Section 6.2

Elliptic Equations

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Problem 6.2.1

Let u≢0u \not\equiv 0 satisfy u∈C2(Rn)u \in C^2(\mathbb {R}^{n}), Δu=0\Delta u = 0 on Rn\mathbb {R}^{n}. Show that

∫Rnu2 dx \int _{\mathbb {R}^{n}} u^2\, dx

does not exist.

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Problem 6.2.2

Let u∈C0(Ω)u \in C^0(\Omega ) be weakly harmonic in an open set Ω\Omega, i.e., the relation

∫ΩuΔϕ dx=0 \int _{\Omega } u \Delta \phi \, dx = 0

holds for all ϕ∈C02(Ω)\phi \in C_0^2(\Omega ). Show that uu is then harmonic in Ω\Omega.

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Problem 6.2.3

Let f(x,y)f(x,y) be a locally bounded function, harmonic in x∈R2x \in \mathbb {R}^{2} and continuous in y∈R2y \in \mathbb {R}^{2}. Show that ff is continuous in (x,y)(x,y), i.e., as a function on R4\mathbb {R}^{4}.

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Problem 6.2.4

Suppose uu is a function defined on Rn\mathbb {R}^{n} such that

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(a)

uu is bounded and continuous on the half-space xn≥0x_n \geq 0 of Rn\mathbb {R}^{n},

(b)

u=0u = 0 on xn=0x_n = 0,

(c)

uu is harmonic in xn>0x_n > 0.

Prove that u=0u = 0 on xn≥0x_n \geq 0.

Problem 6.2.5

Let u(x)u(x) be C2C^2 on the half-space R+n={x:xn>0}\mathbb {R}^{n}_+ = \left\{ x : x_n > 0\right\} and continuous on the boundary ∂R+n={x:xn=0}\partial \mathbb {R}^{n}_+ = \left\{ x : x_n = 0\right\}, and let g(x)g(x) be a compactly supported, C1C^1 function on ∂R+n={x:xn=0}\partial \mathbb {R}^{n}_+ = \left\{ x : x_n = 0\right\}. If uu, bounded, satisfies

{Δu=0,xn>0,u=g,xn=0,(3) \begin{cases} \Delta u = 0, & x_n > 0, \\ u = g, & x_n = 0, \end{cases} \tag {3}

show that its ``tangential'' derivatives ∂u∂xj\dfrac {\partial u}{\partial x_j}, j=1,…,n−1j = 1, \ldots , n-1, are bounded in magnitude by max⁡∣∇g∣\max \left|\nabla_g\right| on all of R+n={x:xn>0}\mathbb {R}^{n}_+ = \left\{ x : x_n > 0\right\}. (Warning. You must justify any assumptions of regularity you make on the solution uu.)

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Problem 6.2.6

Show that the problem

u = -1 for x < 1, y < 1, u = 0 for x = 1, - = 0 for y = 1

has at most one solution. (Here u=u(x,y)u = u(x,y) is a function of two variables xx and yy, and is a classical solution.)

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Problem 6.2.7

Let Ω\Omega be a bounded normal domain in R3\mathbb {R}^{3}, and suppose α\alpha is such that a non-trivial solution exists to

{−∇2u=α2uin Ω,u=0on ∂Ω.(*) \begin{cases} -\nabla ^2 u = \alpha ^2 u & \text{in } \Omega , \\ u = 0 & \text{on } \partial \Omega . \end{cases} \tag {*}
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(a)

Show that α\alpha is a real number, and that uu can be chosen to be real-valued.

(b)

Suppose α1≠α2\alpha_1 \neq \alpha_2 are such that non-trivial real solutions u1u_1 and u2u_2 satisfy (*). Show that

∫Ωu1(r→)u2(r→) dv=0. \int _{\Omega } u_1(\overrightarrow {r}) u_2(\overrightarrow {r})\, dv = 0.
Problem 6.2.8

Let Ω⊂Rn\Omega \subset \mathbb {R}^{n} be an open set. Let uu be a continuous function on Ω\Omega. Prove the equivalence of these two notions of ``subharmonic''.

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(a)

For every x∈Ωx \in \Omega and r>0r > 0 such that the ball B(x,r)B(x,r) centered at xx with radius rr satisfies B(x,r)⊂⊂ΩB(x,r) \subset \subset \Omega one has

u(x)≤1ωnrn−1∫∂B(x,r)u(y) dSy. u(x) \leq \frac{1}{\omega _n r^{n-1}} \int _{\partial B(x,r)} u(y)\, dS_y.

(Here ωn\omega_n denotes the surface area of the unit sphere in Rn\mathbb {R}^{n} and B(x,r)⊂⊂ΩB(x,r) \subset \subset \Omega means that the closure of BB is contained within Ω\Omega.)

