VOL. 21 NO. 2 (1998) 209-216
THE NEUMANN PROBLEM FOR THE 2-D HELMHOLTZ
EQUATIONIN A DOMAIN, BOUNDED BY CLOSED AND OPEN CURVES
P.A. KRUTITSKII
Dept.
ofMathematics, FacultyofPhysics,Moscow State
University,Moscow 119899,
Russia.(Received September 23, 1996 and in revised form April 17, 1997)
ABSTRACT.
TheNeumann
problem for the dissipative Helmholtz equation in a connected planeregion boundedbyclosed andopencurves isstudied. Theexistenceof classical solutionis proved bypotentialtheory. The problemisreduced to theFredholmequation of the secondkind, which isuniquely solvable.Our
approachholds for both internal and external domains.KEY WORDS AND PHRASES:
Helmholtzequation,Neumann
problem, boundaryintegral equation method.1991
AMS SUBJECT CLASSIFICATION CODES:
35J05, 35J25, 31A25, 78A45.1.
INTRODUCTION
The boundaryvalueproblemsindomains boundedbyclosed and opencurves werenot treated in the theory of 2-D
PDEs
before.Even
in the case of Laplace and Helmholtz equations the problemsin domainsboundedbyclosedcurves[1-2], [5-8]
and problemsin theexteriorof open arcs[5], [9-11]
were treated separately, because different methods wereused in their analysis.Previously the
Neumann
problemintheexteriorofanopenarc wasreducedtothehypersingular integral equation[9-10]
ortotheinfinitealgebraic systemof equations[11],
while theNeumann
problemindomainsboundedbyclosedcurves wasreduced to the Fredholm equation of the second kind
[1], [6-8].
The combination of these methodsin caseof domains boundedbyclosed and open curves leadsto the integralequation, whichis algebraicorhypersingular onopen curvesand t is an equation of the second kind with compact integral operators on the closed curves. The integral equation on the whole boundary is too complicated and thegeneral theory ofsimilar equationsarenotconstructedcurrently. The approach suggestedinthepresentpaper enables to reduce theNeumann problem
in domains bounded by closed and opencurves tothe Fredholm integral equationonthe wholeboundarywiththehelp ofthe nonclassicalangular potential. Since the boundaryintegral equationisFredholm,
the solvability theorem follows from the uniqueness theorem, which is ensured for theNeumann
problem in the case ofthe dissipative Helmholtz equation This approachisbasedon[3-4],
where theproblemsintheexteriorof opencurves were reducedtotheFredholm integral equations using theangularpotential.2.
FORMULATION OF THE PROBLEM
By
a simple open curve we mean a non-closed smooth arc of finite length without self- intersections[5]
In
theplanex(xl,x2)
6R
weconsider themultiply connecteddomainboundedbysimple210 P. A. KRUTITSKII
opencurves
r,..., r, c-, , (0, ], n
simple closedcurvesr,...,r, c -,0,
othat thecurvesdonot have pointsin common.
We
will considerboththecaseofanexternal domain and thecaseofaninternal domain,when thecurveF
encloses all other.We
putN N
r= Urn, r= Urn, r=rur .
The connected domain bondedby
F
will be calledD.We
assumethat eachcurveF
is para-metricizedby thearc
lenh
sr (. () ((),()), e [,b]}, 1,...,N,
k 1,2,sothat
a < b} < < a, < b < a < b < < a < b
and the domnD
is tothe right when theparameters increases onF.
Thereforepoints xF
and valuesoftheparameters are inone-to-onecorrespondence except
a, b,
wchcorrespondtothesamepoint xforn 1,N.
Belowthesetsofthe intervalsonthe
Os as
N N Nk
n=l n=l k=l n=l
willbe denotedby
F, F2
dF
also.w ut (r)= {y() y()e [,], y()= y() }
d(r) c(r).
n=l
The tangent vector to
r
at the pointz(s)
we denote byCOS
(8) X(8) sinG(8) X(8). Let , (siG(8)- cosG(8))
beaormalvector to 8tx().
