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FOR THE POISSON EQUATION ARE BOUNDED?

DAGMAR MEDKOV ´A Received 10 September 2002

This paper deals with the problem∆u=gonGand∂u/∂n+u f =Lon∂G. Here,GRm, m >2, is a bounded domain with Lyapunov boundary, f is a bounded nonnegative func- tion on the boundary ofG,Lis a bounded linear functional onW1,2(G) representable by a real measureµon the boundary ofG, andgL2(G)Lp(G),p > m/2. It is shown that a weak solution of this problem is bounded inGif and only if the Newtonian potential corresponding to the boundary conditionµis bounded inG.

Suppose that GRm, m >2, is a bounded domain with Lyapunov boundary (i.e., of classC1+α). Denote byn(y) the outer unit normal ofG at y. If f,g,hC(∂G) and uC2(clG) is a classical solution of

∆u=g onG,

∂u

∂n+u f =h on∂G, (1)

then Green’s formula yields

Gu· ∇v dᏴm+

∂Gu f v dᏴm1=

∂Ghv dᏴm1

Ggv dᏴm (2) for eachvᏰ, the space of all compactly supported infinitely differentiable functions in Rm. Here,∂Gdenotes the boundary ofGand clG is the closure ofG;k is thek- dimensional Hausdorffmeasure normalized so thatᏴk is the Lebesgue measure inRk. Denote byᏰ(G) the set of all functions fromᏰwith the support inG.

For an open setVRm, denote byW1,2(V) the collection of all functions f L2(V), the distributional gradient of which belongs to [L2(V)]m.

Definition 1. Let f L(Ᏼ), gL2(G) and let Lbe a bounded linear functional on W1,2(G) such thatL(ϕ)=0 for eachϕᏰ(G). We say thatuW1,2(G) is a weak solution

Copyright©2004 Hindawi Publishing Corporation Abstract and Applied Analysis 2004:6 (2004) 501–510 2000 Mathematics Subject Classification: 35B65 URL:http://dx.doi.org/10.1155/S1085337504306196

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inW1,2(G) of the third problem for the Poisson equation

u=g onG,

∂u

∂n+u f=L on∂G, (3)

if

Gu· ∇v dᏴm+

∂Gu f v dᏴ=L(v)

Ggv dᏴm (4)

for eachvW1,2(G).

Denote byᏯ(∂G) the Banach space of all finite signed Borel measures with support in∂Gwith the total variation as a norm. We say that the bounded linear functionalLon W1,2(G) is representable byµ(∂G) ifL(ϕ)=

ϕ dµfor eachϕᏰ. SinceᏰis dense inW1,2(G), the operatorLis uniquely determined by its representationµ(∂G).

Forx,yRm, denote hx(y)=

(m2)1A1|xy|2m forx=y,

forx=y, (5)

whereAis the area of the unit sphere inRm. For the finite real Borel measureν, denote ᐁν(x)=

Rmhx(y)dν(y) (6)

the Newtonian potential corresponding toν, for eachxfor which this integral has sense.

We denote byᏯb(∂G) the set of allµ(∂G) for whichᐁµis bounded onRm\∂G.

Remark thatᏯb(∂G) is the set of allµ(∂G) for which there is a polar setMsuch thatᐁµ(x) is meaningful and bounded onRm\M, becauseRm\∂Gis finely dense inRm (see [1, Chapter VII, Sections 2, 6], [7, Theorems 5.10 and 5.11]) andᐁµ=ᐁµ+ᐁµ is finite and fine-continuous outside of a polar set. Remark thatᏴm1(M)=0 for each polar setM(see [7, Theorem 3.13]). (For the definition of polar sets, see [4, Chapter 7, Section 1]; for the definition of the fine topology, see [4, Chapter 10].)

Denote byᏴthe restriction ofᏴm1to∂G.

Lemma2. Letµ(∂G). Then the following assertions are equivalent:

(1)µb(∂G), (2)ᐁµis bounded inG, (3)ᐁµL(Ᏼ).

