ANNALES SOCIETATIS MATHEMATICAE POLONAE

Series I : COMMENTATIONES MATHEMATICAE X Y I (1972)

ROCZNIKI POLSKIEGO TOWARZYSTWA MATEMATYCZNEGO
Séria I : PRACE MATEMATYCZNE X Y I (1972)

J . MusiAbEK (Krakôw)

The Green’s function and the solutions

of the Neumann and Dirichlet problems

In this paper we construct by the method of symmetric images

solutions of the Neumann or Dirichlet problem for the following regions:
1° the quarter Щ (уг > 0, yz > 0) of the plane, with the Neumann condi­
tions dujdn = 0 (chapter I, section 1), 2° the region E + (yi > 0, i = 1, ...
of the euclidean тг-space, with the Neumann type conditions,
(chapter I, section 2), 3° the region E% of the euclidean w-space n > 3,
with the Dirichlet type conditions (chapter II, section 3), 4° the unbounded
strip of the euclidean тг-space n > 4, with Neumann type boundary condi­
tions (chapter III, section 4), 5° the strip as in 4° with the Neumann
condition an one component of the boundary, and the Dirichlet condition
at the second one (chapter I I I, section 5), finally we solve the Dirichlet
problem for the Poisson’s equation in E f (chapter IV).
In the monograph [2], p. 265-272, 309, vol. I, the Green function
is constructed by the method of symmetric images for the half plane,
the half space, the quarter of the plane, and an unbounded strip in the
3-space, the imposed boundary conditions being of Dirichlet type. Also
applications of Green functions to the boundary problems are given.
The solution of Dirichlet problem for the region was obtained in
the monograph [3], p. 424, by the method of conformal mapping.

I. GREEN FUNCTION AND THE SOLUTION

OF NEUMANN PROBLEM FOR THE REGION E 2+ AND E%

In this chapter we give the construction of Green function and the

solution of Neumann problem for (a) the quarter of the plane E% (y1 > 0,
Уч > 0), (b) the region E+ (уг > 0, . .. , yn > 0) of the euclidean тг-space
(n > 3) with the Neumann boundary condition dGjdn = 0 on the set
Vi = 0 (г = 1, . .., n).
1. Let us first consider the two dimensional case n — 2. Let two
points X = X 11(æ1,æ 2) and Q{yx, y z) be given in E £ and let us write
2 J. Mxisialek

X _n = { —xx, x2), X x_x = (xx, —x2) for the symmetric images of the
point X with respect to the axes y2 and yx respectively. The point X _ x_x
— {.—oci, —x2) is symmetric to X _ xl with respect to the axis yx or to Х г_г
with respect to the axis y 2. Also let ns write

rn = QX = [( y i- ^ i) 2+ (y 2-^ 2 )2]_1/2,
r l h = Q X _ n = [(yi + ^i)2+ ( y 2- ^ 2)2] - 1/2,
«Т- i = QXx_x = [(ÿi —а?1)а+ (у 2+ ®2)я]_1/2,
r :ï_ i = QX_x_x = [(y, + ^ ) 2+ ( y 2+ ^ ) ] 2- 1/2.
Theorem 1. The Green function for E f with the Neumann boundary
condition
dG(X,Q) m x f Q)
for Q (0 ,y 2)
дУх 2/i=0 $Уг 2/2 = 0

or Q(yi,0 ) is o f form
(1.1) 0 (X ,Q ) = log r11+ log r_ lx + logr1_ 1+ logr_1_ 1.

P ro o f. Let ns check that the the function G {X ,Q ) harmonic with

respect to Q(T) is form log rxl- f H (X , Q), where H (X ,Q ) — logr_lx +
+ logr1_1+ logr_1_ 1 is a harmonic function of Q(Y). Indeed, for Q{yx, 0)
we have
dG(X,Q)
дУх 2/1 = 0
„ -2 ,
On {Ух~ ®i) + {Ух -oox) + r_ f i (y, + ocx) + r _ i _ i (yx+ x x)-]yi=0
r Tl {0CX— х х)-\- r f f ^ - x ^ f - X x) = 0,

dG{X,Q)
since rxx — r_lx and rx_x = r_i_x, thus = 0. Similarly we
дух 2/1= 0
dG (X ,Q ) dG(X, Q)
can show that = 0. Now let us verify t h a t ----- —--------^ 0
dy2 2/2 0 =
Ov
as OQ -» oo, for an arbitrary direction Z (with cosini cos a, cos/3) and for
an arbitrary fixed X. Indeed

dG_
- — cosa+ —— cos/5 = On2[Уг —ocx) cos a + rxx2(y2—x2) cos f -j-
oyX dy2
+ r - h {Ух +oox) co s a +rZ\x( y2+ x 2) COS/3+
+ ^ x - x {У\ +oof) COS a + r : 2_ ! (y2+ x 2) c o s £ +

+ ГГЛ(У1 — ^i)cosa + rifi(y 2— ж2)со8^]-> 0 as O Q o o ,

 Solutions of the Neumann and DirieJilet problems 3

since each term in the above snm is a product of two factors the first of
which tends to zero as OQ -> oo and the second one remains bounded.
L emma 1. Let f(s) and hit) be twot even functions defined on the real
accis and let the integrals

2 ?Г f ( s ) ( x —s)ds 2z +Гr° h{t)xdt

I x( X ) = — .( * ) = “
TC J y * + ( x —s)z TC J x%-\- {y—t)2

be convergent. Then
00
x —s x -fs
( 1. 2 ) 1ЛХ) =
/4 {x—s)%-\-y* (æ+$)2+ 2/2.
ds

and
x
(1.3) I AX)
4M x %+ ( y —t)*
4~
x2+ i y - ft )

P roo f. Representing the integral I x{X) as

f{s) (x —s)ds f(s) (x —s)ds

y2Jr (x— s)2 yZJr (ж—sY
and replacing in the first integral s by —и we obtain (1.2) since the function
f{s) is even. Similar computation applies to the second integrals.
Let us take into consideration the integrals

I \ { X ) = — f /(*)log[(a>—s)a+ ya]ds,
7Г —Joo
-f oo

1\(X) = — f h(t)log[x* + ( y - t n d s .
TC J
—oo

We shall say that the function f{s) belongs to the class H if /($) is
OO
continuous in E f and the integral j w(r)logrdr, where io(r) = max|/(s)J
R |s|=r
exist and converge for R > R x > 0.
L emma 2. Let f(s) and h(t) be o f class H-, then the integrals 1\{X) and
1\{X) exist and converge uniformly with respect to X belonging to the cylinder
D (a, А , В ): { —В for any positive а, A, B.
P roo f. First let us show that the integral I x{X) exists. If rx < s < r2y
then
rs
J f{s )lo g [(x —s)2-\-y2]ds\ < OO.
4 J. M u sia le k

The function log [(x —s)2+ y2] is continuous in the interval гг < s < r2
for each (x, y)e D (a, A , B), since 0 < a2 < (x—s)2+ y 2. Thus the function
under the sign of the integral in I\(X) is continuous, whence the integral
I\(X) exists. For R and s sufficiently large we have:

e « e i+ r < оа2+ я 2)1,2+ |S|< y + |S|< 2 и ,

where q2 = (x —s)2+ y 2, y = 2max(JL, B). Thus

I J f(s)log [(x —s)2+ 2/2]ds|

|s|> Л

< / l/(s)l|logeil^< / \f(s)\ |log(2 ls|)2|ds

|s|>K |s|>B

= 2 f \f(s)\ |log(2 |s|)|ds < 2 f |/(e)|2|log|*||<fe

|s|>i2 |s|>B

= 4 J |/(e)|]log|s||<fe<4 f ft)(|s|)|log|s||ds.
|e|>B |s|>B

So, for any e > 0 there exists an R(e) such that f eo(|s|)log|$| < e.
\s\>R
Therefore the integral I[(X ) converges uniformly for X e D (a, A , B).
Analogously we can show that the integral I\ (X) exists and converges
uniformly.
Let
+oo
d!j(X )
*3№ = 2 f f(.s)Q 2 {00 —s)ds,
dco —OO
-foo
dI\(X)
dy
= 2 J f(s)Q~2y d s,
+ oo + oo

