercise 4.6 for the case of sufficiently smooth functions).
Lemma 5.30. (a) Let Ω ⊆ R3 be a Lipschitz domain such that D ⊆ Ω and

let u1 ∈ H(curl, D) and u2 ∈ H(curl, Ω \ D) such that γt u1 = −γt u2 or
γT u1 = γT u2 on ∂D. Then the field

u1 (x) , x ∈ D ,
u(x) =
u2 (x) , x ∈ Ω \ D ,
is in H(curl, Ω).
(b) Let D ⊆ R3 be symmetric with respect to x3 = 0; that is, x ∈ D ⇔
x∗ ∈ D where z ∗ = (z1 , z2 , −z3 ) for any z = (z1 , z2 , z3 ) ∈ C3 . Let
D± = {x ∈ D : x3 ≷ 0} and v ∈ H(curl, D− ). Extend v into D by even

v(x) , x ∈ D− ,
ṽ(x) =
v ∗ (x∗ ) , x ∈ D+ ,
Then ṽ ∈ H(curl, D) and the mapping v → ṽ is bounded from H(curl, D− )

into H(curl, D).
(c) Let D ⊆ R3 as in part (b) and v ∈ H0 (curl, D− ). Extend v into D by odd

v(x) , x ∈ D− ,
ṽ(x) =
−v ∗ (x∗ ) , x ∈ D+ ,
Then ṽ ∈ H0 (curl, D) and the mapping v → ṽ is bounded from H0 (curl,

D− ) into H0 (curl, D).
Proof: (a) Let γT u1 = γT u2 and ψ ∈ H0 (curl, Ω) arbitrary. Using (5.19) in

D for u1 and in Ω \ D for u2 yields

γt ψ|− , γT u1 ∗ = u1 · curl ψ − ψ · curl u1 dx ,
D
γt ψ|+ , γT u2 , ∗ = u2 · curl ψ − ψ · curl u2 dx ,
Ω\D
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where γt ψ|− and γt ψ|+ denotes the trace from D and Ω \ D on ∂D, respec-
tively. We note that γt ψ|− = −γt ψ|+ because of the orientation of ν. Now
we set v = curl u1 in D and v = curl u2 in Ω \ D and add both equations.
Then v ∈ L2 (Ω, C3 ) and

u · curl ψ − ψ · v dx = 0 for all ψ ∈ H0 (curl, Ω) .
Ω
This is the variational form of v = curl u and proves the lemma for the case
that γT u1 = γT u2 . In the case γt u1 = γt u2 one uses (5.19) with u and v
interchanged. Here we note that γT ψ|− = γT ψ|+ .
(b), (c) This part is proven analogously by validating that

curl v(x) , x ∈ D− ,
curl ṽ(x) =
∓(curl v) (x ) , x ∈ D+ ,
∗ ∗
respectively, see the proof of the Theorem 5.24 and Exercise 4.6.
Now we are able to prove the important compactness property of the subspace
V0,A , defined in (4.10d). First we consider the case of a ball.
Lemma 5.31. Let B ⊆ R3 be a ball and A ∈ L∞ (B, C3×3 ) such that A(x)
is symmetric for almost all x and there exists c > 0 with Re (z A(x)z) ≥
c|z|2 for all z ∈ C3 and almost all x ∈ B. Then the closed subspace
H0 (curl, divA 0, B) ⊆ H0 (curl, B), defined in (4.12a); that is,

H0 (curl, divA 0, B) = u ∈ H0 (curl, B) : (Au, ∇ϕ)L2 (B) = 0 for all ϕ ∈ H01 (B) .
is compactly embedded in L2 (B, C3 ). For A=I we just write H0 (curl, div 0, B).
Proof: For the special case A(x) = I we will prove this result in the next
section (see Theorem 5.37) by expanding the functions into spherical har-
monics.
Let now A be arbitrary. We recall the Helmholtz decompositions from The-
orem 4.23 in the form
H0 (curl, B) = H0 (curl, divA 0, B) ⊕ ∇H01 (B) , (5.21a)

L2 (B, C3 ) = L2 (divA 0, B) ⊕ ∇H01 (B) , (5.21b)
and note that the projections onto the components are bounded. Let now
(un ) be a bounded sequence in H0 (curl, divA 0, B). Then we decompose un
with respect to the Helmholtz decomposition (5.21a) for A(x) = I; that is,
un = vn + ∇pn with vn ∈ H0 (curl, div 0, B) and pn ∈ H01 (B) .
Because the projections onto the components are bounded we conclude

boundedness of the sequence (vn ) in H0 (curl, div 0, B) with respect to
· H(curl,B) . Because H0 (curl, div 0, B) is compactly embedded in L2 (B, C3 )

there exists a subsequence (denoted by the same symbol) such that (vn )
converges in L2 (B, C3 ). On the other hand, the form vn = un − ∇pn
with un ∈ H0 (curl, divA 0, B) ⊆ L2 (divA 0, B) and pn ∈ H01 (B) is just the
decomposition of vn in the Helmholtz decomposition (5.21b). Again, by the
boundedness of the projections in L2 (B, C3 ) we conclude that (un ) converges
in L2 (B, C3 ) and ends the proof.
Now we are able to prove Theorem 4.24 from the previous chapter.
Theorem 5.32. Let D be a Lipschitz domain and let A ∈ L∞ (D, C3×3 )

such that A(x) is symmetric for almost all x and there exists ĉ > 0 with
Re (z A(x)z) ≥ ĉ|z|2 for all z ∈ C3 and almost all x ∈ D. Then the spaces
V0,A and H0 (curl, divA 0, D), defined by
"
V0,A = u ∈ H0 (curl, D) : (Au, ψ)L2 (D) = 0
#
for all ψ ∈ H0 (curl 0, D) , (5.22a)
"
H0 (curl, divA 0, D) = u ∈ H0 (curl, D) : (Au, ∇ϕ)L2 (D) = 0
#
for all ϕ ∈ H01 (D) , (5.22b)
are compact in L2 (D, C3 ). Here, H0 (curl 0, D) denotes the subspace of H0

(curl, D) with vanishing curl.
Proof: As noted before (see Remark 4.22) it suffices to consider the sub-
space H0 (curl, divA 0, D) because it contains V0,A as a closed subspace. The
proof consists of several steps. First we localize the functions u() into
U − := U ∩ D = Ψ̃j (B − ), then we transform these functions into the half
ball Bj− in parameter space. We extend them by a suitable reflection into
H0 (curl divM̃ 0, Bj ) for a certain M̃ ∈ L∞ (Bj , C3×3 ). In this space we apply
Lemma 5.31 to prove L2 -convergence of a subsequence which, finally, yields
convergence of the corresponding subsequence of (u() ).
Let {Uj , ξj : j = 1, . . . , m} be a local coordinate system with corresponding
isomorphisms Ψ̃j from the balls Bj onto Uj for j1 , . . . , m. Furthermore, set
U0 = D and choose a partition of unity {φj : j = 0, . . . , m} on D correspond-
ing to the sets Uj . Before we consider bounded sequences we concentrate on
one particular element.
Therefore, let u ∈ H0 (curl, divA 0, D) and j ∈ {1, . . . , m} be fixed. The def-
inition of H0 (curl, divA 0, D) yields for any ϕ̃ ∈ H01 (Uj− ) where again Uj− :=
Uj ∩ D = Ψ̃j (Bj− )

0= u(y) A(y)∇ φj (y)ϕ̃(y) dy
D

= u(y) A(y)∇φj (y) ϕ̃(y) dy + φj (y) u(y) A(y)∇ϕ̃(y) dy
Uj− Uj−
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Let now pj ∈ H01 (Uj− ) be defined by

∇pj (y) A(y)∇ϕ̃(y) dy = u(y) A(y)∇φj (y) ϕ̃(y) dy
Uj− Uj−
for all ϕ̃ ∈ H01 (Uj− ) . Substituting ϕ̃ = pj yields the estimate
ĉ∇pj 2L2 (U − ) ≤ c1 uL2 (D) pj L2 (U − ) (5.23a)

j j
for some c1 > 0 which is independent of u and j. With Friedrich’s inequality

we conclude that this implies
∇pj L2 (U − ) ≤ c2 uL2 (D) (5.23b)

j
for some c2 > 0 independent of u and j. Defining ũj := φj u + ∇pj we

conclude that ũj ∈ H0 (curl, Uj− ) and even ũj ∈ H0 (curl, divA , Uj− ) because
U− j
ũ (y) A(y)∇ϕ̃(y) dy = 0 for all ϕ̃ ∈ H01 (Uj− ). This holds for all j ∈
j
{1, . . . , m}. We transform ũj into the parameter domain as we did it already
several times. We define

v(x) = Ψ̃j (x) ũj Ψ̃j (x) and M (x) = Ψ̃j (x)−1 A Ψ̃j (x) Ψ̃j (x)−
for x ∈ Bj− where Bj− denotes again the lower part of the ball Bj . Here
we dropped the index j for v and M to keep the presentation simple.
Then v ∈ H0 (curl, Bj− ) by Lemma 5.22. Also, we recall that ∇ϕ(x) =

Ψ̃j (x) (∇ϕ̃) Ψ̃j (x) for ϕ = ϕ̃ ◦ Ψ̃j and thus

0 = ũj (y) A(y)∇ϕ̃(y) dy = v(x) M (x)∇ϕ(x) dx (5.24)
Uj− Bj−
for all ϕ ∈ H01 (Bj− ) . Now we extend v and M into all of the ball Bj by

v(x) , x ∈ Bj− ,
ṽ(x) =
−v ∗ (x∗ ) , x ∈ Bj+ ,
and
⎧ −
⎨ Mk (x) , x ∈ Bj , , k ∈ {1, 2, 3} ,
M̃k (x) = Mk (x ) , x ∈ Bj+ , , k ∈ {1, 2} or = k = 3 ,
∗
⎩
−Mk (x∗ ) , x ∈ Bj+ , else,
where again z ∗ = (z1 , z2 , −z3 ) for any z = (z1 , z2 , z3 ) ∈ C3 . First we note

that M̃ ∈ L∞ (Bj , C3×3 ) and M̃ (x) is symmetric for almost all x ∈ Bj and
there exists c1 > 0 with z M̃ (x)z ≥ c1 M̃ (x)|z|2 for all z ∈ C3 and x ∈
Bj . Next we show that ṽ ∈ H0 (curl, divM̃ 0, Bj ). The formula curlx v ∗ (x∗ ) =
−(curl v)∗ (x∗ ) yields ṽ ∈ H0 (curl, Bj ). It remains to show that

ṽ(x) M̃ (x)∇ϕ(x) dx = 0 for all ϕ ∈ H01 (Bj ) .
Bj
Let ϕ ∈ H01 (Bj ). Then the function x → ϕ(x) − ϕ(x∗ ) vanishes for x3 = 0
and is thus in H01 (Bj− ). Substituting this function into (5.24) and using
∇x ϕ(x∗ ) = (∇ϕ)∗ (x∗ ) yields

0= v(x) M (x)∇ ϕ(x) − ϕ(x∗ ) dx
Bj−

= v(x) M (x)∇ϕ(x) dx − v(x) M (x)∇x ϕ(x∗ ) dx
Bj− Bj−

= v(x) M (x)∇ϕ(x) dx − v(x∗ ) M (x∗ )(∇ϕ)∗ (x) dx .
Bj− Bj+
Now a careful elementary calculation shows that
v(x∗ ) M (x∗ )(∇ϕ)∗ (x) = −ṽ(x) M̃ (x)∇ϕ(x) , x ∈ Bj+ ,
which yields
ṽ(x) M̃ (x)∇ϕ(x) dx = 0 .
Bj
Since this holds for all ϕ ∈ H01 (Bj ) we have shown that ṽ ∈ H0 (curl,
divM̃ 0, Bj ).
Now we prove the actual compactness property. Let (u() ) be a bounded
()
sequence in H0 (curl, divA 0, D). The scalar functions pj ∈ H01 (Uj− ) and the
()
vector functions ṽj ∈ H0 (curl, divM̃ 0, Bj ) correspond to pj and ṽ above.
()
The estimate (5.23b) implies boundedness of (pj ) in H01 (Uj− ). The com-
pact embedding of H01 (Uj− ) in L2 (Uj− ) yields L2 -convergence of a subse-
() () (k)
quence of (pj ) . From estimate (5.23a) applied to the difference pj − pj
()
we conclude that this subsequence converges also in H01 (Uj− ). Also, (ũj ) is
()
bounded in H0 (curl, divA 0, Uj− ) and thus also (ṽj ) in H0 (curl, divM̃ 0, Bj )
for every j = 1, . . . , m. Now we apply Lemma 5.31 which yields conver-
()
gence of a subsequence of (ṽj ) in L2 (Bj , C3 ) which we denote by the same
()
symbol. Then also the sequence (ũj ) converges in L2 (Uj , C3 ) for every
j = 1, . . . , m. Finally, we consider j = 0; that is, the bounded sequence
(φ0 u() ) in H0 (curl, D). We choose a ball B containing D in its interior and
() ()
extend u0 = φ0 u() by zero into B. Then we construct p0 ∈ H01 (B) and
() () ()
ũ0 = u0 − ∇p0 ∈ H0 (curl, divA 0, B) just as before (but now in B in-
()
stead of Uj− ). We again have convergence of a further subsequence of (p0 )
()
in L2 (B). Application of Lemma 5.31 to (ũ0 ) yields L2 -convergence of a
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subsequence. Altogether, we have found a common convergent subsequence

() ()
of (ũj ) for all j = 0, 1, . . . , m. Together with the convergence of (pj ) in
H01 (Uj− ) this finishes the proof.
As a direct consequence we obtain the embedding of the subspaces V0,ε and

Vμ defined also in Chap. 4 in case of Lipschitz domains.
Corollary 5.33. The closed subspace V0,ε and Vμ , defined in (4.10d) and
(4.10c) for A = εI and A = μI, respectively, are compactly embedded in
L2 (D, C3 ).
Proof: For V0,ε this follows from the previous theorem. By Corollary 4.36
the spaces V0,ε and Vμ are isometric which ends the proof.
5.1.3 The Case of a Ball Revisited
In Chap. 2 we have studied the expansion of solutions of the Laplace equa-

tion and Helmholtz equation into spherical harmonics for the special case
where B is a ball of radius R centered at the origin. We have seen that for
L2 -boundary data the series converge in L2 (D). From Chap. 4 we know that
the natural solution space of the boundary value problems for the Laplace
or Helmholtz equation is the Sobolev space H 1 (D). Therefore, according to
the trace theorem, the natural space of boundary data is H 1/2 (∂D). In this
section we will complement the results of Chap. 2 and show convergence in
H 1 (D).
In our opinion, expansions into spherical harmonics provide a clear insight
into several properties of Sobolev spaces. For example, the fact that every
curl-free vector field has a potential is seen very explicitly, see Theorem 5.37
below. In the same Theorem we will show the compact embedding of the
spaces which appear in the Helmholtz decomposition (the special case A = I
and D being a ball). As an important by-product we will prove a charac-
terization of the Sobolev space H 1/2 (∂B) by the decay of the expansion
coefficients. We remark that the purpose of this section is mainly to fill the
gap between the L2 -theory of Chap. 2 and the H 1 -theory of Chap. 4. The
results of this section with the exception of Theorem 5.37 will not be used in
the forthcoming sections.
Let B = B(0, R) be the ball of radius R centered at the origin. We separate
variables with respect to polar coordinates r > 0 and x̂ ∈ S 2 to expand
functions into a series of spherical harmonics just as we did in Chap. 2. We
begin again with spaces of scalar functions.
Theorem 5.34. Let B = B(0, R) be the ball of radius R centered at the

origin. For u ∈ H 1 (B) let umn (r) ∈ C be the expansion coefficients of x̂ →
u(rx̂) with respect to the spherical harmonics; that is,

m
un (r) = u(r, x̂) Yn−m (x̂) ds(x̂) , 0 ≤ r < R , (5.25)
S2
for |m| ≤ n and n = 0, 1, 2, . . .. Then

N
n
uN (r, x̂) := um m
n (r) Yn (x̂) , 0 ≤ r < R , x̂ ∈ S 2 ,
n=0 m=−n
converges to u in H 1 (B) as N tends to infinity.
Proof: First we note that, using (2.17),

1
umn (r) = − u(r, x̂) DivS 2 GradS 2 Yn−m (x̂) ds(x̂)
n(n + 1) S 2

1
= GradS 2 u(r, x̂) · GradS 2 Yn−m (x̂) ds(x̂)
n(n + 1) S 2

1
= GradS 2 u(r, x̂) · Un−m (x̂) ds(x̂)
n(n + 1) S 2
where Unm = √ 1 GradYnm have been defined in Theorem 2.46. Therefore,

n(n+1)

n(n
" m + 1)um
n (r) are the expansion
# coefficients of GradS 2 u(r, ·) with respect
"
to Un : |m| ≤#n, n ∈ N . From the orthonormality of the systems Ynm :
|m| ≤ n, n ∈ N and {Unm : |m| ≤ n, n ∈ N} we have by Bessel’s inequality

N
n
2
|um
n (r)| ≤ |u(rx̂)|2 ds(x̂) ,
n=0 m=−n S2

N
n
2
n(n + 1) |um
n (r)| ≤ | GradS 2 u(rx̂)|2 ds(x̂) , and
n=0 m=−n S2
m 2 2
N n
dun ∂u

dr (r) ≤ 2 ∂r (rx̂) ds(x̂)
n=0 m=−n S
for almost all r. By Parseval’s equation we have even equalities for N → ∞.

In spherical polar coordinates the gradient is given by ∇ = ∂r
∂
x̂ + 1r GradS 2 ,
thus
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R + 2 ,
∂u 1
u2H 1 (B) =
|u(rx̂)| + (rx̂) + 2 | GradS 2 u(rx̂)| ds(x̂) r2 dr
2 2
S2 ∂r r
0
R + m 2 ,
N n
n(n+1) dun
≥ 1+ |um 2
n (r)| +
2
r2 dr (r) r dr .
n=0 m=−n 0
(5.26)
The right-hand side converges to u2H 1 (B) as N tends to infinity by the

theorem of monotonous convergence. Furthermore, from

N
n
dum n(n + 1) m
∇uN (rx̂) = n
(r) Ynm (x̂) x̂ + un (r) Unm (x̂) , (5.27)
n=0 m=−n
dr r
0 ≤ r < R , x̂ ∈ S 2 , we conclude that, for M > N ,
uM − uN 2H 1 (B)

+ m 2 ,
M n R
n(n+1) du
= |um
n (r)|
2
1+ + n (r) r2 dr
0 r2 dr
n=N +1 m=−n
(5.28)
tends to zero as N tends to infinity.

m
Remark: From (5.28) we conclude that r → rum
n (r) and r → r(un ) (r) are
elements of L2 (0, R) for all m, n.
In this case of B being a ball the space H 1/2 (∂B) can be characterized by
a proper decay of the expansion coefficients with respect to the spherical
harmonics.

origin. For f ∈ L2 (∂B) let fnm ∈ C be the expansion coefficients with respect
to the spherical harmonics; that is,

m
fn = f (Rx̂) Yn−m (x̂) ds(x̂) , |m| ≤ n , n = 0, 1, 2, . . .
S2
Then f ∈ H 1/2 (∂B) if, and only if,

+ ∞
,1/2
n
f := 1 + n(n + 1) |fnm |2 < ∞. (5.29)
n=0 m=−n
Proof: For the moment let X be the completion of C ∞ (∂B) with respect
to the norm of (5.29). Note that C ∞ (∂B) is also dense in H 1/2 (∂B) (see
Corollary 5.15 for a proof). Therefore, as in the proof of Corollary 5.15 it
suffices to show that the norm · of (5.29) is equivalent to the norm of the
factor space H 1 (B)/H01 (B). This is assured if we can prove Theorems 5.10
and 5.14 for X instead of H 1/2 (∂B). We assume without loss of generality
that R = 1.
To prove boundedness of the trace operator we write u ∈ H 1 (B) in polar
coordinates as
∞ n
u(rx̂) = um m
n (r) Yn (x̂)
n=0 m=−n
with coefficients um
n (r) ∈ C and thus
∞
n
(γ̃0 u)(x̂) = um m
n (1) Yn (x̂) .
n=0 m=−n
2
We estimate um n (s)
for s ∈ [0, 1], using r3 ≤ r2 for r ∈ [0, 1], the inequality
of Cauchy–Schwarz, and 2ab ≤ a2 + b2 , as
s
2 d 3 m
s 3 u m
n (s) = r |un (r)|2 dr
0 dr
s
2 m 2 3 d m
= 3r |un (r)| + 2r Re un (r) un (r) dr
m
0 dr
! !
s s 2
s d
≤3 2 2
|un (r)| r dr + 2
m
|um (r)| 2 r 2 dr u m (r) r 2 dr
n dr n
0 0 0
s s
2 2 2 2
≤3 |um n (r)| r dr + 1 + n(n + 1) |um
n (r)| r dr
0 0

1 s d m 2 2
+ un (r) r dr .
1 + n(n + 1) dr
0
From this and the preceding remark we conclude that um n is

continuous on
(0, 1]. We continue with s = 1 and multiply this estimate by 1 + n(n + 1)
which yields

2 1 1 d m 2 2
1 + n(n + 1) um
n (1)
≤ 4 1+n(n+1) |um 2 2
n (r)| r dr +
un (r) r dr
dr
0 0
and thus
∞
n
γ̃0 u2H 1/2 (∂B) = 1 + n(n + 1) |um
n (1)|
2
≤ 4 u2H 1 (B)
n=0 m=−n
by (5.26) for N → ∞. This proves boundedness of γ̃0 from H 1 (B) into X. A

right inverse of γ̃ is given by
∞
n
(η̃f )(rx̂) = fnm rn Ynm (x̂) .
n=0 m=−n
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It suffices to prove boundedness. From (5.28) for unm (r) = fnm rm we conclude
that
∞ n
2 m 2 1 n(n + 1) + n2
η̃f H 1 (B) = |fn | +
n=0 m=−n
2n + 3 2n + 1
∞
n
≤c 1 + n(n + 1)|fnm |2 = cf 2 .
n=0 m=−n
This proves the trace theorem for H 1 (B) and X.

