2. Preliminaries
Let be an unbounded open domain in such that the complement is bounded open domain. Let the boundary be closed and infinitely smooth curve. The space of infinitely differentiable functions having compact support in is denotes by and its dual space, the space of distributions, by , while is the set of restrictions on of functions from . The spaces denote the Sobolev (Bessel potential) spaces. We also denote , supp , where is a proper submanifold of a closed surface and is the restriction operator on . Moreover for we define the subspace of as We shall consider the following second order partial differential equation, with variable coefficient
(1)
where is unknown function; and are given functions in . We will further use the weighted Sobolev spaces.
Let
For any real
, we denote by
the weighted Lebesgue space (e.g.,
[8] | Kufner, A. and Opic, B.: How to define reasonably weighted Sobolev spaces. Commentationes Mathematicae Universitatis Carolinae, 25, 537554 (1984). |
[8]
) consisting of all measurable functions
on
such that
, i.e.,
The space , equipped with the norm and appropriate inner product, is a Hilbert space. The weighted Sobolev space is defined by
(2)
and for its norm we have
, while
is the square of the semi-norm. The space
is dense in
, (e.g., Theorem 7.2 in
[1] | Amrouche, C., Girault, V. and Giroire, J.: Weighted Sobolev Spaces for Laplace's Equation in. Rn J. Math. Pures Appl., 73, 579-606 (1994). |
[1]
). This implies that the dual space of
, denoted by
, is a space of distributions. It is possible to show that the space
is dense in
by using the corresponding property of the space
. The trace operator
on
defined on functions from
, satisfies the usual trace theorems. This allows to define in particular the subspace
It can be proved that
is dense in
and therefore, its dual space is a space of distributions. Let us denote by
a completion of
in
, and
are the corresponding dual spaces. The inclusion
holds and a distribution
in the dual space
has the form
, where
and is zero outside
, (e.g., Eq. (2.5.129) in
[13] | Nédélec, J. C.: Acoustic and electromagnetic equations: integral representations for harmonic problems. Springer, 2001. |
[13]
). This implies that
is dense in
and
is dense in
.
Lemma 1. The space contains constant functions.
Proof. Let then from Definition 2.2 the result follows.
Note That 1. Lemma 1 implies that, the space of real constants,
, is a closed subspace of
. Hence we can define the quotient space
, which is a complete normed space, and its norm is given by
. The dual space
is identified with
, i.e.,
since they are isometrically isomorphic (e.g., Lemma 2.12(ii) in
[9] | McLean, W.: Strongly Elliptic Systems and Boundary Integral Equations. Cambrige University Press, Cambrige, 2000. |
[9]
) Similarly,
The following Poincaré-type inequalities hold (e.g., Theorems 1.1 and 1.2 in
[2] | Amrouche, C., Girault, V., and Schechter,: Dirichlet and Neumann exterior problems for the n-dimensional Laplace operator. An approche in weighted sobolev spaces. Journal de Mathématiques Pures et Appliquées, 76, 55-81 (1997). |
[2]
).
Theorem 1. (i) The semi-norm defined on is a norm equivalent to the quotient norm, i.e., there exist positive constants such that
(ii) Moreover, the semi-norm is a norm on equivalent to the norm , i.e., there exist positive constants such that
For
and the coefficient
(
1) is well defined in the sense of distribution as
, for any
, where
. From here on, unless specified otherwise, we presume that there exist some constants
such that
(3)
To obtain boundary-domain integral equations, we will also always consider the coefficient such that
(e.g.,
[7] | J.-L. Lions and E. Magenes, Non-Homogeneous Boundary Value Problems and Appli cations, vol. 1 (Springer, Berlin Heidelberg New York, 1972), ISBN 3-540-05363-8. |
[7]
) for
, if
, then from the trace theorem it follows that,
, where
is the trace operator on
from the exterior domain
.
