See discussions, stats, and author profiles for this publication at: https://www.researchgate.

net/publication/302299279

Green Function of the Dirichlet Problem for the Laplacian and

Inhomogeneous Boundary Value Problems for the Poisson Equation in a
Punctured Domain

Chapter · January 2015

DOI: 10.1007/978-3-319-12577-0_8

CITATION READS

1 2,564

2 authors:

B. E. Kanguzhin Niyaz Tokmagambetov

Al-Farabi Kazakh National University CRM Centre for Mathematical Research
71 PUBLICATIONS 325 CITATIONS 106 PUBLICATIONS 1,008 CITATIONS

SEE PROFILE SEE PROFILE

All content following this page was uploaded by Niyaz Tokmagambetov on 19 May 2016.

The user has requested enhancement of the downloaded file.

Green function of the Dirichlet problem
for the Laplacian and inhomogeneous
boundary value problems for the Poisson
equation in a punctured domain
Baltabek Kanguzhin and Niyaz Tokmagambetov

Abstract. The aim of this work is to present a new definition of the

Green function of the Dirichlet problem for the Laplace equation prompted
by the theory of ordinary differential equations and investigate correctly
solvable boundary value problems for the Poisson equation in a punc-
tured domain.
Mathematics Subject Classification (2010). Primary 35J08; Secondary
35J05, 35J25.
Keywords. Green’s function, Poisson equation, Dirichlet problem, punc-
tured domain, non simply connected domain, non-local boundary value
problem.

1. Definition of the Green function of the Dirichlet problem

for the Laplace operator
From the work of M.A. Naimark [1], we introduce the definition of the Green
function for ordinary differential operators. Let an operator L1 , generated by
the ordinary differential expression with smooth coefficients on the interval
(a, b)
dn u dn−1 u
l(y) = p0 (x) n + p1 (x) n−1 + ... + pn (x)u
dx dx
and some boundary conditions
Uν (u) = 0, ν = 1, 2, ..., n,
have an inverse L−1
1 the domain of which coincides with the range of values
of the operator L1 . L−1
1 is an integral operator with a continuous kernel.

This work was supported partially by fundamental research programs and projects of the
MES RK, Grant 0732/GF, 2012 – 2014 yy.
2 Baltabek Kanguzhin and Niyaz Tokmagambetov

This kernel is called Green function of the operator L1 . Let us formulate this
definition more precisely.
Definition 1.1. If a function Γ(x, ξ) satisfies the following conditions
1) Γ(·, ξ) ∈ C n ([a, ξ) ∪ (ξ, b]);
2) l(Γ) = 0 on intervals (a, ξ) and (ξ, b);
3) Uν (Γ) = 0, ν = 1, 2, ..., n;
4) for i = 1, 2, ..., n − 2
h ∂i ∂i i
lim i
Γ(ξ + δ, ξ) − i
Γ(ξ − δ, ξ) = 0
δ→+0 ∂x ∂x
and
h ∂ n−1 ∂ n−1 i 1
lim Γ(ξ + δ, ξ) − Γ(ξ − δ, ξ) = ,
δ→+0 ∂xn−1 ∂x n−1 p0 (ξ)
then the function Γ(x, ξ) is called Green function of the operator L1 .
There can be found the proof of the following Green function’s unique-
ness theorem.
Theorem 1.2. If the boundary value problem L1 y = 0 has only the trivial
solution, then the operator L1 has a unique Green function.
Let an operator L2 be generated by the Laplacian −∆ and with the
Dirichlet boundary condition. In the standard textbooks (for instance [2]), in
a case of the Dirichlet problem for the Laplacian, a definition of the Green
function is given as follows.
Definition 1.3. The Green function of the Dirichlet problem for the Laplace
operator in the domain Ω ⊂ R2 is the G(x, y), x ∈ Ω, y ∈ Ω, which satisfies
the properties:
1) for all y ∈ Ω
1
G(x, y) = ln |x − y| + g(x, y),
2π
where g(x, y) is harmonic in the domain Ω and continuous on Ω respect to x;
2) for any y ∈ Ω
G(x, y) x∈∂Ω = 0.
Conditions 1) and 2) imply that G(x, y) is a harmonic function in Ω\{y}
and continuous in Ω \ {y} with respect to x, vanishes on ∂Ω and approaches
to ∞ for x → y.
In what follows, we present a new definition of the Green function of
the Dirichlet problem for the Laplace equation prompted by the theory of
ordinary differential equations. In the condition 1 of the definition 1.3 ap-
pears the fundamental solution of the Laplace operator, which is defined by
the Dirac delta function. At the same time, in the definition 1.3 generalized
functions are absent. It needs to have a definition of the Green function of
the Dirichlet problem for the Poisson equation without involving generalized
functions.
 Green function in a punctured domain 3

