THE S.V.D. of the POISSON KERNEL 1. Introduction This Paper
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THE S.V.D. OF THE POISSON KERNEL GILES AUCHMUTY Abstract. The solution of the Dirichlet problem for the Laplacian on bounded regions N Ω in R , N 2 is generally described via a boundary integral operator with the Poisson kernel. Under≥ mild regularity conditions on the boundary, this operator is a compact 2 2 2 linear transformation of L (∂Ω,dσ) to LH (Ω) - the Bergman space of L harmonic functions on Ω. This paper describes the singular value decomposition (SVD)− of this operator and related results. The singular functions and singular values are constructed using Steklov eigenvalues and eigenfunctions of the biharmonic operator on Ω. These allow a spectral representation of the Bergman harmonic projection and the identification 2 of an orthonormal basis of the real harmonic Bergman space LH (Ω). A reproducing 2 2 kernel for LH (Ω) and an orthonormal basis of the space L (∂Ω,dσ) also are found. This enables the description of optimal finite rank approximations of the Poisson kernel with error estimates. Explicit spectral formulae for the normal derivatives of eigenfunctions for the Dirichlet Laplacian on ∂Ω are obtained and used to identify a constant in an inequality of Hassell and Tao. 1. Introduction This paper describes representation results for harmonic functions on a bounded region Ω in RN ; N 2. In particular a spectral representation of the Poisson kernel for solutions of the Dirichlet≥ problem for Laplace’s equation with L2 boundary data is described. This leads to an explicit description of the Reproducing− Kernel (RK) for 2 the harmonic Bergman space LH (Ω) and the singular value decomposition (SVD) of the Poisson kernel for the Laplacian. These results hold subject to mild boundary regularity conditions. In a earlier paper [8] the author used harmonic Steklov eigenfunctions to construct reproducing kernels for a family Hs(Ω),s R of harmonic functions modeled on Sobolev spaces. A similar approach is used here to∈ construct an orthonormal basis of the harmonic 2 Bergman space LH (Ω) for quite general bounded regions using the eigenfunctions of the Dirichlet Biharmonic Steklov (DBS) eigenproblem. Fichera [19] in 1955 showed that the norm of the Poisson kernel as a map of L2(∂Ω,dσ) to L2(Ω) is determined by smallest eigenvalue of this DBS eigenproblem. Here a maximal orthogonal set of DBS eigenfunctions is constructed that allows the 2 determination of bases of LH (Ω) and related Hilbert spaces. These constructions then The author gratefully acknowledges research support by NSF award DMS 11008754. 2010 Mathematics Subject classification. Primary 46E22, Secondary 35J40, 46E35, 33E20. Key words and phrases. Singular Value Decomposition, harmonic Bergman space, biharmonic Steklov eigenfunctions, Poisson kernel, Reproducing kernel. 1 2 AUCHMUTY 2 yield a spectral representation of this harmonic extension operator EH from L (∂Ω,dσ) 2 to LH (Ω) in terms of these DBS eigenfunctions and eigenvalues. Results about Steklov eigenproblems related for the Laplacian and the biharmonic operator are described in sections 4 and 5. A nice summary of recent results on the DBS eigenproblem may be found in chapter 3 of Gazzola-Grunau-Sweers [20]. In particular properties of the spectrum were obtained by Ferrero, Gazzola and Weth [18] and properties of the first eigenvalue were studied in Bucur, Ferrero and Gazzola [13]. Here the DBS eigenproblem is studied in the space H0(∆, Ω) which is different to the spaces used in previous treatments. In section 5, an algorithm to construct an explicit sequence of Dirichlet Biharmonic Steklov (DBS) eigenfunctions that yield an orthonormal basis H 2 B of LH (Ω) is described. P 2 2 The Bergman harmonic projection H of L (Ω) onto LH (Ω) is defined in section 6. Some differences between the harmonic projection on H1(Ω) used in elliptic PDEs and the Bergmann harmonic projection are noted. Then the sequence of DBS eigenfunctions is 2 used to construct an orthonormal basis of LH (Ω). A representation result for the Bergman P 2 2 harmonic projection H of L (Ω) onto LH (Ω) in terms of the DBS eigenfunctions is proved as theorem 6.2. 