To show the analogue of Theorem 5.14 it suffices again to show that the
nullspace of γ̃0 is contained in H01 (B). Let u ∈ H 1 (B) with γ̃0 u = 0; that is,
um
n (1) = 0 for all m, n. Let uN be the truncated sum; that is,

N
n
uN (rx̂) = um m
n (r) Yn (x̂) .
n=0 m=−n
Then uN is continuous in B \ {0} and converges to u in H 1 (B) as N tends

to infinity. Furthermore, let ψ ∈ C ∞ (C) such that ψ(z) = 0 for |z| ≤ 1 and
ψ(z) = z for |z| ≥ 2. Define vN,ε ∈ H 1 (D) by

N
n
1 m
vN,ε (rx̂) = εψ un (r) Ynm (x̂) .
n=0 m=−n
ε
Now we can argue as we did already several times. By the theorem of domi-
nated convergence we conclude that vN,ε → uN in H 1 (B) as ε tends to zero.
Also, we can approximate vN,ε by some ṽ ∈ C0∞ (B) because vN,ε vanishes in
some neighborhood of S 2 . Altogether this shows that u can be approximated
arbitrarily well in C0∞ (B). This ends the proof.
We continue by extending the previous Theorems 5.34 and 5.35 to the vector-
valued case.

origin. For u ∈ H(curl, B) let um n (r), vn (r), wn (r) ∈ C be the expansion
m m
coefficients of x̂ → u(rx̂) with respect to the spherical vector harmonics;

that is,

umn (r) = u(r, x̂) · x̂ Yn−m (x̂) ds(x̂) , 0 ≤ r < R , (5.30a)
2
S
vnm (r) = u(r, x̂) · Un−m (x̂) ds(x̂) , 0 ≤ r < R , (5.30b)

S2

wnm (r) = u(r, x̂) · Vn−m (x̂) ds(x̂) , 0 ≤ r < R , (5.30c)
S2
for |m| ≤ n and n = 0, 1, 2, . . ., where Unm and Vnm have been defined in
Theorem 2.46 see Corollary 2.47. Then

N
n
uN (rx̂) := um m m m m m
n (r) Yn (x̂) x̂ + vn (r) Un (x̂) + wn (r) Vn (x̂) ,
n=0 m=−n
0 ≤ r < R, x̂ ∈ S 2 , converges to u in H(curl, D) as N tends to infinity.
Proof: We can argue very much as in the proof of Theorem 5.34 but the
formulas are technically more complicated. First we note from the complete-
ness of the orthonormal systems {Ymn : |m| ≤ n, n ∈ N} in L2 (S 2 ) and
{Umn
, Vnm : |m| ≤ n, n ∈ N} in L2t (S 2 ) that
∞
n
2 2 2
|um
n (r)| + |vn (r)| + |wn (r)|
m m
= u(r, ·)2L2 (S 2 ) .
n=0 m=−n
The expansion coefficients of curl u(r, ·) are given by (see Exercise 5.4)

−m n(n + 1) m
curl u(rx̂) · x̂ Yn (x̂) ds(x̂) = − wn (r) ,
2 r

S
1
curl u(rx̂) · Un−m (x̂) ds(x̂) = − rwnm (r) ,
S2 r

n(n + 1) m 1 m
curl u(rx̂) · Vn−m (x̂) ds(x̂) = − un (r) + rvn (r) .
S2 r r
This yields
1 )
∞ n
2
2
n(n + 1) |wnm (r)|2 + rwnm (r)
r n=0 m=−n
m 2

+ n(n + 1) um n (r) − rvn (r)
= curl u(r, ·)2L2 (S 2 ) .
To compute curl uN we need the formulas (see Exercise 5.4)
umn (r)

n (r) Yn (x̂) x̂ = −
curl um x̂ × GradS 2 Ynm (x̂) ,
m
r
1 m
curl vn (r) GradS 2 Yn (x̂) = − r vn (r) x̂ × GradS 2 Ynm (x̂) ,
m m
r
1 m
curl wn (r) x̂ × GradS 2 Yn (x̂) = − r wn (r) GradS 2 Ynm (x̂)
m m
r
n(n + 1) m
− wnm (r) Yn (x̂) x̂ .
r
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Therefore,
N
n
1 m m
curl uN (x) = − n(n + 1) um m
n (r) Vn (x̂) + r vn (r) Vn (x̂)
n=0 m=−n
r
*
− r wnm (r) Unm (x̂) − n(n + 1) wnm (r) Ynm (x̂) x̂ (5.31)
and thus for M > N
uM − uN 2H(curl,B)

M n 1
2 2 2 2
= |um
n (r)| + |vn (r)| + |wn (r)| r dr
m m
n=N +1 m=−n 0

M n 1 2
+ (n(n + 1) |wnm (r)|2 + rwnm (r) +
n=N +1 m=−n 0
m 2

+ n(n + 1) um
n (r) − rvn (r) dr
which proves convergence of (uN ) in H(curl, B). The limit has to be u.
Remark: Analogously to the scalar case we note from the previous equality

that the functions r → rumn (r), r → rvn (r), r → rwn (r), r → (rwn (r)) ,
m m m
2
and r → (rvn (r)) are in L (0, R). This yields in particular that vn and wn
m m m
are continuous in (0, R].

As a simple consequence of this result we show that for balls the subspace
H(curl 0, B) of vector fields with vanishing curl coincides with the space
∇H 1 (B) of gradients and also compactness of the subspaces appearing in the
Helmholtz decompositions (see Theorem 4.21 and Remark 4.22) in L2 (B, C3 ).
Theorem 5.37. Let B be a ball.
(a) The space H(curl 0, B), defined by H(curl 0, B) = {u ∈ H(curl, B) :

curl u = 0 in B} coincides with the space ∇H 1 (B) = {∇ϕ : ϕ ∈ H 1 (B)}.
(b) The space H(curl, div 0, B) = {u ∈ H(curl, B) : B u · ∇ϕ dx = 0 for all
ϕ ∈ H 1 (B)} is compactly embedded in L2 (B, C3 ).
(c) The space H0 (curl, div 0, B) = {u ∈ H0 (curl, B) : B u · ∇ϕ dx =
0 for all ϕ ∈ H01 (B)} is compactly embedded in L2 (B, C3 ).
Proof: (a) The inclusion ∇H 1 (B) ⊆ H(curl 0, B) is obvious and holds for
any domain. To show the reverse inclusion let u ∈ H(curl 0, B). Then u
has an expansion in the form
∞
n
u(rx̂) = um m m m m m
n (r) Yn (x̂) x̂ + vn (r) Un (x̂) + wn (r) Vn (x̂) .
n=0 m=−n
(5.32)
Since curl u = 0 we conclude from (5.31) that
m
wnm (r) = 0 and n(n + 1) um
n (r) = rvn (r)
for all r and all n = 0, 1, 2, . . ., |m| ≤ n. Now we set

∞
n
1
ϕ(rx̂) = r vnm (r) Ynm (x̂) .
n=1 m=−n n(n + 1
∞ n
From n=1 m=−n |vnm |2 < ∞ we conclude that ϕ ∈ H 1 (B) and,
by (5.27),

N
n
1 m m
∇ϕ(rx̂) = r vn (r) Yn (x̂) + n(n + 1) vnm (r) Unm (x̂)
n=0 m=−n n(n + 1

N
n

= um m m m
n (r) Yn (x̂) + vn (r) Un (x̂) = u(rx̂) .
n=0 m=−n
(b) Without loss of generality let B be the unit ball. Every u ∈ H(curl,
div 0, B) has an expansion in the form (5.32). Let ϕ(rx̂) = ρ(r)Yn−m (x̂)
for some n ∈ N√and |m| ≤ n and ρ ∈ C 1 [0, 1]. Then ∇ϕ(rx̂) =
n(n+1)
ρ (r)Yn−m (x̂) x̂ + r Un−m (x̂) and thus
1

n(n + 1)

0= u(x) · ∇ϕ(x) dx = ρ ρ(r) vnm (r) r2 dr .
(r) um
n (r) +
B 0 r
(5.33)
This holds for all such ρ. Note that r → rvnm (r) is continuous and
r → r 2 um 1
n (r) is in L (0, 1). A modification of the Fundamental Theo-
1
rem of Calculus (Lemma 4.46, see
2 m
Exercise 4.16) yields um n ∈ C (0, 1]
and un (1) = 0 and r un (r) = n(n + 1) rvn (r) for all r ∈ (0, 1].
m m
∞ n 1 m 2
From (5.31) we conclude that
m=−n 0 |qn (r)| dr converges

n=0

where qnm (r) = n(n + 1) um n (r) − rvn (r) . We estimate, using these
m
two relationships between un and vn and qnm and integration by parts,

m m
1
n(n + 1) r2 |vnm (r)|2 dr
0
1 1

= r 2 um
n (r) r vn (r) dr = −
m r 2 um m
n (r) r vn (r) dr
0 0
1 1
= − n(n + 1) r2 |um 2
n (r)| dr + r 2 um m
n (r) qn (r) dr .
0 0
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Note that no boundary terms appear because um

n (1) = 0. Therefore,
1
n(n + 1) r2 |um 2
n (r)| + |vn (r)| dr
m 2
0
! !
1 1
≤ r2 |um
n (r)| 2 dr r2 |qnm (r)|2 dr
0 0
1 1
1 1
≤ r2 |um 2
n (r)| dr + r2 |qnm (r)|2 dr .
2 0 2 0
From this we easily derive the estimate

1
2 2 2 1 1 m
r |un (r)| + |vn (r)| dr ≤
m m
|q (r)|2 dr .
0 n 0 n
This holds for all m and n.

Now we prove compactness of the embedding operator I : H(curl, div 0, B)
→ L2 (B, C3 ). Define the operator IN : H(curl, div 0, B) → L2 (B, C3 ) by

N
n
(IN u)(rx̂) = um m m m m m
n (r) Yn (x̂) x̂ + vn (r) Un (x̂) + wn (r) Vn (x̂) .
n=0 m=−n
Then
∞

n 1
IN u − IuL2 (B) = r2 |um 2 2 2
n (r)| +|vn (r)| + |wn (r)| dr
m m
n=N +1 m=−n 0
∞
n 1
1
≤ |qnm (r)|2 dr
N +1 0
n=N +1 m=−n
∞
n 1
1
+ n(n+1)|wnm (r)|2 r2 dr.
(N +2)(N + 1) 0
n=N +1 m=−n
This yields IN u − IuL2 (B) ≤ N1 uH(curl,B) ; that is, IN converges to

I in the operator norm. IN is compact as a bounded finite dimensional
operator, therefore also I is compact.
(c) We can very much follow the arguments of part (b) and only indicate the
differences. We choose ρ ∈ C 1 [0, 1] with ρ(1) = 0 in order to have ϕ ∈
H01 (B) by Theorem 5.14. Then we derive the variational equation (5.33)
for ρ ∈ C 1 [0, 1] with
ρ(1) = 0.mAgain this shows that un ∈ C (0, 1]
m 1
2 m
and r un (r) = n(n + 1) rvn (r) for all r ∈ (0, 1] by Exercise 4.16
but no longer um n (1) = 0. Nevertheless, one can continue with the proof
because vnm (1) = 0 by the boundary condition ν × u = 0 on ∂B (and
Theorem 5.25). We leave the details to the reader.
Now we turn to the characterization of the boundary spaces H −1/2 (Div, ∂B)
and H −1/2 (Curl, ∂B) by the decay of the expansion coefficients, compare
with Theorem 5.35 for the scalar case.
Theorem 5.38. Let again B = B(0, R) be the ball of radius R centered at

the origin. For f ∈ L2t (∂B) let amn , bn ∈ C be the expansion coefficients with
m
respect to the spherical vector-harmonics; that is,

−m

m
an = f (Rx̂) · Un (x̂) ds(x̂) , bn =
m
f (Rx̂) · Vn−m (x̂) ds(x̂) ,
S2 S2
|m| ≤ n, n = 0, 1, 2, . . . . Then f ∈ H −1/2 (Div, ∂B) or f ∈ H −1/2 (Curl, ∂B)

if, and only if,
∞
n
1/2 m 2 −1/2 m 2
f 2D := 1 + n(n + 1) |an | + 1 + n(n + 1) |bn | < ∞ ,
n=0 m=−n
(5.34)
or
∞
n
−1/2 +1/2 m 2
f 2C := 1+n(n+1) |am 2
n | + 1+n(n+1) |bn | < ∞ ,
n=0 m=−n
(5.35)
respectively.
Proof: Let X be the completion of Ct∞ (∂B) with respect to the norm
of (5.34). The assertion follows as in Corollary 5.15 (see also Theorem 5.35)
once we have proven the trace theorem in X and that H01 (B) coincides with
the null space of γ0 ; that is, Theorems 5.24 and 5.25. First we compute
uH(curl,B) . For u of the form
∞
n
u(x) = um m m m m m
n (r) Yn (x̂) x̂ + vn (r) Un (x̂) + wn (r) Vn (x̂) ,
n=0 m=−n
we have seen in the previous theorem that

∞
n R
u2L2 (B) = |um 2 m 2 m 2 2
n (r)| +|vn (r)| +|wn (r)| r dr , (5.36a)
n=0 m=−n 0
R
∞ n
m 2
curl u2L2 (B) = n(n + 1) |um 2
n (r)| − r vn (r)
n=0 m=−n 0
2

+ r wnm (r) + n(n + 1) |wnm (r)|2 dr . (5.36b)
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Without loss of generality we take R = 1. Then we observe that

∞
n
x̂ × GradS 2 Ynm (x̂) Grad 2 Y m (x̂)
x̂×u(1, x̂) = vnm (1) − wnm (1) S n .
n=0 m=−n n(n + 1) n(n + 1)
Note that vnm and wnm are continuous in (0, 1] by the previous remark. Now we
2 2
have to estimate vnm (1) and wnm (1) . With 2|a||b| ≤ a2 + b2 we conclude

m 2 1 2
vn (1) = r r vnm (r) dr
0
1
1
= 2 Re r vnm (r) vnm (r) r2 dr + vnm (r)2 r2 dr
0 0
1 m 2
= 2 Re r vn (r) − n(n + 1) um m
n (r) vn (r) r dr
0
1
1
+2 n(n + 1) Re um m
n (r) vn (r) r
2
dr + vnm (r)2 r2 dr
0 0
1
2 1
≤ r vnm (r) − n(n + 1) um
n (r) dr +
vnm (r)2 r4 dr
0 0
1 1
m 2 2 m 2 2
+ n(n + 1) un (r) r dr + (1+ n(n+1)) vn (r) r dr .
0 0

We divide by 1 + n(n + 1), observe that r4 ≤ r2 for r ∈ [0, 1] and sum.
Comparing this with (5.36a), (5.36b) yields
∞
n
−1/2 m 2
1 + n(n + 1) vn (1) ≤ 2u2
H(curl,B) .
n=0 m=−n
For wnm (1) we argue analogously:

m 2 1 2
wn (1) = r r wnm (r) dr
0
1
1
= 2 Re r wnm (r) wnm (r) r2 dr + wnm (r)2 r2 dr
0 0
1
1
≤ r wnm (r) 2 dr
1 + n(n + 1) 0
1
m 2 4
+ 1 + n(n + 1) wn (r) r dr
0
1
+ wnm (r)2 r2 dr ,
0
and thus
∞
n
1/2 m 2
1 + n(n + 1) wn (1) ≤ 2u2
H(curl,B) .
n=0 m=−n
This proves boundedness of the trace operator H(curl, B) → X. A right

inverse is given by
∞
n
n Un (x̂) − an Vn (x̂) r ,
bm m m m n
(ηf )(rx̂) =
n=0 m=−n
where anm , bm
n are the Fourier coefficients of f . Boundedness follows from
n (r) = 0, vn (r) = bn r , and wn (r) = −an r .
(5.36a), (5.36b) for um m m n m m n
Finally, we have to show that the kernel of γt coincides with H0 (curl, B). We
follow the arguments as in the proof of Theorem 5.35 and approximate

N
n
uN (rx̂) = um m m m m m
n (r) Yn (x̂) x̂ + vn (r) Un (x̂) + wn (r) Vn (x̂)
n=0 m=−n
by

ε r m
∞
n
1−r
uN,ε (rx̂) = φ um m
n (r) Yn (x̂) x̂ + ψ v (r) Unm (x̂)
n=0 m=−n
ε r ε n
ε r m
+ ψ w (r) Vnm (x̂)
r ε n
where again ψ ∈ C ∞ (C) with ψ(z) = 0 for |z| ≤ 1 and ψ(z) = z for |z| ≥ 2
and φ ∈ C ∞ (R) with φ(t) = 0 for |t| ≤ 1 and φ(t) = 1 for |t| ≥ 2. Then
uN,ε vanishes in some neighborhood of ∂D because the continuous functions
vnm and wnm vanish for r = 1. Estimating the difference uN − uN,ε H(curl,B)
requires (see (5.36a), (5.36b)) to consider expressions of the form

ε r m 1−r
ψ v (r) − vn (r) and
m
φ − 1 um n (r)
r ε n ε
and
d ) ε r m * ) r *
r ψ vn (r) − vnm (r) = ψ vnm (r) − 1 rvnm (r) .
dr r ε ε
These expressions converge to zero pointwise almost everywhere as ε tends
to zero. Also there exist integrable bounds. Then we can continue as in the
proof of Theorem 5.35.
For γT one argues analogously.
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5.2 Surface Potentials
It is the aim of this section to study the mapping properties of the single-
and double layer potentials. First we recall—and rename—the notion of the
traces. In this section D is always a bounded Lipschitz domain with boundary
∂D which separates the interior D from the exterior R3 \D. We fix the normal
vector ν(x), which exists for almost all points x ∈ ∂D by the differentiability
assumption on the parametrization, and let it direct into the exterior of D.
Then γ0 u|± is the trace of u from the exterior (+) and interior (−), respec-
tively. The traces of the normal derivatives γ1 u|± for (variational) solutions
u of the Helmholtz equation are defined by

γ1 u|− , ψ ∂D
= ∇u · ∇ψ̂ − k2 uψ̂ dx , u ∈ HD , (5.37a)
D

γ1 u|+ , ψ ∂D
=− ∇u · ∇ψ̂ − k2 uψ̂ dx , u ∈ HR3 \D , (5.37b)
R3 \D
where ψ̂ ∈ H 1 (D) or ψ̂ ∈ H 1 (R3 \ D), respectively, are extensions of

ψ ∈ H 1/2 (∂D) with bounded support in the latter case, and

HD = u ∈ H 1 (D) : ∇u · ∇ψ − k 2 u ψ dx = 0 for all ψ ∈ H01 (D) ,
D

1
HR3 \D = u ∈ Hloc (R3 \ D) : ∇u · ∇ψ − k 2 u ψ dx = 0
R3 \D

for all ψ ∈ H01 (R3 \ D)
denote the spaces of variational solutions of the Helmholtz equation in D

and in R3 \ D, respectively, compare with (5.7). Here, Hloc1
(R3 \ D) = {u :
3 1
R \ D → C : u|B ∈ H (B) for < all balls B}. =
We denoted the dual form in H −1/2 (∂D), H 1/2 (∂D) by ·, ·∂D instead of
·, ·∗ which we will do from now on. Note, that we have changed the sign in
γ1 u|+ because the normal vector ν is directed into the interior of R3 \ D.
In the first part of this section where we study scalar potentials we let k ∈ C
with Re k ≥ 0 and Im k ≥ 0 be arbitrary. When we consider vector potentials
√
we let k = ω εμ for any constant ε, μ ∈ C.
We begin with the representation theorem for solutions of the Helmholtz
equation, compare with Theorem 3.3.
Theorem 5.39. (Green’s Representation Theorem)

Let Φ(x, y) be the fundamental solution of the Helmholtz equation; that is,
eik|x−y|
Φ(x, y) = , x = y. (5.38)
4π|x − y|
5.2 Surface Potentials 279
For any solution u ∈ H 1 (D) of the Helmholtz equation; that is, u ∈ HD , we

have the representation
/
∂Φ < = −u(x) , x ∈ D ,
(γ0 u)(y) (x, y) ds(y) − γ1 u, γ0 Φ(x, ·) ∂D =
∂D ∂ν(y) 0, x ∈ D.
Proof: First we note that elements of HD are smooth solutions of the

Helmholtz equation in D. Fix x ∈ D. As in the classical case we apply
Green’s formula (5.8) to u and Φ(x, ·) in D \ B[x, ε]:

< = ∂u(y)
γ1 u, γ0 Φ(x, ·) ∂D − Φ(x, y) ds(y)
|y−x|=ε ∂ν

= ∇u(y) · ∇y Φ(x, y) − k 2 u(y) Φ(x, y) dy
D\B[x,ε]

= ∇u(y) · ∇y Φ(x, y) + u(y) Δy Φ(x, y) dy
D\B[x,ε]

∂Φ(x, y) ∂Φ(x, y)
=− u(y) ds(y) + (γ0 u)(y) ds(y) ;
|y−x|=ε ∂ν(y) ∂D ∂ν(y)
that is,

< = ∂Φ(x, y)
γ1 u, Φ(x, ·) ∂D − (γ0 u)(y) ds(y)
∂D ∂ν(y)

∂u(y) ∂Φ(x, y)
= Φ(x, y) − u(y) − ds(y) = u(x)
|y−x|=ε ∂ν ∂ν(y)
where we applied Theorem 3.3 in the last step. For x ∈

/ D we argue in the
same way.
Corollary 5.40. Every u ∈ HD is infinitely often differentiable; that is, u ∈

C ∞ (D). Therefore, u is even analytic by Corollary 3.4.
Proof: Green’s representation theorem shows that u can be expressed as

a difference of a double layer potential with density in L2 (∂D) (even in
H 1/2 (∂D)) and a single layer potential with the density ϕ = γ1 u ∈ H −1/2
(∂D). Only the latter one has to< be considered.
= <Let A be a differential
= op-
erator. It suffices to show that A ϕ, Φ(x, ·) ∂D = ϕ, (Ax Φ)(x, ·) ∂D in every
ball B such that B ⊆ D. Using an argument byinduction it suffices to show
this for A = ∂/∂xj and every function Φ̂ ∈ C ∞ B × (R3 \ B) instead of Φ.
< =
Set f (x) = ϕ, Φ̂(x, ·) ∂D for x ∈ B. Choose an open neighborhood U of ∂D
such that d := dist(U, B) > 0. Then Φ̂j := ∂ Φ̂(x, ·)/∂xj ∈ H 1 (U ) and
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< =
f (x + hê(j) ) − f (x) − h ϕ, Φ̂j
∂D
< =
= ϕ, Φ̂(x + hê(j) , ·) − Φ̂(x, ·) − h Φ̂j ∂D
≤ c ϕH −1/2 (∂D) Φ̂(x + hê(j) , ·) − Φ̂(x, ·) − h Φ̂j H 1/2 (∂D)
≤ c ϕH −1/2 (∂D) Φ̂(x + hê(j) , ·) − Φ̂(x, ·) − h Φ̂j H 1 (U ) .
The differentiability of Φ̂ yields that
Φ̂(x + hê(j) , ·) − Φ̂(x, ·) − h Φ̂j H 1 (U ) = O(h2 )
which proves the assertion.
In the following we drop the symbol γ0 , thus we write just v for γ0 v. If ∂D

is the interface of two domains, then we write v|± and γ1 v|± to indicate the
trace from the interior (−) or exterior (+) of D, compare with the remark at
the beginning of this section.
Let now u and v be the single and double layer potentials with densities
ϕ ∈ H −1/2 (∂D) and ϕ ∈ H 1/2 (∂D), respectively; that is,
& '
(S̃ϕ)(x) = ϕ, Φ(x, ·) ∂D , x ∈ / ∂D , ϕ ∈ H −1/2 (∂D) , (5.39a)

∂Φ
(D̃ϕ)(x) = ϕ(y) / ∂D , ϕ ∈ H 1/2 (∂D) ,
(x, y) ds(y) , x ∈ (5.39b)
∂D ∂ν(y)
compare with (3.4a), (3.4b).