Consider the differential expression

∂2u ∂2u
∆u := + 2
∂x2 ∂y
in Ω0 := Ω \ {M0 }, where Ω is a bounded, simple–connected domain with
sufficiently smooth boundary ∂Ω in R2 , M0 = (x0 , y0 ) is an inner fixed point
of the domain Ω.
Let us denote
Π0δ = {(x, y) : −δ ≤ x − x0 ≤ δ, −δ ≤ y − y0 ≤ δ}.
Introduce a functional
Z x0 +δ  
1 ∂h(ξ, y0 + δ) ∂h(ξ, y0 − δ)
α(h) = lim − dξ
2 δ→+0 x0 −δ ∂η ∂η
Z y0 +δ  
∂h(x0 + δ, η) ∂h(x0 − δ, η)
+ − dη.
y0 −δ ∂ξ ∂ξ
Note, the value of the functional α(·) for continuously differentiable functions
h(·) is equal to zero.
Definition 1.4. A function Γ defined on the set Ω0 is called Green function in
the classical sense of the Dirichlet problem for the Laplacian, if the following
conditions are valid
1) Γ ∈ C 2 (Ω0 );
2) ∆Γ = 0 in the Ω0 ;
3) for every (x0 , y0 ) ∈ Ω
Γ(x, y, x0 , y0 ) (x,y)∈∂Ω
= 0;

4) the functionals for Γ are equal to

Z
I1 (Γ) ≡ lim δ |Γ(x, y, x0 , y0 )|dSx,y = 0,
δ→+0 ∂Π0δ
Z
∂Γ(x, y, x0 , y0 )
I2 (Γ) ≡ lim δ dSx,y = 0,
δ→+0 ∂Π0δ ∂nx,y
and
α(Γ) = 1.
Note, that the functional α(·) first was introduced in the work [3].
Let a functional space W f 2 (Ω0 ) be a subspace of the Sobolev space
2
2 2
W2 (Ω0 ) and for elements W2 (Ω0 ) the functionals α(·), I1 (·), I2 (·) exist, and
f
moreover, the functionals I1 (·) and I2 (·) equal to zero.
The following theorem is the main result of this section.

Theorem 1.5. In the space Wf 2 (Ω0 ) the Green function in the classical sense
2
of the Dirichlet problem for the Laplace operator exists and is uniquely de-
termined.
4 Baltabek Kanguzhin and Niyaz Tokmagambetov

We note, that the existence of the Green function in the classical sense
was proved in the work [4].
Denote by ε(x, y, x0 , y0 ) the function
1
ln((x − x0 )2 + (y − y0 )2 ).
4π
For this function we prove the following lemma.
Lemma 1.6. For the function ε(x, y, x0 , y0 ) the relation
α(ε) = 1 (1.1)
holds.
Proof. As
∂ ln((x − x0 )2 + (y − y0 )2 ) 2(x − x0 )
= ,
∂x (x − x0 )2 + (y − y0 )2
∂ ln((x − x0 )2 + (y − y0 )2 ) 2(y − y0 )
=
∂y (x − x0 )2 + (y − y0 )2
by simple calculations, we have
Z x0 +δ  
1 4δ
α(ε) = lim dt
4π δ→+0 x0 −δ δ 2 + (x0 − t)2
Z y0 +δ  
1 4δ
+ lim dt = 1.
4π δ→+0 y0 −δ δ 2 + (x0 − t)2
Lemma 1.6 is proved.

