Abstract
A general approach to solving the Dirichlet problem, both for bounded domains and for their unbounded complements, in terms of the fractional () Poisson equation, is presented. Lauren Schwartz class solutions are sought for tempered distributions. The solutions found are represented by a formula that contains the volume Riesz potential and the one-layer potential, the latter depending on the boundary data. Infinite regularity of fractional harmonic functions, analogous to the infinite smoothness of the classical harmonic functions, is also proved in the respective domain, no matter what the boundary conditions are. Other properties of the solutions, that are presumably of interest to mathematical physics, are also investigated. In particular, an intrinsic decay property, valid far from the common boundary, is shown.
1. Introduction
The topic of the fractional Laplacian has recently accumulated increasing interest (e.g., [1], wherein a large number of relevant results were cited [2,3,4,5]). As discussed in [1], the leading motivation was inspired by possible applications. Dealing with such Laplacian operators (with the appropriate boundary value problem) stems from essential questions concerning the Brownian motion phenomena. From the accepted view point, Brownian particle behavior, close to a surface barrier (given a bounded, say , domain ) generally admits some kind of anomalous stage, called subordination (see the explanations and references in [1]). The particle motion is guided by a Levy process. The well-known Dirichlet and Neumann problems, for the fractional Laplace (Poisson) equation, are adequate mathematical models. The progress in the fractional Laplacian topics is due to the results of many authors (see [1]) over the last two decades. There are, in addition, interesting recent results in related fields, e.g., [6,7].
However, the Dirichlet problem for the fractional Poisson equation has been relatively weakly explored until now (see [1]). (The same applies for the Neumann problem). Regarding the Dirichlet problem, several results from the last decade should be noted, as these built the framework of the contemporary state [2,3,4,5,8]. In [2], nonzero Dirichlet boundary data was imposed on , for the Poisson equation with non-homogeneous fractional Laplacian. There was a difference with our main result. It was seen from the observation that the fractional harmonic function (i.e., in ) regarding the Laplacian, introduced below, was not generally fractionally harmonic, regarding the non-homogeneous fractional Laplacian. Nonzero (local) boundary data was considered in [5], but for the well-posedness Dirichlet problem a finite dimensional linear condition was assumed for the equation and boundary data . Similar results were obtained in [3,4], actually under zero boundary conditions, in the case of stopped , stable motion, which were not related to what was found in our study. It is worth mentioning the work of [3,5], which represents an important upgrade of the ideas of HŐrmander and early Vishik and Eskin, based on pseudo-differential operators of fractional degree. Note that, in [8], a fractional Poisson–Boltzmann equation was analyzed under zero boundary conditions (as in [4]). Nevertheless, the analysis of the Dirichlet problem in the exterior of bounded, say , domains has not been undertaken up to the present, for the fractional Laplace (and Poisson) equation. Similar remarks can be made concerning the (infinite) interior regularity of the fractional harmonic functions (satisfying the equation , for a given domain . Our interest in the case of unbounded exterior of a bounded domain was inspired by the possibility of anomalous electric potential distributions in heterogeneous material systems possessing some kind of quasi-vacuum sub-phases. Via the anomalous behavior of the Brownian motion, we observed, in addition, the generally realistic process for particles coming from the exterior into the bounded zone. We dealt here with bounded domains and their complements , with , the closed () boundary surface of , assumed to be of second order () regularity.
For the Laplacian degree , assuming and the action is defined by its Fourier transform , for , the class of the Schwartz tempered distributions (e.g., [9]) gives rise to the following: is the length of the vector and is the Fourier image of u. Concerning the Fourier transformation, we proceed with the convention and , , the Schwartz class of the fast decreasing (infinitely smooth) functions ([9]), is the scalar product of the vectors . Thus, we have , , x varying in , where is the inverse map of (The symbol for the fractional Laplacian is the one introduced in [1]).
Our approach to the problem of Dirichlet is based on exploring a simple, but effective, idea to deal with the global Laplacian, i.e., , on such distributions u from that the action product coincides on with a prescribed function (distribution) f, and possesses traces () on (with prescribed values of , ). Additionally, we remark that the way we looked for globally-defined solutions (given a boundary value problem) was first suggested by the case of the Poisson equation , with , considered in unbounded intervals , . (some details regarding this case are provided in the Appendix A).