IsW — =2 j f(s)Q~2d s- 4 J f(s)Q~3( x - s ) 2ds,

—OO —oo

d2I 1(X) T +r°

= 2 J f ( s ) Q- 2d s- 4 j f ( s ) Q-*y 2ds,
dy2 —OO —oo
dpIl(X )
I S(X) , i , p = 1, 2, s = 7, 8, 9, 10, хг = x, x2 = у ,
dxf

L emma 3. Let functions f(s) and h(t) be o f class H ; then the integrals
I k(X), Jc — 3 , 4 , 5, 6 and I S(X) exist and are uniformly convergent for
X e D (a , A , B).
 Solutions of the Neumann and Dirichlet problems 5

P ro o f. We shall prove this only for the function I Z{X). For X e

e B (a , A , В) we have 0 < a2 < g2 and
r2
J f{s)Q~2(0D—$)(?$ < OO.
rl

There exists a number sx > 0 such that |g-2(&—s)| < 1 for s ^ sx

and
I / f{.s)Q -\x-s)ds\ < J \f{s)\ds<2 j co(|s|)log|s|ds.
|s|>B>sx |s|>n>s1 |'«|>B>e1

Hence by the definition of the class H we infer that the integral

I Z(X) is uniformly convergent for X e D (a, A , B).
The proof for remain functions follows in the same way.
The Lemmas 2 and 3 imply
+ 00
A I> {X )= / /(*)4{log[(a)—« )• + » *]}* = 0
—00
and
+ 00
A I\ (X )= f h ( t ) J{Io g [x > + (3 f-tn }d t = 0.

Therefore the function u(X ) = 1\(Х)-\-Il(X ) is harmonic for X e E £ .

Applying Lemma 1 we infer, in turn, that the function

(1.4) « (I) = - f /(» )log[(®—s)2+ 2 /2]ds +

7C J
0
1 со 1 °°
H----f /(s)log[(a?+s)2+ 2/2]dsH----- f h{t)log[x2+ (y — t)2]d t +
71 J 7Г J
0 0

+ — f h {t)log [x *+ {y + t)2]dt
71 J
0
is also harmonic in J57/.
L emma 4 ([2], p. 270).
+ 00 +0O
x ds
J [а » + (у -< )! Г ‘ <*< = — J = 1.
71 1 -M 2

R em ark . Lemma 4 implies that

+ oo
1 a?My)
d -б)
7C J
—00
oo2+ (y -t)2
dt = h(y).
6 J. M u sia le k

Theorem 2. Suppose that the functions f ( s ) and h(t) of class H satisfy

the assumptions of Lemma 1 and are bounded on E x; then the Neumann problem
in E f with boundary conditions :
n du
1° lim — - = h(y0) as X -> (0 ,y 0), y0 > 0,
ox
du
2° lim ——= f( x o) as X -> (x0, 0), x0 > 0,
dy
admits the solution
00 CO
(1.6) u(X) = — [ f(s)G (X , Y)\V2=0d s + ~ f h(t)G(X , Y)\Vl=0dt,
0 0
the function G {X , Y) being defined by (1.1).
P ro o f. From formulae (1.1) and (1.6) we get (1.4). Thus by Lemma 1
du
(1.7) — f /(«) (®—8)[(x —s)2+ y2]_1^ +
dx 7Г J
+ 00
2 Г
H-----h(t)x[x2-\-(y —t)2] 1 dt
7Z J
and
du 2 2 ~'~00
— Г /(s)2/[y2+ ( ^ - s ) 2]_1d s + — f h{t) {y -t)\ x * + {y —t f Y l dt.
dy 7Z J 1Z J
We shall prove that condition 1° is satisfied (a proof for condition 2°
is similar). I t is enough to prove that
+ 00
2 Г
(a) lim — /(s) {x—s) [{x —s)2+ y 2] l ds = 0
X—>0 7U —
Joo
and
+oo
2 Г
(b) lim — I 7&(2)#[ж2+ (у —t)2] l dt — h(y).
x~>0 Tt J
—00
In view of the uniform convergency of the integral
1 +0°
J i{ X ) = — f /(s) { x - s ) [ ( x - s r + y ^ d s
7Г J
—OO
for у > 0 the function (X) is continuous for all x. Hence we have

lim b o s , y) = J^ O , y) = ------ Г /(в)*(в2+ Уа)-1^ = 0

а^0+ Joo
since the function under the integral sign is odd with respect to s.
 Solutions of the Neumann and Dirichlet problems 7

Proof of conditions (b) will be carried out similarly as in the paper

[2], p. 270-271. For every £ > 0 there exist <5> 0 such the inequality
\t—y0\< <5, implies the inequality \h{t) —Ji{y0)\ <
Let us write du jdx in form
4-oo
du 1 Г r xdt h{t) —h{y0)
(1.8) — = - \ h ( y 0) dt-f-
dx %L J æz+ {y —tY \t-y0\<ô oo2+ {y —t)2

h ( t ) - h ( y 0)
-\-x
f
lt-v0l>â
x2+ (y —t)2
In view of Lemma 4 we have
x h ( t ) - h ( y 0)
f
€
(1.9) dt
TC x 2+ (y —t)2 — 00
~2'

If we assume that \t—y0\< <5/2, then we obtain the inequality:

Щ )-Ч У о) 2 Mx ç dt
/
l*-2/0l><5
%2Jr(y —t)2
dt
TC J
\t-y0\>0
x2-\-(y —t)2
^
4-oo
2 Mx ç dt Ш r da
7C J oc2Jr{y —t)2 7C J 1+cr2 ’
\t-y9\>m ' <5/2
where M — sup \^{x)\. If r\ is sufficiently small the inequality 0 < у
—00<Ж<+00
< у implies the following
-f-oo
da ne
I
<5/22/
1+a2
<
8M

which implies successively

x Г h{t) —h(y0) s
( 1 . 10 ) dt
KJ
for
(1.11) 0<y<f} and \У~Уо\ < <5/2.
Finally we obtain in view of (1.8), (1.9), (1.10) that (1.11) implies
\u(x, у) —Ц у 0)\ < £
which finishes proof of condition (b).
2. In this paragraph we shall construct the Green function and the
solution of the Neumann problem for the region E %, the boundary condi-
8 J. M u sia le k

tions being dGfdn = 0 for Q{X, Y) belonging to the hyperplane = 0

(i = 1, n).
Let X — (x±, . . . , xn) and Q = {yx, ..., yn) be two different points in
E + . Let X n ^ = (cia?i, enxn), where e< = ± 1 , i = 1, . .., n; denote
all possible points which are symmetric images of the point X = {xx, . .. , xn)
with respect to the coordinate hyperplanes or are iterations of those
symmetric images. Let
1/2
— Q X e x...... en — [(2/l+ £l X l ) 2 ~h ••• + (2/n+ enXn Y ]
Theorem 3. The Green function for E f with the Neumann boundary
conditions is
(2.1) G {X ,Q )

= el
I
si —l>ei + l !
(C
I «2- n
■b'i+l*

P ro o f. By (2.1)
dG(X, Q)
dVi Vi=0
= (x i ~ x i)
Е1»
11»®г+1> E l,...,ef _ n,l,£ i + i ...... en 0,

filTiPP Y — y
е 1»>” »ег— 1>^’ ег + 1 ........1п е1» 1»~ *»ег+1> •••>*«.*

I t is easy to check that dGjdl -> 0 as OQ -> oo for each fixed x.