Proof. (2)(3). Since∂Gis a subset of the fine closure ofGby [1, Chapter VII, Sections 2, 6] and [7, Theorems 5.10 and 5.11],ᐁµ=ᐁµ+ᐁµis finite and fine-continuous outside of a polar setM, andm1(M)=0 by [4, Theorem 7.33] and [7, Theorem 3.13], then we obtain thatᐁµL(Ᏼ).

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(3)(1). Letµ=µ+µbe the Jordan decomposition ofµ. ForzG, denote byµz the harmonic measure corresponding toGandz. Ify∂GandzG, then

∂Ghy(x)dµz(x)=hy(z) (7)

by [7, pages 264, 299]. Using Fubini’s theorem, we get

ᐁµ+z=

∂G

∂Ghy(x)dµz(x)dµ+(y)=

∂Ghy(z)dµ+(y)=ᐁµ+(z). (8) Similarly,µz=µ(z). SinceᐁµL(Ᏼ),µzis a nonnegative measure with the total variation 1 (see [4, Lemma 8.12]) which is absolutely continuous with respect toᏴ by [2, Theorem 1], then we obtain that|ᐁµ(z)| ≤ ᐁµL().

IfzRm\clG, choose a bounded domainV with smooth boundary such that clG {z} ⊂V. Repeating the previous reasonings forV\clG, we get|µ(z)| ≤ µL(Ᏼ). Lemma3. Letf L(Ᏼ)andgL2(G)Lp(Rm), wherep > m/2,g=0onRm\G. Then ᐁ(gᏴm)Ꮿ(Rm)W1,2(G). Moreover, there is a bounded linear functionalLonW1,2(G) representable byµb(∂G)such thatᐁ(gᏴm)is a weak solution inW1,2(G)of the third problem for the Poisson equation

∆u= −g onG, ∂u

∂n+u f =L on∂G. (9) Proof. Suppose first thatgis nonnegative. Sinceᐁ(gᏴm)Ꮿ(Rm) by [3, Theorem A.6], the energygᐁ(gᏴm)dᏴm<. According to [7, Theorem 1.20], we have

gm2dm=

ggm

dm<, (10) and thereforeᐁ(gᏴm)W1,2(G) (see [7, Lemma 1.6] and [16, Theorem 2.1.4]).

Sinceᐁ(gᏴm)Ꮿ(Rm)W1,2(G), f L(Ᏼ) and the trace operator is a bounded operator fromW1,2(G) toL2(Ᏼ) by [8, Theorem 3.38], then the operator

L(ϕ)=

Gϕ· ∇gm

dᏴm+

∂Ggm

f ϕ dᏴm1

Ggϕ dᏴm (11) is a bounded linear functional onW1,2(G).

According to [7, Theorem 4.2], there is a nonnegative ν(∂G) such that ᐁν= ᐁ(gᏴm) onRm\clG. Choose a bounded domainV with smooth boundary such that clGV. Sinceᐁνis bounded inV\clGRm\clG,Lemma 2yields thatνb(∂(V\ clG)). Therefore,νb(∂G). According to [13, Lemma 4], there is ˜νb(∂G) such that

Rm\clGϕ· ∇gm

dm=

Rm\clGϕ· ∇ᐁνdm=

∂Gϕ d˜ν (12) for eachϕᏰ. Letµ=˜νfᐁ(gᏴm)Ᏼ. Sinceᐁ(fᐁ(gᏴm)Ᏼ)Ꮿ(Rm) by [6, Corollary 2.17 and Lemma 2.18] andᐁ(fᐁ(gᏴm)Ᏼ)(x)0 as |x| → ∞, we have fᐁ(gᏴm)Ᏼ

b(∂G). Therefore,µb(∂G).

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IfϕᏰ, then ϕ=ᐁ((ϕ)Ᏼm) by [3, Theorem A.2]. According to [7, Theorem 1.20],

Rmϕ· ∇gm

dm=

Rm(ϕ)m

· ∇gm

dm

=

Rmg(ϕ)m dm

=

Rmgϕ dᏴm.