Slightly formalized, the above idea gives rise to the following. Given a function , , say bounded, i.e., , and boundary data , for instance , the point is to solve the (extended on ) equation , with , by a suitable distribution , satisfying the condition (As seen below, the proper choice for is ). If we assume we have found , we could get a globally-existing (i.e., defined on ) solution of the problem under consideration, reformulated now in the form:
The above formulation actually gives the shortest illustration to the approach used here concerning the problem of Dirichlet (for a given bounded domain , i), for the fractional Poisson equation. We are close now to the key question of existence of a solution , for the Equation (1), for a sufficiently large class of boundary data. As a first accessory step to that goal, consider the volume-type potential , , , , prompted from the analogy with the conventional case of (1), where , . Following [1]. We call such potentials Riesz (volume) potentials, and, enlarging the terminology, the functions of the type , () are called surface (or single layer) Riesz potentials (here , by assumption, and is the known surface differential element). The right value of , namely , is, however, directly shown from the well-known (e.g., [10,11], and also [1]) Fourier transform relation , with .Taking the precise expression, instead of , we obtain the potential , (), which satisfies the Equation (1). Certainly, , where for , and , when , is the convolution (see [9] for details) of . Then, , here , () is supported by the point Dirac delta function; i.e., , (therefore, ). These calculations evidently also remain valid for the generalized expression of ,
From now on we assume the following requirements for the function are fulfilled when defined for :
It is not difficult to establish that the given (2) potential is a continuous function in , and, therefore, the trace , , is continuous on . Via the problem of Dirichlet, we find that is a solution of the equation , with . The next step is to seek solutions in with arbitrarily prescribed data, as assumed in . In this direction, suppose is a solution of the above equation. Then in and, therefore , is a distribution supported on the surface . We deal here with the case, , ; i.e., we are interested in solutions of the equation on , satisfying the condition:
Above is the supported delta function of Dirac, with a density function (As is known, e.g., [9], the action ( ) of on an arbitrary is defined by the next surface integral, ). The important partial case ( ) concerns these distributions , solving the equation below (for g varying in ):
Solutions such as w are called BF harmonic (basic fractional harmonic) functions in , and the family of all solutions to (4) (with g varying in ) can be called the GS (global solutions) family.
Remark 1.
(1) Clearly for each two distributions the difference is a BF harmonic function.
(2) A possibly larger class of solutions to the equation could be expected in the case , where and is the normal to Γ derivative of at the point .
It is not difficult to obtain a structural description of the family . After using the Fourier transform in the relation (4), one can directly resolve (4) regarding and find, in this manner, the next general formula:
The above convolution evidently introduces the single layer Riesz potential , () which possesses well-defined direct values , , , with . This holds because the integral operator , , has a weak singularity () and, according to the known classical theory (e.g., [10,12,13]), the map is a bounded linear operator. As seen from (6), each solution has an trace on (for f satisfying (3)). Let us also check that the term is a BF harmonic function:
Concluding the above results, we have already found that and
(both in ), i. e. in (for each ), u given by (6), and (f satisfying (3)).
Now the final question is whether a possibly unique can be determined, corresponding to , for arbitrary in a suitable sub-space of . Then, by means of the Formula (6) we could obtain a solution of the basic problem:
This solution is expected to be unique in the family . We provide a positive answer to this question by introducing, in Section 3 (below), the sub-space (coincident with the map image of ), and then find a unique , such that , for : . The key instrument for obtaining the answer is contained in the properties of the boundary operator , analyzed primarily in the next Section 2.
In the present paper we propose a new approach for solving the problem of Dirichlet for the fractional Poisson equation with local nonzero boundary data, valid both for bounded () domains and their unbounded exteriors. It is illustrated by several key results essentially different from the known ones:
- (1)
- The problem whether zero is an eigenvalue of the boundary integral operatoris solved.
- (2)
- By obtaining explicit formulae, consisting in two Riesz-type potentials, a single layer and a volume one, well-posedness is established regarding solutions from the families .
