Lecture 21

1 Green's rst identity

We will use the following divergence theorem extensively
→
− →
− →
Z Z
div F dx = F ·−
n dS,
D ∂D

→
−
where F is any vector function, D is a bounded solid region, and →
−
n is the
unit outer normal on bdy D.
In three dimensions, we have the notation
grad f = ∇f = the vector (f1 , f2 , f3 )

→
− →
− ∂F 1 ∂F 2 ∂F 3
div F =∇· F = + +
∂x1 ∂x2 ∂x3
→
−
where F = (F 1 , F 2 , F 3 ). Also,
43 u = div grad u = ∇ · ∇u = u11 + u22 + u33

and
|∇u|2 = |grad u|2 = u21 + u22 + u23

here we denote ui = ∂x∂u

i and uij = ∂xi ∂xj .
∂2u

First, we claim the identity

∇ · (v∇u) = ∇v · ∇u + v4u. (1)
This is because in the local coordinate,
∂u ∂u ∂u
∇ · (v∇u) = ∇ · (v ,v ,v )
∂x1 ∂x2 ∂x3
∂ ∂u ∂ ∂u ∂ ∂u
= (v )+ (v )+ (v )
∂x1 ∂x1 ∂x2 ∂x2 ∂x3 ∂x3
= v1 u1 + vu11 + v2 u2 + vu22 + v3 u3 + vu33 .

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 By denition, we also have
∇v · ∇u = (v1 , v2 , v3 ) · (u1 , u2 , u3 )
= v1 u1 + v2 u2 + v3 u3

and
v4u = vu11 + vu22 + vu33 .

So we get the identity (1).

Then we integrate and use the divergence theorem to get
Z Z Z
∂u
v∇u · →
−
R R
∇v · ∇udx + v4udx = ∇ · (v∇u)dx = n dS = v → dS.
D D
D ∂D
∂D ∂−
n
Thus the Green's rst identity is

Z Z Z
∂u
∇v · ∇udx + v4udx = − dS.
v →
D D ∂D ∂ n

For example, we take v = 1 to get

Z Z
∂u
dS = 4udx. (2)
∂D ∂→
−
n D

For the following Neumann problem in D:

4u = f (x) in D
∂u
= ϕ(x) on ∂D.
∂→
−n
The identity (2) gives us a necessary condition which is
Z Z
ϕdS = f dx
∂D D

for the existence of the Neumann problem.

2 Mean value property

In last lecture, we derived mean value property in dimension two by using
Poisson's formula. In this lecture, we are going to derive three-dimensional
mean value property for harmonic functions. And this method works for all
dimensions.
Let a ∈ (0, r) and apply the identity (2), we have
Z Z Z
∂u ∂u
0= 4udx = dS = dS.
Ba ∂Ba ∂→
−
n ∂Ba ∂r

2
 here we used ∂∂u
→
−
n ∂r in the polar coordinate on the boundary of Ba (x0 ). In
= ∂u
polar coordinate, u(x) = u(r sin θ cos φ, r sin θ sin φ, r cos θ) where r = |x − x0 |.
Thus
Z Z 2π Z π
∂u ∂u
0= dS = (a sin θ cos φ, a sin θ sin φ, a cos θ)a2 sin θdθdφ.
∂Ba ∂r 0 0 ∂r
Z 2π Z π
∂
= a2 u(r sin θ cos φ, r sin θ sin φ, r cos θ) sin θdθdφ
∂r 0 0

Dividing by a2 ,we have

Z 2π Z π
∂u
0 = (a sin θ cos φ, a sin θ sin φ, a cos θ) sin θdθdφ
0 0 ∂r
Z 2π Z π
∂
= [ u(r sin θ cos φ, r sin θ sin φ, r cos θ) sin θdθdφ]|r=a .
∂r 0 0

Because this works for all a ∈ (0, r), we obtain

Z 2π Z π
∂ 1
[ u(r sin θ cos φ, r sin θ sin φ, r cos θ) sin θdθdφ] = 0.
∂r 4π 0 0

Thus
Z 2π Z π Z
1 1
u(r sin θ cos φ, r sin θ sin φ, r cos θ) sin θdθdφ = udS
4π 0 0 |∂Br (x0 )| ∂Br (x0 )

is independent of r where |∂Br (x0 )| is the area of the sphere |x − x0 | = r.

In particular, if we let r → 0, we get
Z
1
udS = u(x0 ). (3)
|∂Br (x0 )| ∂Br (x0 )

This is the mean value property.

If we mutiply r2 on both side of (3) and integrate along r ∈ (0, R), we have
Z R Z 2π Z π Z R
1
u(a sin θ cos φ, a sin θ sin φ, a cos θ)r2 sin θdθdφdr = r2 u(x0 )dr
4π 0 0 0 0
R3 u(x0 )
=
3
Another form of mean value property is
Z R Z 2π Z π
1
u(x0 ) = 4 3
u(a sin θ cos φ, a sin θ sin φ, a cos θ)r2 sin θdθdφdr
3 πR 0 0 0
Z
1
= udx.
|BR (x0 )| BR (x0 )

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 Lecture 22

1 Uniqueness of Dirichlet's Problem

The solution of the following Dirichlet's problem is unique

4u = f (x) in Ω
u = ϕ(x) on ∂Ω. (1)
Proof. If u1 and u2 are solutions to (1), then u = u1 − u2 is a solution to
4u = 0 in Ω
u = 0 on ∂Ω.