For the operator
, similar to
[4] | Chkadua, O., Mikhailov, S. E. and Natroshvili, D.: Analysis of direct segregated boundary domain integral equations for variable-coefficient mixed BVPs in exterior domains. Analysis and Applications, 11, No. 4, No 4, 1350006 (2013), https://doi.org/10.1007/978-0-8176-8238-5_11 |
[4]
for the three dimensional case, we introduce the space,
, where the norm is given by its square,
. For
, as in the 3 D case,
[4] | Chkadua, O., Mikhailov, S. E. and Natroshvili, D.: Analysis of direct segregated boundary domain integral equations for variable-coefficient mixed BVPs in exterior domains. Analysis and Applications, 11, No. 4, No 4, 1350006 (2013), https://doi.org/10.1007/978-0-8176-8238-5_11 |
[4]
, we define the canonical co-normal derivative
similar to, for example in Lemma 3.2 of
[6] | Costabel, M.: Boundary integral operators on Lipschiz domains: Elementary results. SIAM J. Math. Anal., 19, 613-626 (1988). |
[6]
and Lemma 4.3 of
[9] | McLean, W.: Strongly Elliptic Systems and Boundary Integral Equations. Cambrige University Press, Cambrige, 2000. |
[9]
as
where
is a bounded right inverse to the trace operator
, and
denotes the duality brackets between the spaces
and
which extends the usual
scalar product. The operator
is continuous and gives the continuous extension to
of the classical co-normal derivative operator
, where
and
is normal vector on
directed outward the exterior domain
. When
, we employ for
the notation
, which is the continuous extension on
of the classical normal derivative operator
. Similar to the proofs available in Lemma 3.4 of
[6] | Costabel, M.: Boundary integral operators on Lipschiz domains: Elementary results. SIAM J. Math. Anal., 19, 613-626 (1988). |
[6]
(for the spaces
see also
), one can show that for
and
the first Green identity
(5)
holds true. Then, for any chooses of we obtain the second Green identity,
(6)
Remark 1. If a satisfies condition (
3) and the second condition in (
4), then
, where the constant
and
are independent of
, which means, a and
a are multipliers in the space
.
4. Parametrix-Based Potentials in Exterior Domain
A function
is a parametrix (Levi function) for the operator
if
, where
is the Dirac-delta distribution, while
is a remainder possessing at most a weak (integrable) singularity at
. In particular, (e.g.,
[10] | Mikhailov, S. E.: Localized boundary-domain integral formulations for problems with variable coefficients. Eng. Anal. with Boundary El., 26, 681-690 (2002). |
[10]
) the function
(10)
is a parametrix for the operator given by:
(11)
Where (12)
Let
. For any fixed
, let
be an open ball centered at
with a sufficiently small radius
, and let
be an open ball centered at the origin with a radius
large enough to contain
and the support tabof
, put
, we have
and thus
by (
11). Applying the second Green identity (
6) in
with
and taking usual limits as
, (eg.,
[12] | Miranda, C.: Partial differential equations of elliptic type. Springer, 1970. |
[12]
), we get the third Green identity in
,
for .
Here,
(15)
are, respectively, the remainder potentials and parametrix-based Newtonian, while
are the parametrix-based single layer and double layer potentials. Deducing (
13) we took into account that
in
supp
. Since no term in (
13) depends on
if
is sufficiently large, we obtain that (
13) is valid in the whole domain
for any
.
From definitions (
10) -(
12) and (
14)-(
15) The parametrix-based potential operators can be represented in terms of their corresponding ones for
(i.e., associated with the Laplace operator
), (eg.,
[3] | Chkadua, O., Mikhailov, S. E. and Natroshvili, D.: Analysis of direct boundary-domain integral equations for a mixed BVP with variable coefficient. I. Equivalence and invertibility. J. Integral Equations Appl., 21: 499-543 (2009), 499-543, https://doi.org/10.1216/JIE-2009-21-4-499 |
[4] | Chkadua, O., Mikhailov, S. E. and Natroshvili, D.: Analysis of direct segregated boundary domain integral equations for variable-coefficient mixed BVPs in exterior domains. Analysis and Applications, 11, No. 4, No 4, 1350006 (2013), https://doi.org/10.1007/978-0-8176-8238-5_11 |
[3, 4]
),
(16)
The Newtonian and the remainder potential operators given by (
14) for
will be denoted as
and
, respectively, and the relations similar to (
16) hold for them as well.
5. Invertibility of the Single Layer Potential Operator
The boundary integral operator
is Fredholm operator of index zero (e.g., Theorem 7.6 in
[9] | McLean, W.: Strongly Elliptic Systems and Boundary Integral Equations. Cambrige University Press, Cambrige, 2000. |
[9]
). Thus the relation (
16), leads to the same result for single layer potential
. For the 3-D case, the following holds. For
, if
, then
, which implies the invertibility of single layer potential operator mapping from
to
. But it is not true in the two dimensional case. It is well known for some
domains the kernel of the operator
is non-zero, which by (
16) also implies that
for the same domains. The following example illustrates this fact.