It is the aim to prove that S̃ and D̃ are bounded maps into H 1 (D) and
H 1 (B \ D) for any ball B containing D in its interior.
From the jump conditions of Theorems 3.12 and 3.16 we recall that for smooth
domains D and smooth densities ϕ the single layer u = S̃ϕ solves the trans-
mission problem
Δu + k 2 u = 0 in R3 \ ∂D ,

∂u ∂u
u|+ = u|− on ∂D , − = ϕ on ∂D ,
∂ν − ∂ν +
and u satisfies also the radiation condition (3.2). This interpretation of the
single layer potential, together with the trace theorems, will allow us to prove
the required properties of the boundary operators. A problem is that the re-
gion of this transmission problem is all of R3 ; that is, unbounded. Therefore,
we will restrict the transmission problem to a bounded region B containing
D in its interior and add the additional boundary condition ∂u/∂ν − iku = 0
on ∂B. The solution of this transmission problem in the ball B will lead to
a compact perturbation of S̃.
The variational form is studied in the following theorem.
Lemma 5.41. Let k ∈ C \ {0} with Im k ≥ 0 and B be an open ball with

D ⊆ B. For every ϕ ∈ H −1/2 (∂D) there exists a unique solution v ∈ H 1 (B)
such that

∇v · ∇ψ − k 2 v ψ dx − ik v ψ ds = ϕ, ψ∂D for all ψ ∈ H 1 (B) .
B ∂B
(5.40)
Furthermore, the operator ϕ → v is bounded from H −1/2 (∂D) into H 1 (B).
Proof: We write (5.40) in the form
(v, ψ)H 1 (B) − a(v, ψ) = ϕ, ψ∂D for all ψ ∈ H 1 (B) ,
where a denotes the sesquilinear form

2
a(v, ψ) = (k + 1) v ψ dx + ik v ψ ds , v, ψ ∈ H 1 (B) .
B ∂B
The mapping : ψ → ϕ, ψ∂D is a bounded linear functional on H 1 (B) with

≤ c ϕH −1/2 (∂D) because

ϕ, ψ∂D ≤ c ϕH −1/2 (∂D) ψH 1/2 (∂D) ≤ c ϕH −1/2 (∂D) ψH 1 (D)
≤ c ϕH −1/2 (∂D) ψH 1 (B) .
The boundedness of the sesquilinear form a is shown as follows.

a(v, ψ) ≤ (k 2 + 1) vL2 (B) ψL2 (B) + k vL2 (∂B) ψL2 (∂B) . (5.41)
Using the boundedness of the trace operator from H 1 (B) into L2 (∂B) we
conclude that a is bounded. The theorem of Riesz (Theorem A.5) assures
the existence of r ∈ H 1 (B) and a bounded operator K from H 1 (B) into
itself such that ϕ, ψ∂D = (r, ψ)H 1 (B) and a(v, ψ) = (Kv, ψ)H 1 (B) for all
v, ψ ∈ H 1 (B). Furthermore, rH 1 (B) = ≤ c ϕH −1/2 (∂D) . Then we
write (5.40) as v−Kv = r in H 1 (B) and show that K is compact. From (5.41)
for ψ = Kv we note that
Kv2H 1 (B) = (Kv, Kv)H 1 (B) = a(v, Kv)

≤ (k 2 + 1) vL2 (B) KvL2 (B) + k vL2 (∂B) KvL2 (∂B)
≤ c vL2 (B) + vL2 (∂B) KvH 1 (B) ,
thus
KvH 1 (B) ≤ c vL2 (B) + vL2 (∂B) .
Since in a Hilbert space an operator K is compact if, and only if, it maps
weakly convergent sequences into norm-convergent sequences we consider any
such sequence vj 0 weakly in H 1 (B). From the boundedness of the trace
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operator γ0 and the compactness of the embeddings H 1 (B) in L2 (B) and

H 1/2 (∂B) in L2 (∂B) we conclude that the right-hand side of the previous
estimate for vj instead of v converges to zero. Therefore, Kvj H 1 (B) con-
verges to zero which proves compactness of K.
Therefore, we can apply the Riesz–Fredholm theory to (5.40). To show
existence and boundedness of the solution operator r → v it suffices to prove
uniqueness. Therefore, let v ∈ H 1 (B) be a solution of (5.40) for ϕ = 0.
Substituting ψ = kv into (5.40) yields

2 2 2 2
k|∇v| − k|k| |v| dx − i|k| |v|2 ds = 0 .
B ∂B
Taking the imaginary part and noting that Im k ≥ 0 yields v = 0 on ∂B.

Extending v by zero into the exterior of B yields v ∈ H 1 (R3 ) (see Exercise 4.9)
and
∇v · ∇ψ − k 2 v ψ dx = 0 for all ψ ∈ H 1 (R3 ) ;
R3
that is, Δv+k 2 v = 0 in R3 . The regularity result of Corollary 5.40 and unique
continuation (see Theorem 4.39) yields v = 0 in R3 .
We are now able to prove the following basic properties of the single layer
potential.
Theorem 5.42. Let u := S̃ϕ in R3 \ ∂D be the single layer

< potential
= with
density ϕ ∈ H −1/2 (∂D), defined by u(x) = (S̃ϕ)(x) = ϕ, Φ(x, ·) ∂D , x ∈
R3 \ ∂D. Then:
(a) u ∈ C ∞ (R3 \ ∂D) and u satisfies the Helmholtz equation Δu + k 2 u = 0 in

R3 \ ∂D and Sommerfeld’s radiation condition (3.2) for |x| → ∞; that is,

∂us (rx̂) 1
− ik u (rx̂) = O
s
for r → ∞ , (5.42)
∂r r2
uniformly with respect to x̂ ∈ S 2 .
(b) Let Q be open and bounded such that D ⊆ Q. The operator S̃ is well
defined and bounded from H −1/2 (∂D) into H 1 (Q).
(c) u|D ∈ HD and u|R3 \D ∈ HR3 \D and γ1 u|− − γ1 u|+ = ϕ.
(d) The traces
S = γ0 S̃ : H −1/2 (∂D) → H 1/2 (∂D) , (5.43a)

1
D = (γ1 S̃|+ + γ1 S̃|− ) : H −1/2 (∂D) → H −1/2 (∂D) , (5.43b)
2
are well defined and bounded.
(e) With these notations the jump conditions for u = S̃ϕ and ϕ ∈ H −1/2 (∂D)
take the form
1
γ0 u|± = Sϕ , γ1 u|± = ∓ ϕ + D ϕ . (5.44)
2
Proof: (a) follows from Corollary 5.40.

(b) Let B be a ball which contains Q in its interior. We prove the following
representation of S̃ϕ for ϕ ∈ H −1/2 (∂D).
S̃ϕ = v + w in Q , (5.45)
where v ∈ H 1 (B) is the solution of (5.40), and w ∈ H 1 (Q) is explicitly

given by

∂Φ
w(x) = v(y) (x, y) − ik Φ(x, y) ds(y) , x ∈ Q .
∂B ∂ν(y)
Indeed, (5.40) implies that the restrictions satisfy v|D ∈ HD and v|B\D ∈
HB\D if we choose ψ ∈ H01 (D) and ψ ∈ H01 (B \ D), respectively, and
extend them by zero into the remaining parts of B. Two applications of
Green’s representation theorem (Theorem 5.39 in D and in B \ D) for
x ∈ D yield

∂Φ
v(x) = − v(y)|− (x, y) ds(y) + γ1 v|− , Φ(x, ·)∂D , x ∈ D ,
∂ν(y)
∂D
∂Φ
0= v(y)|+ (x, y) ds(y) − γ1 v|+ , Φ(x, ·)∂D
∂ν(y)
∂D

∂Φ
− v(y) (x, y) ds(y) + γ1 v, Φ(x, ·)∂B , x ∈ D ,
∂B ∂ν(y)
where we dropped the symbol γ0 for the trace operator. Adding both
equation yields
< =
v(x) = γ1 v|− − γ1 v|+ , Φ(x, ·) ∂D − w̃(x) , x ∈ D , (5.46)
where

∂Φ < =
w̃(x) := v(y) (x, y)ds(y) − γ1 v, Φ(x, ·) ∂B
∂ν(y)
∂B
∂Φ
= v(y) (x, y)ds(y) − ∇v · ∇Φx − k 2 vΦx dx
∂B ∂ν(y) B\D

∂Φ
= v(y) (x, y)ds(y) − ik v(y)Φx (y)ds = w(x), x ∈ Q.
∂B ∂ν(y) ∂B
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Here, Φx ∈ H 1 (B) is chosen such that Φx = Φ(x, ·) on ∂B and Φx = 0

on D. Then Φx is an extension of Φ(·, x) ∈ H 1/2 (∂B) into B, and the
last equation holds by the definition of v.
For fixed x ∈ D we choose Φ̃x ∈ H 1 (B) such that Φ̃x = Φ(x, ·) on ∂D
and Φ̃x = 0 on ∂B. Now we recall the definition (5.37a), (5.37b) of the
traces γ1 v|± and rewrite the first term of (5.46) as
< = < =
γ1 v|− − γ1 v|+ , Φ(x, ·) ∂D = γ1 v|− − γ1 v|+ , Φ̃x ∂D

= ∇v · ∇Φ̃x − k 2 v Φ̃x dx
B
< =
= ϕ, Φ̃x ∂D = ϕ, Φ(x, ·) ∂D = (S̃ϕ)(x)
by (5.40) for ψ = Φ̃x . Thus v = S̃ϕ − w in D. For x ∈ B \ D we argue

exactly in the same way to show (5.46) which proves (5.45).
Now we observe that v|∂B → w|Q is bounded from L2 (∂B) into H 1 (Q).
Furthermore, ϕ → v is bounded from H −1/2 (∂D) into H 1 (B). Combin-
ing this with the boundedness of the trace operator v → v|∂B yields
boundedness of S̃ from H −1/2 (∂D) into H 1 (Q).
(c) From the representation (5.45) it suffices to show that γ1 v|− − γ1 v|+ = ϕ
on ∂D because w is a classical solution of the Helmholtz equation in B.
By the definitions of γ1 |± and of v we have that γ1 v|− − γ1 v|+ , ψ∂D =
Q
∇v ·∇ψ̃ −k 2 v ψ̃ dx = ϕ, ψ∂D for all extensions ψ̃ of ψ with compact
support. This proves part (c).
(d) This follows from (b) and the boundedness of the trace operator γ0 .
(e) This follows directly from (c) and the definition of D .
Corollary 5.43. For every ϕ ∈ H −1/2 (∂D) the single layer potential u = S̃ϕ
is the only variational solution of the transmission problem

2 3 ∂u ∂u
Δu + k u = 0 in R \ ∂D , u|− = u|+ on ∂D , − = ϕ on ∂D ,
∂ν − ∂ν +
and u satisfies the Sommerfeld radiation condition (5.42); that is, u ∈

1
Hloc (R3 ) is the unique radiating solution of

∇u·∇ψ−k2 u ψ dx = ϕ, γ0 ψ ∂D for all ψ ∈ H 1 (R3 ) with compact support .
R3
(5.47)
Proof: The previous theorem implies that u|D ∈ HD and u|R3 \D ∈ HR3 \D
and u satisfies the radiation condition. Let now ψ ∈ H 1 (R3 ) with compact
support which is contained in some ball B. The definitions of γ1 |± yield again

ϕ, ψ∂D = γ1 u|− − γ1 u|+ , ψ∂D = ∇u · ∇ψ − k 2 u ψ dx .
B
This proves that u = S̃ϕ solves (5.47). To prove uniqueness let ϕ = 0. Then

∇u · ∇ψ − k 2 u ψ dx = 0 for all ψ ∈ H 1 (R3 ) with compact support ;
R3
that is, u is a radiating variational solution of the Helmholtz equation in all

of R3 . The regularity result from Corollary 5.40 yields u ∈ C ∞ (R3 ). Also, u
satisfies the radiation condition which implies u = 0 in R3 by Theorem 3.23.
The following properties are helpful for using the boundary integral equation
method for solving the interior or exterior boundary value problems.
Theorem 5.44. Let Si be the single layer boundary operator for the special
value k = i. Then:
(a) Si is symmetric and coercive in the sense that there exists c > 0 with
ϕ, Si φ∂D = φ, Si ϕ∂D , ϕ, Si ϕ∂D ≥ cϕ2H −1/2 (∂D)
for all φ, ϕ ∈ H −1/2 (∂D) . In particular, ϕ, Si ϕ∂D is real valued.

(b) Si is an isomorphism from H −1/2 (∂D) onto H 1/2 (∂D).
(c) S − Si is compact from H −1/2 (∂D) into H 1/2 (∂D) for any k ∈ C with
Im k ≥ 0.
Proof: (a) Define u = S̃i ϕ and v = S̃i ψ in R3 \ ∂D. As shown before,

u is a classical solution of Δu − u = 0 in R3 \ ∂D and satisfies the
radiation condition. From the representation theorem (Theorem 3.3 for
k = i) we observe that u and v and their derivatives decay exponentially
for |x| → ∞. Let φ ∈ C ∞ (R3 ) with φ(x) = 1 for |x| ≤ R φ(x) =
0 for |x| ≥ R + 1 where R is chosen such that D ⊆ B(0, R). By the
definitions (5.37a), (5.37b) of the normal derivatives (note that u|D , v|D ∈
HD and u|R3 \D , v|R3 \D ∈ HR3 \D for k = i) we conclude that
ϕ, Si ψ ∂D = γ1 u|− − γ1 u|+ , γ0 v ∂D

= ∇u · ∇v + uv dx + ∇u · ∇(φv) + φuv dx
D R3 \D

= ∇u · ∇v + uv dx + ∇u · ∇(φv)+φuv dx
B(0,R) R<|x|<R+1

∂u
= ∇u · ∇v + uv dx − v ds
B(0,R) |x|=R ∂ν
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where we used the classical Green’s theorem in last step to the smooth
functions u and φv. Now we use the fact that v and ∇u decay exponen-
tially to zero as R tends to infinity. Therefore we arrive at

ϕ, Si ψ∂D = ∇u · ∇v + uv dx
R3
which is symmetric in u and v. To prove coercivity we choose ψ = ϕ.

Then v = u and thus

ϕ, Si ϕ∂D = |∇u|2 + |u|2 dx = u2H 1 (R3 ) .
R3
Now we recall from Theorem5.10 the existence of a bounded extension

operator η : H 1/2 (∂D) → H 1 B(0, R) ; that is, γ0 ηψ|± = ψ and ηψ has
compact
support
in B(0, R). Therefore, for ψ ∈ H 1/2 (∂D) and ψ̃ = ηψ ∈
1
H B(0, R) we can estimate as above

ϕ, ψ∂D = γ1 u|− − γ1 u|+ , ψ∂D = ∇u · ∇ψ̃ + uψ̃ dx
R3
≤ uH 1 (R3 ) ψ̃H 1 (B(0,R)) ≤ η uH 1 (R3 ) ψH 1/2 (∂D) ,
and thus ϕH −1/2 (∂D) = sup ϕ, ψ∂D ≤ η uH 1 (R3 ) . There-
ψ H 1/2 (∂D)
=1
fore, ϕ, Si ϕ∂D = u2H 1 (R3 ) ≥ η1 2 ϕ2H −1/2 (∂D) . This finishes the
proof of part (a).
(b) Injectivity of Si follows immediately from the coerciveness property
of part (a). Furthermore, from part (a) we observe that (ϕ, ψ)S :=
ϕ, Si ψ∂D) defines an inner product in H −1/2 (∂D) such that its corre-
sponding norm is equivalent to the ordinary norm in H −1/2 (∂D). Surjec-
tivity of Si is now an immediate consequence of the Riesz Representation
Theorem A.5. Indeed, let f ∈ H 1/2 (∂D). It defines a linear and bounded
functional on H −1/2 (∂D) by (ϕ) := ϕ, f ∂D) for ϕ ∈ H −1/2 (∂D). By
the theorem of Riesz (Theorem A.5) there exists ψ ∈ H 1/2 (∂D) such that
(ϕ, ψ)S = (ϕ) for all ϕ ∈ H −1/2 (∂D); that is, ϕ, Si ψ∂D) = ϕ, f ∂D)
for all ϕ ∈ H −1/2 (∂D); that is, Si ψ = f .
(c) Choose open balls Q and B such that D ⊆ Q and Q ⊆ B. We use that
facts that S̃ϕ and S̃i ϕ have representations of the form (5.45); that is,
S̃ϕ = v + w and S̃i ϕ = vi + wi in Q
where v, vi ∈ H 1 (B) are the solutions of (5.40) for k and k = i, respec-

tively, and w, wi ∈ H 1 (Q) are explicitly given by

∂Φk
w(x) = v(y) (x, y) − ik Φk (x, y) ds(y) , x ∈ Q ,
∂B ∂ν(y)
and analogously for wi (see proof of Theorem 5.42). We note that the
mapping ϕ → v is bounded from H −1/2 (∂D) into H 1 (B). Therefore,
by the trace theorem and the compact embedding of H 1/2 (∂B) into
L2 (∂B) the mapping ϕ → v|∂B is compact from H −1/2 (∂D) into L2 (∂B).
This proves compactness of the mappings ϕ → w|∂D from H −1/2 (∂D)
into H 1/2 (∂D). It remains to consider v − vi . Taking the difference of the
equations for v and vi ; that is,

∇v · ∇ψ − k 2 v ψ dx − ik v ψ ds = ϕ, ψ∂D ,
B
∂B
∇vi · ∇ψ + vi ψ dx + vi ψ ds = ϕ, ψ∂D ,

B ∂B
yields

∇(v − vi ) · ∇ψ + (v − vi ) ψ dx + (v − vi ) ψ ds
B
∂B
= (k 2 + 1) v ψ dx + (ik + 1) v ψ ds
B ∂B
for all ψ ∈ H 1 (B) which is of the form

∇(v − vi ) · ∇ψ+(v − vi ) ψ dx + (v − vi ) ψ ds = f ψ dx + g ψ ds
B ∂B B ∂B
(5.48)
with f ∈ L2 (B) and g ∈ L2 (∂B). As mentioned before, the mapping
ϕ → v is bounded from H −1/2 (∂D) into H 1 (B) and thus compact as a
mapping into L2 (B) as well as the mapping ϕ → v|∂B from H −1/2 (∂D)
into L2 (∂B). Finally, the mapping (f, g) into the solution v − vi of (5.48)
is bounded from L2 (B)×L2 (∂B) into H 1 (B). This proves compactness of
the mapping ϕ → v −vi from H −1/2 (∂D) into H 1 (B). The trace theorem
yields compactness of S − Si and ends the proof.
Remarks 5.45 (i) The proof of part (b) implies in particular that the dual
space of H −1/2 (∂D) can be identified with H 1/2 (∂D); that is, the spaces
H 1/2 (∂D) and H −1/2 (∂D) are reflexive Banach spaces.
(ii) The symmetry of S holds for any k ∈ C \ {0} with Im k ≥ 0. Indeed, we
can just copy the previous proof of part (a) and arrive at

∂u
ϕ, Sψ∂D = ∇u · ∇v − k 2 uv dx − v ds
B(0,R) |x|=R ∂ν
and thus

∂u ∂v
ϕ, Sψ∂D − ψ, Sϕ∂D = − v −u ds .
|x|=R ∂ν ∂ν
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It suffices to show that the last integral tends to zero as R → ∞. To see

this we just write

∂u ∂v ∂u
v −u ds = v − iku ds
|x|=R ∂ν ∂ν |x|=R ∂ν

∂v
− u − ikv ds ,
|x|=R ∂ν
and this tends to zero by Sommerfeld’s radiation condition as in the proof

of Theorem 3.6.
We finish this part of the section by formulating the corresponding theorems

for the double layer potential without detailed proofs.
Theorem 5.46. Let Q be open and bounded such that D ⊆ Q. The double
layer operator D̃, defined in (5.39b), is well defined and bounded from
H 1/2 (∂D) into H 1 (D) and into H 1 (Q \ D).
Furthermore, with u := D̃ϕ in R3 \ ∂D we have that u|D ∈ HD and
u|R3 \D ∈ HR3 \D and γ0 u|+ − γ0 u|− = ϕ and γ1 u|− − γ1 u|+ = 0. In par-
ticular, u ∈ C ∞ (R3 \ ∂D) and satisfies the Helmholtz equation Δu + k 2 u = 0
in R3 \ ∂D and the Sommerfeld radiation condition. The traces
T = γ1 D̃ : H 1/2 (∂D) → H −1/2 (∂D) , (5.49a)

1
D = (γ0 D̃|+ + γ0 D̃|− ) : H 1/2 (∂D) → H 1/2 (∂D) (5.49b)
2
are well defined and bounded. Furthermore, we have the jump conditions for
u = D̃ϕ and ϕ ∈ H 1/2 (∂D):
1
γ0 u|± = ± ϕ + Dϕ , γ1 u|± = T ϕ . (5.50)
2
Proof (Only Sketch): We follow the proof of Theorem 5.42 and choose a ball
B with D ⊆ B and prove a decomposition of u = D̃ϕ in the form u = v + w
where the pair v|D , v|B\D ∈ H 1 (D) × H 1 (B \ D) is the variational solution
of the transmission problem
∂v
Δv + k 2 v = 0 in B \ ∂D , − ikv = 0 on ∂B ,
∂ν

∂v ∂v
= , v|+ − v|− = ϕ on ∂D .
∂ν + ∂ν −
With this v we define w just as in the proof of Theorem 5.42. The mapping
properties of D and T follow now directly from this representation and the
trace theorems. Finally, (5.50) follows directly from γ0 u|+ − γ0 u|− = ϕ and
the definition of Dϕ.
We note that—in contrast to the case of a smooth boundary—the operator D

is, in general, not compact anymore. Similarly to Theorem 5.44 the properties
of the operator T with respect to the special wave number k = i are useful.
We leave the proof of the following result to the reader because it follows the
same arguments as in the proof of Theorem 5.44.
Theorem 5.47. Let Ti be the normal derivative of the double layer boundary
operator for the special value k = i. Then:
(a) Ti is symmetric and coercive in the sense that there exists c > 0 with
Ti ϕ, φ∂D = Ti φ, ϕ∂D , Ti ϕ, ϕ∂D ≤ −cϕ2H 1/2 (∂D)
for all φ, ϕ ∈ H 1/2 (∂D) . In particular, Ti ϕ, ϕ∂D is real valued.

