1. Introduction
The purpose of the present paper is to derive Hadamard’s variational formula for a simple eigenvalue of the Laplacian and to derive several new inequalities concerning the first eigenvalue concerning the mixed boundary condition.
In previous work [
1], we studied Hadamard’s variational formula for general domain deformation and extended the results [
2] on two or three-space dimensions under normal perturbations of the domain. There, we developed an abstract theory of perturbation of self-adjoint operators, refining the argument in [
3].
To be precise, let
and
be a pair of Hilbert spaces over
with compact embedding
. Henceforth,
denotes a generic constant. Let
and
for
,
, be symmetric bilinear forms, satisfying
and
for some
. We take the abstract eigenvalue problem
which ensures a sequence of eigenvalues denoted by
The associated normalized eigenfunctions,
furthermore, form a complete ortho-normal system in
X, provided with the inner product induced by
. Hence, it holds that
for any
and
.
The abstract theory developed in [
1] is stated as follows. First, if
holds for fixed
, we obtain
at this
t, where
are arbitrary (Theorem 8 of [
1]). Second, if there exist bilinear forms
and
for any
, such that
and if it holds that
for fixed
, we obtain the existence of the unilateral derivatives
at this
t, where
are arbitrary (Theorem 12 of [
1]). If inequalities (
5) are valid to any
and it also holds that
for the specified
t, furthermore, the above unilateral derivatives satisfy
(Theorem 13 of [
1]).
We assume, furthermore,
for some
, under the agreement of
. Assume also that (
5) and (
7) hold for any
. Then, there exists a family of
curves denoted by
,
, created by a rearrangement of
at most countably many times in
I, where
(Theorem 3, Theorem 14 of [
1]).
Third, if we have the other bilinear forms
and
satisfying
for any
, and
for the fixed
t, then there are
for this
t, where
are arbitrary (Remark 12 of [
1]). These
, furthermore, satisfy
if inequalities (
10) are valid to any
, and it holds that
for the above specified
t (Theorem 23 of [
1]). Furthermore, if (
10) and (
11) hold for any
and if it holds that (
8), then the above described family of curves
,
, are
(Theorem 24 of [
1]).
Finally, these derivatives
and
for
are characterized as the eigenvalues of the associated eigenvalue problems on the
m-dimensional space,
(Theorem 12 and Theorem 15 of [
1]). Henceforth, we assume (
1), (
2), (
4), (
5), (
7), (
9), (
10), and (
11) for any
.
If
holds in (
8), for example, we obtain
and
where
,
, and
. Here,
is defined for
by
where
,
, and
is the orthogonal projection, and
Thus, we obtain the following theorem because the bilinear form is a non-negative definite on if .
Theorem 1. If holds in (8), there arises thatwherefor . Theorem 1 implies the following result.
Theorem 2. If andit holds that Harmonic convexity of the first eigenvalue, inequality (
16), was noticed by [
2] for the Dirichlet problem of Laplacian under the conformal deformations of the domain in two-space dimension. Here, we calculate the values
,
,
,
and the validity of (
15) under general setting of the deformations of the domain, and then turn to the dynamical and the conformal deformations. Taking preliminaries in
Section 2, thus, we show the results on dynamical and conformal deformations in
Section 3 (Theorem 5 and Theorem 6 for arbitrary space dimension) and
Section 4 (Theorem 8 and Theorem 9 for two-space dimension), respectively. As applications, we show several new inequalities on the first eigenvalue of the two-dimensional problem.
2. General Deformations around
Let
be a bounded Lipschitz domain in
n-dimensional Euclidean space
for
. Suppose that its boundary
is divided into two relatively open disconnected sets
and
, satisfying
We study the eigenvalue problem of the Laplacian with a mixed boundary condition,
where
and
denotes the outer unit normal vector on
. This problem takes the weak form, finding
u satisfying
defined for
and
where
This
V is a closed subspace of
under the norm
The above reduction in (
18) to (
19)–(
22) is justified via the trace operator to the boundary as
is a bounded Lipschitz domain (Theorem 2 of [
1]). Here, the assumption (
17) is made just for formulating (
18) as in (
19)–(
22), and is able to be weakend, see Remark 3 in
Section 4.
To confirm the well-posedness of (
3), we note, first, that if
, there is a coercivity of
, which means the existence of
, such that
If
we replace
A by
, denoted by
. Then, this
is coercive, and the eigenvalue problem
is equivalent to (
3) by
. Hence, we can assume (
1), using this reduction if it is necessary.
If the bounded domain
is provided with the cone property, the inclusion
is compact by Rellich–Kondrachov’s theorem [
4]. Thus, there is a sequence of eigenvalues to (
3), denoted by
The associated eigenfunctions,
, furthermore, form a complete ortho-normal system in
X, provided with the inner product induced by
:
The
j-th eigenvalue of (
3) is given by the mini-max principle
where
is the Rayleigh quotient, and
and
denote the families of all subspaces of
V with dimension and codimension
j and
, respectively.
The following well-known fact is valid without the smoothness of
. The proof given in
Appendix A for completeness.
Theorem 3. If is a bounded Lipschitz domain, the first eigenvalue to (3) formulated to and defined by (20)–(22) is simple. Coming back to the Lipschitz bounded domain
, we introduce its deformation as follows. Let
be a family of bi-Lipschitz homeomorphisms. We assume that
is continuous in
t uniformly in
, and continue to use the following definition as in [
1].