Example 1. Take the density function and to be a disc of radius centered at the origin and be the circular boundary of the disc. We can show that
Proof. Let . Then
If , then the function is harmonic in the disk . Then has the mean value property,
Therefore,
(17)
For , in particular take ,
The relation (
17) implies that, the limit of the value of the potential when
approach the boundary from exterior is given by
Furthermore, since the single layer potential is continuous on we have
To determine the value of the potential inside the disc for , we use the maximum/minimum principle. Since the single layer potential is harmonic on it has neither maximum nor minimum in the disc. Let
If we assume , i.e., is different from the value of potential on the boundary, we will arrive contradiction of the maximum principle. Thus is constant on . Therefore, for .
Remark 2. In the above example, if we take the value of , and since , then in .
Example 1 shows that, the kernel of the operator contains non zero element for a unit ball, i.e., ker for , which means, the operators is not one to one for this particular domain. Consequently, the following question may arise: does the kernel of contain a non-zero element on every bounded domain in ? The answer is no.
Theorem 3. The following spaces are subspaces of and , respectively, Where
(i)
(ii)
(iii)
Proof. (i) let f and g be in and then then
(ii) let f and g be in and then then by linearity of an operator A and above,
(iii) let and be in and then then
Similarly the right hand side of (iii) follows from the proof of item (iii).
In order to have invertibility for the single layer potential operator in , we consider the following theorem.
Theorem 4. If satisfies on , then .
Proof. The theorem holds for the operator
(e.g, corollary 8.11(ii) in
[9] | McLean, W.: Strongly Elliptic Systems and Boundary Integral Equations. Cambrige University Press, Cambrige, 2000. |
[9]
),
Lemma 2. If then .
Proof. Employing the first Green identity (
5) with
, we have:
In addition to conditions (
3) and (
4) on the coefficient
, we will sometimes also need the condition
Employing that the corresponding mapping properties hold true for the potentials associated with the Laplace operator
, (eg. Section 8 in
) and references therein, relations (
16) lead to the following assertion. (e.g., Theorem 4.1 in
[4] | Chkadua, O., Mikhailov, S. E. and Natroshvili, D.: Analysis of direct segregated boundary domain integral equations for variable-coefficient mixed BVPs in exterior domains. Analysis and Applications, 11, No. 4, No 4, 1350006 (2013), https://doi.org/10.1007/978-0-8176-8238-5_11 |
[4]
and Theorem 3 in
[19] | T. T. Dufera, Mikhailov, S. E.: Boundary-Domain Integral Equations for Variable Coefficient Dirichlet BVP in 2D Unbounded Domain, In: Analysis, Probability, Applications, and Computations. Lindahl et al. (eds.) Springer Nature Switzerland AG, ISBN 978-3-030-04459-6, 481-492, (2019), https://doi.org/10.1007/978-3-030-04459-6_46 |
[19]
)
.Theorem 5. The following operators are continuous under conditions (
4).
while The following operators are continuous under conditions (
4) and (
18).
Remark 3. Similar to Theorem 3.12
one can prove that
is dense in
also in
which then implies by theorem 5 and lemma 2, (
13) holds for any
.
The boundary integral (pseudo-differential) operators of the direct values and of the co-normal derivatives of the single and double layer potentials are defined by
(19)
The mapping and jump properties of the operators (
19)- (
20) follow from relations (
16) and are described in details in
[18] | T. T. Dufera, Mikhailov, S. E.: Analysis of Boundary-Domain Integral Equations for Variable-Coefficient Drichlet BVP in 2D. In: Integral Methods in Science and Engineering: Computational and Analytic Aspects, Springer (Birkhäuser), Boston, 163-175, (2015), https://doi.org/10.1007/978-3-319-16727-5_15 |
[18]
. Particularly, their jump relations are given by the following theorem presented in Theorem 2,
[18] | T. T. Dufera, Mikhailov, S. E.: Analysis of Boundary-Domain Integral Equations for Variable-Coefficient Drichlet BVP in 2D. In: Integral Methods in Science and Engineering: Computational and Analytic Aspects, Springer (Birkhäuser), Boston, 163-175, (2015), https://doi.org/10.1007/978-3-319-16727-5_15 |
[18]
.
Theorem 6. let and . Then
where .
employing the co-normal derivative and trace operators to the third Green identity (
13), and using the jump relations for the potential operators we obtain for
,
(21)
(22)
Conditions (
4) are assumed to hold for (
21) and conditions (
4) and (
18) for (
22). For some functions
and
let us consider a more general indirect integral relation associated with equation (
13).
