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Newtonian potential of radial compact data

Statement

Assume Countable Choice, let n≥2 and 0<α<1, and let f∈Cc0,α(Rn) be real-valued with f(x)=ρ(∣x∣) for every x∈Rn, where ρ(s):=f(se1) for s≥0. Let u=Nf be the Newtonian potential for the kernel normalized by −ΔΦ=δ0. Then u is radial, and writing u(r) for its common value on the sphere ∣x∣=r one has u′(r)=−r1−n∫0rsn−1ρ(s) ds(r>0), u(r)=u(0)−∫0rt1−n∫0tsn−1ρ(s) ds dt(r≥0), and u(0)=1n−2∫0∞sρ(s) ds(n≥3),u(0)=−∫0∞slog⁡s ρ(s) ds(n=2). All three integrals are absolutely convergent.

Facts & Assumptions

Given: ACω, n≥2, 0<α<1, the real-valued radial datum f∈Cc0,α(Rn) with profile ρ(s)=f(se1), and the kernel Φ of [F1].

[A1]

Countable Choice, written ACω, says every sequence of nonempty sets has a choice function (The Axiom of Countable Choice (ACω)).

[F1]

The kernel is Φ(x)=∣x∣2−n/((n−2)ωn−1) for n≥3 and Φ(x)=−(2π)−1log⁡∣x∣ when n=2, off the pole; its value at the pole may be assigned arbitrarily, and ωn−1>0 is the chart surface measure (Fundamental solution for the positive operator minus Laplacian).

[F2]

The Newtonian potential is Nf(x)=∫RnΦ(x−y)f(y) dy at every point where the integral is absolutely finite (Newtonian potential of compactly supported data).

[F3]

For compactly supported bounded data, the defining integral of Nf is absolutely finite at every point and locally bounded (Bounded compact data give an everywhere finite Newtonian potential).

[F4]

For f∈Cc0,α(Rn) with 0<α<1, the Newtonian potential lies in C2(Rn) and satisfies −ΔNf=f pointwise (Hölder data give a classical Newtonian solution).

[F5]

For every nonnegative Borel g, polar coordinates give ∫Rng(x) dx=∫0∞∫Sn−1g(rω)rn−1 dσ(ω) dr (Polar coordinates decompose Lebesgue measure into r^{n-1} dr d sigma).

[F6]

Chart surface measure agrees with the polar measure σ, satisfies σ(Sn−1)=ωn−1=n∣B1∣, and scales by Rn−1 on spheres of radius R (Agreement with the existing polar sphere measure).

[F7]

The unit ball volume is Vn(1)=πn/2/Γ(n/2+1), and the real gamma function satisfies Γ(s+1)=sΓ(s) with Γ(1)=1 (The closed form for the volume of the unit n-ball, The real Gamma functional equation Γ(s+1)=sΓ(s)).

[F8]

Surface integration on a compact embedded C1 hypersurface is defined by chart integration, the integral of a constant is that constant times the surface measure, and signed integrands with finite absolute integral are integrated through their positive and negative parts (Surface integration on compact C1 hypersurfaces).

[F9]

For a bounded C1 domain and F∈C1(Ω‾;Rn), ∫Ωdiv⁡F dx=∫∂ΩF⋅ν dS (Divergence on a bounded C1 Euclidean domain).

[F10]

A bounded C1 domain is a nonempty bounded open set whose boundary is locally a C1 graph with the domain on one side; its outward unit normal is defined by those charts, and F∈C1(Ω‾) means F and its first derivatives extend continuously to the closure (Bounded C1 domains and their outward normals).

[F11]

For F differentiable up to a boundary, the classical normal derivative is ∂νF(x)=DF(x)⋅ν(x) (Classical normal derivative).

[F12]

A positive-radius Euclidean sphere is a compact regular level set, hence locally a C1 graph, and Sr={y:∣y∣=r} with Br(0) locally on the inner side: Sr=F−1(r2) for F(y)=⟨y,y⟩, whose continuous coordinate partials give DF(y)h=2⟨y,h⟩ with DF(y)y=2r2≠0 on Sr, so r2 is a regular value and the regular-level graph theorem applies (Euclidean spheres and closed balls as subspaces of Rn, A regular level set is locally a Ck graph of dimension m−n, Regular and critical points, regular and critical values, and level sets, Submersions and immersions between Euclidean open sets, The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case, If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative, For a natural n≥1 the function x↦xn is differentiable everywhere with derivative ι(n) x n−1; for n=0 it is the constant 1, with derivative 0; for a natural n≥1 the function x↦x−n is differentiable at every x≠0 with derivative −ι(n) x−n−1; consequently every polynomial function is differentiable at every real, with the derivative computed term by term, Sums, scalar multiples, products and quotients: (f+g)′(c)=f′(c)+g′(c), (αf)′(c)=αf′(c), (fg)′(c)=f′(c)g(c)+f(c)g′(c), and (f/g)′(c)=(f′(c)g(c)−f(c)g′(c))/g(c)2 when g(c)≠0, The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn).