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SinceᏴm(∂G)=0,

Gϕ· ∇gᏴm

dᏴm+

∂GgᏴm

f ϕ dᏴm1

=

Ggϕ dᏴm+

∂Ggm

f ϕ dᏴm1

Rm\clGϕ· ∇gm

dᏴm

=

Ggϕ dᏴm+

∂Gϕ dµ.

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Lemma4. Let f L(Ᏼ)andgL2(G)Lp(Rm), wherep > m/2,g=0onRm\G. Let Lbe a bounded linear functional onW1,2(G)representable byµ(∂G). IfuL(G) W1,2(G)is a weak solution inW1,2(G)of problem (3), thenµb(∂G).

Proof. Letw=uᐁ(gᏴm). According toLemma 3, there is a bounded linear functional L˜onW1,2(G) representable byνb(∂G) such thatwis a weak solution inW1,2(G) of the problem

w=0 onG,

∂w

∂n+w f =LL˜ on∂G. (15) FixxG. Choose a sequenceGjof open sets withCboundary such that clGjGj+1 G,xG1, andGj=G. Fixr >0 such thatΩ2r(x)G1. Choose an infinitely differ- entiable functionψsuch thatψ=0 onΩr(x) andψ=1 onRm\2r(x). According to Green’s identity,

w(x)=lim

j→∞ ∂Gj

hx(y)∂w(y)

∂n dm1(y)

∂Gj

w(y)n(y)· ∇hx(y)dᏴm1(y)

=lim

j→∞ Gj

w(y)· ∇

hx(y)ψ(y)dᏴm(y)

Gj

w(y)ψ(y)· ∇hx(y)dᏴm(y)

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=

Gw(y)· ∇

hx(y)ψ(y)dᏴm(y)

G

w(y)ψ(y)· ∇hx(y)dᏴm(y)

=ᐁ(µνf wᏴ)(x)

G

w(y)ψ(y)· ∇hx(y)dᏴm(y).

(16) According to [16, Theorem 2.3.2], there is a sequence of infinitely differentiable func- tionswnsuch thatwninW1,2(G). According to [6, Section 2],

w(x)=ᐁ(µνf wᏴ)(x)lim

n→∞

Gwn(y)· ∇hx(y)dᏴm(y)

=ᐁ(µνf wᏴ)(x)lim

n→∞

∂Gwn(y)n(y)· ∇hx(y)dᏴm1(y).

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Since the trace operator is a bounded operator fromW1,2(G) toL2(Ᏼ) by [8, Theorem 3.38], we obtain

w(x)=ᐁ(µνf wᏴ)(x)

∂Gw(y)n(y)· ∇hx(y)dᏴm1(y). (18) SincewL(G) byLemma 3, the trace ofwis an element ofL(Ᏼ). Since

∂Gw(y)n(y)· ∇hx(y)dᏴm1(y)

wL(Ᏼ)

∂G

n(y)· ∇hx(y)dm1(y)

wL(Ᏼ) sup

z∂G

∂G

n(y)· ∇hz(y)dm1(y) +1 2

<

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by [6, Lemma 2.15 and Theorem 2.16] and the fact that∂Gis of classC1+α, the function x−→

∂Gw(y)n(y)· ∇hx(y)dᏴm1(y) (20) is bounded inG. Sinceᐁνis bounded inGandᐁ(f wᏴ) is bounded inGby [6, Corollary 2.17 and Lemma 2.18], the functionᐁµis bounded inGby (18). Thus,µb(∂G) by

Lemma 2.

Notation 5. LetXbe a complex Banach space andTa bounded linear operator onX. We denote by KerTthe kernel ofT, byσ(T) the spectrum ofT, byr(T) the spectral radius of T, byXthe dual space ofX, and byTthe adjoint operator ofT. Denote byIthe identity operator.