(b) Ti is an isomorphism from H 1/2 (∂D) onto H −1/2 (∂D).
(c) T − Ti is compact from H 1/2 (∂D) into H −1/2 (∂D) for any k ∈ C with
Im k ≥ 0.
We continue with the vector valued case. Let now ε, μ ∈ C \ {0} be constant
and ω > 0. Define the wave number k ∈ C with Re k ≥ 0 and Im k ≥ 0 by
k 2 = ω 2 εμ. We recall the trace operators γt : H(curl, D) → H −1/2 (Div, ∂D)
and γT : H(curl, D) → H −1/2 (Curl, ∂D). As in the scalar case we fix the
direction of the unit normal vector to point into the exterior of D and distin-
guish in the following between the traces from the exterior (+) and interior
(−) by writing γt u|± and γT u|± , respectively. Due to the direction of ν we
have the following forms of Green’s formula 5.19.

γt v|− , γT u|− ∂D = u · curl v − v · curl u dx for all u, v ∈ H(curl, D) ,
D
and
γt v|+ , γT u|+ ∂D = − u · curl v − v · curl u dx
R3 \D
all u, v ∈ H(curl, R3 \ D) , where

<for −1/2 = ·, ·∂D denotes the dual form in
H (Div, ∂D), H −1/2 (Curl, ∂D) , see Theorem 5.26. Again we changed
the notation by writing ·, ·∂D instead of ·, ·∗ . In the following we want to
discuss vector potentials of the form

curl a(y) Φ(x, y) ds(y) and curl curl a(y) Φ(x, y) ds(y) for x ∈
/ ∂D ,
∂D ∂D
see Sect. 3.2.2. From the trace theorem we know that in general we have
to allow a to be in H −1/2 (Div, ∂D). Therefore, we have to give meaning to
the boundary integral. We recall from Lemma 5.27 that H −1/2 (Div, ∂D) can
be considered as a subspace of H −1/2 (∂D, C3 ) which is the dual space of
H 1/2 (∂D, C3 ). The dual form is denoted by ·, ·∂D , see the beginning of this
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section. We define the bilinear mapping
·, ·∂D : H −1/2 (Div, ∂D) × H 1/2 (∂D) −→ C3

componentwise; that is, a, ϕ∂D j = aj , ϕ∂D , j = 1, 2, 3, for a ∈
H −1/2 (Div, ∂D) and ψ ∈ H 1/2 (∂D). We refer to the remark following
Lemma 5.27. For smooth tangential fields a and ϕ this is exactly the in-
tegral ∂D ϕ(y) a(y) ds(y). With this bilinear mapping we have the following
form of Green’s theorem.
Lemma 5.48. For v ∈ H(curl, D) and ψ ∈ H 1 (D) we have

γt v, γ0 ψ∂D = ψ curl v + ∇ψ × v dx .
D
Proof: For any z ∈ C3 we have γt v, γ0 ψ∂D · z = γt v, γT (ψz)∂D which can
be seen by approximating v and ψ by smooth functions. Therefore, by (5.19),

γt v, γ0 ψ∂D · z = γt v, γT (ψz)∂D = ψ z · curl v − v · curl(ψz) dx
D
= ψ z · curl v − v · (∇ψ × z) dx
D

=z· ψ curl v − v × ∇ψ dx .
D
Now we are able to generalize the definition of the vector potentials of

Sect. 3.2.2 for any a ∈ H −1/2 (Div, ∂D). We define
v(x) = curl a, Φ(x, ·)∂D , x ∈ R3 \ ∂D , (5.51)

2 3
u(x) = curl a, Φ(x, ·)∂D , x ∈ R \ ∂D , (5.52)
where we dropped the symbol γ0 for the scalar trace operator.

The starting point for our discussion of the vector potentials is the following
version of the representation theorem (compare to the Stratton–Chu formula
of Theorem 3.27).
Theorem 5.49. (Stratton–Chu Formulas)

√
Let again Φ(x, y) be the fundamental solution from (5.38) where k = ω εμ
with Im k > 0 or k > 0.
(a) For any solutions E, H ∈ H(curl, D) of curl E − iωμH = 0 and curl H +
iωεE = 0 in D we have the representation
/
1 E(x) , x ∈ D ,
− curlγt E, Φ(x, ·)∂D + curl2 γt H, Φ(x, ·)∂D =
iωε 0, x ∈ D.
(5.53a)
(b) For ω, ε, μ ∈ R>0 and any solutions E, H ∈ Hloc (curl, R3 \ D) of curl E −

iωμH = 0 and curl H + iωεE = 0 in R3 \ D which satisfy the Silver–Müller
radiation condition (3.37a); that is,

√ √ x 1
ε E(x) − μ H(x) × = O , |x| → ∞ , (5.53b)
|x| |x|2
uniformly with respect to x̂ = x/|x|, we have the representation

/
1 2 0, x ∈ D,
curlγt E, Φ(x, ·)∂D − curl γt H, Φ(x, ·)∂D =
iωε E(x) , x ∈ D .
(5.53c)
Proof: We prove only part (a). First we note that E and H are smooth
solutions of curl2 u − k 2 u = 0 in D. We fix z ∈ D and choose a ball Br =
B(z, r) such that Br ⊆ D. We apply Green’s formula of Lemma 5.48 in
Dr = D \ B[z, r] to E and Φ(x, ·) for any x ∈ Br and obtain

γt E, Φ(x, ·) ∂D − (ν ×E) Φ(x, ·) ds = Φ(x, ·) curl E +∇y Φ(x, ·)×E dy .
∂Br Dr
Analogously, we have for H instead of E:

γt H, Φ(x, ·) ∂D − (ν ×H) Φ(x, ·) ds = Φ(x, ·) curl H +∇y Φ(x, ·)×H dy
∂Br Dr
and thus

Ir (x) := − curl γt E, Φ(x, ·)∂D − (ν × E) Φ(x, ·) ds
∂Br

1
curl2 γt H, Φ(x, ·)∂D −
+ (ν × H) Φ(x, ·) ds
iωε ∂Br

= − curl Φ(x, ·) curl E + ∇y Φ(x, ·) × E dy
Dr

1
+ curl2 Φ(x, ·) curl H + ∇y Φ(x, ·) × H dy
iωε Dr

Now we use that ∇y Φ(x, ·) × E = − curlx Φ(x, ·)E , curl E = iωμH, and
curl H = −iωεE. This yields
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Ir (x) = curl2 Φ(x, ·) E dy − iωμ curl Φ(x, ·) H dy
Dr Dr

1
− curl3 Φ(x, ·) H dy − curl2 Φ(x, ·) E dy
iωε Dr Dr

1
= − iωμ curl Φ(x, ·) H dy − 2 curl2 Φ(x, ·) H dy = 0
Dr k Dr
by using curl2 = ∇ div −Δ and the Helmholtz equation for Φ. Therefore,

1
− curl[γt E, Φ(x, ·)∂D + curl2 γt H, Φ(x, ·)∂D
iωε
1
= − curl (ν × E) Φ(x, ·) ds + curl2 (ν × H) Φ(x, ·) ds
∂Br iωε ∂Br
= E(x)
by the classical Stratton–Chu formula of Theorem 3.27. The case x ∈

/ D is
treated in the same way by applying Lemma 5.48 in all of D.
Corollary 5.50. For any variational solution E ∈ H(curl, D) of curl2 E −

k 2 E = 0 in D we have the representation
/
1 2 E(x) , x ∈ D ,
− curlγt E, Φ(x, ·)∂D − 2 curl γt curl E, Φ(x, ·)∂D =
k 0, x ∈ D.
1
Proof: We define H = iωμ curl E and observe that also H ∈ H(curl, D),
and E, H satisfy the assumptions of the previous theorem. Substituting the
form of H into (5.53a) yields the assertion.
For our proof of the boundedness of the vector potentials and the corre-
sponding boundary operators we need the (unique) solvability of a certain
boundary value problem of transmission type—just as in the scalar case. As
a familiar technique we will use the Helmholtz decomposition in the form
H(curl, B) = H(curl, div 0, B) ⊕ ∇H 1 (B) (5.54)

"
# H(curl, div 0, B) = u ∈ H(curl, B) : B u · ∇ϕ dx =
in some ball B where
1
0 for all ϕ ∈ H (B) . We have seen in Theorem 5.37 that H(curl, div 0, B)
is compactly embedded in L2 (B, C3 ).
Theorem 5.51. Let B1 and B2 be two open balls such that B1 ⊆ D and
D ⊆ B2 . Let η ∈ C with Im (ηk) > 0 and Kj : H −1/2 (Div, ∂Bj ) →
H −1/2 (Curl, ∂Bj ) for j ∈ {1, 2} be linear and compact operators
such that ψ, Kj ψ∂Bj are real valued and ψ, Kj ψ, ∂Bj > 0 for all
ψ ∈ H −1/2 (Div, ∂Bj ), ψ = 0, j = 1, 2. Then, for every a ∈ H −1/2 (Div, ∂D)
the following boundary value problem is uniquely solvable in H(curl, B) where

we set B = B2 \ B 1 for abbreviation.
curl2 v − k 2 v = 0 in B \ ∂D ,
ν × v|− = ν × v|+ on ∂D , ν × curl v|+ − ν × curl v|− = a on ∂D ,

ν ×curl v−η ν ×K2 (ν ×v)=0 on ∂B2 , ν ×curl v+η ν ×K1 (ν ×v)=0 on ∂B1 ;
that is, in variational form:
2

2
< =
curl v ·curl ψ −k v ·ψ dx − η γt ψ, Kj γt v ∂Bj
= a, γT ψ∂D (5.55)
B j=1
for all ψ ∈ H(curl, B). The operator a → γt v|∂D is an isomorphism from

H −1/2 (Div, ∂D) onto itself.
Proof: We make use of the Helmholtz decomposition (5.54). Setting v =

v0 − ∇p and ψ = ψ0 + ∇ϕ with v0 , ψ0 ∈ H(curl, div 0, B) and p, ϕ ∈ H 1 (B),
the variational equation (5.55) is equivalent to

curl v0 · curl ψ0 − k 2 v0 · ψ0 + k 2 ∇p · ∇ϕ dx
B
2
< =
−η γt (ψ0 + ∇ϕ), Kj γt (v0 − ∇p) ∂B
j
j=1
= a, γT (ψ0 + ∇ϕ)∂D (5.56)
for all (ψ0 , ϕ) ∈ X := H(curl, div 0, B) × H 1 (B). We equip X with the norm
(ψ0 , ϕ)2X = ψ0 2H(curl,B) +k 2 ϕ2H 1 (B) and denote the corresponding inner
product by (·, ·)X . Then the variational equation (5.56) can be written as

(v0 , p), (ψ0 , ϕ) X − (k 2 + 1)v0 ψ0 + k 2 p ϕ dx
B
2
< =
−η γt (ψ0 + ∇ϕ), Kj γt (v0 − ∇p) ∂Bj
j=1
= a, γT (ψ0 + ∇ϕ)∂D for all (ψ0 , ϕ) ∈ X . (5.57)
The representation theorem of Riesz (Theorem A.5) guarantees the existence

of (g, q) ∈ X and a bounded operator A from X into itself such that
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(g, q), (ψ0 , ϕ) = a, γT (ψ0 + ∇ϕ)∂D
X

A(v0 , p), (ψ0 , ϕ) X
= (k 2 + 1)v0 ψ0 + k 2 p ϕ dx
B
2
< =
+η γt (ψ0 + ∇ϕ), Kj γt (v0 − ∇p) ∂B
j
j=1
for all (v0 , p), (ψ0 , ϕ) ∈ X. Therefore, (5.57) can be written as
(v0 , p) − A(v0 , p) = (g, q) in X .
From the estimate

A(v0 , p), (ψ0 , ϕ) ≤ (k 2 + 1)(v0 , p)L2 (B)×L2 (B) (ψ0 , ϕ)L2 (B)×L2 (B)
X
2

+ c1 Kj γt (v0 − ∇p)H −1/2 (Curl,∂Bj ) γt (ψ0 + ∇ϕ)H −1/2 (Div,∂Bj )
j=1
⎡ ⎤
2

≤ c ⎣(v0 , p)L2 (B)×L2 (B) + Kj γt (v0 − ∇p)H −1/2 (Curl,∂Bj ) ⎦ (ψ0 , ϕ)X
j=1
we conclude (set (ψ0 , ϕ) = A(v0 , p)) that

2

A(v0 , p)X ≤ c (v0 , p)L2 (B)×L2 (B) + Kj γt (v0 −∇p)H −1/2 (Curl,∂Bj ) .
j=1
From this and the compact embedding of X in L2 (B, C3 ) × L2 (B) and the
compactness of Kj we conclude that A is compact from X into itself. There-
fore, existence of a solution of (5.57) holds once uniqueness has been shown.
To prove uniqueness, let a = 0 and v ∈ H(curl, B) a corresponding solu-
tion. Substituting= ψ = kv in (5.55) and taking the imaginary part yields
2 <
j=1 γt v, Kj γt v ∂B = 0 and thus γt v = 0 on ∂B1 ∪ ∂B2 . Now we extend v
j
by zero into all of R3 . Then v ∈ H(curl, R3 ). Furthermore, (5.55) takes the

form

curl v · curl ψ − k 2 v · ψ dx = 0 for all ψ ∈ H(curl, R3 ) ;
R3
that is, v solves curl2 v −k 2 v = 0 in R3 and vanishes outside of B. The unique

continuation principle yields v = 0 in R3 .
It remains to show that the operator a → γt v|∂D is an isomorphism from
H −1/2 (Div, ∂D) onto itself. This follows immediately from the unique solv-
ability of the following two boundary value problems for any given b ∈
H −1/2 (Div, ∂D):
curl2 vi − k 2 vi = 0 in D \ B 1 , ν × vi = b on ∂D , (5.58a)
ν × curl vi + η ν × K1 (ν × vi ) = 0 on ∂B1 , (5.58b)

and
curl2 ve − k 2 ve = 0 in B2 \ D , ν × ve = b on ∂D ,
ν × curl ve − η ν × K2 (ν × ve ) = 0 on ∂B2 .
We leave the proof of this fact to the reader (see Exercise 5.7).
The previous theorem requires the existence of linear and compact operators
Kj : H −1/2 (Div, ∂Bj ) → H −1/2 (Curl, ∂Bj ) such that ψ, Kj ψ∂Bj > 0 for
all ψ ∈ H −1/2 (Div, ∂Bj ), ψ = 0. Such operators exist. For example, consider
the case that ∂Bj = S 2 and the operator Kj is defined by
∞
n
1
Kj ψ = am m m m
n U n + bn V n
n=0 m=−n
1 + n(n + 1)
∞ n
for ψ = n=0 m=−n am m m m
n U n + bn V n ∈ H −1/2 (Div, S 2 ). This Kj has the
desired properties, see Exercise 5.6.
Now we are able to prove all of the desired properties of the vector potentials
and their behaviors at the boundary.
Theorem 5.52. Let k ∈ C \ {0} with Im k ≥ 0 and Q a bounded domain

such that ∂D ⊆ Q.
(a) The operators L̃ and M̃, defined by
(L̃a)(x) = curl2 a, Φ(x, ·)∂D for x ∈ Q ,

(M̃a)(x) = curla, Φ(x, ·)∂D for x ∈ Q ,
are well defined and bounded from H −1/2 (Div, ∂D) into H(curl, Q).
(b) For a ∈ H −1/2 (Div, ∂D) the fields u = M̃a and curl u = L̃a sat-
isfy u|D , curl u|D ∈ H(curl, D) and u|Q\D , curl u|Q\D ∈ H(curl, Q \ D)
and γt u|− − γt u|+ = a and γt curl u|− − γt curl u|+ = 0. In particular,
u ∈ C ∞ (R3 \ ∂D, C3 ) and u satisfies the equation curl2 u − k 2 u = 0 in
R3 \ ∂D. Furthermore, u and curl u satisfy the Silver–Müller radiation
condition (3.42); that is,

curl u × x̂ − ik u = O |x|−2 , |x| → ∞ ,
uniformly with respect to x̂.
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(c) The traces
L = γt L̃ on ∂D , (5.59a)
1
M = (γt M̃|− + γt M̃|+ ) on ∂D , (5.59b)
2
are bounded from H −1/2 (Div, ∂D) into itself. With these notations the
jump conditions hold for u = M̃a and a ∈ H −1/2 (Div, ∂D) in the form
1
γt u|± = ∓ a + Ma , γt curl u|± = La . (5.60)
2
(d) L is the sum L = L̂ + K̂ of an isomorphism L̂ from H −1/2 (Div, ∂D) onto

itself and a compact operator K̂.
(e) L̃a can be written as
L̃a = ∇S̃ Div a + k 2 S̃a , a ∈ H −1/2 (Div, ∂D) , (5.61)
with the single layer S̃a from (5.39a) (in the second occurrence S̃a is
taken componentwise).
We note that some authors call L̃a the Maxwell single layer and M̃a the
Maxwell double layer. The matrix operator
1
C = 2 +M L
1
L 2 +M
is called the electromagnetic Calderon operator.
Proof: (a)–(d) We argue similarly as in the proof of Theorem 5.42. It is

sufficient to prove this for Q being a neighborhood of ∂D. Therefore, let
B1 and B2 be two open balls such that B1 ⊆ D and D ⊆ B2 and let
Q be an open set with ∂D ⊆ Q. Choose η ∈ C with Im (ηk) > 0 and
Kj : H −1/2 (Div, ∂Bj ) → H −1/2 (Curl, ∂Bj ) for j ∈ {1, 2} as in the previous
theorem. For a ∈ H −1/2 (Div, ∂D) let v ∈ H(curl, B) be the solution of (5.55).
We prove the following representation of u = L̃f .
L̃a = k 2 (v + w) in B (5.62)
where
2
1
w(x) = (−1)j curlγt v, Φ(x, ·)∂Bj + curl2 γt curl v, Φ(x, ·)∂Bj
j=1
k2
for x ∈ B2 \ B 1 . To prove this we fix x ∈ D \ B 1 and apply Corollary 5.50 of

the Stratton–Chu formula in D \ B 1 and in B2 \ D, respectively, and obtain
(note the different signs because of the orientation of ν)
1
v(x) = − curlγt v|− , Φ(x, ·)∂D − curl2 γt curl v|− , Φ(x, ·)∂D
k2
1
+ curlγt v, Φ(x, ·)∂B1 + 2 curl2 γt curl v, Φ(x, ·)∂B1 ,
k
1
0 = curlγt v|+ , Φ(x, ·)∂D + 2 curl2 γt curl v|+ , Φ(x, ·)∂D
k
1
− curlγt v, Φ(x, ·)∂B2 − 2 curl2 γt curl v, Φ(x, ·)∂B2 .
k
Adding both equations and using the transmission condition yields
1 1
v(x) = curl2 a, Φ(x, ·)∂D − w(x) = 2 (L̃a)(x) − w(x) ,
k2 k
which proves (5.62) for x ∈ D. For x ∈ B2 \ D we argue analogously. Taking
the trace in (5.62) yields
La = k 2 (γt v + γt w) = L̂a + K̂a .
L̂ is an isomorphism by Theorem 5.51, and K̂ is compact by the smoothness

of w. Finally, the properties of M̃ and M follow from the relation curl L̃a =
curl2 M̃a = k 2 M̃a, thus M̃a = curl v + curl w, and the trace theorem.
(e) Using curl curl = ∇ div −Δ and the Helmholtz equation for Φ and the
fact that we can differentiate with respect to the parameter in the dual form
(see the proof of Corollary 5.40 for the arguments) yields for x ∈
/ ∂D
L̃a(x) = ∇ diva, Φ(x, ·)∂D − Δa, Φ(x, ·)∂D