Lemma 3. Let
, and
satisfy equation (
23) and let conditions (
4) and (
18) hold. Then,
is a solution of the equation
While
(25)
Proof. Since
, by Remark 3 we can write the third Green identity (
13) for the function
. Then subtracting (
23) from it, we obtain
(26)
where
and
. Multiplying equality (
26) by
we get
Applying the Laplace operator
to the last equation and taking into consideration that both functions in the left-hand side are harmonic potentials, while the right-hand side function is the classical Newtonian potential, we arrive at Eq. (
24) Substituting (
24) back into (
26) leads to (
25).
Lemma 4. Let conditions (
4) and (
18) hold.
(i) If and in , then .
(ii) If and in , then , where is a constant.
(iii) let , where and are nonempty non intersecting simply connected submanifolds of with infinitely smooth boundaries.
If and in , then and on .
Proof. The proof of item (i) follows from theorem 4, while the proof of item (iii) is similar to the proof of Lemma 2.12
[20] | T. T. Dufera, S. E. Mikhailov, Analysis of Boundary-Domain Integral Equations for Variable-Coefficient Mixed BVP in 2D, in Analysis, Probability, Applications, and Computation, 467-480, (2017), https://doi.org/10.1007/978-3-030-04459-6_45 |
[20]
.
To prove item (ii), from the first Green identity (5) for the interior domain employing for and for any , the function satisfies the equation in the exterior domain for any const. Now let us check there is no other solution of the equation in in . By the Lyapunov-Tauber theorem on , which implies const inthe interior domain due to the uniqueness up to a constant of the solution of the Neumann problem in . Then by the jump property of the double layer const. Applying the relation completes the proof of item (ii).
6. BDIEs for Exterior Mixed BVP
To reduce the variable-coefficient Mixed BVP (
7)-(
9) to a segregated boundary domain integral equation systems, Let us fix an extension
of the given function
in the condition (
8) from
to the whole of
and an extension
of the given function
in the condition (
9) from
to the whole of
. moreover
and
are considered as known.
For a given function
in
, assume that the function
satisfies the
in
. Then, we can reduce the BVP (
7)-(
9) to a system of Boundary-Domain Integral Equations (BDIEs) and in all of them we represent in (
13), (
21) and (
22) the trace of the function
and in its co-normal derivative as
and will regard the new unknown functions and as formally segregated of . Thus we will look for the triplet
BDIE system (M11). Obtained under conditions (
4) and (
18), using equation (
13) in
, the restriction of equation (
21) on
, and the restriction of equation (
22) on
, we arrive at the BDIE system (M11) of three equations for the triplet of unknowns,
,
(28)
(29)
Where
We denote the matrix operator of the left hand side of the systems (M11) as
Remark 4. Due to the mapping properties of operators involved in , The operator is bounded. And also if and only if .
Proof. evidently true.
from equation (
30) we have that
and by our assumption
implies
, Lemma 3 with
for u implies
and
, in
and The equalities
on
and
on
, implies
on
and
on
that is,
and
. Lemma 4 (iii) implies
0.
BDIE system (M12). Obtained under conditions (
4) and using equation (
13) in
and equation (
21) on the whole of
, we arrive at the BDIE system (M12) of two equations for the triplet
,
The left hand side matrix operator of the system is
Remark 5. Due to the mapping properties of operators involved in , The operator is bounded. And also if and only if .
Proof. evidently true.
from equation (
30) we have that
and by our assumption
implies
, Lemma 3 with
for u implies
and
, in
and The equalities
on
, implies
. Lemma 4 (i) implies
.
BDIE system (M21). Obtained under conditions (
4) and (
18) and Using equation (
13) in
and equation (
22) on the whole of
, we arrive at the BDIE system (M21) of two equations for the triplet
,
(32)
The left hand side matrix operator of the system is
Remark 6. Due to the mapping properties of operators involved in , The operator is bounded.
BDIE system (M22). Obtained under conditions (
4) and (
18) and using equation (
13) in
, the restriction of equation (
22) on
, and the restriction of equation (
21) on
, we arrive for the triplet
at the BDIE system (M22) of three equations of "almost" the second kind (up to the spaces),
The matrix operator of the left hand side of the system (M22) takes form
Remark 7. Due to the mapping properties of operators involved in , The operator is bounded. And also if and only if .
Proof. The proof follows in the similar way as in the Remark 4 proof.
7. Equivalence and Uniqueness Theorems
Theorem7. Let
and let
and
be some extensions of
and
, respectively, and conditions (
4) and (
18) hold.
(i) If a function
solves the
(
7)-(
9), then the triplet
, where
(33)
solves the BDIE systems (M11), (M12), (M21) and (M22).