[F14]

The Laplacian is Δf=div⁡∇f=∑i∂i∂if (The Laplacian of a C2 function and of a C2 vector field).

[F15]

A continuous real function on an interval has primitives, any two primitives differ by a constant, and for any primitive G ∫abΦ0=G(b)−G(a) (Every continuous function on an interval has a primitive; two primitives differ by a constant; and ∫abf=G(b)−G(a) for any primitive G).

[F16]

The Euclidean inner product is bilinear and symmetric (The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn); a map is linear in the sense of A linear map L:Rm→Rn in Euclidean coordinates; differentiability is defined by the total derivative of The total (Fréchet) derivative Df(a) as the linear first-order approximation with o(∥h∥2) remainder; C1 diffeomorphisms are the bijective C1 maps with C1 inverse of Ck Euclidean maps and diffeomorphisms; an invertible linear isometry of Rn is an orthogonal operator (Linear isometries, and orthogonal or unitary operators on finite-dimensional inner product spaces) and every orthogonal operator has ∣det⁡T∣=1 (Orthogonal and unitary operators form groups, and their determinants have modulus one); a C1 diffeomorphism satisfies the change-of-variables formula for L1 functions (A C^1 diffeomorphism satisfies the change-of-variables formula for L^1 functions).

[F17]
[F18]

A compact set in a metric space is closed and bounded, and continuous real functions on nonempty compact Euclidean sets are bounded (A compact subset of a metric space is closed and bounded, For a nonempty subset of Rn with n≥1, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent); the nonnegative integral is monotone, the Lebesgue integral is linear on L1, and a real function is integrable exactly when its absolute value is, its integral being the difference of the integrals of its positive and negative parts (Monotonicity and nonnegative homogeneity of the nonnegative integral, The Lebesgue integral is linear on L1(μ), Integrable real and complex functions, and their integrals).

[F19]

The Borel sigma-algebra is generated by the open sets (The Borel sigma-algebra of a topological space); continuous maps pull back Borel sets to Borel sets; products, sums and absolute values of measurable functions are measurable (A continuous map has Borel preimages of Borel sets, Arithmetic and lattice operations preserve measurability whenever they are defined); every Borel subset of Rn is Lebesgue measurable (Assuming countable choice, every Borel subset of Rn is Lebesgue measurable); and the integral of a measurable function over a measurable set is the integral of its product with the indicator of that set (Integral over a measurable subset).

[F21]

For a>0 and real exponents, as+t=asat and a−s=1/as, and positive real powers are positive (Real powers for positive bases, with the zero-base positive-exponent convention, The exponent, product, quotient, and iterated-power laws for positive real bases and real exponents).

Proof

technique · direct
1.1givenF2F3F4F18F22

The profile ρ(s)=f(se1) is continuous on [0,∞) because f is continuous and e1 exists by [F22]; the support supp⁡f is compact by hypothesis, hence bounded by [F18], so there is R>0 with ρ(s)=0 for s≥R. Also ∥ρ∥∞≤sup⁡Rn∣f∣<∞: f is continuous and vanishes off the compact set supp⁡f, so it is bounded by [F18]. By [F3] the defining integral for Nf is absolutely finite at every x, and by [F4] the potential satisfies Nf∈C2(Rn) with −ΔNf=f pointwise.

