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The weak Dirichlet Poisson problem on an interval

Example

Assume the Axiom of Choice inherited through the cited suppliers, together with Countable Choice. Let I=(0,1) and f∈L2(I). Define u(x):=∫01G(x,y)f(y) dy,G(x,y):=min⁡(x,y)−xy. Then G is continuous on [0,1]2 with G(0,⋅)=G(1,⋅)=0, u∈H01(I) is the unique weak solution of −u′′=f with zero boundary values in the sense of Existence and uniqueness for the weak Dirichlet Poisson problem, and ∫01u′(x)φ′(x)‾ dx=∫01f(x)φ(x)‾ dxfor every φ∈Cc∞(I). The solution is recovered by two integrations: u′ is absolutely continuous, u′′=−f a.e. and u(0)=u(1)=0; for f=1 this gives the explicit u(x)=12x(1−x). More generally, if F∈H−1(I) is represented as F(v)=(f0,v)L2+(f1,v′)L2 with f0,f1∈L2(I) (Every H−1 functional is an L2 function plus a divergence), then the weak solution is u(x)=∫01G(x,y)f0(y) dy+∫01∂yG(x,y)f1(y) dy, where ∂yG is taken in the distributional sense, matching the one-dimensional integration-by-parts formula. This illustrates item 13 of the design on a one-dimensional model; no general Green-function theory is claimed.

Facts & Assumptions

Given: The Axiom of Choice and Countable Choice; the interval I=(0,1); a class f∈L2(I); the Green kernel G(x,y)=min⁡(x,y)−xy on [0,1]2; and u(x):=∫01G(x,y)f(y) dy.

[F1]

Kernel facts: G is continuous on [0,1]2 with G(0,⋅)=G(1,⋅)=0; for y≠x one has ∂xG(x,y)=1y>x−y∈[−1,1] and ∂yG(x,y)=1x>y−x∈[−1,1], so both partial derivatives are bounded by 1 in modulus (direct computation from G=min⁡(x,y)−xy; The second fundamental theorem: if G is differentiable on [a,b] with G′=f and f is integrable, then ∫abf=G(b)−G(a) supplies the underlying linearity and Integral over a measurable subset the Lebesgue integrals).

[F2]

Dominated convergence gives convergence of integrals under an integrable bound (Dominated convergence). An indefinite integral of an L1 function is absolutely continuous with derivative equal to the integrand a.e. by The indefinite integral of an L1 function is absolutely continuous and The indefinite integral of an L1 function is differentiable almost everywhere, while the recovery formula for an absolutely continuous function is Fundamental theorem of calculus for absolutely continuous functions. Integration by parts for absolutely continuous factors is Integration by parts for absolutely continuous functions, applied componentwise over C. Products of absolutely continuous functions remain absolutely continuous (The product of two absolutely continuous functions is absolutely continuous); Absolute continuity of the integral controls integrals on the shrinking boundary strips, and Holder's inequality for integrals, including the endpoint cases bounds the products.

[F3]

Membership criterion proved below: an absolutely continuous w on [0,1] with w(0)=w(1)=0 and w′∈L2(0,1) lies in H01(I). The boundary cutoff uses the standard smooth step σ, which takes values in [0,1] and has bounded derivative; its product and chain rules give a compactly supported W1,2 approximation. The approximation is then zero-extended and mollified, using the ACL characterisation, the compact-support zero-extension theorem, convergence of mollifiers, and the density definition of H01 (The standard smooth step function, Extreme value theorem: a continuous real function on a nonempty compact subset of R attains a greatest and a least value, The chain rule, in one line from Carathéodory: if g is differentiable at c and f is differentiable at g(c), then f∘g is differentiable at c with (f∘g)′(c)=f′(g(c)) g′(c), 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 ACL characterisation of W1,p, Compactly supported Sobolev functions extend by zero in every integer order, The mollifier family generated by a unit-mass smooth bump, A unit-mass smooth bump generates an L1 approximate identity, Every L1 approximate identity converges to the identity in Lp for 1≤p<∞, Convolution with a mollifier is smooth, and derivatives pass under the integral sign, Zero-boundary Sobolev space as a norm closure, One-dimensional W1,p functions have unique absolutely continuous representatives).

[F4]

Lax--Milgram existence and uniqueness on I: for every F∈H−1(I) there is a unique u∈H01(I) with ∫01u′ v′‾=F(v) for all v∈H01(I) (Existence and uniqueness for the weak Dirichlet Poisson problem, The negative Sobolev space H−1(Ω)); if F(v)=(f,v)L2 with f∈L2, this datum lies in H−1 (Every H−1 functional is an L2 function plus a divergence, The space Lp(μ) as the quotient by null functions, Real and imaginary parts, complex conjugation, and modulus).