L emma la . Let the functions f i {yx, . . . , y{_r, yi+1, . . . , yn) = /f ( Г*)
(г = 1 , . . . , n) be even with respect to each of the variables y{ and let the
integrals
OO OO
J <= f • • • / f i i ^ i ) yj [(^l + £ l ^ l ) 2 + • • • + ( Жг - 1 + е г - 1 2/ i - l ) 2 +
0 0 е1» 1,£г + 1 ’ ■ ■ •’ en

+ #i + ( ^ i + l + ei + l 2/ i + l ) 2 + + (Ж
п+ £n y n)2 f ^ ~ n)^ i f
,e.
OO oo

J i­ / •••/ / г (^ г )[(ж1 + £ l 2/ l ) 2 + ••• + ( Жг - 1 + £i - l 2/ i - l ) 2 +

n’- ■>H—1,г г + 1’ ...,Е И 0 0
+ ^ + ( ^ г + 1 + £г + 1 2 / г + 1 )2 + ••• + K + ^ n V n Y T '^ ^ i
exist. Then
+ <30 +00

(2-2) Ji = / ... / / { (У{)К ,(Х , Y()d T t ,

— OO —oo
where
(2.3) K ^ X , Yj) = [ (^a — 2^a)2+ ••• + —yi_i)2+ # 2+ .
+ ( % f l — V i+ \Y X ••• + ( Жп ~ 2/?г)2 ] (2_И )/'

and dYi = d y 1 ... d y ^ d y ^ . . . d y n.

 Solutions of the Neumann and Dirichlet problems 9

P roof. For i = 1
+oo +oo
Ji= f ... / f A Y J K ^ x , Y J d Y ,
—00 —00
4*00 4-oo 4-oo

= J\ + / . . . / /
—oo —oo 0
+oo +oo 0
where J\ = f ... / Y ^ d Y j. Replacing the variable y2
—oo —oo —oo
by —s2 and taking into account that the function /X(Y j) is even with
respect to y2 we obtain
+ 00 + 00 +oo

J i= / ... / / Ш г ) Х \ { Х , Y i) d Y j +
-OO —00 0
+00 +oo +00
+ / . . . / / W J K t i X , r jd T ,,
—oo —oo 0

where X {(X , Yt) = [ ^ + ^ ! + ж а)2 + (Л -Жз)! + ••• +

Applying the same argument to the integrals i = 2 , . . n, we
obtain the these of Lemma la .
L emma 2a. Let an(2 —n) — /•••/(1 + + •••+ l\-i H- tf+i •••+ О
^ > 0 ; then E n- 1

9 ^ ( 1 , Г<)
(2.4) J dTt = l ,
f 71/Я -„-1/ OX;

where К {(Х , ¥{) is given by (2.3).

P roo f. The transformation of the variables yx = x ^ t ^ , ...,
= + Уг+х = % + <i+^o •••? Уп = with the Jacobian
|J| = a?”-1, gives (2.4).
R em ark . Multiplying both sides of (2.4) by /t(Y i), where X i = (xx, ...
•••» Щ- i , ®<+i, •••, xn), we obtain
1 d K d X , T t)
(2.5) /• • • / / < № ) ^ < = /t№ ).
dXi
En -1
Let
Il^ill — IWI + + P<_i|| + Pt+lll + +P»II>
Tl = <1 + ••• + ^ _ i + ^+i+ ••• + 4 -
L emma 5. Let a e [ 0 ,1] be a constant; then the integral

(n > 2)
(1 + 2?)*»
converges.
10 J. M u sia le k

P roo f. The integral we deal with is majorized by the convergent

integral
г r (T lr ^ T j
[1].
J " ‘J (l + Tf)*”
1
We shall say that the functions/^(Тг-) belongs to the class H x i î f i (Y i)
are continuous in and the integral

(2.6) J ...J co(r)r^~ndYi ,

0 {K R )

where a>(r) = max |/*(Т*)|, and C (K R) is the set of the points satisfying
y2=r2

Y\ > E 2, is convergent for E > E x > 0.

L emma 6. Let f^ Y fje H x\ then fo r E sufficiently large integral (2.6)
majorizes the integral f . . . J f i {Y i)g2~nd Y i for X e D ^a, A , B) as 0 < a
C(KR)
< xi < A, qI — x x-\- ... + x2n < В 2, В > 0, max ç2 = Б -{-J . 2, and x\-{-x\
< B.
П ____
P ro o f. Let qI = \X\2 = 2 4 , r* = Y l ^ B 2, e2 = \XYtf = (®x-
г= 1
- y 1)2+ . . ' + (,xi_ 1- y i_1)2+ x 2i+ {xi+1- y i+l)2+ ... + {xn- y n)\ Then sup^
< m ax (2J.? 2B), and by the triangle inequality XeT>i

q> г — qx > r - m a x ^ > r —y > r —\r — \r for \r > у .

This implies that

/■■■/ 1 Л(Г4)1е!“”йГ4< /...J = о/.../Ю

4(г)»»-"йг4,
В Д С (Х д ) СГ(Хд)

where С = 2n_2, moreover,

£ _1 = [ ( 2 / l ~ a?l)2 + • ••+ ( У г - 1 ~ Ж г-1)2 + а,1 + ( 2 / i + l ~ a7i+l)2 -|_ ‘ ' * + (Уи— ^ n ) 2]_ i

< [(2/x — ^i ) 2+ - - - + (2/i-i — æi_ 1)2+ a 2+ ( y i+1- ^ +1)2+ . . . + (yrj- æ n)‘T i

^ ( a 2)- * = a - 1 .

Thus the integral

/ . . . / / л з г 4)е2-*<гу,.,
KR
where K R: E 2, exists for large E.
Let
ж д х , r<)
(2.7) P j(i) = /...//„ ( V j ) dYi, i,j = 1 , 7г.
dx
 Solutions of the Neumann and Dirichlet problems 11

and
r 4)
(2.8) Щ Х ) = / .../ / < № )
E n- 1
L emma 7. f^ Y ^ e then each of the integrals defined by (2.2)
and the integrals P{{X ), Q{{X) defined by (2.7) and (2.8) respectively are
uniformly convergent in each o f the n-dimensional cylinders I ) f a . A , B)
and
d Ji(X ) d %J i { X )
(2.9) p im = Q im =
dXj dx)
P roo f. It is enough to check that for each e > 0 there exists an
E(e) such that
dK A X , Y Л
j Y Jd Y t < e, ,vY .)---- l,-dY , < s
dXj
C(KR{e)) Cl*R(e))

and

••)'/,( >v в , вdXjд г *) dY, < £

C(E R(e))
uniformly for 1 е 1 ) {( а , 1 , Б ) . Introducing the spherical coordinates
in (2.2)
(2.10) y1 = x ^ r cosç^ ... cos99n_2sin99n_u . . . , yn_ x = a^x + rsin ^ ,

where 0 < срг < 2n, 0 < <р5 < nr, j = 2, . .., n —1, 0 < r < B - \ - P , \J\ =
= ги- 2Ф(9?1, ...,<pn_x), we get
oo
J . . . J oii {r)fi~ndY i — C j Wi{r)dr < e for .В > Д0(е),
С(КЙ) Й
where <7 is positive constant.
Let now us now prove that the integrals representing РЦХ) are
uniformly convergent in the domains D ^ a, A , B). We shall show this
for the integrals P\ (X) and РЦ Х), the proof for the remaining ones being
similar. By (2.3)
К , ( Х , T j ) = [ ^ + (ÿ 2- æ 2)a+ . . . + ( y „ - * n)*]*(! - ”»,
whence
л ТГ

(2.11) — ^ = ( 2 - n ) x 1W1(X , Yx),

dx2
and
dK
(2.12) — 1 = (» —2) Y x),
(JOOq

where TT^Y, Yx) = [x {+ {y 2- x 2)*+••■Jr (y n- xn)2T in -

 12 J. M u sia le k

By (2.7) and (2.11)

