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6.6 #3<br />

Assume U <strong>is</strong> connected. A function u ∈ H1 (U) <strong>is</strong> a <strong>weak</strong> <strong>solution</strong> <strong>of</strong> Neumann’s<br />

<strong>problem</strong><br />

�<br />

−∆u = f in U<br />

∂u<br />

= 0<br />

∂ν<br />

on ∂U<br />

(1)<br />

if �<br />

�<br />

Du · Dv dx = fv dx (2)<br />

U<br />

U<br />

for all v ∈ H1 (U). Suppose f ∈ L2 (U). Prove (1) has a <strong>weak</strong> <strong>solution</strong> if and only if<br />

�<br />

U<br />

f dx = 0. (3)<br />

Solution First we show that if (1) has a <strong>weak</strong> <strong>solution</strong>, then (3) holds. Indeed, using<br />

v ≡ 1 in the <strong>weak</strong> form (2), which <strong>is</strong> possible since (2) holds for any v ∈ H1 (U), we<br />

get � �<br />

f dx = DuD(1)dx = 0,<br />

U<br />

U<br />

which <strong>is</strong> (3).<br />

Now let (3) holds. We show ex<strong>is</strong>tence <strong>of</strong> <strong>weak</strong> <strong>solution</strong> <strong>of</strong> (1). Note that if a <strong>weak</strong><br />

<strong>solution</strong> u <strong>of</strong> (1) ex<strong>is</strong>ts, then u + c <strong>is</strong> also a <strong>weak</strong> <strong>solution</strong> for any constant c, th<strong>is</strong><br />

follows from (2). We can fix a constant by requiring<br />

�<br />

u dx = 0. (4)<br />

U<br />

Thus we seek a <strong>weak</strong> <strong>solution</strong> <strong>of</strong> (1) sat<strong>is</strong>fying (4).<br />

Note that the set ˆ L2 (U) := {f ∈ L2 (U) | �<br />

f dx = 0} <strong>is</strong> a closed subspace <strong>of</strong><br />

U<br />

L2 (U). To see that, we note that constant functions are in L2 (U), and thus<br />

�<br />

G(f) :=<br />

U<br />

1 · f dx<br />

<strong>is</strong> a linear bounded functional on L 2 (U). From its definition,<br />

ˆL 2 (U) = {f ∈ L 2 (U) | G(f) = 0}. Thus ˆ L 2 (U) <strong>is</strong> a closed subspace <strong>of</strong> L 2 (U). It<br />

follows that ˆ L2 (U) with norm � · �L2 (U) <strong>is</strong> a Hilbert space.<br />

Th<strong>is</strong> also implies that the set ˆ H1 (U) := {u ∈ H1 (U) | �<br />

u dx = 0} <strong>is</strong> a closed<br />

U<br />

subspace <strong>of</strong> H1 (U). Thus ˆ H1 (U) with norm � · �H1 (U) <strong>is</strong> a Hilbert space.<br />

Define the bilinear form on ˆ H1 (U) by<br />

�<br />

B[u, v] = Du · Dv dx for any u, v ∈ ˆ H 1 (U).<br />

Then we prove energy estimates for B[u, v]:<br />

U


By Holder inequality for any u, v ∈ ˆ H 1 (U)<br />

|B[u, v]| ≤ �Du� L 2 (U)�Dv� L 2 (U) ≤ �u� ˆ H 1 (U) �v� ˆ H 1 (U) . (5)<br />

From definition <strong>of</strong> B[u, v], for any u ∈ ˆ H 1 (U)<br />

�Du� 2<br />

L2 (U) = B[u, u]. (6)<br />

Also, since (4) holds, then denoting (u)U := 1<br />

�<br />

|U| U u(x) dx, we get (u)U<br />

using Poincare inequality, we estimate<br />

= 0. Thus,<br />

�u� 2<br />

L2 (U) =<br />

�<br />

u 2 �<br />

dx = (u − (u)U) 2 �<br />

dx ≤ C |Du| 2 dx = CB[u, u],<br />

U<br />

where C depends only on U. Combining th<strong>is</strong> and (6), get<br />

1<br />

C + 1 �u�2 Hˆ 1 = (U) 1<br />

�<br />

C + 1<br />

Also, if f ∈ ˆ L2 , then the functional<br />

�<br />

F (v) =<br />

U<br />

U<br />

u<br />

U<br />

2 + |Du| 2 dx ≤ B[u, u]. (7)<br />

U<br />

fv dx<br />

<strong>is</strong> linear bounded on ˆ H 1 (U). Thus (5) and (7) allow to apply Lax-Milgram theorem<br />

to obtain a unique u ∈ ˆ H 1 (U) such that<br />

B[u, v] = F (v) for all v ∈ ˆ H 1 (U).<br />

Th<strong>is</strong> implies that (2) holds for all v ∈ H1 (U) sat<strong>is</strong>fying �<br />

v dx = 0.<br />

U<br />

Recall that u sat<strong>is</strong>fies (4) and f sat<strong>is</strong>fies (3). Thus if (2) holds for some v ∈ H1 (U),<br />

then (2) also holds for v replaced by v + c, where c<br />

�<br />

<strong>is</strong> any constant. Then (2) holds<br />

for all v ∈ H 1 (U): indeed, if v ∈ H 1 (U) and c = 1<br />

|U|<br />

then we know that (2) holds for v − c, thus for v.<br />

Thus u <strong>is</strong> a <strong>weak</strong> <strong>solution</strong> <strong>of</strong> (1).<br />

U v dx, then v − c ∈ ˆ H 1 (U), and

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