The rection of
n
ischosen such thatit will coincide with the rection of T ifn
is rotatedanticlockwisethrough anangleof
r/2.
We
say, that the nctionw(x) belongs
to the smoothns classK
if) e (r ) c(r),
2) vw e c(rrx),
hereX
is apoint-set, consistingofthend-pointsofr
N
n=l
3)
intheneighborhood ofanypointx(d) X
forsomeconstantsC>
0, e>
-1 theinequality holdsv c (d) (.)
wherexx(d) andd=a, ord=b, n=l,...N,
4)
thereexistsaiformforallz(s) e r
lit of(n,, V())
asalongthe normal
n.
REMARK. In
the definition of the classK
weconsiderF
Accorng
to thisdefinition,w(z)
andVw(z)
may haveajumpacrossrx.
Let
usformulatetheNeumann
problem forthe ssipativeHelmholtzequation in the domnPROBLEM U. To
findafctionw(x)
ofthe classK
which satisfies theHelmholtzequation,, () + ,,(z) + Z(z)
0,e r , Z
cot,Z >
0,(2.2)
and theboundarycondition
If
D
is anexternal domain, thenweadd thefollowingcondition at infinity(2.2c)
Allconditionsof theproblem
U
must be satisfiedinthe classicalsense.By Ow/On
onF
we meanthe limitensuredin the point4)
of the definition of the smoothness classK.
The normal derivative0w/0nz
has tobe continuous acrossFI\X
and has to take given valuesonFI\X. At
thesametimew(x)
may haveajumpacrossFI\X.
On
the basisoftheenergy equalitiesand thetechniqueofequidistantcurves[6],
wecaneasily prove thefollowingassertion.THEOREM
1.If F
6C ’, A
6(0, 1], F
6C 2’0,
then theproblem U has at most one solution.The theorem holdsforboth internal and externaldomain7).
3.
INTEGRAL EQUATIONS AT THE BOUNDARY
Below we assume that
f(s)
from(2.2b)
is an arbitrary function from the Banach spacec,(r) c(r), e (0, }.
If
B1 (F ), B2(F 2)
areBanach spaces of functions givenonF
andF 2,
thenfor functions given onF
weintroducetheBanach spaceB(F )
glB2(F )
withthenorm[[’l[l(r)nB(r2)= [l’l[(r)+
BY/...drwemeanaf,...da.
rk n=lNkWe
considertheangularpotential from[3], [4]
forthe equation(2.2a)
oni/
w[,u](x) (r)V(x,a)da. (3.1)
F
Thekernel
V(x, r)
isdefinedonthe eachcurveF,
n 1,N
bytheformulav(, ) / o,( (Z I y()l) d, = e [, b]
where
T/(0)(z)
isthe Hankel functionofthe first kind(01)(z) v/exp(iz-ir/4)
? (
itrv
0exp(-t)t
-/ 1+ -z
dr,() ((),()), I ()1 v/(-()) + ( ()).
Belowwesuppose
that/(a)
belongs to the Sanach spaceC(F1),
w 6(0,1],
qe [0,1)
andsatisfies thefollowingadditionalconditions
/ l(a)
daO,
n l,N. (3.2)
We
say,that/(s) e C(F )
ifgl
C ’(r
212 P.A. KRUTITSKII
where
C’(F1)
isaHolder spacewiththe index andr=l IIcO,w(F1)
As
shown in[3], [4]
forsuch#(a)
theangularpotentialwl[#](x)
belongs to the classK. In
particular, the inequality
(2.1)
holdswith e -q, ifq(0, 1). Moreover,
integratingwl[](x)
by partsand using(3.2)
weexpress theangularpotentialinterms ofadoublelayerpotentialf p(a) ---) (Z lz y(a)l)
da,(3.3)
[]() -
withthe density
p(c) ] #(f)d’,
ae [al, b],
n 1,N1. (3.4)
Consequently,
wl[#](x)
satisfiesboth equation(2.2a)
outsideF
and the conditions at infinity(2.2c).