(2.13)

where q\ = (у2- ж 2)2+ ... + (уи—a?J2. Since \дг Ххг\= lcos(ei^i)! <
we get by Lemma 6

|P](X)I< ж / .../ |/,(г1)|е1-’>йг1 < м / .../ <ox(r)r

j . . . J œ 1(r)r1~nd Y 1 ^ s for B > в г{е),

C(KR)

where М — 2 —п. By (2.7) and (2.12)

where N — 2 —n. Now \Qî1(y2—x2)\ < 1, whence and by Lemma 6 \P\{X)\

< e for В > ^ (e ).
It follows that the integrals P\ (X) and P\ (X) are uniformly convergent
in the cylinders I)i ( a , A , B), i = 1, n.
The integrals Q\{,X), i , j = 2, . .. , n, admit as majorants integrals of
type P\(X). Therefore these integrals are also uniformly convergent.
Formula (2.9) results now by uniform convergence of the inetgrals
P\{X) and Qi(X).
T heorem 4. Let the functions /Д Y J be bounded in JEf and let the assump­
tion o f Lemmata la , 2a, 6 and 7 be satisfied. Then the solution o f Neumann’s
problem in L f with the boundary conditions

(2.14) lim — = f i (Xi) 0 >Щ+Л. 5 -- ) ®«)

dXi

is in form of:
 Solutions of the Neumann and Dirichlet problems 13

i.e., in virtue of (2.1)

00 oo

(2.15) u(X) = — J" •••J'/i(3ri) ^ Сж1 + (2/2+ £2 x i)2Jr •••+

e2,...,en
00 00
+ (y„+ Bnxnr f - ^ d Y 1+ ... + — f ... f } n{ Y n) £ [(*1 + ^Уг)г+

+ •••+ (ÿ„-i + ^ - i* „ - i) z+ ^ ] (2- ”),2dîr„.

P roo f. By Lemma la , u(X) is of form
П
«(X ) = Yt)dY t .
i= l En_ 1

Let us check that the boundary conditions (2.14) are satisfied. For
i = 1 the boundary condition takes on the form
du дК Л Х , Y x
lim = lim Ь х , = / 1(X 1),
ж1-и)+ dxx En- 1
i.e.
2 —и
(2.14a) lim )a;1ç5fndY1 == A(ii)
an En- 1
and
2 —n
lim
0

(2.14b) - f . . . f M Y i)(y1- x 1) e ï n
II

Q-n En- 1
for г = 2 , 3 , . . . , т г .
Let us prove condition (2.14a). By Lemma 2a

n En-
n—1
i.e.
(2 —n)x1
(2.16) — f . . . f / i ( X 1)e r”r fr l = / l (X 1).
'n En-1
Writing by (2.16)
2 —n
— f . •■j f i ( i\ )*i ernd г , = л (X ,)+ с (X ),
X
where

C(X) = i ^ I t
n Е 71
ъ -—1
14 J. M u sia le k

I t is enough to state that lim C(X) = 0. Let K Qdenote a ball (n— 1)

dimensional at the centre in the point X x(oc2, ..., xn) with the radins
and let C {K Q) denote its complement to the space B n_x, let also M
= sup |/(Y1)|. Well let C{X) = Cx(X) + C2(X), where
En -l

c t(X )
an кп
and

C (K e)

Let e denote and arbitrary positive number. From the continuity

of the function f { Y x) in the point X x belonging to E'A_x, we get
\f(Yx) - f { X x)\<\e
for Yx belonging to JTe(e). In view of the above as well as (2.4) we have
e 2 —n Г Г
| C i(X )| < --------- ... æie r “dY i — b
2 a“ 4 .-.
and

C (K e)

2 —n Г Г
< 2 M --------J . . . J xxQxnd Y x.
an C (K e)

By transformation (2.10) we get

+ oo

J ...J xlQxnd Y x = xxJ . . . J Qxnd Y x = N xxx j rn- 2{x2x+ r2)~ind r -> 0,

С (К в) С (К е) e

as xx -> 0+, where N x being certain constant.

Let us prove now the boundary condition (2.14b). Let us notice that
the integrals

-4 -W = —— f •••/f i ( Yi) ( y i-X i) e r ndYi

°n En -1
for i = 2, . . . , n are of (2.7) type, hence from Lemma 7 we infer that
they are uniformely convergent in every set Dx(a, A , B) and as a result
of this, functions A^X) are continuous for every X e E n__x. Hence, we
obtain

lina M X ) = At(0, x2, . . . , x n) = f . . . f/i(Li)2/i[^i+--- +

*i->o+ «n V /
A(3ji-\ —fy-\YYM‘i -lr {yijr\—Mi+1)2Jr...-]r {y n—a?n)2] indY i = 0
 Solutions of the Neumann and Diriehlet problems 15

because the function under the sign of the integral is odd with respect
to уг.
The proof of the boundary condition (2.14) for i = 2 , . . . , n runs
analogically.
The harmonicity of the function u(X) determined with formula (2.15)
in E+ implies that derivatives of the first and the second order of the
function u(X) are integrals of (2.7) type as well as (2.8), hence, by Lemma 7
they are uniformly convergent towards X belonging to the sets Ж*(а, A , B).
Hence we have
П
dAYG {X , 7 )
Au(X) = dY,
дУг
E n+ —1.

II. GREEN FUNCTION AND THE SOLUTION OF DIRICHLET PROBLEM IN E+

In this chapter we shall construct the Green function G (X, Y) in

E f {n > 3), satisfying the boundary condition G (X , Y) = 0 for Y in
the coordinate hyperplane, moreover, we give the solution of Diriehlet
problem for _Z7+.
3. To the notation admitted in chapter I, section 2 we add the fol­
lowing ones. Let {rj}: г}г, t/2, . .. , r)n, ... be any sequence with an even
number of ones the remaing terms being equal —1. The sequence { —rj}:
•••, Vi-u —VitVi+u is called o f type {y}. The sequence
{e}: £l, e2, . .. , en, ^ = ± 1 , i = 1 , 2 , . .., n, are either of type { yj} or {y}.
The number of sequences of both types is the same. Let us consider the
sum
S =

and let the coefficient at {rv} be equal to + 1 and this at {ry} equal to —1,.
then
(3.1) «= 2 ± (rti
Ji-n .2—n
{y}
г2— n
{y} > Y
i.e.

S = £ ^ {1(Уг + Vixi)2+ ■■- + (У1 - 1 + +

{»?} {»?}
+ 2
( / i + ЩХг)2 + {y i + l + y i + l ^ i + l ) Z+ •••+ [ y n + Vnx n )zf (2' n )- 2
[( /l + ’/ l ^ l ) 4 -

+ • • •+ {Vi- 1 + % - l ^ - l ) 2+ {fli — Г Ц Щ У А ( y i + 1 + % + i ^ + l ) 2+ • • •+

+ (Уп+упхп)^ 2- пЦ,
16 J. M u sia le k

this means that

& — ^ { [ ( 2/1 + •••+ (ffi—1 + V i - l x i - l ) Z~^ (.2/г + ^7гжг)2 +

{»?*} г=1
+ ( 2/ г + 1 + »/i+ i ® 4+ i ) a + •••+ ( У п + » / » ® п ) 8] * (а“ П)— [ ( 2/ l — »/1 ж 1 ) 2 + •••+

+ ( У < - 1 + % - l ® < - l ) 8 + ( 2 / г ~ % жг)2 + (2 /г + 1 + ’7 i+ la?ï + l ) 2 + •••+

+ (Уя + 17 п®»)*]И2' п)} ,

where {ÿ } denotes the sequence with fixed щ. Thus

(3.1a) 8 = 2 m y l + V i* i)2+ --- + (.y n + n A )*]l(2- n)- l ( y i - ’l A ) 2+

{T,i} v
+ ( 2 / 2 + Ъ ® 2 )2+ •••+ { У п + */»®Л) 2] И2_П)} + ^ £ { [ ( 2 / l + ’/ l ^ l ) 2+ •••+

+ (2/г-1+ l ^ i —1)2 + ( 2 / г + 7/гжг)2 + (2/г+Х+ % + x ) Z+ ••• +

+ i y n + УпХп ) * ] Н2~ п )— [( /x + 2 7
» x^i)2 + •• •+ (y<-i + V i - i æi - i ) 2 +

+ ( 2 / г + % жг)2 + (2/i+l + % + l ^ i + l ) 2 + •••+ ( y » + » / n ^ ) 2] (2_W)/2}

and
d$ V1 V1
< 3 .2 ) —— = { 2 —n) 2 j Vixi / j [(2/i+ ^?i^i)2+ •••+
У1 Vi=° »7i= ± 1 {^}

+ ( 2/ i - l + , 7i - l a 7i - l ) 2 + a?i + ( 2/ г + 1 + % + l^ i+ l)2+ * • • + ( Жл + ,) А ) 2 ] *” ’ ■

T h e o e e m 5 . ТЛ е Green function G (X , Y) /or the region E f with Diri-

<Met boundary condition at the hyperplane y{ = 0, i = 1, . .., n, is o f form
(3.1), i.e.