- (3)
- The basic properties of the found solutions for regularity and asymptotic behavior (far from the boundary), as well as the inherent a-posterior estimates, are proved, including, in particular, the infinite interior regularity of the fractional harmonic functions.
The article is organized as follows. In Section 2 we study the question of the zero kernel of and prove the crucial fact that zero is not an eigenvalue of . Section 3 includes the main well-posedness result (based on explicitly expressed solutions) and the theorems concerning the solution’s asymptotic behavior and their regularity in –classical and in sense, the proper estimates as well. In the Appendix A we consider certain inherent cases of singular boundary data for the fractional Poisson equation, at .
2. The Zero Kernel of the Boundary Integral Operator
It turns out that the kernel of the operator (acting from into ) consists only of the zero element , i.e., the unique solution of the equation is . The key to this very important property lies in a simple, but essential, relation in the form: , where and the terms present, respectively, the integrals:
Clearly, the above relation (when it holds) means, in particular, that the integral converges. (Here is the Fourier image of .) The mentioned equality shopuld be found as a specific consequence of the well known Parseval equality (e.g., [9,14]). To this goal we begin by considering a complement to Parseval’s equality idea.
Proposition 1.
(The boundary Parseval formula.) The following relation is valid, for each function , with :
Proof.
Note, firstly, that is the complex conjugated quantity to and recall that the notation expresses the action of , as a distribution in , on the function – as an arbitrary element of S. Thus, , and, by analogy, the notation , i.e.,
The proof uses the approximation approach to (8) the following two-step scheme: first, obtain (8) with instead of , and is the space of the compactly supported infinitely smooth functions. Then, apply an approximation procedure with (, ) tending to , at . The first step is done in the given lemma. □
Lemma 1.
The next Parseval equality is valid for each pair and , with :
At the beginning of the proof of (10), note, as above, that the notation is used in the known distribution ( ) sense, with , and, by analogy, the notation . Now, let us introduce the function : , , , for , for , with a fixed , such that . With the real parameter we deal with and its Fourier map . Then, the conventional Parseval formula yields the identity , for , where and . For our goal, we had to compare the limit values of and at . Function was actually defined and continuous in , i.e., its limit value ( ) was , while, concerning the , we needed some reworking of the integral for . Starting from the initial expression of , and applying the linear transform in the repeated integral (below), we consecutively found the following relations:
The above integral is uniformly convergent for, respectively, the parameters , for each compact (This clearly holds, because is a bounded function). Therefore, is a continuous, bounded function in , and, repeating the same argument (now that is also a uniformly convergent integral), we obtain is a continuous function in . However, is identical with for , and , i.e., . (We used .) Thus, letting in the equality , we obtain the necessary Formula (10).
The approximation step is now performed. Suppose , , is an infinite family of functions , such that the family of the Fourier maps is uniformly bounded and (in ). An easy direct construction of such a family is given by the convolution . In this case, it is well-known (and can be easily verified) that in , and the assumption for an uniformly bounded is directly seen from (clearly and are bounded functions). Letting in the equality (see (10)), we, respectively, obtain: , and , for . Here we take into account the equality , combined with the estimate
, , and then apply the well-known Lebesgue dominated convergence theorem (e.g., [15]), to find:
(Above is the measure of and is the norm of density g), This proves the boundary Parseval Formula (8).
Below, we add a consequence of (8), useful for the basic result in this section.
Corollary 1.
For each the next Parseval-type relation holds, with :
Proof.
Let us set . Then, and . In addition evidently equals the right hand integral above. Clearly, it is not difficult to check the two assumptions regarding , First, it is directly seen that , and second, from , where is a distribution in , the validation as to whether is obvious. Thus, the proof of (11) follows directly from (8).
Now, the basic result in Section 2 can be presented. □
Theorem 1.
(The kernel of .) The zero is not an eigen value of the boundary integral operator
i.e., the only solution of the equation is .
Proof.