Let
usconstructasolutionof theproblem U Thissolution canbeobtained withthehelpof potentialtheory fortheHelmholtzequation(2.2a). We
seekasolutionoftheproblemin theform oftheanlar
pontialonF
and thesingle-layer potentialonF
w](x) w[](x) + w[](x) (3.5)
where
w[](x)is ven
by(3.1), (3.3)
and]()
F2f (a)
)(Z I y(a)l)d.
We
willsk(s)
fromthe Bach spacec(r)(r=), e (0, ], e [0, )
withthenorm]}’]lc(r)oc0(r=) l]’llv(r) + H’lle0(r=)
Besides,(s)
mustsatisfyconditions(3.2).
Itfollows from the properti of potentials
[1], [3-4], [6],
thatfor suchp(s)
the ction(3.5)
belongstotheclsK
andsatisfiesall contionsoftheproblemU
except theboundarycontion(2.2b). In
theceof theextern
domain the fction(3.5)
satisfiesthe contion at inity(.).
To
satisfythebodarycontionwepu (3.5)
in(2.2b),
usethe litform for theanlar
potential from
[3]
d aive theine
equation for the density(s)
r
i0((), u()) r
0l u() I()- ()1 + _l u() (()’ ) e()u()+
2
rx
r( I()- U()l) =/(), V, (.6)
+ f u()
where
6(s)
0 if andg(s)
ifs,
(z, ) h (x (()) d(, [a, b],
n, 2,
By 0(z,)
we denote theanglebetween thevector and theNrectionof the normaln.
The angle0(, )
is takentobepositive ifit is meured anticlockwise fromn
and negative ifit is measured clockwiseom n.
Besides,0(z, )
is continuous inz,F
if z.
Thus, if/(s)
is asolutionofequations(3.2), (3.6)
from the spaceC(F 1)
NC(F2),
we (0,1],
qe [0,1),
then the potential(3.5)
satisfies all conditions of the problemU.
The followingtheorem holds.THEOREM
2./fr e c 2,, r e c ,, f(s) e c,(r)N co(r), A e (0,1],
equation(S.6)
hasasolution
#(s) from
the Banach spaceC(F )
fC(F-),
w 6(0, 1],
q6[0, 1)
and condztions(3.2)
hold, then thefunction (3.5)
is asolutionof
theproblemU
Belowwelook
for/z(s)
intheBanach spaceC(F )
qC(F).
Ifs 6
F -,
then(3.6)
is anequation ofthe second kind withcompact integral operators. If s6F ,
then(3.6)
isasingular integral equation[5].
Our
further treatmentwillbe aimed to theproof
of the solvability of the system(3.2), (3.6)
inthe Sanach space
C[(F 1)
qC(F). Moreover,
wereduce thesystem(3.2), (3.6)
toaFredholm equation of the secondkind,whichcanbe easilycomputed byclassicalmethods.Equation
(3.6)
onF
2we rewrite intheform+ / I(a)A_(s, a)da -2f(s),
s 6F , (3.7)
F
where
__o v ((), )+
A2(s,a) (1-6(a)) On
2w’0n ’ ( I()
and
V(x, q)
isthe kerneloftheanlar
potential(3.1).
We
noteA(s,a) (F
2xF),
becauseF: C ’.
It
canbe easily provedthatsin 0
(x(s), y(a))
e C’(r
xr )
() ()l
(see [3], [4]
fordetails).
Thereforewe canrewrite(3.6)
onF
intheform/ ():
ds+ / .()Y(. )d -2/(). e r
F F
where
1--6(cr)) [ ( sinO(x(s)’y(a))lx(s
sVo ((s), a)
()i o()on,
0(Z I() ()l) } e c.o(r r).
P0=Aif0<A<l andp0=l-e0foranye06(0,1)
ifA=l.(3.8)
4.