(3.1b) G^X, Y)
— V /r 2-n __ гЛ-п \
Xj ^ el *г—1»1,Ег+1> •••’sn el> X>—1’®г+1> ■■•>en
eX ег —X>ег+Х>

fo r i — 1, . .. , n.
P roo f. Let us cheek that G (X , Y) = 0 for Y on the coordinate
hyperplanes. Indeed for yx = 0, we obtain

« ~ в Г ,...)еи- ^ “l * 2,...,«n )lv1= 0 = [ ( 2/ 1 - ^ x ) 2 + ( ^ 2 + e22/2) 2+ . ••+

+ (#» + £и2/)2](2 п)/2|У1=о~~ [(жх+ 2/х)2+ (ж2+ ег2h )2jr •••+

+ (#№+ еп У п ) ^ % п)1у!=о — 0

for each system е2, . .. , еп. It follows from (3.1b) that G (X , У)|у 0 = 0.
 Solutions of the Neumann and Dirichlet problems 17

In the three dimensional case (n — 3) the Green function takes on the

form
, Y) = (yin ^_m ) (^11-1 r-xx-x) (Тх-xx ^_i_n) (T x- x- x r_J_1_1)
equivalently
} Y ) = (rnJ ^x~xx)~b C^l—1—X rH -l)+ (Т-И-Х ^-X-X-x)
or
6r(X, Y ) = (^ц} ^11- i ) + (Т-П-Х r-nx)~b (Т-X-IX ^_x-x-x)"b C^X—X—1 yx-xx)*
Let
РДХ) = /...//*№ ) rjjXj ^ [(2/ 1+ ^i«1)2+ . . . + (2/i_i + %_1^ _ 1)2+
В+_х ^=±1 {rf}
+ Xi~ ^ { . V i + l ^ V i + l ^ i + l ) 2 ^ •*'+ (У иН - VnXn)2l in ^ i 1

where the summation £ ± is extended over all sequences {rf} = г}г, rj2, ...
{n1}
•••, Vi- 1 , Vi+it •••>»/» and Vi = ± 1 , the sign -}- standing at the sequences
{ rf } of type { rff and the sign — at the sequences of type {y}.
L emma lb. Let the functions f^ Y fi = М у х, yi+l, •••» У»)» Ье
odd with respect to each of the variables and let the integrals P ^ X ) exist.
Then
П П
(3.3) P (X ) = у р д х ) = у /...//<№ ) У ч , * , у [(У1 + П 1 Я1 Г +
г=Х г=Х Е+ ^ })= ±1 {rjiy
+ •-•Jr {yi - l -Sr r)i- l æi - l )2 Jr Xi Jr {yi +l Jr y i +lXi+i)ZJT
+ •••+ (ynrf Упхп)2] ^nd Y i
П
= 2 f - " J æi f d Y i ) [(2/x- « x)2+ -” + (2/ï- x- ^ - x)2+ ^ +
i = 1 E n- 1

+ (.З/г+Х- жг+х)2+ •••+ {Уп~~жп)2] W/2dYi .

P ro o f. It is enough to verify that

Pt (X) = / .../ x J i ( Y<) [(y, -«>!)* + ... + (y<_ , - xt_,)« ■+4 +

E n -\
+ {yi +l ~ Xi +l)2rf •••+ (.Уп~ Хп)2] П/2^Рг-
We shall prove this, for example, in the case when i = 1. Since

P l {%) = / . . • / ^ x /l(P x )[^ X + (^ 2 -^ )2+ - - - + ( i / n - ^ J 2r in^y i

En- 1
0
= /•■•/{ / æ1/1( r 1)[æî + (y2- * 2)» + ... + (ÿn- * n)2r ‘“%™+
En-l -°°
OO

+ / / x (r i)* i[* i+ (y 2- * 2)2+ - . .+ ( ÿ „ - * „ ) 2r 4’‘#„}<*Xi,

2 ~ Roczniki PTM — P race Matematyczne XVI

18 J. M u sia ïe k

we obtain, writing yn = —tn in the inner integral

oo

Р Л Х ) = / • • • / { / h i J i ) A { H + ( y . z - ^ Y + - + ( y n - ^ ) 2r in -
En- 1 0
- [>1 + (y2- ®2y + ... + {yn- i - X n_ i)2+ (yn+ X n)z]~in) d y ^ d Y x1
because f x{Y x) is odd. The same procedure applied to the variables yn_ lf
Уп- 2 >'"чУгч gives our assertion.
Let us call the function /*№) o f class H 2 if /t-(Y Je G for Yt e x
and if the integral /.../си(г)г~и<ЯР^, where co(r) = max |/<(Y <)| is con-
vergent. °<K«> S f-f»
L em ]via 8. Let f^ Y fje H 2-, then for E sufficiently large the integral
j...f(o {r )r ~ ndY i majorizes the integral f ...f\ fi (Y i)\Q~ndY i for l e
C (K R ) n C (K R ) n
eW {a, A , B), where 0 < a < x x^ A , ^ j x l ^ B 2-, q\ = x\ < B 2+ A 2.
i=2 i—1
P ro o f. By the triangle inequality we have for sufficiently large
rx: %r< r - y < r - g x < q, where q = [ 2 4 ^ —&)*]* = \XV\, r > r Xf
i=l
y = {A2+ ±B2)K Thus

C (K R ) C (K R ) ^ ) C {K r)

By Lemma 8 the integrals Р {(Х) are uniformly convergent in each

set of form: Wn{ a , A , B) = Wx{a, A , B )n W 2(a, A , B ) n . . .n W n(a, A , В ),
where W ^a, A , B) denotes the cylinder defined by the inequalities:
0< a< < ^4. ; x\-\- x\_x+ x\+1 + ... + x2n < B 2,
a, A , В being arbitrary positive numbers.
L emma 9. Let f^ Y ^ e H 2; then the integrals :

/Д Г ,) e - ' - ' d Y , ; x , f . . . / M Y , ) { у , - x,) e— 'dY,-,

E n- 1 En- 1

xi f . . . f M Y i ) e ~ n- 1aY i-, x%j . . . J f i ( Y i)Q~1~nd Y i-r

En-1 E n- 1

Щ/• - J f i i Yi) (Уj - щ) (Ук -Xk)Q~n~2dY i, i Ф j, i фТс

&п.—
П—1
are uniformly convergent as X e W {a, A , B).
P ro o f. The functions g_1|a^|; 6~z \æt iy j~ œj)l> £?~3|яч| an(l Q~3\œi(y j~
—Xj)(yk—xk)\ being not greater than 1, the integral J . . .ff^ Y f) Q~ndY i is
En—1
a common majorant for all the integrals we deal in Lemma 9. This together
with Lemma 8 implies the assertion of Lemma 9.
24 J. M u sia le k

P roo f. By (4.1), F x = J i + Ia + Jg + I i , where

h = 2 / . . . / / ‘ ( Г „ ) [ ^ + ( Л - * „ ) = ] « 2- ”>Й Г„,
■^n-l

I 2 = 2 J.../ / » (T „ )[^ + (3 A + æ^ ] « 2- “>dr„,

£ n- i

I, = 2 f . . . f f n( Y n) [o>+ (6 4 - ®„)>]«2-">ЙГя,

00

I 4 = 2 / . . . / / i ( Y „ ) 2 , К + [ ( 2 4 + 1 ) 4 ( - 1 ) 2‘ +1* „ П « 2- ”) й Г п.
1 3

By Lemma 12
СО

1-Г*! </• • • / | / ‘ (Т „ )| 41- » 2 '(*)2- чй Г „ < / . . . / | / i ( r . ) | d r . < f .. .fc o( r )d Yn.