Proof of Theorem 1.5. At first, we prove the existence of the Green func-
tion in the classical sense of the Dirichlet problem for the Laplace equation.
Construct a function P (x, y, x0 , y0 ) of the form
P (x, y, x0 , y0 ) = ε(x, y, x0 , y0 ) + g(x, y),
where g(x, y) is a sufficiently smooth function and
(−∆x,y )g(x, y) = 0, (x, y) ∈ Ω × Ω.
Also, we choose the function g(x, y) such that the values of the functions
ε(x, y, x0 , y0 ) and −g(x, y) coincide on the boundary ∂Ω. Since g(x, y) is a
continuously differentiable function, then α(g) = 0. Hence, we get α(P ) = 1.
The constructed function P (x, y, x0 , y0 ) has a singularity only at the point
(x0 , y0 ), and the singularity is logarithmic. Then the functionals I1 (·) and
I2 (·) for P exist and are equal to zero. Therefore, it is established that the
function P (x, y, x0 , y0 ) belongs to the space W f 2 (Ω0 ). In addition the func-
2
tion P (x, y, x0 , y0 ) satisfies all requirements of the definition 1.4. Hence, the
existence is proved.
Now it remains to prove the uniqueness of the Green function in the
classical sense of the Dirichlet problem for the Laplace equation.
 Green function in a punctured domain 5

f 2 (Ω0 ) consider the Laplace equation

Problem 1. In the space W 2

∆u(x) = 0, x ∈ Ω0 ,
with the Dirichlet boundary condition on the exterior boundary of the domain
Ω0
u|∂Ω = 0
and with a condition on the ”inner” boundary
α(u) = 0.
Our aim is to show that Problem 1 has only the trivial solution. Let
(x, y) ∈ Ω0 . By the Green formulae
Z Z h i
∆u(ξ, η)G(x, y, ξ, η) − u(ξ, η)∆G(x, y, ξ, η) dξdη =
Ω\Π0δ
Z h ∂u(ξ, η) ∂G(x, y, ξ, η) i
= G(x, y, ξ, η) − u(ξ, η) dS
∂Ω ∂nξ,η ∂nξ,η
Z h ∂u(ξ, η) ∂G(x, y, ξ, η) i
− G(x, y, ξ, η) − u(ξ, η) dS,
∂Π0δ ∂nξ,η ∂nξ,η
where δ > 0 is chosen such that (x, y) ∈ Ω \ Π0δ . From properties of the ε, the
taken formulae can be written as
Z h ∂u(ξ, η) ∂ε(x, y, ξ, η) i
u(x, y) = − ε(x, y, ξ, η) − u(ξ, η) dS (1.2)
∂Π0δ ∂nξ,η ∂nξ,η
for any (x, y) ∈ Ω \ Π0δ . Let us show, that the second integral in the equality
(1.2) approaches to zero for δ → 0. Extend the function u(x) at (x0 , y0 )
continuously, i.e. get the function u(x) at the point (x0 , y0 ) equal to the
value of the first integral of the right–hand side of equality (1.2). Hence, we
get a harmonic function in Ω, which coincides with u(x) in Ω0 .
Now, we show, that
Z h ∂u(ξ, η) ∂ε(x, y, ξ, η) i
lim ε(x, y, ξ, η) − u(ξ, η) dS = 0. (1.3)
δ→0 ∂Π0
δ
∂nξ,η ∂nξ,η
For this, we prove
Z
∂u(ξ, η)
lim ε(x, y, ξ, η)dS = 0,
δ→0 ∂Π0δ ∂nξ,η
and the equality
Z
∂ε(x, y, ξ, η)
lim u(ξ, η) dS = 0
δ→0 ∂Π0δ ∂nξ,η
follows from the same calculations. Thus
Z
∂u(ξ, η)
lim ε(x, y, ξ, η)dS =
δ→0 ∂Π0 ∂nξ,η
δ
Z y0 +δ h
∂u(x0 + δ, η) ∂u(x0 − δ, η) i
= lim ε(x, y, x0 +δ, η)− ε(x, y, x0 −δ, η) dS
δ→0 y −δ
0
∂ξ ∂ξ
6 Baltabek Kanguzhin and Niyaz Tokmagambetov