Theorem6. LetXbe a complex Banach space andKa compact linear operator onX. LetY be a subspace ofXandTa closed linear operator fromYtoXsuch thaty(Tx)=x(T y)for eachx,yY. Suppose thatK(Y)Y andKT y=TKyfor eachyY. LetαC\ {0}, Ker(KαI)2=Ker(KαI)Y, and {βσ(K);(βα)·α0} ⊂ {α}. Ifx,yX, (KαI)x=y, thenxY if and only ifyY.

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Proof. IfxY, then yY. Suppose that yY. SinceK is a compact operator, the operatorKis a compact operator by [14, Chapter IV, Theorem 4.1]. Suppose first that ασ(K). SinceKis compact, thenαis a pol of the resolvent by [5, Satz 50.4]. Since

Ker(KαI)2=Ker(KαI), (21)

the ascent of (KαI) is equal to 1. Sinceαis a pol of the resolvent and the ascent of (KαI) is equal to 1, [5, Satz 50.2] yields that the spaceXis the direct sum of Ker(K αI) and (KαI)(X) and the descent of (KαI) is equal to 1. Since the descent of (KαI) is equal to 1, we have

(KαI)2(X)=(KαI)(X). (22) Since the spaceXis the direct sum of Ker(KαI) and (KαI)(X)=(KαI)2(X), the operator (KαI) is invertible on (KαI)(X). Ifασ(K), then the spaceXis the direct sum of Ker(KαI) and (KαI)(X), and the operator (KαI) is invertible on (KαI)(X). Therefore, there arex1Ker(KαI)Y andx2(KαI)(X) such thatx1+x2=x. We have (KαI)x2=y.

Denote byZthe closure ofY. SinceK(Y)Y, we obtainK(Z)Z. Denote byKZ the restriction ofKtoZ. ThenKZ is a compact operator inZ. Since Ker(KαI)2Y, we have

KerKZαI2=Ker(KαI)2=Ker(KαI)=KerKZαI. (23) Ifασ(KZ), then the spaceZis the direct sum of Ker(KZαI) and (KZαI)(Z), and the operator (KZαI) is invertible onZ. Suppose thatασ(KZ). SinceKZ is compact, thenαis a pol of the resolvent by [5, Satz 50.4]. Since

KerKZαI2=KerKZαI, (24) the ascent of (KZαI) is equal to 1. Sinceαis a pol of the resolvent and the ascent of (KZαI) is equal to 1, [5, Satz 50.2] yields that the spaceZis the direct sum of Ker(KZ αI) and (KZαI)(Z) and the descent of (KZαI) is equal to 1. Since the descent of (KZαI) is equal to 1, we have

KZαI2(Z)=(KαI)(Z). (25) Since the spaceZis the direct sum of Ker(KZαI) and (KZαI)(Z)=(KZαI)2(Z), the operator (KZαI) is invertible on (KZαI)(Z). Since yY Z, there are y1 Ker(KZαI) andy2(KZαI)(Z) such that y=y1+y2. SinceXis the direct sum of Ker(KαI)=Ker(KZαI) and (KαI)(X)(KZαI)(Z) andy(KαI)(X), we obtain thaty1=0 and y2=y. Thus,y(KZαI)(Z). Since (KZαI) is invertible on (KZαI)(Z), there isz(KZαI)(Z) such that (KZαI)(z)=y. Since (KαI) is invertible on (KαI)(X), we deduce thatx2=z(KZαI)(Z)Z.

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Now, letwKer(KαI). Fix a sequence{zk} ⊂Y such thatzkz=x2. Then w(T y)=y(Tw)=

(KαI)x2

(Tw)=lim

k→∞

(KαI)zk(Tw)

=lim

k→∞zk(KαI)Tw=lim

k→∞zkT(KαI)w=lim

k→∞zk(0)=0. (26) Sincew(T y)=0 for eachwKer(KαI), [15, Chapter 10, Theorem 3] yields T y (KαI)(X).