Е п -1 г==3 Е П~1 -®п— 1

Introducing the spherical coordinates (2.11) in the last integral we

have
OO

j . . . J co(r)dYn = ЖJ o){r)rn~J dr,

E n- 1 0

Ж being a constant. Since the last integral converges by our assumption

it follows that the integral I 4 is uniformly convergent in the cylinder
W {rj,A ). By the triangle inequality

\XY\ > \ÔŸ\-\ÔX\ > | Ô T | - ( 77* + J.* )* > (y i)* -(r ç a+ A*Ÿ
whence

\XY\ > (T 2) * - è ( T 2)* = i ( Y 2)» for |YJ > S .

Thus
|Гг1 < я /•••/ 1Л(г.)1
En - l

N being a constant. Applying the spherical coordinates (2.11) we obtain

OO OO

IIII< J œ(r)r 2~nrn~2dr = N J (o(r)dr

о 0
which implies uniform convergence in W(rj, A) of the integral I 1 m W {j], A),
since it admits an uniformly convergent majorant. The integrals I 2 and I 3
may be majorized similary, since \h—xn\< \3h-\-ccn\< \5h—xn\, for
œn€( — h, + h) which leads to uniform convergence of these integrals
 Solutions of the Neumann and Dirichlet problems 25

and consequently of the integral F x. The proof concerning the remaining

integrals is similar.
L emma 2 c. Let pn = /.../ (1 -\-T2
n)~indTn, xn > h\ then
En - 1

(4.5) f - f l ^ + [ x n- W T indY n = 1.
Pn *4 ^

P ro o f. Applying the transformation

(4.6) yx = xx+ tx(xn- h ) , . .. , уп_ г = Л)
with the Jacobi determinant [</| = \xn— h\n~x, we obtain

( * » - ^)1_n(l + T2n)~in(xn- h ) n~1dTn,

whence results the Lemma 2c.

B e m ark . Multiplication of both sides of (4.5) by fn{X n) gives

(4.7) j - j f i ( Х . Ж - Л ) [a 2+ ( * „ - ^)2r ^ d r n= / ^ ( x j .
^ » -l
Theorem 9. L e t f x(Y n) a n d f2(Y n) satisfy in F n_ x 4) the Holder's
condition with the exponent 0 < a < 1 and belong to JT3; then the solution
of the Neumann problem for S with the boundary conditions
.. du
(c) Inn —— = fn(Yn) as X - >{xx, .. •? ®n-l» J
dxn
du
(d) lim ----- = fn tfn ) as X - > (xx, .. •,xn_l f - h )
dxn
is of form

(4.8) и (X) = / . . . / fn(Yn)G ,(X , Y)| dY n+

V J \Vn=b-
An - 1
+ / .../ / 2(Г „ )в 2(Х , Y )I%_ _,d Y n,

where G2(X , Y)|„ =h and G2{X , Y )|%=_л are defined by (4.1) and (4.2)
respectively.
P ro o f. By Lemma 13 the function u(X) is of class C2 and is har­
monic in S so the boundary conditions are only to be checked. Let

G ,(X , Y)| ;h = G3(X , Y), G2{X , Y)| h = G ,( X , Y).

26 J. M u sia le k

By (4.1)

(1-9) ^ = 2 ( 2 - « ) ^ [ ( 2 А + 1 ) й + (-1)*+ Ч ]{< хЧ [(2А + 1)й +

n k =0
+ ( - i ) * +Iæ„ ]2} - ”'2.
By (4.2)
oo
d f1 v~i
(4.10) -^ ± = 2 ( 2 - » ) ^ [ ( - l ) ‘ (2fc + l)ft + œ ,]{« 4 -[(-l)*< 2 fc +
n fc=0
x n]2} .
By (4.7)

(4.11)
du
dx„
/••-/й(y„) <*r„+J...J/2(T j ^ d Y , ô<l

En - 1 -^n-l

dO dG
where -—- and are defined by formulae (4.9) and (4.10), respec-
dxn dxn
tively. Let us prove the boundary condition (c). Taking into account
(4.9), (4.10) and (4.11) we see that our proof reduces to formula

d'n г г
Um — = 2 ( 2 - » ) lim ... /Д(Г„) (œ„-ü) [o*+ {xn - b f T ind Y n .
x n-+h OXn x n -+h J J
■^n—1

Since all the remaining integrals in (4.11) tend to zero as xn -> h.

Let

B ,{Z ) = 7 ^ / - / Л ( Г «) [«д+ ( * .- А ) 1Г * " й Г . - / ‘ (Х ,).

n E„ _ i

By (4.7) implies

| /1 (Х я) - / г ( Г п)||®п- Л | [а » + (® п-Л ) 2Г * * й Г п.
En - l
Applying the transformation (4.6) to the integral at the right-hand side
we obtain

|i^3(A)| -J*...J*\fnlx i~*rhixn ~ h ) i •••>xn-i~^~tn-i(xn ~ ^)]—

г w rr
^71-1

- / i ( * i , K - A | ( l + П Г ‘”( * „ - &)“”(*» -
 Solutions of the Neumann and Dirichlet problems 27

By the Holder condition

Ш Х )\ <
\X n ~ M
Pn
J...J ( T l r ( i + T l r indTn
En- 1
and, by Lemma 5, -> 0 as xn -> h.
Similary we check the boundary condition (b). In this case we apply
formulae (4.9), (4.10) and (4.11) and reduce the proof to the formula

lim - ^ - = 2(2 —n) lim f . . . f/ i(Y n) {xn+ h ) 0 2+(жп+ й)2]

OXn xn-> -h J d
^ n —1
5. In this paragraph we construct the Geen function and solve the
mixed Neumann-Dirichlet problem for the strip E in the case n > 3.
T heorem 10. The Green function for the unbounded strip E with the
pole at X with Neumann boundary condition an the hyperplane yn = h
and Dirichlet condition at the hyperplane yn = —h is o f the form
(5.1) Os(X , Y) = r2- ”-(r<12>)2- » + K 1>)2' ’‘-( r « 1>)2- » + ï ï 5(X , Г ),
where
oo

(5.2) HS(X , Y) — ^ ( —1)’ {[(*,2»>)2_" —(r2?+l)2_“+(»,2i+i)2-’‘—Й + г)]};

v= 1

i.e.
(5.3) e s(X , Y) = г!-"+(г«1»)2- " + Я б(Х , Y),
where
CO

Ht ( x , Y ) = £ ( - i r {[(tf>)2- “+ (»-;2|1)2- ’* ] + [ ( ^ 5 0 * -" + («-Ïï!)2""]}-

P roo f. We have for Y at the hyperplane tc1

r " -i = (H2,)"“2 = («■ fi,)”"2, r = 1 , 2 , ...
dG<
Hence by Lemma 10 = 0. If Y belongs to the hyperplane
dyr
щ , then
r n -2 = (r (2))^ -2 ? (r (D )»-2 = ( r g i f - 2 v = 1 , 2 , ...
v+ll )

whence G5{X , Y) = 0.
дЯ с
Let us prove now that series *(6.2) and its derivative series -5- ,
dyi
d2H ,
-, i = l , . . . , n , are uniformly convergent. We shall first prove
this in the case n > 4, the case n — 3 being treated separately.
28 J. Musialefe

Series (5.2) admits the majorant

oo

У ( - 1 ) '{ [ ( 4 2Л 2““+ ( ^ ’+ 1)2- ”] + t(»f.)+i)2“”+ ('iiU)2- ”]},

У=1

which is majorized by the series h2~n i2~n < oo, which implies uniform
convergence of the series representing H 5(X , Y). The proof of the uniform
dH e d2Hc
convergence of the derivative series: and -, i = 1, . .. , n is
дУг " ” dy2i
similar.
Let ns now pass to the case n = 3. By (5.1)

«.(-*. r >= T " i y - - ^ r + ^ ( x >r )>

where

H 7(X , Y) = Y ( y , - 0 , ) ---- 1 -
Tо
v= 3 1

and

Yv A2) ,(D Аг) И2)