3 > ?
∂
=∇ aj , Φ(x, ·) + k 2 a, Φ(x, ·)∂D
j=1
∂x j ∂D
= ∇a, ∇x Φ(x, ·)∂D + k 2 a, Φ(x, ·)∂D

= −∇a, ∇y Φ(x, ·)∂D + k 2 a, Φ(x, ·)∂D .
By the identification of a, ∇y Φ(x, ·)∂D with a, γT ∇y Φ(x, ·)∂D (see
Remark 5.28) and the definition of the surface divergence (Definition 5.29)
we conclude that a, ∇y Φ(x, ·)∂D = −Div a, Φ(x, ·)∂D which proves the
representation (5.61).
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5.3 Boundary Integral Equation Methods
We begin again with the scalar case and formulate the interior and exterior
boundary value problems. We assume that D ⊆ R3 is a Lipschitz domain in
the sense of Definition 5.1. Furthermore, we assume that the exterior R3 \ D
of D is connected. Let f ∈ H 1/2 (∂D) be given boundary data.
Interior Dirichlet Problem: Find u ∈ H 1 (D) such that γ0 u = f and Δu +
k 2 u = 0 in D; that is, in variational form

∇u · ∇ψ − k 2 u ψ dx = 0 for all ψ ∈ H01 (D) . (5.63a)
D
To formulate the exterior problem we define the local Sobolev space by

1
" #
Hloc (R3 \ D) := u : R3 \ D → C : u|B ∈ H 1 (B) for all balls B .
1
Exterior Dirichlet Problem: Find u ∈ Hloc (R3 \ D) such that γ0 u = f and
2 3
Δu + k u = 0 in R \ D; that is, in variational form

∇u · ∇ψ − k2 u ψ dx = 0 for all ψ ∈ H01 (R3 \ D) with compact support,
R3 \D
(5.63b)
and u satisfies Sommerfeld’s radiation condition (5.42). Note that u is a

smooth solution of the Helmholtz equation in the exterior of D.
First we consider the question of uniqueness.
Theorem 5.53. (a) There exists at most one solution of the exterior Dirich-
let boundary value problem (5.63b).
(b) The interior Dirichlet boundary value problem (5.63a) has at most one
solution if, and only if, the single layer boundary operator S is one-to-one.
More precisely, the null space N (S) of S is given by all Neumann traces
γ1 u of solutions u ∈ H01 (D) of the Helmholtz equation with vanishing
Dirichlet boundary data; that is,

1
N (S) = γ1 u : u ∈ H0 (D), ∇u · ∇ψ − k 2 u ψ dx = 0
D

1
for all ψ ∈ H0 (D) .
1
Proof: (a) Let u ∈ Hloc (R3 \ D) be a solution of the exterior Dirichlet
boundary value problem for f = 0. Choose a ball B(0, R) which con-
tains D in its interior and a function φ ∈ C ∞ (R3 ) such that φ = 1 on
5.3 Boundary Integral Equation Methods 299
B[0, R] and φ = 0 in the exterior of B(0, R + 1). Application of Green’s

formula (5.19) in the region B(0, R + 1) \ D to u and ψ = φu yields

∂u
0 = −γ1 u, ψ∂D + ψ ds = ∇u · ∇ψ − k 2 u ψ dx
|x|=R+1 ∂ν B(0,R+1)\D

2 2 2
= |∇u| − k |u| dx + ∇u · ∇ψ − k 2 u ψ dx
B(0,R)\D R<|x|<R+1

∂u
= |∇u|2 − k 2 |u|2 dx − u ds .
B(0,R)\D |x|=R ∂ν
Note that ψ vanishes on ∂D and outside of B(0, R + 1). Now we proceed

similarly to the proof of Theorem 3.23. Indeed,
⎡ ⎤
2 ( )
∂u ∂u 2
− iku ds = + |ku|2 ds − 2 Im ⎢
⎣k u
∂u ⎥
ds⎦
∂r ∂r ∂r
|x|=R |x|=R |x|=R
( )
∂u 2
= + |ku|2 ds
∂r
|x|=R

+ 2 Im k |∇u|2 + |ku|2 dx .
B(0,R)\D
Now we have to distinguish between two cases. If Im k > 0, then u

vanishes in B(0, R) \ D. If k is real valued, then the left-hand side of the
previous equation converge to zero as R tends to infinity by the radiation
condition. Rellich’s lemma (Lemma 3.21 or 3.22) implies that u vanishes
in the (connected) exterior of D. This proves part (a).
(b) Let first u ∈ H 1 (D) satisfy (5.63a) and γ0 u = 0. Then, by the definition
of S̃ and Green’s representation formula of Theorem 5.39
< =
(S̃γ1 u)(x) = γ1 u, Φ(x, ·) ∂D

< = ∂Φ
= γ1 u, Φ(x, ·) ∂D − (γ0 u)(y) (x, y) ds(y)
∂D ∂ν(y)
= u(x) , x ∈ D .
Taking the trace yields Sγ1 u = γ0 S̃γ1 u = γ0 u = 0 on ∂D.

Second, let ϕ ∈ H −1/2 (∂D) such that Sϕ = 0. Define u = S̃ϕ in R3 \ ∂D.
Then u|D ∈ H01 (D) and γ0 u|+ = 0 on ∂D. Therefore, u|R3 \D satisfies the
homogeneous exterior boundary value problem and therefore vanishes
by part (a). The jump condition of Theorem 5.42 implies ϕ = γ1 u|− −
γ1 u|+ = γ1 u|− which ends the proof. .
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Remark: This theorem relates the homogeneous interior Dirichlet problem

to the null space of the boundary operator S. Therefore, k 2 is a Dirichlet
eigenvalue of −Δ in the sense of Sect. 4.2.1, see Theorem 4.28, if and only if
S fails to be one-to-one.
In particular, there exist only a countable number of values k for which S
fails to be one-to-one. Furthermore, the null space N (S) is finite dimensional.
The following theorem studies the question of existence for the case that k 2
is not a Dirichlet eigenvalue.
Theorem 5.54. Assume in addition to the assumptions at the beginning of

this section that k 2 is not an eigenvalue of −Δ in D with respect to Dirich-
let boundary conditions; that is, the only solution of the variational equa-
tion (5.63a) in H01 (D) is the trivial one u = 0. Then there exist (unique)
solutions of the exterior and the interior Dirichlet boundary value problems
for every f ∈ H 1/2 (∂D). The solutions can be represented as single layer
potentials in the form
u(x) = (S̃ϕ)(x) = ϕ, Φ(x, ·)∂D , x∈

/ ∂D ,
where the density ϕ ∈ H −1/2 (∂D) satisfies Sϕ = f .
Proof: By the mapping properties of S̃ of Theorem 5.42 it suffices to study

solvability of the equation Sϕ = f . Because S is a compact perturbation of
the isomorphism Si (the operator corresponding to k = i) by Theorem 5.42,
the well-known—and already often used—result by Riesz (Theorem A.5)
guarantees surjectivity of this operator S provided injectivity holds. But this
is assured by the previous theorem. Indeed, if Sϕ = 0, then the corresponding
single layer potential u solves both, the exterior and the interior boundary
value problems with homogeneous boundary data f = 0. The uniqueness
result implies that u vanishes in all of R3 . The jumps of the normal deriva-
tives (Theorem 5.42 again) yields ϕ = 0.
Furthermore we consider the case of k 2 being a Dirichlet eigenvalue of −Δ

in D. This corresponds to the case where S fails to be one-to-one. In this
case we have to apply the Fredholm theory of Theorem A.4 to the boundary
equation Sϕ = f .
Theorem 5.55. The interior and exterior boundary value problems are solv-
able as single layer potentials u = S̃ϕ for exactly those f ∈ H 1/2 (∂D) which
are orthogonal to all Neumann traces γ1 v ∈ H −1/2 (∂D) of eigenfunctions
v ∈ H01 (D) of −Δ in D; that is, γ1 v, f ∂D = 0 for all v ∈ H01 (D) with
Δv + k 2 v = 0 in the variational sense.
Proof: We have to study solvability of the equation Sϕ = f and want

to apply Theorem A.4. Therefore, we set X1 = Y2 = H −1/2 (∂D), X2 =
Y1 = H 1/2 (∂D), ϕ, f 1 = ϕ, f ∂D for ϕ ∈ H −1/2 (∂D), f ∈ H 1/2 (∂D) and
g, ψ2 = ψ, g∂D for ψ ∈ H −1/2 (∂D), g ∈ H 1/2 (∂D). The operator S is self-
adjoint in this dual system, see Remarks 5.45. Application of Theorem A.4
yields solvability of the equation Sϕ = f for exactly those f ∈ H 1/2 (∂D)
with ψ, f ∂D = 0 for all ψ ∈ N (S ∗ ) = N (S). The characterization of the
nullspace N (S) in Theorem 5.53 yields the assertion.
Remark: For scattering problems by plane waves we have to solve the ex-
terior Dirichlet problem with boundary data f (x) = − exp(ik θ̂ · x) on ∂D.
This boundary data satisfies the orthogonality condition. Indeed, by Green’s
formula (5.8) we conclude for every eigenfunction v ∈ H01 (D) that
) *
γ1 v, exp(ik θ̂·)∂D = ∇v(x) · ∇eik θ̂·x − k 2 v(x) eik θ̂·x dx
D
∂ ik θ̂·x
= v(x) e ds = 0 .
∂D ∂ν
Therefore, the scattering problem for plane waves by the obstacle D can
always be solved by a single layer ansatz.
From the uniqueness result (and Chap. 3) we expect that the exterior bound-
ary value problem is always uniquely solvable, independently of the wave
number. However, this can’t be done by just one single layer potential. There
are several ways to modify the ansatz. In our context perhaps the simplest
possibility is to choose an ansatz as the following combination of a single and
a double layer ansatz
u = S̃ϕ + η D̃Si ϕ in the exterior of D
for some ϕ ∈ H −1/2 (∂D) and some η ∈ C to be chosen in a moment. The

boundary operator Si : H −1/2 (∂D) → H 1/2 (∂D) corresponds to S for k = i.
Then u is a solution of the exterior boundary value problem provided ϕ ∈
H −1/2 (∂D) solves
η
Sϕ + Si ϕ + η DSi ϕ = f on ∂D . (5.64)
2
By Theorem 5.44 the operator S is a compact perturbation of the isomor-
phism Si from H −1/2 (∂D) onto H 1/2 (∂D) and the operator DSi is bounded.
Therefore, for sufficiently small η0 > 0 also S + η2 Si + η DSi is a compact
perturbation of an isomorphism for all η ∈ C with |η| ≤ η0 . We choose η ∈ C
with |η| ≤ η0 and Im (kη) > 0 and show that for this choice of η the boundary
equation (5.64) is uniquely solvable for every f ∈ H 1/2 (∂D). By the previous
remarks it is sufficient to show that the homogeneous equations admit only
the trivial solution. Therefore, let ϕ ∈ H −1/2 (∂D) be a solution of (5.64) for
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f = 0 and define u by u = S̃ϕ + η D̃Si ϕ in all of R3 \ ∂D. Then u|+ vanishes

by the jump conditions and (5.64). The uniqueness result of the exterior
Dirichlet boundary value problem yields that u vanishes in the exterior of D.
The jump conditions yield
γ0 u|− = γ0 u|− − γ0 u|+ = −η Si ϕ , γ1 u|− = γ1 u|− − γ1 u|+ = ϕ .
Elimination of ϕ yields ηSi γ1 u|− +γ0 u|− = 0. Now we apply Green’s theorem
in D; that is,

∇u · ∇ψ − k 2 u ψ dx = γ1 u|− , γ0 ψ∂D .
D
Substituting ψ = ku yields

k |∇u|2 − k |ku|2 dx = k γ1 u|, γ0 u|− ∂D = −kη γ1 u|− , Si γ1 u|− ∂D .
D
Now we note that γ1 u|− , Si γ1 u|− ∂D is real and non-negative by Theo-
rem 5.44 and Im (kη) > 0 by assumption. Therefore, taking the imaginary
part yields γ1 u|− , Si γ1 u|− ∂D = 0. The property of Si from Theorem 5.44
yields γ1 u|− = 0 and thus also ϕ = γ1 u|− − γ1 u|+ = 0. We formulate the
result as a theorem.
Theorem 5.56. The exterior Dirichlet boundary value problem is uniquely

solvable for every f ∈ H 1/2 (∂D). The solution can be expressed in the form
u = S̃ϕ + η D̃Si ϕ in R3 \ D
for some sufficiently small η such that Im (kη) > 0 and the density ϕ ∈
H −1/2 (∂D) solves (5.64).
We note that for real (and positive) values of k we can choose η with Im η > 0
independent of k. Indeed, one can show by the same arguments as in the proof
of Theorem 5.44 that D−Di is compact. Therefore, we have to choose |η| small
enough such that (1 + η/2)Si + ηDi Si is an isomorphism from H −1/2 (∂D)
onto H 1/2 (∂D).
Exactly the same results hold for the interior and exterior Neumann problems.
We formulate the results in two theorems but leave the proofs to the reader.
Theorem 5.57. The interior Neumann problem is solvable exactly for those
f ∈ H −1/2 (∂D) with f, γ0 v∂D = 0 for all solutions v ∈ H 1 (D) of Δv +
k 2 v = 0 in D and γ1 v = 0 on ∂D. In this case the solution can be represented
as a double layer potential u = D̃ϕ in D with ϕ ∈ H 1/2 (∂D) satisfying
T ϕ = f on ∂D where T : H 1/2 (∂D) → H −1/2 (∂D) denotes the trace of the
normal derivative of the double layer potential, see Theorem 5.46.
Theorem 5.58. The exterior Neumann problem is always uniquely solvable

for every f ∈ H −1/2 (∂D). The solution can be represented in the form
u = D̃ϕ + η S̃Ti ϕ in R3 \ D ,
with ϕ ∈ H 1/2 (∂D) for some sufficiently small η ∈ C with Im (ηk) > 0. The
density ϕ ∈ H 1/2 (∂D) satisfies the boundary equation
η
Tϕ − Ti ϕ + D Ti ϕ = f on ∂D .
2
We now turn to the electromagnetic case and formulate the boundary value
problems. We assume again that D ⊆ R3 is a bounded Lipschitz domain
with connected exterior R3 \ D. Furthermore, let f ∈ H −1/2 (Div, ∂D) be
given boundary data. We recall that the trace operator γt : H(curl, D) →
H −1/2 (∂D) extends the mapping u → ν × u|∂D (and analogously for exterior
domains). Furthermore, let ω > 0, μ > 0, and ε ∈ C with Im ε ≥ 0 and
√
k = ω με with Re k > 0 and Im k ≥ 0.
The Interior Boundary Value Problem: Find E, H ∈ H(curl, D) such that
γt E = f and
curl E − iωμH = 0 in D and curl H + iωεE = 0 in D ; (5.65a)
that is, in variational form for the field E (see, e.g., (4.2) or (4.22)).

curl E · curl ψ − k 2 E · ψ dx = 0 for all ψ ∈ H0 (curl, D) . (5.65b)
D
As in the scalar case define the local Sobolev space as

" #
Hloc (curl, R3 \ D) := u : R3 \ D → C3 : u|B ∈ H(curl, B) for all balls B .
The Exterior Boundary Value Problem: Find E, H ∈ Hloc (curl, R3 \ D) such

that γt E = f and
curl E − iωμH = 0 in R3 \ D and curl H + iωεE = 0 in R3 \ D ; (5.66a)
that is, in variational form for the field E,

curl E · curl ψ − k 2 E · ψ dx = 0 (5.66b)
R3 \D
for all ψ ∈ H0 (curl, R3 \ D) with compact support. Furthermore, (E, H) have

to satisfy the Silver–Müller radiation condition (5.53b); that is,

√ √ x 1
ε E(x) − μ H(x) × = O (5.66c)
|x| |x|2
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uniformly with respect to x/|x| ∈ S 2 . Note that E and H are a smooth

solutions of curl2 u − k 2 u = 0 in the exterior of D.
The question of uniqueness and existence are treated in a very analogous way
to the scalar problems and are subject of the following theorems.
Theorem 5.59. (a) There exists at most one solution of the exterior bound-
ary value problem (5.66a)–(5.66c).
(b) The interior boundary value problem (5.65a)–(5.65b) has at most one
solution if, and only if, the boundary operator L is one-to-one. More pre-
cisely, the null space N (L) of L is given by all traces γt curl u of solutions
u ∈ H0 (curl, D) of curl2 u − k 2 u = 0 with vanishing boundary data γt u;
that is,
%
curl u · curl ψ − k2 u · ψ dx = 0
N (L) = γt curl u : u ∈ H0 (curl, D), D .
for all ψ ∈ H0 (curl, D)
Proof: (a) Let E, H be a solution of (5.65a)–(5.65b) corresponding to f =

0. Choose again balls such that D ⊆ B(0, R) ⊆ B(0, R+1) and a function
φ ∈ C ∞ (R3 ) such that φ = 1 on B[0, R] and φ = 0 outside of B(0, R + 1).
Green’s formula (5.19) applied to u = φE and v = H in the region
B(0, R+1)\D yields (note that γT u vanishes on ∂D and on ∂B(0, R+1))

0 = −γt v, γT u∂D + u · (ν × v) ds
|x|=R+1

= φE · curl H − H · curl(φE) dx
B(0,R+1)\D

= iω ε |E|2 −μ |H|2 dx + u · curl v−v · curl u dx
B(0,R)\D R<|x|<R+1

= iω ε |E|2 − μ |H|2 dx − E · (x̂ × H) ds .
B(0,R)\D |x|=R
We consider again the case Im ε > 0 and Im ε = 0 separately. If Im ε > 0,

then the fields decay exponentially as R tends to infinity. This follows
again from the Stratton–Chu formula of Theorem 5.49. Taking the imag-
inary part of the previous formula and letting R tend to infinity yields
that E vanishes.
Let now ε be real valued. Taking the real part of the previous formula
yields
Re E · (x̂ × H) ds ≥ 0 .
|x|=R
This yields

√ √
0 ≥ 2 μ ε Re E · (H × x̂) ds
|x|=R

"√ 2 √ 2
# √ √
= | εE| + | μH × x̂| ds − | εE − μH × x̂|2 ds .
|x|=R |x|=R
The Silver–Müller radiation condition implies that the second integral

tends to zero as R tends to infinity. This implies that |x|=R |E|2 ds tends
to zero. Now we proceed as in the proof of Theorem 3.35 and apply
Rellich’s lemma to conclude that E and H vanish in the exterior of D.
(b) Let first u ∈ H0 (curl, D) with curl2 u − k 2 u = 0 in D. By Corollary 5.50
we conclude for x ∈ D, because γt u = 0,
(L̃γt curl u)(x) = curl2 γt curl u, Φ(x, ·)∂D

= curl2 γt curl u, Φ(x, ·)∂D + k 2 curlγt u, Φ(x, ·)∂D
= −k 2 u(x) .
Taking the trace yields L(γt curl u) = −k 2 γt u = 0 on ∂D.

Second, let a ∈ H −1/2 (Div, ∂D) with La = 0. Define u by u(x) =
(L̃a)(x) = curl2 a, Φ(x, ·)∂D for x ∈ R3 \ ∂D. Then u ∈ Hloc (curl, R3 )
solves the exterior and the interior boundary value problem with homo-
geneous boundary data γt u = La = 0. The uniqueness result for the
exterior problem implies that u vanishes in the exterior. The jump con-
ditions of Theorem 5.52 yield a = γt curl u|− − γt curl u|+ = γt curl u|− .
This proves part (b).
Theorem 5.60. Assume in addition to the assumptions at the beginning of

this section that k 2 is not an eigenvalue of curl2 in D with respect to the
boundary condition ν × u = 0; that is, the only solution of the variational
equation (5.65b) in H0 (curl, D) is the trivial one u = 0. Then there exist
(unique) solutions of the exterior and the interior boundary value problems
for every f ∈ H −1/2 (Div, ∂D). The solutions can be represented as boundary
layer potentials in the form
1
E(x) = (L̃a)(x) = curl2 a, Φ(x, ·)∂D , H= curl E , x∈
/ ∂D ,
iωμ
where the density a ∈ H −1/2 (Div ∂D) satisfies La = f .
Proof: This is clear from the uniqueness result of both, the interior and the
exterior boundary value problem and the fact that L is a compact perturba-
tion of an isomorphism.
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We want to study the equation La = f for the case when L fails to be one-
to-one. It is the aim to apply the abstract Fredholm result of Theorem A.4
and have to find the proper dual system. The following result will provide
the adjoint of L.
Lemma 5.61.
(a) The bilinear form ·, · on H −1/2 (Div, ∂D) × H −1/2 (Div, ∂D), defined by
a, b = a, ν × b∂D is well defined and a dual system.
(b) For a, b ∈ H −1/2 (Div, ∂D) we have
La, ν × b∂D = Lb, ν × a∂D ,
and the adjoint of L with respect to ·, · is given by L∗ = −L.

(c) Let Li be the operator L for k = i. Then there exists c > 0 with
Li a, a ≥ c a2H −1/2 (Div,∂D) for all a ∈ H −1/2 (Div, ∂D) .
In particular, the left-hand side is real valued.