Using (11) with , , where is a real parameter, we get the formula:
(Note here hat is a real valued function), For the auxiliary assumption for g as a continuous function on we first analyze the limit values of the integrals above, for . Clearly, the limit expression of (12) is expected in the form:
We start with the integral (The left integral in (12), with , is commented on later). From the simplified expression , where
it is directly seen that can be presented as follows (applying the substitution ):
Thus, , with . Note that is a bounded and continuous function for , because the given single layer Riesz potential (defining ) is uniformly convergent regarding , for , K an arbitrarily fixed compact set, containing the closed surface , under the assumption of continuous surface density g and the second order regularity of . This holds by the same arguments that are well known from classical potential theory (e.g., [12]) of the single layer potential (the case of ). Next, the found properties of yield the automatic conclusion that the function is also bounded and continuous, . Then, again by the mentioned Lebesgue theorem, we see that the integral is uniformly convergent regarding , i.e., is a continuous function in . We get this way: . As is clear from (14), , i.e., (because of equality ) ) (see the right hand side of (13)). In addition (12) also yields: . On the other hand, from the estimates we establish that there exists the limit value , i.e., the integral converges and its value equals to . Thus, (13) is proven.
Let us look at whether Formula (13) remains valid in the general case . Actually it is enough to establish the next inequality:
Here is an arbitrary fixed, is the previously given integral , and for : . Note firstly that the integrals and are correctly defined . Choosing now an arbitrary approximating sequence , in , – continuous (), we evidently have from (13) the estimate:
Then, let in (16), to provided preliminary verification that and , respectively, tend to and . Certainly, first of all, the below relations evidently hold,
consequently, uniformly tends (at ) to , for , and the same is valid concerning and . Therefore, . On the other hand, it is not difficult to find:
( is the norm of the operator ); i.e., the integral tends to (). Thus, the estimate (15) is proved, and, observing that the function of r is monotone, increasing and bounded (because of (15)) we conclude that the integral converges and the following inequality is fulfilled:
Finally, when evidently as well, and (17) shows that , consequently which automatic yields . This proves the theorem. □
3. Main Results
The found property of the operator was certainly of essential importance in our approach for solving the problem of Dirichlet. It is in a direct relation with the well-known Hilbert–Schmidt theorem (e.g., [14,15]) and, as a first step below, we recall a selected formulation of this theorem.
Theorem 2.
(Hilbert–Schmidt)
Let be a bounded, compact and symmetrical linear operator in the Hilbert space H, with as the unique solution of the equation , h varying in H. Then there exists a complete orthogonal system , , , of eigenvalue elements to B, with a corresponding set of (real) eigenvalues , such that the following expression holds, :
(H-S), , . Here, is the scalar product in H (and is the norm of h).
Preparing to apply Theorem 2 concerning the operator , we start with the next two initial properties, the first one follows from the classical theory of the weakly singular integral equations, and the second from Theorem 2.
(i*) The integral operator , with
, , is bounded, compact and symmetrical.
(ii*) Each function can be uniquely expressed by the decomposition formula below:
where is the complete orthogonal system of eigen functions for and are the Fourier coefficients of , . In our basic result we use the already mentioned sub-space .
Definition 1.
Let us set
, where are the eigenvalues of . The scalar product in is defined by the sum , for : , .
Note that the inverse operator of is correctly defined on , by the evident rule , for , .Thus, is a bounded linear operator.
In the first theorem below, excepting results on existence, uniqueness and continuous data dependent on solutions, additional ones are also included concerning the asymptotic (at ) and approximation of solutions (by globally defined continuous functions). As a specific moment, the approximation process is uniquely generated by the corresponding boundary one in . Consider now the central result of our study.
Theorem 3.
Let be a function, defined on and satisfying the assumptions (3). Then, for each data , the problem of Dirichlet (7) is solvable in by the formula:
The above function u is the unique solution of (7) in the family , contained in the class and continuous in the two domain components of . The solution (19) is additionally characterized by the following conventional, but essential, properties.
(P1) In case of with a compact support in , when , the asymptotic relation below holds for :
(i.e., for ), with constant ;
(P2) A property for continuous data dependence is valid in the sense, expressed by the following assertion: given two systems of data, – satisfying (3) and , where , , there exist constants , so that the difference of the solutions, corresponding to the above data, satisfies an estimate in the form:
for an arbitrarily chosen compact .