x0 +δ
∂u(ξ, y0 − δ)
Z h ∂u(ξ, y + δ) i
0
+ lim ε(x, y, ξ, y0 +δ)− ε(x, y, ξ, y0 −δ) dS.
δ→0 x0 −δ ∂η ∂η
By virtue that all derivatives of the function ε(x, y, x0 , y0 ) are bounded func-
tions for (x, y) ∈ Π0δ1 \ Π0δ by the last two arguments, then we get
Z
∂u(ξ, η)
lim ε(x, y, ξ, η)dS =
δ→0 ∂Π0 ∂nξ,η
δ

Z y0 +δ h ∂u(x + δ, η) 
0
= lim ε(x, y, x0 , y0 )
δ→0 y0 −δ ∂ξ

∂ε(x, y, x0 , y0 ) ∂ε(x, y, x0 , y0 ) 
+δ + (η − y0 ) + O(δ 2 )
∂ξ ∂η
∂u(x0 − δ, η)  ∂ε(x, y, x0 , y0 )
− ε(x, y, x0 , y0 ) − δ
∂ξ ∂ξ
∂ε(x, y, x0 , y0 ) i
+(η − y0 ) + O(δ 2 ) dS
∂η
Z x0 +δ h
∂u(ξ, y0 + δ) 
+ lim ε(x, y, x0 , y0 )
δ→0 x −δ
0
∂η

∂ε(x, y, x0 , y0 ) ∂ε(x, y, x0 , y0 ) 
+(ξ − x0 ) +δ + O(δ 2 )
∂ξ ∂η
∂u(ξ, y0 − δ)  ∂ε(x, y, x0 , y0 )
− ε(x, y, x0 , y0 ) + (ξ − x0 )
∂η ∂ξ
∂ε(x, y, x0 , y0 ) i
−δ + O(δ 2 ) dS.
∂η
Since u ∈ Wf 2 (Ω0 ), the functionals I1 (·) and I2 (·) for the function u are
2
equal to zero. Finally, we have
Z
∂u(ξ, η)
lim ε(x, y, ξ, η)dS = α(u)ε(x, y, x0 , y0 ) = 0.
δ→0 ∂Π0 ∂nξ,η
δ

Whence limit (1.3) is valid. Thereby, it was established that the solution
of Problem 1, i.e. the function u is a harmonic function in Ω. From the
homogeneous Dirichlet condition the function u is identically equal to zero in
the domain Ω. Hence, uniqueness of the Green function in the classical sense
of the Dirichlet problem for the Laplacian is shown.
The proof of Theorem 1.5 is completed.

Proposition 1.7. In the proof of the main theorem of this section was shown
that the Green function in the classical sense coincides with the standard
Green function.
 Green function in a punctured domain 7

2. Inhomogeneous boundary value problems for the Poisson

equation in a punctured domain
In the first part of this paper it was proved that for a fixed point (x0 , y0 ) ∈ Ω
the function u(x, y) ≡ G(x, y, x0 , y0 ) is a solution of the boundary value
problem for the Laplace equation in the punctured domain Ω0 = Ω \ {M0 },
where M0 = (x0 , y0 ). According to Theorem 1.5 the function u(x, y) at first,
belongs to the space W f 2 (Ω0 ) and, secondly satisfies the equation
2