(d) L satisfies the variational equation
La, b = − Div b, S Div a∂D + k 2 b, Sa∂D
for all a, b ∈ H −1/2 (Div, ∂D) where S : H −1/2 (∂D) → H 1/2 (∂D) denotes
the single layer boundary operator. In the second occurrence it is consid-
ered as a bounded operator from H −1/2 (Div, ∂D) into H −1/2 (Curl, ∂D),
see Lemma 5.27.
Proof: (a) On the dense subspace {ν×u|∂D : u ∈ C ∞ (D, C3 )} of H −1/2 (Div,

∂D) the mapping a → a × ν is expressed as a × ν = γT ηt a with
the extension operator ηt : H −1/2 (Div, ∂D) → H(curl, D) and the
trace operator γT : H(curl, D) → H −1/2 (Curl, ∂D) from Theorem 5.24.
This operator γT ηt a has a bounded extension from H −1/2 (Div, ∂D)
into H −1/2 (Curl, ∂D). The bilinear form ·, · is nondegenerated because
H −1/2 (Curl, ∂D) is the dual of H −1/2 (Div, ∂D).
(b) Define u, v ∈ Hloc (curl, R3 ) by
u(x) = curl2 a, Φ(x, ·)∂D , v(x) = curl2 b, Φ(x, ·)∂D , x∈
/ ∂D .
Then, by Theorem 5.52, γt curl v|− − γt curl v|+ = k 2 b and thus k 2 b ×

ν = γT curl v|− − γT curl v|+ . Therefore, by Green’s theorem in the
form (5.19), applied in D and in B(0, R) \ D, respectively, and adding
the results yields
k 2 La, b × ν∂D = γt u, γT curl v|− ∂D − γt u, γT curl v|+ ∂D

= [curl v · curl u − u · curl2 v] dx
|x|<R

− (ν × u) · curl v ds
|x|=R

= [curl v · curl u − k 2 v · u] dx
|x|<R

− (ν × u) · curl v ds .
|x|=R
Changing the roles of a and b and subtracting the results yield

k 2 La, b×ν∂D −k 2 Lb, a×ν∂D = (ν×v)·curl u−(ν×u)·curl v]ds .
|x|=R
The last term converges to zero as R tends to infinity by the radiation

condition. For a, b ∈ H −1/2 (Div, ∂D) we have with respect to the dual
system
La, b = La, ν ×b∂D = Lb, ν ×a∂D = −a, ν ×Lb∂D = −a, Lb .
(c) Let now k = i. Taking b = a in part (b) yields
Li a, a = −Li a, a × ν∂D

2 2
= [| curl u| + |u| ] dx − (ν × u) · curl u ds .
|x|<R |x|=R
u and curl u decay exponentially to zero as R tends to infinity. Therefore,

we arrive at
Li a, a = u2H(curl,R3 ) .
Finally, the boundedness of the trace operator yields
aH −1/2 (Div,∂D) = γt curl u|+ − γt curl u|− H −1/2 (Div,∂D)
≤ c uH(curl,R3 ) .
(d) Taking the trace in (5.61) yields
La = γt ∇S̃ Div a + k 2 γt S̃a
and thus for a, b ∈ H −1/2 (Div, ∂D):
La, b = La, ν × b∂D = γt ∇S̃ Div a, ν × b∂D + k 2 ν × Sa, ν × b∂D

= b, γT ∇S̃ Div a∂D + k 2 b, γT S̃a∂D
= −Div b, S Div a∂D + k 2 b, Sa∂D
by the definition of the surface divergence.
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Theorem 5.62. The interior and exterior boundary value problems are solv-
able by a layer potential u = L̃a for exactly those f ∈ H −1/2 (Div, ∂D) which
are orthogonal to all traces γT curl v ∈ H −1/2 (Curl, ∂D) of eigenfunctions
v ∈ H0 (curl, D) of curl2 in D; that is,
f, γT curl v∂D = 0
for all v ∈ H0 (curl, D) with curl2 v − k 2 v = 0 in the variational sense.
Proof: We have to discuss solvability of the equation La = f . As men-

tioned above we want to apply Theorem A.4 and define the dual system
by X1 = X2 = Y1 = Y2 = H −1/2 (Div, ∂D) and a, b = a, ν × b∂D for
a, b ∈ H −1/2 (Div, ∂D) as in the previous Lemma. The adjoint L∗ of L is
given by −L.
Let now f ∈ H −1/2 (Div, ∂D) and g ∈ N (L); that is, g = γt curl v for
some v ∈ H0 (curl, D) with curl2 v − k 2 v = 0 in D. The solvability condi-
tion f, g = 0 reads as 0 = f, ν × γt curl v∂D = −f, γT curl v∂D which
proves the theorem.
For our reference scattering problem from the introduction (see Sect. 1.5) we
obtain a final conclusion.
Corollary 5.63. For any Lipschitz domain D ⊆ R3 the scattering prob-

lem (3.36a)–(3.37b) has a unique solution. The scattered field E s can be rep-
resented by a layer potential E s = L̃a where the density a ∈ H −1/2 (Div ∂D)
satisfies La = −γt E inc .
Proof: For the scattering problem by a perfect conductor we have to

solve the exterior problem with boundary data f (x) = −γt E inc on ∂D.
This boundary data satisfies the orthogonality condition of the previous the-
orem. Indeed, by Green’s formula (5.19) we conclude for every eigenfunction
v ∈ H0 (curl, D) that

γt E , γT curl v∂D =
inc
curl v · curl E inc − k 2 v E inc dx
D
= γt v, γT curl E inc ∂D = 0 .
Therefore, for this choice of f the boundary equation La = f is solvable.
As in the scalar case we expect that the exterior boundary value problem is
uniquely for all boundary data f , independently of the wave number. By the
previous results it is clear that we have to modify the ansatz u = L̃a. We
proceed just as in the scalar case and propose an ansatz in the form
u = L̃a + η M̃Li a in the exterior of D .

By the jump conditions of Theorem 5.52 the vector field u solves the
exterior boundary value problem for f ∈ H −1/2 (Div, ∂D) if, and only if,
a ∈ H −1/2 (Div, ∂D) satisfies the equation
η
La − Li a + η MLi a = f on ∂D . (5.67)
2
As shown in Theorem 5.51 the operator L is the sum of an isomorphism and
a compact operator. Therefore, there exists η0 > 0 such that also L − η2 Li +
η MLi is a compact perturbation of an isomorphism for every η ∈ C with
|η| ≤ η0 . We choose η ∈ C with |η| ≤ η0 and Im (kη) > 0 and have to prove
uniqueness of (5.67). Therefore, let a ∈ H −1/2 (Div, ∂D) satisfy (5.67) for
f = 0 and define u in R3 \ ∂D by u = L̃a + η M̃Li a. Then γt u|+ = 0 on ∂D
and thus u = 0 in the exterior of D by the uniqueness theorem. The jump
conditions yield
γt u|− = γt u|− − γt u|+ = η Li a , γt curl u|− = γt curl u|− − γt curl u|+ = k 2 a
because curl L̃a = k 2 M̃a. Elimination of a yields ηLi γt curl u|− = k 2 γt u|− .
Now we apply Green’s theorem in D; that is,

curl u · curl ψ − k 2 u · ψ dx = γt ψ, γT curl u|− ∂D .
D
Substituting ψ = ku yields

k | curl u|2 − k |ku|2 dx = −k γt u|− , ν × γt curl u|− ∂D
D
kη
=− Li γt curl u|− , ν × γt curl u|− ∂D .
|k|2
Now we observe that Li γt curl u|− , ν × γt curl u|− ∂D is non-negative by
Lemma 5.61 and Im (kη) < 0 by assumption. Therefore, the imaginary part
of the right-hand side is non-negative while the imaginary part of the left-
hand side is non-positive. Taking the imaginary part yields Li γt curl u|− , ν ×
γt curl u|− ∂D = 0 and thus γt curl u|− = 0 by Lemma 5.61. This ends the
proof because k 2 a = γt curl u|− − γt curl u|+ = 0.
We formulate the result as a theorem.
Theorem 5.64. The exterior boundary value problem is uniquely solvable for
every f ∈ H −1/2 (Div, ∂D). The solution can be expressed in the form
u = L̃a + η M̃Li a in R3 \ D
for some sufficiently small η such that Im (kη) > 0 and the density a ∈
H −1/2 (Div, ∂D) solves (5.67).
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It is not clear to the authors whether or not the parameter η can be chosen
independently of the wave number k. This is different from the scalar case
(see remark following Theorem 5.56) because the difference L − Li fails to be
compact.
5.4 Exercises
Exercise 5.1. Prove Theorem 5.6; that is, compactness of the mapping J :
u → u from Hper
t s
(Q) into Hper (Q) for s < t.

Hint: Show that the mapping (JN u)(x) = |n|≤N un exp(in · x) is compact
and converges in the operator norm to J.
Exercise 5.2. Show that the mapping u → ∂u/∂r fails to be bounded from
H 1 (D) into L2 (∂D) for D = B2 (0, 1) being the unit disk in R2 by
(a) computing αn for n ∈ N such that un H 1 (D) = 1 where un (r, ϕ) = αn rn ,

and
(b) showing that ∂un /∂rL2 (∂D) → ∞ as n → ∞.
Exercise 5.3. Prove Corollary 5.13

Hints: (a) Approximate u and v by smooth functions. (b), (c) Argue analo-
gously to the proof of Lemma 5.2, part (a).
Exercise 5.4. Show the formulas from the proof of Theorem 5.4; that is,

−m n(n + 1) m
curl u(rx̂) · x̂ Yn (x̂) ds(x̂) = − wn (r) ,
S2 r

1
curl u(rx̂) · Un−m (x̂) ds(x̂) = − rwnm (r) ,
S2 r

n(n + 1) m 1 m
curl u(rx̂) · Vn−m (x̂) ds(x̂) = − un (r) + rvn (r) .
S2 r r
umn (r)

n (r) Yn (x̂) x̂ = −
curl um x̂ × GradS 2 Ynm (x̂) ,
m
r
1 m
curl vn (r) GradS 2 Yn (x̂) = − r vn (r) x̂ × GradS 2 Ynm (x̂) ,
m m
r
1 m
curl wn (r) x̂ × GradS 2 Yn (x̂) = − r wn (r) GradS 2 Ynm (x̂)
m m
r
n(n + 1) m
− wnm (r) Yn (x̂) x̂ .
r
5.4 Exercises 311
Exercise 5.5. Let B = B(0, R) be a ball and f ∈ C0∞ (B).
(a) Show that the volume potential

1
ṽ(x) = f (y) dy , x∈B,
B 4π|x − y|
is in C ∞ (B) and solves Δṽ = −f in B.

(b) Prove that there exists a unique solution v ∈ C ∞ (B) of the boundary
value problem Δv = −f in B, v = 0 on ∂B.
Hints: For part (a) use the proof of Theorem 3.9. For part (b) make a proper
ansatz in the form v = ṽ + u.
Exercise 5.6. Define the operator K by

∞
n
1
Kψ = am m m m
n U n + bn V n for
n=0 m=−n
1 + n(n + 1)
∞
n
ψ = am m m m
n U n + bn V n ∈ H −1/2 (Div, S 2 ) .
n=0 m=−n
Show that K is well defined and compact from H −1/2 (Div, S 2 ) into
H −1/2 (Curl, S 2 ). Show, furthermore, that Kψ, ψS 2 is real valued and
Kψ, ψS 2 > 0 for all ψ ∈ H −1/2 (Div, S 2 ), ψ = 0.
Exercise 5.7. Show that the boundary value problem (5.58a), (5.58b) is
uniquely solvable for all b ∈ H −1/2 (Div, ∂D).
Hints: Transform first the boundary value problem to homogeneous bound-
ary data by choosing a proper extension v̂ of b and make the ansatz vi = v̂+v.
Second, use the Helmholtz decomposition as in the proof of Theorem 5.51.
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Appendix A
Some notations and basic results are essential throughout the whole
monograph. Therefore we present a brief collection in this appendix for
convenience.
A.1 Differential Operators
Maxwell’s equations have to be considered in the Euclidian space R3 , where

we denote the common inner product and the cross product by
⎛ ⎞
3 x 2 y3 − x 3 y2
x·y = x j yj and x × y = ⎝ x 3 y1 − x 1 y3 ⎠ .
j=1 x 1 y2 − x 2 y1
Frequently we apply the elementary formulas
x · (y × z) = y · (z × x) = z · (x × y) (A.1)
x × (y × z) = (x · z)y − (x · y)z (A.2)
Furthermore, we have to fix the notation of some basic differential operators.

We will use the gradient ∇. Additionally we introduce div F = ∇ · F for
the divergence of a vector field F and curl F = ∇ × F for its rotation. For
scalar fields we denote the Laplacian operator by Δ = div ∇ = ∇ · ∇. Let
u : R3 → C and F : R3 → C3 be sufficiently smooth functions then in a
cartesian coordinate system we have

DOI 10.1007/978-3-319-11086-8
314 A Appendix
⎛ ⎞ ⎛ ⎞
∂u ∂F3 ∂F2
⎜ ∂x1 ⎟ ⎜ ∂x2 −
⎜ ∂u ⎟ ⎜ ∂F ∂x3 ⎟
⎜ ⎟ ⎜ 1 ∂F3 ⎟
⎟
∇u = ⎜ ⎟ curl F = ∇ × F = ⎜ − ⎟
⎜ ∂x2 ⎟ ⎜ ∂x3 ∂x1 ⎟
⎝ ∂u ⎠ ⎝ ∂F2 ∂F1 ⎠
−
∂x3 ∂x1 ∂x2
3 3 2
∂Fj ∂ u
div F = ∇ · F = , Δu = div ∇u =
j=1
∂xj j=1
∂x2j
The following frequently used formulas can be obtained from straightforward

calculations. With sufficiently smooth scalar valued functions u, λ : R3 → C
and vector valued functions F, G : R3 → C3 we have
curl ∇u = 0 (A.3)
div curl F = 0 (A.4)
curl curl F = ∇ div F − ΔF (A.5)
div(λF ) = F · ∇λ + λ div F (A.6)

curl(λF ) = ∇λ × F + λ curl F (A.7)
∇(F · G) = (F ) G + (G ) F (A.8)
div(F × G) = G · curl F − F · curl G (A.9)
curl(F × G) = F div G − G div F + F G − G F , (A.10)
where F (x), G (x) ∈ C3×3 are the Jacobian matrices of F and G, respec-
tively, at x; that is, Fij = ∂Fi /∂xj .
For completeness we add the expressions of the differential operators ∇, div,

curl, and Δ also in other coordinate systems. Let f : R3 → C be a scalar
function and F : R3 → C3 a vector field and consider cylindrical coordinates
⎛ ⎞
r cos ϕ
x = ⎝ r sin ϕ ⎠ , r > 0, 0 ≤ ϕ < 2π, z ∈ R .
z
With the coordinate unit vectors ẑ = (0, 0, 1) , r̂ = (cos ϕ, sin ϕ, 0) , and
ϕ̂ = (− sin ϕ, cos ϕ, 0) and the representation F = Fr r̂ + Fϕ ϕ̂ + Fz ẑ we
obtain
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A.1 Differential Operators 315
∂f 1 ∂f ∂f
∇f (r, ϕ, z) = r̂ + ϕ̂ + ẑ , (A.11a)
∂r r ∂ϕ ∂z
1 ∂(rFr ) 1 ∂Fϕ ∂Fz
div F (r, ϕ, z) = + + , (A.11b)
r ∂r r ∂ϕ ∂z

1 ∂Fz ∂Fϕ ∂Fr ∂Fz
curl F (r, ϕ, z) = − r̂ + − ϕ̂
r ∂ϕ ∂z ∂z ∂r

1 ∂(rFϕ ) ∂Fθ
+ − ẑ , (A.11c)
r ∂θ ∂ϕ

1 ∂ ∂f 1 ∂2f ∂2f
Δf (r, ϕ, z) = r + 2 2
+ . (A.11d)
r ∂r ∂r r ∂ϕ ∂z 2
Essential for the second chapter are spherical coordinates

⎛ ⎞
r sin θ cos ϕ
x = ⎝ r sin θ sin ϕ ⎠ , r > 0, 0 ≤ θ ≤ π, 0 ≤ ϕ < 2π
r cos θ
and the coordinate unit vectors r̂ = (sin θ cos ϕ, sin θ sin ϕ, cos θ) , θ̂ =
(cos θ cos ϕ, cos θ sin ϕ, − sin θ) , and ϕ̂ = (− sin ϕ, cos ϕ, 0) . With F =
Fr r̂ + Fθ θ̂ + Fϕ ϕ̂ we have the equations
∂f 1 ∂f 1 ∂f
∇f (r, θ, ϕ) = r̂ + θ̂ + ϕ̂ , (A.12a)
∂r r ∂θ r sin θ ∂ϕ
1 ∂(r2 Fr ) 1 ∂(sin θ Fθ ) 1 ∂Fϕ
div F (r, θ, ϕ) = 2 + + ,
r ∂r r sin θ ∂θ r sin θ ∂ϕ
(A.12b)

1 ∂(sin θ Fϕ ) ∂Fθ
curl F (r, θ, ϕ) = − r̂
r sin θ ∂θ ∂ϕ

1 1 ∂Fr ∂(rFϕ )
+ − θ̂ (A.12c)
r sin θ ∂ϕ ∂r

1 ∂(rFθ ) ∂Fr
+ − ϕ̂ , (A.12d)
r ∂r ∂θ

1 ∂ ∂f 1 ∂ ∂f
Δf (r, θ, ϕ) = 2 r2 + 2 sin θ
r ∂r ∂r r sin θ ∂θ ∂θ
1 ∂2f
+ 2 2 . (A.12e)
r sin θ ∂ϕ2
316 A Appendix
A.2 Results from Linear Functional Analysis
We assume that the reader is familiar with the basic facts from linear func-
tional analysis: in particular with the notions of normed spaces, Banach- and
Hilbert spaces, linear, bounded, and compact operators. We list some results
which are needed often in this monograph.
Theorem A.1. Let X, Y be Banach spaces, V ⊆ X a linear subspace, and

T : V → Y a linear and bounded operator; that is, there exists c > 0 with
T xY ≤ cxX for all x ∈ V . Then there exists a unique extension T̃ : V →
Y to the closure V of V ; that is, T̃ x = T x for all x ∈ V and T̃ xY ≤ cxX
for all x ∈ V . Furthermore, T̃ = T .
This theorem is often applied to the case where V is a dense subspace of X.

For example, if X is a Sobolev space, then V can be taken to be the space
of infinitely often differentiable functions. The proof of boundedness of an
operator (e.g., a trace operator) is usually easier for smooth functions.
The next two theorems are the functional analytic basis of many existence
theorems for boundary value problems.
Theorem A.2. Let T : X → Y be a linear and bounded operator between the

normed spaces X and Y . Let T be of the form T = A + K such that A is an
isomorphism from X onto Y and K : X → Y is compact. If T is one-to-one
then also onto, and T −1 is bounded from Y onto X. In other words, if the
homogeneous equation T x = 0 admits only the trivial solution x = 0, then
the inhomogeneous equation T x = y is uniquely solvable for all y ∈ Y , and
the solution x depends continuously on y.
By writing T = A(I + A−1 K) it is obvious that it is sufficient to consider

the case Y = X and A = I. For this case the result is proven in, e.g., [16,
Chapter 3]. It is also a special case of Theorem A.4 below.
The case where I − K fails to be one-to-one is answered by the following

theorem which is called Fredholm’s alternative. We need the notions of a
dual system and adjoint operators (see [16, Chapter 4]).
Definition A.3. Two normed spaces X, Y , equipped with a bilinear form

·, · : X × Y → C is called a dual system, if ·, · is nondegenerated; that is,
for every x ∈ X, x = 0, the linear form y → x, y does not vanish identically
and vice versa, for every y ∈ Y , y = 0, the linear form x → x, y does not
vanish identically.
Let X1 , Y1 and X2 , Y2 be two dual forms. Two operators T : X1 → X2
and S : Y2 → Y1 are called adjoint to each other if
T x, y2 = x, Sy1 for all x ∈ X1 , y ∈ Y2 .
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A.2 Results from Linear Functional Analysis 317
Theorem A.4 (Fredholm). Let Xj , Yj j , j = 1, 2, be two dual systems,

T : X1 → X2 a bounded operator with bounded adjoint operator T ∗ : Y2 → Y1
such that T = T̂ + K and T ∗ = T̂ ∗ + K ∗ with isomorphisms T̂ and T̂ ∗ and
compact operators K and K ∗ . Then the following holds:
(a) The dimensions of the null spaces of T and T ∗ are finite and coincide;
that is, dim N (T ) = dim N (T ∗ ) < ∞.
(b) The equations T x = u, T ∗ y = v are solvable for exactly those u ∈ X2
and v ∈ Y1 for which
u, ψ2 = 0 for all ψ ∈ N (T ∗ ) ⊂ Y2
and
ϕ, v1 = 0 for all ϕ ∈ N (T ) ⊂ X1 .
Proof: We can easily reduce the problem to the case that X1 = X2 and
Y1 = Y2 and T̂ = T̂ ∗ = id which is of particular importance in itself. Indeed,
the equation T x = u is equivalent to x + T̂ −1 Kx = T̂ −1 u and the operator
K̃ = T̂ −1 K maps X1 into itself. On the other hand, the equation T ∗ y = v
is equivalent to z + K ∗ (T̂ ∗ )−1 z = v for z = T̂ ∗ y. The operator K ∗ (T̂ ∗ )−1
from Y1 into itself is just the adjoint of K̃. Also, u, y2 = T̂ −1 u, z1 for
z = T̂ ∗ y ∈ Y1 , u ∈ X2 . For this special case we refer to Theorem 4.15 of [16].
Also the following two results are used for proving existence of solutions of
boundary value problems, in particular for those formulated by variational
equations.
Theorem A.5. (Representation Theorem of Riesz)

Let X be a Hilbert space with inner product (·, ·)X and : X → C a linear and
bounded functional. Then there exists a unique z ∈ X with (x) = (x, z)X for
all x ∈ X. Furthermore, = xX .
For a proof we refer to any book on functional analysis as, e.g., [31, Sec-
tion III.6].
An extension is given by the theorem of Lax–Milgram.
Theorem A.6. (Lax and Milgram)

Let X be a Hilbert space over C, : X → C linear and bounded, a : X×X → C
sesquilinear and bounded and coercive; that is, there exist c1 , c2 > 0 with

a(u, v) ≤ c1 uX vX for all u, v ∈ X ,
Re a(u, u) ≥ c2 u2X for all u ∈ X .
318 A Appendix
Then there exists a unique u ∈ X with
a(ψ, u) = (ψ) for all ψ ∈ X .
Furthermore, there exists c > 0, independent of u, such that uX ≥ cX ∗ .
For a proof we refer to, e.g., [11, Section 6.2].
A.3 Elementary Facts from Differential Geometry
Before we recall the basic integral identity of Gauss and Green we have to de-
fine rigorously the notion of domain with a C n -boundary or Lipschitz bound-
ary (see Evans [11]). We denote by Bj (x, r) := {y ∈ Rj : |y − x| < r} and
Bj [x, r] := {y ∈ Rj : |y − x| ≤ r} the open and closed ball, respectively, of
radius r > 0 centered at x in Rj for j = 2 or j = 3.
Definition A.7. We call a region D ⊂ R3 to be C n -smooth (that is, D ∈