(P3) Each approximating system , in
Proof.
Recall that the verification as to whether function from (19) satisfies the equation was done in Section 1: by the notations , , respectively, for the already introduced single layer and volume Riesz potential, with , Formula (19) is rewritten as , where is a BF harmonic function, while (in ). And for we get (in ), which evidently means that . Next, for we have: . Thus, the existence assertion is proved (i.e., u is a solution of the problem (7) in ). For the uniqueness of solution (19) in , assuming existence of two ones, which satisfy (7) (with identical data , f ), it is directly seen that the difference is a BF harmonic function, i.e., in , with a density . To resolve this equation regarding U (recall the analogous comments about (4)) we have evidently to act by the operation , finding, thus, the expression , . Restricted to it yields: , i.e., , and, therefore, (Theorem 1), and (from in ) , . Next, looking at Formula (19) (i.e., ), it is directly seen that , and the same for . Moreover, as in the proof of (21) (below), it follows the estimate
(Here is an arbitrarily fixed compact, and a choice of constants , is given concerning (21)). The property (, the space of the continuous functions), in both the cases and is also an automatic consequence from the clear relations , , valid for each compact .
Consider now the properties (P1)–(P3).The asymptotic relation (20) is actually evident (as a slight consequence of the standard inequality , valid at and y varying in a compact). For the proof of (21) let us first rewrite (19) with , , , respectively, instead of u, , f. For the sake of convenience we use the notations , (, ). After integration of on a compact it easily follows:
In order to rework the above inequality suitably we take into account the estimate
where is the norm of the operator . In this way, we come to the next relation for the difference :
Afterwards, it remains to set: , . Thus (24) takes the form of (21). □
Remark 2.
Consider, finally, the proof of (P3). Via the remark above, when the boundary problem (7) is used in a model, the contour data can be preferably changed by suitable continuous approximations in order to simplify a numerical procedure. In our approach, the boundary operator pair suggests seeking by the map , given an arbitrary sequence of continuous approximations to . In the framework of the problem (7) (considered now at boundary data , regarding an unknown solution ) the basic Formula (19) serves as the answer both, for and , namely and as follows:
The property follows (by the integral above) from the continuous assumption for , and the same for (We have again taken into account that the single layer Riesz potentials possess, at , the same continuous properties as in the classical case of ). The announced estimate (22) is actually proved by the already shown (26). In conclusion, let us comment on how to construct approximating systems of continuous functions by introducing an arbitrary system of (real) numbers : , we get an element g of the space , and for an obviously convenient approximating (to g) sequence we have to take , . Recall that the eigen functions of are continuous (i.e., ), according to the known classical theorem for the continuous solutions of weakly singular integral equations (e.g., [11,12,13]).
Our next result concerns regularity properties of the solution (19), in the interior of , as a consequence of which . We consider below two cases for the regularity of , assumed with a compact support: , , and , at , . Here, as usual, the space of the functions smooths up to order m in with compact supports, are the known Sobolev classes, related to (e.g., [9]), and is the space of the Lauren Schwartz distributions, defined on ([9,14,15]), possessing compact supports therein. Clearly the elements of are automatically extended (on the whole ) as zeros out of their supports, presenting, thus, distributions from .
Concerning the conventional regularity of the (19) solution (in the case ) we again apply estimates, now related to the partial derivatives . Recall here that is a multi index, i.e., , with (i = 1,2,3 ) – (non-negative) integers; is of order k (k = 0, 1, 2, …) when , , and a function , defined in a domain , belongs to the class when F possesses continuous in derivatives of each order k, . In the case of certain Sobolev regularity for the solution (assuming , it is clearly expected to hold that . As known, this inclusion is characterized by the property , valid for each function (at automatically extended as zero out of the support of ). We seek a relevant estimation of by the boundary data and f.
For analyzing the properties of we use the following accessory assertion (e.g., [16]) (The given proof of the lemma is due to university lectures [17]).
Lemma 2.