THE FREDHOLM INTEGRAL EQUATION AND THE SOLUTION OF THE PROBLEM
Invertingthe singular integraloperatorin
(3.8)
wearriveat thefollowingintegral equation of thesecond kind[5]:
1 N,-1
#(a)Ao(s, a)da + F1
Q (s) G"s (I)0(s),
s6(4.1)
"() + O()
r =o
Q()
where
Go, GNI-1
arearbitraryconstantsand2Q(a)f(a)da
Ao(s, a) _lr /
FY ( a) Q (I)0(s) lr
F/
a s214 P.A. KRUTITSKII
To
derive equationsforGo, GN-I
wesubstitute#(s)
from(4.1)
inthe conditions(3.2),
thenweobtain
N
/tt(a)l,(a)da + Sn,G, Hn,
n 1,...,Nx(4.)
F m--O
where
r r
B,, -/Q(s)s’ds.
r
(4.3)
By B
we denote theN1
xN1
matrixwith the elementsB,,
from(4.3). As
shown in[4],
thematrix
B
isinvertible. Theelementsof theinverse matrixwill becalled(B-1),.
Invertingthe matrixB
in(4.2)
weexpress the constantsGo, GN-
interms oftt(s)
G. (B-I).. H. (a)l(a)da
We
substituteG,
in(4.1)
and obtain the integral equationfor#(s)
onF
1/
(s) + tt(a)A (s, a)da qli’s) O1 (s),
se F , (4.4)
where
N1 N1
A (s, a) Ao(s, a) _,
sn--0 rn=l
N N1
Ol(s) Po(S)
s(B-I),,H,
n=O
It
canbe shown using the properties of singularintegrals[2], [5],
that0(s), A0(s, a)
areHolder functions ifsEI ’1,
o E1". Therefore,O(s), A(s, a)
arealso Holder functions ifsF x,
aF.
Consequently, any solutionof
(4.4)
belongstoC’/(r 1)
andbelowwe look for(s)
on ’1 inthisspace.
We
putQ(s) (1 (s)) (s) + 5(s),
se F.
Instead of
(s) 6’1/(r )c6(r)
weintroduce thenewunknown function.(s) (s)(s) C’(I"1)
CC(1’)
andrewrite(:3.7), (4.4)
intheformofoneequation#,(s) + f #,(r)Q-x(a)A(s,a)da (s),
se F, (4.5)
where
A(s,r) (1 -6(s))A(s,a)+8(s)A(s,a), (s)= (1- 8(s)) @x(s) 26(s)y(s).
Thus, the systemofequations
(3.2), (3.6)
fortz(s)
has been reduced to the equation(4 5)
for the function#,(s). It
isclearfromourconsideration that any solution of(4.5)
givesasolution of system(3.2), (3.6).
As
notedabove,l(s)
andA(s,a)
areHolder functions ifs6F ,
cr6F.More
precisely(see
[4], [5]), (s) e C’(F1),
pmin{1/2, A}
andAl(S,a)
belongstoC’(F l)
in suniformly with respecttoaEF. We
arriveatthe followingassertion.LEMMA. /fF C 2’a, A (0,1], F C 2,, (s) co(r=),
p=min(A, 1/2},
and
l.(s) from C(F) satisfies
the equation(,.5)
then#.(s) C’(F 1)
NC(r2).
Thecondition
(s) C(r x)
NC(F2)
holds iff(s) C,(F 1)
NC(F=).
Hence
belowwewillseek/.(s)
fromC(F).
Since
A(s, a) C(F
xF),
theintegral operatorfrom(4.5):
Ap. f tz.(a)Q-(a)A(s,a)da
F
is a compact operatormapping
C(F)
intoitself.Therefore, (4.5)
is aFredholmequation of the second kind in the Banach spaceC(F).
Let
usshow thathomogeneousequation(4.5)
hasonlyatrivial solution.Then,
according to Fredholm’stheorems,the inhomogeneous equation(4.5)
hasaunique solutionforanyright-hand side.We
will prove thisbyacontradiction.Let/z.(s) C(F)
beanon-trivialsolutionoftheho- mogeneousequation(4.5).
Accordingtothelemma.(s) C’(F 1)
NC(F),
pmin{A, 1/2}.
Thereforethefunction
#(s) #.(s)Q-(s) C/=(F )
NC(F2)
converts thehomogeneousequa- tions(3.7), (4.4)
intoidentities. Usingthehomogeneousidentity(4.4)
wecheck,that/(s)
satisfiesconditions
(3.2).
