On a Dirichlet to Neumann and Robin to Neumann operators suitable for reflecting harmonic functions subject to a nonhomogeneous condition on an arc
Murdhy Aldawsari, Tatiana Savina

TL;DR
This paper develops reflection formulas for harmonic functions with nonhomogeneous boundary conditions using Dirichlet to Neumann and Robin to Neumann operators, extending classical symmetry principles.
Contribution
It introduces a novel technique to derive reflection formulas for nonhomogeneous boundary conditions, generalizing existing symmetry principles for harmonic functions.
Findings
Derived reflection formulas for nonhomogeneous Neumann conditions
Extended Schwarz symmetry principles to nonhomogeneous Robin conditions
Provided a new method using Dirichlet to Neumann operators
Abstract
According to the Schwarz symmetry principle, every harmonic function vanishing on a real analytic curve has an odd continuation, while a harmonic function satisfying homogeneous Neumann condition has the even continuation. There are different generalizations of the Schwarz symmetry principle. Most of them are dealing with homogeneous conditions and the Dirichlet case. Using a technique of Dirichlet to Neumann and Robin to Neumann operators, we derive reflection formulae for nonhomogeneous Neumann and Robin conditions from a reflection formula subject to a nonhomogeneous Dirichlet condition.
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On a Dirichlet to Neumann and Robin to Neumann operators suitable for reflecting harmonic functions subject to a nonhomogeneous condition on an arc
Murdhy Aldawsari
Tatiana Savina
Abstract
According to the Schwarz symmetry principle, every harmonic function vanishing on a real analytic curve has an odd continuation, while a harmonic function satisfying homogeneous Neumann condition has the even continuation. There are different generalizations of the Schwarz symmetry principle. Most of them are dealing with homogeneous conditions and the Dirichlet case. Using a technique of Dirichlet to Neumann and Robin to Neumann operators, we derive reflection formulae for nonhomogeneous Neumann and Robin conditions from a reflection formula subject to a nonhomogeneous Dirichlet condition.
**Keywords: **Schwarz symmetry principle, Dirichlet to Neumann operator, Robin to Neumann operator, Analytic continuation
1 Introduction
Let be a non-singular real analytic curve and a point . Then, there exists a neighborhood of and an anti-conformal mapping which is identity on , permutes the components of and relative to which any harmonic function defined near and vanishing on (the homogeneous Dirichlet condition) is odd,
[TABLE]
In the case of nonhomogeneous Dirichlet data, on , when function is holomorphically continuable into near , formula (1) involves also values of function at two additional points located on the complexification of the curve . All four points then create a so-called Study’s rectangle [6].
To describe the Study’s rectangle, consider a complex domain in the space to which the function defining the curve can be analytically continued such that . Using the change of variables , the equation of the complexified curve can be rewritten in the form
[TABLE]
and if on , can be also rewritten in terms of the Schwarz function and its inverse, and [2]. The mapping mentioned above can be expressed in terms of the Schwarz function as follows,
[TABLE]
Using the above notations, the reflection formula for harmonic functions subject to conditions can be written as the Study’s rectangle:
[TABLE]
The motivation of this paper goes back to D. Khavinson’s suggestion to think of a different method for deriving reflection formulae rather than using the reflected fundamental solution method, described, for example, in [3]. This suggestion perhaps was rather related to methods used in analysis. However, L. Beznea’s talk, devoted to Dirichlet to Neumann operators, given at the International Conference on Complex Analysis, Potential Theory and Applications in honour of Professor Stephen J Gardiner on the occasion of his 60th Birthday, influenced this attempt to derive reflection formulas for other than Dirichlet conditions using similar to Dirichlet to Neumann operators studied by L. Beznea et al. [1].
The structure of the paper is as follows. In section 2 we discuss some preliminaries. In section 3 we discuss a Dirichlet to Neumann operator for a circular arc written in a form suitable for reflection. In section 4 we use this formula to derive a reflection formula for the case of nonhomogeneous Neumann conditions given on a circular arc. In section 5 we discuss a Robin to Neumann operator for a circular arc. Section 6 is devoted to reflection for the case of a nonhomogeneous Robin data on a circular arc, and section 7 discusses a Dirichlet to Neumann operator and reflection for a harmonic function subject to nonhomogeneous Neumann condition on an arc of an algebraic curve.
2 Preliminaries
Consider the Neumann boundary value problem in the unit disk in the plane:
[TABLE]
where is the outward normal. Solution to this problem can be written in terms of the solution to a corresponding Dirichlet problem, [1]. Here is defined by
[TABLE]
where .