(b)

For every ball B⊂⊂ΩB \subset \subset \Omega and every harmonic function h∈C0(B‾)h \in C^0(\overline{B}) such that u≤hu \leq h on ∂B\partial B, one has u≤hu \leq h in BB.

Problem 6.2.9

Let Ω⊆Rn\Omega \subseteq \mathbb {R}^{n} be an open set, and let uu be harmonic in Ω\Omega and continuous in Ω‾\overline{\Omega }.

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(a)

Show that ∂u∂xi\dfrac {\partial u}{\partial x_i} is harmonic in Ω\Omega for each ii.

(b)

Let B⊂ΩB \subset \Omega, where BB is the open ball centered at xx of radius rr. Show that

∣∇u(x)∣≤nrsup⁡{∣u(y)∣:∣x−y∣=r}. \left|\nabla u(x)\right| \leq \frac{n}{r} \sup \left\{ \left|u(y)\right| : \left|x-y\right| = r\right\} .
(c)

Show that, if Ω\Omega is bounded and x∈Ωx \in \Omega,

∣∇u(x)∣≤nd(x)sup⁡{∣u(y)∣:y∈Ω} \left|\nabla u(x)\right| \leq \frac{n}{d(x)} \sup \left\{ \left|u(y)\right| : y \in \Omega \right\}

where d(x)=dist⁡(x,∂Ω)d(x) = \operatorname {dist}(x, \partial \Omega ).

Problem 6.2.10

Let Ω⊆R3\Omega \subseteq \mathbb {R}^{3} be bounded and open with smooth boundary. Let u∈C1(Ω‾)∩C2(Ω)u \in C^1(\overline{\Omega }) \cap C^2(\Omega ) solve

Δu+k2u=0in Ω  (k>0). \Delta u + k^2 u = 0 \quad \text{in } \Omega \; (k > 0).

Derive an appropriate mean-value property for the solution.

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Problem 6.2.11

Let u∈C2(R2)u \in C^2(\mathbb {R}^{2}) satisfy

Δu=u+1.(1) \Delta u = u + 1. \tag {1}

Prove that its spherical mean, defined by

v(x)=12π∣x∣∫∂B(0,∣x∣)u(y) dSy,x≠0 v(x) = \frac{1}{2\pi \left|x\right|} \int _{\partial B(0,\left|x\right|)} u(y)\, dS_y, \quad x \neq 0

and v(0)=u(0)v(0) = u(0), also satisfies (1), for x≠0x \neq 0. Here, B(0,r)B(0,r) denotes the ball of radius rr, dSydS_y the element of arc length.

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Problem 6.2.12

Let B={(x,y)∣x2+y2<1}B = \left\{ (x,y) \mid x^2 + y^2 < 1\right\}. Prove that the problem

Δu=1x2+y2 in B,u=0 on ∂B \Delta u = \frac{1}{\sqrt{x^2+y^2}} \text{ in } B, \quad u = 0 \text{ on } \partial B

has exactly one weak solution uu in H01(B)H_0^1(B).

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Problem 6.2.13
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(a)

Let Ω\Omega be a bounded domain in Rn\mathbb {R}^{n} with smooth boundary ∂Ω\partial \Omega, and f∈L2(Ω)f \in L^2(\Omega ), and g∈L2(∂Ω)g \in L^2(\partial \Omega ) be given. Consider the problem

∫Ω(grad⁡u)⋅(grad⁡v)+λuv dx=∫Ωfv dx+∫∂Ωgv dσ∀v∈W1,2(Ω)(1) \int _{\Omega } (\operatorname {grad} u) \cdot (\operatorname {grad} v) + \lambda uv\, dx = \int _{\Omega } fv\, dx + \int _{\partial \Omega } gv\, d\sigma \quad \forall v \in W^{1,2}(\Omega ) \tag {1}

where λ>0\lambda > 0. Show that the problem (1) has a unique solution u∈W1,2(Ω)u \in W^{1,2}(\Omega ).

(b)

Will the conclusion of part (a) be valid if λ=0\lambda = 0? Explain.

(c)

Suppose that f,gf, g and ∂Ω\partial \Omega are sufficiently smooth, write problem (1) in the classical form.

Problem 6.2.14

Let Ω\Omega be a unit ball in Rn\mathbb {R}^{n} centered at zero. Consider the following problem.