1.2givenA1F1F2F3F16

We prove that u=Nf is radial. Fix x,x′∈Rn with ∣x∣=∣x′∣; if x=x′ there is nothing to prove, so assume x≠x′ and put v:=x−x′≠0 and Qz:=z−2⟨z,v⟩⟨v,v⟩v. Bilinearity and symmetry of the inner product [F16] make Q linear, and the expansion ⟨Qz,Qw⟩=⟨z,w⟩−4⟨z,v⟩⟨w,v⟩⟨v,v⟩+4⟨z,v⟩⟨w,v⟩⟨v,v⟩=⟨z,w⟩ shows that Q preserves the inner product; also ⟨Qz,v⟩=−⟨z,v⟩, so Q2z=z and Q is a bijective linear isometry, that is, an orthogonal operator [F16]. Since 2⟨x,v⟩=2(∣x∣2−⟨x,x′⟩)=∣v∣2 and x≠x′, we get Qx=x−v=x′. The identity Q(z+h)−Qz−Qh=0 shows DQ(z)=Q for every z, so Q is C1 with derivative the invertible map Q; as Q−1=Q, it is a C1 diffeomorphism of Rn with ∣det⁡DQ(z)∣=∣det⁡Q∣=1 [F16]. Choose the representative of Φ with Φ(0)=0; then ∣Qw∣=∣w∣ gives Φ(Qw)=Φ(w) for every w, because the two profiles in [F1] depend only on the modulus, and likewise f(Qz)=ρ(∣Qz∣)=ρ(∣z∣)=f(z). Put g(y):=Φ(x′−y)f(y); by [F3] the integral ∫Rn∣g∣ dλn is finite, so g∈L1(λn) and the change-of-variables formula [F16] gives u(x′)=∫Rng dλn=∫Rng(Qz) dλn(z). For every z the transformed integrand equals Φ(x′−Qz)f(Qz)=Φ(Q(x−z))f(z)=Φ(x−z)f(z), so u(x′)=u(x). Applying this with x′=∣x∣e1 (and trivially for x=0) gives u(x)=u(∣x∣e1) for every x, so u is radial.

1.3givenF4F13F16algebra

From now on write u(r) for the common value of the radial u at points of modulus r, and use e1 for the standard basis vector with coordinate index 1. Since u∈C2(Rn) by [F4], the profile is continuous on [0,∞) and, for r>0, differentiable with u′(r)=Du(re1)⋅e1: the chain rule applied to the affine map r↦re1, whose total derivative is the constant map h↦he1, with [F13] and [F16] gives D(u∘e1)(r)=Du(re1)∘e1. For each i the one-variable function h↦u(hei) is even, because ∣hei∣=∣−hei∣ and u is radial; consequently ∂iu(0)=0, since the difference quotient at h≠0 equals the negative of the quotient at −h and both tend to ∂iu(0) as h→0. Thus Du(0)=0, and by continuity of Du [F4] the profile's one-sided derivative at the origin is lim⁡r↓0u′(r)=Du(0)⋅e1=0.

1.4givenA1F4F5F6F8F9F10F11F12F13F14F18F19algebra

Fix r>0. The ball Br(0) is a bounded C1 domain with outward unit normal ν(y)=y/r on its boundary sphere Sr, which is the regular level set {y:∣y∣2=r2} [F10, F12]. Since u∈C2(Rn), the field ∇u lies in C1(Br(0)‾;Rn), so [F9] applies and, with [F14], gives ∫Br(0)Δu dy=∫Sr∇u⋅ν dS=∫Sr∂νu dS. For y≠0 the chain rule [F13] applied to the composition of the profile u( ⋅ ) with ∣⋅∣, together with the derivative ∇∣⋅∣(y)=y/∣y∣ obtained from ∣y∣=(∣y∣2)1/2, ∇(∣y∣2)=2y and the half-power rule, gives ∇u(y)=u′(∣y∣)y/∣y∣; hence ∂νu(y)=u′(r) for every y∈Sr [F11]. Since u′(r) is constant on Sr and σ(Sn−1)=ωn−1 with radius scaling rn−1 [F6], the surface integral equals ωn−1rn−1u′(r) by [F8]. On the other hand Δu=−f pointwise by [F4], so ∫Br(0)Δu=−∫Br(0)f; the product fχBr(0) and its positive and negative parts are Borel, because f is continuous, the open ball is Borel and the operations preserve measurability [F19], so applying [F5] to those parts, noting χBr(0)(sω)=1 exactly for s<r, and subtracting with the signed-integral convention [F18] gives ∫Br(0)f=ωn−1∫0rsn−1ρ(s) ds. Comparing the two values of ∫Br(0)Δu and dividing by ωn−1rn−1 yields u′(r)=−r1−n∫0rsn−1ρ(s) ds.