C n ), if there exists a finite number of open cylinders Uj of the form Uj =
{Rj x + z (j) : x ∈ B2 (0, αj ) × (−2βj , 2βj )} with z (j) ∈ R3 and rotations1
Rj ∈ R3×3 and real valued functions ξj ∈ C- n
(B[0, αj ]) with |ξj (x1 , x2 )| ≤ βj
m
for all (x1 , x2 ) ∈ B2 [0, αj ] such that ∂D ⊂ j=1 Uj and
" #
∂D ∩ Uj = Rj x + z (j) : (x1 , x2 ) ∈ B2 (0, αj ) , x3 = ξj (x1 , x2 ) ,
" #
D ∩ Uj = Rj x + z (j) : (x1 , x2 ) ∈ B2 (0, αj ) , x3 < ξj (x1 , x2 ) ,
" #
Uj \ D = Rj x + z (j) : (x1 , x2 ) ∈ B2 (0, αj ) , x3 > ξj (x1 , x2 ) .
We call D to be a Lipschitz domain if the functions ξj which describe the

boundary locally are Lipschitz continuous; that is, there exists a constant
L > 0 such that |ξj (z) − ξj (y)| ≤ L|z − y| for all z, y ∈ B2 [0, αj ] and all
j = 1, . . . , m.
We call {Uj , ξj : j = 1, . . . , m} a local coordinate system of ∂D. For abbrevi-

ation we denote by
Cj = Cj (αj , βj ) = B2 (0, αj ) × (−2βj , 2βj )

" #
= x = (x1 , x2 , x3 ) ∈ R3 : x21 + x22 < αj2 , |x3 | < 2βj
the cylinders with parameters αj and βj . We can assume without loss of gen-
erality that βj ≥ αj (otherwise split the parameter region into smaller ones).
1
That is, Rj Rj = I and det Rj = 1.
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A.3 Elementary Facts from Differential Geometry 319
Furthermore, we set Bj := B3 (0, αj ) ⊂ Cj , j = 1, . . . , m, and introduce the

mappings Ψ̃j : Bj → R3 defined by
⎛ ⎞
x1
Ψ̃j (x) = Rj ⎝ x2 ⎠ + z (j) , x = (x1 , x2 , x3 ) ∈ Bj ,
ξj (x1 , x2 ) + x3
and its restriction Ψj to B2 (0, αj ); that is,

⎛ ⎞
x1
Ψj (x̃) = Rj ⎝ x2 ⎠ + z (j) , x̃ = (x1 , x2 ) ∈ B2 (0, αj ) ,
ξj (x1 , x2 )
which yields a parametrization

∂D ∩ Uj in the form y = Ψj (x̃) for
of
∂Ψj ∂Ψj
x̃ ∈ B2 (0, αj ) with ∂x1 × ∂x2 = 1 + |∇ξj |2 provided the functions ξj
are differentiable.
-m
We set Uj = Ψ̃j (Bj ). Then ∂D ⊂ j=1 Uj and Bj ∩ (R2 × {0}) = B2 (0, αj ) ×
{0}, and
" # " #
∂D ∩ Uj = Ψ̃j (x) : x ∈ Bj , x3 = 0 = Ψj (x̃) : x̃ ∈ B2 (0, αj ) ,
" #
D ∩ Uj = Ψ̃j (x) : x ∈ Bj , x3 < 0 ,
" #
Uj \ D = Ψ̃j (x) : x ∈ Bj , x3 > 0 .
Therefore, the mappings Ψ̃j “flatten” the boundary. For C 1 -domains D we

note that the Jacobian is given by
⎛ ⎞
1 0 0
Ψ̃j (x) = Rj ⎝ 0 1 0⎠,
∂1 ξj (x) ∂2 ξj (x) 1
where ∂ ξj = ∂ξj /∂x for = 1, 2. We note that its determinant is one. The
tangential vectors at y = Ψj (x) ∈ ∂D ∩ Uj are computed as
⎛ ⎞ ⎛ ⎞
1 0
∂Ψj ∂Ψ
(x) = Rj ⎝ 0 ⎠ , (x) = Rj ⎝ 1 ⎠ .
j
∂x1 ∂x2
∂1 ξj (x) ∂2 ξj (x)
They span the tangent plane at y = Ψj (x). The vector

⎛ ⎞
−∂1 ξj (x)
∂Ψj ∂Ψj
(x) × (x) = Rj ⎝ −∂2 ξj (x) ⎠
∂x1 ∂x2
1
320 A Appendix
is orthogonal to the tangent plane and is directed into the exterior of D. The
corresponding unit vector
⎛ ⎞
∂Ψj
(x) ×
∂Ψj
(x) −∂1 ξj (x)
1
ν(y) = ∂x1 ∂x2
=
Rj ⎝ −∂2 ξj (x) ⎠
∂Ψj ∂Ψj |∇ξ 2
∂x1(x) × (x)
∂x2
1 + j (x)| 1
is called the exterior unit normal vector.
Remark A.8. For Lipschitz domains the functions ξj are merely Lipschitz
continuous. Therefore, Ψ̃j and its inverse Ψ̃j−1 , given by
⎛ ⎞
ŷ1
Ψ̃j−1 (y) = ⎝ ŷ2 ⎠, ŷ = Rj (y − z (j) ) , y ∈ Uj = Ψ̃j (Bj ) ,
ŷ3 − ξj (ŷ1 , ŷ2 )
are also Lipschitz continuous. A celebrated result of Rademacher [27] (see

also [11, Section 5.8]) states that every Lipschitz continuous function ξj is
differentiable at almost every point x ∈ B2 (0, αj ) with |∇ξj (x)| ≤ L for
almost all x ∈ B2 (0, αj ) where L is the Lipschitz constant. Therefore, for
Lipschitz domains the exterior unit normal vector ν(x) exists at almost all
points x ∈ ∂D. Furthermore, u ∈ L1 (Uj ) if, and only, if u ◦ Ψ̃j ∈ L1 (Bj ) and
the transformation formula holds in the form

u(y) dy = u Ψ̃j (x) dx . (A.13)
Uj Bj
Application of this result to |u|2 shows that the operator u → u ◦ Ψ̃j is

bounded from L2 (Bj ) into L2 (Cj ).
For such domains and continuous functions f : ∂D → C the surface integral

∂D
f ds exists. Very often in the following we need the following tool (see,
e.g., [11]):
Theorem A.9. (Partition of Unity)

Let K ⊂ R3 be a compact
-m set. For every finite set {Uj : j = 1, . . . , m} of open
domains with K ⊂ j=1 Uj there exist φj ∈ C ∞ (R3 ) with supp(φj ) ⊂ Uj for
m
all j and j=1 φj (y) = 1 for all y ∈ K. We call (Uj , φj ) a partition of unity
on K.
Using a local coordinate system {Uj , ξj : j = 1, . . . , m} of ∂D with cor-

responding mappings Ψ̃j from the balls Bj onto Uj and their restrictions
Ψj : B2 (0, αj ) → Uj ∩ ∂D as in Definition A.7 and a corresponding partition
of unity φj on ∂D with respect to Uj we write ∂D f ds in the form
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m
m

f ds = φj f ds = fj ds
∂D j=1 ∂D∩Uj j=1 ∂D∩Uj
with fj (y) = φj (y)f (y). The integral over the surface patch Uj ∩ ∂D is given
by

fj ds = fj Ψj (x) 1 + |∇ξj (x)|2 dx .
Uj ∩∂D B2 (0,αj )
We collect important properties of the smooth domain D in the following

lemma.
Lemma A.10. Let D ∈ C 2 . Then there exists c0 > 0 such that

(a) ν(y) · (y − z) ≤ c0 |z − y|2 for all y, z ∈ ∂D,

(b) ν(y) − ν(z) ≤ c0 |y − z| for all y, z ∈ ∂D.
(c) Define " #
Hη := z + tν(z) : z ∈ ∂D , |t| < η .
Then there exists η0 > 0 such that for all η ∈ (0, η0 ] and every x ∈ Hη
there exist unique (!) z ∈ ∂D and |t| ≤ η with x = z +tν(z). The set Hη is
an open neighborhood of ∂D for every η ≤ η0 . Furthermore, z −tν(z) ∈ D
and z + tν(z) ∈/ D for 0 < t < η and z ∈ ∂D.
One can choose η0 such that for all η ≤ η0 the following holds:
• |z − y| ≤ 2|x − y| for all x ∈ Hη and y ∈ ∂D, and
• |z1 − z2 | ≤ 2|x1 − x2 | for all x1 , x2 ∈ Hη .
" #
If Uδ := x ∈ R3 : inf z∈∂D |x − z| < δ denotes the strip around ∂D,
then there exists δ > 0 with
U δ ⊂ Hη 0 ⊂ U η 0 (A.14)
(d) There exists r0 > 0 such that the surface area of ∂B(z, r) ∩ D for z ∈ ∂D
can be estimated by

|∂B(z, r) ∩ D| − 2πr2 ≤ 4πc0 r3 for all r ≤ r0 . (A.15)
Proof: We use a local coordinate system {Uj , ξj : j = 1, . . . , m} which yields

the parametrization Ψj : B2 (0, αj ) → ∂D ∩ Uj . First, it is easy to see (proof
by contradiction) that there exists δ > 0 with the property that for every
pair (z, x) ∈ ∂D × R3 with |z − x| < δ there exists Uj with z, x ∈ Uj . Let
" #
diam(D) = sup |x1 − x2 | : x1 , x2 ∈ D be the diameter of D.
322 A Appendix
(a) Let x, y ∈ ∂D and assume first that |y − x| ≥ δ. Then

ν(y) · (y − x) ≤ |y − x| ≤ diam(D) δ 2 ≤ diam(D) |y − x|2 .
δ2 δ2
Let now |y − x| < δ. Then y, x ∈ Uj for some j. Let x = Ψj (u) and
y = Ψj (v). Then
∂Ψj ∂Ψj
∂u1 (u) × ∂u2 (u)
ν(x) =
∂Ψ ∂Ψ
∂u1j (u) × ∂u2j (u)
and, by the definition of the derivative,
2
∂Ψj
y − x = Ψj (v) − Ψj (u) = (vk − uk ) (u) + a(v, u)
∂uk
k=1

with a(v, u) ≤ c|u − v|2 for all u, v ∈ Uj and some c > 0. Therefore,

ν(x) · (y − x)
2
1 ∂Ψj ∂Ψj ∂Ψj
≤ (v − u ) (u) × (u) · (u)
∂Ψ ∂Ψ k k ∂u1 ∂u2 ∂uk
∂u1j (u) × ∂u2j (u) k=1
= 0

1 ∂Ψj ∂Ψj
+
∂Ψj ∂Ψj ∂u1 (u) × ∂u2 (u) · a(v, u)
∂u1 (u) × ∂u2 (u)
2
≤ c |u − v|2 = c Ψj−1 (x) − Ψj−1 (y) ≤ c0 |x − y|2 .
This proves part (a). The proof of (b) follows analogously from the dif-
ferentiability of u → ν.
(c) Choose η0 > 0 such that

(i) η0 c0 < 1/16 and
(ii) ν(x1 ) · -
ν(x2 ) ≥ 0 for x1 , x2 ∈ ∂D with |x1 − x2 | ≤ 2η0 and
(iii) Hη0 ⊂ j=1 Uj .
m
Assume that x ∈ Hη for η ≤ η0 has two representation as x = z1 + t1 ν1 =

z2 + t2 ν2 where we write νj for ν(zj ). Then

|z1 − z2 | = (t2 − t1 ) ν2 + t1 (ν2 − ν1 ) ≤ |t1 − t2 | + η c0 |z1 − z2 |
1
≤ |t1 − t2 | + |z1 − z2 | ,
16
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16
thus |z1 − z2 | ≤ 15 |t1 − t2 | ≤ 2|t1 − t2 |. Furthermore, because ν1 · ν2 ≥ 0,
(ν1 + ν2 ) · (z1 − z2 ) = (ν1 + ν2 ) · (t2 ν2 − t1 ν1 ) = (t2 − t1 ) (ν1 · ν2 + 1) ,

≥1
thus

|t2 − t1 | ≤ (ν1 + ν2 ) · (z1 − z2 ) ≤ 2c0 |z1 − z2 |2 ≤ 8c0 |t1 − t2 |2 ;

that is, |t2 − t1 | 1 − 8c0 |t2 − t1 | ≤ 0. This yields t1 = t2 because 1 −
8c0 |t2 − t1 | ≥ 1 − 16c0 η > 0 and thus also z1 = z2 .
Let U be one of the sets Uj and Ψ : R2 ⊃ B2 (0, α) → U ∩ ∂D the
corresponding bijective mapping. We define the new mapping F : R2 ⊃
B2 (0, α) × (−η, η) → Hη by
F (u, t) = Ψ (u) + t ν(u) , (u, t) ∈ B2 (0, α) × (−η, η) .
For sufficiently small η the mapping F is one-to-one and satisfies

det F (u, t) ≥ c̃ > 0 on B2 (0, α) × (−η, η) for some c̃ > 0. Indeed,
this follows from

∂Ψ ∂ν ∂Ψ ∂ν
F (u, t) = (u) + t (u) , (u) + t (u) , ν(u)
∂u1 ∂u1 ∂u2 ∂u2
and the fact that for t = 0 the matrix F (u, 0) has full rank 3. Therefore,
bijective mapping from B2 (0, α) × (−η, η) onto U ∩ Hη . Therefore,
F is a -
Hη = (Hη ∩ Uj ) is an open neighborhood of ∂D. This proves also that
x = z − tν(z) ∈ D and x = z + tν(z) ∈ / D for 0 < t < η.
For x = z + tν(z) and y ∈ ∂D we have
2
|x − y|2 = (z − y) + tν(z) ≥ |z − y|2 + 2t(z − y) · ν(z)
≥ |z − y|2 − 2ηc0 |z − y|2
1 3
≥ |z − y|2 because 2ηc0 ≤ .
4 4
Therefore, |z − y| ≤ 2|x − y|. Finally,
2
|x1 − x2 |2 = (z1 − z2 ) + (t1 ν1 − t2 ν2 )

≥ |z1 − z2 |2 − 2 (z1 − z2 ) · (t1 ν1 − t2 ν2 )

≥ |z1 − z2 |2 − 2 η (z1 − z2 ) · ν1 − 2 η (z1 − z2 ) · ν2
≥ |z1 − z2 |2 − 4 η c0 |z1 − z2 |2 = (1 − 4ηc0 ) |z1 − z2 |2
1
≥ |z1 − z2 |2
4
because 1 − 4ηc0 ≥ 1/4.
The proof of (A.14) is simple and left as an exercise.
324 A Appendix
(d) Let c0 and η0 as in parts (a) and (c). Choose r0 such that B[z, r] ⊂ Hη0
for all r ≤ r0 [which is possible by (A.14)] and ν(z1 ) · ν(z2 ) > 0 for
|z1 − z2 | ≤ 2r0 . For fixed r ≤ r0 and arbitrary z ∈ ∂D and σ > 0 we
define " #
Z(σ) = x ∈ ∂B(z, r) : (x − z) · ν(z) ≤ σ
We show that
Z(−2c0 r2 ) ⊂ ∂B(z, r) ∩ D ⊂ Z(+2c0 r2 )
Let x ∈ Z(−2c0 r2 ) have the form x = x0 + tν(x0 ). Then
(x − z) · ν(z) = (x0 − z) · ν(z) + t ν(x0 ) · ν(z) ≤ −2c0 r2 ;
that is,

t ν(x0 ) · ν(z) ≤ −2c0 r2 + (x0 − z) · ν(z) ≤ −2c0 r2 + c0 |x0 − z|2
≤ −2c0 r2 + 2c0 |x − z|2 = 0 ;
that is, t ≤ 0 because |x0 − z| ≤ 2r and thus ν(x0 ) · ν(z) > 0. This shows
x = x0 + tν(x0 ) ∈ D.
Analogously, for x = x0 − tν(x0 ) ∈ ∂B(z, r) ∩ D we have t > 0 and thus
(x−z)·ν(z) = (x0 −z)·ν(z)−t ν(x0 )·ν(z) ≤ c0 |x0 −z|2 ≤ 2c0 |x−z|2 = 2c0 r2 .
Therefore, the surface area of ∂B(z, r) ∩ D is bounded from below and

above by the surface areas of Z(−2c0 r2 ) and Z(+2c0 r2 ), respectively.
Since the surface area of Z(σ) is 2πr(r + σ) we have
−4πc0 r3 ≤ |∂B(z, r) ∩ D| − 2πr2 ≤ 4πc0 r3 .
A.4 Integral Identities
Now we can formulate the mentioned integral identities. We do it only in R3 .

By C n (D, C3 ) we denote the space of vector fields F : D → C3 which are
n−times continuously differentiable. By C n (D, C3 ) we denote the subspace
of C n (D, C3 ) that consists of those functions F which, together with all
derivatives up to order n, have continuous extensions to the closure D of D.
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A.4 Integral Identities 325
Theorem A.11. (Theorem of Gauss, Divergence Theorem)
Let D ⊂ R3 be a bounded Lipschitz domain. For F ∈ C(D, C3 ) with div F ∈

C(D) the identity

div F (x) dx = F (x) · ν(x) ds
D ∂D
holds. In particular, the integral on the left-hand side exists in the sense of
an improper integral.
Furthermore, application of this formula to F = uve(j) for u, v ∈ C 1 (D) and
the j-th unit vector e(j) yields the formula of partial integration in the form

u ∇v dx = − v ∇u dx + u v ν ds .
D D ∂D
For a proof for Lipschitz domains we refer to [20]. For smooth domains a
proof can be found in [11]. As a conclusion one derives the theorems of Green.
Theorem A.12. (Green’s First and Second Theorem)
Let D ⊂ R3 be a bounded Lipschitz domain. Furthermore, let u, v ∈ C 2 (D) ∩

C 1 (D). Then

∂v
(u Δv + ∇u · ∇v) dx = u ds ,
∂ν
D
∂D
∂v ∂u
(u Δv − Δu v) dx = u −v ds .
D ∂D ∂ν ∂ν
Here, ∂u(x)/∂ν = ν(x)·∇u(x) denotes the normal derivative of u at x ∈ ∂D.
Proof: The first identity is derived from the divergence theorem be setting
F = u∇v. Then F satisfies the assumption of Theorem A.11 and div F =
u Δv + ∇u · ∇v.
The second identity is derived by interchanging the roles of u and v in the
first identity and taking the difference of the two formulas.
We will also need their vector valued analogies.
Theorem A.13. (Integral Identities for Vector Fields)

Let D ⊂ R3 be a bounded Lipschitz domain. Furthermore, let A, B ∈
C 1 (D, C3 ) ∩ C(D, C3 ) and let u ∈ C 2 (D) ∩ C 1 (D). Then
326 A Appendix

curl A dx = ν × A ds , (A.16a)
D
∂D
(B · curl A − A · curl B) dx = (ν × A) · B ds , (A.16b)
D
∂D
(u div A + A · ∇u) dx = u (ν · A) ds . (A.16c)

D ∂D
Proof: For the first identity we consider the components separately. For the
first one we have
⎛ ⎞
0
∂A3 ∂A2
(curl A)1 dx = − dx = div ⎝ A3 ⎠ dx
∂x2 ∂x3
D D D −A2
⎛ ⎞
0
= ν · ⎝ A3 ⎠ ds = (ν × A)1 ds .
∂D −A2 ∂D
For the other components it is proven in the same way.

For the second equation we set F = A×B. Then div F = B ·curl A−A·curl B
and ν · F = ν · (A × B) = (ν × A) · B.
For the third identity we set F = uA and have div F = u div A + A · ∇u and
ν · F = u(ν · A).
A.5 Surface Gradient and Surface Divergence
We have to introduce two more notions from differential geometry, the surface
gradient and the surface divergence which are differential operators on the
boundary ∂D. We assume throughout this section that D ⊆ R3 is a C 2 -
smooth domain in the sense of Definition A.7. First we define the spaces of
differentiable functions and vector fields on ∂D.
Definition A.14. Let D ⊆ R3 be a C 2 -smooth domain with boundary ∂D.