Theorem 1**.**
[1]** Assume is continuous and its integral along vanishes. If is the solution to the Dirichlet problem (5), then
[TABLE]
is the solution to the Neumann problem (4) with , where .
A derivation of formula (6) in paper [1] was based on the following consideration. If and , where and are analytic functions, then the following equalities hold on ,
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Setting and integrating with from to , one has
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Formula (7) is a starting point for writing an expression relating harmonic functions satisfying Dirichlet, Neumann, and Robin conditions on .
3 Dirichlet to Neumann operator for an arc of the unit circle
Consider the following two problems for functions and defined near an arc of a unit circle in the plane:
[TABLE]
[TABLE]
where is holomorphically continuable into near . To find and expression relating and one can take the real part of (7) by computing . However, for what follows it is more convenient to complexify the problem, considering functions and , where with on .
Theorem 2**.**
Let be the unit circle in the plane centered at the origin. If is a solution to (8), then
[TABLE]
*is a solution to (9). Here is a harmonic function such that on . *
Proof.
To prove formula (10) one just needs to check the conditions in (9). Obviously, function is harmonic, .
To check the second condition in (9), we fix a point . Using the notation , the outward normal at , , can be computed as
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Taking into account the expression (10), we have
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Using the substitutions , with fixed , the above formula yields
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This finishes the proof. ∎
Example 3.1**.**
Let harmonic function satisfying the Dirichlet condition be , where is a constant. Then for function , we have,
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which implies that the corresponding to function, satisfying Neumann condition , is .
Example 3.2**.**
Let harmonic function satisfying homogeneous Dirichlet condition be . Let us compute the corresponding function with ,
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which implies that the corresponding solution of problem (9) is
[TABLE]
The latter expression in polar coordinates, , has a simpler form, . One can easily check that satisfies the Laplace’s equation, , and its normal derivative vanishes on the unit circle.
Example 3.3**.**
Harmonic function on a unit circle equals to . To find the corresponding functions and , we make the substitution and . This results in and . Thus the corresponding Dirichlet to Neumann operator is
[TABLE]
Thus, , which is obviously a harmonic function. This function in polar coordinates has the form , whose normal derivative on the unit circle is , which equals to .
Example 3.4**.**
Harmonic function on a unit circle equals to . The corresponding functions and . Thus the expression for is
[TABLE]
therefore, , which is obviously a harmonic function. This function in polar coordinates has the form , whose normal derivative on the unit circle equals to , .
4 Reflection about an arc of a circle with nonhomogeneous Neumann data
Consider Neumann problem (9) in a neighborhood of a point . Let point for which formula (10) holds,
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For what follows, it is convenient to fix and to rewrite the integrals in polar coordinates,
[TABLE]
where .
We remark that formula (3) for the unite circle can be rewritten as
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Applying reflection, , to formula (11) and taking into account that the boundary points are fixed under , we have
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where
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To obtain a reflection formula for Neumann conditions, we need to rewrite the right hand side of (13) in terms of . In order to do that, we make a substitution in , which results in
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therefore,
[TABLE]
The second and third integrals could be combined if we do the same substitution, in . Indeed,
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hence,
[TABLE]
Thus, we finally derived the following reflection formula for for harmonic functions satisfying Neumann condition on an arc of the unite circle
[TABLE]
Example 4.1**.**
Consider a harmonic function, whose normal derivative on the unite circle, , is constant, . Then formula (14) reads as
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Example 4.2**.**
Consider a harmonic function, whose normal derivative on the unite circle, , equals . To compute the integral in formula (14), we rewrite function as
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The last term vanishes on the complexification of the unit circle, therefore, , which implies . Thus,
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Then formula (14) reads as
[TABLE]
5 Neumann to Robin operator for an arc of the unit circle
Consider the following Robin problem
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where and are real constants with .
Let and be harmonic functions defined near the arc of a unit circle in the plane:
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[TABLE]
Here , , and are holomorphically continuable into near .
To derive a formula connecting functions , , and , we think of them as real parts of analytic functions, , , and and assume that .
For a point on a boundary, , we have the following equalities
[TABLE]
[TABLE]
Thus, setting
[TABLE]
does not contradict the condition . Multiplying (20) by , we have
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which can be rewritten as
[TABLE]
Integrating from to along a segment with constant argument, we obtain
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which implies
[TABLE]
Taking the real part from both sides of the latter formula, one can express a solution of the Robin problem (17) in terms of the corresponding solutions to the Dirichlet and Neumann problems (18) and (19). Alternatively, one can divide formula (20) by z and then integrate, which results
[TABLE]
Assuming and taking into account formula (10), we obtain a Robin to Neumann operator
[TABLE]
where .
