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The far-field gradient of a compactly supported Newtonian potential

Statement

Assume the Axiom of Countable Choice (ACω), the convention of the Lebesgue interface used below (The Axiom of Countable Choice (ACω)). Let n≥3, let Φ be the fundamental solution of −Δ on Rn normalised by −ΔTΦ=δ0 (Fundamental solution for the positive operator minus Laplacian), so that for z≠0 Φ(z)=∣z∣2−n(n−2)ωn−1,∇Φ(z)=−zωn−1∣z∣n,∣∇Φ(z)∣=1ωn−1∣z∣n−1, let f∈L1(Rn) be real, measurable and zero λn-almost everywhere outside a closed ball B‾R(0)={x:∣x∣≤R} of finite radius R>0 (Open ball, closed ball and sphere in a metric space), and let Nf(x)=∫RnΦ(x−y)f(y) dλn(y) be the Newtonian potential (Newtonian potential of compactly supported data). Then:

(a) [Representation and differentiability off the far field] for every x∈Rn with ∣x∣>2R the integral ∫Rn∇Φ(x−y)f(y) dλn(y) is absolutely convergent, the function Nf is differentiable at x with ∇(Nf)(x)=∫Rn∇Φ(x−y)f(y) dλn(y), and x↦∇(Nf)(x) is continuous on the open set {x:∣x∣>2R};

(b) [Decay bound] for every x with ∣x∣>2R, ∣∇(Nf)(x)∣≤2n−1∥f∥1ωn−1∣x∣n−1,∥f∥1:=∫Rn∣f∣ dλn;

(c) [Scope] the hypothesis is compact support together with L1-integrability; no boundedness of f is assumed, and nothing is asserted at points with ∣x∣≤2R (where the kernel singularity may meet the support of f).

Facts & Assumptions

Given: The Axiom of Countable Choice, n≥3, the fundamental solution Φ of −Δ with the displayed form off the origin, and a real f∈L1(Rn) vanishing λn-almost everywhere outside B‾R(0), R>0.

[F1]

The fundamental solution is Φ(z)=∣z∣2−n/((n−2)ωn−1) for z≠0 (Fundamental solution for the positive operator minus Laplacian), and the Newtonian potential is Nf(x)=∫Φ(x−y)f(y) dλn(y), defined where the integral is absolutely finite and agreeing with its almost-everywhere class wherever that holds (Newtonian potential of compactly supported data).

[F4]

Differentiation under the integral sign: if f(x,t) is integrable in x for every t, differentiable in t for almost every x, with measurable t-derivative dominated by one integrable g uniformly in t, then t↦∫f(x,t) dμ(x) is differentiable with the derivative integrated (Differentiation under the integral sign).

[F5]

Dominated convergence: pointwise almost-everywhere convergence under one integrable majorant passes to the integrals (Dominated convergence).

[F6]

Continuous maps on Euclidean spaces are Borel measurable; integrals are unchanged by almost-everywhere modification, and the nonnegative integral is monotone and homogeneous (Continuous functions on Euclidean spaces are Borel measurable, Monotonicity and nonnegative homogeneity of the nonnegative integral, Integral over a measurable subset, Integrable real and complex functions, and their integrals, Measure-null sets and almost-everywhere statements relative to a measure, Two integrable functions are equal almost everywhere exactly when all of their indefinite integrals agree). Sums, scalar multiples and absolute values of measurable real functions are measurable (Closure properties of measurable functions used by the integral); product measurability used here is justified in step 1.1.

Proof

technique · direct
1.1givenF1F2F6

Fix x0 with ∣x0∣>2R, choose 0<δ<∣x0∣−2R, put U:=Bδ(x0) and c:=∣x0∣−δ−R>0. For measurable real a, the function a2 is measurable because {a2>b} is the whole space for b<0 and {∣a∣>b} for b≥0; for measurable real a,b, the identity ab=((a+b)2−(a−b)2)/4 therefore gives measurable products by [F6]. Since f vanishes almost everywhere on the complement of B‾R, the function f0:=f 1B‾R is measurable, integrable, agrees with f almost everywhere and is pointwise zero outside B‾R; replacing f by f0 changes no integral of the form ∫Φ(x−y)f(y) dy or ∫∂iΦ(x−y)f(y) dy ([F6]), so we may assume f vanishes pointwise off B‾R. Differentiating the displayed formula of [F1] with the chain and algebra rules gives, for every z≠0, ∇Φ(z)=1(n−2)ωn−1(2−n)∣z∣−nz=−zωn−1∣z∣n and hence ∣∇Φ(z)∣=1ωn−1∣z∣n−1 ([F2]).