−∆u(x, y) = 0, (x, y) ∈ Ω0 ,
also the Dirichlet boundary condition
u |∂Ω = 0
and the additional condition at the point M0
α(u) = 1.
The functional class Wf 2 (Ω0 ) and the functional α(·) were introduced
2
in the first part of the work. Thus, the function u(x, y) ≡ G(x, y, x0 , y0 ) is
a solution for the boundary value problem for the Laplace equation in the
non simply connected domain Ω0 . In this section, we investigate correctly
solvable boundary value problems for the Poisson equation in the punctured
domain Ω0 .
Consider the Poisson equation
−∆w(x, y) = f (x, y), (x, y) ∈ Ω0 (2.1)
with the Dirichlet boundary condition
w |∂Ω = 0. (2.2)
We search for a solution w from the space W f 2 (Ω0 ). From the discussion of
2
the first section the solution of the problem (2.1)–(2.2) in the functional class
f 2 (Ω0 ) not unique, since for f ≡ 0 as w we can take functions u(x, y) ≡
W 2
G(x, y, x0 , y0 ) and w(x, y) ≡ 0.
Raises the question: what additional conditions at the point M0 must
be imposed on the function w(x, y) such that the problem (2.1)–(2.2) for all
f ∈ L2 (Ω) has a unique solution.
f 2 (Ω0 ) the Poisson equation (2.1) with Dirichlet
Theorem 2.1. In the space W 2
boundary condition (2.2) and with non–local condition at the point M0
Z Z
α(w) − K(ξ, η)(−∆w(ξ, η))dξdη = 0 (2.3)
Ω
has a unique solution, where K ∈ L2 (Ω).
Proof. Uniqueness of the solution of the problem (2.1)–(2.3) follows from
the proof of Theorem 1.5. Let us consider the function
Z Z Z Z
v(x, y) ≡ G(x, y, ξ, η)f (ξ, η)dξdη+G(x, y, x0 , y0 ) K(ξ, η)f (ξ, η)dξdη.
Ω Ω
 8 Baltabek Kanguzhin and Niyaz Tokmagambetov

It easy to see, that the introduced function v satisfies equation (2.1), the
boundary condition (2.2) and the relation (2.3). Thereby, existence of the
solution of the problem (2.1)–(2.3) is established.
Theorem 2.1 is proved.

Denote by LK an operator, which corresponds to the problem (2.1) –

(2.3). Indeed, we get a class of operators. Every function K from L2 (Ω) gen-
erates new operator LK . For example, for a harmonic K in Ω, the condition
(2.3) has the form
Z
∂w(ξ, η)
α(w) + K(ξ, η) dSξ,η = 0,
∂nξ,η
∂Ω
i.e. a connection between the ”inner” and ”exterior” data.

References
[1] M. A. Naimark, Linear DifferentialOperators. London; Toronto: Harrap, 1968.
[2] L.C. Evans, Partial Differential Equations. Providence: American Mathematical
Society, 1998.
[3] B.E. Kanguzhin, A.A. Aniyarov Well-posed problems for the Laplace operator
in a punctured disk. Mathematical Notes, June 2011, Volume 89, Issue 5–6, pp.
819–829.
[4] B. Kanguzhin, D. Nurakhmetov, N. Tokmagambetov On Green function’s prop-
erties. Int. Journal of Math. Analysis, Vol. 7, 2013, no. 13-16, pp. 747–753.

Baltabek Kanguzhin
Department of Fundamental Mathematics
Faculty of Mechanics and Mathematics
Al–Farabi Kazakh National University
Al–Farabi ave., 71
500040, Almaty, Kazakhstan
e-mail: kanbalta@mail.ru
Niyaz Tokmagambetov
Department of Fundamental Mathematics
Faculty of Mechanics and Mathematics
Al–Farabi Kazakh National University
Al–Farabi ave., 71
500040, Almaty, Kazakhstan
and
Institute of Mathematics and Mathematical Modeling
Shevchenko str., 28
500010, Almaty, Kazakhstan
e-mail: niyaz.tokmagambetov@gmail.com

View publication stats