(ii) If a triplet
solves one of the BDIE systems (M11), (M12) or (M22), then this solution is unique and solves all the systems, including (M21), while
solves BVP (
7)-(
9) and relations (
33) hold.
Proof. (i) immediately follows from the deduction of the BDIE systems (M11), (M12), (M21) and (M22).
(ii) Let a triplet
solve BDIE system (M11), (M12) or (M22). The hypotheses of Lemma 3 are satisfied for the first equation in BDIE system, implying that
solves PDE (
7) in
, while the following equation holds:
where and .
Suppose first that the triplet
solves BDIE system (M11). Taking trace of (
27) on
using the jump relations of Theorem 6, and subtracting (
28) from it, we obtain
i.e.,
satisfies the Dirichlet condition (
8). Taking the co-normal derivative of Eq. (
27) on
, using the jump relations on Theorem 6 and subtracting Eq. (
29) from it, we obtain
i.e.,
satisfies the Neumann condition (
9). Hence
solves the mixed BVP (
7)-(
9).
Taking into account
on
and
on
, (
35) and (
36) imply that the first equation in (
33) is satisfied on
and the second equation in (
33) is satisfied on
. Thus we have
and
in (
34). Let
. Then Lemma 4 (iii) implies
, which completes the proof of conditions in (
33). Uniqueness of the solution to BDIE systems (M11) follows from (
33) along with remark 4 and Theorem 2.
Finally, item (i) implies that triplet solves also BDIE systems (M12), (M21) and (M22).
Similar arguments work if we suppose that instead of the BDIE systems (M11), the triplet solves BDIE systems (M12) or (M22).
The situation with uniqueness and equivalence for system (M21) differs from the one for other systems and from its counterpart BDIE system (M21) in
[20] | T. T. Dufera, S. E. Mikhailov, Analysis of Boundary-Domain Integral Equations for Variable-Coefficient Mixed BVP in 2D, in Analysis, Probability, Applications, and Computation, 467-480, (2017), https://doi.org/10.1007/978-3-030-04459-6_45 |
[20]
, particularly because item (ii) of Lemma 4 is different from its analog, Lemma 2.11 (ii) in
[20] | T. T. Dufera, S. E. Mikhailov, Analysis of Boundary-Domain Integral Equations for Variable-Coefficient Mixed BVP in 2D, in Analysis, Probability, Applications, and Computation, 467-480, (2017), https://doi.org/10.1007/978-3-030-04459-6_45 |
[20]
. This leads to the following assertion.
Theorem 8. Let
and let
and
be some extensions of
and
, respectively, and conditions (
4) and (
18) hold.
(i) Homogeneous BDIE system (M21) admits only one linearly independent solution , where is the solution of the mixed
While
(40)
(ii) The non-homogeneous BDIE systems (M21) is solvable, and any it’s Solution
can be represented as
where
solves the BVP (
7)-(
8) and
is a constant, while
(42)
Proof. Problem (
37)-(
39) is uniquely solvable in
by Theorem 2. Consequently, the third Green identity (
13) is applicable to
, leading to
(43)
with notations (
40), if we take into account that
in
due to the second relation in (
16) and the equality
in
(cf. the proof of Lemma 4(ii)). Taking the co-normal derivative of (
43) and substituting the first equation of (
40) again, we arrive at
(44)
Equations (
43)-(
44) mean that the triplet
solves the homogeneous BDIE system (M21).
To prove item (ii) and check that there exists only one linearly independent solution of the homogeneous BDIE system (M21), we proceed as follows. First, we remark that the solvability of the non-homogeneous system (M21) follows from the solvability of the BVP (
7)-(
8) in
and the deduction of system (M21).
Let now a triplet
solve (generally non-homogeneous) BDIE system (M21). Take the co-normal derivative of equation (
31) on
and subtract it from equation (
32) to obtain
Taking into account that
and
on
, this implies that
satisfies condition (
9).
Equations (
31) and (
30) and Lemma 3 with
imply that
is a solution of equation (
7) and
(46)
Due to (
45) the first term vanishes in (
46), and by Lemma 4(ii) we obtain
(47)
where is a constant. Taking into account that on and on , we conclude that satisfies the Dirichlet condition
instead of (
8). Introducing notation
by (
41) in (
45), (
47) and (
48) and taking into account (
37)-(
39) prove the claim of item (ii). The case
leading to the homogeneous BDIE system (M21) also implies that
for this case satisfies homogeneous BVP (
7)-(
9) and thus
in (
41) and (
42) meaning that the triplet
is the only linearly independent solution of the homogeneous BDIE system (M21). This completes the proof of item (i) and of the whole theorem.