Find u∈H01(Ω)u \in H_0^1(\Omega ) such that

∫Ω∇u⋅∇ϕ dx=∫Ω∩{xn=0}ϕ dx′,∀ϕ∈H01(Ω), \int _{\Omega } \nabla u \cdot \nabla \phi \, dx = \int _{\Omega \cap \left\{ x_n=0\right\} } \phi \, dx', \quad \forall \phi \in H_0^1(\Omega ),

where Rn∋x=(x1,…,xn−1,xn)=(x′,xn)\mathbb {R}^{n} \ni x = (x_1, \ldots , x_{n-1}, x_n) = (x', x_n). Prove the existence of a unique solution of that problem.

Denote u+=u∣Ω∩{xn>0}u^+ = u|_{\Omega \cap \left\{ x_n>0\right\} } and u−=u∣Ω∩{xn<0}u^- = u|_{\Omega \cap \left\{ x_n<0\right\} }, and assume that u±u^{\pm } are regular enough. Show that Δu±=0\Delta u^{\pm } = 0 and that

∂u−∂xn−∂u+∂xn=1on Ω∩{xn=0}. \frac{\partial u^-}{\partial x_n} - \frac{\partial u^+}{\partial x_n} = 1 \quad \text{on } \Omega \cap \left\{ x_n=0\right\} .
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Problem 6.2.15
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(a)

Let u∈W01,2(Ω)u \in W_0^{1,2}(\Omega ) satisfy

∫Ω∇u⋅∇ϕ dx≥0∀ϕ∈W01,2(Ω),ϕ≥0.(I) \int _{\Omega } \nabla u \cdot \nabla \phi \, dx \geq 0 \quad \forall \phi \in W_0^{1,2}(\Omega ), \phi \geq 0. \tag {I}

Show that u≥0u \geq 0 a.e. in Ω\Omega.

(b)

Let u∈W1,2(Ω)u \in W^{1,2}(\Omega ) satisfy (I) above, show that

inf⁡Ωu≥inf⁡∂Ωu(ess inf⁡) \inf _{\Omega } u \geq \inf _{\partial \Omega } u \quad (\operatorname {ess\, inf})
Problem 6.2.16

Consider functions un,vn,w∈W2,2(Ω)∩W01,2(Ω)u_n, v_n, w \in W^{2,2}(\Omega ) \cap W_0^{1,2}(\Omega ), such that

-v_n + u_n = w, -u_n - n v_n = 0,

in Ω\Omega. Prove that un→wu_n \to w strongly in L2(Ω)L^2(\Omega ), as n→+∞n \to +\infty.

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Problem 6.2.17

Assume Ω⊂Rn\Omega \subset \mathbb {R}^{n} is a bounded open set with smooth boundary and let f∈Cc∞(Ω)f \in C_c^{\infty }(\Omega ). Suppose uk∈C∞(Ω)u_k \in C^{\infty }(\Omega ) satisfies Δuk+uk=f\Delta u_k + u_k = f and has the property that for some positive number MM,

∫Ωuk(x)2 dx≤M \int _{\Omega } u_k(x)^2\, dx \leq M

for k=1,2,…k = 1, 2, \ldots. Prove that there exist a function u∈C∞(Ω)u \in C^{\infty }(\Omega ) satisfying Δu+u=f\Delta u + u = f and a subsequence {ukj}\left\{ u_{k_j}\right\} such that ukju_{k_j} converges uniformly to uu on each compact subset of Ω\Omega.

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Problem 6.2.18

Let Ω\Omega be a bounded Lipschitz domain in Rn\mathbb {R}^{n}, and

I(v)=12∫Ω∣∇v∣2 dx, I(v) = \frac{1}{2} \int _{\Omega } \left|\nabla v\right|^2\, dx, A={v∈H01(Ω):h1≤v≤h2 a.e. in Ω}, \mathcal{A} = \left\{ v \in H_0^1(\Omega ) : h_1 \leq v \leq h_2 \text{ a.e. in } \Omega \right\} ,

where h1,h2:Ω→Rh_1, h_2 : \Omega \to \mathbb {R} are given smooth functions.

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(a)

Show that if A≠∅\mathcal{A} \neq \emptyset, there exists u∈Au \in \mathcal{A} satisfying

I(u)=min⁡v∈AI(v). I(u) = \min _{v \in \mathcal{A}} I(v).
(b)

Show that

∫Ω∇u∇(v−u) dx≥0∀v∈A. \int _{\Omega } \nabla u \nabla (v-u)\, dx \geq 0 \quad \forall v \in \mathcal{A}.
Problem 6.2.19

Let Ω⊂Rn\Omega \subset \mathbb {R}^{n}, n>1n > 1, be a bounded domain with smooth boundary. Let u∈C1(Ω‾)u \in C^1(\overline{\Omega }) be harmonic in Ω\Omega.