' v+\ ' v -1

This series converges uniformly as \y3\< h, \x3\< h. Indeed

IQ% (?ll > 1^2 »llï 1^*11> Qll 1^21> @2

whence
j|£‘>|-|£2)l| 2\x: Yh
\y,\ < .......r(2)r(l)
......... —
|Йа)||Й1,| \Yh2v2- x 2n\^ 4v2h2- h 2
1
for v > 1.
h{v2- 1) h{v2- l f
Similarly

I « I < l^ -1 - ^ + il < [1Й2Л [ - 1й^х1| = \2хп- Щ

l vl " r jv a "" \ e±M ii\ (2 v h -h )(2 v h -3 h )
6h
as v > 2.
(2vh —àh) (2vh—êh) h(v —2)
Thus

|yv+ 0,\ < \y,\+\d,\ < [Л(г - 1 ) 2Г 1+ 3[Л(г - 2)2Г 1 for r > 3.
Hence the series Л 1( X , Y) converges uniformly and the series 0 6{X, Y)
almost uniformly in X.
 Solutions of the Neumann and Dirichlet problems 29

a(ff,+if>) 9 2( Я 7+ г« )
The derivative series and are uniformly
convergent in E. Indeed, tyi

(1) °°
= ^ { С Г? ) (Г? ))2Г 1(У1— a?< ) - [ r ?+ i(r ?+i)2r 1(y i—

d№ )
where Д- and since |(^ —xf) (r$) x[ < 1 and |I^| < (4h2) 1 as
дуг
i — 1 , 2 , 3 , Tc = 2 , 3 , . .. , j = 1 , 2 , we have
9 ( Я 7+ г ?>) I
(5.4)
%<

<s [(ri1)) - 2+ (r<ÿ1) - 2] + (4A2r I < C 1^ ' (r2) - 1+ (4ft2) - 1,

v=2
Cx being a constant. Analogous estimations hold for the second deriva­
tives.
Theorem 11. Let the functions /*(Yn), f l { Y n) ° f c^ass #3 in Hn_x
(w > 3) satisfy the Holder condition with the positive exponent a < 1; then
the solution of the mixed Neumann-Dirichlet problem for E with the boundary
conditions
du
(e) lim — = f n{Xn),
xm->h dxn

(f) lim u(X) = ft ( X n)

xn- * - h
is of the form
(5.5) u(X)
dGt
= «1 f . . . f f i ( Y J O s(X, Г) d Y n+ a 2j . . . f f n( Y n)
En- l [yn=h En_ x d y ri Vn= -h
a x, a 2 being certain constants.
P roo f. In the case n > 4, by (5.1) implies
(5.6) G5{X , Y)\y h = 2 [o2+ t h - x nn 2- n)l2+

+ E <- 1)C4 ^ + [(2t+X) h + ( - l)i+1æ„]2} (2- ’,,'! ,

г=Х
where = \i( г + 1), and
dG,(X,_Y)_
(5.7)
vn= - hOO

2(2 - n) У ( - 1)C‘ K + K + ( - l ) i+1( 2 * + 1) ft]2}'2" ”»'2.

30 J. M u sia le k

I t follows from (5.5), (5.6) and (5.7) that the solution of the mixed
problem takes on the form
(5.8) u(X ) = S x(X) + S%(X ),
where
S JX ) = /9 ,/.. + ]» -• » +
^n—1
oo

+ 2 ( - 1 )‘ [(<t*+ ( ( « - 1 )h + xn) f ~ n)lz+ ( ° 2+ ( ± k + l ) h - x nf f - n>l2] } d T n

*=1
and
oo ,
S2(X) = P 2j . . . j f n(.Yh) ] ? ( - 1 ) к+1{1(Ы +1)Ъ + Хп\ У +
fin—i *=0
+ ((4&+1)/&+;ги)2] w^2+((4fc + 3)k —жп) [cr2-j—((4/c— [—3 ) —a?w)2] n^ d Y n
Pn Pi being certain constants.
As you can see the obtained integrals S^X), i = 1 ,2 as well as their
derivatives of the first and the second order with respect to x{ are integrals
of F ^ X ) type, i = 1, . .. , 6, from Lemma 13, hence they are uniformly
convergent in every set W (a, A). The first integral in the formula repre­
senting S-lIX) is, by Lemma 9, uniformly convergent together with the
derivatives of the first and the second order whence the function u(X )
defined by formula (5.5) is of the class C2 in X. Taking into consideration
the above properties and the fact that the function G5(X , Y) is harmonic
in S we get from (5.5)

Au(X) = a i f . . . f f i ( Y J [Ax G {X , Y)]l ^ Y n+

En—l

+ a2J . . . j f n(Y n)$ A -\ A x Gs(X , Г)] dY n = 0

Vn.=~ h
for X eX .
In the tree dimensional case (n = 3) by (5.8) we get

(6.9) u(X) =/?1 / / ^ (Г » )[а 2+(7»-Жз)2Г 1йй Г3+

-®2
+ /3, f f Л ( 3"s)[o-2+ (* ■+* з ) Г 3,2<*Y3+ 7 i (X) + Г г (X ),
where
V1( X ) = f i 1f J f ‘ (Y 3) r i (X , Y )dY 3, V2(X) = / ) 2 f f f 3(Y 3) r 3(X , Y )dY 3
■®2 -®2
and
OO

Г ,( Х , r ) = y ’ ( - l ) i {[c r » + ((« -l)fe + * 3)2) - 1,2+ |<r2+ ( ( « + l)7<-% )2j - 1/2}

fc= X
 Solutions of the Neumann and Dirichlet problems 31

and

Г г(Х , Y) = +
k=1

+ ( - l ) k+1№ + l ) h + x3][c2+ ((ê k + l ) h + x 3)2}-*12}.

We can obtain similar majorants for the series Г г[Х , Y) and Г 2(Х , Y)
as for the series H 7(X , Y). Thus both are uniformly convergent. Let

dVi 111
- = j f n m ^ p -d Y ,, f f f î ( X , ) ~ ü Y s,
dx.f •fc' dx‘ dxi dxi

d2Y, d2V2 d *r2

doc: dofi / / л е г ,) dx: dY 3,

д"Г<Щ
where i — 1 , 2 , 3 . The functions -, j l j 2, i — 1, 2, 3r
dx{ dx\
admit majorants of type (5.4). This easily implies uniform convergence in
X of the series representing Vx{X) and V2{X). By Lemma 9 two first integ­
rals in (5.9) together with their first and second order derivatives are
uniformly convergent, whence the function defined by (5.9) is of class C2
in X. We shall prove now that the function defined by formula (5.9) is
harmonic in X. Since functions [<r2+ (h —x3)2J~112, [cr2+ (h-\- a?3)2]~3/2,/71(X , Y)
and Г 2(Х , Y) are harmonic in X we get from (6.9): Au(X) — 0 for X e X.
I t remains to check the boundary conditions it is case to see from (5.8)
for n ^ 3 that

lim 8 x{X) = 0 and lim S2(X) = fl,(X n)

x n—*— h x n -*— h

whence condition (f) is satisfied. By (5.8)

du
(5.10) 8 3{X) + S a(X),
dx„
where
dSx
S3(X) =
dxm
OO

= /?„/... / £ ( r „ ) { ^ ( - I f [xn (4ft+ 1) ft] [<r2+ (® „ -(4 ft+ 1) ft)2] - ”'2+

En_ x k =0

+ ( - l f +1[®n- ( 4 f t + 3 )ft][^ + (æ „ -(4 ft + 3)ft)2] - ”'2|<ÏYn,

32 J. M u s ia le k

and

00

= / .../ Æ ( r n) { n ^ ( ( - l ) t+1{ x „ + { 4 k + l ) h ) ^ + { ^ + ( i k + l ) h f \ - ^ +
® n -l *= °
oo

+ ( - 1 ) ‘=+г(Жп- ( « + 3 )^ [< г*+ (Жя- ( « + 3 ) ^ ] - ‘<”+2» ) + 2 ’( ( - 1),:И +

+ (*„+ (« + 1 )/ » )2 ]-‘“+ ( - 1 ) ,:+1[<г2+ ( * „ + ( « + з ) г 1)2]-*”)}й Гп.