2.1givenF15F17F18step 1.3step 1.4algebra

Define G(t):=t1−n∫0tsn−1ρ(s) ds for t>0 and G(0):=0. For 0≤t we have ∣∫0tsn−1ρ(s) ds∣≤∥ρ∥∞tn/n by [F18], so ∣G(t)∣≤∥ρ∥∞t/n and G(t)→0 as t↓0; on (0,∞) the integral t↦∫0tsn−1ρ(s) ds is a primitive of the continuous function t↦tn−1ρ(t) [F15], hence is differentiable and continuous there, and G is a product of continuous functions on (0,∞) [F17]. Step 1.4 gives u′(t)=−G(t) for every t>0, and step 1.3 gives the one-sided derivative u′(0)=0=−G(0); thus the profile u is a primitive of the continuous function −G on the interval [0,∞) [F15]. Applying the evaluation clause of [F15] with a=0 and b=r>0 gives u(r)−u(0)=∫0r−G(t) dt=−∫0rt1−n∫0tsn−1ρ(s) ds dt, which is the displayed identity; at r=0 both sides are 0.

2.2givenA1F1F2F3F5F6F7F13F18F19F20F21step 1.2algebra

It remains to compute the value at the origin. By [F2], [F3] and Φ(−y)=Φ(y), where both sides equal the profile evaluated at ∣y∣ under the representative chosen in step 1.2, u(0)=∫RnΦ(y)ρ(∣y∣) dy. The integrand is Borel [F1, F19] and bounded in modulus by ∥ρ∥∞∣Φ(y)∣1BR(0)(y), since ρ vanishes outside that ball; hence it is integrable, because ∣Φ∣ is locally integrable [F20] and the remaining region is bounded [F18]. Therefore [F5] applied to the positive and negative parts and the subtraction rule of [F18] give u(0)=∫0∞∫Sn−1Φ(sω)ρ(s)sn−1 dσ(ω) ds=ωn−1∫0∞qn(s)ρ(s)sn−1 ds, where qn is the radial profile of [F1] and we used σ(Sn−1)=ωn−1 [F6] and the fact that qn(s)ρ(s) is independent of ω. If n≥3, then ωn−1qn(s)sn−1=s/(n−2), so u(0)=1n−2∫0∞sρ(s) ds. If n=2, then [F7] gives ∣B1∣=V2(1)=π/Γ(2)=π and, with [F6], ω1=∣S1∣=2∣B1∣=2π, so ω1q2(s)s=−slog⁡s; the integral −∫0∞slog⁡s ρ(s) ds is absolutely convergent because ρ vanishes outside [0,R] and ∫0Rs∣log⁡s∣ ds<∞ by [F13] and [F21]. This gives the two displayed values of u(0).

3.1givenA1F1F2F3F4F5F9F16step 1.4step 2.1step 2.2cases∎

If ρ≡0 (including the case of empty support), then f=0, the integrands in steps 1.4, 2.1 and 2.2 all vanish, and u≡0, so every displayed identity reduces to 0=0; the estimates in steps 1.4 and 2.2 are then trivially finite. The cases n=2 and n≥3 are exhaustive under n≥2 and are exactly the two alternatives in [F1]; dimension one is excluded by the stated hypothesis and is not silently included. The derivative formula is asserted only for r>0; at r=0 step 1.3 supplies the one-sided derivative and step 2.1 the integrated identity. Countable Choice is the sole set-theoretic assumption: it is inherited from the kernel, potential, polar, surface and divergence conventions of [F1]–[F5], [F9] and [F16], while the pointwise reflection, chain-rule and one-dimensional integration arguments use no further choice. For complex-valued radial data the result applies to Re f and Im f, whose profiles are the real and imaginary parts of ρ.

Source notes

Teschl §5.3 Problem 5.18, printed p.123, states the closed forms u(x)=1n−2∫0∞min⁡(1,s/r)n−2F(s)s ds for n≥3 and u(x)=−∫0∞log⁡(max⁡(s,r))F(s)s ds for n=2 as a problem, not as a proof; differentiating these closed forms reproduces the two displayed identities of the Statement, and their value at the origin is exactly the u(0) computed in step 2.2. Schmidt §2.11, printed pp.69–72, derives the radial ODE u′′+n−1ru′=±ρ for the Newton potential and integrates it; Schmidt normalizes ΔF=δ0, so his potential is −u and his equation has the opposite sign. The present proof instead avoids the radial Hessian computation: it obtains u′ from the divergence theorem on a ball using the exact surface measure of [F6], obtains the integrated formula from the primitives corollary, and computes u(0) by polar coordinates. The problem itself invokes a solution to a radial ODE whose justification is supplied here by steps 1.3–2.1.

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