Theorem 3**.**
Let be the unit circle in the plane centered at the origin. If is a solution to (17), then a Robin to Neumann operator has the form
[TABLE]
*Here is a harmonic function such that on . *
Proof.
To prove formula (22) one needs to check the conditions in (19). Obviously, function is harmonic, if is harmonic.
To check the second condition we differentiate (22) with respect to ,
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Then on , the latter formula reduces to
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resulting in
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This finishes the proof. ∎
Example 5.1**.**
Consider a solution to Robin problem satisfying the Robin condition with on . Function has the representation . Then formula (22) reads as
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therefore,
[TABLE]
which is a harmonic function satisfying the Neumann condition on with .
Corollary 3.1**.**
Solutions to the Dirichlet problem (18) are related to the solutions to the Robin problem (17),
[TABLE]
whenever on .
Indeed, formulae (10) and (22) imply
[TABLE]
Assuming that and setting , , we have
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Differentiation of the latter formula with respect to results in (23).
6 Reflection about a circular arc with nonhomogeneous Robin data
To derive a reflection formula for solutions to (17) we use formula (14),
[TABLE]
and formula (22),
[TABLE]
which in the plane can be rewritten in variables as
[TABLE]
where . This implies,
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Making a substitution in the integral, we have
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Plugging into formula (14), we obtain
[TABLE]
[TABLE]
which leads to the following theorem.
Theorem 4**.**
Let be a solution to the problem (17), then for a pair of points in the plain symmetric with respect to the unit circle centered at the origin, the following reflection formula holds
[TABLE]
Example 6.1**.**
Let be a solution to the problem (17) with . Then formula (24) reads as
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Example 6.2**.**
Let be a solution to the problem (17) with . Taking into account that on , formula (24) reduces to
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which results in
[TABLE]
Example 6.3**.**
Let be a solution to the problem (17) with . Then the corresponding reflection formula is
[TABLE]
7 Dirichlet to Neumann operator and reflection about an arc of an algebraic curve
In this section we generalize the results obtained for a circular arc in sections 3 and 4 for the case of an algebraic curve . First, we discuss a Dirichlet to Neumann mapping. Then we apply this mapping for derivation of a reflection formula. Remark that this formula was obtained at [4], [5] using different methods.
Consider the following two problems for functions and defined near an arc of an algebraic curve in the plane:
[TABLE]
[TABLE]
where is holomorphically continuable into near .
Theorem 5**.**
Let be an arc of an algebraic curve in the plane. If is a solution to (25), then
[TABLE]
is a solution to (26). Here is a harmonic function such that on .
Proof.
According to formula (27), function has a representation as a sum of a function and a function , and therefore, is harmonic, .
To check the second condition in (26), note that the normal derivative could be computed using the formula [2],
[TABLE]
Differentiating formula (27), we have
[TABLE]
therefore, on the curve we obtain
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This finishes the proof. ∎
Remark**.**
For the special case when is the unit circle centered at the origin, , formula (27) reduces to formula (10).
To derive the reflection formula generalizing formula (14), let us rewrite formula (27) at the reflected point,
[TABLE]
[TABLE]
[TABLE]
Making the substitution in the second and third integrals
[TABLE]
[TABLE]
we have
[TABLE]
[TABLE]
Taking into account that and , we arrive at the formula generalizing (14),
[TABLE]
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] L. Beznea, M.N. Pascu, N.R. Pascu, An equivalence between the Dirichlet and the Neumann problem for the Laplace operator , Potential Anal., 44 , 655–672 (2016).
- 2[2] Ph. Davis, The Schwarz function and its applications , Carus Mathematical Monographs, MAA (1979).
- 3[3] T. Savina, “On non-local reflection for elliptic equation of the second order in ℝ 2 superscript ℝ 2 {\mathbb{R}}^{2} (the Dirichlet condition)”, Transactions of the American Mathematical Society , 364 (2012), no. 5, 2443–2460.
- 4[4] T.V. Savina, “A reflection formula for the Helmholtz equation with the Neumann condition”, Comput. Math. Math. Phys. 39 (1999), no. 4, 652–660.
- 5[5] T. Savina, “From reflections to elliptic growth”, http://arxiv.org/abs/1807.09903
- 6[6] E. Study, Einige elementare Bemerkungen uber den Prozess der analytischen Fortsetzung , Math. Ann., 63 , 239–245 (1907).