I t follows easily from (5.10) that

lim 8 S(X) —fn {X n) and lim $ 4 = 0,

which implies the boundary condition (e).

IV. THE SOLUTION OF THE DIRICHLET PROBLEM

FOR THE POISSON’S EQUATION IN

6 . We shall solve the Poisson’s equation

(6.1) Au{X) = - F { X )

with the boundary condition being

(6.1a) u(X) = f ( X )

where f { 0 , y 2, y 3) = f d y 2,y s) = Л № ), f { ÿ i f 0 t y3) = f 2{y1}y3) = f 2(Y 2),

f i y i , 2/2,0) =/з(уг,у 2) = / з № ) , where function F {X ) is of class 0 1 in
F $ and the function f{X ) is continuous on the set y* = 0, £ = 1 , 2 ,3 .
I t is known ([2], p. 376, vol. I) that the solution of the problem under
consideration is the function of form

(6.2) u(X) = % (X ) + îi 2(X ),

where

(6.3)
dE.'3

and

(6Л) « ,№ ° ( X ’ x ) F m d V T,
 Solutions of the Neumann and Dirichlet problems 33

where X e Щ and G (X , Y) denotes the Green function defined by (3.1b),

in case of three dimensions (n = 3).
The function % (X ) is harmonic and satisfies the boundary condition
(6.1a). We dealt with it in chapter II, 3.
We shall prove that the function u2(X) satisfies equation (6.1)
and the zero boundary condition. Let us examine this function. In the
case n = 3 we have

(6.4a) » 2(X) = ~ f j f {[(j/ i-* i)2+ (ÿ2- ® 2)2+ (ÿ 3- * 3)2]_ i-

Et
— 1{ Уг — Я а ) 2 + ( У 2 + Ж 2 ) 2 + ( 2 / 3 — Ж3 ) 2 ] i Y l i y i Y ^ i ) 2 Х { У 2 ~ # 2 ) 2 + ( У з + а ? з ) 2] * +

+ [ { y i + æ f f + {y2- x 2f + { y 2~œ3f T i + [ { y x- x 1f + { y z + ^ f Jr{yz+x3f T h~

- 1 ( . У 1 - Х 1 ) 2 + ( У 2 - Я 2 ) 2+ { У з + Я з ? Т * + 1 { У 1 + Я1)2+ ( У 2 - Х 2 ) 2+ ( У з + ®з)2Т * —

— [(2L + жг)2Н~{.У2~\-®2)2Л- (^з+ жз)2] i}F (Y )d V r -

Let us consider the integral

(6.5) Q ( X ) = ~ j j j K l {X , ¥ )F (¥ )d V r ,

whereK x{X , Y) = [{y1- x 1)2+ { y 2- x 2)2+ { y 3- æ 3)2] - i .

The function F {Y) belong to the class Л 4 it satisfies the Holder
oo
condition in E f with a positive exponent a < 1 and the integral / cox{r)rdr,
where cox(r) = max |X(Y)| is convergent. 0
Y 2= r 2

L e m m a 14. Let the function F (Y ) belong to the class then function

(6.4a) is o f class C2 and satisfies equation (6.1) in E f .
P ro o f. Let Dx denote domain belongs in H2 c E f and let XeZ>2.
Let Q(X) = Q 1(X) + Q2{X ) j where

Qi(X) = / / / X ,( X , ¥ )F (Y )d ¥ and Q,(X) = f f f К г(Х , ¥ )F (¥ )d ¥ .

D2 E + -D 2

The integral Q2{X) is uniformly convergent together with first and

second order derivatives with respect to X e B x. Indeed, by the triangle
inequality: r — < g; gL < (2A2+ B 2)112 = Ж, r —M < q, \r < q, r > rQ.
Thus

/// т ¥ )\ Е ,(Х , ¥ )d ¥ < f j j (o1(r)2r~1d ¥ ,

C(QS) C(QS)

3 — Roczniki PTM — P race Matematyczne XVI

34 J. M u sia le b

where J ) 2 c Qs a E j , and G{QS) is the set of the points satisfaing the

inequality у\+ у\+ у\ > s2, yx > 0, y2 > 0, y3 > 0. Applying in the last
integral transformation (2.10) we give
-}-oo
( 6.6) cOj (r) r dr,
S
d*Q2dQ2
where is some constant. The functions and — s- are uniformly
dx\
convergent for Z e d 2, since they have majorants of type (6.6). This
implies that the integral Q2(X) is of class C2 in E f . By [4], p. 120, vol. I I
for X e B 2, AQx{X) = -4 т гР (Х ). Since Ax K x{X , Y) = 0 for X # У,
we get
J £ ( X ) = ^ ( Х ) + ^ 2(А) = - 4 tzF ( X) + f f f F ( X ) АЖК 1(Х, T ) d Y
b} - di
- -4тг_Р(Х).
The remained integrals

J j j K l ( X ,Y ) F ( Y ) d V T , i = 2 ....... 7,
Et
in the form of (6.4a) are also the harmonic functions of points X belong­
ing to E f —D 2, where can be treated analogically as in the integral
Q2(.X), because K {(X , Y) are the harmonic functions of points X outside
the space E f . Hence Au2{X) = —F (X ).
L e m m a 15. Let the function F {X ) be integrable and bounded in E f .
Then u2{X) -> 0 as X tends to a point X 0e d E f through the set E f .
P ro o f. We have

Ij f j G {X , Y )F {Y )d V у I< M f J f G ( X , Y )dV r ,
Et Et
where M — sup \F{X)\. Let K Qdenote the part of the ball y\+ y\+y\ < Q2

defined by yx ^ 0, y2 ^ 0, yz > 0, and let K Qx(X) be the ball with centre X

and radius < q. Then

J f f G (X , Y )dV у = ZAX) + Z2(X),

Ke
where Z ,{X ) = /// G (X , Y )dV Y and Z2(X) — f f j G (X ,Y )d V T . B y
Kq—Kqi
weak singularity of the kernel G (X , Y), Z1{X) -> 0 as ^ -> 0. Applying the
mean value theorem to the integral Z2(X) we obtain
Zt{ X ) ^ \ n Q* Q{ X , 7 ),
 Solutions of the Neumann and Dirichlet problems 35

where Y e K e~ K ei. Since G {X, Y) is symmetric and since it vanishes

on the set д (К в—К в1) we see that G (X , Y) < g~4 for X sufficiently close
to X 0. Thus

/ J / e ( E r)d 7
K q — K qx

Therefore f j f G {X , Y )dV r -+0, as X - + X 0edE+.

Щ
Lemmas 14 and 15 imply
T h e o r e m 12. Let F (X ) be a bounded function in E £ of class then
the function u2{X) defined by formula (6.4) satisfies (6.1) and the zero
boundary condition.
Theorems 6 and 12 imply
T h e o r e m 13. Let ux(X) be a harmonic function satisfying the boundary
condition (6.1a); let the function f{ Y ) be in 11x let it satisfy the Holder con­
dition with an positive exponent a < 1 and let the assumptions of Lemma l b
be satisfied. Then the solution o f Dirichlet problem in E^ for equation (6.1)
with the boundary conditions (6.1a) is the function defined by (6.2).

R e fe re n ce s

[1] F . B a r a n s k i i Z. F r y d ry ch, O zagadnieniu biharmonicznym dla pôlprzestrzeni

w przypadlcu n-wymiarowym, Prace Mat. 8 (1964), p. 221-238.
[2] M. K rz y z a n s k i, Eôwnania rozniczlcowe czqsthowe rzçdu drugiego, czçsc I, W ar­
szawa 1957.
[3] M. P ic o n e , A ppunti di A nalisi Superiore, Napoli 1946.
[4] W. P o g o r z e ls k i, Eôwnania calkowe i ich zastosowania, t. II, Warszawa 1958.