Denote by ˜K the restriction ofK to (KαI)(X). If we denote byP the spectral projection corresponding to the spectral set{α}and the operatorK, thenP(X)=(K αI)(X) by [5, Satz 50.2] andσ( ˜K)=σ(K)\ {α} by [14, Chapter VI, Theorem 4.1].

Therefore,

σK˜=σ(K)\ {α} ⊂

β; (βα)·α >0⊂ ∪

t>0

β;|βα|<||

. (27) Since{β;|βαt1α|<|t1α|} ⊂ {β;|βαt2α|<|t2α|}for 0< t1< t2 andσ( ˜K) is a compact set (see [14, Chapter VI, Theorem 1.3, and Lemma 1.5], there ist >0 such thatσ( ˜K)⊂ {β;|βα|<||}. Therefore,r( ˜KαItαI)<||. Since we have r(t1α1( ˜KαItαI))<1, the series

V= k=0

(1)kt1α1K˜αItαIk (28) converges. Easy calculation yields that V is the inverse operator of the operator I+ t1α1( ˜KαItαI)=t1α1( ˜KαI). Since t1α1y=t1α1( ˜KαI)x2, we have x2=t1α1V y. Denotezk=t1α1[t1α1( ˜KαItαI)]ky. Then

x2=

k=0

zk. (29)

SinceK(Y)Y,zkYfor eachk. SinceKT=TKonY, we haveTzk=t1α1[t1α1(K

αItαI)]kT y.

Since (KαI), (KαI)2, (KαI), and (KαI)2are Fredholm operators with in- dex 0 (see [14, Chapter V, Theorem 3.1]), [14, Chapter VII, Theorem 3.2] yields

dim Ker(KαI)2=dim Ker(KαI)2=dim Ker(KαI)=dim Ker(KαI), (30) and thus Ker(KαI)2=Ker(KαI). Ifασ(K), then the spaceXis the direct sum of Ker(KαI) and (KαI)(X), and the operator (KαI) is invertible onX. Suppose that ασ(K). SinceKis compact, thenαis a pol of the resolvent by [5, Satz 50.4]. Since

Ker(KαI)2=Ker(KαI), (31)

the ascent of (KαI) is equal to 1. Sinceα is a pol of the resolvent and the ascent of (KαI) is equal to 1, [5, Satz 50.2] yields that the spaceXis the direct sum of Ker(KαI) and (KαI)(X) and the descent of (KαI) is equal to 1. Since the descent of (KαI) is equal to 1, we have (KαI)2(X)=(KαI)(X). Since the spaceX is the direct sum

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of Ker(KαI) and (KαI)(X)=(KαI)2(X), the operator (KαI) is invertible on (KαI)(X). Denote byK the restriction ofK to (KαI)(X). If we denote byQ the spectral projection corresponding to the spectral set{α}and the operatorK, thenQ(X)= (KαI)(X) by [5, Satz 50.2] andσ(K)=σ(K)\ {α}by [14, Chapter VI, Theorem 4.1].

Sinceσ(K)=σ(K) by [14, Chapter VI, Theorem 4.6], we obtainσ(K)⊂ {β;|βα |<||}. Therefore,r(KαItαI)<||. SinceT y(KαX) andr(t1α1(K αItαI))<1, the series

k=0

Tzk= k=0

t1α1t1α1 KαItαIkT y (32) converges. SinceTis closed,x2=

zk, andTzkconverges, then the vectorx2lies inY,

the domain ofT.

Theorem7. Let f L(Ᏼ), f 0, andgL2(G)Lp(Rm), wherep > m/2,g=0on Rm\G. LetLbe a bounded linear functional onW1,2(G)representable byµ(∂G). Ifu is a weak solution inW1,2(G)of problem (3), thenuL(G)if and only ifµb(∂G).

Proof. IfuL(G), thenµb(∂G) byLemma 4.