2 A formula for the reproducing kernel for LH (Ω) then follows as corollary 6.3. This RK may be viewed as a Delta function on the class of harmonic functions - see (6.10). The reproducing kernel described here appears to be a spectral representation of a re- producing kernel constructed by J.L. Lions in [24] using control theory methods. Lions 2 showed that there is a reproducing kernel for LH (Ω) that is a perturbation of the funda- mental solution of the biharmonic operator; the perturbation depending on the region Ω. Subsequently, Englis et al in [15] and J.L. Lions in [25], have studied the construction of other Reproducing Kernels for various classes of harmonic and other elliptic operators on bounded regions. Classically the solution operator for the Dirichlet problem for Laplace’s equation has been represented as a boundary integral involving the Poisson kernel and the data. This solution operator may be identified with the harmonic extension operator EH . Under mild regularity conditions on the boundary ∂Ω, EH is proved in section 7 to be a compact 2 2 linear transformation from L (∂Ω,dσ) to the harmonic Bergman space LH (Ω). The spectral representation of the harmonic extension operator is then shown to provide an SVD for the Poisson kernel. The singular vectors are the orthonormal bases H and involving DBS eigenvalues and eigenfunctions and the singular values are relatedB toW the DBS eigenvalues. Moreover associated finite rank approximations of the Poisson operator have error estimates depending on appropriate DMS eigenvalues. See theorem 7.2 and the error estimates for finite rank approximations of the Poisson operator in theorem 7.3. In section 8 an explicit formula for the normal derivative of Dirichlet Laplacian eigenfunctions on Ω is found. This provides a quantification of a constant described by Hassell and Tao [22] for the 2-norms of such eigenfunctions in the case where the domain is a nice bounded region of RN . SVD OF THE POISSON KERNEL 3 The results here are stated under a weak regularity condition (B2) on the boundary ∂Ω. This condition has been the subject of recent interest as it is related to phenomena that arise in the study of biharmonic boundary value problems. Some comments about these issues may be found in section 2.7 of the monograph of Gazzola, Grunau and Sweers [20] including a description of some apparent ”paradoxes”. 2. Definitions and Notation. A region is a non-empty, connected, open subset of RN . Its closure is denoted Ω and its boundary is ∂Ω := Ω Ω. A standard assumption about the region is the following. \ (B1): Ω is a bounded region in RN and its boundary ∂Ω is the union of a finite number of disjoint closed Lipschitz surfaces; each surface having finite surface area. When this holds there is an outward unit normal ν defined at σ a.e. point of ∂Ω. The definitions and terminology of Evans and Gariepy [17] will be followed except that σ, dσ, respectively, will represent Hausdorff (N 1) dimensional measure and integration − − with respect to this measure. All functions in this paper will take values in R := [ , ] and derivatives should be taken in a weak sense. −∞ ∞ The real Lebesgue spaces Lp(Ω) and Lp(∂Ω,dσ), 1 p are defined in the ≤ ≤ ∞ standard manner and have the usual norms denoted by u p and u p,∂Ω. When p = 2, these spaces will be Hilbert spaces with inner products k k k k 1 u,v := u(x) v(x) dx and u,v Ω := ∂Ω − uv dσ. h i h i∂ | | ZΩ Z∂Ω Let H1(Ω) be the usual real Sobolev space of functions on Ω. It is a real Hilbert space under the standard H1 inner product − [u,v] := [u(x) v(x) + u(x) v(x)] dx. (2.1) 1 ∇ ·∇ ZΩ Here u is the gradient of the function u and the associated norm is denoted u 1,2, and denotes∇ the Euclidean inner product of vectors. k k · The region Ω is said to satisfy Rellich’s theorem provided the imbedding of H1(Ω) p into L (Ω) is compact for 1 p<pS where pS := 2N/(N 2); N 3, or pS = when N = 2. There are a number≤ of different criteria on Ω and−∂Ω that≥ imply this result.∞ When (B1) holds it is theorem 1 in section 4.6 of [17]; see also Amick [2]. DiBenedetto [14], in theorem 14.1 of chapter 9 shows that the result holds when Ω is bounded and satisfies a ”cone property”. Adams and Fournier give a thorough treatment of conditions for this result in chapter 6 of [3] and show that it also holds for some classes of unbounded regions. When (B1) holds, then the trace of a Lipschitz continuous function on Ω to ∂Ω is continuous and there is a continuous extension of this map to W 1,1(Ω). This linear map γ is called the trace on ∂Ω and each γ(u) is Lebesgue integrable with respect to σ; see 4 AUCHMUTY [17], section 4.2 for details. In particular, when Ω satisfies (B1), then the Gauss-Green theorem holds in the form u(x)D v(x) dx = uvν dσ v(x)D u(x) dx for 1 j N. (2.2) j j − j ≤ ≤ ZΩ Z∂Ω ZΩ and all u,v in H1(Ω). Often, as here, γ is omitted in boundary integrals. The region Ω is said to satisfy a compact trace theorem provided the trace mapping γ : H1(Ω) L2(∂Ω,dσ) is compact.