Definition 1. The family of bi-Lipschitz homeomorphisms is said to be p-differentiable in t for , if is p-times differentiable in t for any and the mappingsare uniformly bounded in , where denotes the Jacobi matrix of and stands for the set of real matrices. This is, furthermore, said to be continuously p-differentiable in t if it is p-differentiable and the mappingsare continuous. Putting
in (
18), we introduce the other eigenvalue problem
which is reduced to finding
for
Let
be the
j-th eigenvalue of the eigenvalue problem (
27). Then, Lemma 7 of [
1] ensures that the eigenvalue problem (
28) and (
29) is reduced to
by the transformation of variables
, where
for
V and
X defined by (
22), and
Recall that
is a bounded Lipshitz domain, and let
,
be a family of twice continuously differentiable bi-Lispchitz transformations. Then, the abstract theory described in
Section 1 is applicable with
and
Henceforth, we write
for the symmetric matrix
, where
denotes the transpose of the vectors or matrices. The unit matrix is denoted by
, and
for
and
. Let, furthermore,
be the identity mapping.
Theorem 4. Assumeuniformly on Ω, where are Lipschitz continuous vector fields. Then, if in (8) for , it holds thatwhere , , , and are defined by (14) with , and . Proof. First, as
uniformly on
, it holds that
uniformly on
, which implies
uniformly on
(Lemma 5 and Lemma 6 of [
1]). □
Second, we have
using the standard
inner product
, and, therefore, it follows that
and
Using these equalities, finally, we obtain
and
and, hence, the conclusion.
3. Dynamical Deformations
We continue to suppose that
is a bounded Lipschitz domain. Here, we study the dynamical deformation of domains introduced by [
1].
To this end, we take a Lipschitz continuous vector field defined on a neighbourhood of
, denoted by
. Then, the transformation
is made by
, where
,
, is the solution to
Then, we have the group property,
and, therefore, the formulae derived for
are shifted to
.
If
v is a
vector field, furthermore, this
is twice continuously differentiable, and it holds that (
33) with
because of
Then, we obtain the following lemma.
Lemma 1. Under the above assumption, it holds that Proof. Writing
, we obtain
and the proof is complete. □
Here, we take two categories that the vector fields are solenoidal and gradient. In the first category, we assume
everywhere. Then, it holds that
Theorem 5. If , it holds that andin Theorem 4. Proof. We recall (
34). By the assumption we obtain
and
by Lemma 1, which implies
, and (
36) by Theorem 4. □
Remark 1. For the moment, we writein short. Then, by the proof of Lemma 1, we obtainandsimilarly. Hence, it holds thatfor In the second category that the vector field is a gradient of a scalar field, we obtain the following theorem.
Theorem 6. If for the scalar field μ, it holds thatandwhereand Proof. In this case, we obtain
and
It also holds that
because
is valid to the vector field
a.
As
is valid by Lemma 1, and hence
Next, we obtain
and hence
Finally, we divide
as in
for
Equality (
39) now implies
for
, and hence
We thus end up with the result by combining these equalities. □
Remark 2. Theorem 5 and Theorem 6 are consistent if withIn this case, it holds thatandby (40): Then, we can reproduce the result of Theorem 5 from (38), as in We have, furthermore,by (37). By (13), (43) and (44), first,cannot have a definite sign because of (41). Second, ifwe obtain by (13), which impliesregardless of the form of ϕ. For inequality (45) to hold, however, it is necessary thatorby (42). This inequality implies becausefor with . In other words, several possibilities can arise to the monotonicity or convexity of the first eigenvalue under the dynamical perturbation, provided with the property (35). 4. Conformal Deformations
Here, we say that
is conformal if
holds with a scalar field
. It follows that
, and, therefore, the matrix
is orthogonal:
.
Then, we assume, furthermore, that
for simplicity. It follows that
and, hence,
, which results in
and, hence
and
Then, we can show the following theorem.
Theorem 7. Let , , and be conformal at t. Assume, furthermore, that Proof. Then, it holds that
and
in Theorem 1 for
. Then, the result follows from Theorem 2. □
A consequence of Theorem 7 is the following isometric inequality.
Theorem 8. Let be a simply connected bounded Lipschitz domain and be a univalent bi-Lipschitz homeomorphism, where . Let, furthermore, Then, it holds thatwhere and are the first eigenvalue of (18):and that for ,respectively, with , , and furthermore, is the first eigenfunction of (51), such that Remark 3. Either or occurs if is simply connected and (17), and in the former case, it follows that . and the above theorem is trivial. This assumption (17), however, is used in [1] just to formulate (18) as in (3) with (20)–(22). Hence, we can exclude this assumption if we formulate (50) as in (19) with (20) and (21) for V standing for the closure of in , where , if and only if, there is , a smooth extension of v in a neighborhood of , such that Then, we re-formulate (51) as in (30) with (31) for , using the bi-Lipschits homeomorphism . Under this agreement of (50) and (51), we exclude the assumption (17) in the above theorem. Isoperimetric inequality of eigenvalues is a fundamental property in engineering, for example, in shape optimization, see [5]. To the best of our knowledge, however, most of them are restricted to the cases of Dirichlet or Neuman boundary conditions, and the above result on the mixed boundary condition seems to be new. Proof of Theorem 8. Let
be the conformal mapping on
D, and define
and
by (
48) for (
46) with
. We obtain
in (
46) and, hence, it follows that
and hence
Thus, we obtain
for
defined by (
24) with
and
and
, which implies
or
by
and (
12) with (
48). Then, we obtain the result by (
53). □
Remark 4. If , inequality (49) is reduced to As is univalent, it holds thatand therefore, if and only if This equality implies and, in particular,in (55). Inequality (
55) for
is proven in
Appendix B. We conclude this section with an analogous result to (
49).
Theorem 9. Under the assumption of the previous theorem, it holds thatwhere for the first eigenfunction to (50) such that Proof. Similarly to (
54), we obtain
which implies the result by
and
□