Let {Uj , ξj : j = 1, . . . , m} be a local coordinate system and {φj : j =
1, . . . , m} be a corresponding partition of unity on ∂D. We set again Ψj (x) =
Rj (x1 , x2 , ξj (x)) + z (j) for x = (x1 , x2 ) ∈ B2 (0, αj ) and define
" #
C 1 (∂D) := f ∈ C(∂D) : (φj f ) ◦ Ψj ∈ C 1 B2 (0, αj ) for all j = 1, . . . , m ,
" #
C 1 (∂D, C3 ) := F ∈ C(∂D, C3 ) : Fj ∈ C 1 (∂D) for j = 1, 2, 3 ,
" #
Ct (∂D) := F ∈ C(∂D, C3 ) : F · ν = 0 on ∂D ,
Ct1 (∂D) := Ct (∂D) ∩ C 1 (∂D, C3 ) .
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A.5 Surface Gradient and Surface Divergence 327
There exist several different—but equivalent—approaches to define the sur-

face gradient and surface divergence. We decided to choose one which uses
the ordinary gradient and divergence, respectively, on a neighborhood of the
boundary ∂D. To do this we need to extend functions and vector fields. We
point out that the same technique is used to construct extension operators
for Sobolev spaces, see, e.g., Theorem 4.13.
Lemma A.15. Let D ⊆ R3 be a C 2 -smooth domain with boundary ∂D.
(a) For every f ∈ C 1 (∂D) there exists f˜ ∈ C 1 (R3 ) with compact support and
f˜ = f on ∂D.
(b) For every F ∈ Ct1 (∂D) there exists F̃ ∈ C 1 (R3 , C3 ) with compact support
and F̃ = F on ∂D.
Proof: (a) Using a local coordinate system {Uj , ξj : j = 1, . . . , m} and

a corresponding partition of unity{φj : j = 1, . . . , m} on ∂D as in
m
Definition A.14 we note that f = j=1 fj on ∂D where fj = f φj . The
functions fj ◦ Ψj are continuously differentiable functions from B2 (0, αj )
into C with support in B2 (0, αj ). We extend fj ◦Ψj into the cylinder C̃j =
Cj (αj , βj ) by setting gj (x) := ρ(x3 )(fj ◦ Ψj )(x1 , x2 ) for x = (x1 , x2 , x3 ) ∈
C̃j where ρ ∈ C0∞ (−βj , βj ) is such that ρ = 1 in a neighborhood of 0.
Then gj : C̃j → C is continuously differentiable, has compact support,
and gj = fj ◦ Ψ̃j on B2 (0, αj ) × {0}. Therefore, f˜j := gj ◦ Ψ̃j−1 has
compact support in Ũj = Ψ̃j (C̃j ). We extend f˜j by zero into all of R3
m -m
and set f˜ := j=1 f˜j in R3 . Then f˜ ∈ C 1 (R3 ) with support in j=1 Ũj
such that f˜ = f on ∂D.
The proof of (b) is identical by using the argument for every component.
Definition A.16. Let f ∈ C 1 (∂D) and f˜ ∈ C 1 (U ) be an extension of f into a

neighborhood U of the boundary ∂D of the domain D ∈ C 2 . Furthermore, let
F ∈ Ct1 (∂D) be a tangential vector field and F̃ ∈ C 1 (U, C3 ) be an extension
into U .
(a) The surface gradient of f is defined as the orthogonal projection of ∇f˜

onto the tangent plane; that is,
∂ f˜
Grad f = ν × (∇f˜ × ν) = ∇f˜ − ν on ∂D , (A.17)
∂ν
where ν = ν(x) denotes the exterior unit normal vector at x ∈ ∂D.
(b) The surface divergence of F is given by
Div F = div F̃ − ν · (F̃ ν) on ∂D (A.18)
where F̃ (x) ∈ C3×3 denotes the Jacobian matrix of F̃ at x.

328 A Appendix
We will see in Lemma A.19 that the definitions are independent of the choices
of the extensions.
Example A.17. As an example we consider the sphere of radius R > 0; that

is, D = B(0, R). We parametrize the boundary of this ball by spherical
coordinates
Ψ (θ, φ) = R sin θ cos φ, sin θ sin φ, cos θ) .
Then the surface gradient and surface divergence, respectively, on the sphere
∂D are given by
1 ∂f 1 ∂f
Grad f (θ, φ) = (θ, φ) θ̂ + (θ, φ) φ̂ , (A.19)
R ∂θ R sin θ ∂φ
1 ∂ 1 ∂Fφ
Div F (θ, φ) = sin θ Fθ (θ, φ) + (θ, φ) , (A.20)
R sin θ ∂θ R sin θ ∂φ
where θ̂ = (cos θ cos φ, cos θ sin φ, − sin θ) and φ̂ = (− sin φ, cos φ, 0) are
the tangential unit vectors which span the tangent plane and Fθ , Fφ are the
components of F with respect to these vectors; that is, F = Fθ θ̂ + Fφ φ̂.
In case of calculations in spherical coordinates, x = rx̂ ∈ R3 , often the surface

differential operators with respect to the unit sphere are used instead of the
operators on ∂D = {x ∈ R3 : |x| = r}. Therefore, we indicate this by using
the index S 2 for the differential operators with respect to the unit sphere.
Thus on a sphere of radius r it is
GradS 2 f (r, x̂) = r Grad f (rx̂) , and DivS 2 F (r, x̂) = r Div F (rx̂) ,
where we understand f (r, ·) as a function on the unit sphere on the left side
and f as a function on the sphere ∂D on the right side.
Furthermore, in general the differential operator
Δ∂D = Div Grad
on a surface ∂D is called Laplace–Beltrami operator. From the previous ex-

ample on |x| = R we note that in spherical coordinates it holds
Δ∂D f (Rx̂) = Div Grad f (θ, φ)

1 ∂ ∂f 1 ∂2f
= 2 sin θ (θ, φ) + 2 2 (θ, φ) .
R sin θ ∂θ ∂θ R sin θ ∂φ2
Using the corresponding operators for the unit sphere we obtain with the
spherical Laplace–Beltrami operator introduced in Definition 2.2 by the dif-
ferent views on the function f that
ΔS 2 f (rx̂) = DivS 2 Grad S 2 f (rx̂) = r2 Δ∂D f (x) = r2 Div Grad f (x)
where we read the function f on the left as a function on the unit sphere.
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We collect some important properties in the following lemma. It will be nec-

essary to extend also the vector field ν into a neighborhood U of ∂D such
that |ν̃(x)| = 1 on U . This is possible because by Lemma A.15 there exists an
extension ν̂ ∈ C 1 (R3 , C3 ) of ν. Certainly, ν̂ = 0 in a neighborhood U of ∂D
because |ν̂| = 1 on ∂D. Therefore, ν̃ = ν̂/|ν̂| will be the required extension
into U .
Lemma A.18. Let D ∈ C 2 and F ∈ Ct1 (∂D) and f ∈ C 1 (∂D) with exten-
sions F̃ ∈ C 1 (R3 , C3 ) and f˜ ∈ C 1 (R3 ), respectively. Then:
(a) Div F = ν · curl(ν̃ × F̃ ) on ∂D where ν̃ ∈ C 1 (U ) is an extension of ν

into a neighborhood U of ∂D such that |ν̃(x)| = 1 on U .
(b) Let Γ ⊂ ∂D be a relatively open subset2 such that the (relative) boundary
C = ∂Γ is a closed curve with continuously differentiable tangential unit
vector τ (x) for x ∈ C. The orientation of τ is chosen such that (Γ, C) is
mathematically positively orientated; that is, the vector τ (x)×ν(x) (which
is a tangential vector to the boundary ∂D) is directed “outwards” of Γ
for all x ∈ C. Then

Div F ds = F · (τ × ν) d .
Γ C
In particular, ∂D Div F ds = 0.
(c) Partial integration holds in the following form:

f Div F ds = − F · Grad f ds . (A.21)
∂D ∂D
Proof: (a) The product rule for the curl of a vector product (see A.10)
yields
curl(ν̃ × F̃ ) = ν̃ div F̃ − F̃ div ν̃ + ν̃ F̃ − F̃ ν̃

= ν div F̃ − F div ν̃ + ν̃ F − F̃ ν
and thus
· F div ν̃ + ν ν̃ F − ν F̃ ν .
ν · curl(ν̃ × F̃ ) = div F̃ − ν
= 0
From ν̃ ν̃ = 1 in U we have by differentiation that ν̃ ν̃ = 0 in U and

thus
ν · curl(ν̃ × F̃ ) = div F̃ − ν F̃ ν = Div F .
2
That is, Γ = ∂D ∩ U for some open set U ⊂ R3 .
330 A Appendix
(b) Let ν̃ and F̃ as in part (a) and set G̃ = ν̃ × F̃ in U . Then G̃ ∈ C 1 (U, C3 ).

By part (a) we conclude that Γ Div F ds = Γ ν · curl G̃ ds. Choose a
sequence G̃n ∈ C ∞ (U, C3 ) with G̃n → G̃ in C 1 (U, C3 ). Then, by the
Theorem of Stokes on Γ , we conclude that Γ ν · curl G̃n ds = C G̃n · τ d.
The convergence curl G̃n → curl G̃ in C(∂D, C3 ) and G̃n → ν × F in
C(∂D, C3 ) yields Γ Div F ds = C (ν × F ) · τ d = C F · (τ × ν) d.
(c) By part (b) it suffices to prove the product rule
Div(f F ) = Grad f · F + f Div F . (A.22)
Indeed, using the definitions yields

Div(f F ) = div(f˜ F̃ ) − ν · (f˜ F̃ ) ν
= ∇f˜ · F̃ + f˜ div F̃ − ν F̃ f˜ ν − f˜ ν F̃ ν
= Grad f · F + f div F̃ − ν ˜
F f ν − f ν F̃ ν
= 0
= Grad f · F + f Div F .
Lemma A.19. The tangential gradient and the tangential divergence depend
only on the values of f and the tangential field F on ∂D, respectively.
Proof Let f˜1 , f˜2 ∈ C 1 (D) be two extensions of f ∈ C 1 (∂D). Then f˜ = f˜1 −f˜2
vanishes on ∂D. The identity (A.21) shows that

ν × (∇f˜ × ν) · F ds = 0 for all F ∈ Ct1 (∂D) .
∂D
The space Ct1 (∂D) is dense in the space L2t (∂D) of all tangential vector fields
with L2 -components. Therefore, ν × (∇f˜ × ν) vanishes which shows that the
definition of Grad f is independent of the extension. Similarly the assertion
for the tangential divergence is obtained.
Corollary A.20. Let w ∈ C 2 (D, C3 ) such that w, curl w ∈ C(D, C3 ). Then

the surface divergence of ν × w exists and is given by
Div(ν × w) = −ν · curl w on ∂D . (A.23)
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Proof: For any ϕ ∈ C 2 (D) we have by the divergence theorem

ϕ ν · curl w ds = div(ϕ curl w) dx = ∇ϕ · curl w dx
∂D
D D
= div(w × ∇ϕ) dx = ν · (w × ∇ϕ) ds
D ∂D

= (ν × w) · Grad ϕ ds = − Div(ν × w) ϕ ds .
∂D ∂D
" #
The assertion follows because the traces ϕ|∂D : ϕ ∈ C 2 (D) are dense in
L2 (∂D).
References
1. A. Buffa, P. Ciarlet Jr., On traces for functional spaces related to Maxwell’s

equations. Part I: An integration by parts formula in Lipschitz polyhedra. Math.
Methods Appl. Sci. 24, 9–30 (2001)
2. A. Buffa, P. Ciarlet Jr., On traces for functional spaces related to Maxwell’s
equations. Part II: Hodge decompositions on the boundary of Lipschitz polyhedra
and applications. Math. Methods Appl. Sci. 24, 31–48 (2001)
3. A. Buffa, M. Costabel, D. Sheen, On traces for H(curl, Ω) in Lipschitz domains.
J. Math. Anal. Appl. 276, 845–876 (2002)
4. A. Buffa, R. Hiptmair, Galerkin boundary element methods for electromagnetic
scattering, in Computational Methods in Wave Propagation, ed. by M. Ainsworth
et al. Lecture Notes in Computational Science and Engineering, vol. 31 (Springer,
Berlin, Heidelberg, 2003), pp. 83–124
5. M. Cessenat, Mathematical Methods in Electromagnetism (World Scientific,
Singapore, 1996)
6. D. Colton, R. Kress, Integral Equation Methods in Scattering Theory. Classics
of Applied Mathematics (SIAM, New York, 2013)
7. D. Colton, R. Kress, Inverse Acoustic and Electromagnetic Scattering Theory,
3rd edn. (Springer, New York, 2013)
8. M. Costabel, Boundary integral operators on Lipschitz domains: elementary
results. SIAM J. Math. Anal. 19, 613–626 (1988)
9. R. Dautray, J.-L. Lions, Mathematical Analysis and Numerical Methods for
Science and Technology (Springer, Berlin, 1990)
10. D.W. Dearholt, W.R. McSpadden, Electromagnetic Wave Propagation (McGraw-
Hill, New York, 1973)
11. L.C. Evans, Partial Differential Equations (Springer, New York, 1998)
12. G. Hsiao, W. Wendland, Boundary Integral Equations (Springer, Berlin, 2008)
13. A. Ishimaru, Electromagnetic Wave Propagation, Radiation, and Scattering
(Prentice Hall, London, 1991)
14. J.D. Jackson, Classical Electrodynamics, 3rd edn. (Wiley, New York, 1998)
15. D.S. Jones, Methods of Electromagnetic Wave Propagation (Clarendon Press,
Oxford, 1979)
16. R. Kress, Linear Integral Equations, 2nd edn. (Springer, New York, 1999)
17. A. Kufner, J. Kadlec, Fourier Series (Lliffe Books, London, 1971)
18. R. Leis, Vorlesungen über Partielle Differentialgleichungen zweiter Ordnung
(Bibliographisches Institut, Mannheim, 1967)

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19. E. Martensen, Potentialtheorie (Teubner, Stuttgart, 1968)

20. W. McLean, Strongly Elliptic Systems and Boundary Integral Equations
(Cambridge University Press, Cambridge, 2000)
21. P. Monk, Finite Element Methods for Maxwell’s Equations (Oxford Science
Publications, Oxford, 2003)
22. C. Müller, On the behavior of solutions of the differential equation Δu = F (x, u)
in the neighborhood of a point. Commun. Pure Appl. Math. 7, 505–515 (1954)
23. C. Müller, Grundprobleme der mathematischen Theorie elektromagnetischer
Schwingungen (Springer, Berlin, 1957)
24. J.-C. Nédélec, Acoustic and Electromagnetic Equations (Springer, New York,
2001)
25. C.H. Papas, Theory of Electromagnetic Wave Propagation (Dover, New York,
1988)
26. M.H. Protter, Unique continuation for elliptic equations. Trans. Am. Math. 95,
81–90 (1960)
27. H. Rademacher, Über partielle und totale Differenzierbarkeit von Funktionen
mehrerer Variablen und über die Transformation der Doppelintegrale. Math.
Ann. 79, 340–359 (1919)
28. F. Rellich, Über das asymptotische Verhalten von Lösungen von Δu + λu = 0 in
unendlichen Gebieten. Jber. Deutsch. Math. Verein. 53, 57–65 (1943)
29. J.A. Stratton, Electromagnetic Theory (Wiley, New York, 2007)
30. J. Van Bladel, Electromagnetic Fields, 2nd edn. (Wiley, New York, 2007)
31. K. Yosida, Functional Analysis (Springer, New York, 1978)
Index
A Dirichlet eigenvalues of Delta, 66

addition formula divergence theorem, 325
Bessel functions, 72 dual system, 306, 316
surface harmonics, 43
adjoint operators, 316 E
Ampere’s law, 3 E-mode and M-mode, 11
anisotropic function space, 208 eigen
anisotropic medium, 4 -function, 186
-space, 193
B -system, 186
Bessel differential equation, 25, 53 -value, 186, 193
Bessel functions, spherical, 56 electric displacement, 2
boundary operator electric field, 2
D, 288 electric monopole, 6
L, 295 electrostatics, 6
M, 295 equation of continuity, 2
T , 288 Euler differential equation, 25
D , 282 extension operator
S, 282 η, 237, 238
boundary value problem ηt , ηT , 247, 255
Dirichlet, 298 exterior unit normal vector, 320
Neumann, 302
vector case, 303 F
far field amplitude, 74
C far field pattern, 74
charge density, 2 Faraday’s law of induction, 3
conductivity, 5 Fourier
constitutive equations, 4 coefficients, 174
convolution, 169 series, 173
current density, 2 transform, 169
Fredholm’s alternative, 316
D Fredholm’s theorem, 317
dielectric medium, 5 Friedrich’s inequality, 176
dielectric tensor, 4 fundamental solution, 96, 278

DOI 10.1007/978-3-319-11086-8
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336 Index
Fundamental Theorem of Calculus of Maxwell single layer, 296

Variations, 210 MKS-system, 2
Funk–Hecke formula, 42
O
G Ohm’s law, 5
Gauss Theorem, 325 orthonormal system, 187, 193
Gauss’ electric law, 3
Gauss’ magnetic law, 3 P
Green’s formula, 258, 290, 325 partial integration, 173, 238, 325, 329
vectorial, 325 partition of unity, 198, 230, 239, 320
Green’s Representation Theorem, perfectly conducting medium, 12
278 permeability tensor, 4
plane time harmonic fields, 9
H Poisson equation, 6
Hölder-continuous function, 107 potential
Hankel functions, 57 double layer D̃ϕ, 100, 280
harmonic function, 22 single layer S̃ϕ, 100, 280
Hertz dipole, 14 vector, 149
Hertz potential vector L̃a, 295
electric, 10 vector M̃a, 295
magnetic, 10 volume Vϕ, 100
Holmgren’s uniqueness theorem, 103 potential theory, 6
homogeneous medium, 5 Poynting
homogeneous polynomial, 36 Theorem, 16
vector, 16
I vector, complex, 17
impedance boundary condition, 13
initial–boundary value problem, 209 R
interior regularity, 198 radiation condition
isotropic medium, 4 Silver–Müller, 143
Silver–Müller, 15, 19, 92, 136, 291, 295
J Sommerfeld, 15, 67, 95, 282
Jacobi–Anger expansion, 61 Rayleigh formulas, 58
resolvent set, 192
L Riesz representation theorem, 317
Laplace equation, 22 Riesz–Fredholm theorem, 316
Laplace–Beltrami operator, 22 Rodrigues formula, 29
Laplace-Beltrami operator, 328
law of induction, 3 S
Lax – Milgram theorem, 317 smooth domain, C n −smooth, 318
Legendre differential equation, 25 Sobolev spaces
associated, 24 H(curl, D), 178
Legendre functions, associated, 35 H(curl 0, D), 180
Legendre polynomial, 26 H 1 (D), 167
1
limiting absorption principle, 67 Hper (Q), 174
s
linear medium, 4 Hper (Curl, Q2 ), 246
s
Lipschitz domain, 227, 318 Hper (Div, Q2 ), 246
s
local coordinate system, 228, 318 Hper (Q), 232
H −1/2 (Curl, ∂D), 255
M H −1/2 (Div, ∂D), 255
magnetic field, 2 H −1/2 (∂D), 241
magnetic induction, 2 H 1/2 (∂D), 236
magnetostatic, 7 H0 (curl, D), 179
Maxwell double layer, 296 H0 (curl 0, D), 180
Index 337
H01 (D), 173 γ1 , 242

Hper (curl, Q3 ), 246 γt , γT , 247, 255
VA , 180 trace theorem, 233, 237, 247, 255
V0,A , 180 transformation formula, 320
Ṽ0,A , 180 transmission boundary conditions, 12
spectrum, 193
speed of light, 5 U
spherical harmonics, 37 unique continuation property, 196, 200
vector, 77
spherical surface harmonics, 37 V
spherical wave functions, 59 vacuum, 5
Stratton-Chu formula, 141, 145, 290 variational
support, 167 curl, 177
surface curl, 79, 260 divergence, 177
surface divergence, 260, 327 gradient, 167
surface gradient, 327 solution, 184
vector Helmholtz equation, 9
T
tangential plane, 319 W
tangential vector, 319 wave equation, 6
TE-mode and TM-mode, 11 wave number, 8, 289
time harmonic Maxwell equations, 7 Wronskian of Bessel functions, 57
time–dependent Maxwell system, 218
trace operator Y
γ0 , 237 Young’s inequality, 169
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Applied oks ==>

Applied Mathematical Sciences

More information about this series at http://www.springer.com/series/34

Andreas Kirsch • Frank Hettlich

The Mathematical Theory of

ISSN 0066-5452 ISSN 2196-968X (electronic)

Library of Congress Control Number: 2014949883

© Springer International Publishing Switzerland 2015

Printed on acid-free paper

Springer is part of Springer Science+Business Media (www.springer.com)

In Chap. 1 we begin by formulating the Maxwell system in diﬀerential and

In Chap. 2 we study the particular case where the domain D is a ball. In

Chapter 3 deals with a particular scattering problem. The scattering object

As an alternative approach for studying boundary value problems for the

In the appendix we collect results from functional analysis, vector calculus,

There exist numerous monographs on electromagnetism and wave propaga-

We want to emphasize that it was not our intention to present a comprehen-

Karlsruhe, Germany Andreas Kirsch

2 Expansion into Wave Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . 21

2.7 Expansion of Electromagnetic Waves . . . . . . . . . . . . . . . . . . . . . . 74

3 Scattering from a Perfect Conductor . . . . . . . . . . . . . . . . . . . . . 95

4 The Variational Approach to the Cavity Problem . . . . . . . . . 165

5 Boundary Integral Equation Methods for Lipschitz

1.1 Maxwell’s Equations

Electromagnetic wave propagation is described by four particular equations,

© Springer International Publishing Switzerland 2015 1

It is named after André Marie Ampère (1775–1836).

describes how a time-varying magnetic field effects the electric field.

see Appendix A.3. To derive the Maxwell’s equations in diﬀerential form we

With Maxwell’s equations many electromagnetic phenomena became explain-

1.2 The Constitutive Equations

D = D(E, H) and B = B(E, H) .

D = E + 4πP and B = H − 4πM

where P denotes the electric polarization vector and M the magnetization of

with matrix-valued functions ε : R3 → R3×3 , the dielectric tensor, and μ :

with scalar functions ε, μ : R3 → R.

1.3 Special Cases

Under speciﬁc physical assumptions the Maxwell system can be reduced to

Vacuum is a homogeneous, dielectric medium with ε = ε0 , μ = μ0 , and

1.3.2 Electro- and Magnetostatics

Therefore, if Ω is simply connected, there exists a potential u : Ω → R with

ρ = div D = − div(ε0 E) = −ε0 Δu

we obtain a stationary solution, the ﬁeld of an electric monopole.

In magnetostatics one considers H being constant in time. For the magnetic

−μ0 J = curl curl A = ∇ div A − ΔA .

Since curl ∇ = 0 we can add gradients ∇u to A without changing B. We will

1.3.3 Time-Harmonic Fields

With the constitutive equations D = εE and B = μH we arrive at

curl E − iωμH = 0 , (1.7a)

Assuming (for simplicity only) additionally an isotropic medium we can elim-

Then Eqs. (1.8) and (1.9) take the form

In vacuum we have εc = 1, μr = 1 and therefore the equations reduce to

curl curl E − k 2 E = iωμ0 Je , (1.10)

Without external current density, Je = 0, we obtain from curl curl =

Obviously, the reduced problems considering E or H are symmetric and we

Analogously, a divergence free solution of the vector Helmholtz equation H ∈

Example 1.4. In the case of vacuum with Je = 0 a short calculation shows