Suppose now thatµb(∂G). Letw=uᐁ(gᏴm). According toLemma 3, there is a bounded linear functional ˜LonW1,2(G) representable by ˜µb(∂G) such thatwis a weak solution inW1,2(G) of the problem

w=0 onG,

∂w

∂n+w f =L˜ on∂G. (33)

Define forϕL(Ᏼ) andx∂G, Tϕ(x)=1

2ϕ(x) +

∂Gϕ(y)

n(y)hx(y)dᏴ(y) +ᐁ(f ϕᏴ). (34) Since ᐁ(fᏴ)Ꮿ(Rm) by [6, Corollary 2.17 and Lemma 2.18], the operator T is a bounded linear operator on L(Ᏼ) by [11, Proposition 8] and [6, Lemma 2.15]. The operatorT(1/2)Iis compact by [12, Theorem 20] and [6, Theorem 4.1 and Corollary 1.11]. According to [10, Theorem 1], there isν(∂G)(L(Ᏼ))such thatTν=µ˜

and

Gᐁν· ∇v dm+

∂Gᐁνf v d=

v d˜µ, (35)

for eachvᏰ.

Remark thatᏯ(∂G) is a closed subspace of (L(Ᏼ)). According to [11, Proposition 8], we haveT(Ꮿ(∂G))(∂G). Denote byτthe restriction ofTtoᏯ(∂G). Accord- ing to [10, Lemma 11] and [14, Chapter VI, Theorem 1.2], we haveσ(τ)⊂ {β;β0}. Sinceσ(τ)=σ(τ) (see [15, Chapter VIII, Section 6, Theorem 2]), eachβσ(T) is an eigenvalue (see [14, Chapter VI, Theorem 1.2]), andTis the restriction ofτtoL(Ᏼ), we obtain thatσ(T)=σ(T)⊂ {β;β0}by [15, Chapter VIII, Section 6, Theorem 2].

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According to [9, Theorem 1.11], we have KerTb(∂G). According to [9, Lemma 1.10]

and [10, Lemmas 12 and 13], KerT=Ker(T)2. Denote, forρb(∂G), byV ρthe re- striction ofᐁρto∂G. ThenVis a closed operator fromᏯb(∂G) toL(Ᏼ) by [13, Lemma 5]. Ifρb(∂G), thenV Tρ=TV ρby [13, Lemma 4]. Ifρ1,ρ2b(∂G), thenρ1and ρ2have finite energy by [13, Proposition 23], [7, Theorem 1.20], and

ᐁρ12=

Rmᐁρ1· ∇ᐁρ2dᏴm=

ᐁρ21. (36) Since Tν=µ˜b(∂G), Theorem 6yields that νb(∂G). Since ν has finite energy ᐁνandᐁν=

|∇ᐁν|2dmby [7, Theorem 1.20], we obtain thatᐁνW1,2(G) (see [7, Lemma 1.6] and [16, Theorem 2.14]). SinceᏰis dense inW1,2(G) by [16, The- orem 2.3.2], relation (35) yields that the functionᐁνis a weak solution inW1,2(G) of (33). Sincev=ᐁνwis a weak solution inW1,2(G) of the problem

∆v=0 onG,

∂v

∂n+v f =0 on∂G, (37)

and f 0, we obtain 0=

Gv· ∇v dm+

∂Gv f v d

G|∇v|2dm0. (38) Therefore,v=0 on G and there is a constant csuch that v(x)=cfor Ᏼm-a.a. x G by [16, Corollary 2.1.9]. Sinceνb(∂G), the functionᐁνis bounded in G. Since u(x)=ᐁ(gᏴm)(x) +ᐁν(x)cforᏴm-a.a.xGandᐁ(gᏴm)Ꮿ(Rm) byLemma 3,

we obtainuL(G).

Acknowledgment

The author was supported by GA ˇCR Grant no. 201/00/1515.

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Dagmar Medkov´a: Mathematical Institute, Academy of Sciences of the Czech Republic, ˇZitn´a 25, 115 67 Praha 1, Czech Republic

Current address: Department of Technical Mathematics, Faculty of Mechanical Engineering, Czech Technical University, Karlovo n´am. 13, 121 35 Praha 2, Czech Republic

E-mail address:[email protected]

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