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(a)

Prove that

max⁡Ω‾∣∇u∣=max⁡∂Ω∣∇u∣. \max _{\overline{\Omega }} \left|\nabla u\right| = \max _{\partial \Omega } \left|\nabla u\right|.
(b)

Suppose there exist functions Φ1,Φ2∈C2(Ω)∩C1(Ω‾)\Phi_1, \Phi_2 \in C^2(\Omega ) \cap C^1(\overline{\Omega }) such that

ΔΦ1≤0,ΔΦ2≥0,Φ1=u=Φ2on ∂Ω. \Delta \Phi _1 \leq 0, \quad \Delta \Phi _2 \geq 0, \quad \Phi _1 = u = \Phi _2 \quad \text{on } \partial \Omega .

Prove that

max⁡Ω‾∣∇u∣≤max⁡(max⁡∂Ω∣∇Φ1∣,max⁡∂Ω∣∇Φ2∣). \max _{\overline{\Omega }} \left|\nabla u\right| \leq \max \left(\max _{\partial \Omega } \left|\nabla \Phi _1\right|, \max _{\partial \Omega } \left|\nabla \Phi _2\right|\right).
Remark.
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In both parts (a) and (b) of this question, you may cite, without proof, any standard maximum principles you are using.

Problem 6.2.20

Let Ω\Omega be an open subset of Rn\mathbb {R}^{n}. Suppose u∈C2(Ω‾)u \in C^2(\overline{\Omega }) is a solution of the equation Δu=u3\Delta u = u^3 with the property that ∣∇u(x)∣≤1\left|\nabla u(x)\right| \leq 1 for each x∈∂Ωx \in \partial \Omega. Prove that ∣∇u(x)∣≤1\left|\nabla u(x)\right| \leq 1 for all x∈Ωx \in \Omega.

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Problem 6.2.21

Consider (a nonlinear) equation

-u = u^2(1-u) in , u = 0 on , 1

where λ>0\lambda > 0 is a parameter, and ∂Ω\partial \Omega sufficiently smooth.

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(a)

Prove that for any solution uu of (1), 0≤u≤10 \leq u \leq 1.

(b)

Show that if λ>0\lambda > 0 is sufficiently small, the only solution of (1) is u≡0u \equiv 0.

Problem 6.2.22

Let Ω\Omega be a bounded normal domain in Rn\mathbb {R}^{n} with smooth boundary ∂Ω\partial \Omega. Let n→\overrightarrow {n} be the exterior unit normal on ∂Ω\partial \Omega. Show that the only solution of the boundary value problem for the biharmonic equation:

(u) = 0 in u = 0 on , = 0 on ,

is the trivial one u≡0u \equiv 0. Assume u∈C4(Ω‾)u \in C^4(\overline{\Omega }).

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Problem 6.2.23

Let Ω\Omega be a bounded domain in Rn\mathbb {R}^{n} with smooth boundary ∂Ω\partial \Omega and assume u∈C2(Ω‾)u \in C^2(\overline{\Omega }) satisfies the following

Δu=f in Ω,u=ϕ on ∂Ω, \Delta u = f \text{ in } \Omega , \quad u = \phi \text{ on } \partial \Omega ,

where f∈C0(Ω‾)f \in C^0(\overline{\Omega }) and ϕ∈C0(∂Ω‾)\phi \in C^0(\partial \overline{\Omega }). Let BR(O)B_R(O) be the smallest ball centered at the origin OO such that Ω⊂BR(O)\Omega \subset B_R(O). Show that

sup⁡Ω∣u∣≤sup⁡∂Ω∣ϕ∣+R22n⋅sup⁡Ω∣f∣. \sup _{\Omega } \left|u\right| \leq \sup _{\partial \Omega } \left|\phi \right| + \frac{R^2}{2n} \cdot \sup _{\Omega } \left|f\right|.

Also give an example to demonstrate that the estimate is sharp, i.e., the equality sign can be attained in your example.

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Problem 6.2.24

Inside unit disc Ω={x∈R2,∣x∣≤1}\Omega = \left\{ x \in \mathbb {R}^{2}, \left|x\right| \leq 1\right\}, construct two solutions u1,u2u_1, u_2 of the Hamilton-Jacobi equation

u^2 - 1 = 0 for a.e. x u = 0 for x = 1,

with u1≥0u_1 \geq 0 while u2≤0u_2 \leq 0. Prove that the negative solution u2u_2 can not be obtained as a limit of parabolic (elliptic) approximation. Indeed, if uεu^{\varepsilon } denotes a solution to

u^^2 - 1 = u^ for x u^ = 0 for x = 1,

then uεu^{\varepsilon } cannot converge to u2u_2 as ε→+0\varepsilon \to +0.

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