Besides,actingonthehomogeneous identity(4.4)
withasingular operatorwith thekernel(s- t)
-x wefind that#(s)
satisfies thehomogeneous equation(3.8).
Consequently,#(s)
satisfiesthehomogeneousequation(3.6). On
the basisof theorem2, w[#](x)
isasolutionofthe homogeneous problem
U.
According totheorem 1w[/l(x) 0,
xD\F x.
Using the limitformulas for tangentderivativesofanangularpotential[3],
weobtain0 0 0
lira
wu ](x)-
limw[/](x) #(s)
--0, sF
-x(s)e(rl)+ x-,(s)e(rl)-
OT
By (F)
+ wedenote the sideofF
whichis ontheleftas aparametersincreasesandby(F)
wedenotetheother side.
Hence, w[#](x) w[#](x) 0,
x,
and/z(s)
satisfies the following homogeneous equation" if
o, 0 .,O)( lx(s y(a)l
da 0,sF . (4.6)
-_ u() +
Fu o--:no
TheFredholm equation
(4.6)
iswell-knowninclassical mathematical physics[1], [6]. We
arriveat
(4.6)
when solvingtheNeumann
problemfor theHelmholtzequation. (2.2a)
inthe domain:D
by the singlelayerpotential.It
iswell-known[1],
that the equation(4.6)
hasonlythe trivial solution/(s)
0inC(F).
Thisistrueforboth internal and external domain:D.
Consequently, if s
F,
then/z(s)
_=0, /z.(s) I(s)Q-(s) =--
0 and we arrive at thecontradiction to theassumption that
p.(s)
is anon-trivialsolutionofthehomogeneousequation(4.5). Thus,
thehomogeneous Fredholmequation(4.5)
hasonlyatrivial solutioninC(r). We
haveprovedthefollowingtheorem.
THEOREM
3.If F C 2’, F C ’, A (0,1],
then(.5)
is aredholmequationof
thesecond kindinthespace
C(F). Moreover,
equation(,.5)
hasaunique solutwn#.(s) C(F) for () c(r).
As
aconsequence ofthetheorem 3 and the lemmaweobtainthe corollary.COROLLARY. /f F C ’a, A (0, 1], F C ’
andp(s) C’(F 1)
NC(F),
wherep
min{A, 1/2},
then the unzque solutionof (.5)
inC(F),
ensured by theorem3,
belongs toc0,(r ) c0(r).
We
recall that(s)
belongs to the class ofsmoothness required in the corollary iff(s)
C,(F )
NC(F2). As
mentionedabove, if#.(s) C’(F ) C(F2)
is asolution of(4.5),
then216 P. A. KRUTITSKII
,(s) ,.(s)Q-() e cz=(r)nc(r =)
is asolutionof system(3.2), (3.6). We
obtainthe following statement.THEOREM
4.If F
EC ’, F C -’, f(s) C’(F1)f C(F), A (0,1],
then thesystem of
equations(3.2], (3.6)
hasasolution(s) e CT/=(F )
NC(F),
pmin{1/2, A},
which s ezpressed bytheformula t(s) I.(s)Q-l(s),
wherep.(s) e C’P(F 1)
NC(F )
is the uniquesolution
of
the Fredholmequation(.5
inc(r’).
On
the basis of the theorem2wearriveat the final result.THEOREM
5.If F e C ’, F e C 2’, f(s) e C’(F)NC(F), A e (0,1},
then the solutionof
theproblemU
exists andisgivenby(3.5),
where#(s)
is asolutionof
equations(3.), (3.6) from It C/2(F ) n C(F2),
pmin{1/2, A}
ensuredbythe theorem.
can be checked directly that the solutionofthe problem
U
satisfies condition(2.1)
with-1/2.
Explicit expressionsfor singularities ofthe solutiongradient at the end-pointsofthe opencurves canbe easily obtained with thehelp of formulas presentedin[4].
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Maths. Math.Phys.
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Maths. Math. Phys.34(1994),
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Journal of Applied Mathematics and Decision Sciences
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