Recall the Green's rst identity:

Z Z Z
∂u
v →
− dS = ∇v · ∇udx + v4udx.
∂Ω ∂ n Ω Ω

Let v = u and 4u = 0, we have

Z Z
∂u
u →− dS = |∇u|2 dx.
∂Ω ∂ n Ω

Then |∇u| ≡ 0 in Ω, which infers u ≡ C in Ω. By the boundary condition

u = 0 on ∂Ω, we get u ≡ 0.
So we have uniqueness of Dirichlet's problem for Laplace equation.
Similarly, you can prove the uniqueness of Neumann's problem.
Exercise 1. The solution of the following Neumann's problem is unique up to
a constant

4u = f (x) in Ω
∂u
= ϕ(x) on ∂Ω. (2)
∂→
−n

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2 Dirichlet's principle

Among all the functions v in Ω that satisfy the Dirichlet boundary condition
v(x) = ϕ(x) on ∂Ω. (3)
The lowest energy E[v] = 12 Ω |∇v|2 dx occurs for the harmonic function satis-
R

fying (3) is the harmonic function 4u = 0.

We need to prove for any functions w(x) and the unique harmonic function u(x)
in Ω with same boundarydata.Then
E[w] ≥ E[u].
Proof. Let v = u − w. Then
Z
1
E[w] = |∇(u − v)|2 dx
2 Ω
Z
= E[u] − ∇u · ∇vdx + E[v]
Ω
Z Z
∂u
= E[u] + 4uvdx − − vdS + E[v]
→
Ω ∂Ω ∂ n
= E[u] + E[v]
≥ E[u].
The equality holds if and only if w = u.
If we do not apriori know when E[v] will attain its minimum point in the
functional space with the same Dirichlet boundary condition. We can nd it
from the critical points of energy.
Let u() = u-v for any  small and for any functions v = 0 on the boundary.So
u() and u have the same Dirichlet boundary condition. The critical point of
E[u()] must satisfy
Z
d d 1
E[u()] = { |∇(u -v)|2dx}
d d 2 Ω
Z
d
= {E[u] −  ∇u · ∇vdx + 2 E[v]}
d Ω
Z
= − ∇u · ∇vdx + 2E[v]
Z Ω Z
∂u
=0 = v4udx − v →
− dS
∂Ω ∂ n
ZΩ
= v4udx.
Ω

So from the critical condition d

d |=0 E[u()] = 0, we get
Z
v4udx = 0 f or any v ∈ C0∞ (Ω).
Ω

2
 This implies that
4u = 0 in Ω.

So a harmonic function with the same boundary BC is the critical point of

E[u()]. From the uniqueness of the Dirichlet problem, the harmonic function
is the only function with the same Dirichlet boundary that can minimize the
energy.

3 Green's second identity

Recall Green's rst identity

Z Z Z
∂u
− dS
v → = ∇v · ∇udx + v4udx. (4)
∂Ω ∂ n Ω Ω

If we switch the place of v and u, we get

Z Z Z
∂v
u →− dS = ∇u · ∇vdx + u4vdx. (5)
∂Ω ∂ n Ω Ω

Subtracting (4) from (5), we have the Green's second identity

Z Z
∂u ∂v
(−v →
− +u → )dS = (u4v − v4u)dx.
∂Ω ∂n ∂−n Ω

We can use the Green's second identity to prove the representation formula.
Theorem 2. If 4u = 0 in Ω ⊆ R3 , then
ZZ
1 ∂ 1 1 ∂u
u(x0 ) = [−u(x) →− ( )+ ]dSx .
4π ∂Ω ∂ n |x − x0 | |x − x0 | ∂ →
−
n

If 4u = 0 inΩ ⊆ R2 , then
Z
1 ∂ ∂u
u(x0 ) = [u(x) → (log|x − x0 |) − log|x − x0 | → ]dSx .
2π ∂Ω ∂−n ∂−
n

Proof. Let v(x) = − 4π|x−x 1

0|
. Denote B (x0 ) be the ball with radius  and
center x0 . In Ω/B (x0 ), we have
∂2 ∂2 ∂2
4v = 2
v + 2v + 2v
∂x ∂y ∂z
∂ x − x0 ∂ y − y0 ∂ z − z0
= ( )+ ( )+ ( )
∂x 4π|x − x0 |3 ∂y 4π|x − x0 |3 ∂z 4π|x − x0 |3
3 (x − x0 )2 + (y − y0 )2 + (z − z0 )2
= − 3
4π|x − x0 |3 4π|x − x0 |5
= 0.

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 So from the Green's second identity, we have in Ω = Ω\B (x0 )
ZZZ ZZ ZZ
1 ∂u u ∂ 1
0= (u4v − v4u)dx = − + →
− − →
− ( )dSx .
Ω ∂B (x0 ) ∂Ω 4π|x − x0 | ∂ n 4π ∂ n |x − x0 |

On ∂B (x0 ), we have

ZZ
1 ∂u
lim dS = 0,
→0 4π ∂B (x0 ) ∂r

and
ZZ
1
lim udS = u(x0 ).
→0 4π2 ∂B (x0 )

Combining the above formulas, we obtain

ZZ
1 ∂u u ∂ 1
− ( )dSx = u(x0 ).
∂Ω 4π|x − x0 | ∂ →
−
n 4π ∂ →
−
n |x − x0 |

The two-dimensional case is similar.