The map , , with , an arbitrary fixed function, is a continuous operator, acting from into itself, for each (fixed) real s. (Here and the same for ).
Proof.
As a necessary initial step, recall the very useful representation for the Fourier image , , of the (generalized) function :
From (28), taking into account the known Peetre inequality (e.g., [16]), we get:
Applying the Young inequality ([9,10,11]) in the integral term above, we find the sought estimate:
Here is the norm in the space , , and . We can now formulate and prove our result concerning the regularity of the solution in (19). □
Theorem 4.
Suppose the free term in the Equation (7) belongs to some of the spaces , with . Then, the (19) solution has the relevant regularity properties in , satisfying the attached estimates, as follows:
(I) When , it holds that and the estimate below is valid, for each compact , :
(II) When : , for , the inclusion is valid and there exist two constants , (depending on ), such that the next estimate is fulfilled, :
(Above .)
Proof.
In both cases (I) and (II) we can clearly and conveniently deal with the short version of (19), i.e., (with ). Acting by the operation on the components and , we, respectively, find that:
for (K is a compact in ). The property now becomes clear. In addition the above expression for suggests introducing the function
Afterwards, to prove the estimate (30) we only have to follow the steps already used from the proof of (21): the constant in (30) is evidently analogous to and is from the estimate (21).
Going to the proof of (II), let us multiply the relation by an arbitrary and consider next the properties of the terms , . According to the Lemma, for the second product we could conclude that if . However, the former certainly holds for (under the assumption ):
On the other hand, , therefore . Preparing the final estimate (31), we first specify the above estimate for , concerning the term with , it actually holds that:
Here (the supporter of f) and . Consequently, satisfies the inequality
Now, by the Lemma 2 we can easily estimate the product :
(For , we respectively have: , with , and .)
It remains, then, to estimate the product (). In order to conveniently express the impact of the boundary data we deal with the norm (using , where is the integer part of s). As known, can be expressed taking the sum of addends like , where . The Cauchy–Schwartz inequality now yields:
Summarizing the above on all , for , and taking an integration on the relevant terms, we obtain:
By the notation (35) can be evidently rearranged in the next form:
Finally, from the initial inequality , and the sum of (33), (36) we get the expected estimate (31), with , . Thus, the theorem is proved. □
Author Contributions
Conceptualization, T.B. and G.G.; methodology, T.B.; software, G.G.; validation, T.B. and G.G.; formal analysis, T.B. and G.G.; investigation, T.B.; writing—original draft preparation, G.G.; writing—review and editing, T.B.; visualization, G.G.; supervision, T.B.; project administration, G.G. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Informed Consent Statement
Not applicable.
Data Availability Statement
Not applicable.
Acknowledgments
This work was partially supported by grant 80-10-53/10.05.2022 of the Sofia University Science Foundation.
Conflicts of Interest
The authors declare no conflict of interest.
Appendix A. The Dirichlet Problem for 1D Equations
We will comment here the problem of Dirichlet for the equations , with assumed continuous in and (for the sake of simplicity) vanishing out of a compact subinterval of , and , with continuous in . Looking for globally existing solutions, we shall need the respective Riesz potentials:
Clearly, for the existence of these potentials it is required that . Suggested from the possible singularities of the types or , concerning respectively the first or the second equation above, we shall interesting in solutions satisfying the relevant condition:
Below we shall use the notation for the limit (assumed existing) , . Consider now the following boundary value problems of Dirichlet type:
Next, the question for resolving the problems is discussed separately but in a common framework. The relevant two assertions give the essence of the needed answer.
Proposition A1.
Proposition A2.
Sketch of proofs: Suppose is a solution of the equation from (A2), satisfying condition (A1), i.e., in , and on , therefore , with a constant , because of condition (A1). More accurately, according to the known properties of the compactly supported distributions ([9]), instead of it should be taken a sum of the type . However condition (A1) yields ( ). Next, as in the Introduction, by applying the Fourier transform to equation we resolve it regarding u, finding the relation . Rewriting in details the potential , we get the following general solution formula (with as a free constant):
In the case related to the final interval we only have to use once more the above arguments and to solve now the equation . The resulting expression for u gives the next general formula:
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