Proof

1.1F1F2

Differentiation under the integral: fixing x and letting h→0, the kernel identity (G(x+h,y)−G(x,y))/h→∂xG(x,y) holds for every y≠x, hence for almost every y, and the quotients are bounded by 1 because G is 1-Lipschitz in its first variable on [0,1]; since ∣f∣∈L1, dominated convergence gives u′(x)=∫01∂xG(x,y)f(y) dy=∫x1f(y) dy−∫01yf(y) dy.

1.2F3algebra

Boundary cutoff: prove the criterion of [F3]. Let w be absolutely continuous on [0,1] with w(0)=w(1)=0 and w′∈L2. For m≥4 set χm(x):=σ(mx−1)σ(m(1−x)−1) and wm:=χmw. Then χm vanishes on [0,1/m]∪[1−1/m,1], equals 1 on [2/m,1−2/m], takes values in [0,1], and ∣χm′∣≤2mCσ by the chain and product rules. The product wm is absolutely continuous with derivative χm′w+χmw′∈L2 and compact support in I, so wm∈W1,2(I).

2.1F1F2step 1.1

Regularity and boundary values: the formula of step 1.1 exhibits u′ as the sum of the continuous function x↦∫x1f and a constant, so u∈C1([0,1]); u(0)=∫G(0,y)f=0 and u(1)=0 by [F1], and the fundamental theorem gives u(x)=∫0xu′(t) dt. Moreover u′ is the difference of an absolutely continuous function and a constant, so u′′=−f almost everywhere.

2.2F3step 1.2algebra

Convergence in H1: put Em:=(0,2/m)∪(1−2/m,1). Since wm=w off Em and w∈L2, ∥wm−w∥L2→0; in L2, (wm−w)′=(χm−1)w′+χm′w, and the first term tends to zero because w′∈L2 and the strips shrink to the endpoints. Near 0, ∣w(x)∣2=∣∫0xw′(t) dt∣2≤x∫0x∣w′(t)∣2dt, while near 1, ∣w(x)∣2=∣∫x1w′(t) dt∣2≤(1−x)∫x1∣w′(t)∣2dt. Therefore ∫1/m2/m∣χm′w∣2dx≤6Cσ2∫02/m∣w′∣2dtand∫1−2/m1−1/m∣χm′w∣2dx≤6Cσ2∫1−2/m1∣w′∣2dt, and both bounds tend to zero. Thus ∥wm−w∥H1(0,1)→0.

3.1F3step 2.2

Mollification and closure: each wm has compact support inside I, so its zero extension Wm belongs to W1,2(R) by [F3]. Mollifying at sufficiently small scales gives Wm∗ρε∈Cc∞(I). The weak-derivative identity with test y↦ρε(x−y) gives (Wm∗ρε)′=Wm′∗ρε; applying the L2 approximate-identity result separately to Wm and Wm′ proves convergence in W1,2. Hence wm∈H01(I). Since this space is closed and wm→w in H1, w∈H01(I). Applying the criterion to step 2.1 gives u∈H01(I).

3.2F2step 2.1

Weak identity on test functions: for φ∈Cc∞(I), integration by parts on [0,1] and step 2.1 give ∫01u′ φ′‾ dx=[u′ φ‾]01−∫01u′′ φ‾ dx=∫01f φ‾ dx, the boundary term vanishing because φ has compact support in I and u′′=−f a.e.

4.1F4step 3.1step 3.2algebra

Identification and uniqueness: the right-hand side v↦(f,v)L2 is an element of H−1(I) by [F4], and both sides of the identity are bounded in v on H01(I) by H"older; since Cc∞(I) is dense in H01(I), the identity of step 3.2 extends to every v∈H01(I). Hence u is the unique weak solution of −u′′=f with zero boundary values. For f=1 the formula gives u′(x)=(1−x)−12=12−x and u(x)=12x(1−x).

5.1F4step 3.1step 4.1algebra

General H−1 datum: let F(v)=(f0,v)L2+(f1,v′)L2 with f0,f1∈L2(I) and define w(x):=∫01∂yG(x,y)f1(y) dy=∫0xf1(y) dy−x∫01f1(y) dy. Then w is absolutely continuous with w(0)=w(1)=0 and w′=f1−∫01f1∈L2, so w∈H01(I) by the criterion of step 3.1; for v∈H01(I) one computes ∫01w′v′‾=∫01f1v′‾−(∫01f1)∫01v′‾, and ∫01v′=0 for v∈H01, by approximating v in H1 by compactly supported smooth vj, for which ∫vj′=0, and using ∣∫(v′−vj′)∣≤∥v′−vj′∥2, so the identity ∫01w′v′‾=∫01f1v′‾ holds. Combined with step 4.1 applied to f0, the function u=u0+w with u0(x)=∫G(x,y)f0(y)dy satisfies the weak equation for the datum F, and by uniqueness it is the weak solution; this is the displayed Green representation with ∂yG acting on f1.

6.1step 4.1step 5.1∎

Conclusion: the Green function representation produces the unique weak solution on the interval, with the weak identity and the explicit case f=1 giving u(x)=12x(1−x), and the general divergence-form datum is handled by the same kernel with ∂yG; no general Green-function theory is claimed.

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