2.1step 1.1F3F6

For x∈U and y∈B‾R the triangle inequality of [F3] gives ∣x−y∣≥∣x0−y∣−∣x−x0∣≥∣x0∣−R−δ=c, so with f vanishing off B‾R the bounds ∣Φ(x−y)f(y)∣≤c2−n∣f(y)∣(n−2)ωn−1,∣∂iΦ(x−y)f(y)∣≤c1−n∣f(y)∣ωn−1 hold for all x∈U and y∈Rn, the exponents being nonpositive because n≥3 and c>0 ([F3]). Both majorants are integrable: f∈L1 and the constants are finite. Hence Nf(x) and each integral ∫∂iΦ(x−y)f(y) dλn(y) exist absolutely for every x∈U, and g:=c1−n∣f∣/ωn−1 is a single integrable majorant for all partial-derivative integrands on U. Moreover each integrand y↦∂iΦ(x−y)f(y) is measurable, as follows: the kernel restricted to B‾R is continuous and hence Borel measurable there; its extension by zero outside that closed ball is Borel (preimages of open sets are a relative Borel preimage, possibly with the complement of the ball added). Its product with f is measurable by step 1.1. The same reasoning applies to the potential integrand.

3.1step 2.1F2F4

Fix i∈{0,…,n−1} and x∈U; since U is open there is ε>0 with x+tei∈U for ∣t∣<ε. Put J:=(−ε,ε) and h(y,t):=Φ(x+tei−y)f(y) on Rn×J. For every t∈J the section y↦h(y,t) is integrable by step 2.1; for y∈B‾R the map t↦h(y,t) is differentiable on J because ∣x+tei−y∣≥c there, with derivative ∂iΦ(x+tei−y)f(y); outside B‾R set h(y,t)=0, whose derivative is zero; this derivative is measurable in y by step 2.1; and it is dominated uniformly on J by the integrable g of step 2.1. The differentiation-under-the-integral-sign theorem [F4] therefore gives that t↦Nf(x+tei) is differentiable at t=0 with derivative ∫∂iΦ(x−y)f(y) dλn(y); by the definition of the partial derivative [F2] this says that ∂iNf(x) exists and equals that integral.

4.1step 2.1step 3.1F1F2F5

Let xm→x be a sequence in U. For every y with f(y)≠0 (so y∈B‾R) the points xm−y stay at distance at least c from the origin by step 2.1, so ∂iΦ(xm−y)f(y)→∂iΦ(x−y)f(y) by continuity of the kernel off the origin ([F1], [F2]); the convergence also holds where f(y)=0, both sides being 0. All these integrands are dominated by the integrable g of step 2.1, so dominated convergence [F5] gives ∫∂iΦ(xm−y)f(y) dλn(y)→∫∂iΦ(x−y)f(y) dλn(y). By step 3.1 the left-hand side is ∂iNf(xm), so each partial derivative of Nf is sequentially continuous on U, hence continuous by Metric continuity characterisations, with countable choice for the sequential converse under the assumed ACω.

5.1step 4.1F2

By steps 3.1 and 4.1 the function Nf has all first partial derivatives at every point of U and each of them is continuous on U; the characterization of total differentiability by continuous partial derivatives [F2] therefore makes Nf differentiable at every x∈U, with ∇(Nf)(x) the vector of the partial derivatives, namely ∇(Nf)(x)=∫Rn∇Φ(x−y)f(y) dλn(y), the vector integral being absolutely convergent by step 2.1. As x0 with ∣x0∣>2R was arbitrary, this proves (a) throughout the open far field {∣x∣>2R}.

6.1step 1.1step 5.1F3F6∎

For (b), let ∣x∣>2R and let y satisfy f(y)≠0, so ∣y∣≤R; the reverse triangle inequality gives ∣x−y∣≥∣x∣−R>∣x∣/2 ([F3]), hence by step 1.1 ∣∇Φ(x−y)∣=1ωn−1∣x−y∣n−1≤2n−1ωn−1∣x∣n−1. Integrating against ∣f∣ and using the estimate of step 5.1 gives ∣∇(Nf)(x)∣≤∫∣∇Φ(x−y)f(y)∣ dλn(y)≤2n−1∥f∥1ωn−1∣x∣n−1, which is (b). The argument used only the L1 hypothesis and the a.e. compact support, never boundedness of f, and it makes no assertion at points with ∣x∣≤2R, where the singularity of Φ can meet the support of f; this is exactly the scope recorded in (c).

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